Skip to content
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.

Sign up for GitHub

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

Jump to bottom

[roq-client] It should be possible to simulate multiple strategies #346

Open
thraneh opened this issue Apr 18, 2023 · 0 comments
Open

[roq-client] It should be possible to simulate multiple strategies #346

thraneh opened this issue Apr 18, 2023 · 0 comments
Labels
enhancement New feature or request low priority support
Milestone
Roadmap

Comments

@thraneh
Copy link
Contributor

thraneh commented Apr 18, 2023

A common pattern is to use CustomMetrics or CustomMatrix to communicate calibration results from a non-latency-sensitive calibrator to a latency-sensitive execution strategy.

The communication between clients works in live.

But it's not currently possible to simulate multiple strategies at the same time. This prevents us from simulating the communication between strategies.
@thraneh thraneh added this to the Roadmap milestone Apr 18, 2023
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees
No one assigned
Labels
enhancement New feature or request low priority support
Milestone
Roadmap
Development

No branches or pull requests
1 participant
@thraneh