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  • 29bab02c64 Pass sync code flag in flex report processor Tyler Goodlet 2023-08-01 09:12:52 -0400
  • 85ae180f8f Factor df conversion into lone routine: `ledger_to_dfs()` Tyler Goodlet 2023-07-31 17:48:03 -0400
  • 5d24b5defb Swap branch order for enter/exit Tyler Goodlet 2023-07-31 17:32:49 -0400
  • 100be54641 data.history: add TODO for non-zero epochs and some typing Tyler Goodlet 2023-07-31 17:21:11 -0400
  • a088ebf5e2 Use inf row/col repr for debugging atm Tyler Goodlet 2023-07-31 17:18:28 -0400
  • b37a447595 Implement PPU and BEP and inject the ledger frames Tyler Goodlet 2023-07-31 16:01:31 -0400
  • b1edaf0639 First draft position accounting with `polars` Tyler Goodlet 2023-07-29 21:02:59 -0400
  • 385561276b Add gap detection into the `store ldshm` cmd Tyler Goodlet 2023-07-26 15:45:55 -0400
  • d94ab9d5b2 order_mode: Only send cancels for dialogs that still exist Tyler Goodlet 2023-07-26 15:43:48 -0400
  • 08e8990fe3 Do single `ShmArray.array` read on zero-time filtering Tyler Goodlet 2023-07-26 15:41:04 -0400
  • 2c6ae5d994 Drop the `gap_dt_unit: str` column Tyler Goodlet 2023-07-26 15:37:59 -0400
  • f1289ccce2 ib: Oof, right need to create ledger entries too.. Tyler Goodlet 2023-07-26 14:55:17 -0400
  • 7802febd20 Backfill history gaps with pre-gap close Tyler Goodlet 2023-07-26 12:56:06 -0400
  • 64329d44e7 Flip `tractor.breakpoint()`s to new `.pause()` Tyler Goodlet 2023-07-26 12:48:19 -0400
  • bd0af7a4c0 kucoin: facepalm, use correct pair fields for price/size ticks Tyler Goodlet 2023-07-26 12:44:41 -0400
  • 618c461bfb binance: always upper case venue and expiry tokens Tyler Goodlet 2023-07-26 12:41:15 -0400
  • c00cf41541 kraken: `norm_trade()` now much accept an optional symcache Tyler Goodlet 2023-07-26 12:40:58 -0400
  • 4436342d33 Change ui stuff to use new `Position.cumsize` attr name Tyler Goodlet 2023-07-26 12:40:09 -0400
  • 58cf7ce10e Add `norm_trade()` ep to validator warnings Tyler Goodlet 2023-07-26 12:39:08 -0400
  • 9fbb75ce7f Remove piker.trionics; already factored into `tractor` Tyler Goodlet 2023-07-26 12:38:25 -0400
  • d0f72bf269 Wrap symcache loading into `.from_scratch()` Tyler Goodlet 2023-07-26 12:27:26 -0400
  • 188508575a Utilize the new `_mktmap_table` input in paper engine Tyler Goodlet 2023-07-26 12:21:27 -0400
  • bebc817d19 Partition ledger data frames by `bs_mktid` Tyler Goodlet 2023-07-26 12:13:54 -0400
  • 1d35747fbf Always clear `Position._events` in `.from_msg()`.. Tyler Goodlet 2023-07-26 12:10:26 -0400
  • e344bdbf1b ib: rework trade handling, take ib position sizes as gospel Tyler Goodlet 2023-07-25 18:03:32 -0400
  • b33be86b2f ib: fill out contract tables in `.get_mkt_info()` Tyler Goodlet 2023-07-25 16:43:08 -0400
  • 50b221f788 ib: rework client-internal contract caching Tyler Goodlet 2023-07-25 16:22:03 -0400
  • 897c20bd4a Moar `.accounting` tweaks Tyler Goodlet 2023-07-21 23:48:53 -0400
  • 759ebe71e9 Allow disabling symcache load via kwarg as well Tyler Goodlet 2023-07-20 15:27:46 -0400
  • e88913e1f3 .data._pathops: drop profiler imports, fix some naming to appease `ruff` Tyler Goodlet 2023-07-20 15:27:22 -0400
  • 5e7916a0df Start `piker.toolz` subpkg for all our tooling B) Tyler Goodlet 2023-07-20 15:23:01 -0400
  • 757b209f88
         Merge pull request #531 from di1ara/brokers-toml-fix master Guillermo Rodriguez 2023-07-20 15:11:09 -0300
  • 9c470846a6 added the error name di1ara 2023-07-20 13:45:50 -0400
  • 5fd0e5020f changed the function name and added a doc string explaining di1ara 2023-07-20 13:38:33 -0400
  • 5eb310cac9 ib: more fixes to try and get positioning correct.. Tyler Goodlet 2023-07-19 16:46:36 -0400
  • 390faeef46 deleted the comment and white spaces di1ara 2023-07-19 15:09:32 -0400
  • 8a10cbf6ab Change `Position.clearsdict()` -> `.clearsitems()` Tyler Goodlet 2023-07-18 21:00:19 -0400
  • 41ee931bc6 add tests for brokers.toml file di1ara 2023-07-17 20:02:52 -0400
  • fe78277948 ib: add new `.symbols` sub-mod Tyler Goodlet 2023-07-17 18:30:11 -0400
  • 9e87b6515b ib: be symcache compat by using bypass attr Tyler Goodlet 2023-07-17 17:31:34 -0400
  • a05a82486d Log a warning on no symcache support in a backend Tyler Goodlet 2023-07-17 17:31:12 -0400
  • e4731eff10 Fix `Position.expiry == None` bug Tyler Goodlet 2023-07-17 17:27:22 -0400
  • dfa13afe22 Allow backends to "bypass" symcache loading Tyler Goodlet 2023-07-17 17:12:40 -0400
  • 912f1bc635 .kraken: start new `.symbols` submod and move symcache and search stuff there Tyler Goodlet 2023-07-17 16:20:11 -0400
  • 82fd785646 Adjust default `[binance]` config to use paper and disable testnets Tyler Goodlet 2023-07-17 14:58:15 -0400
  • 71d0097dc7 Switch to `Position.cumsize` in tracker and order mode mods Tyler Goodlet 2023-07-17 13:50:13 -0400
  • 8fb667686f Open symcaches as part of per-backend search spawning Tyler Goodlet 2023-07-17 01:24:45 -0400
  • 2dab0e2e56 Expose `.data._symcache` stuff at subpkg toplevel Tyler Goodlet 2023-07-17 01:20:52 -0400
  • e8025d0985 .data.types.Struct: by default include non-members from `.to_dict()`.. Tyler Goodlet 2023-07-16 21:32:36 -0400
  • 430309b5dc .accounting: type `Transaction.etype` as a `Literal` Tyler Goodlet 2023-07-16 21:22:15 -0400
  • 4c5507301e kraken: be symcache compatible! Tyler Goodlet 2023-07-16 18:20:15 -0400
  • a5821ae9b1 binance: spec `.ns_path: str` on pair structs Tyler Goodlet 2023-07-15 17:37:56 -0400
  • d794afcb5c Adjust `.clearing._paper_engine.norm_trade()` to new sig Tyler Goodlet 2023-07-15 17:35:41 -0400
  • 3d20490ee5 Move cum-calcs to `open_ledger_dfs()`, always parse `str`->`Datetime` Tyler Goodlet 2023-07-15 15:43:09 -0400
  • 69314e9fca Passthrough all **kwargs `Struct.to_dict()` Tyler Goodlet 2023-07-14 20:29:05 -0400
  • b9fec091ca Allow accounting (file) dir override via kwarg Tyler Goodlet 2023-07-14 20:17:24 -0400
  • 803f4a6354 Add first account cumsize test; known to fail Bo Tyler Goodlet 2023-07-14 17:54:13 -0400
  • 494b3faa9b Formalize transaction normalizer func signature Tyler Goodlet 2023-07-14 14:11:49 -0400
  • da206f5242 Store "namespace path" for each backend's pair struct Tyler Goodlet 2023-07-13 17:58:50 -0400
  • 7f4884a6d9 data.types.Struct.to_dict(): discard non-member struct by default Tyler Goodlet 2023-07-12 12:33:30 -0400
  • c30d8ac9ba ib: port to new `.accounting` APIs Tyler Goodlet 2023-07-10 18:02:40 -0400
  • 8b9494281d Don't verify the history step period for now in `tsdb_backfill()` Tyler Goodlet 2023-07-10 17:57:32 -0400
  • 06c581bfab Async enter/open the symcache in paper engine Tyler Goodlet 2023-07-10 17:52:23 -0400
  • 108e8c7082 .accounting: expose `open_account()` at subsys pkg level Tyler Goodlet 2023-07-10 17:51:42 -0400
  • ddcdbce1a2 Use `acnt` instead of `table` for ref name B) Tyler Goodlet 2023-07-10 17:51:20 -0400
  • 14d5b3c963 Be pedantic in `open_trade_ledger()` from sync code Tyler Goodlet 2023-07-10 17:45:59 -0400
  • 8330b36e58 User/return explicit `symcache` var name in sync case Tyler Goodlet 2023-07-10 17:44:30 -0400
  • 243821aab1 Bleh! Ok make `open_symcache()` and `@acm`.. Tyler Goodlet 2023-07-10 16:54:00 -0400
  • 4123c97139 Add symcache support to paper eng Tyler Goodlet 2023-07-10 12:08:11 -0400
  • 55c3d617fa brokers.core: open cached client before hitting `.get_mkt_info()` Tyler Goodlet 2023-07-10 12:07:15 -0400
  • a2c6749112 binance.feed: use `Client.get_assets()` for mkt pairs Tyler Goodlet 2023-07-10 11:26:24 -0400
  • 19be8348e5 binance.api: add venue qualified symcache support Tyler Goodlet 2023-07-10 11:17:29 -0400
  • 3c84ac326a binance.venues: add pair-type specific asset keying Tyler Goodlet 2023-07-10 11:00:07 -0400
  • c9681d0aa2 .nativedb: ignore an `expired/` subdir Tyler Goodlet 2023-07-10 09:40:37 -0400
  • 8f40e522ef Add handy `DiffDump`ing for our `.types.Struct` Tyler Goodlet 2023-07-10 09:28:38 -0400
  • 87185cf8bb Drop `config` get/set/del apis.. Tyler Goodlet 2023-07-10 09:26:42 -0400
  • ff267890d1 Change cached-client hit msg to runtime level Tyler Goodlet 2023-07-10 09:21:12 -0400
  • 749401e500 .accounting: expose new names at pkg top level Tyler Goodlet 2023-07-10 09:20:31 -0400
  • 3704e2ceac Call `open_ledger_dfs()` for `disect` sub-cmd Tyler Goodlet 2023-07-10 09:13:59 -0400
  • 8f1983fd8e Move df loading into `calc.load_ledger_dfs()` Tyler Goodlet 2023-07-10 09:11:15 -0400
  • f5d4f58610 `Account` api update and refine Tyler Goodlet 2023-07-07 22:22:06 -0400
  • 0e94e89373 Finally, just drop `Transaction.sym` Tyler Goodlet 2023-07-07 19:40:51 -0400
  • 520414a096 Oof, fix `.size` tick msg encode.. Tyler Goodlet 2023-07-07 19:03:54 -0400
  • ddc5f2b441 Use `MktPair.from_msg()` in symcache Tyler Goodlet 2023-07-07 19:00:35 -0400
  • 3994fd8384 Also handle `Decimal` interchange in `MktPair` msg-ification Tyler Goodlet 2023-07-07 14:19:26 -0400
  • 13f231b926 Decode cached mkts and assets back to structs B) Tyler Goodlet 2023-07-07 13:47:24 -0400
  • 309b91676d Finally, support full `MktPair` + `Asset` msgs Tyler Goodlet 2023-07-07 13:31:43 -0400
  • c8c28df62f Much (much) better symbology cache refinements Tyler Goodlet 2023-07-06 15:19:08 -0400
  • 005023275e Add a symbology cache subsys Tyler Goodlet 2023-07-05 10:46:57 -0400
  • 05af2b3e64 Rework `.accounting.Position` calcs to prep for `polars` Tyler Goodlet 2023-07-03 18:52:02 -0400
  • 745c144314 ib.feed: handle fiat (forex) pairs with `Asset` Tyler Goodlet 2023-06-29 14:08:42 -0400
  • 10ebc855e4 ib: fully handle `MktPair.src` and `.dst` in ledger loading Tyler Goodlet 2023-06-29 14:04:24 -0400
  • c0929c042a ib: fix `Client.trades()` return type annot Tyler Goodlet 2023-06-29 14:03:57 -0400
  • 9748b22d34 Always include the src asset for (parquet file names) for fiat pairs Tyler Goodlet 2023-06-29 14:03:16 -0400
  • 3ff9fb3e10 clearing._messages: add todo to drop the `BrokedPosition` msg Tyler Goodlet 2023-06-29 14:01:36 -0400
  • 75f01e22d7 Drop `Position.expiry`, delegate to `.mkt: MktPair` Tyler Goodlet 2023-06-29 13:56:01 -0400
  • 87d6115954 Add src asset name ignore via `MktPair._fqme_without_src: bool` Tyler Goodlet 2023-06-29 12:21:53 -0400
  • c780164f69 Fix test to use new `load_account()` location Tyler Goodlet 2023-06-28 14:17:56 -0400
  • 482403c887 Expose `.accounting.load_account()` Tyler Goodlet 2023-06-28 14:17:31 -0400
  • 2ac8191722 discrepancy between live/testnet urls basic_buy_bot Ebisu 2023-07-12 01:49:17 +0200