robaho / go-trader Goto Github PK

financial exchange written in Go, designed for algorithmic trading tests

License: GNU General Public License v3.0

Go 90.60% HTML 2.22% CSS 0.77% JavaScript 1.31% TypeScript 5.09%

cui exchange financial-exchange fix golang grpc grpc-go html marketdata multicast orderbook quickfix quickfixgo trade trading-algorithms trading-strategies

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go-trader's Issues

client fails to build

gocui.Gui has no field or method Update)

error to build aglo

Hello ,

when I run "go build", I have got errors like below.
Please look into it. Thanks

Also getting error in test Module

github.com/robaho/go-trader/cmd/algo

./main.go:58:48: cannot use a.entryPrice.Add(a.offset) (type decimal.Decimal) as type fixed.Fixed in argument to price.GreaterThanOrEqual
./main.go:61:52: cannot use a.entryPrice.Sub(a.offset) (type decimal.Decimal) as type fixed.Fixed in argument to price.LessThanOrEqual

pack more market events in a single packet to improve throughput

using the market maker stress tests, the number of packets per second is upwards of 150k, which includes both client/server commands and market data multicast packets

implement gRPC based connector

The exchange connector currently uses quickfixgo.

A stream-lined binary protocol using gRPC should improve performance, and is helpful for testing very low latency strategies run on real-world equity exchanges.

Can you please include a license?

unable to read multicast interface

Running exchange generates error "panic unable to read multicast interface"

Client app uses old version of GUI dep

./main.go:43:7: gui.Update undefined (type *gocui.Gui has no field or method Update)
./main.go:65:6: gui.Update undefined (type *gocui.Gui has no field or method Update)
./main.go:78:6: gui.Update undefined (type *gocui.Gui has no field or method Update)
./main.go:104:6: gui.Update undefined (type *gocui.Gui has no field or method Update)
./main.go:166:6: gui.Update undefined (type *gocui.Gui has no field or method Update)
./main.go:213:5: v.MaxLines undefined (type *gocui.View has no field or method MaxLines)
./main.go:226:5: v.MaxLines undefined (type *gocui.View has no field or method MaxLines)
./main.go:234:5: v.MaxLines undefined (type *gocui.View has no field or method MaxLines)
./main.go:251:5: v.Editor undefined (type *gocui.View has no field or method Editor)
./main.go:256:5: g.Update undefined (type *gocui.Gui has no field or method Update)
./main.go:256:5: too many errors

Data feed

Who do you use for data feed ?

I used to write these systems and this looks really useful for private trading.

orders remain active in client test UI

After latest refactoring, the orders in 'active orders' do not update when filled (although the fills does).

can have a discuss group

hi can setup an slack or telegram to discuss?
thanks

error to build client library

Hello ,

Thanks to made this fantastic financial module. I like your way of coding.
when I run "go install github.com/robaho/go-trader/cmd/client", I have got errors like below.
Please look into it. Thanks

github.com/robaho/go-trader/cmd/client

github.com/robaho/go-trader/cmd/client/main.go:32:32: book.Bids[0].Price.StringFixed undefined (type fixed.Fixed has no field or method StringFixed)
github.com/robaho/go-trader/cmd/client/main.go:36:32: book.Asks[0].Price.StringFixed undefined (type fixed.Fixed has no field or method StringFixed)
github.com/robaho/go-trader/cmd/client/main.go:48:86: book.Asks[i].Price.StringFixed undefined (type fixed.Fixed has no field or method StringFixed)
github.com/robaho/go-trader/cmd/client/main.go:52:86: book.Bids[i].Price.StringFixed undefined (type fixed.Fixed has no field or method StringFixed)
github.com/robaho/go-trader/cmd/client/main.go:119:23: order.Remaining.Equals undefined (type fixed.Fixed has no field or method Equals)
github.com/robaho/go-trader/cmd/client/main.go:122:114: order.Price.StringFixed undefined (type fixed.Fixed has no field or method StringFixed)
github.com/robaho/go-trader/cmd/client/main.go:149:17: trade.Price.Equals undefined (type fixed.Fixed has no field or method Equals)
github.com/robaho/go-trader/cmd/client/main.go:151:36: cannot use lp (type decimal.Decimal) as type fixed.Fixed in argument to trade.Price.GreaterThan
github.com/robaho/go-trader/cmd/client/main.go:157:30: cannot use trade.Price (type fixed.Fixed) as type decimal.Decimal in assignment
github.com/robaho/go-trader/cmd/client/main.go:159:116: trade.Price.StringFixed undefined (type fixed.Fixed has no field or method StringFixed)
github.com/robaho/go-trader/cmd/client/main.go:159:116: too many errors

robaho / go-trader Goto Github PK

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github.com/robaho/go-trader/cmd/algo

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