kucoin backend

[jaredgoldman]

This PR includes a brokerd module for Kucoin's api. So far, only code for market data has been implemented. This includes:

• Fetching a users historical trades
• Subscribing to real-time market data via the Kucoin websocket feed
• Multi-chartz support
• Fetching OHLC historical market data
• Kucoin user auth
• Symbol fuzzy search

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Remaining tasks for full support are detailed in #499

[goodboy]

@jaredgoldman this ready for serious review?

[jaredgoldman]

@goodboy I think we're ready for some more testing

[goodboy]

@algorandpa seems like i can only stage order with size=0 but other then that historical and live data seems right 🏄🏼

[goodboy]

@jaredgoldman as mentioned in chat as well we've got some kinda strange thing going on with trade rate calcs:

• there's some kind of trade event being picked up by the fsp system 10/sec
• you can see flat curve for this if you leave it running
• this does not match up with actual vlm / clearing rates

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yeah so if you look at how we (currently) implement the trade rate, it's basically just counting the number of vlm-containing-trades (aka clears):

• https://github.com/pikers/piker/blob/master/piker/fsp/_volume.py#L318 (where it's consumed and reported from the flows fsp)
• https://github.com/pikers/piker/blob/master/piker/fsp/_volume.py#L193 (where it's calced and written to shm for the dolla_vlm fsp)

my guess is somehow we've got a tick being generated by ur backend code that's fitting into the trade tick type, without it actually being a trade and thus this count is being triggered?

See https://github.com/pikers/piker/blob/master/piker/fsp/_volume.py#L162 for the filter loop.

hopefully that helps to start digging, if not we can resume in chat 👍🏼

[goodboy]

Other then this linting output (which i think i've hassled

about enough at this point) 😂

This is sooo close.

I have couple more quiffs mostly to do with typing 🥱

Testing says this is basically ready to land, even playing with the paper clearing engine a bunch as well as overlays 👍🏼

[goodboy]

We're also getting to the point where we should consider factoring this into a few different files, especially before adding order control.

yes, if you want to in this PR it's fine by me. currently we something like:

• core backend api client and general utils in .api
• data feed setup, search task and history client in a .feed
• all the trade control stuff (which i don't think you have any of yet) in a .broker

[goodboy]

@jaredgoldman other then a couple more suggestions that I don't think you need to change right now in this PR (particularly bc i just had to entirely rework open_autiorecon_ws() in #489 😂) and this little bit of linting i was still able to catch:

I think this is more then ready to land!

Great work yet again and glad to see our backend crypto set expanding using trio native machnery 🏄🏼

Only last thing is please move all the outstanding todo tasks and follow up into another issue that links to this one before you merge this.

Other then that please merge at your leisure 🐶

[jaredgoldman]

@goodboy #499

[goodboy]

@jaredgoldman 💥

excellent work yet again compadre 🏄🏼

nice follow up issue and final linting before getting this in ma dawg!