algo-dashboard

README

Synopsis

Trading algorithms dashboard application

This software is provided by Peregrine Traders B.V. under MIT license.

The application is build for traders and allows to control the state of the trading platform and all working algorithms in a single window. The application has the same functionality on both desktop and mobile web browsers, this allows the application to be used for remote access.

Features

• Launch algo instances
• Stop instance
• Stop all instances
• Display instance statuses by different colors
• Display figures related to instance:
• Display charts per instance of values: pnl, low price, high price, last price, open price.
• Display figures related to risk management
• Collapse/Expand mode
• Display pnl and pnl chart for each instance group.
• Sort instance matrix by id, pnl and status.
• Download instance execution log
• Display instance orders and executions
• Display all instance execution parameters.
• Display market holidays

Motivation

Design

The system consists of the following components:

• backend service providing REST API
• Redis
• SPA web application*

if necessary, the backend service can act as a web server and serve HTML/CSS/JS files at the request of the browser.

Redis is used for communication between trading servers and the application.

Usage

$ adash help
$ adash help start
$ adash start --redis localhost:6379 --l :8081 -ff ./frontend -mh ./market_holidays.csv

Parameters:

• redis ip:port (default values is redis:6379. It's expected that domain redis is specified in /etc/hosts or windows/system32/drivers/etc/hosts);
• l http listening ip:port (default :8080, that means port 8080 on all IP addresses);
• ff path to frontend files;
• mh file with the list of market holidays.
• d debug mode

Build

Prerequisites

• Go >1.13
• Node.js
• npm
• Redis

go get PeregrineTradersDevTeam/algo-dashboard
cd ${GOPATH}/src/github.com/PeregrineTradersDevTeam/algo-dashboard/cmd

export ADASH_RELEASE=0.24 &&
cd ${GOPATH}/src/github.com/PeregrineTradersDevTeam/algo-dashboard/frontend/adash &&
npm run build &&
cd ${GOPATH}/src/github.com/PeregrineTradersDevTeam/algo-dashboard/cmd &&
go build -ldflags "-X main.ReleaseNumber=${ADASH_RELEASE} -X main.BuildTime=$( date '+%F_%H:%M:%S' )" &&
export GOOS=windows &&
go build -ldflags "-X main.ReleaseNumber=${ADASH_RELEASE} -X main.BuildTime=$( date '+%F_%H:%M:%S' )" -v
export GOOS=linux

TODO

• Use websokets and push mode instead of the REST API
• Optimize generation of small .png chart in terms of traffic.

License

This software is provided under MIT license.