14a5d047c3
Copy forward stupid kraken zeroed vwaps
2020-09-29 16:42:28 -04:00
b13da849d0
Include vwap in kraken historical bars
2020-09-29 16:42:06 -04:00
0b42ac1420
Normalize kraken quotes for latency tracking
2020-09-26 11:31:57 -04:00
ea8205968c
Begin to use `@tractor.msg.pub` throughout streaming API
...
Since the new FSP system will require time aligned data amongst actors,
it makes sense to share broker data feeds as much as possible on a local
system. There doesn't seem to be downside to this approach either since
if not fanning-out in our code, the broker (server) has to do it anyway
(and who knows how junk their implementation is) though with more
clients, sockets etc. in memory on our end. It also preps the code for
introducing a more "serious" pub-sub systems like zeromq/nanomessage.
2020-09-26 11:31:57 -04:00
44010abf4d
Handle (far end forced) disconnects
2020-09-26 11:31:57 -04:00
03c5c7d2ba
Trigger connection reset on slowed heartbeat
2020-09-26 11:31:57 -04:00
e92abd376a
Trace log the heartbeat
2020-09-26 11:31:57 -04:00
bf9a0136df
Make ws loop restart on connection failures
2020-09-26 11:31:57 -04:00
d976f3d074
Generate tick data correctly using .etime
2020-09-26 11:31:57 -04:00
ad92188703
Support new normalized ticks format with kraken
...
Generate tick datums in a list under a `ticks` field in each quote
kinda like how IB does it.
2020-09-26 11:31:57 -04:00
9976bc3a3b
Fix typo
2020-09-26 11:31:57 -04:00
3655e449d6
Raise errors, fix module script entry
2020-09-26 11:31:57 -04:00
ffe47acf1d
Add historical bars retreival
2020-09-26 11:31:57 -04:00
7bccfc7b10
Convert to stream, parse into dataclass
2020-09-26 11:31:57 -04:00
2738b54851
Start kraken backend
2020-09-26 11:31:57 -04:00
67a75c3080
Merge pull request #114 from pikers/facepalm
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Add marketstore cli stuff; not sure how this got missed?!
2020-09-26 11:29:36 -04:00
53eb564f06
Add marketstore cli stuff; not sure how this got missed?!
2020-09-25 16:08:15 -04:00
f8487e250e
Merge pull request #94 from pikers/marketstore_integration
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Marketstore integration
2020-09-04 10:36:53 -04:00
05d2985f5f
Clarify some odd spots
2020-09-02 11:32:54 -04:00
316137fdf2
Begin to wrap marketstore as a data feed
...
Wrap the sync client in an async interface in anticipation of an actual
async client. This starts support for the `open_fee()`/`stream_quotes()`
api though the tick normalization isn't correct yet.
2020-09-02 00:40:35 -04:00
702c63f607
Define "packetizer" in specific broker mod
...
Allows for formatting published quotes using a broker specific
formatting callback.
2020-09-02 00:36:19 -04:00
312169e790
Support the `stream_quotes()` api in questrade backend
2020-09-01 20:55:24 -04:00
60b74ad7d1
Use new method name
2020-09-01 20:53:45 -04:00
a6de623147
Add search command to cli
2020-09-01 20:53:27 -04:00
75f98276cc
Add symbol search to broker api
2020-09-01 20:53:04 -04:00
519712e128
Add stocks search to qt client
2020-09-01 20:52:01 -04:00
934108a024
Add symbol-info command
2020-09-01 20:51:09 -04:00
dcb0a30ad6
Move UI spawning cmds to new module
2020-09-01 20:47:24 -04:00
3c4699abef
Pass broker name
2020-09-01 18:31:52 -04:00
78784a4bf3
Port to new data apis
2020-09-01 18:30:55 -04:00
57a8db8cba
Start enforcing a common stream setup api
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Add routines for brokerd spawning and quote stream creation.
2020-09-01 18:18:48 -04:00
f6f6d98a95
Allow passing in tbk keys to query
2020-09-01 18:14:11 -04:00
167c9089f9
Who needs it ;P
2020-09-01 14:05:31 -04:00
31b4d5c6a7
Add glue link in readme
2020-09-01 13:25:41 -04:00
bc9af977a4
Update quote cache on each loop
2020-09-01 13:25:41 -04:00
436e4d2df4
Add tbk tick streaming with trio-websocket
2020-09-01 13:25:41 -04:00
acd32341e2
Fix assignment out of order
2020-09-01 13:25:41 -04:00
3cfb15ed6e
Make monitor handle non-full quote messages
2020-09-01 13:25:41 -04:00
d66cfb8fa0
Push only new key value pairs over quote streams
...
This is something I've been meaning to try for a while and will likely
make writing tick data to a db more straight forward (filling in NaN
values is more matter of fact) plus it should minimize bandwidth usage.
Note, it'll require stream consumers to be considerate of non-full
quotes arriving and thus using the first "full" quote message to fill
out dynamically formatted systems or displays.
2020-09-01 13:25:41 -04:00
335cee63b2
Make stock quote formatter work with diff streams
2020-09-01 13:25:41 -04:00
213a19b191
Update version and deps
2020-09-01 13:25:40 -04:00
a6c692fb8b
Add support for TICK ingest to marketstore
2020-09-01 13:25:09 -04:00
837f4d3823
Merge pull request #97 from pikers/relicense_as_agplv3
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Relicense to AGPLv3
2020-06-16 10:20:15 -05:00
b58820e297
Relicense to AGPLv3
2020-06-16 00:12:19 -04:00
2c93bb0302
Drop use of deprecated `trio.Event.clear()`
2020-06-02 10:33:57 -04:00
eccd9e2ffb
It's not markdown bub
2020-06-02 10:32:04 -04:00
9eddfa7b3b
Merge pull request #92 from pikers/questrade_candles
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Questrade candles
2020-06-01 13:44:54 -05:00
882f4a28d1
Add privacy note
2020-06-01 14:43:39 -04:00
64993666fa
Pull 100 bars by default
2020-05-26 14:49:50 -04:00
5f200b8db1
Always delay bars 15m; rename to volume
2020-05-26 14:49:50 -04:00
Tyler Goodlet
goodboy