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Author SHA1 Message Date
Tyler Goodlet 07502aab1e Doc-n-clean `.data._web_bs.open_jsonrpc_session()`
Add a doc-string reflecting recent refinements, drop all the old hook
params, rename `n: trio.Nursery` -> `tn` for "task nursery" fitting with
code base's naming style.
2025-02-12 11:28:09 -05:00
Tyler Goodlet 492d673ec0 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..
2025-02-12 11:28:09 -05:00
Tyler Goodlet cf9cb67b5d .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".
2025-02-12 11:28:09 -05:00
Tyler Goodlet 897d51d564 data._web_bs: try to raise jsonrpc errors in parent task 2025-02-12 11:28:09 -05:00
Tyler Goodlet 17e29715af Mask no-data pause, add perps to no-`/src`-in-fqme asset set
Was orig for debugging an issue with `kucoin` i think but definitely
shouldn't be left in XD

Also add `'perpetual_future'` to the `.start_backfill()` input literal
set since we don't expect the 'btc/usd.perp.binance' for now.
2025-02-12 11:26:35 -05:00
Tyler Goodlet 68940e8a73 `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()`.
2025-02-12 11:24:36 -05:00
Nelson Torres 42fdb204dc Deleted settlePlan field from binance FutesPair. 2025-02-12 11:24:36 -05:00
Nelson Torres 0ea0f3f293 Added missing fields for kucoin.
feeCategory, makerFeeCoefficient, takerFeeCoefficient and st.
2025-02-12 11:24:36 -05:00
Tyler Goodlet b901dce551 Lel, forgot to add a `SPOT` venue for `binance`.. 2025-02-12 11:24:36 -05:00
1 changed files with 6 additions and 3 deletions

View File

@ -574,16 +574,19 @@ async def start_backfill(
f'{next_start_dt} -> {last_start_dt}'
)
# always drop the src asset token for
# NOTE, always drop the src asset token for
# non-currency-pair like market types (for now)
#
# THAT IS, for now our table key schema is NOT
# including the dst[/src] source asset token. SO,
# 'tsla.nasdaq.ib' over 'tsla/usd.nasdaq.ib' for
# historical reasons ONLY.
if mkt.dst.atype not in {
'crypto',
'crypto_currency',
'fiat', # a "forex pair"
'perpetual_future', # stupid "perps" from cex land
}:
# for now, our table key schema is not including
# the dst[/src] source asset token.
col_sym_key: str = mkt.get_fqme(
delim_char='',
without_src=True,