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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
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-
1a291939c3
Drop subs ack handling from streamer
Tyler Goodlet
2022-08-01 16:55:04 -0400
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69e501764a
Drop status event processing at large
Tyler Goodlet
2022-08-01 14:08:45 -0400
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7f3f7f0372
Merge pull request #370 from pikers/kill_pydantic_from_kraken
goodboy
2022-07-31 15:18:43 -0400
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-
1cbf45b4c4
Use the ``newuserref`` field on order edits
Tyler Goodlet
2022-07-31 14:29:33 -0400
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227a80469e
Use both `reqid` and `userref` in order requests
Tyler Goodlet
2022-07-30 16:32:03 -0400
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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
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db564d7977
Add casting method to our struct variant
Tyler Goodlet
2022-07-30 14:27:50 -0400
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-
e6a3e8b65a
Add warning msg for `openOrders.userref` always being 0
Tyler Goodlet
2022-07-29 12:52:56 -0400
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d43ba47ebe
Renames to `ppu`
Tyler Goodlet
2022-07-27 12:28:22 -0400
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168c9863cb
Look for transfers after ledger + api trans load
Tyler Goodlet
2022-07-26 14:14:57 -0400
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0fb31586fd
Go back to using `Position.size` property in pp loading audits
Tyler Goodlet
2022-07-25 12:02:57 -0400
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8b609f531b
Add transfers knowledge to positions validation
Tyler Goodlet
2022-07-22 19:11:29 -0400
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d502274eb9
Add a `Client.get_xfers()` to retreive withdrawal transactions
Tyler Goodlet
2022-07-22 19:09:12 -0400
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b1419c850d
Update ledger from api immediately, cruft cleaning
Tyler Goodlet
2022-07-19 11:02:09 -0400
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aa7f24b6db
Drop old reversed order idea for rt-pp msg testing
Tyler Goodlet
2022-07-19 10:39:01 -0400
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319e68c855
TOSQUASH: revert to 22Hz display throttle
Tyler Goodlet
2022-07-19 09:03:57 -0400
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64f920d7e5
Accept direct fqsn matches on position msg updates
Tyler Goodlet
2022-07-19 08:59:09 -0400
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3b79743c7b
Finally get real-time pp updates workin for `kraken`
Tyler Goodlet
2022-07-19 08:43:33 -0400
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54008a1976
Add balance and assets retreival methods, cache assets on startup
Tyler Goodlet
2022-07-18 12:28:52 -0400
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b96b7a8b9c
Use `aclosing()` on all msg async-gens
Tyler Goodlet
2022-07-15 16:26:18 -0400
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0fca1b3e1a
Also map the ws symbol set to the alt set
Tyler Goodlet
2022-07-13 21:10:12 -0400
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2386270cad
Handle too-fast-edits, add `ChainMap` msg tracing
Tyler Goodlet
2022-07-13 16:08:47 -0400
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5b135fad61
Handle pre-existing open orders specifically by checking for null `oid`
Tyler Goodlet
2022-07-13 12:24:28 -0400
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abb6854e74
Make all `.bsuid`s the normed symbol "altname"s
Tyler Goodlet
2022-07-10 20:05:31 -0400
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22f9b2552c
Provide symbol norming via a classmethod + global table
Tyler Goodlet
2022-07-10 19:07:54 -0400
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57f2478dc7
Fixes for state updates and clears
Tyler Goodlet
2022-07-10 16:16:23 -0400
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5dc9a61ec4
Use cancel level logging for cancelled orders
Tyler Goodlet
2022-07-10 15:44:52 -0400
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b0d3d9bb01
TOSQUASH: lingering `.dict()`s
Tyler Goodlet
2022-07-09 12:59:09 -0400
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caecbaa231
Cancel any live orders found on connect
Tyler Goodlet
2022-07-08 23:10:25 -0400
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a20a8d95d5
Use `aclosing()` around ws async gen
Tyler Goodlet
2022-07-08 17:17:28 -0400
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ba93f96c71
Lol, gotta `float()` that vlm before `*` XD
Tyler Goodlet
2022-07-07 16:27:14 -0400
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804e9afdde
Pass our manually mapped `reqid: int` to EMS
Tyler Goodlet
2022-07-08 19:00:13 -0400
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89bcaed15e
Add ledger and `pps.toml` snippets
Tyler Goodlet
2022-07-05 18:06:51 -0400
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bb2f8e4304
Try out a backend readme
Tyler Goodlet
2022-07-05 17:45:47 -0400
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8ab8268edc
Don't require an ems msg symbol on error statuses
Tyler Goodlet
2022-07-05 17:35:17 -0400
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bbcc55b24c
Update ledger *after* pps updates from new trades
Tyler Goodlet
2022-07-05 16:39:18 -0400
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9fa9c27e4d
Factor status handling into a new `process_status()` helper
Tyler Goodlet
2022-07-05 12:58:08 -0400
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d9b4c4a413
Factor msg loop into new func: `handle_order_updates()`
Tyler Goodlet
2022-07-05 11:48:10 -0400
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84cab1327d
Drop uneeded count-sequencec verification
Tyler Goodlet
2022-07-05 11:25:40 -0400
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df4cec930b
Get order "editing" working fully
Tyler Goodlet
2022-07-05 11:03:32 -0400
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ab08dc582d
Make ems relay loop report on brokerd `.reqid` changes
Tyler Goodlet
2022-07-05 09:06:53 -0400
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f79d9865a0
Use `match:` syntax in data feed subs processing
Tyler Goodlet
2022-07-04 22:52:25 -0400
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00378c330c
First draft, working WS based order management
Tyler Goodlet
2022-07-04 22:00:56 -0400
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-
180b97b180
Merge pull request #369 from pikers/pydantic_zombie
goodboy
2022-07-30 17:33:18 -0400
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-
f0b3a4d5c0
Drop `pydantic.create_model()` usage for `msgspec.defstruct()`
pydantic_zombie
Tyler Goodlet
2022-07-30 17:01:56 -0400
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-
e2e66324cc
Merge pull request #363 from pikers/ib_pps_upgrade
goodboy
2022-07-27 14:50:28 -0400
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d950c78b81
Mention liquidation in error msg
ib_pps_upgrade
Tyler Goodlet
2022-07-27 11:17:14 -0400
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7dbcbfdcd5
Write `pps.toml` shortly after broker startup
Tyler Goodlet
2022-07-27 08:44:30 -0400
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279c899de5
Port to new PpTable.dump_active()` output, move order event task to child nursery
Tyler Goodlet
2022-07-26 12:06:53 -0400
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db5aacdb9c
Only allow vnc client connections from localhost
Tyler Goodlet
2022-07-26 09:47:36 -0400
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c7b84ab500
Port position calcs to new ctx mngr apis and drop multi-loop madness
Tyler Goodlet
2022-07-22 15:14:24 -0400
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9967adb371
Lol, drop unintented accound name key layer from ledger ledger
Tyler Goodlet
2022-07-21 15:23:47 -0400
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30ff793a22
Port `ib` broker machinery to new ctx mngr pp api
Tyler Goodlet
2022-07-21 10:06:18 -0400
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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
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-
2766fad719
Fix #222 multi-symbol paper engine support
multisympaper
Tyler Goodlet
2022-07-27 11:16:39 -0400
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-
ae71168216
Change name `be_price` -> `ppu` throughout codebase
ppu_history
Tyler Goodlet
2022-07-27 12:08:13 -0400
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a0c238daa7
Adjust paper-engine to use `Transaction` for pps updates
Tyler Goodlet
2022-07-27 10:28:23 -0400
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7cbdc6a246
Move clears updates back into a method
Tyler Goodlet
2022-07-27 10:26:50 -0400
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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
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5520e9ef21
Minimize clears and audit sizing for all updates in `.update_from_trans()`
Tyler Goodlet
2022-07-25 13:03:22 -0400
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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
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-
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
-
a741ed3161
Port `ib` broker machinery to new ctx mngr pp api
Tyler Goodlet
2022-07-21 10:06:18 -0400
-
b9fbbeb44e
Avoid crash when no vnc server running
Tyler Goodlet
2022-07-19 11:03:32 -0400
-
-
a3d46f713e
Merge pull request #361 from pikers/pptables
goodboy
2022-07-21 17:54:43 -0400
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-
5684120c11
Wow, drop idiotic `return` inside `finally:`
pptables
Tyler Goodlet
2022-07-21 15:28:04 -0400
-
ddb195ed2c
Add a flag to prevent writing `pps.toml` on exit
Tyler Goodlet
2022-07-21 10:12:51 -0400
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6747831677
Don't pop zero pps from table in `.dump_active()`
Tyler Goodlet
2022-07-19 08:26:28 -0400
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9326379b04
Add a `PpTable` type, give it the update methods
Tyler Goodlet
2022-07-18 12:23:02 -0400
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09d9a7ea2b
Expect `<brokermod>.norm_trade_records()` to return `dict`
Tyler Goodlet
2022-07-18 10:33:56 -0400
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45871d5846
Freeze transactions, add todo notes for incr update
Tyler Goodlet
2022-07-10 20:00:12 -0400
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-
bf7a49c19b
Merge pull request #358 from pikers/fix_forex
goodboy
2022-07-21 17:52:08 -0400
-
-
0a7fce087c
Merge pull request #362 from pikers/ahab_you_bad_boi
goodboy
2022-07-21 17:51:11 -0400
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-
d3130ca04c
Revert to hard container kill on log error
ahab_you_bad_boi
Tyler Goodlet
2022-07-21 10:31:17 -0400
-
-
e30a3c5b54
Single chart requires view reset to size to data on startup
fix_forex
Tyler Goodlet
2022-07-21 11:38:07 -0400
-
2393965e83
Fix bottom axis when no fsps/subplots
Tyler Goodlet
2022-07-21 11:37:18 -0400
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fb39da19f4
Add option and adhoc meta-info support to `con2fqsn()`
Tyler Goodlet
2022-07-21 10:14:29 -0400
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a27431c34f
Unify contract->fqsn translation with new cached-helper
Tyler Goodlet
2022-07-19 16:54:45 -0400
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070b9f3dc1
Log msg tweak
Tyler Goodlet
2022-07-15 16:27:06 -0400
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f2dba44169
Merge pull request #360 from pikers/fsp_shm_caching
goodboy
2022-07-19 09:55:27 -0400
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-
0ef5da0881
Unbreak regular searches and stock lookups..
Tyler Goodlet
2022-07-15 15:27:51 -0400
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0580b204a3
A `size` field in ticks is optional
Tyler Goodlet
2022-07-13 13:48:54 -0400
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6ce699ae1f
Repair display loop to work when no vlm chart is loaded
Tyler Goodlet
2022-07-13 12:40:00 -0400
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3aa72abacf
Primary exchange can never be "smart"
Tyler Goodlet
2022-07-13 12:39:23 -0400
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04004525c1
Specifically denote no-vlm contracts in symbol info
Tyler Goodlet
2022-07-13 12:25:04 -0400
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a7f0adf1cf
Make forex rt feeds work again
Tyler Goodlet
2022-07-12 17:21:39 -0400
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cef511092d
Support `Forex` in the pp packer
Tyler Goodlet
2022-07-12 16:55:58 -0400
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4e5df973a9
Support `Forex` tracts in `normalize()`
Tyler Goodlet
2022-07-12 16:55:15 -0400