70db20b07c
Merge pull request #473 from pikers/binance_ws_ep_update
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`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,
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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
jaredgoldman
5a0d29c774
Add ws token api doc link
2023-04-12 19:48:46 -04:00
jaredgoldman
13df3e70d5
Refactor sign gen into one line
2023-04-12 19:48:46 -04:00
jaredgoldman
208a8e5d7a
Remove unecessary config vars
2023-04-12 19:48:46 -04:00
jaredgoldman
ca937dff5e
Add api doc links in structs
2023-04-12 19:48:46 -04:00
jaredgoldman
c68fcf7e1c
Remove extra line from docstrings
2023-04-12 19:48:46 -04:00
jaredgoldman
48c3b333b2
Format imports with parenthesis
2023-04-12 19:48:46 -04:00
jaredgoldman
b71f6b6c67
Strip uneccesary data from ticks in l1 data feed
2023-04-12 19:48:46 -04:00
jaredgoldman
54cf648d74
Ensure sub logging dict attritbutes will be there
2023-04-12 19:48:46 -04:00
jaredgoldman
68d0327d41
Remove breakpoints, simplify backoff logic
2023-04-12 19:48:46 -04:00
jaredgoldman
68a06093e9
Format and ensure we're only grabbing the most closest bid and ask
2023-04-12 19:48:46 -04:00
jaredgoldman
52aadb374b
Add L1 data feed and correct history issue
2023-04-12 19:48:46 -04:00
jaredgoldman
dfd030a6aa
Remove float conversion of key_id again
2023-04-12 19:48:46 -04:00
jaredgoldman
788e158d9f
Stop still converting datetime to float
2023-04-12 19:48:46 -04:00
jaredgoldman
81890a39d9
Leave datetimes alone!
2023-04-12 19:48:46 -04:00
jaredgoldman
ae170f2645
Add more informative logs on startup
2023-04-12 19:48:46 -04:00
jaredgoldman
e2e5191ded
Remove breaking useless condition for determining if res is list of ohlc values
2023-04-12 19:48:46 -04:00
jaredgoldman
dcbb7fa64f
Remove float conversion for config key id
2023-04-12 19:48:46 -04:00
jaredgoldman
32107d0ac3
Strengthen retry case and add comments
2023-04-12 19:48:46 -04:00
jaredgoldman
7bdebd47d1
Add exponential retry case for history client
2023-04-12 19:48:46 -04:00
jaredgoldman
ac31bca181
Make broker creds/auth optional
2023-04-12 19:48:46 -04:00
jaredgoldman
52070c00f9
Remove typo
2023-04-12 19:48:46 -04:00
jaredgoldman
5ff0cc7905
Cast/validate streamed messages
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Update comments
Minor formatting
Minor formatting
2023-04-12 19:48:46 -04:00
jaredgoldman
6ad1e3da38
Correct typo in license
2023-04-12 19:48:46 -04:00
jaredgoldman
9bf6f557ed
Label private methods accordingly, remove cryptofeeds module
2023-04-12 19:48:46 -04:00
jaredgoldman
50e1070004
More cleanup, add comments re sub func
2023-04-12 19:48:46 -04:00
jaredgoldman
1c4c19b351
Clean up broker code,
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Add typecasting for messages/rt-data and historcal user trades
ensure we're fetching all history
add multi-symbol support
'
2023-04-12 19:48:46 -04:00
jaredgoldman
199a70880c
Spawn background ping task
2023-04-12 19:48:46 -04:00
jaredgoldman
b14b323068
Remove breakpoint in web_bs,
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ensure we only unsub if ws is connected
2023-04-12 19:48:46 -04:00
jaredgoldman
a3c7bec576
Implement working message streaming
2023-04-12 19:48:46 -04:00
jaredgoldman
ac34ca7cad
Add sub method to flow
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Stash for checkout of master
2023-04-12 19:48:46 -04:00
jaredgoldman
ade2c32adb
Succesfully connect to kucoin ws
2023-04-12 19:48:46 -04:00
jaredgoldman
109e7d7b43
Add back static API version in headers
2023-04-12 19:48:46 -04:00
jaredgoldman
1a655b7e39
Ensure we're passing the correct api version to the header builder,
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make headers a default arg
2023-04-12 19:48:46 -04:00
jaredgoldman
cda045f123
Abstract header gen to seperate function
2023-04-12 19:48:46 -04:00
jaredgoldman
7074ca7713
Implement Kucoin auth and last trades call
2023-04-12 19:48:46 -04:00
8e91e215b3
WIP - ensure `asyncio` pumps the event loop each send
2023-04-12 19:48:46 -04:00
jaredgoldman
c751c36a8b
Update trade message format
2023-04-12 19:48:46 -04:00
jaredgoldman
ad9d645782
WIP - setup basic history and streaming client
2023-04-12 19:48:46 -04:00
jaredgoldman
c96d4387c5
Start adding history client
2023-04-12 19:48:46 -04:00
jaredgoldman
5fdec8012d
Add cryptofeeds data feed module,
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Add Kucoin backend client
wip
2023-04-12 19:48:46 -04:00
609b91e848
Try out `@trio_util.async_generator` for streaming
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Apparently it will likely fix our `trio`-cancel-scopes-corrupted crash
when we try to let our `._web_bs.NoBsWs` do reconnect logic around
the asyn-generator implemented data-feed streaming routines in `binance`
and `kraken`. See the project docs for deatz; obvs we add the lib as
a dep.
2023-03-20 12:54:48 -04:00
goodboy
jaredgoldman
Tyler Goodlet