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atkinson / wagmi

An execution framework for systematic strategies
BSD 2-Clause "Simplified" License
10 stars 12 forks source link

Implement blotting for analytics #10

Open CharlesFr opened 2 years ago

CharlesFr commented 2 years ago

Implement blotting, create a reports app that has all of the fills, orders, strategy position requests, original API call data (weights), target positions, funding… (ideally everything)

TODO; have a discussion to put some concrete specifications on this

atkinson commented 2 years ago

Yes. Any thoughts on what format this should take?

I guess the best way to answer that is to list out the formulas for the reports we want to generate.

CharlesFr commented 2 years ago

I missed this.

Here's the first commit implementing fills 7a66b37a3153d99320d94a6cb8b02da55b672042

Did you have in mind to also implement logging of orders? Or do you prefer to keep it simple as it is now (security, exchange& size)