search

nautechsystems / nautilus_trader

A high-performance algorithmic trading platform and event-driven backtester
https://nautilustrader.io
GNU Lesser General Public License v3.0
1.7k stars 400 forks source link

Set F_LAST flag for Bybit deltas #1670

Closed davidsblom closed 1 month ago

davidsblom commented 1 month ago

Pull Request

Follow up of pull request #1668. Set the F_LAST flag for deltas in case of the Bybit adapter.

Purpose is to bundle together deltas during backtesting. Then the deltas are separately processed by the DataEngine.

Type of change

Delete options that are not relevant.

How has this change been tested?

Adding unit tests and locally subscribing to deltas

cjdsellers commented 1 month ago

Awesome work @davidsblom, the thorough testing is much appreciated too :pray:.