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@goodboy goodboy commented Feb 28, 2023

Various updates since deribit was last authored / tested 😂 :

  • add deribit to our default backend scan list in piker.brokers.__brokers__: list[str]
  • fixes for new msgspec version namely ensuring default spec-ced fields are placed after fields with non-defaults.
  • API tweak to match new kwarg name in open_jsonrpc_session(): dtype ->
    response_type=JSONRPCResult
  • fix the Callable yielded from open_history_client() to accept the timeframe: float arg now required for multi-sample rate queries.

ToDo for this to land

  • support and/or fix 1s OHLC chart sampling
    • tread step size is borked when overlayed with btcusdt.binance? think it's fixed now after adjusting the history loader in bullet below?
    • adjust the open_history_client() routine(s) to appropriately block on 1s history queries fixed in 47a4da9
  • do a once over lint with at least flake8

@goodboy goodboy requested review from esmegl and guilledk February 28, 2023 05:31
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goodboy commented Feb 28, 2023

I'm going to do a bit more linting and testing of this code to see if we can get it up to snuff with the latest paper trading stuff in #462 as well 🏄🏼

@goodboy goodboy marked this pull request as ready for review March 3, 2023 23:32
Guillermo Rodriguez added 4 commits March 8, 2023 13:32
Add hook management to open_jsonrpc_session helper
…d new maybe_open_ticker_feed to stream greeks, iv, open interest of an instrument
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goodboy commented Apr 14, 2023

@guilledk where we at on this one carnal?

I kinda wanna play with some opts feeds this weekend 🏄🏼

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3 participants