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Code Issues 19 Pull Requests 14 Packages Projects Releases Wiki Activity

Commit Graph

  • 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
  • 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