Commit Graph

4351 Commits (aa6fb3162a9e24404850befdff01560688cee2e2)

Author SHA1 Message Date
jaredgoldman 48c3b333b2 Format imports with parenthesis 2023-04-12 19:48:46 -04:00
jaredgoldman b71f6b6c67 Strip uneccesary data from ticks in l1 data feed 2023-04-12 19:48:46 -04:00
jaredgoldman 54cf648d74 Ensure sub logging dict attritbutes will be there 2023-04-12 19:48:46 -04:00
jaredgoldman 68d0327d41 Remove breakpoints, simplify backoff logic 2023-04-12 19:48:46 -04:00
jaredgoldman 68a06093e9 Format and ensure we're only grabbing the most closest bid and ask 2023-04-12 19:48:46 -04:00
jaredgoldman 52aadb374b Add L1 data feed and correct history issue 2023-04-12 19:48:46 -04:00
jaredgoldman dfd030a6aa Remove float conversion of key_id again 2023-04-12 19:48:46 -04:00
jaredgoldman 788e158d9f Stop still converting datetime to float 2023-04-12 19:48:46 -04:00
jaredgoldman 81890a39d9 Leave datetimes alone! 2023-04-12 19:48:46 -04:00
jaredgoldman ae170f2645 Add more informative logs on startup 2023-04-12 19:48:46 -04:00
jaredgoldman e2e5191ded Remove breaking useless condition for determining if res is list of ohlc values 2023-04-12 19:48:46 -04:00
jaredgoldman dcbb7fa64f Remove float conversion for config key id 2023-04-12 19:48:46 -04:00
jaredgoldman 32107d0ac3 Strengthen retry case and add comments 2023-04-12 19:48:46 -04:00
jaredgoldman 7bdebd47d1 Add exponential retry case for history client 2023-04-12 19:48:46 -04:00
jaredgoldman ac31bca181 Make broker creds/auth optional 2023-04-12 19:48:46 -04:00
jaredgoldman 52070c00f9 Remove typo 2023-04-12 19:48:46 -04:00
jaredgoldman 5ff0cc7905 Cast/validate streamed messages
Update comments

Minor formatting

Minor formatting
2023-04-12 19:48:46 -04:00
jaredgoldman 6ad1e3da38 Correct typo in license 2023-04-12 19:48:46 -04:00
jaredgoldman 9bf6f557ed Label private methods accordingly, remove cryptofeeds module 2023-04-12 19:48:46 -04:00
jaredgoldman 50e1070004 More cleanup, add comments re sub func 2023-04-12 19:48:46 -04:00
jaredgoldman 1c4c19b351 Clean up broker code,
Add typecasting for messages/rt-data and historcal user trades
ensure we're fetching all history
add multi-symbol support
'
2023-04-12 19:48:46 -04:00
jaredgoldman 199a70880c Spawn background ping task 2023-04-12 19:48:46 -04:00
jaredgoldman b14b323068 Remove breakpoint in web_bs,
ensure we only unsub if ws is connected
2023-04-12 19:48:46 -04:00
jaredgoldman a3c7bec576 Implement working message streaming 2023-04-12 19:48:46 -04:00
jaredgoldman ac34ca7cad Add sub method to flow
Stash for checkout of master
2023-04-12 19:48:46 -04:00
jaredgoldman ade2c32adb Succesfully connect to kucoin ws 2023-04-12 19:48:46 -04:00
jaredgoldman 109e7d7b43 Add back static API version in headers 2023-04-12 19:48:46 -04:00
jaredgoldman 1a655b7e39 Ensure we're passing the correct api version to the header builder,
make headers a default arg
2023-04-12 19:48:46 -04:00
jaredgoldman cda045f123 Abstract header gen to seperate function 2023-04-12 19:48:46 -04:00
jaredgoldman 7074ca7713 Implement Kucoin auth and last trades call 2023-04-12 19:48:46 -04:00
Tyler Goodlet 8e91e215b3 WIP - ensure `asyncio` pumps the event loop each send 2023-04-12 19:48:46 -04:00
jaredgoldman c751c36a8b Update trade message format 2023-04-12 19:48:46 -04:00
jaredgoldman ad9d645782 WIP - setup basic history and streaming client 2023-04-12 19:48:46 -04:00
jaredgoldman c96d4387c5 Start adding history client 2023-04-12 19:48:46 -04:00
jaredgoldman 5fdec8012d Add cryptofeeds data feed module,
Add Kucoin backend client
wip
2023-04-12 19:48:46 -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 78eb784091 Stick `try:` outside all `xdotool` subproc calls 2023-03-13 15:36:45 -04:00
Tyler Goodlet 973e4b5f44 `binance`: wrap streamer async-gen in `aclosing()` 2023-03-13 15:36:29 -04:00
Tyler Goodlet 9197e6decb `binance`: use built-in `anext()` add note about new ws ep URL 2023-03-13 15:36:29 -04:00
goodboy f3b04f27e6
Merge pull request #490 from pikers/log_linearized_curve_overlays
Log linearized curve overlays
2023-03-13 15:32:42 -04:00
Tyler Goodlet 889e920796 Short-circuit rendering on no 1d-data; avoid m4 layer crash 2023-03-13 12:18:54 -04:00
Tyler Goodlet 1aab9f1f81 Actually yes, we need to handle empty in-view range.. 2023-03-10 18:20:22 -05:00
Tyler Goodlet 5c697de58e Presume never handling not-in-view case for minor curves 2023-03-10 18:20:22 -05:00
Tyler Goodlet 3066b1541e Handle (shorter supported) minor-curve not-in-view
Solve this by always scaling the y-range for the major/target curve
*before* the final overlay scaling loop; this implicitly always solve
the case where the major series is the only one in view.

Tidy up debug print formatting and add some loop-end demarcation comment
lines.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 32339cb41a Always show a minimum bars during startup
This is particularly more "good looking" when we boot with a pair that
doesn't have historical 1s OHLC and thus the fast chart is empty from
outset. In this case it's a lot nicer to be already zoomed to
a comfortable preset number of "datums in view" even when the history
isn't yet filled in.

Adjusts the chart display `Viz.default_view()` startup to explicitly
ensure this happens via the `do_min_bars=True` flag B)
2023-03-10 18:20:22 -05:00
Tyler Goodlet 12e196a6f7 Catch `KeyError` on bcast errors which pop the sub
Not sure how i missed this (and left in handling of `list.remove()` and
it ever worked for that?) after the `samplerd` impl in 5ec1a72 but, this
adjusts the remove-broken-subscriber loop to catch the correct
`set.remove()` exception type on a missing (likely already removed)
subscription entry.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 8a87e5f390 Remove leftover debug print in cache reset meth 2023-03-10 18:20:22 -05:00
Tyler Goodlet 5958acebe1 Add (commented) draft 1min OHLC time index logging
For the purposes of eventually trying to resolve last-step indexing
synchronization (an intermittent but still existing) issue(s) that can
happen due to races during history frame query and shm writing during
startup. In fact, here we drop all `hist_viz` info queries from the main
display loop for now anticipating that this code will either be removed
or improved later.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 8d1c713a5a Always pass step to `slice_from_time()` in view mode
Again, as per the signature change, never expect implicit time step
calcs from overlay processing/machinery code. Also, extend the debug
printing (yet again) to include better details around
"rescale-due-to-minor-range-out-of-view" cases and a detailed msg for
the transform/scaling calculation (inputs/outputs), particularly for the
cases when one of the curves has a lesser support.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 32926747c6 Always pass `step` to `slice_from_time()` in the `Viz`
As per the change to `slice_from_time()` this ensures this `Viz` always
passes its self-calculated time indexing step size to the time slicing
routine(s).

Further this contains a slight impl tweak to `.scalars_from_index()` to
slice the actual view range from `xref` to `Viz.ViewState.xrange[1]` and
then reading the corresponding `yref` from the first entry in that
array; this should be no slower in theory and makes way for further
caching of x-read-range to `ViewState` opportunities later.
2023-03-10 18:20:22 -05:00