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release: v0.19.0

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examples/15_cross_exchange.py
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"""Example 15: Cross-Exchange — Signal Binance, Execution dYdX.
"""Cross-exchange — signals on Binance, execution on dYdX.
Simple RSI mean-reversion:
- RSI computed on Binance BTC perp data
@@ -7,8 +7,18 @@ Simple RSI mean-reversion:
- Per-venue fees: each symbol is charged its own exchange's fee schedule
(see FeeConfig.multi_venue below)
Demonstrates:
- signals computed on one venue, orders filled on another
- a dict universe spanning two providers, with no special config
- per-venue fees: each symbol charged its own exchange's schedule
Data: shared store — real market data from `data/` (see examples/README.md)
Prerequisite:
Binance perp data (bars_1m/201.arrow) + dYdX data (dydx/1h/BTC-USD.arrow)
Usage:
python examples/15_cross_exchange.py
"""
import time