goodboy

`clearing._messages.BrokerdStatus` should not allow out-of-set statuses..

1

We have a [wrong comment saying there's an `'executed'` status](https://github.com/pikers/piker/blob/master/piker/clearing/_messages.py#L187) and should further maybe do some validation of the message at creation (though I'd rather wait until we just move...

Putting this API docs link up so it doesn't get lost. https://www.questrade.com/api/documentation/rest-operations/order-calls/accounts-id-orders Pretty sure they block this one now but some people have talked of ways to get around it.

Just dumping some links for now, better writeup coming eventually: - `pandas` has a [standard api for resampling](https://pandas.pydata.org/pandas-docs/stable/user_guide/timeseries.html#resampling) as is common with fins data: - eg. pandas based aggregating in...

Chart graphics with drawing speedups

6

Had a great chat with a collaborator discussing some options for squeezing performance out of `pyqtgraph`. A lot was confirming ideas I had previous but a few nuggets are going...

Modern marketstore, the summary

2

There's been a ton of action over at [`marketstore`](https://github.com/alpacahq/marketstore) and we want in. We already have a psuedo-async-wrapped [client](https://github.com/pikers/piker/blob/master/piker/data/marketstore.py) that can probably be used just fine until we write our...

It works, that [marketstore](https://github.com/alpacahq/marketstore), and I gotta say it's not too bad. I've got tick data from real-time feeds finally going and it seems pretty aight for latency even with...

TSDB ingest of historical data sets: a dedicated `piker` tool to run parallelized history gathering

2

Once we get to the point where we're pulling both historical and real-time data (after #247 lands) there will be an obvious need for a local caching system to avoid...

A working short list of mostly paid for options: ### trading platforms (paid for) - https://www.quantower.com/roadmap - https://www.quantower.com/blog/quantower-partners-with-ftx-exchange - https://www.lightspeed.com/trading-platforms/lightspeed-trader/platform-features/ - ToS paper engine [dicussion](https://elitetrader.com/et/threads/ib-thinkorswim-paper-trading-vs-real-fills.293921/) ---- ### trading platforms (foss...

Backfilling kraken historical OHLC

1

Back filling OHLC shm arrays has been added for the [IB broker backend](https://github.com/pikers/piker/pull/130/files#diff-dcd15b7875b7d6dfea4b0805100d485a894678632a8ba4848029ab7754329c75R619) and we need this same functionality for any broker(s) we add. The next natural one in line...

HFT detection fsp: trade ratez, $vlm, liquidity gaps

1

as of #268 we now have real [double auction](https://en.wikipedia.org/wiki/Double_auction) queuing metrics that can be used to sniff bots (painters, stuffers, sigma swingerz, etc.) but we need some kind of nice...