Commit Graph

1154 Commits (30ac32da55669d0cc4054a95a9410ac6a23a6984)

Author SHA1 Message Date
Tyler Goodlet e58a980786 Move all anchor funcs to new mod 2021-09-06 09:28:10 -04:00
Tyler Goodlet 94d3f67707 Move marker level-line-positioning anchor to new module 2021-09-06 09:28:10 -04:00
Tyler Goodlet 3aab6d67e9 Use label anchor 2021-09-06 09:28:10 -04:00
Tyler Goodlet 791fd23524 Remove `LevelLine.add_label()`, add dynamic pp marker label 2021-09-06 09:28:10 -04:00
Tyler Goodlet 62517c1662 Add user defined anchor support to label; reorg mod 2021-09-06 09:28:10 -04:00
Tyler Goodlet 0dc18598fb Add a client side order dialog type for tracking flows in the UI 2021-09-05 13:59:40 -04:00
Tyler Goodlet bd754b740d Only re-calc avg pp price on pp size increases 2021-09-05 13:59:40 -04:00
Tyler Goodlet 62dd327ef3 Drop `_graphics` subpkg; flat is better then nested 2021-09-05 13:59:40 -04:00
Tyler Goodlet 449c4210e4 Add per session paper position tracking
Generate and maintain position messages in the paper engine for each
`pikerd` session. We no longer tear down the engine on each client
disconnect. Ensure -ve size on sells to make the math work.
2021-09-05 13:59:40 -04:00
Tyler Goodlet 908678da84 Add more futes, add in order status comments 2021-09-05 13:59:40 -04:00
Tyler Goodlet 1c59a01a78 Make subplot proportion slightly larger 2021-09-05 13:59:40 -04:00
Tyler Goodlet fd5c72f97d WIP position market offscreen nav 2021-09-05 13:59:40 -04:00
goodboy ad174c5c21
Merge pull request #204 from pikers/ib_adhoc_derivs
Ib adhoc derivs search
2021-09-02 12:57:12 -04:00
Tyler Goodlet d3838c2a8b Use built-in type generics 2021-09-02 12:55:10 -04:00
Tyler Goodlet eb5762d912 Add adhoc-symbols search for ib
This gives us fast search over a known set of symbols you can't search
for with the api such as futures and commodities contracts.

Toss in a new client method to lookup contract details
`Client.con_deats()` and avoid calling it for now from `.search_stock()`
for speed; it seems originally we were doing the 2nd lookup due to weird
suffixes in the `.primaryExchange` which we can just discard.
2021-09-02 10:55:37 -04:00
Tyler Goodlet 2227721dac Only set event if entry still exists 2021-09-02 10:52:21 -04:00
Tyler Goodlet 3dad779c90 Add commented catch to skip backpressure errors wen debugging 2021-09-01 10:26:49 -04:00
Tyler Goodlet d940957455 Support account passthrough in `.submit_limit()` 2021-09-01 10:26:49 -04:00
Tyler Goodlet ffbfd187ad Raise cache miss on a disconnected ib client 2021-09-01 10:26:49 -04:00
Tyler Goodlet c6aa867c9b Add more futes, add in order status comments 2021-09-01 10:26:49 -04:00
Tyler Goodlet 4527d4a677 Allocate an event per context 2021-09-01 10:17:03 -04:00
Tyler Goodlet 26cb7aa660 Drop tractor stream shielding use 2021-09-01 09:03:55 -04:00
Tyler Goodlet 2df16e11ed Re-implement client caching using `maybe_open_ctx` 2021-09-01 09:01:25 -04:00
Tyler Goodlet c3682348fe Use the actor's service nursery instead
In order to ensure the lifetime of the feed can in fact be kept open
until the last consumer task has completed we need to maintain
a lifetime which is hierarchically greater then all consumer tasks.

This solution is somewhat hacky but seems to work well: we just use the
`tractor` actor's "service nursery" (the one normally used to invoke rpc
tasks) to launch the task which will start and keep open the target
cached async context manager. To make this more "proper" we may want to
offer a "root nursery" in all piker actors that is exposed through some
singleton api or even introduce a public api for it into `tractor`
directly.
2021-08-31 12:46:47 -04:00
Tyler Goodlet 1184a4d88e Cache sample step streams per actor 2021-08-31 09:28:22 -04:00
Tyler Goodlet bbcce0cab6 Facepalm^2: pass through kwargs 2021-08-30 18:04:19 -04:00
Tyler Goodlet cae7f486e4 Revert "Lol, don't use `maybe_open_feed()` for now, it's totally borked..."
Think this was fixed by passing through `**kwargs` in
`maybe_open_feed()`, the shielding for fsp respawns wasn't being
properly passed through..

This reverts commit 2f1455d423.
2021-08-30 17:55:10 -04:00
Tyler Goodlet ff322ae7be Re-impl ctx-mng caching using `trio.Nursery.start()`
Maybe i've finally learned my lesson that exit stacks and per task ctx
manager caching is just not trionic.. Use the approach we've taken for
the daemon service manager as well: create a process global nursery for
each unique ctx manager we wish to cache and simply tear it down when
the number of consumers goes to zero.

This seems to resolve all prior issues and gets us error-free cached
feeds!
2021-08-30 17:54:43 -04:00
Tyler Goodlet 2f1455d423 Lol, don't use `maybe_open_feed()` for now, it's totally borked... 2021-08-26 17:04:59 -04:00
Tyler Goodlet 2a9d24ccac Remove dead OHLC index consumers from subs list on error 2021-08-26 17:04:59 -04:00
Tyler Goodlet fe0d66e847 Drop removed module import 2021-08-26 17:04:59 -04:00
Tyler Goodlet 1e42f58478 Add pause/resume feed api, delegate to msg stream for broadcast api 2021-08-26 17:04:59 -04:00
Tyler Goodlet 2f5abaa47a Add njs token bucket gist url 2021-08-26 17:04:59 -04:00
Tyler Goodlet c8e320849a Add super basic support for data feed "pausing" 2021-08-26 17:04:59 -04:00
Tyler Goodlet 0c9516051b TO SQUASH cached ctx. 2021-08-26 17:04:59 -04:00
Tyler Goodlet 71b50fdae8 Use broadcast chan for order client and avoid chan repacking 2021-08-26 17:04:59 -04:00
Tyler Goodlet 954dc6a8b0 Fix missing cache hit bool element of return 2021-08-26 17:04:59 -04:00
Tyler Goodlet 310d8f485e Add disclaimer to old data mod 2021-08-26 17:04:59 -04:00
Tyler Goodlet 2202abc9fb Add (lack of proper) ring buffer note 2021-08-26 17:04:59 -04:00
Tyler Goodlet 7d0f47364c Use `maybe_open_feed()` in ems and fsp daemons 2021-08-26 17:04:59 -04:00
Tyler Goodlet a7d3afc9b1 Add a `maybe_open_feed()` which uses new broadcast chans
Try out he new broadcast channels from `tractor` for data feeds
we already have cached. Any time there's a cache hit we load the
cached feed and just slap a broadcast receiver on it for the local
consumer task.
2021-08-26 17:04:59 -04:00
Tyler Goodlet 224dbbc4e3 Drop feed refs 2021-08-26 17:04:59 -04:00
Tyler Goodlet 7d5add1c3a Add an njs cache gist link 2021-08-26 17:04:59 -04:00
Tyler Goodlet 66f1d91541 Let's abstractify: -> 2021-08-26 17:04:59 -04:00
Tyler Goodlet 68ce5b3550 Add lifo cache to new module; drop "utils", bleh 2021-08-26 17:04:59 -04:00
Tyler Goodlet 0ce8057823 Move feed cacheing to cache mod; put entry retreival into ctx mng 2021-08-26 17:04:59 -04:00
Tyler Goodlet a0660e553f Start top level cacheing apis module 2021-08-26 17:04:59 -04:00
Tyler Goodlet 146c684f21 Cache `brokerd` feeds for reuse in clearing loop 2021-08-26 17:04:59 -04:00
Tyler Goodlet 89b2089562 Fixup missing ib section handling; drop `.api` subsection 2021-08-24 10:27:25 -04:00
Tyler Goodlet d5394ac677 Fix TWS triggered trades msg packing 2021-08-24 10:26:41 -04:00
Tyler Goodlet a10d20c041 Add ib config section support 2021-07-27 07:09:01 -04:00
Conrad Steenberg afafe56ec0 Remove List typing 2021-07-21 18:30:50 -07:00
Conrad Steenberg c830183073 More fixes, some reversions 2021-07-21 18:26:24 -07:00
Conrad Steenberg 3912b22b41 Fix a few QtGui -> QtWidget issues 2021-07-21 18:26:24 -07:00
Conrad Steenberg 9d8d8fd1a2 Fix PyQt5 error 2021-07-21 10:53:40 -07:00
Tyler Goodlet 83ad071cb4 Load provider search engines in tasks instead of exit stack 2021-07-11 11:13:35 -04:00
Tyler Goodlet 90588018a6 Label doc tweak 2021-07-11 11:13:35 -04:00
Tyler Goodlet 26c333ff22 Only close event send side (facepalm) 2021-07-08 10:55:47 -04:00
Tyler Goodlet 48053588da Don't cancel handler nursery, let errors bubble 2021-07-08 10:55:47 -04:00
Tyler Goodlet 830ef90721 Enable contents labels on q for "query" 2021-07-08 10:55:47 -04:00
Tyler Goodlet 8b966cd7e4 Port all to use new cursor and ohlc refs 2021-07-08 10:55:47 -04:00
Tyler Goodlet b6eeed1ae0 Move contents labels management to cursor mod
Add a new type/api to manage "contents labels" (labels that sit in
a view and display info about viewed data) since it's mostly used by
the linked charts cursor. Make `LinkedSplits.cursor` the new and only
instance var for the cursor such that charts can look it up from that
common class. Drop the `ChartPlotWidget._ohlc` array, just add
a `'ohlc'` entry to `._arrays`.
2021-07-08 10:55:47 -04:00
Tyler Goodlet d3d5d4ad06 Drop global order lines map
Orders in order mode should be chart oriented since there's a mode per
chart. If you want all orders just ask the ems or query all the charts
in a loop.

This fixes cancel-all-orders such that when 'cc' is tapped only the
orders on the *current* chart are cancelled, lel.
2021-07-08 10:55:47 -04:00
Tyler Goodlet 91209b7d6e Use group status for symbol loading 2021-07-08 10:55:47 -04:00
Tyler Goodlet 37180a4e4e Fix old msg clearing var name 2021-07-08 10:55:47 -04:00
Tyler Goodlet eeeeb29f71 Add order cancellation and submission statuses
Generalize the methods for cancelling groups of orders (all or those
under cursor) and add new group status support such that statuses for
each cancel or order submission is displayed in the status bar. In the
"cancel-all-orders" case, use the new group status stuff.
2021-07-08 10:55:47 -04:00
Tyler Goodlet 572f984d06 Add an all order lines getter method 2021-07-08 10:55:47 -04:00
Tyler Goodlet 0133f0b589 Add "group statuses" support to status bar
Allows for submitting a top level "group status" associated with
a "group key" which eventually resolves once all sub-statuses associated
with that group key (and thus top level status) complete and are also
removed. Also add support for a "final message" for each status such
that once the status clear callback is called a final msg is placed on
the status bar that is then removed when the next status is set.

It's all a questionable bunch of closures/callbacks but it worx.
2021-07-08 10:55:47 -04:00
Tyler Goodlet 53074b552a Add fast tap key sequence support and order-mode-type statuses 2021-07-08 10:55:47 -04:00
Tyler Goodlet 3650db3321 Make alerts solid line only 2021-07-08 10:55:47 -04:00
Tyler Goodlet 0ded790330 Didn't end up needing a task stack 2021-07-08 10:55:47 -04:00
Tyler Goodlet ca23825aff Start input handling **after** order mode is up 2021-07-08 10:55:47 -04:00
Tyler Goodlet c971997f1a Don't access unset cursor 2021-07-08 10:55:47 -04:00
Tyler Goodlet aabbc12b82 Beautifully simplify kb handling code with set ops 2021-07-08 10:55:47 -04:00
Tyler Goodlet 983a517a8c Drop old commented behaviour; see parent class if needed 2021-07-08 10:55:47 -04:00
Tyler Goodlet 03c95ca908 Factor press and release handling into same qtloop 2021-07-08 10:55:47 -04:00
Tyler Goodlet 569b2efb51 Move region selection to editors mod 2021-07-08 10:55:47 -04:00
Tyler Goodlet 4a37cf768f Move line and arrow editors to new mod 2021-07-08 10:55:47 -04:00
Tyler Goodlet 93af8c936c Port cursor and axes to new widget names 2021-07-08 10:55:47 -04:00
Tyler Goodlet 75804a441c Convert view box to async input handling
Instead of callbacks for key presses/releases convert our `ChartView`'s
kb input handling to async code using our event relaying-over-mem-chan
system. This is a first step toward a more async driven modal control
UX. Changed a bunch of "chart" component naming as part of this as well,
namely: `ChartSpace` -> `GodWidget` and `LinkedSplitCharts` ->
`LinkedSplits`. Engage the view boxe's async handler code as part of new
symbol data loading in `display_symbol_data()`. More re-orging to come!
2021-07-08 10:55:47 -04:00
Tyler Goodlet 85621af8af Extend Qt event relaying
Add an `open_handler()` ctx manager for wholesale handling event sets
with a passed in async func. Better document and implement the event
filtering core including adding support for key "auto repeat" filtering;
it turns out the events delivered when `trio` does its guest-most tick
are not the same (Qt has somehow consumed them or something) so we have
to do certain things (like getting the `.type()`, `.isAutoRepeat()`,
etc.) before shipping over the mem chan. The alt might be to copy the
event objects first but haven't tried it yet. For now just offer
auto-repeat filtering through a flag.
2021-07-08 10:55:47 -04:00
Tyler Goodlet 91907bf5ef Drop old dialogues pop flag, the client does it on teardown 2021-07-08 10:17:31 -04:00
Tyler Goodlet f4a998655b Feed detach must explicitly unsub throttled streams
If a client attaches to a quotes data feed and requests a throttle rate,
be sure to unsub that side-band memchan + task when it detaches and
especially so on any transport connection error.

Also, use an explicit `tractor.Context.cancel()` on the client feed
block exit since we removed the implicit cancel option from the
`tractor` api.
2021-07-07 07:51:09 -04:00
Tyler Goodlet 9f897ba75c Support multiple client trade flows over one `brokerd~
There is no reason to have more then `brokerd` trades dialogue stream
open per `emsd`. Here we minimize to managing that lone stream and
multiplexing msgs from each client such that multiple clients can be
connected to the ems, conducting trading without requiring multiple
ems-client connections to the backend broker and without the broker
being aware there are even multiple flows going on.

This patch also sets up for being able to have ems clients which
register to receive and track trade flows from other piker clients thus
enabling so called "multi-player" trading where orders for both paper
and live trades can be shared between multiple participants in the form
of a pre-broker, local clearing service and trade signals dark book.
2021-07-07 07:51:09 -04:00
Tyler Goodlet 8b6fb83257 Pop subscriber streams on connection errors 2021-07-07 07:51:09 -04:00
Tyler Goodlet 003fa6254f Don't forget to pop the brokerd dialogue on teardown.. 2021-07-07 07:51:09 -04:00
Tyler Goodlet 8f05254c80 Better live order handling logic 2021-07-07 07:51:09 -04:00
Tyler Goodlet a7e106be96 Avoid multiple `brokerd` trades dialogue flows
This solves a bunch of issues to do with `brokerd` order status msgs
getting relayed for each order to **every** correspondingly connected
EMS client. Previously we weren't keeping track of which emsd orders
were associated with which clients so you had backend msgs getting
broadcast to all clients which not only resulted in duplicate (and
sometimes erroneous, due to state tracking) actions taking place in the
UI's order mode, but it's also just duplicate traffic (usually to the
same actor) over multiple logical streams. Instead, only keep up **one**
(cached) stream with the `trades_dialogue()` endpoint such that **all**
emsd orders route over that single connection to the particular
`brokerd` actor.
2021-07-07 07:51:09 -04:00
Tyler Goodlet 9c24bb6480 Make json resp log debug level 2021-07-07 07:07:01 -04:00
Tyler Goodlet 7b6e34aaf4 Better formalize `pikerd` service semantics
An async exit stack around the new `@tractor.context` is problematic
since a pushed context can't bubble errors unless the exit stack has
been closed. But in that case why do you need the exit stack if you're
going to push it and wait it right away; it seems more correct to use
a nursery and spawn a task in `pikerd` that waits on the both the
target context completion first (thus being able to bubble up any errors
from the remote, and top level service task) and the sub-actor portal.
(Sub)service Daemons are spawned with `.start_actor()` and thus will
block forever until cancelled so, add a way to cancel them explicitly
which we'll need eventually for restarts and dynamic feed management.

The big lesson here is that async exit stacks are not conducive to
spawning and monitoring service tasks, and especially so if
a `@tractor.context` is used since if the `.open_context()` call isn't
exited (only possible by the stack being closed), then there will be no
way for `trio` to cancel the task that pushed that context (since it
can't run a checkpoint while yielded inside the stack) without also
cancelling all other contexts pushed on that stack. Presuming one
`pikerd` task is used to do the original pushing (which it was) then
any error would have to kill all service daemon tasks which obviously
won't work.

I see this mostly as the painz of tinkering out an SC service manager
with `tractor` / `trio` for the first time, so try to go easy on the
process ;P
2021-07-06 16:41:41 -04:00
Tyler Goodlet cc9a720af7 Don't use a context stack for contexts 2021-07-06 16:41:10 -04:00
Tyler Goodlet df2f6487ff Apply `brokerd` quote rate throttling when requested in `open_feed()` 2021-06-14 21:55:51 -04:00
Tyler Goodlet ccf81520cb First attempt data feed side quote throttling
Adding binance's "hft" ws feeds has resulted in a lot of context
switching in our Qt charts, so much so it's chewin CPU and definitely
worth it to throttle to the detected display rate as per discussion in
issue #192.

This is a first very very naive attempt at throttling L1 tick feeds on
the `brokerd` end (producer side) using a constant and uniform delivery
rate by way of a `trio` task + mem chan.  The new func is
`data._sampling.uniform_rate_send()`. Basically if a client request
a feed and provides a throttle rate we just spawn a task and queue up
ticks until approximately the next display rate's worth period of time
has passed before forwarding. It's definitely nothing fancy but does
provide fodder and a start point for an up and coming queueing eng to
start digging into both #107 and #109 ;)
2021-06-14 21:43:19 -04:00
Tyler Goodlet 57a35a3c6c Port feed bus endpoint to a `@tractor.context` 2021-06-14 10:55:01 -04:00
Tyler Goodlet 3455ebc60c Cast back to tuples after msgspec strips them... 2021-06-14 00:03:05 -04:00
Tyler Goodlet 588b5c317c Drop unseralizable "sec tag" for now 2021-06-14 00:02:23 -04:00
Tyler Goodlet f320f95288 Drop old hi-dpi font inches sizes 2021-06-13 23:59:02 -04:00
Tyler Goodlet d269edc0b3 Re-org main window singleton into a new module
Avoids some cyclical and confusing import time stuff that we needed to get
DPI aware fonts configured from the active display. Move the main window
singleton into its own module and add a `main_window()` getter for it.
Make `current_screen()` a ``MainWindow` method to avoid so many module
variables.
2021-06-13 23:47:52 -04:00
Tyler Goodlet 84f61c9a92 Avoid clearing cached results; detect repeats later 2021-06-10 13:23:28 -04:00
Tyler Goodlet 0dcadec11a Add multi-status updates throughout chart init 2021-06-10 13:23:28 -04:00