Mariner Backtesting - order algorithms on EDGX

GUIDs for EDGX orders

Below are order algorithms for the EDGX exchange

gr8py name CloudQuant short name GUID Notes
Buy IOC EDGX at Script Price edgx_ioc_buy_script 99fe9af5-d783-4ce3-bf67-897be245c3e5 Elite order logic

 

Lite order logic

 

Buy IOC EDGX at Script Price - Apollo edgx_ioc_buy_script_apollo b0386412-8d06-4d75-b335-85b0067dd374 Elite order logic

 

Lite order logic

 

Buy Limit EDGX at Script Price   ab6c31db-1440-4501-87fe-446a208227a8 Elite default limit logic

 

Lite default limit logic

 

Buy Market EDGX   f1e94eae-90f6-43b1-a1ae-66f88c67f260 Elite default market logic

 

Lite default market logic

 

Sell IOC EDGX at Script Price edgx_ioc_sell_script ea93b405-8bff-4175-94b7-ec21576c4021 Elite order logic

 

Lite order logic

 

Sell IOC EDGX at Script Price - Apollo edgx_ioc_sell_script_apollo bd1eb2fe-0608-42e8-9965-284e5c25b786 Elite order logic

 

Lite order logic

 

Sell Limit EDGX at Script Price   96317801-94be-47d7-9dff-3b398e518c93 Elite default limit logic

 

Lite default limit logic

 

Sell Market EDGX   c5c72497-0991-4dff-8a5c-f0812091f9b3 Elite default market logic

 

Lite default market logic