Forex/bitcoin classes in opengamma

OG-Platform
1

I’m about to modify OG to be able to track bitcoin trading, and it looks like this will involve adding some new classes, which I’d like to make as reusable as possible. I was wondering about OG class support for Forex trading.

It appears that I will need to create two classes

CryptoCurrency (which may just be a subclass of whatever currency exists) and
CurrencyPair to trade the prices of the exchange rates

Does this duplicate anything already in OG, and does anyone have any implementation suggestions. The other thing that I’m trying to do is to get OG to pull in trade data from the major bitcoin exchanges, so if anyone is working on anything similar, let me know.

2

There is no support in OG for BitCoin or crypto currencies. The Currency class is currently final as it is intended as a value type. I’m not sure what you were intending with CryptoCurrency, but I’d suggest that the currency is just “BTC” (or whatever code you choose). Any additional information seems to me to be separate data, not part of Currency.