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TODO about ft HOT 6 CLOSED

xywanz avatar xywanz commented on July 23, 2024
TODO

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Comments (6)

xywanz avatar xywanz commented on July 23, 2024

TODO: 增加python的策略接口。现在策略和引擎通过redis解耦了,如果要用Python写策略,只需要对redis推送的tick数据以及redis中的仓位等信息进行解析,把python策略的订单转换成引擎接收的格式即可,总的来说就是做个简单的协议解析功能。

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xywanz avatar xywanz commented on July 23, 2024

继续完善策略接口以及引擎的实现

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xywanz avatar xywanz commented on July 23, 2024

策略引擎架构马上有新的大改动提交,使API对接更加模块化 ---- 已完成

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xywanz avatar xywanz commented on July 23, 2024

数据接收及推送部分考虑从TradingEngine及Gateway中剥离出去成为一个独立的服务

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xywanz avatar xywanz commented on July 23, 2024

把本地的订单号和order_ref之类的做个算术上的映射,不然gateway中每次都需要管理两个map。或者干脆二合一

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xywanz avatar xywanz commented on July 23, 2024

本周进度上不会做太大的推进,主要是review及测试现有的代码,把当前的各个模块完善。下周继续开发新功能

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