Commit Graph

3026 Commits (03e6a00efd7ec422d8a452649288479e6f5e7e16)

Author SHA1 Message Date
Tyler Goodlet 9200e8da57 Raw-dog-pop cancelled paper entries; old price dun matter 2022-08-26 10:46:46 -04:00
Tyler Goodlet 430d065da6 Handle paper-engine too-fast clearing race cases
When the paper engine is used it seems we can definitely hit races where
order ack msgs arrive close enough to status messages that `trio`
schedules the status processing before the acks. In such cases we want
to be tolerant and not crash but instead warn that we got an
unknown/out-of-order msg.
2022-08-26 10:46:46 -04:00
Tyler Goodlet ecd93cb05a Pass symbol with broker suffix to `.submit_limit()`; fix clearing 2022-08-26 10:46:46 -04:00
Guillermo Rodriguez 4facd161a9
Pull jsonrpc machinery out of deribit backend into piker.data._web_bs module and make it generic 2022-08-25 14:08:09 -03:00
goodboy c5447fda06
Merge pull request #390 from pikers/actually_enable_modules
Oneliner enable rpc modules on runtime open
2022-08-25 13:06:53 -04:00
Guillermo Rodriguez 0447612b34
Oneliner enable rpc modules on runtime open 2022-08-25 11:47:40 -03:00
goodboy b5499b8225
Merge pull request #331 from pikers/deribit
Deribit backend & minimal broker check tool
2022-08-25 10:08:29 -04:00
Guillermo Rodriguez 00aabddfe8
Fix link 2022-08-25 09:22:15 -03:00
Guillermo Rodriguez 43fb720877
Do multiline imports 2022-08-25 09:20:41 -03:00
Guillermo Rodriguez 9626dbd7ac
Simplify rpc machinery, and switch refs to Dict and List to builtins, make brokercheck call public broker methods and get their results again 2022-08-25 09:18:52 -03:00
Guillermo Rodriguez f286c79a03
Woops enable backfill_bars in module __init__.py 2022-08-24 19:41:04 -03:00
Guillermo Rodriguez accb0eee6c
Add brokercheck guard on deribit.get_client && drop method running in brokercheck 2022-08-24 19:32:54 -03:00
Guillermo Rodriguez e97dd1cbdb
Stop using as much closures
Use a custom tractor branch that fixes a `maybe_open_context` re entrant related bug
2022-08-24 18:09:35 -03:00
Guillermo Rodriguez 34fb497eb4
Add aiter api to NoBsWs and rework cryptofeed relay to not be OOPy 2022-08-24 18:09:35 -03:00
Guillermo Rodriguez 6669ba6590
Switch back to using async for and dont install signal handlers on cryptofeed 2022-08-24 18:09:35 -03:00
Guillermo Rodriguez cb8099bb8c
Add README.rst and brokers.toml section in config example 2022-08-24 18:09:35 -03:00
Guillermo Rodriguez 80a1a58bfc
Refactor cryptofeed relay api and move it to client
Added submit_limit and submit_cancel
Cache syms correctly
Lowercase search results
2022-08-24 18:09:32 -03:00
Guillermo Rodriguez d60f222bb7
Add get_balances, and get_assets rpc to deribit.api.Client
Improve symbol_info search results
Expect cancellation on cryptofeeds asyncio task
Fix the no trades on instrument bug that we had on startup
2022-08-24 18:08:45 -03:00
Guillermo Rodriguez 2c2e43d8ac
Add comments and update cryptofeed fork url in requirements 2022-08-24 18:08:31 -03:00
Guillermo Rodriguez 212b3d620d
Tweaks on Client init to make api credentials optional 2022-08-24 18:08:29 -03:00
Guillermo Rodriguez 92090b01b8
Begin jsonrpc over ws refactor 2022-08-24 18:06:00 -03:00
Guillermo Rodriguez 9073fbc317
drop pydantic to match master 2022-08-23 15:18:45 -03:00
Guillermo Rodriguez f55f56a29f
Refactored deribit backend into new multi file format 2022-08-23 15:18:45 -03:00
Guillermo Rodriguez 28e025d02e
Finally get a chart going! lots of fixes to streaming machinery and custom cryptofeed fork with fixes 2022-08-23 15:18:43 -03:00
Guillermo Rodriguez e558e5837e
Introduce piker protocol in stream_messages 2022-08-23 15:17:18 -03:00
Guillermo Rodriguez a0b415095a
Brokermod check output fixed and tweaks to deribit Client.bars function 2022-08-23 15:17:18 -03:00
Guillermo Rodriguez 6df181c233
Add brokercheck test and got deribit to dump l1 and trades to console 2022-08-23 15:17:18 -03:00
Guillermo Rodriguez 7acc4e3208
Initial deribit mock up 2022-08-23 15:17:18 -03:00
Guillermo Rodriguez 10ea242143
Merge pull request #385 from pikers/asycvnc_pin_bump
Pin to `asyncvnc@main` after upstream fixes
2022-08-22 13:03:08 -03:00
Tyler Goodlet eda6ecd529 Pin to `asyncvnc@main` after upstream fixes
We helped drive a bunch of fixes in
https://github.com/barneygale/asyncvnc/pull/4

This pins to our forked but matched `main` branch to get those fixes
until such a time as upstream makes another release.
2022-08-22 11:58:40 -04:00
goodboy cf5b0bf9c6
Merge pull request #374 from pikers/open_order_loading
Open order loading
2022-08-19 15:23:49 -04:00
Tyler Goodlet b9dba48306 Show correct account label on loaded order lines
Quite a simple fix, we just assign the account-specific
`PositionTracker` to the level line's `._on_level_change()` handler
instead of whatever the current `OrderMode.current_pp` is set to.

Further this adds proper pane switching support such that when a user
modifies an order line from an account which is not the currently
selected one, the settings pane is changed to reflect the
account and thus corresponding position info for that account and
instrument B)
2022-08-18 16:04:44 -04:00
Tyler Goodlet 4d2e23b5ce Expose level line marker via property 2022-08-18 16:00:41 -04:00
Tyler Goodlet 973bf87e67 Don't log aboout unknown status msg if no oid 2022-08-18 11:51:12 -04:00
Tyler Goodlet 5861839783 Fix multi-account order loading..
We were overwriting the existing loaded orders list in the per client
loop (lul) so move the def above all that.

Comment out the "try-to-cancel-inactive-orders-via-task-after-timeout"
stuff pertaining to https://github.com/erdewit/ib_insync/issues/363 for
now since we don't have a mechanism in place to cancel the re-cancel
task once the order is cancelled - plus who knows if this is even the
best way to do it..
2022-08-18 11:51:12 -04:00
Tyler Goodlet 06845e5504 `kraken`: drop `make_sub()` and inline sub defs in `subscribe()` 2022-08-18 11:51:12 -04:00
Tyler Goodlet 43bdd4d022 Pass correct instrument symbol in position msgs 2022-08-18 11:51:12 -04:00
Tyler Goodlet bafd2cb44f Only relay fills if dialog still alive 2022-08-18 11:51:12 -04:00
Tyler Goodlet be8fd32e7d Only emit ems fill msgs for 'status' events from ib
Fills seems to be dual emitted from both the `status` and `fill` events
in `ib_insync` internals and more or less contain the same data nested
inside their `Trade` type. We started handling the 'fill' case to deal
with a race issue in commissions/cost report tracking but we don't
really want to leak that same race to incremental fills vs.
order-"closed" tracking.. So go back to only emitting the fill msgs
on statuses and a "closed" on `.remaining == 0`.
2022-08-18 11:51:12 -04:00
Tyler Goodlet ee8c00684b Add actor-global "broker client" for tracking reqids 2022-08-18 11:51:12 -04:00
Tyler Goodlet 7379dc03af The `ps1` check doesn't work for `pdb`.. 2022-08-18 11:51:12 -04:00
Tyler Goodlet a602c47d47 Support loading paper engine live orders 2022-08-18 11:51:12 -04:00
Tyler Goodlet 317610e00a Store positions globally and deliver on ctx connects 2022-08-18 11:51:12 -04:00
Tyler Goodlet c4af706d51 Make order-book-vars globals to persist across ems-dialog connections 2022-08-18 11:51:12 -04:00
Tyler Goodlet 665bb183f7 Unpack existing live order params in case statement 2022-08-18 11:51:12 -04:00
Tyler Goodlet f6ba95a6c7 Split existing live-open case into its own block 2022-08-18 11:51:12 -04:00
Tyler Goodlet e2cd8c4aef Add initial `kraken` live order loading 2022-08-18 11:51:12 -04:00
Tyler Goodlet c8bff81220 Add runtime guards around feed pausing during interaction 2022-08-18 11:51:12 -04:00
Tyler Goodlet 2aec1c5f1d Only pprint our struct when we detect a py REPL 2022-08-18 11:51:12 -04:00
Tyler Goodlet bec32956a8 Move fill case-block earlier, log broker errors 2022-08-18 11:51:12 -04:00