1fe1f88806
added the bones for the handle_order_requests func
2022-03-06 15:17:26 -05:00
3d2be3674e
save progress on kraken to test out unit_select_fixes
2022-03-06 15:17:26 -05:00
48c7b5262c
get positions working for kraken
2022-03-06 15:17:26 -05:00
ef598444c4
get positions from trades
2022-03-06 15:17:26 -05:00
0285a847d8
Store changes for rebase, positions prototype
2022-03-06 15:17:26 -05:00
88061d8799
Add balance to the ledger
2022-03-06 15:17:26 -05:00
e12af8aa4c
Add get_ledger function; parses raw ledger from kraken api
2022-03-06 15:17:26 -05:00
184edb2a90
wrap api method calls with uri and nonce value
2022-03-06 15:17:26 -05:00
b88dd380a3
get kraken authentication and retrieve balances
2022-03-06 15:17:26 -05:00
01f5f2d015
Don't require a rt quote, increase client connect timeout
2022-03-03 17:49:21 -05:00
832e4c97d2
Drop shm: ShmArray` to `stream_quotes()` endpoint
2022-02-28 08:23:16 -05:00
ca1c1cf415
Annoying doc strings
2022-02-11 10:30:30 -05:00
cc87508fd9
Only load 4 ib requests worth of bars on windows...
2022-02-10 10:26:52 -05:00
e3c46a5d4d
Add draft, commented tickbytick for ib
2022-02-07 12:53:30 -05:00
26b0071471
Subscribe for rate calcs from IB in default tick set
2022-02-07 12:53:30 -05:00
9bfad86c29
Drop timeout-cancel block
2022-02-07 09:49:45 -05:00
a9d42b374f
ib: Allow history backfilling even when markets are closed
2022-02-07 09:49:45 -05:00
bb8fade16f
Update `msgpub` import from `tractor.experimental`
2022-01-30 12:46:54 -05:00
95b31cbc0f
Drop references to deprecated `tractor.msg.pub`
2022-01-29 12:44:45 -05:00
55cfe6082b
Re-key ib's 'unreportable trades' (tick 48) as
2022-01-26 13:48:21 -05:00
d27214621d
Update some typing and add latency checks for binance
2022-01-25 07:57:01 -05:00
746db60e5b
Increases IB api connect timeout to 1s
2022-01-23 18:18:10 -05:00
fc3baf4bd1
Bump timeout up
2022-01-23 18:18:10 -05:00
f1d61ac01b
WIP ib: toying with showing history before first quote
2022-01-23 18:18:10 -05:00
d69d3b319e
Lengthen startup quote get timeout
2022-01-23 18:18:10 -05:00
0e4a7e3846
Only warn on slow quote query
2022-01-23 18:18:10 -05:00
24596022f9
Wait for a last price tick before delivering quote
2021-10-29 09:31:06 -04:00
af0503956a
Use `tractor.to_asyncio.open_channel_from()` in ib backend
2021-10-29 09:26:42 -04:00
1416d4e6ac
Add actor wide client ignore set, increase history retreival to 24 requests
2021-10-29 09:25:41 -04:00
eca9b14cd6
Add (list of) `hosts` support in config and better scan error msg
2021-10-29 09:20:52 -04:00
b04645aa47
Expect `accounts: set[str]` startup msg through clearing system
2021-09-14 10:36:13 -04:00
eb70baf161
Pass account names on wire: brokerd => emsd
2021-09-13 08:24:45 -04:00
6acfd6c38a
Ugh, positions relay hotfix
...
Must have run into some confusion with data structures in `brokerd` vs.
`emsd`. This fixes the ems `relay.positions` state tracking to be
composed maps, vs. messages from `brokerd` should just be a sequence.
2021-09-12 19:30:43 -04:00
d25aec53e3
Append pp values per account during startup on ib
2021-09-10 11:36:46 -04:00
c53b8ec43c
Make `ib` backend multi-client capable
...
This adds full support for a single `brokerd` managing multiple API
endpoint clients in tandem. Get the client scan loop correct and load
accounts from all discovered clients as specified in a user's
`broker.toml`. We now just always re-scan for all clients and if there's
a cache hit just skip a creation/connection logic.
Route orders with an account name to the correct client in the
`handle_order_requests()` endpoint and spawn an event relay task per
client for transmitting trade events back to `emsd`.
2021-09-09 08:07:11 -04:00
dedfb27a3a
Add per-account order entry for ib
...
Make the `handle_order_requests()` tasks now lookup the appropriate API
client for a given account (or error if it can't be found) and use it
for submission. Account names are loaded from the
`brokers.toml::accounts.ib` section both UI side and in the `brokerd`.
Change `_aio_get_client()` to a `load_aio_client()` which now tries to
scan and load api clients for all connections defined in the config as
well as deliver the client cache and account lookup tables.
2021-09-08 15:55:45 -04:00
2bc07ae05b
Try explicit matches of symbol to our adhoc set for pp msgs
2021-09-07 09:22:56 -04:00
15025d6047
Move config module to top level
2021-09-06 21:26:28 -04:00
c86c4218ce
Allow blank accounts config
2021-09-06 09:28:11 -04:00
34d4d098d2
Add silver futes
2021-09-06 09:28:11 -04:00
28b6882725
Slapp in exchange suffix position msg key; avoid symbol aliasing on `in` check
2021-09-06 09:28:11 -04:00
15fc66f0a9
Add config account loader
2021-09-06 09:28:10 -04:00
6be6f25797
Add "crypto" type to binance and kraken symbols
2021-09-06 09:28:10 -04:00
908678da84
Add more futes, add in order status comments
2021-09-05 13:59:40 -04:00
d3838c2a8b
Use built-in type generics
2021-09-02 12:55:10 -04:00
eb5762d912
Add adhoc-symbols search for ib
...
This gives us fast search over a known set of symbols you can't search
for with the api such as futures and commodities contracts.
Toss in a new client method to lookup contract details
`Client.con_deats()` and avoid calling it for now from `.search_stock()`
for speed; it seems originally we were doing the 2nd lookup due to weird
suffixes in the `.primaryExchange` which we can just discard.
2021-09-02 10:55:37 -04:00
3dad779c90
Add commented catch to skip backpressure errors wen debugging
2021-09-01 10:26:49 -04:00
d940957455
Support account passthrough in `.submit_limit()`
2021-09-01 10:26:49 -04:00
ffbfd187ad
Raise cache miss on a disconnected ib client
2021-09-01 10:26:49 -04:00
c6aa867c9b
Add more futes, add in order status comments
2021-09-01 10:26:49 -04:00
Konstantine Tsafatinos
Tyler Goodlet
wattygetlood