go-trader:Go语言编写的金融交易,专为算法交易测试而设计-源码

上传者: 42151599 | 上传时间: 2021-09-26 20:18:23 | 文件大小: 302KB | 文件类型: ZIP
贸易商 用Go编写的金融交易,包括完整的订单簿,修订协议和市场数据分发。 使用quickfixgo或gRPC进行客户端/服务器通信。 使用UDP多播进行市场分发。 它使用了高性能的定点库 。 有一个带有命令行GUI的示例客户端,一个示例“做市商”和一个示例“播放”。 交易所本身具有裸露的Web界面,该界面使用Web套接字提供实时的书本更新。 交易所的目的是使交易策略易于回测。 它支持限价单和市价单。 有一个非常简单的示例“算法”。 该程序结构适用于使用入场价和退出价的许多策略。 可以与“做市商”样本一起运行以测试“算法”。 提示:除必须考虑做市商的买/卖价差之外,它有50/50的

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