Commit Graph

  • 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
  • 0251225951 `pprint.pformat()` IB position mismatch log msgs Tyler Goodlet 2023-04-05 19:02:33 -0400
  • a75aa5e461 Use `force_mkt` override in paper pps updates Tyler Goodlet 2023-04-05 14:15:02 -0400
  • a5748e1a67 `binance`: add `get_mkt_info()` ep Tyler Goodlet 2023-04-05 13:17:17 -0400
  • 76222f85c8 `kraken`: add module level `get_mkt_info()` Tyler Goodlet 2023-04-05 13:09:06 -0400
  • ba901e6ef5 kraken: drop console setup, now done during brokerd init Tyler Goodlet 2023-04-05 13:08:31 -0400
  • d4af6589af kraken: rename `Client._atable` -> `_altnames` Tyler Goodlet 2023-04-05 13:07:22 -0400
  • 89160e6a03 Only log about pps once in order mode code Tyler Goodlet 2023-04-05 11:58:52 -0400
  • d5dacfc7bd Another `@acm` in `._cacheables` XD Tyler Goodlet 2023-04-05 11:56:15 -0400
  • ffea96f1b5 Make default order size to decimal Tyler Goodlet 2023-04-04 21:28:52 -0400
  • adb11fb778 Drop `"<broker>.<account>.."` from pps.toml entries Tyler Goodlet 2023-04-04 14:29:25 -0400
  • 1408ba80aa paper: always sync pps.toml state on startup Tyler Goodlet 2023-04-04 14:10:12 -0400
  • e98ef3c512 Tweak ems msg-received log msg Tyler Goodlet 2023-04-04 14:09:39 -0400
  • a05beab414 Drop `loglevel` from `spawn_args` inputs to `maybe_spawn_daemon()` Tyler Goodlet 2023-04-04 13:45:52 -0400
  • e2adfae54c Use `--pdb` flag to config `brokerd` debug mode Tyler Goodlet 2023-04-04 13:36:45 -0400
  • 64ca507196 `kraken`: handle ws connection startup status msgs Tyler Goodlet 2023-04-04 13:35:29 -0400
  • 1e6e8ddf2e Drop masked `MktPair.size_tick_digits()` cruft Tyler Goodlet 2023-04-04 13:34:34 -0400
  • 44ff2fd60f paper engine: use the `fqme` for the `bs_mktid` Tyler Goodlet 2023-04-04 13:31:55 -0400
  • c44627ab52 Cancel the `OrderClient` sync-method relay task on exit Tyler Goodlet 2023-04-04 13:31:39 -0400
  • 9c5d6d2592 Set `emsd` log level and clearly report startup pps Tyler Goodlet 2023-04-04 13:27:43 -0400
  • 5235cb5bfe Expect `loglevel: str` in brokerd root task ep Tyler Goodlet 2023-04-04 13:25:36 -0400
  • 72c98af1d1 Always pass `loglevel: str` to daemon root task eps Tyler Goodlet 2023-04-04 13:14:52 -0400
  • 6e9d3fb66d Expose `piker.clearing.OrderClient` Tyler Goodlet 2023-04-04 13:14:23 -0400
  • e0f502507d WIP complete rework of paper engine tests Tyler Goodlet 2023-04-04 13:03:52 -0400
  • 0de2101eb4 Ensure we set the test config dir in the root actor.. Tyler Goodlet 2023-04-04 12:59:30 -0400
  • 426f3ff38b ib: lul, fix oil (cl) venue to correctly be nymex.. Tyler Goodlet 2023-04-02 23:18:00 -0400
  • c26dc35308 Adjust tests to `.clearing._client.OrderClient` type Tyler Goodlet 2023-04-02 20:33:53 -0400
  • 8efb9ece61 ib: maybe incr client id; can't catch api errors.. Tyler Goodlet 2023-04-02 17:59:42 -0400
  • ffa3e80503 Detail `pikerd` sock bind collision in error Tyler Goodlet 2023-03-31 21:56:36 -0400
  • 1cc37673a4 `ib`: drop pp mismatch err block, we already do it in audit routine Tyler Goodlet 2023-03-30 17:25:44 -0400
  • b8d7c05d74 Async-ify order client methods and some renaming Tyler Goodlet 2023-03-30 16:21:18 -0400
  • 5cb63a67e1 `kraken`: write ledger and pps files on startup Tyler Goodlet 2023-03-29 20:02:20 -0400
  • fb90c2049f Rework paper engine for "offline" pp loading Tyler Goodlet 2023-03-29 18:36:01 -0400
  • f46a5337d5 Convert `Flume.MktPair.size_tick` to float for dark clearing Tyler Goodlet 2023-03-29 18:35:40 -0400
  • 5c61055411 Add paper engine "offline loading" support to the ledger cli Tyler Goodlet 2023-03-29 18:35:05 -0400
  • 2f31e40d3b Formalize a ledger type + API: `TransactionLedger` Tyler Goodlet 2023-03-29 18:28:42 -0400
  • 055025c64c Always use the "most resolved" `Position.symbol: MktPair` Tyler Goodlet 2023-03-29 18:01:36 -0400