Add bar_build_delay to data engine config #2676
Merged
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Pull Request
NautilusTrader prioritizes correctness and reliability, please follow existing patterns for validation and testing.
Summary
Set through data engine config
Can be useful in a live context to account for network delays.
Can be useful in a backtest context when aggregating interal bars (themselves aggregated).
Allows a delay when aggregating bars to ensure they are received.
Refactors existing code to allow this.
Set through data engine config
subscribe_bars has a default value of 0
request_aggregated_bars has a default value of 15 and used only when aggregating bars from internal bars (INTERNAL@INTERNAL)
Related Issues/PRs
Type of change
Breaking change details (if applicable)
Release notes
RELEASES.md
that follows the existing conventions (when applicable)Testing
Ensure new or changed logic is covered by tests.