Nautilus_Trader_Jerry_fall_2023 is a customized verision of Nautilus trader by Jerry Li opensourced on Fall 2023. This project is for non-profit purposes as research and educations. For investments and other in-depth communication, please contact zr7goat@gmail.com
Customizations:
- TestInstrumentProviders: Added providers of more instruments from exchanges which isn't included in the official nautilus, for example crypto exchange OKX
- DataLoader: Added dataloader files for CSV data from exchanges which isn't included in the official nautilus, for example crypto exchange OKX
- Adapters: Added adapters of exchanges which isn't included in the official nautilus, for example crypto exchange OKX
- Strategy: Added more sample strategies for high frequency market making
- Backtest: Added backtest files for some personalized style in venues/exchanges not included in the official nautilus
- Speed optimazations: to be continued