b16167b8f3 
								
							
								 
							
						 
						
							
							
								
								Add prelim fqsn support into our `Symbol` type  
							
							
							
						 
						
							2022-04-10 17:30:02 -04:00  
				
					
						
							
							
								 
						
							
							
								434c340cb8 
								
							
								 
							
						 
						
							
							
								
								Move factor helper to a classmethod  
							
							
							
						 
						
							2022-04-10 17:30:02 -04:00  
				
					
						
							
							
								 
						
							
							
								94e2103bf5 
								
							
								 
							
						 
						
							
							
								
								Be mega-tolerant to feed consumer disconnects  
							
							
							
						 
						
							2022-04-10 17:30:02 -04:00  
				
					
						
							
							
								 
						
							
							
								cc026dfb1d 
								
							
								 
							
						 
						
							
							
								
								Open feeds using `Portal.open_context()`  
							
							
							
						 
						
							2022-04-10 17:30:02 -04:00  
				
					
						
							
							
								 
						
							
							
								97c2a2da3e 
								
							
								 
							
						 
						
							
							
								
								Convert `iter_ohlc_periods()` to a `@tractor.context`  
							
							
							
						 
						
							2022-04-10 17:30:02 -04:00  
				
					
						
							
							
								 
						
							
							
								039d06cc48 
								
									
								
							
								 
							
						 
						
							
							
								
								Merge pull request  #298  from pikers/kraken_cleaning  
							
							... 
							
							
							
							Kraken cleaning, disable order support due to #299 ! 
							
						 
						
							2022-04-10 17:28:20 -04:00  
				
					
						
							
							
								 
						
							
							
								58517295d2 
								
							
								 
							
						 
						
							
							
								
								Disable kraken orders due to  #299  
							
							
							
						 
						
							2022-04-10 17:27:15 -04:00  
				
					
						
							
							
								 
						
							
							
								c39fa825d0 
								
							
								 
							
						 
						
							
							
								
								More explicit order-cancel errors handling  
							
							
							
						 
						
							2022-04-10 17:07:08 -04:00  
				
					
						
							
							
								 
						
							
							
								88306a6c1e 
								
							
								 
							
						 
						
							
							
								
								Drop invalid status msg, linting cleanups  
							
							
							
						 
						
							2022-04-09 16:56:05 -04:00  
				
					
						
							
							
								 
						
							
							
								c034ea742f 
								
							
								 
							
						 
						
							
							
								
								Fix comment: filled not executed is a valid status key  
							
							
							
						 
						
							2022-04-09 16:46:25 -04:00  
				
					
						
							
							
								 
						
							
							
								d26fea70c7 
								
									
								
							
								 
							
						 
						
							
							
								
								Merge pull request  #214  from iamzoltan/kraken_orders  
							
							... 
							
							
							
							Phil MacKraken 
							
						 
						
							2022-04-09 16:45:04 -04:00  
				
					
						
							
							
								 
						
							
							
								cb970cef46 
								
							
								 
							
						 
						
							
							
								
								dark order gui patch, add filled status message  
							
							
							
						 
						
							2022-04-08 19:25:24 -04:00  
				
					
						
							
							
								 
						
							
							
								c2e654aae2 
								
							
								 
							
						 
						
							
							
								
								change logic order for handling no config case  
							
							
							
						 
						
							2022-04-07 13:03:53 -04:00  
				
					
						
							
							
								 
						
							
							
								2baa1b4605 
								
							
								 
							
						 
						
							
							
								
								fix hang when kraken is not in config  
							
							
							
						 
						
							2022-03-28 18:28:19 -04:00  
				
					
						
							
							
								 
						
							
							
								cb8e97a142 
								
							
								 
							
						 
						
							
							
								
								address latest comments, refactor the pack position function  
							
							
							
						 
						
							2022-03-23 10:34:53 -04:00  
				
					
						
							
							
								 
						
							
							
								1525c645ce 
								
							
								 
							
						 
						
							
							
								
								refactor get_positions into get_trades, and refactor pack_position with postion calc logic  
							
							
							
						 
						
							2022-03-20 13:52:45 -04:00  
				
					
						
							
							
								 
						
							
							
								fd0acd21fb 
								
							
								 
							
						 
						
							
							
								
								refactory based on github comments, change doc string style  
							
							
							
						 
						
							2022-03-06 15:17:26 -05:00  
				
					
						
							
							
								 
						
							
							
								617bf3e0da 
								
							
								 
							
						 
						
							
							
								
								fix typo and get rid of pprint of ws stream  
							
							
							
						 
						
							2022-03-06 15:17:26 -05:00  
				
					
						
							
							
								 
						
							
							
								a3345dbba2 
								
							
								 
							
						 
						
							
							
								
								cleaned up code and added loop to grab all trades for position calcs  
							
							
							
						 
						
							2022-03-06 15:17:26 -05:00  
				
					
						
							
							
								 
						
							
							
								ee0be13af1 
								
							
								 
							
						 
						
							
							
								
								repurpose ws code for ownTrades stream, get trade authentication going  
							
							
							
						 
						
							2022-03-06 15:17:26 -05:00  
				
					
						
							
							
								 
						
							
							
								b1bff1be85 
								
							
								 
							
						 
						
							
							
								
								remove ws support for orders, use rest api instead for easy oid association  
							
							
							
						 
						
							2022-03-06 15:17:26 -05:00  
				
					
						
							
							
								 
						
							
							
								46948e0a8b 
								
							
								 
							
						 
						
							
							
								
								add order cancel support over websockets  
							
							
							
						 
						
							2022-03-06 15:17:26 -05:00  
				
					
						
							
							
								 
						
							
							
								d826a66c8c 
								
							
								 
							
						 
						
							
							
								
								use a mapping from userref to oid for order ack  
							
							
							
						 
						
							2022-03-06 15:17:26 -05:00  
				
					
						
							
							
								 
						
							
							
								6c54c81f01 
								
							
								 
							
						 
						
							
							
								
								get stashed changes  
							
							
							
						 
						
							2022-03-06 15:17:26 -05:00  
				
					
						
							
							
								 
						
							
							
								0122669dd4 
								
							
								 
							
						 
						
							
							
								
								Factor out ws msg hearbeat and error handling  
							
							... 
							
							
							
							Move the core ws message handling into `stream_messages()` and call that
from 2 new stream processors: `process_data_feed_msgs()` and
`process_order_msgs()`. Add comments for hints on how to implement the
order msg parsing as well as `pprint` received msgs to console for now. 
							
						 
						
							2022-03-06 15:17:26 -05:00  
				
					
						
							
							
								 
						
							
							
								0c905920e2 
								
							
								 
							
						 
						
							
							
								
								connect to krakens openOrders websocket  
							
							
							
						 
						
							2022-03-06 15:17:26 -05:00  
				
					
						
							
							
								 
						
							
							
								03d2eddce3 
								
							
								 
							
						 
						
							
							
								
								order submission and cancellation working  
							
							
							
						 
						
							2022-03-06 15:17:26 -05:00  
				
					
						
							
							
								 
						
							
							
								96dd5c632f 
								
							
								 
							
						 
						
							
							
								
								basic order submission and cancelling with kraken  
							
							
							
						 
						
							2022-03-06 15:17:26 -05:00  
				
					
						
							
							
								 
						
							
							
								b21bbf5031 
								
							
								 
							
						 
						
							
							
								
								valdiate and ack order requests from ems  
							
							
							
						 
						
							2022-03-06 15:17:26 -05:00  
				
					
						
							
							
								 
						
							
							
								66da58525d 
								
							
								 
							
						 
						
							
							
								
								mock orders validated from kraken  
							
							
							
						 
						
							2022-03-06 15:17:26 -05:00  
				
					
						
							
							
								 
						
							
							
								b55debbe95 
								
							
								 
							
						 
						
							
							
								
								get basic order request loop receiving msgs  
							
							
							
						 
						
							2022-03-06 15:17:26 -05:00  
				
					
						
							
							
								 
						
							
							
								1fe1f88806 
								
							
								 
							
						 
						
							
							
								
								added the bones for the handle_order_requests func  
							
							
							
						 
						
							2022-03-06 15:17:26 -05:00  
				
					
						
							
							
								 
						
							
							
								3d2be3674e 
								
							
								 
							
						 
						
							
							
								
								save progress on kraken to test out unit_select_fixes  
							
							
							
						 
						
							2022-03-06 15:17:26 -05:00  
				
					
						
							
							
								 
						
							
							
								48c7b5262c 
								
							
								 
							
						 
						
							
							
								
								get positions working for kraken  
							
							
							
						 
						
							2022-03-06 15:17:26 -05:00  
				
					
						
							
							
								 
						
							
							
								ef598444c4 
								
							
								 
							
						 
						
							
							
								
								get positions from trades  
							
							
							
						 
						
							2022-03-06 15:17:26 -05:00  
				
					
						
							
							
								 
						
							
							
								0285a847d8 
								
							
								 
							
						 
						
							
							
								
								Store changes for rebase, positions prototype  
							
							
							
						 
						
							2022-03-06 15:17:26 -05:00  
				
					
						
							
							
								 
						
							
							
								88061d8799 
								
							
								 
							
						 
						
							
							
								
								Add balance to the ledger  
							
							
							
						 
						
							2022-03-06 15:17:26 -05:00  
				
					
						
							
							
								 
						
							
							
								e12af8aa4c 
								
							
								 
							
						 
						
							
							
								
								Add get_ledger function; parses raw ledger from kraken api  
							
							
							
						 
						
							2022-03-06 15:17:26 -05:00  
				
					
						
							
							
								 
						
							
							
								184edb2a90 
								
							
								 
							
						 
						
							
							
								
								wrap api method calls with uri and nonce value  
							
							
							
						 
						
							2022-03-06 15:17:26 -05:00  
				
					
						
							
							
								 
						
							
							
								b88dd380a3 
								
							
								 
							
						 
						
							
							
								
								get kraken authentication and retrieve balances  
							
							
							
						 
						
							2022-03-06 15:17:26 -05:00  
				
					
						
							
							
								 
						
							
							
								bc59d476b1 
								
									
								
							
								 
							
						 
						
							
							
								
								Merge pull request  #288  from pikers/pp_bar_fixes  
							
							... 
							
							
							
							pp bar fixes 
							
						 
						
							2022-03-04 09:18:45 -05:00  
				
					
						
							
							
								 
						
							
							
								01f5f2d015 
								
							
								 
							
						 
						
							
							
								
								Don't require a rt quote, increase client connect timeout  
							
							
							
						 
						
							2022-03-03 17:49:21 -05:00  
				
					
						
							
							
								 
						
							
							
								af3d624281 
								
							
								 
							
						 
						
							
							
								
								Just give up on discretized pp bar for now  
							
							
							
						 
						
							2022-03-03 17:15:55 -05:00  
				
					
						
							
							
								 
						
							
							
								2c9612ebd8 
								
							
								 
							
						 
						
							
							
								
								Force exact pp bar size  
							
							
							
						 
						
							2022-03-03 10:46:30 -05:00  
				
					
						
							
							
								 
						
							
							
								16b9e39e11 
								
							
								 
							
						 
						
							
							
								
								Dis-allow an allocator limit less then the current pp size  
							
							
							
						 
						
							2022-03-02 10:05:33 -05:00  
				
					
						
							
							
								 
						
							
							
								6889a25926 
								
							
								 
							
						 
						
							
							
								
								Drop pp bar clipping, hopefully fix slot sizing  
							
							
							
						 
						
							2022-03-02 10:05:33 -05:00  
				
					
						
							
							
								 
						
							
							
								5fb85d9ea0 
								
									
								
							
								 
							
						 
						
							
							
								
								Merge pull request  #287  from pikers/async_hist_loading  
							
							... 
							
							
							
							Async hist loading 
							
						 
						
							2022-03-02 10:04:25 -05:00  
				
					
						
							
							
								 
						
							
							
								f7d03489d8 
								
							
								 
							
						 
						
							
							
								
								Drop `marketstore` loading cruft (will come later)  
							
							
							
						 
						
							2022-03-01 12:39:12 -05:00  
				
					
						
							
							
								 
						
							
							
								09079b61fc 
								
							
								 
							
						 
						
							
							
								
								Comment task canceller method prototype  
							
							
							
						 
						
							2022-03-01 12:37:31 -05:00  
				
					
						
							
							
								 
						
							
							
								9d4e1c885f 
								
							
								 
							
						 
						
							
							
								
								Ignore snippets dir  
							
							
							
						 
						
							2022-03-01 12:36:32 -05:00