Commit Graph

3206 Commits (l1_compaction)

Author SHA1 Message Date
Tyler Goodlet 58517295d2 Disable kraken orders due to #299 2022-04-10 17:27:15 -04:00
Tyler Goodlet c39fa825d0 More explicit order-cancel errors handling 2022-04-10 17:07:08 -04:00
Tyler Goodlet 88306a6c1e Drop invalid status msg, linting cleanups 2022-04-09 16:56:05 -04:00
Tyler Goodlet c034ea742f Fix comment: filled not executed is a valid status key 2022-04-09 16:46:25 -04:00
goodboy d26fea70c7
Merge pull request #214 from iamzoltan/kraken_orders
Phil MacKraken
2022-04-09 16:45:04 -04:00
Konstantine Tsafatinos cb970cef46 dark order gui patch, add filled status message 2022-04-08 19:25:24 -04:00
Konstantine Tsafatinos c2e654aae2 change logic order for handling no config case 2022-04-07 13:03:53 -04:00
Konstantine Tsafatinos 2baa1b4605 fix hang when kraken is not in config 2022-03-28 18:28:19 -04:00
Konstantine Tsafatinos cb8e97a142 address latest comments, refactor the pack position function 2022-03-23 10:34:53 -04:00
Konstantine Tsafatinos 1525c645ce refactor get_positions into get_trades, and refactor pack_position with postion calc logic 2022-03-20 13:52:45 -04:00
Konstantine Tsafatinos fd0acd21fb refactory based on github comments, change doc string style 2022-03-06 15:17:26 -05:00
Konstantine Tsafatinos 617bf3e0da fix typo and get rid of pprint of ws stream 2022-03-06 15:17:26 -05:00
Konstantine Tsafatinos a3345dbba2 cleaned up code and added loop to grab all trades for position calcs 2022-03-06 15:17:26 -05:00
Konstantine Tsafatinos ee0be13af1 repurpose ws code for ownTrades stream, get trade authentication going 2022-03-06 15:17:26 -05:00
Konstantine Tsafatinos b1bff1be85 remove ws support for orders, use rest api instead for easy oid association 2022-03-06 15:17:26 -05:00
Konstantine Tsafatinos 46948e0a8b add order cancel support over websockets 2022-03-06 15:17:26 -05:00
Konstantine Tsafatinos d826a66c8c use a mapping from userref to oid for order ack 2022-03-06 15:17:26 -05:00
Konstantine Tsafatinos 6c54c81f01 get stashed changes 2022-03-06 15:17:26 -05:00
Tyler Goodlet 0122669dd4 Factor out ws msg hearbeat and error handling
Move the core ws message handling into `stream_messages()` and call that
from 2 new stream processors: `process_data_feed_msgs()` and
`process_order_msgs()`. Add comments for hints on how to implement the
order msg parsing as well as `pprint` received msgs to console for now.
2022-03-06 15:17:26 -05:00
Konstantine Tsafatinos 0c905920e2 connect to krakens openOrders websocket 2022-03-06 15:17:26 -05:00
Konstantine Tsafatinos 03d2eddce3 order submission and cancellation working 2022-03-06 15:17:26 -05:00
Konstantine Tsafatinos 96dd5c632f basic order submission and cancelling with kraken 2022-03-06 15:17:26 -05:00
Konstantine Tsafatinos b21bbf5031 valdiate and ack order requests from ems 2022-03-06 15:17:26 -05:00
Konstantine Tsafatinos 66da58525d mock orders validated from kraken 2022-03-06 15:17:26 -05:00
Konstantine Tsafatinos b55debbe95 get basic order request loop receiving msgs 2022-03-06 15:17:26 -05:00
Konstantine Tsafatinos 1fe1f88806 added the bones for the handle_order_requests func 2022-03-06 15:17:26 -05:00
Konstantine Tsafatinos 3d2be3674e save progress on kraken to test out unit_select_fixes 2022-03-06 15:17:26 -05:00
Konstantine Tsafatinos 48c7b5262c get positions working for kraken 2022-03-06 15:17:26 -05:00
Konstantine Tsafatinos ef598444c4 get positions from trades 2022-03-06 15:17:26 -05:00
Konstantine Tsafatinos 0285a847d8 Store changes for rebase, positions prototype 2022-03-06 15:17:26 -05:00
Konstantine Tsafatinos 88061d8799 Add balance to the ledger 2022-03-06 15:17:26 -05:00
Konstantine Tsafatinos e12af8aa4c Add get_ledger function; parses raw ledger from kraken api 2022-03-06 15:17:26 -05:00
Konstantine Tsafatinos 184edb2a90 wrap api method calls with uri and nonce value 2022-03-06 15:17:26 -05:00
Konstantine Tsafatinos b88dd380a3 get kraken authentication and retrieve balances 2022-03-06 15:17:26 -05:00
goodboy bc59d476b1
Merge pull request #288 from pikers/pp_bar_fixes
pp bar fixes
2022-03-04 09:18:45 -05:00
Tyler Goodlet 01f5f2d015 Don't require a rt quote, increase client connect timeout 2022-03-03 17:49:21 -05:00
Tyler Goodlet af3d624281 Just give up on discretized pp bar for now 2022-03-03 17:15:55 -05:00
Tyler Goodlet 2c9612ebd8 Force exact pp bar size 2022-03-03 10:46:30 -05:00
Tyler Goodlet 16b9e39e11 Dis-allow an allocator limit less then the current pp size 2022-03-02 10:05:33 -05:00
Tyler Goodlet 6889a25926 Drop pp bar clipping, hopefully fix slot sizing 2022-03-02 10:05:33 -05:00
goodboy 5fb85d9ea0
Merge pull request #287 from pikers/async_hist_loading
Async hist loading
2022-03-02 10:04:25 -05:00
wattygetlood e04a7dceb2
Delete Reference Files directory 2022-03-02 09:22:50 -05:00
wattygetlood cb69e89218
Create test file 2022-03-02 09:21:09 -05:00
Tyler Goodlet f7d03489d8 Drop `marketstore` loading cruft (will come later) 2022-03-01 12:39:12 -05:00
Tyler Goodlet 09079b61fc Comment task canceller method prototype 2022-03-01 12:37:31 -05:00
Tyler Goodlet 9d4e1c885f Ignore snippets dir 2022-03-01 12:36:32 -05:00
Tyler Goodlet adccb687fe Fix `piker services` cmd 2022-03-01 12:36:32 -05:00
Tyler Goodlet c239faf4e5 Add a `._sampling.sampler` registry composite type 2022-03-01 12:36:32 -05:00
Tyler Goodlet 6f3d78b729 Handle "no data" case in ranger calcs and avoid crashes 2022-02-28 08:30:44 -05:00
Tyler Goodlet 3e7d4f8717 Detect and request sample period in fsp engine 2022-02-28 08:30:32 -05:00