Commit Graph

32 Commits (89e8a834bf29a7aec1c56669313c60287d2de129)

Author SHA1 Message Date
Tyler Goodlet 147e1baee9 Remove typo-ed `sum_tick_vlm` config from all crypto backends 2023-05-16 17:00:15 -04:00
Tyler Goodlet 769b292dca Allow `brokerd` runtime switch to paper mode
Previously you couldn't have a brokerd backend which defined
`.trades_dialogue()` but which could also indicate that the paper
clearing engine should be used. This adds that support by allowing the
endpoint task to return a simple `'paper'` string, in which case the ems
will boot a paperboi.

The obvious useful case for this is if you have a broker you want to use
but do not have actual broker credentials setup (yet) with that provider
in your `brokers.toml`; demonstrated here with the adjustment to
`kraken`'s startup to no longer raise a runtime error B)
2023-05-09 18:29:28 -04:00
Tyler Goodlet 05fb4a4014 kraken: drop recv timeout for recon ws 2023-05-09 14:49:46 -04:00
Tyler Goodlet 34ff5ff249 kraken: port to new `NoBsWs`, passing timeout (counts) during setup 2023-05-09 14:49:26 -04:00
Tyler Goodlet d7288972b7 kraken: port to `FeedInit` and proper impl of `get_mkt_info()` ep 2023-05-09 14:49:26 -04:00
Tyler Goodlet 21401853c4 `kraken`: add module level `get_mkt_info()`
This will (likely) act as a new backend query endpoint for other `piker`
(client) code to lookup `MktPair` info from each backend. To start it
also returns the backend-broker's local `Pair` (or wtv other type) as
well.

The main motivation for this is for our paper engine which can require
the mkt info when processing paper-trades ledgers which do not contain
appropriate info to compute position metrics.
2023-05-09 14:49:26 -04:00
Tyler Goodlet 70efce1631 `kraken`: handle ws connection startup status msgs 2023-05-09 14:49:26 -04:00
Tyler Goodlet 59b095b2d5 `kraken`: heh, use `trio_util` for trades streamz tooo XD 2023-05-09 14:49:26 -04:00
Tyler Goodlet dc2332c980 '`kraken`: finally, use new `MktPair` in `'mkt_info'` init msg field!' 2023-05-09 14:49:25 -04:00
Tyler Goodlet 6431071b2a Pass old fields in sym info init msg section 2023-05-09 14:49:25 -04:00
Tyler Goodlet 66782d29d1 `kraken`: use `Client.mkt_info()` in quotes feed init msg 2023-05-09 14:49:25 -04:00
Tyler Goodlet 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
Tyler Goodlet aba238e8b1 `kraken`: expect `Pair` in search results.. 2023-03-08 17:22:34 -05:00
Tyler Goodlet b4a1cc8f22 `kraken`: parse and load info `Transaction.sym: Symbol`
Also includes a retyping of `Client._pair: dict[str, Pair]` to look up
pair structs and map all alt-key-name-sets to each for easy precision
info lookup to set the `.sym` field for each transaction including for
on-chain transfers which kraken provides as an "asset decimals" field,
presumably pulled from the particular block-token's limitation info.
2023-03-02 19:25:43 -05:00
Guillermo Rodriguez f5b8b9a14f
Add sym registry to PaperBoi as well as a sym ref on Transaction
Add decimal quantize API to Symbol to simplify by-broker truncation
Add symbol info to `pps.toml`
Move _assert call to outside the _async_main context manager
Minor indentation and styling changes, also convert a few prints to log calls
Fix multi write / race condition on open_pps call
Switch open_pps to not write by default
Fix integer math kraken syminfo _tick_size initialization
2023-03-01 21:06:48 -03:00
Tyler Goodlet d2aee00a56 `kraken`: only do unsub if connected
Trying to send a message in the `NoBsWs.fixture()` exit when the ws is
not currently disconnected causes a double `._stack.close()` call which
will corrupt `trio`'s coro stack. Instead only do the unsub if we detect
the ws is still up.

Also drops the legacy `backfill_bars()` module endpoint.

Fixes #437
2023-01-13 12:39:17 -05:00
Tyler Goodlet fd296a557e Add position limit fields 2022-12-10 16:07:03 -05:00
Tyler Goodlet 0de2f863bd `kraken`: Explicitly report missing `Pair` fields in error 2022-12-10 16:07:03 -05:00
Tyler Goodlet 0ef75e6aa6 Add `.status: str` to kraken pairs.. 2022-11-17 15:18:12 -05:00
Tyler Goodlet e547b307f6 Deflect 1s OHLC loading for `kraken` 2022-11-10 13:16:21 -05:00
Tyler Goodlet 72ec9b1e10 Add `Pair.tick_size` to `kraken` schema 2022-11-10 13:16:21 -05:00
Tyler Goodlet 25b90afbdb Add `timeframe` input to `kraken` history api 2022-10-28 16:17:13 -04:00
Tyler Goodlet c43f7eb656 Fix missing `costmin: float` field in pair msgs 2022-10-28 16:16:45 -04:00
Tyler Goodlet 48ff4859e6 Update to new pair schema, adds `.cost_decimals` field 2022-10-05 01:41:18 -04:00
Tyler Goodlet 06845e5504 `kraken`: drop `make_sub()` and inline sub defs in `subscribe()` 2022-08-18 11:51:12 -04:00
Tyler Goodlet 1a291939c3 Drop subs ack handling from streamer 2022-08-01 16:55:04 -04:00
Tyler Goodlet b3058b8c78 Drop remaining `pydantic` usage, convert `OHLC` to our struct variant 2022-07-30 17:34:40 -04:00
Tyler Goodlet b96b7a8b9c Use `aclosing()` on all msg async-gens 2022-07-30 17:33:45 -04:00
Tyler Goodlet f79d9865a0 Use `match:` syntax in data feed subs processing 2022-07-30 17:33:45 -04:00
Tyler Goodlet f22461a844 Use our struct for kraken `Pair` type 2022-07-09 12:06:47 -04:00
Tyler Goodlet af01e89612 Create sub-pkg logger once during import 2022-07-05 16:59:47 -04:00
Tyler Goodlet d3caad6e11 Factor data feeds endpoints into new sub-mod 2022-07-02 16:20:22 -04:00