Commit Graph

4199 Commits (6e8d07852cd806f3aba01600ac2ca74d9fb2ec39)

Author SHA1 Message Date
jaredgoldman 3836f7d458 Run autopep8, add default case for message stream match case 2023-04-21 21:16:14 -04:00
jaredgoldman ae3f6696a7 Fix type hinting for stream_messages return type 2023-04-21 20:40:23 -04:00
jaredgoldman a06a4f67cc Remove unused timeframe var from open_history_client 2023-04-21 17:17:47 -04:00
jaredgoldman a69c8a8b44 Uncomment loglevel 2023-04-20 18:51:13 -04:00
jaredgoldman efad49ec5b Raise ValueError if no config is found when sending authenticated headers 2023-04-19 14:58:28 -04:00
jaredgoldman d772fe45c0 Comment out unused args 2023-04-19 14:55:58 -04:00
jaredgoldman 6f91c2932d Type bars data dict 2023-04-19 14:49:28 -04:00
jaredgoldman d07a73cf70 Add type annotation for open_ping_task' 2023-04-19 14:47:19 -04:00
jaredgoldman fcdddadec1 Use singlequotes 2023-04-18 10:42:30 -04:00
jaredgoldman 9fcfb8d780 More linting fixes 2023-04-18 10:39:47 -04:00
jaredgoldman 37ce04ca9a Linting fixes 2023-04-18 10:19:59 -04:00
jaredgoldman a109a8bf67 Add linting fixes 2023-04-18 09:51:50 -04:00
jaredgoldman b01771be1b Add comments to kucoin->piker bar conversion 2023-04-16 10:46:22 -04:00
jaredgoldman 0e4095c947 Don't yield ws from the ping task 2023-04-16 10:45:05 -04:00
jaredgoldman dae56baeba Refactor streaming logic to be less nested and readable 2023-04-16 10:12:29 -04:00
jaredgoldman 9706803220 Refactor streaming logic to be less nested and readable 2023-04-16 10:11:17 -04:00
jaredgoldman 8403d8a482 Simplify numpy mapping logic 2023-04-15 21:05:25 -04:00
jaredgoldman 59249a8c1e
Merge pull request #498 from pikers/small_kucoin_fixes
`kucoin` small fixes
2023-04-15 19:52:27 -04:00
Tyler Goodlet a111819667 Few fixes after review to get running again B)
- use `Struct.copy()` for frozen type
- fix `BrokerConfig` delegation attr lookups
- bit of linting according to `flake8`
2023-04-14 19:05:19 -04:00
jaredgoldman 4f576b6f36 Fix typo with ts vars 2023-04-13 22:37:17 -04:00
jaredgoldman 672c01f13a Use trade_data_ts for trade message receival 2023-04-13 22:35:21 -04:00
jaredgoldman f67ffeb70f Remove extra Noen check on msg.get 2023-04-13 22:34:04 -04:00
jaredgoldman 1b1e35d32d Add comment explaining waiting for first trade quote 2023-04-13 22:28:44 -04:00
jaredgoldman 9f5dfe8501 Remove anext() comment 2023-04-13 22:27:56 -04:00
jaredgoldman 11bd2e2f65 Use datetime | none instead of Optional[datetime] in get_bars 2023-04-13 22:04:43 -04:00
jaredgoldman ebfd490a1a Cache instead of get pairs in symbol search 2023-04-13 22:02:13 -04:00
jaredgoldman 89bb124728 Remove old comments normalize arguents and improve pair fetching log 2023-04-13 22:00:41 -04:00
jaredgoldman 63e34cf595 Typecast config, add type hint to pair in init message creation and turn init msg vals into floats 2023-04-13 21:57:54 -04:00
jaredgoldman 92f372dcc8 Use proper value for init message 2023-04-13 21:52:40 -04:00
jaredgoldman b00abd0e51 Add a fail case ws token request 2023-04-13 21:48:17 -04:00
jaredgoldman 52a015d927 Remove typo in binance 2023-04-12 21:40:58 -04:00
jaredgoldman 2c82b2aba9 Remove breakpoint in binance 2023-04-12 20:43:28 -04:00
jaredgoldman ff0f8dfaca Improve client._get_ws_token docstring 2023-04-12 20:37:10 -04:00
jaredgoldman ace04af21a Use anext() in kucoin stream_quotes 2023-04-12 20:25:35 -04:00
goodboy 70db20b07c
Merge pull request #473 from pikers/binance_ws_ep_update
`binance`: use built-in `anext()` add note about new ws ep URL, fix agen streaming within `NoBsWs` usage
2023-04-12 19:53:53 -04:00
jaredgoldman d2f3a79c09 Use pendulum for header timestamp,
type hint cleanup
2023-04-12 19:48:46 -04:00
jaredgoldman bedbbc3025 Only diff trade time 2023-04-12 19:48:46 -04:00
jaredgoldman 6e55f6706f Format condition for filtering and add link to docs explaining need for filtering in the first case 2023-04-12 19:48:46 -04:00
jaredgoldman d1b0608c88 Remove breakpoint 2023-04-12 19:48:46 -04:00
jaredgoldman 3bed3a64c3 Implement duplicate filtering at message level 2023-04-12 19:48:46 -04:00
jaredgoldman 93e7d54c5e Add api doc links to _get_bars def 2023-04-12 19:48:46 -04:00
jaredgoldman 9db84e8029 Remove norm_pairs method and do all normalization in initial _get_pairs call 2023-04-12 19:48:46 -04:00
jaredgoldman ea21656624 Don't cache pairs in _get_pairs call 2023-04-12 19:48:46 -04:00
jaredgoldman 5a0d29c774 Add ws token api doc link 2023-04-12 19:48:46 -04:00
jaredgoldman 13df3e70d5 Refactor sign gen into one line 2023-04-12 19:48:46 -04:00
jaredgoldman 208a8e5d7a Remove unecessary config vars 2023-04-12 19:48:46 -04:00
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