Change most sub-modules to use `get_logger(name=__name__)` for
per-leaf-module `log` instances vs previous subpkg-level/shared refs.
Primary changes,
- import `get_[console_]logger()` from top-level `piker.log` across leaf
mods.
- change any `<subsys>._util.log` logger-instances as well (though this
approach should no longer be used since it masks the endpoint module's
emissions.
Also,
- add a defaulted `loglevel: str` param to all `open_trade_dialog()`
endpoints, anticipating it being passed in by `.clearing`-engine.
- call `get_console_log(level=loglevel, name=__name__)` in each trade
dialog ep to enable per-`brokerd`-backend console writing.
- drop `get_logger` from `.brokers.__all__` exports
- fix type annotations: `str|None` vs `str | None`
- add TODOs for,
* comments in `._util` about multi-subsys logging
* `.accounting.__init__` about console log setup
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
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.
Questrade's API is half baked and can't handle concurrency.
It allows multiple concurrent requests to most endpoints *except*
for the auth endpoint used to refresh tokens:
https://www.questrade.com/api/documentation/security
I've gone through extensive dialogue with their API team and despite
making what I think are very good arguments for doing the request
serialization on the server side, they decided that I should instead
do the "locking" on the client side. Frankly it doesn't seem like they
have that competent an engineering department as it took me a long time
to explain the issue even though it's rather trivial and probably not
that hard to fix; maybe it's better this way.
This adds a few things to ensure more reliable token refreshes on
expiry:
- add a `@refresh_token_on_err` decorator which can be used on `_API`
methods that should refresh tokens on failure
- decorate most endpoints with this *except* for the auth ep
- add locking logic for the troublesome scenario as follows:
* every time a request is sent out set a "request in progress" event
variable that can be used to determine when no requests are currently
outstanding
* every time the auth end point is hit in order to refresh tokens set
an event that locks out other tasks from making requests
* only allow hitting the auth endpoint when there are no "requests in
progress" using the first event
* mutex all auth endpoint requests; there can only be one outstanding
- don't hit the accounts endpoint at client startup; we want to
eventually support keys from multiple accounts and you can disable
account info per key and just share the market data function
If quotes are pushed using the adjusted contract symbol (i.e. with
trailing '-1' suffix) the subscriber won't receive them under the
normal symbol. The logic was wrong for determining whether to add
a suffix (was failing for any symbol with an exchange suffix)
which was causing normal data feed subscriptions to fail to match
in every case.
I did some testing of the `optionsIds` parameter to the option quote
endpoint and found that it limits you to 100 symbols so it's not
practical for real-time "all-strike"" chain updating; we have to stick
to filters for now. The only real downside of this is that it seems
multiple filters across multiple symbols is quite latent. I need to
toy with it more to be sure it's not something slow on the client side.
Oh, and store option contract to ids in a `dict` for now as we may want
to try the `optionsIds` thing again down the road as I coordinate with
the QT tech team.
Add some extra fields to each quote that QT should already be
providing (instead of hiding them in the symbol and request contract
info); namely, the expiry and contact type (i.e. put or call).
Define the base set of fields to be displayed in an option chain
UI and add a quote formatter.
Gud Boi
Tyler Goodlet
Tyler Goodlet