First you must set up pdm after which you can clone this repo and run pdm install.
- Use global ftx data stream to inform ftx us
- Trading rate limiter as part of the investor configuration!
- Fully functioning limit orders / order cancellation for the local classes.
- These orders need to be streamed live (local) market data so they know when to execute. A investor base method that calls a status method at every evaluate_market() time step! Note this is very fast since often you wont have that many orders out at a given time. The status method for a local order will take price as input and trigger the withdrawl from wallet. If it is a live order, it will trigger a withdrawl from the local wallet, since we are emulating the ftx wallet. Good accounting!
- Wallet config, "balances" paramter no longer optional but creates a ftx subaccount to deploy the strategy on. This would make a subaccount and transfer money from main wallet to the sub account.
- Add tests for all the feature classes to make sure that the have the correct output dimention (nodes, k)
- Reserve backtesting for inference, not training.
- Investors need to have training vs inference modes.
wallet:
subaccount: 'geezer'
balance: 10000