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40 Commits

Author SHA1 Message Date
Nelson Torres c8bb8d7893 config refactor
only one get_config method for api class and cryptofeed feed handler
2025-01-29 01:03:27 -03:00
Nelson Torres b4141d4208 move constants to venue 2025-01-29 01:03:27 -03:00
Nelson Torres 468b33cf60 refactor redundant code 2025-01-29 01:03:27 -03:00
Nelson Torres 2c2fa990ed name formatting fixes 2025-01-29 01:03:27 -03:00
Nelson Torres 7bc98f5055 get_mkt_info cleanup 2025-01-29 01:03:27 -03:00
Nelson Torres 8b4bcf134c cache_symbols refactor 2025-01-29 01:03:27 -03:00
Nelson Torres 3388bc89cc json_rpc_auth_wrapper 2025-01-29 01:03:27 -03:00
Nelson Torres b84880cce5 move object classes to venue 2025-01-29 01:03:27 -03:00
Nelson Torres 7f5e655720 Added options symbols to get_assets 2025-01-29 01:03:27 -03:00
Tyler Goodlet b8ad77e861 .clearing._ems: Don't require `first_quote['last']`
Instead just check for the field (which i'm not huge on the key-name for
anyway) and if not found get the "last price" from the real-time shm
buffer's latest 'close' sample.

Unrelatedly, use a `subs.copy()` in the `Router.client_broadcast()` loop
such that if a `client_stream` is popped on connection failure, we don't
RTE for the "size changed on iteration".
2025-01-29 01:03:27 -03:00
Tyler Goodlet dbafb64bc3 `kucoin`: repair live quotes streaming..
This must have broke at some point during the new `MktPair` and thus
`.fqme: str` updates; mas-o-menos the symbol key in the quote-msg-`dict`
was NOT set to the `MktPair.bs_fqme: str` value and thus wasn't being
processed by the downstream sampling and feed subsys.

So fix that as well as a few other refinements,
- set the `topic: mkt.bs_fqme` in quote msgs obvi.
- drop the "wait for first clearing vlm" quote poll loop; going to fix
  the sampler to handle a `first_quote` without a `'last'` key.
- add some typing around calls to `get_mkt_info()`.
- rename `stream_messages()` -> `iter_normed_quotes()`.
2025-01-29 01:03:27 -03:00
Nelson Torres 00fb5ceddd Deleted settlePlan field from binance FutesPair. 2025-01-29 01:03:27 -03:00
Nelson Torres e8d26f8b30 Added missing fields for kucoin.
feeCategory, makerFeeCoefficient, takerFeeCoefficient and st.
2025-01-29 01:03:27 -03:00
Nelson Torres fb76d1c9ed get_assets now uses public endpoint
It's better if the data is available through a public endpoint.
2025-01-29 01:03:27 -03:00
Nelson Torres 9688f4899a now using exch_info in search_symbols 2025-01-29 01:03:27 -03:00
Nelson Torres 7298374fe4 Fix bs_fqme using venue and expiry 2025-01-29 01:03:27 -03:00
Nelson Torres a7d8b5e1f4 Added expiry property for OptionPair 2025-01-29 01:03:27 -03:00
Nelson Torres 65e4bd80b2 No longer needed 2025-01-29 01:03:27 -03:00
Nelson Torres 660c580786 bs_mktid instead bs_fqme for deribits options 2025-01-29 01:03:27 -03:00
Nelson Torres a2651fd1de Fixed pair instrument name in search_symbols endpoint.
Fixed instrument in bars endpoint, for options in deribits bs_mktid instead bs_fqme.
Fixed the id is in msg.
2025-01-29 01:03:27 -03:00
Tyler Goodlet 12d557f12b data._web_bs: try to raise jsonrpc errors in parent task 2025-01-29 01:03:27 -03:00
Nelson Torres 8365b6d373 Add necessary classes in init file for deribit 2025-01-29 01:03:27 -03:00
Nelson Torres badb7342f7 Minor refactor in open_symbol_search 2025-01-29 01:03:27 -03:00
Nelson Torres b1bac1dc9f stream_quotes now using FeedInit 2025-01-29 01:03:27 -03:00
Nelson Torres be660f0275 symbol_info refactor 2025-01-29 01:03:27 -03:00
Nelson Torres 41e69af090 search_symbols output type fix 2025-01-29 01:03:27 -03:00
Nelson Torres 01e8fe18dd add get_mkt_pairs method 2025-01-29 01:03:27 -03:00
Nelson Torres b104e603db get_assets refactor 2025-01-29 01:03:27 -03:00
Nelson Torres 67424562ba formatting 2025-01-29 01:03:27 -03:00
Nelson Torres 0a92f54b59 created exch_info in api class 2025-01-29 01:03:27 -03:00
Nelson Torres bf1e2da1a7 modify self_pairs type to ChainMap 2025-01-29 01:03:27 -03:00
Nelson Torres d11e1d1ee4 Necessary imports 2025-01-29 01:03:27 -03:00
Nelson Torres cf2b507453 add get_market_info 2025-01-29 01:03:27 -03:00
Nelson Torres 61bde5a58d Necessary imports 2025-01-29 01:03:27 -03:00
Nelson Torres 43ec2e1897 minor fixes in venues 2025-01-29 01:03:27 -03:00
Nelson Torres d7669ba18b add class Pair in venues, PAIRTYPES for future uses 2025-01-29 01:03:27 -03:00
Nelson Torres 3821be082b fix syms for venues.
little refactor in get_config, and created get_fh_config for cryptofeed.
2025-01-29 01:03:27 -03:00
Nelson Torres 25d60d6bdd venues for deribit 2025-01-29 01:03:27 -03:00
Nelson Torres a9178b211d Added cryptofeed and pyarrow necessary for the feed, enable deribit
in the brokers init file, at this point the feed is working, to check
the tables use vd tool.
2025-01-29 01:03:27 -03:00
Nelson Torres ec2203168a `default.nix` is created with required nixos deps "wiring"
`pyproject.toml` update to use pikers.dev/goodboy/tractor.git, branch: `aio_abandons`.
2025-01-29 00:34:25 -03:00
2 changed files with 5 additions and 41 deletions

View File

@ -30,8 +30,7 @@ from types import ModuleType
from typing import (
Any,
Iterator,
Generator,
TYPE_CHECKING,
Generator
)
import pendulum
@ -60,10 +59,8 @@ from ..clearing._messages import (
BrokerdPosition,
)
from piker.types import Struct
from piker.log import get_logger
if TYPE_CHECKING:
from piker.data._symcache import SymbologyCache
from piker.data._symcache import SymbologyCache
from ..log import get_logger
log = get_logger(__name__)
@ -496,17 +493,6 @@ class Account(Struct):
_mktmap_table: dict[str, MktPair] | None = None,
only_require: list[str]|True = True,
# ^list of fqmes that are "required" to be processed from
# this ledger pass; we often don't care about others and
# definitely shouldn't always error in such cases.
# (eg. broker backend loaded that doesn't yet supsport the
# symcache but also, inside the paper engine we don't ad-hoc
# request `get_mkt_info()` for every symbol in the ledger,
# only the one for which we're simulating against).
# TODO, not sure if there's a better soln for this, ideally
# all backends get symcache support afap i guess..
) -> dict[str, Position]:
'''
Update the internal `.pps[str, Position]` table from input
@ -549,32 +535,11 @@ class Account(Struct):
if _mktmap_table is None:
raise
required: bool = (
only_require is True
or (
only_require is not True
and
fqme in only_require
)
)
# XXX: caller is allowed to provide a fallback
# mktmap table for the case where a new position is
# being added and the preloaded symcache didn't
# have this entry prior (eg. with frickin IB..)
if (
not (mkt := _mktmap_table.get(fqme))
and
required
):
raise
elif not required:
continue
else:
# should be an entry retreived somewhere
assert mkt
mkt = _mktmap_table[fqme]
if not (pos := pps.get(bs_mktid)):
@ -691,7 +656,7 @@ class Account(Struct):
def write_config(self) -> None:
'''
Write the current account state to the user's account TOML file, normally
something like `pps.toml`.
something like ``pps.toml``.
'''
# TODO: show diff output?

View File

@ -653,7 +653,6 @@ async def open_trade_dialog(
# in) use manually constructed table from calling
# the `.get_mkt_info()` provider EP above.
_mktmap_table=mkt_by_fqme,
only_require=list(mkt_by_fqme),
)
pp_msgs: list[BrokerdPosition] = []