Tyler Goodlet
14a5d047c3
Copy forward stupid kraken zeroed vwaps
2020-09-29 16:42:28 -04:00
Tyler Goodlet
b13da849d0
Include vwap in kraken historical bars
2020-09-29 16:42:06 -04:00
Tyler Goodlet
0b42ac1420
Normalize kraken quotes for latency tracking
2020-09-26 11:31:57 -04:00
Tyler Goodlet
ea8205968c
Begin to use `@tractor.msg.pub` throughout streaming API
...
Since the new FSP system will require time aligned data amongst actors,
it makes sense to share broker data feeds as much as possible on a local
system. There doesn't seem to be downside to this approach either since
if not fanning-out in our code, the broker (server) has to do it anyway
(and who knows how junk their implementation is) though with more
clients, sockets etc. in memory on our end. It also preps the code for
introducing a more "serious" pub-sub systems like zeromq/nanomessage.
2020-09-26 11:31:57 -04:00
Tyler Goodlet
44010abf4d
Handle (far end forced) disconnects
2020-09-26 11:31:57 -04:00
Tyler Goodlet
03c5c7d2ba
Trigger connection reset on slowed heartbeat
2020-09-26 11:31:57 -04:00
Tyler Goodlet
e92abd376a
Trace log the heartbeat
2020-09-26 11:31:57 -04:00
Tyler Goodlet
bf9a0136df
Make ws loop restart on connection failures
2020-09-26 11:31:57 -04:00
Tyler Goodlet
d976f3d074
Generate tick data correctly using .etime
2020-09-26 11:31:57 -04:00
Tyler Goodlet
ad92188703
Support new normalized ticks format with kraken
...
Generate tick datums in a list under a `ticks` field in each quote
kinda like how IB does it.
2020-09-26 11:31:57 -04:00
Tyler Goodlet
9976bc3a3b
Fix typo
2020-09-26 11:31:57 -04:00
Tyler Goodlet
3655e449d6
Raise errors, fix module script entry
2020-09-26 11:31:57 -04:00
Tyler Goodlet
ffe47acf1d
Add historical bars retreival
2020-09-26 11:31:57 -04:00
Tyler Goodlet
7bccfc7b10
Convert to stream, parse into dataclass
2020-09-26 11:31:57 -04:00
Tyler Goodlet
2738b54851
Start kraken backend
2020-09-26 11:31:57 -04:00
goodboy
67a75c3080
Merge pull request #114 from pikers/facepalm
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Add marketstore cli stuff; not sure how this got missed?!
2020-09-26 11:29:36 -04:00
Tyler Goodlet
53eb564f06
Add marketstore cli stuff; not sure how this got missed?!
2020-09-25 16:08:15 -04:00
goodboy
f8487e250e
Merge pull request #94 from pikers/marketstore_integration
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Marketstore integration
2020-09-04 10:36:53 -04:00
Tyler Goodlet
05d2985f5f
Clarify some odd spots
2020-09-02 11:32:54 -04:00
Tyler Goodlet
316137fdf2
Begin to wrap marketstore as a data feed
...
Wrap the sync client in an async interface in anticipation of an actual
async client. This starts support for the `open_fee()`/`stream_quotes()`
api though the tick normalization isn't correct yet.
2020-09-02 00:40:35 -04:00
Tyler Goodlet
702c63f607
Define "packetizer" in specific broker mod
...
Allows for formatting published quotes using a broker specific
formatting callback.
2020-09-02 00:36:19 -04:00
Tyler Goodlet
312169e790
Support the `stream_quotes()` api in questrade backend
2020-09-01 20:55:24 -04:00
Tyler Goodlet
60b74ad7d1
Use new method name
2020-09-01 20:53:45 -04:00
Tyler Goodlet
a6de623147
Add search command to cli
2020-09-01 20:53:27 -04:00
Tyler Goodlet
75f98276cc
Add symbol search to broker api
2020-09-01 20:53:04 -04:00
Tyler Goodlet
519712e128
Add stocks search to qt client
2020-09-01 20:52:01 -04:00
Tyler Goodlet
934108a024
Add symbol-info command
2020-09-01 20:51:09 -04:00
Tyler Goodlet
dcb0a30ad6
Move UI spawning cmds to new module
2020-09-01 20:47:24 -04:00
Tyler Goodlet
3c4699abef
Pass broker name
2020-09-01 18:31:52 -04:00
Tyler Goodlet
78784a4bf3
Port to new data apis
2020-09-01 18:30:55 -04:00
Tyler Goodlet
57a8db8cba
Start enforcing a common stream setup api
...
Add routines for brokerd spawning and quote stream creation.
2020-09-01 18:18:48 -04:00
Tyler Goodlet
f6f6d98a95
Allow passing in tbk keys to query
2020-09-01 18:14:11 -04:00
Tyler Goodlet
167c9089f9
Who needs it ;P
2020-09-01 14:05:31 -04:00
Tyler Goodlet
31b4d5c6a7
Add glue link in readme
2020-09-01 13:25:41 -04:00
Tyler Goodlet
bc9af977a4
Update quote cache on each loop
2020-09-01 13:25:41 -04:00
Tyler Goodlet
436e4d2df4
Add tbk tick streaming with trio-websocket
2020-09-01 13:25:41 -04:00
Tyler Goodlet
acd32341e2
Fix assignment out of order
2020-09-01 13:25:41 -04:00
Tyler Goodlet
3cfb15ed6e
Make monitor handle non-full quote messages
2020-09-01 13:25:41 -04:00
Tyler Goodlet
d66cfb8fa0
Push only new key value pairs over quote streams
...
This is something I've been meaning to try for a while and will likely
make writing tick data to a db more straight forward (filling in NaN
values is more matter of fact) plus it should minimize bandwidth usage.
Note, it'll require stream consumers to be considerate of non-full
quotes arriving and thus using the first "full" quote message to fill
out dynamically formatted systems or displays.
2020-09-01 13:25:41 -04:00
Tyler Goodlet
335cee63b2
Make stock quote formatter work with diff streams
2020-09-01 13:25:41 -04:00
Tyler Goodlet
213a19b191
Update version and deps
2020-09-01 13:25:40 -04:00
Tyler Goodlet
a6c692fb8b
Add support for TICK ingest to marketstore
2020-09-01 13:25:09 -04:00
goodboy
837f4d3823
Merge pull request #97 from pikers/relicense_as_agplv3
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Relicense to AGPLv3
2020-06-16 10:20:15 -05:00
Tyler Goodlet
b58820e297
Relicense to AGPLv3
2020-06-16 00:12:19 -04:00
Tyler Goodlet
2c93bb0302
Drop use of deprecated `trio.Event.clear()`
2020-06-02 10:33:57 -04:00
Tyler Goodlet
eccd9e2ffb
It's not markdown bub
2020-06-02 10:32:04 -04:00
goodboy
9eddfa7b3b
Merge pull request #92 from pikers/questrade_candles
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Questrade candles
2020-06-01 13:44:54 -05:00
Tyler Goodlet
882f4a28d1
Add privacy note
2020-06-01 14:43:39 -04:00
Tyler Goodlet
64993666fa
Pull 100 bars by default
2020-05-26 14:49:50 -04:00
Tyler Goodlet
5f200b8db1
Always delay bars 15m; rename to volume
2020-05-26 14:49:50 -04:00