issues
search
AsyncAlgoTrading
/
aat
Asynchronous, event-driven algorithmic trading in Python and C++
https://aat.readthedocs.io
Apache License 2.0
664
stars
133
forks
source link
issues
Newest
Newest
Most commented
Recently updated
Oldest
Least commented
Least recently updated
Ensure periodic ticks can work in backtest/simulation
#92
timkpaine
closed
3 years ago
1
fix slow producer + periodic bug
#91
timkpaine
closed
4 years ago
0
Fix spread construction, Add heartbeat, updated C++, start work on order book "lite"
#90
timkpaine
closed
4 years ago
0
add periodic events
#89
timkpaine
closed
4 years ago
0
Add exchange registration similar to instruments so we know what exchanges we're connected to
#88
timkpaine
opened
4 years ago
0
Ibdata
#87
timkpaine
closed
4 years ago
0
More instrument attributes
#86
timkpaine
closed
4 years ago
0
Momentum strategy and fixes
#85
timkpaine
closed
4 years ago
0
Add method for cancelAll open orders
#84
timkpaine
closed
4 years ago
0
Add a method for closing all open positions
#83
timkpaine
closed
4 years ago
0
Add "scheduled" events
#82
timkpaine
opened
4 years ago
0
Make it easier to query for position performance
#81
timkpaine
opened
4 years ago
0
Make an easier way to restrict strategy's trading hours
#80
timkpaine
opened
4 years ago
0
Add futures features
#79
andyguenin
closed
4 years ago
1
fixup logic for IB spread instrument name
#78
timkpaine
closed
4 years ago
0
fixes #70
#77
timkpaine
closed
4 years ago
0
Iexstrats
#76
timkpaine
closed
4 years ago
0
working on price history #71, fixes #72
#75
timkpaine
closed
4 years ago
0
starting work on coinbase
#74
timkpaine
closed
4 years ago
0
IEX intraday data
#73
timkpaine
closed
4 years ago
0
Plot prices even if no trades
#72
timkpaine
closed
4 years ago
0
Let strategies query price history
#71
timkpaine
closed
4 years ago
0
Make sure fills only get routed to their strategies
#70
timkpaine
closed
4 years ago
0
Ib updates
#69
timkpaine
closed
4 years ago
0
fix issue with synthetic exchange stop order time
#68
timkpaine
closed
4 years ago
0
Make sure you can sit a stop order at a book level that has no other volume
#67
timkpaine
opened
4 years ago
0
Add iterator for price level, working on iterator for order book
#66
timkpaine
closed
4 years ago
0
order can be None - return if so
#65
andyguenin
closed
4 years ago
0
send order, not event, to onReject
#64
andyguenin
closed
4 years ago
0
common.py does not properly accept `AAT_USE_CPP=ON`
#63
ryuuni
closed
4 years ago
1
added twap strategy, updated config strategy args parsing
#62
Ferev
closed
4 years ago
0
Features
#61
timkpaine
closed
4 years ago
0
Fix liquidity exhaustion in synthetic exchange
#60
timkpaine
closed
4 years ago
1
Allow synthetic exchange to run in standalone mode over websockets
#59
timkpaine
closed
4 years ago
1
Port C++ extensions from CMake to vanilla python distutils
#58
timkpaine
closed
4 years ago
2
Features
#57
timkpaine
closed
4 years ago
0
starting on windows support
#56
timkpaine
closed
4 years ago
0
Separate Orderbook into its own library?
#55
timkpaine
closed
4 years ago
1
New version feature parity
#54
timkpaine
closed
4 years ago
0
Add conda recipe
#53
timkpaine
opened
4 years ago
0
Update docs to auto pull readme
#52
timkpaine
closed
4 years ago
0
Port to azurepipelines
#51
timkpaine
closed
4 years ago
0
Starting on Perspective integration
#50
timkpaine
closed
4 years ago
0
Move to AAT org
#49
timkpaine
closed
4 years ago
0
Port query engine to perspective
#48
timkpaine
closed
4 years ago
1
dist with twine
#47
timkpaine
closed
5 years ago
0
Handle generic cancel versus strategy's order being cancelled
#46
timkpaine
closed
4 years ago
1
Collect unrealized pnl in query engine
#45
timkpaine
closed
5 years ago
0
Setup trade desire/execution notifications
#44
timkpaine
closed
4 years ago
1
Add periodic callbacks for time-oriented strategies
#43
timkpaine
closed
4 years ago
1
Previous
Next