46d83e9ca9
deribit: switch to `rapidfuzz` API
2023-09-21 19:44:27 -04:00
4a180019f0
Swap out `fuzzywuzzy` for the newer `rapidfuzz` lib
2023-09-13 11:57:02 -04:00
9859f601ca
Invert data provider's OHLCV field defs
...
Turns out the reason we were originally making the `time: float` column in our
ohlcv arrays was bc that's what **only** ib uses XD (and/or 🤦 )
Instead we changed the default field type to be an `int` (which is also
more correct to avoid `float` rounding/precision discrepancies) and thus
**do not need to override it** in all other (crypto) backends (except
`ib`). Now we only do the customization (via `._ohlc_dtype`) to `float`
only for `ib` for now (though pretty sure we can also not do that
eventually as well..)!
2023-06-27 13:41:47 -04:00
db0b59abaa
Added support for JSONRPC requests coming from the server side
2022-12-19 13:48:10 -03:00
Guillermo Rodriguez
4facd161a9
Pull jsonrpc machinery out of deribit backend into piker.data._web_bs module and make it generic
2022-08-25 14:08:09 -03:00
Guillermo Rodriguez
43fb720877
Do multiline imports
2022-08-25 09:20:41 -03:00
Guillermo Rodriguez
9626dbd7ac
Simplify rpc machinery, and switch refs to Dict and List to builtins, make brokercheck call public broker methods and get their results again
2022-08-25 09:18:52 -03:00
Guillermo Rodriguez
accb0eee6c
Add brokercheck guard on deribit.get_client && drop method running in brokercheck
2022-08-24 19:32:54 -03:00
Guillermo Rodriguez
e97dd1cbdb
Stop using as much closures
...
Use a custom tractor branch that fixes a `maybe_open_context` re entrant related bug
2022-08-24 18:09:35 -03:00
Guillermo Rodriguez
34fb497eb4
Add aiter api to NoBsWs and rework cryptofeed relay to not be OOPy
2022-08-24 18:09:35 -03:00
Guillermo Rodriguez
6669ba6590
Switch back to using async for and dont install signal handlers on cryptofeed
2022-08-24 18:09:35 -03:00
Guillermo Rodriguez
cb8099bb8c
Add README.rst and brokers.toml section in config example
2022-08-24 18:09:35 -03:00
Guillermo Rodriguez
80a1a58bfc
Refactor cryptofeed relay api and move it to client
...
Added submit_limit and submit_cancel
Cache syms correctly
Lowercase search results
2022-08-24 18:09:32 -03:00
Guillermo Rodriguez
d60f222bb7
Add get_balances, and get_assets rpc to deribit.api.Client
...
Improve symbol_info search results
Expect cancellation on cryptofeeds asyncio task
Fix the no trades on instrument bug that we had on startup
2022-08-24 18:08:45 -03:00
Guillermo Rodriguez
2c2e43d8ac
Add comments and update cryptofeed fork url in requirements
2022-08-24 18:08:31 -03:00
Guillermo Rodriguez
212b3d620d
Tweaks on Client init to make api credentials optional
2022-08-24 18:08:29 -03:00
Guillermo Rodriguez
92090b01b8
Begin jsonrpc over ws refactor
2022-08-24 18:06:00 -03:00
Guillermo Rodriguez
9073fbc317
drop pydantic to match master
2022-08-23 15:18:45 -03:00
Guillermo Rodriguez
f55f56a29f
Refactored deribit backend into new multi file format
2022-08-23 15:18:45 -03:00
Tyler Goodlet
Esmeralda Gallardo
Guillermo Rodriguez