Commit Graph

  • 83f1922f6e `binance.get_mkt_info()`: bleh, right `@lru_cache` dun work for async.. Tyler Goodlet 2023-04-17 16:36:52 -0400
  • 4b7ac1d895 Port paper engine to latest `.accounting` sys fixes Tyler Goodlet 2023-04-17 16:31:21 -0400
  • 7ee6f36e62 Actually, require `mkt_by_fqme` in `.iter_trans()` Tyler Goodlet 2023-04-17 16:30:58 -0400
  • f106472bcb Fix size quantization and closed position popping.. Tyler Goodlet 2023-04-17 15:18:43 -0400
  • bba1ee43ff Allow mkt info table input to `.iter_trans()` Tyler Goodlet 2023-04-17 14:50:07 -0400
  • 0d2e713e9a `binance`: facepalm, swap price/size_tick methods.. Tyler Goodlet 2023-04-16 17:55:44 -0400
  • 10a39ca42c More detailed dark-slap comments Tyler Goodlet 2023-04-14 01:55:48 -0400
  • 0917b580c9 Flip `.feed` and `._sampling` over to new stuff Tyler Goodlet 2023-04-14 01:50:36 -0400
  • a301fabd6c Change`.ui._fsp` to use `Flume.mkt` Tyler Goodlet 2023-04-14 01:50:05 -0400
  • 611d86d988 Change `Flume.symbol` -> `.mkt: MktPair` Tyler Goodlet 2023-04-14 01:45:42 -0400
  • b1e162ebb4 Fix ._util import in questrade backend Tyler Goodlet 2023-04-14 01:22:22 -0400
  • b810de3089 Rename fqsn -> fqme in feeds tests Tyler Goodlet 2023-04-11 23:59:50 -0400
  • 48cae3c178 `ib`: rejects their own fractional size tick.. Tyler Goodlet 2023-04-11 14:03:47 -0400
  • 02eb966a87 Rename ems test mod Tyler Goodlet 2023-04-11 01:31:52 -0400
  • 146e0993a9 More explicit test mod docstring Tyler Goodlet 2023-04-11 01:26:55 -0400
  • 2cf7daca30 Another fqsn -> fqme rename Tyler Goodlet 2023-04-10 22:27:29 -0400
  • dedc51a939 Quantize order prices prior to `OrderClient.send()` Tyler Goodlet 2023-04-10 22:22:17 -0400
  • 3b7579990b Link `tractor` debug mode to `pytest` --pdb flag Tyler Goodlet 2023-04-10 22:21:49 -0400
  • 7de914d54c Fix bad-fqme test, adjust prices based on buy/sell Tyler Goodlet 2023-04-10 22:21:22 -0400
  • 589232d12d Only flip size sign for seels if not already -ve Tyler Goodlet 2023-04-10 22:17:27 -0400
  • 928765074f Fix zero-pp entry to toml case for new file-per-account format Tyler Goodlet 2023-04-10 21:53:48 -0400
  • 2ed9e40d5e Better EMS client-side msg formatting Tyler Goodlet 2023-04-10 19:12:52 -0400
  • 30af91a82c Rewrite order ctl tests as a parametrization Tyler Goodlet 2023-04-10 19:05:36 -0400
  • e524c6fe4f `binance`: add startup caching info log msg Tyler Goodlet 2023-04-10 17:22:26 -0400
  • abbba1fa6e Pack startup pps into a table keyed by fqmes Tyler Goodlet 2023-04-08 22:48:30 -0400
  • 484565988d `order_mode`: broad rename book -> client Tyler Goodlet 2023-04-08 19:22:53 -0400
  • f92c289842 Drop old blessings code, general cleanups Tyler Goodlet 2023-04-06 00:40:18 -0400
  • b7ddf9cb05 paper-eng: close context and terminate actor on exit Tyler Goodlet 2023-04-06 00:26:53 -0400
  • 250e1c4c51 `ledger` cli: dump colored summary lines to console Tyler Goodlet 2023-04-05 23:57:55 -0400
  • 62259880fd paper: on no input fqme, load all mktinfos from pos table Tyler Goodlet 2023-04-05 19:34:29 -0400
  • f42bc2dbce `pprint.pformat()` IB position mismatch log msgs Tyler Goodlet 2023-04-05 19:02:33 -0400
  • 55b4866d5e Use `force_mkt` override in paper pps updates Tyler Goodlet 2023-04-05 14:15:02 -0400
  • 83514b0e90 `binance`: add `get_mkt_info()` ep Tyler Goodlet 2023-04-05 13:17:17 -0400
  • 21401853c4 `kraken`: add module level `get_mkt_info()` Tyler Goodlet 2023-04-05 13:09:06 -0400
  • 6decd4112a kraken: drop console setup, now done during brokerd init Tyler Goodlet 2023-04-05 13:08:31 -0400
  • 3f2f5edb28 kraken: rename `Client._atable` -> `_altnames` Tyler Goodlet 2023-04-05 13:07:22 -0400
  • 1d2d4b40a8 Only log about pps once in order mode code Tyler Goodlet 2023-04-05 11:58:52 -0400
  • 5ee044e418 Another `@acm` in `._cacheables` XD Tyler Goodlet 2023-04-05 11:56:15 -0400
  • 05a33ae634 Make default order size to decimal Tyler Goodlet 2023-04-04 21:28:52 -0400
  • b8a975a3fd Drop `"<broker>.<account>.."` from pps.toml entries Tyler Goodlet 2023-04-04 14:29:25 -0400
  • 33a78366ff paper: always sync pps.toml state on startup Tyler Goodlet 2023-04-04 14:10:12 -0400
  • 2806a4c0e5 Tweak ems msg-received log msg Tyler Goodlet 2023-04-04 14:09:39 -0400
  • 2d609dceac Drop `loglevel` from `spawn_args` inputs to `maybe_spawn_daemon()` Tyler Goodlet 2023-04-04 13:45:52 -0400
  • b2a5f8698d Use `--pdb` flag to config `brokerd` debug mode Tyler Goodlet 2023-04-04 13:36:45 -0400
  • 70efce1631 `kraken`: handle ws connection startup status msgs Tyler Goodlet 2023-04-04 13:35:29 -0400
  • a63599828b Drop masked `MktPair.size_tick_digits()` cruft Tyler Goodlet 2023-04-04 13:34:34 -0400
  • f51361435f paper engine: use the `fqme` for the `bs_mktid` Tyler Goodlet 2023-04-04 13:31:55 -0400
  • 9770a39d7b Cancel the `OrderClient` sync-method relay task on exit Tyler Goodlet 2023-04-04 13:31:39 -0400
  • 97e3c06af8 Set `emsd` log level and clearly report startup pps Tyler Goodlet 2023-04-04 13:27:43 -0400
  • 4c1d174801 Expect `loglevel: str` in brokerd root task ep Tyler Goodlet 2023-04-04 13:25:36 -0400
  • eb7a7462ad Always pass `loglevel: str` to daemon root task eps Tyler Goodlet 2023-04-04 13:14:52 -0400
  • 1944f75ae8 Expose `piker.clearing.OrderClient` Tyler Goodlet 2023-04-04 13:14:23 -0400
  • b619e4a82d WIP complete rework of paper engine tests Tyler Goodlet 2023-04-04 13:03:52 -0400
  • d67031d9ab Ensure we set the test config dir in the root actor.. Tyler Goodlet 2023-04-04 12:59:30 -0400
  • 008bfed702 ib: lul, fix oil (cl) venue to correctly be nymex.. Tyler Goodlet 2023-04-02 23:18:00 -0400
  • 96006b2422 Adjust tests to `.clearing._client.OrderClient` type Tyler Goodlet 2023-04-02 20:33:53 -0400
  • 56cd15fa51 ib: maybe incr client id; can't catch api errors.. Tyler Goodlet 2023-04-02 17:59:42 -0400
  • 879657cc75 Detail `pikerd` sock bind collision in error Tyler Goodlet 2023-03-31 21:56:36 -0400
  • fb13c7cbf6 `ib`: drop pp mismatch err block, we already do it in audit routine Tyler Goodlet 2023-03-30 17:25:44 -0400
  • 72abe98475 Async-ify order client methods and some renaming Tyler Goodlet 2023-03-30 16:21:18 -0400
  • 48f096995f `kraken`: write ledger and pps files on startup Tyler Goodlet 2023-03-29 20:02:20 -0400
  • 2cc77c21ba Rework paper engine for "offline" pp loading Tyler Goodlet 2023-03-29 18:36:01 -0400
  • 1560330acd Convert `Flume.MktPair.size_tick` to float for dark clearing Tyler Goodlet 2023-03-29 18:35:40 -0400
  • a74caa9f77 Add paper engine "offline loading" support to the ledger cli Tyler Goodlet 2023-03-29 18:35:05 -0400
  • 61fb783c4e Formalize a ledger type + API: `TransactionLedger` Tyler Goodlet 2023-03-29 18:28:42 -0400
  • 9f7aa3d1ff Always use the "most resolved" `Position.symbol: MktPair` Tyler Goodlet 2023-03-29 18:01:36 -0400
  • 50be10a9bd `ib`: keep broker name in `Transaction.fqsn` Tyler Goodlet 2023-03-28 17:35:06 -0400
  • 29a5910b90 `ib`: move flex utils to new submod Tyler Goodlet 2023-03-28 12:03:29 -0400
  • a336def65f `ib`: again, only *update* ledger records from API Tyler Goodlet 2023-03-27 16:49:17 -0400
  • 2cb59fe450 Flatter format for pos/ledger mngr statements Tyler Goodlet 2023-03-27 16:18:29 -0400
  • 4494acbc01 Write a separate `pps.<brokername>.<accountname>.toml` file per account Tyler Goodlet 2023-03-27 16:17:50 -0400
  • 7b3d724908 Rework `.config` routines to use `pathlib.Path` Tyler Goodlet 2023-03-27 16:07:21 -0400
  • bc249fbeca Move `.clearing._allocate` -> `accounting._allocate` Tyler Goodlet 2023-03-27 14:24:27 -0400
  • 53c76d3680 Drop `Optional` use from daemon mod Tyler Goodlet 2023-03-27 14:21:09 -0400
  • 60123066e1 Use our `@acm` alias in paper eng Tyler Goodlet 2023-03-27 14:18:40 -0400
  • 29ad20bc63 `ib`: only process ledger-txs once per client Tyler Goodlet 2023-03-27 14:14:39 -0400
  • 978c59f5f0 `ib`: break up data vs. broker enabled modules Tyler Goodlet 2023-03-27 12:19:09 -0400
  • 2c23bc166b First working `brokerd` -> `trades_dialogue()` ep loader Tyler Goodlet 2023-03-27 12:18:39 -0400
  • ff285fbbda `binance`: adjust earch to expect `Pair`s Tyler Goodlet 2023-03-26 18:15:54 -0400
  • ccfafeeec2 Drop `cryptofeed`, what a mess XD Tyler Goodlet 2023-03-24 18:40:04 -0400
  • e0067a4e1d WIP: trying out `typer` for ledger cli Tyler Goodlet 2023-03-24 18:39:45 -0400
  • 485a17af26 Drop weird extra line from license headers Tyler Goodlet 2023-03-24 18:38:29 -0400
  • c5b172a7df `binance`: pre-process `Pair` filters at init Tyler Goodlet 2023-03-23 17:34:55 -0400
  • b718b5634e `binance`: use `MktPair` in live feed setup Tyler Goodlet 2023-03-23 16:32:20 -0400
  • 8f79c37b99 Generalize `MktPair.from_msg()` handling Tyler Goodlet 2023-03-23 16:29:31 -0400
  • aa5f25231a `ib`: never override existing ledger records Tyler Goodlet 2023-03-23 12:52:53 -0400
  • f3049016d6 `ib`: drop use of `_account2clients` in `load_clients_for_trio()` Tyler Goodlet 2023-03-23 12:16:21 -0400
  • 16e11d447c Move toml table decoder to separate mod Tyler Goodlet 2023-03-23 10:23:29 -0400
  • 199a5e8b38 `ib`: stick exc handler around client connection erros Tyler Goodlet 2023-03-23 10:10:34 -0400
  • 59b095b2d5 `kraken`: heh, use `trio_util` for trades streamz tooo XD Tyler Goodlet 2023-03-22 19:15:13 -0400
  • c59ec77d9c WIP: refactor ib pp load init Tyler Goodlet 2023-03-22 14:09:23 -0400
  • 3e5da64571 Cache contract lookups from `Client.get_con()` Tyler Goodlet 2023-03-22 13:23:23 -0400
  • 1c576d72d1 Dump `Position`s as pformatted dicts for now.. Tyler Goodlet 2023-03-22 13:22:24 -0400
  • ea42f66b54 Use common `.brokers` logger in most backends Tyler Goodlet 2023-03-22 12:32:21 -0400
  • 2ae9576cd8 Add common logger instance for `.brokers` Tyler Goodlet 2023-03-22 12:28:33 -0400
  • a462de6f2d Use a single log for entire `.service` subsys Tyler Goodlet 2023-03-22 12:07:08 -0400
  • 3bf48ab597 Use a single log for entire `.clearing` subsys Tyler Goodlet 2023-03-22 11:48:35 -0400
  • 2454dda18f Use `MktPair` attr `.size_tick` in charting Tyler Goodlet 2023-03-22 11:41:39 -0400
  • 7498cbb5f4 Use `Struct.copy()` with update dict for `Order` from staged Tyler Goodlet 2023-03-22 11:41:11 -0400
  • 581782800d Rename `Client.send_update()` -> `.update_nowait()` Tyler Goodlet 2023-03-22 10:50:10 -0400