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Order Manager #149

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asmodehn opened this issue Aug 23, 2020 · 0 comments
Open

Order Manager #149

asmodehn opened this issue Aug 23, 2020 · 0 comments

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@asmodehn
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We need some basic feature in the lib to estimate the "sanity" of the user's orders (closed and opened).
The aim is to have an easy set of metrics to validate/invalidate a strategy.

Design Idea:

  • The aiokraken.Orders class allows access to all the orders of the current user. Only long term "Invest" kind of order are allowed via the class (no tracking)
  • Each instance of that class allows to pass an order (and receive callback when filled), while tracking them (using some instance uuid).
  • Each instance provide analysis features of this list of orders : historical P&L for closed orders, expected returns of open orders, etc.
  • The aiokraken.Orders class provide an overall P&L analysis.

For inspiration, refer to https://github.com/ranaroussi/quantstats https://github.com/quantopian/pyfolio

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