kevincybura/kcsec

Data management for different financial data and securities

kcsec's Issues

Add retry logic to ws_client command

Add search for symbol

Refactor to use better django patterns

The views and queries are getting out of hand. So a refactor is probably necessary that follows the following patterns
https://github.com/octoenergy/conventions/blob/master/patterns.md

Pagination and better styling for orders

Make ws_client more generic

The ws_client command can only support one connection at a time atm and only supports the gemini marketdata/v2 api.

Add support for the command to use custom class that have a similar api

Something like this

class WsHandler:
    def connect(self, url: str, ....):
         pass
    def on_connect(self, msg: str, ...):
         pass
    def handle_message(self, ...):
         pass

Total return chart for portfolio page

User SSE instead of websockets

We dont need to change from django channels to something we can use AsyncHttpConsumer
https://channels.readthedocs.io/en/stable/topics/consumers.html#asynchttpconsumer

Keep track of order book

To simulate real trades we should keep track of the real order book and supplied by the gemini websocket api l1_data = wss://api.gemini.com/{version}/marketdata/{symbol}

Use mypy

I should really use mypy 😞

Add health checks

https://github.com/KristianOellegaard/django-health-check

Use Chart.js for other visualizations

https://github.com/peopledoc/django-chartjs

Show Symbols that the user has in their portfolio

On the crypto home page if the user is logged in show the tickers that the user owns in their portfolio first. Default to BTC, ETH, LTC

Filter OHLCV chart data by gte=midnight

Look into FormSets for OrderForm

https://docs.djangoproject.com/en/3.1/topics/forms/formsets/

Split Http server and Channels websockets into two pods

https://channels.readthedocs.io/en/stable/deploying.html#http-and-websocket

Divide up and refactor portfolio page

Style Django authenticated pages

style all html files in kcsec/core/templates/registration/*.html . Should be able to use one css file for all of them because they are all very similar and small files

Create OHLC from trades instead of OHLC candlestick endpoint

Currently we are using the gemini candlestick endpoint which only updates every minute. Since OHLC is determined by trades we should use gemini's level 1 market data websocket endpoint l1_data = wss://api.gemini.com/{version}/marketdata/{symbol}. This would allow us to have real time updates to OHLC.

Challenges

1. Sometimes the trading volume is so low that there wont be an trades for multiple minutes so we would have to send the last updated OHLC each minute.
2. Have to keep track of when to set open and close.
3. Have to keep track of high and low

Check out DRF for channels

https://github.com/hishnash/djangochannelsrestframework

IEX has free real time sse streams

Deep looks promising
Last shows the last trades
TOPS shows the limit order book
https://iexcloud.io/docs/api/#investors-exchange-data

Implement Limit Order

Limit Order should sell when a price reaches or falls below the price