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Commit Graph

  • da54c80cac Hard kill container on both a timeout or connection error Tyler Goodlet 2022-07-06 10:13:27 -0400
  • 7ec95ec00a Drop `pydantic` from service mngr Tyler Goodlet 2022-07-06 08:58:52 -0400
  • 92d24b7123 Use our struct in binance backend Tyler Goodlet 2022-07-06 08:58:07 -0400
  • de1b4739f8 Add ledger and `pps.toml` snippets Tyler Goodlet 2022-07-05 18:06:51 -0400
  • 2c3307a879 Try out a backend readme Tyler Goodlet 2022-07-05 17:45:47 -0400
  • ef36c5ff52 Don't require an ems msg symbol on error statuses Tyler Goodlet 2022-07-05 17:35:17 -0400
  • 65ff9a1fa1 Update ledger *after* pps updates from new trades Tyler Goodlet 2022-07-05 16:39:18 -0400
  • e901547e9f Factor status handling into a new `process_status()` helper Tyler Goodlet 2022-07-05 12:58:08 -0400
  • 4d19c0f910 Factor msg loop into new func: `handle_order_updates()` Tyler Goodlet 2022-07-05 11:48:10 -0400
  • 9723d2737a Drop uneeded count-sequencec verification Tyler Goodlet 2022-07-05 11:25:40 -0400
  • 204d3b7214 Get order "editing" working fully Tyler Goodlet 2022-07-05 11:03:32 -0400
  • d41d140265 Make ems relay loop report on brokerd `.reqid` changes Tyler Goodlet 2022-07-05 09:06:53 -0400
  • 78a78f5edb Use `match:` syntax in data feed subs processing Tyler Goodlet 2022-07-04 22:52:25 -0400
  • ea5004c8d3 First draft, working WS based order management Tyler Goodlet 2022-07-04 22:00:56 -0400
  • 756249ff70
         Merge pull request #348 from pikers/notokeninwswrapper goodboy 2022-07-05 20:57:30 -0400
  • 419ebebe72
         Merge pull request #346 from pikers/kraken_ledger_pps goodboy 2022-07-05 20:56:44 -0400
  • a229996ebe
         Merge pull request #350 from pikers/ib_rt_pp_update_hotfix goodboy 2022-07-05 20:55:14 -0400
  • af01e89612 Create sub-pkg logger once during import kraken_ledger_pps Tyler Goodlet 2022-07-05 16:59:47 -0400
  • 609034c634 Fix typo / line length Tyler Goodlet 2022-07-05 16:46:31 -0400
  • 95dd0e6bd6 `ib` rt pps update hotfix.. ib_rt_pp_update_hotfix Tyler Goodlet 2022-07-05 16:09:32 -0400
  • 479ad1bb15
         Merge pull request #347 from pikers/pps_postmortem goodboy 2022-07-04 15:28:27 -0400
  • d506235a8b Drop token attr from `NoBsWs` notokeninwswrapper Tyler Goodlet 2022-07-03 17:07:35 -0400
  • 7846446a44 Add real-time incremental pp updates Tyler Goodlet 2022-07-03 14:39:33 -0400
  • 214f864dcf Handle ws style symbol schema Tyler Goodlet 2022-07-03 14:37:15 -0400
  • 4c0f2099aa Send fill msg first Tyler Goodlet 2022-07-03 11:19:33 -0400
  • aea7bec2c3 Inline `process_trade_msgs()` into relay loop Tyler Goodlet 2022-07-03 11:18:45 -0400
  • 47777e4192 Use new `str.removeprefix()` from py3.10 Tyler Goodlet 2022-07-02 15:49:32 -0400
  • f6888057c3 Just do a naive lookup for symbol normalization Tyler Goodlet 2022-07-02 15:48:42 -0400
  • f65f56ec75 Initial `piker.pp` ledger support for `kraken` Tyler Goodlet 2022-07-02 15:40:59 -0400
  • 5d39b04552 Invert normalizer branching logic, raise on edge case Tyler Goodlet 2022-07-01 11:02:27 -0400
  • 735fbc6259 Raise any error from response Tyler Goodlet 2022-07-01 11:02:02 -0400
  • fcd7e0f3f3 Avoid crash on trades ledger msgs Tyler Goodlet 2022-06-29 17:24:38 -0400
  • 9106d13dfe Drop wacky if block logic, while loop, handle errors and prep for async batching Tyler Goodlet 2022-06-29 17:21:45 -0400
  • d3caad6e11 Factor data feeds endpoints into new sub-mod Tyler Goodlet 2022-06-29 13:48:01 -0400
  • f87a2a810a Make broker mod import from new api mod Tyler Goodlet 2022-06-29 13:25:47 -0400
  • 208e2e9e97 Move core api code into sub-module Tyler Goodlet 2022-06-29 13:24:47 -0400
  • 90cc6eb317 Factor clearing related endpoints into new `.kraken.broker` submod Tyler Goodlet 2022-06-29 11:08:48 -0400
  • b118becc84 Start `kraken` sub-pkg Tyler Goodlet 2022-06-29 10:11:11 -0400
  • 7442d68ecf Drop nesting level from emsd's pp cacheing, adjust order mode pps_postmortem Tyler Goodlet 2022-07-02 15:53:12 -0400
  • 076c167d6e Fix ib pkg mod doc string Tyler Goodlet 2022-06-29 13:26:07 -0400
  • 64d8cd448f Right, handle brand-new pp case.. Tyler Goodlet 2022-07-01 16:12:09 -0400
  • ec6a28a8b1 Drop stale comment Tyler Goodlet 2022-07-01 15:23:13 -0400
  • cc15d02488 Fix `.minimize_clears()` to include clears since zero Tyler Goodlet 2022-07-01 15:18:23 -0400
  • d5bc43e8dd
         Merge pull request #336 from pikers/lifo_pps_ib goodboy 2022-06-29 10:07:56 -0400
  • 287a2c8396 Put swb2 in venue filter for now lifo_pps_ib Tyler Goodlet 2022-06-29 10:00:38 -0400
  • 453ebdfe30 Fix field name to new `.bsuid` Tyler Goodlet 2022-06-25 18:42:06 -0400
  • 2b1fb90e03 Add tractor breaker assert.. Tyler Goodlet 2022-06-25 18:41:49 -0400
  • 695ba5288d Comment-drop adhoc symbol (futes) matching in search Tyler Goodlet 2022-06-23 20:20:08 -0400
  • d6c32bba86 Use new adhoc sym map for symbols without exchange tags (usually futes) Tyler Goodlet 2022-06-23 20:19:43 -0400
  • fa89207583 Use sign of the new size which indicates direction of position Tyler Goodlet 2022-06-23 20:18:59 -0400
  • 557562e25c Build out adhoc sym map from futes list Tyler Goodlet 2022-06-23 20:18:15 -0400
  • c6efa2641b Cost part of position breakeven calc is direction dependent Tyler Goodlet 2022-06-23 16:11:50 -0400
  • 8a7e391b4e Terser startup msg fields Tyler Goodlet 2022-06-23 15:13:58 -0400
  • aec48a1dd5 Right, zero sized "closed out" msgs are totally fine Tyler Goodlet 2022-06-23 15:07:56 -0400
  • 87f301500d Simplify updates to single-pass, fix clears minimizing Tyler Goodlet 2022-06-23 14:59:47 -0400
  • 566a54ffb6 Reset the clears table on zero size conditions Tyler Goodlet 2022-06-22 18:54:23 -0400
  • f9c4b3cc96 Fixes for newly opened and closed pps Tyler Goodlet 2022-06-22 18:18:02 -0400
  • a12e6800ff Support per-symbol reload from ledger pp loading Tyler Goodlet 2022-06-22 15:41:26 -0400
  • cc68501c7a Make pp msg `.currency` not required Tyler Goodlet 2022-06-21 16:43:52 -0400
  • 7ebf8a8dc0 Add `tomli` as dep being fastest in the west Tyler Goodlet 2022-06-21 12:53:34 -0400
  • 4475823e48 Add draft ip-mismatch skip case Tyler Goodlet 2022-06-21 12:52:45 -0400
  • 3713288b48 Strip ib prefix before acctid use Tyler Goodlet 2022-06-21 12:52:20 -0400
  • 4fdfb81876 Support re-processing a filtered ledger entry set Tyler Goodlet 2022-06-21 12:37:33 -0400
  • f32b4d37cb Support pp audits with multiple accounts Tyler Goodlet 2022-06-20 15:49:07 -0400
  • 2063b9d8bb Drop ledger entries that have no transaction id Tyler Goodlet 2022-06-20 11:26:32 -0400
  • fe14605034 Fix null case return Tyler Goodlet 2022-06-20 08:10:41 -0400
  • 68b32208de Key pps by bsuid to avoid incorrect disparate entries Tyler Goodlet 2022-06-19 16:30:08 -0400
  • f1fe369bbf Write clears table as a list of tables in toml Tyler Goodlet 2022-06-18 18:30:53 -0400
  • 16b2937d23 Passthrough toml lib kwargs Tyler Goodlet 2022-06-18 15:54:16 -0400
  • bfad676b7c Add expiry and datetime support to ledger parsing Tyler Goodlet 2022-06-18 15:53:56 -0400
  • c617a06905 Port everything to `Position.be_price` Tyler Goodlet 2022-06-18 15:53:12 -0400
  • ff74f4302a Support pp expiries, datetimes on transactions Tyler Goodlet 2022-06-18 15:30:52 -0400
  • 21153a0e1e Ugh, hack our own toml encoder since it seems everything in the lib is half-baked.. Tyler Goodlet 2022-06-17 15:41:17 -0400
  • b6f344f34a Only emit pps msg for trade triggering instrument Tyler Goodlet 2022-06-16 15:31:22 -0400
  • ecdc747ced Allow packing pps by a different key set Tyler Goodlet 2022-06-16 15:27:26 -0400
  • 5147cd7be0 Drop global proxies table, isn't multi-task safe.. Tyler Goodlet 2022-06-16 11:16:23 -0400
  • 3dcb72d429 Only finally-write around the ledger yield up Tyler Goodlet 2022-06-16 10:52:43 -0400
  • fbee33b00d Get real-time trade oriented pp updates workin Tyler Goodlet 2022-06-16 10:38:11 -0400
  • 3991d8f911 Add `update_and_audit()` in prep for rt per-trade-event pp udpates Tyler Goodlet 2022-06-15 11:56:49 -0400
  • 7b2e8f1ba5 Return object form from `update_pps_conf()` Tyler Goodlet 2022-06-15 11:55:26 -0400
  • cbcbb2b243 Filter pps loading to client-active accounts set Tyler Goodlet 2022-06-15 09:56:14 -0400
  • cd3bfb1ea4 Maybe load from ledger in `get_pps()`, allow account filtering Tyler Goodlet 2022-06-15 09:55:32 -0400
  • 82b718d5a3 Many, many `ib` trade log schema hackz Tyler Goodlet 2022-06-14 16:23:46 -0400
  • 05a1a4e3d8 Use new `Position.bsuid` field throughout Tyler Goodlet 2022-06-14 16:22:30 -0400
  • 412138a75b Add transaction costs to "fills" Tyler Goodlet 2022-06-14 14:58:21 -0400
  • c1b63f4757 Use `IB.fills()` method for `Client.trades()` Tyler Goodlet 2022-06-14 10:45:10 -0400
  • 5d774bef90 Move `open_trade_ledger()` to pp mod, add `get_pps()` Tyler Goodlet 2022-06-13 14:11:37 -0400
  • de77c7d209 Better doc strings and detailed comments Tyler Goodlet 2022-06-11 16:18:05 -0400
  • ce1eb11b59 Use new ledger pps but cross-ref with what ib says Tyler Goodlet 2022-06-11 00:05:30 -0400
  • b629ce177d Ensure `.fills` are filled in during object construct.. Tyler Goodlet 2022-06-11 00:05:02 -0400
  • 73fa320917 Cut schema-related comment down to major sections Tyler Goodlet 2022-06-10 18:12:27 -0400
  • dd05ed1371 Implement updates and write to config: `pps.toml` Tyler Goodlet 2022-06-10 17:50:29 -0400
  • 2a641ab8b4 Call it `pps.toml`, allows toml passthrough kwargs Tyler Goodlet 2022-06-10 17:39:17 -0400
  • f8f7ca350c Extend trade-record tools, add ledger to pps extraction Tyler Goodlet 2022-06-10 13:28:34 -0400
  • 88b4ccc768 Add API trade/exec entry parsing and ledger updates Tyler Goodlet 2022-06-10 13:25:08 -0400
  • eb2bad5138 Make our `Symbol` a `msgspec.Struct` Tyler Goodlet 2022-06-10 13:24:39 -0400
  • f768576060 Delegate paper engine pp tracking to new type Tyler Goodlet 2022-06-08 12:37:44 -0400
  • add0e92335 Drop old trade log config writing code Tyler Goodlet 2022-06-08 12:37:12 -0400
  • 1eb7e109e6 Start `piker.pp` module, LIFO pp updates Tyler Goodlet 2022-06-08 11:25:17 -0400
  • 725909a94c Convert accounts table to `bidict` after config load Tyler Goodlet 2022-06-07 16:22:46 -0400