Instruments

How a tradable thing is described today, and what is planned.

Today

An instrument has an id, a price precision, a size precision (each 0 to 9) and a tick size greater than zero with the price precision. The cache refuses prices and sizes that do not match, and prices off the tick.

Asset classes

The model is asset-class neutral today: equities, futures, FX, digital assets and event contracts can all be backtested as long as they fit that shape. See the trader site's markets page for the status of each.

Planned

• Expiry, strike, contract multiplier and currency
• Trading-hours calendars
• Continuous futures built from dated contracts and a roll rule
• Option chains linked to an underlying
• Synthetic instruments defined as a formula over others