a971de2b67 
								
							
								 
							
						 
						
							
							
								
								Drop `ms-shell`, add `piker storesh` cmd  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								ca48577c60 
								
							
								 
							
						 
						
							
							
								
								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 
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								950cb03e07 
								
							
								 
							
						 
						
							
							
								
								Drop `pandas` to `numpy` converter  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								907b7dd5c6 
								
							
								 
							
						 
						
							
							
								
								Disable re-connect for now in ib script  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								6cdd017cd6 
								
							
								 
							
						 
						
							
							
								
								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. 
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								6dc6d00a9b 
								
							
								 
							
						 
						
							
							
								
								Try downsampling mkts data  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								ba250c7197 
								
							
								 
							
						 
						
							
							
								
								Comment each special key combo  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								565573b609 
								
							
								 
							
						 
						
							
							
								
								Load any symbol-matching shm array if no `marketstored` found  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								39b4d2684a 
								
							
								 
							
						 
						
							
							
								
								Get ib key hack script to work with reconnect  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								25dfe4115d 
								
							
								 
							
						 
						
							
							
								
								Move ib data reset script into a new `scripts/` dir  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								6c6f2abd06 
								
							
								 
							
						 
						
							
							
								
								Use new `tractor.query_actor()` for service checking  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								9138f376f7 
								
							
								 
							
						 
						
							
							
								
								Return all timeframe arrays if `timeframe` not passed as input  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								f582af4c9f 
								
							
								 
							
						 
						
							
							
								
								Make `pikerd` work again without `--tsdb` flag  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								dd2edaeb3c 
								
							
								 
							
						 
						
							
							
								
								Add a service checker predicate  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								3d6d77364b 
								
							
								 
							
						 
						
							
							
								
								Allow kill-child-proc-with-root-perms to fail silently in `tractor` reaping  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								8003878248 
								
							
								 
							
						 
						
							
							
								
								Proxy `marketstore` container log level to our own  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								706c8085f2 
								
							
								 
							
						 
						
							
							
								
								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. 
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								cbe74d126e 
								
							
								 
							
						 
						
							
							
								
								Doc str formatting  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								3dba456cf8 
								
							
								 
							
						 
						
							
							
								
								Add latency measures around diffs/writes to mkts  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								4555a1f279 
								
							
								 
							
						 
						
							
							
								
								Prototype out writing `1Sec` OHLCV data  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								a2fe814857 
								
							
								 
							
						 
						
							
							
								
								Better doc string  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								8c558d05d6 
								
							
								 
							
						 
						
							
							
								
								Persist backing `/data/` filesystem across container runs  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								e1bbcff8e0 
								
							
								 
							
						 
						
							
							
								
								Get basic OHLCV writes working with `anyio` client  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								ba82a18890 
								
							
								 
							
						 
						
							
							
								
								Pass in daemon name to `start_ahab()`  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								d9773217e9 
								
							
								 
							
						 
						
							
							
								
								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). 
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								2c51ad2a0d 
								
							
								 
							
						 
						
							
							
								
								Revive `ms-shell` sub-cmd  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								56fa759452 
								
							
								 
							
						 
						
							
							
								
								Add WIP backfiller from data feed helper  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								4bcc301c01 
								
							
								 
							
						 
						
							
							
								
								Better handle nested erros from docker client  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								445b82283d 
								
							
								 
							
						 
						
							
							
								
								Add back in legacy write loop for reference  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								8047714101 
								
							
								 
							
						 
						
							
							
								
								Add back in OHLCV dtype template and client side ws streamer  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								970393bb85 
								
							
								 
							
						 
						
							
							
								
								Drop ununsed `Services` ref  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								ed5bae0e11 
								
							
								 
							
						 
						
							
							
								
								Py3.9+ type updates  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								facc86f76e 
								
							
								 
							
						 
						
							
							
								
								Add `--tsdb` flag to start `marketstore` with `pikerd`  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								7395b56321 
								
							
								 
							
						 
						
							
							
								
								De-escalate sudo perms in `pikerd` once docker spawns  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								aecc5973fa 
								
							
								 
							
						 
						
							
							
								
								Handle the non-root perms case specifically too  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								faa5a785cb 
								
							
								 
							
						 
						
							
							
								
								Add explicit no-docker error and supervisor start task-func  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								7d2e9bff46 
								
							
								 
							
						 
						
							
							
								
								Type annot updates  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								ec413541d3 
								
							
								 
							
						 
						
							
							
								
								Drop old client instantiate line  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								9203ebe044 
								
							
								 
							
						 
						
							
							
								
								Drop  import, it's got madness with  and SIGINT?  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								fbd3d1e308 
								
							
								 
							
						 
						
							
							
								
								Add a super simple `marketstore` container supervisor  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								1cdb94374c 
								
							
								 
							
						 
						
							
							
								
								Extract non-sudo user for config dir path  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								aca3ca8aa6 
								
							
								 
							
						 
						
							
							
								
								Basic module-script for spawning `marketstore`, needs correct bind mount usage  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								943b02573d 
								
							
								 
							
						 
						
							
							
								
								Still WIP, switch to using new marketstore client, missing streaming from marketstore  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								897a5cf2f6 
								
							
								 
							
						 
						
							
							
								
								Simplify and optimize tick format, similar to techtonicdb's  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								3c09bfba57 
								
							
								 
							
						 
						
							
							
								
								Add multi ingestor support and update to new feed API  
							
							
							
						 
						
							2022-05-09 11:15:13 -04:00  
				
					
						
							
							
								 
						
							
							
								c849bb9c4c 
								
									
								
							
								 
							
						 
						
							
							
								
								Merge pull request  #309  from pikers/no_orderid_in_error  
							
							... 
							
							
							
							Allow `None` for `BrokerdError.reqid` 
							
						 
						
							2022-05-09 11:08:33 -04:00  
				
					
						
							
							
								 
						
							
							
								34e6db6d98 
								
							
								 
							
						 
						
							
							
								
								Allow `None` for `BrokerdError.reqid`  
							
							... 
							
							
							
							Found this caused breakage on `kraken` orders which triggered the
"insufficient funds" error response. Makes sense since they won't
generate an order id if the order can't ever be submitted. 
							
						 
						
							2022-05-09 10:56:47 -04:00  
				
					
						
							
							
								 
						
							
							
								84399e8131 
								
									
								
							
								 
							
						 
						
							
							
								
								Merge pull request  #289  from pikers/big_data_lines  
							
							... 
							
							
							
							"Big data" lines 
							
						 
						
							2022-04-30 11:37:50 -04:00  
				
					
						
							
							
								 
						
							
							
								5921d18d66 
								
							
								 
							
						 
						
							
							
								
								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. 
							
						 
						
							2022-04-30 11:36:23 -04:00  
				
					
						
							
							
								 
						
							
							
								cdc882657a 
								
							
								 
							
						 
						
							
							
								
								Drop old `pyqtgraph` downsample code  
							
							
							
						 
						
							2022-04-30 11:36:23 -04:00