A use_message_queue config option was added to SimulatedExchange as a temporary work around for processing trading commands in real-time cbfc7035aa62df6cdf6c45cf3621cf3d0eea4faf to accommodate the "sandbox mode" https://github.com/nautechsystems/nautilus_trader/issues/1674.
This means that currently when trading commands are submitted to the sandbox execution client (and onto its internal simulated exchange) there is practically no latency in either direction. The commands will be processed and events generated at local platform latency (microseconds) which is relatively unrealistic for most venue and setups.
A future feature could leverage the LatencyModel to extend to real-time, potentially by using a timer to "delay" command processing and events being generated - to achieve to desired latency model spec.
OdinLin
commented
3 weeks ago
Feature Request
A
use_message_queueconfig option was added toSimulatedExchangeas a temporary work around for processing trading commands in real-time cbfc7035aa62df6cdf6c45cf3621cf3d0eea4faf to accommodate the "sandbox mode" https://github.com/nautechsystems/nautilus_trader/issues/1674.This means that currently when trading commands are submitted to the sandbox execution client (and onto its internal simulated exchange) there is practically no latency in either direction. The commands will be processed and events generated at local platform latency (microseconds) which is relatively unrealistic for most venue and setups.
A future feature could leverage the
LatencyModelto extend to real-time, potentially by using a timer to "delay" command processing and events being generated - to achieve to desired latency model spec.