Chris Sellers

Results 119 comments of Chris Sellers

Hi @cuberone Thanks for sharing your observations. I would say the `ActorExecutor` doesn't play a part in this unless you are actually using the Nautilus executor in your code? How...

Thanks for the update, I also couldn't see a consistent delay in that area from a light logs audit. My best guess is as above - some GC or even...

Modeling fee tiers could also be part of the commission model, especially since its likely to be a plug in component to a `SimulatedExchange`. So likely better to handle there...

> Perfect. @cjdsellers loves C# Ah, the memories...

We've made some headway on this now thanks to @rsmb7z with #1584. So we have two of the three models @limx0 suggested, and everything we need to quite easily add...

Two accounting scenarios are now better handled during a backtest (rather than being unhandled exceptions) providing more description, and will end the backtest with the normal flow so that reports...

Hi @graceyangfan We could, although we haven't properly handled pagination yet to request > 1000 bars from Binance. We never managed to merge the work by @jordanparker6 and I've noticed...

So my understanding is: Incorporating a DataFusion type solution will improve the efficiency of query/filtering and reading bytes up from disk. We would then still stream these ~buffer(s)~ bytes through...

Closing this issue for now, as we finally have basic rate limiting available for the base `HttpClient`, with quotas currently being added for Binance. Discussions and developments can be tracked...

Is there anything we can do to assist the PR being merged? Many thanks.