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Merged
jaredgoldman merged 82 commits into from
Apr 22, 2023
Merged

kucoin backend #494

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5fdec80
Add cryptofeeds data feed module,
jaredgoldman Feb 28, 2023
c96d438
Start adding history client
jaredgoldman Feb 28, 2023
ad9d645
WIP - setup basic history and streaming client
jaredgoldman Mar 3, 2023
c751c36
Update trade message format
jaredgoldman Mar 3, 2023
8e91e21
WIP - ensure `asyncio` pumps the event loop each send
goodboy Mar 3, 2023
7074ca7
Implement Kucoin auth and last trades call
jaredgoldman Mar 9, 2023
cda045f
Abstract header gen to seperate function
jaredgoldman Mar 9, 2023
1a655b7
Ensure we're passing the correct api version to the header builder,
jaredgoldman Mar 11, 2023
109e7d7
Add back static API version in headers
jaredgoldman Mar 11, 2023
ade2c32
Succesfully connect to kucoin ws
jaredgoldman Mar 14, 2023
ac34ca7
Add sub method to flow
jaredgoldman Mar 14, 2023
a3c7bec
Implement working message streaming
jaredgoldman Mar 16, 2023
b14b323
Remove breakpoint in web_bs,
jaredgoldman Mar 16, 2023
199a708
Spawn background ping task
jaredgoldman Mar 18, 2023
1c4c19b
Clean up broker code,
jaredgoldman Mar 19, 2023
50e1070
More cleanup, add comments re sub func
jaredgoldman Mar 19, 2023
9bf6f55
Label private methods accordingly, remove cryptofeeds module
jaredgoldman Mar 19, 2023
6ad1e3d
Correct typo in license
jaredgoldman Mar 19, 2023
5ff0cc7
Cast/validate streamed messages
jaredgoldman Mar 19, 2023
52070c0
Remove typo
jaredgoldman Mar 19, 2023
ac31bca
Make broker creds/auth optional
jaredgoldman Mar 19, 2023
7bdebd4
Add exponential retry case for history client
jaredgoldman Mar 21, 2023
32107d0
Strengthen retry case and add comments
jaredgoldman Mar 21, 2023
dcbb7fa
Remove float conversion for config key id
jaredgoldman Mar 24, 2023
e2e5191
Remove breaking useless condition for determining if res is list of o…
jaredgoldman Mar 24, 2023
ae170f2
Add more informative logs on startup
jaredgoldman Mar 25, 2023
81890a3
Leave datetimes alone!
jaredgoldman Mar 25, 2023
788e158
Stop still converting datetime to float
jaredgoldman Mar 25, 2023
dfd030a
Remove float conversion of key_id again
jaredgoldman Mar 25, 2023
52aadb3
Add L1 data feed and correct history issue
jaredgoldman Mar 28, 2023
68a0609
Format and ensure we're only grabbing the most closest bid and ask
jaredgoldman Mar 28, 2023
68d0327
Remove breakpoints, simplify backoff logic
jaredgoldman Mar 28, 2023
54cf648
Ensure sub logging dict attritbutes will be there
jaredgoldman Mar 28, 2023
b71f6b6
Strip uneccesary data from ticks in l1 data feed
jaredgoldman Mar 28, 2023
48c3b33
Format imports with parenthesis
jaredgoldman Apr 3, 2023
c68fcf7
Remove extra line from docstrings
jaredgoldman Apr 3, 2023
ca937df
Add api doc links in structs
jaredgoldman Apr 4, 2023
208a8e5
Remove unecessary config vars
jaredgoldman Apr 4, 2023
13df3e7
Refactor sign gen into one line
jaredgoldman Apr 4, 2023
5a0d29c
Add ws token api doc link
jaredgoldman Apr 4, 2023
ea21656
Don't cache pairs in _get_pairs call
jaredgoldman Apr 4, 2023
9db84e8
Remove norm_pairs method and do all normalization in initial _get_pai…
jaredgoldman Apr 4, 2023
93e7d54
Add api doc links to _get_bars def
jaredgoldman Apr 4, 2023
3bed3a6
Implement duplicate filtering at message level
jaredgoldman Apr 10, 2023
d1b0608
Remove breakpoint
jaredgoldman Apr 11, 2023
6e55f67
Format condition for filtering and add link to docs explaining need f…
jaredgoldman Apr 11, 2023
bedbbc3
Only diff trade time
jaredgoldman Apr 11, 2023
d2f3a79
Use pendulum for header timestamp,
jaredgoldman Apr 12, 2023
ace04af
Use anext() in kucoin stream_quotes
jaredgoldman Apr 13, 2023
ff0f8df
Improve client._get_ws_token docstring
jaredgoldman Apr 13, 2023
2c82b2a
Remove breakpoint in binance
jaredgoldman Apr 13, 2023
52a015d
Remove typo in binance
jaredgoldman Apr 13, 2023
b00abd0
Add a fail case ws token request
jaredgoldman Apr 14, 2023
92f372d
Use proper value for init message
jaredgoldman Apr 14, 2023
63e34cf
Typecast config, add type hint to pair in init message creation and t…
jaredgoldman Apr 14, 2023
89bb124
Remove old comments normalize arguents and improve pair fetching log
jaredgoldman Apr 14, 2023
ebfd490
Cache instead of get pairs in symbol search
jaredgoldman Apr 14, 2023
11bd2e2
Use datetime | none instead of Optional[datetime] in get_bars
jaredgoldman Apr 14, 2023
9f5dfe8
Remove anext() comment
jaredgoldman Apr 14, 2023
1b1e35d
Add comment explaining waiting for first trade quote
jaredgoldman Apr 14, 2023
f67ffeb
Remove extra Noen check on msg.get
jaredgoldman Apr 14, 2023
672c01f
Use trade_data_ts for trade message receival
jaredgoldman Apr 14, 2023
4f576b6
Fix typo with ts vars
jaredgoldman Apr 14, 2023
a111819
Few fixes after review to get running again B)
goodboy Apr 14, 2023
59249a8
Merge pull request #498 from pikers/small_kucoin_fixes
jaredgoldman Apr 15, 2023
8403d8a
Simplify numpy mapping logic
jaredgoldman Apr 16, 2023
9706803
Refactor streaming logic to be less nested and readable
jaredgoldman Apr 16, 2023
dae56ba
Refactor streaming logic to be less nested and readable
jaredgoldman Apr 16, 2023
0e4095c
Don't yield ws from the ping task
jaredgoldman Apr 16, 2023
b01771b
Add comments to kucoin->piker bar conversion
jaredgoldman Apr 16, 2023
a109a8b
Add linting fixes
jaredgoldman Apr 18, 2023
37ce04c
Linting fixes
jaredgoldman Apr 18, 2023
9fcfb8d
More linting fixes
jaredgoldman Apr 18, 2023
fcdddad
Use singlequotes
jaredgoldman Apr 18, 2023
d07a73c
Add type annotation for open_ping_task'
jaredgoldman Apr 19, 2023
6f91c29
Type bars data dict
jaredgoldman Apr 19, 2023
d772fe4
Comment out unused args
jaredgoldman Apr 19, 2023
efad49e
Raise ValueError if no config is found when sending authenticated hea…
jaredgoldman Apr 19, 2023
a69c8a8
Uncomment loglevel
jaredgoldman Apr 20, 2023
a06a4f6
Remove unused timeframe var from open_history_client
jaredgoldman Apr 21, 2023
ae3f669
Fix type hinting for stream_messages return type
jaredgoldman Apr 22, 2023
3836f7d
Run autopep8, add default case for message stream match case
jaredgoldman Apr 22, 2023
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3 changes: 1 addition & 2 deletions piker/brokers/__init__.py
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Original file line number Diff line number Diff line change
Expand Up @@ -24,7 +24,7 @@
'binance',
'ib',
'kraken',

'kucoin'
# broken but used to work
# 'questrade',
# 'robinhood',
Expand All @@ -35,7 +35,6 @@
# iex

# deribit
# kucoin
# bitso
]

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2 changes: 1 addition & 1 deletion piker/brokers/binance.py
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Original file line number Diff line number Diff line change
Expand Up @@ -551,7 +551,7 @@ async def subscribe(ws: wsproto.WSConnection):
while typ != 'trade':
typ, quote = await anext(msg_gen)

task_status.started((init_msgs, quote))
task_status.started((init_msgs, quote))

# signal to caller feed is ready for consumption
feed_is_live.set()
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