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c92a236196
ib: more trade record edge case handling
Tyler Goodlet
2024-06-18 10:00:18 -0400
2256cdf190
Mask `ruff` config and pin `websockets=0.12`
#25
fix_deribit_hist_queries_NEW
Nelson Torres
2025-01-29 23:50:09 +0000
8d00151aee
`deribit.feed`: fix "trade" event streaming
Tyler Goodlet
2024-11-22 14:58:30 -0500
05bdec7d1d
Ignore non-`.parquet` (suffixed) paths for now during tsdb fs-indexing
Tyler Goodlet
2024-11-19 21:39:02 -0500
5aad43378c
`.deribit.feed`: get live quotes workin (again)
Tyler Goodlet
2024-11-19 21:14:33 -0500
ab9789d35e
Bit more `cryptofeed` adapter formatting and typing for clarity..
Tyler Goodlet
2024-11-19 21:14:11 -0500
a6d6700b07
.deribit.venues: add todo for an ideal `OptionPair.expiry` fmt/value
Tyler Goodlet
2024-11-19 21:13:21 -0500
8ecfbd77ac
`.data._sampling`: warn about subscriber-less msgs
Tyler Goodlet
2024-11-19 21:09:09 -0500
a8ca901ddd
Add `.log.mk_repr()` to create `reprlib.Repr`s
Tyler Goodlet
2024-11-19 21:05:16 -0500
4dbf5b1c10
Report the closest (via fuzzy match) pairs on unmatched input
Tyler Goodlet
2024-11-19 17:50:26 -0500
4d92d925b6
Signal hist start using `OptionPair.creation_timestamp`
Tyler Goodlet
2024-11-19 17:45:39 -0500
fc40612ca6
`.deribit.api` bit of tidying/typing
Tyler Goodlet
2024-11-19 17:09:16 -0500
d0a12069eb
'Fix `Optional` and use `'linear/reverse'` in `OptionPair.venue`'
Tyler Goodlet
2024-11-19 17:05:13 -0500
d2f6a31883
Mk jsronrpc's underlying ws timeout `float('inf')`
Tyler Goodlet
2024-11-19 16:58:40 -0500
4f4cb29a4c
Refine history gap/termination signalling
Tyler Goodlet
2024-11-19 16:47:29 -0500
d30cfeab2c
Only use `frame_types` if delivered during enter
Tyler Goodlet
2024-11-18 09:27:44 -0500
e4cd1f85f6
Merge pull request 'pyqt6' (#3 ) from pyqt6 into gitea_feats
goodboy
2025-02-11 17:25:03 +0000
3e5e704c2f
Group bcast errors as `Sampler.bcast_errors`
#10
fix_deribit_hist_queries
Tyler Goodlet
2025-02-11 11:27:17 -0500
767d25a9b9
.binance.feed: fix `byfque` key-type, drop `rapidfuzz` import
Tyler Goodlet
2025-02-11 11:13:14 -0500
b4d3bcf240
Support `tractor.pause_from_sync()` in `brokerd`s
Tyler Goodlet
2025-02-11 11:01:52 -0500
8165c684e5
Deribit's feed fix
Nelson Torres
2025-01-29 19:01:37 -0300
ddf47c4555
Deribit's api fix
Nelson Torres
2025-01-29 18:44:41 -0300
c196188eaa
Venues
Nelson Torres
2025-01-29 18:08:00 -0300
dd0d2bd07f
Allow ledger passes to ignore (symcache) unknown fqmes
Tyler Goodlet
2024-10-30 12:49:20 -0400
3a7a983451
.clearing._ems: Don't require `first_quote['last']`
Tyler Goodlet
2024-10-09 16:04:34 -0400
7d62b9d5e7
`kucoin`: repair live quotes streaming..
Tyler Goodlet
2024-10-09 15:58:02 -0400
c96e3d377a
Deleted settlePlan field from binance FutesPair.
Nelson Torres
2024-09-23 20:24:12 +0000
04e03be475
Added missing fields for kucoin.
Nelson Torres
2024-09-23 20:21:59 +0000
e87939e1f2
data._web_bs: try to raise jsonrpc errors in parent task
prev_deribit_fix
Tyler Goodlet
2024-11-09 15:14:34 -0500
3630c02f48
Updated tractor method name.
Nelson Torres
2024-08-23 18:06:05 +0000
fdf34e51bb
Drop `.cancel_actor()` from `maybe_spawn_daemon()`
Tyler Goodlet
2024-08-21 12:16:17 -0400
a0b540022e
Prep service mngr for move to `tractor.hilevel`
Tyler Goodlet
2024-06-21 15:34:57 -0400
20f6343be2
Lel, forgot to add a `SPOT` venue for `binance`..
Tyler Goodlet
2024-08-14 18:49:45 -0400
2f30fc4fb8
Mask no-data pause-point, add perps to sig.
Tyler Goodlet
2024-08-14 17:59:09 -0400
76b5547c2d
uv migration
Nelson Torres
2025-01-30 00:33:36 +0000
08811f9a61
Default.nix fix:
#22
nix_shell_env_fix
Nelson Torres
2025-01-29 23:55:44 +0000
d4064351c7
Default.nix fix:
#15
Nelson Torres
2025-01-29 23:55:44 +0000
376ea72dda
`deribit.feed`: fix "trade" event streaming
#20
Nelson Torres
2025-01-29 23:50:48 +0000
ead1b76735
Ignore non-`.parquet` (suffixed) paths for now during tsdb fs-indexing
Nelson Torres
2025-01-29 23:50:27 +0000
0f8a627867
Mask `ruff` config and pin `websockets=0.12`
Nelson Torres
2025-01-29 23:50:09 +0000
92cccf368a
`.deribit.feed`: get live quotes workin (again)
Nelson Torres
2025-01-29 23:49:55 +0000
e04e90a60e
Bit more `cryptofeed` adapter formatting and typing for clarity..
Nelson Torres
2025-01-29 23:49:41 +0000
22912b260d
.deribit.venues: add todo for an ideal `OptionPair.expiry` fmt/value
Nelson Torres
2025-01-29 23:49:28 +0000
e4b670f6f0
`.data._sampling`: warn about subscriber-less msgs
Nelson Torres
2025-01-29 23:49:09 +0000
fe422bfcb0
Add `.log.mk_repr()` to create `reprlib.Repr`s
Nelson Torres
2025-01-29 23:48:54 +0000
5c19c2cec4
Report the closest (via fuzzy match) pairs on unmatched input
Nelson Torres
2025-01-29 23:48:32 +0000
7d93acff6c
Signal hist start using `OptionPair.creation_timestamp`
Nelson Torres
2025-01-29 23:48:13 +0000
27c800f5c4
`.deribit.api` bit of tidying/typing
Nelson Torres
2025-01-29 23:47:51 +0000
d26a32abf2
'Fix `Optional` and use `'linear/reverse'` in `OptionPair.venue`'
Nelson Torres
2025-01-29 23:46:34 +0000
7b7fc17ff1
Mk jsronrpc's underlying ws timeout `float('inf')`
Nelson Torres
2025-01-29 23:25:41 +0000
ed6a3bda39
Refine history gap/termination signalling
Nelson Torres
2025-01-29 23:24:33 +0000
30fb7da233
Only use `frame_types` if delivered during enter
Nelson Torres
2025-01-29 23:24:04 +0000
ffbca17ba2
Deribit's feed fix
#19
Nelson Torres
2025-01-29 19:01:37 -0300
75891fcac9
Deribit's api fix
Nelson Torres
2025-01-29 18:44:41 -0300
3fb71e9b93
Venues
Nelson Torres
2025-01-29 18:08:00 -0300
3b90f9c5e8
New deps in the `pyproject.toml`:
Nelson Torres
2025-01-29 18:00:26 -0300
91398b7b4f
data._web_bs: try to raise jsonrpc errors in parent task
#7
Tyler Goodlet
2024-11-09 15:14:34 -0500
3dcee16bf6
config refactor
#8
Nelson Torres
2024-11-15 15:24:08 -0300
1f41b151d7
move constants to venue
Nelson Torres
2024-11-15 14:41:47 -0300
e8c196fd88
refactor redundant code
Nelson Torres
2024-11-15 14:26:16 -0300
7cefb202fb
name formatting fixes
Nelson Torres
2024-11-15 11:23:05 -0300
ddb4c0269f
get_mkt_info cleanup
Nelson Torres
2024-11-15 11:22:27 -0300
139f62f4de
cache_symbols refactor
Nelson Torres
2024-11-15 11:20:48 -0300
338e292002
json_rpc_auth_wrapper
Nelson Torres
2024-11-15 11:18:55 -0300
13af0a90eb
move object classes to venue
Nelson Torres
2024-11-15 11:15:25 -0300
e84781ca1e
Added options symbols to get_assets
Nelson Torres
2024-11-14 17:39:52 -0300
576b15e2c6
get_assets now uses public endpoint
Nelson Torres
2024-11-13 10:43:30 -0300
b7e54571ea
now using exch_info in search_symbols
Nelson Torres
2024-11-13 10:40:05 -0300
1a295c0c21
Fix bs_fqme using venue and expiry
Nelson Torres
2024-11-12 16:07:46 -0300
f057a20bfa
Added expiry property for OptionPair
Nelson Torres
2024-11-12 16:06:59 -0300
9dba47902e
No longer needed
Nelson Torres
2024-11-12 16:05:54 -0300
e0ecef04bb
bs_mktid instead bs_fqme for deribits options
Nelson Torres
2024-11-12 12:22:28 -0300
266347bcdb
Fixed pair instrument name in search_symbols endpoint. Fixed instrument in bars endpoint, for options in deribits bs_mktid instead bs_fqme. Fixed the id is in msg.
Nelson Torres
2024-11-11 11:00:40 -0300
051d43b559
data._web_bs: try to raise jsonrpc errors in parent task
Tyler Goodlet
2024-11-09 15:14:34 -0500
ac3ea5d960
Add necessary classes in init file for deribit
Nelson Torres
2024-11-08 21:58:45 +0000
cd1ad13720
Minor refactor in open_symbol_search
Nelson Torres
2024-11-08 21:58:06 +0000
941340f853
stream_quotes now using FeedInit
Nelson Torres
2024-11-08 21:57:35 +0000
b046151464
symbol_info refactor
Nelson Torres
2024-11-08 21:49:14 +0000
f3d810f3ef
search_symbols output type fix
Nelson Torres
2024-11-08 21:48:28 +0000
1c433e7bda
add get_mkt_pairs method
Nelson Torres
2024-11-08 21:47:24 +0000
af0bba5667
get_assets refactor
Nelson Torres
2024-11-08 21:46:58 +0000
28bbf11484
formatting
Nelson Torres
2024-11-08 21:45:27 +0000
d1c00de05b
created exch_info in api class
Nelson Torres
2024-11-08 21:42:42 +0000
30caac4c27
modify self_pairs type to ChainMap
Nelson Torres
2024-11-08 21:41:52 +0000
3de985d3cd
Necessary imports
Nelson Torres
2024-11-08 21:38:08 +0000
cf46671e4b
add get_market_info
Nelson Torres
2024-11-08 21:36:23 +0000
87b0ac2331
Necessary imports
Nelson Torres
2024-11-08 21:35:09 +0000
d014f6f37d
minor fixes in venues
Nelson Torres
2024-11-08 21:34:03 +0000
f50e7ad5f0
add class Pair in venues, PAIRTYPES for future uses
Nelson Torres
2024-11-06 14:29:19 +0000
de55fbd44a
fix syms for venues. little refactor in get_config, and created get_fh_config for cryptofeed.
Nelson Torres
2024-11-04 13:37:05 +0000
e941afc491
venues for deribit
Nelson Torres
2024-11-04 09:34:21 -0300
2ed8b47883
Added cryptofeed and pyarrow necessary for the feed, enable deribit in the brokers init file, at this point the feed is working, to check the tables use vd tool.
Nelson Torres
2024-08-27 23:58:36 +0000
bda7e69ad9
`default.nix` is created with required nixos deps "wiring" `pyproject.toml` update to use pikers.dev/goodboy/tractor.git, branch: `aio_abandons`.
Nelson Torres
2024-08-14 20:17:14 -0300
0223074d24
Allow ledger passes to ignore (symcache) unknown fqmes
Tyler Goodlet
2024-10-30 12:49:20 -0400
77d73d27db
.clearing._ems: Don't require `first_quote['last']`
Tyler Goodlet
2024-10-09 16:04:34 -0400
411b517d8d
`kucoin`: repair live quotes streaming..
Tyler Goodlet
2024-10-09 15:58:02 -0400
12250a7bb1
Deleted settlePlan field from binance FutesPair.
Nelson Torres
2024-09-23 20:24:12 +0000
ddfffc38b0
Added missing fields for kucoin.
Nelson Torres
2024-09-23 20:21:59 +0000
69b1bb57ea
Updated tractor method name.
Nelson Torres
2024-08-23 18:06:05 +0000
1f2755ee36
Drop `.cancel_actor()` from `maybe_spawn_daemon()`
Tyler Goodlet
2024-08-21 12:16:17 -0400