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Add request_order_book_snapshot method #1745

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merged 3 commits into from
Jun 28, 2024

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graceyangfan
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Pull Request

#1741 Add request_order_book_snapshot method

Type of change

Delete options that are not relevant.

  • New feature (non-breaking change which adds functionality)

How has this change been tested?

test with live trading example
Describe how this code was/is tested.

@graceyangfan graceyangfan changed the title Add request_order_book_snapshot method Add request_order_book_snapshot method for Binance Jun 28, 2024
@cjdsellers
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Thanks for adding the tests @graceyangfan, much appreciated 🙏.

@cjdsellers cjdsellers changed the title Add request_order_book_snapshot method for Binance Add request_order_book_snapshot method Jun 28, 2024
@cjdsellers cjdsellers merged commit 2202657 into nautechsystems:develop Jun 28, 2024
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@graceyangfan
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@cjdsellers In fact, in backtest mode, the request is not doing anything. It only works for live trading at the moment. To make it work in backtest mode, some additional work is still needed.

@cjdsellers
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Yes, for historical requests to work for backtesting the DataEngine needs access to the catalog. There's a section which handles this for ticks already.

@graceyangfan graceyangfan deleted the upate2 branch July 24, 2024 09:49
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2 participants