faysou

@cjdsellers I think the proposition of @rsmb7z makes sense, even if @pwyngaard didn't follow up. Having the ability to use spread orders would make nautilus trader more general and useful...

Why not try to integrate xtensor with taco for this, as they seem to be the state of the art for tensor contraction ? https://github.com/tensor-compiler/taco I guess the difficulty will...

I once managed to make it work by downgrading as well, but it didn't work on another system, it's not a reliable solution. It would be good if somebody in...

https://github.com/mshumer/gpt-author https://github.com/minh-hoque/BlogGPT

Should this issue be closed after https://github.com/nautechsystems/nautilus_trader/commit/3405de5b4ca47374bc78c63e0903f36d6e023685 ?

Thanks for the example, I see you are using the example I wrote as template. One nice thing with it is that it makes it easy to download and create...

I'm not sure what's going on. Maybe the issue is that orderbook deltas are starting in the middle of the day but data since the beginning of the day is...

Related https://roadmap.databento.com/roadmap/add-periodic-mbo-book-snapshots-to-live-api https://roadmap.databento.com/b/n0o5prm6/feature-ideas/provide-snapshots-for-historical-and-live-data Could be integrated to nautilus once it gets released, ie one orderbook followed by deltas.

I've managed to make you strategy run the difference is below (interesting code btw, I don't know much about strategies using order book deltas, but the strategy you got with...

def msgspec_decoding_hook(obj_type: type, obj: Any) -> Any: # noqa: C901 (too complex) you can do like here for example