[pull] main from calumrussell:main #31
Open
+2,986
−2,810
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
![pull[bot]](https://avatars.githubusercontent.com/in/12910?s=60&v=4){kind=small}
Updates the requirements on [derive_more](https://github.com/JelteF/derive_more) to permit the latest version. - [Release notes](https://github.com/JelteF/derive_more/releases) - [Changelog](https://github.com/JelteF/derive_more/blob/master/CHANGELOG.md) - [Commits](JelteF/derive_more@v0.99.17...v1.0.0) --- updated-dependencies: - dependency-name: derive_more dependency-type: direct:production ... Signed-off-by: dependabot[bot] <[email protected]>
--- updated-dependencies: - dependency-name: zip dependency-type: direct:production ... Signed-off-by: dependabot[bot] <[email protected]>
66 Create hyperliquid binary from file
97 add http client to snek
Update zip requirement from 0.6.2 to 2.2.0
…-1.0.0 Update derive_more requirement from 0.99.17 to 1.0.0
97 implement portfolio tracking
…king 97 implement portfolio tracking
97 Pull data from HL
106 implement cancel modify
106 implement very basic grid
* remove fetch_quotes and fetch_depth methods, moved calls inside init and tick, added to response objects * remove fetch_quotes/fetch_depth from binary * remove fetch_quotes/fetch_depth from client * remove fetch_quotes/fetch_depth from python http client, broker code now fetches bbo/depth from lifecycle methods
* cancel/modify is ordertype of Order, Trade refactored to OrderResult, deleting orders on orderbook required refactor of `inner` due to non-performant search/borrow problems * remove modify_order/cancel_order routes and change return type and name of tick response * implement new types in python, new loop that returns modifies/cancels in with other orders, pretty sure it is broken somewhere * cargo clippy * simplify tests
* added insert_orders to exchange * started work * remove bug that would poison mutex for all users if cancel order didn't have ref * impl in python for insert_orders
* using atomics to increment backtest id, backtests stored with dashmap meaning we don't lock everything on every request * removed old mutex from init, added logging to both http binaries * remove mut from clients * removed the copy from insert_orders
* update .gitignore * removing comments, small fixes to v1 * remove copies from orderbook loop * dates were unsorted * fix cancel_order logic to uistv2 to return cancelled order id * add new ref to normal orders * add order_id_ref to modify_order result * remove clone on cancel order * fix python grid strat * fixed bug with last tick * fix memory usage in http tick * correct logging level in Python * fmt
* impl basic db connection * created depth type * use mem::take to save copy from Depth creation * add type alias for return values, added own type for trades * fmt
* added new dataset info method to http, added method for date bounds to athena * moved athena to range queries * http converted to running over ranges of dates, still likely bugs * added end_date to BacktestState for uistv2 * added dataset_info to client, caught client up with adding end_date * added new params for init to tests * removed dead code, single wont init backtest * integrate changes into python client * fmt * clippy
* remove now from http/client * tick returns now * python client now has correct time regardless of tick response * delete now from python client
* remove now from http/client * tick returns now * python client now has correct time regardless of tick response * delete now from python client * refactored HL structs used by Minerva/Athena into source/ module * commit * fix
* begin move of exchange logic to include trades, all tests passing * clean up errors in minerva.rs and hyperliquid.rs * exchange uses trade info to execute orders on the inside * lint * refactor the fill loop * added priority setting defaults to first * refactored names * fmt
Updates the requirements on [pyo3](https://github.com/pyo3/pyo3) to permit the latest version. - [Release notes](https://github.com/pyo3/pyo3/releases) - [Changelog](https://github.com/PyO3/pyo3/blob/main/CHANGELOG.md) - [Commits](PyO3/pyo3@v0.22.1...v0.23.2) --- updated-dependencies: - dependency-name: pyo3 dependency-type: direct:production ... Signed-off-by: dependabot[bot] <[email protected]> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
* http accepts minerva, modify rust client blocking behaviour slightly, uistv2 binary now minerva * basic impl working, perf is so bad...so bad * refactored minerva impl, removed dataset_name, pool stored on AppState * everything "working" with Python * update with new types * rotala-python fix * lint * clippy * fmt again
--- updated-dependencies: - dependency-name: env_logger dependency-type: direct:production ... Signed-off-by: dependabot[bot] <[email protected]> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> Co-authored-by: Calum <[email protected]>
…129) * comment explaining bug * fix bug * lint
* add an extra level to depth for exchange * cleaned up dependant structs/tests, added exchange to structs * tests passing * added exchange to result * fmt * fix minerva
* add dockers * fix ports
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.
See Commits and Changes for more details.
Created by
pull[bot]
Can you help keep this open source service alive? 💖 Please sponsor : )