Commit Graph

1054 Commits (12c8d26906d156c6fd29e328af11b2a1cb2ccc6a)

Author SHA1 Message Date
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
Tyler Goodlet a82f43e3a5 Rework data feed API to allow for caching streams
Move all feed/stream agnostic logic and shared mem writing into a new
set of routines inside the ``data`` sub-package. This lets us move
toward a more standard API for broker and data backends to provide
cache-able persistent streams to client apps.

The data layer now takes care of
- starting a single background brokerd task to start a stream for as
  symbol if none yet exists and register that stream for later lookups
- the existing broker backend actor is now always re-used if possible
  if it can be found in a service tree
- synchronization with the brokerd stream's startup sequence is now
  oriented around fast startup concurrency such that client code gets
  a handle to historical data and quote schema as fast as possible
- historical data loading is delegated to the backend more formally by
  starting a ``backfill_bars()`` task
- write shared mem in the brokerd task and only destruct it once requested
  either from the parent actor or further clients
- fully de-duplicate stream data by using a dynamic pub-sub strategy
  where new clients register for copies of the same quote set per symbol

This new API is entirely working with the IB backend; others will need
to be ported. That's to come shortly.
2021-04-10 14:18:40 -04:00
Tyler Goodlet f17a26c948 Don't mistakenly alias options to underlyingn for positions 2021-04-10 14:18:40 -04:00
Tyler Goodlet 65e7680cdd Draft a feed cacheing sub-system 2021-04-10 14:18:40 -04:00
Tyler Goodlet 0d4073dbd2 Move quote stream setup into a cacheing func 2021-04-10 14:18:40 -04:00
Tyler Goodlet aa61bf5a65 Use mem-chans for quote streams; clone for multiple consumers 2021-04-10 14:18:40 -04:00
Tyler Goodlet 17d3e7a9e2 Don't shield ems feed; enact remote cancels 2021-04-10 14:18:40 -04:00
goodboy feb8d5bbad
Merge pull request #153 from wattygetlood/windows_patches
Windows patches
2021-04-06 11:55:51 -04:00
Tyler Goodlet 549f81e85d Fix lints 2021-04-03 12:29:56 -04:00
Tyler Goodlet 2b7cecc78e Drop upcoming cached feed usage 2021-04-03 12:22:14 -04:00
Tyler Goodlet 6891309abd Fix import 2021-04-03 12:22:14 -04:00
Tyler Goodlet b1a1b32315 Better tractor startup, runtime detection 2021-04-03 12:22:14 -04:00
Tyler Goodlet 877db52162 Add license header 2021-04-03 12:22:14 -04:00
Tyler Goodlet 2a51582ec0 Start forming an services api
Add a `Services` nurseries container singleton for spawning sub-daemons
inside the long running `pikerd` tree. Bring in `brokerd` spawning util
funcs to start getting eyes on what can be factored into a service api.
2021-04-03 12:22:14 -04:00
Tyler Goodlet 38471b7b34 Use early return instead of branching for remote emsd spawning 2021-04-03 12:22:14 -04:00
Tyler Goodlet fb996bfffb Change subpkg name in cli 2021-04-03 12:22:14 -04:00
Tyler Goodlet 20a9617c18 Use open pikerd from chart entrypoint 2021-04-03 12:22:14 -04:00
Tyler Goodlet 4ab8545e87 Return early on remote actor lookups instead of branching 2021-04-03 12:22:14 -04:00
Tyler Goodlet 8ce37875a0 Use pikerd to spawn emsd 2021-04-03 12:22:14 -04:00
Tyler Goodlet 1931da97f4 Fix spawn attr typo, merge tractor kwargs 2021-04-03 12:22:14 -04:00
Tyler Goodlet 7ca05238af Port pikerd entry to drop `tractor.run()` 2021-04-03 12:22:14 -04:00
Tyler Goodlet 79d37646a2 Add `open_pikerd()` and `spawn_emsd()`
The direct open is needed for running `pikerd` cmd and
the ems spawn point is the first step toward detaching UI based order
entry from the engine itself.
2021-04-03 12:22:14 -04:00
Tyler Goodlet 8812aff3b8 Fix import 2021-04-03 12:22:14 -04:00
Tyler Goodlet 26ee7260d6 Clearing is a better name 2021-04-03 12:22:14 -04:00
Tyler Goodlet 2b9ac8d8ec Port daemon(s) to new clearing system apis 2021-04-03 12:22:14 -04:00
Guillermo Rodriguez 189c56c012 Add piker root daemon spawning machinery
Refactor maybe_spawn_brokerd to adapt to new process tree structure
and add a ``maybe_open_pikerd``.
2021-04-03 12:22:14 -04:00
Tyler Goodlet d4395dbcbc Make default view more zooomed in 2021-03-31 14:26:32 -04:00
Tyler Goodlet f75b3108ce Size execution arrows to dpi 2021-03-31 14:26:13 -04:00
Tyler Goodlet 0dfa92230d Size level line markers to dpi aware font size 2021-03-31 14:25:51 -04:00
Tyler Goodlet 54d36f26f0 Base anchor contents labels based on dpi-aware font bounding rect 2021-03-31 14:25:17 -04:00
Tyler Goodlet 3f7d9c5c15 Base axis text offset on dpi-aware font size 2021-03-31 14:24:39 -04:00
Tyler Goodlet 3bd87caf4b Hip shot: try making low dpi font sizes "just work" 2021-03-29 17:52:32 -04:00
wattygetlood c39c4f11db Forcinng trio spawner seems to work? 2021-03-28 17:24:30 -04:00
wattygetlood 583cafc947 Avoid loading posix unlinker, use shm bytes size 2021-03-28 17:23:59 -04:00
Tyler Goodlet 07a5bf4b7c Use low dpi inches on 96 dpi 2021-03-19 09:33:47 -04:00
Tyler Goodlet 77fbde1115 Override the inverse transform func from pg 2021-03-19 00:40:39 -04:00
Tyler Goodlet 6fa1d4dc88 Show xhair even if order is filled while line is hovered 2021-03-18 21:57:08 -04:00
Tyler Goodlet 5610807b8e Move marker factory funcs to new mod 2021-03-18 16:59:22 -04:00
Tyler Goodlet 55de079320 Add low dpi settings and different default view bars counts 2021-03-18 13:40:31 -04:00
Tyler Goodlet 67c5563090 Enable marker-on-select through order mode 2021-03-18 13:33:10 -04:00
Tyler Goodlet 68f75b582a More fixes for kivy shit 2021-03-18 13:32:34 -04:00
Tyler Goodlet cd5da45abf Show order line marker on hover 2021-03-18 13:28:28 -04:00
Tyler Goodlet 2c7d8cdbb0 Support hiding only "half" the xhair 2021-03-18 13:27:49 -04:00
Tyler Goodlet e1dc2b9225 Enable daemon debug through top level kwarg 2021-03-17 08:36:34 -04:00
Tyler Goodlet aaca2b2f33 Tweak L1 labels to have more spaces 2021-03-17 08:26:28 -04:00
Tyler Goodlet 17b66e685f Experiment with zoom focal @ L1 edge 2021-03-17 08:25:58 -04:00
Tyler Goodlet d1c8c2a072 More level line reworking
- break (custom) graphics item style marker drawing into separate func
 but keep using it since it still seems oddly faster then the
 QGraphicsPathItem thing..
- unfactor hover handler; it was uncessary
- make both the graphics path item and custom graphics items approaches
  both work inside ``.paint()``
2021-03-16 19:36:05 -04:00
Tyler Goodlet adf6437449 Move margin settings to class scope 2021-03-16 15:59:44 -04:00
Tyler Goodlet 61198818dc Fix label snap on line highlight bug 2021-03-14 12:28:11 -04:00
Tyler Goodlet cf2f001bcc Add save last datum toggle to y-label 2021-03-13 21:06:53 -05:00
Tyler Goodlet 776395791a Pass action to line editor 2021-03-13 19:31:22 -05:00
Tyler Goodlet c75dacb239 Support func ops on field data, extend anchor logics 2021-03-13 19:29:52 -05:00
Tyler Goodlet c71a3e0fc5 Level line look and feel rework
Add support for drawing ``QPathGraphicsItem`` markers but don't use them
since they seem to be shitting up when combined with the infinite line
(bounding rect?): weird artifacts and whatnot. The only way to avoid
said glitches seems to be to update inside the infinite line's
`.paint()` but that slows stuff down.. Instead stick with the manual
paint job use the same pin point: left of the L1 spread graphics - where
the lines now also extend to.

Further stuff:
- Pin the y-label to a line's value on hover.
- Disable x-dimension line moving
- Rework the labelling to be more minimal
2021-03-13 17:31:15 -05:00
Tyler Goodlet 887c305d46 Allow y-label pinning on cross hair hide 2021-03-13 17:29:35 -05:00
Tyler Goodlet 9798689961 Lengthen label arrow a tad 2021-03-13 17:28:57 -05:00
Tyler Goodlet f6dbdfab84 Don't crash on unknown orders execing 2021-03-13 17:28:22 -05:00
Tyler Goodlet 396f6b2a0d Fix type annot 2021-03-12 07:41:47 -05:00
Tyler Goodlet 18ab81a967 Make crosshair lines a milder gray 2021-03-11 21:44:35 -05:00
Tyler Goodlet 624617d8e1 Don't run brokerds in debug mode by default 2021-03-11 21:44:10 -05:00
Tyler Goodlet d016abcd0d Adjust right axis anchor closure to include l1 label size 2021-03-11 21:43:29 -05:00
Tyler Goodlet 4a1df686a5 Update max l1 label size on chart 2021-03-11 21:42:38 -05:00
Tyler Goodlet a51d5c536e Add a couple more grays 2021-03-11 21:41:13 -05:00
Tyler Goodlet 31c14a2f9f Add l1 label size tracking to chart widget 2021-03-11 21:40:50 -05:00
Tyler Goodlet ea8120156f Add position line updating to order mode 2021-03-11 21:40:06 -05:00
Tyler Goodlet e91e7bea1f Add position event support to ems 2021-03-11 21:38:59 -05:00
Tyler Goodlet 6265ae8057 Add position event relay to ib broker backend 2021-03-11 21:38:31 -05:00
Tyler Goodlet 98bfee028a Add a position line api
Add a line which shows the current average price position with and arrow
marker denoting the direction (long or short). Required some further
rewriting of the infinite line from pyqtgraph including:
- adjusting marker (arrow) placement to be offset from axis + l1 labels
- fixing the hover event to not require the `.movable` attribute to be
  set
2021-03-11 21:35:09 -05:00
Tyler Goodlet 7075a968b4 Create an order mode module 2021-03-08 09:05:37 -05:00
Tyler Goodlet 7e214180a6 Remove old simulated order price on update 2021-03-07 22:17:19 -05:00
Tyler Goodlet fff9efe4aa Snap level line movements to tick size 2021-03-07 22:16:46 -05:00
Tyler Goodlet d58a82bd38 Factor and simplify paper clearing logic 2021-03-07 16:41:14 -05:00
Tyler Goodlet 5deea50963 Factor order request processing into new func 2021-03-07 16:25:47 -05:00
Tyler Goodlet e71bcb363c Drop stage line cacheing; the complexity isn't worth it. 2021-03-07 16:07:23 -05:00
Tyler Goodlet de5a69c59c Add mouse drag order update support to UI 2021-03-07 16:01:42 -05:00
Tyler Goodlet 6851bacd0a Add drag start/end callback support, remove from cursor hovered on delete 2021-03-07 15:50:50 -05:00
Tyler Goodlet 0ade7daebc Support simulated live order modification in paper engine 2021-03-07 13:34:03 -05:00
Tyler Goodlet 919ecab732 Support order modification in ems request loop 2021-03-07 13:12:39 -05:00
Tyler Goodlet a43ab1b983 Add order update method to client 2021-03-07 10:56:09 -05:00
Tyler Goodlet 2cabe1831c Attempt to handle existing order updates with ib backend 2021-03-06 16:33:56 -05:00
Tyler Goodlet a1a1dec885 Move L1 labels into lone module 2021-03-01 14:48:08 -05:00
Tyler Goodlet 8997b6029b Drop cruft 2021-03-01 12:02:07 -05:00
Tyler Goodlet 72c4a4366b Tag TWS trade events 2021-03-01 12:01:48 -05:00
Tyler Goodlet a1691cf1c5 Keep to one EMS daemon if possible 2021-03-01 11:28:44 -05:00
Tyler Goodlet 327129db37 Drop paper limit submissions for alerts 2021-02-25 18:44:40 -05:00
Tyler Goodlet 9f9b5480a6 More explicit private var name 2021-02-24 12:05:09 -05:00
Tyler Goodlet 948e133cae Split out ems daemon, client api and paper engine into new mods 2021-02-22 18:37:57 -05:00
Tyler Goodlet a9bbc223bb Add a new exchange subpackage 2021-02-22 17:28:34 -05:00
Tyler Goodlet 1142a538ea Don't forward errors without an order id 2021-02-22 10:45:01 -05:00
Tyler Goodlet e6ea053d40 Get kivy/questrade shit working again 2021-02-21 12:32:40 -05:00
Tyler Goodlet f724798336 Fix incorrect bounding rect calc 2021-02-21 12:02:20 -05:00
Tyler Goodlet 4b0e5662a5 Add default order lot sizes by asset type 2021-02-21 12:01:48 -05:00
Tyler Goodlet 6fb1945360 Fix and pass through piker loglevel correctly 2021-02-21 11:50:33 -05:00
Tyler Goodlet aa4a2ef64f Bump up font size one more time 2021-02-21 11:49:27 -05:00
Tyler Goodlet c2890b8197 Port level line to xhair methods 2021-02-21 11:48:51 -05:00
Tyler Goodlet d5b41e12c5 Add crosshair hide/show convenience methods 2021-02-21 11:45:24 -05:00
Tyler Goodlet 71745ddcd4 Even smaller text fill on axes 2021-02-21 11:44:58 -05:00
Tyler Goodlet 8c757d0bdd Accept a symbol type key from broker 2021-02-21 11:42:19 -05:00
Tyler Goodlet 38b2e99002 Fill clearable prices asap 2021-02-20 16:43:33 -05:00
Tyler Goodlet d8b157d209 First draft paper trading engine!
It's a super naive implementation with no slippage model or network
latency besides some slight delays. Clearing only happens on bid/ask
sweep ticks at the moment - simple last volume based clearing coming
up next.
2021-02-20 15:25:53 -05:00
Tyler Goodlet ead2f77d40 Add a symbol/asset type key 2021-02-19 18:43:56 -05:00
Tyler Goodlet add63734f1 Add an auto-reconnect websocket API 2021-02-19 18:42:50 -05:00
Tyler Goodlet bbd54e8f95 Report asset types, tick sizes, and order actions from ib 2021-02-19 17:23:37 -05:00
Tyler Goodlet 1ac4cc3dd3 Use new field label api for L1 2021-02-16 06:42:48 -05:00
Tyler Goodlet 880bdcffa7 Document order status list from ib 2021-02-12 09:07:49 -05:00
Tyler Goodlet b794855ad3 Port order mode to new order line api 2021-02-11 23:42:57 -05:00
Tyler Goodlet d91f07c947 Drop old candlestick graphics code 2021-02-11 23:42:17 -05:00
Tyler Goodlet aec8f1d25c Hide y-label on level line mouse over 2021-02-11 23:41:40 -05:00
Tyler Goodlet bf78c13df4 Attempt px perfection on crosshair lines placement 2021-02-11 14:03:47 -05:00
Tyler Goodlet f51e503e47 Support arbitrary fields (with update) in labels
This turned into a larger endeavour then intended but now we're using our
own label system on level lines to be able to display things nicely
**pinned wherever we want in the UI**. Keep the old ``LevelLabel`` for
now for the L1 graphics but we'll likely replace this as well since i'm
pretty sure the new label type (which wraps `QGraphicsTextItem`) is more
performant anyway.
2021-02-11 13:59:50 -05:00
Tyler Goodlet cbf259f3f3 Add hidpi issue regarding it being borky 2021-02-11 11:49:33 -05:00
Tyler Goodlet ca576ca3cf Add label delete method 2021-02-11 11:49:01 -05:00
Tyler Goodlet 0edca84b3d Yet another font size tweak 2021-02-11 11:48:40 -05:00
Tyler Goodlet dd1aed627e Tidy axis code 2021-02-11 11:48:19 -05:00
Tyler Goodlet 02edfdf846 Pass order size to ems 2021-02-11 11:47:34 -05:00
Tyler Goodlet 21e1561a57 Add a sane label type..smh 2021-02-11 00:12:37 -05:00
Tyler Goodlet 386cd9404d Drop hidpi detection? it doesn't seem to yield benefits 2021-02-08 07:07:04 -05:00
Tyler Goodlet ac84087755 Fix stage line updating, size up arrow heads? 2021-02-08 07:06:00 -05:00
Tyler Goodlet 0449734c53 Drop YSticky for level lines stuff 2021-02-08 07:04:08 -05:00
Tyler Goodlet 1ef2d18a41 Try to make crosshair lines px perfect 2021-02-08 07:03:28 -05:00
Tyler Goodlet 708ed89894 Hard code font inches 2021-02-08 07:01:26 -05:00
Tyler Goodlet 890f932400 Use through lot digits, drop YSticky 2021-02-08 07:00:51 -05:00
Tyler Goodlet bf66eb0b3d Support lot tick size (mostly for crypto) 2021-02-08 06:42:59 -05:00
Tyler Goodlet d7f806c57b Add arrowheads to labels
For labels that want it add nice arrow paths that point just over the
respective axis. Couple label text offset from the axis line based on
parent 'tickTextOffset' setting. Drop `YSticky` it was not enough
meat to bother with.
2021-02-08 06:40:11 -05:00
Tyler Goodlet c3fa31e731 Convert symbol type to use pydantic 2021-02-06 14:38:25 -05:00
Tyler Goodlet 0c184b1b41 Port ib to new provide new tick size fields in symbol info 2021-02-06 14:37:24 -05:00
Tyler Goodlet 69df73afc3 Deliver symbol info from kraken; start using pydantic 2021-02-06 14:23:27 -05:00
Tyler Goodlet a8c4829cb6 Start using `tick_size` throughout charting
The min tick size is the smallest step an instrument can move in value
(think the number of decimals places of precision the value can have).

We start leveraging this in a few places:
- make our internal "symbol" type expose it as part of it's api
  so that it can be passed around by UI components
- in y-axis view box scaling, use it to keep the bid/ask spread (L1 UI)
  always on screen even in the case where the spread has moved further
  out of view then the last clearing price
- allows the EMS to determine dark order live order submission offsets
2021-02-06 11:35:12 -05:00
Tyler Goodlet 03541bd368 Drop unneeded .hide(); add more comments 2021-01-26 22:16:18 -05:00
Tyler Goodlet cfc36e7928 Snap y-cursor-label to min tick 2021-01-26 22:15:45 -05:00
Tyler Goodlet 708086cbcb Convert contractsto dicts on errors 2021-01-26 13:34:49 -05:00
Tyler Goodlet 5a0612e6a8 Factor some line and label steps 2021-01-26 13:34:29 -05:00
Tyler Goodlet 8501a9be4f Lol actually fix screen wakeup lookup.. 2021-01-26 12:26:43 -05:00
Tyler Goodlet a232e8bc39 Display order size on order lines in order mode 2021-01-26 11:36:44 -05:00
Tyler Goodlet 25ec5faaef Drop removed show_label kwarg 2021-01-26 11:28:24 -05:00
Tyler Goodlet b9d9dbfc4a Support size fields on order lines; avoid overlap with L1 lines 2021-01-26 11:27:50 -05:00
Tyler Goodlet 990c3a1eac Try out 3 ticks away as limit submission 2021-01-26 11:26:30 -05:00
Tyler Goodlet cc5af7319f Slightly lighter sell red, try to fix screen stuff... 2021-01-22 23:02:23 -05:00
Tyler Goodlet 18fafb501d Use dashed lines for dark orders 2021-01-22 23:01:12 -05:00
Tyler Goodlet 4b2161a37b Use 2 min-ticks offset for dark orders 2021-01-22 23:00:01 -05:00
Tyler Goodlet f072e2551b Snap y-axis crosshair to min tick(s) 2021-01-22 22:59:00 -05:00
Tyler Goodlet 50d2d8517b Add support for dotted style level lines 2021-01-22 22:57:42 -05:00
Tyler Goodlet 92efb8fd8e Expect new init message in feed from brokers 2021-01-22 22:56:42 -05:00
Tyler Goodlet b4a4f12aa4 Send init message with kraken 2021-01-22 22:55:49 -05:00
Tyler Goodlet 10e47e349c Include symbol deats in feed init message from ib
Async spawn a deats getter task whenever we load a symbol data feed.
Pass these symbol details in the first message delivered by the feed at
open. Move stream loop into a new func.
2021-01-22 17:11:53 -05:00
Tyler Goodlet 5327d7be5e Add screen acquire timeout loop 2021-01-22 16:46:39 -05:00
Tyler Goodlet f82127de31 Add "live order" submission using ctl-<action key> 2021-01-19 20:48:58 -05:00
Tyler Goodlet 7811119736 Support toggling level line highlighting 2021-01-19 20:47:55 -05:00
Tyler Goodlet 149820b3b0 Get "dark (order) mode" workin!
Basically a stop limit mode where the dirty execution-condition deats
are entirely held client side away from the broker. For now, there's
a static order size setting and a 0.5% limit setting relative to the
trigger price. Swap to using 'd' for dump and 'f' for fill - they're
easier for use with ctrl (which is used now to submit orders directly to
broker - ala "live (order) mode"). Still more kinks to work out with too
fast cancelled orders and alerts but we're getting there.
2021-01-19 16:58:01 -05:00
Tyler Goodlet 794665db70 Drop log msg 2021-01-18 20:28:52 -05:00
Tyler Goodlet e6724b6559 Move order mode handling into charting code 2021-01-18 20:28:37 -05:00
Tyler Goodlet f3ae8db04b Big refactor; start paper client 2021-01-18 19:56:35 -05:00
Tyler Goodlet 2bf95d7ec7 Fix clients map typing annot 2021-01-15 21:10:08 -05:00
Tyler Goodlet 5acd780eb6 Get live mode correct and working 2021-01-15 21:10:08 -05:00
Tyler Goodlet 3e959ec260 Add fill handler to order mode 2021-01-15 21:10:08 -05:00
Tyler Goodlet bdc02010cf Finally, sanely normalize local trades event data 2021-01-15 21:10:08 -05:00
Tyler Goodlet c835cc10e0 Get "live" order mode mostly workin 2021-01-15 21:10:08 -05:00
Tyler Goodlet ee8caa80d4 Add order cancellation and error support 2021-01-15 21:10:08 -05:00
Tyler Goodlet 140f3231e7 Add basic client-side order entry to EMS 2021-01-15 21:10:08 -05:00
Tyler Goodlet f9d4df7378 Start higher level order mode API 2021-01-15 21:10:08 -05:00
Tyler Goodlet 53c0816c5f Add color properties for level line and label 2021-01-15 21:10:08 -05:00
Tyler Goodlet c1266a7a1d Add buy/sell colors 2021-01-15 21:10:08 -05:00
Tyler Goodlet 12aebcc89c Expose "proxy" api a little better 2021-01-15 21:10:08 -05:00
Tyler Goodlet e51670a573 Try dynamically loading screen 2021-01-15 21:10:08 -05:00
Tyler Goodlet 5503a5705a Drop old line 2021-01-15 21:10:08 -05:00
Tyler Goodlet 3e7057d247 Use feed's trade streamin in ems 2021-01-15 21:10:08 -05:00
Tyler Goodlet 611486627f Cleaning 2021-01-15 21:10:08 -05:00
Tyler Goodlet bd180a3482 Add trades data stream routine to Feed 2021-01-15 21:10:08 -05:00
Tyler Goodlet 280739b51a Add trades data streaming support 2021-01-15 21:10:08 -05:00
Tyler Goodlet 620f5fee6e Wishful thinking with conditional mngrs 2021-01-15 21:10:08 -05:00
Tyler Goodlet 39e4953a6a Get order cancellation working 2021-01-07 22:08:25 -05:00
Tyler Goodlet dba8457be9 Trigger kraken sample increment after startup 2021-01-07 12:17:10 -05:00
Tyler Goodlet 282cc85ba0 Create an "order mode"
Our first major UI "mode" (yes kinda like the modes in emacs) that has
handles to a client side order book api, line and arrow editors, and
interacts with a spawned `emsd` (the EMS daemon actor).

Buncha cleaning and fixes in here for various thingers as well.
2021-01-07 12:03:18 -05:00
Tyler Goodlet 8d66a17daf Add a "lines editor" api/component 2021-01-05 13:37:03 -05:00
Tyler Goodlet 268f207a6c Shadow 'close' field with 'last' 2021-01-05 08:02:48 -05:00
Tyler Goodlet 24536ad769 Get roundtrip alert uuids workin; stage order book api 2021-01-05 08:02:14 -05:00
Tyler Goodlet d0a3deae09 Pass symbol type further down chart stack 2021-01-04 14:46:47 -05:00
Tyler Goodlet 4d6b1d4bb1 Add brokers list field to symbol type 2021-01-04 14:45:59 -05:00
Tyler Goodlet 3c424a153f Port to new `Portal.run()` api 2021-01-04 14:45:34 -05:00
Tyler Goodlet 267c8c6bd3 Go back to manual label contents check for now 2021-01-04 14:45:12 -05:00
Tyler Goodlet 9478adf600 Use event sync for increment task launch 2021-01-04 14:44:39 -05:00
Tyler Goodlet c7ff0804db Graph snap quote immediately on ib spin up 2021-01-04 14:43:59 -05:00
Tyler Goodlet c030b63101 Rejig state with dataclasses; prep for numba 2021-01-04 14:42:35 -05:00
Tyler Goodlet 7b5a72909e Start a "real" alert looking msg 2021-01-03 17:23:45 -05:00
Tyler Goodlet 616a74865b Better highlighted yellow 2021-01-03 17:23:23 -05:00
Tyler Goodlet 6e2328d351 More comments? 2021-01-03 17:23:06 -05:00
Tyler Goodlet a3468fb915 Barebones level based alerts are working! 2021-01-03 17:19:16 -05:00
Tyler Goodlet 97b2f86cfe Add preliminary support for alert line management 2021-01-03 11:12:51 -05:00
Tyler Goodlet 88d48bd188 Port to `Cursor` 2021-01-03 11:10:08 -05:00
Tyler Goodlet 08aa5984ec Rename crosshair (type) to cursor
Since the "crosshair" is growing more and more UX implementation details
it probably makes sense to call it what it is; a python level mouse
abstraction. Add 2 internal sets: `_hovered` for allowing mouse hovered
objects to register themselves to other cursor aware components, and
`_trackers` for allowing scene items to "track" cursor movements via
a `on_tracked_source()` callback.
2021-01-03 10:46:28 -05:00
Tyler Goodlet 14dad08d98 Extend level line interaction
Support tracking the mouse cursor using a new `on_tracked_sources()`
callback method. Make hovered highlight a bit thicker and highlight when
click-dragged. Add a delete method for removing from the scene along
with label.
2021-01-03 10:43:53 -05:00
Tyler Goodlet edbbcbf954 Add alert yellow 2021-01-03 10:39:06 -05:00
Tyler Goodlet d492f5c35a Define our own mouse clicked handler 2021-01-01 17:49:23 -05:00
Tyler Goodlet a55d72f8d6 Create and "EMS" module for order execution/routing actor(s) 2021-01-01 17:49:02 -05:00
Tyler Goodlet 80d48e5ece Dynamically override .boundingRect() after startup 2021-01-01 13:23:05 -05:00
Tyler Goodlet e474d8c309 Remove horizontal crosshair on "a" hotkey 2021-01-01 13:05:50 -05:00
Tyler Goodlet 7a53f19eeb Highlight level line label on hover 2021-01-01 13:05:16 -05:00
Tyler Goodlet d602cbc985 Avoid active_plot race 2021-01-01 12:59:31 -05:00
Tyler Goodlet bd85214017 Add draft order actor architecture 2021-01-01 12:40:05 -05:00
Tyler Goodlet 5fddb581ab Kill backfiller on "no history" error 2021-01-01 12:34:50 -05:00
Tyler Goodlet 81b10b9dfc Add initial y-axis zoom 2020-12-30 12:55:02 -05:00
Tyler Goodlet f3a0b1e91e Use pixel buffers on axis labels 2020-12-29 18:05:36 -05:00