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Update gh-pages to output generated at a05c0bc
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cjdsellers committed Mar 25, 2024
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11 changes: 8 additions & 3 deletions nightly/_sources/integrations/binance.md.txt
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Expand Up @@ -241,9 +241,9 @@ There is a limitation of one order book per instrument per trader instance.
As stream subscriptions may vary, the latest order book data (deltas or snapshots)
subscription will be used by the Binance data client.

Order book snapshot rebuilds will be triggered:
- On initial subscription of the order book data
- On data websocket reconnects
Order book snapshot rebuilds will be triggered on:
- Initial subscription of the order book data
- Data websocket reconnects

The sequence of events is as follows:
- Deltas will start buffered
Expand All @@ -254,6 +254,11 @@ The sequence of events is as follows:
- Deltas will stop buffering
- Remaining deltas are sent to the `DataEngine`

## Binance data differences

The `ts_event` field value for `QuoteTick` objects will differ between Spot and Futures exchanges,
where the former does not provide an event timestamp, so the `ts_init` is used (which means `ts_event` and `ts_init` are identical).

## Binance specific data

It's possible to subscribe to Binance specific data streams as they become available to the
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2 changes: 2 additions & 0 deletions nightly/_sources/integrations/databento.md.txt
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Expand Up @@ -124,6 +124,8 @@ Nautilus data includes at *least* two timestamps (required by the `Data` contrac

When decoding and normalizing Databento to Nautilus we generally assign the Databento `ts_recv` value to the Nautilus
`ts_event` field, as this timestamp is much more reliable and consistent, and is guaranteed to be monotonically increasing per instrument.
The exception to this are the `DatabentoImbalance` and `DatabentoStatistics` data types, which have fields for all timestamps
- as the types are defined specifically for the adapter.

```{note}
See the following Databento docs for further information:
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2 changes: 1 addition & 1 deletion nightly/api_reference/adapters/interactive_brokers.html
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Expand Up @@ -12080,7 +12080,7 @@ <h2 id="module-nautilus_trader.adapters.interactive_brokers.config">
at
</span>
<span class="pre">
0x7fd801218350&gt;
0x7f4c6e9cfd90&gt;
</span>
<span class="pre">
=
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66 changes: 66 additions & 0 deletions nightly/api_reference/model/book.html
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Expand Up @@ -3814,6 +3814,15 @@ <h1 id="api-reference-model-book--page-root">
<p>
Update the order book with the given quote tick.
</p>
<p>
This operation is only valid for
<code class="docutils literal notranslate">
<span class="pre">
L1_MBP
</span>
</code>
books maintaining a top level.
</p>
<dl class="field-list simple">
<dt class="field-odd">
Parameters
Expand All @@ -3835,6 +3844,30 @@ <h1 id="api-reference-model-book--page-root">
) – The quote tick to update with.
</p>
</dd>
<dt class="field-even">
Raises
<span class="colon">
:
</span>
</dt>
<dd class="field-even">
<p>
<strong>
RuntimeError
</strong>
– If
<cite>
book_type
</cite>
is not
<code class="docutils literal notranslate">
<span class="pre">
L1_MBP
</span>
</code>
.
</p>
</dd>
</dl>
</dd>
</dl>
Expand Down Expand Up @@ -3887,6 +3920,15 @@ <h1 id="api-reference-model-book--page-root">
<p>
Update the order book with the given trade tick.
</p>
<p>
This operation is only valid for
<code class="docutils literal notranslate">
<span class="pre">
L1_MBP
</span>
</code>
books maintaining a top level.
</p>
<dl class="field-list simple">
<dt class="field-odd">
Parameters
Expand All @@ -3908,6 +3950,30 @@ <h1 id="api-reference-model-book--page-root">
) – The trade tick to update with.
</p>
</dd>
<dt class="field-even">
Raises
<span class="colon">
:
</span>
</dt>
<dd class="field-even">
<p>
<strong>
RuntimeError
</strong>
– If
<cite>
book_type
</cite>
is not
<code class="docutils literal notranslate">
<span class="pre">
L1_MBP
</span>
</code>
.
</p>
</dd>
</dl>
</dd>
</dl>
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2 changes: 1 addition & 1 deletion nightly/core/help.html
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2 changes: 1 addition & 1 deletion nightly/core/index.html
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