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__init__.py
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Moved marketmaker to an 'orderchain' model.
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2021-08-22 19:48:20 +01:00 |
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afteraccumulateddepthelement.py
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Updated AfterAccumulatedDepthElement to take depth and adjustment parameters.
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2021-10-22 15:31:31 +01:00 |
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biasquoteelement.py
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Made more marketmaker Elements work with order 'levels' and take multiple values for different levels.
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2021-10-24 16:09:07 +01:00 |
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biasquoteonpositionelement.py
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Made more marketmaker Elements work with order 'levels' and take multiple values for different levels.
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2021-10-24 16:09:07 +01:00 |
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chain.py
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Simplified and improved marketmaker hedging.
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2021-10-02 12:28:16 +01:00 |
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chainbuilder.py
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Added BiasQuoteElement as possible marketmaker chain element.
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2021-10-15 14:21:54 +01:00 |
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confidenceintervalelement.py
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Cleaned up OrderChain Element construction.
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2021-10-08 19:55:38 +01:00 |
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element.py
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Cleaned up OrderChain Element construction.
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2021-10-08 19:55:38 +01:00 |
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fixedpositionsizeelement.py
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Made more marketmaker Elements work with order 'levels' and take multiple values for different levels.
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2021-10-24 16:09:07 +01:00 |
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fixedspreadelement.py
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Made more marketmaker Elements work with order 'levels' and take multiple values for different levels.
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2021-10-24 16:09:07 +01:00 |
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minimumchargeelement.py
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Made more marketmaker Elements work with order 'levels' and take multiple values for different levels.
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2021-10-24 16:09:07 +01:00 |
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pairwiseelement.py
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Made more marketmaker Elements work with order 'levels' and take multiple values for different levels.
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2021-10-24 16:09:07 +01:00 |
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preventpostonlycrossingbookelement.py
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Cleaned up OrderChain Element construction.
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2021-10-08 19:55:38 +01:00 |
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quotesinglesideelement.py
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Added QuoteSingleSideElement for marketmaker.
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2021-10-14 09:42:09 +01:00 |
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ratioselement.py
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Cleaned up OrderChain Element construction.
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2021-10-08 19:55:38 +01:00 |
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roundtolotsizeelement.py
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Cleaned up OrderChain Element construction.
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2021-10-08 19:55:38 +01:00 |
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