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pikers / piker Public

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Binancial secs: futes for the peepz!#520

Open

goodboy wants to merge 73 commits intostorage_middleware_layerpikers/piker:storage_middleware_layerfrom

binancial_secspikers/piker:binancial_secsCopy head branch name to clipboard

Conversation Commits73 (73)Checks Files changed

Open

Binancial secs: futes for the peepz!#520
goodboy wants to merge 73 commits intostorage_middleware_layerfrom
binancial_secs

Commits

Commits on Jun 27, 2023

binance: start drafting live order ctl endpoints

Guillermo Rodriguez
authored and
goodboy
committed
binance: dynamically choose the rest method
goodboy
committed
Add draft `brokercnf` CLI cmd from @guilledk
goodboy
committed
kraken: tidy up paper mode activation comments
goodboy
committed
binance: add `submit_cancel()` & listen key mgmt
goodboy
committed
Add a config get/set API (from @guilledk) ?
goodboy
committed
Use new config get/set API in `brokercnf` cmd?
goodboy
committed
Add order status tracking

Guillermo Rodriguez
authored and
goodboy
committed
kraken: fix `trades2pps()` type sig
goodboy
committed
binance: add deposits/withdrawals API support

Guillermo Rodriguez
authored and
goodboy
committed
Add `binance` section to broker conf template
goodboy
committed
Don't bother casting `AggTrade` values for now, just floatify the price/quantity
goodboy
committed
Don't filter out clearing ticks XD
goodboy
committed
binance: convert to subpkg module
goodboy
committed
binance: make pkgmod expose endpoints from coming submods
goodboy
committed
binance: breakout into `feed` and `broker` mods like other backends
goodboy
committed
Support USD-M futes live feeds and exchange info
goodboy
committed
Add `binance` section to `brokers.toml`
goodboy
committed
Extend `MktPair` doc string to refer to binance pairs
goodboy
committed
kraken: raise `SymbolNotFound` on symbology query errors
goodboy
committed
binance: fix `FutesPair` to have `.filters`
goodboy
committed
Switch `Client.mkt_mode` to 'usd_futes' if 'perp' in fqme
goodboy
committed
Add a "perpetual_future" mkt info type
goodboy
committed
Always expand FQMEs with .venue and .expiry values
goodboy
committed
kraken: add `<pair>.spot.kraken` fqme interpolation
goodboy
committed
Rename `.binance.schemas` -> `.venues`
goodboy
committed
binance: use new `open_trade_dialog()` endpoint name B)
goodboy
committed
kraken: use new `open_trade_dialog()` ep name B)
goodboy
committed
Move API urls to `.venues`
goodboy
committed
binance: facepalm, always lower case venue token..
goodboy
committed
Handle pending futes, optional `.filters` add testnet urls
goodboy
committed
Load `Asset`s during echange info queries
goodboy
committed
Add note about expecting client side to cache search domain?
goodboy
committed
binance: first draft live order ctl support B)
goodboy
committed
Make order request methods be venue aware
goodboy
committed
Use `Client._pairs` cross-venue table for orders
goodboy
committed
Woops, fix wss_url lookup depending on venue..
goodboy
committed
Split out crypto$ derivs into separate type set
goodboy
committed
binance: order submission "user id" is not the same as their internal `int` one..
goodboy
committed
Wrap dialog tracking in new `OrderDialogs` type, info log all user stream msgs
goodboy
committed
Do native symbology lookup in order methods, send user oid in cancel requests
goodboy
committed
Fix user event matching
goodboy
committed
kraken: add more type annots in broker codez
goodboy
committed
Add full real-time position update support B)
goodboy
committed
binance: add accounts def to `brokers.toml` template
goodboy
committed
binance: support order "modifies" B)
goodboy
committed
Support live order loading (with caveats)
goodboy
committed
Factor `OrderDialogs` into `.clearing._util`
goodboy
committed
Support loading quarterly futes existing lives
goodboy
committed
Drop `OrderedDict` usage, not necessary in modern python
goodboy
committed
Drop per-venue request methods from `Client`
goodboy
committed
Don't allow `Client.api()` testnet queries by default, require explicit flag set
goodboy
committed
Hard code futes venue(s) for now in `brokerd`..
goodboy
committed
kraken: use new `OrderDialogs` type, handle `.spot`
goodboy
committed
Always use fully expanded FQME throughout `.clearing`
goodboy
committed
Fix ems tests: add `.spot` venue token to fqme
goodboy
committed
binance: more explicit var naming in `OHLC` parse loop
goodboy
committed
kraken: drop `OHLC.ticks` field and just inject to quote before send
goodboy
committed
Skip marketstore docker tests, we're gonna drop it..
goodboy
committed
kraken: handle `.spot.kraken` new-style FQMEs
goodboy
committed
Move `broker_init()` into `brokers._daemon`
goodboy
committed
ib: expose trade EP as `open_trade_dialog()`
goodboy
committed
kraken: always insert ticks `list`, only append if vlm
goodboy
committed
Add explicit `piker.cli` logger name for `pikerd`
goodboy
committed
view_mode: add in one missing debug_print block..
goodboy
committed
Move `.accounting` related config loaders to subpkg
goodboy
committed
ib: expose `.broker.norm_trade_records()` from pkg
goodboy
committed
binance: better bad account in order request error msg
goodboy
committed
Update the `_emsd_main()` doc task tree layout
goodboy
committed
Always add a paper (account) entry to order mode init
goodboy
committed
Export `Flume` and `Feed` from `piker.data`
goodboy
committed
Ensure paper engine logger is `piker.clearing` instance..
goodboy
committed
Never key error on bad flow pops..
goodboy
committed

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