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41 Commits

Author SHA1 Message Date
Nelson Torres 3dcee16bf6 config refactor
only one get_config method for api class and cryptofeed feed handler
2025-01-29 15:44:33 -03:00
Nelson Torres 1f41b151d7 move constants to venue 2025-01-29 15:44:33 -03:00
Nelson Torres e8c196fd88 refactor redundant code 2025-01-29 15:44:33 -03:00
Nelson Torres 7cefb202fb name formatting fixes 2025-01-29 15:44:33 -03:00
Nelson Torres ddb4c0269f get_mkt_info cleanup 2025-01-29 15:44:33 -03:00
Nelson Torres 139f62f4de cache_symbols refactor 2025-01-29 15:44:33 -03:00
Nelson Torres 338e292002 json_rpc_auth_wrapper 2025-01-29 15:44:33 -03:00
Nelson Torres 13af0a90eb move object classes to venue 2025-01-29 15:44:33 -03:00
Nelson Torres e84781ca1e Added options symbols to get_assets 2025-01-29 15:44:33 -03:00
Nelson Torres 576b15e2c6 get_assets now uses public endpoint
It's better if the data is available through a public endpoint.
2025-01-29 15:44:33 -03:00
Nelson Torres b7e54571ea now using exch_info in search_symbols 2025-01-29 15:44:33 -03:00
Nelson Torres 1a295c0c21 Fix bs_fqme using venue and expiry 2025-01-29 15:44:33 -03:00
Nelson Torres f057a20bfa Added expiry property for OptionPair 2025-01-29 15:44:33 -03:00
Nelson Torres 9dba47902e No longer needed 2025-01-29 15:44:33 -03:00
Nelson Torres e0ecef04bb bs_mktid instead bs_fqme for deribits options 2025-01-29 15:44:33 -03:00
Nelson Torres 266347bcdb 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 15:44:33 -03:00
Tyler Goodlet 051d43b559 data._web_bs: try to raise jsonrpc errors in parent task 2025-01-29 15:44:33 -03:00
Nelson Torres ac3ea5d960 Add necessary classes in init file for deribit 2025-01-29 15:44:33 -03:00
Nelson Torres cd1ad13720 Minor refactor in open_symbol_search 2025-01-29 15:44:33 -03:00
Nelson Torres 941340f853 stream_quotes now using FeedInit 2025-01-29 15:44:33 -03:00
Nelson Torres b046151464 symbol_info refactor 2025-01-29 15:44:33 -03:00
Nelson Torres f3d810f3ef search_symbols output type fix 2025-01-29 15:44:33 -03:00
Nelson Torres 1c433e7bda add get_mkt_pairs method 2025-01-29 15:44:33 -03:00
Nelson Torres af0bba5667 get_assets refactor 2025-01-29 15:44:33 -03:00
Nelson Torres 28bbf11484 formatting 2025-01-29 15:44:33 -03:00
Nelson Torres d1c00de05b created exch_info in api class 2025-01-29 15:44:33 -03:00
Nelson Torres 30caac4c27 modify self_pairs type to ChainMap 2025-01-29 15:44:33 -03:00
Nelson Torres 3de985d3cd Necessary imports 2025-01-29 15:44:33 -03:00
Nelson Torres cf46671e4b add get_market_info 2025-01-29 15:44:33 -03:00
Nelson Torres 87b0ac2331 Necessary imports 2025-01-29 15:44:33 -03:00
Nelson Torres d014f6f37d minor fixes in venues 2025-01-29 15:44:33 -03:00
Nelson Torres f50e7ad5f0 add class Pair in venues, PAIRTYPES for future uses 2025-01-29 15:44:33 -03:00
Nelson Torres de55fbd44a fix syms for venues.
little refactor in get_config, and created get_fh_config for cryptofeed.
2025-01-29 15:44:33 -03:00
Nelson Torres e941afc491 venues for deribit 2025-01-29 15:44:33 -03:00
Nelson Torres 2ed8b47883 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 15:44:33 -03:00
Nelson Torres bda7e69ad9 `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 15:40:31 -03:00
Tyler Goodlet 0223074d24 Allow ledger passes to ignore (symcache) unknown fqmes
For example in the paper-eng, if you have a backend that doesn't fully
support a symcache (yet) it's handy to be able to ignore processing
other paper-eng txns when all you care about at the moment is the
simulated symbol.

NOTE, that currently this will still result in a key-error when you load
more then one mkt with the paper engine (for which the backend does not
have the symcache implemented) since no fqme ad-hoc query was made for
the 2nd symbol (and i'm not sure we should support that kinda hackery
over just encouraging the sym-cache being added?). Def needs a little
more thought depending on how many backends are never going to be able
to (easily) support caching..
2025-01-29 15:36:35 -03:00
Tyler Goodlet 77d73d27db .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 15:36:35 -03:00
Tyler Goodlet 411b517d8d `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 15:36:35 -03:00
Nelson Torres 12250a7bb1 Deleted settlePlan field from binance FutesPair. 2025-01-29 15:36:35 -03:00
Nelson Torres ddfffc38b0 Added missing fields for kucoin.
feeCategory, makerFeeCoefficient, takerFeeCoefficient and st.
2025-01-29 15:36:35 -03:00
2 changed files with 41 additions and 5 deletions

View File

@ -30,7 +30,8 @@ from types import ModuleType
from typing import (
Any,
Iterator,
Generator
Generator,
TYPE_CHECKING,
)
import pendulum
@ -59,8 +60,10 @@ from ..clearing._messages import (
BrokerdPosition,
)
from piker.types import Struct
from piker.data._symcache import SymbologyCache
from ..log import get_logger
from piker.log import get_logger
if TYPE_CHECKING:
from piker.data._symcache import SymbologyCache
log = get_logger(__name__)
@ -493,6 +496,17 @@ 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
@ -535,11 +549,32 @@ 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..)
mkt = _mktmap_table[fqme]
if (
not (mkt := _mktmap_table.get(fqme))
and
required
):
raise
elif not required:
continue
else:
# should be an entry retreived somewhere
assert mkt
if not (pos := pps.get(bs_mktid)):
@ -656,7 +691,7 @@ 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

@ -653,6 +653,7 @@ 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] = []