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8e03212e40
Always expand FQMEs with .venue and .expiry values
2023-06-14 13:16:13 -0400
4c4787ce58
Add a "perpetual_future" mkt info type
2023-06-13 15:20:27 -0400
e68c55e9bd
Switch `Client.mkt_mode` to 'usd_futes' if 'perp' in fqme
2023-06-12 21:58:46 -0400
dc23f1c9bd
binance: fix `FutesPair` to have `.filters`
2023-06-12 21:55:45 -0400
d173d373cb
kraken: raise `SymbolNotFound` on symbology query errors
2023-06-12 20:25:09 -0400
8220bd152e
Extend `MktPair` doc string to refer to binance pairs
2023-06-12 14:04:09 -0400
aa49c38d55
Add `binance` section to `brokers.toml`
2023-06-12 14:03:37 -0400
dac93dd8f8
Support USD-M futes live feeds and exchange info
2023-06-10 18:25:22 -0400
ae1c5a0db0
binance: breakout into `feed` and `broker` mods like other backends
2023-06-09 16:45:02 -0400
ed0c2555fc
binance: make pkgmod expose endpoints from coming submods
2023-06-09 16:35:50 -0400
26a8638836
binance: convert to subpkg module
2023-06-09 16:29:05 -0400
e035af2f42
Don't filter out clearing ticks XD
2023-06-09 16:14:42 -0400
2dc8ee2b4e
Don't bother casting `AggTrade` values for now, just floatify the price/quantity
2023-06-09 16:05:31 -0400
06026ec661
Add `binance` section to broker conf template
2023-06-09 15:55:47 -0400
7c00ca0254
binance: add deposits/withdrawals API support
2022-02-19 18:03:45 -0300
eaaf6e4cc1
kraken: fix `trades2pps()` type sig
2023-06-09 15:09:49 -0400
ef544ba55a
Add order status tracking
2021-07-01 01:01:32 +0000
e85e031df7
Use new config get/set API in `brokercnf` cmd?
2023-06-09 14:57:21 -0400
e03da40867
Add a config get/set API (from @guilledk) ?
2023-06-09 14:56:51 -0400
f8af13d010
binance: add `submit_cancel()` & listen key mgmt
2023-06-09 14:51:51 -0400
1d9c195506
kraken: tidy up paper mode activation comments
2023-06-09 14:41:13 -0400
d3a504864a
Add draft `brokercnf` CLI cmd from @guilledk
2023-06-09 14:39:33 -0400
f99e8fe7eb
binance: dynamically choose the rest method
2023-06-09 14:35:08 -0400
bc4ded2662
binance: start drafting live order ctl endpoints
2021-06-21 18:27:53 +0000
35359861bb
.brokers._daemon: add notes around needed brokerd respawn tech
2023-06-20 17:57:00 -0400
a44bc4aeb3
binance: pre-#520 fixes for `open_cached_client()` import and struct-field casting
2023-06-20 16:46:30 -0400
c4277ebd8e
.ui._display: filter y-ranging to `_auction_ticks`
2023-06-20 15:54:47 -0400
d42aa60325
Define the flattened "fundamental double auction" emitted tick type set
2023-06-20 15:54:28 -0400
c57d4b2181
ib: map some tick types particulary "volumeRate" to avoid auto-range issue
2023-06-20 15:24:07 -0400
6c10c2f623
order_mode: add comment around `Order` being a dict bug
2023-06-20 14:40:57 -0400
ad31631a8f
Always round order pane $limit to 3 digits
2023-06-20 12:37:48 -0400
020a3955d2
Always use fully expanded FQME throughout `.clearing`
2023-06-20 12:29:50 -0400
736bbbff77
view_mode: drop rounding dispersions and "debug print"
2023-06-19 14:34:47 -0400
80461e18a5
Use `MktPair.price_tick: Decimal` in dark triggers
2023-06-19 13:05:34 -0400
a149e71fb1
ib: pull vnc sockaddrs from brokers.toml config if defined
2023-06-19 09:54:59 -0400
b28b38afab
Fix double cancel bug!
2023-06-17 16:50:56 -0400
84613cd596
clearing._messages: don't require `.symbol` in brokerd side error msgs
2023-06-17 16:11:40 -0400
909f880211
ib: prep for passing `Client` to data reset hacker
2023-06-17 14:41:41 -0400
bc58e42a74
Refine accounting related config loading routine doc strings
2023-06-16 21:08:35 -0400
77dfeb4bf2
Update brokerd msgs with modern type annots, add a "closed" status
2023-06-16 21:07:42 -0400
f2c1988536
Better empty account console msg styling
2023-06-16 21:06:28 -0400
81d5ca9bc2
ib: drop `ibis` import and use fq object imports instead
2023-06-16 17:00:37 -0400
a4b8fb2d6b
Woops, drop paper mode detection on client side..
2023-06-15 14:32:51 -0400
e7437cb722
Facepalm, break on first matching trades ep..
2023-06-15 10:29:48 -0400
f81ea64cab
Drop unused `Union`
2023-06-14 19:02:54 -0400
2e878ca52a
Don't pass loglevel to trade dialog endpoint
2023-06-14 18:29:40 -0400
6b2e85e4b3
Add type-annots to sampler subscription method internals
2023-06-14 14:46:23 -0400
6a1c49be4e
view_mode: handle duplicate overlay dispersions
2023-06-14 13:53:55 -0400
0f8c685735
.clearing._client: return early on cancel-dead-dialog attempts
2023-06-14 13:53:31 -0400
921e18728c
Move `._cacheables.open_cached_client()` into `.brokers` pkg mod
2023-06-13 15:22:51 -0400
c0552fa352
Just use brokermods dict directly in chart entrypoint now
2023-06-13 09:20:15 -0400
90810dcffd
Right partition the fqme to remove broker part in mkt-info cli
2023-06-13 09:17:00 -0400
ebbfa7f48d
Passthrough kwargs to `open_cached_client()`
2023-06-12 21:58:19 -0400
bb02775cab
Change `ledger` CLI to use new `open_brokerd_dialog()`
2023-06-12 20:23:01 -0400
b15e736e3e
Change `piker symbol-info` -> `mkt-info`
2023-06-12 20:19:18 -0400
cc3037149c
Factor `brokerd` trade dialog init into acm
2023-06-12 19:51:55 -0400
d704d631ba
Add `store ldshm` subcmd
2023-06-19 14:29:05 -0400
58c096bfad
Bleh go back to using pdbp for REPL in anal
2023-06-19 13:36:06 -0400
9eeea51165
Define shm buffer sizing in `.data.history`
2023-06-15 13:04:21 -0400
33ec27715b
Sync shm mod with dev version in `tractor`, drop buffer sizing vars, require `size: int` to all allocators
2023-06-15 12:59:50 -0400
e1be098406
Only hard re-render `Viz`s matching backfill deats
2023-06-15 12:06:58 -0400
dd3e4b5a1f
Emit backfill details in broadcasts
2023-06-15 11:43:58 -0400
2a1835843f
Drop `wap_in_history` stuff from display loop
2023-06-14 15:25:41 -0400
8947932289
Use last 16 steps in period detection, not first 16..
2023-06-14 14:38:50 -0400
0484e97382
Try to not overrun shm during gap backfilling..
2023-06-14 14:29:53 -0400
5251561e20
TOCHERRY: into #486 , add polars/apache deps for nix
2023-06-13 15:23:46 -0400
937d8c410d
binance: add futes API link, freeze the agg tradez struct
2023-06-08 19:54:24 -0400
75ff3921b6
ib: fix mega borked hist queries on gappy assets
2023-06-08 19:34:34 -0400
c8f8724887
Mask out all the duplicate frame detection
2023-06-08 18:50:15 -0400
c1546eb043
Add note about appending parquet files on write
2023-06-08 18:47:22 -0400
f8ab3bde35
Allow sampler step events to overrun; only 1s period
2023-06-08 18:46:50 -0400
c1201c164c
Parametrize index margin around gap detection segment
2023-06-08 18:46:14 -0400
a575e67fab
Go back to just opening sampler stream inside history update task?
2023-06-08 18:45:37 -0400
34dd6ffc22
Add a configurable timeout around backend live feed startup
2023-06-08 11:53:37 -0400
fda7111305
Import from new `.data._timeseries` mod for anal
2023-06-08 11:52:59 -0400
8233d12afb
Detect and fill time gaps in tsdb history
2023-06-08 11:16:19 -0400
f25248c871
Add `.data._timeseries` utility mod
2023-06-08 11:11:13 -0400
54f8a615fc
Use `code.interact()` in anal subcmd for now
2023-06-08 10:24:42 -0400
2dbcecdac7
Generalize time-gap detector to accept unit and threshold
2023-06-08 10:22:53 -0400
0dcfcea6ee
Finally get partial backfills after tsdb load workinnn
2023-06-06 23:59:59 -0400
7a5c43d01a
Support injecting a `info: dict` to `Sampler.broadcast_all()` calls
2023-06-06 17:29:03 -0400
f1252983e4
kucoin: support start and end dt based bars queries
2023-06-06 17:24:21 -0400
6dc3ed8d6a
Expose a `force_reformat: bool` up through graphics stack
2023-06-06 17:22:50 -0400
4f4860cfb0
Update shm.push() type sig style
2023-06-06 13:19:32 -0400
1e683a4b91
Another guard around sampling subscriber popped race..
2023-06-06 13:13:26 -0400
9fd412f631
Add basic time-sampling gap detection via `polars`
2023-06-06 13:00:25 -0400
d027ad5a4f
Whenever there is overlays, set a title on main chart price-y axis!
2023-06-02 16:59:37 -0400
106ebe94bf
Drop marketstore and tina install from readme, add polars and apache!
2023-06-02 15:35:22 -0400
d2accdac9b
Drop remaining mkts nonsense from `store delete`
2023-06-02 14:22:42 -0400
c020ab76be
Clean out marketstore specifics
2023-06-02 13:20:28 -0400
c52e889fe5
First draft history loading rework
2023-06-02 12:17:31 -0400
0ba3c798d7
Drop `bar_wap` from default ohlc field set
2023-06-02 12:15:33 -0400
7b4f4bf804
First draft `.storage.nativedb.` using parquet files
2023-06-02 12:02:49 -0400
8de92179da
kucoin: fix missing default fields def import
2023-06-01 11:49:02 -0400
94733c4a0b
A PoC tsdb prototype: `parqdb` using `polars`
2023-05-31 18:39:41 -0400
7d1cc47db9
ROFL, even using `pymarketstore`'s json-RPC it's borked..
2023-05-31 18:28:14 -0400
9859f601ca
Invert data provider's OHLCV field defs
2023-05-31 18:07:00 -0400
af64152640
.data.history: update to new naming
2023-05-31 17:56:32 -0400
bf21d2e329
Rename default OHLCV `np.dtype` descriptions
2023-05-31 17:53:15 -0400
848577488e
Add public config dir getter
2023-05-31 17:50:56 -0400
Tyler Goodlet
Guillermo Rodriguez