piker/piker
Tyler Goodlet 7b26bd45e2 Get binance OHLC history and quote format correct
This gets the binance provider meeting the data feed schema requirements
of both the OHLC sampling/charting machinery as well as proper
formatting of historical OHLC history.

Notably,
- spec a minimal ohlc dtype based on the kline endpoint
- use a dataclass to parse out OHLC bar datums and pack into np.ndarray/shm
- add the ``aggTrade`` endpoint to get last clearing (traded) prices,
  validate with ``pydantic`` and then normalize these into our tick-quote
  format for delivery over the feed stream api.
- a notable requirement is that the "first" quote from the feed must
  contain a 'last` field so the clearing system can start up correctly.
2021-05-21 15:35:36 -04:00
..
brokers Get binance OHLC history and quote format correct 2021-05-21 15:35:36 -04:00
clearing Port clearing engine to new tractor stream api 2021-04-29 09:10:36 -04:00
cli Pass loglevel as named arg to pikerd 2021-04-15 11:20:30 -04:00
data Port data feed to new tractor stream api 2021-04-29 09:10:18 -04:00
fsp Port fsp engine to new tractor stream api 2021-04-29 09:10:28 -04:00
testing Import client for now until we make a proper shim 2018-02-12 10:35:54 -05:00
ui Move charting to new tractor stream api 2021-04-29 11:28:00 -04:00
watchlists Add license headers to pertinent files 2020-11-06 12:23:14 -05:00
__init__.py Add a pyqtgraph profiling toggle to chart CLI 2020-12-29 18:05:36 -05:00
_async_utils.py Wishful thinking with conditional mngrs 2021-01-15 21:10:08 -05:00
_daemon.py Move feed api(s) into new submodule 2021-04-15 10:43:29 -04:00
_profile.py Add a pyqtgraph profiling toggle to chart CLI 2020-12-29 18:05:36 -05:00
calc.py Add license headers to pertinent files 2020-11-06 12:23:14 -05:00
log.py Add license headers to pertinent files 2020-11-06 12:23:14 -05:00