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kucoin_and_binance_fix #9

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ntorres wants to merge 5 commits from kucoin_and_binance_fix into nix-qt6-fix
pull from: kucoin_and_binance_fix
merge into: pikers:nix-qt6-fix
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ntorres commented 2024-09-23 20:29:32 +00:00
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Added missing kucoinPair fields and deleted unnecessary field from binance FutesPair.

Added missing kucoinPair fields and deleted unnecessary field from binance FutesPair.
ntorres added 2 commits 2024-09-23 20:29:33 +00:00
9890ab2811 Added missing fields for kucoin. 
feeCategory, makerFeeCoefficient, takerFeeCoefficient and st.
goodboy added 2 commits 2024-10-09 20:11:21 +00:00
df34791d2f `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()`.
27df649fbf .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".
goodboy added 1 commit 2024-10-30 16:50:58 +00:00
41cd6ea852 Allow ledger passes to ignore (symcache) unknown fqmes 
For example in the paper-eng, if you have a backend that doesn't fully
support a symcache (yet) it's handy to be able to ignore processing
other paper-eng txns when all you care about at the moment is the
simulated symbol.
goodboy force-pushed kucoin_and_binance_fix from 41cd6ea852 to e4d6f0940d 2024-10-30 17:28:06 +00:00 Compare
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Reference: pikers/piker#9
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