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eecc70f151c19c7cdfd5ef824e22523a2ace0eea
Commit Graph
12628 Commits
Author SHA1 Message Date
John Colvin eecc70f151 Add generic ViewStream, BlueRow types/interfaces 2025-07-23 12:52:23 -04:00
John Colvin b121849189 Add BlueRowColumnMask to hide columns w/ minimal overhead 
Less overhead than ProjectStream
 2025-07-23 10:55:31 -04:00
John Colvin bbc07ce5fe fix: Remove query from literal error stream 
The parser can't handle colons in the expression (it throws/crashes)
 2025-07-23 10:55:31 -04:00
John Colvin 186ebb5309 Add async SQLiteEnumerator to read sqlite tables as IBlueRowCollection 2025-07-23 10:55:31 -04:00
John Colvin 9f35bb80ac Generate a few row types with new t4 templates 2025-07-23 10:55:31 -04:00
John Colvin ad8f283f8d build: Generate c# code for RowTypes 
Produces structs that implement IBlueRow with strongly typed
properties for each column.
 2025-07-23 10:55:31 -04:00
John Colvin e7dc5ace52 Add gen purpose blue row/table utils for data streams 
* Add BlueRowReflection<T> so ViewStream implementations can use
  strong row types without needing to implement IBlueRow
* Add default implementations for IDictionary members in IBlueRow to make
  implementing IBlueRow less tedious
 2025-07-23 10:55:30 -04:00
John Colvin 54a57fe6fe chore: Add CircularBuffer class (c#) 2025-07-23 10:00:22 -04:00
John Colvin 3b460f436a refactor: Rename ExceptionAssert.is_valid ExceptionAssert.Index.IsValid 
Like the ExceptionAssert.Argument class that provides methods that throw
ArgumentException if a condition isn't satisfied, the ExceptionAssert.Index
class provides methods that throw IndexOutOfRange exceptions.
 2025-07-23 09:59:36 -04:00
John Colvin 348f33c9af chore: Add OffsetList class 
This supports mutations (unlike the SubRangeWrapper class).
 2025-07-22 13:25:50 -04:00
John Colvin 33b95f418b cleanup: Remove "partial" class modifier for OrderBookVM 
It simply wasn't necessary.
 2025-07-22 01:36:51 -04:00
John Colvin 47120920b5 cleanup: Remove "partial" class modifier for OrderBookRowVM 
It simply wasn't necessary.
 2025-07-22 01:36:50 -04:00
John Colvin 468dff03bd check pt: Proof of concept ladder left panel price point collection 2025-07-22 01:36:50 -04:00
John Colvin eacdd64288 maybe fix adjust ladder ticks-per-row 2025-07-22 01:36:50 -04:00
John Colvin 85250a9769 ui: Adjust ladder ticks-per-row with ctrl+shift+mousewheel 2025-07-22 01:36:50 -04:00
John Colvin 6539e94422 ui: Add long/short avg cost lines to ladder 2025-07-22 01:36:50 -04:00
John Colvin e2c79c4f3c ui: Add exec fee columns to fills grid 2025-07-22 01:36:50 -04:00
John Colvin 70bb2e2e65 chore: Add exec fee to sec metadata config 2025-07-22 01:36:50 -04:00
John Colvin ebad249505 fix: Check proto HasPrice/QuantityDisplay before accessing props 2025-07-22 01:36:50 -04:00
John Colvin e93dde8f14 chore: Add fill_aggressor prop to ITradeLogRow 2025-07-22 01:36:50 -04:00
John Colvin 9dc7611c0a fix build: Forgot to add NullableWrapper.cs a few commits back 
When I made the change to format min order qty/notional cols with sec
ticks
 2025-07-21 17:07:52 -04:00
John Colvin 782cdd7430 ui (orderbook): Use dark theme font color in Algo State grid 
It was barely legible to against the dark background (must have been
overlooked when we originally implemented dark theme).
 2025-07-21 10:02:38 -04:00
John Colvin 4184278d94 fix: Fix typo in weighted_average fn 
Was multiplying distance from x by wrong weight

Bugs (fixed):
  * Pnl window avg cost is wrong when there are both start and day
    positions
 2025-07-18 09:54:17 -04:00
John Colvin e60f2159e1 fix: Prevent python plugins from intercepting kill sig 
So the process actually terminates on ctrl+c
 2025-07-17 16:25:23 +00:00
John Colvin 610861be20 diag: Shorten BookLevel json field names 
To reduce log file size and improve readability
 2025-07-17 16:25:23 +00:00
John Colvin 1787460c35 refactor: Rewrite binance usds futs md without ccapi 2025-07-17 16:25:23 +00:00
John Colvin 588b86710f refactor: Rename lib_binance_execution lib_binance 
Implementing md and execution for the same exchange in separate projects
has proven to be messy and impractical. I'm renaming this project in
advance of a binance md rewrite which will join md and execution
together in the same lib.
 2025-07-17 16:25:23 +00:00
John Colvin 3022a25a10 Add config toggle to batch subscribe binance ufuts md 2025-07-17 16:25:23 +00:00
John Colvin cf30649dd2 fix: Fix elapsed check in ConcurrentQueue waiter 2025-07-17 16:25:23 +00:00
John Colvin afb8444815 diag: Use structured logging in gen md listener 2025-07-17 16:25:23 +00:00
John Colvin fc59247958 cleanup: Remove redundant if check in gen md listener 2025-07-17 16:25:23 +00:00
John Colvin 14c417eeec refactor: Use core::TimeStamp::to_ll in gen md listener 
Working towards unifying TimeStamp code
 2025-07-17 16:25:23 +00:00
John Colvin 62a6e4340f chore: Add to_ll fn to core::TimeStamp 
One step closer to unifying TimeStamp code
 2025-07-17 16:25:23 +00:00
John Colvin cce85e45b7 chore: Make a few domain types fmt formattable 
So we can pass them directly to LOG statements

* Book
* BookSide
* TradeRecord
 2025-07-17 16:25:23 +00:00
John Colvin ff584ee19a refactor: Make pretty enum formatting more performant 2025-07-17 16:25:23 +00:00
John Colvin f146859677 diag: Disable frame_header/payload logs in ws client 
They're useless noise. Worse than that, the messages are byte strings
that cause text searches to omit matches (via grep, less, etc.).
 2025-07-17 16:25:23 +00:00
John Colvin cf55e4bc1d refactor: Make domain::Security default ctr constexpr 2025-07-17 16:25:23 +00:00
John Colvin a0b1078572 chore: Move a few inlined fns to .cpp 2025-07-17 16:25:23 +00:00
Taha afd229b7c7 Merging 2025-07-15 17:51:28 -04:00
John Colvin bfc7615c9a ui: Add "Is Aggressor" column to fills grid 2025-07-15 14:48:44 -04:00
John Colvin 7e79a21cd4 Add some nifty DataPacket/TableUpdate IObservable utils 2025-07-15 10:13:53 -04:00
John Colvin 6b0030559b fix build: Fill in transaction fee prop getter 
TODO: Actually implement maker/taker fee. For now, just return 0.
 2025-07-15 10:13:53 -04:00
John Colvin 77caef2640 fix build: Add missing name to fn arg 2025-07-15 10:13:53 -04:00
Adeel Khan edb8a9d516 FIX: Removed Commented Out Code. 2025-07-14 22:35:36 +00:00
Adeel Khan 153631191a FIX: Removed fallbacks(not needed). 2025-07-14 22:35:36 +00:00
Adeel Khan 026a8af893 FIX: Removed Normalize Contract Function-Not Needed. 2025-07-14 22:35:36 +00:00
Adeel Khan 3739532947 FIX: Reduced REST calls. 2025-07-14 22:35:36 +00:00
Adeel Khan 0cb3cadc11 FIX: Added filter to exclude InverseFutures--MD not freezing. 2025-07-14 22:35:36 +00:00
Adeel Khan 36db69dc67 FIX: bybit_md_provider.py works with default symbol format in py_bybit_md_provider.json.--MD Freezes on InverseFutures. 2025-07-14 22:35:36 +00:00
Adeel Khan c7c755a964 ADD: Added support for Linear USDC channel-py_bybit_md_provider.json takes full security names. 2025-07-14 22:35:36 +00:00