Skip to content

Navigation Menu

Explore
By company size
By use case
By industry
View all solutions
Topics
- AI
- DevOps
- Security
- Software Development
- View all
Explore
- GitHub Sponsors
  Fund open source developers
- The ReadME Project
  GitHub community articles
Repositories
- Enterprise platform
  AI-powered developer platform
Available add-ons
Pricing

Search code, repositories, users, issues, pull requests...

Search

Clear

Search syntax tips

Provide feedback

We read every piece of feedback, and take your input very seriously.

Include my email address so I can be contacted

Saved searches

Use saved searches to filter your results more quickly

Name

Query

To see all available qualifiers, see our documentation.

You signed in with another tab or window. Reload to refresh your session. You signed out in another tab or window. Reload to refresh your session. You switched accounts on another tab or window. Reload to refresh your session.

Dismiss alert

c9s / bbgo Public

Notifications You must be signed in to change notification settings
Fork 302
Star 1.3k

Code
Issues 113
Pull requests 22
Discussions
Actions
Security
Insights

Additional navigation options

Code
Issues
Pull requests
Discussions
Actions
Security
Insights

FEATURE: redesign and refactor twap order executor#1697

Merged

c9s merged 12 commits intomainc9s/bbgo:mainfrom c9s/refactor-twapc9s/bbgo:c9s/refactor-twapCopy head branch name to clipboard

Aug 20, 2024

+1,528-80

Conversation Commits12 (12)Checks Files changed

Commits

Commits on Aug 17, 2024

twap: move twap execution to a single package
c9s
committed
types,strategy: refactor price type and add more bbo (best bid offer)
c9s
committed
rename twap.Execution to twap.StreamExecutor
c9s
committed
types: add warning to the price type
c9s
committed

Commits on Aug 20, 2024

twap: add v2 fixed quantity executor
c9s
committed
twap: implement orderUpdater
c9s
committed
binance: fix time in force setting for limit maker
c9s
committed
twap: add stream executor test
c9s
committed
twap: implement twap mock testing
c9s
committed
fix duplicated field
c9s
committed
fix position test
c9s
committed
twap: improve cancelContextIfTargetQuantityFilled check method
c9s
committed

Footer

© 2025 GitHub, Inc.

Footer navigation

Terms
Privacy
Security
Status
Docs
Contact

You can’t perform that action at this time.