Commit Graph

2425 Commits (a12e6800ffc4bd01e85739c8d61a7ae13cd07b6f)

Author SHA1 Message Date
Tyler Goodlet a1691cf1c5 Keep to one EMS daemon if possible 2021-03-01 11:28:44 -05:00
Tyler Goodlet 327129db37 Drop paper limit submissions for alerts 2021-02-25 18:44:40 -05:00
Tyler Goodlet 9f9b5480a6 More explicit private var name 2021-02-24 12:05:09 -05:00
Tyler Goodlet 948e133cae Split out ems daemon, client api and paper engine into new mods 2021-02-22 18:37:57 -05:00
Tyler Goodlet a9bbc223bb Add a new exchange subpackage 2021-02-22 17:28:34 -05:00
Tyler Goodlet 1142a538ea Don't forward errors without an order id 2021-02-22 10:45:01 -05:00
Tyler Goodlet af82f36bd8 Add comp trading ref 2021-02-21 16:04:04 -05:00
Tyler Goodlet e6ea053d40 Get kivy/questrade shit working again 2021-02-21 12:32:40 -05:00
Tyler Goodlet f724798336 Fix incorrect bounding rect calc 2021-02-21 12:02:20 -05:00
Tyler Goodlet 4b0e5662a5 Add default order lot sizes by asset type 2021-02-21 12:01:48 -05:00
Tyler Goodlet 6fb1945360 Fix and pass through piker loglevel correctly 2021-02-21 11:50:33 -05:00
Tyler Goodlet aa4a2ef64f Bump up font size one more time 2021-02-21 11:49:27 -05:00
Tyler Goodlet c2890b8197 Port level line to xhair methods 2021-02-21 11:48:51 -05:00
Tyler Goodlet d5b41e12c5 Add crosshair hide/show convenience methods 2021-02-21 11:45:24 -05:00
Tyler Goodlet 71745ddcd4 Even smaller text fill on axes 2021-02-21 11:44:58 -05:00
Tyler Goodlet 8c757d0bdd Accept a symbol type key from broker 2021-02-21 11:42:19 -05:00
Tyler Goodlet 38b2e99002 Fill clearable prices asap 2021-02-20 16:43:33 -05:00
Tyler Goodlet d8b157d209 First draft paper trading engine!
It's a super naive implementation with no slippage model or network
latency besides some slight delays. Clearing only happens on bid/ask
sweep ticks at the moment - simple last volume based clearing coming
up next.
2021-02-20 15:25:53 -05:00
Tyler Goodlet ead2f77d40 Add a symbol/asset type key 2021-02-19 18:43:56 -05:00
Tyler Goodlet add63734f1 Add an auto-reconnect websocket API 2021-02-19 18:42:50 -05:00
Tyler Goodlet bbd54e8f95 Report asset types, tick sizes, and order actions from ib 2021-02-19 17:23:37 -05:00
Tyler Goodlet 1ac4cc3dd3 Use new field label api for L1 2021-02-16 06:42:48 -05:00
Tyler Goodlet 880bdcffa7 Document order status list from ib 2021-02-12 09:07:49 -05:00
Tyler Goodlet b794855ad3 Port order mode to new order line api 2021-02-11 23:42:57 -05:00
Tyler Goodlet d91f07c947 Drop old candlestick graphics code 2021-02-11 23:42:17 -05:00
Tyler Goodlet aec8f1d25c Hide y-label on level line mouse over 2021-02-11 23:41:40 -05:00
Tyler Goodlet bf78c13df4 Attempt px perfection on crosshair lines placement 2021-02-11 14:03:47 -05:00
Tyler Goodlet f51e503e47 Support arbitrary fields (with update) in labels
This turned into a larger endeavour then intended but now we're using our
own label system on level lines to be able to display things nicely
**pinned wherever we want in the UI**. Keep the old ``LevelLabel`` for
now for the L1 graphics but we'll likely replace this as well since i'm
pretty sure the new label type (which wraps `QGraphicsTextItem`) is more
performant anyway.
2021-02-11 13:59:50 -05:00
Tyler Goodlet cbf259f3f3 Add hidpi issue regarding it being borky 2021-02-11 11:49:33 -05:00
Tyler Goodlet ca576ca3cf Add label delete method 2021-02-11 11:49:01 -05:00
Tyler Goodlet 0edca84b3d Yet another font size tweak 2021-02-11 11:48:40 -05:00
Tyler Goodlet dd1aed627e Tidy axis code 2021-02-11 11:48:19 -05:00
Tyler Goodlet 02edfdf846 Pass order size to ems 2021-02-11 11:47:34 -05:00
Tyler Goodlet 21e1561a57 Add a sane label type..smh 2021-02-11 00:12:37 -05:00
Tyler Goodlet 386cd9404d Drop hidpi detection? it doesn't seem to yield benefits 2021-02-08 07:07:04 -05:00
Tyler Goodlet ac84087755 Fix stage line updating, size up arrow heads? 2021-02-08 07:06:00 -05:00
Tyler Goodlet 0449734c53 Drop YSticky for level lines stuff 2021-02-08 07:04:08 -05:00
Tyler Goodlet 1ef2d18a41 Try to make crosshair lines px perfect 2021-02-08 07:03:28 -05:00
Tyler Goodlet 708ed89894 Hard code font inches 2021-02-08 07:01:26 -05:00
Tyler Goodlet 890f932400 Use through lot digits, drop YSticky 2021-02-08 07:00:51 -05:00
Tyler Goodlet bf66eb0b3d Support lot tick size (mostly for crypto) 2021-02-08 06:42:59 -05:00
Tyler Goodlet d7f806c57b Add arrowheads to labels
For labels that want it add nice arrow paths that point just over the
respective axis. Couple label text offset from the axis line based on
parent 'tickTextOffset' setting. Drop `YSticky` it was not enough
meat to bother with.
2021-02-08 06:40:11 -05:00
Tyler Goodlet c3fa31e731 Convert symbol type to use pydantic 2021-02-06 14:38:25 -05:00
Tyler Goodlet 0c184b1b41 Port ib to new provide new tick size fields in symbol info 2021-02-06 14:37:24 -05:00
Tyler Goodlet 69df73afc3 Deliver symbol info from kraken; start using pydantic 2021-02-06 14:23:27 -05:00
Tyler Goodlet a8c4829cb6 Start using `tick_size` throughout charting
The min tick size is the smallest step an instrument can move in value
(think the number of decimals places of precision the value can have).

We start leveraging this in a few places:
- make our internal "symbol" type expose it as part of it's api
  so that it can be passed around by UI components
- in y-axis view box scaling, use it to keep the bid/ask spread (L1 UI)
  always on screen even in the case where the spread has moved further
  out of view then the last clearing price
- allows the EMS to determine dark order live order submission offsets
2021-02-06 11:35:12 -05:00
Tyler Goodlet 03541bd368 Drop unneeded .hide(); add more comments 2021-01-26 22:16:18 -05:00
Tyler Goodlet cfc36e7928 Snap y-cursor-label to min tick 2021-01-26 22:15:45 -05:00
Tyler Goodlet 708086cbcb Convert contractsto dicts on errors 2021-01-26 13:34:49 -05:00
Tyler Goodlet 5a0612e6a8 Factor some line and label steps 2021-01-26 13:34:29 -05:00