support additional exeuction handeling instructions - Githubissues

timolson / cointrader

Coin Trader is a Java-based backend for algorithmically trading cryptocurrencies. It provides data collection and export, complex event processing and triggering, and backtesting - paper trading - live trading.

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support additional exeuction handeling instructions #123

Closed douggie closed 6 years ago

douggie commented 9 years ago

currently maker (join 1 above best bid or 1 below best ask) and taker (lift ask or lift bid) when buying or selling respectively.

also look at these other types

active maker (keep adjusting order to be one tick above or below best bid or best ask(
active taker (keep adjusting to be best ask or best bid)
iceberg (slice a big order into small orders so not to move market)
vwap (fill large order across a time period at volume weighted average price across that time period)
Twap( fill large order across a time period at time weighted average price across that time period)