Code

Betfair trade id accounting#1511

Code

Closed

limx0 wants to merge 104 commits intomasternautechsystems/nautilus_trader:masterfrom betfair_trade_id_accounting2nautechsystems/nautilus_trader:betfair_trade_id_accounting2Copy head branch name to clipboard

+10,075-3,937

Commits

Commits on Feb 9, 2024

• Bump version

  cjdsellers

  committed
  029a530

  Copy full SHA for 029a530

• Fix typo

  cjdsellers

  committed
  912b55d

  Copy full SHA for 912b55d

• Refine Databento InstrumentId parsing

  cjdsellers

  committed
  68862f8

  Copy full SHA for 68862f8

Commits on Feb 10, 2024

• Optimize DatabentoDataLoader

  cjdsellers

  committed
  4f06291

  Copy full SHA for 4f06291

• Refine Databento include_trades filtering

  cjdsellers

  committed
  d8cc92a

  Copy full SHA for d8cc92a

• Improve clarity of param description

  cjdsellers

  committed
  800cad5

  Copy full SHA for 800cad5

• Standardize instruments pyo3 interface

  cjdsellers

  committed
  34aefe8

  Copy full SHA for 34aefe8

• Update to ignore notebooks dir catalog

  cjdsellers

  committed
  54e5a21

  Copy full SHA for 54e5a21

• Update dependencies

  cjdsellers

  committed
  dc723eb

  Copy full SHA for dc723eb

• Fix missing enc_hook in configurations

  cjdsellers

  committed
  f816826

  Copy full SHA for f816826

• Fix Binance order book example

  cjdsellers

  committed
  a9772e3

  Copy full SHA for a9772e3

• Add Databento re-exports

  cjdsellers

  committed
  78fd9e8

  Copy full SHA for 78fd9e8

• Cleanup example notebook imports

  cjdsellers

  committed
  9ba9e8f

  Copy full SHA for 9ba9e8f

• Add Databento notebook example progress

  cjdsellers

  committed
  9258aed

  Copy full SHA for 9258aed

• Add Databento DBN files to gitignore

  cjdsellers

  committed
  cc475f5

  Copy full SHA for cc475f5

Commits on Feb 11, 2024

• Refine Databento re-exports

  cjdsellers

  committed
  adc2ec9

  Copy full SHA for adc2ec9

• Refine Databento components

  cjdsellers

  committed
  e9f80c4

  Copy full SHA for e9f80c4

• Refine Databento adapter and decoding

  cjdsellers

  committed
  47170e9

  Copy full SHA for 47170e9

• Add OrderBookDepth10 constructor to type stub

  cjdsellers

  committed
  dc26c27

  Copy full SHA for dc26c27

• Fix deprecation warnings and docstrings

  cjdsellers

  committed
  287b8a6

  Copy full SHA for 287b8a6

• Fix pyo3 stubs

  cjdsellers

  committed
  35e4548

  Copy full SHA for 35e4548

• Unskip catalog OrderBookDepth10 test

  cjdsellers

  committed
  40a0c93

  Copy full SHA for 40a0c93

• Fix clippy lints

  cjdsellers

  committed
  0f62924

  Copy full SHA for 0f62924

• Standardize indicators special method ordering

  cjdsellers

  committed
  365f2e8

  Copy full SHA for 365f2e8

• Refine Databento adapter more

  cjdsellers

  committed
  91b48cc

  Copy full SHA for 91b48cc

• Standardize tutorial language

  cjdsellers

  committed
  3c9dcc3

  Copy full SHA for 3c9dcc3

• Continue Databento data catalog tutorial

  cjdsellers

  committed
  2774a36

  Copy full SHA for 2774a36

• Update dependencies including chrono

  cjdsellers

  committed
  9055ef6

  Copy full SHA for 9055ef6

Commits on Feb 12, 2024

• Fix call to clock.utc_now

  cjdsellers

  committed
  2b73774

  Copy full SHA for 2b73774

• Refine DatabentoLiveClient record handling loop

  cjdsellers

  committed
  faae332

  Copy full SHA for faae332

• Fix ControllerConfig base and docstring

  cjdsellers

  committed
  ed40835

  Copy full SHA for ed40835

• Improve DatabentoDataClient startup sequence

  cjdsellers

  committed
  e78bb97

  Copy full SHA for e78bb97

• Implement Databento parent symbols on startup

  cjdsellers

  committed
  f11de01

  Copy full SHA for f11de01

Commits on Feb 13, 2024

• Update dependencies and pre-commit

  cjdsellers

  committed
  5b68874

  Copy full SHA for 5b68874

• Standardize attribute ordering

  cjdsellers

  committed
  753b769

  Copy full SHA for 753b769

• Implement OrderBookDeltas FFI and pyo3 interfaces

  cjdsellers

  committed
  0009f3a

  Copy full SHA for 0009f3a

• Refine OrderBookDeltas implementation

  cjdsellers

  committed
  19113b8

  Copy full SHA for 19113b8

• Fix Rust imports

  cjdsellers

  committed
  74e3533

  Copy full SHA for 74e3533

Commits on Feb 14, 2024

• Fix Equity short selling

  cjdsellers

  committed
  ae5422c

  Copy full SHA for ae5422c

• Skip Windows in CI while GH runners broken

  cjdsellers

  committed
  78d0d49

  Copy full SHA for 78d0d49

• Fix InteractiveBrokers historical bar data bug (#1499)

  benjaminsingleton

  authored
  bf32484

  Copy full SHA for bf32484

• Fix logging timestamps for backtesting

  cjdsellers

  committed
  be3a5bb

  Copy full SHA for be3a5bb

• Optimize applying OrderBookDeltas to OrderBook

  cjdsellers

  committed
  ed3334c

  Copy full SHA for ed3334c

Commits on Feb 15, 2024

• Fix FOK and IOC time in force fill handling

  cjdsellers

  committed
  e176ea6

  Copy full SHA for e176ea6

Commits on Feb 16, 2024

• Fix account balance updates for zero quantity NETTING positions

  cjdsellers

  committed
  72a0d33

  Copy full SHA for 72a0d33

• Remove redundant docstring lines

  cjdsellers

  committed
  bbd3cf0

  Copy full SHA for bbd3cf0

• Fix print_config config option

  cjdsellers

  committed
  95d1854

  Copy full SHA for 95d1854

• Implement AverageTrueRange in Rust (#1502)

  rsmb7z

  authored
  f58077d

  Copy full SHA for f58077d

• Update core dependencies

  cjdsellers

  committed
  c491ebf

  Copy full SHA for c491ebf

• Introduce common tokio runtime

  cjdsellers

  committed
  28f2d8d

  Copy full SHA for 28f2d8d

• Optimize DatabentoLiveClient order book replay

  cjdsellers

  committed
  c3c6cbf

  Copy full SHA for c3c6cbf

Commits on Feb 17, 2024

• Port LiveClock and LiveTimer to Rust

  cjdsellers

  committed
  956ae97

  Copy full SHA for 956ae97

• Optimize pyo3 TimeEvent conversion with pycapsule

  cjdsellers

  committed
  f1512d6

  Copy full SHA for f1512d6

• Refine comment in LiveTimer

  cjdsellers

  committed
  9253372

  Copy full SHA for 9253372

• Fix LiveTimer to use saturating sub

  cjdsellers

  committed
  c31e732

  Copy full SHA for c31e732

• Add order book subscriptions managed parameter

  cjdsellers

  committed
  1d006d6

  Copy full SHA for 1d006d6

• Resume Windows in CI

  cjdsellers

  committed
  41e535b

  Copy full SHA for 41e535b

• Pause Windows in CI

  cjdsellers

  committed
  fec8d73

  Copy full SHA for fec8d73

• Fix await eventually in cache tests

  cjdsellers

  committed
  3dd4386

  Copy full SHA for 3dd4386

• Remove sleeps from interactive_brokers tests

  cjdsellers

  committed
  13ba8d1

  Copy full SHA for 13ba8d1

Commits on Feb 18, 2024

• Fix logging enabled check (#1503)

  twitu

  authored
  50df82e

  Copy full SHA for 50df82e

• Optimize balance impact calculation

  cjdsellers

  committed
  2a8011d

  Copy full SHA for 2a8011d

• Update release notes

  cjdsellers

  committed
  cdf6f56

  Copy full SHA for cdf6f56

• Use pyo3_asyncio runtime

  cjdsellers

  committed
  213715e

  Copy full SHA for 213715e

• Implement OrderBookDeltas pickling

  cjdsellers

  committed
  3483a3b

  Copy full SHA for 3483a3b

• Separate OrderBookMbo and OrderBookMbp

  cjdsellers

  committed
  21764f9

  Copy full SHA for 21764f9

• Reorganize core python model module

  cjdsellers

  committed
  8287844

  Copy full SHA for 8287844

• Qualify pyo3::pyclass attribute

  cjdsellers

  committed
  5e8a26f

  Copy full SHA for 5e8a26f

• Add OrderBookMbp pyo3 interface

  cjdsellers

  committed
  e447621

  Copy full SHA for e447621

• Upgrade ruff

  cjdsellers

  committed
  a1a0f6d

  Copy full SHA for a1a0f6d

• Add collection type annotations

  cjdsellers

  committed
  c491f3b

  Copy full SHA for c491f3b

• Fix backtest clock iteration

  cjdsellers

  committed
  72de1ff

  Copy full SHA for 72de1ff

• Fix MessageBus publishable_types collection type

  cjdsellers

  committed
  e4a3b39

  Copy full SHA for e4a3b39

• Standardize field ordering

  cjdsellers

  committed
  25e4ae1

  Copy full SHA for 25e4ae1

Commits on Feb 19, 2024

• Add OrderBookMbo and Level pyo3 interfaces

  cjdsellers

  committed
  4bc817d

  Copy full SHA for 4bc817d

• Refine core order book impls

  cjdsellers

  committed
  f9e41af

  Copy full SHA for f9e41af

• Standardize core indicator field naming

  cjdsellers

  committed
  ef4c557

  Copy full SHA for ef4c557

• Extend core Indicator to handle order books

  cjdsellers

  committed
  33f6cde

  Copy full SHA for 33f6cde

• Extend core Indicator to handle order book data

  cjdsellers

  committed
  d9584d5

  Copy full SHA for d9584d5

• Fix TradeId memory leak

  cjdsellers

  committed
  ff1cd69

  Copy full SHA for ff1cd69

• Fix TradeId pyo3 interface and improve docs

  cjdsellers

  committed
  d1eec04

  Copy full SHA for d1eec04

• Add some timer doc comments

  cjdsellers

  committed
  6fda4ee

  Copy full SHA for 6fda4ee

• Standardize type annotations in tests

  cjdsellers

  committed
  e01d25d

  Copy full SHA for e01d25d

• Add BookImbalanceRatio indicator in Rust

  cjdsellers

  committed
  16ee342

  Copy full SHA for 16ee342

• Standardize indicator initialized property naming

  cjdsellers

  committed
  e7a957b

  Copy full SHA for e7a957b

• Add example Rust OrderBookMbp BookImbalanceRatio

  cjdsellers

  committed
  b408b65

  Copy full SHA for b408b65

• Update dependencies

  cjdsellers

  committed
  506170b

  Copy full SHA for 506170b

• Fix TradeTick size precision for pyo3 conversion

  cjdsellers

  committed
  920380a

  Copy full SHA for 920380a

• Resume Windows in CI

  cjdsellers

  committed
  1926e2d

  Copy full SHA for 1926e2d

Commits on Feb 20, 2024

• Fix DefaultHasher import

  cjdsellers

  committed
  8eabaed

  Copy full SHA for 8eabaed

• Add OrderBookDeltas from mem C function

  cjdsellers

  committed
  c00b888

  Copy full SHA for c00b888

• Refine DatabentoLiveClient MBO replay

  cjdsellers

  committed
  aa6ea25

  Copy full SHA for aa6ea25

• Refine DatabentoLiveClient MBO replay

  cjdsellers

  committed
  a4e4d0c

  Copy full SHA for a4e4d0c

Commits on Feb 21, 2024

• Update dependencies

  cjdsellers

  committed
  ab10890

  Copy full SHA for ab10890

• Fix catalog freeze_dict function

  cjdsellers

  committed
  ba50390

  Copy full SHA for ba50390

• Update release notes

  cjdsellers

  committed
  7ee3e93

  Copy full SHA for 7ee3e93

• Improve bypass_logging fixture

  cjdsellers

  committed
  abae459

  Copy full SHA for abae459

• Fix RiskEngine cash value check when selling

  cjdsellers

  committed
  d4b22af

  Copy full SHA for d4b22af

• Fix RiskEngine cash value check when selling

  cjdsellers

  committed
  ac788c7

  Copy full SHA for ac788c7

• Ported ChandeMomentumOscillator to Rust (#1508)

  Pushkarm029

  authored
  11e953f

  Copy full SHA for 11e953f

Commits on Feb 22, 2024

• Update dependencies including hyper

  cjdsellers

  committed
  db97b95

  Copy full SHA for db97b95

• Cleanup cash_value base currency

  cjdsellers

  committed
  dc7e837

  Copy full SHA for dc7e837

• Add OrderBookDeltas to_pyo3 conversion

  cjdsellers

  committed
  3d54cec

  Copy full SHA for 3d54cec

• WIP

  limx0

  committed
  5bff0d1

  Copy full SHA for 5bff0d1