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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
goodboy
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
Tyler Goodlet
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`'
emit_clear_ticks_only_on_ts_change
Tyler Goodlet
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
95d127cfe0
Leave datetimes alone!
jaredgoldman
2023-03-24 20:11:59 -0400
75eadd58f4
Add more informative logs on startup
jaredgoldman
2023-03-24 20:02:08 -0400
b72f85433a
Remove breaking useless condition for determining if res is list of ohlc values
jaredgoldman
2023-03-24 19:56:38 -0400
6c4f2cdf84
Remove float conversion for config key id
jaredgoldman
2023-03-24 18:50:21 -0400
ccfe033b7a
Strengthen retry case and add comments
jaredgoldman
2023-03-20 21:24:23 -0400
84cd7fe0e1
Add exponential retry case for history client
jaredgoldman
2023-03-20 21:14:58 -0400
609b91e848
Try out `@trio_util.async_generator` for streaming
binance_ws_ep_update
Tyler Goodlet
2023-03-17 20:21:19 -0400
99e94f81be
Make broker creds/auth optional
jaredgoldman
2023-03-19 14:48:47 -0400
9c2177077e
Remove typo
jaredgoldman
2023-03-19 14:43:51 -0400
57587c9d2d
Cast/validate streamed messages
jaredgoldman
2023-03-19 14:22:56 -0400
6e3b132239
Correct typo in license
jaredgoldman
2023-03-19 14:15:14 -0400
4da8b7861e
Label private methods accordingly, remove cryptofeeds module
jaredgoldman
2023-03-19 14:14:33 -0400
65915832ed
More cleanup, add comments re sub func
jaredgoldman
2023-03-19 13:27:31 -0400
61bb60a810
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
a4195fccc6
Spawn background ping task
jaredgoldman
2023-03-18 11:21:23 -0400
afa68d2d59
Remove breakpoint in web_bs, ensure we only unsub if ws is connected
jaredgoldman
2023-03-15 20:26:51 -0400
2d3c351ca4
Implement working message streaming
jaredgoldman
2023-03-15 20:03:16 -0400
9292e98d00
Add sub method to flow
jaredgoldman
2023-03-14 15:05:04 -0400
e4a78eaeef
Succesfully connect to kucoin ws
jaredgoldman
2023-03-14 14:15:10 -0400
f89b408f64
Add back static API version in headers
jaredgoldman
2023-03-11 18:55:40 -0500
88f6f89cbb
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
88e51f6fde
Abstract header gen to seperate function
jaredgoldman
2023-03-08 23:45:51 -0500
2a68ce0657
Implement Kucoin auth and last trades call
jaredgoldman
2023-03-08 23:31:28 -0500
dc02c115ba
WIP - ensure `asyncio` pumps the event loop each send
Tyler Goodlet
2023-03-03 16:24:44 -0500
f830a776ab
Update trade message format
jaredgoldman
2023-03-03 15:24:32 -0500
79feb1073d
WIP - setup basic history and streaming client
jaredgoldman
2023-03-02 23:01:17 -0500
f3f8aeae8d
Start adding history client
jaredgoldman
2023-02-28 12:56:12 -0500
be19c948a9
Add cryptofeeds data feed module, Add Kucoin backend client wip
jaredgoldman
2023-02-28 12:42:37 -0500
78eb784091
Stick `try:` outside all `xdotool` subproc calls
Tyler Goodlet
2023-03-10 09:53:05 -0500
973e4b5f44
`binance`: wrap streamer async-gen in `aclosing()`
Tyler Goodlet
2023-03-13 12:29:17 -0400