Skip to content

Conversation

Copy link
Contributor

Copilot AI commented Feb 1, 2026

Added detailed explanatory comments to the 3 RFQ example files to clarify code intention and educational context.

Changes by file

  • 00_create_rfq.py: Documented RFQ taker flow - quote reception, tracking, and execution with direction handling
  • 01_simple_rfq_quoter.py: Explained market maker quoter mechanics - RFQ filtering, mark price-based pricing strategy, quote lifecycle management
  • 02_delta_hedged_quoter.py: Detailed advanced delta-hedging implementation - portfolio delta calculation across asset types, automated hedging triggers, risk limit enforcement, background task coordination

Key additions

Enhanced all class/method docstrings with:

  • Conceptual explanations (delta hedging, options Greeks, bid-ask pricing)
  • Implementation flow and decision points
  • Production readiness warnings where applicable

Example from delta hedger:

async def calculate_delta_from_quote(
    self, quote: QuoteResultSchema | RFQResultPublicSchema
) -> tuple[Decimal, bool]:
    """
    Calculate the net delta exposure from accepting a quote or RFQ.
    
    Delta calculation logic:
    - Each option has a delta value (from 0 to 1 for calls, 0 to -1 for puts)
    - As the SELLER of the quote, we take the opposite side of the taker
    - If taker is buying (we sell), we subtract delta
    - If taker is selling (we buy), we add delta
    
    Returns:
        tuple: (total_delta, is_error)
    """

Total: 384 lines of comments added across 3 files.


💬 We'd love your input! Share your thoughts on Copilot coding agent in our 2 minute survey.

Co-authored-by: 8ball030 <35799987+8ball030@users.noreply.github.com>
Copilot AI changed the title [WIP] Fix types and remove unused code in RFQ feature docs: add comprehensive comments to RFQ example files Feb 1, 2026
Copilot AI requested a review from 8ball030 February 1, 2026 03:51
@8ball030 8ball030 marked this pull request as ready for review February 1, 2026 05:09
@8ball030 8ball030 merged commit 8f8b301 into feat/finishing-rfq-2 Feb 1, 2026
@8ball030 8ball030 deleted the copilot/sub-pr-199-again branch February 1, 2026 05:09
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

2 participants