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go_httpx #2

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goodboy wants to merge 13 commits from go_httpx into pyqt6
pull from: go_httpx
merge into: pikers:pyqt6
Conversation 1 Commits 13 Files Changed 15

13 Commits (310_plus)

Author SHA1 Message Date
Tyler Goodlet b577180773 ib: `.api` mod and log-fmt cleaning 
About time we tidy'd a buncha status logging in this backend..
particularly for boot-up where there's lots of client-try-connect poll
looping with account detection from the user config.

`.api.Client` pprint and logging fmt improvements:
- add `Client.__repr__()` which shows the minimally useful set of info
  from the underlying `.ib: IB` as well as a new `.acnts: list[str]`
  of the account aliases defined in the user's `brokers.toml`.
- mk `.bars()` define a comprehensive `query_info: str` with all the
  request deats but only display if there's a problem with the response
  data.
- mk `.get_config()` report both the config file path and the acnt
  aliases (NOT the actual account #s).
- move all `.load_aio_clients()` client poll loop requests do
  `log.runtime()` statuses, only falling through to a `.warning()` when
  the loop fails to connect the client to the spec-ed API-gw addr, and
 |_ don't allow loading accounts for which the user has not defined an
    alias in `brokers.toml::[ib]`; raise a value-error in such cases
    with a message indicating how to mod the config.
 |_ only `log.info()` about acnts if some were loaded..

Other mod logging de-noising:
- better status fmting in `.symbols.open_symbol_search()` with
  `repr(Client)`.
- for `.feed.stream_quotes()` first quote reporting use `.runtime()`.
 2024-06-20 14:40:21 -04:00
Tyler Goodlet f12c452d96 ib: warn about mkt precision cuckups that `Contract`s clearly deliver wrong.. 2024-06-18 12:42:21 -04:00
Tyler Goodlet 3531c2edc1 ib: mask out trade and vlm rates for now 2024-06-18 10:03:34 -04:00
Tyler Goodlet 97dd7e766a ib: more trade record edge case handling 
- timestamps came as `'date'`-keyed from 2022 and before but now are
  `'datetime'`..
- some symbols seem to have no commission field, so handle that..
- when no `'price'` field found return `None` from `norm_trade()`.
- add a warn log on mid-fill commission updates.
 2024-06-18 10:00:18 -04:00
Tyler Goodlet ab1463d942 Port binance to `httpx` 
Like other backends use the `AsyncClient` for all venue specific
client-sessions but change to allocating them inside `get_client()`
using an `AsyncExitStack` and inserting directly in the
`Client.venue_sesh: dict` table during init.

Supporting impl tweaks:
- remove most of the API client session building logic and instead make
  `Client.__init__()` take in a `venue_sessions: dict` (set it to
  `.venue_sesh`) and `conf: dict`, instead opting to do the http client
  configuration inside `get_client()` since all that code only needs to
  be run once.
 |_load config inside `get_client()` once.
 |_move session token creation into a new util func `init_api_keys()` and
  also call it from `get_client()` factory; toss in an ex. toml section
  config to the doc string.
- define `_venue_urls: dict[str, str]` (content taken from old static
  `.venue_sesh` dict) at module level and feed them as `base_url: str`
  inputs to the client create loop.
- adjust all call sigs in httpx-sesh-using methods, namely just
  `._api()`.
- do a `.exch_info()` call in `get_client()` to cache the symbology
  set.

Unrelated changes for various other outstanding buggers:
- to get futures feeds correctly loading when selected
  from search (like 'XMRUSDT.USDTM.PERP'), expect a `MktPair` input to
  `Client.bars()` such that the exact venue-key can be looked up (via
  a new `.pair2venuekey()` meth) and then passed to `._api()`.
- adjust `.broker.open_trade_dialog()` to failover to paper engine when
  there's no `api_key` key set for the `subconf` venue-key.
 2024-06-12 09:41:23 -04:00
Nelson Torres 5314cb79d4 Added note to exception when missing field in SpotPair class 2024-06-11 16:57:59 -04:00
Nelson Torres 0c0b7116e3 Added new fields to SpotPair class in venues 2024-06-11 16:57:59 -04:00
Tyler Goodlet 19c343e8b2 binance: raise `NoData` on null hist arrays 
Like we do with other history backends to indicate lack of a data set.
This avoids any raise that will will bring down the backloader task with
some downstream error.

Raise a `ValueError` on no time index for now.
 2024-06-11 10:28:56 -04:00
Tyler Goodlet b7883325a9 Woops, `data` can be an empty list XD 2024-05-28 16:19:28 -04:00
Tyler Goodlet 37ca081555 Woops, fix missing `api_url` ref in error log 2024-05-24 12:24:25 -04:00
Tyler Goodlet 44b8c70521 Change type-annots to use `httpx.Response` 2024-05-20 12:55:45 -04:00
Tyler Goodlet e6af97c596 Port `kucoin` backend to `httpx` 2024-05-20 11:09:30 -04:00
Tyler Goodlet 95ace5acb8 Port `kraken` backend to `httpx` 2024-05-20 11:09:10 -04:00