Commit Graph

3106 Commits (3cebfb07dc5e201ec9af608a12d7dd4c088b06bc)

Author SHA1 Message Date
Tyler Goodlet fb39da19f4 Add option and adhoc meta-info support to `con2fqsn()` 2022-07-21 11:38:53 -04:00
Tyler Goodlet a27431c34f Unify contract->fqsn translation with new cached-helper 2022-07-21 11:38:42 -04:00
Tyler Goodlet 070b9f3dc1 Log msg tweak 2022-07-19 09:58:43 -04:00
goodboy f2dba44169
Merge pull request #360 from pikers/fsp_shm_caching
Fsp shm caching
2022-07-19 09:55:27 -04:00
Tyler Goodlet 0ef5da0881 Unbreak regular searches and stock lookups..
Change `.find_contract()` -> `.find_contracts()` to allow multi-search
for so called "ambiguous" contracts (like for `Future`s) such that the
method now returns a `list` of tracts and populates the contract cache
with all specific tracts retrieved. Let it take in an (unvalidated)
contract that will be fqsn-style-tokenized such that it can be called
from `.search_symbols()` (though we're not quite yet XD).

More stuff,

- add `Client.parse_patt2fqsn()` which is an fqsn to token unpacker
  built from the original logic in the old `.find_contract()`.
- handle fiat/forex pairs with the `'CASH'` sectype.
- add a flag to allow unqualified contracts to fail with a warning msg.
- populate the client's contract cache with all expiries of
  an ambiguous derivative.
- allow `.con_deats()` to warn msg instead of raise on def-not-found.
- add commented `assert 0` which was triggering a debugger deadlock in
  `tractor` which we still haven't been able to create a unit test for.
2022-07-19 09:42:01 -04:00
Tyler Goodlet 0580b204a3 A `size` field in ticks is optional 2022-07-19 09:41:37 -04:00
Tyler Goodlet 6ce699ae1f Repair display loop to work when no vlm chart is loaded 2022-07-19 09:41:37 -04:00
Tyler Goodlet 3aa72abacf Primary exchange can never be "smart" 2022-07-19 09:41:37 -04:00
Tyler Goodlet 04004525c1 Specifically denote no-vlm contracts in symbol info 2022-07-19 09:41:37 -04:00
Tyler Goodlet a7f0adf1cf Make forex rt feeds work again 2022-07-19 09:41:37 -04:00
Tyler Goodlet cef511092d Support `Forex` in the pp packer 2022-07-19 09:41:37 -04:00
Tyler Goodlet 4e5df973a9 Support `Forex` tracts in `normalize()` 2022-07-19 09:41:37 -04:00
Tyler Goodlet 6a1a62d8c0 Add (hacky) forex pair support to `Client.find_contract()` 2022-07-19 09:41:37 -04:00
Tyler Goodlet e0491cf2e7 Cache fsp ``ShmArrays`` where possible
Minimize calling `.data._shmarray.attach_shm_array()` as much as is
possible to avoid the crash from #332. This is the suggested hack from
issue #359.

Resolves https://github.com/pikers/piker/issues/359
2022-07-19 09:07:40 -04:00
Tyler Goodlet 90bc9b9730 Only 4k seconds of 1s ohlc when no tsdb 2022-07-19 09:07:27 -04:00
goodboy f449672c68
Merge pull request #357 from pikers/paper_eng_msg_fixes
Oof, paper engine msg fixes after using `msgspec.Struct`..
2022-07-11 13:14:39 -04:00
Tyler Goodlet fd22f45178 Oof, paper engine msg fixes after using `msgspec.Struct`.. 2022-07-11 13:04:07 -04:00
goodboy 37f634a2ed
Merge pull request #353 from pikers/drop_pydantic
Drop `pydantic`
2022-07-09 14:15:50 -04:00
Tyler Goodlet dfee9dd97e Remove `pydantic` from deps 2022-07-09 13:10:09 -04:00
Tyler Goodlet 2a99f7a4d7 Drop remaining `BaseModel` api usage from rest of codebase 2022-07-09 12:38:17 -04:00
Tyler Goodlet b44e2d9ed9 Support `0` value `reqid`s 🤦 2022-07-09 12:10:23 -04:00
Tyler Goodlet 795d4d76f4 Add some todo-reminders for ``msgspec`` stuff 2022-07-09 12:09:50 -04:00
Tyler Goodlet c26acb1fa8 Add `Struct.copy()` which does a rountrip validate 2022-07-09 12:09:38 -04:00
Tyler Goodlet 11b6699a54 Change all clearing msgs over to `msgspec` 2022-07-09 12:09:38 -04:00
Tyler Goodlet f9bdd643cf Cast slots to `int` before range set 2022-07-09 12:09:38 -04:00
Tyler Goodlet 2baea21c7d Drop pydantic from allocator 2022-07-09 12:09:38 -04:00
Tyler Goodlet bea0111753 Add a custom `msgspec.Struct` with some humanizing 2022-07-09 12:09:38 -04:00
Tyler Goodlet c870665be0 Remove `BaseModel` use from all dataclass-like uses 2022-07-09 12:08:41 -04:00
Tyler Goodlet 4ff1090284 Use struct for shm tokens 2022-07-09 12:06:47 -04:00
Tyler Goodlet f22461a844 Use our struct for kraken `Pair` type 2022-07-09 12:06:47 -04:00
Tyler Goodlet 458c7211ee Drop `pydantic` from service mngr 2022-07-09 12:06:47 -04:00
Tyler Goodlet 5cc4b19a7c Use our struct in binance backend 2022-07-09 12:06:47 -04:00
goodboy f5236f658b
Merge pull request #356 from pikers/null_last_quote_fix
Finally solve the last-price-is-`nan` issue..
2022-07-08 17:47:45 -04:00
goodboy a360b66cc0
Merge pull request #355 from pikers/ahab_hardkill
Ahab hardkill
2022-07-08 17:47:17 -04:00
Tyler Goodlet 4bcb791161 Finally solve the last-price-is-`nan` issue..
Not sure why I put this off for so long but the check is in now such
that if the market isn't open or no rt quote comes in from the first
query, we just pull from the last shm history 'close' value.
Includes another fix to avoid raising when a double remove on the client
side stream from the registry sometimes happens.
2022-07-08 17:30:34 -04:00
Tyler Goodlet 4c7c78c815 Add a `ApplicationLogError` custom exc instead 2022-07-08 17:29:03 -04:00
Tyler Goodlet 019867b413 Fix missing container id, drop custom exception 2022-07-08 17:22:37 -04:00
Tyler Goodlet f356fb0a68 Hard kill container on both a timeout or connection error 2022-07-08 17:22:37 -04:00
goodboy 756249ff70
Merge pull request #348 from pikers/notokeninwswrapper
Drop token attr from `NoBsWs`
2022-07-05 20:57:30 -04:00
goodboy 419ebebe72
Merge pull request #346 from pikers/kraken_ledger_pps
Kraken ledger pps
2022-07-05 20:56:44 -04:00
goodboy a229996ebe
Merge pull request #350 from pikers/ib_rt_pp_update_hotfix
`ib` rt pps update hotfix..
2022-07-05 20:55:14 -04:00
Tyler Goodlet af01e89612 Create sub-pkg logger once during import 2022-07-05 16:59:47 -04:00
Tyler Goodlet 609034c634 Fix typo / line length 2022-07-05 16:46:31 -04:00
Tyler Goodlet 95dd0e6bd6 `ib` rt pps update hotfix..
Not sure this didn't get caught in usage, but basically real-time
updates got broken by a rework of `update_ledger_from_api_trades()`.
The issue is that the ledger was being updated **before** calling
`piker.pp.update_pps_conf()` which resulted in the `Position.size`
not being updated correctly since the [latest added] clears passed
in via the `trade_records` arg were already found in the `.clears` table
and thus were causing the loop to skip the `Position.lifo_update()`
call..

The solution here is to not update the ledger **until after** we call
`update_pps_conf()` - it's more read/writes but it's correct and we
figure out a less io heavy way to do the file writing later.

Further this includes a fix to avoid double emitting a pp update caused
by non-thorough logic that waits for a commission report to arrive
during a fill event; previously we were emitting the same message twice
due to the lack of a check for an existing comms report in the case
where the report arrives *after* the fill.
2022-07-05 16:25:11 -04:00
goodboy 479ad1bb15
Merge pull request #347 from pikers/pps_postmortem
Pps postmortem
2022-07-04 15:28:27 -04:00
Tyler Goodlet d506235a8b Drop token attr from `NoBsWs` 2022-07-03 17:07:35 -04:00
Tyler Goodlet 7846446a44 Add real-time incremental pp updates
Moves to using the new `piker.pp` apis to both store real-time trade
events in a ledger file as well emit position update msgs (which were
not in this backend at all prior) when new orders clear (aka fill).

In terms of outstanding issues,
- solves the pp update part of the bugs reported in #310
- starts a msg case block in prep for #293

Details of rework:
- move the `subscribe()` ws fixture to module level and `partial()` in
  the client token instead of passing it to the instance; in prep for
  removal of the `.token` attr from the `NoBsWs` wrapper.
- drop `make_auth_sub()` since it was too thin and we can just
  do it all succinctly in `subscribe()`
- filter trade update msgs to those not yet stored int the toml ledger
- much better kraken api msg unpacking using new `match:` synax B)

Resolves #311
2022-07-03 14:52:27 -04:00
Tyler Goodlet 214f864dcf Handle ws style symbol schema 2022-07-03 14:37:15 -04:00
Tyler Goodlet 4c0f2099aa Send fill msg first 2022-07-03 11:19:33 -04:00
Tyler Goodlet aea7bec2c3 Inline `process_trade_msgs()` into relay loop 2022-07-03 11:18:45 -04:00