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`binance` todos
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
OHLCbar-rows construction we're doing using the suggestion i commented - [ ] we might not actually need to define
ohlc_dtypein 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.BaseModelvalidation onl1feed messages
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)
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-APIKEYin 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).
- the old trades which appears to be tick data we can aggregate (1k datums per request and requires
- [ ] symbol search support using the symbol set delivered from the exchange info endpoint -> this will likely land as part of #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
emsdsubsys.
- this needs some follow up from