Commit Graph

4374 Commits (53148b453da4e34951aed6d1d7c0b0956a6b47e1)

Author SHA1 Message Date
Tyler Goodlet 16e11d447c Move toml table decoder to separate mod 2023-05-09 14:49:26 -04:00
Tyler Goodlet 199a5e8b38 `ib`: stick exc handler around client connection erros 2023-05-09 14:49:26 -04:00
Tyler Goodlet 59b095b2d5 `kraken`: heh, use `trio_util` for trades streamz tooo XD 2023-05-09 14:49:26 -04:00
Tyler Goodlet c59ec77d9c WIP: refactor ib pp load init 2023-05-09 14:49:26 -04:00
Tyler Goodlet 3e5da64571 Cache contract lookups from `Client.get_con()` 2023-05-09 14:49:26 -04:00
Tyler Goodlet 1c576d72d1 Dump `Position`s as pformatted dicts for now.. 2023-05-09 14:49:26 -04:00
Tyler Goodlet ea42f66b54 Use common `.brokers` logger in most backends 2023-05-09 14:49:26 -04:00
Tyler Goodlet 2ae9576cd8 Add common logger instance for `.brokers` 2023-05-09 14:49:26 -04:00
Tyler Goodlet a462de6f2d Use a single log for entire `.service` subsys 2023-05-09 14:49:26 -04:00
Tyler Goodlet 3bf48ab597 Use a single log for entire `.clearing` subsys 2023-05-09 14:49:26 -04:00
Tyler Goodlet 2454dda18f Use `MktPair` attr `.size_tick` in charting 2023-05-09 14:49:26 -04:00
Tyler Goodlet 7498cbb5f4 Use `Struct.copy()` with update dict for `Order` from staged 2023-05-09 14:49:25 -04:00
Tyler Goodlet 581782800d Rename `Client.send_update()` -> `.update_nowait()` 2023-05-09 14:49:25 -04:00
Tyler Goodlet 069466218e Use `str(cmd.symbol)` for fqme on cancels, add `_nowait()` method names 2023-05-09 14:49:25 -04:00
Tyler Goodlet fd9e484b55 Add `.__str__()` to mktpair and symbol types, fix `MktPair.fqme` token order 2023-05-09 14:49:25 -04:00
Tyler Goodlet 406565f74d Rename `fqsn` -> `fqme` in paper engine 2023-05-09 14:49:25 -04:00
Tyler Goodlet 6272cae8d4 Drop more `Optional` usage on our `Struct` 2023-05-09 14:49:25 -04:00
Tyler Goodlet dc2332c980 '`kraken`: finally, use new `MktPair` in `'mkt_info'` init msg field!' 2023-05-09 14:49:25 -04:00
Tyler Goodlet 7be85a882b Drop use of legacy `Symbol.broker_info` in display startup 2023-05-09 14:49:25 -04:00
Tyler Goodlet b6df83a0e9 Typecast `OrderMode.staged.symbol: str` before `.copy()`! 2023-05-09 14:49:25 -04:00
Tyler Goodlet d62fb655eb `kraken`: parse our source asset key and set on `MktPair.src: str` 2023-05-09 14:49:25 -04:00
Tyler Goodlet a9778e4001 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.
2023-05-09 14:49:25 -04:00
Tyler Goodlet 580165f2f4 Expect new `MktPair.tick_size: Decimal` attr in ems 2023-05-09 14:49:25 -04:00
Tyler Goodlet 0f3041724b 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.
2023-05-09 14:49:25 -04:00
Tyler Goodlet 1d08ee6d01 `.clearing`: broad rename of `fqsn` -> `fqme` 2023-05-09 14:49:25 -04:00
Tyler Goodlet d4a5a3057c 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.
2023-05-09 14:49:25 -04:00
Tyler Goodlet 452cd7db8a Optionally load `MktPair` in `Flume`s 2023-05-09 14:49:25 -04:00
Tyler Goodlet 2cc80d53ca 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!
2023-05-09 14:49:25 -04:00
Tyler Goodlet 7eb0b1d249 Comment about `Struct.typecast()` conflict with frozen instances 2023-05-09 14:49:25 -04:00
Tyler Goodlet 589b3f4201 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.
2023-05-09 14:49:25 -04:00
Tyler Goodlet 6d5d9731ed 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..
2023-05-09 14:49:25 -04:00
Tyler Goodlet 25363ebd2e `ib`: deliver mkt precision info as `Decimal` 2023-05-09 14:49:25 -04:00
Tyler Goodlet b9c7e1b0c7 `binance`: deliver mkt precision info as `Decimal` 2023-05-09 14:49:25 -04:00
Tyler Goodlet ea9ea4a6d7 Rename `float_digits()` -> `dec_digits()`, since decimal. 2023-05-09 14:49:25 -04:00
Tyler Goodlet 76cd5519b3 Fix `Symbol.tick_size_digits`, add `.price/size_tick` props 2023-05-09 14:49:25 -04:00
Tyler Goodlet 677a6fc113 Cast to float from decimal for level line y-increment
Qt only accepts `float` to it's APIs obvs..
2023-05-09 14:49:25 -04:00
Tyler Goodlet 99199905b6 Add parity mapping from altnames back to themsevles in `Client._ntable` 2023-05-09 14:49:25 -04:00
Tyler Goodlet 55b6cba31e Encode a `mktpair` field if passed in msg by caller 2023-05-09 14:49:25 -04:00
Tyler Goodlet 17b976eb88 Use `MktPair` building `Position` objects in `PpTable.update_from_trans()` 2023-05-09 14:49:25 -04:00
Tyler Goodlet 7a8e615fa6 Explicitly decode tick sizes as decimal for symbol loading in `Flume` 2023-05-09 14:49:25 -04:00
Tyler Goodlet 335e8d10d4 Cast back to float from decimal for cursor y-increment 2023-05-09 14:49:25 -04:00
Tyler Goodlet 6431071b2a Pass old fields in sym info init msg section 2023-05-09 14:49:25 -04:00
Tyler Goodlet 8fdff8769d Ensure `Symbol` tick sizes are decoded as `Decimal`.. 2023-05-09 14:49:25 -04:00
Tyler Goodlet 66782d29d1 `kraken`: use `Client.mkt_info()` in quotes feed init msg 2023-05-09 14:49:25 -04:00
Tyler Goodlet cfbba9e0b3 Add `MktPair._atype` for back-compat, always `str(.dst)` 2023-05-09 14:49:25 -04:00
Tyler Goodlet 7aba290541 `kraken`: use `MktPair` in trasactions 2023-05-09 14:49:25 -04:00
Tyler Goodlet da10422160 `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.
2023-05-09 14:49:25 -04:00
Tyler Goodlet 9e2eff507e Drop shm logging levels to debug over warning 2023-05-09 14:49:25 -04:00
Tyler Goodlet 71fc8b95dd Flip to `.bs_mktid` in `ib` and `kraken` 2023-05-09 14:49:25 -04:00
Tyler Goodlet 72c97d4672 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`.
2023-05-09 14:49:25 -04:00