Commit Graph

1933 Commits (a45156cbb70cd46811d23deb770f990257ab72b6)

Author SHA1 Message Date
Tyler Goodlet ecd94ce24d Better indexing logic? 2021-05-24 12:17:08 -04:00
Tyler Goodlet 7b8c482719 Add reconnect logic help link 2021-05-24 12:16:49 -04:00
Tyler Goodlet 9c3f8ff050 Only do context unsubs in main feed bus path 2021-05-24 12:16:26 -04:00
Tyler Goodlet a7cee86fea Just de-lint imports 2021-05-24 12:16:15 -04:00
goodboy 372b0dbace
Merge pull request #170 from guilledk/binance_backend
Add Binance backend
2021-05-24 10:54:55 -04:00
goodboy 02809df694
Merge pull request #176 from pikers/py3.9
Py3.9 bbys
2021-05-22 15:35:44 -04:00
Tyler Goodlet f95ae79cff Officially pin to python 3.9+
The numba stuff was resolved re:
https://github.com/numba/numba/issues/6345#issuecomment-775873609

Resolves #126
2021-05-22 15:25:07 -04:00
Tyler Goodlet 088ea8c3ec Skip CLI tests due to questrade dependency for now 2021-05-22 15:12:12 -04:00
Tyler Goodlet b6d8c300d4 Slap in brokers.toml template if none exists 2021-05-22 15:11:39 -04:00
Guillermo Rodriguez a0dfdd935f
Post @goodboy review commit 2021-05-21 22:23:35 -03:00
Guillermo Rodriguez 169420b5f3
Merge pull request #2 from pikers/binance_aggtrades_and_ohlc_parsing
Get binance OHLC history and quote format correct
2021-05-21 17:19:12 -03:00
Tyler Goodlet 7b26bd45e2 Get binance OHLC history and quote format correct
This gets the binance provider meeting the data feed schema requirements
of both the OHLC sampling/charting machinery as well as proper
formatting of historical OHLC history.

Notably,
- spec a minimal ohlc dtype based on the kline endpoint
- use a dataclass to parse out OHLC bar datums and pack into np.ndarray/shm
- add the ``aggTrade`` endpoint to get last clearing (traded) prices,
  validate with ``pydantic`` and then normalize these into our tick-quote
  format for delivery over the feed stream api.
- a notable requirement is that the "first" quote from the feed must
  contain a 'last` field so the clearing system can start up correctly.
2021-05-21 15:35:36 -04:00
Tyler Goodlet 2ef5a52521 Fix broken import in ib backend 2021-05-20 19:34:45 -04:00
Tyler Goodlet 5a98e17d7f Name the test job.. 2021-05-20 17:16:52 -04:00
Tyler Goodlet d910af4dcf Need our pinned deps too..facepalm 2021-05-20 17:13:32 -04:00
Tyler Goodlet 8aeaf22e4f Fix ci syntax 2021-05-20 16:26:19 -04:00
Tyler Goodlet b8d9b4a5ac Add seperate test job installing test deps 2021-05-20 16:23:56 -04:00
Tyler Goodlet beecea52e4 Run py3.9 and tests in CI 2021-05-20 16:13:10 -04:00
Tyler Goodlet 0228db7811 Skip questrade tests for now
They need to be run with a local private API key and haven't been ported
to latest data apis anyway. It's also a broker most peeps aren't going
to be using any time soon.
2021-05-20 16:11:49 -04:00
goodboy 955b9f01a4
Merge pull request #172 from guilledk/make_piker_install_again
Minor fixes to make piker installable again
2021-05-16 19:27:37 -04:00
Guillermo Rodriguez 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
Guillermo Rodriguez 604e195bc0
Got rid of websocket OHLC API, and added l1 tick streaming 2021-05-07 10:59:08 -03:00
Guillermo Rodriguez 7e493625f6
Finally backfilling is working, still need to work on realtime updates! 2021-05-05 10:17:52 -03:00
Guillermo Rodriguez d327584039
Rough translation of kraken backend to binance API, still missing some
important parts
2021-05-04 22:52:53 -03:00
goodboy 9de02321d8
Merge pull request #169 from pikers/tractor_open_stream_from
Port to new tractor stream api
2021-05-04 10:41:49 -04:00
Tyler Goodlet c08f192f77 Move charting to new tractor stream api
This required a fsp task spawning logic rework which ended up being
cleaner just spawning tasks in a loop sequentially instead of trying
a 2-phase spawn-then-initialize approach.

This also includes changes from the symbol search branch hacked in.
Mostly it includes isolating the main chart startup-sequence to a
function that can be run in a new task every time a new symbol is
requested by the selector/searcher. The actual search functionality
obviously isn't in here yet but minor changes are included as part of
pulling out the `tractor` stream api patch from the symbol search dev
branch.
2021-04-29 11:28:00 -04:00
Tyler Goodlet d3b50b9920 Port clearing engine to new tractor stream api 2021-04-29 09:10:36 -04:00
Tyler Goodlet 56db2c812d Port fsp engine to new tractor stream api 2021-04-29 09:10:28 -04:00
Tyler Goodlet 0d9f091a34 Port data feed to new tractor stream api 2021-04-29 09:10:18 -04:00
Tyler Goodlet 3375735914 Port kivy monitor to new tractor stream api 2021-04-29 09:10:11 -04:00
goodboy a89da98141
Merge pull request #167 from pikers/feed_fixes
Feed fixes
2021-04-29 09:00:07 -04:00
Tyler Goodlet 8a140b5ae8 Pass loglevel as named arg to pikerd 2021-04-15 11:20:30 -04:00
Tyler Goodlet 7d6bc4d856 Move feed api(s) into new submodule
Also add a --pdb flag to chart app.
2021-04-15 10:43:29 -04:00
Tyler Goodlet 0b10c8d6d6 Make standalone mode work again 2021-04-15 08:23:08 -04:00
Tyler Goodlet feeabb3d28 Add --pdb flag to pikerd to enable service debug mode 2021-04-14 12:57:46 -04:00
Tyler Goodlet 7f580ad356 Pass through kwargs 2021-04-14 12:56:08 -04:00
Tyler Goodlet 9622254cdb Hack broadcast chan for order submissions, smh 2021-04-14 11:02:14 -04:00
Tyler Goodlet 4774881812 Handle predicate not yet inserted to exec loop 2021-04-10 14:34:29 -04:00
goodboy 54d272ea29
Merge pull request #161 from pikers/cached_feeds
Cached feeds
2021-04-10 14:33:43 -04:00
Tyler Goodlet 8b745f440e Add disti mode instructions 2021-04-10 14:22:49 -04:00
Tyler Goodlet 9a15cd48f0 Just symbol info in window title 2021-04-10 14:18:40 -04:00
Tyler Goodlet 598aec579f Avoid token checking type mismatches 2021-04-10 14:18:40 -04:00
Tyler Goodlet fa7fadebac Report sym on unexpected open 2021-04-10 14:18:40 -04:00
Tyler Goodlet 3147a49384 Move sample-broadcast routine into sampling module 2021-04-10 14:18:40 -04:00
Tyler Goodlet 71d02db126 Rename "buffer" to "sampling" 2021-04-10 14:18:40 -04:00
Tyler Goodlet 1523637979 Always update L1 labels 2021-04-10 14:18:40 -04:00
Tyler Goodlet 3506bbe05c Nest async withs 2021-04-10 14:18:40 -04:00
Tyler Goodlet a18a4b5a4c Call the app what it is 2021-04-10 14:18:40 -04:00
Tyler Goodlet 20c99733b6 Let cli pass through actor name 2021-04-10 14:18:40 -04:00
Tyler Goodlet 47f823ab22 Always close emsd data connection on close 2021-04-10 14:18:40 -04:00