 jaredgoldman
|
dae56baeba
|
Refactor streaming logic to be less nested and readable
|
2023-04-16 10:12:29 -04:00 |
|
jaredgoldman
|
9706803220
|
Refactor streaming logic to be less nested and readable
|
2023-04-16 10:11:17 -04:00 |
|
jaredgoldman
|
8403d8a482
|
Simplify numpy mapping logic
|
2023-04-15 21:05:25 -04:00 |
jaredgoldman
|
59249a8c1e
|
Merge pull request #498 from pikers/small_kucoin_fixes
`kucoin` small fixes
|
2023-04-15 19:52:27 -04:00 |
Tyler Goodlet
|
a111819667
|
Few fixes after review to get running again B)
- use `Struct.copy()` for frozen type
- fix `BrokerConfig` delegation attr lookups
- bit of linting according to `flake8`
|
2023-04-14 19:05:19 -04:00 |
|
jaredgoldman
|
4f576b6f36
|
Fix typo with ts vars
|
2023-04-13 22:37:17 -04:00 |
|
jaredgoldman
|
672c01f13a
|
Use trade_data_ts for trade message receival
|
2023-04-13 22:35:21 -04:00 |
|
jaredgoldman
|
f67ffeb70f
|
Remove extra Noen check on msg.get
|
2023-04-13 22:34:04 -04:00 |
|
jaredgoldman
|
1b1e35d32d
|
Add comment explaining waiting for first trade quote
|
2023-04-13 22:28:44 -04:00 |
|
jaredgoldman
|
9f5dfe8501
|
Remove anext() comment
|
2023-04-13 22:27:56 -04:00 |
|
jaredgoldman
|
11bd2e2f65
|
Use datetime | none instead of Optional[datetime] in get_bars
|
2023-04-13 22:04:43 -04:00 |
|
jaredgoldman
|
ebfd490a1a
|
Cache instead of get pairs in symbol search
|
2023-04-13 22:02:13 -04:00 |
|
jaredgoldman
|
89bb124728
|
Remove old comments normalize arguents and improve pair fetching log
|
2023-04-13 22:00:41 -04:00 |
|
jaredgoldman
|
63e34cf595
|
Typecast config, add type hint to pair in init message creation and turn init msg vals into floats
|
2023-04-13 21:57:54 -04:00 |
|
jaredgoldman
|
92f372dcc8
|
Use proper value for init message
|
2023-04-13 21:52:40 -04:00 |
|
jaredgoldman
|
b00abd0e51
|
Add a fail case ws token request
|
2023-04-13 21:48:17 -04:00 |
|
jaredgoldman
|
52a015d927
|
Remove typo in binance
|
2023-04-12 21:40:58 -04:00 |
|
jaredgoldman
|
2c82b2aba9
|
Remove breakpoint in binance
|
2023-04-12 20:43:28 -04:00 |
|
jaredgoldman
|
ff0f8dfaca
|
Improve client._get_ws_token docstring
|
2023-04-12 20:37:10 -04:00 |
|
jaredgoldman
|
ace04af21a
|
Use anext() in kucoin stream_quotes
|
2023-04-12 20:25:35 -04:00 |
goodboy
|
70db20b07c
|
Merge pull request #473 from pikers/binance_ws_ep_update
`binance`: use built-in `anext()` add note about new ws ep URL, fix agen streaming within `NoBsWs` usage
|
2023-04-12 19:53:53 -04:00 |
|
jaredgoldman
|
d2f3a79c09
|
Use pendulum for header timestamp,
type hint cleanup
|
2023-04-12 19:48:46 -04:00 |
|
jaredgoldman
|
bedbbc3025
|
Only diff trade time
|
2023-04-12 19:48:46 -04:00 |
|
jaredgoldman
|
6e55f6706f
|
Format condition for filtering and add link to docs explaining need for filtering in the first case
|
2023-04-12 19:48:46 -04:00 |
|
jaredgoldman
|
d1b0608c88
|
Remove breakpoint
|
2023-04-12 19:48:46 -04:00 |
|
jaredgoldman
|
3bed3a64c3
|
Implement duplicate filtering at message level
|
2023-04-12 19:48:46 -04:00 |
|
jaredgoldman
|
93e7d54c5e
|
Add api doc links to _get_bars def
|
2023-04-12 19:48:46 -04:00 |
|
jaredgoldman
|
9db84e8029
|
Remove norm_pairs method and do all normalization in initial _get_pairs call
|
2023-04-12 19:48:46 -04:00 |
|
jaredgoldman
|
ea21656624
|
Don't cache pairs in _get_pairs call
|
2023-04-12 19:48:46 -04:00 |
|
jaredgoldman
|
5a0d29c774
|
Add ws token api doc link
|
2023-04-12 19:48:46 -04:00 |
|
jaredgoldman
|
13df3e70d5
|
Refactor sign gen into one line
|
2023-04-12 19:48:46 -04:00 |
|
jaredgoldman
|
208a8e5d7a
|
Remove unecessary config vars
|
2023-04-12 19:48:46 -04:00 |
|
jaredgoldman
|
ca937dff5e
|
Add api doc links in structs
|
2023-04-12 19:48:46 -04:00 |
|
jaredgoldman
|
c68fcf7e1c
|
Remove extra line from docstrings
|
2023-04-12 19:48:46 -04:00 |
|
jaredgoldman
|
48c3b333b2
|
Format imports with parenthesis
|
2023-04-12 19:48:46 -04:00 |
|
jaredgoldman
|
b71f6b6c67
|
Strip uneccesary data from ticks in l1 data feed
|
2023-04-12 19:48:46 -04:00 |
|
jaredgoldman
|
54cf648d74
|
Ensure sub logging dict attritbutes will be there
|
2023-04-12 19:48:46 -04:00 |
|
jaredgoldman
|
68d0327d41
|
Remove breakpoints, simplify backoff logic
|
2023-04-12 19:48:46 -04:00 |
|
jaredgoldman
|
68a06093e9
|
Format and ensure we're only grabbing the most closest bid and ask
|
2023-04-12 19:48:46 -04:00 |
|
jaredgoldman
|
52aadb374b
|
Add L1 data feed and correct history issue
|
2023-04-12 19:48:46 -04:00 |
|
jaredgoldman
|
dfd030a6aa
|
Remove float conversion of key_id again
|
2023-04-12 19:48:46 -04:00 |
|
jaredgoldman
|
788e158d9f
|
Stop still converting datetime to float
|
2023-04-12 19:48:46 -04:00 |
|
jaredgoldman
|
81890a39d9
|
Leave datetimes alone!
|
2023-04-12 19:48:46 -04:00 |
|
jaredgoldman
|
ae170f2645
|
Add more informative logs on startup
|
2023-04-12 19:48:46 -04:00 |
|
jaredgoldman
|
e2e5191ded
|
Remove breaking useless condition for determining if res is list of ohlc values
|
2023-04-12 19:48:46 -04:00 |
|
jaredgoldman
|
dcbb7fa64f
|
Remove float conversion for config key id
|
2023-04-12 19:48:46 -04:00 |
|
jaredgoldman
|
32107d0ac3
|
Strengthen retry case and add comments
|
2023-04-12 19:48:46 -04:00 |
|
jaredgoldman
|
7bdebd47d1
|
Add exponential retry case for history client
|
2023-04-12 19:48:46 -04:00 |
|
jaredgoldman
|
ac31bca181
|
Make broker creds/auth optional
|
2023-04-12 19:48:46 -04:00 |
|
jaredgoldman
|
52070c00f9
|
Remove typo
|
2023-04-12 19:48:46 -04:00 |