v.0.1-alpha
Pre-release
Pre-release
·
212 commits
to master
since this release
Supports receiving data and trading (Market, Stop, TrailingStop, Limit, StopLimit, OCO, Bracket).
This version is working but has not been tested yet.
Some major tasks to be completed:
- processing orderBook data after being reconnected before passing data to Bookmap (after being reconnected the adapter gets a new orderbook snapshot. The Bookmap orderbook must get identical to this snapshot. At the moment it is done in the following sequence:
- the Bookmap orderbook gets cleared;
- the whole new snapshot is passed to Bookmap.
It should be done like: - changes of orderbook levels are detected;
- only these changes are passed to Bookmap.
This could result in passing less data to Bookmap but still needs to be examined);
- keeping Brackets in an object rather than in a list of single orders;
- removing some excess code (particularly in JsonParser).