Commit Graph

  • 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
  • 72c97d4672 Handle read and write of `pps.toml` using `MktPair` Tyler Goodlet 2023-03-17 19:45:43 -0400
  • 7b28c7a43f Prep for dropping `Transaction.sym` Tyler Goodlet 2023-03-15 21:59:16 -0400
  • cf9442f4d5 Further refinement and shimming of `MktPair` Tyler Goodlet 2023-03-15 19:31:44 -0400
  • 85ddfc0f2d Drop use of `mk_fqsn()` Tyler Goodlet 2023-03-15 13:16:08 -0400
  • 56f736e7ca Drop use of `Symbol.brokers` everywhere Tyler Goodlet 2023-03-15 11:43:04 -0400
  • 63304f535c Start to prep `Transaction` for `MktPair`.. Tyler Goodlet 2023-03-14 20:59:32 -0400
  • 2583706b35 Port `accounting._pos` to new `Symbol` simplifications Tyler Goodlet 2023-03-14 20:58:55 -0400
  • 65a7853cf3 Delegate to new `.accounting._mktinfo._derivs` from `ui._positioning` Tyler Goodlet 2023-03-14 20:56:35 -0400
  • 69c9ecc5e3 `kraken`: write `pps.toml` on updates for now Tyler Goodlet 2023-03-14 20:55:37 -0400
  • 3be53540c1 `kraken`: pack `Asset` into local client cache Tyler Goodlet 2023-03-14 20:31:28 -0400
  • a44b6f7c2f `ib`: adjust to new simplified `Symbol` Tyler Goodlet 2023-03-14 20:29:57 -0400
  • e65f3f84b9 Drop `Symbol.front_fqsn()` usage from chart, fsp and clearing stuff Tyler Goodlet 2023-03-14 20:18:00 -0400
  • acc5af1fdb Drop `Symbol.front_feed()` usage from order mode Tyler Goodlet 2023-03-14 20:17:19 -0400
  • 91dda3020e Simplify `Symbol` extend `MktPair`, add `Asset` Tyler Goodlet 2023-03-14 19:40:47 -0400
  • 9f03484c4d Move all fqsn parsing and `Symbol` to new `accounting._mktinfo Tyler Goodlet 2023-03-13 17:42:20 -0400
  • 7904c27127 (u)Limit the fd allocation for java 8 runtime.. Tyler Goodlet 2023-03-13 16:25:48 -0400
  • 22622e1c01 `ib`: (cukcit) just presume a stonk if we can read type from existing ledger.. Tyler Goodlet 2023-03-10 17:59:00 -0500
  • f549de7c88 Break out old `.pp` components into submods: `._ledger` and `._pos` Tyler Goodlet 2023-03-10 17:19:39 -0500
  • beb6544bad Start a new `.accounting` subpkg, move `.pp` contents there Tyler Goodlet 2023-03-10 16:42:37 -0500
  • d01fdbf981 '`kraken`: fix pos loading using `digits_to_dec()` to pair info Tyler Goodlet 2023-03-10 16:08:25 -0500
  • badc30baae Add an inverse of `float_digits()`: `digits_to_dec() Tyler Goodlet 2023-03-10 15:37:44 -0500
  • 4f36a03df2 Ensure clearing table entries are time-sorted.. Tyler Goodlet 2023-03-10 14:59:46 -0500
  • 0a2187a73f Add 3.11 install tag py311 Tyler Goodlet 2023-05-08 19:35:45 -0400
  • 166f99b3d1 setup: reorg some deps drop unused ones Tyler Goodlet 2023-04-26 11:40:27 -0400
  • 0d9acb1cb0 numpy: drop `numpy.float` in py311 Tyler Goodlet 2023-05-04 12:01:14 -0400
  • 1ea0163b04
    Merge pull request #494 from pikers/kucoin_backend jaredgoldman 2023-04-21 21:33:49 -0400
  • 3836f7d458 Run autopep8, add default case for message stream match case jaredgoldman 2023-04-21 21:16:14 -0400
  • ae3f6696a7 Fix type hinting for stream_messages return type jaredgoldman 2023-04-21 20:40:23 -0400
  • a06a4f67cc Remove unused timeframe var from open_history_client jaredgoldman 2023-04-21 17:17:47 -0400
  • a69c8a8b44 Uncomment loglevel kucoin_backend jaredgoldman 2023-04-20 18:51:13 -0400
  • efad49ec5b Raise ValueError if no config is found when sending authenticated headers jaredgoldman 2023-04-19 14:58:28 -0400
  • d772fe45c0 Comment out unused args jaredgoldman 2023-04-19 14:55:58 -0400
  • 6f91c2932d Type bars data dict jaredgoldman 2023-04-19 14:49:28 -0400
  • d07a73cf70 Add type annotation for open_ping_task' jaredgoldman 2023-04-19 14:47:19 -0400
  • fcdddadec1 Use singlequotes jaredgoldman 2023-04-18 10:42:30 -0400
  • 9fcfb8d780 More linting fixes jaredgoldman 2023-04-18 10:39:47 -0400
  • 37ce04ca9a Linting fixes jaredgoldman 2023-04-18 10:19:59 -0400
  • a109a8bf67 Add linting fixes jaredgoldman 2023-04-18 09:51:50 -0400
  • b01771be1b Add comments to kucoin->piker bar conversion jaredgoldman 2023-04-16 10:46:22 -0400
  • 0e4095c947 Don't yield ws from the ping task jaredgoldman 2023-04-16 10:45:05 -0400
  • dae56baeba Refactor streaming logic to be less nested and readable jaredgoldman 2023-04-16 10:12:29 -0400
  • 9706803220 Refactor streaming logic to be less nested and readable jaredgoldman 2023-04-16 10:11:17 -0400
  • 8403d8a482 Simplify numpy mapping logic jaredgoldman 2023-04-15 21:05:04 -0400
  • 59249a8c1e
    Merge pull request #498 from pikers/small_kucoin_fixes jaredgoldman 2023-04-15 19:52:27 -0400
  • a111819667 Few fixes after review to get running again B) small_kucoin_fixes Tyler Goodlet 2023-04-14 19:05:19 -0400
  • f30d866710 Rename fqsn -> fqme in feeds tests pre_overruns_ctxcancelled Tyler Goodlet 2023-04-11 23:59:50 -0400
  • 1bd4fd80f8 `ib`: rejects their own fractional size tick.. Tyler Goodlet 2023-04-11 14:03:47 -0400
  • 65e42b79ac Rename ems test mod Tyler Goodlet 2023-04-11 01:31:52 -0400
  • 2f5c456d4b More explicit test mod docstring Tyler Goodlet 2023-04-11 01:26:55 -0400
  • 7786ffa889 Another fqsn -> fqme rename Tyler Goodlet 2023-04-10 22:27:29 -0400
  • 3edc95dda0 Quantize order prices prior to `OrderClient.send()` Tyler Goodlet 2023-04-10 22:22:17 -0400
  • ecd7500ee6 Link `tractor` debug mode to `pytest` --pdb flag Tyler Goodlet 2023-04-10 22:21:49 -0400
  • 114e7660aa Fix bad-fqme test, adjust prices based on buy/sell Tyler Goodlet 2023-04-10 22:21:22 -0400
  • d29e9eeb31 Only flip size sign for seels if not already -ve Tyler Goodlet 2023-04-10 22:17:27 -0400
  • 69d6e9bb4e Fix zero-pp entry to toml case for new file-per-account format Tyler Goodlet 2023-04-10 21:53:48 -0400
  • 81e9a990bf Better EMS client-side msg formatting Tyler Goodlet 2023-04-10 19:12:52 -0400
  • be90fb458f Rewrite order ctl tests as a parametrization Tyler Goodlet 2023-04-10 19:05:36 -0400
  • 0c03434a15 `binance`: add startup caching info log msg Tyler Goodlet 2023-04-10 17:22:26 -0400
  • 6163067b38 Pack startup pps into a table keyed by fqmes Tyler Goodlet 2023-04-08 22:48:30 -0400
  • ac6eac046a `order_mode`: broad rename book -> client Tyler Goodlet 2023-04-08 19:22:53 -0400
  • 13123b71ac Drop old blessings code, general cleanups Tyler Goodlet 2023-04-06 00:40:18 -0400
  • 3937059cf0 paper-eng: close context and terminate actor on exit Tyler Goodlet 2023-04-06 00:26:53 -0400
  • 49bd03c2b6 `ledger` cli: dump colored summary lines to console Tyler Goodlet 2023-04-05 23:57:55 -0400
  • 4aad380267 paper: on no input fqme, load all mktinfos from pos table Tyler Goodlet 2023-04-05 19:34:29 -0400