This is something I've been meaning to try for a while and will likely
make writing tick data to a db more straight forward (filling in NaN
values is more matter of fact) plus it should minimize bandwidth usage.
Note, it'll require stream consumers to be considerate of non-full
quotes arriving and thus using the first "full" quote message to fill
out dynamically formatted systems or displays.
For easy testing of questrade historical data from cli.
Re-org the common cli components into a new package to avoid having all
commands defined in a top-level module.
There's some expected limitations with the number of sticks allowed in
a single query (they say 2k but I've been able to pull 20k). Also note
without a paid data sub there's a 15m delay on 1m sticks (we'll hack
around that shortly, don't worry).
Gets us better throughput when polling multiple endpoints (eg. option
and stock quotes simultaneously) since slower round trip request won't
block faster ones when using multiple connections.
This required some copy-paste of code from @matham's branch:
https://github.com/kivy/kivy/pull/5241
namely, the stuff in the `utils_async.py` module. I've added all that as
a standalone file for now.
Update the pipfile to use `kivy`'s master branch (since there seems to
be some lingering cython issues in the current release wheels).
- stop displaying search bar widget on <ctrl-c>
- if there's existing search bar content highlight it automatically
to allow user to start typing new content right away
- when activated allow search bar to insert its own set of keybinding
controls; restore prior bindings on exit
Look up the broker module and set up the loglevel locally.
Ask the arbiter for a portal to the data daemon since we can't
pass one to a subactor by reference.
Tyler Goodlet
goodboy
dependabot[bot]
Tyler Goodlet