36530d9cf6
Merge pull request #184 from pikers/binance_syminfo_and_mintick
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Binance syminfo and mintick
2021-05-26 12:11:02 -04:00
6cc325f855
Add fuzzywuzzy dep for search
2021-05-25 08:50:48 -04:00
9cad59366f
Extract min tick info from symbol data
2021-05-25 08:46:10 -04:00
165d6257fa
Get symbol search working for binance
2021-05-25 08:46:04 -04:00
9c821c8cfd
Merge pull request #181 from pikers/syseng_tweaks
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Syseng tweaks
2021-05-25 08:39:06 -04:00
b03fd80a38
Merge pull request #177 from pikers/update_throttling
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Naively throttle graphics updates to 60 FPS
2021-05-25 08:33:19 -04:00
9e367432fd
Minimize update to Qt reported display's refresh rate
2021-05-25 06:56:18 -04:00
e623c58754
Naively throttle graphics updates to 60 FPS
2021-05-25 06:33:22 -04:00
f51e12819a
Attach to order client *after* feed connection to speed up the startup time
2021-05-24 12:27:23 -04:00
319eacd8c1
Use compact async with tuple syntax from py3.9
2021-05-24 12:26:50 -04:00
efd93d058a
Breakout fsp rt loop as non-closure for readability
2021-05-24 12:26:44 -04:00
f6f4a0cd8d
Use tractor settings for qtractor
2021-05-24 12:26:34 -04:00
74b4b4b130
Expose registry port as dict
2021-05-24 12:26:28 -04:00
dcc60524cb
Add remote context allocation api to service daemon
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This allows for more deterministically managing long running sub-daemon
services under `pikerd` using the new context api from `tractor`.
The contexts are allocated in an async exit stack and torn down at root
daemon termination. Spawn brokerds using this method by changing the
persistence entry point to be a `@tractor.context`.
2021-05-24 12:26:11 -04:00
435e005d6e
Drop quantdum legend item
2021-05-24 12:23:02 -04:00
0b36bacfb6
Avoid weird `pydantic` runtime warning
2021-05-24 12:22:17 -04:00
2635ade908
Reminder to remove msgpack-numpy
2021-05-24 12:20:48 -04:00
9b59471dc1
Pass debug flag down to any daemons
2021-05-24 12:20:20 -04:00
6e70bc4fa7
New tractor non-default port
2021-05-24 12:19:38 -04:00
4d03d62641
Don't submit limits on alerts
2021-05-24 12:17:16 -04:00
ecd94ce24d
Better indexing logic?
2021-05-24 12:17:08 -04:00
7b8c482719
Add reconnect logic help link
2021-05-24 12:16:49 -04:00
9c3f8ff050
Only do context unsubs in main feed bus path
2021-05-24 12:16:26 -04:00
a7cee86fea
Just de-lint imports
2021-05-24 12:16:15 -04:00
372b0dbace
Merge pull request #170 from guilledk/binance_backend
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Add Binance backend
2021-05-24 10:54:55 -04:00
02809df694
Merge pull request #176 from pikers/py3.9
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Py3.9 bbys
2021-05-22 15:35:44 -04:00
f95ae79cff
Officially pin to python 3.9+
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The numba stuff was resolved re:
https://github.com/numba/numba/issues/6345#issuecomment-775873609
Resolves #126
2021-05-22 15:25:07 -04:00
088ea8c3ec
Skip CLI tests due to questrade dependency for now
2021-05-22 15:12:12 -04:00
b6d8c300d4
Slap in brokers.toml template if none exists
2021-05-22 15:11:39 -04:00
a0dfdd935f
Post @goodboy review commit
2021-05-21 22:23:35 -03:00
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
2ef5a52521
Fix broken import in ib backend
2021-05-20 19:34:45 -04:00
5a98e17d7f
Name the test job..
2021-05-20 17:16:52 -04:00
d910af4dcf
Need our pinned deps too..facepalm
2021-05-20 17:13:32 -04:00
8aeaf22e4f
Fix ci syntax
2021-05-20 16:26:19 -04:00
b8d9b4a5ac
Add seperate test job installing test deps
2021-05-20 16:23:56 -04:00
beecea52e4
Run py3.9 and tests in CI
2021-05-20 16:13:10 -04:00
0228db7811
Skip questrade tests for now
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They need to be run with a local private API key and haven't been ported
to latest data apis anyway. It's also a broker most peeps aren't going
to be using any time soon.
2021-05-20 16:11:49 -04:00
955b9f01a4
Merge pull request #172 from guilledk/make_piker_install_again
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Minor fixes to make piker installable again
2021-05-16 19:27:37 -04:00
432bd96474
Added missing toml dependency to setup.py
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Pinned qdarkstyle to 2.8.1
Updated arrow timestamp api used in kraken backend
2021-05-16 18:53:54 -03:00
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
goodboy
Tyler Goodlet
Guillermo Rodriguez