Chris Sellers
Chris Sellers
Hi all, So some more time has passed and I see @neysofu has started their own project which is looking quite good indeed. I'm interested to hear if @jbendig has...
I agree, this could be handled much better. The general `ValueError` being raised from the `AccountBalance` is far too low-level. I think the solution is in two parts: - 1....
My last push to the `develop` branch implements part 1 (`AccountBalanceNegative` exceptions). For part 2, I've made some headway with re-wiring the logic in the `RiskEngine` for pre-trade risk checks....
The `RiskEngine` pre-trade risk checks now include checks for order notional value vs free balance, as well as cumulative notional per side for order lists.
I was working to add an order validation check at the exchange itself, however it was becoming complex with currency conversions necessary for accounts with a single base currency. Leaving...
Hi @twitu As always, its a pleasure reading your detailed write up. ### Interface layer Your statement here is also exactly what I was thinking, as we're currently handling filtering...
Thanks @twitu I've merged #699 and will have a tinker to see how best to integrate with Cython from the Python catalog level. Will wait to hear from @ghill2 here...
Great work as always @twitu Ishan :clap: So my understand is this efficient parquet reading and writing at the Rust level will be available for the standard built-in types initially....
Hi @happysammy apologies for the delayed response! The short answer is no, the current adapters don't do a good job of handling any rate limits. However, there is some indirect...
The FTX integration is now complete to a basic level and ready for careful beta testing by users. All data seems to be working, and I've tested execution with both...