jaredgoldman
ca937dff5e
Add api doc links in structs
2023-04-12 19:48:46 -04:00
jaredgoldman
c68fcf7e1c
Remove extra line from docstrings
2023-04-12 19:48:46 -04:00
jaredgoldman
48c3b333b2
Format imports with parenthesis
2023-04-12 19:48:46 -04:00
jaredgoldman
b71f6b6c67
Strip uneccesary data from ticks in l1 data feed
2023-04-12 19:48:46 -04:00
jaredgoldman
54cf648d74
Ensure sub logging dict attritbutes will be there
2023-04-12 19:48:46 -04:00
jaredgoldman
68d0327d41
Remove breakpoints, simplify backoff logic
2023-04-12 19:48:46 -04:00
jaredgoldman
68a06093e9
Format and ensure we're only grabbing the most closest bid and ask
2023-04-12 19:48:46 -04:00
jaredgoldman
52aadb374b
Add L1 data feed and correct history issue
2023-04-12 19:48:46 -04:00
jaredgoldman
dfd030a6aa
Remove float conversion of key_id again
2023-04-12 19:48:46 -04:00
jaredgoldman
788e158d9f
Stop still converting datetime to float
2023-04-12 19:48:46 -04:00
jaredgoldman
81890a39d9
Leave datetimes alone!
2023-04-12 19:48:46 -04:00
jaredgoldman
ae170f2645
Add more informative logs on startup
2023-04-12 19:48:46 -04:00
jaredgoldman
e2e5191ded
Remove breaking useless condition for determining if res is list of ohlc values
2023-04-12 19:48:46 -04:00
jaredgoldman
dcbb7fa64f
Remove float conversion for config key id
2023-04-12 19:48:46 -04:00
jaredgoldman
32107d0ac3
Strengthen retry case and add comments
2023-04-12 19:48:46 -04:00
jaredgoldman
7bdebd47d1
Add exponential retry case for history client
2023-04-12 19:48:46 -04:00
jaredgoldman
ac31bca181
Make broker creds/auth optional
2023-04-12 19:48:46 -04:00
jaredgoldman
52070c00f9
Remove typo
2023-04-12 19:48:46 -04:00
jaredgoldman
5ff0cc7905
Cast/validate streamed messages
...
Update comments
Minor formatting
Minor formatting
2023-04-12 19:48:46 -04:00
jaredgoldman
6ad1e3da38
Correct typo in license
2023-04-12 19:48:46 -04:00
jaredgoldman
9bf6f557ed
Label private methods accordingly, remove cryptofeeds module
2023-04-12 19:48:46 -04:00
jaredgoldman
50e1070004
More cleanup, add comments re sub func
2023-04-12 19:48:46 -04:00
jaredgoldman
1c4c19b351
Clean up broker code,
...
Add typecasting for messages/rt-data and historcal user trades
ensure we're fetching all history
add multi-symbol support
'
2023-04-12 19:48:46 -04:00
jaredgoldman
199a70880c
Spawn background ping task
2023-04-12 19:48:46 -04:00
jaredgoldman
b14b323068
Remove breakpoint in web_bs,
...
ensure we only unsub if ws is connected
2023-04-12 19:48:46 -04:00
jaredgoldman
a3c7bec576
Implement working message streaming
2023-04-12 19:48:46 -04:00
jaredgoldman
ac34ca7cad
Add sub method to flow
...
Stash for checkout of master
2023-04-12 19:48:46 -04:00
jaredgoldman
ade2c32adb
Succesfully connect to kucoin ws
2023-04-12 19:48:46 -04:00
jaredgoldman
109e7d7b43
Add back static API version in headers
2023-04-12 19:48:46 -04:00
jaredgoldman
1a655b7e39
Ensure we're passing the correct api version to the header builder,
...
make headers a default arg
2023-04-12 19:48:46 -04:00
jaredgoldman
cda045f123
Abstract header gen to seperate function
2023-04-12 19:48:46 -04:00
jaredgoldman
7074ca7713
Implement Kucoin auth and last trades call
2023-04-12 19:48:46 -04:00
8e91e215b3
WIP - ensure `asyncio` pumps the event loop each send
2023-04-12 19:48:46 -04:00
jaredgoldman
c751c36a8b
Update trade message format
2023-04-12 19:48:46 -04:00
jaredgoldman
ad9d645782
WIP - setup basic history and streaming client
2023-04-12 19:48:46 -04:00
jaredgoldman
c96d4387c5
Start adding history client
2023-04-12 19:48:46 -04:00
jaredgoldman
5fdec8012d
Add cryptofeeds data feed module,
...
Add Kucoin backend client
wip
2023-04-12 19:48:46 -04:00
609b91e848
Try out `@trio_util.async_generator` for streaming
...
Apparently it will likely fix our `trio`-cancel-scopes-corrupted crash
when we try to let our `._web_bs.NoBsWs` do reconnect logic around
the asyn-generator implemented data-feed streaming routines in `binance`
and `kraken`. See the project docs for deatz; obvs we add the lib as
a dep.
2023-03-20 12:54:48 -04:00
78eb784091
Stick `try:` outside all `xdotool` subproc calls
2023-03-13 15:36:45 -04:00
973e4b5f44
`binance`: wrap streamer async-gen in `aclosing()`
2023-03-13 15:36:29 -04:00
9197e6decb
`binance`: use built-in `anext()` add note about new ws ep URL
2023-03-13 15:36:29 -04:00
f3b04f27e6
Merge pull request #490 from pikers/log_linearized_curve_overlays
...
Log linearized curve overlays
2023-03-13 15:32:42 -04:00
889e920796
Short-circuit rendering on no 1d-data; avoid m4 layer crash
2023-03-13 12:18:54 -04:00
1aab9f1f81
Actually yes, we need to handle empty in-view range..
2023-03-10 18:20:22 -05:00
5c697de58e
Presume never handling not-in-view case for minor curves
2023-03-10 18:20:22 -05:00
3066b1541e
Handle (shorter supported) minor-curve not-in-view
...
Solve this by always scaling the y-range for the major/target curve
*before* the final overlay scaling loop; this implicitly always solve
the case where the major series is the only one in view.
Tidy up debug print formatting and add some loop-end demarcation comment
lines.
2023-03-10 18:20:22 -05:00
32339cb41a
Always show a minimum bars during startup
...
This is particularly more "good looking" when we boot with a pair that
doesn't have historical 1s OHLC and thus the fast chart is empty from
outset. In this case it's a lot nicer to be already zoomed to
a comfortable preset number of "datums in view" even when the history
isn't yet filled in.
Adjusts the chart display `Viz.default_view()` startup to explicitly
ensure this happens via the `do_min_bars=True` flag B)
2023-03-10 18:20:22 -05:00
12e196a6f7
Catch `KeyError` on bcast errors which pop the sub
...
Not sure how i missed this (and left in handling of `list.remove()` and
it ever worked for that?) after the `samplerd` impl in 5ec1a72
2023-03-10 18:20:22 -05:00
8a87e5f390
Remove leftover debug print in cache reset meth
2023-03-10 18:20:22 -05:00
5958acebe1
Add (commented) draft 1min OHLC time index logging
...
For the purposes of eventually trying to resolve last-step indexing
synchronization (an intermittent but still existing) issue(s) that can
happen due to races during history frame query and shm writing during
startup. In fact, here we drop all `hist_viz` info queries from the main
display loop for now anticipating that this code will either be removed
or improved later.
2023-03-10 18:20:22 -05:00
jaredgoldman
Tyler Goodlet
goodboy