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9 Commits

Author SHA1 Message Date
Tyler Goodlet 2a9fdec253 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 08:02:25 -05:00
Tyler Goodlet 8f4697bc19 .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 08:02:25 -05:00
Tyler Goodlet 32fe5c4942 `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 08:02:25 -05:00
Nelson Torres 6e9759a7f1 Deleted settlePlan field from binance FutesPair. 2025-02-12 08:02:25 -05:00
Nelson Torres 07b13a99b9 Added missing fields for kucoin.
feeCategory, makerFeeCoefficient, takerFeeCoefficient and st.
2025-02-12 08:02:25 -05:00
Tyler Goodlet 2377fec665 data._web_bs: try to raise jsonrpc errors in parent task 2025-02-12 08:02:25 -05:00
Tyler Goodlet 4de11e717c Lel, forgot to add a `SPOT` venue for `binance`.. 2025-02-12 08:02:24 -05:00
Tyler Goodlet 525b7df3ee Mask no-data pause-point, add perps to sig.
Was orig for debugging an issue with `kucoin` i think but definitely
shouldn't be left in XD

Also add `'perpetual_future'` to `start_backfill()` input literal set.
2025-02-12 08:02:24 -05:00
goodboy 014bd58db4 Merge pull request 'go_httpx' (#2) from go_httpx into gitea_feats
Landed-in: #2
2025-02-12 13:01:19 +00:00

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