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Keeping a local copy of the orderbook and implementing the execution logic properly will reduce the risk of slippage. It can also be used for HFT.
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Not sure if it's a bug on Windows but no matter what value I put in the btc-buy-order-amount in the strategies.xml file this is what I see: (I'm configured to connect to Bitfinex.)
"message":"Invalid…
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What is the plan for supporting back testing?
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By default Lean only provides limited stocks prices data. I've stumbled upon this and according to the [discussion forum](https://www.quantconnect.com/forum/discussion/1728/cannot-access-universedolla…
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Support for options trading. Broadly speaking this will have several pieces. Lets scope out the depth of the changes needed here:
PHASE 1:
LEAN
- New security type
- Options fill models
- Option pric…
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Apologies in advance if this has already been discussed else where and please do link me to any such prior discussion.
I've read:
https://github.com/cosmos/cosmos/blob/master/PURPOSE.md
https:/…
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Hi Abel,
Thank you again for your great work! I have run into issue where I can not connect the IB4m through multiple instances of Matlab. For example, if I have a function in batch mode that is tr…
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Hi here, I have started the console and try to enter command like "listings", "market", etc., but i get errors on all these command like "no module file found for MarketsCommand.epl on class path. Ple…
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Hi Phil,
could you please explain how does (and should) tree structure actually work? Do I understand correctly that the actual money is allocated (fees are paid and `_capital` is changed) only at th…
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While trying to reproduce the example on my local machine:
```
http://nbviewer.ipython.org/3962843/
```
I installed zipline from the github repo with
```
sudo pip install git+https://github.com/qua…