Commit Graph

26 Commits (f306c94e0d5a55f0a659b6b1c75e8c8e186cd780)

Author SHA1 Message Date
Nelson Torres f306c94e0d Venues
Moved from api to venues all the msgspecs structs, also added critical imports in api, feed and __init__ mods.
2025-01-30 15:22:17 -03:00
Tyler Goodlet 46d83e9ca9 deribit: switch to `rapidfuzz` API 2023-09-21 19:44:27 -04:00
Tyler Goodlet 4a180019f0 Swap out `fuzzywuzzy` for the newer `rapidfuzz` lib 2023-09-13 11:57:02 -04:00
Tyler Goodlet 2e878ca52a Don't pass loglevel to trade dialog endpoint
It's been getting setup in the `brokerd` daemon-actor spawn task for
a while now and worker tasks already get a ref to that global log
instance so they don't need to care (in data or trading) task spawn
endpoints.

Also move to the new `open_trade_dialog()` naming for working broker
backends B)
2023-06-27 13:41:47 -04:00
Tyler Goodlet 921e18728c Move `._cacheables.open_cached_client()` into `.brokers` pkg mod 2023-06-27 13:41:47 -04:00
Tyler Goodlet 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
Tyler Goodlet 907eaa68cb Pass `mkt: MktPair` to `.open_history_client()`
Since porting all backends to the new `FeedInit` + `MktPair` + `Asset`
style init, we can now just directly pass a `MktPair` instance to the
history endpoint(s) since it's always called *after* the live feed
`.stream_quotes()` ep B)

This has a lot of benefits including allowing brokerd backends to have
more flexible, pre-processed market endpoint meta-data that piker has
already validated; makes handling special cases in much more straight
forward as well such as forex pairs from legacy brokers XD

First pass changes all crypto backends to expect this new input, ib will
come next after handling said special cases..
2023-05-17 16:52:15 -04:00
Tyler Goodlet 23835f2c08 `deribit`: drop old `backfill_bars()` ep 2023-01-13 12:39:17 -05:00
Esmeralda Gallardo 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 00aabddfe8
Fix link 2022-08-25 09:22:15 -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 f286c79a03
Woops enable backfill_bars in module __init__.py 2022-08-24 19:41:04 -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