44f4fdf043
Type annot the internal symbol cache
2021-05-27 13:05:23 -04:00
bbd5883e52
Add search pause configs to backends
2021-05-27 13:05:23 -04:00
82a8e0a7b6
Accept lower case sym requests in kraken backend
2021-05-27 13:05:22 -04:00
ad494db213
Make search routine a tractor context
2021-05-27 13:05:22 -04:00
4b818ea2f2
Add initial symbol search api for kraken
2021-05-27 13:05:22 -04:00
c26f4d9877
Add kraken fuzzy symbol search
2021-05-27 13:05:22 -04:00
7b8c482719
Add reconnect logic help link
2021-05-24 12:16:49 -04:00
432bd96474
Added missing toml dependency to setup.py
...
Pinned qdarkstyle to 2.8.1
Updated arrow timestamp api used in kraken backend
2021-05-16 18:53:54 -03:00
ddae08493b
Manage the send mem chan lifetime
2021-04-10 14:18:40 -04:00
5a970dad72
Port kraken backend to new data feed api
2021-04-10 14:18:40 -04:00
8997b6029b
Drop cruft
2021-03-01 12:02:07 -05:00
add63734f1
Add an auto-reconnect websocket API
2021-02-19 18:42:50 -05:00
69df73afc3
Deliver symbol info from kraken; start using pydantic
2021-02-06 14:23:27 -05:00
b4a4f12aa4
Send init message with kraken
2021-01-22 22:55:49 -05:00
dba8457be9
Trigger kraken sample increment after startup
2021-01-07 12:17:10 -05:00
268f207a6c
Shadow 'close' field with 'last'
2021-01-05 08:02:48 -05:00
f27d639552
Port kraken to declare "wap" field
2020-12-19 16:53:51 -05:00
c1109ee3fb
Add license headers to pertinent files
2020-11-06 12:23:14 -05:00
be4a3df7ba
Add L1 spread streaming to kraken
2020-11-06 11:35:40 -05:00
1640906b09
Write shm volume (facepalm), update open=close on first volume
2020-11-03 08:14:37 -05:00
da0789e184
Add symbol field to kraken quotes
2020-10-29 17:08:25 -04:00
bc65040601
Add shm support to kraken backend
2020-10-02 12:13:50 -04:00
155c3eef2a
Convert timeit thing to use print()
2020-10-02 12:13:50 -04:00
14a5d047c3
Copy forward stupid kraken zeroed vwaps
2020-09-29 16:42:28 -04:00
b13da849d0
Include vwap in kraken historical bars
2020-09-29 16:42:06 -04:00
0b42ac1420
Normalize kraken quotes for latency tracking
2020-09-26 11:31:57 -04:00
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
44010abf4d
Handle (far end forced) disconnects
2020-09-26 11:31:57 -04:00
03c5c7d2ba
Trigger connection reset on slowed heartbeat
2020-09-26 11:31:57 -04:00
e92abd376a
Trace log the heartbeat
2020-09-26 11:31:57 -04:00
bf9a0136df
Make ws loop restart on connection failures
2020-09-26 11:31:57 -04:00
d976f3d074
Generate tick data correctly using .etime
2020-09-26 11:31:57 -04:00
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
9976bc3a3b
Fix typo
2020-09-26 11:31:57 -04:00
3655e449d6
Raise errors, fix module script entry
2020-09-26 11:31:57 -04:00
ffe47acf1d
Add historical bars retreival
2020-09-26 11:31:57 -04:00
7bccfc7b10
Convert to stream, parse into dataclass
2020-09-26 11:31:57 -04:00
2738b54851
Start kraken backend
2020-09-26 11:31:57 -04:00
Tyler Goodlet
Guillermo Rodriguez