outcometick
The Python strategy SDK for outcometick.com.
from outcometick import Strategy, Order
class MeanReversion(Strategy):
def on_market_open(self, ctx, market):
self.entered = False
def on_tick(self, ctx, tick):
z = ctx.zscore(tick.value, window=180)
if self.entered or abs(z) < ctx.p.entry_z:
return None
side = "DOWN" if z > 0 else "UP"
book = ctx.book()
self.entered = True
return Order(side=side, size=ctx.p.size, limit=book.best(side))
This package is the SDK surface: the Strategy base class and the Order
value object, so your editor and type checker know the API and your own tests
can import it.
The ot command line is distributed via npm, not here:
npm i -g outcometick
It runs Python strategies by spawning your local python3. Shipping one CLI
rather than two is deliberate — ot check must be the same validator the queue
runs, and a second implementation in another language would be the first thing
to drift.
Full reference: https://outcometick.com/docs/sdk
1 maintainer
Metadata
1 maintainer
Release files for outcometick 1.4.0
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| outcometick-1.4.0.tar.gz | 4.8 kB | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| outcometick-1.4.0-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 9.2 kB
Release files / outcometick-1.4.0.tar.gz
| Download URL | outcometick-1.4.0.tar.gz |
|---|---|
| Size | 4.8 kB |
| Tags | Source |
|
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| Download URL | outcometick-1.4.0-py3-none-any.whl |
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| Size | 4.4 kB |
| Tags | Python 3 |
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| Uploaded via |
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|
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