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backtest: trade-based backtest engine

Open c9s opened this issue 3 years ago • 1 comments

  • [ ] prepare public market trade data from MAX.
  • [x] prepare public market trade data from Binance.
  • [ ] add a new back-test engine -- trade-based matching engine.
  • [ ] simulate klines from public trade.

c9s avatar Apr 16 '22 11:04 c9s

there's OnMarketTradeEvent implemented for Binance and FTX.

zenixls2 avatar May 09 '22 06:05 zenixls2