nautilus_trader

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Would love to have the cache documented in detail, as it seems central to using nautilus. Understanding things such as: - How it is populated - How it is evicted...

kszlim

Portfolio events and unrealised pnl

1

# Feature Request Understanding unrealised (or mark to market) P&L is often a strong driver of ideas in trading, and we currently don't have a good way in Nautilus to...

limx0

Improve for request_bars function

3

# Feature Request I am trying to using strategy with 10-SECOND-LAST-INTERNAL with binance,but the strategy need several bars to initialize, with EXTERNAL bars, this can be realized by request_bars function,however...

graceyangfan

Adding historic download feature to Binance adapter

3

# Feature Request Unlike the IB adapter, the Binance adapter does not include the ability to back fill historic data. Please see `from nautilus_trader.adapters.interactive_brokers.historic` for the IB implementation. This PR...

jordanparker6

Porting persistence layer to Rust

6

This issue is to track the discussion and PRs for this large-ish port of the persistence layer into Rust. ## Parquet layer In the parquet layer, the key component here...

twitu

# Pull Request A working of example to parse Option directly from the *mut PyObject without propagating the Option concept up into Cython. Also shows accessing Option from Cython. ##...

ghill2

Subaccount permissions error

2

# Bug Report ### Expected Behavior I am attempting to run the simple subscriber strategy given in the nautilus_trader examples. I created new read only FTX API keys for a...

jclangner

Binance historic data pull

2

# Pull Request This PR is a work in progress. This PR will look to achieve the following: - add a `historic.py` to the Binance adapter to reflect the `historic.py`...

jordanparker6

# Enhancement The trailing stop order types need to be implemented for the `SimulatedExchange`: - `TRAILING_STOP_MARKET` - `TRAILING_STOP_LIMIT` They will also need to be implemented for each adapter which can...

cjdsellers

Add more indicators

4

As disscussed in #515 I decided to moving more indicators to nautilus_trader with the inside functions, the main reference libaries are: (1) [pandas-ta](https://github.com/twopirllc/pandas-ta) (2) [finta](https://github.com/peerchemist/finta) (3) https://github.com/mrjbq7/ta-lib now,I am working...

graceyangfan