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0c323fdc0b
Minor style changes and warning on unexpected msg
Guillermo Rodriguez
2022-08-27 09:12:02 -0300
02f53d0c13
Error on zero-size orders received by paper engine
Tyler Goodlet
2022-08-25 17:06:53 -0400
8792c97de6
More stringent settings pane input handling
Tyler Goodlet
2022-08-25 17:03:18 -0400
980815d075
Avoid handling account as numeric field in settings
Tyler Goodlet
2022-08-25 16:24:12 -0400
4cedfedc21
Support clearing ticks ('last' & 'trade') fills
Tyler Goodlet
2022-08-25 15:27:05 -0400
fe3d0c6fdd
Handle too-fast-edits with `defaultdict[str, bidict[str, tuple]]`
Tyler Goodlet
2022-08-23 21:08:37 -0400
9200e8da57
Raw-dog-pop cancelled paper entries; old price dun matter
Tyler Goodlet
2022-08-24 14:43:37 -0400
430d065da6
Handle paper-engine too-fast clearing race cases
Tyler Goodlet
2022-08-23 16:48:33 -0400
ecd93cb05a
Pass symbol with broker suffix to `.submit_limit()`; fix clearing
Tyler Goodlet
2022-08-21 22:22:38 -0400
4facd161a9
Pull jsonrpc machinery out of deribit backend into piker.data._web_bs module and make it generic
Guillermo Rodriguez
2022-08-25 12:08:19 -0300
c5447fda06
Merge pull request #390 from pikers/actually_enable_modules
goodboy
2022-08-25 13:06:53 -0400
0447612b34
Oneliner enable rpc modules on runtime open
Guillermo Rodriguez
2022-08-25 11:47:40 -0300
b5499b8225
Merge pull request #331 from pikers/deribit
goodboy
2022-08-25 10:08:29 -0400
00aabddfe8
Fix link
Guillermo Rodriguez
2022-08-25 09:22:15 -0300
43fb720877
Do multiline imports
Guillermo Rodriguez
2022-08-25 09:20:41 -0300
9626dbd7ac
Simplify rpc machinery, and switch refs to Dict and List to builtins, make brokercheck call public broker methods and get their results again
Guillermo Rodriguez
2022-08-25 09:18:52 -0300
f286c79a03
Woops enable backfill_bars in module __init__.py
Guillermo Rodriguez
2022-08-24 19:41:04 -0300
accb0eee6c
Add brokercheck guard on deribit.get_client && drop method running in brokercheck
Guillermo Rodriguez
2022-08-24 19:32:54 -0300
e97dd1cbdb
Stop using as much closures Use a custom tractor branch that fixes a `maybe_open_context` re entrant related bug
Guillermo Rodriguez
2022-08-24 15:10:46 -0300
34fb497eb4
Add aiter api to NoBsWs and rework cryptofeed relay to not be OOPy
Guillermo Rodriguez
2022-08-23 22:21:27 -0300
6669ba6590
Switch back to using async for and dont install signal handlers on cryptofeed
Guillermo Rodriguez
2022-08-23 16:15:35 -0300
cb8099bb8c
Add README.rst and brokers.toml section in config example
Guillermo Rodriguez
2022-08-23 15:14:27 -0300
80a1a58bfc
Refactor cryptofeed relay api and move it to client Added submit_limit and submit_cancel Cache syms correctly Lowercase search results
Guillermo Rodriguez
2022-08-23 14:00:52 -0300
d60f222bb7
Add get_balances, and get_assets rpc to deribit.api.Client Improve symbol_info search results Expect cancellation on cryptofeeds asyncio task Fix the no trades on instrument bug that we had on startup
Guillermo Rodriguez
2022-08-22 19:18:31 -0300
2c2e43d8ac
Add comments and update cryptofeed fork url in requirements
Guillermo Rodriguez
2022-08-22 11:54:17 -0300
212b3d620d
Tweaks on Client init to make api credentials optional
Guillermo Rodriguez
2022-08-22 10:39:30 -0300
92090b01b8
Begin jsonrpc over ws refactor
Guillermo Rodriguez
2022-08-21 23:01:03 -0300
5c02dc6cd7
Add aiter api to NoBsWs and rework cryptofeed relay to not be OOPy
deribit
Guillermo Rodriguez
2022-08-23 22:21:27 -0300
a5481e6746
Switch back to using async for and dont install signal handlers on cryptofeed
Guillermo Rodriguez
2022-08-23 16:15:35 -0300
73fcd72256
Add README.rst and brokers.toml section in config example
Guillermo Rodriguez
2022-08-23 15:14:27 -0300
fc2ceb5964
Refactor cryptofeed relay api and move it to client Added submit_limit and submit_cancel Cache syms correctly Lowercase search results
Guillermo Rodriguez
2022-08-23 14:00:52 -0300
d0dbb44092
Add get_balances, and get_assets rpc to deribit.api.Client Improve symbol_info search results Expect cancellation on cryptofeeds asyncio task Fix the no trades on instrument bug that we had on startup
Guillermo Rodriguez
2022-08-22 19:18:31 -0300
b20500c0d9
Add comments and update cryptofeed fork url in requirements
Guillermo Rodriguez
2022-08-22 11:54:17 -0300
5872095b09
Tweaks on Client init to make api credentials optional
Guillermo Rodriguez
2022-08-22 10:39:30 -0300
5f60923ac1
Begin jsonrpc over ws refactor
Guillermo Rodriguez
2022-08-21 23:01:03 -0300
9073fbc317
drop pydantic to match master
Guillermo Rodriguez
2022-07-16 14:15:36 -0300
f55f56a29f
Refactored deribit backend into new multi file format
Guillermo Rodriguez
2022-07-16 12:44:26 -0300
28e025d02e
Finally get a chart going! lots of fixes to streaming machinery and custom cryptofeed fork with fixes
Guillermo Rodriguez
2022-06-26 22:38:23 -0300
e558e5837e
Introduce piker protocol in stream_messages
Guillermo Rodriguez
2022-06-06 15:58:53 -0300
a0b415095a
Brokermod check output fixed and tweaks to deribit Client.bars function
Guillermo Rodriguez
2022-06-05 10:26:12 -0300
6df181c233
Add brokercheck test and got deribit to dump l1 and trades to console
Guillermo Rodriguez
2022-06-05 08:51:40 -0300
7acc4e3208
Initial deribit mock up
Guillermo Rodriguez
2022-06-01 10:22:02 -0300
10ea242143
Merge pull request #385 from pikers/asycvnc_pin_bump
Guillermo Rodriguez
2022-08-22 13:03:08 -0300
eda6ecd529
Pin to `asyncvnc@main` after upstream fixes
asycvnc_pin_bump
Tyler Goodlet
2022-08-22 11:58:40 -0400
41cae3e12c
POC using paper-in-docker gw for symbol search
live_n_paper
Tyler Goodlet
2022-07-21 10:30:23 -0400
e6e40313a6
Add `ib` `Crypto` contract support
Tyler Goodlet
2022-08-20 18:59:53 -0400
9b2dad31b5
Spawn a live account gateway alongside paper
Tyler Goodlet
2022-08-20 17:49:06 -0400
cf5b0bf9c6
Merge pull request #374 from pikers/open_order_loading
goodboy
2022-08-19 15:23:49 -0400
b9dba48306
Show correct account label on loaded order lines
open_order_loading
Tyler Goodlet
2022-08-18 16:04:44 -0400
4d2e23b5ce
Expose level line marker via property
Tyler Goodlet
2022-08-18 16:00:41 -0400
973bf87e67
Don't log aboout unknown status msg if no oid
Tyler Goodlet
2022-08-18 11:27:12 -0400
5861839783
Fix multi-account order loading..
Tyler Goodlet
2022-08-17 13:05:02 -0400
06845e5504
`kraken`: drop `make_sub()` and inline sub defs in `subscribe()`
Tyler Goodlet
2022-08-17 09:37:29 -0400
43bdd4d022
Pass correct instrument symbol in position msgs
Tyler Goodlet
2022-08-16 11:19:21 -0400
bafd2cb44f
Only relay fills if dialog still alive
Tyler Goodlet
2022-08-16 11:18:49 -0400
be8fd32e7d
Only emit ems fill msgs for 'status' events from ib
Tyler Goodlet
2022-08-16 09:21:47 -0400
ee8c00684b
Add actor-global "broker client" for tracking reqids
Tyler Goodlet
2022-08-15 15:24:25 -0400
7379dc03af
The `ps1` check doesn't work for `pdb`..
Tyler Goodlet
2022-08-15 13:36:32 -0400
a602c47d47
Support loading paper engine live orders
Tyler Goodlet
2022-08-14 16:42:29 -0400
317610e00a
Store positions globally and deliver on ctx connects
Tyler Goodlet
2022-08-14 16:39:35 -0400
c4af706d51
Make order-book-vars globals to persist across ems-dialog connections
Tyler Goodlet
2022-08-14 16:16:48 -0400
665bb183f7
Unpack existing live order params in case statement
Tyler Goodlet
2022-08-11 23:02:33 -0400
f6ba95a6c7
Split existing live-open case into its own block
Tyler Goodlet
2022-08-11 22:48:01 -0400
e2cd8c4aef
Add initial `kraken` live order loading
Tyler Goodlet
2022-08-11 21:30:32 -0400
c8bff81220
Add runtime guards around feed pausing during interaction
Tyler Goodlet
2022-08-11 19:58:53 -0400
2aec1c5f1d
Only pprint our struct when we detect a py REPL
Tyler Goodlet
2022-08-11 15:56:28 -0400
bec32956a8
Move fill case-block earlier, log broker errors
Tyler Goodlet
2022-08-11 14:26:12 -0400
91fdc7c5c7
Load boxed `.req` values as `Order`s in mode loop
Tyler Goodlet
2022-08-11 14:20:23 -0400
b59ed74bc1
'Only send `'closed'` on Filled events, lowercase all statues'
Tyler Goodlet
2022-08-11 14:18:53 -0400
16012f6f02
Include both symbols in error msg when a mismatch
Tyler Goodlet
2022-08-10 17:59:27 -0400
2b61672723
Handle 'closed' vs. 'fill` race case..
Tyler Goodlet
2022-08-10 17:17:47 -0400
176b230a46
Use modern `Union` pipe op syntax for msg fields
Tyler Goodlet
2022-08-10 16:41:00 -0400
7fa9dbf869
Add full EMS order-dialog (re-)load support!
Tyler Goodlet
2022-08-10 00:16:08 -0400
87ed9abefa
WIP playing with a `ChainMap` of messages
Tyler Goodlet
2022-08-08 13:35:01 -0400
2548aae73d
Deliver existing dialog (msgs) to every EMS client
Tyler Goodlet
2022-08-05 20:39:00 -0400
1cfa04927d
Lol, handle failed-to-cancel statuses..
Tyler Goodlet
2022-08-05 19:05:05 -0400
e34ea94f9f
Start brokerd relay loop after opening client stream
Tyler Goodlet
2022-08-05 18:29:40 -0400
1510383738
Always cast ems `requid` values to `int`
Tyler Goodlet
2022-08-05 17:07:50 -0400
016b669d63
Drop staged line runtime guard
Tyler Goodlet
2022-08-05 16:13:19 -0400
682a0191ef
First draft: relay open orders through ems and display on chart
Tyler Goodlet
2022-08-05 14:51:15 -0400
9e36dbe47f
Relay existing open orders from ib on startup
Tyler Goodlet
2022-08-05 14:50:10 -0400
8bef67642e
Merge pull request #383 from pikers/doin_the_splits
goodboy
2022-08-18 11:50:46 -0400
52febac6ae
Facepalm: order-handler tasks are one-to-one with unique clients
doin_the_splits
Tyler Goodlet
2022-08-18 11:33:47 -0400
f202699c25
Fix scan loop: only stash clients that actually connect..
Tyler Goodlet
2022-08-18 11:31:18 -0400
0fb07670d2
Fix multi-account positioning and order tracking..
Tyler Goodlet
2022-08-17 13:05:02 -0400
73d2e7716f
Pre-loop clients to build out pps tables, handle missing commission field
Tyler Goodlet
2022-08-17 10:18:43 -0400
999ae5a1c6
Handle `Position.split_ratio` in state audits
Tyler Goodlet
2022-08-17 08:49:26 -0400
23ba0e5e69
Don't raise on missing position for now, just error log
Tyler Goodlet
2022-08-15 13:35:43 -0400
941a2196b3
Get pos entry from table not `updated: dict` output
Tyler Goodlet
2022-08-17 10:06:37 -0400
0cf4e07b84
Use `datetime` sorting on clears table appends
Tyler Goodlet
2022-08-15 10:42:58 -0400
7bec989eed
First try mega-basic stock (reverse) split support with `ib` and `pps.toml`
Tyler Goodlet
2022-08-10 18:01:41 -0400
6856ca207f
Fix for TWS created position loading
Tyler Goodlet
2022-08-08 13:47:17 -0400
2f6e3ad03f
Add dict differ helpers from SO answer
dict_differ
Tyler Goodlet
2022-08-11 16:18:05 -0400
2e5616850c
Merge pull request #378 from pikers/msgpack_zombie
Guillermo Rodriguez
2022-08-11 17:07:47 -0300
b75683879a
Only pprint our struct when we detect a py REPL
Tyler Goodlet
2022-08-11 15:56:28 -0400
db8a3dd1b7
Move fill case-block earlier, log broker errors
Tyler Goodlet
2022-08-11 14:26:12 -0400
a83bd9c608
Drop `msgpack` from `marketstore` module
msgpack_zombie
Tyler Goodlet
2022-08-11 14:21:01 -0400
2d92ed2052
Drop `msgpack` from `marketstore` module
Tyler Goodlet
2022-08-11 14:21:01 -0400
0756cb0289
Load boxed `.req` values as `Order`s in mode loop
Tyler Goodlet
2022-08-11 14:20:23 -0400
66f7dd9020
'Only send `'closed'` on Filled events, lowercase all statues'
Tyler Goodlet
2022-08-11 14:18:53 -0400