Skip to content

Add support for MarkPriceUpdate streaming from catalog #2582

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
merged 1 commit into from
May 2, 2025

Conversation

bartolootrit
Copy link
Contributor

Pull Request

Mark price loading from data catalog

Type of change

  • New feature (non-breaking change which adds functionality)

How has this change been tested?

Manually

@cjdsellers
Copy link
Member

Hi @bartolootrit

Thanks for the contribution!

Does this solve your issue and you're able to successfully have mark price updates streamed from the catalog?

@bartolootrit
Copy link
Contributor Author

bartolootrit commented May 2, 2025

Yes. Mark prices are saved ParquetDataCatalog.write_data(MarkPriceUpdate), loaded BacktestEngine.add_data(ParquetDataCatalog.query(MarkPriceUpdate)) and received Actor.on_mark_price correctly on my machine. Which test should I add?

@cjdsellers
Copy link
Member

@bartolootrit

Feel free to add any test(s) at your discretion.

We didn't originally intend on implementing this through Cython due to the Rust port. But since you've done the heavy lifting here I'm happy to merge this, and I'll also copy the pattern for IndexPriceUpdate.

@cjdsellers cjdsellers changed the title Mark price loading Add support for MarkPriceUpdate streaming from catalog May 2, 2025
@cjdsellers cjdsellers merged commit cebdee9 into nautechsystems:develop May 2, 2025
16 checks passed
@bartolootrit bartolootrit deleted the mark-price-loading branch May 20, 2025 07:06
@bartolootrit bartolootrit restored the mark-price-loading branch May 20, 2025 07:06
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

2 participants