Commit Graph

3376 Commits (d0ba9a0a587ff9815307179e288525304063b226)

Author SHA1 Message Date
Tyler Goodlet f42bc2dbce `pprint.pformat()` IB position mismatch log msgs 2023-05-09 14:49:26 -04:00
Tyler Goodlet 55b4866d5e Use `force_mkt` override in paper pps updates
When processing paper trades ledgers we normally won't have specific
`MktPair` info for the backend market we're simulating, as such we
need to look up this info when updating pps.toml files such that we
get precision info correct (particularly in the case of cryptos!) and
can also run paper ledger processing without running the simulated
clearing loop. In order to make it happen we lookup any `get_mkt_info()`
ep on the backend and pass the output to the `force_mkt` input of the
`PpTable.update_from_trans()` method.
2023-05-09 14:49:26 -04:00
Tyler Goodlet 83514b0e90 `binance`: add `get_mkt_info()` ep 2023-05-09 14:49:26 -04:00
Tyler Goodlet 21401853c4 `kraken`: add module level `get_mkt_info()`
This will (likely) act as a new backend query endpoint for other `piker`
(client) code to lookup `MktPair` info from each backend. To start it
also returns the backend-broker's local `Pair` (or wtv other type) as
well.

The main motivation for this is for our paper engine which can require
the mkt info when processing paper-trades ledgers which do not contain
appropriate info to compute position metrics.
2023-05-09 14:49:26 -04:00
Tyler Goodlet 6decd4112a kraken: drop console setup, now done during brokerd init 2023-05-09 14:49:26 -04:00
Tyler Goodlet 3f2f5edb28 kraken: rename `Client._atable` -> `_altnames` 2023-05-09 14:49:26 -04:00
Tyler Goodlet 1d2d4b40a8 Only log about pps once in order mode code 2023-05-09 14:49:26 -04:00
Tyler Goodlet 5ee044e418 Another `@acm` in `._cacheables` XD 2023-05-09 14:49:26 -04:00
Tyler Goodlet b8a975a3fd Drop `"<broker>.<account>.."` from pps.toml entries
Add special blocks to handle removing the broker account levels from
both writing and reading routines.
2023-05-09 14:49:26 -04:00
Tyler Goodlet 33a78366ff paper: always sync pps.toml state on startup 2023-05-09 14:49:26 -04:00
Tyler Goodlet 2806a4c0e5 Tweak ems msg-received log msg 2023-05-09 14:49:26 -04:00
Tyler Goodlet 2d609dceac Drop `loglevel` from `spawn_args` inputs to `maybe_spawn_daemon()` 2023-05-09 14:49:26 -04:00
Tyler Goodlet b2a5f8698d Use `--pdb` flag to config `brokerd` debug mode 2023-05-09 14:49:26 -04:00
Tyler Goodlet 70efce1631 `kraken`: handle ws connection startup status msgs 2023-05-09 14:49:26 -04:00
Tyler Goodlet a63599828b Drop masked `MktPair.size_tick_digits()` cruft 2023-05-09 14:49:26 -04:00
Tyler Goodlet f51361435f paper engine: use the `fqme` for the `bs_mktid`
Instead of stripping the broker part just use the full fqme for all
`Transaction.bs_mktid: str` values since it makes indexing the `PpTable`
much easier with less key mangling..
2023-05-09 14:49:26 -04:00
Tyler Goodlet 9770a39d7b Cancel the `OrderClient` sync-method relay task on exit 2023-05-09 14:49:26 -04:00
Tyler Goodlet 97e3c06af8 Set `emsd` log level and clearly report startup pps
Change the root-service-task entrypoint to accept the level and
setup a console log as is now expected for all sub-services. Cast all
backend delivered startup `BrokerdPosition` msgs and log them to
console.
2023-05-09 14:49:26 -04:00
Tyler Goodlet 4c1d174801 Expect `loglevel: str` in brokerd root task ep
Set the level right after spawn and once for the lifetime of the daemon.
2023-05-09 14:49:26 -04:00
Tyler Goodlet eb7a7462ad Always pass `loglevel: str` to daemon root task eps
If you want a sub-actor to write console logs (with the right level) the
`get_console_log()` call has to be made somewhere during service task
startup. Previously this wasn't well formalized nor used (depending on
daemon) so passing `loglevel` to the service's root-task-endpoint (eg.
`_setup_persistent_brokerd()`) encourages that the daemon's logging is
configured during init according to the spawner's requesting logging
config. The previous `get_console_log()` call happening inside
`maybe_spawn_daemon()` wasn't actually doing anything in the target
daemon XD, so obviously remove that and instead passthrough loglevel
to the ctx endpoints and service manager methods.
2023-05-09 14:49:26 -04:00
Tyler Goodlet 1944f75ae8 Expose `piker.clearing.OrderClient` 2023-05-09 14:49:26 -04:00
Tyler Goodlet 008bfed702 ib: lul, fix oil (cl) venue to correctly be nymex.. 2023-05-09 14:49:26 -04:00
Tyler Goodlet 56cd15fa51 ib: maybe incr client id; can't catch api errors..
Turns out we don't hookup our eventkit handler until after the
`load_aio_clients()` is complete, which means we can't get
`ib_insync.Client.apiError` events unless inside the asyncio side task.
So I guess try to report any such errors during API scan (note the
duplicate client id case is a special one from ibis itself) even though
we're not going to catch them trio side. The hack to work around this is
to just increment the client id value with the `connect_retries` led `i`
value even though that will break on more then 3 clients attached to an
API endpoint lul ..

Further adjustments that were to the end of trying to fix this proper:
- add `remove_handler_on_err()` cm to disconnect a handler when the trio
  side of the channel closes.
- actually connect to client api erros in our `Client.inline_errors()`
- increase connect timeout to a sec.
- change the trio-asyncio proxy response-msg loop over to `match:`
  syntax and raise on unhandled msgs from eventkit handlers.
2023-05-09 14:49:26 -04:00
Tyler Goodlet 879657cc75 Detail `pikerd` sock bind collision in error 2023-05-09 14:49:26 -04:00
Tyler Goodlet fb13c7cbf6 `ib`: drop pp mismatch err block, we already do it in audit routine 2023-05-09 14:49:26 -04:00
Tyler Goodlet 72abe98475 Async-ify order client methods and some renaming
We previously only offered a sync API (which was recently renamed to
`.<meth>_nowait()` style) since initially all order control was from our
`OrderMode` Qt driven UI/UX. This adds the equivalent async methods for
both testing as well as eventual auto-strat driven control B)

Also includes a bunch of renaming:
- `OrderBook` -> `OrderClient`.
- better internal renaming of the client's mem chan vars and add a ref
  `._ems_stream: tractor.MsgStream`.
- drop `get_orders()` factory, just always check for the actor-global
  instance and always set the ems stream on that client (in case old one
  was closed).
2023-05-09 14:49:26 -04:00
Tyler Goodlet 48f096995f `kraken`: write ledger and pps files on startup 2023-05-09 14:49:26 -04:00
Tyler Goodlet 2cc77c21ba Rework paper engine for "offline" pp loading
This will end up being super handy for testing our accounting subsystems
as well as providing unified and simple cli utils for managing ledgers
and position tracking. Allows loading the paper boi without starting
a data feed and instead just trigger ledger and pps loading without
starting the entire clearing engine.

Deatz:
- only init `PaperBoi` and start clearing loop (tasks) if a non-`None`
  fqme is provided, ow just `Context.started()` the existing pps msgs
  as loaded from the ledger.
- always update both the ledger and pp table on startup and pass
  a single instance of each obj to the `PaperBoi` for reuse (without
  opening and closing backing config files since we now have
  `.write_config()`).
- drop the global `_positions` dict, it's not needed any more if we use
  a `PaperBoi.ppt: PpTable` which persists with the engine actor's
  lifetime.
2023-05-09 14:49:26 -04:00
Tyler Goodlet 1560330acd Convert `Flume.MktPair.size_tick` to float for dark clearing 2023-05-09 14:49:26 -04:00
Tyler Goodlet a74caa9f77 Add paper engine "offline loading" support to the ledger cli 2023-05-09 14:49:26 -04:00
Tyler Goodlet 61fb783c4e Formalize a ledger type + API: `TransactionLedger`
Add a new `class TransactionLedger(collections.UserDict)` for managing
ledger (files) from a `dict`-like API. The main motivations being easy
conversion between `dict` <-> `Transaction` obj forms as well as dynamic
(toml) file updates via a set of methods:

- `.write_config()` to render and write state to the local toml file.
- `.iter_trans()` to allow iterator style conversion to `Transaction`
  form for each entry.
- `.to_trans()` for the dict output from the above.

Some adjustments to `Transaction` namely making `.sym/.sys` optional for
now so that paper engine entries can be loaded (offline) without
connecting to the emulated broker backend. Move to using `pathlib.Path`
throughout for bootyful toml file mgmt B)
2023-05-09 14:49:26 -04:00
Tyler Goodlet 9f7aa3d1ff Always use the "most resolved" `Position.symbol: MktPair`
When loading a `Position` from a pps file we might not have the entire
`MktPair` field-set loaded (though going forward that shouldn't really
ever happen except in the case of a legacy `pps.toml`), in which case we
can check if the `.fqme: str` value loaded from the transaction is
longer and use that instead - presuming it must have more mkt meta-data
filled out.

Also includes some more `fqsn` -> `fqme` renames.
2023-05-09 14:49:26 -04:00
Tyler Goodlet 50be10a9bd `ib`: keep broker name in `Transaction.fqsn` 2023-05-09 14:49:26 -04:00
Tyler Goodlet 29a5910b90 `ib`: move flex utils to new submod 2023-05-09 14:49:26 -04:00
Tyler Goodlet a336def65f `ib`: again, only *update* ledger records from API 2023-05-09 14:49:26 -04:00
Tyler Goodlet 2cb59fe450 Flatter format for pos/ledger mngr statements 2023-05-09 14:49:26 -04:00
Tyler Goodlet 4494acbc01 Write a separate `pps.<brokername>.<accountname>.toml` file per account 2023-05-09 14:49:26 -04:00
Tyler Goodlet 7b3d724908 Rework `.config` routines to use `pathlib.Path`
Been meaning to do this port for a while and since it makes passing
around file handles (presumably alongside the in mem obj form) a lot
simpler/nicer and the implementations of all the config file handling
much more terse with less presumptions about the form of filename/dir
`str` values all over the place B)

moar technically, let's us:
- drop remaining `.config` usage of `os.path`.
- return `Path`s from most routines.
- adds a special case to `get_conf_path()` such that if the input name
  contains a `pps.` pattern, we avoid validating the name; this is going
  to be used by new `.accounting.open_pps()` code which will instead
  write a separate TOML file for each account B)
2023-05-09 14:49:26 -04:00
Tyler Goodlet bc249fbeca Move `.clearing._allocate` -> `accounting._allocate` 2023-05-09 14:49:26 -04:00
Tyler Goodlet 53c76d3680 Drop `Optional` use from daemon mod 2023-05-09 14:49:26 -04:00
Tyler Goodlet 60123066e1 Use our `@acm` alias in paper eng 2023-05-09 14:49:26 -04:00
Tyler Goodlet 29ad20bc63 `ib`: only process ledger-txs once per client
Previous we were re-processing all ledgers for every position msg
received from the API, per client.. Instead do that once in a first pass
and drop all key-miss lookups for `bs_mktid`s; it should never happen.

Better typing for in-routine vars, convert pos msg/objects to `dict`
prior to logging so it's sane to read on console. Skip processing
specifically option contracts for now.
2023-05-09 14:49:26 -04:00
Tyler Goodlet 978c59f5f0 `ib`: break up data vs. broker enabled modules 2023-05-09 14:49:26 -04:00
Tyler Goodlet 2c23bc166b First working `brokerd` -> `trades_dialogue()` ep loader 2023-05-09 14:49:26 -04:00
Tyler Goodlet ff285fbbda `binance`: adjust earch to expect `Pair`s 2023-05-09 14:49:26 -04:00
Tyler Goodlet e0067a4e1d WIP: trying out `typer` for ledger cli 2023-05-09 14:49:26 -04:00
Tyler Goodlet 485a17af26 Drop weird extra line from license headers 2023-05-09 14:49:26 -04:00
Tyler Goodlet c5b172a7df `binance`: pre-process `Pair` filters at init
Allows us to keep the struct frozen as well avoid complexity in the pure
data type. Also changes `.price/size_tick` to plain ol' properties.
2023-05-09 14:49:26 -04:00
Tyler Goodlet b718b5634e `binance`: use `MktPair` in live feed setup
Turns out `binance` is pretty great with their schema  since they have
more or less the same data schema for their exchange info ep which we
wrap in a `Pair` struct:
https://binance-docs.github.io/apidocs/spot/en/#exchange-information

That makes it super easy to provide the most general case for filling
out a `MktPair` with both `.src/dst: Asset` to maintain maximum
meta-data B)

Deatz:
- adjust `Pair` to have `.size/price_tick: Decimal` by parsing out
  the values from the filters field; TODO: we should probably just rewrite
  the input `.filter` at init time so we can keep the frozen style.
- rename `Client.mkt_info()` (was `.symbol_info` to `.exch_info()`
  better matching the ep name and have it build, cache, and return
  a `dict[str, Pair]`; allows dropping `.cache_symbols()`
- only pass the `mkt_info: MktPair` field in the init msg!
2023-05-09 14:49:26 -04:00
Tyler Goodlet 8f79c37b99 Generalize `MktPair.from_msg()` handling
Accept a msg with any of:
- `.src: Asset` and `.dst: Asset`
- `.src: str` and `.dst: str`
- `.src: Asset` and `.dst: str`

but not the final combo tho XD
Also, fix `.key` to properly cast any `.src: Asset` to string!
2023-05-09 14:49:26 -04:00
Tyler Goodlet aa5f25231a `ib`: never override existing ledger records
If user has loaded from a flex report then we don't want the API records
from the same period to override those; instead just update with any
missing fields from the API schema.

Also, always `str`-ify the contract id (what is set for the `.bs_mktid`
*before* packing into transaction type to ensure when serialized to
`pps.toml` there are no discrepancies at the codec level.. smh
2023-05-09 14:49:26 -04:00
Tyler Goodlet f3049016d6 `ib`: drop use of `_account2clients` in `load_clients_for_trio()`
Instead adjust `load_aio_clients()` to only reload clients detected as
non-loaded or disconnected (2 birds), and avoid use of the global module
table which could result in stale disconnected clients persisting on
multiple `brokerd` client reconnects, resulting in error.
2023-05-09 14:49:26 -04:00
Tyler Goodlet 16e11d447c Move toml table decoder to separate mod 2023-05-09 14:49:26 -04:00
Tyler Goodlet 199a5e8b38 `ib`: stick exc handler around client connection erros 2023-05-09 14:49:26 -04:00
Tyler Goodlet 59b095b2d5 `kraken`: heh, use `trio_util` for trades streamz tooo XD 2023-05-09 14:49:26 -04:00
Tyler Goodlet c59ec77d9c WIP: refactor ib pp load init 2023-05-09 14:49:26 -04:00
Tyler Goodlet 3e5da64571 Cache contract lookups from `Client.get_con()` 2023-05-09 14:49:26 -04:00
Tyler Goodlet 1c576d72d1 Dump `Position`s as pformatted dicts for now.. 2023-05-09 14:49:26 -04:00
Tyler Goodlet ea42f66b54 Use common `.brokers` logger in most backends 2023-05-09 14:49:26 -04:00
Tyler Goodlet 2ae9576cd8 Add common logger instance for `.brokers` 2023-05-09 14:49:26 -04:00
Tyler Goodlet a462de6f2d Use a single log for entire `.service` subsys 2023-05-09 14:49:26 -04:00
Tyler Goodlet 3bf48ab597 Use a single log for entire `.clearing` subsys 2023-05-09 14:49:26 -04:00
Tyler Goodlet 2454dda18f Use `MktPair` attr `.size_tick` in charting 2023-05-09 14:49:26 -04:00
Tyler Goodlet 7498cbb5f4 Use `Struct.copy()` with update dict for `Order` from staged 2023-05-09 14:49:25 -04:00
Tyler Goodlet 581782800d Rename `Client.send_update()` -> `.update_nowait()` 2023-05-09 14:49:25 -04:00
Tyler Goodlet 069466218e Use `str(cmd.symbol)` for fqme on cancels, add `_nowait()` method names 2023-05-09 14:49:25 -04:00
Tyler Goodlet fd9e484b55 Add `.__str__()` to mktpair and symbol types, fix `MktPair.fqme` token order 2023-05-09 14:49:25 -04:00
Tyler Goodlet 406565f74d Rename `fqsn` -> `fqme` in paper engine 2023-05-09 14:49:25 -04:00
Tyler Goodlet 6272cae8d4 Drop more `Optional` usage on our `Struct` 2023-05-09 14:49:25 -04:00
Tyler Goodlet dc2332c980 '`kraken`: finally, use new `MktPair` in `'mkt_info'` init msg field!' 2023-05-09 14:49:25 -04:00
Tyler Goodlet 7be85a882b Drop use of legacy `Symbol.broker_info` in display startup 2023-05-09 14:49:25 -04:00
Tyler Goodlet b6df83a0e9 Typecast `OrderMode.staged.symbol: str` before `.copy()`! 2023-05-09 14:49:25 -04:00
Tyler Goodlet d62fb655eb `kraken`: parse our source asset key and set on `MktPair.src: str` 2023-05-09 14:49:25 -04:00
Tyler Goodlet a9778e4001 Always cast `Order.symbol: str` for now
To make nested `msgspec.Struct`s work we need to tell the codec that the
`.symbol` is some struct def, since we don't really need to enforce that
(yet) we're just going to enc/dec as `str` until we further formalize
and/or need something more complex.
2023-05-09 14:49:25 -04:00
Tyler Goodlet 580165f2f4 Expect new `MktPair.tick_size: Decimal` attr in ems 2023-05-09 14:49:25 -04:00
Tyler Goodlet 0f3041724b Use `MktPair` for `Flume.symbol` when used by backend
Initial attempt at getting the sampling and shm layer to use the new mkt
info meta-data type. Draft out a potential `BackendInitMsg:
msgspec.Struct` for validating the init msg returned from the
`stream_quotes()` start value; obvs don't actually use it yet.
2023-05-09 14:49:25 -04:00
Tyler Goodlet 1d08ee6d01 `.clearing`: broad rename of `fqsn` -> `fqme` 2023-05-09 14:49:25 -04:00
Tyler Goodlet d4a5a3057c Add `MktPair.suffix: str` read from contract info
To be compat with the `Symbol` (for now) and generally allow for reading
the (derivative) contract specific part of the fqme. Adjust
`contract_info: list[str]` and make `src: str = ''` by default.
2023-05-09 14:49:25 -04:00
Tyler Goodlet 452cd7db8a Optionally load `MktPair` in `Flume`s 2023-05-09 14:49:25 -04:00
Tyler Goodlet 2cc80d53ca First stage port of `.data.feed` to `MktPair`
Add `MktPair` handling block for when a backend delivers
a `mkt_info`-field containing init msg. Adjust the original
`Symbol`-style `'symbol_info'` msg processing to do `Decimal` defaults
and convert to `MktPair` including slapping in a hacky `_atype: str`
field XD

General initial name changes to `bs_mktid` and `_fqme` throughout!
2023-05-09 14:49:25 -04:00
Tyler Goodlet 7eb0b1d249 Comment about `Struct.typecast()` conflict with frozen instances 2023-05-09 14:49:25 -04:00
Tyler Goodlet 589b3f4201 Default `pps.toml` precision fields to `Decimal`
For `price_tick` and `size_tick` we read in `str` and decimal-ize
and now correctly fail over to default values of the same type..
Also, always treat `bs_mktid` field as a `str` in TOML form.

Drop the strange `clears: dict` var from the loading code (not sure why
that was left in smh) and better name `toml_clears_list` for the
TOML-loaded-pre-transaction sequence.
2023-05-09 14:49:25 -04:00
Tyler Goodlet 6d5d9731ed Implement `MktPair.from_msg()` constructor
Handle case where `'dst'` field is just a `str` (in which case delegate to
`.from_fqme()`) as well as do `Asset` loading and use our
`Struct.copy()` to enforce type-casting to (for eg. `Decimal`s) such
that we'll now capture typing errors despite IPC transport.

Change `Symbol.tick_size` and `.lot_tick_size` defaults to decimal
for proper casting and type `MktPair.atype: str` since `msgspec` can't
cast to `AssetTypeName` without special handling..
2023-05-09 14:49:25 -04:00
Tyler Goodlet 25363ebd2e `ib`: deliver mkt precision info as `Decimal` 2023-05-09 14:49:25 -04:00
Tyler Goodlet b9c7e1b0c7 `binance`: deliver mkt precision info as `Decimal` 2023-05-09 14:49:25 -04:00
Tyler Goodlet ea9ea4a6d7 Rename `float_digits()` -> `dec_digits()`, since decimal. 2023-05-09 14:49:25 -04:00
Tyler Goodlet 76cd5519b3 Fix `Symbol.tick_size_digits`, add `.price/size_tick` props 2023-05-09 14:49:25 -04:00
Tyler Goodlet 677a6fc113 Cast to float from decimal for level line y-increment
Qt only accepts `float` to it's APIs obvs..
2023-05-09 14:49:25 -04:00
Tyler Goodlet 99199905b6 Add parity mapping from altnames back to themsevles in `Client._ntable` 2023-05-09 14:49:25 -04:00
Tyler Goodlet 55b6cba31e Encode a `mktpair` field if passed in msg by caller 2023-05-09 14:49:25 -04:00
Tyler Goodlet 17b976eb88 Use `MktPair` building `Position` objects in `PpTable.update_from_trans()` 2023-05-09 14:49:25 -04:00
Tyler Goodlet 7a8e615fa6 Explicitly decode tick sizes as decimal for symbol loading in `Flume` 2023-05-09 14:49:25 -04:00
Tyler Goodlet 335e8d10d4 Cast back to float from decimal for cursor y-increment 2023-05-09 14:49:25 -04:00
Tyler Goodlet 6431071b2a Pass old fields in sym info init msg section 2023-05-09 14:49:25 -04:00
Tyler Goodlet 8fdff8769d Ensure `Symbol` tick sizes are decoded as `Decimal`.. 2023-05-09 14:49:25 -04:00
Tyler Goodlet 66782d29d1 `kraken`: use `Client.mkt_info()` in quotes feed init msg 2023-05-09 14:49:25 -04:00
Tyler Goodlet cfbba9e0b3 Add `MktPair._atype` for back-compat, always `str(.dst)` 2023-05-09 14:49:25 -04:00
Tyler Goodlet 7aba290541 `kraken`: use `MktPair` in trasactions 2023-05-09 14:49:25 -04:00
Tyler Goodlet da10422160 `kraken`: add `Client.mkt_info()`
Allows building a `MktPair` from the backend specific `Pair` for
eventual use in the data feed layer. Also adds `Pair.price/tick_size` to
get to the expected tick precision info format.
2023-05-09 14:49:25 -04:00
Tyler Goodlet 9e2eff507e Drop shm logging levels to debug over warning 2023-05-09 14:49:25 -04:00
Tyler Goodlet 71fc8b95dd Flip to `.bs_mktid` in `ib` and `kraken` 2023-05-09 14:49:25 -04:00
Tyler Goodlet 72c97d4672 Handle read and write of `pps.toml` using `MktPair`
Add a logic branch for now that switches on an instance check.
Generally swap over all `Position.symbol` and `Transaction.sym` refs to
`MktPair`. Do a wholesale rename of all `.bsuid` var names to
`.bs_mktid`.
2023-05-09 14:49:25 -04:00
Tyler Goodlet 7b28c7a43f Prep for dropping `Transaction.sym`
Instead let's name it `.sys` for "system", the thing we use to conduct
the "transactions" ..

Also rename `.bsuid` -> `.bs_mktid` for "backend system market id`
which is more explicit, easier to remember and read.
2023-05-09 14:49:25 -04:00
Tyler Goodlet cf9442f4d5 Further refinement and shimming of `MktPair`
Prepping to entirely replace `Symbol`; this adds a buncha docs/comments,
better implementation for representing and parsing the FQME: "fully
qualified market endpoint".

Deatz:
- make `.src` an optional field until we figure out how we're going
  to support loading source assets from all backends sensibly..
- implement `MktPair.fqme: str` (what was previously called `fqsn`)
  using a new util func: `maybe_cons_tokens()`.
- `Symbol.brokers` and expect only `.broker` usage.
- remap anything with `fqsn` in the name to `fqme` with aliases from the
  old name.
- implement `unpack_fqme()` with `match:` syntax B)
- add `MktPair.tick_size_digits`, `.lot_size_digits`, `.fqsn`, `.key` for
  backward compat.
- make all fqme generation related fields empty `str`s by default.
- add `MktPair.resolved: bool` a flag indicating whether or not `.dst`
  is an `Asset` instance or just a string and, `.bs_mktid` the field
  to hold the "backend system market id" per broker.
2023-05-09 14:49:25 -04:00
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 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 0d9acb1cb0 numpy: drop `numpy.float` in py311 2023-05-04 12:01:59 -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
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
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