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Commit Graph

  • b572cd1b77 kucoin: store fqme -> mktids table Tyler Goodlet 2023-05-13 16:45:05 -0400
  • b288d7051a ib.broker: load account name map as a `bidict` (no `tomlkit` support) Tyler Goodlet 2023-05-13 16:44:28 -0400
  • c349d50f2f Allow creation of empty account files Tyler Goodlet 2023-05-13 16:12:18 -0400
  • 779c0b73c9 Make `.accounting._ledger` use `tomlkit` Tyler Goodlet 2023-05-13 16:07:17 -0400
  • 50a4c425d3 Add `touch_if_dne: bool` to `config.load()` Tyler Goodlet 2023-05-13 16:05:23 -0400
  • df96155057 Always allow overruns in sampler context Tyler Goodlet 2023-05-13 14:06:27 -0400
  • a62283bae2 Drop final use of `toml` 3rd party lib Tyler Goodlet 2023-05-12 16:15:12 -0400
  • 2865f0efe9 `piker.config`: use `tomlkit` for accounting files Tyler Goodlet 2023-05-12 16:05:45 -0400
  • 5f79434b23 Use new `.config` helpers for `accounting._pos/._ledger` file loading Tyler Goodlet 2023-05-12 13:02:29 -0400
  • 5278f8b560 Add `.config.load_ledger()` for transaction record files Tyler Goodlet 2023-05-12 13:01:45 -0400
  • 488a0cd119 Add `.config.load_account()` Tyler Goodlet 2023-05-12 12:40:09 -0400
  • 957224bdc5 ib: support remote host vnc client connections Tyler Goodlet 2023-05-12 09:41:45 -0400
  • 7ff8aa1ba0 ib: passthrough host arg to vnc client for click hack Tyler Goodlet 2023-05-11 12:32:38 -0400
  • e06f9dc5c0 kucoin: port to new `NoBsWs` api semantics Tyler Goodlet 2023-05-10 16:22:09 -0400
  • c6e5368520 paperboi: fix fqme parsing to handle `bs_fqme` cases Tyler Goodlet 2023-05-09 18:34:01 -0400
  • 769b292dca Allow `brokerd` runtime switch to paper mode Tyler Goodlet 2023-05-09 18:29:28 -0400
  • 361fc4645c Drop passing `loglevel` to `stream_quotes()`, level is set when actor spawns Tyler Goodlet 2023-05-09 18:28:51 -0400
  • f1f2ba2e02 kucoin: deliver `FeedInit` msgs on feed startup Tyler Goodlet 2023-05-09 18:17:50 -0400
  • 80338e1ddd kucoin: WIP moving to FeedInit API marketstore_disable_snappy Tyler Goodlet 2023-05-09 14:46:02 -0400
  • f8c8f63e87 Drop `Optional` usage from marketstore module Tyler Goodlet 2023-05-09 14:45:34 -0400
  • 96532ad38c ui._display: no downsampling on history chart default view call Tyler Goodlet 2023-05-09 14:43:25 -0400
  • 88f3912b2d test_ems: doc out some remaining suites Tyler Goodlet 2023-05-09 14:42:43 -0400
  • cb8833d430 ib: clear error events on every received? Tyler Goodlet 2023-05-09 14:41:46 -0400
  • 038b20d13a wsbs: increase msg rx timeout to 16 secs Tyler Goodlet 2023-05-09 14:39:45 -0400
  • 05fb4a4014 kraken: drop recv timeout for recon ws Tyler Goodlet 2023-05-09 14:38:31 -0400
  • c415bd1ee1 If backend does not provide `bs_mktid`, use the `bs_fqme` Tyler Goodlet 2023-05-09 14:37:32 -0400
  • 226c3364c3 Smh, handle `fixture==None` case.. Tyler Goodlet 2023-05-09 14:36:36 -0400
  • 685688d2b2 ib: add `mbt.cme` micro-btc futes to adhoc set Tyler Goodlet 2023-04-26 11:39:49 -0400
  • 7a3bce3f33 .data._web_bs: add client module name to log msgs Tyler Goodlet 2023-04-26 11:39:23 -0400
  • 363a2bbcc6 binance: use new `int` sub-id for each request Tyler Goodlet 2023-04-22 13:11:40 -0400
  • 0a8dd7b6da Try to disable `snappy` compression on variables; it breaks everything XD Tyler Goodlet 2023-04-21 16:00:34 -0400
  • 0b43e0aa8c Try having `brokerd` eps defined in `.brokers._daemon` rekt_pps Tyler Goodlet 2023-04-21 15:47:54 -0400
  • ed434e284b Disable ems init order-dialog notifications by default Tyler Goodlet 2023-04-21 15:05:42 -0400
  • af068c5c51 binance: port `stream_messages()` to use `match:` and a new `L1` struct Tyler Goodlet 2023-04-21 15:04:47 -0400
  • f6cd08c6fa Attempt to guard against numercial "anomalies" in `Viz.maxmin()`, add cacheing flag Tyler Goodlet 2023-04-21 14:00:13 -0400
  • 34ff5ff249 kraken: port to new `NoBsWs`, passing timeout (counts) during setup Tyler Goodlet 2023-04-21 13:56:42 -0400
  • b03564da2c binance: port to new `NoBsWs` api and drop `trio_util` usage Tyler Goodlet 2023-04-21 13:48:18 -0400
  • 59743b7b73 Rework `NoBsWs` to avoid agen/`trio` incompatibility Tyler Goodlet 2023-04-21 13:05:34 -0400
  • 9d04accf2e Factor out all history mgmt-logic into a new `.data.history` Tyler Goodlet 2023-04-20 13:36:52 -0400
  • 3cd853cb5d order_mode: revert switch to `MktPair` for pre-order loading Tyler Goodlet 2023-04-20 13:04:40 -0400
  • 4a0beda77e kraken: asyncify and use `get_mkt_info()` in `norm_trade_records()` Tyler Goodlet 2023-04-20 12:00:24 -0400
  • d7288972b7 kraken: port to `FeedInit` and proper impl of `get_mkt_info()` ep Tyler Goodlet 2023-04-20 11:59:17 -0400
  • 0d93871c88 kraken: drop `Client.cache_assets()`, simpler `.pair_info()`, drop `.mkt_info()` Tyler Goodlet 2023-04-20 11:52:23 -0400
  • d0e01ff9b6 Fix `Symbol.from_fqme()` extra added symbols.. Tyler Goodlet 2023-04-20 10:41:24 -0400
  • af2f8756c5 binance: use `@async_lifo_cache` on `.get_mkt_info()` ep Tyler Goodlet 2023-04-19 15:29:59 -0400
  • bcf355e2c8 Fix up `@async_lifo_cache` typing, add TODOs for move to `tractor` Tyler Goodlet 2023-04-19 15:08:10 -0400
  • 1b50bff625 Error test harness if `--pdb` passed without `-s` Tyler Goodlet 2023-04-19 14:04:17 -0400
  • e317310ed3 binance: make `stream_quotes()` deliver new `list[FeedInit]` API Tyler Goodlet 2023-04-19 14:03:50 -0400
  • 4131ff1152 Rename `bs_mktid` -> `bs_fqme` and drop (some) `fqsn`s Tyler Goodlet 2023-04-19 13:59:00 -0400
  • 83802e932a Drop (missed) usage of `Symbol.from_fqsn()` in order mode Tyler Goodlet 2023-04-19 13:58:38 -0400
  • 765b8f8e5c Support both input msg-sequence types Tyler Goodlet 2023-04-19 13:14:33 -0400
  • b4f2f49001 ib: make `stream_quotes()` compat with new init msg bare-minimums Tyler Goodlet 2023-04-18 19:28:32 -0400
  • d1cf90e2ae ib: finally convert ledger processing to use `MktPair` Tyler Goodlet 2023-04-18 19:27:44 -0400
  • 6008497b89 Use more "hierarchical" schema for fsp shm segment names Tyler Goodlet 2023-04-18 19:12:53 -0400
  • adb62dc7b4 Port oustanding parts of codebase to `unpack_fqme()` Tyler Goodlet 2023-04-18 19:12:14 -0400
  • 4129d693be Add `.data.validate` checker for live feed layer Tyler Goodlet 2023-04-18 19:05:42 -0400
  • d48b2c5b57 `._paper_engine`: right, load `MktPair` in `fqme is not None` usage Tyler Goodlet 2023-04-18 19:04:54 -0400
  • 6f5a2654ab Port `.clearing` to new `unpack_fqme()` Tyler Goodlet 2023-04-18 19:04:00 -0400
  • afdbf8e10a `.accounting`: Use `_fqme()` throughout and export decimal converters Tyler Goodlet 2023-04-18 19:03:04 -0400
  • d4c8ba19a2 `.accounting._mktinfo`: better fqme `MktPair` handling Tyler Goodlet 2023-04-18 18:55:01 -0400
  • 53a41ba93d Add subsys log to new `.data._util` Tyler Goodlet 2023-04-18 18:17:45 -0400
  • 06b80ff9ed ARRG, disable `dunst` notifications for now in order mode Tyler Goodlet 2023-04-17 17:28:43 -0400
  • fa88924f84 Do we need feed mod enabled? no right? Tyler Goodlet 2023-04-17 16:37:15 -0400
  • 83f1922f6e `binance.get_mkt_info()`: bleh, right `@lru_cache` dun work for async.. Tyler Goodlet 2023-04-17 16:36:52 -0400
  • 4b7ac1d895 Port paper engine to latest `.accounting` sys fixes Tyler Goodlet 2023-04-17 16:31:21 -0400
  • 7ee6f36e62 Actually, require `mkt_by_fqme` in `.iter_trans()` Tyler Goodlet 2023-04-17 16:30:58 -0400
  • f106472bcb Fix size quantization and closed position popping.. Tyler Goodlet 2023-04-17 15:18:43 -0400
  • bba1ee43ff Allow mkt info table input to `.iter_trans()` Tyler Goodlet 2023-04-17 14:50:07 -0400
  • 0d2e713e9a `binance`: facepalm, swap price/size_tick methods.. Tyler Goodlet 2023-04-16 17:55:44 -0400
  • 10a39ca42c More detailed dark-slap comments Tyler Goodlet 2023-04-14 01:55:48 -0400
  • 0917b580c9 Flip `.feed` and `._sampling` over to new stuff Tyler Goodlet 2023-04-14 01:50:36 -0400
  • a301fabd6c Change`.ui._fsp` to use `Flume.mkt` Tyler Goodlet 2023-04-14 01:50:05 -0400
  • 611d86d988 Change `Flume.symbol` -> `.mkt: MktPair` Tyler Goodlet 2023-04-14 01:45:42 -0400
  • b1e162ebb4 Fix ._util import in questrade backend Tyler Goodlet 2023-04-14 01:22:22 -0400
  • b810de3089 Rename fqsn -> fqme in feeds tests Tyler Goodlet 2023-04-11 23:59:50 -0400
  • 48cae3c178 `ib`: rejects their own fractional size tick.. Tyler Goodlet 2023-04-11 14:03:47 -0400
  • 02eb966a87 Rename ems test mod Tyler Goodlet 2023-04-11 01:31:52 -0400
  • 146e0993a9 More explicit test mod docstring Tyler Goodlet 2023-04-11 01:26:55 -0400
  • 2cf7daca30 Another fqsn -> fqme rename Tyler Goodlet 2023-04-10 22:27:29 -0400
  • dedc51a939 Quantize order prices prior to `OrderClient.send()` Tyler Goodlet 2023-04-10 22:22:17 -0400
  • 3b7579990b Link `tractor` debug mode to `pytest` --pdb flag Tyler Goodlet 2023-04-10 22:21:49 -0400
  • 7de914d54c Fix bad-fqme test, adjust prices based on buy/sell Tyler Goodlet 2023-04-10 22:21:22 -0400
  • 589232d12d Only flip size sign for seels if not already -ve Tyler Goodlet 2023-04-10 22:17:27 -0400
  • 928765074f Fix zero-pp entry to toml case for new file-per-account format Tyler Goodlet 2023-04-10 21:53:48 -0400
  • 2ed9e40d5e Better EMS client-side msg formatting Tyler Goodlet 2023-04-10 19:12:52 -0400
  • 30af91a82c Rewrite order ctl tests as a parametrization Tyler Goodlet 2023-04-10 19:05:36 -0400
  • e524c6fe4f `binance`: add startup caching info log msg Tyler Goodlet 2023-04-10 17:22:26 -0400
  • abbba1fa6e Pack startup pps into a table keyed by fqmes Tyler Goodlet 2023-04-08 22:48:30 -0400
  • 484565988d `order_mode`: broad rename book -> client Tyler Goodlet 2023-04-08 19:22:53 -0400
  • f92c289842 Drop old blessings code, general cleanups Tyler Goodlet 2023-04-06 00:40:18 -0400
  • b7ddf9cb05 paper-eng: close context and terminate actor on exit Tyler Goodlet 2023-04-06 00:26:53 -0400
  • 250e1c4c51 `ledger` cli: dump colored summary lines to console Tyler Goodlet 2023-04-05 23:57:55 -0400
  • 62259880fd paper: on no input fqme, load all mktinfos from pos table Tyler Goodlet 2023-04-05 19:34:29 -0400
  • f42bc2dbce `pprint.pformat()` IB position mismatch log msgs Tyler Goodlet 2023-04-05 19:02:33 -0400
  • 55b4866d5e Use `force_mkt` override in paper pps updates Tyler Goodlet 2023-04-05 14:15:02 -0400
  • 83514b0e90 `binance`: add `get_mkt_info()` ep Tyler Goodlet 2023-04-05 13:17:17 -0400
  • 21401853c4 `kraken`: add module level `get_mkt_info()` Tyler Goodlet 2023-04-05 13:09:06 -0400
  • 6decd4112a kraken: drop console setup, now done during brokerd init Tyler Goodlet 2023-04-05 13:08:31 -0400
  • 3f2f5edb28 kraken: rename `Client._atable` -> `_altnames` Tyler Goodlet 2023-04-05 13:07:22 -0400
  • 1d2d4b40a8 Only log about pps once in order mode code Tyler Goodlet 2023-04-05 11:58:52 -0400