0c184b1b41
Port ib to new provide new tick size fields in symbol info
2021-02-06 14:37:24 -05:00
69df73afc3
Deliver symbol info from kraken; start using pydantic
2021-02-06 14:23:27 -05:00
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
03541bd368
Drop unneeded .hide(); add more comments
2021-01-26 22:16:18 -05:00
cfc36e7928
Snap y-cursor-label to min tick
2021-01-26 22:15:45 -05:00
708086cbcb
Convert contractsto dicts on errors
2021-01-26 13:34:49 -05:00
5a0612e6a8
Factor some line and label steps
2021-01-26 13:34:29 -05:00
8501a9be4f
Lol actually fix screen wakeup lookup..
2021-01-26 12:26:43 -05:00
a232e8bc39
Display order size on order lines in order mode
2021-01-26 11:36:44 -05:00
25ec5faaef
Drop removed show_label kwarg
2021-01-26 11:28:24 -05:00
b9d9dbfc4a
Support size fields on order lines; avoid overlap with L1 lines
2021-01-26 11:27:50 -05:00
990c3a1eac
Try out 3 ticks away as limit submission
2021-01-26 11:26:30 -05:00
cc5af7319f
Slightly lighter sell red, try to fix screen stuff...
2021-01-22 23:02:23 -05:00
18fafb501d
Use dashed lines for dark orders
2021-01-22 23:01:12 -05:00
4b2161a37b
Use 2 min-ticks offset for dark orders
2021-01-22 23:00:01 -05:00
f072e2551b
Snap y-axis crosshair to min tick(s)
2021-01-22 22:59:00 -05:00
50d2d8517b
Add support for dotted style level lines
2021-01-22 22:57:42 -05:00
92efb8fd8e
Expect new init message in feed from brokers
2021-01-22 22:56:42 -05:00
b4a4f12aa4
Send init message with kraken
2021-01-22 22:55:49 -05:00
10e47e349c
Include symbol deats in feed init message from ib
...
Async spawn a deats getter task whenever we load a symbol data feed.
Pass these symbol details in the first message delivered by the feed at
open. Move stream loop into a new func.
2021-01-22 17:11:53 -05:00
5327d7be5e
Add screen acquire timeout loop
2021-01-22 16:46:39 -05:00
f82127de31
Add "live order" submission using ctl-<action key>
2021-01-19 20:48:58 -05:00
7811119736
Support toggling level line highlighting
2021-01-19 20:47:55 -05:00
149820b3b0
Get "dark (order) mode" workin!
...
Basically a stop limit mode where the dirty execution-condition deats
are entirely held client side away from the broker. For now, there's
a static order size setting and a 0.5% limit setting relative to the
trigger price. Swap to using 'd' for dump and 'f' for fill - they're
easier for use with ctrl (which is used now to submit orders directly to
broker - ala "live (order) mode"). Still more kinks to work out with too
fast cancelled orders and alerts but we're getting there.
2021-01-19 16:58:01 -05:00
794665db70
Drop log msg
2021-01-18 20:28:52 -05:00
e6724b6559
Move order mode handling into charting code
2021-01-18 20:28:37 -05:00
f3ae8db04b
Big refactor; start paper client
2021-01-18 19:56:35 -05:00
2bf95d7ec7
Fix clients map typing annot
2021-01-15 21:10:08 -05:00
5acd780eb6
Get live mode correct and working
2021-01-15 21:10:08 -05:00
3e959ec260
Add fill handler to order mode
2021-01-15 21:10:08 -05:00
bdc02010cf
Finally, sanely normalize local trades event data
2021-01-15 21:10:08 -05:00
c835cc10e0
Get "live" order mode mostly workin
2021-01-15 21:10:08 -05:00
1c7da2f23b
Include bidict as dep
2021-01-15 21:10:08 -05:00
ee8caa80d4
Add order cancellation and error support
2021-01-15 21:10:08 -05:00
140f3231e7
Add basic client-side order entry to EMS
2021-01-15 21:10:08 -05:00
f9d4df7378
Start higher level order mode API
2021-01-15 21:10:08 -05:00
53c0816c5f
Add color properties for level line and label
2021-01-15 21:10:08 -05:00
c1266a7a1d
Add buy/sell colors
2021-01-15 21:10:08 -05:00
12aebcc89c
Expose "proxy" api a little better
2021-01-15 21:10:08 -05:00
e51670a573
Try dynamically loading screen
2021-01-15 21:10:08 -05:00
5503a5705a
Drop old line
2021-01-15 21:10:08 -05:00
3e7057d247
Use feed's trade streamin in ems
2021-01-15 21:10:08 -05:00
611486627f
Cleaning
2021-01-15 21:10:08 -05:00
bd180a3482
Add trades data stream routine to Feed
2021-01-15 21:10:08 -05:00
280739b51a
Add trades data streaming support
2021-01-15 21:10:08 -05:00
620f5fee6e
Wishful thinking with conditional mngrs
2021-01-15 21:10:08 -05:00
5a4f5c35ae
Merge pull request #146 from pikers/basic_alerts
...
Basic alerts
2021-01-15 21:09:33 -05:00
03074d4717
Merge pull request #145 from pikers/y_zoom
...
Y zoom
2021-01-15 21:07:02 -05:00
39e4953a6a
Get order cancellation working
2021-01-07 22:08:25 -05:00
dba8457be9
Trigger kraken sample increment after startup
2021-01-07 12:17:10 -05:00
Tyler Goodlet
goodboy