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`binance` todos

Open goodboy opened this issue 4 years ago • 0 comments

Thanks once again to @guilledk for the new binance backend support in #170 we can get some more serious (and near hft) style processing going on for crypto$ 😎

Some lingering things we need to get going stat as follow ups to that PR:


things we forgot 😂:

  • we need to provide min tick info in the initial message from the feed which is something we'll likely have to pull out of the .symbol_info() data set(s)

New features we need for the backend to go prime time, these can come incrementally:

  • [ ] longer out historical data retreival which has a couple options:
    • the old trades which appears to be tick data we can aggregate (1k datums per request and requires X-MBX-APIKEY in the request)
    • the historical OHLC ep which i think is limited to 1m sampling period? (would be great if they did smaller periods for us).
  • [ ] symbol search support using the symbol set delivered from the exchange info endpoint -> this will likely land as part of #164
  • [ ] order entry via order mode / chart trader by providing EMS support

goodboy avatar May 24 '21 14:05 goodboy