Commit Graph

2204 Commits (45c5725d61c529e8abc3ad82b07a5dfb48d919c1)

Author SHA1 Message Date
Tyler Goodlet 45c5725d61 `FastAppendCurve`: Only render in-view data if possible
More or less this improves update latency like mad. Only draw data in
view and avoid full path regen as much as possible within a given
(down)sampling setting. We now support append path updates with in-view
data and the *SPECIAL CAVEAT* is that we avoid redrawing the whole curve
**only when** we calc an `append_length <= 1` **even if the view range
changed**. XXX: this should change in the future probably such that the
caller graphics update code can pass a flag which says whether or not to
do a full redraw based on it knowing where it's an interaction based
view-range change or a flow update change which doesn't require a full
path re-render.
2022-05-15 14:07:13 -04:00
Tyler Goodlet 46fb3004a1 Remove `._set_yrange()` handler from x-range-change signal 2022-05-15 14:07:13 -04:00
Tyler Goodlet 39f416efa0 Delegate graphics cycle max/min to chart/flows 2022-05-15 14:07:13 -04:00
Tyler Goodlet 9a716de36d Incrementally update flattend OHLC data
After much effort (and exhaustion) but failure to get a view into our
`numpy` OHLC struct-array, this instead allocates an in-thread-memory
array which is updated with flattened data every flow update cycle.

I need to report what I think is a bug to `numpy` core about the whole
view thing not working but, more or less this gets the same behaviour
and minimizes work to flatten the sampled data for line-graphics drawing
thus improving refresh latency when drawing large downsampled curves.

Update the OHLC ds curve with view aware data sliced out from the
pre-allocated and incrementally updated data (we had to add a last index
var `._iflat` to track appends - this should be moved into a renderer
eventually?).
2022-05-15 14:07:13 -04:00
Tyler Goodlet a05566ab53 Add `FastAppendCurve.draw_last()` 2022-05-15 14:07:13 -04:00
Tyler Goodlet e02d6f156e Don't require data input to constructor 2022-05-15 14:07:13 -04:00
Tyler Goodlet bafa1a02a5 More WIP, implement `BarItems` rendering in `Flow.update_graphics()` 2022-05-15 14:07:13 -04:00
Tyler Goodlet 4877aee729 Add `BarItems.draw_last()` and disable `.update_from_array()` 2022-05-15 14:07:13 -04:00
Tyler Goodlet 340b3b8c25 WIP starting architecture doc str writeup.. 2022-05-15 14:07:13 -04:00
Tyler Goodlet c753fef345 WIP incremental render apis 2022-05-15 14:07:13 -04:00
Tyler Goodlet 281f06a0f8 Warn before return lul 2022-05-15 14:07:13 -04:00
Tyler Goodlet d4e1464b66 Port view downsampling handler to new update apis 2022-05-15 14:07:13 -04:00
Tyler Goodlet cedddb83e4 Port ui components to use flows, drop all late assignments of shm 2022-05-15 14:07:13 -04:00
Tyler Goodlet eb85013b8c Add new `ui._flows` module
This begins the removal of data processing / analysis methods from the
chart widget and instead moving them to our new `Flow` API (in the new
module introduce here) and delegating the old chart methods to the
respective internal flow. Most importantly is no longer storing the
"last read" of an array from shm in an internal chart table (was
`._arrays`) and instead the `ShmArray` instance is passed as input and
stored in the `Flow` instance. This greatly simplifies lookup logic such
that the display loop now doesn't have to worry about reading shm, it
can be done by internal graphics logic as desired. Generally speaking,
all previous `._arrays`/`._graphics` lookups are now delegated to the
entries in the chart's `._flows` table.

The new `Flow` methods are generally better factored and provide more
detailed output regarding data-stream <-> graphics inter-relations for
the future purpose of allowing much more efficient update calls in the
display loop as well as supporting low latency interaction UX.

The concept here is that we're introducing an intermediary layer that
ties together graphics and real-time data flows such that widget code is
oriented around plot layout and the flow apis are oriented around
real-time low latency updates and providing an efficient high level
metric layer for the UX.

The summary api transition is something like:
- `update_graphics_from_array()` -> `.update_graphics_from_flow()`
- `.bars_range()` -> `Flow.datums_range()`
- `.bars_range()` -> `Flow.datums_range()`
2022-05-15 14:07:13 -04:00
Tyler Goodlet 4d4c7825e5 Drop task-per-method `trio`-`asyncio` proxying
Use method proxies through the remaining endpoints and drop the old
spawn-a-task-per-method-call style helpers from module.
2022-05-15 13:59:18 -04:00
Tyler Goodlet 58da3ceecf Proxy heaven, choose one "preferred data client"
In order to expose more `asyncio` powered `Client` methods to endpoint
task-code this adds a more extensive and layered set of `MethodProxy`
loading routines, in dependency order these are:
- `load_clients_for_trio()` a `tractor.to_asyncio.open_channel_from()`
  entry-point factory for loading all scanned clients on the `asyncio` side
  and delivering them over the inter-task channel to a `trio`-side task.
- `get_preferred_data_client()` a simple client instance loading routine
  which reads from the users `brokers.toml -> `prefer_data_account:
  list[str]` which must list account names, in priority order, that are
  acceptable to be used as the main "data connection client" such that
  only one of the detected clients is used for data (whereas the rest
  are used only for order entry).
- `open_client_proxies()` which delivers the detected `Client` set
  wrapped each in a `MethodProxy`.
- `open_data_client()` which directly delivers the preferred data client
  as a proxy for `trio` tasks.
- update `open_client_method_proxy()` and `open_client_proxy` to require
  an input `Client` instance.

Further impl details:
- add `MethodProxy._aio_ns` to ref the original `asyncio` side proxied instance
- add `Client.trades()` to pull executions from the last day/session
- load proxies inside `trades_dialogue` and use the new `.trades()`
  method to try and pull a fill ledger for eventual correct pp price
  calcs (pertains to #307)..
2022-05-15 13:59:18 -04:00
goodboy 9f47515f59
Merge pull request #320 from pikers/drop_pandas
Drop `pandas`
2022-05-15 13:57:06 -04:00
Tyler Goodlet 09f2f32d5b Drop `pandas` timestamp for qt 2022-05-15 13:49:54 -04:00
Tyler Goodlet e718120cc7 Drop `pandas` as dep 2022-05-15 13:49:54 -04:00
Tyler Goodlet fb5df5ab5e Drop `pandas` usage throughout brokers cli 2022-05-15 13:49:50 -04:00
Tyler Goodlet 6e2e2fc03f Use `pendulum` for timestamp parsing 2022-05-15 13:45:44 -04:00
Tyler Goodlet a3b2ba9ae9 Use `numpy.datetime64` for x-axis tick strings 2022-05-15 13:45:37 -04:00
goodboy 7083c5a0bd
Merge pull request #319 from pikers/no_ib_pps
No ib pps? Account names should still load.
2022-05-13 16:26:46 -04:00
Tyler Goodlet de55565f60 We already collect account values/names in `load_io_clients()` 2022-05-12 14:21:31 -04:00
Tyler Goodlet d0530c4e26 Deliver accounts from query instead of just pps with `ib` 2022-05-12 13:22:51 -04:00
goodboy 21b16b4a9e
Merge pull request #318 from pikers/trimeter_dep
Add `trimeter` dep.. that we forgot
2022-05-11 16:28:29 -04:00
Tyler Goodlet ed85079d0f Add `trimeter` dep.. that we forgot 2022-05-11 13:19:47 -04:00
goodboy 5b540a53e9
Merge pull request #317 from pikers/l1_precision_fix
Convert `binance` tick/lot step sizes to `float`
2022-05-11 11:17:43 -04:00
Tyler Goodlet fb91e27651 Well that was easy, convert tick/lot step sizes to `float` 2022-05-11 10:41:03 -04:00
goodboy 482fc1da10
Merge pull request #308 from pikers/storage_layer
Storage layer: initial `marketstore` tsdb support with async OHLCV history loading.
2022-05-11 10:18:33 -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 083a3296e7 Better formatted startup logging output 2022-05-10 14:55:52 -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 4b6ecbfc79 Bring binance requests down to 3/sec; seems faster? 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 0324404b03 Include epoch timestamp in quote label for now 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