Commit Graph

4328 Commits (07331a160e4cc60cfdc46975fbad554a4f9a28da)

Author SHA1 Message Date
Tyler Goodlet cb941a5554 BABOSO.. fix last history frame overlap slicing!
I guess since i started supporting the whole "allow a gap between
the latest tsdb sample and the latest retrieved history frame" the
overlap slicing has been completely borked XD where we've been sticking
in duplicate history samples and this has caused all sorts of down
stream time-series processing issues..

So fix that but ensuring whenever there IS an overlap between history in
the latest frame and the tsdb that we always prefer the latest frame's
data and slice OUT the tsdb's duplicate indices..

CHERRY TO #486
2023-12-08 18:56:38 -05:00
Tyler Goodlet 2d72a052aa Woops, make sure non-disti mode still works wen maybe getting `pikerd` XD 2023-12-08 17:43:52 -05:00
Tyler Goodlet 2eeef2a123 Add `dedupe()` to help with gap detection/resolution
Think i finally figured out the weird issue without out-of-order OHLC
history getting jammed in the wrong place:
- gap is detected in parquet/offline ts (likely due to a zero dt or
  other gap),
- query for history in the gap is made BUT that frame is then inserted
  in the shm buffer **at the end** (likely using array int-entry
  indexing) which inserts it at the wrong location,
- later this out-of-order frame is written to the storage layer
  (parquet) and then is repeated on further reboots with the original
  gap causing further queries for the same frame on every history
  backfill.

A set of tools useful for detecting these issues and annotating them
nicely on chart part of this patch's intent:
- `dedupe()` will detect any dt gaps, deduplicate datetime rows and
  return the de-duplicated df along with gaps table.
- use this in both `piker store anal` such that we potentially
  resolve and backfill the gaps correctly if some rows were removed.
- possibly also use this to detect the backfilling error in logic at
  the time of backfilling the frame instead of after the fact (which
  would require re-writing the shm array from something like `store
  ldshm` and would be a manual post-hoc solution, not a fix to the
  original issue..
2023-12-08 15:11:34 -05:00
Tyler Goodlet b6d2550f33 Add datetime col de-duplicator 2023-12-08 14:38:27 -05:00
Tyler Goodlet b9af6176c5 Factor `TimeseriesNotFound` to top level
TO CHERRY into #486
2023-12-07 12:31:14 -05:00
Tyler Goodlet dd0167b9a5 Make `fsp.cascade()` expect src/dst `Flume`s
Been meaning to this for a while, and there's still a few design
/ interface kinks (like `.mkt: MktPair` which should be better
generalized?) but this flips over all of the fsp chaining engine
to operate on the higher level `Flume` APIs via the newly cobbled
`Cascade` thinger..
2023-12-06 17:53:35 -05:00
Tyler Goodlet 9e71e0768f Define and pass a default `Flume._readonly: bool`
Allows opening with `.from_msg(readonly=False)` for write permissions
making underlyig shm arrays readonly. Also, make sure to pop the
`ShmArray` field entries prior to msg-ization, not sure how that worked
with the `Feed.flumes` equivalent..but?
2023-12-06 17:25:49 -05:00
Tyler Goodlet 6029f39a3f Allow `MktPair.from/to_msg()` to still do `.dst: str` for fsp flumes 2023-12-06 17:09:52 -05:00
Tyler Goodlet 656e2c6a88 fsp: intro a `Cascade` type that connects `Flume`s of streams 2023-12-05 16:59:07 -05:00
Tyler Goodlet b8065a413b ib: update ibc.ini from latest upstream template 2023-12-05 16:57:38 -05:00
Tyler Goodlet 9245d24b47 ib: add `.pause()` on symbol query overruns to aid in fixing the issue 2023-12-04 13:10:15 -05:00
Tyler Goodlet 22bd83943b .storage: support `store anal --pdb` flag 2023-12-04 13:00:33 -05:00
Tyler Goodlet b94931bbdd Fix `Portal.channel: Channel` attr name error 2023-12-04 13:00:04 -05:00
Tyler Goodlet 239c1c457e Sort fqme suggestions pre-print 2023-12-04 11:34:39 -05:00
Tyler Goodlet 24a54a7085 Add `TimeseriesNotFound` for fqme lookup failures
A common usage error is to run `piker anal mnq.cme.ib` where the CLI
passed fqme is not actually fully-qualified (in this case missing an
expiry token) and we get an underlying `FileNotFoundError` from the
`StorageClient.read_ohlcv()` call. In such key misses, scan the existing
`StorageClient._index` for possible matches and report in a `raise from`
the new error.

CHERRY into #486
2023-12-04 11:22:55 -05:00
Tyler Goodlet ebd1eb114e Port runtime init to new `tractor.Actor.reg_addrs` related changes 2023-11-21 15:18:52 -05:00
Tyler Goodlet 29ce8de462 Use new container image mentioned on IBC thread 2023-10-29 13:21:32 -04:00
Tyler Goodlet d3dab17939 order_mode: fix to avoid `Dialog.uuid` on null dialog.. 2023-10-20 13:57:52 -04:00
Tyler Goodlet cadc200818 Always ignore untracked-order error msgs from `brokerd` 2023-10-16 13:15:12 -04:00
Tyler Goodlet 363c8dfdb1 Default spec registrar set as empty addr list
Since it probably IS sane to just assume a root-actor-as-registrar
listening on the localhost as a default, AND allows NOT expecting every
caller of `open_piker_runtime()` to not have to pass an addr set XD

This makes a bucha CLI shit work again after breakage due to no
default..
2023-10-03 13:36:22 -04:00
Tyler Goodlet 00c046c280 Factor transport-ep parser/loader into helper
For now def it `.cli.load_trans_eps()` just inside the pkg mod; only
loads the ep for `pikerd` which currently acts as the main service-actor
registrar per host. Delegate to this new `.load_trans_eps()`
as-it-was-used from the `pikerd` cmd body and add fresh support for
`piker chart --maddr <addr: str>` using the routine in the body of the
`piker.cli.cli` cmd group after loading the `conf.toml::network` section
B)

Also, toss in runtime debug mode wrapping around `piker chart` using the
new `tractor.devx.maybe_open_crash_handler()` and pull the switch from
a `--pdb` flag now factored into the `.cli.cli` click group.
2023-10-03 10:00:01 -04:00
Tyler Goodlet 9165515811 ib: more detailed comments on wait-for-quote-task todo 2023-10-02 17:57:47 -04:00
Tyler Goodlet 543c11f377 ib: only normalize and log first quote if it arrives 2023-10-01 19:14:08 -04:00
Tyler Goodlet 637d33d7cc Make `.config.load_accounts()` load `brokers.toml`.. 2023-10-01 19:09:15 -04:00
Tyler Goodlet e5fdb33e31 Port cache-`dict` search to new `rapidfuzz` api 2023-10-01 17:46:46 -04:00
Tyler Goodlet 81a8cd1685 binance: always load the `brokers.toml` file since default is `conf.toml` now 2023-10-01 17:37:09 -04:00
Tyler Goodlet a382f01c85 Move tsdb section to `service.tsdb.name` and get host from `.maddrs` 2023-10-01 17:23:39 -04:00
Tyler Goodlet 653348fcd8 Use `.service.find_service()` instead of of `tractor.find_actor()` in pape-eng 2023-10-01 16:10:37 -04:00
Tyler Goodlet e139d2e259 Set `registry_addrs` in CLI (click) context-config
Since `tractor` and our runtime internals is now moved to multihomed semantics,
do the same in the CLI / config entrypoints.

Also, try using the new `tractor.devx.maybe_open_crash_handler()` around
the `pikerd` CLI.
2023-10-01 15:42:31 -04:00
Tyler Goodlet 7258d57c69 Only warn on mismatched `open_registry()` input addrs
When a new (actor) caller opens the registry there are 2 possible cases:
1. - some task already opened the registry during init and set the global
  superset of registrar addrs that are expected to be used,
2. - some task after the init task opens with a subset of addrs.
3. - some task after init opens with a disjoint set - should be an error?

In the 2nd case we don't want to error since the may just not need to
know about other registrar (multi-homed) addrs and thus only needs
specific access - so only warn about the diff in that case. If the
caller is requesting some disjoint set then we still runtime raise.

Adjust `find_service()` to allow a null `registry_addrs` input in which
case we fail over to using whatever pre-set the `Registry.addrs` has;
makes it simple for actors that don't want/need to know about the global
registrar set for their actor tree. Also, always set pass
`tractor.find_actor(only_first=True)` (for now).
2023-10-01 15:36:17 -04:00
Tyler Goodlet 5d081a40d5 Port to new `parse_maddr()` name 2023-09-29 15:20:56 -04:00
Tyler Goodlet fcececce19 Move multi-addr parser mod to `tractor` 2023-09-29 14:33:15 -04:00
Tyler Goodlet b6ac6069fe Temporarily use crash handler around search CLI ep 2023-09-29 14:02:17 -04:00
Tyler Goodlet a98f5877bc ui._exec: use new `get_runtime_vars()` name 2023-09-28 12:31:24 -04:00
Tyler Goodlet 50ddef0985 data.feed: dynamically load `ui._search` mod for headless installs 2023-09-28 12:30:10 -04:00
Tyler Goodlet b1cde3df49 config: make `conf.toml` the default load target 2023-09-28 12:29:07 -04:00
Tyler Goodlet 57010d479d Support multi-homed service actors and multiaddrs
This commit requires an equivalent commit in `tractor` which adds
multi-homed transport server support to the runtime and thus the ability
ability to listen on multiple (embedded protocol) addrs / networks as
well as exposing registry actors similarly. Multiple bind addresses can
now be (bare bones) specified either in the `conf.toml:[network]`
section, or passed on the `pikerd` CLI.

This patch specifically requires the ability to pass a `registry_addrs:
list[tuple]` into `tractor.open_root_actor()` as well as adjusts all
internal runtime routines to do the same, mostly inside the `.service`
pkg.

Further details include:
- adding a new `.service._multiaddr` parser module (which will likely be
  moved into `tractor`'s core) which supports loading lib2p2 style
  "multiaddresses" both from the `conf.toml` and the `pikerd` CLI as
  per,
- reworking the `pikerd` cmd to accept a new `--maddr`/`-m` param that
  accepts multiaddresses.
- adjust the actor-registry subsys to support multi-homing by also
  accepting a list of addrs to its top level API eps.
- various internal name changes to reflect the multi-address interface
  changes throughout.
- non-working CLI tweaks to `piker chart` (ui-client cmds) to begin
  accepting maddrs.
- dropping all elasticsearch and marketstore flags / usage from `pikerd`
  for now since we're planning to drop mkts and elasticsearch will be an
  optional dep in the future.
2023-09-28 12:13:34 -04:00
Tyler Goodlet f94244aad4 Load `network` section from `conf.toml` for service-addr map 2023-09-28 12:04:24 -04:00
Tyler Goodlet 261c331602 Try using `.mkPoetryEnv` instead for devving (dont work yet..) 2023-09-22 16:39:54 -04:00
Tyler Goodlet 3b4a4db7b6 Muck with `develop.nix` to try and hack it with `poetry` venv, go py3.11 2023-09-22 16:39:54 -04:00
Tyler Goodlet ad59a581c7 symcache: passthrough `rapidfuzz.process.extract` kwargs 2023-09-22 15:56:49 -04:00
Tyler Goodlet c312f90c0c kucoin: port to using `rapidfuzz`
Just like the others but also flip to using a `Client.get_mkt_pairs()`
meth name for consistency across clients.
2023-09-22 15:55:19 -04:00
Tyler Goodlet 1a859bc1a2 kraken: drop now unused `rapidfuzz` import 2023-09-22 15:53:03 -04:00
Tyler Goodlet e9887cb611 binance: parse .expiry separate from .venue
Apparently they're being massive cucks and changing their futes pair
schema again now adding a `NEXT_QUARTER` contract type which we weren't
handling at all. The good news is falling back to an old symcache file
would have prevented this from crashing.

Add a new `FutesPair.expiry: str` field so that `.bs_fqme` can simply
call it during the summary FQME-ification output rendering..
2023-09-22 14:48:50 -04:00
Tyler Goodlet 0ba75df877 Add `data.match_from_pairs` fuzzy symbology scanner
A helper for scanning a "pairs table" that most backends should expose
as part of their (internal) symbology set using `rapidfuzz` over
a `dict[str, Struct]` input table.

Also expose the `data.types.Struct` at the subpkg top level.
2023-09-22 13:54:25 -04:00
Tyler Goodlet a97a0ced8c kraken: switch to `rapidfuzz` API 2023-09-21 19:49:10 -04:00
Tyler Goodlet 46d83e9ca9 deribit: switch to `rapidfuzz` API 2023-09-21 19:44:27 -04:00
Tyler Goodlet d4833eba21 binance: switch to `rapidfuzz` API 2023-09-21 19:44:06 -04:00
Tyler Goodlet 14f124164a ib: fix mktpair fallback table: use `Client._con2mkts` to translate..
Previously we were assuming that the `Client._contracts: dict[str,
Contract]` would suffice this directly, which obviously isn't true XD

Also,
- add the `NSE` venue to skip list.
- use new `rapidfuzz.process.extract()` lib API.
- only get con deats for non null exchange names..
2023-09-21 19:14:44 -04:00
Tyler Goodlet 05959eaf70 Always ensure symcache mkt pair entry is valid type 2023-09-19 15:56:47 -04:00