7f580ad356
Pass through kwargs
2021-04-14 12:56:08 -04:00
9622254cdb
Hack broadcast chan for order submissions, smh
2021-04-14 11:02:14 -04:00
4774881812
Handle predicate not yet inserted to exec loop
2021-04-10 14:34:29 -04:00
54d272ea29
Merge pull request #161 from pikers/cached_feeds
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Cached feeds
2021-04-10 14:33:43 -04:00
8b745f440e
Add disti mode instructions
2021-04-10 14:22:49 -04:00
9a15cd48f0
Just symbol info in window title
2021-04-10 14:18:40 -04:00
598aec579f
Avoid token checking type mismatches
2021-04-10 14:18:40 -04:00
fa7fadebac
Report sym on unexpected open
2021-04-10 14:18:40 -04:00
3147a49384
Move sample-broadcast routine into sampling module
2021-04-10 14:18:40 -04:00
71d02db126
Rename "buffer" to "sampling"
2021-04-10 14:18:40 -04:00
1523637979
Always update L1 labels
2021-04-10 14:18:40 -04:00
3506bbe05c
Nest async withs
2021-04-10 14:18:40 -04:00
a18a4b5a4c
Call the app what it is
2021-04-10 14:18:40 -04:00
20c99733b6
Let cli pass through actor name
2021-04-10 14:18:40 -04:00
47f823ab22
Always close emsd data connection on close
2021-04-10 14:18:40 -04:00
1281755d65
Don't use mem chan cloning, it doesn't actually broadcast
2021-04-10 14:18:40 -04:00
ddae08493b
Manage the send mem chan lifetime
2021-04-10 14:18:40 -04:00
28a961ebc0
Add a maybe-startup-runtime manager
2021-04-10 14:18:40 -04:00
100e27ac12
Task lock bus loading, always close feed stream on disconnect
2021-04-10 14:18:40 -04:00
8069bbe105
Drop old incrementer func
2021-04-10 14:18:40 -04:00
ce4144aace
Deliver and utilise broker backend OHLC sample rate in init msg
2021-04-10 14:18:40 -04:00
c05fc8991a
Rework ohlc sampling to launch from .start()
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Avoid bothering with a trio event and expect the caller to do manual shm
registering with the write loop. Provide OHLC sample period indexing
through a re-branded pub-sub func ``iter_ohlc_periods()``.
2021-04-10 14:18:40 -04:00
a8a3f098cf
Drop lingering prints
2021-04-10 14:18:40 -04:00
5a970dad72
Port kraken backend to new data feed api
2021-04-10 14:18:40 -04:00
29b73b41fb
Slight rename; fix predicate is None bug
2021-04-10 14:18:40 -04:00
24bda8636e
Port quest to new client api
2021-04-10 14:18:40 -04:00
30dabbab44
Support backend volume summing; handle disconnects
2021-04-10 14:18:40 -04:00
1d013126b9
Fix type annot
2021-04-10 14:18:40 -04:00
b2eacb85d4
Don't hold lock on initial client construction
2021-04-10 14:18:40 -04:00
3ebb7ab6b1
Only activate Qt hidpi detection on windows for now
2021-04-10 14:18:40 -04:00
4f51ca74f4
Broadcast all tick types to subs, not just trades
2021-04-10 14:18:40 -04:00
5fc2aba3ed
Drop some more old cruft
2021-04-10 14:18:40 -04:00
8ccf987d52
Fix typo
2021-04-10 14:18:40 -04:00
7cc395b5bf
Open data feed in ems main entrypoint
2021-04-10 14:18:40 -04:00
14c5fc24ec
Port to new setup routine name
2021-04-10 14:18:40 -04:00
a82f43e3a5
Rework data feed API to allow for caching streams
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Move all feed/stream agnostic logic and shared mem writing into a new
set of routines inside the ``data`` sub-package. This lets us move
toward a more standard API for broker and data backends to provide
cache-able persistent streams to client apps.
The data layer now takes care of
- starting a single background brokerd task to start a stream for as
symbol if none yet exists and register that stream for later lookups
- the existing broker backend actor is now always re-used if possible
if it can be found in a service tree
- synchronization with the brokerd stream's startup sequence is now
oriented around fast startup concurrency such that client code gets
a handle to historical data and quote schema as fast as possible
- historical data loading is delegated to the backend more formally by
starting a ``backfill_bars()`` task
- write shared mem in the brokerd task and only destruct it once requested
either from the parent actor or further clients
- fully de-duplicate stream data by using a dynamic pub-sub strategy
where new clients register for copies of the same quote set per symbol
This new API is entirely working with the IB backend; others will need
to be ported. That's to come shortly.
2021-04-10 14:18:40 -04:00
f17a26c948
Don't mistakenly alias options to underlyingn for positions
2021-04-10 14:18:40 -04:00
65e7680cdd
Draft a feed cacheing sub-system
2021-04-10 14:18:40 -04:00
0d4073dbd2
Move quote stream setup into a cacheing func
2021-04-10 14:18:40 -04:00
aa61bf5a65
Use mem-chans for quote streams; clone for multiple consumers
2021-04-10 14:18:40 -04:00
17d3e7a9e2
Don't shield ems feed; enact remote cancels
2021-04-10 14:18:40 -04:00
2046fe293a
Merge pull request #160 from pikers/readme_bumpz
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More coherent focus list
2021-04-10 14:13:43 -04:00
e45e731bde
More coherent focus list
2021-04-06 13:24:54 -04:00
feb8d5bbad
Merge pull request #153 from wattygetlood/windows_patches
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Windows patches
2021-04-06 11:55:51 -04:00
890f80ed34
Merge pull request #151 from pikers/supervise
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Supervise da daemons.
2021-04-03 12:34:11 -04:00
549f81e85d
Fix lints
2021-04-03 12:29:56 -04:00
2b7cecc78e
Drop upcoming cached feed usage
2021-04-03 12:22:14 -04:00
6891309abd
Fix import
2021-04-03 12:22:14 -04:00
b1a1b32315
Better tractor startup, runtime detection
2021-04-03 12:22:14 -04:00
877db52162
Add license header
2021-04-03 12:22:14 -04:00
Tyler Goodlet
goodboy