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077d9bf1d2
Better commenting around order-mode error block
Tyler Goodlet
2023-08-10 12:41:53 -0400
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78178c2fb7
Add example mtr prober from `mtrpacket`
Tyler Goodlet
2023-08-10 11:49:09 -0400
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f66a1f8b23
ib: relay submission errors, allow adhoc mkt overrides
Tyler Goodlet
2023-08-10 10:31:00 -0400
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562d027ee6
Relay brokerd errors to client side, correctly..
Tyler Goodlet
2023-08-09 21:43:38 -0400
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ff2bbd5aca
ib: handle order errors via `reqid` lookup
Tyler Goodlet
2023-08-07 18:19:35 -0400
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85a38d057b
Factor cumsize sign to var
Tyler Goodlet
2023-08-07 10:13:31 -0400
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eba6a77966
Add paper-engine cost simulation support
Tyler Goodlet
2023-08-07 09:55:45 -0400
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5ed8544fd1
Bleh, move `.data.types` back up to top level pkg
Tyler Goodlet
2023-08-05 15:57:10 -0400
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5d86d336f2
Parametrize account names for offline ledger tests
Tyler Goodlet
2023-08-03 17:28:08 -0400
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e4ea7d6193
Lul, fix `open_ledger_dfs()` to `yield` when ledger passed in..
Tyler Goodlet
2023-08-03 17:27:26 -0400
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60751acf85
Officially drop `Position.size`
Tyler Goodlet
2023-08-03 16:57:02 -0400
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e9dfd28aac
ib: add back `src/dst` parsing for fiat pairs
Tyler Goodlet
2023-08-03 16:56:33 -0400
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ae444d1bc7
Add note about `xonsh.main.main()` attempted usage
Tyler Goodlet
2023-08-03 13:56:23 -0400
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a51a61090d
Drop `virt_cost: str` from df output
Tyler Goodlet
2023-08-02 20:42:18 -0400
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94ebe1e87e
Add some new hotkey maps for chart zoom and pane hiding
Tyler Goodlet
2023-08-02 20:41:56 -0400
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fff610fa8d
Fix `PositionTracker.pane` attr resolve bug..
Tyler Goodlet
2023-08-02 17:33:02 -0400
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7ecf2bd89a
Guess exit transaction costs for BEP prediction
Tyler Goodlet
2023-08-02 17:25:23 -0400
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1e3a4ca36d
Drop commented, now deprecated edge case notes 🏄
Tyler Goodlet
2023-08-01 15:49:56 -0400
-
b6a705852d
Handle txn costs in BEP, factor enter/exit blocks and df row assignments B)
Tyler Goodlet
2023-08-01 15:42:30 -0400
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29bab02c64
Pass sync code flag in flex report processor
Tyler Goodlet
2023-08-01 09:12:52 -0400
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85ae180f8f
Factor df conversion into lone routine: `ledger_to_dfs()`
Tyler Goodlet
2023-07-31 17:48:03 -0400
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5d24b5defb
Swap branch order for enter/exit
Tyler Goodlet
2023-07-31 17:32:49 -0400
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100be54641
data.history: add TODO for non-zero epochs and some typing
Tyler Goodlet
2023-07-31 17:21:11 -0400
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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
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b1edaf0639
First draft position accounting with `polars`
Tyler Goodlet
2023-07-29 21:02:59 -0400
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385561276b
Add gap detection into the `store ldshm` cmd
Tyler Goodlet
2023-07-26 15:45:55 -0400
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d94ab9d5b2
order_mode: Only send cancels for dialogs that still exist
Tyler Goodlet
2023-07-26 15:43:48 -0400
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08e8990fe3
Do single `ShmArray.array` read on zero-time filtering
Tyler Goodlet
2023-07-26 15:41:04 -0400
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2c6ae5d994
Drop the `gap_dt_unit: str` column
Tyler Goodlet
2023-07-26 15:37:59 -0400
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f1289ccce2
ib: Oof, right need to create ledger entries too..
Tyler Goodlet
2023-07-26 14:55:17 -0400
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7802febd20
Backfill history gaps with pre-gap close
Tyler Goodlet
2023-07-26 12:56:06 -0400
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64329d44e7
Flip `tractor.breakpoint()`s to new `.pause()`
Tyler Goodlet
2023-07-26 12:48:19 -0400
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bd0af7a4c0
kucoin: facepalm, use correct pair fields for price/size ticks
Tyler Goodlet
2023-07-26 12:44:41 -0400
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618c461bfb
binance: always upper case venue and expiry tokens
Tyler Goodlet
2023-07-26 12:41:15 -0400
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c00cf41541
kraken: `norm_trade()` now much accept an optional symcache
Tyler Goodlet
2023-07-26 12:40:58 -0400
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4436342d33
Change ui stuff to use new `Position.cumsize` attr name
Tyler Goodlet
2023-07-26 12:40:09 -0400
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58cf7ce10e
Add `norm_trade()` ep to validator warnings
Tyler Goodlet
2023-07-26 12:39:08 -0400
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9fbb75ce7f
Remove piker.trionics; already factored into `tractor`
Tyler Goodlet
2023-07-26 12:38:25 -0400
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d0f72bf269
Wrap symcache loading into `.from_scratch()`
Tyler Goodlet
2023-07-26 12:27:26 -0400
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188508575a
Utilize the new `_mktmap_table` input in paper engine
Tyler Goodlet
2023-07-26 12:21:27 -0400
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bebc817d19
Partition ledger data frames by `bs_mktid`
Tyler Goodlet
2023-07-26 12:13:54 -0400
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1d35747fbf
Always clear `Position._events` in `.from_msg()`..
Tyler Goodlet
2023-07-26 12:10:26 -0400
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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
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5e7916a0df
Start `piker.toolz` subpkg for all our tooling B)
Tyler Goodlet
2023-07-20 15:23:01 -0400
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757b209f88
Merge pull request #531 from di1ara/brokers-toml-fix
master
Guillermo Rodriguez
2023-07-20 15:11:09 -0300
-
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9c470846a6
added the error name
di1ara
2023-07-20 13:45:50 -0400
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5fd0e5020f
changed the function name and added a doc string explaining
di1ara
2023-07-20 13:38:33 -0400
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5eb310cac9
ib: more fixes to try and get positioning correct..
Tyler Goodlet
2023-07-19 16:46:36 -0400
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390faeef46
deleted the comment and white spaces
di1ara
2023-07-19 15:09:32 -0400
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8a10cbf6ab
Change `Position.clearsdict()` -> `.clearsitems()`
Tyler Goodlet
2023-07-18 21:00:19 -0400
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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
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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
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912f1bc635
.kraken: start new `.symbols` submod and move symcache and search stuff there
Tyler Goodlet
2023-07-17 16:20:11 -0400
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82fd785646
Adjust default `[binance]` config to use paper and disable testnets
Tyler Goodlet
2023-07-17 14:58:15 -0400
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71d0097dc7
Switch to `Position.cumsize` in tracker and order mode mods
Tyler Goodlet
2023-07-17 13:50:13 -0400
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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
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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
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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
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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
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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
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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
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19be8348e5
binance.api: add venue qualified symcache support
Tyler Goodlet
2023-07-10 11:17:29 -0400
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3c84ac326a
binance.venues: add pair-type specific asset keying
Tyler Goodlet
2023-07-10 11:00:07 -0400
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c9681d0aa2
.nativedb: ignore an `expired/` subdir
Tyler Goodlet
2023-07-10 09:40:37 -0400
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8f40e522ef
Add handy `DiffDump`ing for our `.types.Struct`
Tyler Goodlet
2023-07-10 09:28:38 -0400
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87185cf8bb
Drop `config` get/set/del apis..
Tyler Goodlet
2023-07-10 09:26:42 -0400
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ff267890d1
Change cached-client hit msg to runtime level
Tyler Goodlet
2023-07-10 09:21:12 -0400
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749401e500
.accounting: expose new names at pkg top level
Tyler Goodlet
2023-07-10 09:20:31 -0400
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3704e2ceac
Call `open_ledger_dfs()` for `disect` sub-cmd
Tyler Goodlet
2023-07-10 09:13:59 -0400
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8f1983fd8e
Move df loading into `calc.load_ledger_dfs()`
Tyler Goodlet
2023-07-10 09:11:15 -0400
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f5d4f58610
`Account` api update and refine
Tyler Goodlet
2023-07-07 22:22:06 -0400