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Quant-Capital / HFT

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Xetra Trader Metarisk #11

Open Ivo-qcm opened 10 years ago

Ivo-qcm commented 10 years ago

Enhance Xetra Trader with Meta Risk functionality:

  1. DAX Price
  2. Position
  3. P&L

Next steps: @Ivan: Subscribe and provide Eurex prices in Xetra Trader @IP, MK: Write meta risk code in Xetra Trader to handle the different scenarios

ivanpsh commented 9 years ago

I have expanded the marketInfo structure with metaRiskInfo array, which contains buyQty, sellQty, buyAvgPrice, sellAvgPrice and lastTrd (last trade price for traded instrument for corresponding strategy).