Commit Graph

2475 Commits (4823f874224f95c4c2fec955d65b120442522212)

Author SHA1 Message Date
Tyler Goodlet 5a970dad72 Port kraken backend to new data feed api 2021-04-10 14:18:40 -04:00
Tyler Goodlet 29b73b41fb Slight rename; fix predicate is None bug 2021-04-10 14:18:40 -04:00
Tyler Goodlet 24bda8636e Port quest to new client api 2021-04-10 14:18:40 -04:00
Tyler Goodlet 30dabbab44 Support backend volume summing; handle disconnects 2021-04-10 14:18:40 -04:00
Tyler Goodlet 1d013126b9 Fix type annot 2021-04-10 14:18:40 -04:00
Tyler Goodlet b2eacb85d4 Don't hold lock on initial client construction 2021-04-10 14:18:40 -04:00
Tyler Goodlet 3ebb7ab6b1 Only activate Qt hidpi detection on windows for now 2021-04-10 14:18:40 -04:00
Tyler Goodlet 4f51ca74f4 Broadcast all tick types to subs, not just trades 2021-04-10 14:18:40 -04:00
Tyler Goodlet 5fc2aba3ed Drop some more old cruft 2021-04-10 14:18:40 -04:00
Tyler Goodlet 8ccf987d52 Fix typo 2021-04-10 14:18:40 -04:00
Tyler Goodlet 7cc395b5bf Open data feed in ems main entrypoint 2021-04-10 14:18:40 -04:00
Tyler Goodlet 14c5fc24ec Port to new setup routine name 2021-04-10 14:18:40 -04:00
Tyler Goodlet a82f43e3a5 Rework data feed API to allow for caching streams
Move all feed/stream agnostic logic and shared mem writing into a new
set of routines inside the ``data`` sub-package. This lets us move
toward a more standard API for broker and data backends to provide
cache-able persistent streams to client apps.

The data layer now takes care of
- starting a single background brokerd task to start a stream for as
  symbol if none yet exists and register that stream for later lookups
- the existing broker backend actor is now always re-used if possible
  if it can be found in a service tree
- synchronization with the brokerd stream's startup sequence is now
  oriented around fast startup concurrency such that client code gets
  a handle to historical data and quote schema as fast as possible
- historical data loading is delegated to the backend more formally by
  starting a ``backfill_bars()`` task
- write shared mem in the brokerd task and only destruct it once requested
  either from the parent actor or further clients
- fully de-duplicate stream data by using a dynamic pub-sub strategy
  where new clients register for copies of the same quote set per symbol

This new API is entirely working with the IB backend; others will need
to be ported. That's to come shortly.
2021-04-10 14:18:40 -04:00
Tyler Goodlet f17a26c948 Don't mistakenly alias options to underlyingn for positions 2021-04-10 14:18:40 -04:00
Tyler Goodlet 65e7680cdd Draft a feed cacheing sub-system 2021-04-10 14:18:40 -04:00
Tyler Goodlet 0d4073dbd2 Move quote stream setup into a cacheing func 2021-04-10 14:18:40 -04:00
Tyler Goodlet aa61bf5a65 Use mem-chans for quote streams; clone for multiple consumers 2021-04-10 14:18:40 -04:00
Tyler Goodlet 17d3e7a9e2 Don't shield ems feed; enact remote cancels 2021-04-10 14:18:40 -04:00
goodboy 2046fe293a
Merge pull request #160 from pikers/readme_bumpz
More coherent focus list
2021-04-10 14:13:43 -04:00
Tyler Goodlet e45e731bde More coherent focus list 2021-04-06 13:24:54 -04:00
goodboy feb8d5bbad
Merge pull request #153 from wattygetlood/windows_patches
Windows patches
2021-04-06 11:55:51 -04:00
goodboy 890f80ed34
Merge pull request #151 from pikers/supervise
Supervise da daemons.
2021-04-03 12:34:11 -04:00
Tyler Goodlet 549f81e85d Fix lints 2021-04-03 12:29:56 -04:00
Tyler Goodlet 2b7cecc78e Drop upcoming cached feed usage 2021-04-03 12:22:14 -04:00
Tyler Goodlet 6891309abd Fix import 2021-04-03 12:22:14 -04:00
Tyler Goodlet b1a1b32315 Better tractor startup, runtime detection 2021-04-03 12:22:14 -04:00
Tyler Goodlet 877db52162 Add license header 2021-04-03 12:22:14 -04:00
Tyler Goodlet 2a51582ec0 Start forming an services api
Add a `Services` nurseries container singleton for spawning sub-daemons
inside the long running `pikerd` tree. Bring in `brokerd` spawning util
funcs to start getting eyes on what can be factored into a service api.
2021-04-03 12:22:14 -04:00
Tyler Goodlet 38471b7b34 Use early return instead of branching for remote emsd spawning 2021-04-03 12:22:14 -04:00
Tyler Goodlet fb996bfffb Change subpkg name in cli 2021-04-03 12:22:14 -04:00
Tyler Goodlet 20a9617c18 Use open pikerd from chart entrypoint 2021-04-03 12:22:14 -04:00
Tyler Goodlet 4ab8545e87 Return early on remote actor lookups instead of branching 2021-04-03 12:22:14 -04:00
Tyler Goodlet 8ce37875a0 Use pikerd to spawn emsd 2021-04-03 12:22:14 -04:00
Tyler Goodlet 1931da97f4 Fix spawn attr typo, merge tractor kwargs 2021-04-03 12:22:14 -04:00
Tyler Goodlet 7ca05238af Port pikerd entry to drop `tractor.run()` 2021-04-03 12:22:14 -04:00
Tyler Goodlet 79d37646a2 Add `open_pikerd()` and `spawn_emsd()`
The direct open is needed for running `pikerd` cmd and
the ems spawn point is the first step toward detaching UI based order
entry from the engine itself.
2021-04-03 12:22:14 -04:00
Tyler Goodlet 8812aff3b8 Fix import 2021-04-03 12:22:14 -04:00
Tyler Goodlet 26ee7260d6 Clearing is a better name 2021-04-03 12:22:14 -04:00
Tyler Goodlet 2b9ac8d8ec Port daemon(s) to new clearing system apis 2021-04-03 12:22:14 -04:00
Guillermo Rodriguez 189c56c012 Add piker root daemon spawning machinery
Refactor maybe_spawn_brokerd to adapt to new process tree structure
and add a ``maybe_open_pikerd``.
2021-04-03 12:22:14 -04:00
goodboy 4a590edcc3
Merge pull request #157 from pikers/lo_dpi
Hip shot: try making low dpi "just work"
2021-04-01 09:31:10 -04:00
Tyler Goodlet d4395dbcbc Make default view more zooomed in 2021-03-31 14:26:32 -04:00
Tyler Goodlet f75b3108ce Size execution arrows to dpi 2021-03-31 14:26:13 -04:00
Tyler Goodlet 0dfa92230d Size level line markers to dpi aware font size 2021-03-31 14:25:51 -04:00
Tyler Goodlet 54d36f26f0 Base anchor contents labels based on dpi-aware font bounding rect 2021-03-31 14:25:17 -04:00
Tyler Goodlet 3f7d9c5c15 Base axis text offset on dpi-aware font size 2021-03-31 14:24:39 -04:00
Tyler Goodlet 3bd87caf4b Hip shot: try making low dpi font sizes "just work" 2021-03-29 17:52:32 -04:00
wattygetlood c39c4f11db Forcinng trio spawner seems to work? 2021-03-28 17:24:30 -04:00
wattygetlood 583cafc947 Avoid loading posix unlinker, use shm bytes size 2021-03-28 17:23:59 -04:00
goodboy 8c39ff307e
Merge pull request #147 from pikers/basic_orders
Basic orders bbys!
2021-03-19 12:11:20 -04:00