Commit Graph

3935 Commits (nixround2_n_sway_testing)

Author SHA1 Message Date
Tyler Goodlet ec71dc2018 Mk `Brokerd[Order].price` avoid `float`-errs
By re-typing to a `.price: Decimal` field on both legs of the EMS.

It seems we must do it ourselves since,
- these msg's (fields) are relayed through the clearing engine to each
  `brokerd` backend and,
- bc many (if not all) of those backends `.broker`-clients (nor their
  encapsulated "brokerage services") **are not** doing any
  precision-truncation themselves.

So, for now, instead we opt to expect rounding at the source. This means
we will explicitly require casting to/from `float` at the line-graphics
interface to the order-clearing-engine (as implemented throughout
`.ui.order_mode.OrderMode`); and this is coming shortly.
2025-04-21 13:24:41 -04:00
Tyler Goodlet 17aebf44a9 Add note to `.brokers.ib.api` about removing `_bar_load_dtype` 2025-03-28 18:33:38 -04:00
Nelson Torres 8f1e082c91 Add write_oi for open interest
In storage.nativedb mod is manage the write_parquet file, this is
a rudimentary way to write on file using parquet, meant just for
development purpose.

Add comments in max_pain to track the changes.
2025-03-04 19:30:11 -03:00
Nelson Torres 4278d8e2f1 Deribit api key changes introduce:
- `get_timestamp_int`: added this is the hack, so we can aboid use the custom deribit date format.

- `get_currencies`: added so we could get all deribit's available currencies.

- `get_instruments`: for a especific expiration date, it return a list of criptofeed.Symbol.

- `get_expiration_dates`: expirations dates available for btc's option contracts .

- `get_strikes_dict`: all the strike prices for an especific expiration date.

- `aio_open_interest_feed_relay` `open_oi_feed` `maybe_open_oi_feed`: this three handles all the portal stuff and the cryptofeed callbacks for the open interest and trades, for some reason it need both to work, i need to check that out at some point.

- Also a couple of format fixes.
2025-02-24 17:32:24 -03:00
Tyler Goodlet b209512eb6 Add `.log.mk_repr()` to create `reprlib.Repr`s 2025-02-24 17:20:50 -03:00
Nelson Torres 8a9d21468a Deribit api key changes introduce:
- `get_timestamp_int`: added this is the hack, so we can aboid use the custom deribit date format.

- `get_currencies`: added so we could get all deribit's available currencies.

- Also a couple of format fixes.
2025-02-24 17:20:36 -03:00
Tyler Goodlet 75ddba09f7 `deribit.feed`: fix "trade" event streaming
The main change needed to make `piker.data.feed._FeedsBus` work was
to correctly format the `'trade'` msgs with the (new schema) expected
`'ticks': list[dict]` field which,
- we compute the `piker` quote-msg-`dict` from the (now directly proxied through)
  `cryptofeed.types.Trade`'s fields inside the body of `stream_quotes()`.
- similarly, move the `'l1'` msg processing, **out of** the `asyncio`-side
  `_l1()` callback (defined as a closure in `.api.aio_price_feed_relay()`
  and passed to the `cryptofeed.FeedHandler`) and instead mod the
  callback to simply pass through the `.types.L1Book` ref directly to
  the `piker`/`trio` side task for conversion.

In support of all that,
- mask-to-drop the alt-branch to wait on a first rt event when the
  `cryptofeed.LastTradesResult.trades: list[Trade]` is empty; doesn't
  seem like this ever even happens?
- add a buncha typing, comments and doc-strs to the routines in
  `.deribit.api` including notes on where we can choose to mod the
  `.bs_fqme` for our eventually preferred `piker` style format.
- simplify some nested `@acm` enters to the new single `async with
  <tuple>)` style.
- be particularly pedantic about typing
  `tractor.to_asyncio.LinkedTaskChannel`
- bit of pep8 line-spacing fixes in `.venues`.
2025-02-24 17:20:36 -03:00
Tyler Goodlet dae17bb043 `.deribit.feed`: get live quotes workin (again)
The quote-msg `'topic'` field was being set and sent as the
`OptionPair.symbol: str` value instead of as the `MktPair.bs_fqme: str`
as is required for matching on the `piker.data.feed` side. So change to
that and simplify the actual `.bs_fqme: str` value to NOT include the
ISO-format time (for now) since it's a big ugly and longer term we need
a `piker`-fqme friendly-on-ze-eyes format/style anyway..
2025-02-24 17:20:36 -03:00
Tyler Goodlet 8bd0a182cf Bit more `cryptofeed` adapter formatting and typing for clarity.. 2025-02-24 17:20:36 -03:00
Tyler Goodlet 04421e5ad2 .deribit.venues: add todo for an ideal `OptionPair.expiry` fmt/value 2025-02-24 17:20:36 -03:00
Tyler Goodlet 1e0c3da32d Report the closest (via fuzzy match) pairs on unmatched input 2025-02-24 17:20:36 -03:00
Tyler Goodlet 5b87b3c2a6 Signal hist start using `OptionPair.creation_timestamp`
Such that the `get_hist()` query func raises `DataUnavailable` with an
explicit message regarding the start of the (option) contract's
lifetime.

Other,
- mask some unused imports (for now?)
- drop a duplicate `tractor.get_console_log()` call which was causing
  duplicate console emits (it's already setup by brokerd init now).
- comment various unused code bits i found.
- add a info log around live quotes so we can see for the moment when
  they actually occur.. XD
2025-02-24 17:20:36 -03:00
Tyler Goodlet 438e69e42c `.deribit.api` bit of tidying/typing
There were some imports missing or unused as well as a variety of spots
that had grokability issues due to missing type hints.

Other tweaks as part some more thorough manual testing:
- always raise when not `brokers.toml` section since the API can never
  work (no free data without keys).
- inline the `Asset.atype='crypto_currency` field despite it maybe not
  being the best value for `OptionPair` instruments..
- tossed in a now-masked pause block for debugging history queries in
  `Client.bars()`.
- commented out all the live order ctl (internal) endpoints for now
  since they're unused.
2025-02-24 17:20:36 -03:00
Tyler Goodlet ec6dd7cafc 'Fix `Optional` and use `'linear/reverse'` in `OptionPair.venue`' 2025-02-24 17:20:36 -03:00
Nelson Torres f1436c93db Deribit's feed fix
- `FeedInit` for init_msgs in `stream_quotes`.

- new cache is `client_pairs` so is replacing the old `client.cache_symbols`.

- `get_mkt_info` added

- `get_ohlc` fixed to comply the new ways of the feed.
2025-02-24 17:20:36 -03:00
Nelson Torres 1061103f76 Deribit's api fix
key changes:

- Resolved the issue with the expiration dates from deribits, now we int instead of the crazy custom deribits format.

- The client now has a new  `_json_rpc_auth_wrapper` that adquires a first access token and then will refresh the access token when this expires.

- `get_assets` fixed, now  we use the public endpoint to check the availables assets, in the future probably this will change, but for now is working just fine.

- `get_mkt_pairs` added.

- `exch_info` added.

- `cache_symbols` fixed.

- Also a lot of reformat made in api.
2025-02-24 17:20:36 -03:00
Nelson Torres 3aea296caa Venues
Moved from api to venues all the msgspecs structs, also added critical imports in api, feed and __init__ mods.
2025-02-24 17:20:36 -03:00
Tyler Goodlet e391c896f8 Mk jsronrpc's underlying ws timeout `float('inf')`
Since currently we're only using this IPC subsys for `deribit`, and
generally speaking we're primarly supporting options markets (which are
fairly "slow moving"), flip to a default of NOT resetting the `NoBsWs`
on timeout since doing so normally breaks the jsron-rpc IPC session.
Without a proper `fixture` passed to `open_autorecon_ws()` (which we
should eventually implement!!) relying on a timeout-to-reset more or
less will just cause breakage issues - a proper reconnect sequence must
be implemented before using that feature.

Deats,
- expose and proxy through the `msg_recv_timeout` from
  `open_jsonrpc_session()` into the underlying `open_autorecon_ws()`
  call.
2025-02-19 17:05:13 -05:00
Tyler Goodlet 5633f5614d Doc-n-clean `.data._web_bs.open_jsonrpc_session()`
Add a doc-string reflecting recent refinements, drop all the old hook
params, rename `n: trio.Nursery` -> `tn` for "task nursery" fitting with
code base's naming style.
2025-02-19 17:05:13 -05:00
Tyler Goodlet 76735189de data._web_bs: try to raise jsonrpc errors in parent task 2025-02-19 17:05:13 -05:00
Tyler Goodlet d49608f74e Refine history gap/termination signalling
Namely handling backends which do not provide a default "frame
size-duration" in their init-config by making the backfiller guess the
value based on the first frame received.

Deats,
- adjust `start_backfill()` to take a more explicit
  `def_frame_duration: Duration` expected to be unpacked from any
  backend hist init-config by the `tsdb_backfill()` caller which now
  also computes a value from the first received frame when the config
  section isn't provided.
- in `start_backfill()` we now always expect the `def_frame_duration`
  input and always decrement the query range by this value whenever
  a `NoData` is raised by the provider-backend paired with an explicit
  `log.warning()` about the handling.
- also relay any `DataUnavailable.args[0]` message from the provider
  in the handler.
- repair "gap reporting" which checks for expected frame duration vs.
  that received with much better humanized logging on the missing
  segment using `pendulum.Interval/Duration.in_words()` output.
2025-02-19 17:01:24 -05:00
Tyler Goodlet bf0ac93aa3 Only use `frame_types` if delivered during enter
The `open_history_client()` provider endpoint can *optionally*
deliver a `frame_types: dict[int, pendulum.Duration]` subsection in its
`config: dict[str, dict]` (as was implemented with the `ib` backend).
This allows the `tsp` backfilling machinery to use this "recommended
frame duration" to subtract from the `last_start_dt` any time a `NoData`
gap is signalled by the `get_hist()` call allowing gaps to be ignored
safely without missing history by knowing the next earliest dt we can
query from using the `end_dt`. However, currently all crypto$ providers
haven't implemented this feat yet..

As such only try to use the `frame_types` feature if provided when
handling `NoData` conditions inside `tsp.start_backfill()` and otherwise
raise as normal.
2025-02-19 17:01:24 -05:00
Tyler Goodlet d7179d47b0 `.tsp._anal`: add (unused) `detect_vlm_gaps()` 2025-02-19 17:01:24 -05:00
Tyler Goodlet c390e87536 `.storage.cli`: collect gap-markup-aids into `tf2aids: dict` prior to pause for introspection 2025-02-19 17:01:24 -05:00
Tyler Goodlet 5e4a6d61c7 Ignore any non-`.parquet` files under `.config/piker/nativedb/` subdir 2025-02-19 17:01:24 -05:00
Tyler Goodlet 3caaa30b03 Mask no-data pause, add perps to no-`/src`-in-fqme asset set
Was orig for debugging an issue with `kucoin` i think but definitely
shouldn't be left in XD

Also add `'perpetual_future'` to the `.start_backfill()` input literal
set since we don't expect the 'btc/usd.perp.binance' for now.
2025-02-19 17:01:24 -05:00
Tyler Goodlet 00108010c9 Mask `pytest` detection block in `piker.config`
Seems to be some kinda super weird env bug since we moved to using
`uv`? When it triggers it also seems to cause a pretty fundamental crash
that not only breaks `tractor.devx._debug` stuff but also seems to get
us in a perma-hang state where no SIGINT or other sys sig will be able
to kill the root proc!?!?

TODO, a `gitea` issue to track so we can fix the fundamental problem as
well as transitive fault in `tractor`'s core which seems to be due to
the error taking place during a sub-actor's module import phase which
prevents the runtime from booting fully and then the proc getting stuck
in a real gnarly SIG-state..
2025-02-13 13:32:11 -05:00
Tyler Goodlet 8a4901c517 `.binance.feed`: moar type fixes, drop `rapidfuzz` 2025-02-13 12:35:41 -05:00
Tyler Goodlet d7f6a5ab63 Update to latest `KucoinMktPair` spec 2025-02-12 18:08:40 -05:00
Tyler Goodlet cb88dfc9da `kucoin`: repair live quotes streaming..
This must have broke at some point during the new `MktPair` and thus
`.fqme: str` updates; mas-o-menos the symbol key in the quote-msg-`dict`
was NOT set to the `MktPair.bs_fqme: str` value and thus wasn't being
processed by the downstream sampling and feed subsys.

So fix that as well as a few other refinements,
- set the `topic: mkt.bs_fqme` in quote msgs obvi.
- drop the "wait for first clearing vlm" quote poll loop; going to fix
  the sampler to handle a `first_quote` without a `'last'` key.
- add some typing around calls to `get_mkt_info()`.
- rename `stream_messages()` -> `iter_normed_quotes()`.
2025-02-12 15:05:22 -05:00
Nelson Torres bb41dd6d18 Deleted settlePlan field from binance FutesPair. 2025-02-12 15:05:22 -05:00
Nelson Torres 99e90129ad Added missing fields for kucoin.
feeCategory, makerFeeCoefficient, takerFeeCoefficient and st.
2025-02-12 15:05:22 -05:00
Tyler Goodlet cceb7a37b9 Lel, forgot to add a `SPOT` venue for `binance`.. 2025-02-12 15:05:22 -05:00
Tyler Goodlet cb1ba8a05f Further root readme bump, factor `.clearing` content
In line with our move to `uv` and recent `nix` support update a bunch of
the summary content and factor out the order-control section to a new
`.piker.clearing` readme file with embedded todos therein.
2025-02-12 15:01:51 -05:00
Tyler Goodlet 844544ed8e Port binance to `httpx`
Like other backends use the `AsyncClient` for all venue specific
client-sessions but change to allocating them inside `get_client()`
using an `AsyncExitStack` and inserting directly in the
`Client.venue_sesh: dict` table during init.

Supporting impl tweaks:
- remove most of the API client session building logic and instead make
  `Client.__init__()` take in a `venue_sessions: dict` (set it to
  `.venue_sesh`) and `conf: dict`, instead opting to do the http client
  configuration inside `get_client()` since all that code only needs to
  be run once.
 |_load config inside `get_client()` once.
 |_move session token creation into a new util func `init_api_keys()` and
  also call it from `get_client()` factory; toss in an ex. toml section
  config to the doc string.
- define `_venue_urls: dict[str, str]` (content taken from old static
  `.venue_sesh` dict) at module level and feed them as `base_url: str`
  inputs to the client create loop.
- adjust all call sigs in httpx-sesh-using methods, namely just
  `._api()`.
- do a `.exch_info()` call in `get_client()` to cache the symbology
  set.

Unrelated changes for various other outstanding buggers:
- to get futures feeds correctly loading when selected
  from search (like 'XMRUSDT.USDTM.PERP'), expect a `MktPair` input to
  `Client.bars()` such that the exact venue-key can be looked up (via
  a new `.pair2venuekey()` meth) and then passed to `._api()`.
- adjust `.broker.open_trade_dialog()` to failover to paper engine when
  there's no `api_key` key set for the `subconf` venue-key.
2025-02-11 16:27:28 -05:00
Nelson Torres f479252d26 Added note to exception when missing field in SpotPair class 2025-02-11 16:27:28 -05:00
Nelson Torres 033ef2e35e Added new fields to SpotPair class in venues 2025-02-11 16:27:28 -05:00
Tyler Goodlet 2cdece244c binance: raise `NoData` on null hist arrays
Like we do with other history backends to indicate lack of a data set.
This avoids any raise that will will bring down the backloader task with
some downstream error.

Raise a `ValueError` on no time index for now.
2025-02-11 16:27:28 -05:00
Tyler Goodlet 018694bbdb Woops, `data` can be an empty list XD 2025-02-11 16:27:28 -05:00
Tyler Goodlet 128a2d507f Woops, fix missing `api_url` ref in error log 2025-02-11 16:27:28 -05:00
Tyler Goodlet 430650a6a7 Change type-annots to use `httpx.Response` 2025-02-11 16:27:28 -05:00
Tyler Goodlet 1da3cf5698 Port `kucoin` backend to `httpx` 2025-02-11 16:27:28 -05:00
Tyler Goodlet a348603fc4 Port `kraken` backend to `httpx` 2025-02-11 16:27:28 -05:00
Tyler Goodlet cb92abbc38 ib: add connect status info emit 2025-02-11 14:56:17 -05:00
Tyler Goodlet 70332e375b ib: `.api` mod and log-fmt cleaning
About time we tidy'd a buncha status logging in this backend..
particularly for boot-up where there's lots of client-try-connect poll
looping with account detection from the user config.

`.api.Client` pprint and logging fmt improvements:
- add `Client.__repr__()` which shows the minimally useful set of info
  from the underlying `.ib: IB` as well as a new `.acnts: list[str]`
  of the account aliases defined in the user's `brokers.toml`.
- mk `.bars()` define a comprehensive `query_info: str` with all the
  request deats but only display if there's a problem with the response
  data.
- mk `.get_config()` report both the config file path and the acnt
  aliases (NOT the actual account #s).
- move all `.load_aio_clients()` client poll loop requests do
  `log.runtime()` statuses, only falling through to a `.warning()` when
  the loop fails to connect the client to the spec-ed API-gw addr, and
 |_ don't allow loading accounts for which the user has not defined an
    alias in `brokers.toml::[ib]`; raise a value-error in such cases
    with a message indicating how to mod the config.
 |_ only `log.info()` about acnts if some were loaded..

Other mod logging de-noising:
- better status fmting in `.symbols.open_symbol_search()` with
  `repr(Client)`.
- for `.feed.stream_quotes()` first quote reporting use `.runtime()`.
2025-02-11 14:56:17 -05:00
Tyler Goodlet 4940aabe05 ib: warn about mkt precision cuckups that `Contract`s clearly deliver wrong.. 2025-02-11 14:56:17 -05:00
Tyler Goodlet 4f9998e9fb ib: mask out trade and vlm rates for now 2025-02-11 14:56:17 -05:00
Tyler Goodlet c92a236196 ib: more trade record edge case handling
- timestamps came as `'date'`-keyed from 2022 and before but now are
  `'datetime'`..
- some symbols seem to have no commission field, so handle that..
- when no `'price'` field found return `None` from `norm_trade()`.
- add a warn log on mid-fill commission updates.
2025-02-11 14:56:17 -05:00
Tyler Goodlet 1fd8654ca5 Port all `.ui*` submods to new `.ui.qt` imports
This also officially moves the code base to using `PyQt6` including all
necessary reference changes and enum namespace path moves.

Also includes a small `.ui.order_mode` fix to cancel any
`Order.price <= 0` and a name error fix with logging using `msg`,
which is already used for the input order msg..
2024-05-01 14:33:10 -04:00
Tyler Goodlet d0170982bf Add `piker.ui.qt` as a `PyQt6` shim module
For the future, like if we ever get a `PyQt7` (or wtv else..), add
a module which allows changing Qt binding lib imports from one spot for
all other `.ui` submodules. In some sense this is like a shoddier, less
dynamic version of how `pyqtgraph.Qt.__init__.py` supports multiple
libs; it might actually make sense eventually to instead import from
their shim layer instead?

Included is a draft attempt at exposing a bunch of enums which under
custom names:
- while the specific grouping of values seem to always stay consistent,
  the root enum's seem to almost always get moved around in the `PyQtX`
  module namespace.
- changing groupings and/or each top level enum's ns location can more
  simply be changed/re-orged from one spot.
- allows `.ui` consumer code to use a name more relevant to `piker`'s
  usage of wtv UI component is being configured.
2024-05-01 14:30:18 -04:00
Tyler Goodlet 821e73a409 Use a `unit_prefix: str` (like u or $) on health bar 2024-05-01 14:09:39 -04:00
Tyler Goodlet 3d03781810 Impl a sane (with nesting) `.types.Struct.pformat()`
Such that our internal structs can be pretty printed with indented and
type-hinted fields, AND for nested `Struct`-fields call `.pformat()` but
avoiding any recursion errors using `pprint.saferepr()`. Add
a `._sin_props()` iterator over the non-property fields; use it for
`dict` casting when called with `.to_dict(include_non_members=False)`.

Actually, we should also probably figure out how to only pprint like
when required by the user in a REPL or log msg by context-selectively
`pprint.PrettyPrinter` right? Also, if we can generalize decently enough
it'd be cool to maybe patch this in as a util to upstream `msgspec`?
2024-01-17 15:50:27 -05:00
Tyler Goodlet 83d1f117a8 Always cancel (loaded) zero-priced orders
Ran into this trading a peenee where a dark got (mistakenly) submitted
at a price of 0 and then that consecutively broke upstream allocator/pp
code due to a divide-by-zero.. So instead always check for a zero-price
(since that should never ever be valid in any market) and instead cancel
any such order in the EMS and return `None` so that upstream callers can
ignore it without crash handling.
2024-01-17 10:29:43 -05:00
Tyler Goodlet e4ce79f720 Delegate `.toolz.open_crash_handler()` to `tractor.devx`
Means we can drop `.toolz.debug` module outright.
2024-01-16 10:26:38 -05:00
Tyler Goodlet 264246d89b Fix `brokers.toml` load for `kraken` backend 2024-01-10 17:53:15 -05:00
Tyler Goodlet 7c96c9fafe Just warn log on mismatched `MktPair` in paper eng 2024-01-10 17:52:50 -05:00
Tyler Goodlet 52b349fe79 Always reload shm data before annotating gaps, so they line up.. 2024-01-09 15:55:16 -05:00
Tyler Goodlet 6959429af8 Factor gap annotating into new `markup_gaps()`
Since we definitely want to markup gaps that are both data-errors and
just plain old venue closures (time gaps), generalize the `gaps:
pl.DataFrame` loop in a func and call it from the `ldshm` cmd for now.

Some other tweaks to `store ldshm`:
- add `np.median()` failover when detecting (ohlc) ts sample rate.
- use new `tsp.dedupe()` signature.
- differentiate between sample-period size gaps and venue closure gaps
  by calling `tsp.detect_time_gaps()` with diff size thresholds.
- add todo for backfilling null-segs when detected.
2024-01-04 11:01:21 -05:00
Tyler Goodlet 05f874001a Ignore `ContextCancelled`s from non-mngr requests
Since service daemon actors may be cancelled remotely by clients (who
maybe also requested said daemon-actor's spawn in the first place) we
specifically ignore `tractor.ContextCancelled`s from the `ctx.wait()`
inside `Services.start_service_task()` to avoid crashing the service
mngr, and thus for now `pikerd`, (which **does** happen now due to
updated and more explicit remote cancellation semantics implemented in
`tractor`) since the `.canceller` field is not going to match the
`pikerd` uid in such cases!

This explicit check makes sense since the `Services` mngr is built to
allow remote requests to "spawn-n-supervise service actors" where the
services can remain persistent but also cancelled later as requested. We
may want to consider only allowing cancellation by actors who requested
spawn in the future tho?

Also change to more explicit imports to `tractor` types for annots
throughout the sub-pkg.
2024-01-04 10:06:42 -05:00
Tyler Goodlet fc216d37de Drop `__all__` import style from `.services` 2024-01-04 10:05:53 -05:00
Tyler Goodlet 03e429abf8 Extend `enable_modules` from input `tractor_kwargs`
Since certain actors (even if client-like) will want to augment their
module set to provide remote features (such as our new rc annotation
msg-prot for `Qt`-chart actors) we need to ensure we merge in any input
`enable_modules: list[str]` to the value passed to the underlying
`tractor` spawning api. Previously we were passing `_root_modules` as
this value by name, but now instead we simply `list.extend()` that into
whatever is in the `kwargs` both in `open_piker_runtime()` and
`open_pikerd()`.
2024-01-04 09:59:15 -05:00
Tyler Goodlet 7ae7cc829f `tsp`: on backfill, do a smart retry on a `NoData`
Presuming the data provider gives us a config with a `frame_types: dict`
(indicating frame sizes per query/request) we try to be clever and
decrement our submitted `end_dt: DateTime` based on it.. hoping for the
best on the next attempt.
2024-01-03 19:49:41 -05:00
Tyler Goodlet b23d44e21a ib; return `None` on empty bars frame resp so as to trigger raising `NoData` in the caller 2024-01-03 18:16:48 -05:00
Tyler Goodlet 2669db785c Workaround `binance`'s latest API schema bs..
Apparently publishing futures contracts that aren't yet trading AND
changing their contract type `str` format/schema was necessary (such
that's there's a f@#$in space in it..)?

I honestly have no idea where they found their "data engineers" XD

TO CHERRY to #520
2024-01-03 17:50:09 -05:00
Tyler Goodlet d3e7b5cd0e Formalize rc `redraw()` msg-endpoint
So now a chart rc client can ask to invoke the new
`Viz.reset_graphics()` by timeframe and fqme Bo This handy when doing
underlying (real time or tsp) edits and you want to make the UI reflect
the changes incrementally.

Impl deatz:
- tweak the msg schema to use a `cmd:  str` which normally maps to
  (something similar to) the UI method name instead of `annot` and now
  offer 3 such "commands": 'redraw', 'remove', 'SelectRect'.
- impl `AnnotCtl.redraw()` which sends the underlying `msg: dict` on the
  correct `tractor.Msgstream` ipc instance.
  - since ipc-stream lookups now happen in multiple client methods impl
    a private `._get_ipc()` to do the error raise on unknown fqmes.
2024-01-03 17:33:15 -05:00
Tyler Goodlet 9be29a707d Make `ib` failed history requests more debug-able
Been hitting wayy too many cases like this so, finally put my foot down
and stuck in a buncha helper code to figure why (especially for gappy
ass pennies) this can/is happening XD

inside the `.ib.api.Client()`:
- in `.bars()` pack all `.reqHistoricalDataAsync()` kwargs into a dict such that
  wen/if we rx a blank frame we can enter pdb and make sync calls using
  a little `get_hist()` closure from the REPL.
  - tidy up type annots a bit too.
- add a new `.maybe_get_head_time()` meth which will return `None` when
  the dt can't be retrieved for the contract.

inside `.feed.open_history_client()`:
- use new `Client.maybe_get_head_time()` and only do `DataUnavailable`
  raises when the request `end_dt` is actually earlier.
- when `get_bars()` returns a `None` and the `head_dt` is not earlier
  then the `end_dt` submitted, raise a `NoData` with more `.info: dict`.
- deliver a new `frame_types: dict[int, pendulum.Duration]` as part
  of the yielded `config: dict`.
- in `.get_bars()` always assume a `tuple` returned from
  `Client.bars()`.
  - return a `None` on empty frames instead of raising `NoData` at this
    call frame.
- do more explicit imports from `pendulum` for brevity.

inside `.brokers._util`:
- make `NoData` take an `info: dict` as input to allow backends to pack
  in empty frame meta-data for (eventual) use in the tsp back-filling
  layer.
2023-12-29 21:59:59 -05:00
Tyler Goodlet c82ca812a8 Pass display state table to interaction handlers
This took a teensie bit of reworking in some `.ui` modules
more or less in the following order of functional dependence:

- add a `Ctl-R` kb-binding to trigger a `Viz.reset_graphics()` in
  the kb-handler task `handle_viewmode_kb_inputs()`.
  - call the new method on all `Viz`s (& for all sample-rates) and
    `DisplayState` refs provided in a (new input)
    `dss: dict[str, DisplayState]` table, which was originally inite-ed
    from the multi-feed display loop (so orig in `.graphics_update_loop()`
    but now provided as an input to that func, see below..)
- `._interaction`: allow binding in `async_handler()` kwargs (`via
  a `functools.partial`) passed to `ChartView.open_async_input_handler()`
  such that arbitrary inputs to our kb+mouse handler funcs can accept
  "wtv we desire".
  - use ^ to bind in the aforementioned `dss` display-state table to
    said handlers!
- define the `dss` table (as mentioned) inside `._display.display_symbol_data()`
  and pass it into the update loop funcs as well as the newly augmented
  `.open_async_input_handler()` calls,
  - drop calling `chart.view.open_async_input_handler()` from the
    `.order_mode.open_order_mode()`'s enter block and instead factor it
    into the caller to support passing the `dss` table to the kb
    handlers.
  - comment out the original history update loop handling of forced `Viz`
    redraws entirely since we now have a manual method via `Ctl-R`.
  - now, just update the `._remote_ctl.dss: dict` with this table since
    we want to also provide rc for **all** loaded feeds, not just the
    currently shown one/set.
- docs, naming and typing tweaks to `._event.open_handlers()`
2023-12-28 21:06:06 -05:00
Tyler Goodlet a7ad50cf8f Add `Viz.reset_graphics()` for "force re-render"
Since we're now using it multiple layers probably makes sense to impl
and wrap it more correctly / publicly. The main (recent) use case is
where editing an underlying time series and then wanting to refresh the
graphics layers to reflect the changes in a chart. Part of this also
obviously includes wiping the y-range mx/mn cache.

Also ensure that `force_redraw` is proxying through to any `BarItems`
via the new `render_baritems()` func kwarg even when switching between
downsampled-line vs. bars modes.
2023-12-28 18:00:26 -05:00
Tyler Goodlet 661805695e Reimpl axis dt label contents gen with `polars`
Since `polars` has a more sane set of (time-zone aware) datetime APIs it
makes more sense and is definitely no slower then the previous `numpy`
impl. Also, actually use the sample-rate specific formats defined in
`DynamicDateAxis.tick_tpl`: dict[int, str]` finally using the new
`Viz.time_step()` property.
2023-12-28 11:08:29 -05:00
Tyler Goodlet 3de7c9a9eb Add `Viz.time_step()`, the sample step-size in time
Since we end up needing the actual (OHLC sampled) time step info (at
least in seconds) for various purposes (in this specific follow up use
case to determine sample-rate specific `datetime` format strings for
a charted time series x-axis label), allow always reading it from the
viz with the presumption (at least for now) the underlying data-frame
will have an epoch `'time'` col/field.
2023-12-28 11:02:06 -05:00
Tyler Goodlet 59536bd284 Use `import <name> as <name>,` in `.tsp`
Thanks to oremanj in the `trio` room for this hot style tip which i much
prefer to have less LOC and places to change sub-pkg name exports!

Also drop expecting a `gaps` frame output from `dedupe()`.
2023-12-28 10:58:22 -05:00
Tyler Goodlet 5702e422d8 Drop gap detection from `dedupe()`, expect caller to handle it 2023-12-28 10:40:08 -05:00
Tyler Goodlet 07331a160e Expose "bar gap margin" as `.ui._formatters.BGM: float` 2023-12-28 10:37:20 -05:00
Tyler Goodlet 0d18cb65c3 Lul, actually detect gaps for 1s OHLC
Turns out we were always filtering to time gaps longer then a day smh..
Instead tweak `detect_time_gaps()` to only return venue-gaps when
a `gap_dt_unit: str` is passed and pass `'days'` (like it was by default
before) from `dedupe()` though we should really pass in an actual venue
gap duration in the future.
2023-12-27 16:55:00 -05:00
Tyler Goodlet ad565936ec Factor UI-rc loop into ctx-free func
In theory the `async for msg` loop can be re-purposed without having to
always call `remote_annotate()` so factor it into a new
`serve_rc_annots()` and then just call it from the former (for now) with
the wrapping `try:` block outside to delete per-client-ctx annotation
instance sets. Also, use some type aliases instead of repeatedly
defining the same complex `dict`-table defs B)
2023-12-26 20:56:04 -05:00
Tyler Goodlet d4b07cc95a `ui._lines`: more direct Qt imports for typing 2023-12-26 20:49:07 -05:00
Tyler Goodlet 1231c459aa Track data feed subscribers using a new `Sub(Struct)`
In prep for supporting reverse-ipc connect-back to UI actors from
middle-ware systems (for the purposes of triggering data-view canvas
re-renders and built-in tsp annotations), add a new struct type to
better generalize the management of remote feed subscriptions. Include
a `Sub.rc_ui: bool` for now (with nearby todo-comment) and expose an
`allow_remote_ctl_ui: bool` through the feed endpoints to help drive
/ prep for all that ^

Rework all the sampler tasks to expect the `Sub`'s new iface:

- split up the `Sub.ipc: MsgStream`  and `.send_chan` as separate fields
  since we're handling the throttle case in separate
  `sample_and_broadcast()` logic blocks anyway and avoids needing to
  monkey-patch on the `._ctx` malarky..
- explicitly provide the optional handle to the `_throttle_cs:
  CancelScope` again for the case where throttling/event-downsampling is
  requested.
- add `_FeedsBus.subs_items()` as a public iterator.
2023-12-26 20:48:06 -05:00
Tyler Goodlet 88f415e5b8 Cannot delete when the rect has no scene.. 2023-12-26 17:36:34 -05:00
Tyler Goodlet d9c574e291 Add `.sort()` support to `dedupe()` 2023-12-26 17:35:38 -05:00
Tyler Goodlet a86573b5a2 Fix .parquet filenaming..
Apparently `.storage.nativedb.mk_ohlcv_shm_keyed_filepath()` was always
kinda broken if you passed in a `period: float` with an actual non-`int`
to the format string? Fixed it to strictly cast to `int()` before
str-ifying so that you don't get weird `60.0s.parquet` in there..

Further this rejigs the `sotre ldshm` gap correction-annotation loop to,
- use `StorageClient.write_ohlcv()` instead of hackily re-implementing
  it.. now that problem from above is fixed!
- use a `needs_correction: bool` var to determine if gap markup and
  de-duplictated data should be pushed to the shm buffer,
- go back to using `AnnotCtl.add_rect()` for all detected gaps such that
  they all persist (and thus are shown together) until the client
  disconnects.
2023-12-26 17:14:26 -05:00
Tyler Goodlet 1d7e97a295 Woops, need to use `.push_async_callback()`
For non-full-`.__aexit__()` handlers need this method instead (facepalm).
Also create and assign the `AnnotCtl._annot_stack: AsyncExitStack` just
before yielding the client since it's not needed prior and ensures annot
removal happens **before** ipc teardown.
2023-12-24 15:08:44 -05:00
Tyler Goodlet bbb98597a0 Add annot removal via client methods or ctx-mngr
Since leaking annots to a remote `chart` actor probably isn't a thing we
want to do (often), add a removal/deletion handler block to the
`remote_annotate()` ctx which can be triggered using a `{rm_annot: aid}`
msg.

Augmnent the `AnnotCtl` with,
- `.remove() which sends said msg (from above) and returns a `bool`
  indicating success.
- add an `.open_rect()` acm which does the `.add_rect()` / `.remove()`
  calls underneath for use in scope oriented client usage.
- add a `._annot_stack: AsyncExitStack` which will always have any/all
  non-`.open_rect()` calls to `.add_rect()` register removal on client
  teardown, to avoid leaking annots when a client finally disconnects.
- comment out the `.modify()` meth idea for now.
- rename all `Xstream` var-tags to `Xipc` names.
2023-12-24 14:42:12 -05:00
Tyler Goodlet e33d6333ec Woops, remove the label-proxy, not the widget.. 2023-12-24 13:59:16 -05:00
Tyler Goodlet 263a5a8d07 Add `SelectRect.delete()` for permanent scene dealloc 2023-12-23 13:37:47 -05:00
Tyler Goodlet a681b2f0bb Drop passing `bus` to `tsp.manage_history()` in feed allocator 2023-12-22 21:44:38 -05:00
Tyler Goodlet 5b0c94933b `.config`: don't hack the user config dir if user is 'root' and sudo was NOT used.. 2023-12-22 21:41:51 -05:00
Tyler Goodlet 61e52213b2 Oof, fix no-tsdb-entry since needs full backfill case!
Got borked by the logic re-factoring to get more conc going around
tsdb vs. latest frame loads with nested nurseries. So, repair all that
such that we can still backfill symbols previously not loaded as well as
drop all the `_FeedBus` instance passing to subtasks where it's
definitely not needed.

Toss in a pause point around sampler stream `'backfilling'` msgs as well
since there's seems to be a weird ctx-cancelled propagation going on
when a feed client disconnects during backfill and this might be where
the src `tractor.ContextCancelled` is getting bubbled from?
2023-12-22 21:34:31 -05:00
Tyler Goodlet b064a5f94d A working remote annotations controller B)
Obvi took a little `.ui` component fixing (as per prior commits) but
this is now a working PoC for gap detection and markup from a remote
(data) non-`chart` actor!

Iface and impl deats from `.ui._remote_ctl`:
- add new `open_annot_ctl()` mngr which attaches to all locally
  discoverable chart actors, gathers annot-ctl streams per fqme set, and
  delivers a new `AnnotCtl` client which allows adding annotation
  rectangles via a `.add_rect()` method.
  - also template out some other soon-to-get methods for removing and
    modifying pre-exiting annotations on some `ChartView` 💥
- ensure the `chart` CLI subcmd starts the (`qtloops`) guest-mode init
  with the `.ui._remote_ctl` module enabled.
- actually use this stuff in the `piker store ldshm` CLI to submit
  markup rects around any detected null/time gaps in the tsdb data!

Still lots to do:
-  probably colorization of gaps depending on if they're venue
   closures (aka real mkt gaps) vs. "missing data" from the backend (aka
   timeseries consistency gaps).
- run gap detection and markup as part of the std `.tsp` sub-sys
   runtime such that gap annots are a std "built-in" feature of
   charting.
- support for epoch time stamp AND abs-shm-index rect x-values
  (depending on chart operational state).
2023-12-22 15:19:20 -05:00
Tyler Goodlet e7fa841263 Pass scene-points to `.select_box` as per prior comments
As mentioned in a prior commit this was the (seemingly, and so far) only
way to make our `.select_box` annotator shift-click rect work properly
(and the same as) by adopting the code around `ViewBox.rbScaleBox`
(which we now also disable). That means also passing the scene coords to
the `SelectRect.set_scen_pos()`. Also add in the proper `ev:
pyqtgraph.GraphicsScene.mouseEvents.MouseDragEvent` so we can actually
figure out wut the hell all this pg custom mouse-event stuff is XD
2023-12-22 12:09:08 -05:00
Tyler Goodlet 1f346483a0 Always pass full `ShmArray._array` buf to `ContentsLables` updates so the label can be used outside the "backfilled-valid" range 2023-12-22 12:06:55 -05:00
Tyler Goodlet d006ecce7e Fix `._pg_overrides` import cycle caused by our `Axis` override 2023-12-22 12:05:18 -05:00
Tyler Goodlet 69368f20c2 Finally fix our `SelectRect` for use with cursor..
Turns out using the `.setRect()` method was the main cause of the issue
(though still don't really understand how or why) and this instead
adopts verbatim the code from `pg.ViewBox.updateScaleBox()` which uses
a scaling transform to set the rect for the "zoom scale box" thingy.

Further add a shite ton more improvements and interface tweaks in
support of the new remote-annotation control msging subsys:
- re-impl `.set_scen_pos()` to expect `QGraphicsScene` coordinates (i.e.
  passed from the interaction loop and pass scene `QPointF`s from
  `ViewBox.mouseDragEvent()` using the `MouseDragEvent.scenePos()` and
  friends; this is required to properly use the transform setting
  approach to resize the select-rect as mentioned above.
- add `as_point()` converter to maybe-cast python `tuple[float, float]`
  inputs (prolly from IPC msgs) to equivalent `QPointF`s.
- add a ton more detailed Qt-obj-related typing throughout our deriv.
- call `.add_to_view()` from init so that wtv view is passed in during
  instantiation is always set as the `.vb` after creation.
- factor the (proxy widget) label creation into a new `.init_label()`
  so that both the `set_scen/view_pos()` methods can call it and just
  generally decouple rect-pos mods from label content mods.
2023-12-22 11:47:31 -05:00
Tyler Goodlet 31fa0b02f5 Append any `enable_modules` specc-ed in the chart guest-mode runner 2023-12-21 20:40:00 -05:00
Tyler Goodlet 5a60974990 Use explicit `.data.feed` import of `tractor.trionics` 2023-12-21 20:26:45 -05:00
Tyler Goodlet 8d324acf91 First (untested) draft remote annotation ctl API
Since we can and want to eventually allow remote control of pretty much
all UIs, this drafts out a new `.ui._remote_ctl` module with a new
`@tractor.context` called `remote_annotate()` which simply starts a msg
loop which allows for (eventual) initial control of a `SelectRect`
through IPC msgs.

Remote controller impl deats:
- make `._display.graphics_update_loop()` set a `._remote_ctl._dss:
  dict` for all chart actor-global `DisplayState` instances which can
  then be controlled from the `remote_annotate()` handler task.
- also stash any remote client controller `tractor.Context` handles in
  a module var for broadband IPC cancellation on any display loop
  shutdown.
- draft a further global map to track graphics object instances since
  likely we'll want to support remote mutation where the client can use
  the `id(obj): int` key as an IPC handle/uuid.
- just draft out a client-side `@acm` for now: `open_annots_client()` to
  be filled out in up coming commits.

UI component tweaks in support of the above:
- change/add `SelectRect.set_view_pos()` and `.set_scene_pos()` to allow
  specifying the rect coords in either of the scene or viewbox domains.
  - use these new apis in the interaction loop.
- add a `SelectRect.add_to_view()` to avoid having annotation client
  code knowing "how" a graphics obj needs to be added and can instead
  just pass only the target `ChartView` during init.
- drop all the status label updates from the display loop since they
  don't really work all the time, and probably it's not a feature we
  want to keep in the longer term (over just console output and/or using
  the status bar for simpler "current state / mkt" infos).
  - allows a bit of simplification of `.ui._fsp` method APIs to not pass
    around status (bar) callbacks as well!
2023-12-19 15:36:54 -05:00
Tyler Goodlet ab84303da7 Drop `SelectRect.mouse_drag_released()` since it was a dumb method 2023-12-18 20:32:17 -05:00
Tyler Goodlet 659649ec48 Bah, fix nursery indents for maybe tsdb backloading
Can't ref `dt_eps` and `tsdb_entry` if they don't exist.. like for 1s
sampling from `binance` (which dne). So make sure to add better logic
guard and only open the finaly backload nursery if we actually need to
fill the gap between latest history and where tsdb history ends.

TO CHERRY #486
2023-12-18 19:46:59 -05:00
Tyler Goodlet f7cc43ee0b Add pauses to `store anal/ldshm` only on bad segs
Particularly halting before maybe writing the repaired timeseries
history in `store anal` to optionally allow user to avoid writing to
storage.
2023-12-18 11:56:57 -05:00
Tyler Goodlet f5dc21d3f4 Adjust all `.tsp` imports to use new sub-pkg
Also toss in a poll loop around the `hist_shm: ShmArray` backfill
read-check in the `.data.allocate_persisten_feed()`  init to cope with
possible racy-ness from the increased tsdb history loading concurrency
now implemented.
2023-12-18 11:54:28 -05:00
Tyler Goodlet 4568c55f17 Create `piker.tsp` "time series processing" subpkg
Move `.data.history` -> `.tsp.__init__.py` for now as main pkg-mod
and `.data.tsp` -> `.tsp._anal` (for analysis).

Obviously follow commits will change surrounding codebase (imports) to
match..
2023-12-18 11:53:27 -05:00