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
...
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
...
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
...
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
...
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
...
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
a7f7de32b4
Docstring tweaks
2020-05-26 14:49:50 -04:00
ffd8bdac5f
Fix imports
2020-05-26 14:49:50 -04:00
9b91ecd408
Pass confdir and watchlist path to cli
2020-05-26 14:49:50 -04:00
057086efdb
Pass through test file to monitor
2020-05-26 14:49:50 -04:00
f798d13038
Reord watchlist cmds into new package
2020-05-26 14:49:50 -04:00
ff843372a1
Add `piker bars` command
...
For easy testing of questrade historical data from cli.
Re-org the common cli components into a new package to avoid having all
commands defined in a top-level module.
2020-05-26 14:49:50 -04:00
c11946988e
Implement candles retrieval from Questrade
...
There's some expected limitations with the number of sticks allowed in
a single query (they say 2k but I've been able to pull 20k). Also note
without a paid data sub there's a 15m delay on 1m sticks (we'll hack
around that shortly, don't worry).
2020-05-26 14:49:50 -04:00
595f79c632
Add symbol not found
2020-05-26 14:49:50 -04:00
Tyler Goodlet
goodboy