Deribit updates #471
Open
Deribit updates #471
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
|
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
force-pushed
the
deribit_updates
branch
from
ed2a9d5
to
a915e33
Compare
goodboy
force-pushed
the
deribit_updates
branch
2 times, most recently
from
52c51bd
to
47a4da9
Compare
2 tasks
- port to new `msgspec` "default fields must come after non-default ones" shite they changed. - adjust to `open_jsonrpc_session()` kwarg remap: `dtype` -> `response_type=JSONRPCResult`.
Add hook management to open_jsonrpc_session helper
…d new maybe_open_ticker_feed to stream greeks, iv, open interest of an instrument
guilledk
force-pushed
the
deribit_updates
branch
from
e4e9bca
to
926ab1d
Compare
goodboy
force-pushed
the
deribit_updates
branch
from
3948791
to
926ab1d
Compare
|
@guilledk where we at on this one carnal? I kinda wanna play with some opts feeds this weekend 🏄🏼 |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Various updates since
deribitwas last authored / tested 😂 :deribitto our default backend scan list inpiker.brokers.__brokers__: list[str]msgspecversion namely ensuring default spec-ced fields are placed after fields with non-defaults.open_jsonrpc_session():dtype->response_type=JSONRPCResultCallableyielded fromopen_history_client()to accept thetimeframe: floatarg now required for multi-sample rate queries.ToDo for this to land
btcusdt.binance? think it's fixed now after adjusting the history loader in bullet below?open_history_client()routine(s) to appropriately block on 1s history queries fixed in 47a4da9flake8