From 35d21adbd03b53d798be76838130394a8d5a266b Mon Sep 17 00:00:00 2001 From: nkaz001 Date: Thu, 8 Aug 2024 11:33:28 -0400 Subject: [PATCH] docs: update ROADMAP. --- ROADMAP.md | 10 +++++----- 1 file changed, 5 insertions(+), 5 deletions(-) diff --git a/ROADMAP.md b/ROADMAP.md index 89c0f7f..6d12d4b 100644 --- a/ROADMAP.md +++ b/ROADMAP.md @@ -3,7 +3,7 @@ Currently, the Rust implementation is being more actively developed especially for new features. ## Python -* [X] Rust implementation as the backend. (WIP) +* [X] Rust implementation as the backend. * [X] Improve performance reporting tools. * https://github.com/ranaroussi/quantstats * https://www.prestolabs.io/research/optimizing-risk-adjusted-return-in-constructing-portfolios-of-alphas @@ -12,12 +12,12 @@ Currently, the Rust implementation is being more actively developed especially f ## Rust ### Backtesting -* [X] Level 3 Market-By-Order backtesting (unstable_l3). -* [X] Data fusion to provide the most frequent and granular data using different streams with different update frequencies and market depth ranges (unstable_fuse) +* [X] Level 3 Market-By-Order backtesting. ``unstable_l3`` +* [X] Data fusion to provide the most frequent and granular data using different streams with different update frequencies and market depth ranges. ``unstable_fuse`` * [ ] Adjust feed and order latency for exchanges located in different regions if the original feed and order latency data was collected at a different site. * [ ] Additional queue position model or exchange model. * [X] A vector-based implementation for fast L2 market depth within the specified ROI (range of interest). -* [ ] Add fee model: fee per trading value (current), fee per trading quantity, fee per trade, and different fees based on the direction. +* [X] Add fee model: fee per trading value (current), fee per trading quantity, fee per trade, and different fees based on the direction. (@roykim98) ### Live * [ ] Support Level 3 Market-By-Order for Live Bot. @@ -33,7 +33,7 @@ Currently, the Rust implementation is being more actively developed especially f * https://developers.binance.com/docs/binance-spot-api-docs/README * https://developers.binance.com/docs/derivatives/coin-margined-futures/general-info * https://developers.binance.com/docs/derivatives/option/general-info -* [X] Bybit (MVP) +* [X] Bybit ``MVP`` * https://bybit-exchange.github.io/docs/v5/intro * [ ] OKX * https://www.okx.com/docs-v5/en/