This project forked from suixinio/marketmaker
接入okcoin的数字货币行情，并在众安交易所做市
接入okcoin的数字货币行情，并在众安交易所做市
作者：吴典（Andy.Woo） @上海 手机/微信:18621528717
一.代码结构
1.api
通过websocket协议从okcoin接入okcoin柜台上数字货币的tick行情，通过rest协议从众安交易所读写数字货币的行情
2.dataRecorder
基于api接口，将okcoin获取的数字货币的tick转为自定义结构，并实时存入mongoDB数据库中
3.gateway网关
将外部获取的行情结构转为自定义结构
4.strategy
包含了自定义数据结构在系统内部的流转过程以及做市商策略
4.1.MMBase 定了tick和bar等数据结构
4.2.MMEngine 实现了CTA策略引擎，针对CTA类型的策略，抽象简化了部分底层接口的功能
4.3.MMTemplate 包含了CTA引擎中的策略开发用模板，开发策略时需要继承CtaTemplate类
4.4.MMStrategy 做市商策略 （内容详见doc/做市商策略.txt）
4.5.vtMMClient 主引擎 and 程序切入口
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