Commit Graph

4218 Commits (1002ce1e1003d391f3bb742f94f36b55810e0f77)

Author SHA1 Message Date
goodboy a3d46f713e
Merge pull request #361 from pikers/pptables
`PpTable`s
2022-07-21 17:54:43 -04:00
Tyler Goodlet 5684120c11 Wow, drop idiotic `return` inside `finally:`
Can't believe i missed this but any `return` inside a `finally` will
suppress the error from the `try:` part... XD

Thought i was losing my mind when the ledger was mutated and then
an error just after wasn't getting raised.. lul.

Never again...
2022-07-21 17:52:44 -04:00
Tyler Goodlet ddb195ed2c Add a flag to prevent writing `pps.toml` on exit 2022-07-21 17:52:44 -04:00
Tyler Goodlet 6747831677 Don't pop zero pps from table in `.dump_active()`
In order to avoid double transaction adds/updates and too-early-discard
of zero sized pps (like when trades are loaded from a backend broker but
were already added to a ledger or `pps.toml` prior) we now **don't** pop
such `Position` entries from the `.pps` table in order to keep each
position's clears table always in place. This avoids the edge case where
an entry was removed too early (due to zero size) but then duplicate
trade entries that were in that entrie's clears show up from the backend
and are entered into a new entry resulting in an incorrect size in a new
entry..We still only push non-net-zero entries to the `pps.toml`.

More fixes:
- return the updated set of `Positions` from `.lifo_update()`.
- return the full table set from `update_pps()`.
- use `PpTable.update_from_trans()` more throughout.
- always write the `pps.toml` on `open_pps()` exit.
- only return table from `load_pps_from_toml()`.
2022-07-21 17:52:44 -04:00
Tyler Goodlet 9326379b04 Add a `PpTable` type, give it the update methods
In an effort to begin allowing backends to have more granular control
over position updates, particular in the case where they need to be
reloaded from a trades ledger, this adds a new table API which can
be loaded using `open_pps()`.

- offer an `.update_trans()` method which takes in a `dict` of
  `Transactions` and updates the current table of `Positions` from it.
- add a `.dump_active()` which renders the active pp entries dict in
  a format ready for toml serialization and all closed positions since
  the last update (we might want to not drop these?)

All other module-function apis currently in use should remain working as
before for the moment.
2022-07-21 17:52:44 -04:00
Tyler Goodlet 09d9a7ea2b Expect `<brokermod>.norm_trade_records()` to return `dict` 2022-07-21 17:52:44 -04:00
Tyler Goodlet 45871d5846 Freeze transactions, add todo notes for incr update 2022-07-21 17:52:44 -04:00
goodboy bf7a49c19b
Merge pull request #358 from pikers/fix_forex
Fix forex
2022-07-21 17:52:08 -04:00
goodboy 0a7fce087c
Merge pull request #362 from pikers/ahab_you_bad_boi
Revert to hard container kill on log error
2022-07-21 17:51:11 -04:00
Tyler Goodlet d3130ca04c Revert to hard container kill on log error 2022-07-21 17:00:36 -04:00
Tyler Goodlet e30a3c5b54 Single chart requires view reset to size to data on startup 2022-07-21 11:39:10 -04:00
Tyler Goodlet 2393965e83 Fix bottom axis when no fsps/subplots 2022-07-21 11:39:04 -04:00
Tyler Goodlet fb39da19f4 Add option and adhoc meta-info support to `con2fqsn()` 2022-07-21 11:38:53 -04:00
Tyler Goodlet a27431c34f Unify contract->fqsn translation with new cached-helper 2022-07-21 11:38:42 -04:00
Tyler Goodlet 070b9f3dc1 Log msg tweak 2022-07-19 09:58:43 -04:00
goodboy f2dba44169
Merge pull request #360 from pikers/fsp_shm_caching
Fsp shm caching
2022-07-19 09:55:27 -04:00
Tyler Goodlet 0ef5da0881 Unbreak regular searches and stock lookups..
Change `.find_contract()` -> `.find_contracts()` to allow multi-search
for so called "ambiguous" contracts (like for `Future`s) such that the
method now returns a `list` of tracts and populates the contract cache
with all specific tracts retrieved. Let it take in an (unvalidated)
contract that will be fqsn-style-tokenized such that it can be called
from `.search_symbols()` (though we're not quite yet XD).

More stuff,

- add `Client.parse_patt2fqsn()` which is an fqsn to token unpacker
  built from the original logic in the old `.find_contract()`.
- handle fiat/forex pairs with the `'CASH'` sectype.
- add a flag to allow unqualified contracts to fail with a warning msg.
- populate the client's contract cache with all expiries of
  an ambiguous derivative.
- allow `.con_deats()` to warn msg instead of raise on def-not-found.
- add commented `assert 0` which was triggering a debugger deadlock in
  `tractor` which we still haven't been able to create a unit test for.
2022-07-19 09:42:01 -04:00
Tyler Goodlet 0580b204a3 A `size` field in ticks is optional 2022-07-19 09:41:37 -04:00
Tyler Goodlet 6ce699ae1f Repair display loop to work when no vlm chart is loaded 2022-07-19 09:41:37 -04:00
Tyler Goodlet 3aa72abacf Primary exchange can never be "smart" 2022-07-19 09:41:37 -04:00
Tyler Goodlet 04004525c1 Specifically denote no-vlm contracts in symbol info 2022-07-19 09:41:37 -04:00
Tyler Goodlet a7f0adf1cf Make forex rt feeds work again 2022-07-19 09:41:37 -04:00
Tyler Goodlet cef511092d Support `Forex` in the pp packer 2022-07-19 09:41:37 -04:00
Tyler Goodlet 4e5df973a9 Support `Forex` tracts in `normalize()` 2022-07-19 09:41:37 -04:00
Tyler Goodlet 6a1a62d8c0 Add (hacky) forex pair support to `Client.find_contract()` 2022-07-19 09:41:37 -04:00
Tyler Goodlet e0491cf2e7 Cache fsp ``ShmArrays`` where possible
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
2022-07-19 09:07:40 -04:00
Tyler Goodlet 90bc9b9730 Only 4k seconds of 1s ohlc when no tsdb 2022-07-19 09:07:27 -04:00
goodboy f449672c68
Merge pull request #357 from pikers/paper_eng_msg_fixes
Oof, paper engine msg fixes after using `msgspec.Struct`..
2022-07-11 13:14:39 -04:00
Tyler Goodlet fd22f45178 Oof, paper engine msg fixes after using `msgspec.Struct`.. 2022-07-11 13:04:07 -04:00
goodboy 37f634a2ed
Merge pull request #353 from pikers/drop_pydantic
Drop `pydantic`
2022-07-09 14:15:50 -04:00
Tyler Goodlet dfee9dd97e Remove `pydantic` from deps 2022-07-09 13:10:09 -04:00
Tyler Goodlet 2a99f7a4d7 Drop remaining `BaseModel` api usage from rest of codebase 2022-07-09 12:38:17 -04:00
Tyler Goodlet b44e2d9ed9 Support `0` value `reqid`s 🤦 2022-07-09 12:10:23 -04:00
Tyler Goodlet 795d4d76f4 Add some todo-reminders for ``msgspec`` stuff 2022-07-09 12:09:50 -04:00
Tyler Goodlet c26acb1fa8 Add `Struct.copy()` which does a rountrip validate 2022-07-09 12:09:38 -04:00
Tyler Goodlet 11b6699a54 Change all clearing msgs over to `msgspec` 2022-07-09 12:09:38 -04:00
Tyler Goodlet f9bdd643cf Cast slots to `int` before range set 2022-07-09 12:09:38 -04:00
Tyler Goodlet 2baea21c7d Drop pydantic from allocator 2022-07-09 12:09:38 -04:00
Tyler Goodlet bea0111753 Add a custom `msgspec.Struct` with some humanizing 2022-07-09 12:09:38 -04:00
Tyler Goodlet c870665be0 Remove `BaseModel` use from all dataclass-like uses 2022-07-09 12:08:41 -04:00
Tyler Goodlet 4ff1090284 Use struct for shm tokens 2022-07-09 12:06:47 -04:00
Tyler Goodlet f22461a844 Use our struct for kraken `Pair` type 2022-07-09 12:06:47 -04:00
Tyler Goodlet 458c7211ee Drop `pydantic` from service mngr 2022-07-09 12:06:47 -04:00
Tyler Goodlet 5cc4b19a7c Use our struct in binance backend 2022-07-09 12:06:47 -04:00
goodboy f5236f658b
Merge pull request #356 from pikers/null_last_quote_fix
Finally solve the last-price-is-`nan` issue..
2022-07-08 17:47:45 -04:00
goodboy a360b66cc0
Merge pull request #355 from pikers/ahab_hardkill
Ahab hardkill
2022-07-08 17:47:17 -04:00
Tyler Goodlet 4bcb791161 Finally solve the last-price-is-`nan` issue..
Not sure why I put this off for so long but the check is in now such
that if the market isn't open or no rt quote comes in from the first
query, we just pull from the last shm history 'close' value.
Includes another fix to avoid raising when a double remove on the client
side stream from the registry sometimes happens.
2022-07-08 17:30:34 -04:00
Tyler Goodlet 4c7c78c815 Add a `ApplicationLogError` custom exc instead 2022-07-08 17:29:03 -04:00
Tyler Goodlet 019867b413 Fix missing container id, drop custom exception 2022-07-08 17:22:37 -04:00
Tyler Goodlet f356fb0a68 Hard kill container on both a timeout or connection error 2022-07-08 17:22:37 -04:00