Commit Graph

3569 Commits (0aacb835dc82e65f0710fb94b425b301edba7518)

Author SHA1 Message Date
Tyler Goodlet b4a1cc8f22 `kraken`: parse and load info `Transaction.sym: Symbol`
Also includes a retyping of `Client._pair: dict[str, Pair]` to look up
pair structs and map all alt-key-name-sets to each for easy precision
info lookup to set the `.sym` field for each transaction including for
on-chain transfers which kraken provides as an "asset decimals" field,
presumably pulled from the particular block-token's limitation info.
2023-03-02 19:25:43 -05:00
Tyler Goodlet 69b85aa7e5 `ib`: parse and load info for new `Transaction.sym: Symbol` field 2023-03-02 19:23:47 -05:00
Tyler Goodlet 3a4794e9d1 Backward-compat: don't require `'lot_tick_size'`
In order to support existing `pps.toml` files in the wild which don't
have the `asset_type, price_tick_size, lot_tick_size` fields, we need to
only optionally read them and instead expect that backends will write
the fields going forward (coming in follow patches).

Further this makes some small asset-size (vlm accounting) quantization
related adjustments:
- rename `Symbol.decimal_quant()` -> `.quantize_size()` since that is
  explicitly what this method is doing.
- and expect an input `size: float` which we cast to decimal instead of
  doing it inside the `.calc_size()` caller code.
- drop `Symbol.iterfqsns()` which wasn't being used anywhere at all..

Additionally, this drafts out a new replacement market-trading-pair data
type to eventually replace `.data._source.Symbol` -> `MktPair` which we
aren't using yet, but serves as the documentation-driven motivator ;)
and, it relates to https://github.com/pikers/piker/issues/467.
2023-03-02 19:22:19 -05:00
Guillermo Rodriguez 6be96a96aa
Drop symbol section on Position serialization 2023-03-01 21:06:52 -03:00
Guillermo Rodriguez d704b153ca
Fix mayor bug found by fomo, sym info getting stored incorrectly on pps.toml causing it to load pp wrong on second open, also fix header leak bug 2023-03-01 21:06:52 -03:00
Guillermo Rodriguez 20d91f5e06
Good catch by j, unnecesary kwarg on open_pps 2023-03-01 21:06:52 -03:00
Guillermo Rodriguez 6c23c79f2a
Minor fixes after fomo's review 2023-03-01 21:06:52 -03:00
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