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Binancial secs: futes for the peepz!#520

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goodboy wants to merge 73 commits intostorage_middleware_layerpikers/piker:storage_middleware_layerfrom binancial_secspikers/piker:binancial_secsCopy head branch name to clipboard

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Commits

Commits on Jun 27, 2023

• binance: start drafting live order ctl endpoints

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  Guillermo Rodriguez

  authored and

  goodboy

  committed
  bc4ded2

• binance: dynamically choose the rest method

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  goodboy

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  f99e8fe

• Add draft brokercnf CLI cmd from @guilledk

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• kraken: tidy up paper mode activation comments

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• binance: add submit_cancel() & listen key mgmt

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• Add a config get/set API (from @guilledk) ?

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  e03da40

• Use new config get/set API in brokercnf cmd?

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• Add order status tracking

  

  Guillermo Rodriguez

  authored and

  goodboy

  committed
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• kraken: fix trades2pps() type sig

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• binance: add deposits/withdrawals API support

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  Guillermo Rodriguez

  authored and

  goodboy

  committed
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• Add binance section to broker conf template

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• Don't bother casting AggTrade values for now, just floatify the price/quantity

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• Don't filter out clearing ticks XD

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• binance: convert to subpkg module

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• binance: make pkgmod expose endpoints from coming submods

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• binance: breakout into feed and broker mods like other backends

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• Support USD-M futes live feeds and exchange info

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• Add binance section to brokers.toml

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• Extend MktPair doc string to refer to binance pairs

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• kraken: raise SymbolNotFound on symbology query errors

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• binance: fix FutesPair to have .filters

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• Switch Client.mkt_mode to 'usd_futes' if 'perp' in fqme

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• Add a "perpetual_future" mkt info type

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• Always expand FQMEs with .venue and .expiry values

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• kraken: add <pair>.spot.kraken fqme interpolation

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  9ff03ba

• Rename .binance.schemas -> .venues

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• binance: use new open_trade_dialog() endpoint name B)

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• kraken: use new open_trade_dialog() ep name B)

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• Move API urls to .venues

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  0c74a67

• binance: facepalm, always lower case venue token..

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• Handle pending futes, optional .filters add testnet urls

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• Load Assets during echange info queries

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  c6d1007

• Add note about expecting client side to cache search domain?

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• binance: first draft live order ctl support B)

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  committed
  f36061a

• Make order request methods be venue aware

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• Use Client._pairs cross-venue table for orders

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  a9c016b

• Woops, fix wss_url lookup depending on venue..

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• Split out crypto$ derivs into separate type set

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• binance: order submission "user id" is not the same as their internal int one..

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• Wrap dialog tracking in new OrderDialogs type, info log all user stream msgs

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• Do native symbology lookup in order methods, send user oid in cancel requests

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• Fix user event matching

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• kraken: add more type annots in broker codez

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• Add full real-time position update support B)

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• binance: add accounts def to brokers.toml template

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• binance: support order "modifies" B)

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  dc3ac8d

• Support live order loading (with caveats)

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  5c315ba

• Factor OrderDialogs into .clearing._util

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  7f39de5

• Support loading quarterly futes existing lives

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  77db2fa

• Drop OrderedDict usage, not necessary in modern python

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• Drop per-venue request methods from Client

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  goodboy

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  9970fa8

• Don't allow Client.api() testnet queries by default, require explicit flag set

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• Hard code futes venue(s) for now in brokerd..

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• kraken: use new OrderDialogs type, handle .spot

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• Always use fully expanded FQME throughout .clearing

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  d82173d

• Fix ems tests: add .spot venue token to fqme

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• binance: more explicit var naming in OHLC parse loop

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• kraken: drop OHLC.ticks field and just inject to quote before send

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• Skip marketstore docker tests, we're gonna drop it..

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• kraken: handle .spot.kraken new-style FQMEs

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• Move broker_init() into brokers._daemon

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• ib: expose trade EP as open_trade_dialog()

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• kraken: always insert ticks list, only append if vlm

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• Add explicit piker.cli logger name for pikerd

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• view_mode: add in one missing debug_print block..

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• Move .accounting related config loaders to subpkg

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• ib: expose .broker.norm_trade_records() from pkg

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• binance: better bad account in order request error msg

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• Update the _emsd_main() doc task tree layout

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• Always add a paper (account) entry to order mode init

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• Export Flume and Feed from piker.data

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• Ensure paper engine logger is piker.clearing instance..

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• Never key error on bad flow pops..

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