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Offline *executable* storage format #511

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goodboy opened this issue May 24, 2023 · 0 comments
Open

Offline *executable* storage format #511

goodboy opened this issue May 24, 2023 · 0 comments

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@goodboy
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goodboy commented May 24, 2023

In other words how do we store dark order and alerts in a data-state
that can be easily understood (via manual read by human) and tracked via
puter such that any time the emsd is brought alive, all such
prior executables are reinstated in the clearing engine and if
triggering conditions already took place we do some thing as
configured by the user?


Ideas:

  • to start, just use TOML and an array of inline-tables per market?

    • an example might be:
      [ib.algopaper."mnq.globex.20220916"]
      last_dt = "2023-05-19T22:00:26.976416+00:00"  # last time that emsd was "up"
      darks = [
       { price = 13250, size = 1, on_triggered = 'ignore' },  # don't submit if triggerable on boot
       { price = 15000, size = -1, on_triggered = 'submit_live' },
      ]
      
      [btcusdt.binance]
      alerts = [
        { price = 20e3, msg = 'yoyoyo BTC BE CHEEEEAP!' },  # alerts only have a msg field
      ]
  • what kind of sytax for a persistent alert: one that triggers at the
    level (line value) no matter the crosses / trigger-side ?

  • a way to pass order between execution engines using a declarative
    msg-compatible format?

    • would be super handy for mirroring and collab trades
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