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Deribit broker fix #8

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ntorres wants to merge 39 commits from deribit_fix into nix-qt6-fix
pull from: deribit_fix
merge into: pikers:nix-qt6-fix
Conversation 3 Commits 39 Files Changed 11

39 Commits (310_plus)

Author SHA1 Message Date
Nelson Torres 6555ccfbba config refactor 
only one get_config method for api class and cryptofeed feed handler
 2024-11-15 15:24:08 -03:00
Nelson Torres 75d1d007fb move constants to venue 2024-11-15 14:41:47 -03:00
Nelson Torres 2bdbe0f20e refactor redundant code 2024-11-15 14:26:16 -03:00
Nelson Torres a117177759 name formatting fixes 2024-11-15 11:23:05 -03:00
Nelson Torres 30060a83c9 get_mkt_info cleanup 2024-11-15 11:22:27 -03:00
Nelson Torres 156a35b606 cache_symbols refactor 2024-11-15 11:20:48 -03:00
Nelson Torres 89e241c132 json_rpc_auth_wrapper 2024-11-15 11:18:55 -03:00
Nelson Torres df8d1274ae move object classes to venue 2024-11-15 11:15:25 -03:00
Nelson Torres 0916b707e2 Added options symbols to get_assets 2024-11-14 17:39:52 -03:00
Tyler Goodlet 45788b0b53 .clearing._ems: Don't require `first_quote['last']` 
Instead just check for the field (which i'm not huge on the key-name for
anyway) and if not found get the "last price" from the real-time shm
buffer's latest 'close' sample.

Unrelatedly, use a `subs.copy()` in the `Router.client_broadcast()` loop
such that if a `client_stream` is popped on connection failure, we don't
RTE for the "size changed on iteration".
 2024-11-13 13:50:43 +00:00
Tyler Goodlet 38a1f0b9ee `kucoin`: repair live quotes streaming.. 
This must have broke at some point during the new `MktPair` and thus
`.fqme: str` updates; mas-o-menos the symbol key in the quote-msg-`dict`
was NOT set to the `MktPair.bs_fqme: str` value and thus wasn't being
processed by the downstream sampling and feed subsys.

So fix that as well as a few other refinements,
- set the `topic: mkt.bs_fqme` in quote msgs obvi.
- drop the "wait for first clearing vlm" quote poll loop; going to fix
  the sampler to handle a `first_quote` without a `'last'` key.
- add some typing around calls to `get_mkt_info()`.
- rename `stream_messages()` -> `iter_normed_quotes()`.
 2024-11-13 13:50:16 +00:00
Nelson Torres f291654dbe Deleted settlePlan field from binance FutesPair. 2024-11-13 13:49:49 +00:00
Nelson Torres e9fa422916 Added missing fields for kucoin. 
feeCategory, makerFeeCoefficient, takerFeeCoefficient and st.
 2024-11-13 13:49:32 +00:00
Nelson Torres 5304a36b87 get_assets now uses public endpoint 
It's better if the data is available through a public endpoint.
 2024-11-13 10:43:30 -03:00
Nelson Torres 089c79e905 now using exch_info in search_symbols 2024-11-13 10:40:05 -03:00
Nelson Torres d848050b52 Fix bs_fqme using venue and expiry 2024-11-12 16:07:46 -03:00
Nelson Torres ddffe2bec6 Added expiry property for OptionPair 2024-11-12 16:06:59 -03:00
Nelson Torres 19b4ca9d85 No longer needed 2024-11-12 16:05:54 -03:00
Nelson Torres f037f851d8 bs_mktid instead bs_fqme for deribits options 2024-11-12 12:22:28 -03:00
Nelson Torres a3ab8dd8fe Fixed pair instrument name in search_symbols endpoint. 
Fixed instrument in bars endpoint, for options in deribits bs_mktid instead bs_fqme.
Fixed the id is in msg.
 2024-11-12 12:16:07 -03:00
Tyler Goodlet 6fa0d4bcf3 data._web_bs: try to raise jsonrpc errors in parent task 2024-11-11 13:07:39 +00:00
Nelson Torres a4f7fa9c1a Add necessary classes in init file for deribit 2024-11-08 21:58:45 +00:00
Nelson Torres 266ecf6206 Minor refactor in open_symbol_search 2024-11-08 21:58:06 +00:00
Nelson Torres ea6126d310 stream_quotes now using FeedInit 2024-11-08 21:57:35 +00:00
Nelson Torres 1f4a5b80c4 symbol_info refactor 2024-11-08 21:53:10 +00:00
Nelson Torres ac6f52088a search_symbols output type fix 2024-11-08 21:48:28 +00:00
Nelson Torres 960298514c add get_mkt_pairs method 2024-11-08 21:47:24 +00:00
Nelson Torres 71f3a0a4cd get_assets refactor 2024-11-08 21:46:58 +00:00
Nelson Torres b25a7699ab formatting 2024-11-08 21:45:27 +00:00
Nelson Torres b39affc96e created exch_info in api class 2024-11-08 21:42:42 +00:00
Nelson Torres be8629929b modify self_pairs type to ChainMap 2024-11-08 21:41:52 +00:00
Nelson Torres 4776be6736 Necessary imports 2024-11-08 21:38:08 +00:00
Nelson Torres 008e68174b add get_market_info 2024-11-08 21:36:23 +00:00
Nelson Torres b4a9b86783 Necessary imports 2024-11-08 21:35:09 +00:00
Nelson Torres d3ca571c0e minor fixes in venues 2024-11-08 21:34:03 +00:00
Nelson Torres b3bbef30c0 add class Pair in venues, PAIRTYPES for future uses 2024-11-06 14:45:11 +00:00
Nelson Torres 499b2d0090 fix syms for venues. 
little refactor in get_config, and created get_fh_config for cryptofeed.
 2024-11-04 19:36:16 +00:00
Nelson Torres 8b0f1e7045 venues for deribit 2024-11-04 09:34:21 -03:00
Nelson Torres b2cfa3444f Added cryptofeed and pyarrow necessary for the feed, enable deribit 
in the brokers init file, at this point the feed is working, to check
the tables use vd tool.
 2024-08-28 23:58:48 +00:00