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3526d5d564
minor refactor
#13
max_pain_deribit
Nelson Torres
2024-12-08 13:38:23 -0300
1ac643018a
added aux method for update and check if completed
Nelson Torres
2024-12-08 13:34:58 -0300
f26a42e76f
datetime for humans
Nelson Torres
2024-12-08 10:51:17 -0300
3295303e37
More configs refactor
Nelson Torres
2024-12-07 11:15:43 -0300
f31d868a55
get_config refactor
Nelson Torres
2024-12-07 10:37:34 -0300
0563b916a3
major refactor
Nelson Torres
2024-12-07 10:17:27 -0300
3e613ab2a0
fix the input values
Nelson Torres
2024-12-07 10:16:37 -0300
57059da682
moved function out of api
Nelson Torres
2024-12-07 10:13:12 -0300
ca5e1b6ed1
removed unused variable minor refactor expiry date changed to 20DEC24
Nelson Torres
2024-12-06 07:41:48 -0300
ec1da6134b
Update api.py
Nelson Torres
2024-12-05 23:49:02 -0300
cbc5168b8d
renaming variable
Nelson Torres
2024-12-05 23:43:13 -0300
2b70518eb9
Update poetry.lock
Nelson Torres
2024-12-05 23:32:09 -0300
bf86772d4b
oi max_pain major refactor
Nelson Torres
2024-12-05 23:31:36 -0300
c4600a0392
auxiliar methods
Nelson Torres
2024-12-05 23:29:45 -0300
ec2123175a
some refactor
Nelson Torres
2024-12-04 19:18:29 -0300
5de14bc3f9
added first calcs for max_pain
Nelson Torres
2024-12-03 14:35:57 -0300
6e08c60d53
deactivate cryptofeed debug log
Nelson Torres
2024-12-03 14:29:35 -0300
a9110b1196
Update api.py
Nelson Torres
2024-12-02 09:47:20 -0300
9abbd8ca1e
Update api.py
Nelson Torres
2024-11-29 10:49:07 -0300
24bf19c1fb
Update api.py
Nelson Torres
2024-11-29 10:41:20 -0300
4ccda643b8
Update api.py
Nelson Torres
2024-11-29 10:39:48 -0300
7b02df9b49
Update api.py
Nelson Torres
2024-11-29 10:38:17 -0300
f2f7855e54
max_pain_daemon
Nelson Torres
2024-11-26 15:16:21 -0300
16480bd2d4
maybe_open_oi_feed
Nelson Torres
2024-11-26 15:15:59 -0300
733b58250f
open_oi_feed
Nelson Torres
2024-11-26 15:15:51 -0300
564cd63014
aio_open_interest_feed_relay
Nelson Torres
2024-11-26 15:15:38 -0300
17249205c9
get_instrumets for cryptofeed.FeedHandler
Nelson Torres
2024-11-26 15:15:01 -0300
b646133ead
minor get_config fix
Nelson Torres
2024-11-26 15:11:04 -0300
cb436048d2
OpenInterest imports for cryptofeed
Nelson Torres
2024-11-26 15:10:24 -0300
5cefe8bcdb
`deribit.feed`: fix "trade" event streaming
#10
fix_deribit_hist_queries
Tyler Goodlet
2024-11-22 14:58:30 -0500
d96e9d4f11
Ignore non-`.parquet` (suffixed) paths for now during tsdb fs-indexing
Tyler Goodlet
2024-11-19 21:39:02 -0500
a0dcf14aba
Mask `ruff` config and pin `websockets=0.12`
Tyler Goodlet
2024-11-19 21:37:00 -0500
1705afb607
`.deribit.feed`: get live quotes workin (again)
Tyler Goodlet
2024-11-19 21:14:33 -0500
dafd5a3ca5
Bit more `cryptofeed` adapter formatting and typing for clarity..
Tyler Goodlet
2024-11-19 21:14:11 -0500
b9dde98d1e
.deribit.venues: add todo for an ideal `OptionPair.expiry` fmt/value
Tyler Goodlet
2024-11-19 21:13:21 -0500
1616cc0e82
`.data._sampling`: warn about subscriber-less msgs
Tyler Goodlet
2024-11-19 21:09:09 -0500
0a2ed195a7
Add `.log.mk_repr()` to create `reprlib.Repr`s
Tyler Goodlet
2024-11-19 21:05:16 -0500
28e8628c61
Report the closest (via fuzzy match) pairs on unmatched input
Tyler Goodlet
2024-11-19 17:50:26 -0500
b734245183
Signal hist start using `OptionPair.creation_timestamp`
Tyler Goodlet
2024-11-19 17:45:39 -0500
dc2c379d86
`.deribit.api` bit of tidying/typing
Tyler Goodlet
2024-11-19 17:09:16 -0500
be84d0dae1
'Fix `Optional` and use `'linear/reverse'` in `OptionPair.venue`'
Tyler Goodlet
2024-11-19 17:05:13 -0500
bdc3bc9219
Mk jsronrpc's underlying ws timeout `float('inf')`
Tyler Goodlet
2024-11-19 16:58:40 -0500
9232d09440
Refine history gap/termination signalling
Tyler Goodlet
2024-11-19 16:47:29 -0500
f96bd51442
Only use `frame_types` if delivered during enter
Tyler Goodlet
2024-11-18 09:27:44 -0500
6555ccfbba
config refactor
#8
deribit_fix
Nelson Torres
2024-11-15 15:24:08 -0300
75d1d007fb
move constants to venue
Nelson Torres
2024-11-15 14:41:47 -0300
2bdbe0f20e
refactor redundant code
Nelson Torres
2024-11-15 14:26:16 -0300
a117177759
name formatting fixes
Nelson Torres
2024-11-15 11:23:05 -0300
30060a83c9
get_mkt_info cleanup
Nelson Torres
2024-11-15 11:22:27 -0300
156a35b606
cache_symbols refactor
Nelson Torres
2024-11-15 11:20:48 -0300
89e241c132
json_rpc_auth_wrapper
Nelson Torres
2024-11-15 11:18:55 -0300
df8d1274ae
move object classes to venue
Nelson Torres
2024-11-15 11:15:25 -0300
0916b707e2
Added options symbols to get_assets
Nelson Torres
2024-11-14 17:39:52 -0300
45788b0b53
.clearing._ems: Don't require `first_quote['last']`
Tyler Goodlet
2024-10-09 16:04:34 -0400
38a1f0b9ee
`kucoin`: repair live quotes streaming..
Tyler Goodlet
2024-10-09 15:58:02 -0400
f291654dbe
Deleted settlePlan field from binance FutesPair.
Nelson Torres
2024-09-23 20:24:12 +0000
e9fa422916
Added missing fields for kucoin.
Nelson Torres
2024-09-23 20:21:59 +0000
5304a36b87
get_assets now uses public endpoint
Nelson Torres
2024-11-13 10:43:30 -0300
089c79e905
now using exch_info in search_symbols
Nelson Torres
2024-11-13 10:40:05 -0300
d848050b52
Fix bs_fqme using venue and expiry
Nelson Torres
2024-11-12 16:07:46 -0300
ddffe2bec6
Added expiry property for OptionPair
Nelson Torres
2024-11-12 16:06:59 -0300
19b4ca9d85
No longer needed
Nelson Torres
2024-11-12 16:05:54 -0300
f037f851d8
bs_mktid instead bs_fqme for deribits options
Nelson Torres
2024-11-12 12:22:28 -0300
a3ab8dd8fe
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.
Nelson Torres
2024-11-11 11:00:40 -0300
6fa0d4bcf3
data._web_bs: try to raise jsonrpc errors in parent task
Tyler Goodlet
2024-11-09 15:14:34 -0500
4e05a42d7e
data._web_bs: try to raise jsonrpc errors in parent task
jsonrpc_err_in_rent_task
Tyler Goodlet
2024-11-09 15:14:34 -0500
a4f7fa9c1a
Add necessary classes in init file for deribit
Nelson Torres
2024-11-08 21:58:45 +0000
266ecf6206
Minor refactor in open_symbol_search
Nelson Torres
2024-11-08 21:58:06 +0000
ea6126d310
stream_quotes now using FeedInit
Nelson Torres
2024-11-08 21:57:35 +0000
1f4a5b80c4
symbol_info refactor
Nelson Torres
2024-11-08 21:49:14 +0000
ac6f52088a
search_symbols output type fix
Nelson Torres
2024-11-08 21:48:28 +0000
960298514c
add get_mkt_pairs method
Nelson Torres
2024-11-08 21:47:24 +0000
71f3a0a4cd
get_assets refactor
Nelson Torres
2024-11-08 21:46:58 +0000
b25a7699ab
formatting
Nelson Torres
2024-11-08 21:45:27 +0000
b39affc96e
created exch_info in api class
Nelson Torres
2024-11-08 21:42:42 +0000
be8629929b
modify self_pairs type to ChainMap
Nelson Torres
2024-11-08 21:41:52 +0000
4776be6736
Necessary imports
Nelson Torres
2024-11-08 21:38:08 +0000
008e68174b
add get_market_info
Nelson Torres
2024-11-08 21:36:23 +0000
b4a9b86783
Necessary imports
Nelson Torres
2024-11-08 21:35:09 +0000
d3ca571c0e
minor fixes in venues
Nelson Torres
2024-11-08 21:34:03 +0000
b3bbef30c0
add class Pair in venues, PAIRTYPES for future uses
Nelson Torres
2024-11-06 14:29:19 +0000
499b2d0090
fix syms for venues. little refactor in get_config, and created get_fh_config for cryptofeed.
Nelson Torres
2024-11-04 13:37:05 +0000
8b0f1e7045
venues for deribit
Nelson Torres
2024-11-04 09:34:21 -0300
e4d6f0940d
Allow ledger passes to ignore (symcache) unknown fqmes
#9
kucoin_and_binance_fix
Tyler Goodlet
2024-10-30 12:49:20 -0400
27df649fbf
.clearing._ems: Don't require `first_quote['last']`
Tyler Goodlet
2024-10-09 16:04:34 -0400
df34791d2f
`kucoin`: repair live quotes streaming..
Tyler Goodlet
2024-10-09 15:58:02 -0400
573268bac1
Deleted settlePlan field from binance FutesPair.
Nelson Torres
2024-09-23 20:24:12 +0000
9890ab2811
Added missing fields for kucoin.
Nelson Torres
2024-09-23 20:21:59 +0000
b2cfa3444f
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.
Nelson Torres
2024-08-27 23:58:36 +0000
0be454c3d6
Updated tractor method name.
#7
nix-qt6-fix
Nelson Torres
2024-08-23 18:06:05 +0000
de6189da4d
Drop `.cancel_actor()` from `maybe_spawn_daemon()`
Tyler Goodlet
2024-08-21 12:16:17 -0400
4ce161e443
More service-mngr clarity notes
service_mng_to_tractor
Tyler Goodlet
2024-08-21 13:26:05 -0400
4f34797780
Drop `.cancel_actor()` from `maybe_spawn_daemon()`
Tyler Goodlet
2024-08-21 12:16:17 -0400
cc5b21a7e6
Prep service mngr for move to `tractor.hilevel`
Tyler Goodlet
2024-06-21 15:34:57 -0400
35a9d8ec9d
tractor branch updated, msgspec version upgraded, cython and greenback dependencies moved under dev group
Nelson Torres
2024-08-14 20:19:35 -0300
a831212c86
default.nix file for qt6 uis
Nelson Torres
2024-08-14 20:17:14 -0300
e987d7d7c4
Lel, forgot to add a `SPOT` venue for `binance`..
Tyler Goodlet
2024-08-14 18:49:45 -0400
c3bdec35ef
Lel, forgot to add a `SPOT` venue for `binance`..
Tyler Goodlet
2024-08-14 18:49:45 -0400
5ec756234a
Mask no-data pause-point, add perps to sig.
Tyler Goodlet
2024-08-14 17:59:09 -0400
29554e1821
ib: add connect status info emit
Tyler Goodlet
2024-08-14 18:04:34 -0400