Commit Graph

24 Commits (bcb4fe8c503115529ea06165d1a7fc2605f24637)

Author SHA1 Message Date
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