IMO, a big advantage of event driven engines is their readiness for production / actual trading with minimum code modification required. It would be great if you could share yours.
IMO, a big advantage of event driven engines is their readiness for production / actual trading with minimum code modification required. It would be great if you could share yours.
I'll probably do it in the near future. However, I'm currently swamped with work and need to find time to do it properly.
Yes, event-driven engines are more ready, I agree. Nevertheless, at least in my experience, the production code needs to be carefully adapted to the broker's API (I'm not sure about the word "minimum" :)). Otherwise, we might get slippage, partial fills, all kinds of bugs, etc...
IMO, a big advantage of event driven engines is their readiness for production / actual trading with minimum code modification required. It would be great if you could share yours.
I'll probably do it in the near future. However, I'm currently swamped with work and need to find time to do it properly.
Yes, event-driven engines are more ready, I agree. Nevertheless, at least in my experience, the production code needs to be carefully adapted to the broker's API (I'm not sure about the word "minimum" :)). Otherwise, we might get slippage, partial fills, all kinds of bugs, etc...