Commit Graph

1054 Commits (12c8d26906d156c6fd29e328af11b2a1cb2ccc6a)

Author SHA1 Message Date
Tyler Goodlet ea3d96e7ed Accept arbitrary QEvent subscriptions via a set 2021-05-28 13:30:26 -04:00
Tyler Goodlet 7fa9f3f542 Add `Client.search_symbols()` to all backends, use it in `piker search` 2021-05-28 12:29:58 -04:00
Tyler Goodlet c56c7b8540 Increase min debounce period, stop searching on user nav selection 2021-05-28 10:16:00 -04:00
Tyler Goodlet 50aff72f8e Don't require map (yet) in backend modules 2021-05-27 13:05:23 -04:00
Tyler Goodlet ec6ea32dda Don't pass through linked charts x-axis handle 2021-05-27 13:05:23 -04:00
Tyler Goodlet e88e5b8ce2 Decrease binance search debounce period 2021-05-27 13:05:23 -04:00
Tyler Goodlet 3e39e9620c Add a no data available error 2021-05-27 13:05:23 -04:00
Tyler Goodlet 7dfc7f7fa2 Factor chart selection into widget, cleanups, add resource links 2021-05-27 13:05:23 -04:00
Tyler Goodlet ab3adcee9e Get basic switch-on-click mouse support working 2021-05-27 13:05:23 -04:00
Tyler Goodlet 607e1a8299 Add per-provider-async searching with status updates 2021-05-27 13:05:23 -04:00
Tyler Goodlet 89beb92866 Add api for per-section filling/clearing
Makes it so we can move toward separate provider results fills in an
async way, on demand.

Also,
- add depth 1 iteration helper method
- add section finder helper method
- fix last selection loading to be mostly consistent
2021-05-27 13:05:23 -04:00
Tyler Goodlet c478ddaed0 Disable cursor blink globally 2021-05-27 13:05:23 -04:00
Tyler Goodlet 924960a359 Add label to search bar 2021-05-27 13:05:23 -04:00
Tyler Goodlet 46d88965d3 Get LIFO sort on cache syms working properly 2021-05-27 13:05:23 -04:00
Tyler Goodlet 44f4fdf043 Type annot the internal symbol cache 2021-05-27 13:05:23 -04:00
Tyler Goodlet 59475cfd81 Store lowercase symbols within piker data internals 2021-05-27 13:05:23 -04:00
Tyler Goodlet af9dcf9230 Use an ordered dict to get LIFO cache sorting on sym selection 2021-05-27 13:05:23 -04:00
Tyler Goodlet 9bfc230dde Speedup: load provider searches async at startup 2021-05-27 13:05:23 -04:00
Tyler Goodlet c9cf72d554 Add remote context allocation api to service daemon
This allows for more deterministically managing long running sub-daemon
services under `pikerd` using the new context api from `tractor`.
The contexts are allocated in an async exit stack and torn down at root
daemon termination. Spawn brokerds using this method by changing the
persistence entry point to be a `@tractor.context`.
2021-05-27 13:05:23 -04:00
Tyler Goodlet 27d704b32e To avoid feed breakage, just give up on history after too many throttles for now 2021-05-27 13:05:23 -04:00
Tyler Goodlet 82cdb176e1 Make ctrl-l highlight current text in edit 2021-05-27 13:05:23 -04:00
Tyler Goodlet 0cd3cb3328 Drop old todo 2021-05-27 13:05:23 -04:00
Tyler Goodlet 212882a5a5 Don't try to show xhair if no active plot 2021-05-27 13:05:23 -04:00
Tyler Goodlet 307afb1935 Clean some key handling 2021-05-27 13:05:23 -04:00
Tyler Goodlet 67498c60af More UX features
- load previous search state on open
- show cached on empty search bar
- allow ctrl-u/d to navigate provider "sections"
2021-05-27 13:05:23 -04:00
Tyler Goodlet 8129fcc648 Ignore key auto-repeats 2021-05-27 13:05:23 -04:00
Tyler Goodlet a4627c2b04 Send blank packet on no match to avoid blocking search stream 2021-05-27 13:05:23 -04:00
Tyler Goodlet 07d8bf1453 Add a `.select_first()` view method + more cleaning 2021-05-27 13:05:23 -04:00
Tyler Goodlet d5e83e61d4 Reorder, drop some cruft 2021-05-27 13:05:23 -04:00
Tyler Goodlet 9d2c8a9526 Factor selection details into completer view methods 2021-05-27 13:05:23 -04:00
Tyler Goodlet 43d73b4a7c Info log the current provider search 2021-05-27 13:05:23 -04:00
Tyler Goodlet ddc2c8975a Ignore whitespace patterns in ib search 2021-05-27 13:05:23 -04:00
Tyler Goodlet 64c1d9a965 Support ctrl-space to open search pane 2021-05-27 13:05:23 -04:00
Tyler Goodlet d8a200aadc Increase completion-tree width, support ctrl-space toggle 2021-05-27 13:05:23 -04:00
Tyler Goodlet 2471ce446e Require `<symbol>.<provider>` format to cli 2021-05-27 13:05:23 -04:00
Tyler Goodlet c9311dd7d0 Few more derivs symbols 2021-05-27 13:05:23 -04:00
Tyler Goodlet 6f3b799960 Skip ib exchanges we haven't tested yet 2021-05-27 13:05:23 -04:00
Tyler Goodlet 42fda2a9e6 Drop old code 2021-05-27 13:05:23 -04:00
Tyler Goodlet e77a51f16e Support multi-provider cache symbol switching 2021-05-27 13:05:23 -04:00
Tyler Goodlet 1bd0ee8746 Support loading multi-brokerds search at startup 2021-05-27 13:05:23 -04:00
Tyler Goodlet fd8dc4f1a3 Make -b a multi-option for backends 2021-05-27 13:05:23 -04:00
Tyler Goodlet 59377da0ad Load pause configs from backends on feed opens 2021-05-27 13:05:23 -04:00
Tyler Goodlet bbd5883e52 Add search pause configs to backends 2021-05-27 13:05:23 -04:00
Tyler Goodlet b2ff09f193 Support min and max keyboard pauses
Some providers do well with a "longer" debounce period (like ib) since
searching them too frequently causes latency and stalls.  By supporting
both a min and max debounce period on keyboard input we can only send
patterns to the slower engines when that period is triggered via
`trio.move_on_after()` and continue to relay to faster engines when the
measured period permits. Allow search routines to register their "min
period" such that they can choose to ignore patterns that arrive before
their heuristically known ideal wait.
2021-05-27 13:05:23 -04:00
Tyler Goodlet 63363d750c Port chart to multi-search api 2021-05-27 13:05:23 -04:00
Tyler Goodlet cb102f692c Top level widget `.focus()` 2021-05-27 13:05:23 -04:00
Tyler Goodlet c9c686c98d Register context-stream with multi-search for each feed 2021-05-27 13:05:23 -04:00
Tyler Goodlet 0163a582a5 Move search machinery to ui module, add fast cached chart selection 2021-05-27 13:05:23 -04:00
Tyler Goodlet 82ece83d33 Drop commented cruft 2021-05-27 13:05:23 -04:00
Tyler Goodlet b39fd5e1fc Use per-provider indented tree layout for results 2021-05-27 13:05:23 -04:00
Tyler Goodlet 25dbe60c77 Flip to ctrl-l to pop out search/list 2021-05-27 13:05:23 -04:00
Tyler Goodlet 51c61587d2 Make list pop out next to primary y-axis 2021-05-27 13:05:23 -04:00
Tyler Goodlet 2c24c9ef2d Compose search bar and view under parent widget 2021-05-27 13:05:23 -04:00
Tyler Goodlet f19f4348e0 Decouple symbol search from feed type 2021-05-27 13:05:22 -04:00
Tyler Goodlet e5e9a7c582 Add symbol searching for ib backend
Obviously this only supports stocks to start, it looks like we might
actually have to hard code some of the futures/forex/cmdtys that don't
have a search.. so lame. Special throttling is added here since the api
will grog out at anything more then 1Hz.

Additionally, decouple the bar loading request error handling from the
shm pushing loop so that we can always recover from a historical bars
throttle-error even if it's on the first try for a new symbol.
2021-05-27 13:05:22 -04:00
Tyler Goodlet 25d7122cb6 Throttle requests using a static "typing paused period" 2021-05-27 13:05:22 -04:00
Tyler Goodlet ef1b0911f3 Add symbol search to ib 2021-05-27 13:05:22 -04:00
Tyler Goodlet 82a8e0a7b6 Accept lower case sym requests in kraken backend 2021-05-27 13:05:22 -04:00
Tyler Goodlet 5766dd518d Enforce lower case symbols across providers 2021-05-27 13:05:22 -04:00
Tyler Goodlet 478b114708 First draft completion in background task 2021-05-27 13:05:22 -04:00
Tyler Goodlet c9efbcc6d2 Drop completion list from startup 2021-05-27 13:05:22 -04:00
Tyler Goodlet 431fdd3f9c Add initial working symbol search with async completions 2021-05-27 13:05:22 -04:00
Tyler Goodlet ad494db213 Make search routine a tractor context 2021-05-27 13:05:22 -04:00
Tyler Goodlet a5826e6e22 Up the kb event queue size 2021-05-27 13:05:22 -04:00
Tyler Goodlet 534553a6f5 Add client side multi-provider feed symbol search 2021-05-27 13:05:22 -04:00
Tyler Goodlet 4b818ea2f2 Add initial symbol search api for kraken 2021-05-27 13:05:22 -04:00
Tyler Goodlet be39e9bdf5 Load async kb search handler at startup 2021-05-27 13:05:22 -04:00
Tyler Goodlet 60d44f30ee Make search kb handling async 2021-05-27 13:05:22 -04:00
Tyler Goodlet 2861f321ce Add async keyboard cloner sub-sys 2021-05-27 13:05:22 -04:00
Tyler Goodlet 5e1b15f319 Repair indents from rebasing 2021-05-27 13:05:22 -04:00
Tyler Goodlet 821d5ab9ec Bring back in and merge tractor stream api patch 2021-05-27 13:05:22 -04:00
Tyler Goodlet da0cb9b2ac Call search focus directly 2021-05-27 13:05:22 -04:00
Tyler Goodlet 0e83906f11 Initial WIP search completer; still a mess 2021-05-27 13:05:22 -04:00
Tyler Goodlet c26f4d9877 Add kraken fuzzy symbol search 2021-05-27 13:05:22 -04:00
Tyler Goodlet 157f6ab02b Drop lingering chart focus call 2021-05-27 13:05:22 -04:00
Tyler Goodlet 1f9f2b873a Super fast switching, just hide loaded charts 2021-05-27 13:05:22 -04:00
Tyler Goodlet 0627f7dcee First draft: symbol switching via QLineEdit widget 2021-05-27 13:05:22 -04:00
Tyler Goodlet 27aed85404 Handle no matching symbols case 2021-05-27 13:05:22 -04:00
Tyler Goodlet 9cad59366f Extract min tick info from symbol data 2021-05-25 08:46:10 -04:00
Tyler Goodlet 165d6257fa Get symbol search working for binance 2021-05-25 08:46:04 -04:00
goodboy 9c821c8cfd
Merge pull request #181 from pikers/syseng_tweaks
Syseng tweaks
2021-05-25 08:39:06 -04:00
Tyler Goodlet 9e367432fd Minimize update to Qt reported display's refresh rate 2021-05-25 06:56:18 -04:00
Tyler Goodlet e623c58754 Naively throttle graphics updates to 60 FPS 2021-05-25 06:33:22 -04:00
Tyler Goodlet f51e12819a Attach to order client *after* feed connection to speed up the startup time 2021-05-24 12:27:23 -04:00
Tyler Goodlet 319eacd8c1 Use compact async with tuple syntax from py3.9 2021-05-24 12:26:50 -04:00
Tyler Goodlet efd93d058a Breakout fsp rt loop as non-closure for readability 2021-05-24 12:26:44 -04:00
Tyler Goodlet f6f4a0cd8d Use tractor settings for qtractor 2021-05-24 12:26:34 -04:00
Tyler Goodlet 74b4b4b130 Expose registry port as dict 2021-05-24 12:26:28 -04:00
Tyler Goodlet dcc60524cb Add remote context allocation api to service daemon
This allows for more deterministically managing long running sub-daemon
services under `pikerd` using the new context api from `tractor`.
The contexts are allocated in an async exit stack and torn down at root
daemon termination. Spawn brokerds using this method by changing the
persistence entry point to be a `@tractor.context`.
2021-05-24 12:26:11 -04:00
Tyler Goodlet 435e005d6e Drop quantdum legend item 2021-05-24 12:23:02 -04:00
Tyler Goodlet 0b36bacfb6 Avoid weird `pydantic` runtime warning 2021-05-24 12:22:17 -04:00
Tyler Goodlet 2635ade908 Reminder to remove msgpack-numpy 2021-05-24 12:20:48 -04:00
Tyler Goodlet 9b59471dc1 Pass debug flag down to any daemons 2021-05-24 12:20:20 -04:00
Tyler Goodlet 6e70bc4fa7 New tractor non-default port 2021-05-24 12:19:38 -04:00
Tyler Goodlet 4d03d62641 Don't submit limits on alerts 2021-05-24 12:17:16 -04:00
Tyler Goodlet ecd94ce24d Better indexing logic? 2021-05-24 12:17:08 -04:00
Tyler Goodlet 7b8c482719 Add reconnect logic help link 2021-05-24 12:16:49 -04:00
Tyler Goodlet 9c3f8ff050 Only do context unsubs in main feed bus path 2021-05-24 12:16:26 -04:00
Tyler Goodlet a7cee86fea Just de-lint imports 2021-05-24 12:16:15 -04:00
goodboy 372b0dbace
Merge pull request #170 from guilledk/binance_backend
Add Binance backend
2021-05-24 10:54:55 -04:00
Tyler Goodlet b6d8c300d4 Slap in brokers.toml template if none exists 2021-05-22 15:11:39 -04:00
Guillermo Rodriguez a0dfdd935f
Post @goodboy review commit 2021-05-21 22:23:35 -03:00
Tyler Goodlet 7b26bd45e2 Get binance OHLC history and quote format correct
This gets the binance provider meeting the data feed schema requirements
of both the OHLC sampling/charting machinery as well as proper
formatting of historical OHLC history.

Notably,
- spec a minimal ohlc dtype based on the kline endpoint
- use a dataclass to parse out OHLC bar datums and pack into np.ndarray/shm
- add the ``aggTrade`` endpoint to get last clearing (traded) prices,
  validate with ``pydantic`` and then normalize these into our tick-quote
  format for delivery over the feed stream api.
- a notable requirement is that the "first" quote from the feed must
  contain a 'last` field so the clearing system can start up correctly.
2021-05-21 15:35:36 -04:00
Tyler Goodlet 2ef5a52521 Fix broken import in ib backend 2021-05-20 19:34:45 -04:00
Guillermo Rodriguez 432bd96474
Added missing toml dependency to setup.py
Pinned qdarkstyle to 2.8.1
Updated arrow timestamp api used in kraken backend
2021-05-16 18:53:54 -03:00
Guillermo Rodriguez 604e195bc0
Got rid of websocket OHLC API, and added l1 tick streaming 2021-05-07 10:59:08 -03:00
Guillermo Rodriguez 7e493625f6
Finally backfilling is working, still need to work on realtime updates! 2021-05-05 10:17:52 -03:00
Guillermo Rodriguez d327584039
Rough translation of kraken backend to binance API, still missing some
important parts
2021-05-04 22:52:53 -03:00
Tyler Goodlet c08f192f77 Move charting to new tractor stream api
This required a fsp task spawning logic rework which ended up being
cleaner just spawning tasks in a loop sequentially instead of trying
a 2-phase spawn-then-initialize approach.

This also includes changes from the symbol search branch hacked in.
Mostly it includes isolating the main chart startup-sequence to a
function that can be run in a new task every time a new symbol is
requested by the selector/searcher. The actual search functionality
obviously isn't in here yet but minor changes are included as part of
pulling out the `tractor` stream api patch from the symbol search dev
branch.
2021-04-29 11:28:00 -04:00
Tyler Goodlet d3b50b9920 Port clearing engine to new tractor stream api 2021-04-29 09:10:36 -04:00
Tyler Goodlet 56db2c812d Port fsp engine to new tractor stream api 2021-04-29 09:10:28 -04:00
Tyler Goodlet 0d9f091a34 Port data feed to new tractor stream api 2021-04-29 09:10:18 -04:00
Tyler Goodlet 3375735914 Port kivy monitor to new tractor stream api 2021-04-29 09:10:11 -04:00
Tyler Goodlet 8a140b5ae8 Pass loglevel as named arg to pikerd 2021-04-15 11:20:30 -04:00
Tyler Goodlet 7d6bc4d856 Move feed api(s) into new submodule
Also add a --pdb flag to chart app.
2021-04-15 10:43:29 -04:00
Tyler Goodlet 0b10c8d6d6 Make standalone mode work again 2021-04-15 08:23:08 -04:00
Tyler Goodlet feeabb3d28 Add --pdb flag to pikerd to enable service debug mode 2021-04-14 12:57:46 -04:00
Tyler Goodlet 7f580ad356 Pass through kwargs 2021-04-14 12:56:08 -04:00
Tyler Goodlet 9622254cdb Hack broadcast chan for order submissions, smh 2021-04-14 11:02:14 -04:00
Tyler Goodlet 4774881812 Handle predicate not yet inserted to exec loop 2021-04-10 14:34:29 -04:00
Tyler Goodlet 9a15cd48f0 Just symbol info in window title 2021-04-10 14:18:40 -04:00
Tyler Goodlet 598aec579f Avoid token checking type mismatches 2021-04-10 14:18:40 -04:00
Tyler Goodlet fa7fadebac Report sym on unexpected open 2021-04-10 14:18:40 -04:00
Tyler Goodlet 3147a49384 Move sample-broadcast routine into sampling module 2021-04-10 14:18:40 -04:00
Tyler Goodlet 71d02db126 Rename "buffer" to "sampling" 2021-04-10 14:18:40 -04:00
Tyler Goodlet 1523637979 Always update L1 labels 2021-04-10 14:18:40 -04:00
Tyler Goodlet 3506bbe05c Nest async withs 2021-04-10 14:18:40 -04:00
Tyler Goodlet a18a4b5a4c Call the app what it is 2021-04-10 14:18:40 -04:00
Tyler Goodlet 20c99733b6 Let cli pass through actor name 2021-04-10 14:18:40 -04:00
Tyler Goodlet 47f823ab22 Always close emsd data connection on close 2021-04-10 14:18:40 -04:00
Tyler Goodlet 1281755d65 Don't use mem chan cloning, it doesn't actually broadcast 2021-04-10 14:18:40 -04:00
Tyler Goodlet ddae08493b Manage the send mem chan lifetime 2021-04-10 14:18:40 -04:00
Tyler Goodlet 28a961ebc0 Add a maybe-startup-runtime manager 2021-04-10 14:18:40 -04:00
Tyler Goodlet 100e27ac12 Task lock bus loading, always close feed stream on disconnect 2021-04-10 14:18:40 -04:00
Tyler Goodlet 8069bbe105 Drop old incrementer func 2021-04-10 14:18:40 -04:00
Tyler Goodlet ce4144aace Deliver and utilise broker backend OHLC sample rate in init msg 2021-04-10 14:18:40 -04:00
Tyler Goodlet c05fc8991a Rework ohlc sampling to launch from .start()
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
Tyler Goodlet a8a3f098cf Drop lingering prints 2021-04-10 14:18:40 -04:00
Tyler Goodlet 5a970dad72 Port kraken backend to new data feed api 2021-04-10 14:18:40 -04:00
Tyler Goodlet 29b73b41fb Slight rename; fix predicate is None bug 2021-04-10 14:18:40 -04:00
Tyler Goodlet 24bda8636e Port quest to new client api 2021-04-10 14:18:40 -04:00
Tyler Goodlet 30dabbab44 Support backend volume summing; handle disconnects 2021-04-10 14:18:40 -04:00
Tyler Goodlet 1d013126b9 Fix type annot 2021-04-10 14:18:40 -04:00
Tyler Goodlet b2eacb85d4 Don't hold lock on initial client construction 2021-04-10 14:18:40 -04:00
Tyler Goodlet 3ebb7ab6b1 Only activate Qt hidpi detection on windows for now 2021-04-10 14:18:40 -04:00
Tyler Goodlet 4f51ca74f4 Broadcast all tick types to subs, not just trades 2021-04-10 14:18:40 -04:00
Tyler Goodlet 5fc2aba3ed Drop some more old cruft 2021-04-10 14:18:40 -04:00
Tyler Goodlet 8ccf987d52 Fix typo 2021-04-10 14:18:40 -04:00
Tyler Goodlet 7cc395b5bf Open data feed in ems main entrypoint 2021-04-10 14:18:40 -04:00
Tyler Goodlet 14c5fc24ec Port to new setup routine name 2021-04-10 14:18:40 -04:00