Commit Graph

  • 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
  • 069466218e Use `str(cmd.symbol)` for fqme on cancels, add `_nowait()` method names Tyler Goodlet 2023-03-22 10:40:48 -0400
  • fd9e484b55 Add `.__str__()` to mktpair and symbol types, fix `MktPair.fqme` token order Tyler Goodlet 2023-03-22 10:36:52 -0400
  • 406565f74d Rename `fqsn` -> `fqme` in paper engine Tyler Goodlet 2023-03-22 08:23:01 -0400
  • 6272cae8d4 Drop more `Optional` usage on our `Struct` Tyler Goodlet 2023-03-21 22:33:54 -0400
  • dc2332c980 '`kraken`: finally, use new `MktPair` in `'mkt_info'` init msg field!' Tyler Goodlet 2023-03-21 22:32:24 -0400
  • 7be85a882b Drop use of legacy `Symbol.broker_info` in display startup Tyler Goodlet 2023-03-21 22:29:26 -0400
  • b6df83a0e9 Typecast `OrderMode.staged.symbol: str` before `.copy()`! Tyler Goodlet 2023-03-21 22:28:26 -0400
  • d62fb655eb `kraken`: parse our source asset key and set on `MktPair.src: str` Tyler Goodlet 2023-03-21 22:08:43 -0400
  • a9778e4001 Always cast `Order.symbol: str` for now Tyler Goodlet 2023-03-21 21:58:40 -0400
  • 580165f2f4 Expect new `MktPair.tick_size: Decimal` attr in ems Tyler Goodlet 2023-03-21 21:56:39 -0400
  • 0f3041724b Use `MktPair` for `Flume.symbol` when used by backend Tyler Goodlet 2023-03-21 21:50:35 -0400
  • 1d08ee6d01 `.clearing`: broad rename of `fqsn` -> `fqme` Tyler Goodlet 2023-03-21 16:59:45 -0400
  • d4a5a3057c Add `MktPair.suffix: str` read from contract info Tyler Goodlet 2023-03-21 16:40:33 -0400
  • 452cd7db8a Optionally load `MktPair` in `Flume`s Tyler Goodlet 2023-03-21 14:21:36 -0400
  • 2cc80d53ca First stage port of `.data.feed` to `MktPair` Tyler Goodlet 2023-03-21 14:09:57 -0400
  • 7eb0b1d249 Comment about `Struct.typecast()` conflict with frozen instances Tyler Goodlet 2023-03-21 14:08:54 -0400
  • 589b3f4201 Default `pps.toml` precision fields to `Decimal` Tyler Goodlet 2023-03-21 14:03:30 -0400
  • 6d5d9731ed Implement `MktPair.from_msg()` constructor Tyler Goodlet 2023-03-21 13:59:06 -0400
  • 25363ebd2e `ib`: deliver mkt precision info as `Decimal` Tyler Goodlet 2023-03-21 13:40:20 -0400
  • b9c7e1b0c7 `binance`: deliver mkt precision info as `Decimal` Tyler Goodlet 2023-03-21 13:38:54 -0400
  • ea9ea4a6d7 Rename `float_digits()` -> `dec_digits()`, since decimal. Tyler Goodlet 2023-03-21 11:33:16 -0400
  • 76cd5519b3 Fix `Symbol.tick_size_digits`, add `.price/size_tick` props Tyler Goodlet 2023-03-21 10:33:38 -0400
  • 677a6fc113 Cast to float from decimal for level line y-increment Tyler Goodlet 2023-03-21 00:39:23 -0400
  • 99199905b6 Add parity mapping from altnames back to themsevles in `Client._ntable` Tyler Goodlet 2023-03-21 00:36:16 -0400
  • 55b6cba31e Encode a `mktpair` field if passed in msg by caller Tyler Goodlet 2023-03-20 21:55:39 -0400
  • 17b976eb88 Use `MktPair` building `Position` objects in `PpTable.update_from_trans()` Tyler Goodlet 2023-03-20 21:54:37 -0400
  • 7a8e615fa6 Explicitly decode tick sizes as decimal for symbol loading in `Flume` Tyler Goodlet 2023-03-20 21:25:42 -0400
  • 335e8d10d4 Cast back to float from decimal for cursor y-increment Tyler Goodlet 2023-03-20 21:22:21 -0400
  • 6431071b2a Pass old fields in sym info init msg section Tyler Goodlet 2023-03-20 21:21:57 -0400
  • 8fdff8769d Ensure `Symbol` tick sizes are decoded as `Decimal`.. Tyler Goodlet 2023-03-20 21:20:46 -0400
  • 66782d29d1 `kraken`: use `Client.mkt_info()` in quotes feed init msg Tyler Goodlet 2023-03-20 20:04:42 -0400
  • cfbba9e0b3 Add `MktPair._atype` for back-compat, always `str(.dst)` Tyler Goodlet 2023-03-20 20:02:27 -0400
  • 7aba290541 `kraken`: use `MktPair` in trasactions Tyler Goodlet 2023-03-20 20:01:26 -0400
  • da10422160 `kraken`: add `Client.mkt_info()` Tyler Goodlet 2023-03-20 19:55:04 -0400
  • 9e2eff507e Drop shm logging levels to debug over warning Tyler Goodlet 2023-03-17 20:20:41 -0400
  • 71fc8b95dd Flip to `.bs_mktid` in `ib` and `kraken` Tyler Goodlet 2023-03-17 20:18:46 -0400