-
1002ce1e10
kraken.broker: one last fix to `Position.cumsize`..
Tyler Goodlet
2023-08-24 15:13:18 -0400
-
546049b62f
data.history: handle venue-closure gap edge case
Tyler Goodlet
2023-08-20 18:39:52 -0400
-
e9517cdb02
ib: handle commodity-contract trade records
Tyler Goodlet
2023-08-18 17:29:51 -0400
-
2b8cd031e8
By default silence `Client.get_quote()` timeout errors unless caller specifies to raise
Tyler Goodlet
2023-08-18 17:28:28 -0400
-
2e6b1330f3
Add `.ui` and `.dev` deps groups via `poetry` Bo
Tyler Goodlet
2023-08-18 16:59:30 -0400
-
995d1534b6
Drop hard redraws for now
Tyler Goodlet
2023-08-18 15:14:05 -0400
-
9d31941d42
order_mode: embedded `Order` maybe be in dict form..
Tyler Goodlet
2023-08-18 15:13:35 -0400
-
a695208992
brokers._daemon: drop question-comment about enabling feed module
Tyler Goodlet
2023-08-18 15:13:00 -0400
-
fed89562dc
Import crash handler mngr from `piker.toolz`
Tyler Goodlet
2023-08-18 15:11:27 -0400
-
9005335e18
ib: pack empty `dict` on no flow entry
Tyler Goodlet
2023-08-18 15:10:58 -0400
-
c3f8b089be
Drop `.service._ahab` from storage cli runtime mods
Tyler Goodlet
2023-08-18 14:31:23 -0400
-
0068119a6d
ib: use `asyncio.wait_for()` on ticker first quote; on 3.11 input coros are not allowed..
Tyler Goodlet
2023-08-16 16:57:11 -0400
-
94540ce1cf
Pin tomlkit as a path dep for now
Tyler Goodlet
2023-08-25 13:13:29 -0400
-
ea9a5e524c
Factor prefer wheels deps into new `ahot_overrides`
Tyler Goodlet
2023-08-17 15:56:28 -0400
-
6b22024570
MVP get us working fully on nixos
Tyler Goodlet
2023-08-16 12:19:00 -0400
-
847cb7740c
Drop `marketstore` mod import from CLIs loader
Tyler Goodlet
2023-08-16 12:15:49 -0400
-
84dd0ae4ce
Bump `msgspect`, `polars` versions and add CLI script eps
Tyler Goodlet
2023-08-16 08:07:35 -0400
-
6b90e2e3ee
Factor and gen per-dep overrides via "fancy" `.extend()`
Tyler Goodlet
2023-08-15 11:39:03 -0400
-
482ad1cc83
Add `prompt-toolkit` for full `xonsh` feats
Tyler Goodlet
2023-08-14 13:10:23 -0400
-
6e8d07852c
Pkg with `poetry`, `poetry2nix` and a `flake.nix`
Tyler Goodlet
2023-08-14 11:36:34 -0400
-
4aa04e1c8e
Add note about broadcast when no `.symbol` found
Tyler Goodlet
2023-08-11 14:52:10 -0400
-
c5ed6e6ac4
Facepalm: remove now unused `CostModel` idea..
py311_ib_fix
account_tests
Tyler Goodlet
2023-08-11 13:34:23 -0400
-
077d9bf1d2
Better commenting around order-mode error block
Tyler Goodlet
2023-08-10 12:41:53 -0400
-
78178c2fb7
Add example mtr prober from `mtrpacket`
Tyler Goodlet
2023-08-10 11:49:09 -0400
-
f66a1f8b23
ib: relay submission errors, allow adhoc mkt overrides
Tyler Goodlet
2023-08-10 10:31:00 -0400
-
562d027ee6
Relay brokerd errors to client side, correctly..
Tyler Goodlet
2023-08-09 21:43:38 -0400
-
ff2bbd5aca
ib: handle order errors via `reqid` lookup
Tyler Goodlet
2023-08-07 18:19:35 -0400
-
85a38d057b
Factor cumsize sign to var
Tyler Goodlet
2023-08-07 10:13:31 -0400
-
eba6a77966
Add paper-engine cost simulation support
Tyler Goodlet
2023-08-07 09:55:45 -0400
-
5ed8544fd1
Bleh, move `.data.types` back up to top level pkg
Tyler Goodlet
2023-08-05 15:57:10 -0400
-
5d86d336f2
Parametrize account names for offline ledger tests
Tyler Goodlet
2023-08-03 17:28:08 -0400
-
e4ea7d6193
Lul, fix `open_ledger_dfs()` to `yield` when ledger passed in..
Tyler Goodlet
2023-08-03 17:27:26 -0400
-
60751acf85
Officially drop `Position.size`
Tyler Goodlet
2023-08-03 16:57:02 -0400
-
e9dfd28aac
ib: add back `src/dst` parsing for fiat pairs
Tyler Goodlet
2023-08-03 16:56:33 -0400
-
ae444d1bc7
Add note about `xonsh.main.main()` attempted usage
Tyler Goodlet
2023-08-03 13:56:23 -0400
-
a51a61090d
Drop `virt_cost: str` from df output
Tyler Goodlet
2023-08-02 20:42:18 -0400
-
94ebe1e87e
Add some new hotkey maps for chart zoom and pane hiding
Tyler Goodlet
2023-08-02 20:41:56 -0400
-
fff610fa8d
Fix `PositionTracker.pane` attr resolve bug..
Tyler Goodlet
2023-08-02 17:33:02 -0400
-
7ecf2bd89a
Guess exit transaction costs for BEP prediction
Tyler Goodlet
2023-08-02 17:25:23 -0400
-
1e3a4ca36d
Drop commented, now deprecated edge case notes 🏄
Tyler Goodlet
2023-08-01 15:49:56 -0400
-
b6a705852d
Handle txn costs in BEP, factor enter/exit blocks and df row assignments B)
Tyler Goodlet
2023-08-01 15:42:30 -0400
-
29bab02c64
Pass sync code flag in flex report processor
Tyler Goodlet
2023-08-01 09:12:52 -0400
-
85ae180f8f
Factor df conversion into lone routine: `ledger_to_dfs()`
Tyler Goodlet
2023-07-31 17:48:03 -0400
-
5d24b5defb
Swap branch order for enter/exit
Tyler Goodlet
2023-07-31 17:32:49 -0400
-
100be54641
data.history: add TODO for non-zero epochs and some typing
Tyler Goodlet
2023-07-31 17:21:11 -0400
-
a088ebf5e2
Use inf row/col repr for debugging atm
Tyler Goodlet
2023-07-31 17:18:28 -0400
-
b37a447595
Implement PPU and BEP and inject the ledger frames
Tyler Goodlet
2023-07-31 16:01:31 -0400
-
b1edaf0639
First draft position accounting with `polars`
Tyler Goodlet
2023-07-29 21:02:59 -0400
-
385561276b
Add gap detection into the `store ldshm` cmd
Tyler Goodlet
2023-07-26 15:45:55 -0400
-
d94ab9d5b2
order_mode: Only send cancels for dialogs that still exist
Tyler Goodlet
2023-07-26 15:43:48 -0400
-
08e8990fe3
Do single `ShmArray.array` read on zero-time filtering
Tyler Goodlet
2023-07-26 15:41:04 -0400
-
2c6ae5d994
Drop the `gap_dt_unit: str` column
Tyler Goodlet
2023-07-26 15:37:59 -0400
-
f1289ccce2
ib: Oof, right need to create ledger entries too..
Tyler Goodlet
2023-07-26 14:55:17 -0400
-
7802febd20
Backfill history gaps with pre-gap close
Tyler Goodlet
2023-07-26 12:56:06 -0400
-
64329d44e7
Flip `tractor.breakpoint()`s to new `.pause()`
Tyler Goodlet
2023-07-26 12:48:19 -0400
-
bd0af7a4c0
kucoin: facepalm, use correct pair fields for price/size ticks
Tyler Goodlet
2023-07-26 12:44:41 -0400
-
618c461bfb
binance: always upper case venue and expiry tokens
Tyler Goodlet
2023-07-26 12:41:15 -0400
-
c00cf41541
kraken: `norm_trade()` now much accept an optional symcache
Tyler Goodlet
2023-07-26 12:40:58 -0400
-
4436342d33
Change ui stuff to use new `Position.cumsize` attr name
Tyler Goodlet
2023-07-26 12:40:09 -0400
-
58cf7ce10e
Add `norm_trade()` ep to validator warnings
Tyler Goodlet
2023-07-26 12:39:08 -0400
-
9fbb75ce7f
Remove piker.trionics; already factored into `tractor`
Tyler Goodlet
2023-07-26 12:38:25 -0400
-
d0f72bf269
Wrap symcache loading into `.from_scratch()`
Tyler Goodlet
2023-07-26 12:27:26 -0400
-
188508575a
Utilize the new `_mktmap_table` input in paper engine
Tyler Goodlet
2023-07-26 12:21:27 -0400
-
bebc817d19
Partition ledger data frames by `bs_mktid`
Tyler Goodlet
2023-07-26 12:13:54 -0400
-
1d35747fbf
Always clear `Position._events` in `.from_msg()`..
Tyler Goodlet
2023-07-26 12:10:26 -0400
-
e344bdbf1b
ib: rework trade handling, take ib position sizes as gospel
Tyler Goodlet
2023-07-25 18:03:32 -0400
-
b33be86b2f
ib: fill out contract tables in `.get_mkt_info()`
Tyler Goodlet
2023-07-25 16:43:08 -0400
-
50b221f788
ib: rework client-internal contract caching
Tyler Goodlet
2023-07-25 16:22:03 -0400
-
897c20bd4a
Moar `.accounting` tweaks
Tyler Goodlet
2023-07-21 23:48:53 -0400
-
759ebe71e9
Allow disabling symcache load via kwarg as well
Tyler Goodlet
2023-07-20 15:27:46 -0400
-
e88913e1f3
.data._pathops: drop profiler imports, fix some naming to appease `ruff`
Tyler Goodlet
2023-07-20 15:27:22 -0400
-
5e7916a0df
Start `piker.toolz` subpkg for all our tooling B)
Tyler Goodlet
2023-07-20 15:23:01 -0400
-
757b209f88
Merge pull request #531 from di1ara/brokers-toml-fix
master
Guillermo Rodriguez
2023-07-20 15:11:09 -0300
-
-
9c470846a6
added the error name
di1ara
2023-07-20 13:45:50 -0400
-
5fd0e5020f
changed the function name and added a doc string explaining
di1ara
2023-07-20 13:38:33 -0400
-
5eb310cac9
ib: more fixes to try and get positioning correct..
Tyler Goodlet
2023-07-19 16:46:36 -0400
-
390faeef46
deleted the comment and white spaces
di1ara
2023-07-19 15:09:32 -0400
-
8a10cbf6ab
Change `Position.clearsdict()` -> `.clearsitems()`
Tyler Goodlet
2023-07-18 21:00:19 -0400
-
41ee931bc6
add tests for brokers.toml file
di1ara
2023-07-17 20:02:52 -0400
-
-
fe78277948
ib: add new `.symbols` sub-mod
Tyler Goodlet
2023-07-17 18:30:11 -0400
-
9e87b6515b
ib: be symcache compat by using bypass attr
Tyler Goodlet
2023-07-17 17:31:34 -0400
-
a05a82486d
Log a warning on no symcache support in a backend
Tyler Goodlet
2023-07-17 17:31:12 -0400
-
e4731eff10
Fix `Position.expiry == None` bug
Tyler Goodlet
2023-07-17 17:27:22 -0400
-
dfa13afe22
Allow backends to "bypass" symcache loading
Tyler Goodlet
2023-07-17 17:12:40 -0400
-
912f1bc635
.kraken: start new `.symbols` submod and move symcache and search stuff there
Tyler Goodlet
2023-07-17 16:20:11 -0400
-
82fd785646
Adjust default `[binance]` config to use paper and disable testnets
Tyler Goodlet
2023-07-17 14:58:15 -0400
-
71d0097dc7
Switch to `Position.cumsize` in tracker and order mode mods
Tyler Goodlet
2023-07-17 13:50:13 -0400
-
8fb667686f
Open symcaches as part of per-backend search spawning
Tyler Goodlet
2023-07-17 01:24:45 -0400
-
2dab0e2e56
Expose `.data._symcache` stuff at subpkg toplevel
Tyler Goodlet
2023-07-17 01:20:52 -0400
-
e8025d0985
.data.types.Struct: by default include non-members from `.to_dict()`..
Tyler Goodlet
2023-07-16 21:32:36 -0400
-
430309b5dc
.accounting: type `Transaction.etype` as a `Literal`
Tyler Goodlet
2023-07-16 21:22:15 -0400
-
4c5507301e
kraken: be symcache compatible!
Tyler Goodlet
2023-07-16 18:20:15 -0400
-
a5821ae9b1
binance: spec `.ns_path: str` on pair structs
Tyler Goodlet
2023-07-15 17:37:56 -0400
-
d794afcb5c
Adjust `.clearing._paper_engine.norm_trade()` to new sig
Tyler Goodlet
2023-07-15 17:35:41 -0400
-
3d20490ee5
Move cum-calcs to `open_ledger_dfs()`, always parse `str`->`Datetime`
Tyler Goodlet
2023-07-15 15:43:09 -0400
-
69314e9fca
Passthrough all **kwargs `Struct.to_dict()`
Tyler Goodlet
2023-07-14 20:29:05 -0400
-
b9fec091ca
Allow accounting (file) dir override via kwarg
Tyler Goodlet
2023-07-14 20:17:24 -0400
-
803f4a6354
Add first account cumsize test; known to fail Bo
Tyler Goodlet
2023-07-14 17:54:13 -0400
-
494b3faa9b
Formalize transaction normalizer func signature
Tyler Goodlet
2023-07-14 14:11:49 -0400
-
da206f5242
Store "namespace path" for each backend's pair struct
Tyler Goodlet
2023-07-13 17:58:50 -0400