this is for at trade strategy module
Project description
st-sdk
提供给Strategy Module使用的python sdk。
设计架构
- utils：是最底层的一些封装，对于http，websocket做一些集成性的封装，包括intercept之类的拦截器实现。
- api: 基于封装的request代码，对接oms，dms对应的接口和websocket封装
- model：设计strategy module，order manager，position manager等对策略曝光的最上层模块
- config：一些常用的配置项
- common：主要存放constant和error等常量
- test：python测试文件目录
开发配置
开发流程
设计细节
cache设计
每一个key会对应一个map，map中的cache是用户订阅参数产生的topic，然后创建出来的自定义数据。
举个例子：
- BBO MAP数据：是一个以bbo_cache作为key的map。
当我们订阅一个topic: BBO.EXCHANGE_BINANCE.ETH-USDT.SECURITY_TYPE_PERP.CONTRACT_TYPE_LINEAR.USDT.UNSPECIFIED的数据，那么这个时候这个topic就是新的map的一个key，这个里面会存放最近10条数据(默认配置10条数据)
指令设计
- 仅支持placeOrder和cancelOrder两个指令
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