pikers
/
piker
4
1
Fork 0
Code Issues 14 Pull Requests 12 Packages Projects Releases Wiki Activity

Commit Graph

  • 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
  • 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