Commit Graph

3822 Commits (c349d50f2f09b94ad8c9b86905f48bc6fbe48d1c)

Author SHA1 Message Date
Tyler Goodlet 85ddfc0f2d Drop use of `mk_fqsn()` 2023-05-09 14:49:25 -04:00
Tyler Goodlet 56f736e7ca Drop use of `Symbol.brokers` everywhere 2023-05-09 14:49:25 -04:00
Tyler Goodlet 63304f535c Start to prep `Transaction` for `MktPair`.. 2023-05-09 14:49:25 -04:00
Tyler Goodlet 2583706b35 Port `accounting._pos` to new `Symbol` simplifications 2023-05-09 14:49:25 -04:00
Tyler Goodlet 65a7853cf3 Delegate to new `.accounting._mktinfo._derivs` from `ui._positioning` 2023-05-09 14:49:25 -04:00
Tyler Goodlet 69c9ecc5e3 `kraken`: write `pps.toml` on updates for now 2023-05-09 14:49:25 -04:00
Tyler Goodlet 3be53540c1 `kraken`: pack `Asset` into local client cache
Try out using our new internal type for storing info about kraken's asset
infos now stored in the `Client.assets: dict[str, Asset]` table. Handle
a server error when requesting such info msgs.
2023-05-09 14:49:25 -04:00
Tyler Goodlet a44b6f7c2f `ib`: adjust to new simplified `Symbol`
Drop usage of removed methods and attrs and only pass in the
`.tick_size: Decimal` value during construction.
2023-05-09 14:49:25 -04:00
Tyler Goodlet e65f3f84b9 Drop `Symbol.front_fqsn()` usage from chart, fsp and clearing stuff 2023-05-09 14:49:25 -04:00
Tyler Goodlet acc5af1fdb Drop `Symbol.front_feed()` usage from order mode 2023-05-09 14:49:25 -04:00
Tyler Goodlet 91dda3020e Simplify `Symbol` extend `MktPair`, add `Asset`
Drop everything we can in terms of methods and attrs from `Symbol`:
- kill `.tokens()`, `.front_feed()`, `.tokens()`, `.nearest_tick()`,
  `.front_fqsn()`, instead moving logic from these methods into
  dependents (and obviously removing any usage from rest of code base,
  coming in follow up commits).
- rename `.quantize_size()` -> `.quantize()`.
- re-implement `.brokers`, `.lot_size_digits`, `.tick_size_digits` as
  `@property` methods; for the latter two, allows us to minimize to only
  accepting min tick decimal values on alternative constructor class
  methods and to drop the equivalent instance vars.
- map `_fqsn` related variable names to new and preferred `_fqme`.

We also juggle around some utility functions, moving limited precision
related `decimal.Decimal` routines to the top of module and soon-to-be
legacy `fqsn` related routines to the bottom.

`MktPair` draft type extensions:
- drop requirements for `src_type`, and offer the optional `.dst_type`
  field as either a `str` or (new `typing.Literal`) `AssetTypeName`.
- define an equivalent `.quantize()` as (re)defined in `Symbol` but with
  `quantity_type: str` field which specifies whether to use the price or
  the size precision.
- add a lot more docs, a `.key` property for the "symbol" name, draft
  property for a `.fqme: str`
- allow `.src` and `.dst` to be of type `str | Asset`

Add a new `Asset` to capture "things which can be used in markets and/or
transactions" XD
- defines a `.name`, `.atype: AssetTypeName` a financial category tag, `tx_tick:
  Decimal` the precision limit for transactions and of course
  a `.quantime()` method for doing accounting arithmetic on a given tech
  stack.
- define the `atype: AssetTypeName` type as a finite set of `str`s
  expected to be used in various ways for default settings in other
  parts of the data and order control layers..
2023-05-09 14:49:25 -04:00
Tyler Goodlet 9f03484c4d Move all fqsn parsing and `Symbol` to new `accounting._mktinfo 2023-05-09 14:49:25 -04:00
Tyler Goodlet 7904c27127 (u)Limit the fd allocation for java 8 runtime..
Can't believe this was actually the issue..seriously i don't envy
jvm users.

See following issues:
- https://stackoverflow.com/a/56895801
- https://bugs.openjdk.org/browse/JDK-8150460
2023-05-09 14:49:25 -04:00
Tyler Goodlet 22622e1c01 `ib`: (cukcit) just presume a stonk if we can read type from existing ledger.. 2023-05-09 14:49:25 -04:00
Tyler Goodlet f549de7c88 Break out old `.pp` components into submods: `._ledger` and `._pos` 2023-05-09 14:49:25 -04:00
Tyler Goodlet beb6544bad Start a new `.accounting` subpkg, move `.pp` contents there 2023-05-09 14:49:25 -04:00
Tyler Goodlet d01fdbf981 '`kraken`: fix pos loading using `digits_to_dec()` to pair info
Our issue was not having the correct value set on each
`Symbol.lot_tick_size`.. and then doing PPU calcs with the default set
for legacy mkts..

Also,
- actually write `pps.toml` on broker mode exit.
- drop `get_likely_pair()` and import from pp module.
2023-05-09 14:49:25 -04:00
Tyler Goodlet badc30baae Add an inverse of `float_digits()`: `digits_to_dec() 2023-05-09 14:49:25 -04:00
Tyler Goodlet 4f36a03df2 Ensure clearing table entries are time-sorted..
Not sure how this worked before but, the PPU calculation critically
requires that the order of clearing transactions are in the correct
chronological order! Fix this by sorting `trans: dict[str, Transaction]`
in the `PpTable.update_from_trans()` method.

Also, move the `get_likely_pair()` parser from the `kraken` backend here
for future use particularly when we revamp the asset-transaction
processing layer.
2023-05-09 14:49:25 -04:00
Tyler Goodlet 0a2187a73f Add 3.11 install tag 2023-05-08 19:35:45 -04:00
Tyler Goodlet 166f99b3d1 setup: reorg some deps drop unused ones 2023-05-08 13:30:09 -04:00
Tyler Goodlet 0d9acb1cb0 numpy: drop `numpy.float` in py311 2023-05-04 12:01:59 -04:00
jaredgoldman 1ea0163b04
Merge pull request #494 from pikers/kucoin_backend
kucoin backend
2023-04-21 21:33:49 -04:00
jaredgoldman 3836f7d458 Run autopep8, add default case for message stream match case 2023-04-21 21:16:14 -04:00
jaredgoldman ae3f6696a7 Fix type hinting for stream_messages return type 2023-04-21 20:40:23 -04:00
jaredgoldman a06a4f67cc Remove unused timeframe var from open_history_client 2023-04-21 17:17:47 -04:00
jaredgoldman a69c8a8b44 Uncomment loglevel 2023-04-20 18:51:13 -04:00
jaredgoldman efad49ec5b Raise ValueError if no config is found when sending authenticated headers 2023-04-19 14:58:28 -04:00
jaredgoldman d772fe45c0 Comment out unused args 2023-04-19 14:55:58 -04:00
jaredgoldman 6f91c2932d Type bars data dict 2023-04-19 14:49:28 -04:00
jaredgoldman d07a73cf70 Add type annotation for open_ping_task' 2023-04-19 14:47:19 -04:00
jaredgoldman fcdddadec1 Use singlequotes 2023-04-18 10:42:30 -04:00
jaredgoldman 9fcfb8d780 More linting fixes 2023-04-18 10:39:47 -04:00
jaredgoldman 37ce04ca9a Linting fixes 2023-04-18 10:19:59 -04:00
jaredgoldman a109a8bf67 Add linting fixes 2023-04-18 09:51:50 -04:00
jaredgoldman b01771be1b Add comments to kucoin->piker bar conversion 2023-04-16 10:46:22 -04:00
jaredgoldman 0e4095c947 Don't yield ws from the ping task 2023-04-16 10:45:05 -04:00
jaredgoldman dae56baeba Refactor streaming logic to be less nested and readable 2023-04-16 10:12:29 -04:00
jaredgoldman 9706803220 Refactor streaming logic to be less nested and readable 2023-04-16 10:11:17 -04:00
jaredgoldman 8403d8a482 Simplify numpy mapping logic 2023-04-15 21:05:25 -04:00
jaredgoldman 59249a8c1e
Merge pull request #498 from pikers/small_kucoin_fixes
`kucoin` small fixes
2023-04-15 19:52:27 -04:00
Tyler Goodlet a111819667 Few fixes after review to get running again B)
- use `Struct.copy()` for frozen type
- fix `BrokerConfig` delegation attr lookups
- bit of linting according to `flake8`
2023-04-14 19:05:19 -04:00
jaredgoldman 4f576b6f36 Fix typo with ts vars 2023-04-13 22:37:17 -04:00
jaredgoldman 672c01f13a Use trade_data_ts for trade message receival 2023-04-13 22:35:21 -04:00
jaredgoldman f67ffeb70f Remove extra Noen check on msg.get 2023-04-13 22:34:04 -04:00
jaredgoldman 1b1e35d32d Add comment explaining waiting for first trade quote 2023-04-13 22:28:44 -04:00
jaredgoldman 9f5dfe8501 Remove anext() comment 2023-04-13 22:27:56 -04:00
jaredgoldman 11bd2e2f65 Use datetime | none instead of Optional[datetime] in get_bars 2023-04-13 22:04:43 -04:00
jaredgoldman ebfd490a1a Cache instead of get pairs in symbol search 2023-04-13 22:02:13 -04:00
jaredgoldman 89bb124728 Remove old comments normalize arguents and improve pair fetching log 2023-04-13 22:00:41 -04:00