88306a6c1e
Drop invalid status msg, linting cleanups
2022-04-09 16:56:05 -04:00
c034ea742f
Fix comment: filled not executed is a valid status key
2022-04-09 16:46:25 -04:00
cb970cef46
dark order gui patch, add filled status message
2022-04-08 19:25:24 -04:00
c2e654aae2
change logic order for handling no config case
2022-04-07 13:03:53 -04:00
2baa1b4605
fix hang when kraken is not in config
2022-03-28 18:28:19 -04:00
cb8e97a142
address latest comments, refactor the pack position function
2022-03-23 10:34:53 -04:00
1525c645ce
refactor get_positions into get_trades, and refactor pack_position with postion calc logic
2022-03-20 13:52:45 -04:00
fd0acd21fb
refactory based on github comments, change doc string style
2022-03-06 15:17:26 -05:00
617bf3e0da
fix typo and get rid of pprint of ws stream
2022-03-06 15:17:26 -05:00
a3345dbba2
cleaned up code and added loop to grab all trades for position calcs
2022-03-06 15:17:26 -05:00
ee0be13af1
repurpose ws code for ownTrades stream, get trade authentication going
2022-03-06 15:17:26 -05:00
b1bff1be85
remove ws support for orders, use rest api instead for easy oid association
2022-03-06 15:17:26 -05:00
46948e0a8b
add order cancel support over websockets
2022-03-06 15:17:26 -05:00
d826a66c8c
use a mapping from userref to oid for order ack
2022-03-06 15:17:26 -05:00
6c54c81f01
get stashed changes
2022-03-06 15:17:26 -05:00
0122669dd4
Factor out ws msg hearbeat and error handling
...
Move the core ws message handling into `stream_messages()` and call that
from 2 new stream processors: `process_data_feed_msgs()` and
`process_order_msgs()`. Add comments for hints on how to implement the
order msg parsing as well as `pprint` received msgs to console for now.
2022-03-06 15:17:26 -05:00
0c905920e2
connect to krakens openOrders websocket
2022-03-06 15:17:26 -05:00
03d2eddce3
order submission and cancellation working
2022-03-06 15:17:26 -05:00
96dd5c632f
basic order submission and cancelling with kraken
2022-03-06 15:17:26 -05:00
b21bbf5031
valdiate and ack order requests from ems
2022-03-06 15:17:26 -05:00
66da58525d
mock orders validated from kraken
2022-03-06 15:17:26 -05:00
b55debbe95
get basic order request loop receiving msgs
2022-03-06 15:17:26 -05:00
1fe1f88806
added the bones for the handle_order_requests func
2022-03-06 15:17:26 -05:00
3d2be3674e
save progress on kraken to test out unit_select_fixes
2022-03-06 15:17:26 -05:00
48c7b5262c
get positions working for kraken
2022-03-06 15:17:26 -05:00
ef598444c4
get positions from trades
2022-03-06 15:17:26 -05:00
0285a847d8
Store changes for rebase, positions prototype
2022-03-06 15:17:26 -05:00
88061d8799
Add balance to the ledger
2022-03-06 15:17:26 -05:00
e12af8aa4c
Add get_ledger function; parses raw ledger from kraken api
2022-03-06 15:17:26 -05:00
184edb2a90
wrap api method calls with uri and nonce value
2022-03-06 15:17:26 -05:00
b88dd380a3
get kraken authentication and retrieve balances
2022-03-06 15:17:26 -05:00
01f5f2d015
Don't require a rt quote, increase client connect timeout
2022-03-03 17:49:21 -05:00
af3d624281
Just give up on discretized pp bar for now
2022-03-03 17:15:55 -05:00
2c9612ebd8
Force exact pp bar size
2022-03-03 10:46:30 -05:00
16b9e39e11
Dis-allow an allocator limit less then the current pp size
2022-03-02 10:05:33 -05:00
6889a25926
Drop pp bar clipping, hopefully fix slot sizing
2022-03-02 10:05:33 -05:00
f7d03489d8
Drop `marketstore` loading cruft (will come later)
2022-03-01 12:39:12 -05:00
09079b61fc
Comment task canceller method prototype
2022-03-01 12:37:31 -05:00
adccb687fe
Fix `piker services` cmd
2022-03-01 12:36:32 -05:00
c239faf4e5
Add a `._sampling.sampler` registry composite type
2022-03-01 12:36:32 -05:00
6f3d78b729
Handle "no data" case in ranger calcs and avoid crashes
2022-02-28 08:30:44 -05:00
3e7d4f8717
Detect and request sample period in fsp engine
2022-02-28 08:30:32 -05:00
b1cce8f9cf
Adjust and add notes for python-trio/trio#2258
2022-02-28 08:30:22 -05:00
89a98c4aa2
Fix portal result `await`, comment some unused code
2022-02-28 08:30:15 -05:00
7a943f0e1e
Always transmit index event even when no shm is registered
2022-02-28 08:29:56 -05:00
786ffde4e6
Use 3.9+ annots
2022-02-28 08:27:59 -05:00
11d4ebd0b5
Just warn on double-remove of a sub
2022-02-28 08:27:37 -05:00
81f8b4e145
Don't zero clearing rates on sample steps
2022-02-28 08:26:48 -05:00
cc55e1f4bb
Drop task-driven sample step graphics updates
...
Since moving to a "god loop" for graphics, we don't really need to have
a dedicated task for updating graphics on new sample increments. The
only UX difference will be that curves won't be updated until an actual new
rt-quote-event triggers the graphics loop -> so we'll have the chart
"jump" to a new position and new curve segments generated only when new
data arrives. This is imo fine since it's just less "idle" updates
where the chart would sit printing the same (last) value every step.
Instead only update the view increment if a new index is detected by
reading shm.
If we ever want this dedicated task update again this commit can be
easily reverted B)
2022-02-28 08:26:26 -05:00
412c9ee6cf
Support view increment with a steps size
2022-02-28 08:26:20 -05:00
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
1d3ed6c333
Add `mk_` prefix since assignments will use `fqsn`
2022-02-28 08:23:57 -05:00
832e4c97d2
Drop shm: ShmArray` to `stream_quotes()` endpoint
2022-02-28 08:23:16 -05:00
23aa7eb31c
Stick time step in window header
2022-02-28 08:22:47 -05:00
c2a13c474c
Support no realtime stream sending with feed bus
2022-02-28 08:22:40 -05:00
7252094f90
Add `open_piker_runtime()` to setup actor runtime correctly from non-daemons
2022-02-28 08:16:30 -05:00
b1dd24d1f7
Only throttle warn on rate >= display rate
2022-02-28 08:15:39 -05:00
a073039b30
Drop dependence on `msgpack` and `msgpack_numpy`
2022-02-28 08:15:18 -05:00
5c343aa748
Misc curve doc strings
2022-02-28 08:14:11 -05:00
7b13124dd4
Keep clear loop price pedantically up to date
...
To avoid the "trigger finger" issue (darks execing before they should
due to a stale last price state, normally when generating a trigger
predicate..) always iterate the loop and update the last known book
price even when no execs/triggered orders are registered.
2022-02-11 10:30:30 -05:00
ca1c1cf415
Annoying doc strings
2022-02-11 10:30:30 -05:00
92c63988bc
Bleh, just fill the available window space
2022-02-11 10:07:43 -05:00
9ed153bcb6
Less gap below results view
2022-02-11 08:45:57 -05:00
412c34eba0
Drop width check logic; only do height
2022-02-11 08:32:28 -05:00
68e1db27f8
Drop old null window size
2022-02-10 14:35:28 -05:00
86b1316691
Handle no-rows-yet case
2022-02-10 14:35:11 -05:00
890ffc76cf
Dynamically re-size the search results view
2022-02-10 14:22:46 -05:00
51d94a301a
Support resize event relaying from the god widget
2022-02-10 14:21:17 -05:00
c54c9ae3d3
Add doc string to DE sizing method
2022-02-10 14:20:15 -05:00
5a4c155798
Add detailed comment around DE scaling
2022-02-10 13:04:13 -05:00
a5ad24f770
Additionally apply DPI scaling to font size if detected
2022-02-10 10:26:52 -05:00
a0034e2948
If the DE (like windohz) already scales DPI, just use that scale for font size
2022-02-10 10:26:52 -05:00
fc3c0741b8
Set isn't serializable on std msgpack
2022-02-10 10:26:52 -05:00
cc87508fd9
Only load 4 ib requests worth of bars on windows...
2022-02-10 10:26:52 -05:00
d069481f1d
Hack search view on windows to 1/2 window height; needs a better solution
2022-02-10 10:26:52 -05:00
c411a244f6
Size the window to aproximately 1/3 the screen space
2022-02-10 10:26:52 -05:00
15556e40f0
No support for notifications (yet) on windows
2022-02-10 10:26:52 -05:00
c0082e15bc
Fix default `brokers.toml` copying since module move
2022-02-10 10:26:52 -05:00
2ebdf008da
Configure window size based on screen dims on windows
2022-02-10 10:26:52 -05:00
71f9b5c000
Don't enable curve coord cache unless in step mode
...
You can get a weird "last line segment" artifact if *only* that segment
is drawn and the cache is enabled, so just disable unless in step mode
at startup and re-flash as normal when new path data is appended. Add
a `.disable_cache()` method for the multi-use in the update method. Use
line style on the `._last_line: QLineF` segment as well.
2022-02-10 08:12:15 -05:00
228f21d7b0
Zero trade rates each step
2022-02-09 22:16:33 -05:00
45464a5465
Drop graphics throttle to 22Hz, add a `.maxmin` to our view box
2022-02-09 22:15:57 -05:00
723eef3fd6
🤦 assign `Flow` *after* type check...
2022-02-09 16:00:10 -05:00
e0462f0a8c
Type and formatting fixes
2022-02-08 15:57:32 -05:00
1c49f7f47f
Tweak dash pattern to be less sparse
2022-02-08 15:57:02 -05:00
ef04781a2b
Expect new flow type through display and fsp UI code
2022-02-08 15:56:20 -05:00
e3a3fd2d39
Add a `Flow` compound type for coupling graphics with backing data-streams
2022-02-08 15:52:50 -05:00
860ed99757
Drop dvlm "rates" curves from flows chart
2022-02-08 12:05:56 -05:00
326b2c089a
Drop dvlm 'rates' (they're just means), add default params, period -> 6
2022-02-08 12:04:01 -05:00
8f467bf4f0
Factor batch curve plotting into helper func
2022-02-08 08:21:08 -05:00
4a7b2d835b
Yield 0 initial values from `flow_rates` fsp
2022-02-08 07:46:36 -05:00
30cf54480d
Add more appropriate default params
2022-02-07 13:59:26 -05:00
ee4ad32d3b
Fix `dvlm` to actually yield trade count, add instantaneous support
2022-02-07 12:53:30 -05:00
e7516447df
Better rate axis title?
2022-02-07 12:53:30 -05:00
a006b87546
Exit `.maxmin()` early on non-yet-registered array lookup
2022-02-07 12:53:30 -05:00
9490129a74
Add overlays to end of layout grid (aka append) by default
2022-02-07 12:53:30 -05:00
2f2aef28dd
Adjust x-axis label from summed left axes widths
2022-02-07 12:53:30 -05:00
0271841412
Add `PlotItemOverlay.get_axes()`
...
Enables retrieving all "named axes" on a particular "side" of the
overlayed plot items. This is useful for calculating how much space
needs to be allocated for the axes before the view box area starts.
2022-02-07 12:53:30 -05:00
e8d7709358
Drop notification display time to piker seconds worth
2022-02-07 12:53:30 -05:00
e3c46a5d4d
Add draft, commented tickbytick for ib
2022-02-07 12:53:30 -05:00
8d432e1988
Shorter clear rate axis title
2022-02-07 12:53:30 -05:00
87653ddca2
Simplify to only needed one LHS axis for clearing rates
2022-02-07 12:53:30 -05:00
73faafcfc1
Add trade "rates" (i.e. trade counts) support B)
...
Though it's not per-tick accurate, accumulate the number of "trades"
(i.e. the "clearing rate" - maybe this is a better name?) per bar
inside the `dolla_vlm` fsp and average and report wmas of this in the
`flow_rates` fsp.
2022-02-07 12:53:30 -05:00
e4244e96a9
Fix var name typo
2022-02-07 12:53:30 -05:00
5274eb538c
Add 16 period dollar vlm rates, drop ib rates for now
2022-02-07 12:53:30 -05:00
b358b8e874
Move `wma` fsp earlier in module
2022-02-07 12:53:30 -05:00
2d3c685e19
Typecast np dtype description to a tuple
2022-02-07 12:53:30 -05:00
4570b06c26
Handle no y-range maxmin output (seems like bug?)
2022-02-07 12:53:30 -05:00
26b0071471
Subscribe for rate calcs from IB in default tick set
2022-02-07 12:53:30 -05:00
1fc6429f75
Prep for manual rate calcs, handle non-ib backends XD
2022-02-07 12:53:30 -05:00
ebf3e00438
Add `Fsp._flow_registry` as actor-local table
...
Define the flows table as a class var (thus making it a "global" and/or
actor-local state) which can be accessed by any in process task. Add
`Fsp.get_shm()` to allow accessing output streams by source-token + fsp
routine reference and thus providing inter-fsp low level access to
real-time flows.
2022-02-07 12:53:30 -05:00
df6afe24a4
Define a flow registry on `FspAdmin`, use it to update fsp engine clusters
2022-02-07 12:53:30 -05:00
d130f0449f
Expect registry of fsp "flows" to each engine task
...
In order for fsp routines to be able to look up other "flows" in the
cascade, we need a small registry-table which gives access to a map of
a source stream + an fsp -> an output stream. Eventually we'll also
likely want a dependency (injection) mechanism so that any fsp demanded
can either be dynamically allocated or at the least waited upon before
a consumer tries to access it.
2022-02-07 12:53:30 -05:00
efb743fd85
Flip to using `pydantic` for shm tokens
2022-02-07 12:53:30 -05:00
615bf3a55a
Use solid line for vlm rate and dashed for trades rate
2022-02-07 12:53:30 -05:00
d4f79a6245
Comment flow rates fsp prints
2022-02-07 12:53:30 -05:00
4b7d1fb35b
Add line style via `str` style name to our fast curve
2022-02-07 12:53:30 -05:00
0b5250d5e3
Plot the vlm rate (per min) taken verbatim from ib
2022-02-07 12:53:30 -05:00
97c2f86092
TOSQUASH, fix separate vlm vs trade rate
2022-02-07 12:53:30 -05:00
f3289c1977
Create source length zeroed arrays from yielded `None` fsp history
2022-02-07 12:53:30 -05:00
4e96dd09e3
Add a `.text_color` property to our axes types
2022-02-07 12:53:30 -05:00
b81209e78e
Ensure `sym` arg is a `str`
2022-02-07 12:53:30 -05:00
dfe4473c9a
Yield history `dict`s, add a `flow_rates` fsp
2022-02-07 12:53:30 -05:00
1aae40cdeb
Expect multi-output fsps to yield a `dict` of history arrays
2022-02-07 12:53:30 -05:00
8118a57b9a
Guard against no time field in some provider quotes
2022-02-07 12:53:30 -05:00
5952e7f538
Add dark vlm deduplication support via flag
2022-02-07 12:53:30 -05:00
16c04e11e4
Comment out nan-price assert previously for `ib` in ems clear tasks
2022-02-07 09:49:45 -05:00
9bfad86c29
Drop timeout-cancel block
2022-02-07 09:49:45 -05:00
a9d42b374f
ib: Allow history backfilling even when markets are closed
2022-02-07 09:49:45 -05:00
43b39d3b6b
Merge pull request #275 from pikers/py3.10_support
...
Py3.10 support
2022-02-07 09:48:54 -05:00
00a90e7390
Change dpi log msg back to debug
2022-02-07 09:36:07 -05:00
1aaa382036
Avoid null index race-error during startup
2022-02-07 09:36:07 -05:00
999d3efdd7
Another `int` required
2022-02-07 09:36:07 -05:00
f63a7c497d
Latest `PyQt5` expects `ints` for widget sizings
2022-02-07 09:36:07 -05:00
82d1b85b09
Add default for multiplier var
2022-02-02 20:46:45 -03:00
bb8fade16f
Update `msgpub` import from `tractor.experimental`
2022-01-30 12:46:54 -05:00
296863348d
Update imports to `tractor.msg.NamespacePath`
2022-01-30 12:46:20 -05:00
95b31cbc0f
Drop references to deprecated `tractor.msg.pub`
2022-01-29 12:44:45 -05:00
6a0fba1eb3
Support maxmin over multiple arrays; Keep dark vlm in view
2022-01-28 11:45:47 -05:00
06934be047
Overlay dark $volume B)
2022-01-28 08:46:24 -05:00
28b5be0719
Accumulate dark vlm ticks independently per sample step
2022-01-28 08:46:04 -05:00
67de8f24b9
Init history output with `np.zeros()`
2022-01-28 08:45:28 -05:00
b112f24e7e
Drop old commented cruft, use `Fsp.name`
2022-01-28 07:51:13 -05:00
bd2460846e
Decorate momo routines
2022-01-28 07:43:49 -05:00
be93ded0e5
Log fsp registy entries in `cascade` startup
2022-01-28 07:43:23 -05:00
9d9929fb89
Drop old `wrapt` cruft, add `Fsp.name`
2022-01-28 07:18:14 -05:00
cc5390376c
Use `Fsp` abstration layer through engine and UI
...
Instead of referencing the remote processing funcs by a `str` name start
embracing the new `@fsp`/`Fsp` API such that wrapped processing
functions are first class APIs.
Summary of the changeset:
- move and load the fsp built-in set in the new `.fsp._api` module
- handle processors ("fsps") which want to yield multiple keyed-values
(interleaved in time) by expecting both history that is keyed and
assigned to the appropriate struct-array field, *and* real-time
`yield`ed value in tuples of the form `tuple[str, float]` such that
any one (async) processing function can deliver multiple outputs from
the same base calculation.
- drop `maybe_mk_fsp_shm()` from UI module
- expect and manage `Fsp` instances (`@fsp` decorated funcs) throughout
the UI code, particularly the `FspAdmin` layer.
2022-01-27 18:57:16 -05:00
72f4474273
Use new decorator on volume fsp routines
2022-01-27 09:08:03 -05:00
c6a3c66e7e
WIP start a `@piker.fsp` API for registering processors
2022-01-26 14:38:49 -05:00
13b8807f1f
Print dark trades to console for the moment
2022-01-26 13:48:21 -05:00
Tyler Goodlet
Konstantine Tsafatinos
wattygetlood
wattygetlood
goodboy
Guillermo Rodriguez