Tyler Goodlet
4b0ca40b17
Document "fqsn" on `Symbol` method
2022-04-11 08:48:17 -04:00
Tyler Goodlet
ebe2680355
Change `uncons_fqsn()` -> `unpack_fqsn()`
2022-04-11 01:01:36 -04:00
Tyler Goodlet
a6e32e7530
Add `Symbol.tokens()` for grabbing separate strs
2022-04-10 17:30:02 -04:00
Tyler Goodlet
76f398bd9f
Support no venue or suffix symbols (normally crypto$)
2022-04-10 17:30:02 -04:00
Tyler Goodlet
b16167b8f3
Add prelim fqsn support into our `Symbol` type
2022-04-10 17:30:02 -04:00
Tyler Goodlet
434c340cb8
Move factor helper to a classmethod
2022-04-10 17:30:02 -04:00
Tyler Goodlet
786ffde4e6
Use 3.9+ annots
2022-02-28 08:27:59 -05:00
Tyler Goodlet
1d3ed6c333
Add `mk_` prefix since assignments will use `fqsn`
2022-02-28 08:23:57 -05:00
Tyler Goodlet
9813cf4169
Add a symbol "front feed" helper
2022-01-25 08:24:55 -05:00
Tyler Goodlet
c52d63c762
De-densify some funcs
2022-01-25 07:57:01 -05:00
Tyler Goodlet
f9e5769b01
Lintn: add missing space
2021-09-10 11:35:00 -04:00
Tyler Goodlet
0589c3c5b7
Validate symbol inputs using pydantic
2021-09-06 09:28:10 -04:00
Tyler Goodlet
dfb9c55944
Compute symbol digits at creation time
...
Add a new factory func `mk_symbol()` to create the initial
instance at feed creation time.
2021-09-06 09:28:10 -04:00
Tyler Goodlet
7367ed5464
Drop all `ChartPlotWidget._lc` remap to `.linked
2021-09-06 09:28:10 -04:00
Tyler Goodlet
ead2f77d40
Add a symbol/asset type key
2021-02-19 18:43:56 -05:00
Tyler Goodlet
bf66eb0b3d
Support lot tick size (mostly for crypto)
2021-02-08 06:42:59 -05:00
Tyler Goodlet
c3fa31e731
Convert symbol type to use pydantic
2021-02-06 14:38:25 -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
92efb8fd8e
Expect new init message in feed from brokers
2021-01-22 22:56:42 -05:00
Tyler Goodlet
4d6b1d4bb1
Add brokers list field to symbol type
2021-01-04 14:45:59 -05:00
Tyler Goodlet
599b5276b4
Port data apis to not touch primary index
2020-12-19 16:50:20 -05:00
Tyler Goodlet
c1109ee3fb
Add license headers to pertinent files
2020-11-06 12:23:14 -05:00
Tyler Goodlet
18dc809acb
Add naive digits count routine
2020-10-22 14:05:35 -04:00
Tyler Goodlet
47d4ec5985
Move _source under data package
2020-10-02 12:13:50 -04:00