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Paper-clearing: realistic market engine models #476

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goodboy opened this issue Mar 2, 2023 · 0 comments
Open

Paper-clearing: realistic market engine models #476

goodboy opened this issue Mar 2, 2023 · 0 comments
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accounting prolly positioning: the accounting of "what/when (is) owned"

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@goodboy
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goodboy commented Mar 2, 2023

Originally defined in #152 but since #462 got the position and ledger tracking part done, i'm just copying over the alt model requirement to this new task.


More or less we want a more realistic (aka less ideal then current) set of models for the paper engine to leverage for simulating real-time market conditions.

Obviously the fanciest form of this would be some kind of real-time conditions recording system where the model would just record and then (store and) simulate what was recorded for forward tests 🏄🏼

I had a small list of libs that had some apis / types for wrapping this kinda thing:

@goodboy goodboy added the accounting prolly positioning: the accounting of "what/when (is) owned" label Mar 2, 2023
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