Commit Graph

6 Commits (cd592afed8f9f170501217a1c51a918d39e80319)

Author SHA1 Message Date
Tyler Goodlet 5ed8544fd1 Bleh, move `.data.types` back up to top level pkg
Since it's depended on by `.data` stuff as well as pretty much
everything else, makes more sense to expose it as a top level module
(and maybe eventually as a subpkg as we add to it).
2023-08-05 15:57:10 -04:00
Tyler Goodlet 188508575a Utilize the new `_mktmap_table` input in paper engine
In cases where a brokerd backend doesn't yet support a symcache we need
to do manual `.get_mkt_info()` queries and stash them in a table that we
pass in for the mkt failover lookup to `Account.update_from_ledger()`.
Set the `PaperBoi._mkts` to this table for use on real-time ledger
writes in `.fake_fill()`.
2023-07-26 12:21:27 -04:00
Tyler Goodlet 4a8eafabb8 Never key error on bad flow pops.. 2023-06-27 13:48:03 -04:00
Tyler Goodlet d82173dd50 Always use fully expanded FQME throughout `.clearing`
Since crypto backends now also may expand an FQME like `xbteur.kraken`
-> `xbteur.spot.kraken` (by filling in the venue token), we need to use
this identifier when looking up per-market order dialogs or submitting
new requests. The simple fix is to simply look up that expanded from
from the `Feed.flumes` table which is always keyed by the `MktPair.fqme:
str` - the expanded form.
2023-06-27 13:42:08 -04:00
Tyler Goodlet 7f39de59d4 Factor `OrderDialogs` into `.clearing._util`
It's finally a decent little design / interface and definitely can be
used in other backends like `kraken` which rolled something lower level
but more or less the same without a wrapper class.
2023-06-27 13:42:08 -04:00
Tyler Goodlet 3bf48ab597 Use a single log for entire `.clearing` subsys 2023-05-09 14:49:26 -04:00