Commit Graph

7 Commits

Author SHA1 Message Date
c9s
b9c41b7ad7
twap: improve cancelContextIfTargetQuantityFilled check method 2024-08-20 14:14:19 +08:00
c9s
c8aea81505
twap: implement twap mock testing 2024-08-20 14:01:04 +08:00
c9s
cec078f4bf
twap: add stream executor test 2024-08-20 14:01:04 +08:00
c9s
b7d18e687e
twap: implement orderUpdater 2024-08-20 14:01:03 +08:00
c9s
51c1b995c2
twap: add v2 fixed quantity executor 2024-08-20 14:01:03 +08:00
c9s
1294cd95be
rename twap.Execution to twap.StreamExecutor 2024-08-17 14:09:25 +08:00
c9s
621a2b86cf
twap: move twap execution to a single package 2024-08-17 13:29:27 +08:00