nautechsystems / nautilus_trader

A high-performance algorithmic trading platform and event-driven backtester
https://nautilustrader.io
GNU Lesser General Public License v3.0
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Add DataEngine deltas buffering until F_LAST flag #1673

Closed davidsblom closed 1 month ago

davidsblom commented 1 month ago

Pull Request

Buffer deltas until the F_LAST flag is set for a delta. This option is configurable and disabled by default to keep the current behavior.

Fixes #1578

Type of change

Delete options that are not relevant.

How has this change been tested?

Adding unit tests