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3616 Commits (3be53540c1fbd1e1a2fabb8642debb60abfefa60)

Author SHA1 Message Date
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
jaredgoldman 5ff0cc7905 Cast/validate streamed messages 
Update comments

Minor formatting

Minor formatting
 2023-04-12 19:48:46 -04:00
jaredgoldman 6ad1e3da38 Correct typo in license 2023-04-12 19:48:46 -04:00
jaredgoldman 9bf6f557ed Label private methods accordingly, remove cryptofeeds module 2023-04-12 19:48:46 -04:00
jaredgoldman 50e1070004 More cleanup, add comments re sub func 2023-04-12 19:48:46 -04:00
jaredgoldman 1c4c19b351 Clean up broker code, 
Add typecasting for messages/rt-data and historcal user trades
ensure we're fetching all history
add multi-symbol support
'
 2023-04-12 19:48:46 -04:00
jaredgoldman 199a70880c Spawn background ping task 2023-04-12 19:48:46 -04:00
jaredgoldman b14b323068 Remove breakpoint in web_bs, 
ensure we only unsub if ws is connected
 2023-04-12 19:48:46 -04:00
jaredgoldman a3c7bec576 Implement working message streaming 2023-04-12 19:48:46 -04:00
jaredgoldman ac34ca7cad Add sub method to flow 
Stash for checkout of master
 2023-04-12 19:48:46 -04:00
jaredgoldman ade2c32adb Succesfully connect to kucoin ws 2023-04-12 19:48:46 -04:00
jaredgoldman 109e7d7b43 Add back static API version in headers 2023-04-12 19:48:46 -04:00
jaredgoldman 1a655b7e39 Ensure we're passing the correct api version to the header builder, 
make headers a default arg
 2023-04-12 19:48:46 -04:00
jaredgoldman cda045f123 Abstract header gen to seperate function 2023-04-12 19:48:46 -04:00
jaredgoldman 7074ca7713 Implement Kucoin auth and last trades call 2023-04-12 19:48:46 -04:00
Tyler Goodlet 8e91e215b3 WIP - ensure `asyncio` pumps the event loop each send 2023-04-12 19:48:46 -04:00
jaredgoldman c751c36a8b Update trade message format 2023-04-12 19:48:46 -04:00
jaredgoldman ad9d645782 WIP - setup basic history and streaming client 2023-04-12 19:48:46 -04:00
jaredgoldman c96d4387c5 Start adding history client 2023-04-12 19:48:46 -04:00
jaredgoldman 5fdec8012d Add cryptofeeds data feed module, 
Add Kucoin backend client
wip
 2023-04-12 19:48:46 -04:00