cb8e97a142
address latest comments, refactor the pack position function
2022-03-23 10:34:53 -04:00
1525c645ce
refactor get_positions into get_trades, and refactor pack_position with postion calc logic
2022-03-20 13:52:45 -04:00
fd0acd21fb
refactory based on github comments, change doc string style
2022-03-06 15:17:26 -05:00
617bf3e0da
fix typo and get rid of pprint of ws stream
2022-03-06 15:17:26 -05:00
a3345dbba2
cleaned up code and added loop to grab all trades for position calcs
2022-03-06 15:17:26 -05:00
ee0be13af1
repurpose ws code for ownTrades stream, get trade authentication going
2022-03-06 15:17:26 -05:00
b1bff1be85
remove ws support for orders, use rest api instead for easy oid association
2022-03-06 15:17:26 -05:00
46948e0a8b
add order cancel support over websockets
2022-03-06 15:17:26 -05:00
d826a66c8c
use a mapping from userref to oid for order ack
2022-03-06 15:17:26 -05:00
6c54c81f01
get stashed changes
2022-03-06 15:17:26 -05:00
0122669dd4
Factor out ws msg hearbeat and error handling
...
Move the core ws message handling into `stream_messages()` and call that
from 2 new stream processors: `process_data_feed_msgs()` and
`process_order_msgs()`. Add comments for hints on how to implement the
order msg parsing as well as `pprint` received msgs to console for now.
2022-03-06 15:17:26 -05:00
0c905920e2
connect to krakens openOrders websocket
2022-03-06 15:17:26 -05:00
03d2eddce3
order submission and cancellation working
2022-03-06 15:17:26 -05:00
96dd5c632f
basic order submission and cancelling with kraken
2022-03-06 15:17:26 -05:00
b21bbf5031
valdiate and ack order requests from ems
2022-03-06 15:17:26 -05:00
66da58525d
mock orders validated from kraken
2022-03-06 15:17:26 -05:00
b55debbe95
get basic order request loop receiving msgs
2022-03-06 15:17:26 -05:00
1fe1f88806
added the bones for the handle_order_requests func
2022-03-06 15:17:26 -05:00
3d2be3674e
save progress on kraken to test out unit_select_fixes
2022-03-06 15:17:26 -05:00
48c7b5262c
get positions working for kraken
2022-03-06 15:17:26 -05:00
ef598444c4
get positions from trades
2022-03-06 15:17:26 -05:00
0285a847d8
Store changes for rebase, positions prototype
2022-03-06 15:17:26 -05:00
88061d8799
Add balance to the ledger
2022-03-06 15:17:26 -05:00
e12af8aa4c
Add get_ledger function; parses raw ledger from kraken api
2022-03-06 15:17:26 -05:00
184edb2a90
wrap api method calls with uri and nonce value
2022-03-06 15:17:26 -05:00
b88dd380a3
get kraken authentication and retrieve balances
2022-03-06 15:17:26 -05:00
bc59d476b1
Merge pull request #288 from pikers/pp_bar_fixes
...
pp bar fixes
2022-03-04 09:18:45 -05:00
01f5f2d015
Don't require a rt quote, increase client connect timeout
2022-03-03 17:49:21 -05:00
af3d624281
Just give up on discretized pp bar for now
2022-03-03 17:15:55 -05:00
2c9612ebd8
Force exact pp bar size
2022-03-03 10:46:30 -05:00
16b9e39e11
Dis-allow an allocator limit less then the current pp size
2022-03-02 10:05:33 -05:00
6889a25926
Drop pp bar clipping, hopefully fix slot sizing
2022-03-02 10:05:33 -05:00
5fb85d9ea0
Merge pull request #287 from pikers/async_hist_loading
...
Async hist loading
2022-03-02 10:04:25 -05:00
e04a7dceb2
Delete Reference Files directory
2022-03-02 09:22:50 -05:00
cb69e89218
Create test file
2022-03-02 09:21:09 -05:00
f7d03489d8
Drop `marketstore` loading cruft (will come later)
2022-03-01 12:39:12 -05:00
09079b61fc
Comment task canceller method prototype
2022-03-01 12:37:31 -05:00
9d4e1c885f
Ignore snippets dir
2022-03-01 12:36:32 -05:00
adccb687fe
Fix `piker services` cmd
2022-03-01 12:36:32 -05:00
c239faf4e5
Add a `._sampling.sampler` registry composite type
2022-03-01 12:36:32 -05:00
6f3d78b729
Handle "no data" case in ranger calcs and avoid crashes
2022-02-28 08:30:44 -05:00
3e7d4f8717
Detect and request sample period in fsp engine
2022-02-28 08:30:32 -05:00
b1cce8f9cf
Adjust and add notes for python-trio/trio#2258
2022-02-28 08:30:22 -05:00
89a98c4aa2
Fix portal result `await`, comment some unused code
2022-02-28 08:30:15 -05:00
7a943f0e1e
Always transmit index event even when no shm is registered
2022-02-28 08:29:56 -05:00
786ffde4e6
Use 3.9+ annots
2022-02-28 08:27:59 -05:00
11d4ebd0b5
Just warn on double-remove of a sub
2022-02-28 08:27:37 -05:00
81f8b4e145
Don't zero clearing rates on sample steps
2022-02-28 08:26:48 -05:00
cc55e1f4bb
Drop task-driven sample step graphics updates
...
Since moving to a "god loop" for graphics, we don't really need to have
a dedicated task for updating graphics on new sample increments. The
only UX difference will be that curves won't be updated until an actual new
rt-quote-event triggers the graphics loop -> so we'll have the chart
"jump" to a new position and new curve segments generated only when new
data arrives. This is imo fine since it's just less "idle" updates
where the chart would sit printing the same (last) value every step.
Instead only update the view increment if a new index is detected by
reading shm.
If we ever want this dedicated task update again this commit can be
easily reverted B)
2022-02-28 08:26:26 -05:00
412c9ee6cf
Support view increment with a steps size
2022-02-28 08:26:20 -05:00
Konstantine Tsafatinos
Tyler Goodlet
goodboy
wattygetlood