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Trading engine - Last

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Julian Molina committed 2021-01-06 11:16:28 +01:00
1 parent ca75ae6578
commit 4e500720e4
14 files changed
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Projects/Superalgos/Schemas/Docs-Nodes/actual-size.json
+4 -3
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@@ -1,7 +1,8 @@
{
"type": "Actual Size",
"definition": {
"text": "Left click and Edit to enter edit mode and change this text."
"text": "The Actual Size is the size reported by the exchange during synchronization, or the size resulting from the simulation of the synchronization with the exchange in the case of simulations.",
"updated": 1609927441472
},
"paragraphs": [
{
@@ -19,8 +20,8 @@
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
"text": "Actual Size Configuration",
"updated": 1609927221799
},
{
"style": "Subtitle",
Projects/Superalgos/Schemas/Docs-Nodes/algorithm-name.json
+2 -2
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@@ -19,8 +19,8 @@
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
"text": "Algorithm Name Configuration",
"updated": 1609927179541
},
{
"style": "Subtitle",
Projects/Superalgos/Schemas/Docs-Nodes/amount-received.json
+2 -2
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@@ -19,8 +19,8 @@
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
"text": "Amount Received Configuration",
"updated": 1609927543933
},
{
"style": "Subtitle",
Projects/Superalgos/Schemas/Docs-Nodes/current.json
-20
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@@ -19,26 +19,6 @@
{
"style": "Text",
"text": "In other words, the episode, strategy and position nodes within the current section of the hierarchy feature information relative to the instances of the episode, strategy, and position that are currently passing, at any point in time."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/exchange-id.json
+17
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@@ -15,6 +15,23 @@
{
"style": "Text",
"text": "In the case of limit orders, it is the rate as specified by the formula under the order rate node. If no such definition exists, then limit orders use the default value as well."
},
{
"style": "Block",
"text": "Configuring"
},
{
"style": "Title",
"text": "Exchange Id Configuration",
"updated": 1609927118754
},
{
"style": "Subtitle",
"text": "Properties"
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value."
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/fees-to-be-paid.json
+6 -4
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@@ -1,7 +1,8 @@
{
"type": "Fees To Be Paid",
"definition": {
"text": "Left click and Edit to enter edit mode and change this text."
"text": "Fees To Be Paid is the amount of fees that would be paid in the case the order filled entirely.",
"updated": 1609927953008
},
"paragraphs": [
{
@@ -10,7 +11,8 @@
},
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text."
"text": "It's a value handled at some point internally, but with minor significance to the user.",
"updated": 1609927981434
},
{
"style": "Block",
@@ -19,8 +21,8 @@
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
"text": "Fees To Be Paid Configuration",
"updated": 1609927726292
},
{
"style": "Subtitle",
Projects/Superalgos/Schemas/Docs-Nodes/last.json
-20
View File
@@ -27,26 +27,6 @@
{
"style": "List",
"text": "From within a trading system, your strategies may make decisions factoring in what happened with the last position or strategy. For example, you may want to affect the size of the next position depending on the result of the last one."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/lock.json
+2 -2
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@@ -27,8 +27,8 @@
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
"text": "Lock Configuration",
"updated": 1609927200185
},
{
"style": "Subtitle",
Projects/Superalgos/Schemas/Docs-Nodes/order-counters.json
+6 -1
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@@ -3,5 +3,10 @@
"definition": {
"text": "The order counters node features counters of instances of objects that come to exist while the order is open."
},
"paragraphs": []
"paragraphs": [
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text. ENTER to write new paragraphs. ESC to exit edit mode."
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/order-name.json
+2 -2
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@@ -19,8 +19,8 @@
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
"text": "Order Name Configuration",
"updated": 1609927166835
},
{
"style": "Subtitle",
Projects/Superalgos/Schemas/Docs-Nodes/order-statistics.json
+6 -1
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@@ -3,5 +3,10 @@
"definition": {
"text": "Order statistics keeps track of several metrics in the context of the order."
},
"paragraphs": []
"paragraphs": [
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text. ENTER to write new paragraphs. ESC to exit edit mode."
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/percentage-filled.json
+3 -3
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@@ -13,7 +13,7 @@
"text": "The formula:"
},
{
"style": "Text",
"style": "Javascript",
"text": "percentage filled = size filled * 100 / size"
},
{
@@ -23,8 +23,8 @@
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
"text": "Percentage Filled Configuration",
"updated": 1609928046299
},
{
"style": "Subtitle",
Projects/Superalgos/Schemas/Docs-Nodes/rate.json
+17
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@@ -19,6 +19,23 @@
{
"style": "Text",
"text": "The rate is used by the system for all internal calculations affecting the accounts kept in both assets."
},
{
"style": "Block",
"text": "Configuring"
},
{
"style": "Title",
"text": "Rate Configuration",
"updated": 1609927144593
},
{
"style": "Subtitle",
"text": "Properties"
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value."
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/size.json
+18
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@@ -23,6 +23,24 @@
{
"style": "List",
"text": "The configuration of the order: The parameter percentageOfAlgorithmSize determines what fraction of the size handled by the algorithm the order shall be constrained to."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609927497028
},
{
"style": "Title",
"text": "Size Configuration",
"updated": 1609927506777
},
{
"style": "Subtitle",
"text": "Properties"
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value."
}
]
}