Marc Deveaux
Marc Deveaux
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>> Maybe we can add options support also. They just need expiration date field and strike price i believe.We can create a second constructor for option support. Vanilla options can...
see Month Codes, for instance Z for December might be useful for sorting. These codes refer to the 3rd Friday in the month, but I see from the data above...
I would avoid extending CurrencyPair, and wrap it instead. Because some contract will be defined by multiple CurrencyPair objects.
>> do exchanges expose totally different APIs for futures? Yes, frequently (and they often replicate the spot API which changes for Futures) for instance https://support.kraken.com/hc/en-us/categories/360001806372-Futures-API Also, they can use different...
Where would leverage go? on the trade and position rather than the Instrument? Maybe on the instrument to if leverage is fixed for that symbol. Also, how to handle generic...
I would not recommend extending the Order Class, I think it has already been overused (Trades and OrderBook) and the LimitOrder MarketOrder, StopOrder structure is not ideal.
Generic futures codes are aliases to the nearest expiry month
Here are some different concepts for Order class... * Order -> OrderRequest The Order class does not allow for enough parameters, flags was added to extend the functionality, but things...
Here are the 4 near (+1 prior) month CME contracts BTC.G20 | Feb 2020 | 8825 | 8905 | 8430 | 8890 | -85 | -0.98% | 10:33 BTC.H20 |...