Commit Graph

3715 Commits (4a180019f04994021706feba4138ccba2d6f2e6d)

Author SHA1 Message Date
Tyler Goodlet 3225f254f4 Explicitly accept interaction events in our chart view 2022-01-25 07:59:08 -05:00
Tyler Goodlet 1ccff37677 Only update x-axis cursor if chart has a 'bottom' axis 2022-01-25 07:59:08 -05:00
Tyler Goodlet 9e18afe0d7 WIP `PlotItemOverlay` support to get multi-yaxes
This syncs with a dev branch in our `pyqtgraph` fork:
https://github.com/pyqtgraph/pyqtgraph/pull/2162

The main idea is to get mult-yaxis display fully functional with
multiple view boxes running in a "relay mode" where some focussed view
relays signals to overlaid views which may have independent axes. This
preps us for both displaying independent codomain-set FSP output as well
as so called "aggregate" feeds of multiple fins underlyings on the same
chart (eg. options and futures over top of ETFs and underlying stocks).
The eventual desired UX is to support fast switching of instruments for
order mode trading without requiring entirely separate charts as well as
simple real-time anal of associated instruments.

The first effort here is to display vlm and $_vlm alongside each other
as a built-in FSP subchart.
2022-01-25 07:59:08 -05:00
Tyler Goodlet 8e390278f5 Handle logging against IPC stream vs. throttled channel on overruns 2022-01-25 07:57:01 -05:00
Tyler Goodlet 47d0c81a2d Only warn if trigger predicate was already popped 2022-01-25 07:57:01 -05:00
Tyler Goodlet 0744eb78a6 Lul, adhere to returning `str`s in `humanize()` 2022-01-25 07:57:01 -05:00
Tyler Goodlet 16dfc75ad0 Add guard for "last step" rect 2022-01-25 07:57:01 -05:00
Tyler Goodlet 50713030f8 annoying doc strings 2022-01-25 07:57:01 -05:00
Tyler Goodlet 54712827ee Fix context attr lookup.. 2022-01-25 07:57:01 -05:00
Tyler Goodlet 7e9cbd7d9e Fix deprecated `LocalPortal` call 2022-01-25 07:57:01 -05:00
Tyler Goodlet 78e52566c6 Use `round()` for magnitude check 2022-01-25 07:57:01 -05:00
Tyler Goodlet b63ce088f2 Error out clearing task on first quote being nan 2022-01-25 07:57:01 -05:00
Tyler Goodlet 74fe27eb2c Turn on profiling for the moment 2022-01-25 07:57:01 -05:00
Tyler Goodlet c52d63c762 De-densify some funcs 2022-01-25 07:57:01 -05:00
Tyler Goodlet 49bdbf29be Add some typing around web bs 2022-01-25 07:57:01 -05:00
Tyler Goodlet d27214621d Update some typing and add latency checks for binance 2022-01-25 07:57:01 -05:00
Tyler Goodlet 9c57f10e77 Make pause/resume feed methods sync again
We can instead use the god widget's nursery to schedule all the feed
pause/resume requests and be even more concurrent during a view (of
symbols) switch.

Use `tractor.trionics.gather_contexts()` to start up the fsp and volume
chart-displays (for an additional conc speedup). Drop `dolla_vlm` again for
now until we figure out how we can display it *and* vlm on the same
sub-chart? It would be nice to avoid having to spawn an fsp process
before showing the volume curve.
2022-01-25 07:49:47 -05:00
Tyler Goodlet 8722cf4c49 Give a single FSP subchart more space 2022-01-25 07:49:47 -05:00
Tyler Goodlet 644ac6661c Fix sidepane alignment with FSP charts
Call the resize method only after all FSP subcharts have rendered
such that the main OHLC chart's final width is read.

Further tweaks:
- drop rsi by default
- drop the stream drain stuff
- fix failed-to-read shm logging
2022-01-25 07:49:47 -05:00
Tyler Goodlet 56b65a1cde Make chart switching super fast again
This fixes a weird re-render bug/slowdown/artifact that was introduced
with the order mode sidepane work. Prior to the sidepane addition, chart
switching was immediate with zero noticeable widget rendering steps.

The slow down was caused by 2 things:
- not yielding back to the Qt loop asap after re-showing/focussing
  a linked split chart that was already in memory.
- pausing/resuming feeds only after a Qt loop render cycle has
  completed.

This now restores the near zero latency UX.
2022-01-25 07:49:47 -05:00
Tyler Goodlet f21c68a672 i dunno, but display scaling is wack 2022-01-25 07:49:46 -05:00
Tyler Goodlet c1cf4c7876 New font scaling dpi heuristics (which i don't grok) 2022-01-25 07:49:46 -05:00
Tyler Goodlet 61331fee67 Drop order status bar down a font px size 2022-01-25 07:49:46 -05:00
Tyler Goodlet e178c18745 Please please please let this dpi scaling hack work 2022-01-25 07:49:46 -05:00
Tyler Goodlet 8b12329479 Make openGL flag actually work.. 2022-01-25 07:49:46 -05:00
wattygetlood cf2d258a27 Only scale down for scale < 2 2022-01-25 07:49:46 -05:00
Tyler Goodlet 9951e1d4c9 Fix shm index update race
There was a lingering issue where the fsp daemon would sync its shm
array with the source data and we'd set the start/end indices to the
same value. Under some races a reader would then read an empty `.array`
which it wasn't expecting. This fixes that as well as tidies up the
`ShmArray.push()` logic and adds a temporary check in `.array` for zero
length if the array hasn't been written yet.

We can now start removing read array length checks in consumer code
and hopefully no more races will show up.

Revert to old shm "last" meaning last row
2022-01-25 07:49:46 -05:00
Tyler Goodlet 51373789fe Autoscale the y-range for all linked charts 2022-01-25 07:49:46 -05:00
Tyler Goodlet 51def5484e `graphics_name` is more explicit then `name` 2022-01-25 07:49:46 -05:00
Tyler Goodlet 824c81da41 Add todo for new view padding testing 2022-01-25 07:49:46 -05:00
Tyler Goodlet ba7ed8b877 Add draft $_vlm doc string 2022-01-24 06:41:00 -05:00
Tyler Goodlet 8e81f8bd81 Add dollar volume fsp config section to display in subchart 2022-01-24 06:38:26 -05:00
Tyler Goodlet 0f200d9596 Revert to old shm "last" meaning last row 2022-01-24 06:30:11 -05:00
Tyler Goodlet 1f64f47ee9 Port imports to tractor's new subpkg 2022-01-24 06:27:11 -05:00
Tyler Goodlet 4c9e5feace Expose dollar volume to fsp engine
It can now be declared inside an fsp config dict under the name
`dolla_vlm`. We still need to offer an engine control that zeros
the newest sample value instead of copying from the previous.

This also litters the engine code with `pyqtgraph` profiling to see if
we can improve startup times - likely it'll mean pre-allocating a small
fsp daemon cluster at startup.
2022-01-24 06:25:29 -05:00
Tyler Goodlet 147207a0ad Add first draft of "dollar volume" fsp 2022-01-24 06:25:29 -05:00
Tyler Goodlet 119ff0ec20 Drop dollar vlm config; Add back basic vlm 2022-01-24 06:21:40 -05:00
Tyler Goodlet 422977d27a Port to new `tractor.trionics.maybe_open_context()` api 2022-01-23 21:01:38 -05:00
Tyler Goodlet 5b368992f6 docstr tweakz 2022-01-23 19:47:34 -05:00
Tyler Goodlet 835ad7794c Don't error on sub removal attempts, feeds need backpressure 2022-01-23 19:47:20 -05:00
Tyler Goodlet 590db2c51b Add back in vwap 2022-01-23 19:46:58 -05:00
Tyler Goodlet 94572716e6 Drop print around unshown fsp updates 2022-01-23 19:46:47 -05:00
Tyler Goodlet 00d6258a24 Stopgap: don't rerun Context.started() fsp calc task 2022-01-23 19:46:36 -05:00
Tyler Goodlet ca467f45b6 Guard against empty array read in step update task 2022-01-23 19:46:12 -05:00
Tyler Goodlet 8f023cd66f Factor out context cacher to `tractor.trionics` 2022-01-23 19:45:34 -05:00
Tyler Goodlet 162c58a8d8 Start testing out trionics helpers, put vlm before rsi 2022-01-23 19:44:09 -05:00
Tyler Goodlet 224c01e43e Spawn and cache an fsp cluster ahead of time
Use a fixed worker count and don't respawn for every chart, instead
opting for a round-robin to tasks in a cluster and (for now) hoping for
the best in terms of trio scheduling, though we should obviously route
via symbol-locality next. This is currently a boon for chart spawning
startup times since actor creation is done AOT.

Additionally,
- use `zero_on_step` for dollar volume
- drop rsi on startup (again)
- add dollar volume (via fsp) along side unit volume
- litter more profiling to fsp chart startup sequence
- pre-define tick type classes for update loop
2022-01-23 19:43:45 -05:00
Tyler Goodlet 2eef6c76d0 Start trionics mod with an `async_enter_all` 2022-01-23 19:41:57 -05:00
Tyler Goodlet 746db60e5b Increases IB api connect timeout to 1s 2022-01-23 18:18:10 -05:00
Tyler Goodlet fc3baf4bd1 Bump timeout up 2022-01-23 18:18:10 -05:00
Tyler Goodlet f1d61ac01b WIP ib: toying with showing history before first quote 2022-01-23 18:18:10 -05:00
Tyler Goodlet d69d3b319e Lengthen startup quote get timeout 2022-01-23 18:18:10 -05:00
Tyler Goodlet 0e4a7e3846 Only warn on slow quote query 2022-01-23 18:18:10 -05:00
Tyler Goodlet 139eca47f7 Don't push stream msgs in fsps by default 2022-01-23 12:49:06 -05:00
Tyler Goodlet 21386f6c1f Rename feed bus entrypoint 2022-01-23 12:22:37 -05:00
Tyler Goodlet 853e8d4466 Process framed ticks by type in main graphics loop
We are already packing framed ticks in extended lists from
the `.data._sampling.uniform_rate_send()` task so the natural solution
to avoid needless graphics cycles for HFT-ish feeds (like binance) is
to unpack those frames and for most cases only update graphics with the
"latest" data per loop iteration. Unpacking in this way also lessens
nested-iterations per tick type.

Btw, this also effectively solves all remaining issues of fast tick
feeds over-triggering the graphics loop renders as long as the original
quote stream is throttled appropriately, usually to the local display
rate.

Relates to #183, #192

Dirty deats:
- drop all per-tick rate checks, they were always somewhat pointless
  when iterating a frame of ticks per render cycle XD.
- unpack tick frame into ticks per frame type, and last of each type;
  the lasts are used to update each part of the UI/graphics by class.
- only skip the label update if we can't retrieve the last from from a
  graphics source array; it seems `chart.update_curve_from_array()`
  already does a `len` check internally.
- add some draft commented code for tick type classes and a possible
  wire framed tick data structure.
- move `chart_maxmin()` range computer to module level, bind a chart to
  it with a `partial.`
- only check rate limits in main quote loop thus reporting actual
  overages
- add in commented logic for only updating the "last" cleared price from
  the most recent framed value if we want to eventually (right now seems
  like this is only relevant to ib and it's dark trades: `utrade`).
- rename `_clear_throttle_rate` -> `_quote_throttle_rate`, drop
  `_book_throttle_rate`.
2022-01-23 12:19:11 -05:00
Tyler Goodlet e8cd1a0e83 Update fsps and overlays inside main OHLC chart update loop 2022-01-23 12:19:11 -05:00
Tyler Goodlet 96937829eb Factor FSP subplot update code into func
This is in prep toward doing fsp graphics updates from the main quotes
update loop (where OHLC and volume are done). Updating fsp output from
that task should, for the majority of cases, be fine presuming the
processing is derived from the quote stream as a source. Further,
calling an update function on each fsp subplot/overlay is of course
faster then a full task switch - which is how it currently works with
a separate stream for every fsp output. This also will let us delay
adding full `Feed` support around fsp streams for the moment while still
getting quote throttling dictated by the quote stream.

Going forward, We can still support a separate task/fsp stream for
updates as needed (ex. some kind of fast external data source that isn't
synced with price data) but it should be enabled as needed required by
the user.
2022-01-23 12:19:11 -05:00
Tyler Goodlet 4ea42a0a7e More prep for FSP feeds
The major change is moving the fsp "daemon" (more like wanna-be fspd)
endpoint to use the newer `tractor.Portal.open_context()` and
bi-directional streaming api.

There's a few other things in here too:
- make a helper for allocating single colume fsp shm arrays
- rename some some fsp related functions to be more explicit on their
  purposes
2022-01-23 12:19:11 -05:00
Tyler Goodlet 30a5f32ef8 Add back in rsi 2022-01-23 12:19:11 -05:00
Tyler Goodlet 37eeb0d74b Resize volume yaxis to in view range 2022-01-22 19:12:43 -05:00
Tyler Goodlet dd752927a2 Update vlm sticky 2022-01-22 19:12:31 -05:00
Tyler Goodlet dbdd7b6497 Fix color passthrough, make overlays a `dict` 2022-01-22 19:11:25 -05:00
Tyler Goodlet 39fb2ee85d Clean up some imports, shift around some commented code 2022-01-22 19:11:25 -05:00
Tyler Goodlet 40c874ce92 Pass curve color through to y sticky label 2022-01-22 19:11:25 -05:00
Tyler Goodlet ea5b55945f Re-order grays by "lightness" 2022-01-22 19:11:25 -05:00
Tyler Goodlet 216afec19c Add test logic for range based volume curve filling 2022-01-22 19:10:20 -05:00
Tyler Goodlet 4f9aa0d965 Add dynamic subplot sizing logic, passthrouh step curve colors 2022-01-22 19:05:15 -05:00
Tyler Goodlet 04373fd62a Drop rsi from display by default 2022-01-22 18:00:02 -05:00
Tyler Goodlet 2a59ccf1bb Incrementally yield to Qt loop to resize sidepanes
Since our startup is very concurrent there is often races where widgets
have not fully spawned before python (re-)sizing code has a chance to
run sizing logic and thus incorrect dimensions are read. Instead ensure
the Qt render loop gets to run in between such checks.

Also add a `open_sidepane()` mngr for creating a minimal form widget for
FSP subchart sidepanes which can be configured from an input `dict`.
2022-01-22 14:40:41 -05:00
Tyler Goodlet 6ec0fdcabf Add charting support for "step curves" via `style="step"` 2022-01-22 14:28:14 -05:00
Tyler Goodlet 50e8b3464f Can't serialize a `set` on `msgpack` codec 2022-01-14 09:16:34 -05:00
Tyler Goodlet bcc8d8a0d5 Simplify throttle loop to a single while block
This should in theory result in increased burstiness since we remove
the plain `trio.sleep()` and instead always wait on the receive channel
as much as possible until the `trio.move_on_after()` (+ time diffing
calcs) times out and signals the next throttled send cycle. This also is
slightly easier to grok code-wise instead of the `try, except` and
another tight while loop until a `trio.WouldBlock`. The only simpler
way i can think to do it is with 2 tasks: 1 to collect ticks and the
other to read and send at the throttle rate.

Comment out the log msg for now to avoid latency and add much more
detailed comments. Add an overrun log msg to the main sample loop.
2021-12-09 08:23:59 -05:00
Tyler Goodlet 18859e1b8c Add detailed comments, comment out fill mode 2021-12-07 16:10:33 -05:00
Tyler Goodlet a2659d1fde Only update curve lengths on non-negative index diffs 2021-11-12 16:03:23 -05:00
Tyler Goodlet 739399d5a9 Make `.paint()` method always the last 2021-11-12 16:03:23 -05:00
Tyler Goodlet 95bf522b48 Always draw a last step line with px width=2 2021-11-12 16:03:23 -05:00
Tyler Goodlet 43666a1a8e Increase current bar's pen size by a px 2021-11-12 16:03:23 -05:00
Tyler Goodlet 5bf8e6a90e Use filled rect for current step
A `QRectF` is easier to make and draw (i think?) so use that and fill it
on volume events for decent sleek real-time look. Adjust the step array
generator to allow for an endpoints flag. Comment and/or clean out all
the old path filling calls that gave us perf issues..
2021-11-12 16:03:23 -05:00
Tyler Goodlet 0876d2f4fe Bleh, try a bunch of stuff for step filling
Turns out the performance of updating and refilling step curves > 1k ish
points is super slow :sadkek:. Disabling the fill basically returns
normal performance, so it seems maybe we'll stick with unfilled volume
"bars" for now. The other tricky bit is getting the path to extend and
fill which is particularly slow if you use the `QPainterPath.united()`
(what `+` set op does) operation which seems to require an entire redraw
of the curve each paint iteration. Removing the pixel buffer cache makes
things that much worse too..

One technique i tried was only setting a `._fill` flag when so many
datums are in view (< 1k as determined by the chart widget), and this
helps, but under high load (trade rates) you still see more lag then
without the fill which makes me say screw it and let's stick with
unfilled bars for now. Trying go to get performant filled curves will be
an exercise for an aspiring graphics eng :P
2021-11-12 16:03:23 -05:00
Tyler Goodlet c378a56b29 Add last step updates and path fill support 2021-11-12 16:03:23 -05:00
Tyler Goodlet e4e1b4d64a Invert 'c' (connection) array
In latest `pyqtgraph` it seems there's a discrepancy
since `function.arrayToQPath()` was reworked and now
we need to *not* connect the last point for each bar.
2021-11-12 16:03:23 -05:00
Tyler Goodlet 4cf51ffb1e Draft 'step' curve; couldn't get pg builtin to work 2021-11-12 16:03:23 -05:00
Tyler Goodlet 61f3ce43b3 Toss in references step mode impl 2021-11-12 16:03:23 -05:00
Tyler Goodlet 6825ad4804 Add some type annots around pp msg handling 2021-11-05 10:05:11 -04:00
Tyler Goodlet de0cc6d81a Expect accounts as tuple, don't start rt pnl on no live pp 2021-11-05 10:05:11 -04:00
Tyler Goodlet 46e85e2e4b Comment on default account load order 2021-11-05 10:05:11 -04:00
Tyler Goodlet 75fddb249c Avoid value error on puterizing unit name 2021-11-05 10:05:11 -04:00
Tyler Goodlet c737de7c74 Rage drop the limit size unit enum 2021-11-05 10:05:11 -04:00
Tyler Goodlet 8f70398d88 Fix exit-slot-edge-case when only one discrete unit remains 2021-11-05 10:05:11 -04:00
Tyler Goodlet d706f35668 Keep slots ratio of 1 on derivs at startup 2021-11-05 10:05:11 -04:00
Tyler Goodlet 1f1f0d3909 Force min pnl label width to avoid resizes on magnitude steps 2021-11-05 10:05:11 -04:00
Tyler Goodlet d7cfe4dcb3 Shorten edit name, passthrough kwargs to adder methods 2021-11-05 10:05:11 -04:00
Tyler Goodlet 7cbcfc5525 Update pp size label on settings changes
Resolves #232
2021-11-05 10:05:11 -04:00
Tyler Goodlet 2b97f98151 Don't open stream before starting the fsp context.. 2021-11-05 10:04:10 -04:00
Tyler Goodlet ea9b66d1c3 Hotfix: open a tractor context to fsps...
The prior PR for fixing fsp array misalignment also added
`tractor.Context` usage which wasn't reflected in the graphics update
loop (newer code added it but the prior PR was factored from path
dependent history) and thus was broken. Further in newer work we don't
have fsp actors actually stream value updates since the display loop can
already pull from the source feed and update graphics at a preferred
throttle rate.  Re-enabled the fsp stream sending here by default until
that newer only-throttle-pull-from-source code is landed in the display
loop.
2021-11-05 09:33:48 -04:00
Tyler Goodlet cbec7df225 Drop old bps from fsp engine 2021-11-01 13:28:57 -04:00
Tyler Goodlet c9136e0494 Fix rsi history off-by-one due to `np.diff()` 2021-11-01 13:28:57 -04:00
Tyler Goodlet dd9f6e8a7c Move sync diffing helpers out of index loop 2021-11-01 13:28:57 -04:00
Tyler Goodlet 53dedbd645 Move "desynced" logic into a predicate 2021-11-01 13:28:57 -04:00
Tyler Goodlet 3dd82c8d31 Fix the drunk fix
This should finally be correct fsp src-to-dst array syncing now..
There's a few edge cases but mostly we need to be sure we sync both
back-filled history diffs and avoid current step lag/leads. Use
a polling routine and the more stringent task re-spawn system to get
this right.
2021-11-01 13:28:57 -04:00
Tyler Goodlet 086aaf1d16 Sync history recalcs to diff checks via a "task tracker" 2021-11-01 13:28:57 -04:00
Tyler Goodlet f68671b614 Revert to old shm "last" meaning last row 2021-11-01 13:28:57 -04:00
Tyler Goodlet 1981b113b7 Drunkfix: finally solve the fsp alignment race? 2021-11-01 13:28:57 -04:00
Tyler Goodlet 6f83e358fe Add zero on increment support 2021-11-01 13:28:57 -04:00
Tyler Goodlet 5b1be8a8da Do fsp sync-to-source in sample step task 2021-11-01 13:28:57 -04:00
Tyler Goodlet 2b9fb952a9 Fix shm index update race
There was a lingering issue where the fsp daemon would sync its shm
array with the source data and we'd set the start/end indices to the
same value. Under some races a reader would then read an empty `.array`
which it wasn't expecting. This fixes that as well as tidies up the
`ShmArray.push()` logic and adds a temporary check in `.array` for zero
length if the array hasn't been written yet.

We can now start removing read array length checks in consumer code
and hopefully no more races will show up.
2021-11-01 13:28:57 -04:00
Tyler Goodlet 2cd594ed35 Add profiling to fsp engine
Litter the engine code with `pyqtgraph` profiling to see if we can
improve startup times - likely it'll mean pre-allocating a small fsp
daemon cluster at startup.
2021-11-01 13:28:57 -04:00
Tyler Goodlet d4b00d74f8 Move top level fsp pkg code into an `_engine` module 2021-11-01 13:28:57 -04:00
Tyler Goodlet 33d1f56440 Port fsp daemon to tractor's context api 2021-11-01 13:28:57 -04:00
Tyler Goodlet 31f4dbef7d More explicit error on shm push overruns 2021-11-01 13:28:57 -04:00
Tyler Goodlet 92d7ffd332 WIP fsp output throttling - not working yet 2021-11-01 13:28:57 -04:00
Tyler Goodlet f5d73edd1b Switch imports to new `tractor.trionics` subpkg 2021-11-01 13:22:23 -04:00
Tyler Goodlet 297b88e88c Disable slipped in vlm display, will land with #231 2021-11-01 13:16:35 -04:00
Tyler Goodlet 24596022f9 Wait for a last price tick before delivering quote 2021-10-29 09:31:06 -04:00
Tyler Goodlet af0503956a Use `tractor.to_asyncio.open_channel_from()` in ib backend 2021-10-29 09:26:42 -04:00
Tyler Goodlet 1416d4e6ac Add actor wide client ignore set, increase history retreival to 24 requests 2021-10-29 09:25:41 -04:00
Tyler Goodlet eca9b14cd6 Add (list of) `hosts` support in config and better scan error msg 2021-10-29 09:20:52 -04:00
Tyler Goodlet 547f6692d6 Passthrough loglevel to fsp actor 2021-09-21 16:12:23 -04:00
Tyler Goodlet 4227b2e7a0 Increase feed status label size once more 2021-09-21 15:49:51 -04:00
Tyler Goodlet 7d00244e8b WIP resize sidepanes to master plot 2021-09-21 15:49:09 -04:00
Tyler Goodlet 4d06502bc8 Accept humanized str input for order settings 2021-09-21 15:48:40 -04:00
Tyler Goodlet d3d7f8a6f8 Add `puterize()` 2021-09-21 15:48:40 -04:00
Tyler Goodlet da8bccf788 Just log error on invalid order mode settings 2021-09-21 15:48:40 -04:00
Tyler Goodlet 3e25be6321 Build out feed status label, add to top of sidepane 2021-09-21 15:48:40 -04:00
Tyler Goodlet bc42d625fc Make labels expand by default 2021-09-21 15:48:40 -04:00
Tyler Goodlet fd8be33f10 Add portal getter, store throttle rate 2021-09-21 15:48:40 -04:00
Tyler Goodlet 46bbfc8ef8 Breakup the chart module
Split up the rather large `.ui._chart` module into its constituents:
- a `.ui._app` for the highlevel widget composition, qtractor entry
  point and startup logic
- `.ui._display` for all the real-time graphics update tasks which
  consume the `.ui._chart` widget apis
2021-09-15 07:52:01 -04:00
Tyler Goodlet aa91055a16 Fix logic to display pnl in status label immediately 2021-09-14 18:31:49 -04:00
Tyler Goodlet 67de83afa9 Create all trackers in one pass of the accounts 2021-09-14 14:26:15 -04:00
Tyler Goodlet f4740da6a2 Drop `.accounts` field from allocator 2021-09-14 13:10:39 -04:00
Tyler Goodlet 4afafce297 Update icons from pps at order mode startup 2021-09-14 12:26:26 -04:00
Tyler Goodlet 9c60aa1928 Add account icon updater method to sidepane 2021-09-14 12:26:06 -04:00
Tyler Goodlet 9e41dfb735 Add an icon setter api to `Selection` 2021-09-14 12:25:30 -04:00
Tyler Goodlet be5a8e66d8 Only show accounts reported from clearing sys 2021-09-14 10:37:30 -04:00
Tyler Goodlet 9e15401ddc Add an accounts list setter 2021-09-14 10:36:44 -04:00
Tyler Goodlet b04645aa47 Expect `accounts: set[str]` startup msg through clearing system 2021-09-14 10:36:13 -04:00
Tyler Goodlet 75e1bf3f6e Factor combobox logic into a new `Selection` subtype 2021-09-14 10:34:36 -04:00
Tyler Goodlet 6a31c4e160 Fix missing tracker to ui update call 2021-09-13 19:08:30 -04:00
Tyler Goodlet 335e72bf32 Move icons generatino to new module 2021-09-13 18:40:12 -04:00
Tyler Goodlet 66199bfe6f Implement the pixmap mask hack for long/short pp icons 2021-09-13 17:40:14 -04:00
Tyler Goodlet 3de4b9afbb Scale down icons size, add RHS icons theory code 2021-09-13 17:39:19 -04:00
Tyler Goodlet 6ac092d618 Scale search results indent to font size 2021-09-13 08:48:11 -04:00
Tyler Goodlet 4f9827c070 Try out account icons from order mode 2021-09-13 08:48:04 -04:00
Tyler Goodlet bbcdb88263 Add account icon setter method 2021-09-13 08:47:06 -04:00
Tyler Goodlet d08886dceb Try to set icons on RHS, store combo box entries in map 2021-09-13 08:47:06 -04:00
Tyler Goodlet 8ec31d9256 Make order mode expect account names in startup pp msgs 2021-09-13 08:28:44 -04:00
Tyler Goodlet c6cc592f4e Fix wrong key, use account value 2021-09-13 08:24:45 -04:00
Tyler Goodlet eb70baf161 Pass account names on wire: brokerd => emsd 2021-09-13 08:24:45 -04:00
Tyler Goodlet 16b7456fef Fix indentation 2021-09-13 08:24:45 -04:00
Tyler Goodlet 6acfd6c38a Ugh, positions relay hotfix
Must have run into some confusion with data structures in `brokerd` vs.
`emsd`. This fixes the ems `relay.positions` state tracking to be
composed maps, vs. messages from `brokerd` should just be a sequence.
2021-09-12 19:30:43 -04:00
Tyler Goodlet ef6594cfc4 Re-factor pnl display logic into settings pane 2021-09-12 12:40:27 -04:00
Tyler Goodlet 21e6bee39b Fix legacy import from `QtGui` 2021-09-11 18:19:58 -04:00
Tyler Goodlet 1fe29dc86b Revert "Drop extra method"
This reverts commit 6fa8958acf.

We actually do need it since the selection widget of course won't tell
you its "key" that we assign and further we'd have to use a (value, key)
style invocation which isn't super pythonic.
2021-09-11 13:21:19 -04:00
Tyler Goodlet f81d47efc4 Detail some comments 2021-09-11 13:10:20 -04:00
Tyler Goodlet 6fa8958acf Drop extra method 2021-09-11 10:56:03 -04:00
Tyler Goodlet 7e366d18cb Handle paper account loading
The paper engine returns `"paper"` instead of `None` in the pp msgs so
expect that. Don't bother with fills tracking for now (since we'll need
either the account in the msg or a lookup table locally for oids to
accounts). Change the order line update handler to a local module function,
there was no reason for it to be a pane method.
2021-09-11 10:42:32 -04:00
Tyler Goodlet 8886f11c62 Don't allow selecting accounts that haven't been loaded 2021-09-11 10:41:52 -04:00
Tyler Goodlet c00cf12f94 Deliver ems cached pps are dict of lists 2021-09-10 18:54:34 -04:00
Tyler Goodlet 054ddf6732 Send error on non-paper account requests to paperboi 2021-09-10 18:54:04 -04:00
Tyler Goodlet b6b3ca15c5 Activate pnl updates from order mode method on account switches 2021-09-10 14:59:42 -04:00
Tyler Goodlet 149bee1058 Create net-zero pps from startup vs. accounts diff 2021-09-10 14:01:29 -04:00
Tyler Goodlet f16591612e Support real-time account switch and status update
Make a pp tracker per account and load on order mode boot.
Only show details on the pp tracker for the selected account.
Make the settings pane assign a `.current_pp` state on the order mode
instance (for the charted symbol) on account selection switches and no
longer keep a ref to a single pp tracker and allocator in the pane.

`SettingsPane.update_status_ui()` now expects an explicit tracker
reference as input. Still need to figure out the pnl update task logic
despite the intermittent account changes.
2021-09-10 11:50:24 -04:00
Tyler Goodlet d25aec53e3 Append pp values per account during startup on ib 2021-09-10 11:36:46 -04:00
Tyler Goodlet 71afce69d0 Append paper account last when loading 2021-09-10 11:35:30 -04:00
Tyler Goodlet f9e5769b01 Lintn: add missing space 2021-09-10 11:35:00 -04:00
Tyler Goodlet 46d3bf0484 Drop commented assert about `form.model` 2021-09-10 11:34:29 -04:00
Tyler Goodlet 4e1bac0071 Update label on `.show()` 2021-09-10 11:33:58 -04:00
Tyler Goodlet e1efb0943b Track per-account pps in ems memory 2021-09-10 11:33:08 -04:00
Tyler Goodlet 87bca9aae1 Tweak accounts schema to be per-provider 2021-09-09 10:46:39 -04:00
Tyler Goodlet c9eb0b5afb Show account name on pp line 2021-09-09 10:34:48 -04:00
Tyler Goodlet 5e947e7887 Maybe show account names on order lines 2021-09-09 10:34:14 -04:00
Tyler Goodlet 15aba154f2 Return account name in next order info 2021-09-09 10:33:52 -04:00
Tyler Goodlet c53b8ec43c Make `ib` backend multi-client capable
This adds full support for a single `brokerd` managing multiple API
endpoint clients in tandem. Get the client scan loop correct and load
accounts from all discovered clients as specified in a user's
`broker.toml`. We now just always re-scan for all clients and if there's
a cache hit just skip a creation/connection logic.

Route orders with an account name to the correct client in the
`handle_order_requests()` endpoint and spawn an event relay task per
client for transmitting trade events back to `emsd`.
2021-09-09 08:07:11 -04:00
Tyler Goodlet dedfb27a3a Add per-account order entry for ib
Make the `handle_order_requests()` tasks now lookup the appropriate API
client for a given account (or error if it can't be found) and use it
for submission. Account names are loaded from the
`brokers.toml::accounts.ib` section both UI side and in the `brokerd`.
Change `_aio_get_client()` to a `load_aio_client()` which now tries to
scan and load api clients for all connections defined in the config as
well as deliver the client cache and account lookup tables.
2021-09-08 15:55:45 -04:00
Tyler Goodlet b01538f183 Support an account field in clearing system
Each backend broker may support multiple (types) of accounts; this patch
lets clients send order requests that pass through an `account` field in
certain `emsd` <-> `brokerd` transactions. This allows each provider to read
in and conduct logic based on what account value is passed via requests
to the `trades_dialogue()` endpoint as well as tie together positioning
updates with relevant account keys for display in UIs.

This also adds relay support for a `Status` msg with a `'broker_errored'`
status which for now will trigger the same logic as cancelled orders on
the client side and thus will remove order lines submitted on a chart.
2021-09-08 15:46:33 -04:00
Tyler Goodlet 504040eb59 Add an `account` field to EMS msging schemas 2021-09-08 14:03:18 -04:00
Tyler Goodlet 0d2cddec9a Return accounts in `bidict` 2021-09-08 14:01:54 -04:00
Tyler Goodlet 063788499a Use a pnl task per symbol 2021-09-07 12:54:32 -04:00
Tyler Goodlet b5c1120ad0 Set account in ui handler 2021-09-07 12:54:10 -04:00
Tyler Goodlet 5d25a0d370 Better pp loading at startup
- directly lookup the position data for the current symbol
- let `mk_alloc()` create the allocator
- load and set account name for pp in sidepane
2021-09-07 09:23:18 -04:00
Tyler Goodlet 2bc07ae05b Try explicit matches of symbol to our adhoc set for pp msgs 2021-09-07 09:22:56 -04:00
Tyler Goodlet 7b86b6ae20 Add account settings change support 2021-09-07 09:22:24 -04:00
Tyler Goodlet 09d34f7355 Make `accounts` field public, add an account name method 2021-09-07 09:21:55 -04:00
Tyler Goodlet d38a6bf032 Create alloc instance in factory body, template out defaults loading 2021-09-07 08:38:24 -04:00
Tyler Goodlet 214c622328 Move allocator components to clearing sub-pkg 2021-09-06 22:05:42 -04:00
Tyler Goodlet 343cb4b0ae Port order mode setup to new pp apis; reduces implicit update logic 2021-09-06 21:36:30 -04:00
Tyler Goodlet 5333d25bf6 Better separation of UI vs. allocator settings
Get rid of `PositionTracker.init_status_ui()` and instead make
a helper func `mk_allocator()` which takes in the alloc and adjusts
default settings on the allocator alone (which is expected to be
passed in). Expect a `Position` instance to be passed into the tracker
which will be looked up for UI updates. Move *update-from-position-msg*
ops into a `Position.update_from_msg()` method.
2021-09-06 21:35:11 -04:00
Tyler Goodlet 15025d6047 Move config module to top level 2021-09-06 21:26:28 -04:00
Tyler Goodlet 85fd0a7a30 Avoid "n" as name since it conflicts with pdb 2021-09-06 13:46:07 -04:00
Tyler Goodlet b9ee0997a7 Only do tracker update if pp msg is received for sym 2021-09-06 12:42:25 -04:00
Tyler Goodlet 3713831070 Fix fsp pane width to exactly the same as OHLC chart 2021-09-06 09:28:11 -04:00
Tyler Goodlet 37719efe37 Scale status bar labels to actual bar height 2021-09-06 09:28:11 -04:00
Tyler Goodlet 28047c523d Drop cruft from before pane-per-chart was added 2021-09-06 09:28:11 -04:00
Tyler Goodlet c26161ed7e Make config acounts loading more explicit. 2021-09-06 09:28:11 -04:00
Tyler Goodlet c86c4218ce Allow blank accounts config 2021-09-06 09:28:11 -04:00
Tyler Goodlet c5191d66cb Use new method name in order mode 2021-09-06 09:28:11 -04:00
Tyler Goodlet 27f10293bd Fix pp line label update logic
We weren't updating the LHS size labels on creation and we now use the
lot size digits to do so. Change `PositionTracker.update()` to
`.update_from_pp_msg()`.
2021-09-06 09:28:11 -04:00
Tyler Goodlet 171832cfb8 Tweak account label 2021-09-06 09:28:11 -04:00
Tyler Goodlet 35fe26cb95 Assign unique shm keys for duplicate fsps to avoid array clobbering 2021-09-06 09:28:11 -04:00
Tyler Goodlet 709288d034 Sway fixes that avoid weird window resizing 2021-09-06 09:28:11 -04:00
Tyler Goodlet e95589e5b0 Ignore ohlc step stream subs lookup errors 2021-09-06 09:28:11 -04:00
Tyler Goodlet 9c4437b179 Scale pp pane to chart height
Acts as a fix for lodpi and better sizing logic for the pp status bar.
Drop all the redundant passing of the form to its child layouts during
instantiating (since they're all added as layouts to the tree). Comment
out the feed status label for now since it's not hooked up to the
backend and we'll get it going in a new PR.

Down the road we probably want to do all the pp pane component-widget
sizing *after* the `pyqtgraph` chart is up; it's going to take some
reworking of the charting api tho.
2021-09-06 09:28:11 -04:00
Tyler Goodlet cf9de5cd50 Use ``order_line()`` factor for pp tracker 2021-09-06 09:28:11 -04:00
Tyler Goodlet dc7fcbe792 Tweak mouse rate limits per sway experiments; size line dot to dpi font 2021-09-06 09:28:11 -04:00
Tyler Goodlet 34d4d098d2 Add silver futes 2021-09-06 09:28:11 -04:00
Tyler Goodlet a0258d8be1 Configure alloc to asset type *before* setting pp labels 2021-09-06 09:28:11 -04:00
Tyler Goodlet 1d8767d548 Make `order_line()` configurable for a pp line
We were re-implementing a few things order lines already support.
All we really needed was to not add a pp size label if one is provided.
Use `.hide_label()` in the mouse hover handler.
2021-09-06 09:28:11 -04:00
Tyler Goodlet 77e014daa3 No longer feed specific 2021-09-06 09:28:11 -04:00
Tyler Goodlet 28b6882725 Slapp in exchange suffix position msg key; avoid symbol aliasing on `in` check 2021-09-06 09:28:11 -04:00
Tyler Goodlet fa88d91b8d Add breakpoint on bcast lag for testing 2021-09-06 09:28:11 -04:00
Tyler Goodlet 32f72dd3e8 Drop unused ref 2021-09-06 09:28:10 -04:00
Tyler Goodlet a0c03a8b6b Format pnl label with % type 2021-09-06 09:28:10 -04:00
Tyler Goodlet 30dfcc4530 Use pnl calc in order mode (i.e. no x100%) 2021-09-06 09:28:10 -04:00
Tyler Goodlet 4247f28e04 Round slots proportion instead of ceiling-ing them 2021-09-06 09:28:10 -04:00
Tyler Goodlet 60a6016e73 Break up the pnl calc from the percent part 2021-09-06 09:28:10 -04:00
Tyler Goodlet f90be981b0 Form font size must be set before adding widgets 2021-09-06 09:28:10 -04:00
Tyler Goodlet e78a03d988 Fix import from wrong namespace, again. 2021-09-06 09:28:10 -04:00
Tyler Goodlet 55ae007233 Pixel cache our label type 2021-09-06 09:28:10 -04:00
Tyler Goodlet 32f8931d79 Show "slots used" aka proportion "x" on order lines 2021-09-06 09:28:10 -04:00
Tyler Goodlet 09fccdf8e5 Add fiat size to each order line label 2021-09-06 09:28:10 -04:00
Tyler Goodlet 39d2cac3a6 Handle race with order-request-ack msg 2021-09-06 09:28:10 -04:00
Tyler Goodlet 423fc8332c Allocate pnl calc subtask inside order mode machinery 2021-09-06 09:28:10 -04:00
Tyler Goodlet fd982df7a9 Add `Allocator.slots_used()` helper calc method 2021-09-06 09:28:10 -04:00
Tyler Goodlet abc5c382ae Use a better exit slot heuristic
When exiting a pp toward net-zero, we may sometimes run into the issue
of having a "fractional slot" worth of units in allocator limit terms.
This is further nuanced by live orders which are submitted above the
current clearing price which get allocated a size (based on that staged
but non-cleared price) according to their limit size unit which can be
calculated to be less then the size that would have been allocated at
the actual clearing price. In the short term cope with this discrepancy
by simply using a "slot and a half" as the decision point of whether to
exit a slot's worth or the remaining pp's worth of units. In other words
if you can exit 1.5x a slot's worth or less, exit the remaining pp,
otherwise exit a slot's worth. This is a stop gap until we have a better
solution to limiting staged orders to (some range around) the currently
computed clear-able price.
2021-09-06 09:28:10 -04:00
Tyler Goodlet 03c38a1163 It's a map of symbols to first quote dicts 2021-09-06 09:28:10 -04:00
Tyler Goodlet 8c7e4c0ce9 Add real-time pnl calc and display in status pane 2021-09-06 09:28:10 -04:00
Tyler Goodlet fb4354d629 Add type annots to calcs 2021-09-06 09:28:10 -04:00
Tyler Goodlet 3dd98ff56a Fix inverval logic, lel 2021-09-06 09:28:10 -04:00
Tyler Goodlet dfe4ca948a Flip to `open_order_mode()` as ctx mngr
We need a subtask to compute the current pp PnL in real-time but really
only if a pp exists - a spawnable subtask would be ideal for this. Stage
a tick streaming task using a stream bcaster; no actual pnl calc yet.

Since we're going to need subtasks anyway might as well stick the order
mode UI processing loop in a task as well and then just give the whole
thing a ctx mngr api. This'll probably be handy for when we have
auto-strats that need to dynamically use the mode's api as well.

Oh, and move the time -> index mapper to a chart method for now.
2021-09-06 09:28:10 -04:00
Tyler Goodlet ee377e6d6b "Back load" exits, always abs the order size, `SettingsPane` is better name 2021-09-06 09:28:10 -04:00
Tyler Goodlet 942cbc2743 `x:` seems clean enough for a "step symbol" 2021-09-06 09:28:10 -04:00
Tyler Goodlet 91fb451696 Fix marker-off-screen-placement for down arrows 2021-09-06 09:28:10 -04:00
Tyler Goodlet 1ab23dcba3 Solve the short pps issue with nice `abs()` 2021-09-06 09:28:10 -04:00
Tyler Goodlet 5103204853 Trigger order allocation at stage/creation time 2021-09-06 09:28:10 -04:00
Tyler Goodlet d9d65bd71a Pass in labl fields as kwargs 2021-09-06 09:28:10 -04:00
Tyler Goodlet 07aafac106 Breakout position line method to module func 2021-09-06 09:28:10 -04:00
Tyler Goodlet a28c3f9eba Handle status-group-closed-too-soon bug 2021-09-06 09:28:10 -04:00
Tyler Goodlet b11b8be11e Use consistent digits throughout `humanize()` 2021-09-06 09:28:10 -04:00
Tyler Goodlet 5b923ae577 Update status UI in `.on_ui_settings_change()`
Use this method to go through writing all allocator parameters and then
reading all changes back into the order mode pane including updating the
limit and step labels by the fill bar.

Machinery changes:
- add `.limit()` and `.step_sizes()` methods to the allocator to
  provide the appropriate data depending on the pp limit size unit (eg.
  currency vs. units)
- humanize the label display text such that you have nice suffixes and
  a fixed precision
- tweak the fill bar labels to be simpler since the values are now
  humanized
- expect `.on_ui_settings_change()` to be called for every slots hotkey
  tweak
2021-09-06 09:28:10 -04:00
Tyler Goodlet 0589c3c5b7 Validate symbol inputs using pydantic 2021-09-06 09:28:10 -04:00
Tyler Goodlet 3c7bf4310c Just simple update on a slots setting change 2021-09-06 09:28:10 -04:00
Tyler Goodlet a006ffce80 Update pane status on position updates from ems
Turned out to be pretty simple, on every pp update just recompute
the proportion of slots used based on the limit size units.
Don't assign the allocator callback method for alert lines since
there's no size to generate. Move from-existing-pp calculations
into the order pane itself.
2021-09-06 09:28:10 -04:00
Tyler Goodlet 37f5648883 Clarify comment 2021-09-06 09:28:10 -04:00
Tyler Goodlet c4add92422 Move widget-style "format label" to our label mod
Might as well group similar components..
Drop form widget user input update logic, instead expect caller to
provide an async handler.
2021-09-06 09:28:10 -04:00
Tyler Goodlet 16c1f727c7 Finally, correct "next size" allocation logic
Handling the edge cases in this was "fun", namely:
- entering with less then a slot's worth of units to purchase
  before hitting the pp limit or, less then a slots worth when exiting
  toward a net-zero position.
- round pp msg updates using the symbol tick and lot size digits to
  avoid super small (1e-30 lel) positions lingering in the ems (happens
  moreso with the paper engine).
- don't expect the next size method to be called for alert level changes
2021-09-06 09:28:10 -04:00
Tyler Goodlet 80b01ed8cf Create a formattable label, increase fill bar label sizes 2021-09-06 09:28:10 -04:00
Tyler Goodlet c4d5ca008e Add a `ChartnPane` composite for every symbol 2021-09-06 09:28:10 -04:00
Tyler Goodlet 206af0d575 Port to order pane apis 2021-09-06 09:28:10 -04:00
Tyler Goodlet bc2f4186fd Turn off debug prints 2021-09-06 09:28:10 -04:00
Tyler Goodlet 15fc66f0a9 Add config account loader 2021-09-06 09:28:10 -04:00
Tyler Goodlet b09d0d7129 Add an a pane composite and throw ui update methods on it 2021-09-06 09:28:10 -04:00
Tyler Goodlet 2b8c3f69b1 Return quick on unmatched event type 2021-09-06 09:28:10 -04:00
Tyler Goodlet 58afe07a88 Move `Allocator` to module level, `OrderPane` over to pp mod 2021-09-06 09:28:10 -04:00
Tyler Goodlet 6be6f25797 Add "crypto" type to binance and kraken symbols 2021-09-06 09:28:10 -04:00
Tyler Goodlet dfb9c55944 Compute symbol digits at creation time
Add a new factory func `mk_symbol()` to create the initial
instance at feed creation time.
2021-09-06 09:28:10 -04:00
Tyler Goodlet 6744f59c58 Add numberline hotkeys for slots config 2021-09-06 09:28:10 -04:00
Tyler Goodlet 07b20a5e68 Fill out allocator calcs for $size and #units, draft pp ui tracking 2021-09-06 09:28:10 -04:00
Tyler Goodlet 17fbe6a6ab Start drafting out alloctor settings per asset type 2021-09-06 09:28:10 -04:00
Tyler Goodlet be956c4031 Move fill status bar to module level, draft out order pane composite 2021-09-06 09:28:10 -04:00
Tyler Goodlet 7192264818 Position pane UI improvements
- pass label text and field widget key separately
- fix fill status bar slot sizing logic (once and for all) and
  create a new type that allows generating / resizing the bar's
  size / values with a `.set_slots()` method
- pull account names from allocator attr
- set `.fill_bar` as the fill status bar on the form for now
2021-09-06 09:28:10 -04:00
Tyler Goodlet 87bd6046e5 Not sure how this worked before but, pass reqid from existing live order 2021-09-06 09:28:10 -04:00
Tyler Goodlet a1d4e61fc2 Port chart code to new subsys apis
- make `GodWidget.load_symbol()` async
- track loaded feeds with a private `._feeds` dict
- add methods to pause/resume all feeds when chart is (un)focussed
- add some commented test code for 2nd feed consumer task and rsi2 fsp
- load async signal handler for view clicking
2021-09-06 09:28:10 -04:00
Tyler Goodlet 1cb311602c Revert commenting bounding rect fix.. 2021-09-06 09:28:10 -04:00
Tyler Goodlet 873d531521 Vastly simplify order mode line management
- generate lines from staged `Order` msgs
- apply level update callback to each order that dynamically
  updates the order size from the allocator calcs
- pass order msg instances to the ems client for submission
- update order size on line moves
- add `Order` msg and `Symbol` refs to each dialog
2021-09-06 09:28:10 -04:00
Tyler Goodlet ccad7cfc2a Allocate order size using lots digits calc 2021-09-06 09:28:10 -04:00
Tyler Goodlet 69a1f5e8a8 Add line copy func, drop old markers cruft 2021-09-06 09:28:10 -04:00
Tyler Goodlet 68e23fc567 Simplify line editor to track lines instead of create them 2021-09-06 09:28:10 -04:00
Tyler Goodlet 97ebd03508 Avoid position resets on label paint 2021-09-06 09:28:10 -04:00
Tyler Goodlet c1379001e5 Expect `Order` msg instance to ems client `.send()` 2021-09-06 09:28:10 -04:00
Tyler Goodlet 374967dc6f Support temp `Symbol` and non-copied model refs on `Order` msg 2021-09-06 09:28:10 -04:00
Tyler Goodlet 92d6b19777 Rejig order line creation / config
In an effort to simplify line creation and management from an order
mode here's a slew of changes:
- use our new ``LevelMarker`` for order lines and fully drop usage
 of the original marker implementation stuff from `pg.InfiniteLine`
- add a left side label which shows the instrument's "units" value
  - the most fundamental unit for the "size" of the order
- allow passing in an optional `marker_size: str` so that `action: str`
  doesn't necessarily have to be passed (eg. when copying from an
  existing line)
- change a couple of internal line config options to be public attrs
  which can now be configured dynamically in real-time (since they're
  all `bool` anyway):
  * `hl_on_hover` -> `highlight_on_hover`
  * `_always_show_labels` -> `always_show_labels`
- `LevelLine.set_level()` now only sets the position if it was **not**
  called from the position changed signal (which would be redundant)
2021-09-06 09:28:10 -04:00
Tyler Goodlet c37ce664f5 Uggh, don't override click handler on view; pg has it's own mouse events.. 2021-09-06 09:28:10 -04:00
Tyler Goodlet f2376f90ad Support "next to be focussed" args to async form handlers 2021-09-06 09:28:10 -04:00
Tyler Goodlet ac35e26d9a Make completer view click handler async 2021-09-06 09:28:10 -04:00
Tyler Goodlet 4f4f9f66b4 Move view mode mouse click into async handler 2021-09-06 09:28:10 -04:00
Tyler Goodlet 5ce6dcf3cb Properly capture graphics scene mouse events 2021-09-06 09:28:10 -04:00
Tyler Goodlet 3ddd4bc2c2 Add a private level change cb, fix marker hidingn 2021-09-06 09:28:10 -04:00
Tyler Goodlet 7fc7f72643 Add mouse event and signal proxying support 2021-09-06 09:28:10 -04:00
Tyler Goodlet cebfe9dca3 Split up form creation and input handling, require a `.model` 2021-09-06 09:28:10 -04:00
Tyler Goodlet 1d7300577e Drop godwidget ref to `FieldsForm` 2021-09-06 09:28:10 -04:00
Tyler Goodlet 7295ceb51a Pass labels to form builder, toy with broadcast consumer task 2021-09-06 09:28:10 -04:00
Tyler Goodlet a40205728f Position tracker is passed at init 2021-09-06 09:28:10 -04:00
Tyler Goodlet 4ddfea654b Lol, initial size calcs on order line update 2021-09-06 09:28:10 -04:00
Tyler Goodlet 5528e80c22 Basic allocator state updates from pp sidepane 2021-09-06 09:28:10 -04:00
Tyler Goodlet ce7eb75ada Validate allocator assignments with pydantic 2021-09-06 09:28:10 -04:00
Tyler Goodlet a7920689b6 Add reference gist for Qt guest mode stuff 2021-09-06 09:28:10 -04:00
Tyler Goodlet a3d1a71017 Unpack keyboard events into an explicit msg model 2021-09-06 09:28:10 -04:00
Tyler Goodlet b302707bf3 Order mode docs/comments updates 2021-09-06 09:28:10 -04:00
Tyler Goodlet c982634839 Add draft `pydantic`-`QWidget` ORM system
Move all the ``pydantic`` finagling to an `_orm.py` and
just keep an `Allocator` as the backing model for our pp controls
in the position module. This all needs to be tied together in some sane
with with facility for multiple symbols/streams per chart for when we
get to charting-trading aggregate feeds.
2021-09-06 09:28:10 -04:00
Tyler Goodlet 2d1deb7ab7 Drop uneeded `typing` types for py3.9+ 2021-09-06 09:28:10 -04:00
Tyler Goodlet b79b9c8c41 "last" and "current" are better names 2021-09-06 09:28:10 -04:00
Tyler Goodlet deedcb2c4a Flip to view mode on field exit key combos 2021-09-06 09:28:10 -04:00
Tyler Goodlet 5f7c9a16fb Make god widget focus to chart / "view mode" 2021-09-06 09:28:10 -04:00
Tyler Goodlet 70a283e336 Call god what it is 2021-09-06 09:28:10 -04:00
Tyler Goodlet d1f9273418 Use lightest default for pp line 2021-09-06 09:28:10 -04:00
Tyler Goodlet 8eaf2a1afe Allocate minority to OHLC chart since 2 fsps by default is likely 2021-09-06 09:28:10 -04:00
Tyler Goodlet 75f50f4b7e "bracket"-ify fills bar + labels and try to evenly space the pane sections 2021-09-06 09:28:10 -04:00
Tyler Goodlet 1fc9047746 Drop old pp config widget inserts; use new pane layout func 2021-09-06 09:28:10 -04:00
Tyler Goodlet 3e237124ec Break health bar and pane layout into separate routines 2021-09-06 09:28:10 -04:00
Tyler Goodlet b0ab240f9e Match search bar margins to pp pane 2021-09-06 09:28:10 -04:00
Tyler Goodlet 41b79d0f9a Fix pp pane to show on symbol switches 2021-09-06 09:28:10 -04:00
Tyler Goodlet e005c8b345 Use `QFormLayout` instead of rolling our own; add pp and feed status sections 2021-09-06 09:28:10 -04:00
Tyler Goodlet 318f3b45c5 Just always use a lambda ; it's innocuous 2021-09-06 09:28:10 -04:00
Tyler Goodlet b6c68e381d Move status back to gunmetal 2021-09-06 09:28:10 -04:00
Tyler Goodlet 0ffbb15bc7 Add a "health bar" factor B) 2021-09-06 09:28:10 -04:00
Tyler Goodlet 63138ccbf4 WIP add a lambda-QFrame to get per chart sidpanes for each linkedsplits row 2021-09-06 09:28:10 -04:00
Tyler Goodlet 825680b8c6 Support (sub)plot names separate from data array keys 2021-09-06 09:28:10 -04:00
Tyler Goodlet 65158b8c64 Add position status (health) bar math for sizing and styling 2021-09-06 09:28:10 -04:00
Tyler Goodlet 3eabe93d54 Always hide contents labels at startup 2021-09-06 09:28:10 -04:00
Tyler Goodlet 21d1e17c6a Better search label styling 2021-09-06 09:28:10 -04:00
Tyler Goodlet 30ac32da55 Add ctrl-p as "pane toggle" 2021-09-06 09:28:10 -04:00
Tyler Goodlet 0ce356f5d9 Make field form a vertical layout, add formatted style sheets 2021-09-06 09:28:10 -04:00
Tyler Goodlet 1ae39c963a Allocate pp config form alongside god widget as a side-pane 2021-09-06 09:28:10 -04:00
Tyler Goodlet d022a105bb Start using a small schema for generating forms 2021-09-06 09:28:10 -04:00
Tyler Goodlet 011f36fc3c WIP add input handler for each widget in the form 2021-09-06 09:28:10 -04:00
Tyler Goodlet 43b769a136 Support opening a handler on a collection of widgets 2021-09-06 09:28:10 -04:00
Tyler Goodlet d1244608bd Use font scaled delegate from forms module 2021-09-06 09:28:10 -04:00
Tyler Goodlet 5ec00ee762 Size view delegate from monkey patched parent 2021-09-06 09:28:10 -04:00
Tyler Goodlet 940aafe1be OMG Qt view item sizing is sooo dumb.. 2021-09-06 09:28:10 -04:00
Tyler Goodlet 29ea91553d Use "slots" as name for "number of entries" 2021-09-06 09:28:10 -04:00
Tyler Goodlet c18cf4f0bf Mock up initial selection field and progress bar 2021-09-06 09:28:10 -04:00
Tyler Goodlet 7e2e316cbf "Forms" is a better module name 2021-09-06 09:28:10 -04:00
Tyler Goodlet a2b61a67b5 Allocate pp config with new actory, drop old line update method 2021-09-06 09:28:10 -04:00
Tyler Goodlet e8e9e20124 Use mode name setter throughout 2021-09-06 09:28:10 -04:00
Tyler Goodlet 00ff0e96cd Add mode name setter 2021-09-06 09:28:10 -04:00
Tyler Goodlet 97f4d9bc2d Drop stale anchors 2021-09-06 09:28:10 -04:00
Tyler Goodlet 1ed7be7c00 Move font-aware line edit to "text entry" mod 2021-09-06 09:28:10 -04:00
Tyler Goodlet 8d65a55f9e Toggle pp config widget on order mode active 2021-09-06 09:28:10 -04:00
Tyler Goodlet 64ccc79a33 Change order label format to color:count 2021-09-06 09:28:10 -04:00
Tyler Goodlet 0f176425b1 First WIP of pp config entry widget on status bar 2021-09-06 09:28:10 -04:00
Tyler Goodlet c4a9d53306 Use one marker, drop old anchors, add graphics update on marker paint 2021-09-06 09:28:10 -04:00
Tyler Goodlet 4d5afc2e25 Add dpi font scale getter 2021-09-06 09:28:10 -04:00
Tyler Goodlet 4ce6edae70 Skip line stage when chart not yet initialized 2021-09-06 09:28:10 -04:00
Tyler Goodlet da3f149646 Add a tight pp anchor 2021-09-06 09:28:10 -04:00
Tyler Goodlet 5473c9848d Start a "text entry widgets" module 2021-09-06 09:28:10 -04:00
Tyler Goodlet 3fb0e02788 Factor font-size-based labeled-line edit into generics widget 2021-09-06 09:28:10 -04:00
Tyler Goodlet 5fb00f726e Add support for a marker "on paint" callback 2021-09-06 09:28:10 -04:00
Tyler Goodlet d283872eb6 Add a scene bounding rect getter to our label 2021-09-06 09:28:10 -04:00
Tyler Goodlet 5144492534 Just warn for now on unknown dialogs 2021-09-06 09:28:10 -04:00
Tyler Goodlet 568dd488b5 Move level marker to annotate module 2021-09-06 09:28:10 -04:00
Tyler Goodlet a4028d3475 Actually position msgs get relayed verbatim 2021-09-06 09:28:10 -04:00
Tyler Goodlet dc279a48c2 Move DPI / screen get logging to debug; reduce cli noise 2021-09-06 09:28:10 -04:00
Tyler Goodlet 7367ed5464 Drop all `ChartPlotWidget._lc` remap to `.linked 2021-09-06 09:28:10 -04:00
Tyler Goodlet c8b14e9445 Pass position msg to tracker, append fill msgs 2021-09-06 09:28:10 -04:00
Tyler Goodlet 3b0b7475c8 Fixup commented view locate call 2021-09-06 09:28:10 -04:00
Tyler Goodlet 1a5770c127 Only hide position (extra) info on order mode exit 2021-09-06 09:28:10 -04:00
Tyler Goodlet 1abbd095ec Fix oustanding label bugs, make `.update()` accept a position msg 2021-09-06 09:28:10 -04:00
Tyler Goodlet 826c4408ea Stop pulling lot size precision from symbol for now in the UI 2021-09-06 09:28:10 -04:00
Tyler Goodlet d3457cd423 Drop position-line factory from lines module, add endpoint getter 2021-09-06 09:28:10 -04:00
Tyler Goodlet 444421bddf Make our default label opaque (since it's normally just text) 2021-09-06 09:28:10 -04:00
Tyler Goodlet 565380368a Increase cursor debounce delay slightly? 2021-09-06 09:28:10 -04:00
Tyler Goodlet f06e05c9cb Switch mode to touch `.pp` 2021-09-06 09:28:10 -04:00
Tyler Goodlet 71eef1b7fd Add `.view` property, throttle to 50Hz by default 2021-09-06 09:28:10 -04:00
Tyler Goodlet 20a8045127 Add a left-side-of-marker orientation 2021-09-06 09:28:10 -04:00
Tyler Goodlet 74d6dd5957 Move position tracking to new module
It was becoming too much with all the labels and markers and lines..
Might as well package it all together instead of cramming it in the
order mode loop, chief.

The techincal summary,
- move `_lines.position_line()` -> `PositionInfo.position_line()`.
- slap a `.pp` on the order mode instance which *is* a `PositionInfo`
- drop the position info info label for now (let's see what users want
  eventually but for now let's keep it super minimal).
- add a `LevelMarker` type to replace the old `LevelLine` internal
  marker system (includes ability to change the style and level on the
  fly).
- change `_annotate.mk_marker()` -> `mk_maker_path()` and expect caller
  to wrap in a `QGraphicsPathItem` if needed.
2021-09-06 09:28:10 -04:00
Tyler Goodlet afcb323c49 Use `QGraphicsPathItem` for marker, add line hide method 2021-09-06 09:28:10 -04:00
Tyler Goodlet 45d6682ae0 Update entry count on position msgs, draft a composite position info type 2021-09-06 09:28:10 -04:00
Tyler Goodlet ff6ac6ba4f Add label location description param for graphics path anchor 2021-09-06 09:28:10 -04:00
Tyler Goodlet d21112dcd7 Drop the open ctx mng; add wip pp label 2021-09-06 09:28:10 -04:00
Tyler Goodlet 69091a894f Move marker label anchor to anchors mod 2021-09-06 09:28:10 -04:00
Tyler Goodlet e58a980786 Move all anchor funcs to new mod 2021-09-06 09:28:10 -04:00
Tyler Goodlet 94d3f67707 Move marker level-line-positioning anchor to new module 2021-09-06 09:28:10 -04:00
Tyler Goodlet 3aab6d67e9 Use label anchor 2021-09-06 09:28:10 -04:00
Tyler Goodlet 791fd23524 Remove `LevelLine.add_label()`, add dynamic pp marker label 2021-09-06 09:28:10 -04:00
Tyler Goodlet 62517c1662 Add user defined anchor support to label; reorg mod 2021-09-06 09:28:10 -04:00
Tyler Goodlet 0dc18598fb Add a client side order dialog type for tracking flows in the UI 2021-09-05 13:59:40 -04:00
Tyler Goodlet bd754b740d Only re-calc avg pp price on pp size increases 2021-09-05 13:59:40 -04:00
Tyler Goodlet 62dd327ef3 Drop `_graphics` subpkg; flat is better then nested 2021-09-05 13:59:40 -04:00
Tyler Goodlet 449c4210e4 Add per session paper position tracking
Generate and maintain position messages in the paper engine for each
`pikerd` session. We no longer tear down the engine on each client
disconnect. Ensure -ve size on sells to make the math work.
2021-09-05 13:59:40 -04:00
Tyler Goodlet 908678da84 Add more futes, add in order status comments 2021-09-05 13:59:40 -04:00
Tyler Goodlet 1c59a01a78 Make subplot proportion slightly larger 2021-09-05 13:59:40 -04:00
Tyler Goodlet fd5c72f97d WIP position market offscreen nav 2021-09-05 13:59:40 -04:00
goodboy ad174c5c21
Merge pull request #204 from pikers/ib_adhoc_derivs
Ib adhoc derivs search
2021-09-02 12:57:12 -04:00
Tyler Goodlet d3838c2a8b Use built-in type generics 2021-09-02 12:55:10 -04:00
Tyler Goodlet eb5762d912 Add adhoc-symbols search for ib
This gives us fast search over a known set of symbols you can't search
for with the api such as futures and commodities contracts.

Toss in a new client method to lookup contract details
`Client.con_deats()` and avoid calling it for now from `.search_stock()`
for speed; it seems originally we were doing the 2nd lookup due to weird
suffixes in the `.primaryExchange` which we can just discard.
2021-09-02 10:55:37 -04:00
Tyler Goodlet 2227721dac Only set event if entry still exists 2021-09-02 10:52:21 -04:00
Tyler Goodlet 3dad779c90 Add commented catch to skip backpressure errors wen debugging 2021-09-01 10:26:49 -04:00
Tyler Goodlet d940957455 Support account passthrough in `.submit_limit()` 2021-09-01 10:26:49 -04:00
Tyler Goodlet ffbfd187ad Raise cache miss on a disconnected ib client 2021-09-01 10:26:49 -04:00
Tyler Goodlet c6aa867c9b Add more futes, add in order status comments 2021-09-01 10:26:49 -04:00
Tyler Goodlet 4527d4a677 Allocate an event per context 2021-09-01 10:17:03 -04:00
Tyler Goodlet 26cb7aa660 Drop tractor stream shielding use 2021-09-01 09:03:55 -04:00
Tyler Goodlet 2df16e11ed Re-implement client caching using `maybe_open_ctx` 2021-09-01 09:01:25 -04:00
Tyler Goodlet c3682348fe Use the actor's service nursery instead
In order to ensure the lifetime of the feed can in fact be kept open
until the last consumer task has completed we need to maintain
a lifetime which is hierarchically greater then all consumer tasks.

This solution is somewhat hacky but seems to work well: we just use the
`tractor` actor's "service nursery" (the one normally used to invoke rpc
tasks) to launch the task which will start and keep open the target
cached async context manager. To make this more "proper" we may want to
offer a "root nursery" in all piker actors that is exposed through some
singleton api or even introduce a public api for it into `tractor`
directly.
2021-08-31 12:46:47 -04:00
Tyler Goodlet 1184a4d88e Cache sample step streams per actor 2021-08-31 09:28:22 -04:00
Tyler Goodlet bbcce0cab6 Facepalm^2: pass through kwargs 2021-08-30 18:04:19 -04:00
Tyler Goodlet cae7f486e4 Revert "Lol, don't use `maybe_open_feed()` for now, it's totally borked..."
Think this was fixed by passing through `**kwargs` in
`maybe_open_feed()`, the shielding for fsp respawns wasn't being
properly passed through..

This reverts commit 2f1455d423.
2021-08-30 17:55:10 -04:00
Tyler Goodlet ff322ae7be Re-impl ctx-mng caching using `trio.Nursery.start()`
Maybe i've finally learned my lesson that exit stacks and per task ctx
manager caching is just not trionic.. Use the approach we've taken for
the daemon service manager as well: create a process global nursery for
each unique ctx manager we wish to cache and simply tear it down when
the number of consumers goes to zero.

This seems to resolve all prior issues and gets us error-free cached
feeds!
2021-08-30 17:54:43 -04:00
Tyler Goodlet 2f1455d423 Lol, don't use `maybe_open_feed()` for now, it's totally borked... 2021-08-26 17:04:59 -04:00
Tyler Goodlet 2a9d24ccac Remove dead OHLC index consumers from subs list on error 2021-08-26 17:04:59 -04:00
Tyler Goodlet fe0d66e847 Drop removed module import 2021-08-26 17:04:59 -04:00
Tyler Goodlet 1e42f58478 Add pause/resume feed api, delegate to msg stream for broadcast api 2021-08-26 17:04:59 -04:00
Tyler Goodlet 2f5abaa47a Add njs token bucket gist url 2021-08-26 17:04:59 -04:00
Tyler Goodlet c8e320849a Add super basic support for data feed "pausing" 2021-08-26 17:04:59 -04:00
Tyler Goodlet 0c9516051b TO SQUASH cached ctx. 2021-08-26 17:04:59 -04:00
Tyler Goodlet 71b50fdae8 Use broadcast chan for order client and avoid chan repacking 2021-08-26 17:04:59 -04:00
Tyler Goodlet 954dc6a8b0 Fix missing cache hit bool element of return 2021-08-26 17:04:59 -04:00
Tyler Goodlet 310d8f485e Add disclaimer to old data mod 2021-08-26 17:04:59 -04:00
Tyler Goodlet 2202abc9fb Add (lack of proper) ring buffer note 2021-08-26 17:04:59 -04:00
Tyler Goodlet 7d0f47364c Use `maybe_open_feed()` in ems and fsp daemons 2021-08-26 17:04:59 -04:00
Tyler Goodlet a7d3afc9b1 Add a `maybe_open_feed()` which uses new broadcast chans
Try out he new broadcast channels from `tractor` for data feeds
we already have cached. Any time there's a cache hit we load the
cached feed and just slap a broadcast receiver on it for the local
consumer task.
2021-08-26 17:04:59 -04:00
Tyler Goodlet 224dbbc4e3 Drop feed refs 2021-08-26 17:04:59 -04:00
Tyler Goodlet 7d5add1c3a Add an njs cache gist link 2021-08-26 17:04:59 -04:00
Tyler Goodlet 66f1d91541 Let's abstractify: -> 2021-08-26 17:04:59 -04:00
Tyler Goodlet 68ce5b3550 Add lifo cache to new module; drop "utils", bleh 2021-08-26 17:04:59 -04:00
Tyler Goodlet 0ce8057823 Move feed cacheing to cache mod; put entry retreival into ctx mng 2021-08-26 17:04:59 -04:00
Tyler Goodlet a0660e553f Start top level cacheing apis module 2021-08-26 17:04:59 -04:00
Tyler Goodlet 146c684f21 Cache `brokerd` feeds for reuse in clearing loop 2021-08-26 17:04:59 -04:00
Tyler Goodlet 89b2089562 Fixup missing ib section handling; drop `.api` subsection 2021-08-24 10:27:25 -04:00
Tyler Goodlet d5394ac677 Fix TWS triggered trades msg packing 2021-08-24 10:26:41 -04:00
Tyler Goodlet a10d20c041 Add ib config section support 2021-07-27 07:09:01 -04:00
Conrad Steenberg afafe56ec0 Remove List typing 2021-07-21 18:30:50 -07:00
Conrad Steenberg c830183073 More fixes, some reversions 2021-07-21 18:26:24 -07:00
Conrad Steenberg 3912b22b41 Fix a few QtGui -> QtWidget issues 2021-07-21 18:26:24 -07:00
Conrad Steenberg 9d8d8fd1a2 Fix PyQt5 error 2021-07-21 10:53:40 -07:00
Tyler Goodlet 83ad071cb4 Load provider search engines in tasks instead of exit stack 2021-07-11 11:13:35 -04:00
Tyler Goodlet 90588018a6 Label doc tweak 2021-07-11 11:13:35 -04:00
Tyler Goodlet 26c333ff22 Only close event send side (facepalm) 2021-07-08 10:55:47 -04:00
Tyler Goodlet 48053588da Don't cancel handler nursery, let errors bubble 2021-07-08 10:55:47 -04:00
Tyler Goodlet 830ef90721 Enable contents labels on q for "query" 2021-07-08 10:55:47 -04:00
Tyler Goodlet 8b966cd7e4 Port all to use new cursor and ohlc refs 2021-07-08 10:55:47 -04:00
Tyler Goodlet b6eeed1ae0 Move contents labels management to cursor mod
Add a new type/api to manage "contents labels" (labels that sit in
a view and display info about viewed data) since it's mostly used by
the linked charts cursor. Make `LinkedSplits.cursor` the new and only
instance var for the cursor such that charts can look it up from that
common class. Drop the `ChartPlotWidget._ohlc` array, just add
a `'ohlc'` entry to `._arrays`.
2021-07-08 10:55:47 -04:00
Tyler Goodlet d3d5d4ad06 Drop global order lines map
Orders in order mode should be chart oriented since there's a mode per
chart. If you want all orders just ask the ems or query all the charts
in a loop.

This fixes cancel-all-orders such that when 'cc' is tapped only the
orders on the *current* chart are cancelled, lel.
2021-07-08 10:55:47 -04:00
Tyler Goodlet 91209b7d6e Use group status for symbol loading 2021-07-08 10:55:47 -04:00
Tyler Goodlet 37180a4e4e Fix old msg clearing var name 2021-07-08 10:55:47 -04:00
Tyler Goodlet eeeeb29f71 Add order cancellation and submission statuses
Generalize the methods for cancelling groups of orders (all or those
under cursor) and add new group status support such that statuses for
each cancel or order submission is displayed in the status bar. In the
"cancel-all-orders" case, use the new group status stuff.
2021-07-08 10:55:47 -04:00
Tyler Goodlet 572f984d06 Add an all order lines getter method 2021-07-08 10:55:47 -04:00
Tyler Goodlet 0133f0b589 Add "group statuses" support to status bar
Allows for submitting a top level "group status" associated with
a "group key" which eventually resolves once all sub-statuses associated
with that group key (and thus top level status) complete and are also
removed. Also add support for a "final message" for each status such
that once the status clear callback is called a final msg is placed on
the status bar that is then removed when the next status is set.

It's all a questionable bunch of closures/callbacks but it worx.
2021-07-08 10:55:47 -04:00
Tyler Goodlet 53074b552a Add fast tap key sequence support and order-mode-type statuses 2021-07-08 10:55:47 -04:00
Tyler Goodlet 3650db3321 Make alerts solid line only 2021-07-08 10:55:47 -04:00
Tyler Goodlet 0ded790330 Didn't end up needing a task stack 2021-07-08 10:55:47 -04:00
Tyler Goodlet ca23825aff Start input handling **after** order mode is up 2021-07-08 10:55:47 -04:00
Tyler Goodlet c971997f1a Don't access unset cursor 2021-07-08 10:55:47 -04:00
Tyler Goodlet aabbc12b82 Beautifully simplify kb handling code with set ops 2021-07-08 10:55:47 -04:00
Tyler Goodlet 983a517a8c Drop old commented behaviour; see parent class if needed 2021-07-08 10:55:47 -04:00
Tyler Goodlet 03c95ca908 Factor press and release handling into same qtloop 2021-07-08 10:55:47 -04:00
Tyler Goodlet 569b2efb51 Move region selection to editors mod 2021-07-08 10:55:47 -04:00
Tyler Goodlet 4a37cf768f Move line and arrow editors to new mod 2021-07-08 10:55:47 -04:00
Tyler Goodlet 93af8c936c Port cursor and axes to new widget names 2021-07-08 10:55:47 -04:00
Tyler Goodlet 75804a441c Convert view box to async input handling
Instead of callbacks for key presses/releases convert our `ChartView`'s
kb input handling to async code using our event relaying-over-mem-chan
system. This is a first step toward a more async driven modal control
UX. Changed a bunch of "chart" component naming as part of this as well,
namely: `ChartSpace` -> `GodWidget` and `LinkedSplitCharts` ->
`LinkedSplits`. Engage the view boxe's async handler code as part of new
symbol data loading in `display_symbol_data()`. More re-orging to come!
2021-07-08 10:55:47 -04:00
Tyler Goodlet 85621af8af Extend Qt event relaying
Add an `open_handler()` ctx manager for wholesale handling event sets
with a passed in async func. Better document and implement the event
filtering core including adding support for key "auto repeat" filtering;
it turns out the events delivered when `trio` does its guest-most tick
are not the same (Qt has somehow consumed them or something) so we have
to do certain things (like getting the `.type()`, `.isAutoRepeat()`,
etc.) before shipping over the mem chan. The alt might be to copy the
event objects first but haven't tried it yet. For now just offer
auto-repeat filtering through a flag.
2021-07-08 10:55:47 -04:00
Tyler Goodlet 91907bf5ef Drop old dialogues pop flag, the client does it on teardown 2021-07-08 10:17:31 -04:00
Tyler Goodlet f4a998655b Feed detach must explicitly unsub throttled streams
If a client attaches to a quotes data feed and requests a throttle rate,
be sure to unsub that side-band memchan + task when it detaches and
especially so on any transport connection error.

Also, use an explicit `tractor.Context.cancel()` on the client feed
block exit since we removed the implicit cancel option from the
`tractor` api.
2021-07-07 07:51:09 -04:00
Tyler Goodlet 9f897ba75c Support multiple client trade flows over one `brokerd~
There is no reason to have more then `brokerd` trades dialogue stream
open per `emsd`. Here we minimize to managing that lone stream and
multiplexing msgs from each client such that multiple clients can be
connected to the ems, conducting trading without requiring multiple
ems-client connections to the backend broker and without the broker
being aware there are even multiple flows going on.

This patch also sets up for being able to have ems clients which
register to receive and track trade flows from other piker clients thus
enabling so called "multi-player" trading where orders for both paper
and live trades can be shared between multiple participants in the form
of a pre-broker, local clearing service and trade signals dark book.
2021-07-07 07:51:09 -04:00
Tyler Goodlet 8b6fb83257 Pop subscriber streams on connection errors 2021-07-07 07:51:09 -04:00
Tyler Goodlet 003fa6254f Don't forget to pop the brokerd dialogue on teardown.. 2021-07-07 07:51:09 -04:00
Tyler Goodlet 8f05254c80 Better live order handling logic 2021-07-07 07:51:09 -04:00
Tyler Goodlet a7e106be96 Avoid multiple `brokerd` trades dialogue flows
This solves a bunch of issues to do with `brokerd` order status msgs
getting relayed for each order to **every** correspondingly connected
EMS client. Previously we weren't keeping track of which emsd orders
were associated with which clients so you had backend msgs getting
broadcast to all clients which not only resulted in duplicate (and
sometimes erroneous, due to state tracking) actions taking place in the
UI's order mode, but it's also just duplicate traffic (usually to the
same actor) over multiple logical streams. Instead, only keep up **one**
(cached) stream with the `trades_dialogue()` endpoint such that **all**
emsd orders route over that single connection to the particular
`brokerd` actor.
2021-07-07 07:51:09 -04:00
Tyler Goodlet 9c24bb6480 Make json resp log debug level 2021-07-07 07:07:01 -04:00
Tyler Goodlet 7b6e34aaf4 Better formalize `pikerd` service semantics
An async exit stack around the new `@tractor.context` is problematic
since a pushed context can't bubble errors unless the exit stack has
been closed. But in that case why do you need the exit stack if you're
going to push it and wait it right away; it seems more correct to use
a nursery and spawn a task in `pikerd` that waits on the both the
target context completion first (thus being able to bubble up any errors
from the remote, and top level service task) and the sub-actor portal.
(Sub)service Daemons are spawned with `.start_actor()` and thus will
block forever until cancelled so, add a way to cancel them explicitly
which we'll need eventually for restarts and dynamic feed management.

The big lesson here is that async exit stacks are not conducive to
spawning and monitoring service tasks, and especially so if
a `@tractor.context` is used since if the `.open_context()` call isn't
exited (only possible by the stack being closed), then there will be no
way for `trio` to cancel the task that pushed that context (since it
can't run a checkpoint while yielded inside the stack) without also
cancelling all other contexts pushed on that stack. Presuming one
`pikerd` task is used to do the original pushing (which it was) then
any error would have to kill all service daemon tasks which obviously
won't work.

I see this mostly as the painz of tinkering out an SC service manager
with `tractor` / `trio` for the first time, so try to go easy on the
process ;P
2021-07-06 16:41:41 -04:00
Tyler Goodlet cc9a720af7 Don't use a context stack for contexts 2021-07-06 16:41:10 -04:00
Tyler Goodlet df2f6487ff Apply `brokerd` quote rate throttling when requested in `open_feed()` 2021-06-14 21:55:51 -04:00
Tyler Goodlet ccf81520cb First attempt data feed side quote throttling
Adding binance's "hft" ws feeds has resulted in a lot of context
switching in our Qt charts, so much so it's chewin CPU and definitely
worth it to throttle to the detected display rate as per discussion in
issue #192.

This is a first very very naive attempt at throttling L1 tick feeds on
the `brokerd` end (producer side) using a constant and uniform delivery
rate by way of a `trio` task + mem chan.  The new func is
`data._sampling.uniform_rate_send()`. Basically if a client request
a feed and provides a throttle rate we just spawn a task and queue up
ticks until approximately the next display rate's worth period of time
has passed before forwarding. It's definitely nothing fancy but does
provide fodder and a start point for an up and coming queueing eng to
start digging into both #107 and #109 ;)
2021-06-14 21:43:19 -04:00
Tyler Goodlet 57a35a3c6c Port feed bus endpoint to a `@tractor.context` 2021-06-14 10:55:01 -04:00
Tyler Goodlet 3455ebc60c Cast back to tuples after msgspec strips them... 2021-06-14 00:03:05 -04:00
Tyler Goodlet 588b5c317c Drop unseralizable "sec tag" for now 2021-06-14 00:02:23 -04:00
Tyler Goodlet f320f95288 Drop old hi-dpi font inches sizes 2021-06-13 23:59:02 -04:00
Tyler Goodlet d269edc0b3 Re-org main window singleton into a new module
Avoids some cyclical and confusing import time stuff that we needed to get
DPI aware fonts configured from the active display. Move the main window
singleton into its own module and add a `main_window()` getter for it.
Make `current_screen()` a ``MainWindow` method to avoid so many module
variables.
2021-06-13 23:47:52 -04:00
Tyler Goodlet 84f61c9a92 Avoid clearing cached results; detect repeats later 2021-06-10 13:23:28 -04:00
Tyler Goodlet 0dcadec11a Add multi-status updates throughout chart init 2021-06-10 13:23:28 -04:00
Tyler Goodlet 90b0673052 Add multi-status support to window 2021-06-10 13:23:28 -04:00
Tyler Goodlet ce67022e2e Only add font size scaled down when dpi scaling > 2 2021-06-10 13:23:28 -04:00
Tyler Goodlet 9d31f8ca6a Add default "small" dpi aware font 2021-06-10 13:23:28 -04:00
Tyler Goodlet f68295653d Load cache search before other providers 2021-06-10 13:23:28 -04:00
Tyler Goodlet 112b3f0f07 Drop hidpi font size hacking from contents labels 2021-06-10 13:23:28 -04:00
Tyler Goodlet e924cbeb43 Min debounce period for faster cached completions 2021-06-10 13:23:28 -04:00
Tyler Goodlet 62c456f8eb Downscale fonts on scaled-down hidpi displays 2021-06-10 13:23:28 -04:00
Tyler Goodlet 193f4f945c Flip to using scaled hi DPI detected by Qt 2021-06-10 13:23:28 -04:00
Tyler Goodlet bb1c549d94 Add some initial status updates during startup 2021-06-10 13:23:28 -04:00
Tyler Goodlet df50700aa5 Style a basic status bar and add a mode label to it 2021-06-10 13:23:28 -04:00
Tyler Goodlet a9cdb94ff3 Port styling to latest `qtdarkstyle` version 2021-06-10 13:23:28 -04:00
Tyler Goodlet 74b63b9868 Add mode label to right side 2021-06-10 13:23:28 -04:00
Tyler Goodlet cc60ad46fc Skip chart updates if parent widget is hidden to save cpus 2021-06-10 13:23:28 -04:00
Tyler Goodlet 7da7dee02b Add mode name to viewbox 2021-06-10 13:23:28 -04:00
Tyler Goodlet 78e04e66a5 Add mode names to search, repair LIFO ordering on select 2021-06-10 13:23:28 -04:00
Tyler Goodlet 0564bbd9c3 Use focus switch signal to update status bar 2021-06-10 13:23:28 -04:00
Tyler Goodlet 754a5cce4f WIP toying with a simple status bar 2021-06-10 13:23:28 -04:00
Tyler Goodlet 8d02778158 Don't bail on unknown order ids 2021-06-10 12:02:57 -04:00
Tyler Goodlet 95f466b93d Fix to msg attr access 2021-06-10 12:02:26 -04:00
goodboy 689bc0cde0
Merge pull request #190 from pikers/ems_to_bidir_streaming
Ems to bidir streaming
2021-06-10 08:45:44 -04:00
Tyler Goodlet a9cc3210d8 Grr pydantic being a weirdo 2021-06-10 08:37:21 -04:00
Tyler Goodlet a9cbacd8aa Move details assignements to static declaration 2021-06-10 08:24:51 -04:00
Tyler Goodlet b06cb5bb5a Comments clean and improvments 2021-06-10 08:24:10 -04:00
Tyler Goodlet a1f605bd52 Clear out old commented code 2021-06-09 13:21:56 -04:00
Tyler Goodlet 8e8a005128 Fix attr accesses on msg type 2021-06-09 12:22:02 -04:00
Konstantine Tsafatinos 90e5a10a66 modify error string to format: <name>.<provider> 2021-06-09 12:02:05 -04:00
Tyler Goodlet 4cae470f3a Pass "arbiter" socket correctly 2021-06-08 15:57:01 -04:00
Tyler Goodlet 47e7baa0c9 Ensure paperboi is shield killed on teardown 2021-06-08 15:56:34 -04:00
Tyler Goodlet db92683ede Port ib orders to new msgs and bidir streaming api 2021-06-08 14:33:41 -04:00
Tyler Goodlet 6e58f31fd8 Port EMS to typed messaging + bidir streaming
This moves the entire clearing system to use typed messages using
`pydantic.BaseModel` such that the streamed request-response order
submission protocols can be explicitly viewed in terms of message
schema, flow, and sequencing. Using the explicit message formats we can
now dig into simplifying and normalizing across broker provider apis to
get the best uniformity and simplicity.

The order submission sequence is now fully async: an order request is
expected to be explicitly acked with a new message and if cancellation
is requested by the client before the ack arrives, the cancel message is
stashed and then later sent immediately on receipt of the order
submission's ack from the backend broker. Backend brokers are now
controlled using a 2-way request-response streaming dialogue which is
fully api agnostic of the clearing system's core processing; This
leverages the new bi-directional streaming apis from `tractor`.  The
clearing core (emsd) was also simplified by moving the paper engine to
it's own sub-actor and making it api-symmetric with expected `brokerd`
endpoints.

A couple of the ems status messages were changed/added:
'dark_executed' -> 'dark_triggered'
added 'alert_triggered'

More cleaning of old code to come!
2021-06-08 14:33:30 -04:00
Tyler Goodlet 0dabc6ad26 Port paper engine to new msgs and run in sub-actor
This makes the paper engine look IPC-wise exactly like any
broker-provider backend module and uses the new ``trades_dialogue()``
2-way streaming endpoint for commanding order requests.

This serves as a first step toward truly distributed forward testing
since the paper engine can now be run out-of tree from `pikerd` if
needed thus demonstrating how real-time clearing signals can be shared
between fully distinct services.
2021-06-08 14:32:03 -04:00
Tyler Goodlet 23094d8624 Spec out brokerd 2-way trade dialogue messages 2021-06-08 14:31:43 -04:00
Tyler Goodlet 02459cd964 Use new top level portal import 2021-06-08 14:31:14 -04:00
Tyler Goodlet 0bcad35c70 Set ack time on pydantic model 2021-06-08 14:31:04 -04:00
Tyler Goodlet f9238f3a8a Validate client message updates 2021-06-08 14:30:47 -04:00
Konstantine Tsafatinos 099bf260f5 fix unknown kraken symbol raised error 2021-06-01 18:01:45 -04:00
Tyler Goodlet f4c9e20f0d Avoid `numpy` type usage on the wire 2021-06-01 10:48:23 -04:00
Tyler Goodlet edf3af9777 Drop waits to half-seconds 2021-06-01 10:48:23 -04:00
Tyler Goodlet 9931accc52 Port clearing systems to new tractor context api
This avoids somewhat convoluted "hackery" making 2 one-way streams
between the order client and the EMS and instead uses the new
bi-directional streaming and context API from `tractor`. Add a router
type to the EMS that gets setup by the initial service tree and which
we'll eventually use to work toward multi-provider executions and
order-trigger monitoring. Move to py3.9 style where possible throughout.
2021-06-01 10:48:23 -04:00
Tyler Goodlet 7fb2c95ef1 Factor daemon spawning logic, use it to spawn emsd 2021-06-01 10:48:23 -04:00
Tyler Goodlet 9792b9aa7d Drop search pause config; use default 2021-05-28 14:11:02 -04:00
Tyler Goodlet 51a8308105 Lower connection timeout duration 2021-05-28 14:11:02 -04:00
Tyler Goodlet b689adaeb0 Throttle L1 label updates at a lower rate 2021-05-28 14:11:02 -04:00
Tyler Goodlet ff856a6ee3 Woops, make unsub pairs a list 2021-05-28 14:11:02 -04:00
Tyler Goodlet 19711bf024 Reconnect slow binance conns instead of error 2021-05-28 14:11:02 -04:00
Tyler Goodlet 1a7b06c147 Limit l1 graphics updates to half the refresh rate 2021-05-28 14:11:02 -04:00
Tyler Goodlet d0e3f5a51c Port binance and kraken to "reliable" ws API 2021-05-28 14:11:02 -04:00
Tyler Goodlet 89dc3dde61 Move no bs websocket api into its own data module 2021-05-28 14:11:02 -04:00
Tyler Goodlet ee71f445fb Clear entries on no results returned per task 2021-05-28 14:08:24 -04:00
Tyler Goodlet a31b83c5ca Don't ever send plain whitespace a search pattern 2021-05-28 13:44:30 -04:00
Tyler Goodlet ea3d96e7ed Accept arbitrary QEvent subscriptions via a set 2021-05-28 13:30:26 -04:00
Tyler Goodlet 7fa9f3f542 Add `Client.search_symbols()` to all backends, use it in `piker search` 2021-05-28 12:29:58 -04:00
Tyler Goodlet c56c7b8540 Increase min debounce period, stop searching on user nav selection 2021-05-28 10:16:00 -04:00
Tyler Goodlet 50aff72f8e Don't require map (yet) in backend modules 2021-05-27 13:05:23 -04:00
Tyler Goodlet ec6ea32dda Don't pass through linked charts x-axis handle 2021-05-27 13:05:23 -04:00
Tyler Goodlet e88e5b8ce2 Decrease binance search debounce period 2021-05-27 13:05:23 -04:00
Tyler Goodlet 3e39e9620c Add a no data available error 2021-05-27 13:05:23 -04:00
Tyler Goodlet 7dfc7f7fa2 Factor chart selection into widget, cleanups, add resource links 2021-05-27 13:05:23 -04:00
Tyler Goodlet ab3adcee9e Get basic switch-on-click mouse support working 2021-05-27 13:05:23 -04:00
Tyler Goodlet 607e1a8299 Add per-provider-async searching with status updates 2021-05-27 13:05:23 -04:00
Tyler Goodlet 89beb92866 Add api for per-section filling/clearing
Makes it so we can move toward separate provider results fills in an
async way, on demand.

Also,
- add depth 1 iteration helper method
- add section finder helper method
- fix last selection loading to be mostly consistent
2021-05-27 13:05:23 -04:00
Tyler Goodlet c478ddaed0 Disable cursor blink globally 2021-05-27 13:05:23 -04:00
Tyler Goodlet 924960a359 Add label to search bar 2021-05-27 13:05:23 -04:00
Tyler Goodlet 46d88965d3 Get LIFO sort on cache syms working properly 2021-05-27 13:05:23 -04:00
Tyler Goodlet 44f4fdf043 Type annot the internal symbol cache 2021-05-27 13:05:23 -04:00
Tyler Goodlet 59475cfd81 Store lowercase symbols within piker data internals 2021-05-27 13:05:23 -04:00
Tyler Goodlet af9dcf9230 Use an ordered dict to get LIFO cache sorting on sym selection 2021-05-27 13:05:23 -04:00
Tyler Goodlet 9bfc230dde Speedup: load provider searches async at startup 2021-05-27 13:05:23 -04:00
Tyler Goodlet c9cf72d554 Add remote context allocation api to service daemon
This allows for more deterministically managing long running sub-daemon
services under `pikerd` using the new context api from `tractor`.
The contexts are allocated in an async exit stack and torn down at root
daemon termination. Spawn brokerds using this method by changing the
persistence entry point to be a `@tractor.context`.
2021-05-27 13:05:23 -04:00
Tyler Goodlet 27d704b32e To avoid feed breakage, just give up on history after too many throttles for now 2021-05-27 13:05:23 -04:00
Tyler Goodlet 82cdb176e1 Make ctrl-l highlight current text in edit 2021-05-27 13:05:23 -04:00
Tyler Goodlet 0cd3cb3328 Drop old todo 2021-05-27 13:05:23 -04:00
Tyler Goodlet 212882a5a5 Don't try to show xhair if no active plot 2021-05-27 13:05:23 -04:00
Tyler Goodlet 307afb1935 Clean some key handling 2021-05-27 13:05:23 -04:00
Tyler Goodlet 67498c60af More UX features
- load previous search state on open
- show cached on empty search bar
- allow ctrl-u/d to navigate provider "sections"
2021-05-27 13:05:23 -04:00
Tyler Goodlet 8129fcc648 Ignore key auto-repeats 2021-05-27 13:05:23 -04:00
Tyler Goodlet a4627c2b04 Send blank packet on no match to avoid blocking search stream 2021-05-27 13:05:23 -04:00
Tyler Goodlet 07d8bf1453 Add a `.select_first()` view method + more cleaning 2021-05-27 13:05:23 -04:00
Tyler Goodlet d5e83e61d4 Reorder, drop some cruft 2021-05-27 13:05:23 -04:00
Tyler Goodlet 9d2c8a9526 Factor selection details into completer view methods 2021-05-27 13:05:23 -04:00
Tyler Goodlet 43d73b4a7c Info log the current provider search 2021-05-27 13:05:23 -04:00
Tyler Goodlet ddc2c8975a Ignore whitespace patterns in ib search 2021-05-27 13:05:23 -04:00
Tyler Goodlet 64c1d9a965 Support ctrl-space to open search pane 2021-05-27 13:05:23 -04:00
Tyler Goodlet d8a200aadc Increase completion-tree width, support ctrl-space toggle 2021-05-27 13:05:23 -04:00
Tyler Goodlet 2471ce446e Require `<symbol>.<provider>` format to cli 2021-05-27 13:05:23 -04:00
Tyler Goodlet c9311dd7d0 Few more derivs symbols 2021-05-27 13:05:23 -04:00
Tyler Goodlet 6f3b799960 Skip ib exchanges we haven't tested yet 2021-05-27 13:05:23 -04:00
Tyler Goodlet 42fda2a9e6 Drop old code 2021-05-27 13:05:23 -04:00
Tyler Goodlet e77a51f16e Support multi-provider cache symbol switching 2021-05-27 13:05:23 -04:00
Tyler Goodlet 1bd0ee8746 Support loading multi-brokerds search at startup 2021-05-27 13:05:23 -04:00
Tyler Goodlet fd8dc4f1a3 Make -b a multi-option for backends 2021-05-27 13:05:23 -04:00
Tyler Goodlet 59377da0ad Load pause configs from backends on feed opens 2021-05-27 13:05:23 -04:00
Tyler Goodlet bbd5883e52 Add search pause configs to backends 2021-05-27 13:05:23 -04:00
Tyler Goodlet b2ff09f193 Support min and max keyboard pauses
Some providers do well with a "longer" debounce period (like ib) since
searching them too frequently causes latency and stalls.  By supporting
both a min and max debounce period on keyboard input we can only send
patterns to the slower engines when that period is triggered via
`trio.move_on_after()` and continue to relay to faster engines when the
measured period permits. Allow search routines to register their "min
period" such that they can choose to ignore patterns that arrive before
their heuristically known ideal wait.
2021-05-27 13:05:23 -04:00
Tyler Goodlet 63363d750c Port chart to multi-search api 2021-05-27 13:05:23 -04:00
Tyler Goodlet cb102f692c Top level widget `.focus()` 2021-05-27 13:05:23 -04:00
Tyler Goodlet c9c686c98d Register context-stream with multi-search for each feed 2021-05-27 13:05:23 -04:00
Tyler Goodlet 0163a582a5 Move search machinery to ui module, add fast cached chart selection 2021-05-27 13:05:23 -04:00
Tyler Goodlet 82ece83d33 Drop commented cruft 2021-05-27 13:05:23 -04:00
Tyler Goodlet b39fd5e1fc Use per-provider indented tree layout for results 2021-05-27 13:05:23 -04:00
Tyler Goodlet 25dbe60c77 Flip to ctrl-l to pop out search/list 2021-05-27 13:05:23 -04:00
Tyler Goodlet 51c61587d2 Make list pop out next to primary y-axis 2021-05-27 13:05:23 -04:00
Tyler Goodlet 2c24c9ef2d Compose search bar and view under parent widget 2021-05-27 13:05:23 -04:00
Tyler Goodlet f19f4348e0 Decouple symbol search from feed type 2021-05-27 13:05:22 -04:00
Tyler Goodlet e5e9a7c582 Add symbol searching for ib backend
Obviously this only supports stocks to start, it looks like we might
actually have to hard code some of the futures/forex/cmdtys that don't
have a search.. so lame. Special throttling is added here since the api
will grog out at anything more then 1Hz.

Additionally, decouple the bar loading request error handling from the
shm pushing loop so that we can always recover from a historical bars
throttle-error even if it's on the first try for a new symbol.
2021-05-27 13:05:22 -04:00
Tyler Goodlet 25d7122cb6 Throttle requests using a static "typing paused period" 2021-05-27 13:05:22 -04:00
Tyler Goodlet ef1b0911f3 Add symbol search to ib 2021-05-27 13:05:22 -04:00
Tyler Goodlet 82a8e0a7b6 Accept lower case sym requests in kraken backend 2021-05-27 13:05:22 -04:00
Tyler Goodlet 5766dd518d Enforce lower case symbols across providers 2021-05-27 13:05:22 -04:00
Tyler Goodlet 478b114708 First draft completion in background task 2021-05-27 13:05:22 -04:00
Tyler Goodlet c9efbcc6d2 Drop completion list from startup 2021-05-27 13:05:22 -04:00
Tyler Goodlet 431fdd3f9c Add initial working symbol search with async completions 2021-05-27 13:05:22 -04:00
Tyler Goodlet ad494db213 Make search routine a tractor context 2021-05-27 13:05:22 -04:00
Tyler Goodlet a5826e6e22 Up the kb event queue size 2021-05-27 13:05:22 -04:00
Tyler Goodlet 534553a6f5 Add client side multi-provider feed symbol search 2021-05-27 13:05:22 -04:00
Tyler Goodlet 4b818ea2f2 Add initial symbol search api for kraken 2021-05-27 13:05:22 -04:00
Tyler Goodlet be39e9bdf5 Load async kb search handler at startup 2021-05-27 13:05:22 -04:00
Tyler Goodlet 60d44f30ee Make search kb handling async 2021-05-27 13:05:22 -04:00
Tyler Goodlet 2861f321ce Add async keyboard cloner sub-sys 2021-05-27 13:05:22 -04:00
Tyler Goodlet 5e1b15f319 Repair indents from rebasing 2021-05-27 13:05:22 -04:00
Tyler Goodlet 821d5ab9ec Bring back in and merge tractor stream api patch 2021-05-27 13:05:22 -04:00
Tyler Goodlet da0cb9b2ac Call search focus directly 2021-05-27 13:05:22 -04:00
Tyler Goodlet 0e83906f11 Initial WIP search completer; still a mess 2021-05-27 13:05:22 -04:00
Tyler Goodlet c26f4d9877 Add kraken fuzzy symbol search 2021-05-27 13:05:22 -04:00
Tyler Goodlet 157f6ab02b Drop lingering chart focus call 2021-05-27 13:05:22 -04:00
Tyler Goodlet 1f9f2b873a Super fast switching, just hide loaded charts 2021-05-27 13:05:22 -04:00
Tyler Goodlet 0627f7dcee First draft: symbol switching via QLineEdit widget 2021-05-27 13:05:22 -04:00
Tyler Goodlet 27aed85404 Handle no matching symbols case 2021-05-27 13:05:22 -04:00
Tyler Goodlet 9cad59366f Extract min tick info from symbol data 2021-05-25 08:46:10 -04:00
Tyler Goodlet 165d6257fa Get symbol search working for binance 2021-05-25 08:46:04 -04:00
goodboy 9c821c8cfd
Merge pull request #181 from pikers/syseng_tweaks
Syseng tweaks
2021-05-25 08:39:06 -04:00
Tyler Goodlet 9e367432fd Minimize update to Qt reported display's refresh rate 2021-05-25 06:56:18 -04:00
Tyler Goodlet e623c58754 Naively throttle graphics updates to 60 FPS 2021-05-25 06:33:22 -04:00
Tyler Goodlet f51e12819a Attach to order client *after* feed connection to speed up the startup time 2021-05-24 12:27:23 -04:00
Tyler Goodlet 319eacd8c1 Use compact async with tuple syntax from py3.9 2021-05-24 12:26:50 -04:00
Tyler Goodlet efd93d058a Breakout fsp rt loop as non-closure for readability 2021-05-24 12:26:44 -04:00
Tyler Goodlet f6f4a0cd8d Use tractor settings for qtractor 2021-05-24 12:26:34 -04:00
Tyler Goodlet 74b4b4b130 Expose registry port as dict 2021-05-24 12:26:28 -04:00
Tyler Goodlet dcc60524cb Add remote context allocation api to service daemon
This allows for more deterministically managing long running sub-daemon
services under `pikerd` using the new context api from `tractor`.
The contexts are allocated in an async exit stack and torn down at root
daemon termination. Spawn brokerds using this method by changing the
persistence entry point to be a `@tractor.context`.
2021-05-24 12:26:11 -04:00
Tyler Goodlet 435e005d6e Drop quantdum legend item 2021-05-24 12:23:02 -04:00
Tyler Goodlet 0b36bacfb6 Avoid weird `pydantic` runtime warning 2021-05-24 12:22:17 -04:00
Tyler Goodlet 2635ade908 Reminder to remove msgpack-numpy 2021-05-24 12:20:48 -04:00
Tyler Goodlet 9b59471dc1 Pass debug flag down to any daemons 2021-05-24 12:20:20 -04:00
Tyler Goodlet 6e70bc4fa7 New tractor non-default port 2021-05-24 12:19:38 -04:00
Tyler Goodlet 4d03d62641 Don't submit limits on alerts 2021-05-24 12:17:16 -04:00
Tyler Goodlet ecd94ce24d Better indexing logic? 2021-05-24 12:17:08 -04:00
Tyler Goodlet 7b8c482719 Add reconnect logic help link 2021-05-24 12:16:49 -04:00
Tyler Goodlet 9c3f8ff050 Only do context unsubs in main feed bus path 2021-05-24 12:16:26 -04:00
Tyler Goodlet a7cee86fea Just de-lint imports 2021-05-24 12:16:15 -04:00
goodboy 372b0dbace
Merge pull request #170 from guilledk/binance_backend
Add Binance backend
2021-05-24 10:54:55 -04:00
Tyler Goodlet b6d8c300d4 Slap in brokers.toml template if none exists 2021-05-22 15:11:39 -04:00
Guillermo Rodriguez a0dfdd935f
Post @goodboy review commit 2021-05-21 22:23:35 -03:00
Tyler Goodlet 7b26bd45e2 Get binance OHLC history and quote format correct
This gets the binance provider meeting the data feed schema requirements
of both the OHLC sampling/charting machinery as well as proper
formatting of historical OHLC history.

Notably,
- spec a minimal ohlc dtype based on the kline endpoint
- use a dataclass to parse out OHLC bar datums and pack into np.ndarray/shm
- add the ``aggTrade`` endpoint to get last clearing (traded) prices,
  validate with ``pydantic`` and then normalize these into our tick-quote
  format for delivery over the feed stream api.
- a notable requirement is that the "first" quote from the feed must
  contain a 'last` field so the clearing system can start up correctly.
2021-05-21 15:35:36 -04:00
Tyler Goodlet 2ef5a52521 Fix broken import in ib backend 2021-05-20 19:34:45 -04:00
Guillermo Rodriguez 432bd96474
Added missing toml dependency to setup.py
Pinned qdarkstyle to 2.8.1
Updated arrow timestamp api used in kraken backend
2021-05-16 18:53:54 -03:00
Guillermo Rodriguez 604e195bc0
Got rid of websocket OHLC API, and added l1 tick streaming 2021-05-07 10:59:08 -03:00
Guillermo Rodriguez 7e493625f6
Finally backfilling is working, still need to work on realtime updates! 2021-05-05 10:17:52 -03:00
Guillermo Rodriguez d327584039
Rough translation of kraken backend to binance API, still missing some
important parts
2021-05-04 22:52:53 -03:00
Tyler Goodlet c08f192f77 Move charting to new tractor stream api
This required a fsp task spawning logic rework which ended up being
cleaner just spawning tasks in a loop sequentially instead of trying
a 2-phase spawn-then-initialize approach.

This also includes changes from the symbol search branch hacked in.
Mostly it includes isolating the main chart startup-sequence to a
function that can be run in a new task every time a new symbol is
requested by the selector/searcher. The actual search functionality
obviously isn't in here yet but minor changes are included as part of
pulling out the `tractor` stream api patch from the symbol search dev
branch.
2021-04-29 11:28:00 -04:00
Tyler Goodlet d3b50b9920 Port clearing engine to new tractor stream api 2021-04-29 09:10:36 -04:00
Tyler Goodlet 56db2c812d Port fsp engine to new tractor stream api 2021-04-29 09:10:28 -04:00
Tyler Goodlet 0d9f091a34 Port data feed to new tractor stream api 2021-04-29 09:10:18 -04:00
Tyler Goodlet 3375735914 Port kivy monitor to new tractor stream api 2021-04-29 09:10:11 -04:00
Tyler Goodlet 8a140b5ae8 Pass loglevel as named arg to pikerd 2021-04-15 11:20:30 -04:00
Tyler Goodlet 7d6bc4d856 Move feed api(s) into new submodule
Also add a --pdb flag to chart app.
2021-04-15 10:43:29 -04:00
Tyler Goodlet 0b10c8d6d6 Make standalone mode work again 2021-04-15 08:23:08 -04:00
Tyler Goodlet feeabb3d28 Add --pdb flag to pikerd to enable service debug mode 2021-04-14 12:57:46 -04:00
Tyler Goodlet 7f580ad356 Pass through kwargs 2021-04-14 12:56:08 -04:00
Tyler Goodlet 9622254cdb Hack broadcast chan for order submissions, smh 2021-04-14 11:02:14 -04:00
Tyler Goodlet 4774881812 Handle predicate not yet inserted to exec loop 2021-04-10 14:34:29 -04:00
Tyler Goodlet 9a15cd48f0 Just symbol info in window title 2021-04-10 14:18:40 -04:00
Tyler Goodlet 598aec579f Avoid token checking type mismatches 2021-04-10 14:18:40 -04:00
Tyler Goodlet fa7fadebac Report sym on unexpected open 2021-04-10 14:18:40 -04:00
Tyler Goodlet 3147a49384 Move sample-broadcast routine into sampling module 2021-04-10 14:18:40 -04:00
Tyler Goodlet 71d02db126 Rename "buffer" to "sampling" 2021-04-10 14:18:40 -04:00
Tyler Goodlet 1523637979 Always update L1 labels 2021-04-10 14:18:40 -04:00
Tyler Goodlet 3506bbe05c Nest async withs 2021-04-10 14:18:40 -04:00
Tyler Goodlet a18a4b5a4c Call the app what it is 2021-04-10 14:18:40 -04:00
Tyler Goodlet 20c99733b6 Let cli pass through actor name 2021-04-10 14:18:40 -04:00
Tyler Goodlet 47f823ab22 Always close emsd data connection on close 2021-04-10 14:18:40 -04:00
Tyler Goodlet 1281755d65 Don't use mem chan cloning, it doesn't actually broadcast 2021-04-10 14:18:40 -04:00
Tyler Goodlet ddae08493b Manage the send mem chan lifetime 2021-04-10 14:18:40 -04:00
Tyler Goodlet 28a961ebc0 Add a maybe-startup-runtime manager 2021-04-10 14:18:40 -04:00
Tyler Goodlet 100e27ac12 Task lock bus loading, always close feed stream on disconnect 2021-04-10 14:18:40 -04:00
Tyler Goodlet 8069bbe105 Drop old incrementer func 2021-04-10 14:18:40 -04:00
Tyler Goodlet ce4144aace Deliver and utilise broker backend OHLC sample rate in init msg 2021-04-10 14:18:40 -04:00
Tyler Goodlet c05fc8991a Rework ohlc sampling to launch from .start()
Avoid bothering with a trio event and expect the caller to do manual shm
registering with the write loop. Provide OHLC sample period indexing
through a re-branded pub-sub func ``iter_ohlc_periods()``.
2021-04-10 14:18:40 -04:00
Tyler Goodlet a8a3f098cf Drop lingering prints 2021-04-10 14:18:40 -04:00
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 feb8d5bbad
Merge pull request #153 from wattygetlood/windows_patches
Windows patches
2021-04-06 11:55:51 -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
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
Tyler Goodlet 07a5bf4b7c Use low dpi inches on 96 dpi 2021-03-19 09:33:47 -04:00
Tyler Goodlet 77fbde1115 Override the inverse transform func from pg 2021-03-19 00:40:39 -04:00
Tyler Goodlet 6fa1d4dc88 Show xhair even if order is filled while line is hovered 2021-03-18 21:57:08 -04:00
Tyler Goodlet 5610807b8e Move marker factory funcs to new mod 2021-03-18 16:59:22 -04:00
Tyler Goodlet 55de079320 Add low dpi settings and different default view bars counts 2021-03-18 13:40:31 -04:00
Tyler Goodlet 67c5563090 Enable marker-on-select through order mode 2021-03-18 13:33:10 -04:00
Tyler Goodlet 68f75b582a More fixes for kivy shit 2021-03-18 13:32:34 -04:00
Tyler Goodlet cd5da45abf Show order line marker on hover 2021-03-18 13:28:28 -04:00
Tyler Goodlet 2c7d8cdbb0 Support hiding only "half" the xhair 2021-03-18 13:27:49 -04:00
Tyler Goodlet e1dc2b9225 Enable daemon debug through top level kwarg 2021-03-17 08:36:34 -04:00
Tyler Goodlet aaca2b2f33 Tweak L1 labels to have more spaces 2021-03-17 08:26:28 -04:00
Tyler Goodlet 17b66e685f Experiment with zoom focal @ L1 edge 2021-03-17 08:25:58 -04:00
Tyler Goodlet d1c8c2a072 More level line reworking
- break (custom) graphics item style marker drawing into separate func
 but keep using it since it still seems oddly faster then the
 QGraphicsPathItem thing..
- unfactor hover handler; it was uncessary
- make both the graphics path item and custom graphics items approaches
  both work inside ``.paint()``
2021-03-16 19:36:05 -04:00
Tyler Goodlet adf6437449 Move margin settings to class scope 2021-03-16 15:59:44 -04:00
Tyler Goodlet 61198818dc Fix label snap on line highlight bug 2021-03-14 12:28:11 -04:00
Tyler Goodlet cf2f001bcc Add save last datum toggle to y-label 2021-03-13 21:06:53 -05:00
Tyler Goodlet 776395791a Pass action to line editor 2021-03-13 19:31:22 -05:00
Tyler Goodlet c75dacb239 Support func ops on field data, extend anchor logics 2021-03-13 19:29:52 -05:00
Tyler Goodlet c71a3e0fc5 Level line look and feel rework
Add support for drawing ``QPathGraphicsItem`` markers but don't use them
since they seem to be shitting up when combined with the infinite line
(bounding rect?): weird artifacts and whatnot. The only way to avoid
said glitches seems to be to update inside the infinite line's
`.paint()` but that slows stuff down.. Instead stick with the manual
paint job use the same pin point: left of the L1 spread graphics - where
the lines now also extend to.

Further stuff:
- Pin the y-label to a line's value on hover.
- Disable x-dimension line moving
- Rework the labelling to be more minimal
2021-03-13 17:31:15 -05:00
Tyler Goodlet 887c305d46 Allow y-label pinning on cross hair hide 2021-03-13 17:29:35 -05:00
Tyler Goodlet 9798689961 Lengthen label arrow a tad 2021-03-13 17:28:57 -05:00
Tyler Goodlet f6dbdfab84 Don't crash on unknown orders execing 2021-03-13 17:28:22 -05:00
Tyler Goodlet 396f6b2a0d Fix type annot 2021-03-12 07:41:47 -05:00
Tyler Goodlet 18ab81a967 Make crosshair lines a milder gray 2021-03-11 21:44:35 -05:00
Tyler Goodlet 624617d8e1 Don't run brokerds in debug mode by default 2021-03-11 21:44:10 -05:00
Tyler Goodlet d016abcd0d Adjust right axis anchor closure to include l1 label size 2021-03-11 21:43:29 -05:00
Tyler Goodlet 4a1df686a5 Update max l1 label size on chart 2021-03-11 21:42:38 -05:00
Tyler Goodlet a51d5c536e Add a couple more grays 2021-03-11 21:41:13 -05:00
Tyler Goodlet 31c14a2f9f Add l1 label size tracking to chart widget 2021-03-11 21:40:50 -05:00
Tyler Goodlet ea8120156f Add position line updating to order mode 2021-03-11 21:40:06 -05:00
Tyler Goodlet e91e7bea1f Add position event support to ems 2021-03-11 21:38:59 -05:00
Tyler Goodlet 6265ae8057 Add position event relay to ib broker backend 2021-03-11 21:38:31 -05:00
Tyler Goodlet 98bfee028a Add a position line api
Add a line which shows the current average price position with and arrow
marker denoting the direction (long or short). Required some further
rewriting of the infinite line from pyqtgraph including:
- adjusting marker (arrow) placement to be offset from axis + l1 labels
- fixing the hover event to not require the `.movable` attribute to be
  set
2021-03-11 21:35:09 -05:00
Tyler Goodlet 7075a968b4 Create an order mode module 2021-03-08 09:05:37 -05:00
Tyler Goodlet 7e214180a6 Remove old simulated order price on update 2021-03-07 22:17:19 -05:00
Tyler Goodlet fff9efe4aa Snap level line movements to tick size 2021-03-07 22:16:46 -05:00
Tyler Goodlet d58a82bd38 Factor and simplify paper clearing logic 2021-03-07 16:41:14 -05:00
Tyler Goodlet 5deea50963 Factor order request processing into new func 2021-03-07 16:25:47 -05:00
Tyler Goodlet e71bcb363c Drop stage line cacheing; the complexity isn't worth it. 2021-03-07 16:07:23 -05:00
Tyler Goodlet de5a69c59c Add mouse drag order update support to UI 2021-03-07 16:01:42 -05:00
Tyler Goodlet 6851bacd0a Add drag start/end callback support, remove from cursor hovered on delete 2021-03-07 15:50:50 -05:00
Tyler Goodlet 0ade7daebc Support simulated live order modification in paper engine 2021-03-07 13:34:03 -05:00
Tyler Goodlet 919ecab732 Support order modification in ems request loop 2021-03-07 13:12:39 -05:00
Tyler Goodlet a43ab1b983 Add order update method to client 2021-03-07 10:56:09 -05:00
Tyler Goodlet 2cabe1831c Attempt to handle existing order updates with ib backend 2021-03-06 16:33:56 -05:00
Tyler Goodlet a1a1dec885 Move L1 labels into lone module 2021-03-01 14:48:08 -05:00
Tyler Goodlet 8997b6029b Drop cruft 2021-03-01 12:02:07 -05:00
Tyler Goodlet 72c4a4366b Tag TWS trade events 2021-03-01 12:01:48 -05:00
Tyler Goodlet a1691cf1c5 Keep to one EMS daemon if possible 2021-03-01 11:28:44 -05:00
Tyler Goodlet 327129db37 Drop paper limit submissions for alerts 2021-02-25 18:44:40 -05:00
Tyler Goodlet 9f9b5480a6 More explicit private var name 2021-02-24 12:05:09 -05:00
Tyler Goodlet 948e133cae Split out ems daemon, client api and paper engine into new mods 2021-02-22 18:37:57 -05:00
Tyler Goodlet a9bbc223bb Add a new exchange subpackage 2021-02-22 17:28:34 -05:00
Tyler Goodlet 1142a538ea Don't forward errors without an order id 2021-02-22 10:45:01 -05:00
Tyler Goodlet e6ea053d40 Get kivy/questrade shit working again 2021-02-21 12:32:40 -05:00
Tyler Goodlet f724798336 Fix incorrect bounding rect calc 2021-02-21 12:02:20 -05:00
Tyler Goodlet 4b0e5662a5 Add default order lot sizes by asset type 2021-02-21 12:01:48 -05:00
Tyler Goodlet 6fb1945360 Fix and pass through piker loglevel correctly 2021-02-21 11:50:33 -05:00
Tyler Goodlet aa4a2ef64f Bump up font size one more time 2021-02-21 11:49:27 -05:00
Tyler Goodlet c2890b8197 Port level line to xhair methods 2021-02-21 11:48:51 -05:00
Tyler Goodlet d5b41e12c5 Add crosshair hide/show convenience methods 2021-02-21 11:45:24 -05:00
Tyler Goodlet 71745ddcd4 Even smaller text fill on axes 2021-02-21 11:44:58 -05:00
Tyler Goodlet 8c757d0bdd Accept a symbol type key from broker 2021-02-21 11:42:19 -05:00
Tyler Goodlet 38b2e99002 Fill clearable prices asap 2021-02-20 16:43:33 -05:00
Tyler Goodlet d8b157d209 First draft paper trading engine!
It's a super naive implementation with no slippage model or network
latency besides some slight delays. Clearing only happens on bid/ask
sweep ticks at the moment - simple last volume based clearing coming
up next.
2021-02-20 15:25:53 -05:00
Tyler Goodlet ead2f77d40 Add a symbol/asset type key 2021-02-19 18:43:56 -05:00
Tyler Goodlet add63734f1 Add an auto-reconnect websocket API 2021-02-19 18:42:50 -05:00
Tyler Goodlet bbd54e8f95 Report asset types, tick sizes, and order actions from ib 2021-02-19 17:23:37 -05:00
Tyler Goodlet 1ac4cc3dd3 Use new field label api for L1 2021-02-16 06:42:48 -05:00
Tyler Goodlet 880bdcffa7 Document order status list from ib 2021-02-12 09:07:49 -05:00
Tyler Goodlet b794855ad3 Port order mode to new order line api 2021-02-11 23:42:57 -05:00
Tyler Goodlet d91f07c947 Drop old candlestick graphics code 2021-02-11 23:42:17 -05:00
Tyler Goodlet aec8f1d25c Hide y-label on level line mouse over 2021-02-11 23:41:40 -05:00
Tyler Goodlet bf78c13df4 Attempt px perfection on crosshair lines placement 2021-02-11 14:03:47 -05:00
Tyler Goodlet f51e503e47 Support arbitrary fields (with update) in labels
This turned into a larger endeavour then intended but now we're using our
own label system on level lines to be able to display things nicely
**pinned wherever we want in the UI**. Keep the old ``LevelLabel`` for
now for the L1 graphics but we'll likely replace this as well since i'm
pretty sure the new label type (which wraps `QGraphicsTextItem`) is more
performant anyway.
2021-02-11 13:59:50 -05:00
Tyler Goodlet cbf259f3f3 Add hidpi issue regarding it being borky 2021-02-11 11:49:33 -05:00
Tyler Goodlet ca576ca3cf Add label delete method 2021-02-11 11:49:01 -05:00
Tyler Goodlet 0edca84b3d Yet another font size tweak 2021-02-11 11:48:40 -05:00
Tyler Goodlet dd1aed627e Tidy axis code 2021-02-11 11:48:19 -05:00
Tyler Goodlet 02edfdf846 Pass order size to ems 2021-02-11 11:47:34 -05:00
Tyler Goodlet 21e1561a57 Add a sane label type..smh 2021-02-11 00:12:37 -05:00
Tyler Goodlet 386cd9404d Drop hidpi detection? it doesn't seem to yield benefits 2021-02-08 07:07:04 -05:00
Tyler Goodlet ac84087755 Fix stage line updating, size up arrow heads? 2021-02-08 07:06:00 -05:00
Tyler Goodlet 0449734c53 Drop YSticky for level lines stuff 2021-02-08 07:04:08 -05:00
Tyler Goodlet 1ef2d18a41 Try to make crosshair lines px perfect 2021-02-08 07:03:28 -05:00
Tyler Goodlet 708ed89894 Hard code font inches 2021-02-08 07:01:26 -05:00
Tyler Goodlet 890f932400 Use through lot digits, drop YSticky 2021-02-08 07:00:51 -05:00
Tyler Goodlet bf66eb0b3d Support lot tick size (mostly for crypto) 2021-02-08 06:42:59 -05:00
Tyler Goodlet d7f806c57b Add arrowheads to labels
For labels that want it add nice arrow paths that point just over the
respective axis. Couple label text offset from the axis line based on
parent 'tickTextOffset' setting. Drop `YSticky` it was not enough
meat to bother with.
2021-02-08 06:40:11 -05:00
Tyler Goodlet c3fa31e731 Convert symbol type to use pydantic 2021-02-06 14:38:25 -05:00
Tyler Goodlet 0c184b1b41 Port ib to new provide new tick size fields in symbol info 2021-02-06 14:37:24 -05:00
Tyler Goodlet 69df73afc3 Deliver symbol info from kraken; start using pydantic 2021-02-06 14:23:27 -05:00
Tyler Goodlet a8c4829cb6 Start using `tick_size` throughout charting
The min tick size is the smallest step an instrument can move in value
(think the number of decimals places of precision the value can have).

We start leveraging this in a few places:
- make our internal "symbol" type expose it as part of it's api
  so that it can be passed around by UI components
- in y-axis view box scaling, use it to keep the bid/ask spread (L1 UI)
  always on screen even in the case where the spread has moved further
  out of view then the last clearing price
- allows the EMS to determine dark order live order submission offsets
2021-02-06 11:35:12 -05:00
Tyler Goodlet 03541bd368 Drop unneeded .hide(); add more comments 2021-01-26 22:16:18 -05:00
Tyler Goodlet cfc36e7928 Snap y-cursor-label to min tick 2021-01-26 22:15:45 -05:00
Tyler Goodlet 708086cbcb Convert contractsto dicts on errors 2021-01-26 13:34:49 -05:00
Tyler Goodlet 5a0612e6a8 Factor some line and label steps 2021-01-26 13:34:29 -05:00
Tyler Goodlet 8501a9be4f Lol actually fix screen wakeup lookup.. 2021-01-26 12:26:43 -05:00
Tyler Goodlet a232e8bc39 Display order size on order lines in order mode 2021-01-26 11:36:44 -05:00
Tyler Goodlet 25ec5faaef Drop removed show_label kwarg 2021-01-26 11:28:24 -05:00
Tyler Goodlet b9d9dbfc4a Support size fields on order lines; avoid overlap with L1 lines 2021-01-26 11:27:50 -05:00
Tyler Goodlet 990c3a1eac Try out 3 ticks away as limit submission 2021-01-26 11:26:30 -05:00
Tyler Goodlet cc5af7319f Slightly lighter sell red, try to fix screen stuff... 2021-01-22 23:02:23 -05:00
Tyler Goodlet 18fafb501d Use dashed lines for dark orders 2021-01-22 23:01:12 -05:00
Tyler Goodlet 4b2161a37b Use 2 min-ticks offset for dark orders 2021-01-22 23:00:01 -05:00
Tyler Goodlet f072e2551b Snap y-axis crosshair to min tick(s) 2021-01-22 22:59:00 -05:00
Tyler Goodlet 50d2d8517b Add support for dotted style level lines 2021-01-22 22:57:42 -05:00
Tyler Goodlet 92efb8fd8e Expect new init message in feed from brokers 2021-01-22 22:56:42 -05:00
Tyler Goodlet b4a4f12aa4 Send init message with kraken 2021-01-22 22:55:49 -05:00
Tyler Goodlet 10e47e349c Include symbol deats in feed init message from ib
Async spawn a deats getter task whenever we load a symbol data feed.
Pass these symbol details in the first message delivered by the feed at
open. Move stream loop into a new func.
2021-01-22 17:11:53 -05:00
Tyler Goodlet 5327d7be5e Add screen acquire timeout loop 2021-01-22 16:46:39 -05:00
Tyler Goodlet f82127de31 Add "live order" submission using ctl-<action key> 2021-01-19 20:48:58 -05:00
Tyler Goodlet 7811119736 Support toggling level line highlighting 2021-01-19 20:47:55 -05:00
Tyler Goodlet 149820b3b0 Get "dark (order) mode" workin!
Basically a stop limit mode where the dirty execution-condition deats
are entirely held client side away from the broker. For now, there's
a static order size setting and a 0.5% limit setting relative to the
trigger price. Swap to using 'd' for dump and 'f' for fill - they're
easier for use with ctrl (which is used now to submit orders directly to
broker - ala "live (order) mode"). Still more kinks to work out with too
fast cancelled orders and alerts but we're getting there.
2021-01-19 16:58:01 -05:00
Tyler Goodlet 794665db70 Drop log msg 2021-01-18 20:28:52 -05:00
Tyler Goodlet e6724b6559 Move order mode handling into charting code 2021-01-18 20:28:37 -05:00
Tyler Goodlet f3ae8db04b Big refactor; start paper client 2021-01-18 19:56:35 -05:00
Tyler Goodlet 2bf95d7ec7 Fix clients map typing annot 2021-01-15 21:10:08 -05:00
Tyler Goodlet 5acd780eb6 Get live mode correct and working 2021-01-15 21:10:08 -05:00
Tyler Goodlet 3e959ec260 Add fill handler to order mode 2021-01-15 21:10:08 -05:00
Tyler Goodlet bdc02010cf Finally, sanely normalize local trades event data 2021-01-15 21:10:08 -05:00
Tyler Goodlet c835cc10e0 Get "live" order mode mostly workin 2021-01-15 21:10:08 -05:00
Tyler Goodlet ee8caa80d4 Add order cancellation and error support 2021-01-15 21:10:08 -05:00
Tyler Goodlet 140f3231e7 Add basic client-side order entry to EMS 2021-01-15 21:10:08 -05:00
Tyler Goodlet f9d4df7378 Start higher level order mode API 2021-01-15 21:10:08 -05:00
Tyler Goodlet 53c0816c5f Add color properties for level line and label 2021-01-15 21:10:08 -05:00
Tyler Goodlet c1266a7a1d Add buy/sell colors 2021-01-15 21:10:08 -05:00
Tyler Goodlet 12aebcc89c Expose "proxy" api a little better 2021-01-15 21:10:08 -05:00
Tyler Goodlet e51670a573 Try dynamically loading screen 2021-01-15 21:10:08 -05:00
Tyler Goodlet 5503a5705a Drop old line 2021-01-15 21:10:08 -05:00
Tyler Goodlet 3e7057d247 Use feed's trade streamin in ems 2021-01-15 21:10:08 -05:00
Tyler Goodlet 611486627f Cleaning 2021-01-15 21:10:08 -05:00
Tyler Goodlet bd180a3482 Add trades data stream routine to Feed 2021-01-15 21:10:08 -05:00
Tyler Goodlet 280739b51a Add trades data streaming support 2021-01-15 21:10:08 -05:00
Tyler Goodlet 620f5fee6e Wishful thinking with conditional mngrs 2021-01-15 21:10:08 -05:00
Tyler Goodlet 39e4953a6a Get order cancellation working 2021-01-07 22:08:25 -05:00
Tyler Goodlet dba8457be9 Trigger kraken sample increment after startup 2021-01-07 12:17:10 -05:00
Tyler Goodlet 282cc85ba0 Create an "order mode"
Our first major UI "mode" (yes kinda like the modes in emacs) that has
handles to a client side order book api, line and arrow editors, and
interacts with a spawned `emsd` (the EMS daemon actor).

Buncha cleaning and fixes in here for various thingers as well.
2021-01-07 12:03:18 -05:00
Tyler Goodlet 8d66a17daf Add a "lines editor" api/component 2021-01-05 13:37:03 -05:00
Tyler Goodlet 268f207a6c Shadow 'close' field with 'last' 2021-01-05 08:02:48 -05:00
Tyler Goodlet 24536ad769 Get roundtrip alert uuids workin; stage order book api 2021-01-05 08:02:14 -05:00
Tyler Goodlet d0a3deae09 Pass symbol type further down chart stack 2021-01-04 14:46:47 -05:00
Tyler Goodlet 4d6b1d4bb1 Add brokers list field to symbol type 2021-01-04 14:45:59 -05:00
Tyler Goodlet 3c424a153f Port to new `Portal.run()` api 2021-01-04 14:45:34 -05:00
Tyler Goodlet 267c8c6bd3 Go back to manual label contents check for now 2021-01-04 14:45:12 -05:00
Tyler Goodlet 9478adf600 Use event sync for increment task launch 2021-01-04 14:44:39 -05:00
Tyler Goodlet c7ff0804db Graph snap quote immediately on ib spin up 2021-01-04 14:43:59 -05:00
Tyler Goodlet c030b63101 Rejig state with dataclasses; prep for numba 2021-01-04 14:42:35 -05:00
Tyler Goodlet 7b5a72909e Start a "real" alert looking msg 2021-01-03 17:23:45 -05:00
Tyler Goodlet 616a74865b Better highlighted yellow 2021-01-03 17:23:23 -05:00
Tyler Goodlet 6e2328d351 More comments? 2021-01-03 17:23:06 -05:00
Tyler Goodlet a3468fb915 Barebones level based alerts are working! 2021-01-03 17:19:16 -05:00
Tyler Goodlet 97b2f86cfe Add preliminary support for alert line management 2021-01-03 11:12:51 -05:00
Tyler Goodlet 88d48bd188 Port to `Cursor` 2021-01-03 11:10:08 -05:00
Tyler Goodlet 08aa5984ec Rename crosshair (type) to cursor
Since the "crosshair" is growing more and more UX implementation details
it probably makes sense to call it what it is; a python level mouse
abstraction. Add 2 internal sets: `_hovered` for allowing mouse hovered
objects to register themselves to other cursor aware components, and
`_trackers` for allowing scene items to "track" cursor movements via
a `on_tracked_source()` callback.
2021-01-03 10:46:28 -05:00
Tyler Goodlet 14dad08d98 Extend level line interaction
Support tracking the mouse cursor using a new `on_tracked_sources()`
callback method. Make hovered highlight a bit thicker and highlight when
click-dragged. Add a delete method for removing from the scene along
with label.
2021-01-03 10:43:53 -05:00
Tyler Goodlet edbbcbf954 Add alert yellow 2021-01-03 10:39:06 -05:00
Tyler Goodlet d492f5c35a Define our own mouse clicked handler 2021-01-01 17:49:23 -05:00
Tyler Goodlet a55d72f8d6 Create and "EMS" module for order execution/routing actor(s) 2021-01-01 17:49:02 -05:00
Tyler Goodlet 80d48e5ece Dynamically override .boundingRect() after startup 2021-01-01 13:23:05 -05:00
Tyler Goodlet e474d8c309 Remove horizontal crosshair on "a" hotkey 2021-01-01 13:05:50 -05:00
Tyler Goodlet 7a53f19eeb Highlight level line label on hover 2021-01-01 13:05:16 -05:00
Tyler Goodlet d602cbc985 Avoid active_plot race 2021-01-01 12:59:31 -05:00
Tyler Goodlet bd85214017 Add draft order actor architecture 2021-01-01 12:40:05 -05:00
Tyler Goodlet 5fddb581ab Kill backfiller on "no history" error 2021-01-01 12:34:50 -05:00
Tyler Goodlet 81b10b9dfc Add initial y-axis zoom 2020-12-30 12:55:02 -05:00
Tyler Goodlet f3a0b1e91e Use pixel buffers on axis labels 2020-12-29 18:05:36 -05:00
Tyler Goodlet 1e09b0f08f Type annot paint methods 2020-12-29 18:05:36 -05:00
Tyler Goodlet 98c3bb8aee Add a pyqtgraph profiling toggle to chart CLI 2020-12-29 18:05:36 -05:00
Tyler Goodlet a68fff4139 Break specialized graphics into specific mods 2020-12-29 18:05:36 -05:00
Tyler Goodlet 575b3a0605 Adjust imports 2020-12-29 18:05:36 -05:00
Tyler Goodlet 916396fbfe Move fast curve graphics to new mod 2020-12-29 18:05:36 -05:00
Tyler Goodlet 19e3db8f61 Move OHLC items into new module 2020-12-29 18:05:36 -05:00
Tyler Goodlet b4c28cb086 Start a new graphics sub-package 2020-12-29 18:05:36 -05:00
Tyler Goodlet 5d30f351af Remove use of `tractor.run()` 2020-12-29 18:05:36 -05:00
Tyler Goodlet d7f80d8ddb Add note about shm limit 2020-12-29 18:05:36 -05:00
Tyler Goodlet b467e8fd8d Try cache mode on a bunch of "static" graphics 2020-12-29 18:05:36 -05:00
Tyler Goodlet 588213a230 Add an experimental "fast appendable curve" graphic 2020-12-29 18:05:36 -05:00
Tyler Goodlet 93e76fa12c Comment some unneeded PDI optimization flags 2020-12-29 18:05:36 -05:00
Tyler Goodlet cac797a7fc Add initial pixel buffer caching usage
Leverages `QGraphicsItem.cacheMode` to speed up interactivity via
less `.paint()` calls (on mouse interaction) and redraws of the
underlying path when there are no transformations (other then a shift).
In order to keep the "flat bar on new time period" UX, a couple special
methods have to be triggered to get a redraw of the pixel buffer when
appending new data.

Use `QPainterPath.controlPointRect()` over `.boundingRect()` since
supposedly it's a lot faster. Drop all use of `QPicture` (since it seems
to conflict with the pixel buffer stuff?) and it doesn't give any
measurable speedup when drawing the "last bar" lines.

Oh, and add some profiling for now.
2020-12-29 18:05:36 -05:00
Tyler Goodlet bd73d02cfb Avoid loading volume FSPs on symbols without any data 2020-12-28 14:43:17 -05:00
Tyler Goodlet 42761438f6 Pass backfiller explicit symbol str, don't require volume ticks 2020-12-26 18:04:32 -05:00
Tyler Goodlet bc96c5847c Port to new tractor api 2020-12-21 13:02:43 -05:00
Tyler Goodlet 714c757e3e Add vwap back to fsp conf on feature branch 2020-12-21 13:02:43 -05:00
Tyler Goodlet 48da729364 Use .shield() meth name from tractor 2020-12-21 13:02:43 -05:00
Tyler Goodlet c01382294e Add signal backfilling via trio task respawn 2020-12-21 13:02:43 -05:00
Tyler Goodlet e89d3f9560 Use `numpy.divide()` to avoid divide-by-zero 2020-12-21 13:02:43 -05:00
Tyler Goodlet 7c7b31ebbe Break hist calc into wap func, use hlc3. 2020-12-21 13:02:43 -05:00
Tyler Goodlet 33515f45cc Add vwap to exposed fsp map 2020-12-21 13:02:43 -05:00
Tyler Goodlet ef2be16d97 Add initial tina (ohl3) vwap fsp 2020-12-21 13:02:43 -05:00
Tyler Goodlet 833a442ac0 Disable vwap in conf, feature delay 2020-12-19 16:57:58 -05:00
Tyler Goodlet f27d639552 Port kraken to declare "wap" field 2020-12-19 16:53:51 -05:00
Tyler Goodlet b72d7d3085 Drop profile calls on OHLC bars for now 2020-12-19 16:52:04 -05:00
Tyler Goodlet df686755da Drop legacy "historical" QPicture cruft 2020-12-19 16:51:11 -05:00
Tyler Goodlet 618c2f8e0a More general salutation 2020-12-19 16:51:03 -05:00
Tyler Goodlet db6f77481b Stick with slightly smaller fonts 2020-12-19 16:50:54 -05:00
Tyler Goodlet 7ce27107df Fix axes for shm primary indexing 2020-12-19 16:50:49 -05:00
Tyler Goodlet c8537d59a8 Port charting to new shm primary indexing 2020-12-19 16:50:38 -05:00
Tyler Goodlet 9930430721 Close app on last window exit
Use a system triggered SIGINT on app close to tear down the streaming
stack and terminate the `trio`/`tractor` runtimes deterministically.
2020-12-19 16:50:29 -05:00
Tyler Goodlet 599b5276b4 Port data apis to not touch primary index 2020-12-19 16:50:20 -05:00
Tyler Goodlet fda9fcbc55 Add historical backfilling to ib backend 2020-12-19 16:50:08 -05:00
Tyler Goodlet 6d50ad75a7 Ensure right bar x index is an int 2020-12-19 16:49:57 -05:00
Tyler Goodlet 2568a2d2e9 First draft, make graphics work on shm primary index
This is a bit hacky (what with array indexing semantics being relative
to the primary index's "start" value but it works. We'll likely want
to somehow wrap this index finagling into an API soon.
2020-12-19 16:49:43 -05:00
Tyler Goodlet 02b7d6cd19 Add prepend support to shm system 2020-12-19 16:49:35 -05:00
Tyler Goodlet 9710685508 Left align yaxis label 2020-12-19 16:49:27 -05:00
Tyler Goodlet 1f8f2eb8b3 Font size tweaks for low dpi 2020-12-19 16:06:54 -05:00
Tyler Goodlet 247b5fa2ec Tidy up doc string 2020-12-19 16:06:28 -05:00
Tyler Goodlet 3e16840566 Attempt to add numba typing and use `QGraphicsPathItem`
Failed at using either.

Quirks in numba's typing require specifying readonly arrays by
composing types manually.

The graphics item path thing, while it does take less time to write on
bar appends, seems to be slower in general in calculating the
``.boundingRect()`` value. Likely we'll just add manual max/min tracking
on array updates like ``pg.PlotCurveItem`` to squeeze some final juices
on this.
2020-12-19 16:06:22 -05:00
Tyler Goodlet 949e9d6cd1 Drop commented pixmap cruft
See #124 as to why we'll probably never need this.
2020-12-19 16:06:07 -05:00
Tyler Goodlet f083f537b1 Get `QPainterPath` "append" working
Pertains further to #109.

Instead of redrawing the entire `QPainterPath` every time there's
a historical bars update just use `.addPath()` to slap in latest
history. It seems to work and is fast. This also seems like it will be
a great strategy for filling in earlier data, woot!
2020-12-19 16:05:59 -05:00
Tyler Goodlet 413c703e34 Draw bars using `QPainterPath` magic
This gives a massive speedup when viewing large bar sets (think a day's
worth of 5s bars) by using the `pg.functions.arrayToQPath()` "magic"
binary array writing that is also used in `PlotCurveItem`.  We're using
this same (lower level) function directly to draw bars as part of one
large path and it seems to be painting 15k (ish) bars with around 3ms
`.paint()` latency. The only thing still a bit slow is the path array
generation despite doing it with `numba`. Likely, either having multiple
paths or, only regenerating the missing backing array elements should
speed this up further to avoid slight delays when incrementing the bar
step.

This is of course a first draft and more cleanups are coming.
2020-12-19 16:05:53 -05:00
Tyler Goodlet 8aede3cbcb Add field diffing on failed push 2020-12-19 16:05:22 -05:00
Tyler Goodlet f9e4e9507d Tweak axis text offset and margins 2020-12-19 15:05:37 -05:00
Tyler Goodlet c625dc90f1 Use new global var stack from tractor 2020-12-19 15:05:29 -05:00
Tyler Goodlet 9572280553 Kill the tractor tree on window close.
This makes it so you don't have to ctrl-c kill apps.
Add in the experimental openGL support even though I'm pretty sure it's
not being used much for curve plotting (but could be wrong).
2020-12-19 15:05:21 -05:00
Tyler Goodlet bfcf5170dc Add commented ex. code for line price charts 2020-12-19 15:05:14 -05:00
Tyler Goodlet acf8aeb33e Allocate space for 2d worth of 5s bars 2020-12-19 15:05:03 -05:00
Tyler Goodlet daa429f7ca Put fsp plotting into a couple tasks, startup speedups.
Break the chart update code for fsps into a new task (add a nursery) in
new `spawn_fsps` (was `chart_from_fsps`) that async requests actor
spawning and initial historical data (all CPU bound work).  For multiple
fsp subcharts this allows processing initial output in parallel
(multi-core). We might want to wrap this in a "feed" like api
eventually. Basically the fsp startup sequence is now:
- start all requested fsp actors in an async loop and wait for
  historical data to arrive
- loop through them all again to start update tasks which do chart
  graphics rendering

Add separate x-axis objects for each new subchart (required by
pyqtgraph); still need to fix hiding unnecessary ones.
Add a `ChartPlotWidget._arrays: dict` for holding overlay data distinct
from ohlc. Drop the sizing yrange to label heights for now since it's
pretty much all gone to hell since adding L1 labels. Fix y-stickies to
look up correct overly arrays.
2020-12-19 15:04:51 -05:00
Tyler Goodlet 49699a16ff Skip base metrics on no basis 2020-12-17 10:50:05 -05:00
Tyler Goodlet af61611801 Add initial selection box interaction
Requires decent modification of the built-in ``ViewBox``.
We do away with the zoom functionality for now and instead just add
a label full of some simple stats on the bounded data.
2020-11-08 16:15:34 -05:00
Tyler Goodlet 1972740d0c Make salotz stop grumbling like an old man 2020-11-06 15:35:10 -05:00
Tyler Goodlet 0f458f8263 Add min tick setting to axis type 2020-11-06 15:24:01 -05:00
Tyler Goodlet c1109ee3fb Add license headers to pertinent files 2020-11-06 12:23:14 -05:00
Tyler Goodlet be4a3df7ba Add L1 spread streaming to kraken 2020-11-06 11:35:40 -05:00
Tyler Goodlet 043bc985df Configure L1 queue size precisions from history 2020-11-06 11:35:10 -05:00
Tyler Goodlet e27fece4e6 Add L1 queue size precision controls 2020-11-06 11:34:32 -05:00
Tyler Goodlet 205bedce85 Spec dpi aware font size in inches 2020-11-05 20:32:35 -05:00
Tyler Goodlet 1e491fb1bb Use pyqtgraph default pen for level lines 2020-11-05 13:23:29 -05:00
Tyler Goodlet cc88300ac5 Fix L1 updates to be like TWS
I think this gets us to the same output as TWS both on booktrader and
the quote details pane. In theory there might be logic needed to
decreases an L1 queue size on trades but can't seem to get it without
getting -ves displayed occasionally - thus leaving it for now.

Also, fix the max-min streaming logic to actually do its job, lel.
2020-11-05 12:08:29 -05:00
Tyler Goodlet db075b81ac Specialize `LevelLabel` for orientation-around-axis gymnastics 2020-11-05 12:08:02 -05:00
Tyler Goodlet 9c3850874d Add all L1 tick types for ib 2020-11-05 08:18:55 -05:00
Tyler Goodlet f438139ad7 Update L1 labels in price loop 2020-11-03 22:03:49 -05:00
Tyler Goodlet 73e54a2259 Add L1 labels wrapper type
Start a simple API for L1 bid/ask labels.
Make `LevelLabel` draw a line above/below it's text (instead of the
rect fill we had before) since it looks much simpler/slicker.
Generalize the label text orientation through bounding rect
geometry positioning.
2020-11-03 19:48:27 -05:00
Tyler Goodlet 987c13c584 Classify L1 tick types 2020-11-03 16:22:04 -05:00
Tyler Goodlet a5d5208cfa Add sticky "orientation", allow overriding label draw instructions. 2020-11-03 16:21:21 -05:00
Tyler Goodlet e65f511648 Draw flat line on every new time step
Until we get a better datum "cursor" figured out just draw the flat bar
despite the extra overhead. The reason to do this in 2 separate calls is
detailed in the comment but basic gist is that there's a race between
writer and reader of the last shm index.

Oh, and toss in some draft symbol search label code.
2020-11-03 12:25:08 -05:00
Tyler Goodlet d92e02db86 Add back min window size i guess 2020-11-03 12:22:57 -05:00
Tyler Goodlet 22f1b56b36 Always update left (open) arm 2020-11-03 08:15:00 -05:00
Tyler Goodlet 1640906b09 Write shm volume (facepalm), update open=close on first volume 2020-11-03 08:14:37 -05:00
Tyler Goodlet b23e459027 Cleanup unneeded commented stuff 2020-11-02 15:43:19 -05:00
Tyler Goodlet 119196f2ff Scale level label correctly to small(er) fonts
Not sure what fixed it exactly, and I guess we didn't need any relative
DPI scaling factor after all. Using the 3px margin on the level label
seems to make it look nice for any font size (i think) as well.

Gonna need some cleanup after this one.
2020-11-02 15:27:48 -05:00
Tyler Goodlet 96f700a762 Add level line type with custom label 2020-11-02 13:33:19 -05:00
Tyler Goodlet 9e7aa3f9bf Add a dpi aware font wrapper type 2020-11-02 12:02:05 -05:00
Tyler Goodlet 307c501763 Add symbol field to ib quotes 2020-10-29 17:21:41 -04:00
Tyler Goodlet da0789e184 Add symbol field to kraken quotes 2020-10-29 17:08:25 -04:00
Tyler Goodlet 416f027c5f Flip contents label stuff into a type 2020-10-29 17:08:03 -04:00
Tyler Goodlet 68304b79bc More thematic max datums on screen 2020-10-28 09:28:37 -04:00
Tyler Goodlet 031eab28c7 Adjust contents label font for DPI 2020-10-28 08:52:08 -04:00
Tyler Goodlet 20a4aed672 Update font metrics after dpi calc; facepalm. 2020-10-28 08:12:56 -04:00
Tyler Goodlet 751cca35e1 Attempt to calculate font size by DPI 2020-10-27 15:15:31 -04:00
Tyler Goodlet 23672fc22b Rework axes types, sizing stuff
Make our own ``Axis`` and have it call an impl specific ``.resize()``
such that different axes can size to their own spec. Allow passing in a
"typical maximum value string" which will be used by default for sizing
the axis' minor dimension; a common value should be passed to all axes
in a linked split charts widget. Add size hinting for axes labels such
that they can check their parent (axis) for desired dimensions if
needed.
2020-10-27 10:50:28 -04:00
Tyler Goodlet 89d48afb6c Size axis labels based on text contents
Compute the size in pixels the label based on the label's contents.
Eventually we want to have an update system that can iterate through
axes and labels to do this whenever needed (eg. after widget is moved
to a new screen with a different DPI).
2020-10-26 23:34:48 -04:00
Tyler Goodlet 55f34dfed0 Start a profiling mod 2020-10-26 14:08:42 -04:00
Tyler Goodlet bed6a631c0 Don't pass color down to axis 2020-10-25 10:49:31 -04:00
Tyler Goodlet f32763d992 Only move x-axis sticky when we mouse-over a new index
Avoid drawing a new new sticky position if the mouse hasn't moved to the
next (rounded) index in terms of the scene's coordinates. This completes
the "discrete-ization" of the mouse/cursor UX.

Finalizing this feature helped discover and solve
pyqtgraph/pyqtgraph#1418 which masssively improves interaction
performance throughout the whole lib!

Hide stickys on startup until cursor shows up on plot.
2020-10-24 20:18:21 -04:00
Tyler Goodlet ece57b2a1d Rename our main color 2020-10-24 20:18:03 -04:00
Tyler Goodlet 94a8ee6270 Optimize axis labels using `QPicture`
This is likely a marginal improvement but is slightly less execution and
adds a coolio black border around the label. Drop all the legacy code
from quantdom which was quite a convoluted mess for "coloring".
Had to tweak sticky offsets to get the crosshair to line up right; not
sure what that's all about yet.
2020-10-24 20:12:12 -04:00
Tyler Goodlet 13f32acfdf Only update history on bar increment
With the improved update logic on `BarsItems` it doesn't seem to be
necessary. Remove y sticky for overlays for now to avoid clutter that
looks like double draws when the last overlay value is close to the last
price.
2020-10-22 21:21:14 -04:00
Tyler Goodlet 8eb4344d86 More "thematic" default view values ;) 2020-10-22 20:42:46 -04:00
Tyler Goodlet 8c25892521 Fix (really sidestep) flat bar rendering issue(s)
It seems a plethora of problems (including drawing performance) are due
to trying to hack around the strange rendering bug in Qt with `QLineF`
with y1 == y2. There was all sorts of weirdness that would show up with
trying (a hack) to just set all 4 points to the same value including
strange infinite diagonal ghost lines randomly on charts. Instead, just
place hold these flat bar's 'body' line with a `None` and filter the
null values out before calling `QPainter.drawLines()`. This results
in simply no body lines drawn for these datums. We can probably `numba`
the filtering too if it turns out to be a bottleneck.
2020-10-22 20:35:51 -04:00
Tyler Goodlet 7be624de39 Implement `tickStrings` for price axis; use float_digits() 2020-10-22 20:22:21 -04:00
Tyler Goodlet 18dc809acb Add naive digits count routine 2020-10-22 14:05:35 -04:00
Tyler Goodlet f2c4a46c94 Center bars around index, adjust curves back to match... 2020-10-21 11:19:41 -04:00
Tyler Goodlet cd828db9e9 Show 24 bars to left on startup 2020-10-21 10:51:54 -04:00
Tyler Goodlet 875bc8be24 Add line dots cursors to curves by default 2020-10-21 10:46:56 -04:00
Tyler Goodlet 1f6b5da17e Add support for curve "cursors" using a filled dot
Add a new graphic `LineDot` which is a `pg.CurvePoint` that draws
a simple filled dot over a curve at the specified index.

Add support for adding these cursor-dots to the crosshair/mouse through
a new `CrossHair.add_curve_cursor()`. Discretized the vertical line
updates on the crosshair such that it's only drawn in the middle of
the current bar in the main chart.
2020-10-21 10:40:51 -04:00
Tyler Goodlet 88583d999a Add "follow mode"
Makes the chart act like tws where each new time step increment the
chart shifts to the right so that the last bar stays in place. This
gets things looking like a proper auto-trading UX.

Added a couple methods to ``ChartPlotWidget`` to make this work:
- ``.default_view()`` to set the preferred view based on user settings
- ``.increment_view()`` to shift the view one time frame right

Also, split up the `.update_from_array()` method to be curve/ohlc
specific allowing for passing in a struct array with a named field
containing curve data more straightforwardly. This also simplifies the
contest label update functions.
2020-10-20 09:13:27 -04:00
Tyler Goodlet 1902507703 Change scroll "center" to rightmost bar on screen 2020-10-19 21:32:50 -04:00
Tyler Goodlet c57f678295 Fix contents labels issues
Lookup overlay contents from the OHLC struct array (for now / to make
things work) and fix anchoring logic with better offsets to keep
contents labels super tight to the edge of the view box. Unfortunately,
had to hack the label-height-calc thing for avoiding overlap of graphics
with the label; haven't found a better solution yet and pyqtgraph seems
to require more rabbit holing to figure out something better. Slap in
some inf lines for over[sold/bought] rsi conditions thresholding.
2020-10-19 14:18:06 -04:00
Tyler Goodlet 851104dd31 Add an inf horizontal line helper 2020-10-19 14:01:57 -04:00
Tyler Goodlet 1706b67e00 Note the issues with the shared fsp array index.. 2020-10-19 14:01:25 -04:00
Tyler Goodlet 32974a118c Add hidpi comments, 300 bars in view at startup 2020-10-19 11:37:50 -04:00
Tyler Goodlet d3dc8fb219 Differentiate array schema by close field 2020-10-19 11:37:28 -04:00
Tyler Goodlet c7d5ea6e15 Fix static yrange and last bar double draw issues 2020-10-16 12:18:14 -04:00
Tyler Goodlet fc23b2180d Pass through fonts to axes 2020-10-16 12:15:33 -04:00
Tyler Goodlet 58d3234f74 Drop lingering print 2020-10-16 12:15:07 -04:00
Tyler Goodlet f4c38621d5 Add a default "bars from right" style setting 2020-10-15 15:08:56 -04:00
Tyler Goodlet 6f429b1104 These seem to be "faster" crosshair settings? 2020-10-15 15:08:16 -04:00
Tyler Goodlet cb72662350 Add warnings for shm cache misses 2020-10-15 15:07:56 -04:00
Tyler Goodlet 454b445b4b Add better shared mem writer task checking
If you have a common broker feed daemon then likely you don't want to
create superfluous shared mem buffers for the same symbol. This adds an
ad hoc little context manger which keeps a bool state of whether
a buffer writer task currently is running in this process. Before we
were checking the shared array token cache and **not** clearing it when
the writer task exited, resulting in incorrect writer/loader logic on
the next entry..

Really, we need a better set of SC semantics around the shared mem stuff
presuming there's only ever one writer per shared buffer at given time.
Hopefully that will come soon!
2020-10-15 15:02:42 -04:00
Tyler Goodlet db273e1cd7 Up the mouse re-draw rate limit 2020-10-12 09:36:46 -04:00
Tyler Goodlet 18097fc33b Scale for hidpi pixmaps too 2020-10-02 12:13:50 -04:00
Tyler Goodlet 2302e59f1d 3k bars for now, ignore rtTime 2020-10-02 12:13:50 -04:00
Tyler Goodlet 8d9a6845c6 Add a naive maxmin calc to avoid frequent resizes
If we know the max and min in view then on datum updates we can avoid
resizing the y-range when a new max/min has not yet arrived.

This adds a very naive numpy calc in the drawing thread which we can
likely improve with a more efficient streaming alternative which can
also likely be run in a fsp subactor. Also, since this same calc is
essentially done inside `._set_yrange()` we will likely want to allow
passing the result into the method to avoid duplicate work.
2020-10-02 12:13:50 -04:00
Tyler Goodlet 6d5ccc6c3f Specify font size in pixels 2020-10-02 12:13:50 -04:00
Tyler Goodlet 8276b02f92 Further label and axis sizing tweaks for hidpi 2020-10-02 12:13:50 -04:00
Tyler Goodlet e524ee9045 Resize everything with HiDPI scaling on 2020-10-02 12:13:50 -04:00
Tyler Goodlet bceeaa56ff Drop ringbuf, didn't end up using 2020-10-02 12:13:50 -04:00
Tyler Goodlet acc8dd66f5 Add data._normalize.py ... 2020-10-02 12:13:50 -04:00
Tyler Goodlet bc65040601 Add shm support to kraken backend 2020-10-02 12:13:50 -04:00
Tyler Goodlet d4eb5ccca4 Handle vwap overlay with shm 2020-10-02 12:13:50 -04:00
Tyler Goodlet 8a4528c006 Always ask backend for ohlc dtype 2020-10-02 12:13:50 -04:00
Tyler Goodlet 47d4ec5985 Move _source under data package 2020-10-02 12:13:50 -04:00
Tyler Goodlet 8e2e695ba8 Revert project name removal; breaks shit elsewhere somehow.. 2020-10-02 12:13:50 -04:00
Tyler Goodlet 155c3eef2a Convert timeit thing to use print() 2020-10-02 12:13:50 -04:00
Tyler Goodlet 8832804bab Sub each new symbol to shm incrementing 2020-10-02 12:13:50 -04:00
Tyler Goodlet e3e219aa4b Add multi-symbol-buffer increment support 2020-10-02 12:13:50 -04:00
Tyler Goodlet 41e85ccaa9 Break wma calc into sync func 2020-10-02 12:13:50 -04:00
Tyler Goodlet 3f0e175011 Get bar oriented RSI working correctly 2020-10-02 12:13:50 -04:00
Tyler Goodlet 268e748417 Drop extra prefix in logs 2020-10-02 12:13:50 -04:00
Tyler Goodlet bfa7839370 Adopt official color 2020-10-02 12:13:50 -04:00
Tyler Goodlet 2fcbefa6e1 Use shm in fsp cascading
This kicks off what will be the beginning of hopefully a very nice
(soft) real-time financial signal processing system. We're keeping the
hack to "time align" curves (for now) with the bars for now by slapping
in an extra datum at index 0.
2020-10-02 12:13:50 -04:00
Tyler Goodlet 4383579cd0 Use shm array in chart-fsp task
Just like for the source OHLC, we now have the chart parent actor create
an fsp shm array and use it to read back signal data for plotting.
Some tweaks to get the price chart (and sub-charts) to load historical
datums immediately instead of waiting on an initial quote.
2020-10-02 12:13:50 -04:00
Tyler Goodlet ba4261f974 Add timeit prints 2020-10-02 12:13:50 -04:00
Tyler Goodlet 561cafbe55 Another black 2020-10-02 12:13:50 -04:00
Tyler Goodlet efb52f2292 Make shared array buffer incrementer a message pub
Drop ctx manager api and use `tractor.msg.pub`.
2020-10-02 12:13:50 -04:00
Tyler Goodlet 373ff90229 Only need UTC offset hacking if time w broker is messed.. 2020-10-02 12:13:50 -04:00
Tyler Goodlet d93ce84a99 Variety of IB backend improvements
- Move to new shared mem system only writing on the first (by process)
  entry to `stream_quotes()`.
- Deliver bars before first quote arrives so that chart can populate and
  then wait for initial arrival.
- Allow caching clients per actor.
- Load bars using the same (cached) client that starts the quote stream
  thus speeding up initialization.
2020-10-02 12:13:50 -04:00
Tyler Goodlet b1093dc71d Add a `data.Feed` type
Wraps the growing tuple of items being delivered by `open_feed()`.
Add lazy loading of the broker's signal step stream with
a `Feed.index_stream()` method.
2020-10-02 12:13:50 -04:00
Tyler Goodlet 38469bd6ef Slight rework: shm API
Add an internal `_Token` to do interchange (un)packing for passing
"references" to shm blocks between actors.  Part of the token involves
providing the `numpy.dtype` in a cross-actor format.  Add a module
variable for caching "known tokens" per actor.  Drop use of context
managers since they tear down shm blocks too soon in debug mode and
there seems to be no reason to unlink/close shm before the process has
terminated; if code needs it torn down explicitly, it can.
2020-10-02 12:13:50 -04:00
Tyler Goodlet cd540fd07e Cleanups 2020-10-02 12:13:50 -04:00
Tyler Goodlet 6fa4f6e943 Port charts to new shm arrays 2020-10-02 12:13:50 -04:00
Tyler Goodlet f872fbecf8 Hook IB up to shared memory system
Adjust the `data.open_feed()` api to take a shm token so the
broker-daemon can attach a previously created (by the parent actor) mem
buf and push real-time tick data. There's still some sloppiness here in
terms of ensuring only one mem buf per symbol (can be seen in
`stream_quotes()`) which should really managed at the data api level.
Add a bar incrementing stream-task which delivers increment msgs to any
consumers.
2020-10-02 12:13:50 -04:00
Tyler Goodlet 17491ba819 Disconnect stdlib's resource_tracker, fix .push()
Logic in `SharedArray.push()` was totally wrong.
Remove all the `multiprocessing.resource_tracker` crap such that we
aren't loading an extra process at every layer and we don't get tons of
errors when cleaning on in an SC way.
2020-10-02 12:13:50 -04:00
Tyler Goodlet 712e36b9d5 First draft of a shared numpy array sub-system
This adds a shared memory "incrementing array" sub-sys interface
for single writer, multi-reader style data passing. The main motivation
is to avoid multiple copies of the same `numpy` array across actors
(plus now we can start being fancy like ray).

There still seems to be some odd issues with the "resource tracker"
complaining at teardown (likely partially to do with SIGINT stuff) so
some further digging in the stdlib code is likely coming.

Pertains to #107 and #98
2020-10-02 12:13:50 -04:00
Tyler Goodlet 07beec59bf Hopefully fix datum offset on signal sub-plots
Added a comment to clarify, ish.
Add `ChartPlotWidget._overlays` as registry of curves added on top of
main graphics. Hackishly (ad-hoc-ishly?) update the curve assuming the
data resides in the same `._array` for now (which it does for historical
vwap).
2020-10-02 12:13:28 -04:00
Tyler Goodlet 2cc2b32805 Fix dbz with `np.divide()` 2020-10-02 12:13:28 -04:00
Tyler Goodlet eb5d64ceef Add support for overlay curves and fixed y-range
Allow passing a fixed ylow, yhigh tuple to `._set_yrange()` which avoids
recomputing the range from data if desired (eg. rsi-like bounded
signals). Add support for overlay curves to the OHLC chart and add basic
support to brokers which provide a historical 'vwap`. The data array
increment logic had to be tweaked to copy the vwap from the last bar.

Oh, and hack the subchart curves with two extra prepended datums to make
them align "better" with the ohlc main chart; need to talk to
`pyqtgraph` core about how to do this more correctly.
2020-10-02 12:13:28 -04:00
Tyler Goodlet e91ba55d68 Always draw any history bars on update 2020-10-02 12:13:28 -04:00
Tyler Goodlet a4a5bff3fa Yes, even more grays 2020-10-02 12:13:28 -04:00
Tyler Goodlet da2325239c Copy non-base dtype fields on bar increment 2020-10-02 12:13:28 -04:00
Tyler Goodlet 80f191c57d Adjust range logic to avoid overlap with labels
By mapping any in view "contents labels" to the range of the
``ViewBox``'s data we can avoid having graphics overlap with labels.
Take this approach instead of specifying a min y-range using the std
and activate the range compute on resize and mouser scrolling.
Also, add y-sticky update for signal plots.
2020-10-02 12:13:28 -04:00
Tyler Goodlet fc0a03d597 Handle OHLC *and* signal indexing 2020-10-02 12:13:28 -04:00
Tyler Goodlet 9a59f2408d Start fsp subpackage, separate momo stuff 2020-10-02 12:13:28 -04:00
Tyler Goodlet 7d24e8eeb0 First draft of real-time rsi using numba 2020-10-02 12:13:28 -04:00
Tyler Goodlet 9d8a867767 Bar graphics update speed improvements
Use two separate `QPicture` instances:
- one for the 3 lines for the last bar
- one for all the historical bars lines

On price changes update the last bar and only update historical bars
when the current bar's period expires (when a new bar is "added").
Add a flag `just_history` for this  `BarItems.draw_lines()`.
Also, switch the internal lines array/buffer to a 2D numpy array to avoid
the type-cast step and instead just flatten using `numpy.ravel()`.

Overall this should avoid the problem of draws getting slower over time
as new bars are added to the history since price updates only redraw
a single bar to the "last" `QPicture` instance. Ideally in the future we
can make the `history` `QPicture` a `QPixmap` but it looks like this
will require some internal work in `pyqtgraph` to support it.
2020-10-02 12:13:28 -04:00
Tyler Goodlet b1591e3ee1 Start mucking with faster bars updates
Use a ``rec2array`` struct array converter to generate lines sequence
faster. Start looking into using a `QPixmap` to avoid redrawing all
bars every update.
2020-10-02 12:13:28 -04:00
Tyler Goodlet 0e513599eb Info log fsp output for now 2020-10-02 12:13:28 -04:00
Tyler Goodlet f1b72dfd6b Better bg color, tweak margins. 2020-10-02 12:13:28 -04:00
Tyler Goodlet 17d205f773 Add proper x-axis time-stamping 2020-10-02 12:13:28 -04:00
Tyler Goodlet ea2a675adf Use dashed crosshair, simplify x-axis alloc 2020-10-02 12:13:28 -04:00
Tyler Goodlet 387a696232 Even more colors 2020-10-02 12:13:28 -04:00
Tyler Goodlet fca6257152 Use dashed lines for crosshair 2020-10-02 12:13:28 -04:00
Tyler Goodlet 7a245ddda4 Add and update y-sticky labels on new price data 2020-10-02 12:13:28 -04:00
Tyler Goodlet 363d4cf609 Start color map 2020-10-02 12:13:28 -04:00
Tyler Goodlet d7466a58b4 Add updateable y-sticky label 2020-10-02 12:13:28 -04:00
Tyler Goodlet 8d29338174 Cleanup latency tracker 2020-10-02 12:13:28 -04:00
Tyler Goodlet 58b2e7e395 Refer to main chart's data for date axis 2020-10-02 12:13:28 -04:00
Tyler Goodlet f46fa99a6e Add "contents" labels to charts
Add a default "contents label" (eg. OHLC values for bar charts) to each
chart and update on crosshair interaction.

Few technical changes to make this happen:
- adjust bar graphics to have the HL line be in the "middle" of the
  underlying arrays' "index range" in the containing view.
- add a label dict each chart's graphics name to a label + update routine
- use symbol names instead of this "main" identifier crap for referring to
  particular price curves/graphics
2020-10-02 12:13:28 -04:00
Tyler Goodlet 61e460a422 Start brokers.api module 2020-10-02 12:13:28 -04:00
Tyler Goodlet fd21f4b0fe WIP initial draft of FSP subsystem
This is a first attempt at a financial signal processing subsystem which
utilizes async generators for streaming frames of numpy array data
between actors. In this initial attempt the focus is on processing price
data and relaying it to the chart app for real-time display. So far this
seems to work (with decent latency) but much more work is likely needed
around improving the data model for even better latency and less data
duplication.

Surprisingly (or not?) a lot of simplifications to the charting code
came out of this in terms of conducting graphics updates in streaming
tasks instead of hiding them inside the obfuscated mess that is the
Qt-style-inheritance-OO-90s-trash. The goal from here on wards will be
to enforce strict semantics around reading and writing of data such that
state is kept outside "object trees" as much as possible and streaming
function semantics guide our flow model. Unsurprisingly, this reduction
in "instance state" is happening wherever we use `trio` ;)

A little summary on the technical changes:
- not going to explain the fsp system yet; it's too nascent and
  probably going to get some heavy editing.
- drop any "update" methods from the `LinkedCharts` type since each
  sub-chart will have it's own update task and thus a separate update
  loop; further individual graphics (per chart) may eventually require
  this same design.
- delete `ChartView`; moved into separate mod.
- add "stream from fsp" task to start our foray into real-time actor
  processed numpy streaming.
2020-10-02 12:13:28 -04:00
Tyler Goodlet edb32e8c2b Drop weird chart type enum 2020-10-02 12:13:28 -04:00
Tyler Goodlet 04e21a96da Use partial, pass kwargs to `tractor._main()` 2020-10-02 12:13:28 -04:00
Tyler Goodlet a29b7d9be5 Start "interaction" module 2020-10-02 12:13:28 -04:00
Tyler Goodlet 8a46f8d6ed Port monitor to normalized streams 2020-10-02 12:13:28 -04:00
Tyler Goodlet 241b2374e8 Port `DataFeed` api to broker specific normalizer routine 2020-10-02 12:13:28 -04:00
Tyler Goodlet 9bbf0e0d7a Add a normalizer routine which emits quote differentials/ticks 2020-10-02 12:13:28 -04:00
Tyler Goodlet 81fb327fe1 Add `services` cmd for monitoring actors 2020-10-02 12:13:28 -04:00
Tyler Goodlet 65fb92eaff Flatten out chart tasks 2020-10-02 12:13:28 -04:00
Tyler Goodlet 6b572eb0ef Add ravel() reference link 2020-10-02 12:13:28 -04:00
Tyler Goodlet 971b871647 Handle "mouse-not-on-plot" edge cases 2020-10-02 12:13:28 -04:00
Tyler Goodlet b2506b04f6 Attempt more reliable chart startup
Wait for a first actual real-time quote before starting graphics update
tasks. Use the new normalized tick format brokers are expected to emit
as a `quotes['ticks']` list. Auto detect time frame from historical
bars.
2020-10-02 12:13:28 -04:00
Tyler Goodlet d81f6620f5 Passthrough loglevel from qtractor 2020-10-02 12:13:28 -04:00
Tyler Goodlet 2eea946e5b Drop forkserver usage.
We've got the sweet and realable `trio` spawner now :)
2020-10-02 12:13:28 -04:00
Tyler Goodlet 1a143f6b16 Pass piker log level through to tractor for chart app 2020-10-02 12:13:28 -04:00
Tyler Goodlet dc919fa676 Set tractor loglevel in cli config 2020-10-02 12:13:28 -04:00
Tyler Goodlet cb8215c203 Also log the payload 2020-10-02 12:13:28 -04:00
Tyler Goodlet 46c804db0b Support the `stream_quotes()` api in questrade backend 2020-10-02 12:13:28 -04:00
Tyler Goodlet ad519c10a9 Always just look up the current plot on mouse handling 2020-10-02 12:13:28 -04:00
Tyler Goodlet bbe02570b3 Allow for dynamically added plots
Add `ChartPlotWidget.add_plot()` to add sub charts for indicators which
can be updated independently. Clean up rt bar update code and drop some
legacy ohlc loading cruft.
2020-10-02 12:13:28 -04:00
Tyler Goodlet b4f1ec7960 Massively simplify the cross-hair monstrosity
Stop with all this "main chart" special treatment.
Manage all lines in the same way across all referenced plots.
Add `CrossHair.add_plot()` for adding new plots dynamically.

Just, smh.
2020-10-02 12:13:28 -04:00
Tyler Goodlet c56aee6347 Use array of names for lookup 2020-10-02 12:13:28 -04:00
Tyler Goodlet 788771bd75 Change name to qtractor 2020-10-02 12:13:28 -04:00
Tyler Goodlet 3aebeb5801 Standardize ohlc dtype 2020-10-02 12:13:28 -04:00
Tyler Goodlet e5bca1e089 Fix import error 2020-10-02 12:13:28 -04:00
Tyler Goodlet 88fb7a8951 Handle overloaded arg 2020-10-02 12:13:28 -04:00
Tyler Goodlet 1a1e768126 Port to new data apis 2020-10-02 12:13:28 -04:00
Tyler Goodlet 6802675637 Add kraken to backend list 2020-10-02 12:13:28 -04:00
Tyler Goodlet f9084b8650 Store lines graphics in struct array to simplify indexing 2020-10-02 12:13:28 -04:00
Tyler Goodlet b9224cd396 Add WIP real-time 5s bar charting 2020-10-02 12:13:28 -04:00
Tyler Goodlet 4c5bc19ec7 Always convert to posix time 2020-10-02 12:13:28 -04:00
Tyler Goodlet 5f89a2bf08 Make run_qtrio invoke tractor at top level 2020-10-02 12:13:28 -04:00
Tyler Goodlet 2dec32e41f Move bar generation into func; support bar appends
There's really nothing coupling it to the graphics class (which frankly
also seems like it doesn't need to be a class.. Qt).

Add support to `.update_from_array()` for diffing with the input array
and creating additional bar-lines where necessary. Note, there are still
issues with the "correctness" here in terms of bucketing open/close
values in the time frame / bar range. Also, this jamming of each bar's 3
lines into a homogeneous array seems like it could be better done with
struct arrays and avoid all this "index + 3" stuff.
2020-10-02 12:13:28 -04:00
Tyler Goodlet 3c55f7c6e2 Use structure array indexing syntax 2020-10-02 12:13:28 -04:00
Tyler Goodlet 9c1d64413e Handle flat bar updates
Flat bars have a rendering issue we work around by hacking values in `QLineF`
but we have to revert those on any last bar that is being updated in
real-time. Comment out candle implementations for now; we can get back
to it if/when the tinas unite. Oh, and make bars have a little space
between them.
2020-10-02 12:13:28 -04:00
Tyler Goodlet 6b1bdbe3ea Docs the ui pkg mod 2020-10-02 12:13:28 -04:00
Tyler Goodlet 013c0fef15 Fix a bunch of scrolling / panning logic
Don't allow zooming to less then a min number of data points. Allow
panning "outside" the data set (i.e. moving one of the sequence "ends"
to the middle of the view. Start adding logging.
2020-10-02 12:13:28 -04:00
Tyler Goodlet 4c753b5ee6 Add ib 2020-10-02 12:13:28 -04:00
Tyler Goodlet ecfa6d33aa Use msgpack-numpy 2020-10-02 12:13:28 -04:00
Tyler Goodlet 16e2e27cb8 Handle high = low bars
For whatever reason if the `QLineF` high/low values are the same a weird
little rectangle is drawn (my guess is a `float` precision error of some
sort). Instead, if they're the same just use one of the values.
Also, store local vars to avoid so many lookups.
2020-10-02 12:13:28 -04:00
Tyler Goodlet 7a660b335d Make search work with ib backend 2020-10-02 12:13:28 -04:00
Tyler Goodlet 99c18abfea Add symbol search to broker api 2020-10-02 12:13:28 -04:00
Tyler Goodlet 2f1fdaf9e5 Rework charting internals for real-time plotting
`pg.PlotCurveItem.setData()` is normally used for real-time updates to
curves and takes in a whole new array of data to graphics.
It makes sense to stick with this interface especially if
the current datum graphic will originally be drawn from tick quotes and
later filled in when bars data is available (eg. IB has this option in
TWS charts for volume). Additionally, having a data feed api where the push
process/task can write to shared memory and the UI task(s) can read from
that space is ideal. It allows for indicator and algo calculations to be
run in parallel (via actors) with initial price draw instructions
such that plotting of downstream metrics can be "pipelined" into the
chart UI's render loop. This essentially makes the chart UI async
programmable from multiple remote processes (or at least that's the
goal).

Some details:
- Only store a single ref to the source array data on the
  `LinkedSplitCharts`.  There should only be one reference since the main
  relation is **that** x-time aligned sequence.
- Add `LinkedSplitCharts.update_from_quote()` which takes in a quote
  dict and updates the OHLC array from it's contents.
- Add `ChartPlotWidget.update_from_array()` method to trigger graphics
  updates per chart with consideration for overlay curves.
2020-10-02 12:13:28 -04:00
Tyler Goodlet 5e8e48c7b7 Support updating bars graphics from array
This makes a OHLC graphics "sequence" update very similar (actually API
compatible) with `pg.PlotCurveItem.setData()`. The difference here is
that only latest OHLC datum is used to update the charts last bar.
2020-10-02 12:13:28 -04:00
Tyler Goodlet 048a13dd0e Drop disk caching of quotes 2020-10-02 12:13:28 -04:00
Tyler Goodlet 6ba0692851 Revert weird bad .time access 2020-10-02 12:13:28 -04:00
Tyler Goodlet d993147f78 Factor signalling api into new module 2020-10-02 12:13:28 -04:00
Tyler Goodlet cc4b51cb17 Rip out all usage of `quantdom.bases.Quotes` smh. 2020-10-02 12:13:28 -04:00
Tyler Goodlet 14bff66ec5 Add a sane pandas.DataFrame to recarray converter 2020-10-02 12:13:28 -04:00
Tyler Goodlet 0b5af4b590 Move all Qt components into top level ui module 2020-10-02 12:13:28 -04:00
Tyler Goodlet 82a5daf91b Move all kivy ui components to subpackage 2020-10-02 12:13:28 -04:00
Tyler Goodlet 9d6dffe5ec Cleanup yrange auto-update callback
This was a mess before with a weird loop using the parent split charts
to update all "indicators". Instead just have each plot do its own
yrange updates since the signals are being handled just fine per plot.
Handle both the OHLC and plane line chart cases with a hacky `try:,
except IndexError:` for now.

Oh, and move the main entry point for the chart app to the relevant
module. I added some WIP bar update code for the moment.
2020-10-02 12:13:28 -04:00
Tyler Goodlet 36ac26cdcf Add zeroed ohlc array constructor 2020-10-02 12:13:28 -04:00
Tyler Goodlet 51f302191a Add update method for last bars graphic 2020-10-02 12:13:28 -04:00
Tyler Goodlet b82587f665 Use a single array for all lines
Speed up the lines array creation using proper slice assignment.
This gives another 10% speedup to the historical price rendering.
Drop ``_tina_mode`` support for now since we're not testing it.
2020-10-02 12:13:28 -04:00
Tyler Goodlet 45906c2729 Render plots from provided input sequence(s)
Previously graphics were loaded and rendered implicitly during the
import and creation of certain objects. Remove all this and instead
expect client code to pass in the OHLC sequence to plot. Speed up
the bars graphics rendering by simplifying to a single iteration of
the input array; gives about a 2x speedup.
2020-10-02 12:13:28 -04:00
Tyler Goodlet f77a39ceb7 Add symbol-info command 2020-10-02 12:13:28 -04:00
Tyler Goodlet 613564b0f5 Add ui package mod 2020-10-02 12:13:28 -04:00
Tyler Goodlet 507368a13a Don't scroll right after max zoom 2020-10-02 12:13:28 -04:00
Tyler Goodlet 6fa173a1c1 Factor components into more suitably named modules 2020-10-02 12:13:28 -04:00
Tyler Goodlet ac389c30d9 Move drawing and resize behavior into chart widget 2020-10-02 12:13:28 -04:00
Tyler Goodlet d8ca799504 Start grouping interactions into a ``ViewBox``
Move chart resize code into our ``ViewBox`` subtype (a ``ChartView``)
in an effort to start organizing interaction behaviour closer to the
appropriate underlying objects. Add some docs for all this and do some
renaming.
2020-10-02 12:13:28 -04:00
Tyler Goodlet fbce0334ad Lol I guess we probably need this 2020-10-02 12:13:28 -04:00
Tyler Goodlet a7fe18cba9 Factor common chart configuration 2020-10-02 12:13:28 -04:00
Tyler Goodlet 730241bb8a Add scrolling from right and cross-hair
Modify the default ``ViewBox`` scroll to zoom behaviour such that
whatever right-most point is visible is used as the "center" for
zooming. Add a "traditional" cross-hair cursor.
2020-10-02 12:13:28 -04:00
Tyler Goodlet c8afdb0adc Styling, start re-org, commenting
- Move out equity plotting to new module.
- Make axis margins and fonts look good on i3.
- Adjust axis labels colors to gray.
- Start commenting a lot of the code after figuring out what it all does
  when cross referencing with ``pyqtgraph``.
- Add option to move date axis to middle.
2020-10-02 12:13:27 -04:00
Tyler Goodlet 2ad3b6f080 Add piker chart command 2020-10-02 12:13:27 -04:00
Tyler Goodlet b670af484c Move UI spawning cmds to new module 2020-10-02 12:13:27 -04:00
Tyler Goodlet eddd8aacab Add charting components from `Quantdom`
Hand select necessary components to get real-time charting with
`pyqtgraph` from the `Quantdom` projects:
https://github.com/constverum/Quantdom

We've offered to collaborate with the author but have received no
response and the project has not been updated in over a year.
Given this, we are moving forward with taking the required components to
make further improvements upon especially since the `pyqtgraph` project
is now being actively maintained again.

If the author comes back we will be more then happy to contribute
modified components upstream:
https://github.com/constverum/Quantdom/issues/18

Relates to #80
2020-10-02 12:13:27 -04:00
Tyler Goodlet 9c84e3c45d Add initial Qt-trio integration
Use the new "guest mode" available on trio master branch.  Add
entrypoint for `pyqtgraph` based charting based on the `Quantdom`
project.
2020-10-02 12:13:27 -04:00
Tyler Goodlet bb81d7881c Use qt5 and trio guest mode 2020-10-02 12:13:27 -04:00
Tyler Goodlet 2774611617 Blind stab at a basic chart 2020-10-02 12:13:27 -04:00
Tyler Goodlet 2f8737af6a Fix PURE contracts lookup... 2020-09-29 17:06:28 -04:00
Tyler Goodlet 5bb11826f3 Drop unmarketable trades for now 2020-09-29 17:06:28 -04:00
Tyler Goodlet aad9cb2dd0 Support forex pair lookup on ib 2020-09-29 17:06:28 -04:00
Tyler Goodlet b499631d62 Drop to 1k bars on init load 2020-09-29 17:06:28 -04:00
Tyler Goodlet ad08cb7a66 Try to find cad stocks 2020-09-29 17:06:28 -04:00
Tyler Goodlet 103014aa58 Properly teardown data feed on cancel 2020-09-29 17:06:28 -04:00
Tyler Goodlet b7c924046a Begin to use `@tractor.msg.pub` throughout streaming API
Since the new FSP system will require time aligned data amongst actors,
it makes sense to share broker data feeds as much as possible on a local
system. There doesn't seem to be downside to this approach either since
if not fanning-out in our code, the broker (server) has to do it anyway
(and who knows how junk their implementation is) though with more
clients, sockets etc. in memory on our end. It also preps the code for
introducing a more "serious" pub-sub systems like zeromq/nanomessage.
2020-09-29 17:06:28 -04:00
Tyler Goodlet 0bf265a96f Future todo 2020-09-29 17:06:28 -04:00
Tyler Goodlet 482dc510fa Add normalization step for ticks
Start a draft normalization format for (sampled) tick data.
Ideally we move toward the dense tick format (DFT) enforced by
techtonicDB, but for now let's just get a dict of something simple
going: `{'type': 'trade', 'price': <price}` kind of thing. This
gets us started being able to real-time chart from all data feed
back-ends. Oh, and hack in support for XAUUSD..and get subactor
logging workin.
2020-09-29 17:06:28 -04:00
Tyler Goodlet aeb58c03e2 Add startup logic to handle market closure 2020-09-29 17:06:28 -04:00
Tyler Goodlet 4ce99e62e0 Override annoying stuff in ib_insync 2020-09-29 17:06:28 -04:00
Tyler Goodlet 41c6517a23 Port to new streaming api, yield whole tickers 2020-09-29 17:06:28 -04:00
Tyler Goodlet 450a39ce1c Add better contract search/lookup
Add a `Client.find_contract()` which internally takes
a <symbol>.<exchange> str as input and uses `IB.qualifyContractsAsync()`
internally to try and validate the most likely contract. Make the module
script call this using `asyncio.run()` for console testing.
2020-09-29 17:06:28 -04:00
Tyler Goodlet b8209cd506 Add a mostly actor aware API to IB backend
Infected `asyncio` support is being added to `tractor` in
goodboy/tractor#121 so delegate to all that new machinery.

Start building out an "actor-aware" api which takes care of all the
`trio`-`asyncio` interaction for data streaming and request handling.
Add a little (shudder) method proxy system which can be used to invoke
client methods from another actor. Start on a streaming api in
preparation for real-time charting.
2020-09-29 17:06:28 -04:00
Tyler Goodlet 1abadeb506 Add initial IB broker backend using ib_insync
Start working towards meeting the backend client api.
Infect `asyncio` using `trio`'s new guest mode and demonstrate
real-time ticker streaming to console.
2020-09-29 17:06:28 -04:00
Tyler Goodlet 14a5d047c3 Copy forward stupid kraken zeroed vwaps 2020-09-29 16:42:28 -04:00
Tyler Goodlet b13da849d0 Include vwap in kraken historical bars 2020-09-29 16:42:06 -04:00
Tyler Goodlet 0b42ac1420 Normalize kraken quotes for latency tracking 2020-09-26 11:31:57 -04:00
Tyler Goodlet ea8205968c Begin to use `@tractor.msg.pub` throughout streaming API
Since the new FSP system will require time aligned data amongst actors,
it makes sense to share broker data feeds as much as possible on a local
system. There doesn't seem to be downside to this approach either since
if not fanning-out in our code, the broker (server) has to do it anyway
(and who knows how junk their implementation is) though with more
clients, sockets etc. in memory on our end. It also preps the code for
introducing a more "serious" pub-sub systems like zeromq/nanomessage.
2020-09-26 11:31:57 -04:00
Tyler Goodlet 44010abf4d Handle (far end forced) disconnects 2020-09-26 11:31:57 -04:00
Tyler Goodlet 03c5c7d2ba Trigger connection reset on slowed heartbeat 2020-09-26 11:31:57 -04:00
Tyler Goodlet e92abd376a Trace log the heartbeat 2020-09-26 11:31:57 -04:00
Tyler Goodlet bf9a0136df Make ws loop restart on connection failures 2020-09-26 11:31:57 -04:00
Tyler Goodlet d976f3d074 Generate tick data correctly using .etime 2020-09-26 11:31:57 -04:00
Tyler Goodlet ad92188703 Support new normalized ticks format with kraken
Generate tick datums in a list under a `ticks` field in each quote
kinda like how IB does it.
2020-09-26 11:31:57 -04:00
Tyler Goodlet 9976bc3a3b Fix typo 2020-09-26 11:31:57 -04:00
Tyler Goodlet 3655e449d6 Raise errors, fix module script entry 2020-09-26 11:31:57 -04:00
Tyler Goodlet ffe47acf1d Add historical bars retreival 2020-09-26 11:31:57 -04:00
Tyler Goodlet 7bccfc7b10 Convert to stream, parse into dataclass 2020-09-26 11:31:57 -04:00
Tyler Goodlet 2738b54851 Start kraken backend 2020-09-26 11:31:57 -04:00
goodboy 67a75c3080
Merge pull request #114 from pikers/facepalm
Add marketstore cli stuff; not sure how this got missed?!
2020-09-26 11:29:36 -04:00
Tyler Goodlet 53eb564f06 Add marketstore cli stuff; not sure how this got missed?! 2020-09-25 16:08:15 -04:00
Tyler Goodlet 05d2985f5f Clarify some odd spots 2020-09-02 11:32:54 -04:00
Tyler Goodlet 316137fdf2 Begin to wrap marketstore as a data feed
Wrap the sync client in an async interface in anticipation of an actual
async client. This starts support for the `open_fee()`/`stream_quotes()`
api though the tick normalization isn't correct yet.
2020-09-02 00:40:35 -04:00
Tyler Goodlet 702c63f607 Define "packetizer" in specific broker mod
Allows for formatting published quotes using a broker specific
formatting callback.
2020-09-02 00:36:19 -04:00
Tyler Goodlet 312169e790 Support the `stream_quotes()` api in questrade backend 2020-09-01 20:55:24 -04:00
Tyler Goodlet 60b74ad7d1 Use new method name 2020-09-01 20:53:45 -04:00
Tyler Goodlet a6de623147 Add search command to cli 2020-09-01 20:53:27 -04:00
Tyler Goodlet 75f98276cc Add symbol search to broker api 2020-09-01 20:53:04 -04:00
Tyler Goodlet 519712e128 Add stocks search to qt client 2020-09-01 20:52:01 -04:00
Tyler Goodlet 934108a024 Add symbol-info command 2020-09-01 20:51:09 -04:00
Tyler Goodlet dcb0a30ad6 Move UI spawning cmds to new module 2020-09-01 20:47:24 -04:00
Tyler Goodlet 3c4699abef Pass broker name 2020-09-01 18:31:52 -04:00
Tyler Goodlet 78784a4bf3 Port to new data apis 2020-09-01 18:30:55 -04:00
Tyler Goodlet 57a8db8cba Start enforcing a common stream setup api
Add routines for brokerd spawning and quote stream creation.
2020-09-01 18:18:48 -04:00
Tyler Goodlet f6f6d98a95 Allow passing in tbk keys to query 2020-09-01 18:14:11 -04:00
Tyler Goodlet bc9af977a4 Update quote cache on each loop 2020-09-01 13:25:41 -04:00
Tyler Goodlet 436e4d2df4 Add tbk tick streaming with trio-websocket 2020-09-01 13:25:41 -04:00
Tyler Goodlet acd32341e2 Fix assignment out of order 2020-09-01 13:25:41 -04:00
Tyler Goodlet 3cfb15ed6e Make monitor handle non-full quote messages 2020-09-01 13:25:41 -04:00
Tyler Goodlet d66cfb8fa0 Push only new key value pairs over quote streams
This is something I've been meaning to try for a while and will likely
make writing tick data to a db more straight forward (filling in NaN
values is more matter of fact) plus it should minimize bandwidth usage.
Note, it'll require stream consumers to be considerate of non-full
quotes arriving and thus using the first "full" quote message to fill
out dynamically formatted systems or displays.
2020-09-01 13:25:41 -04:00
Tyler Goodlet 335cee63b2 Make stock quote formatter work with diff streams 2020-09-01 13:25:41 -04:00
Tyler Goodlet a6c692fb8b Add support for TICK ingest to marketstore 2020-09-01 13:25:09 -04:00
Tyler Goodlet b58820e297 Relicense to AGPLv3 2020-06-16 00:12:19 -04:00
Tyler Goodlet 2c93bb0302 Drop use of deprecated `trio.Event.clear()` 2020-06-02 10:33:57 -04:00
Tyler Goodlet 882f4a28d1 Add privacy note 2020-06-01 14:43:39 -04:00
Tyler Goodlet 64993666fa Pull 100 bars by default 2020-05-26 14:49:50 -04:00
Tyler Goodlet 5f200b8db1 Always delay bars 15m; rename to volume 2020-05-26 14:49:50 -04:00
Tyler Goodlet a7f7de32b4 Docstring tweaks 2020-05-26 14:49:50 -04:00
Tyler Goodlet ffd8bdac5f Fix imports 2020-05-26 14:49:50 -04:00
Tyler Goodlet 9b91ecd408 Pass confdir and watchlist path to cli 2020-05-26 14:49:50 -04:00
Tyler Goodlet 057086efdb Pass through test file to monitor 2020-05-26 14:49:50 -04:00
Tyler Goodlet f798d13038 Reord watchlist cmds into new package 2020-05-26 14:49:50 -04:00
Tyler Goodlet ff843372a1 Add `piker bars` command
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.
2020-05-26 14:49:50 -04:00
Tyler Goodlet c11946988e Implement candles retrieval from Questrade
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).
2020-05-26 14:49:50 -04:00
Tyler Goodlet 595f79c632 Add symbol not found 2020-05-26 14:49:50 -04:00
Tyler Goodlet 732638ae2d Delegate logging to `tractor`
Gives us PIDs and task ids in logs which is much more sane for
debugging and cuts down on superfluous code.
2020-02-29 12:29:20 -05:00
Tyler Goodlet 837e30ff68 use >1 asks session connections
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.
2020-02-18 16:13:20 -05:00
Tyler Goodlet a2e5d07b2c Port to mainline kivy and Python 3.8
This required some copy-paste of code from @matham's branch:
https://github.com/kivy/kivy/pull/5241

namely, the stuff in the `utils_async.py` module. I've added all that as
a standalone file for now.

Update the pipfile to use `kivy`'s master branch (since there seems to
be some lingering cython issues in the current release wheels).
2019-11-21 10:21:43 -05:00
Tyler Goodlet 49d612de49 Port to new @tractor.stream API 2019-04-26 00:27:01 -04:00
Tyler Goodlet 1cc33abca0 Don't bail when a sub-optschain crashes 2019-03-24 12:09:17 -04:00
Tyler Goodlet b2252e5762 Fix bad import 2019-03-21 22:18:09 -04:00
Tyler Goodlet 8bf82a2f76 Allow spawning an optschain UI from monitor using the `o` keybinding 2019-03-21 22:15:08 -04:00
Tyler Goodlet d59283d36d Update optschain cli entrypoint to pass primitive arg types 2019-03-21 22:14:22 -04:00
Tyler Goodlet 884fcaa88e A slew of tiny pager improvements
- stop displaying search bar widget on <ctrl-c>
- if there's existing search bar content highlight it automatically
  to allow user to start typing new content right away
- when activated allow search bar to insert its own set of keybinding
  controls; restore prior bindings on exit
2019-03-21 22:01:50 -04:00
Tyler Goodlet 3bbb1db2b4 Make option chain spawnable as a subactor
Look up the broker module and set up the loglevel locally.
Ask the arbiter for a portal to the data daemon since we can't
pass one to a subactor by reference.
2019-03-21 21:50:55 -04:00
Tyler Goodlet fc1e63b2c1 Spawn keyboard functions in new tasks 2019-03-18 22:39:21 -04:00
Tyler Goodlet c8da096126 Track table's last clicked row 2019-03-18 22:38:32 -04:00
Tyler Goodlet 3a439fc99d Fix ask use logic for testing/CI 2019-03-17 23:03:45 -04:00
Tyler Goodlet 6a50049af7 Use toml instead of ini for broker config 2019-03-15 19:37:04 -04:00
Tyler Goodlet 5e9c38039c Move brokerd spawner to `brokers.core` 2019-02-25 22:29:48 -05:00
Tyler Goodlet d3fae00e74 Add a `configdir` cli option 2019-02-25 20:22:29 -05:00
Tyler Goodlet 747d703d92 Add hack-fix to avoid leaking cmdline flags to kivy 2019-02-25 20:14:36 -05:00
Tyler Goodlet 77548d2ee6 Add token-from-user toggles to token auth methods 2019-02-25 20:11:45 -05:00
Tyler Goodlet 130553b8df Accept a path arg to `write()` 2019-02-25 19:29:54 -05:00
Tyler Goodlet 295ccbbe64 Name the data what it is 2019-02-24 10:55:52 -05:00
Tyler Goodlet c1a398d826 Use click context to factor cmd options 2019-02-23 16:13:04 -05:00
Tyler Goodlet 7ee731faac Use trio memory channels throughout UIs 2019-02-21 23:09:19 -05:00
Tyler Goodlet cbb973ae9d Drop internal nursery from option chain 2019-02-21 23:07:44 -05:00
Tyler Goodlet 462c419970 Add basic practice account support 2019-02-21 17:24:50 -05:00
Tyler Goodlet 435b2a56e8 Remove stream opening lock on `DataFeed`
Fixes to `tractor` that resolve issues with async generators being
non-task safe make the need for the mutex lock in
`DataFeed.open_stream()` unnecessary. Also, don't bother pushing empty
quotes from the publisher; avoids hitting the network when possible.
2019-02-20 21:39:57 -05:00
Tyler Goodlet 3a6efd451d Don't bother ensuring all symbols in data 2019-02-10 19:09:54 -05:00
Tyler Goodlet 3ab9e28ddb Use brokerd's client to get all contracts 2019-02-09 21:58:27 -05:00
Tyler Goodlet 395f0c8e4a Synchronize Questrade token refreshing per client
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
2019-02-09 21:39:22 -05:00
Tyler Goodlet f6230dd6df Add a `DataFeed.call_client()` method
Allows for calling an actor local broker client's methods from a remote
actor.
2019-02-09 21:38:00 -05:00
Tyler Goodlet 026b015627 Allow passing a config path for broker testing in CI 2019-02-04 00:17:11 -05:00
Tyler Goodlet 5dac8fa44d Note the RH auth/account requirements for usage 2019-02-04 00:15:10 -05:00
Tyler Goodlet e91a50a1ba Make `get_cached_feed()` an asynccontextmanager
Adjust feed locking around internal manager `yields` to make this work.

Also, change quote publisher to deliver a list of quotes for each
retrieved batch. This was actually broken for option streaming since
each quote was being overwritten due to a common `key` value for all
expiries. Asjust the `packetizer` function accordingly to work for
both options and stocks.
2019-02-03 23:40:51 -05:00
Tyler Goodlet 2514843fc1 Port to the new `@tractor.msg.pub` decorator API
The pub-sub data feed system was factored into `tractor` as an
experimental api / subsystem. Move to using that which greatly
simplifies the data feed architecture.
2019-01-27 14:50:04 -05:00
Tyler Goodlet 22670afe58 Generalize the publisher/fan-out system
Start working toward a more general (on-demand) pub-sub system which
can be brought into ``tractor``. Right now this just means making
the code in the `fan_out_to_ctxs()` less specific but, eventually
I think this function should be coupled with a decorator and shipped
as a standard "message pattern".

Additionally,
- try out making `BrokerFeed` a `@dataclass`
- strip out all the `trio.Event` / uneeded nursery / extra task crap
  from `start_quote_stream()`
2019-01-14 21:23:49 -05:00
Tyler Goodlet c94ce47aa6 Always set contract sub state 2019-01-14 21:13:22 -05:00
Tyler Goodlet 4753dc2db8 Alway teardown quote gen on exit 2019-01-14 21:12:35 -05:00
Tyler Goodlet 36d0c2ed68 Port monitor app to `DataFeed` api 2019-01-05 19:08:31 -05:00
Tyler Goodlet a4501bb0e0 Factor `DataFeed` client API into `brokers.data` 2019-01-05 19:08:27 -05:00
Tyler Goodlet 7f8c88be0c Drop open/close prices for now; never really use them 2019-01-02 21:24:42 -05:00
Tyler Goodlet fa6bae1f5c Reorg table widgets into a new module 2019-01-02 21:12:42 -05:00
Tyler Goodlet 4895690642 Display a message when no contracts exist 2019-01-01 23:42:49 -05:00
Tyler Goodlet 0cffa4b97a Font size shrinks 2019-01-01 23:36:46 -05:00
Tyler Goodlet 32a7f4cbd3 Right, gotta expose widgets to other actors 2018-12-31 11:51:04 -05:00
Tyler Goodlet 72f417b9c2 Support monitor linked symbol selection
This allows for using a monitor to select the current option chain
symbol!

The deats:
- start a bg task which streams the monitor selected symbol
- dynamically repopulate expiry buttons on a newly published symbol
- move static widget creation into a chain method to avoid multiple
  quotes requests at startup
- rename a bunch of methods
2018-12-30 15:00:46 -05:00
Tyler Goodlet 152062ba8a Support pub-sub of monitor's symbol selection 2018-12-30 14:59:54 -05:00
Tyler Goodlet 3ed750d324 Add contract table type headers 2018-12-29 16:01:07 -05:00
Tyler Goodlet b4fad3f6a9 Logic factoring 2018-12-29 16:00:18 -05:00
Tyler Goodlet 1866dd1812 Fix for adjusted contracts subscription bug
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.
2018-12-29 15:44:32 -05:00
Tyler Goodlet dc581d0bdc Handle "adjusted contract" chains per root 2018-12-26 13:30:50 -05:00
Tyler Goodlet fb876f3770 Drop `OptionChain.start_feed()` 2018-12-25 12:38:04 -05:00
Tyler Goodlet a7fb55179c Handle weekend data from QT yet again 2018-12-23 21:26:57 -05:00
Tyler Goodlet de4fab873b Ids should be allowed without contracts 2018-12-23 21:25:56 -05:00
Tyler Goodlet eb8c9e1a99 Symbol subs must be cid specific 2018-12-23 20:48:06 -05:00
Tyler Goodlet 11222e1176 Only resort when the sort field actually changed 2018-12-18 20:28:26 -05:00
Tyler Goodlet d4e36b1e55 Jeeze, don't overwrite the payload for each channel... 2018-12-17 19:15:29 -05:00
Tyler Goodlet 5af90c044f Drop contracts cache; that wasn't the bottleneck
This also fixes a bug where option subscriptions weren't actually being
changed when a new call was made..
2018-12-16 23:56:03 -05:00
Tyler Goodlet 3fd01c42f2 Define highlight on click logic in `Cell` 2018-12-15 19:42:15 -05:00
Tyler Goodlet 1f608b2498 Even less latent 2018-12-15 19:41:12 -05:00
Tyler Goodlet a13b13e144 Highlight current expiry; mutex data feed access 2018-12-15 19:40:54 -05:00
Tyler Goodlet 7ed409501d Even less bouncy 2018-12-15 16:38:33 -05:00
Tyler Goodlet 07eb8ae5e0 Use binary search (bisection) to sort table rows
This is an optimization to improve performance when the UI is fed real
time data. Instead of resorting all rows on every quote update, only
re-render when the sort key appears in the quote data, and further, only
resort rows which are changed using bisection based widget insertion to
avoid having `kivy` re-add widgets (and thus re-render graphics) more
often than absolutely necessary.
2018-12-15 16:28:28 -05:00
Tyler Goodlet 721e3803b2 Shorter title of IV: implied volatility 2018-12-15 16:27:41 -05:00
Tyler Goodlet 70435e3b15 Always push an option smoke quote for UI init 2018-12-15 16:26:54 -05:00
Tyler Goodlet e3a3a8765c Remove destroyed widgets from mouse over list 2018-12-15 16:26:21 -05:00
Tyler Goodlet 948ee3cadf Cache contracts lookup once at startup 2018-12-13 13:11:07 -05:00
Tyler Goodlet 9e4786e62f Initial dynamic option chain UI draft
There's still a ton to polish (and some bugs to fix) but this is a first
working draft of a real-time option chain!

Insights and todos:
- `kivy` widgets need to be cached and reused (eg. rows, cells, etc.)
  for speed since it seems creating new ones constantly is quite taxing
  on the CPU
- the chain will tear down and re-setup the option data feed stream each
  time a different contract expiry button set is clicked
- there's still some weird bug with row highlighting where it seems rows
  added from a new expiry set (which weren't previously rendered) aren't
  being highlighted reliably
2018-12-13 13:04:05 -05:00
Tyler Goodlet 743ca6bfe3 Log quotes even without caching 2018-12-11 17:09:59 -05:00
Tyler Goodlet 7b5c73bb45 Use pythonic sequence splitting with `zip()` 2018-12-11 17:09:36 -05:00
Tyler Goodlet e1be80e9e0 Subscription teardown is done server side on disconnect now 2018-12-11 15:22:34 -05:00
Tyler Goodlet e7378538f6 Limit option chain to 1 rps 2018-12-11 15:21:45 -05:00
Tyler Goodlet 66ecb4c0cb Use a `trio.Event` to guarantee respawning of data feed task 2018-12-11 15:21:12 -05:00
Tyler Goodlet 01c0551a7f Don't display greeks besides delta for now 2018-12-11 15:20:24 -05:00
Tyler Goodlet 201919eef7 Initial option chain UI
Spin it up with `piker optschain`.
Still lots of polishing and features to add but it's a start!
2018-12-10 02:00:10 -05:00
Tyler Goodlet 8647216b75 Tabular kivy UI improvements
`Row`:
- `no_cell`: support a list of keys for which no cells will be created
- allow passing in a `cell_type` at instantiation

`TickerTable`:
- keep track of rendered rows via a private `_rendered` set
- don't create rows inside `append_row()` expect caller to do it
- never render already rendered widgets in `render_rows()`

Miscellaneous:
- generalize `update_quotes()` to not be tied to specific quote fields
  and allow passing in a quote `formatter()` func
- don't bother creating a nursery block until necessary in main
- more commenting
2018-12-10 01:51:49 -05:00
Tyler Goodlet 20778b02b5 Format numerical option fields 2018-12-10 01:50:00 -05:00
Tyler Goodlet 54261ecc4c Refer to async exit stack via feed 2018-12-10 01:49:19 -05:00
Tyler Goodlet fb47ea2e5a Define option field structure
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.
2018-12-09 13:40:26 -05:00
Tyler Goodlet 9c7ca84fef Include strike and expiry in option quotes 2018-12-09 13:40:26 -05:00
Tyler Goodlet 9f3a316ccf Improve CPU usage using a clock trigger and deque
Copy out `kivy.clock.triggered` from version 1.10.1 since it isn't yet
available in the `trio`/async branch and use it to throttle the callback
rate. Use a `collections.deque` to LIFO iterate widgets each call
using the heuristic that it's more likely the mouse is still within the
currently highlighted (or it's adjacent neighbors) widget as opposed
to some far away widget (the case when the mouse is moved very
drastically across the window).
2018-12-09 13:39:38 -05:00
Tyler Goodlet b8815cde4a Set statespace defaults in `get_cached_feed()` 2018-12-09 13:30:34 -05:00
Tyler Goodlet eee19048f0 Support "mouse over" groups
Add a type factory func which returns mixin-able types for creating
mutex highlight-able groups of widgets.
2018-12-01 19:01:36 -05:00
Tyler Goodlet fd94a24d84 Rename to `mouse_over` 2018-12-01 18:43:44 -05:00
Tyler Goodlet 5c070b1c43 Faster highlighting via single loop and callback
Thanks yet again to @tshirtman for suggesting this.

Instead of defining a `on_mouse_pos()` on every widget simply
register and track each widget and loop through them all once (or as much
as is necessary) in a single callback. The assumption here is that we
get a performance boost by looping widgets instead of having `kivy` loop
and call back each widget thus avoiding costly python function calls.
2018-12-01 18:39:01 -05:00
Tyler Goodlet 7378a16b90 s/tickers/symbols 2018-12-01 16:12:46 -05:00
Tyler Goodlet 2915e83324 Warn about missing symbols at CLI level 2018-12-01 16:11:38 -05:00
Tyler Goodlet 61294c6c44 Adhere to the same non-found-symbol behaviour as QT 2018-12-01 16:09:41 -05:00
Tyler Goodlet f35671cc88 Handle bad symbol names 2018-12-01 16:08:03 -05:00
Tyler Goodlet 288ea604af Call start_quote_stream() from monitor main 2018-11-30 08:17:54 -05:00
Tyler Goodlet c2ec4800d6 Port cli to new options api 2018-11-30 08:16:31 -05:00
Tyler Goodlet cabc616b85 Port option api to new backend broker api 2018-11-30 08:14:36 -05:00
Tyler Goodlet c7cf0cde9c Add options streaming
Well that was a doozy; had to rejig pretty much all of it.

The deats:
- Track broker components in a new `DataFeed` namedtuple
- port to new list based batch quotes (not dicts any more)
- lock access to cached broker-client / data-feed instantiation
- respawn tasks that fail due to the network
2018-11-30 08:13:30 -05:00
Tyler Goodlet cd7d8d024d Add option quoter support for streaming
So much changed to get this working for both stocks and options:
- Index contracts by a new `ContractsKey` named tuple
- Move to pushing lists of quotes instead of dicts since option
  subscriptions are often not identified by their "symbol" key and
  this makes it difficult at fan out time to know how a quote should
  be indexed and delivered. Instead add a special `key` entry to each
  quote dict which is the quote's subscription key.
2018-11-30 00:33:40 -05:00
Tyler Goodlet 75d22c6058 An explicit name is prolly better 2018-11-25 19:23:07 -05:00
Tyler Goodlet 714c203c3e Cache symbol ids where possible
Cache both in the client and at the function call level inside the
quoter context using a `@afifo_cache`.
2018-11-25 15:00:08 -05:00
Tyler Goodlet af464b45ff Add an async function cache with a LIFO policy
Relates to #59
2018-11-25 14:55:55 -05:00
Tyler Goodlet a8a5e836b9 Use static instruction for highlighted row
Instead of all this adding/removing of canvas instructions nonsense
simple add a static "highlighted" rectangle to each row and make its
size very small when there's no mouse over.

Mad props to @tshirtman for showing me the light :D
2018-11-24 16:17:06 -05:00
Tyler Goodlet 488bdb34be Add mouse-over row highlighting 2018-11-23 22:21:53 -05:00
Tyler Goodlet a7f3008d34 Match the author's general apparel
It's still a bit of a shit show, and I've left a lot of commented tweaks
that need to be further played with, but I think this is a much
better look for what I'm considering to be one of the main "entry point"
apps for `piker`. To get any more serious fine tuning the way I want
I may have to talk to some kivy experts as I'm having some headaches
with button borders, padding, and the header row height..

Some of the new changes include:
- port to the new `brokers.data` module
- much darker theme with a stronger terminal vibe
- last trade price and volume amount flash on each trade
- fixed the symbol search bar to be a static height; before it was
  getting squashed oddly when using stacked windows
- make all the cells transparent (for now) such that I can just use
  a row color (relates to cell padding/spacing - can't seem to ditch it)
- start adding type annotations
2018-11-23 10:50:40 -05:00
Tyler Goodlet 0f3faec35d Reduce the scroll boundary bounce 2018-11-22 19:39:40 -05:00
Tyler Goodlet d102b82566 Don't add more then one stderr handler 2018-11-22 16:31:01 -05:00
Tyler Goodlet b9a9b7a9a3 Add options query and data feed recording commands
Add `contracts` and `optsquote` commands for querying option contracts
info and market quotes respectively. Add a `record` command for
streaming real-time data feed quotes to disk. Port `monitor` to the
new `piker.brokers.data` module. Forward loglevel flags through to
`tractor` for relevant commands.
2018-11-22 16:21:15 -05:00
Tyler Goodlet c23982393d Allow recording data feeds to disk
Add a couple functions for storing and retrieving live json data feed
recordings to disk using a very rudimentary character + newline delimited
format.

Also, split out the pub-sub logic from `stream_quotes()` into a new
func, `fan_out_to_chans()`. Eventually I want to formalize this pattern
into a decorator exposed through `tractor`.
2018-11-22 15:56:02 -05:00
Tyler Goodlet f038fdd42f Add a `contracts()` query
Makes it easy to request all the option contracts for a particular symbol.
Also, let `option_chain()` accept a `date` arg which can be used to only
retrieve quotes for a single expiry date (much faster then getting all
of them).
2018-11-22 15:53:00 -05:00
Tyler Goodlet 247bcb48c0 Tweak options query API method names 2018-11-22 09:19:04 -05:00
Tyler Goodlet 8fe0c40dde Move data feed machinery to separate module 2018-11-14 22:58:12 -05:00
Tyler Goodlet 31c69a5fae Allow specifying number of displayed digits 2018-11-13 18:42:34 -05:00
Tyler Goodlet 0c3bfb9e9e Stack the mktcap + volumes 2018-11-13 18:41:58 -05:00
Tyler Goodlet 6a66b056c8 Compact the look a bit 2018-11-13 18:41:40 -05:00
Tyler Goodlet 19ea7bd7aa Add option-chain cmd 2018-11-13 12:58:05 -05:00
Tyler Goodlet d145a5a219 Rejig option chain schema to capture all contracts 2018-11-13 12:57:21 -05:00
Tyler Goodlet f8d619b183 Go GPLv3 2018-11-12 00:29:43 -05:00
Tyler Goodlet 2b1818ba33 Drop old stream test, rename stock quote func 2018-11-11 21:45:11 -05:00
Tyler Goodlet a5afa0f1c3 Fix typo 2018-11-11 21:06:25 -05:00
Tyler Goodlet f9d9d7c1ba Add option chain quote support! 2018-11-11 21:05:30 -05:00
Tyler Goodlet 82c8fca983 Use tractor.run_daemon() for pikerd 2018-10-18 13:49:20 -04:00
Tyler Goodlet e108bc4521 Must pass a main async func to tractor 2018-09-05 18:31:10 -04:00
Tyler Goodlet 2349de8314 Rename watchlist app to 'monitor' 2018-08-23 23:12:39 -04:00
Tyler Goodlet 421cc4731f Face palm - fix mktcap sorting
Yuh think maybe the default "null" value shouldn't be a string...?

Fixes #46
2018-08-22 23:02:08 -04:00
Tyler Goodlet b2acfdaf42 Fix `pairs` type annotation 2018-08-22 23:01:34 -04:00
Tyler Goodlet 96b17e16ac Handle stale token case on network outage reconnect 2018-08-22 23:01:14 -04:00
Tyler Goodlet f3ac5e3c5f Port to latest tractor api 2018-08-09 21:54:02 -04:00
Tyler Goodlet 3efc7a4f77 Pass through loglevel to tractor 2018-07-06 17:26:45 -04:00
Tyler Goodlet 4427e2869c Cancel symbol unsub if brokerd is already down 2018-07-06 17:26:24 -04:00
Tyler Goodlet 6c977cfb7b Port broker core to tractor; fix chan unsub bug 2018-07-06 17:25:40 -04:00
Tyler Goodlet 31b8277f08 Drop tractor modules 2018-07-06 17:19:25 -04:00
goodboy 6ff871ff7d
Merge pull request #50 from pikers/tractor_draft
Introducing "tractor"
2018-07-05 15:52:53 -04:00
Tyler Goodlet f4a91a4975 Always do symbol unsubscribe on teardown 2018-07-05 15:31:52 -04:00
Tyler Goodlet 73eedfd7b3 Set tractor actor name at startup 2018-07-05 15:31:21 -04:00
Tyler Goodlet aa259433f5 Don't bother unsetting the squeue; let errors propogate up 2018-07-05 15:30:31 -04:00
Tyler Goodlet 0ac564dbf3 Only cancel channel spawned rpc tasks when explicitly notified 2018-07-05 15:27:02 -04:00
Tyler Goodlet e395845ddb Every ticker-chan subscription must include a caller id 2018-07-05 15:23:38 -04:00
Tyler Goodlet 5383dd6446 Add a working arbiter registry system
Every actor now registers (and unregisters) with the arbiter at
startup/teardown. For now the registry is stored in a plain `dict` in
the arbiter's memory. This makes it possible to easily coordinate actors
started as plain Python processes or via `multiprocessing`.

A whole smörgåsbord of changes was required to accomplish this:
- factor handshake steps into a func
- track *every* channel connected to an actor including multiples to the
  same remote peer (may want to optimize this later)
- handle `trio.ClosedStreamError` gracefully in the message loop
- add an `open_portal` asynccontextmanager which handles channel
  creation, handshaking, and spawning a bg task for msg processing
- add a `start_actor()` for starting in-process actors directly
- add working `get_arbiter()` and `find_actor()` public routines
- `_main` now tries an anonymous channel connect to the stated
  arbiter sockaddr and uses that to determine whether to crown itself
2018-07-04 14:34:25 -04:00
Tyler Goodlet 1d3fde4a4d Add StreamQueue.connected() 2018-07-04 03:16:00 -04:00
Tyler Goodlet ddf27e5e7f Cancel GUI updates on exit 2018-07-04 03:14:54 -04:00
Tyler Goodlet 23830d51d1 Log either kwarg 2018-06-27 11:59:02 -04:00
Tyler Goodlet 4ecfcdc354 Port `piker watch` to tractor api 2018-06-27 11:52:56 -04:00
Tyler Goodlet e22f17bfe9 Port watchlist app to tractor api 2018-06-27 11:50:02 -04:00
Tyler Goodlet 266518a734 Handle kb interrupt gracefully in sub-actors
Fail gracefully (by "aborting") the same way `trio` does. This avoids
ugly sub-proc tracebacks thrown at the console. Unset the local actor
when `tractor._main` completes. Cancel all tasks for a peer channel on
disconnect.
2018-06-27 11:34:22 -04:00
Tyler Goodlet 8019296c67 Port broker daemon to tractor
Drop all channel/connection handling from the core and break up all the
start up steps into compact and useful functions. The main difference is
the daemon now only needs to worry about spawning per broker streaming
tasks and handling symbol list subscription requests.
2018-06-26 17:55:52 -04:00
Tyler Goodlet c0d8d4fd99 Support re-entrant calls to `get_arbiter()`
It gets called more then once when using `tractor.run()` and
then `find_actor()`. Also, allow passing in the log level to each
new spawned subactor.
2018-06-25 17:41:30 -04:00
Tyler Goodlet 8c5af7fd97 Drop console logging - messes with other tests 2018-06-23 15:33:33 -04:00
Tyler Goodlet fa8418f97f Port stream_quotes to tractor ipc protocol 2018-06-23 14:57:02 -04:00
Tyler Goodlet 37eb8a8552 Fix actor nursery __exit__ handling
When an error is raised inside a nursery block (in the local actor)
cancel all spawned children and ensure the error is properly
unsuppressed.

Also,
- change `invoke_cmd` to `send_cmd` and expect the caller to use
  `result_from_q` (avoids implicit blocking for responses that might
  never arrive)
- `nursery.start()` the channel server block such that we wait for the
  underlying listener to spawn before making outbound connections
- cancel the channel server when an actor's main task completes
  (given that `outlive_main == False`)
- raise subactor errors directly in the local actors's msg loop
- enforce that `treat_as_gen` async functions respond with a caller id
  (`cid`) in each yield packet
2018-06-23 14:57:02 -04:00
Tyler Goodlet 84cd29644e Add reliable subactor lifetime control 2018-06-23 14:57:02 -04:00
Tyler Goodlet ef90d7f106 Add remote actor error handling and parent re-raising
Command requests are sent out and responses are handled in a "message
loop" where each command is associated with a "caller id" and multiple
cmds and results are multiplexed on the came inter-actor channel. When
a cmd result arrives it is pushed into a local queue and delivered to the
appropriate calling actor's task. Errors from a remote actor are always shipped
in an "error" packet back to their spawning-parent actor such that any error
in a subactor is always raised directly in the parent. Based on the
first response to a cmd (either a 'return' or 'yield' packet) the caller
side portal will retrieve values by wrapping the local response queue in
either of an async function or generator as appropriate.
2018-06-23 14:41:10 -04:00
Tyler Goodlet 75996fed0d Use trace level for packet contents 2018-06-23 14:40:49 -04:00
Tyler Goodlet b908bd0b9d Add uid,event attrs to `Channel` 2018-06-23 14:40:49 -04:00
Tyler Goodlet fa0aefff4d Take that QT nulls 2018-06-12 15:33:11 -04:00
Tyler Goodlet bf2f6769fc Uhhh make everything better 2018-06-12 15:17:48 -04:00
Tyler Goodlet 58f0182d8f Add a very rough, minimal actor model system
I'm calling it `tractor` (as in trio-actor) for now.
Lots of work to do still as per the many comments!

Relates to #27
2018-06-07 00:26:49 -04:00
Tyler Goodlet 28eff7122d Use `Channel` throughout cli entry point 2018-06-07 00:26:21 -04:00
Tyler Goodlet f71f986dae Use new IPC apis throughout core
Move to using `Channel` throughout instead of the `StreamQueue`
and add a very basic function for upcoming actor model testing.
2018-06-07 00:23:11 -04:00
Tyler Goodlet 2f82db33f4 IPC primitives improvements
- Rename the `Client` to `Channel`
- Add better `__repr__()`
- use laddr, raddr instead of sockaddr, peer
- don't allow re-entrant `Channel.connect()` calls
- Make `Channel` an async iterable
2018-06-07 00:19:31 -04:00
Tyler Goodlet 485aa76ff6 Move ipc types into separate module 2018-05-30 12:36:23 -04:00
Tyler Goodlet 2e5cdbcb7c Adjust to new modules 2018-05-30 09:37:53 -04:00
Tyler Goodlet 7e5e3c4cc6 Adjust reconnect coro to swallow symbol data resp
Couple fixes here:
- if no tickers for a watchlist name -> bail
- swallow the symbol data response in the reconnect handler coro
- don't sleep 5 seconds before connecting to subproc daemon...

Resolves #43
2018-05-17 13:20:21 -04:00
Tyler Goodlet a05a8cc557 Include process name in log messages 2018-05-16 20:39:47 -04:00
Tyler Goodlet 84fadf7ac4 Explicitly subscribe for tickers at wl startup 2018-05-16 20:33:44 -04:00
Tyler Goodlet 186befc704 Only run 'startup sequence' on reconnect
When a client loses a connection it will currently need to re-subscribe
for symbols and receive a symbol data summary as a first quote response.
Only run the provided coroutine on reconnect and call the kwarg
`on_reconnect`. The client consuming code is entirely expected at this
point to know how the symbol registration protocol works.
2018-05-16 19:15:43 -04:00
Tyler Goodlet 9b34aac0fd Build columns only for dataframe output 2018-05-09 18:09:04 -04:00
Tyler Goodlet bcaef70612 Pack null results without raising 2018-05-09 18:09:04 -04:00
Tyler Goodlet fd1fe0816e Don't call formatting func on None values 2018-05-09 18:09:04 -04:00
Tyler Goodlet 3646fb4a23 Filter out bad symbols before adding client subscription
Event if a broker client is already spawned new clients should still
receive a detailed symbol data packet as the first response. Avoid
exposing the new client's queue to the broker (i.e. subscribing it for
quotes) until after first pushing this packet with all bad symbols
filtered out.
2018-05-09 18:09:04 -04:00
Tyler Goodlet 3a40c2f8fe Zero bad fields 2018-05-09 18:09:04 -04:00
Tyler Goodlet 995851360d Rx symbol data from daemon as first response 2018-05-09 18:09:04 -04:00
Tyler Goodlet fcaeeae618 Acquire symbol data with daemon; push as first response 2018-05-09 18:09:04 -04:00
Tyler Goodlet 5a9c079c10 Support specifying daemon host address 2018-05-09 18:09:00 -04:00
Tyler Goodlet 3d6b14ec3f Pass in the host addr 2018-05-08 15:07:13 -04:00
Tyler Goodlet 7aa99019cb Allow adding multiple tickers via CLI 2018-04-25 09:10:57 -04:00
Tyler Goodlet 482f9531ca Try to connect to daemon once on startup; don't poll 2018-04-22 13:27:41 -04:00
Tyler Goodlet a2c4f0c80b Don't recurse in Client.aiter_recv() 2018-04-22 12:48:35 -04:00
Tyler Goodlet 6a6f773477 Adjust some log levels 2018-04-20 13:18:35 -04:00
Tyler Goodlet 063dfad5b4 Make daemon registry cross-task 2018-04-20 13:18:35 -04:00
Tyler Goodlet 4f387ea2be Fix subscriptions and connection handling
Oh boy where to start.

- Handle broken streams in the `StreamQueue` gracefully; terminate the
  async generator.
- When a stream queue connection is unwritable discard its subscriptions
  inside the quoter task
- If all subscriptions are discarded for a broker then tear down its
  quoter task
- Use listener parent nursery for spawning quoter tasks
- Make broker subs data structures global/shared between conn
  handler tasks
- Register the `tickers2qs` entry *after* instantiating broker client(s)
  (avoids race condition when mulitple client connections are coming
  online simultaneously)
- Push smoke quotes to every client not just the first that connects
- Track quoter tasks in a cross-task set
- Handle unsubscriptions more correctly
2018-04-20 13:18:35 -04:00
Tyler Goodlet 0add443e8b Spawn broker-daemon without asking 2018-04-20 13:18:35 -04:00
Tyler Goodlet 2973b40946 Allow wl app to spawn a broker daemon in a subprocess 2018-04-20 13:18:35 -04:00
Tyler Goodlet 90e8dd911c Daemon main doesn't require brokermod anymore 2018-04-20 13:18:35 -04:00
Tyler Goodlet 4123139750 Use `Client` in watchlist app 2018-04-20 13:18:35 -04:00
Tyler Goodlet 17feb17535 Add a reliable `Client` API
In order to start working toward a HA distributed
architecture make apps use a `Client` type to talk to daemons.
The `Client` provides fault-tolerance for connection failures such
that the app will continue running until a connection to the original
service can be made or the process is killed. This will make it easier
to simply spawn up new daemon child processes when faults are detected.
2018-04-20 13:18:35 -04:00
Tyler Goodlet 51b44cf236 Use msgpack for quote-packet serialization 2018-04-20 11:43:14 -04:00
Tyler Goodlet dd5e1e7ea7 Doh, set sleeptime after adjusting the rate limit 2018-04-20 11:43:14 -04:00
Tyler Goodlet 030ecdcce8 Filter symbols and push initial quote in stream handler
Filter out bad symbols by processing an initial batch quote and
pushing to the subscribing client before spawning a quoter task.
This also avoids exposing the quoter task to anything but the
broker module and a `get_quotes()` routine.
2018-04-20 11:43:14 -04:00
Tyler Goodlet 02a71c51ba Make <brokermod>.quoter() a simple factory func 2018-04-20 11:43:14 -04:00
Tyler Goodlet a6dc697327 Move watchlist app to new daemon-socket api 2018-04-20 11:43:14 -04:00
Tyler Goodlet 0c7ecd383b Monkey patch broker mods with a name attr 2018-04-20 11:43:14 -04:00
Tyler Goodlet 6359623019 Allow broker specific subscriptions
Allow client connections to subscribe for quote streams from specific
brokers and spawn broker-client quoter tasks on-demand according
to client connection demands. Support multiple subscribers to a
single daemon process.
2018-04-20 11:43:14 -04:00
Tyler Goodlet f80735121c Use an async generator inside `StreamQueue`
Async generators are faster and less code. Handle segmented packets
which can happen during periods of high quote volume. Move per-broker
rate limit logic into daemon task.
2018-04-20 11:43:14 -04:00
Tyler Goodlet 4898459bcd Make watchlist app retrieve quotes from the broker daemon 2018-04-20 11:43:14 -04:00
Tyler Goodlet 73ef95f42a Add `pikerd` entry point 2018-04-20 11:43:14 -04:00
Tyler Goodlet 23ae71089f Handle dynamic symbol subscriptions in QT backend 2018-04-20 11:42:59 -04:00
Tyler Goodlet d65bd78f5d Add a quote stream server task
Add a daemon-server task for delivering subscription based
quote streams via json serialized packets wrapped in a queue
interface.
2018-04-16 02:03:22 -04:00
Tyler Goodlet 577ca43c02 Include built-in lists in show, log errors from remove 2018-04-10 14:13:00 -04:00
Tyler Goodlet 381df2815d Expose remove errors to caller 2018-04-10 14:12:06 -04:00
Tyler Goodlet 6b72d04427 Change watchlist write function name 2018-04-06 15:07:47 -04:00
Tyler Goodlet 7e92df4352 Move built-in lists to respective module 2018-04-06 15:00:11 -04:00
Tyler Goodlet 0cccdd01b5 Only log when the network first goes down 2018-04-05 23:15:24 -04:00
K0nstantine 918133f265 Finalize WL Management and fix merge func 2018-04-04 00:35:12 -04:00
K0nstantine 49b760673e Remove write to file from API and move to CLI 2018-04-04 00:35:12 -04:00
K0nstantine cd69c30143 CLI tests for watchlist commands 2018-04-04 00:35:12 -04:00
K0nstantine 11f25958ba Move watchlist api tests to seperate module 2018-04-04 00:34:42 -04:00
K0nstantine e859222df4 Add initial API test, need relocation 2018-04-04 00:25:34 -04:00
K0nstantine d28a3dc461 Add initial config dir test 2018-04-04 00:25:34 -04:00
K0nstantine ce75bd8f6f Update CLI and create watchlists module
Moved the watchlists management implementation to a seperate module
wrapped in an api.

Resolves: #5
2018-04-04 00:25:34 -04:00
K0nstantine 43fbea5722 Sorted values and keys in watchlist dictionary and added a purge function 2018-04-04 00:25:34 -04:00
K0nstantine 7ada8a291e Initial watchlist management cli 2018-04-04 00:25:34 -04:00
Tyler Goodlet e246823f2d Add timeout handling to network poll loop 2018-04-02 14:51:38 -04:00
Tyler Goodlet 01cfbbdd64 Handle network outages
Quote queries will hang indefinitely when the network goes down.
Instead poll for network reestablishment such that roaming on
wifi is supported and real-time feeds will resume once the network is
back.
2018-03-31 12:02:22 -04:00
Tyler Goodlet 2b51e84a3c Expect quotes dict in watchlist update loop 2018-03-29 13:02:03 -04:00
Tyler Goodlet 164d636c67 Handle defunct QT tickers and delays 2018-03-29 13:01:13 -04:00
Tyler Goodlet 823bd2ea29 Make payload a ticker dict 2018-03-29 13:00:48 -04:00
Tyler Goodlet 9667042fe2 Drop NUU it's now just APH 2018-03-28 14:00:17 -04:00
Tyler Goodlet 801b9f860b Use `symbol_data()` in watclist UI 2018-03-27 16:27:55 -04:00
Tyler Goodlet 19303cf0ad Use brokermod util functions in cli 2018-03-27 16:27:30 -04:00
Tyler Goodlet 8544c22cdc Change `Client.symbols()` to `symbol_data()`
Make `symbol_data()` a common backend API method for looking up
auxiliary ticker/symbol data from brokers. It seems most have such
a call/endpoint.
2018-03-27 16:24:57 -04:00
Tyler Goodlet 8fc74c5085 Drop QT error 2018-03-27 16:16:31 -04:00
Tyler Goodlet 49d290d036 Add brokermod loader utils 2018-03-27 16:03:01 -04:00
Tyler Goodlet 29ddfe017c Use total time calc 2018-03-23 16:15:56 -04:00
Tyler Goodlet 178e091f41 Make robinhood the default broker backend
- Add a rate limit cli option
- Allow broker backends to define a max quote query limit
- Add an index ETF list to demonstrate robinhood's real-time prices
2018-03-21 17:28:40 -04:00
Tyler Goodlet 200526da8a Query QT at most 3 quotes/sec to avoid rate limits 2018-03-21 17:28:26 -04:00
Tyler Goodlet 933fe980c1 Set default quote rate to 5/sec 2018-03-21 17:27:04 -04:00
Tyler Goodlet 1ea784558c Pass through rate arg to `poll_tickers` 2018-03-21 17:26:30 -04:00
Tyler Goodlet 456e86990f Make watchlist app broker agnostic 2018-03-21 10:44:05 -04:00
Tyler Goodlet 6b47130c77 Move quote formatting to broker backends 2018-03-21 10:30:43 -04:00
Tyler Goodlet f0149118e1 Specify bid-ask "stacked" cells by argument 2018-03-20 21:20:55 -04:00
Tyler Goodlet 6c0f1fbdfc Fill failed symbol lookup df row with NaNs 2018-03-20 21:02:59 -04:00
Tyler Goodlet 48fe280e0c Return None on failed symbol lookups 2018-03-20 21:01:55 -04:00
Tyler Goodlet 04fa3c7ca4 Factor out QT quoting specifics into the backend 2018-03-20 15:39:49 -04:00
Tyler Goodlet 42e9296b36 Adjust cli to new backend api 2018-03-20 13:28:24 -04:00
Tyler Goodlet e75f0718a5 Add a basic quotes-only robinhood backend
We need a yank to test the order system and other end points that
require auth.

Resolves #2
2018-03-20 13:26:12 -04:00
Tyler Goodlet bd7eb16ab2 Move core tasks to separate module
Begin abstracting out broker backends by moving core data query tasks
into a module which requires and calls a broker backend API.
2018-03-20 13:13:07 -04:00
Tyler Goodlet 56f38263be Stack VWAP over daily high/low 2018-03-14 14:00:24 -04:00
goodboy d2e1605bf0
Merge pull request #14 from pikers/searchbar
Searchbar
2018-03-07 23:52:32 -05:00
Tyler Goodlet 937285d35c Add example watchlist your dad would want 2018-03-07 23:50:47 -05:00
Tyler Goodlet 2f34d982bc Require symbol info for quote processing 2018-03-06 20:54:37 -05:00
K0nstantine 61206f5903 Fix issue where config dir was not created by default
Fixes #15
2018-03-05 19:15:10 -05:00
Tyler Goodlet 7f3ee8c728 Add really basic ticker search bar 2018-03-05 09:26:52 -05:00
Tyler Goodlet 1e7dc38a50 Drop row factories; add ticker search API 2018-03-05 09:26:52 -05:00
Tyler Goodlet fc45e1215d Rename as pager mod 2018-03-05 09:26:52 -05:00
goodboy 09b16bf3e7
Merge pull request #13 from pikers/kb_ctls
Pager support
2018-03-04 21:58:16 -05:00
Tyler Goodlet 80ee1bfc19 Poll at 3 r/s and add more detailed timing logs 2018-03-02 21:24:09 -05:00
Tyler Goodlet 13e4389c9f Handle expired tokens more reliably; trace log json data 2018-02-22 18:44:46 -05:00
Tyler Goodlet 4b59b87f98 Add convenience methods for all log levels 2018-02-22 18:44:00 -05:00
Tyler Goodlet 6e0209ac6b Add pager support to watchlist 2018-02-22 18:39:21 -05:00
Tyler Goodlet 385f1b9607 Add a pager widget
It's a `ScrollView` but with keyboard controls that allow for paging
just like the classic unix `less` program. Add a search bar widget too!
2018-02-22 18:38:50 -05:00
Tyler Goodlet 9e0f58ea6b Add a keyboard input handling task 2018-02-17 15:09:22 -05:00
Tyler Goodlet ff437ce9e1 Handle out of process token refreshes 2018-02-15 16:40:33 -05:00
Tyler Goodlet b41b262b7d Raise any unexpected error 2018-02-14 18:49:58 -05:00
Tyler Goodlet d50aa17a83 Add real-time market caps 2018-02-14 12:06:54 -05:00
Tyler Goodlet 722d294915 Handle non-numbers in `humanize()` 2018-02-14 12:06:29 -05:00
Tyler Goodlet 722b515246 Limit humanize output to 2 decimal places 2018-02-14 02:43:55 -05:00
Tyler Goodlet e464898210 Combine last,bid,ask in a StackLayout-cell 2018-02-14 02:37:26 -05:00
Tyler Goodlet 29be7f58c9 Push every new change; not just the last trade 2018-02-13 15:57:12 -05:00
Tyler Goodlet 62bac7b2cd Don't sleep on less than zero delay 2018-02-13 12:13:27 -05:00
Tyler Goodlet 472ff68811 Fix row header highlight typo 2018-02-13 12:13:27 -05:00
Tyler Goodlet f31ebe6fcd Handle numbers of magnitude 2 2018-02-13 12:13:19 -05:00
Tyler Goodlet e4ff113dfc Sort rows by column on click 2018-02-13 10:34:24 -05:00
Tyler Goodlet 8e577cd0d0 Use lighter red; sort rows on startup 2018-02-12 16:11:31 -05:00
Tyler Goodlet 274a5a728a Fix row header borders using a `BorderImage` 2018-02-12 16:02:11 -05:00
Tyler Goodlet 1bbf212ad0 Work when only newly time stamped quotes are received 2018-02-12 14:05:57 -05:00
Tyler Goodlet b7b7abbc1f Only push new quotes to the queue at 5 per sec 2018-02-12 14:03:31 -05:00
Tyler Goodlet 9f3efd2a6a Import client for now until we make a proper shim 2018-02-12 10:35:54 -05:00
Tyler Goodlet f4fd35fa21 Separate sortable and dislplayable quote values 2018-02-10 19:54:09 -05:00
Tyler Goodlet 488f3988ea Handle weekend errors 2018-02-10 19:44:41 -05:00
Tyler Goodlet 1af14bc46f Add watchlist sort-by-column and row header highlighting 2018-02-09 22:04:53 -05:00
Tyler Goodlet 0997418a47 Be PC 2018-02-09 22:01:14 -05:00
Tyler Goodlet 37a4d2e5f8 Expose watchlist app via `piker watch` for now 2018-02-09 03:29:30 -05:00
Tyler Goodlet e220e9b658 Move cli mod to top level package 2018-02-09 03:01:58 -05:00
Tyler Goodlet f71391252d Tighten up the UI to be super sleek 2018-02-09 02:44:43 -05:00
Tyler Goodlet e45c07dce7 Watchlist fixes
- make the % daily change use the previous days close as the reference
  price
- color each cell on every change (results in "pulsed" colors on changes)
- tweak some quote fields
- redraw and sort all rows on every quotes update cycle
- error when the QT api is returning None values
2018-02-08 19:30:09 -05:00
Tyler Goodlet 17c4ac3b8c Adjust cli to new api 2018-02-08 19:15:21 -05:00
Tyler Goodlet 224451f44a Make ticker stream caching optional
Push all ticker quotes to the queue regardless of duplicate
content. That is, don't worry about only pushing new quote changes
(turns out it is useful when coloring a watchlist where multiple
of the same quote may indicate multiple similar trades and we only
want to quickly "pulse" color changes on value changes).
If it is desired to only push new changes, the ``cache`` flag enables
the old behaviour.

Also add `Client.symbols()` for returning symbol data from a sequence of
tickers.
2018-02-08 19:10:17 -05:00
Tyler Goodlet 13342c459a Our first real-time watchlist! 2018-02-08 02:39:18 -05:00
Tyler Goodlet b8a3fb67a1 Add a quote-from-json-file streamer for testing 2018-02-08 02:39:18 -05:00
Tyler Goodlet 6781a23850 Add a `quote` subcommand
Add `piker quote <tickerA> <tickerB> <tickerC>` command for easily
dumping quote data to the console. With `-df` will dump as a pandas data
frame. Add key filtering to `piker api` calls.
2018-02-08 02:39:18 -05:00
Tyler Goodlet adecc082ac Save `brokers.ini` in the user config dir using click 2018-02-08 02:39:18 -05:00
Tyler Goodlet 151e7bf4fa More client enhancements
- Extend the qt api to include candles (not working yet), balances, positions.
- Add a `quote()` method to the `Client` for batch ticker quotes and expose
  it through a CLI subcommand.
- Make `poll_tickers` push new quotes to a `trio.Queue`
2018-02-08 02:39:18 -05:00
Tyler Goodlet 797efedf6a Add quote polling; pseudo-streaming
Add a ``poll_tickers`` coro which can be used to "stream" quotes at
a requested rate. Expose through a cli subcommand `piker stream`.
Drop the `pikerd` command for now.
2018-01-29 12:45:48 -05:00
Tyler Goodlet 66441d15e8 Complain when kwargs are missing but required 2018-01-27 01:52:00 -05:00
Tyler Goodlet 1b93a4c02a Add an `api` cli subcommand for console testing
Add `piker api <method> <kwargs>` for easy testing of the
underlying broker api from the console.
2018-01-26 14:31:15 -05:00
Tyler Goodlet 27a39ac3ad More client improvements
- colorize json response data in logs
- support ``refresh_token`` retrieval from user if the token for some
  reason expires while the client is live
- extend api method support for markets, search, symbols, and quotes
- support "proxying" through api calls via an ``api`` coro for one off
  client queries (useful for cli testing)
2018-01-26 14:25:53 -05:00
Tyler Goodlet 534ba0b698 Add json highlighting; make debug msgs white 2018-01-26 11:31:40 -05:00
Tyler Goodlet 9e8ed392d4 Add token refresher task 2018-01-25 21:53:55 -05:00
Tyler Goodlet 4e1c64a7fb Import broker backend by name 2018-01-25 21:08:49 -05:00
Tyler Goodlet c6cff5a432 Swap debug-garbage log colours 2018-01-25 20:59:56 -05:00
Tyler Goodlet 5c4996873a Start using click for cli 2018-01-25 20:56:57 -05:00
Tyler Goodlet 1b0269e51a Drop `Client.from_config()` factory - more cleanups 2018-01-25 20:56:57 -05:00
Tyler Goodlet e45cdf92f0 Log entire access config on exit 2018-01-25 20:56:57 -05:00
Tyler Goodlet c7258f3fb2 Build bold palette automatically 2018-01-22 22:05:42 -05:00
Tyler Goodlet 570d879146 Save tokens locally for use across runs
Store tokens in a local config file avoiding any refresh delay
unless necessary when the current access token expires.

Summary:
- move draft main routine into the `brokers` package mod
- start an api wrapper type
- always write the current access tokens to the config on teardown
2018-01-22 22:05:42 -05:00
Tyler Goodlet e312fb6525 Add config for saving access creds between runs 2018-01-22 22:05:42 -05:00
Tyler Goodlet 9745e16cf2 Drop userdata; use a dict 2018-01-22 22:05:42 -05:00
Tyler Goodlet 5a6b7510f8 Initial user account access using trio + asks 2018-01-22 22:05:42 -05:00
Tyler Goodlet 15fe580326 Super hot hipster logging 2018-01-22 22:05:42 -05:00