Commit Graph

1967 Commits (1ba9569ca8a6b9b8c87e6a5e5ae02292b23760fb)

Author SHA1 Message Date
Tyler Goodlet 95f466b93d Fix to msg attr access 2021-06-10 12:02:26 -04:00
goodboy 689bc0cde0
Merge pull request #190 from pikers/ems_to_bidir_streaming
Ems to bidir streaming
2021-06-10 08:45:44 -04:00
Tyler Goodlet a9cc3210d8 Grr pydantic being a weirdo 2021-06-10 08:37:21 -04:00
Tyler Goodlet a9cbacd8aa Move details assignements to static declaration 2021-06-10 08:24:51 -04:00
Tyler Goodlet b06cb5bb5a Comments clean and improvments 2021-06-10 08:24:10 -04:00
goodboy ee65382d97
Merge pull request #191 from iamzoltan/unknown_kraken_symbol
fix unknown kraken symbol raised error
2021-06-09 19:22:52 -04:00
Tyler Goodlet a1f605bd52 Clear out old commented code 2021-06-09 13:21:56 -04:00
Tyler Goodlet 8e8a005128 Fix attr accesses on msg type 2021-06-09 12:22:02 -04:00
Konstantine Tsafatinos 90e5a10a66 modify error string to format: <name>.<provider> 2021-06-09 12:02:05 -04:00
Tyler Goodlet 4cae470f3a Pass "arbiter" socket correctly 2021-06-08 15:57:01 -04:00
Tyler Goodlet 47e7baa0c9 Ensure paperboi is shield killed on teardown 2021-06-08 15:56:34 -04:00
Tyler Goodlet db92683ede Port ib orders to new msgs and bidir streaming api 2021-06-08 14:33:41 -04:00
Tyler Goodlet 6e58f31fd8 Port EMS to typed messaging + bidir streaming
This moves the entire clearing system to use typed messages using
`pydantic.BaseModel` such that the streamed request-response order
submission protocols can be explicitly viewed in terms of message
schema, flow, and sequencing. Using the explicit message formats we can
now dig into simplifying and normalizing across broker provider apis to
get the best uniformity and simplicity.

The order submission sequence is now fully async: an order request is
expected to be explicitly acked with a new message and if cancellation
is requested by the client before the ack arrives, the cancel message is
stashed and then later sent immediately on receipt of the order
submission's ack from the backend broker. Backend brokers are now
controlled using a 2-way request-response streaming dialogue which is
fully api agnostic of the clearing system's core processing; This
leverages the new bi-directional streaming apis from `tractor`.  The
clearing core (emsd) was also simplified by moving the paper engine to
it's own sub-actor and making it api-symmetric with expected `brokerd`
endpoints.

A couple of the ems status messages were changed/added:
'dark_executed' -> 'dark_triggered'
added 'alert_triggered'

More cleaning of old code to come!
2021-06-08 14:33:30 -04:00
Tyler Goodlet 0dabc6ad26 Port paper engine to new msgs and run in sub-actor
This makes the paper engine look IPC-wise exactly like any
broker-provider backend module and uses the new ``trades_dialogue()``
2-way streaming endpoint for commanding order requests.

This serves as a first step toward truly distributed forward testing
since the paper engine can now be run out-of tree from `pikerd` if
needed thus demonstrating how real-time clearing signals can be shared
between fully distinct services.
2021-06-08 14:32:03 -04:00
Tyler Goodlet 23094d8624 Spec out brokerd 2-way trade dialogue messages 2021-06-08 14:31:43 -04:00
Tyler Goodlet 02459cd964 Use new top level portal import 2021-06-08 14:31:14 -04:00
Tyler Goodlet 0bcad35c70 Set ack time on pydantic model 2021-06-08 14:31:04 -04:00
Tyler Goodlet f9238f3a8a Validate client message updates 2021-06-08 14:30:47 -04:00
Konstantine Tsafatinos 099bf260f5 fix unknown kraken symbol raised error 2021-06-01 18:01:45 -04:00
Tyler Goodlet f4c9e20f0d Avoid `numpy` type usage on the wire 2021-06-01 10:48:23 -04:00
Tyler Goodlet edf3af9777 Drop waits to half-seconds 2021-06-01 10:48:23 -04:00
Tyler Goodlet 9931accc52 Port clearing systems to new tractor context api
This avoids somewhat convoluted "hackery" making 2 one-way streams
between the order client and the EMS and instead uses the new
bi-directional streaming and context API from `tractor`. Add a router
type to the EMS that gets setup by the initial service tree and which
we'll eventually use to work toward multi-provider executions and
order-trigger monitoring. Move to py3.9 style where possible throughout.
2021-06-01 10:48:23 -04:00
Tyler Goodlet 7fb2c95ef1 Factor daemon spawning logic, use it to spawn emsd 2021-06-01 10:48:23 -04:00
goodboy 0da02aa260
Merge pull request #188 from pikers/web_utils
Web utils: no more reconnect bs
2021-05-28 14:34:08 -04:00
Tyler Goodlet 9792b9aa7d Drop search pause config; use default 2021-05-28 14:11:02 -04:00
Tyler Goodlet 51a8308105 Lower connection timeout duration 2021-05-28 14:11:02 -04:00
Tyler Goodlet b689adaeb0 Throttle L1 label updates at a lower rate 2021-05-28 14:11:02 -04:00
Tyler Goodlet ff856a6ee3 Woops, make unsub pairs a list 2021-05-28 14:11:02 -04:00
Tyler Goodlet 19711bf024 Reconnect slow binance conns instead of error 2021-05-28 14:11:02 -04:00
Tyler Goodlet 1a7b06c147 Limit l1 graphics updates to half the refresh rate 2021-05-28 14:11:02 -04:00
Tyler Goodlet d0e3f5a51c Port binance and kraken to "reliable" ws API 2021-05-28 14:11:02 -04:00
Tyler Goodlet 89dc3dde61 Move no bs websocket api into its own data module 2021-05-28 14:11:02 -04:00
goodboy 2d7608cee9
Merge pull request #168 from pikers/symbol_search
Symbol search
2021-05-28 14:10:15 -04:00
Tyler Goodlet ee71f445fb Clear entries on no results returned per task 2021-05-28 14:08:24 -04:00
Tyler Goodlet a31b83c5ca Don't ever send plain whitespace a search pattern 2021-05-28 13:44:30 -04:00
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