Javaid

Results 23 comments of Javaid

Out of interest, will this feature provide just calculated or the option to request the equity related info on_demand live from broker also included?

@benjaminsingleton Because factory name is now overriding hence special treatment of Portfolio might not be working. Do you still experience if you make any of the following changes? a) Set...

@cjdsellers It is because the name doesn't match [here](https://github.com/nautechsystems/nautilus_trader/blob/2423a3db9c57c3f44a2786d2d96490ec3e611567/nautilus_trader/live/node_builder.py#L267) after 'Implement custom client IDs'. Because the name can be customized now and dynamically setting may not work in other cases...

> But then following onto [L268](https://github.com/nautechsystems/nautilus_trader/blob/2423a3db9c57c3f44a2786d2d96490ec3e611567/nautilus_trader/live/node_builder.py#L268) we set a specific venue of `Venue("InteractiveBrokers")`. Will this still work with multiple Interactive Brokers clients? The problem I believe is we only have...

I have pushed the fix in #1616.

I tested and serialization works only for single value. Would be indeed useful to support signal vlaues of type dict or structured numpy array.

I was looking for some solution on commission handling as currently only percentage based model is supported. I found below, it is nicely done and covers most of the possibilities....

> However as this recent issue #939 showed a major factor in performance is good filtering. The current filtering has limited filtering abilities. All the filtering is done after the...

> What are the sticking points for you right now? The essential thing to achieve this (in single portfolio/account perspective) is allow configuring default `Venue` for Portfolio as in [here](https://github.com/nautechsystems/nautilus_trader/commit/ef7f5ba12874275d80a808bc36e20c916385c626)....

Hi, Adding my thoughts! Nautilus InstrumentId inlcudes the Venue and current symbology for Futures is like `ESM23.CME`, and above requriement can easily fit in to make InstrumentIds for these type...