Commit Graph

3656 Commits (7be85a882b51fa42fc8443d01becc0d0520436e1)

Author SHA1 Message Date
Tyler Goodlet d01fdbf981 '`kraken`: fix pos loading using `digits_to_dec()` to pair info
Our issue was not having the correct value set on each
`Symbol.lot_tick_size`.. and then doing PPU calcs with the default set
for legacy mkts..

Also,
- actually write `pps.toml` on broker mode exit.
- drop `get_likely_pair()` and import from pp module.
2023-05-09 14:49:25 -04:00
Tyler Goodlet badc30baae Add an inverse of `float_digits()`: `digits_to_dec() 2023-05-09 14:49:25 -04:00
Tyler Goodlet 4f36a03df2 Ensure clearing table entries are time-sorted..
Not sure how this worked before but, the PPU calculation critically
requires that the order of clearing transactions are in the correct
chronological order! Fix this by sorting `trans: dict[str, Transaction]`
in the `PpTable.update_from_trans()` method.

Also, move the `get_likely_pair()` parser from the `kraken` backend here
for future use particularly when we revamp the asset-transaction
processing layer.
2023-05-09 14:49:25 -04:00
Tyler Goodlet 0a2187a73f Add 3.11 install tag 2023-05-08 19:35:45 -04:00
Tyler Goodlet 166f99b3d1 setup: reorg some deps drop unused ones 2023-05-08 13:30:09 -04:00
Tyler Goodlet 0d9acb1cb0 numpy: drop `numpy.float` in py311 2023-05-04 12:01:59 -04:00
jaredgoldman 1ea0163b04
Merge pull request from pikers/kucoin_backend
kucoin backend
2023-04-21 21:33:49 -04:00
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 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 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