Commit Graph

3542 Commits (480b8c591a3b29cf9c342ab545eebfb0155fdc3c)

Author SHA1 Message Date
Tyler Goodlet a07367fae2 Fix div-by-zero split sizing bug 2022-09-12 20:25:15 -04:00
Tyler Goodlet 006190d227 Add fill arrow-mark support to history view 2022-09-12 20:25:15 -04:00
Tyler Goodlet 412197019e Make ArrowEditor.add()` expect a `PlotItem` as input for render 2022-09-12 20:25:15 -04:00
Tyler Goodlet 271e378ce3 Add `GodWidget.iter_linked()` interator over linked split charts 2022-09-12 20:25:15 -04:00
Tyler Goodlet 8e07fda88f Expose multi-chart-lines support through to order mode api 2022-09-12 20:25:15 -04:00
Tyler Goodlet a4935b8fa8 Make line editor multi-line aware, drop `dataclass` for `Struct` 2022-09-12 20:25:15 -04:00
Tyler Goodlet 2b76baeb10 Pass god widget to line editor and order mode instances 2022-09-12 20:25:15 -04:00
Tyler Goodlet 2dfa8976a0 Make line editor expect god as input, use new .`get_cursor()` api 2022-09-12 20:25:15 -04:00
Tyler Goodlet d3402f715b Set godwidget active cursor from xhair callback 2022-09-12 20:25:15 -04:00
Tyler Goodlet f070f9a984 Add "active cursor" api to god widget 2022-09-12 20:25:15 -04:00
Tyler Goodlet 416270ee6c Refocus view on ctl-c from search 2022-09-12 20:25:15 -04:00
Tyler Goodlet 14bee778ec Hook up kb ctrls to hist chart, order mode not working yet 2022-09-12 20:25:15 -04:00
Tyler Goodlet 10c1944de5 Proper slow chart auto y-range support
The slow (history) chart requires it's own y-range checker logic which
needs to be run in 2 cases:
- the last datum is in view and goes outside the previous mx/mn in view
- the chart is incremented a step

Since we need this duplicate logic this patch also factors the incremental
graphics update info "reading" into a new `DisplayState.incr_info()`
method that can be configured to a chart and input state and returns all
relevant "graphics update measure" in a tuple (for now).

Use this method throughout the rest of the display loop for both fast
and slow chart checks and in the `increment_history_view()` slow chart
task.
2022-09-12 20:25:15 -04:00
Tyler Goodlet 7958d8ad4f Up sample info poll loop iters 2022-09-12 20:25:15 -04:00
Tyler Goodlet 50c5dc255c Update history view y-sticky with last clear price 2022-09-12 20:25:15 -04:00
Tyler Goodlet 31735f26d3 Poll for sampling info at startup, tolerate races
Use the new `Feed.get_ds_info()` method in a poll loop to definitively
get the inter-chart sampling info and avoid races with shm buffer
backfilling.

Also, factor the history increment closure-task into
`graphics_update_loop()` which will make it clearer how to factor
all the "should we update" logic into some `DisplayState` API.
2022-09-12 20:25:15 -04:00
Tyler Goodlet 2ef6460853 Add `Feed.get_ds_info()` to detect/compute sample rates 2022-09-12 20:25:15 -04:00
Tyler Goodlet 5e98a30537 Add simplified history incrementer consumer task 2022-09-12 20:25:15 -04:00
Tyler Goodlet dd03ef42ac Return empty search result on connection failure
If you spawn a brokerd set and no `ib` data feed was started (via our
`.data.feed.Feed` api) then there will be no active client loaded and
thus wont' be connected. So in these cases just return nothing, and
I guess we'll figure out real connection failures later?
2022-09-12 20:25:15 -04:00
Tyler Goodlet 59884d251e Update history "last" bar, compute ampling ratio
Add an update call to the display loop to consistently update the last
datum in the history view chart. Compute the inter-chart sampling ratio
and use it to sync the linear region.
2022-09-12 20:25:15 -04:00
Tyler Goodlet e06e257a81 Another history view splitter proportion tweak 2022-09-12 20:25:15 -04:00
Tyler Goodlet 6e574835c8 Update history shm buffer in ohlc sampler loop 2022-09-12 20:25:15 -04:00
Tyler Goodlet 49ccfdd673 Pass history shm "last index" in init msg, assign on feed 2022-09-12 20:25:15 -04:00
Tyler Goodlet 3a434f312b Add sidepane like color region styling 2022-09-12 20:25:15 -04:00
Tyler Goodlet bb4dc448b3 Add history chart and "linear region" for syncing
Add a first draft of a working `pyqtgraph.LinearRegionItem` link between
a history view chart (+ data set) and the normal real-time "HFT" chart
set.

Add the history view (aka more downsampled data view) chart set to the
rt/hft set's splitter as it's "first widget". Hook up linear region
callbacks to enable syncing between charts including compenstating for
the downsampling rate ration (in this case hardcoded 60 since 1s to 1M,
but we'll actually compute it going forward obvs).

More to come dawgys..
2022-09-12 20:25:15 -04:00
Tyler Goodlet 9846396df2 Add initial history (view) to charting sys
Adds an additional `GodWidget.hist_linked: LinkedSplits` alongside the
renamed `.rt_linked` to enable 2 sets of linked charts with different
sampled data sets/flows. The history set is added without "all the
fixins" for now (i.e. no order mode sidepane or search integration) such
that it is merely a top level chart which shows a much longer term
history and can be added to the UI via embedding the entire history
linked-splits instance into the real-time linked set's splitter.

Further impl deats:
- adjust the `GodWidget._chart_cache: dict[str, tuple]]` to store both
  linked split chart sets per symbol so that symbol switching will
  continue to work with the added history chart (set).
- rework `.load_symbol()` to operate on both the real-time (HFT) chart
  set and the history set.
- rework `LinkedSplits.set_split_sizes()` to compensate for the history
  chart and do more detailed height calcs arithmetic to make it appear
  by default as a minor sub-chart.
- adjust `LinkedSplits.add_plot()` and `ChartPlotWidget` internals to allow
  adding a plot without a sidepane and/or container `ChartnPane`
  composite widget by checking for a `sidepane == False` input.
- make `.default_view()` accept a manual y-axis offset kwarg.
- adjust search mode to provide history linked splits to
  `.set_chart_symbol()` call.
2022-09-12 20:25:15 -04:00
Tyler Goodlet f0d417ce42 Drop status msg var deleting from ns 2022-09-12 20:25:15 -04:00
Tyler Goodlet 55fc4114b4 Initial draft code working with `pg.LinearRegionItem` 2022-09-12 20:25:15 -04:00
Tyler Goodlet 97b074365b Use rt buffer for close price pnl calcs 2022-09-12 20:25:15 -04:00
Tyler Goodlet f79c3617d6 Always load FSPs with the default (fast) sampling period 2022-09-12 20:25:15 -04:00
Tyler Goodlet 861fe791eb Allocate 2 shm buffers for history and real-time
As part of supporting a "history view" chart which shows downsampled
datums alongside our 1s (or higher) sampled OHLC we need a separate
buffer to store a the slower history from broker backends. This begins
that design by allocating 2 buffers:
- `rt_shm: ShmArray` which maps to a `/dev/shm/` file with `_rt` suffix
- `hist_shm: ShmArray` which maps to a file with `_hist` suffix

Deliver both of these shms back from both `manage_history()` and load
them as `Feed.rt_shm`/`.hist_shm` on the client side.

Impl deats:
- init the rt buffer with the first datum from loaded history and
  assign all OHLC values to that row's 'close' and the vlm to 0.
- pass the hist buffer to the backfiller task
- only spawn **one** global sampler array-row increment task per
  `brokerd` and pass in the 1s delay which we presume is our lowest
  OHLC sample rate for now.
- drop `open_sample_step_stream()` and just move its body contents into
  `Feed.index_stream()`
2022-09-12 20:25:15 -04:00
Tyler Goodlet 60052ff73a Presume shortest delay input to `increment_ohlc_buffer()`
Instead of worrying about the increment period per shm subscription,
just use the value passed as input and presume the caller knows that
only one task is necessary and that the wakeup (sampling) period should
be the shortest that is needed.

It's very unlikely we don't want at least a 1s sampling (both in terms
of task switching cost and general usage) which will eventually ship as
the default "real-time" feed "timeframe". Further, this "fast" increment
sampling task can handle all lower sampling periods (eg. 1m, 5m, 1H)
based on the current implementation just the same.

Also, add a global default sample period as `_defaul_delay_s` for use in
other internal modules.
2022-09-12 20:25:15 -04:00
Tyler Goodlet 4d2708cd42 Force 1s sample step so crypto boiz can seee 2022-09-12 20:25:15 -04:00
Tyler Goodlet d1cc52dff5 Use new public lifetime-stack class attr 2022-09-12 20:24:56 -04:00
Tyler Goodlet 4fa901dbcb Port to new `tractor._runtime` mod 2022-09-12 20:24:56 -04:00
goodboy f2c488c1e0
Merge pull request #399 from pikers/kraken_fill_bugs
Kraken fill bugs
2022-09-12 20:12:04 -04:00
Tyler Goodlet 4a9c16d298 Fix stream type annot 2022-09-12 15:52:50 -04:00
Tyler Goodlet b9d5b904f4 Drop order entry removals on modify 2022-09-12 15:52:22 -04:00
Tyler Goodlet 0aef762d9a Bleh `kraken`, fix another ref error in fill block
Clearly, the linter didn't help us here.. but, just pass the
`brokerd` time for now in the `.broker_time` field; we can't get it from
the fill-case incremental updates in the `openOrders` sub. Add some
notes about this and how we might approach for backends with this
limitation.
2022-09-12 15:52:22 -04:00
goodboy c724117c1a
Merge pull request #398 from pikers/paper_clear_logics_fix
Oof, reverse clearing logic-routines in paper eng
2022-09-11 22:20:04 -04:00
Tyler Goodlet cc3bb85c66 Oof, reverse clearing logic-routines in paper eng 2022-09-10 16:35:31 -04:00
goodboy 20817313b1
Merge pull request #397 from pikers/kraken_nameerr_fix
Lul, fix name error on msg var name..
2022-09-06 08:18:17 -04:00
Tyler Goodlet 23d0b8a7ac Lul, fix name error on msg var name.. 2022-09-05 21:15:22 -04:00
goodboy 087a34f061
Merge pull request #367 from pikers/livenpaper
`ib`: live & paper accounts together, infra refinements
2022-08-31 18:15:39 -04:00
Tyler Goodlet 653f5c824b Drop empty vnc server script idea for live account 2022-08-31 17:45:02 -04:00
Tyler Goodlet f9217570ab Add intiial `ib` backend readme 2022-08-31 17:38:24 -04:00
Tyler Goodlet 7f224f0342 Doc string typos 2022-08-31 17:22:15 -04:00
Tyler Goodlet 75a5f3795a I guess go back to doing vnc servers on both? 2022-08-31 17:22:15 -04:00
Tyler Goodlet de9f215c83 If more then one `ib` api client is available use next available for search 2022-08-31 17:22:15 -04:00
Tyler Goodlet 848e345364 POC using paper-in-docker gw for symbol search 2022-08-31 17:22:15 -04:00