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Code Issues 8 Pull Requests 11 Packages Projects Releases Wiki Activity

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  • 7f4884a6d9 data.types.Struct.to_dict(): discard non-member struct by default Tyler Goodlet 2023-07-12 12:33:30 -0400
  • c30d8ac9ba ib: port to new `.accounting` APIs Tyler Goodlet 2023-07-10 18:02:40 -0400
  • 8b9494281d Don't verify the history step period for now in `tsdb_backfill()` Tyler Goodlet 2023-07-10 17:57:32 -0400
  • 06c581bfab Async enter/open the symcache in paper engine Tyler Goodlet 2023-07-10 17:52:23 -0400
  • 108e8c7082 .accounting: expose `open_account()` at subsys pkg level Tyler Goodlet 2023-07-10 17:51:42 -0400
  • ddcdbce1a2 Use `acnt` instead of `table` for ref name B) Tyler Goodlet 2023-07-10 17:51:20 -0400
  • 14d5b3c963 Be pedantic in `open_trade_ledger()` from sync code Tyler Goodlet 2023-07-10 17:45:59 -0400
  • 8330b36e58 User/return explicit `symcache` var name in sync case Tyler Goodlet 2023-07-10 17:44:30 -0400
  • 243821aab1 Bleh! Ok make `open_symcache()` and `@acm`.. Tyler Goodlet 2023-07-10 16:54:00 -0400
  • 4123c97139 Add symcache support to paper eng Tyler Goodlet 2023-07-10 12:08:11 -0400
  • 55c3d617fa brokers.core: open cached client before hitting `.get_mkt_info()` Tyler Goodlet 2023-07-10 12:07:15 -0400
  • a2c6749112 binance.feed: use `Client.get_assets()` for mkt pairs Tyler Goodlet 2023-07-10 11:26:24 -0400
  • 19be8348e5 binance.api: add venue qualified symcache support Tyler Goodlet 2023-07-10 11:17:29 -0400
  • 3c84ac326a binance.venues: add pair-type specific asset keying Tyler Goodlet 2023-07-10 11:00:07 -0400
  • c9681d0aa2 .nativedb: ignore an `expired/` subdir Tyler Goodlet 2023-07-10 09:40:37 -0400
  • 8f40e522ef Add handy `DiffDump`ing for our `.types.Struct` Tyler Goodlet 2023-07-10 09:28:38 -0400
  • 87185cf8bb Drop `config` get/set/del apis.. Tyler Goodlet 2023-07-10 09:26:42 -0400
  • ff267890d1 Change cached-client hit msg to runtime level Tyler Goodlet 2023-07-10 09:21:12 -0400
  • 749401e500 .accounting: expose new names at pkg top level Tyler Goodlet 2023-07-10 09:20:31 -0400
  • 3704e2ceac Call `open_ledger_dfs()` for `disect` sub-cmd Tyler Goodlet 2023-07-10 09:13:59 -0400
  • 8f1983fd8e Move df loading into `calc.load_ledger_dfs()` Tyler Goodlet 2023-07-10 09:11:15 -0400
  • f5d4f58610 `Account` api update and refine Tyler Goodlet 2023-07-07 22:22:06 -0400
  • 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