 jaredgoldman
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dae56baeba
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Refactor streaming logic to be less nested and readable
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2023-04-16 10:12:29 -04:00 |
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jaredgoldman
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9706803220
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Refactor streaming logic to be less nested and readable
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2023-04-16 10:11:17 -04:00 |
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jaredgoldman
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8403d8a482
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Simplify numpy mapping logic
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2023-04-15 21:05:25 -04:00 |
jaredgoldman
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59249a8c1e
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Merge pull request #498 from pikers/small_kucoin_fixes
`kucoin` small fixes
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2023-04-15 19:52:27 -04:00 |
Tyler Goodlet
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a111819667
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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`
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2023-04-14 19:05:19 -04:00 |
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jaredgoldman
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4f576b6f36
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Fix typo with ts vars
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2023-04-13 22:37:17 -04:00 |
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jaredgoldman
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672c01f13a
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Use trade_data_ts for trade message receival
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2023-04-13 22:35:21 -04:00 |
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jaredgoldman
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f67ffeb70f
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Remove extra Noen check on msg.get
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2023-04-13 22:34:04 -04:00 |
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jaredgoldman
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1b1e35d32d
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Add comment explaining waiting for first trade quote
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2023-04-13 22:28:44 -04:00 |
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jaredgoldman
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9f5dfe8501
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Remove anext() comment
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2023-04-13 22:27:56 -04:00 |
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jaredgoldman
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11bd2e2f65
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Use datetime | none instead of Optional[datetime] in get_bars
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2023-04-13 22:04:43 -04:00 |
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jaredgoldman
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ebfd490a1a
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Cache instead of get pairs in symbol search
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2023-04-13 22:02:13 -04:00 |
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jaredgoldman
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89bb124728
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Remove old comments normalize arguents and improve pair fetching log
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2023-04-13 22:00:41 -04:00 |
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jaredgoldman
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63e34cf595
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Typecast config, add type hint to pair in init message creation and turn init msg vals into floats
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2023-04-13 21:57:54 -04:00 |
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jaredgoldman
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92f372dcc8
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Use proper value for init message
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2023-04-13 21:52:40 -04:00 |
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jaredgoldman
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b00abd0e51
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Add a fail case ws token request
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2023-04-13 21:48:17 -04:00 |
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jaredgoldman
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52a015d927
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Remove typo in binance
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2023-04-12 21:40:58 -04:00 |
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jaredgoldman
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2c82b2aba9
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Remove breakpoint in binance
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2023-04-12 20:43:28 -04:00 |
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jaredgoldman
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ff0f8dfaca
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Improve client._get_ws_token docstring
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2023-04-12 20:37:10 -04:00 |
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jaredgoldman
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ace04af21a
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Use anext() in kucoin stream_quotes
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2023-04-12 20:25:35 -04:00 |
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jaredgoldman
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d2f3a79c09
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Use pendulum for header timestamp,
type hint cleanup
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2023-04-12 19:48:46 -04:00 |
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jaredgoldman
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bedbbc3025
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Only diff trade time
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2023-04-12 19:48:46 -04:00 |
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jaredgoldman
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6e55f6706f
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Format condition for filtering and add link to docs explaining need for filtering in the first case
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2023-04-12 19:48:46 -04:00 |
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jaredgoldman
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d1b0608c88
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Remove breakpoint
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2023-04-12 19:48:46 -04:00 |
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jaredgoldman
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3bed3a64c3
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Implement duplicate filtering at message level
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2023-04-12 19:48:46 -04:00 |
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jaredgoldman
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93e7d54c5e
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Add api doc links to _get_bars def
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2023-04-12 19:48:46 -04:00 |
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jaredgoldman
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9db84e8029
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Remove norm_pairs method and do all normalization in initial _get_pairs call
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2023-04-12 19:48:46 -04:00 |
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jaredgoldman
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ea21656624
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Don't cache pairs in _get_pairs call
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2023-04-12 19:48:46 -04:00 |
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jaredgoldman
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5a0d29c774
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Add ws token api doc link
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2023-04-12 19:48:46 -04:00 |
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jaredgoldman
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13df3e70d5
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Refactor sign gen into one line
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2023-04-12 19:48:46 -04:00 |
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jaredgoldman
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208a8e5d7a
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Remove unecessary config vars
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2023-04-12 19:48:46 -04:00 |
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jaredgoldman
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ca937dff5e
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Add api doc links in structs
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2023-04-12 19:48:46 -04:00 |
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jaredgoldman
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c68fcf7e1c
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Remove extra line from docstrings
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2023-04-12 19:48:46 -04:00 |
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jaredgoldman
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48c3b333b2
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Format imports with parenthesis
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2023-04-12 19:48:46 -04:00 |
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jaredgoldman
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b71f6b6c67
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Strip uneccesary data from ticks in l1 data feed
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2023-04-12 19:48:46 -04:00 |
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jaredgoldman
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54cf648d74
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Ensure sub logging dict attritbutes will be there
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2023-04-12 19:48:46 -04:00 |
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jaredgoldman
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68d0327d41
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Remove breakpoints, simplify backoff logic
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2023-04-12 19:48:46 -04:00 |
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jaredgoldman
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68a06093e9
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Format and ensure we're only grabbing the most closest bid and ask
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2023-04-12 19:48:46 -04:00 |
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jaredgoldman
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52aadb374b
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Add L1 data feed and correct history issue
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2023-04-12 19:48:46 -04:00 |
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jaredgoldman
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dfd030a6aa
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Remove float conversion of key_id again
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2023-04-12 19:48:46 -04:00 |
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jaredgoldman
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788e158d9f
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Stop still converting datetime to float
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2023-04-12 19:48:46 -04:00 |
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jaredgoldman
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81890a39d9
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Leave datetimes alone!
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2023-04-12 19:48:46 -04:00 |
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jaredgoldman
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ae170f2645
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Add more informative logs on startup
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2023-04-12 19:48:46 -04:00 |
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jaredgoldman
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e2e5191ded
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Remove breaking useless condition for determining if res is list of ohlc values
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2023-04-12 19:48:46 -04:00 |
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jaredgoldman
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dcbb7fa64f
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Remove float conversion for config key id
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2023-04-12 19:48:46 -04:00 |
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jaredgoldman
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32107d0ac3
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Strengthen retry case and add comments
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2023-04-12 19:48:46 -04:00 |
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jaredgoldman
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7bdebd47d1
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Add exponential retry case for history client
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2023-04-12 19:48:46 -04:00 |
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jaredgoldman
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ac31bca181
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Make broker creds/auth optional
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2023-04-12 19:48:46 -04:00 |
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jaredgoldman
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52070c00f9
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Remove typo
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2023-04-12 19:48:46 -04:00 |
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jaredgoldman
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5ff0cc7905
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Cast/validate streamed messages
Update comments
Minor formatting
Minor formatting
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2023-04-12 19:48:46 -04:00 |