0b68bf257e
Add diffing logic to `tsdb_history_update()`
...
Add some basic `numpy` epoch slice logic to generate append and prepend
arrays to write to the db.
Mooar cool things,
- add a `Storage.delete_ts()` method to wipe a column series from the db
easily.
- don't attempt to read in any OHLC series by default on client load
- add some `pyqtgraph` profiling and drop manual latency measures
- if no db series for the fqsn exists write the entire shm array
2022-04-16 15:39:24 -04:00
68ac759b3f
Drop `pandas` to `numpy` converter
2022-04-16 15:39:24 -04:00
2679d6261e
Disable re-connect for now in ib script
2022-04-16 15:39:24 -04:00
48c989d400
Ensure bfqsn is lower cased for feed api consumers
...
Also, Start tinkering with `tractor.trionics.ipython_embed()`
In effort to get back to a usable REPL around the mkts client
this adds usage of the new `tractor` integration api as well as logic
for skipping backfilling if existing tsdb arrays are found.
2022-04-16 15:39:24 -04:00
831c23872c
Try downsampling mkts data
2022-04-16 15:39:24 -04:00
008e153f36
Drop old type annot
2022-04-16 15:39:24 -04:00
38be93a009
Comment each special key combo
2022-04-16 15:39:24 -04:00
3bf3f450f4
Load any symbol-matching shm array if no `marketstored` found
2022-04-16 15:39:24 -04:00
4e1ab378f4
Get ib key hack script to work with reconnect
2022-04-16 15:39:24 -04:00
8d77d177bf
Move ib data reset script into a new `scripts/` dir
2022-04-16 15:39:24 -04:00
36463dddbe
Use new `tractor.query_actor()` for service checking
2022-04-16 15:39:24 -04:00
e399b74b67
Return all timeframe arrays if `timeframe` not passed as input
2022-04-16 15:39:24 -04:00
15b609bf13
Make `pikerd` work again without `--tsdb` flag
2022-04-16 15:39:24 -04:00
dfc3fb76fd
Add a service checker predicate
2022-04-16 15:39:24 -04:00
881b1afc12
Allow kill-child-proc-with-root-perms to fail silently in `tractor` reaping
2022-04-16 15:39:24 -04:00
9878735ff3
Proxy `marketstore` container log level to our own
2022-04-16 15:39:24 -04:00
1389ee51f3
Prototype a high level `Storage` api
...
Starts a wrapper around the `marketstore` client to do basic ohlcv query
and retrieval and prototypes out write methods for ohlc and tick.
Try to connect to `marketstore` automatically (which will fail if not
started currently) but we will eventually first do a service query.
Further:
- get `pikerd` working with and without `--tsdb` flag.
- support spawning `brokerd` with no real-time quotes.
- bring back in "fqsn" support that was originally not
in this history before commits factoring.
2022-04-16 15:39:24 -04:00
6225e8a58e
Doc str formatting
2022-04-16 15:39:24 -04:00
2b48943066
Add latency measures around diffs/writes to mkts
2022-04-16 15:39:24 -04:00
92d074f308
Prototype out writing `1Sec` OHLCV data
2022-04-16 15:39:24 -04:00
49a280ce14
Better doc string
2022-04-16 15:39:24 -04:00
42e5f48345
Persist backing `/data/` filesystem across container runs
2022-04-16 15:39:24 -04:00
18344603e6
Get basic OHLCV writes working with `anyio` client
2022-04-16 15:39:24 -04:00
ae1d9efa97
Pass in daemon name to `start_ahab()`
2022-04-16 15:39:24 -04:00
f1747749e7
Map the grpc port and add graceful container teardown
...
Not sure how I missed mapping the 5995 grpc port 🤦 ; done now.
Also adds graceful teardown using SIGINT with included container
logging relayed to the piker console B).
2022-04-16 15:39:24 -04:00
cdd03759bf
Revive `ms-shell` sub-cmd
2022-04-16 15:39:24 -04:00
00a36826c2
Add WIP backfiller from data feed helper
2022-04-16 15:39:24 -04:00
3aa8044aa1
Better handle nested erros from docker client
2022-04-16 15:39:24 -04:00
f0ae7edb00
Add back in legacy write loop for reference
2022-04-16 15:39:24 -04:00
797ba15923
Add back in OHLCV dtype template and client side ws streamer
2022-04-16 15:39:24 -04:00
b8f86d4599
Drop ununsed `Services` ref
2022-04-16 15:39:24 -04:00
908093264a
Py3.9+ type updates
2022-04-16 15:39:24 -04:00
3ef68f78f7
Add `--tsdb` flag to start `marketstore` with `pikerd`
2022-04-16 15:39:24 -04:00
d095c21885
De-escalate sudo perms in `pikerd` once docker spawns
2022-04-16 15:39:24 -04:00
52dc0989ac
Handle the non-root perms case specifically too
2022-04-16 15:39:24 -04:00
6f749c340d
Add explicit no-docker error and supervisor start task-func
2022-04-16 15:39:24 -04:00
dcff80131f
Type annot updates
2022-04-16 15:39:24 -04:00
6cd829d1fd
Drop old client instantiate line
2022-04-16 15:39:24 -04:00
76fff18b1a
Drop import, it's got madness with and SIGINT?
2022-04-16 15:39:24 -04:00
88e1befffe
Add a super simple `marketstore` container supervisor
2022-04-16 15:39:24 -04:00
c1579b630e
Extract non-sudo user for config dir path
2022-04-16 15:39:24 -04:00
7dfdd0f00b
Basic module-script for spawning `marketstore`, needs correct bind mount usage
2022-04-16 15:39:24 -04:00
14a893a5e5
Still WIP, switch to using new marketstore client, missing streaming from marketstore
2022-04-16 15:39:24 -04:00
c91599472d
Simplify and optimize tick format, similar to techtonicdb's
2022-04-16 15:39:24 -04:00
9e4dec98da
Add multi ingestor support and update to new feed API
2022-04-16 15:39:24 -04:00
8800ee0661
Only update y mxmn from L1 when last index in view
2022-04-16 15:39:24 -04:00
885116ae46
Only update y-range from L1 mxmn when last index in view
...
We still have to always keep track of the last max and min
though.
2022-04-16 15:38:26 -04:00
eab9127170
Drop old `pyqtgraph` downsample code
2022-04-16 15:38:26 -04:00
c675773de4
Tweak log-scaler for more detail
2022-04-16 15:38:26 -04:00
b20245398d
Drop `._ic` debugging prints
2022-04-16 15:38:26 -04:00
Tyler Goodlet
Guillermo Rodriguez