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28f52dae93
`kraken`: use `Client.mkt_info()` in quotes feed init msg
2023-03-20 20:04:42 -0400
d6634e9b02
Add `MktPair._atype` for back-compat, always `str(.dst)`
2023-03-20 20:02:27 -0400
94cb8fa1b1
`kraken`: use `MktPair` in trasactions
2023-03-20 20:01:26 -0400
204f9c49d2
`kraken`: add `Client.mkt_info()`
2023-03-20 19:55:04 -0400
3fccd8a67a
Drop shm logging levels to debug over warning
2023-03-17 20:20:41 -0400
3ead16c47c
Flip to `.bs_mktid` in `ib` and `kraken`
2023-03-17 20:18:46 -0400
b4ab1675fc
Handle read and write of `pps.toml` using `MktPair`
2023-03-17 19:45:43 -0400
9ab196d778
Prep for dropping `Transaction.sym`
2023-03-15 21:59:16 -0400
e5eb317b47
Further refinement and shimming of `MktPair`
2023-03-15 19:31:44 -0400
2485bc803b
Drop use of `mk_fqsn()`
2023-03-15 13:16:08 -0400
9e336f0fc3
Drop use of `Symbol.brokers` everywhere
2023-03-15 11:43:04 -0400
ee4138ae01
Start to prep `Transaction` for `MktPair`..
2023-03-14 20:59:32 -0400
ef915273ea
Port `accounting._pos` to new `Symbol` simplifications
2023-03-14 20:58:55 -0400
b74c41cb77
Delegate to new `.accounting._mktinfo._derivs` from `ui._positioning`
2023-03-14 20:56:35 -0400
786372618c
`kraken`: write `pps.toml` on updates for now
2023-03-14 20:55:37 -0400
4a2696f0ab
`kraken`: pack `Asset` into local client cache
2023-03-14 20:31:28 -0400
8b7563488a
`ib`: adjust to new simplified `Symbol`
2023-03-14 20:29:57 -0400
04a2ccc42c
Drop `Symbol.front_fqsn()` usage from chart, fsp and clearing stuff
2023-03-14 20:18:00 -0400
141d6ede9c
Drop `Symbol.front_feed()` usage from order mode
2023-03-14 20:17:19 -0400
e9cedc6613
Simplify `Symbol` extend `MktPair`, add `Asset`
2023-03-14 19:40:47 -0400
c0a3c6dff7
Move all fqsn parsing and `Symbol` to new `accounting._mktinfo
2023-03-13 17:42:20 -0400
33ee647224
(u)Limit the fd allocation for java 8 runtime..
2023-03-13 16:25:48 -0400
6a935344ca
`ib`: (cukcit) just presume a stonk if we can read type from existing ledger..
2023-03-10 17:59:00 -0500
a0a19a952f
Break out old `.pp` components into submods: `._ledger` and `._pos`
2023-03-10 17:19:39 -0500
6cb80abfc0
Start a new `.accounting` subpkg, move `.pp` contents there
2023-03-10 16:42:37 -0500
3a5e788afc
'`kraken`: fix pos loading using `digits_to_dec()` to pair info
2023-03-10 16:08:25 -0500
24fe44fb96
Add an inverse of `float_digits()`: `digits_to_dec()
2023-03-10 15:37:44 -0500
b982505b43
Ensure clearing table entries are time-sorted..
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
f67ffeb70f
Remove extra Noen check on msg.get
jaredgoldman
2023-04-13 22:34:04 -0400
1b1e35d32d
Add comment explaining waiting for first trade quote
jaredgoldman
2023-04-13 22:28:44 -0400
9f5dfe8501
Remove anext() comment
jaredgoldman
2023-04-13 22:27:56 -0400
11bd2e2f65
Use datetime | none instead of Optional[datetime] in get_bars
jaredgoldman
2023-04-13 22:04:43 -0400
ebfd490a1a
Cache instead of get pairs in symbol search
jaredgoldman
2023-04-13 22:02:13 -0400
89bb124728
Remove old comments normalize arguents and improve pair fetching log
jaredgoldman
2023-04-13 22:00:41 -0400
63e34cf595
Typecast config, add type hint to pair in init message creation and turn init msg vals into floats
jaredgoldman
2023-04-13 21:57:54 -0400
92f372dcc8
Use proper value for init message
jaredgoldman
2023-04-13 21:52:40 -0400
b00abd0e51
Add a fail case ws token request
jaredgoldman
2023-04-13 21:48:17 -0400
52a015d927
Remove typo in binance
jaredgoldman
2023-04-12 21:40:58 -0400
2c82b2aba9
Remove breakpoint in binance
jaredgoldman
2023-04-12 20:43:28 -0400
ff0f8dfaca
Improve client._get_ws_token docstring
jaredgoldman
2023-04-12 20:37:10 -0400
ace04af21a
Use anext() in kucoin stream_quotes
jaredgoldman
2023-04-12 20:25:35 -0400
70db20b07c
Merge pull request #473 from pikers/binance_ws_ep_update
2023-04-12 19:53:53 -0400
d2f3a79c09
Use pendulum for header timestamp, type hint cleanup
jaredgoldman
2023-04-12 19:48:35 -0400
bedbbc3025
Only diff trade time
jaredgoldman
2023-04-11 13:45:32 -0400
6e55f6706f
Format condition for filtering and add link to docs explaining need for filtering in the first case
jaredgoldman
2023-04-11 12:59:53 -0400
d1b0608c88
Remove breakpoint
jaredgoldman
2023-04-10 20:01:08 -0400
3bed3a64c3
Implement duplicate filtering at message level
jaredgoldman
2023-04-10 19:59:50 -0400
93e7d54c5e
Add api doc links to _get_bars def
jaredgoldman
2023-04-03 20:50:38 -0400
9db84e8029
Remove norm_pairs method and do all normalization in initial _get_pairs call
jaredgoldman
2023-04-03 20:48:32 -0400
ea21656624
Don't cache pairs in _get_pairs call
jaredgoldman
2023-04-03 20:28:52 -0400
5a0d29c774
Add ws token api doc link
jaredgoldman
2023-04-03 20:23:29 -0400
13df3e70d5
Refactor sign gen into one line
jaredgoldman
2023-04-03 20:14:25 -0400
208a8e5d7a
Remove unecessary config vars
jaredgoldman
2023-04-03 20:12:25 -0400
ca937dff5e
Add api doc links in structs
jaredgoldman
2023-04-03 20:00:42 -0400
c68fcf7e1c
Remove extra line from docstrings
jaredgoldman
2023-04-03 19:45:24 -0400
48c3b333b2
Format imports with parenthesis
jaredgoldman
2023-04-03 19:42:09 -0400
b71f6b6c67
Strip uneccesary data from ticks in l1 data feed
jaredgoldman
2023-03-27 22:53:08 -0400
54cf648d74
Ensure sub logging dict attritbutes will be there
jaredgoldman
2023-03-27 22:08:55 -0400
68d0327d41
Remove breakpoints, simplify backoff logic
jaredgoldman
2023-03-27 22:01:44 -0400
68a06093e9
Format and ensure we're only grabbing the most closest bid and ask
jaredgoldman
2023-03-27 21:51:54 -0400
52aadb374b
Add L1 data feed and correct history issue
jaredgoldman
2023-03-27 21:28:11 -0400
dfd030a6aa
Remove float conversion of key_id again
jaredgoldman
2023-03-24 20:23:33 -0400
788e158d9f
Stop still converting datetime to float
jaredgoldman
2023-03-24 20:16:18 -0400
81890a39d9
Leave datetimes alone!
jaredgoldman
2023-03-24 20:11:59 -0400
ae170f2645
Add more informative logs on startup
jaredgoldman
2023-03-24 20:02:08 -0400
e2e5191ded
Remove breaking useless condition for determining if res is list of ohlc values
jaredgoldman
2023-03-24 19:56:38 -0400
dcbb7fa64f
Remove float conversion for config key id
jaredgoldman
2023-03-24 18:50:21 -0400
32107d0ac3
Strengthen retry case and add comments
jaredgoldman
2023-03-20 21:24:23 -0400
7bdebd47d1
Add exponential retry case for history client
jaredgoldman
2023-03-20 21:14:58 -0400
ac31bca181
Make broker creds/auth optional
jaredgoldman
2023-03-19 14:48:47 -0400
52070c00f9
Remove typo
jaredgoldman
2023-03-19 14:43:51 -0400
5ff0cc7905
Cast/validate streamed messages
jaredgoldman
2023-03-19 14:22:56 -0400
6ad1e3da38
Correct typo in license
jaredgoldman
2023-03-19 14:15:14 -0400
9bf6f557ed
Label private methods accordingly, remove cryptofeeds module
jaredgoldman
2023-03-19 14:14:33 -0400
50e1070004
More cleanup, add comments re sub func
jaredgoldman
2023-03-19 13:27:31 -0400
1c4c19b351
Clean up broker code, Add typecasting for messages/rt-data and historcal user trades ensure we're fetching all history add multi-symbol support '
jaredgoldman
2023-03-19 13:11:33 -0400
199a70880c
Spawn background ping task
jaredgoldman
2023-03-18 11:21:23 -0400
b14b323068
Remove breakpoint in web_bs, ensure we only unsub if ws is connected
jaredgoldman
2023-03-15 20:26:51 -0400
a3c7bec576
Implement working message streaming
jaredgoldman
2023-03-15 20:03:16 -0400
ac34ca7cad
Add sub method to flow
jaredgoldman
2023-03-14 15:05:04 -0400
ade2c32adb
Succesfully connect to kucoin ws
jaredgoldman
2023-03-14 14:15:10 -0400
109e7d7b43
Add back static API version in headers
jaredgoldman
2023-03-11 18:55:40 -0500
1a655b7e39
Ensure we're passing the correct api version to the header builder, make headers a default arg
jaredgoldman
2023-03-11 16:21:42 -0500
cda045f123
Abstract header gen to seperate function
jaredgoldman
2023-03-08 23:45:51 -0500
7074ca7713
Implement Kucoin auth and last trades call
jaredgoldman
2023-03-08 23:31:28 -0500
8e91e215b3
WIP - ensure `asyncio` pumps the event loop each send
2023-03-03 16:24:44 -0500
c751c36a8b
Update trade message format
jaredgoldman
2023-03-03 15:24:32 -0500
ad9d645782
WIP - setup basic history and streaming client
jaredgoldman
2023-03-02 23:01:17 -0500
c96d4387c5
Start adding history client
jaredgoldman
2023-02-28 12:56:12 -0500
5fdec8012d
Add cryptofeeds data feed module, Add Kucoin backend client wip
jaredgoldman
2023-02-28 12:42:37 -0500
9ea9603037
'Only emit `'trade'` ticks on msgs with new(er) timestamps from `kucoin`'
2023-04-10 23:10:48 -0400
f9d7892d69
Strip uneccesary data from ticks in l1 data feed
jaredgoldman
2023-03-27 22:53:08 -0400
a7e668f852
Ensure sub logging dict attritbutes will be there
jaredgoldman
2023-03-27 22:08:55 -0400
8af5fe3c64
Remove breakpoints, simplify backoff logic
jaredgoldman
2023-03-27 22:01:44 -0400
ff22f2d240
Format and ensure we're only grabbing the most closest bid and ask
jaredgoldman
2023-03-27 21:51:54 -0400
480b8c591a
Add L1 data feed and correct history issue
jaredgoldman
2023-03-27 21:28:11 -0400
79956abc5e
Remove float conversion of key_id again
jaredgoldman
2023-03-24 20:23:33 -0400
3b1078bcba
Stop still converting datetime to float
jaredgoldman
2023-03-24 20:16:18 -0400
Tyler Goodlet
jaredgoldman
goodboy