Ryan O'Hara-Reid
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9acbdbf203
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depth: Add methods to derive liquidity allowances on orderbooks by volume and slippage (#962)
* depth: methods to derive liquidity impact details
* depth: fix comments on link list methods
* depth: fix whoopsie
* Update exchanges/orderbook/linked_list_test.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits
* orderbook: standardise methods to GCT math package
* averagePrice: implementation (WIP)
* ll: hmmmmmm
* continued
* orderbook: reworked functions
* WIP
* orderbook: add tests link up with RPC
* orderbook: refined calculations, add tests (WIP)
* orderbook: add tests finalise/verify remove state until next PR if needed
* rpcserver/orderbook: remove redundant type and change wording
* linter: fix
* Update exchanges/orderbook/linked_list.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* gctcli: noobed it up
* orderbook: work work work (yesterday)
* depth: WIP and testing
* orderbook: improve calculations for bids traversal
* orderbook: adjust tests
* orderbook: linters/nits
* orderbook: fix error returns and add asset to whalebomb
* orderbook: drop error when full book is potentially consumed
* Update cmd/gctcli/orderbook.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* orderbook: Add tests and nits
* glorious: nits
* backtester: handle new errors
* grpc: linter
* orderbook: remove pesky t.Log()s
* glorious: nits (yesterday)
* depth/gctcli: Add in purchase requirements into orderbook movement, will also standardize in next commit after tests are fixed.
* orderbook: standardize and overhaul
* orderbook: update comments, update tests
* rpcserver: add average ordercost and amounts
* depth: add spread and imbalance methods
* linter: fix
* glorious: nits
* orderbook: don't purge price, rn test.
* glorious: codes nits
* linter: fix
* Update exchanges/orderbook/linked_list.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Update exchanges/orderbook/linked_list.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Update exchanges/orderbook/linked_list.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Update exchanges/orderbook/linked_list.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Update exchanges/orderbook/linked_list.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* thrasher: nits
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
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2022-10-14 16:43:37 +11:00 |
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