Commit Graph

420 Commits (42d2f9e4617ae3201734f388ec2a95b3e4ba1408)

Author SHA1 Message Date
Tyler Goodlet f356fb0a68 Hard kill container on both a timeout or connection error 2022-07-08 17:22:37 -04:00
Tyler Goodlet d506235a8b Drop token attr from `NoBsWs` 2022-07-03 17:07:35 -04:00
Tyler Goodlet eb2bad5138 Make our `Symbol` a `msgspec.Struct` 2022-06-28 10:07:56 -04:00
Tyler Goodlet e45cb9d08a Always cancel container on teardown 2022-06-26 13:36:29 -04:00
Tyler Goodlet 27c523ca74 Speedup: only load a "views worth" of datums on first query 2022-06-23 15:21:09 -04:00
Tyler Goodlet b8b76a32a6 Harden container cancel-and-wait supervisor loop
This should hopefully make teardown more reliable and includes better
logic to fail over to a hard kill path after a 3 second timeout waiting
for the instance to complete using the `docker-py` wait API. Also
generalize the supervisor teardown loop by allowing the container config
endpoint to return 2 msgs to expect:
- a startup message that can be read from the container's internal
  process logging that indicates it is fully up and ready.
- a teardown msg that can be polled for that indicates the container has
  gracefully terminated after a cancellation request which is passed to
  our container wrappers `.cancel()` method.

Make the marketstore config endpoint return the 2 messages we previously
had hard coded and use this new api.
2022-06-23 10:23:14 -04:00
Tyler Goodlet dcee0ddd55 Move/expect all marketstore configs under a `<configdir>/piker/marketstore` subdir 2022-06-23 09:48:32 -04:00
Tyler Goodlet 1c1661b783 Factor all data feed endpoints into `.ib.feed.py` 2022-06-06 19:33:12 -04:00
Tyler Goodlet 44c242a794 Fill in label with pairs from `status` value of backend init msg 2022-06-05 22:14:32 -04:00
Tyler Goodlet 55772efb34 Bleh, try avoiding the too many files bug-thing.. 2022-06-05 22:13:36 -04:00
Tyler Goodlet 80835d4e04 More detailed rt feed drop logging 2022-06-05 22:13:36 -04:00
Tyler Goodlet 363ba8f9ae Only drop throttle feeds if channel disconnects? 2022-06-05 22:13:36 -04:00
Tyler Goodlet fc24f5efd1 Iterate 1s and 1m from tsdb series 2022-06-05 22:13:36 -04:00
Tyler Goodlet a7ff47158b Pass tsdb flag when db is up XD 2022-06-05 22:13:36 -04:00
Tyler Goodlet 1b38628b09 Handle teardown race, add comment about shm subdirs 2022-06-05 22:13:36 -04:00
Tyler Goodlet bbe1ff19ef Don't kill all containers on teardown XD 2022-06-05 22:13:36 -04:00
Tyler Goodlet f5de361f49 Import directly from `tractor.trionics` 2022-06-05 22:13:35 -04:00
Tyler Goodlet 1dca7766d2 Add notes about how to do mkts "trimming"
Which is basically just "deleting" rows from a column series.
You can only use the trim command from the `.cmd` cli and only with a so
called `LocalClient` currently; it's also sketchy af and caused
a machine to hang due to mem usage..

Ideally we can patch in this functionality for use by the rpc api
and have it not hang like this XD

Pertains to https://github.com/alpacahq/marketstore/issues/264
2022-06-05 22:13:08 -04:00
Tyler Goodlet b236dc72e4 Make vlm a float; discrete is so 80s 2022-06-05 22:13:08 -04:00
Tyler Goodlet 5d26609693 Add "no-tsdb-found" history load length defaults 2022-06-05 22:13:08 -04:00
Tyler Goodlet 4f36743f64 Only udpate prepended graphics when actually in view 2022-06-05 22:13:08 -04:00
Tyler Goodlet af6aad4e9c If a sample stream is already ded, just warn 2022-06-05 22:13:08 -04:00
Tyler Goodlet 88eccc1e15 Fill in label with pairs from `status` value of backend init msg 2022-06-05 22:08:00 -04:00
Tyler Goodlet 6e2e2fc03f Use `pendulum` for timestamp parsing 2022-05-15 13:45:44 -04:00
Tyler Goodlet b3f9c4f93d Only assert if input array actually has a size 2022-05-10 17:59:24 -04:00
Tyler Goodlet 09431aad85 Add support for no `._first.value` update shm prepends 2022-05-10 17:59:16 -04:00
Tyler Goodlet 8219307bf5 Double up shm buffer size 2022-05-10 17:59:08 -04:00
Tyler Goodlet b910eceb3b Add `ShmArray.ustruct()`: return an unstructured array copy
We return a copy (since since a view doesn't seem to work..) of the
(field filtered) shm array contents which is the same index-length as
the source data.

Further, fence off the resource tracker disable-hack into a helper
routine.
2022-05-10 17:58:57 -04:00
Tyler Goodlet 1657f51edc Manually fetch missing out-of-order history frames
It seems once in a while a frame can get missed or dropped (at least
with binance?) so in those cases, when the request erlangs is already at
max, we just manually request the missing frame and presume things will
work out XD

Further, discard out of order frames that are "from the future" that
somehow end up in the async queue once in a while? Not sure why this
happens but it seems thus far just discarding them is nbd.
2022-05-10 17:25:20 -04:00
Tyler Goodlet b1246446c2 Raise error on 'fatal' and 'error' log levels 2022-05-10 17:25:20 -04:00
Tyler Goodlet 769e803695 Write `mkts.yml` from template if one dne 2022-05-10 14:55:52 -04:00
Tyler Goodlet e196e9d1a0 Factor `marketstore` container specifics into `piker.data.marketstore` 2022-05-10 14:55:52 -04:00
Tyler Goodlet 9ddfae44d2 Parametrize and deliver (relevant) mkts config in `start_ahab()` 2022-05-10 14:55:52 -04:00
Tyler Goodlet 277ca29018 Always write missing history frames to tsdb (again) 2022-05-10 14:55:52 -04:00
Tyler Goodlet 26fddae3c0 Fix earliest frame-end not-yet-pushed check
Bleh/🤦, the ``end_dt`` in scope is not the "earliest" frame's
`end_dt` in the async response queue.. Parse the queue's latest epoch
and use **that** to compare to the last last pushed datetime index..

Add more detailed logging to help debug any (un)expected datetime index
gaps.
2022-05-10 14:55:52 -04:00
Tyler Goodlet 30ddf63ec0 Handle gaps greater then a frame within a frame 2022-05-09 11:15:14 -04:00
Tyler Goodlet 8e08fb7b23 Add comment about un-reffed vars meant for use in shell 2022-05-09 11:15:14 -04:00
Tyler Goodlet fb9b6990ae Drop unneeded/commented cancel-by-msg code; roots perms wasn't the problem 2022-05-09 11:15:14 -04:00
Tyler Goodlet 1676bceee1 Don't offset the start index by a step 2022-05-09 11:15:14 -04:00
Tyler Goodlet c9a621fc2a Fix less-then-frame off by one slice, add db write toggle and disable 2022-05-09 11:15:14 -04:00
Tyler Goodlet 61e9db3229 Handle ``iter_dts()`` already exhausted edge case 2022-05-09 11:15:14 -04:00
Tyler Goodlet e4a900168d Add timeframe key to seconds map 2022-05-09 11:15:14 -04:00
Tyler Goodlet 40753ae93c Always write newly pulled frames to tsdb 2022-05-09 11:15:14 -04:00
Tyler Goodlet 969530ba19 Fix slice logic for less-then-frame tsdb overlap
When the tsdb has a last datum that is in the past less then a "frame's
worth" of sample steps we need to slice out only the data from the
latest frame that doesn't overlap; this fixes that slice logic..
Previously i dunno wth it was doing..
2022-05-09 11:15:14 -04:00
Tyler Goodlet 9b5f052597 Handle no sampler subs case on history broadcasts
When the market isn't open the feed layer won't create a subscriber
entry in the sampler broadcast loop and so if a manual call to
``broadcast()`` is made (like when trying to update a chart from
a history prepend) we need to handle that case and just broadcast
a random `-1` for now..BD
2022-05-09 11:15:14 -04:00
Tyler Goodlet b44786e5b7 Support async-batched ohlc queries in all backends
Expect each backend to deliver a `config: dict[str, Any]` which provides
concurrency controls to `trimeter`'s batch task scheduler such that
backends can define their own concurrency limits.

The dirty deats in this patch include handling history "gaps" where
a query returns a history-frame-result which spans more then the typical
frame size (in seconds). In such cases we reset the target frame index
(datetime index sequence implemented with a `pendulum.Period`) using
a generator protocol `.send()` such that the sequence can be dynamically
re-indexed starting at the new (possibly) pre-gap datetime. The new gap
logic also allows us to detect out of order frames easier and thus wait
for the next-in-order to arrive before making more requests.
2022-05-09 11:15:14 -04:00
Tyler Goodlet 7e951f17ca Support large ohlcv writes via slicing, add struct array keymap 2022-05-09 11:15:14 -04:00
Tyler Goodlet fcb85873de Terminate early on data unavailable errors 2022-05-09 11:15:14 -04:00
Tyler Goodlet 7b1c0939bd Add first-draft `trimeter` based concurrent ohlc history fetching 2022-05-09 11:15:14 -04:00
Tyler Goodlet d77cfa3587 Add back fqsn passthrough and feed opening 2022-05-09 11:15:14 -04:00
Tyler Goodlet 6ba3c15c4e Add to signal broker won't deliver more data 2022-05-09 11:15:14 -04:00
Tyler Goodlet 0061fabb56 More tolerance for "stream-ended-early" conditions in quote throttler 2022-05-09 11:15:14 -04:00
Tyler Goodlet 2f04a8c939 Drop legacy back-filling logic
Use the new `open_history_client()` endpoint/API and expect backends to
provide a history "getter" routine that can be called to load historical
data into shm even when **not** using a tsdb. Add logic for filling in
data from the tsdb once the backend has provided data up to the last
recorded in the db. Add logic for avoiding overruns of the shm buffer
with more-then-necessary queries of tsdb data.
2022-05-09 11:15:14 -04:00
Tyler Goodlet 8bf40ae299 Drop legacy backfilling, load a day's worth of data by default 2022-05-09 11:15:14 -04:00
Tyler Goodlet 0f683205f4 Add 16 fetch limit if no tsdb data found 2022-05-09 11:15:14 -04:00
Tyler Goodlet d244af69c9 Don't require a symbol to subcmd 2022-05-09 11:15:13 -04:00
Tyler Goodlet b8b95f1081 Don't open a feed, write or read ohlc in for now 2022-05-09 11:15:13 -04:00
Tyler Goodlet 3056bc3143 Don't run legacy backfill when isn't up 2022-05-09 11:15:13 -04:00
Tyler Goodlet d3824c8c0b Start legacy backfill with partial too 2022-05-09 11:15:13 -04:00
Tyler Goodlet 727d3cc027 Unify backfilling logic into common task-routine 2022-05-09 11:15:13 -04:00
Tyler Goodlet 46c23e90db Add `Storage.load()` and `.write_ohlcv()` 2022-05-09 11:15:13 -04:00
Tyler Goodlet bcf3be1fe4 A bit hacky but, broadcast index streams on each history prepend 2022-05-09 11:15:13 -04:00
Tyler Goodlet 7d8cf3eaf8 Factor subscription broadcasting into a func 2022-05-09 11:15:13 -04:00
Tyler Goodlet a6c5902437 More reliable `marketstored` + container supervision
It turns out (i guess not so shockingly?) that `marketstore` doesn't
always teardown "gracefully" under SIGINT (seems to hang if there are
open client connections which are also in the midst of teardown?) so
this instead first tries the SIGINT and then fails over to a SIGKILL
(destroy loop) which seems to be much more reliable to ensure shutdown
without any downside - in terms of a "hard kill".

Originally i was thinking the issue was root perms related (which get
relegated solely to the `marketstored` daemon actor after spawn) but
actually it was indeed the signalling / application layer causing the
hold-up/latency on teardown. There's a bunch of lingering (now
commented) code which tried to solve this non-problem as well as a bunch
logging/prints to help decipher the root of the issue - this will all
get cleaned out shortly.
2022-05-09 11:15:13 -04:00
Tyler Goodlet 9fe5cd647a Handle non-fqsn for derivs and don't put brokername in 2022-05-09 11:15:13 -04:00
Tyler Goodlet 15630f465d Limit ohlc queries to 800k datums to avoid `purepc` size error 2022-05-09 11:15:13 -04:00
Tyler Goodlet ce3229df7d Get sync-to-marketstore-tsdb history retrieval workinnn 2022-05-09 11:15:13 -04:00
Tyler Goodlet 53ad5e6f65 Handle "fatal" level log msgs in docker super 2022-05-09 11:15:13 -04:00
Tyler Goodlet 41325ad418 Add basic tsdb history loading
If `marketstore` is detected try to only load most recent missing data
from the data provider (broker) and the rest from the tsdb and push it
all to shm for display in the UI. If the provider/broker doesn't have
the history client endpoint, just use the old one for now so we can
start to incrementally add support. Don't start the ohlc step
incrementer task until the backend signals that the feed is live.
2022-05-09 11:15:13 -04:00
Tyler Goodlet a971de2b67 Drop `ms-shell`, add `piker storesh` cmd 2022-05-09 11:15:13 -04:00
Tyler Goodlet 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
Tyler Goodlet 950cb03e07 Drop `pandas` to `numpy` converter 2022-05-09 11:15:13 -04:00
Tyler Goodlet 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
Tyler Goodlet 6dc6d00a9b Try downsampling mkts data 2022-05-09 11:15:13 -04:00
Tyler Goodlet 565573b609 Load any symbol-matching shm array if no `marketstored` found 2022-05-09 11:15:13 -04:00
Tyler Goodlet 9138f376f7 Return all timeframe arrays if `timeframe` not passed as input 2022-05-09 11:15:13 -04:00
Tyler Goodlet 3d6d77364b Allow kill-child-proc-with-root-perms to fail silently in `tractor` reaping 2022-05-09 11:15:13 -04:00
Tyler Goodlet 8003878248 Proxy `marketstore` container log level to our own 2022-05-09 11:15:13 -04:00
Tyler Goodlet 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
Tyler Goodlet cbe74d126e Doc str formatting 2022-05-09 11:15:13 -04:00
Tyler Goodlet 3dba456cf8 Add latency measures around diffs/writes to mkts 2022-05-09 11:15:13 -04:00
Tyler Goodlet 4555a1f279 Prototype out writing `1Sec` OHLCV data 2022-05-09 11:15:13 -04:00
Tyler Goodlet a2fe814857 Better doc string 2022-05-09 11:15:13 -04:00
Tyler Goodlet 8c558d05d6 Persist backing `/data/` filesystem across container runs 2022-05-09 11:15:13 -04:00
Tyler Goodlet e1bbcff8e0 Get basic OHLCV writes working with `anyio` client 2022-05-09 11:15:13 -04:00
Tyler Goodlet 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
Tyler Goodlet 2c51ad2a0d Revive `ms-shell` sub-cmd 2022-05-09 11:15:13 -04:00
Tyler Goodlet 56fa759452 Add WIP backfiller from data feed helper 2022-05-09 11:15:13 -04:00
Tyler Goodlet 4bcc301c01 Better handle nested erros from docker client 2022-05-09 11:15:13 -04:00
Tyler Goodlet 445b82283d Add back in legacy write loop for reference 2022-05-09 11:15:13 -04:00
Tyler Goodlet 8047714101 Add back in OHLCV dtype template and client side ws streamer 2022-05-09 11:15:13 -04:00
Tyler Goodlet 970393bb85 Drop ununsed `Services` ref 2022-05-09 11:15:13 -04:00
Tyler Goodlet ed5bae0e11 Py3.9+ type updates 2022-05-09 11:15:13 -04:00
Tyler Goodlet 7395b56321 De-escalate sudo perms in `pikerd` once docker spawns 2022-05-09 11:15:13 -04:00
Tyler Goodlet aecc5973fa Handle the non-root perms case specifically too 2022-05-09 11:15:13 -04:00
Tyler Goodlet faa5a785cb Add explicit no-docker error and supervisor start task-func 2022-05-09 11:15:13 -04:00
Tyler Goodlet 7d2e9bff46 Type annot updates 2022-05-09 11:15:13 -04:00
Tyler Goodlet ec413541d3 Drop old client instantiate line 2022-05-09 11:15:13 -04:00
Tyler Goodlet fbd3d1e308 Add a super simple `marketstore` container supervisor 2022-05-09 11:15:13 -04:00
Tyler Goodlet aca3ca8aa6 Basic module-script for spawning `marketstore`, needs correct bind mount usage 2022-05-09 11:15:13 -04:00
Guillermo Rodriguez 943b02573d Still WIP, switch to using new marketstore client, missing streaming from marketstore 2022-05-09 11:15:13 -04:00
Guillermo Rodriguez 897a5cf2f6 Simplify and optimize tick format, similar to techtonicdb's 2022-05-09 11:15:13 -04:00
Guillermo Rodriguez 3c09bfba57 Add multi ingestor support and update to new feed API 2022-05-09 11:15:13 -04:00
Tyler Goodlet d1f45b0883 Add `ShmArray.last()` docstr 2022-04-13 00:39:15 -04:00
Tyler Goodlet 00a7f20292 Up the shm size to 10d of 1s ohlc 2022-04-13 00:39:15 -04:00
Tyler Goodlet 0178fcd26f Increase shm size to days of 1s steps 2022-04-13 00:39:15 -04:00
Tyler Goodlet 24fa1b8ff7 Support an array field map to `ShmArray.push()`, start index 3days in 2022-04-13 00:39:15 -04:00
Tyler Goodlet 4b0ca40b17 Document "fqsn" on `Symbol` method 2022-04-11 08:48:17 -04:00
Tyler Goodlet ebe2680355 Change `uncons_fqsn()` -> `unpack_fqsn()` 2022-04-11 01:01:36 -04:00
Tyler Goodlet 32e316ebff Drop nl 2022-04-10 17:33:02 -04:00
Tyler Goodlet 8df614465c Fix missing f-str prefix 2022-04-10 17:30:02 -04:00
Tyler Goodlet 81cd696ec8 Drop sampler consumers that overrun 6x 2022-04-10 17:30:02 -04:00
Tyler Goodlet a6e32e7530 Add `Symbol.tokens()` for grabbing separate strs 2022-04-10 17:30:02 -04:00
Tyler Goodlet 7bd5b42f9e Ensure we lower case the fqsn received from all backends before delivery 2022-04-10 17:30:02 -04:00
Tyler Goodlet 76f398bd9f Support no venue or suffix symbols (normally crypto$) 2022-04-10 17:30:02 -04:00
Tyler Goodlet 7f36e85815 Append broker name to symbols before quotes broadcast in sampler task 2022-04-10 17:30:02 -04:00
Tyler Goodlet 8462ea8a28 Make the data feed layer "fqsn" aware
In order to support instruments with lifetimes (aka derivatives) we need
generally need special symbol annotations which detail such meta data
(such as `MNQ.GLOBEX.20220717` for daq futes). Further there is really
no reason for the public api for this feed layer to care about getting
a special "brokername" field since generally the data is coming directly
from UIs (eg. search selection) so we might as well accept a fqsn (fully
qualified symbol name) which includes the broker name; for now a suffix
like `'.ib'`. We may change this schema (soon) but this at least gets us
to a point where we expect the full name including broker/provider.

An additional detail: for certain "generic" symbol names (like for
futes) we will pull a so called "front contract" and map this to
a specific fqsn underneath, so there is a double (cached) entry for that
entry such that other consumers can use it the same way if desired.

Some other machinery changes:
- expect the `stream_quotes()` endpoint to deliver it's `.started()` msg
  almost immediately since we now need it deliver any fqsn asap (yes
  this means the ep should no longer wait on a "live" first quote and
  instead deliver what quote data it can right away.
- expect the quotes ohlc sampler task to add in the broker name before
  broadcast to remote (actor) consumers since the backend isn't (yet)
  expected to do that add in itself.
- obviously we start using all the new fqsn related `Symbol` apis
2022-04-10 17:30:02 -04:00
Tyler Goodlet e9d64ffee8 Use fqsn in `.manage_history()`
Allocate and `.started()` return the `ShmArray` from here as well in
prep for tsdb integration.
2022-04-10 17:30:02 -04:00
Tyler Goodlet b16167b8f3 Add prelim fqsn support into our `Symbol` type 2022-04-10 17:30:02 -04:00
Tyler Goodlet 434c340cb8 Move factor helper to a classmethod 2022-04-10 17:30:02 -04:00
Tyler Goodlet 94e2103bf5 Be mega-tolerant to feed consumer disconnects 2022-04-10 17:30:02 -04:00
Tyler Goodlet cc026dfb1d Open feeds using `Portal.open_context()` 2022-04-10 17:30:02 -04:00
Tyler Goodlet 97c2a2da3e Convert `iter_ohlc_periods()` to a `@tractor.context` 2022-04-10 17:30:02 -04:00
Konstantine Tsafatinos 0c905920e2 connect to krakens openOrders websocket 2022-03-06 15:17:26 -05:00
Tyler Goodlet f7d03489d8 Drop `marketstore` loading cruft (will come later) 2022-03-01 12:39:12 -05:00
Tyler Goodlet 09079b61fc Comment task canceller method prototype 2022-03-01 12:37:31 -05:00
Tyler Goodlet c239faf4e5 Add a `._sampling.sampler` registry composite type 2022-03-01 12:36:32 -05:00
Tyler Goodlet b1cce8f9cf Adjust and add notes for python-trio/trio#2258 2022-02-28 08:30:22 -05:00
Tyler Goodlet 7a943f0e1e Always transmit index event even when no shm is registered 2022-02-28 08:29:56 -05:00
Tyler Goodlet 786ffde4e6 Use 3.9+ annots 2022-02-28 08:27:59 -05:00
Tyler Goodlet 11d4ebd0b5 Just warn on double-remove of a sub 2022-02-28 08:27:37 -05:00
Tyler Goodlet bf3b58e861 Async load data history, allow "offline" feed use
Break up real-time quote feed and history loading into 2 separate tasks
and deliver a client side `data.Feed` as soon as history is loaded
(instead of waiting for a rt quote - the previous logic). If
a symbol doesn't have history then likely the feed shouldn't be loaded
(since presumably client code will need at least "some" datums history
to do anything) and waiting on a real-time quote is dumb, since it'll
hang if the market isn't open XD. If a symbol doesn't have history we
can always write a zero/null array when we run into that case. This also
greatly speeds up feed loading when both history and quotes are available.

TL;DR summary:
- add a `_Feedsbus.start_task()` one-cancel-scope-per-task method for
  assisting with (re-)starting and stopping long running persistent
  feeds (basically a "one cancels one" style nursery API).
- add a `manage_history()` task which does all history loading (and
  eventually real-time writing) which has an independent signal and
  start it in a separate task.
- drop the "sample rate per symbol" stuff since client code doesn't really
  care when it can just inspect shm indexing/time-steps itself.
- run throttle tasks in the bus nursery thus avoiding cancelling the
  underlying sampler task on feed client disconnects.
- don't store a repeated ref the bus nursery's cancel scope..
2022-02-28 08:26:13 -05:00
Tyler Goodlet 1d3ed6c333 Add `mk_` prefix since assignments will use `fqsn` 2022-02-28 08:23:57 -05:00
Tyler Goodlet c2a13c474c Support no realtime stream sending with feed bus 2022-02-28 08:22:40 -05:00
Tyler Goodlet e4244e96a9 Fix var name typo 2022-02-07 12:53:30 -05:00
Tyler Goodlet 2d3c685e19 Typecast np dtype description to a tuple 2022-02-07 12:53:30 -05:00
Tyler Goodlet efb743fd85 Flip to using `pydantic` for shm tokens 2022-02-07 12:53:30 -05:00
Tyler Goodlet 8118a57b9a Guard against no time field in some provider quotes 2022-02-07 12:53:30 -05:00
Tyler Goodlet 5952e7f538 Add dark vlm deduplication support via flag 2022-02-07 12:53:30 -05:00
Tyler Goodlet 95b31cbc0f Drop references to deprecated `tractor.msg.pub` 2022-01-29 12:44:45 -05:00
Tyler Goodlet 55cfe6082b Re-key ib's 'unreportable trades' (tick 48) as 2022-01-26 13:48:21 -05:00
Tyler Goodlet 9813cf4169 Add a symbol "front feed" helper 2022-01-25 08:24:55 -05:00
Tyler Goodlet b7f27f201f Add `try_read()` to shm mod 2022-01-25 08:24:55 -05:00
Tyler Goodlet 8e390278f5 Handle logging against IPC stream vs. throttled channel on overruns 2022-01-25 07:57:01 -05:00
Tyler Goodlet 50713030f8 annoying doc strings 2022-01-25 07:57:01 -05:00
Tyler Goodlet 54712827ee Fix context attr lookup.. 2022-01-25 07:57:01 -05:00
Tyler Goodlet c52d63c762 De-densify some funcs 2022-01-25 07:57:01 -05:00
Tyler Goodlet 49bdbf29be Add some typing around web bs 2022-01-25 07:57:01 -05:00
Tyler Goodlet 422977d27a Port to new `tractor.trionics.maybe_open_context()` api 2022-01-23 21:01:38 -05:00
Tyler Goodlet 835ad7794c Don't error on sub removal attempts, feeds need backpressure 2022-01-23 19:47:20 -05:00
Tyler Goodlet ca467f45b6 Guard against empty array read in step update task 2022-01-23 19:46:12 -05:00
Tyler Goodlet 8f023cd66f Factor out context cacher to `tractor.trionics` 2022-01-23 19:45:34 -05:00
Tyler Goodlet 21386f6c1f Rename feed bus entrypoint 2022-01-23 12:22:37 -05:00
Tyler Goodlet bcc8d8a0d5 Simplify throttle loop to a single while block
This should in theory result in increased burstiness since we remove
the plain `trio.sleep()` and instead always wait on the receive channel
as much as possible until the `trio.move_on_after()` (+ time diffing
calcs) times out and signals the next throttled send cycle. This also is
slightly easier to grok code-wise instead of the `try, except` and
another tight while loop until a `trio.WouldBlock`. The only simpler
way i can think to do it is with 2 tasks: 1 to collect ticks and the
other to read and send at the throttle rate.

Comment out the log msg for now to avoid latency and add much more
detailed comments. Add an overrun log msg to the main sample loop.
2021-12-09 08:23:59 -05:00
Tyler Goodlet f68671b614 Revert to old shm "last" meaning last row 2021-11-01 13:28:57 -04:00
Tyler Goodlet 2b9fb952a9 Fix shm index update race
There was a lingering issue where the fsp daemon would sync its shm
array with the source data and we'd set the start/end indices to the
same value. Under some races a reader would then read an empty `.array`
which it wasn't expecting. This fixes that as well as tidies up the
`ShmArray.push()` logic and adds a temporary check in `.array` for zero
length if the array hasn't been written yet.

We can now start removing read array length checks in consumer code
and hopefully no more races will show up.
2021-11-01 13:28:57 -04:00
Tyler Goodlet 31f4dbef7d More explicit error on shm push overruns 2021-11-01 13:28:57 -04:00
Tyler Goodlet 92d7ffd332 WIP fsp output throttling - not working yet 2021-11-01 13:28:57 -04:00
Tyler Goodlet fd8be33f10 Add portal getter, store throttle rate 2021-09-21 15:48:40 -04:00
Tyler Goodlet f9e5769b01 Lintn: add missing space 2021-09-10 11:35:00 -04:00
Tyler Goodlet e95589e5b0 Ignore ohlc step stream subs lookup errors 2021-09-06 09:28:11 -04:00
Tyler Goodlet fa88d91b8d Add breakpoint on bcast lag for testing 2021-09-06 09:28:11 -04:00
Tyler Goodlet 03c38a1163 It's a map of symbols to first quote dicts 2021-09-06 09:28:10 -04:00
Tyler Goodlet 0589c3c5b7 Validate symbol inputs using pydantic 2021-09-06 09:28:10 -04:00
Tyler Goodlet dfb9c55944 Compute symbol digits at creation time
Add a new factory func `mk_symbol()` to create the initial
instance at feed creation time.
2021-09-06 09:28:10 -04:00
Tyler Goodlet 7367ed5464 Drop all `ChartPlotWidget._lc` remap to `.linked 2021-09-06 09:28:10 -04:00
Tyler Goodlet 26cb7aa660 Drop tractor stream shielding use 2021-09-01 09:03:55 -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 2a9d24ccac Remove dead OHLC index consumers from subs list on error 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 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 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 8b6fb83257 Pop subscriber streams on connection errors 2021-07-07 07:51:09 -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 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 89dc3dde61 Move no bs websocket api into its own data module 2021-05-28 14:11:02 -04:00
Tyler Goodlet 50aff72f8e Don't require map (yet) in backend modules 2021-05-27 13:05:23 -04:00
Tyler Goodlet 59475cfd81 Store lowercase symbols within piker data internals 2021-05-27 13:05:23 -04:00
Tyler Goodlet 9bfc230dde Speedup: load provider searches async at startup 2021-05-27 13:05:23 -04:00
Tyler Goodlet 42fda2a9e6 Drop old code 2021-05-27 13:05:23 -04:00
Tyler Goodlet 1bd0ee8746 Support loading multi-brokerds search at startup 2021-05-27 13:05:23 -04:00
Tyler Goodlet 59377da0ad Load pause configs from backends on feed opens 2021-05-27 13:05:23 -04:00
Tyler Goodlet c9c686c98d Register context-stream with multi-search for each feed 2021-05-27 13:05:23 -04:00
Tyler Goodlet f19f4348e0 Decouple symbol search from feed type 2021-05-27 13:05:22 -04:00
Tyler Goodlet 5766dd518d Enforce lower case symbols across providers 2021-05-27 13:05:22 -04:00
Tyler Goodlet 534553a6f5 Add client side multi-provider feed symbol search 2021-05-27 13:05:22 -04:00
Tyler Goodlet dcc60524cb Add remote context allocation api to service daemon
This allows for more deterministically managing long running sub-daemon
services under `pikerd` using the new context api from `tractor`.
The contexts are allocated in an async exit stack and torn down at root
daemon termination. Spawn brokerds using this method by changing the
persistence entry point to be a `@tractor.context`.
2021-05-24 12:26:11 -04:00
Tyler Goodlet 0b36bacfb6 Avoid weird `pydantic` runtime warning 2021-05-24 12:22:17 -04:00
Tyler Goodlet 9c3f8ff050 Only do context unsubs in main feed bus path 2021-05-24 12:16:26 -04:00
Tyler Goodlet 2ef5a52521 Fix broken import in ib backend 2021-05-20 19:34:45 -04:00
Tyler Goodlet 0d9f091a34 Port data feed to new tractor stream api 2021-04-29 09:10:18 -04:00