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  • 9782107153 First try mega-basic stock (reverse) split support with `ib` and `pps.toml` Tyler Goodlet 2022-08-10 18:01:41 -0400
  • 1f43f660fe Passthrough filled and pendingsubmit cases Tyler Goodlet 2022-08-10 18:03:25 -0400
  • d3b7d0e247 Include both symbols in error msg when a mismatch Tyler Goodlet 2022-08-10 17:59:27 -0400
  • 700dbf0e2b Handle 'closed' vs. 'fill` race case.. Tyler Goodlet 2022-08-10 17:17:47 -0400
  • b52c4092f3 Use modern `Union` pipe op syntax for msg fields Tyler Goodlet 2022-08-10 16:41:00 -0400
  • 7fe3e3f482 Add full EMS order-dialog (re-)load support! Tyler Goodlet 2022-08-10 00:16:08 -0400
  • bbbdcad33b WIP playing with a `ChainMap` of messages Tyler Goodlet 2022-08-08 13:35:01 -0400
  • a3812cd169 Fix for TWS created position loading Tyler Goodlet 2022-08-08 13:47:17 -0400
  • 5ac5743c66 Deliver existing dialog (msgs) to every EMS client Tyler Goodlet 2022-08-05 20:39:00 -0400
  • aa204228ab Lol, handle failed-to-cancel statuses.. Tyler Goodlet 2022-08-05 19:05:05 -0400
  • 0bd8f2bcd9 Start brokerd relay loop after opening client stream Tyler Goodlet 2022-08-05 18:29:40 -0400
  • 334f512ad3 Always cast ems `requid` values to `int` Tyler Goodlet 2022-08-05 17:07:50 -0400
  • 71cca4ceda Drop staged line runtime guard Tyler Goodlet 2022-08-05 16:13:19 -0400
  • 0d332427e2 First draft: relay open orders through ems and display on chart Tyler Goodlet 2022-08-05 14:51:15 -0400
  • 02980282cd Relay existing open orders from ib on startup Tyler Goodlet 2022-08-05 14:50:10 -0400
  • 9651ca84bf
         Merge pull request #372 from pikers/the_ems_flattening goodboy 2022-08-05 21:03:59 -0400
  • 109b35f6eb Matchify paper clearing loop the_ems_flattening Tyler Goodlet 2022-08-04 16:26:12 -0400
  • e28c1748fc Comment out "unknown msg" case for now Tyler Goodlet 2022-08-04 16:25:46 -0400
  • 72889b4d1f Fix reference error Tyler Goodlet 2022-08-04 15:53:50 -0400
  • ae001c3dd7 Matchify the dark trigger loop Tyler Goodlet 2022-08-04 15:42:31 -0400
  • 2309e7ab05 Flatten the brokerd-dialog relay loop using `match:` Tyler Goodlet 2022-08-04 15:21:15 -0400
  • 46c51b55f7 Flatten the client-request handler loop with `match:` Tyler Goodlet 2022-08-03 20:13:37 -0400
  • a9185e7d6f
         Merge pull request #349 from pikers/kraken_ws_orders goodboy 2022-08-05 21:01:24 -0400
  • 3a0987e0be Fix to-fast-edit guard case kraken_ws_orders Tyler Goodlet 2022-08-05 21:00:54 -0400
  • d280a592b1 Repair normalize method logic to only error on lookup failure Tyler Goodlet 2022-08-05 11:04:31 -0400
  • ef5829a6b7
         Merge pull request #368 from pikers/kraken_userref_hackzin goodboy 2022-08-03 09:11:42 -0400
  • 9d0589f8d5 Emit fills from `openOrders` block kraken_userref_hackzin Tyler Goodlet 2022-08-01 19:22:31 -0400
  • 30bcfdcc83 Emit fills from `openOrders` block Tyler Goodlet 2022-08-01 19:22:31 -0400
  • 1a291939c3 Drop subs ack handling from streamer Tyler Goodlet 2022-08-01 16:55:04 -0400
  • 69e501764a Drop status event processing at large Tyler Goodlet 2022-08-01 14:08:45 -0400
  • 7f3f7f0372
         Merge pull request #370 from pikers/kill_pydantic_from_kraken goodboy 2022-07-31 15:18:43 -0400
  • 1cbf45b4c4 Use the ``newuserref`` field on order edits Tyler Goodlet 2022-07-31 14:29:33 -0400
  • 227a80469e Use both `reqid` and `userref` in order requests Tyler Goodlet 2022-07-30 16:32:03 -0400
  • dc8072c6db WIP: use `userref` field over `reqid`... Tyler Goodlet 2022-07-29 19:37:02 -0400
  • 808dbb12e6 Drop forgotten `pydantic` dataclass in binance backend.. Tyler Goodlet 2022-07-31 14:35:07 -0400
  • 44e21b1de9 Drop field import Tyler Goodlet 2022-07-30 16:52:08 -0400
  • b3058b8c78 Drop remaining `pydantic` usage, convert `OHLC` to our struct variant Tyler Goodlet 2022-07-30 14:30:48 -0400
  • db564d7977 Add casting method to our struct variant Tyler Goodlet 2022-07-30 14:27:50 -0400
  • e6a3e8b65a Add warning msg for `openOrders.userref` always being 0 Tyler Goodlet 2022-07-29 12:52:56 -0400
  • d43ba47ebe Renames to `ppu` Tyler Goodlet 2022-07-27 12:28:22 -0400
  • 168c9863cb Look for transfers after ledger + api trans load Tyler Goodlet 2022-07-26 14:14:57 -0400
  • 0fb31586fd Go back to using `Position.size` property in pp loading audits Tyler Goodlet 2022-07-25 12:02:57 -0400
  • 8b609f531b Add transfers knowledge to positions validation Tyler Goodlet 2022-07-22 19:11:29 -0400
  • d502274eb9 Add a `Client.get_xfers()` to retreive withdrawal transactions Tyler Goodlet 2022-07-22 19:09:12 -0400
  • b1419c850d Update ledger from api immediately, cruft cleaning Tyler Goodlet 2022-07-19 11:02:09 -0400
  • aa7f24b6db Drop old reversed order idea for rt-pp msg testing Tyler Goodlet 2022-07-19 10:39:01 -0400
  • 319e68c855 TOSQUASH: revert to 22Hz display throttle Tyler Goodlet 2022-07-19 09:03:57 -0400
  • 64f920d7e5 Accept direct fqsn matches on position msg updates Tyler Goodlet 2022-07-19 08:59:09 -0400
  • 3b79743c7b Finally get real-time pp updates workin for `kraken` Tyler Goodlet 2022-07-19 08:43:33 -0400
  • 54008a1976 Add balance and assets retreival methods, cache assets on startup Tyler Goodlet 2022-07-18 12:28:52 -0400
  • b96b7a8b9c Use `aclosing()` on all msg async-gens Tyler Goodlet 2022-07-15 16:26:18 -0400
  • 0fca1b3e1a Also map the ws symbol set to the alt set Tyler Goodlet 2022-07-13 21:10:12 -0400
  • 2386270cad Handle too-fast-edits, add `ChainMap` msg tracing Tyler Goodlet 2022-07-13 16:08:47 -0400
  • 5b135fad61 Handle pre-existing open orders specifically by checking for null `oid` Tyler Goodlet 2022-07-13 12:24:28 -0400
  • abb6854e74 Make all `.bsuid`s the normed symbol "altname"s Tyler Goodlet 2022-07-10 20:05:31 -0400
  • 22f9b2552c Provide symbol norming via a classmethod + global table Tyler Goodlet 2022-07-10 19:07:54 -0400
  • 57f2478dc7 Fixes for state updates and clears Tyler Goodlet 2022-07-10 16:16:23 -0400
  • 5dc9a61ec4 Use cancel level logging for cancelled orders Tyler Goodlet 2022-07-10 15:44:52 -0400
  • b0d3d9bb01 TOSQUASH: lingering `.dict()`s Tyler Goodlet 2022-07-09 12:59:09 -0400
  • caecbaa231 Cancel any live orders found on connect Tyler Goodlet 2022-07-08 23:10:25 -0400
  • a20a8d95d5 Use `aclosing()` around ws async gen Tyler Goodlet 2022-07-08 17:17:28 -0400
  • ba93f96c71 Lol, gotta `float()` that vlm before `*` XD Tyler Goodlet 2022-07-07 16:27:14 -0400
  • 804e9afdde Pass our manually mapped `reqid: int` to EMS Tyler Goodlet 2022-07-08 19:00:13 -0400
  • 89bcaed15e Add ledger and `pps.toml` snippets Tyler Goodlet 2022-07-05 18:06:51 -0400
  • bb2f8e4304 Try out a backend readme Tyler Goodlet 2022-07-05 17:45:47 -0400
  • 8ab8268edc Don't require an ems msg symbol on error statuses Tyler Goodlet 2022-07-05 17:35:17 -0400
  • bbcc55b24c Update ledger *after* pps updates from new trades Tyler Goodlet 2022-07-05 16:39:18 -0400
  • 9fa9c27e4d Factor status handling into a new `process_status()` helper Tyler Goodlet 2022-07-05 12:58:08 -0400
  • d9b4c4a413 Factor msg loop into new func: `handle_order_updates()` Tyler Goodlet 2022-07-05 11:48:10 -0400
  • 84cab1327d Drop uneeded count-sequencec verification Tyler Goodlet 2022-07-05 11:25:40 -0400
  • df4cec930b Get order "editing" working fully Tyler Goodlet 2022-07-05 11:03:32 -0400
  • ab08dc582d Make ems relay loop report on brokerd `.reqid` changes Tyler Goodlet 2022-07-05 09:06:53 -0400
  • f79d9865a0 Use `match:` syntax in data feed subs processing Tyler Goodlet 2022-07-04 22:52:25 -0400
  • 00378c330c First draft, working WS based order management Tyler Goodlet 2022-07-04 22:00:56 -0400
  • 180b97b180
         Merge pull request #369 from pikers/pydantic_zombie goodboy 2022-07-30 17:33:18 -0400
  • f0b3a4d5c0 Drop `pydantic.create_model()` usage for `msgspec.defstruct()` pydantic_zombie Tyler Goodlet 2022-07-30 17:01:56 -0400
  • e2e66324cc
         Merge pull request #363 from pikers/ib_pps_upgrade goodboy 2022-07-27 14:50:28 -0400
  • d950c78b81 Mention liquidation in error msg ib_pps_upgrade Tyler Goodlet 2022-07-27 11:17:14 -0400
  • 7dbcbfdcd5 Write `pps.toml` shortly after broker startup Tyler Goodlet 2022-07-27 08:44:30 -0400
  • 279c899de5 Port to new PpTable.dump_active()` output, move order event task to child nursery Tyler Goodlet 2022-07-26 12:06:53 -0400
  • db5aacdb9c Only allow vnc client connections from localhost Tyler Goodlet 2022-07-26 09:47:36 -0400
  • c7b84ab500 Port position calcs to new ctx mngr apis and drop multi-loop madness Tyler Goodlet 2022-07-22 15:14:24 -0400
  • 9967adb371 Lol, drop unintented accound name key layer from ledger ledger Tyler Goodlet 2022-07-21 15:23:47 -0400
  • 30ff793a22 Port `ib` broker machinery to new ctx mngr pp api Tyler Goodlet 2022-07-21 10:06:18 -0400
  • 666587991a Avoid crash when no vnc server running Tyler Goodlet 2022-07-19 11:03:32 -0400
  • 01005e40a8
         Merge pull request #366 from pikers/multisympaper goodboy 2022-07-27 12:29:05 -0400
  • d81e629c29
         Merge pull request #365 from pikers/ppu_history goodboy 2022-07-27 12:25:23 -0400
  • 2766fad719 Fix #222 multi-symbol paper engine support multisympaper Tyler Goodlet 2022-07-27 11:16:39 -0400
  • ae71168216 Change name `be_price` -> `ppu` throughout codebase ppu_history Tyler Goodlet 2022-07-27 12:08:13 -0400
  • a0c238daa7 Adjust paper-engine to use `Transaction` for pps updates Tyler Goodlet 2022-07-27 10:28:23 -0400
  • 7cbdc6a246 Move clears updates back into a method Tyler Goodlet 2022-07-27 10:26:50 -0400
  • 2ff8be71aa Add `PpTable.write_config(), order `pps.toml` columns Tyler Goodlet 2022-07-27 08:43:09 -0400
  • ddffaa952d Rework "breakeven" price as "price-per-uni": ppu Tyler Goodlet 2022-07-26 11:27:38 -0400
  • 5520e9ef21 Minimize clears and audit sizing for all updates in `.update_from_trans()` Tyler Goodlet 2022-07-25 13:03:22 -0400
  • 958e542f7d Drop `.lifo_upate()` add `.audit_sizing()` basic_pp_audit Tyler Goodlet 2022-07-25 11:57:57 -0400
  • 927bbc7258
         Merge pull request #364 from pikers/historical_breakeven_pp_price goodboy 2022-07-25 09:24:26 -0400
  • 45bef0cea9 Add non-state-incremented calculation methods historical_breakeven_pp_price Tyler Goodlet 2022-07-22 19:01:23 -0400
  • e1d57e8a8a Port position calcs to new ctx mngr apis and drop multi-loop madness ib_native_data_hack Tyler Goodlet 2022-07-22 15:14:24 -0400
  • ad458e3fcd Lol, drop unintented accound name key layer from ledger ledger Tyler Goodlet 2022-07-21 15:23:47 -0400
  • f26c399ad3 POC using paper-in-docker gw for symbol search Tyler Goodlet 2022-07-21 10:30:23 -0400