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Update gh-pages to output generated at ec4ea37
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cjdsellers committed Jan 8, 2024
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4 changes: 2 additions & 2 deletions nightly/_sources/concepts/advanced/custom_data.md.txt
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@@ -1,4 +1,4 @@
# Custom/Generic Data
# Custom Data
Due to the modular nature of the Nautilus design, it is possible to set up systems
with very flexible data streams, including custom user defined data types. This
guide covers some possible use cases for this functionality.
Expand Down Expand Up @@ -92,7 +92,7 @@ self.subscribe_data(

This will result in your actor/strategy passing these received `MyDataPoint`
objects to your `on_data` method. You will need to check the type, as this
method acts as a flexible handler for all custom/generic data.
method acts as a flexible handler for all custom data.

```python
def on_data(self, data: Data) -> None:
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2 changes: 1 addition & 1 deletion nightly/_sources/concepts/advanced/index.md.txt
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Expand Up @@ -28,7 +28,7 @@ highest to lowest level (although they are self-contained and can be read in any
Explore more advanced concepts of NautilusTrader through these guides:

- [Actors](actors.md)
- [Custom/Generic data](custom_data.md)
- [Custom Data](custom_data.md)
- [Advanced Orders](advanced_orders.md)
- [Emulated Orders](emulated_orders.md)
- [Synthetic Instruments](synthetic_instruments.md)
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2 changes: 1 addition & 1 deletion nightly/_sources/concepts/data.md.txt
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Expand Up @@ -23,7 +23,7 @@ This inheritance ensures chronological data ordering (vital for backtesting), wh
Consistency is key; data flows through the platform in exactly the same way for all system environment contexts (`backtest`, `sandbox`, `live`)
primarily through the `MessageBus` to the `DataEngine` and onto subscribed or registered handlers.

For those seeking customization, the platform supports user-defined data types. Refer to the advanced [Custom/Generic data guide](advanced/custom_data.md) for more details.
For those seeking customization, the platform supports user-defined data types. Refer to the advanced [Custom data guide](advanced/custom_data.md) for more details.

## Loading data

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Expand Up @@ -102,14 +102,15 @@ which are used to aggregate multiple events to determine state.
### Data Types
The following market data types can be requested historically, and also subscribed to as live streams when available from a venue / data provider, and implemented in an integrations adapter.
- `OrderBookDelta` (L1/L2/L3)
- `Ticker`
- `OrderBookDeltas` (container type)
- `OrderBookDepth10` (fixed depth of 10 levels per side)
- `QuoteTick`
- `TradeTick`
- `Bar`
- `Instrument`
- `VenueStatus`
- `InstrumentStatus`
- `InstrumentClose`
- `VenueStatus`

The following PriceType options can be used for bar aggregations;
- `BID`
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4 changes: 1 addition & 3 deletions nightly/_sources/concepts/strategies.md.txt
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Expand Up @@ -91,12 +91,10 @@ from nautilus_trader.model.data import OrderBookDeltas
from nautilus_trader.model.data import InstrumentClose
from nautilus_trader.model.data import InstrumentStatus
from nautilus_trader.model.data import VenueStatus
from nautilus_trader.model.data import Ticker
from nautilus_trader.model.instruments import Instrument

def on_order_book_deltas(self, deltas: OrderBookDeltas) -> None:
def on_order_book(self, order_book: OrderBook) -> None:
def on_ticker(self, ticker: Ticker) -> None:
def on_quote_tick(self, tick: QuoteTick) -> None:
def on_trade_tick(self, tick: TradeTick) -> None:
def on_bar(self, bar: Bar) -> None:
Expand All @@ -105,7 +103,7 @@ def on_instrument(self, instrument: Instrument) -> None:
def on_instrument_status(self, data: InstrumentStatus) -> None:
def on_instrument_close(self, data: InstrumentClose) -> None:
def on_historical_data(self, data: Data) -> None:
def on_data(self, data: Data) -> None: # Generic data passed to this handler
def on_data(self, data: Data) -> None: # Custom data passed to this handler
```

#### Order management
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Expand Up @@ -377,7 +377,7 @@
</li>
<li class="md-nav__item">
<a class="md-nav__link" href="../concepts/advanced/custom_data.html">
Custom/Generic Data
Custom Data
</a>
</li>
<li class="md-nav__item">
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