Commit Graph

4412 Commits (deribit_fix)

Author SHA1 Message Date
Guillermo Rodriguez f5b8b9a14f
Add sym registry to PaperBoi as well as a sym ref on Transaction
Add decimal quantize API to Symbol to simplify by-broker truncation
Add symbol info to `pps.toml`
Move _assert call to outside the _async_main context manager
Minor indentation and styling changes, also convert a few prints to log calls
Fix multi write / race condition on open_pps call
Switch open_pps to not write by default
Fix integer math kraken syminfo _tick_size initialization
2023-03-01 21:06:48 -03:00
Guillermo Rodriguez dc78994dcf
Fixed float dust bug on zero position case 2023-03-01 21:05:37 -03:00
goodboy 269a04ba1a
Merge pull request #475 from pikers/explicit_write_pps_on_exit
Explicitly write `pps.toml` on exit for `ib` and `kraken`
2023-03-01 17:47:57 -05:00
Tyler Goodlet 569df45d18 `kraken.`: drop trade history query limit 2023-03-01 17:40:36 -05:00
Tyler Goodlet f53f4df583 `ib/kraken`: adjust to new default of not-writing in `open_pps()` 2023-03-01 17:40:33 -05:00
jaredgoldman d04fe366ab
Merge pull request #462 from pikers/paper_trade_improvements_rebase
Paper trade improvements
2023-02-28 14:30:20 -05:00
jaredgoldman c83fe5aaa7 Fix typo in test docstring 2023-02-28 14:22:24 -05:00
jaredgoldman 41f81eb701 Make write on exit default false 2023-02-28 14:14:05 -05:00
jaredgoldman 05fdc9dd60 Add xfail 2023-02-28 13:55:12 -05:00
jaredgoldman 1323981cc4 Format lines in conftest
Add extra line in conftest
2023-02-28 13:52:12 -05:00
jaredgoldman 882032e3a3 Change skip to xfail 2023-02-28 13:52:03 -05:00
jaredgoldman a6257ae615 Add docstrings to test cases,
format function calls
2023-02-28 13:52:03 -05:00
jaredgoldman 973c068e96 Assert conditions like a nerd 2023-02-28 13:52:03 -05:00
jaredgoldman d7317c3710 Shorten assertion docstring 2023-02-28 13:52:03 -05:00
jaredgoldman 87eb9c5772 Format assertion conditions 2023-02-28 13:51:47 -05:00
jaredgoldman ecb22dda1a Remove whitespace, remove stale comments 2023-02-28 13:51:47 -05:00
jaredgoldman 6f15d47012 Add space in docstrings,
remove duplicate import
2023-02-28 13:51:47 -05:00
jaredgoldman 802af306ac Add specific location of _testing dir in delete_testing_dir fixture 2023-02-28 13:51:47 -05:00
jaredgoldman e4e368923d Add specific kwarg key to open_pps call when starting paperboi 2023-02-28 13:51:47 -05:00
jaredgoldman 342aec648b Skip zero test and change use Path when creating a config folder in marketstore 2023-02-28 13:51:47 -05:00
jaredgoldman 55253c8469 Remove whitespace and correct typo 2023-02-28 13:51:47 -05:00
jaredgoldman 4b72d3ba99 Add backpressure setting back as it wasn't altering test behaviour 2023-02-28 13:51:47 -05:00
jaredgoldman 61296bbdfc Minor formatting, removing whitespace 2023-02-28 13:51:47 -05:00
jaredgoldman 36f466fff8 Ensure tests are running and working up until asserting pps 2023-02-28 13:51:47 -05:00
Guillermo Rodriguez 26146097eb
Merge pull request #469 from pikers/emsd_loglevel_fix
Fix `loglevel` not getting propagated to `emsd`
2023-02-26 00:49:43 -03:00
jaredgoldman fcd8b8eb78 Remove breaking call to load pps from ledger 2023-02-25 18:59:40 -05:00
jaredgoldman 3e83764b5b Remove whitespace, uneeded comments 2023-02-25 18:59:40 -05:00
jaredgoldman 3a6fbabaf8 Minor formatting 2023-02-25 18:59:40 -05:00
jaredgoldman 85ad23a1e9 Remove uneeded assert_precision arg 2023-02-25 18:59:40 -05:00
jaredgoldman 15525c2b46 Add functionality and tests for executing mutliple orders 2023-02-25 18:59:40 -05:00
jaredgoldman 76736a5441 Refactor to avoid global state while testing 2023-02-25 18:59:40 -05:00
jaredgoldman 4c2e776e01 Ensure to cleanup by passing fixture in paper_test signature 2023-02-25 18:59:40 -05:00
jaredgoldman 1e748f11ef Ensure config path is being updated with _testing correctly during testing 2023-02-25 18:59:40 -05:00
jaredgoldman 3fcad16298 Ensure not to write to pps when asserting? 2023-02-25 18:59:40 -05:00
jaredgoldman 2d25d1f048 Push failing assert no pps test 2023-02-25 18:59:40 -05:00
jaredgoldman e54d928405 Reformat fake fill in paper engine,
Ensure tests pass, refactor test wrapper
2023-02-25 18:59:40 -05:00
jaredgoldman c99381216d Ensure actual pp is sent to ems
ensure not to write pp header on startup

Comment out pytest settings
Add comments explaining delete_testing_dir fixture
use nonlocal instead of global for test state

Add unpacking get_fqsn method
Format test_paper
Add comments explaining sync/async book.send calls
2023-02-25 18:59:40 -05:00
algorandpa db2e2ed78f Use constants value for test config dir path 2023-02-25 18:59:39 -05:00
algorandpa 3bc54e308f Use Path.mkdir instead of os.mkdir 2023-02-25 18:59:39 -05:00
algorandpa 8c9c165e0a Remove broken import 2023-02-25 18:59:39 -05:00
algorandpa 7bd8019876 Add back cleanup fixture 2023-02-25 18:59:39 -05:00
algorandpa 8122e6c86f Disable cleanup to see if CI passes 2023-02-25 18:59:39 -05:00
algorandpa 7e87dc52eb Scope fixture to session 2023-02-25 18:59:39 -05:00
algorandpa 2c366d7349 Fix type 2023-02-25 18:59:39 -05:00
algorandpa 9acbfacd4c only clean up if _testing file exists 2023-02-25 18:59:39 -05:00
algorandpa 316ead577d Remove scoping 2023-02-25 18:59:39 -05:00
algorandpa 4b6d3fe138 Scope cleanup fixture to module 2023-02-25 18:59:39 -05:00
algorandpa 0dec2b9c89 Enable backpressure during data-feed layer startup to avoid overruns 2023-02-25 18:59:39 -05:00
algorandpa acc86ae6db more formatting 2023-02-25 18:59:39 -05:00
algorandpa 730906a072 Minor formatting 2023-02-25 18:59:39 -05:00