Robert Carver

I've written a short docker file which gets swigibpy running in a Docker python3 container. I'll be writing more about this in my blog. Raising as an issue rather than...

better failure modes

Suggest list of correlated markets not in duplicate markets Suggest duplicated markets that aren't really duplicated

Does a lot of things. As base class for data 'pipelines' should include dataBlob property rather than using in broker data objects. Does it make sense to have it inherited...

Make all instrument orders limit orders, with a price limit set x sigma around the sampled price

2

Prevents us getting stuffed by a flash crash. Forced to rerun system in the event of a genuine large price move.