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      Mariner Backtesting - order algorithms on EDGA

      GUIDs for EDGA orders

      Below are order algorithms for the BATS EDGA exchange

      gr8py name CloudQuant short name GUID Notes
      Buy IOC EDGA at Script Price edga_ioc_buy_script 951a550d-2be3-452e-bd27-a93037b3dd46 Elite order logic

       

      Lite order logic

       
      Buy Limit EDGA at Prog Price (at Offer)   43b7814a-0616-4928-9f9f-b6fb918902cb Elite default limit logic

       

      Lite default limit logic

       
      Buy Limit EDGA at Script Price   c70215d4-5412-47fb-b817-556231c63450 Elite default limit logic

       

      Lite default limit logic

       
      Buy Market EDGA   f8257c14-07f8-47f6-b8a3-b3d98c4545fd Elite default market logic

       

      Lite default market logic

       
      Sell IOC EDGA at Script Price edga_ioc_sell_script d1b6c9bc-2b54-491d-869f-44e4310199c9 Elite order logic

       

      Lite order logic

       
      Sell IOC EDGA at Script Price - Apollo edga_ioc_sell_script_apollo 8e0f3d16-1be3-4599-a143-be49bf7e10fc Elite order logic

       

      Lite order logic

       
      Sell Limit EDGA at Prog Price (at Bid)   b9e88e6e-2d65-475e-ba14-5c1a848159ef Elite default limit logic

       

      Lite default limit logic

       
      Sell Limit EDGA at Script Price   811e2ed0-b096-48cd-9cf3-a24dbd4a3992 Elite default limit logic

       

      Lite default limit logic

       
      Sell Market EDGA   6852828c-b2cd-4e23-9ac5-68fb4c560a67 Elite default market logic

       

      Lite default market logic