-
0e94e89373
Finally, just drop `Transaction.sym`
Tyler Goodlet
2023-07-07 19:40:51 -0400
-
520414a096
Oof, fix `.size` tick msg encode..
Tyler Goodlet
2023-07-07 19:03:54 -0400
-
ddc5f2b441
Use `MktPair.from_msg()` in symcache
Tyler Goodlet
2023-07-07 19:00:35 -0400
-
3994fd8384
Also handle `Decimal` interchange in `MktPair` msg-ification
Tyler Goodlet
2023-07-07 14:19:26 -0400
-
13f231b926
Decode cached mkts and assets back to structs B)
Tyler Goodlet
2023-07-07 13:47:24 -0400
-
309b91676d
Finally, support full `MktPair` + `Asset` msgs
Tyler Goodlet
2023-07-07 13:31:43 -0400
-
c8c28df62f
Much (much) better symbology cache refinements
Tyler Goodlet
2023-07-06 15:19:08 -0400
-
005023275e
Add a symbology cache subsys
Tyler Goodlet
2023-07-05 10:46:57 -0400
-
05af2b3e64
Rework `.accounting.Position` calcs to prep for `polars`
Tyler Goodlet
2023-07-03 18:52:02 -0400
-
745c144314
ib.feed: handle fiat (forex) pairs with `Asset`
Tyler Goodlet
2023-06-29 14:08:42 -0400
-
10ebc855e4
ib: fully handle `MktPair.src` and `.dst` in ledger loading
Tyler Goodlet
2023-06-29 14:04:24 -0400
-
c0929c042a
ib: fix `Client.trades()` return type annot
Tyler Goodlet
2023-06-29 14:03:57 -0400
-
9748b22d34
Always include the src asset for (parquet file names) for fiat pairs
Tyler Goodlet
2023-06-29 14:03:16 -0400
-
3ff9fb3e10
clearing._messages: add todo to drop the `BrokedPosition` msg
Tyler Goodlet
2023-06-29 14:01:36 -0400
-
75f01e22d7
Drop `Position.expiry`, delegate to `.mkt: MktPair`
Tyler Goodlet
2023-06-29 13:56:01 -0400
-
87d6115954
Add src asset name ignore via `MktPair._fqme_without_src: bool`
Tyler Goodlet
2023-06-29 12:21:53 -0400
-
c780164f69
Fix test to use new `load_account()` location
Tyler Goodlet
2023-06-28 14:17:56 -0400
-
482403c887
Expose `.accounting.load_account()`
Tyler Goodlet
2023-06-28 14:17:31 -0400
-
2ac8191722
discrepancy between live/testnet urls
basic_buy_bot
Ebisu
2023-07-12 01:49:17 +0200
-
35af5f11fa
binance: Map `use_testnet` to off by default (since data feeds)
Tyler Goodlet
2023-06-30 20:20:14 -0400
-
a7ec59862a
binance: Map `use_testnet` to off by default (since data feeds)
Tyler Goodlet
2023-06-30 20:17:02 -0400
-
ad4847cbac
basic bot: iter latest ticks first to decide new submission price per quote
Tyler Goodlet
2023-06-27 13:22:54 -0400
-
da07685e8b
Use `iterticks()` to filter to clears, get first price manually before submit..
Tyler Goodlet
2023-06-26 19:31:19 -0400
-
f1eb76d29f
Drop prints, break on latest clear match tick
Tyler Goodlet
2023-06-26 16:26:33 -0400
-
46b22958f0
basic bot: add real-time price trailer (task) that keeps bid price 0.0005% below last clear value
Tyler Goodlet
2023-06-26 15:22:51 -0400
-
57399e4f5d
basic bot: drop registry addr and connect to default pikerd
Tyler Goodlet
2023-06-26 14:00:01 -0400
-
5690595064
basic bot: set unix fileformat, add KBI handling to cancel order submission
Tyler Goodlet
2023-06-26 13:43:59 -0400
-
63a6c6efde
Add a super basic "order bot" example B)
Tyler Goodlet
2023-06-26 12:57:11 -0400
-
f2fff5a5fa
ib._ledger: move trades transaction processing helpers into new module
Tyler Goodlet
2023-06-27 13:21:59 -0400
-
c0d575c009
Change `Position.clears` -> `._clears[list[dict]]`
Tyler Goodlet
2023-06-27 12:58:50 -0400
-
66d402b80e
Load ledger records into `pl.DataFrame` for `disect`-tion
Tyler Goodlet
2023-06-27 09:33:24 -0400
-
ea270d3396
.data.ticktools: add reverse flag, better docs
Tyler Goodlet
2023-06-27 09:31:08 -0400
-
621634b5a2
Move `frame_ticks()` and tick-type defs into `.ticktools`
Tyler Goodlet
2023-06-26 19:46:51 -0400
-
eacc59226f
rename `.data._normalize` -> `.ticktools`
Tyler Goodlet
2023-06-26 19:41:27 -0400
-
7b4472e37e
data._sampling.frame_ticks(): slight rework to generalize
Tyler Goodlet
2023-06-26 19:30:20 -0400
-
a12b008a15
Merge pull request #525 from pikers/msgspec_struct_updates
ebisu4
2023-06-27 20:00:09 +0200
-
-
4a8eafabb8
Never key error on bad flow pops..
Tyler Goodlet
2023-06-26 16:00:16 -0400
-
e7e7919a43
Ensure paper engine logger is `piker.clearing` instance..
Tyler Goodlet
2023-06-26 15:22:05 -0400
-
cdf9105d0d
Export `Flume` and `Feed` from `piker.data`
Tyler Goodlet
2023-06-26 15:21:30 -0400
-
49e67d5f36
Always add a paper (account) entry to order mode init
Tyler Goodlet
2023-06-26 13:39:32 -0400
-
85fa87fe6f
Update the `_emsd_main()` doc task tree layout
Tyler Goodlet
2023-06-26 13:38:57 -0400
-
249b091c2f
binance: better bad account in order request error msg
Tyler Goodlet
2023-06-26 13:30:56 -0400
-
2d291bd2c3
ib: expose `.broker.norm_trade_records()` from pkg
Tyler Goodlet
2023-06-25 17:24:08 -0400
-
cf1f4bed75
Move `.accounting` related config loaders to subpkg
Tyler Goodlet
2023-06-25 17:21:15 -0400
-
032976b118
view_mode: add in one missing debug_print block..
Tyler Goodlet
2023-06-24 17:31:09 -0400
-
cbe364cb62
Add explicit `piker.cli` logger name for `pikerd`
Tyler Goodlet
2023-06-24 17:24:05 -0400
-
efd52e8ce3
kraken: always insert ticks `list`, only append if vlm
Tyler Goodlet
2023-06-24 17:23:10 -0400
-
3be1d610e0
ib: expose trade EP as `open_trade_dialog()`
Tyler Goodlet
2023-06-24 17:12:43 -0400
-
b1ef549276
Move `broker_init()` into `brokers._daemon`
Tyler Goodlet
2023-06-23 17:33:38 -0400
-
f7f76137ca
kraken: handle `.spot.kraken` new-style FQMEs
Tyler Goodlet
2023-06-22 15:28:20 -0400
-
3fcf44aa52
Skip marketstore docker tests, we're gonna drop it..
Tyler Goodlet
2023-06-20 18:22:56 -0400
-
d9708e28c8
kraken: drop `OHLC.ticks` field and just inject to quote before send
Tyler Goodlet
2023-06-20 14:33:32 -0400
-
65f2549d90
binance: more explicit var naming in `OHLC` parse loop
Tyler Goodlet
2023-06-20 14:01:31 -0400
-
a4d16ec6ab
Fix ems tests: add `.spot` venue token to fqme
Tyler Goodlet
2023-06-20 12:38:39 -0400
-
d82173dd50
Always use fully expanded FQME throughout `.clearing`
Tyler Goodlet
2023-06-20 12:29:50 -0400
-
5d930175e4
kraken: use new `OrderDialogs` type, handle `.spot`
Tyler Goodlet
2023-06-20 12:00:54 -0400
-
e4c1003aba
Hard code futes venue(s) for now in `brokerd`..
Tyler Goodlet
2023-06-19 19:20:41 -0400
-
676b00592d
Don't allow `Client.api()` testnet queries by default, require explicit flag set
Tyler Goodlet
2023-06-19 19:10:43 -0400
-
9970fa89ee
Drop per-venue request methods from `Client`
Tyler Goodlet
2023-06-19 17:59:40 -0400
-
fe902c017b
Drop `OrderedDict` usage, not necessary in modern python
Tyler Goodlet
2023-06-19 16:17:42 -0400
-
77db2fa7c8
Support loading quarterly futes existing lives
Tyler Goodlet
2023-06-19 12:30:43 -0400
-
7f39de59d4
Factor `OrderDialogs` into `.clearing._util`
Tyler Goodlet
2023-06-19 11:44:28 -0400
-
5c315ba163
Support live order loading (with caveats)
Tyler Goodlet
2023-06-19 11:04:38 -0400
-
dc3ac8de01
binance: support order "modifies" B)
Tyler Goodlet
2023-06-18 19:51:13 -0400
-
6eee6ead79
binance: add accounts def to `brokers.toml` template
Tyler Goodlet
2023-06-17 18:48:35 -0400
-
572badb4d8
Add full real-time position update support B)
Tyler Goodlet
2023-06-17 18:00:23 -0400
-
4eeb232248
kraken: add more type annots in broker codez
Tyler Goodlet
2023-06-17 17:18:20 -0400
-
3f555b2f5a
Fix user event matching
Tyler Goodlet
2023-06-17 16:06:42 -0400
-
09007cbf08
Do native symbology lookup in order methods, send user oid in cancel requests
Tyler Goodlet
2023-06-17 16:06:17 -0400
-
8a06e4d073
Wrap dialog tracking in new `OrderDialogs` type, info log all user stream msgs
Tyler Goodlet
2023-06-17 14:45:45 -0400
-
45ded4f2d1
binance: order submission "user id" is not the same as their internal `int` one..
Tyler Goodlet
2023-06-17 14:43:54 -0400
-
60b0b721c5
Split out crypto$ derivs into separate type set
Tyler Goodlet
2023-06-17 13:50:22 -0400
-
249d358737
Woops, fix wss_url lookup depending on venue..
Tyler Goodlet
2023-06-17 13:37:58 -0400
-
a9c016ba10
Use `Client._pairs` cross-venue table for orders
Tyler Goodlet
2023-06-17 13:26:20 -0400
-
98f6d85b65
Make order request methods be venue aware
Tyler Goodlet
2023-06-17 03:37:49 -0400
-
f36061a149
binance: first draft live order ctl support B)
Tyler Goodlet
2023-06-16 20:48:38 -0400
-
43494e4994
Add note about expecting client side to cache search domain?
Tyler Goodlet
2023-06-16 20:48:19 -0400
-
c6d1007e66
Load `Asset`s during echange info queries
Tyler Goodlet
2023-06-16 20:43:07 -0400
-
1bb7c9a2e4
Handle pending futes, optional `.filters` add testnet urls
Tyler Goodlet
2023-06-16 20:42:40 -0400
-
2ee11f65f0
binance: facepalm, always lower case venue token..
Tyler Goodlet
2023-06-14 18:56:56 -0400
-
0c74a67ee1
Move API urls to `.venues`
Tyler Goodlet
2023-06-14 18:27:26 -0400
-
9972bd387a
kraken: use new `open_trade_dialog()` ep name B)
Tyler Goodlet
2023-06-14 17:23:20 -0400
-
f792ecf3af
binance: use new `open_trade_dialog()` endpoint name B)
Tyler Goodlet
2023-06-14 16:48:57 -0400
-
3c89295efe
Rename `.binance.schemas` -> `.venues`
Tyler Goodlet
2023-06-14 15:34:17 -0400
-
9ff03ba00c
kraken: add `<pair>.spot.kraken` fqme interpolation
Tyler Goodlet
2023-06-14 13:44:47 -0400
-
8e03212e40
Always expand FQMEs with .venue and .expiry values
Tyler Goodlet
2023-06-14 13:16:13 -0400
-
4c4787ce58
Add a "perpetual_future" mkt info type
Tyler Goodlet
2023-06-13 15:20:27 -0400
-
e68c55e9bd
Switch `Client.mkt_mode` to 'usd_futes' if 'perp' in fqme
Tyler Goodlet
2023-06-12 21:58:46 -0400
-
dc23f1c9bd
binance: fix `FutesPair` to have `.filters`
Tyler Goodlet
2023-06-12 21:55:45 -0400
-
d173d373cb
kraken: raise `SymbolNotFound` on symbology query errors
Tyler Goodlet
2023-06-12 20:25:09 -0400
-
8220bd152e
Extend `MktPair` doc string to refer to binance pairs
Tyler Goodlet
2023-06-12 14:04:09 -0400
-
aa49c38d55
Add `binance` section to `brokers.toml`
Tyler Goodlet
2023-06-12 14:03:37 -0400
-
dac93dd8f8
Support USD-M futes live feeds and exchange info
Tyler Goodlet
2023-06-10 18:25:22 -0400
-
ae1c5a0db0
binance: breakout into `feed` and `broker` mods like other backends
Tyler Goodlet
2023-06-09 16:45:02 -0400
-
ed0c2555fc
binance: make pkgmod expose endpoints from coming submods
Tyler Goodlet
2023-06-09 16:35:50 -0400
-
26a8638836
binance: convert to subpkg module
Tyler Goodlet
2023-06-09 16:29:05 -0400
-
e035af2f42
Don't filter out clearing ticks XD
Tyler Goodlet
2023-06-09 16:14:42 -0400
-
2dc8ee2b4e
Don't bother casting `AggTrade` values for now, just floatify the price/quantity
Tyler Goodlet
2023-06-09 16:05:31 -0400
-
06026ec661
Add `binance` section to broker conf template
Tyler Goodlet
2023-06-09 15:55:47 -0400
-
7c00ca0254
binance: add deposits/withdrawals API support
Guillermo Rodriguez
2022-02-19 18:03:45 -0300