Commit Graph

3568 Commits (4447f45430126a2f776bbe456eec37431d5b885f)

Author SHA1 Message Date
Tyler Goodlet 4447f45430 `kraken`: parse our source asset key and set on `MktPair.src: str` 2023-04-14 15:58:53 -04:00
Tyler Goodlet 0e0338e217 Always cast `Order.symbol: str` for now
To make nested `msgspec.Struct`s work we need to tell the codec that the
`.symbol` is some struct def, since we don't really need to enforce that
(yet) we're just going to enc/dec as `str` until we further formalize
and/or need something more complex.
2023-04-14 15:58:53 -04:00
Tyler Goodlet ef2d0c46d4 Expect new `MktPair.tick_size: Decimal` attr in ems 2023-04-14 15:58:53 -04:00
Tyler Goodlet 986bb4e7c8 Use `MktPair` for `Flume.symbol` when used by backend
Initial attempt at getting the sampling and shm layer to use the new mkt
info meta-data type. Draft out a potential `BackendInitMsg:
msgspec.Struct` for validating the init msg returned from the
`stream_quotes()` start value; obvs don't actually use it yet.
2023-04-14 15:58:53 -04:00
Tyler Goodlet 76fe9018cf `.clearing`: broad rename of `fqsn` -> `fqme` 2023-04-14 15:58:53 -04:00
Tyler Goodlet d7c1e5e188 Add `MktPair.suffix: str` read from contract info
To be compat with the `Symbol` (for now) and generally allow for reading
the (derivative) contract specific part of the fqme. Adjust
`contract_info: list[str]` and make `src: str = ''` by default.
2023-04-14 15:58:53 -04:00
Tyler Goodlet 52de60c7ee Optionally load `MktPair` in `Flume`s 2023-04-14 15:58:47 -04:00
Tyler Goodlet 8b0aead72e First stage port of `.data.feed` to `MktPair`
Add `MktPair` handling block for when a backend delivers
a `mkt_info`-field containing init msg. Adjust the original
`Symbol`-style `'symbol_info'` msg processing to do `Decimal` defaults
and convert to `MktPair` including slapping in a hacky `_atype: str`
field XD

General initial name changes to `bs_mktid` and `_fqme` throughout!
2023-04-14 15:58:47 -04:00
Tyler Goodlet da7371988a Comment about `Struct.typecast()` conflict with frozen instances 2023-04-14 15:58:47 -04:00
Tyler Goodlet 0866d46484 Default `pps.toml` precision fields to `Decimal`
For `price_tick` and `size_tick` we read in `str` and decimal-ize
and now correctly fail over to default values of the same type..
Also, always treat `bs_mktid` field as a `str` in TOML form.

Drop the strange `clears: dict` var from the loading code (not sure why
that was left in smh) and better name `toml_clears_list` for the
TOML-loaded-pre-transaction sequence.
2023-04-14 15:58:47 -04:00
Tyler Goodlet 98d8b4a0e8 Implement `MktPair.from_msg()` constructor
Handle case where `'dst'` field is just a `str` (in which case delegate to
`.from_fqme()`) as well as do `Asset` loading and use our
`Struct.copy()` to enforce type-casting to (for eg. `Decimal`s) such
that we'll now capture typing errors despite IPC transport.

Change `Symbol.tick_size` and `.lot_tick_size` defaults to decimal
for proper casting and type `MktPair.atype: str` since `msgspec` can't
cast to `AssetTypeName` without special handling..
2023-04-14 15:58:47 -04:00
Tyler Goodlet 901562cb6b `ib`: deliver mkt precision info as `Decimal` 2023-04-14 15:58:47 -04:00
Tyler Goodlet d628b732b7 `binance`: deliver mkt precision info as `Decimal` 2023-04-14 15:58:47 -04:00
Tyler Goodlet 2a5c13bcde Rename `float_digits()` -> `dec_digits()`, since decimal. 2023-04-14 15:58:47 -04:00
Tyler Goodlet c68f240376 Fix `Symbol.tick_size_digits`, add `.price/size_tick` props 2023-04-14 15:58:47 -04:00
Tyler Goodlet 141af47ec0 Cast to float from decimal for level line y-increment
Qt only accepts `float` to it's APIs obvs..
2023-04-14 15:57:48 -04:00
Tyler Goodlet 904a73804d Add parity mapping from altnames back to themsevles in `Client._ntable` 2023-04-14 15:57:48 -04:00
Tyler Goodlet 4cfe13756b Encode a `mktpair` field if passed in msg by caller 2023-04-14 15:57:48 -04:00
Tyler Goodlet bd73ec4ea4 Use `MktPair` building `Position` objects in `PpTable.update_from_trans()` 2023-04-14 15:57:48 -04:00
Tyler Goodlet 8891da2ff3 Explicitly decode tick sizes as decimal for symbol loading in `Flume` 2023-04-14 15:57:48 -04:00
Tyler Goodlet 068f5d8eab Cast back to float from decimal for cursor y-increment 2023-04-14 15:57:48 -04:00
Tyler Goodlet 4b57235bd0 Pass old fields in sym info init msg section 2023-04-14 15:57:48 -04:00
Tyler Goodlet 42f7aa994a Ensure `Symbol` tick sizes are decoded as `Decimal`.. 2023-04-14 15:57:48 -04:00
Tyler Goodlet 28f52dae93 `kraken`: use `Client.mkt_info()` in quotes feed init msg 2023-04-14 15:57:48 -04:00
Tyler Goodlet d6634e9b02 Add `MktPair._atype` for back-compat, always `str(.dst)` 2023-04-14 15:57:48 -04:00
Tyler Goodlet 94cb8fa1b1 `kraken`: use `MktPair` in trasactions 2023-04-14 15:57:48 -04:00
Tyler Goodlet 204f9c49d2 `kraken`: add `Client.mkt_info()`
Allows building a `MktPair` from the backend specific `Pair` for
eventual use in the data feed layer. Also adds `Pair.price/tick_size` to
get to the expected tick precision info format.
2023-04-14 15:57:48 -04:00
Tyler Goodlet 3fccd8a67a Drop shm logging levels to debug over warning 2023-04-14 15:57:17 -04:00
Tyler Goodlet 3ead16c47c Flip to `.bs_mktid` in `ib` and `kraken` 2023-04-14 15:57:17 -04:00
Tyler Goodlet b4ab1675fc Handle read and write of `pps.toml` using `MktPair`
Add a logic branch for now that switches on an instance check.
Generally swap over all `Position.symbol` and `Transaction.sym` refs to
`MktPair`. Do a wholesale rename of all `.bsuid` var names to
`.bs_mktid`.
2023-04-14 15:57:17 -04:00
Tyler Goodlet 9ab196d778 Prep for dropping `Transaction.sym`
Instead let's name it `.sys` for "system", the thing we use to conduct
the "transactions" ..

Also rename `.bsuid` -> `.bs_mktid` for "backend system market id`
which is more explicit, easier to remember and read.
2023-04-14 15:57:17 -04:00
Tyler Goodlet e5eb317b47 Further refinement and shimming of `MktPair`
Prepping to entirely replace `Symbol`; this adds a buncha docs/comments,
better implementation for representing and parsing the FQME: "fully
qualified market endpoint".

Deatz:
- make `.src` an optional field until we figure out how we're going
  to support loading source assets from all backends sensibly..
- implement `MktPair.fqme: str` (what was previously called `fqsn`)
  using a new util func: `maybe_cons_tokens()`.
- `Symbol.brokers` and expect only `.broker` usage.
- remap anything with `fqsn` in the name to `fqme` with aliases from the
  old name.
- implement `unpack_fqme()` with `match:` syntax B)
- add `MktPair.tick_size_digits`, `.lot_size_digits`, `.fqsn`, `.key` for
  backward compat.
- make all fqme generation related fields empty `str`s by default.
- add `MktPair.resolved: bool` a flag indicating whether or not `.dst`
  is an `Asset` instance or just a string and, `.bs_mktid` the field
  to hold the "backend system market id" per broker.
2023-04-14 15:57:17 -04:00
Tyler Goodlet 2485bc803b Drop use of `mk_fqsn()` 2023-04-14 15:57:17 -04:00
Tyler Goodlet 9e336f0fc3 Drop use of `Symbol.brokers` everywhere 2023-04-14 15:57:17 -04:00
Tyler Goodlet ee4138ae01 Start to prep `Transaction` for `MktPair`.. 2023-04-14 15:56:48 -04:00
Tyler Goodlet ef915273ea Port `accounting._pos` to new `Symbol` simplifications 2023-04-14 15:56:48 -04:00
Tyler Goodlet b74c41cb77 Delegate to new `.accounting._mktinfo._derivs` from `ui._positioning` 2023-04-14 15:56:48 -04:00
Tyler Goodlet 786372618c `kraken`: write `pps.toml` on updates for now 2023-04-14 15:56:48 -04:00
Tyler Goodlet 4a2696f0ab `kraken`: pack `Asset` into local client cache
Try out using our new internal type for storing info about kraken's asset
infos now stored in the `Client.assets: dict[str, Asset]` table. Handle
a server error when requesting such info msgs.
2023-04-14 15:56:48 -04:00
Tyler Goodlet 8b7563488a `ib`: adjust to new simplified `Symbol`
Drop usage of removed methods and attrs and only pass in the
`.tick_size: Decimal` value during construction.
2023-04-14 15:56:48 -04:00
Tyler Goodlet 04a2ccc42c Drop `Symbol.front_fqsn()` usage from chart, fsp and clearing stuff 2023-04-14 15:56:48 -04:00
Tyler Goodlet 141d6ede9c Drop `Symbol.front_feed()` usage from order mode 2023-04-14 15:56:48 -04:00
Tyler Goodlet e9cedc6613 Simplify `Symbol` extend `MktPair`, add `Asset`
Drop everything we can in terms of methods and attrs from `Symbol`:
- kill `.tokens()`, `.front_feed()`, `.tokens()`, `.nearest_tick()`,
  `.front_fqsn()`, instead moving logic from these methods into
  dependents (and obviously removing any usage from rest of code base,
  coming in follow up commits).
- rename `.quantize_size()` -> `.quantize()`.
- re-implement `.brokers`, `.lot_size_digits`, `.tick_size_digits` as
  `@property` methods; for the latter two, allows us to minimize to only
  accepting min tick decimal values on alternative constructor class
  methods and to drop the equivalent instance vars.
- map `_fqsn` related variable names to new and preferred `_fqme`.

We also juggle around some utility functions, moving limited precision
related `decimal.Decimal` routines to the top of module and soon-to-be
legacy `fqsn` related routines to the bottom.

`MktPair` draft type extensions:
- drop requirements for `src_type`, and offer the optional `.dst_type`
  field as either a `str` or (new `typing.Literal`) `AssetTypeName`.
- define an equivalent `.quantize()` as (re)defined in `Symbol` but with
  `quantity_type: str` field which specifies whether to use the price or
  the size precision.
- add a lot more docs, a `.key` property for the "symbol" name, draft
  property for a `.fqme: str`
- allow `.src` and `.dst` to be of type `str | Asset`

Add a new `Asset` to capture "things which can be used in markets and/or
transactions" XD
- defines a `.name`, `.atype: AssetTypeName` a financial category tag, `tx_tick:
  Decimal` the precision limit for transactions and of course
  a `.quantime()` method for doing accounting arithmetic on a given tech
  stack.
- define the `atype: AssetTypeName` type as a finite set of `str`s
  expected to be used in various ways for default settings in other
  parts of the data and order control layers..
2023-04-14 15:56:48 -04:00
Tyler Goodlet c0a3c6dff7 Move all fqsn parsing and `Symbol` to new `accounting._mktinfo 2023-04-14 15:56:48 -04:00
Tyler Goodlet 33ee647224 (u)Limit the fd allocation for java 8 runtime..
Can't believe this was actually the issue..seriously i don't envy
jvm users.

See following issues:
- https://stackoverflow.com/a/56895801
- https://bugs.openjdk.org/browse/JDK-8150460
2023-04-14 15:56:48 -04:00
Tyler Goodlet 6a935344ca `ib`: (cukcit) just presume a stonk if we can read type from existing ledger.. 2023-04-14 15:56:48 -04:00
Tyler Goodlet a0a19a952f Break out old `.pp` components into submods: `._ledger` and `._pos` 2023-04-14 15:56:48 -04:00
Tyler Goodlet 6cb80abfc0 Start a new `.accounting` subpkg, move `.pp` contents there 2023-04-14 15:56:48 -04:00
Tyler Goodlet 3a5e788afc '`kraken`: fix pos loading using `digits_to_dec()` to pair info
Our issue was not having the correct value set on each
`Symbol.lot_tick_size`.. and then doing PPU calcs with the default set
for legacy mkts..

Also,
- actually write `pps.toml` on broker mode exit.
- drop `get_likely_pair()` and import from pp module.
2023-04-14 15:56:48 -04:00
Tyler Goodlet 24fe44fb96 Add an inverse of `float_digits()`: `digits_to_dec() 2023-04-14 15:56:48 -04:00