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Commit Graph

  • 5cb63a67e1 `kraken`: write ledger and pps files on startup Tyler Goodlet 2023-03-29 20:02:20 -0400
  • fb90c2049f Rework paper engine for "offline" pp loading Tyler Goodlet 2023-03-29 18:36:01 -0400
  • f46a5337d5 Convert `Flume.MktPair.size_tick` to float for dark clearing Tyler Goodlet 2023-03-29 18:35:40 -0400
  • 5c61055411 Add paper engine "offline loading" support to the ledger cli Tyler Goodlet 2023-03-29 18:35:05 -0400
  • 2f31e40d3b Formalize a ledger type + API: `TransactionLedger` Tyler Goodlet 2023-03-29 18:28:42 -0400
  • 055025c64c Always use the "most resolved" `Position.symbol: MktPair` Tyler Goodlet 2023-03-29 18:01:36 -0400
  • 4631af60e9 `ib`: keep broker name in `Transaction.fqsn` Tyler Goodlet 2023-03-28 17:35:06 -0400
  • ba31f2dfb3 `ib`: move flex utils to new submod Tyler Goodlet 2023-03-28 12:03:29 -0400
  • 926373dd33 `ib`: again, only *update* ledger records from API Tyler Goodlet 2023-03-27 16:49:17 -0400
  • 0ea806c7bd Flatter format for pos/ledger mngr statements Tyler Goodlet 2023-03-27 16:18:29 -0400
  • 68437fb5af Write a separate `pps.<brokername>.<accountname>.toml` file per account Tyler Goodlet 2023-03-27 16:17:50 -0400
  • 14418b4c5c Rework `.config` routines to use `pathlib.Path` Tyler Goodlet 2023-03-27 16:07:21 -0400
  • 10ae9106e2 Move `.clearing._allocate` -> `accounting._allocate` Tyler Goodlet 2023-03-27 14:24:27 -0400
  • d644436a3c Drop `Optional` use from daemon mod Tyler Goodlet 2023-03-27 14:21:09 -0400
  • 7c3418def6 Use our `@acm` alias in paper eng Tyler Goodlet 2023-03-27 14:18:40 -0400
  • c3686185c1 `ib`: only process ledger-txs once per client Tyler Goodlet 2023-03-27 14:14:39 -0400
  • f0d181e3f7 `ib`: break up data vs. broker enabled modules Tyler Goodlet 2023-03-27 12:19:09 -0400
  • 312c4cdec7 First working `brokerd` -> `trades_dialogue()` ep loader Tyler Goodlet 2023-03-27 12:18:39 -0400
  • f234483a1f `binance`: adjust earch to expect `Pair`s Tyler Goodlet 2023-03-26 18:15:54 -0400
  • 3c32c9b3c9 Drop `cryptofeed`, what a mess XD Tyler Goodlet 2023-03-24 18:40:04 -0400
  • 2675039b16 WIP: trying out `typer` for ledger cli Tyler Goodlet 2023-03-24 18:39:45 -0400
  • 5919d75e85 Drop weird extra line from license headers Tyler Goodlet 2023-03-24 18:38:29 -0400
  • 62a40c57a0 `binance`: pre-process `Pair` filters at init Tyler Goodlet 2023-03-23 17:34:55 -0400
  • a50452dbfd `binance`: use `MktPair` in live feed setup Tyler Goodlet 2023-03-23 16:32:20 -0400
  • 2142c13228 Generalize `MktPair.from_msg()` handling Tyler Goodlet 2023-03-23 16:29:31 -0400
  • 4236e5c3b1 `ib`: never override existing ledger records Tyler Goodlet 2023-03-23 12:52:53 -0400
  • 366de901df `ib`: drop use of `_account2clients` in `load_clients_for_trio()` Tyler Goodlet 2023-03-23 12:16:21 -0400
  • 8ee3fc4aa5 Move toml table decoder to separate mod Tyler Goodlet 2023-03-23 10:23:29 -0400
  • d9344aa468 `ib`: stick exc handler around client connection erros Tyler Goodlet 2023-03-23 10:10:34 -0400
  • 49958e68ea `kraken`: heh, use `trio_util` for trades streamz tooo XD Tyler Goodlet 2023-03-22 19:15:13 -0400
  • 116f7fd40f WIP: refactor ib pp load init Tyler Goodlet 2023-03-22 14:09:23 -0400
  • 8d7b968c44 Cache contract lookups from `Client.get_con()` Tyler Goodlet 2023-03-22 13:23:23 -0400
  • 5f89ec4feb Dump `Position`s as pformatted dicts for now.. Tyler Goodlet 2023-03-22 13:22:24 -0400
  • f783d3eba3 Use common `.brokers` logger in most backends Tyler Goodlet 2023-03-22 12:32:21 -0400
  • a72a9e76e9 Add common logger instance for `.brokers` Tyler Goodlet 2023-03-22 12:28:33 -0400
  • c412197413 Use a single log for entire `.service` subsys Tyler Goodlet 2023-03-22 12:07:08 -0400
  • 0930074e76 Use a single log for entire `.clearing` subsys Tyler Goodlet 2023-03-22 11:48:35 -0400
  • ca752bea8c Use `MktPair` attr `.size_tick` in charting Tyler Goodlet 2023-03-22 11:41:39 -0400
  • 963523359c Use `Struct.copy()` with update dict for `Order` from staged Tyler Goodlet 2023-03-22 11:41:11 -0400
  • 3db9854271 Rename `Client.send_update()` -> `.update_nowait()` Tyler Goodlet 2023-03-22 10:50:10 -0400
  • b1e241781e Use `str(cmd.symbol)` for fqme on cancels, add `_nowait()` method names Tyler Goodlet 2023-03-22 10:40:48 -0400
  • 71019ad54b Add `.__str__()` to mktpair and symbol types, fix `MktPair.fqme` token order Tyler Goodlet 2023-03-22 10:36:52 -0400
  • 2a1d485cd1 Rename `fqsn` -> `fqme` in paper engine Tyler Goodlet 2023-03-22 08:23:01 -0400
  • f7f2d1247b Drop more `Optional` usage on our `Struct` Tyler Goodlet 2023-03-21 22:33:54 -0400
  • 8594a39c61 '`kraken`: finally, use new `MktPair` in `'mkt_info'` init msg field!' Tyler Goodlet 2023-03-21 22:32:24 -0400
  • 08b4d69a91 Drop use of legacy `Symbol.broker_info` in display startup Tyler Goodlet 2023-03-21 22:29:26 -0400
  • 0aacb835dc Typecast `OrderMode.staged.symbol: str` before `.copy()`! Tyler Goodlet 2023-03-21 22:28:26 -0400
  • 4447f45430 `kraken`: parse our source asset key and set on `MktPair.src: str` Tyler Goodlet 2023-03-21 22:08:43 -0400
  • 0e0338e217 Always cast `Order.symbol: str` for now Tyler Goodlet 2023-03-21 21:58:40 -0400
  • ef2d0c46d4 Expect new `MktPair.tick_size: Decimal` attr in ems Tyler Goodlet 2023-03-21 21:56:39 -0400
  • 986bb4e7c8 Use `MktPair` for `Flume.symbol` when used by backend Tyler Goodlet 2023-03-21 21:50:35 -0400
  • 76fe9018cf `.clearing`: broad rename of `fqsn` -> `fqme` Tyler Goodlet 2023-03-21 16:59:45 -0400
  • d7c1e5e188 Add `MktPair.suffix: str` read from contract info Tyler Goodlet 2023-03-21 16:40:33 -0400
  • 52de60c7ee Optionally load `MktPair` in `Flume`s Tyler Goodlet 2023-03-21 14:21:36 -0400
  • 8b0aead72e First stage port of `.data.feed` to `MktPair` Tyler Goodlet 2023-03-21 14:09:57 -0400
  • da7371988a Comment about `Struct.typecast()` conflict with frozen instances Tyler Goodlet 2023-03-21 14:08:54 -0400
  • 0866d46484 Default `pps.toml` precision fields to `Decimal` Tyler Goodlet 2023-03-21 14:03:30 -0400
  • 98d8b4a0e8 Implement `MktPair.from_msg()` constructor Tyler Goodlet 2023-03-21 13:59:06 -0400
  • 901562cb6b `ib`: deliver mkt precision info as `Decimal` Tyler Goodlet 2023-03-21 13:40:20 -0400
  • d628b732b7 `binance`: deliver mkt precision info as `Decimal` Tyler Goodlet 2023-03-21 13:38:54 -0400
  • 2a5c13bcde Rename `float_digits()` -> `dec_digits()`, since decimal. Tyler Goodlet 2023-03-21 11:33:16 -0400
  • c68f240376 Fix `Symbol.tick_size_digits`, add `.price/size_tick` props Tyler Goodlet 2023-03-21 10:33:38 -0400
  • 141af47ec0 Cast to float from decimal for level line y-increment Tyler Goodlet 2023-03-21 00:39:23 -0400
  • 904a73804d Add parity mapping from altnames back to themsevles in `Client._ntable` Tyler Goodlet 2023-03-21 00:36:16 -0400
  • 4cfe13756b Encode a `mktpair` field if passed in msg by caller Tyler Goodlet 2023-03-20 21:55:39 -0400
  • bd73ec4ea4 Use `MktPair` building `Position` objects in `PpTable.update_from_trans()` Tyler Goodlet 2023-03-20 21:54:37 -0400
  • 8891da2ff3 Explicitly decode tick sizes as decimal for symbol loading in `Flume` Tyler Goodlet 2023-03-20 21:25:42 -0400
  • 068f5d8eab Cast back to float from decimal for cursor y-increment Tyler Goodlet 2023-03-20 21:22:21 -0400
  • 4b57235bd0 Pass old fields in sym info init msg section Tyler Goodlet 2023-03-20 21:21:57 -0400
  • 42f7aa994a Ensure `Symbol` tick sizes are decoded as `Decimal`.. Tyler Goodlet 2023-03-20 21:20:46 -0400
  • 28f52dae93 `kraken`: use `Client.mkt_info()` in quotes feed init msg Tyler Goodlet 2023-03-20 20:04:42 -0400
  • d6634e9b02 Add `MktPair._atype` for back-compat, always `str(.dst)` Tyler Goodlet 2023-03-20 20:02:27 -0400
  • 94cb8fa1b1 `kraken`: use `MktPair` in trasactions Tyler Goodlet 2023-03-20 20:01:26 -0400
  • 204f9c49d2 `kraken`: add `Client.mkt_info()` Tyler Goodlet 2023-03-20 19:55:04 -0400
  • 3fccd8a67a Drop shm logging levels to debug over warning Tyler Goodlet 2023-03-17 20:20:41 -0400
  • 3ead16c47c Flip to `.bs_mktid` in `ib` and `kraken` Tyler Goodlet 2023-03-17 20:18:46 -0400
  • b4ab1675fc Handle read and write of `pps.toml` using `MktPair` Tyler Goodlet 2023-03-17 19:45:43 -0400
  • 9ab196d778 Prep for dropping `Transaction.sym` Tyler Goodlet 2023-03-15 21:59:16 -0400
  • e5eb317b47 Further refinement and shimming of `MktPair` Tyler Goodlet 2023-03-15 19:31:44 -0400
  • 2485bc803b Drop use of `mk_fqsn()` Tyler Goodlet 2023-03-15 13:16:08 -0400
  • 9e336f0fc3 Drop use of `Symbol.brokers` everywhere Tyler Goodlet 2023-03-15 11:43:04 -0400
  • ee4138ae01 Start to prep `Transaction` for `MktPair`.. Tyler Goodlet 2023-03-14 20:59:32 -0400
  • ef915273ea Port `accounting._pos` to new `Symbol` simplifications Tyler Goodlet 2023-03-14 20:58:55 -0400
  • b74c41cb77 Delegate to new `.accounting._mktinfo._derivs` from `ui._positioning` Tyler Goodlet 2023-03-14 20:56:35 -0400
  • 786372618c `kraken`: write `pps.toml` on updates for now Tyler Goodlet 2023-03-14 20:55:37 -0400
  • 4a2696f0ab `kraken`: pack `Asset` into local client cache Tyler Goodlet 2023-03-14 20:31:28 -0400
  • 8b7563488a `ib`: adjust to new simplified `Symbol` Tyler Goodlet 2023-03-14 20:29:57 -0400
  • 04a2ccc42c Drop `Symbol.front_fqsn()` usage from chart, fsp and clearing stuff Tyler Goodlet 2023-03-14 20:18:00 -0400
  • 141d6ede9c Drop `Symbol.front_feed()` usage from order mode Tyler Goodlet 2023-03-14 20:17:19 -0400
  • e9cedc6613 Simplify `Symbol` extend `MktPair`, add `Asset` Tyler Goodlet 2023-03-14 19:40:47 -0400
  • c0a3c6dff7 Move all fqsn parsing and `Symbol` to new `accounting._mktinfo Tyler Goodlet 2023-03-13 17:42:20 -0400
  • 33ee647224 (u)Limit the fd allocation for java 8 runtime.. Tyler Goodlet 2023-03-13 16:25:48 -0400
  • 6a935344ca `ib`: (cukcit) just presume a stonk if we can read type from existing ledger.. Tyler Goodlet 2023-03-10 17:59:00 -0500
  • a0a19a952f Break out old `.pp` components into submods: `._ledger` and `._pos` Tyler Goodlet 2023-03-10 17:19:39 -0500
  • 6cb80abfc0 Start a new `.accounting` subpkg, move `.pp` contents there Tyler Goodlet 2023-03-10 16:42:37 -0500
  • 3a5e788afc '`kraken`: fix pos loading using `digits_to_dec()` to pair info Tyler Goodlet 2023-03-10 16:08:25 -0500
  • 24fe44fb96 Add an inverse of `float_digits()`: `digits_to_dec() Tyler Goodlet 2023-03-10 15:37:44 -0500
  • b982505b43 Ensure clearing table entries are time-sorted.. Tyler Goodlet 2023-03-10 14:59:46 -0500
  • 4f576b6f36 Fix typo with ts vars jaredgoldman 2023-04-13 22:37:17 -0400
  • 672c01f13a Use trade_data_ts for trade message receival jaredgoldman 2023-04-13 22:35:21 -0400