Binancial secs: futes for the peepz!

[goodboy]

Replacement for #182 keeping as much of the work from @guilledk as possible!

This is the first proto which will begin to complete the tasks listed in #519 🏄🏼

More then likely I am going to rebase this onto #486 as well since I'm somewhat hoping that lands before this onto mainline.

ping @ebisu4

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To defer to new issues/PRs

• [x] Created #524 as follow up for all the content that was here :surfer:

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To CHERRY from downstream PRs that relate to this

• [ ] 2efc34af: drop config get/set/del api stuff from legacy PR
• [ ] 674f99a3: symcache methods and derivative qualified asset keys
• [ ] 416dbc93: use .get_assets() in .get_mkt_info()
• [ ] 82fd7856: make default binance section in config use paper engine and disable testnets.

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ToDo Summary:

• [x] adds first proto support for futures testnet endpoints, rest API and drafted functionality to support live order control via our EMS:

  _url = 'https://api.binance.com'
  _sapi_url = 'https://api.binance.com'
  _fapi_url = 'https://testnet.binancefuture.com'

  • thanks @guilledk for all that work from 2 years ago 😂

• general cleanups / factoring in the API client

  • [x] don't think we need separate ._api, ._sapi, ._fapi right? simply do the right endpoints parent call implicitly based on venue selection?
  • factored and simplified in 24ef09a7

• [x] futures live data feeds via ws api as per requirements in #519

  • [x] paper engine trading using these feeds alongside spot feeds

• [x] ideally basic limit order control through emsd with accompanying tests

  • [x] live limits submission and group cancellation

  • daa1895..e54efb9

  • [x] drop OrderedDict usage? pretty sure with modern python we don't need it any more

  • [x] dynamic swap to testnet user stream based on brokers.toml config binance.futes.use_testnet: bool

  • ~currently it's hardcoded..~

  • cdeee8d2, fbc15b96 (more or less XD)

  • [x] clearing processing with position update passthrough

  • easy enough just remapping the binance status set to our EMS set :surfer:

  • [x] for now just relay the position values given directly from binance via 'ACCOUNT_UPDATE' events from the user stream (also see another bullet below.)

    • 021c00b

  • [x] live order edit support

  • supported via 86c6e683

  • [x] position tracking?

  • can we defer this to a follow up?

  • [x] tracking via binance's native calcs: https://binance-docs.github.io/apidocs/futures/en/#event-balance-and-position-update

  • [x] full dark order support

  • currently there's a precision bug (seemingly) on trigger where rounding isn't matched to binance's engine limit?

    • fixed in 6ce7cb15 :facepalm:

  • [x] existing live order loading

  • 0705b8e4, d679f2a1

  • [x] load instead using trade endpoint https://binance-docs.github.io/apidocs/futures/en/#current-all-open-orders-user_data

[goodboy]

Just adding a skip on the marketstore docker test and then CI should run clean as well 🏄🏼