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
badc30baae
Add an inverse of `float_digits()`: `digits_to_dec()
2023-05-09 14:49:25 -04:00
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
0a2187a73f
Add 3.11 install tag
2023-05-08 19:35:45 -04:00
166f99b3d1
setup: reorg some deps drop unused ones
2023-05-08 13:30:09 -04:00
0d9acb1cb0
numpy: drop `numpy.float` in py311
2023-05-04 12:01:59 -04:00
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
59249a8c1e
Merge pull request #498 from pikers/small_kucoin_fixes
...
`kucoin` small fixes
2023-04-15 19:52:27 -04:00
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
jaredgoldman
63e34cf595
Typecast config, add type hint to pair in init message creation and turn init msg vals into floats
2023-04-13 21:57:54 -04:00
jaredgoldman
92f372dcc8
Use proper value for init message
2023-04-13 21:52:40 -04:00
jaredgoldman
b00abd0e51
Add a fail case ws token request
2023-04-13 21:48:17 -04:00
jaredgoldman
52a015d927
Remove typo in binance
2023-04-12 21:40:58 -04:00
jaredgoldman
2c82b2aba9
Remove breakpoint in binance
2023-04-12 20:43:28 -04:00
jaredgoldman
ff0f8dfaca
Improve client._get_ws_token docstring
2023-04-12 20:37:10 -04:00
jaredgoldman
ace04af21a
Use anext() in kucoin stream_quotes
2023-04-12 20:25:35 -04:00
70db20b07c
Merge pull request #473 from pikers/binance_ws_ep_update
...
`binance`: use built-in `anext()` add note about new ws ep URL, fix agen streaming within `NoBsWs` usage
2023-04-12 19:53:53 -04:00
jaredgoldman
d2f3a79c09
Use pendulum for header timestamp,
...
type hint cleanup
2023-04-12 19:48:46 -04:00
jaredgoldman
bedbbc3025
Only diff trade time
2023-04-12 19:48:46 -04:00
jaredgoldman
6e55f6706f
Format condition for filtering and add link to docs explaining need for filtering in the first case
2023-04-12 19:48:46 -04:00
jaredgoldman
d1b0608c88
Remove breakpoint
2023-04-12 19:48:46 -04:00
jaredgoldman
3bed3a64c3
Implement duplicate filtering at message level
2023-04-12 19:48:46 -04:00
jaredgoldman
93e7d54c5e
Add api doc links to _get_bars def
2023-04-12 19:48:46 -04:00
jaredgoldman
9db84e8029
Remove norm_pairs method and do all normalization in initial _get_pairs call
2023-04-12 19:48:46 -04:00
jaredgoldman
ea21656624
Don't cache pairs in _get_pairs call
2023-04-12 19:48:46 -04:00
Tyler Goodlet
jaredgoldman
jaredgoldman
goodboy