17f469d619
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 11:09:00 -04:00
94cba54beb
Drop `pandas` to `numpy` converter
2022-05-09 11:09:00 -04:00
1c6a46da5d
Disable re-connect for now in ib script
2022-05-09 11:09:00 -04:00
54afa30759
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 11:09:00 -04:00
62ef081694
Try downsampling mkts data
2022-05-09 11:09:00 -04:00
279516959f
Comment each special key combo
2022-05-09 11:09:00 -04:00
1c3457d829
Load any symbol-matching shm array if no `marketstored` found
2022-05-09 11:09:00 -04:00
97211a0a7e
Get ib key hack script to work with reconnect
2022-05-09 11:09:00 -04:00
1115d06e33
Move ib data reset script into a new `scripts/` dir
2022-05-09 11:09:00 -04:00
c874b6aca0
Use new `tractor.query_actor()` for service checking
2022-05-09 11:09:00 -04:00
531989a9e5
Return all timeframe arrays if `timeframe` not passed as input
2022-05-09 11:09:00 -04:00
7f5730d222
Make `pikerd` work again without `--tsdb` flag
2022-05-09 11:09:00 -04:00
38dc9cc99b
Add a service checker predicate
2022-05-09 11:09:00 -04:00
c63eb91f6f
Allow kill-child-proc-with-root-perms to fail silently in `tractor` reaping
2022-05-09 11:09:00 -04:00
981735669c
Proxy `marketstore` container log level to our own
2022-05-09 11:09:00 -04:00
f1b73244f2
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 11:09:00 -04:00
d1599c4f6c
Doc str formatting
2022-05-09 11:09:00 -04:00
5a69ab800f
Add latency measures around diffs/writes to mkts
2022-05-09 11:09:00 -04:00
1623d4ed83
Prototype out writing `1Sec` OHLCV data
2022-05-09 11:09:00 -04:00
96b7d55018
Better doc string
2022-05-09 11:09:00 -04:00
b6282bc485
Persist backing `/data/` filesystem across container runs
2022-05-09 11:09:00 -04:00
e81e83821e
Get basic OHLCV writes working with `anyio` client
2022-05-09 11:09:00 -04:00
4af42ee1b5
Pass in daemon name to `start_ahab()`
2022-05-09 11:09:00 -04:00
3eeb1caf32
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 11:09:00 -04:00
a5c1febd12
Revive `ms-shell` sub-cmd
2022-05-09 11:09:00 -04:00
ab2d721be4
Add WIP backfiller from data feed helper
2022-05-09 11:09:00 -04:00
4c38d0246e
Better handle nested erros from docker client
2022-05-09 11:09:00 -04:00
ecc3613654
Add back in legacy write loop for reference
2022-05-09 11:08:59 -04:00
216ad65933
Add back in OHLCV dtype template and client side ws streamer
2022-05-09 11:08:59 -04:00
ec501da681
Drop ununsed `Services` ref
2022-05-09 11:08:59 -04:00
218449a9ef
Py3.9+ type updates
2022-05-09 11:08:59 -04:00
973f0e6180
Add `--tsdb` flag to start `marketstore` with `pikerd`
2022-05-09 11:08:59 -04:00
5a592d5f42
De-escalate sudo perms in `pikerd` once docker spawns
2022-05-09 11:08:59 -04:00
d6ffe1ba7a
Handle the non-root perms case specifically too
2022-05-09 11:08:59 -04:00
8f22ccd5ef
Add explicit no-docker error and supervisor start task-func
2022-05-09 11:08:59 -04:00
685ec489ef
Type annot updates
2022-05-09 11:08:59 -04:00
48777d72e8
Drop old client instantiate line
2022-05-09 11:08:59 -04:00
ac524dc78b
Drop import, it's got madness with and SIGINT?
2022-05-09 11:08:59 -04:00
1693cc42c1
Add a super simple `marketstore` container supervisor
2022-05-09 11:08:59 -04:00
91d63f5957
Extract non-sudo user for config dir path
2022-05-09 11:08:59 -04:00
c291c26a3e
Basic module-script for spawning `marketstore`, needs correct bind mount usage
2022-05-09 11:08:59 -04:00
d367d68fc2
Still WIP, switch to using new marketstore client, missing streaming from marketstore
2022-05-09 11:08:59 -04:00
b0401b91c1
Simplify and optimize tick format, similar to techtonicdb's
2022-05-09 11:08:59 -04:00
846e6a3c74
Add multi ingestor support and update to new feed API
2022-05-09 11:08:59 -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
62d08eaf85
Tweak log-scaler for more detail
2022-04-30 11:36:23 -04:00
Tyler Goodlet
Guillermo Rodriguez
goodboy