binance todos

[goodboy]

Thanks once again to @guilledk for the new binance backend support in #170 we can get some more serious (and near hft) style processing going on for crypto$ 😎

Some lingering things we need to get going stat as follow ups to that PR:

• we can probably clean up the manual loop OHLC bar-rows construction we're doing using the suggestion i commented
• we might not actually need to define ohlc_dtype in the backend module (other then for docs of historical datum fields) since right now we aren't storing any more then the minimal required field set
• we can probably do pydantic.BaseModel validation on l1 feed messages

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things we forgot 😂:

• we need to provide min tick info in the initial message from the feed which is something we'll likely have to pull out of the .symbol_info() data set(s)

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New features we need for the backend to go prime time, these can come incrementally:

• longer out historical data retreival which has a couple options:
  • the old trades which appears to be tick data we can aggregate (1k datums per request and requires X-MBX-APIKEY in the request)
  • the historical OHLC ep which i think is limited to 1m sampling period? (would be great if they did smaller periods for us).
• symbol search support using the symbol set delivered from the exchange info endpoint -> this will likely land as part of Symbol search #164
• order entry via order mode / chart trader by providing EMS support
  • this needs some follow up from piker's end in terms of docs and a standard messaging spec
  • relevant spot order endpoints section looks great and includes a order test endpoint
  • position and order tracking can be done with one off requests or using a real time updated stream -> we'll definitely want support for the latter in our emsd subsys.