Clearly, the linter didn't help us here.. but, just pass the
`brokerd` time for now in the `.broker_time` field; we can't get it from
the fill-case incremental updates in the `openOrders` sub. Add some
notes about this and how we might approach for backends with this
limitation.
This fixes a regression added after moving the msg parsing to later in
the order mode startup sequence. The `Allocator` needs to be configured
*to* the initial pos otherwise default settings will show in the UI..
Move the startup config logic from inside `mk_allocator()` to
`PositionTracker.update_from_pp()` and add a flag to allow setting the
`.startup_pp` from the current live one as is needed during initial
load.
Turns out we were putting too many brokername suffixes in the symbol
field and thus the order mode msg parser wasn't matching the current
asset to said msgs correctly and pps weren't being shown...
This repairs that plus simplifies the order mode initial pos msg loading
to just delegate into `process_trade_msg()` just as is done for
real-time msg updates.
If a setting fails to apply try to log an error msg and revert to the
previous setting by not applying the UI read-update until after the new
`SettingsPane.apply_setting()` call. This prevents crashes when the user
tries to give bad inputs on editable allocator fields.
Quite a simple fix, we just assign the account-specific
`PositionTracker` to the level line's `._on_level_change()` handler
instead of whatever the current `OrderMode.current_pp` is set to.
Further this adds proper pane switching support such that when a user
modifies an order line from an account which is not the currently
selected one, the settings pane is changed to reflect the
account and thus corresponding position info for that account and
instrument B)
This includes darks, lives and alerts with all connecting clients
being broadcast all existing order-flow dialog states. Obviously
for now darks and alerts only live as long as the `emsd` actor lifetime
(though we will store these in local state eventually) and "live" orders
have lifetimes managed by their respective backend broker.
The details of this change-set is extensive, so here we go..
Messaging schema:
- change the messaging `Status` status-key set to:
`resp: Literal['pending', 'open', 'dark_open', 'triggered',
'closed', 'fill', 'canceled', 'error']`
which better reflects the semantics of order lifetimes and was
partially inspired by the status keys `kraken` provides for their
order-entry API. The prior key set was based on `ib`'s horrible
semantics which sound like they're right out of the 80s..
Also, we reflect this same set in the `BrokerdStatus` msg and likely
we'll just get rid of the separate brokerd-dialog side type
eventually.
- use `Literal` type annots for statuses where applicable and as they
are supported by `msgspec`.
- add additional optional `Status` fields:
-`req: Order` to allow each status msg to optionally ref its
commanding order-request msg allowing at least a request-response
style implicit tracing in all response msgs.
-`src: str` tag string to show the source of the msg.
-`reqid: str | int` such that the ems can relay the `brokerd`
request id both to the client side and have one spot to look
up prior status msgs and
- draft a (unused/commented) `Dialog` type which can be eventually used
at all EMS endpoints to track msg-flow states
EMS engine adjustments/rework:
- use the new status key set throughout and expect `BrokerdStatus` msgs
to use the same new schema as `Status`.
- add a `_DarkBook._active: dict[str, Status]` table which is now used for
all per-leg-dialog associations and order flow state tracking
allowing for the both the brokerd-relay and client-request handler loops
to read/write the same msg-table and provides for delivering
the overall EMS-active-orders state to newly/re-connecting clients
with minimal processing; this table replaces what the `._ems_entries`
table from prior.
- add `Router.client_broadcast()` to send a msg to all currently
connected peers.
- a variety of msg handler block logic tweaks including more `case:`
blocks to be both flatter and improve explicitness:
- for the relay loop move all `Status` msg update and sending to
within each block instead of a fallthrough case plus hard-to-follow
state logic.
- add a specific case for unhandled backend status keys and just log
them.
- pop alerts from `._active` immediately once triggered.
- where possible mutate status msgs fields over instantiating new
ones.
- insert and expect `Order` instances in the dark clearing loop and
adjust `case:` blocks accordingly.
- tag `dark_open` and `triggered` statuses as sourced from the ems.
- drop all the `ChainMap` stuff for now; we're going to make our own
`Dialog` type for this purpose..
Order mode rework:
- always parse the `Status` msg and use match syntax cases with object
patterns, hackily assign the `.req` in many blocks to work around not
yet having proper on-the-wire decoding yet.
- make `.load_unknown_dialog_from_msg()` expect a `Status` with boxed
`.req: Order` as input.
- change `OrderDialog` -> `Dialog` in prep for a general purpose type
of the same name.
`ib` backend order loading support:
- do "closed" status detection inside the msg-relay loop instead
of expecting the ems to do this..
- add an attempt to cancel inactive orders by scheduling cancel
submissions continually (no idea if this works).
- add a status map to go from the 80s keys to our new set.
- deliver `Status` msgs with an embedded `Order` for existing live order
loading and make sure to try an get the source exchange info (instead
of SMART).
Paper engine ported to match:
- use new status keys in `BrokerdStatus` msgs
- use `match:` syntax in request handler loop
Ideally every client that connects to the ems can know its state
(immediately) meaning relay all the order dialogs that are currently
active. This adds full (hacky WIP) support to receive those dialog
(msgs) from the `open_ems()` startup values via the `.started()` msg
from `_emsd_main()`.
Further this adds support to the order mode chart-UI to display existing
(live) orders on the chart during startup. Details include,
- add a `OrderMode.load_unknown_dialog_from_msg()` for processing and
displaying a ``BrokerdStatus`` (for now) msg from the EMS that was not
previously created by the current ems client and registering and
displaying it on the chart.
- break out the ems msg processing into a new
`order_mode.process_trade_msg()` func so that it can be called on the
startup dialog-msg set as well as eventually used a more general low
level auto-strat API (eg. when we get to displaying auto-strat and
group trading automatically on an observing chart UI.
- hackyness around msg-processing for the dialogs delivery since we're
technically delivering `BrokerdStatus` msgs when the client-side
processing technically expects `Status` msgs.. we'll rectify this
soon!
Minimize calling `.data._shmarray.attach_shm_array()` as much as is
possible to avoid the crash from #332. This is the suggested hack from
issue #359.
Resolves https://github.com/pikers/piker/issues/359
Start a generic "position related" util mod and bring in the `Position`
type from the allocator , convert it to a `msgspec.Struct` and add
a `.lifo_update()` method. Implement a WIP pp parser from a trades
ledger and use the new lifo method to gather position entries.
Add `ChartPlotWidget._on_screen: bool` which allows detecting for the
first state where there is y-range-able flow data loaded and able to be
drawn. Check for this flag to be set in `.maxmin()` such that until the
historical data is loaded `.default_view()` will be called to ensure
that a blank view is never shown: race with the UI starting versus the
data layer loading flow graphics can have this outcome.
This was introduced in #302 but after thorough testing was clear to be
not working XD. Adjust the display loop to update the last graphics
segment on both the OHLC and vlm charts (as well as all deriving fsp
flows) whenever the uppx >= 1 and there is no current path append
taking place (since more datums are needed to span an x-pixel in view).
Summary of tweaks:
- move vlm chart update code to be at the end of the cycle routine and
have that block include the tests for a "interpolated last datum in
view" line.
- make `do_append: bool` compare with a floor of the uppx value (i.e.
appends should happen when we're just fractionally over a pixel of
x units).
- never update the "volume" chart.
Allows for optionally updating a "downsampled" graphics type which is
currently necessary in the `BarItems` -> `FlattenedOHLC` curve switching
case; we don't want to be needlessly redrawing the `Flow.graphics`
object (which will be an OHLC curve) when in flattened curve mode.
Further add a `only_last_uppx: bool` flag to `.draw_last()` to allow
forcing a "last uppx's worth of data max/min" style interpolating line
as needed.
When using m4, we downsample to the max and min of each
pixel-column's-worth of data thus preserving range / dispersion details
whilst not drawing more graphics then can be displayed by the available
amount of horizontal pixels.
Take and apply this exact same concept to the "last datum" graphics
elements for any `Flow` that is reported as being in a downsampled
state:
- take the xy output from the `Curve.draw_last_datum()`,
- slice out all data that fits in the last pixel's worth of x-range
by using the uppx,
- compute the highest and lowest value from that data,
- draw a singe line segment which spans this yrange thus creating
a simple vertical set of pixels which are "filled in" and show the
entire y-range for the most recent data "contained with that pixel".
Instead of using a bunch of internal logic to modify low level paint-able
elements create a `Curve` lineage that allows for graphics "style"
customization via a small set of public methods:
- `Curve.declare_paintables()` to allow setup of state/elements to be
drawn in later methods.
- `.sub_paint()` to allow painting additional elements along with the
defaults.
- `.sub_br()` to customize the `.boundingRect()` dimensions.
- `.draw_last_datum()` which is expected to produce the paintable
elements which will show the last datum in view.
Introduce the new sub-types and load as necessary in
`ChartPlotWidget.draw_curve()`:
- `FlattenedOHLC`
- `StepCurve`
Reimplement all `.draw_last()` routines as a `Curve` method
and call it the same way from `Flow.update_graphics()`
The basic logic is now this:
- when zooming out, uppx (units per pixel in x) can be >= 1
- if the uppx is `n` then the next pixel in view becomes occupied by
a new datum-x-coordinate-value when the diff between the last
datum step (since the last such update) is greater then the
current uppx -> `datums_diff >= n`
- if we're less then some constant uppx we just always update (because
it's not costly enough and we're not downsampling.
More or less this just avoids unnecessary real-time updates to flow
graphics until they would actually be noticeable via the next pixel
column on screen.
This was a bit of a nightmare to figure out but, it seems that the
coordinate caching system will really be a dick (like the nickname for
richard for you serious types) about leaving stale graphics if we don't
reset the cache on downsample full-redraw updates...Sooo, instead we do
this manual reset to avoid such artifacts and consequently (for now)
return a `reset: bool` flag in the return tuple from `Renderer.render()`
to indicate as such.
Some further shite:
- move the step mode `.draw_last()` equivalent graphics updates down
with the rest..
- drop some superfluous `should_redraw` logic from
`Renderer.render()` and compound it in the full path redraw block.
Adds a new pre-graphics data-format callback incremental update api to
our `Renderer`. `Renderer` instance can now overload these custom routines:
- `.update_xy()` a routine which accepts the latest [pre/a]pended data
sliced out from shm and returns it in a format suitable to store in
the optional `.[x/y]_data` arrays.
- `.allocate_xy()` which initially does the work of pre-allocating the
`.[x/y]_data` arrays based on the source shm sizing such that new
data can be filled in (to memory).
- `._xy_[first/last]: int` attrs to track index diffs between src shm
and the xy format data updates.
Implement the step curve data format with 3 super simple routines:
- `.allocate_xy()` -> `._pathops.to_step_format()`
- `.update_xy()` -> `._flows.update_step_xy()`
- `.format_xy()` -> `._flows.step_to_xy()`
Further, adjust `._pathops.gen_ohlc_qpath()` to adhere to the new
call signature.
We're doing this in `Flow.update_graphics()` atm and probably are going
to in general want custom graphics objects for all the diff curve / path
types. The new flows work seems to fix the bounding rect width calcs to
not require the ad-hoc extra `+ 1` in the step mode case; before it was
always a bit hacky anyway. This also tries to add a more correct
bounding rect adjustment for the `._last_line` segment.
Finally this gets us much closer to a generic incremental update system
for graphics wherein the input array diffing, pre-graphical format data
processing, downsampler activation and incremental update and storage of
any of these data flow stages can be managed in one modular sub-system
:surfer_boi:.
Dirty deatz:
- reorg and move all path logic into `Renderer.render()` and have it
take in pretty much the same flags as the old
`FastAppendCurve.update_from_array()` and instead storing all update
state vars (even copies of the downsampler related ones) on the
renderer instance:
- new state vars: `._last_uppx, ._in_ds, ._vr, ._avr`
- `.render()` input bools: `new_sample_rate, should_redraw,
should_ds, showing_src_data`
- add a hack-around for passing in incremental update data (for now)
via a `input_data: tuple` of numpy arrays
- a default `uppx: float = 1`
- add new render interface attrs:
- `.format_xy()` which takes in the source data array and produces out
x, y arrays (and maybe a `connect` array) that can be passed to
`.draw_path()` (the default for this is just to slice out the index
and `array_key: str` columns from the input struct array),
- `.draw_path()` which takes in the x, y, connect arrays and generates
a `QPainterPath`
- `.fast_path`, for "appendable" updates like there was on the fast
append curve
- move redraw (aka `.clear()` calls) into `.draw_path()` and trigger
via `redraw: bool` flag.
- our graphics objects no longer set their own `.path` state, it's done
by the `Flow.update_graphics()` method using output from
`Renderer.render()` (and it's state if necessary)
A bit hacky to get all graphics types working but this is hopefully the
first step toward moving all the generic update logic into `Renderer`
types which can be themselves managed more compactly and cached per
uppx-m4 level.
Yet another path ops routine which converts a 1d array into a data
format suitable for rendering a "step curve" graphics path (aka a "bar
graph" but implemented as a continuous line).
Also, factor the `BarItems` rendering logic (which determines whether to
render the literal bars lines or a downsampled curve) into a routine
`render_baritems()` until we figure out the right abstraction layer for
it.
Starts a module for grouping together all our `QPainterpath` related
generation and data format operations for creation of fast curve
graphics. To start, drops `FastAppendCurve.downsample()` and moves
it to a new `._pathops.xy_downsample()`.
Mostly just dropping old commented code for "step mode" format
generation. Always slice the tail part of the input data and move to the
new `ms_threshold` in the `pg` profiler'
Relates to the bug discovered in #310, this should avoid out-of-order
msgs which do not have a `.reqid` set to be error logged to console.
Further, add `pformat()` to kraken logging of ems msging.
Since downsampling with the more correct version of m4 (uppx driven
windows sizing) is super fast now we don't need to avoid downsampling
on low uppx values. Further all graphics objects now support in-view
slicing so make sure to use it on interaction updates. Pass in the view
profiler to update method calls for more detailed measuring.
Even moar,
- Add a manual call to `.maybe_downsample_graphics()` inside the mouse
wheel event handler since it seems that sometimes trailing events get
lost from the `.sigRangeChangedManually` signal which can result in
"non-downsampled-enough" graphics on chart given the scroll amount;
this manual call seems to entirely fix this?
- drop "max zoom" guard since internals now support (near) infinite
scroll out to graphics becoming a single pixel column line XD
- add back in commented xrange signal connect code for easy testing to
verify against range updates not happening without it
This took longer then i care to admit XD but it definitely adds a huge
speedup and with only a few outstanding correctness bugs:
- panning from left to right causes strange trailing artifacts in the
flows fsp (vlm) sub-plot but only when some data is off-screen on the
left but doesn't appear to be an issue if we keep the `._set_yrange()`
handler hooked up to the `.sigXRangeChanged` signal (but we aren't
going to because this makes panning way slower). i've got a feeling
this is a bug todo with the device coordinate cache stuff and we may
need to report to Qt core?
- factoring out the step curve logic from
`FastAppendCurve.update_from_array()` (un)fortunately required some
logic branch uncoupling but also meant we needed special input controls
to avoid things like redraws and curve appends for special cases,
this will hopefully all be better rectified in code when the core of
this method is moved into a renderer type/implementation.
- the `tina_vwap` fsp curve now somehow causes hangs when doing erratic
scrolling on downsampled graphics data. i have no idea why or how but
disabling it makes the issue go away (ui will literally just freeze
and gobble CPU on a `.paint()` call until you ctrl-c the hell out of
it). my guess is that something in the logic for standard line curves
and appends on large data sets is the issue?
Code related changes/hacks:
- drop use of `step_path_arrays_from_1d()`, it was always a bit hacky
(being based on `pyqtgraph` internals) and was generally hard to
understand since it returns 1d data instead of the more expected (N,2)
array of "step levels"; instead this is now implemented (uglily) in
the `Flow.update_graphics()` block for step curves (which will
obviously get cleaned up and factored elsewhere).
- add a bunch of new flags to the update method on the fast append
curve: `draw_last: bool`, `slice_to_head: int`, `do_append: bool`,
`should_redraw: bool` which are all controls to aid with previously
mentioned issues specific to getting step curve updates working
correctly.
- add a ton of commented tinkering related code (that we may end up
using) to both the flow and append curve methods that was written as
part of the effort to get this all working.
- implement all step curve updating inline in `Flow.update_graphics()`
including prepend and append logic for pre-graphics incremental step
data maintenance and in-view slicing as well as "last step" graphics
updating.
Obviously clean up commits coming stat B)
Since we have in-view style rendering working for all curve types
(finally) we can avoid the guard for low uppx levels and without losing
interaction speed. Further don't delay the profiler so that the nested
method calls correctly report upward - which wasn't working likely due
to some kinda GC collection related issue.
More or less this improves update latency like mad. Only draw data in
view and avoid full path regen as much as possible within a given
(down)sampling setting. We now support append path updates with in-view
data and the *SPECIAL CAVEAT* is that we avoid redrawing the whole curve
**only when** we calc an `append_length <= 1` **even if the view range
changed**. XXX: this should change in the future probably such that the
caller graphics update code can pass a flag which says whether or not to
do a full redraw based on it knowing where it's an interaction based
view-range change or a flow update change which doesn't require a full
path re-render.
After much effort (and exhaustion) but failure to get a view into our
`numpy` OHLC struct-array, this instead allocates an in-thread-memory
array which is updated with flattened data every flow update cycle.
I need to report what I think is a bug to `numpy` core about the whole
view thing not working but, more or less this gets the same behaviour
and minimizes work to flatten the sampled data for line-graphics drawing
thus improving refresh latency when drawing large downsampled curves.
Update the OHLC ds curve with view aware data sliced out from the
pre-allocated and incrementally updated data (we had to add a last index
var `._iflat` to track appends - this should be moved into a renderer
eventually?).
Tyler Goodlet