113 Commits

Author	SHA1	Message	Date
c9s	50693ae845	implement ewma and sma	2020-10-28 09:13:57 +08:00
c9s	ea3e9e7d05	add per-session-based trade reporter	2020-10-22 10:54:03 +08:00
c9s	b1a9a66dba	assign account and stream when allocating session object	2020-10-21 17:42:37 +08:00
c9s	c1590786e8	integrate orderbook updates to market data store	2020-10-18 20:44:12 +08:00
c9s	75115774f6	rename kline store to market data store back	2020-10-18 20:44:12 +08:00
c9s	f9940a9c2f	rename market data store to kline store	2020-10-18 12:32:43 +08:00
c9s	f826bb014a	make markets field private	2020-10-18 12:30:13 +08:00
c9s	dab264a4ad	add more accessors to exchange session, so that we can make it as an interface	2020-10-18 12:29:38 +08:00
c9s	168cb355fc	add accessor to MarketDataStore	2020-10-18 12:27:11 +08:00
c9s	028aef9402	move marketdata store to store package	2020-10-18 12:23:00 +08:00
c9s	73e17730d7	move account type into types package	2020-10-18 11:30:37 +08:00
c9s	9ebccc72ba	add exchange session constructor	2020-10-17 23:51:44 +08:00
c9s	ee86a71ebb	split files	2020-10-16 10:14:36 +08:00