Includes some substantial fixes to ensure dark triggered orders work as well as adds some resilience to the dark clearing loop via new support for lag ignores in tractor, namely:
NOTE: this PR landing requires the above dev branch in tractor
Details of each improvement:
35b097469b8e4921f55785c90db522f1e8435878 fixes an issue where we could have dark triggered live submissions be rejected by the backend because the pricing / tick level precision was too high; now we always round() to the min tick digits reported by the symbol's info before live order request.
7ef81113813339556e58b75d2e7e06b09805260e adds clears table datetime sorted iteration in the .pp.py apis which is handy for position processing in general.
51f4afbd88ddbca2bb18630dab670fefc8e402c1 sets the above mentioned tractor.trionics.BroadcastReceiver._raise_on_lag: bool flag to avoid the dark clearing loop ever crashing due to latency.
Includes some substantial fixes to ensure dark triggered orders work as well as adds some resilience to the dark clearing loop via new support for lag ignores in tractor, namely:
._raise_on_lagflag that can be used to avoidLaggederrors by slow tasks: https://github.com/goodboy/tractor/pull/343/files#diff-3545aec32a303122be541890ed73ee3569f9c8f437d1daebd665ff455ce129eaR174tractorDetails of each improvement:
round()to the min tick digits reported by the symbol's info before live order request.datetimesorted iteration in the.pp.pyapis which is handy for position processing in general.tractor.trionics.BroadcastReceiver._raise_on_lag: boolflag to avoid the dark clearing loop ever crashing due to latency.