Commit Graph

  • 7b6318f025 Cast slots to `int` before range set Tyler Goodlet 2022-07-07 21:08:46 -0400
  • b0ee764423 Drop pydantic from allocator Tyler Goodlet 2022-07-07 21:04:53 -0400
  • a63f0ee1c0 Add a custom `msgspec.Struct` with some humanizing Tyler Goodlet 2022-07-07 19:36:39 -0400
  • 7d49335f8b Lol, gotta `float()` that vlm before `*` XD Tyler Goodlet 2022-07-07 16:27:14 -0400
  • 9d176c2dda Remove `BaseModel` use from all dataclass-like uses Tyler Goodlet 2022-07-06 12:54:03 -0400
  • 6cc02bd8f5 Use struct for shm tokens Tyler Goodlet 2022-07-06 12:42:46 -0400
  • 693c7ce12a Use our struct for kraken `Pair` type Tyler Goodlet 2022-07-06 10:30:32 -0400
  • 5e60c79664 Drop `pydantic` from service mngr Tyler Goodlet 2022-07-06 08:58:52 -0400
  • 7f779dda19 Use our struct in binance backend Tyler Goodlet 2022-07-06 08:58:07 -0400
  • 5100036e10 Pass our manually mapped `reqid: int` to EMS Tyler Goodlet 2022-07-08 19:00:13 -0400
  • 78b9d90202 Add ledger and `pps.toml` snippets Tyler Goodlet 2022-07-05 18:06:51 -0400
  • 9300b3d6db Try out a backend readme Tyler Goodlet 2022-07-05 17:45:47 -0400
  • 6d13c8255f Don't require an ems msg symbol on error statuses Tyler Goodlet 2022-07-05 17:35:17 -0400
  • 3765c61f2d Update ledger *after* pps updates from new trades Tyler Goodlet 2022-07-05 16:39:18 -0400
  • cb7a9b9449 Factor status handling into a new `process_status()` helper Tyler Goodlet 2022-07-05 12:58:08 -0400
  • f1192dff09 Factor msg loop into new func: `handle_order_updates()` Tyler Goodlet 2022-07-05 11:48:10 -0400
  • 9e8d32cdff Drop uneeded count-sequencec verification Tyler Goodlet 2022-07-05 11:25:40 -0400
  • c74741228f Get order "editing" working fully Tyler Goodlet 2022-07-05 11:03:32 -0400
  • f38eef2bf4 Make ems relay loop report on brokerd `.reqid` changes Tyler Goodlet 2022-07-05 09:06:53 -0400
  • e757e1f277 Use `match:` syntax in data feed subs processing Tyler Goodlet 2022-07-04 22:52:25 -0400
  • 4823f87422 First draft, working WS based order management Tyler Goodlet 2022-07-04 22:00:56 -0400
  • f5236f658b
    Merge pull request #356 from pikers/null_last_quote_fix goodboy 2022-07-08 17:47:45 -0400
  • a360b66cc0
    Merge pull request #355 from pikers/ahab_hardkill goodboy 2022-07-08 17:47:17 -0400
  • 4bcb791161 Finally solve the last-price-is-`nan` issue.. null_last_quote_fix Tyler Goodlet 2022-07-07 19:15:01 -0400
  • 4c7c78c815 Add a `ApplicationLogError` custom exc instead ahab_hardkill Tyler Goodlet 2022-07-08 17:18:05 -0400
  • 019867b413 Fix missing container id, drop custom exception Tyler Goodlet 2022-07-07 17:10:06 -0400
  • f356fb0a68 Hard kill container on both a timeout or connection error Tyler Goodlet 2022-07-06 10:13:27 -0400
  • 869aa8251a Import adjustments to allow msg codec overriding in `tractor` tractor_typed_msg_hackin Tyler Goodlet 2022-07-07 16:57:21 -0400
  • d31c38ef51 Mucking with custom `msgspec.Struct` codecs Tyler Goodlet 2022-07-07 16:51:36 -0400
  • de91c2196d Drop remaining `BaseModel` api usage from rest of codebase Tyler Goodlet 2022-07-08 10:55:02 -0400
  • 583fa79e5e Add `Struct.copy()` which does a rountrip validate Tyler Goodlet 2022-07-08 10:54:04 -0400
  • 6887d4d1b0 Change all clearing msgs over to `msgspec` Tyler Goodlet 2022-07-08 10:53:33 -0400
  • c87704e593 Cast slots to `int` before range set Tyler Goodlet 2022-07-07 21:08:46 -0400
  • cfc08a5814 Drop pydantic from allocator Tyler Goodlet 2022-07-07 21:04:53 -0400
  • c10a85a8f3 Add a custom `msgspec.Struct` with some humanizing Tyler Goodlet 2022-07-07 19:36:39 -0400
  • 4e9ff65465 Finally solve the last-price-is-`nan` issue.. Tyler Goodlet 2022-07-07 19:15:01 -0400
  • bf5fcfe896 Fix missing container id, drop custom exception Tyler Goodlet 2022-07-07 17:10:06 -0400
  • 861826dd7b Lol, gotta `float()` that vlm before `*` XD Tyler Goodlet 2022-07-07 16:27:14 -0400
  • 2664360474 Remove `BaseModel` use from all dataclass-like uses Tyler Goodlet 2022-07-06 12:54:03 -0400
  • 5f24c57220 Use struct for shm tokens Tyler Goodlet 2022-07-06 12:42:46 -0400
  • 4660b57f3c Use our struct for kraken `Pair` type Tyler Goodlet 2022-07-06 10:30:32 -0400
  • 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