quantpylib - oms + feeder
To all of those who have participated -
I have already emailed the winners of the giveaway. Thank you for supporting me.
If you did not manage to win, but need special financial assistance in accessing my content - please do email me separately and I am ears to listen.
In other words, I am working on new modules within quantpylib - this time taking on abit of a tall task. As per title, we are trying to build out the oms and data feeders.
The quantpylib gateway acts as a connector between the exchange, and this allows us to submit orders, get positions and all. But IMO - there should be another layer of abstraction that ties together multi-exchange functionality as part of trading infra -
So I am going to spend a good amount of trying to build out a workable infra, and then iteratively make it into hopefully, a powerful infra used in backward, forward testing as well as live trading setups.
This is my initial, simple API design interface:
and
and you can just check my github branch to see my developing it live. Looking forward to updating you!