169420b5f3
Merge pull request #2 from pikers/binance_aggtrades_and_ohlc_parsing
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Get binance OHLC history and quote format correct
2021-05-21 17:19:12 -03:00
7b26bd45e2
Get binance OHLC history and quote format correct
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This gets the binance provider meeting the data feed schema requirements
of both the OHLC sampling/charting machinery as well as proper
formatting of historical OHLC history.
Notably,
- spec a minimal ohlc dtype based on the kline endpoint
- use a dataclass to parse out OHLC bar datums and pack into np.ndarray/shm
- add the ``aggTrade`` endpoint to get last clearing (traded) prices,
validate with ``pydantic`` and then normalize these into our tick-quote
format for delivery over the feed stream api.
- a notable requirement is that the "first" quote from the feed must
contain a 'last` field so the clearing system can start up correctly.
2021-05-21 15:35:36 -04:00
604e195bc0
Got rid of websocket OHLC API, and added l1 tick streaming
2021-05-07 10:59:08 -03:00
7e493625f6
Finally backfilling is working, still need to work on realtime updates!
2021-05-05 10:17:52 -03:00
d327584039
Rough translation of kraken backend to binance API, still missing some
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important parts
2021-05-04 22:52:53 -03:00
9de02321d8
Merge pull request #169 from pikers/tractor_open_stream_from
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Port to new tractor stream api
2021-05-04 10:41:49 -04:00
c08f192f77
Move charting to new tractor stream api
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This required a fsp task spawning logic rework which ended up being
cleaner just spawning tasks in a loop sequentially instead of trying
a 2-phase spawn-then-initialize approach.
This also includes changes from the symbol search branch hacked in.
Mostly it includes isolating the main chart startup-sequence to a
function that can be run in a new task every time a new symbol is
requested by the selector/searcher. The actual search functionality
obviously isn't in here yet but minor changes are included as part of
pulling out the `tractor` stream api patch from the symbol search dev
branch.
2021-04-29 11:28:00 -04:00
d3b50b9920
Port clearing engine to new tractor stream api
2021-04-29 09:10:36 -04:00
56db2c812d
Port fsp engine to new tractor stream api
2021-04-29 09:10:28 -04:00
0d9f091a34
Port data feed to new tractor stream api
2021-04-29 09:10:18 -04:00
3375735914
Port kivy monitor to new tractor stream api
2021-04-29 09:10:11 -04:00
a89da98141
Merge pull request #167 from pikers/feed_fixes
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Feed fixes
2021-04-29 09:00:07 -04:00
8a140b5ae8
Pass loglevel as named arg to pikerd
2021-04-15 11:20:30 -04:00
7d6bc4d856
Move feed api(s) into new submodule
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Also add a --pdb flag to chart app.
2021-04-15 10:43:29 -04:00
0b10c8d6d6
Make standalone mode work again
2021-04-15 08:23:08 -04:00
feeabb3d28
Add --pdb flag to pikerd to enable service debug mode
2021-04-14 12:57:46 -04:00
7f580ad356
Pass through kwargs
2021-04-14 12:56:08 -04:00
9622254cdb
Hack broadcast chan for order submissions, smh
2021-04-14 11:02:14 -04:00
4774881812
Handle predicate not yet inserted to exec loop
2021-04-10 14:34:29 -04:00
54d272ea29
Merge pull request #161 from pikers/cached_feeds
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Cached feeds
2021-04-10 14:33:43 -04:00
8b745f440e
Add disti mode instructions
2021-04-10 14:22:49 -04:00
9a15cd48f0
Just symbol info in window title
2021-04-10 14:18:40 -04:00
598aec579f
Avoid token checking type mismatches
2021-04-10 14:18:40 -04:00
fa7fadebac
Report sym on unexpected open
2021-04-10 14:18:40 -04:00
3147a49384
Move sample-broadcast routine into sampling module
2021-04-10 14:18:40 -04:00
71d02db126
Rename "buffer" to "sampling"
2021-04-10 14:18:40 -04:00
1523637979
Always update L1 labels
2021-04-10 14:18:40 -04:00
3506bbe05c
Nest async withs
2021-04-10 14:18:40 -04:00
a18a4b5a4c
Call the app what it is
2021-04-10 14:18:40 -04:00
20c99733b6
Let cli pass through actor name
2021-04-10 14:18:40 -04:00
47f823ab22
Always close emsd data connection on close
2021-04-10 14:18:40 -04:00
1281755d65
Don't use mem chan cloning, it doesn't actually broadcast
2021-04-10 14:18:40 -04:00
ddae08493b
Manage the send mem chan lifetime
2021-04-10 14:18:40 -04:00
28a961ebc0
Add a maybe-startup-runtime manager
2021-04-10 14:18:40 -04:00
100e27ac12
Task lock bus loading, always close feed stream on disconnect
2021-04-10 14:18:40 -04:00
8069bbe105
Drop old incrementer func
2021-04-10 14:18:40 -04:00
ce4144aace
Deliver and utilise broker backend OHLC sample rate in init msg
2021-04-10 14:18:40 -04:00
c05fc8991a
Rework ohlc sampling to launch from .start()
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Avoid bothering with a trio event and expect the caller to do manual shm
registering with the write loop. Provide OHLC sample period indexing
through a re-branded pub-sub func ``iter_ohlc_periods()``.
2021-04-10 14:18:40 -04:00
a8a3f098cf
Drop lingering prints
2021-04-10 14:18:40 -04:00
5a970dad72
Port kraken backend to new data feed api
2021-04-10 14:18:40 -04:00
29b73b41fb
Slight rename; fix predicate is None bug
2021-04-10 14:18:40 -04:00
24bda8636e
Port quest to new client api
2021-04-10 14:18:40 -04:00
30dabbab44
Support backend volume summing; handle disconnects
2021-04-10 14:18:40 -04:00
1d013126b9
Fix type annot
2021-04-10 14:18:40 -04:00
b2eacb85d4
Don't hold lock on initial client construction
2021-04-10 14:18:40 -04:00
3ebb7ab6b1
Only activate Qt hidpi detection on windows for now
2021-04-10 14:18:40 -04:00
4f51ca74f4
Broadcast all tick types to subs, not just trades
2021-04-10 14:18:40 -04:00
5fc2aba3ed
Drop some more old cruft
2021-04-10 14:18:40 -04:00
8ccf987d52
Fix typo
2021-04-10 14:18:40 -04:00
7cc395b5bf
Open data feed in ems main entrypoint
2021-04-10 14:18:40 -04:00
Guillermo Rodriguez
Tyler Goodlet
goodboy