Namely such that when the previous-df-row by our shm-abs-'index' doesn't
exist we ignore certain cases which are likely due to borked-but-benign
samples written to the tsdb or rt shm buffers prior.
Particularly we now ignore,
- any `dt`/`prev_dt` values which are UNIX-epoch timestamped (val of 0).
- any row-is-first-row in the df; there is no previous.
- any missing previous datum by 'index', in which case we lookup the
`wdts` prior row and use that instead.
* this would indicate a missing sample for the time-step but we can
still detect a "gap" by looking at the prior row, by df-abs-index
`i`, and use its timestamp to determine the period/size of missing
samples (which need to likely still be retrieved).
* in this case i'm leaving in a pause-point for introspecting these
rarer cases when `--pdb` is passed via CLI.
Relatedly in the `piker store` CLI ep,
- add `--pdb` flag to `piker store`, pass it verbatim as `debug_mode`.
- when `times` has only a single row, don't calc a `period_s` median.
- only trace `null_segs` when in debug mode.
- always markup/dedupe gaps for `period_s==60`
Using `claude`, add a `.tsp._dedupe_smart` module that attemps "smarter"
duplicate bars by attempting to distinguish between erroneous bars
partially written during concurrent backfill race conditions vs.
**actual** data quality issues from historical providers.
Problem:
--------
Concurrent writes (live updates vs. backfilling) can result in create
duplicate timestamped ohlcv vars with different values. Some
potential scenarios include,
- a market live feed is cancelled during live update resulting in the
"last" datum being partially updated with all the ticks for the
time step.
- when the feed is rebooted during charting, the backfiller will not
finalize this bar since rn it presumes it should only fill data for
time steps not already in the tsdb storage.
Our current naive `.unique()` approach obvi keeps the incomplete bar
and a "smarter" approach is to compare the provider's final vlm
amount vs. the maybe-cancelled tsdb's bar; a higher vlm value from
the provider likely indicates the cancelled-during-live-write and
**not** a datum discrepancy from said data provider.
Analysis (with `claude`) of `zecusdt` data revealed:
- 1000 duplicate timestamps
- 999 identical bars (pure duplicates from 2022 backfill overlap)
- 1 volume-monotonic conflict (live partial vs backfill complete)
A soln from `claude` -> `tsp._dedupe_smart.dedupe_ohlcv_smart()`
which:
- sorts by vlm **before** deduplication and keep the most complete
bar based on vlm monotonicity as well as the following OHLCV
validation assumptions:
* volume should always increase
* high should be non-decreasing,
* low should be non-increasing
* open should be identical
- Separates valid race conditions from provider data quality issues
and reports and returns both dfs.
Change summary by `claude`:
- `.tsp._dedupe_smart`: new module with validation logic
- `.tsp.__init__`: expose `dedupe_ohlcv_smart()`
- `.storage.cli`: integrate smart dedupe, add logging for:
* duplicate counts (identical vs monotonic races)
* data quality violations (non-monotonic, invalid OHLC ranges)
* warnings for provider data issues
- Remove `assert not diff` (duplicates are valid now)
Verified on `zecusdt`: correctly keeps index 3143645
(volume=287.777) over 3143644 (volume=140.299) for
conflicting 2026-01-16 18:54 UTC bar.
`claude`'s Summary of reasoning
-------------------------------
- volume monotonicity is critical: a bar's volume only increases
during its time window.
- a backfilled bar should always have volume >= live updated.
- violations indicate any of:
* Provider data corruption
* Non-OHLCV aggregation semantics
* Timestamp misalignment
(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Polars tightened type safety for `.dt` accessor methods requiring
`total_*` methods for duration types vs datetime component accessors
like `day()` which now only work on datetime dtypes.
`detect_time_gaps()` in `.tsp._anal` was calling `.dt.day()`
on `dt_diff` column (a duration from `.diff()`) which throws
`InvalidOperationError` on modern polars.
Changes:
- use f-string to add pluralization to map time unit strings to
`total_<unit>s` form for the new duration API.
- Handle singular/plural forms: 'day' -> 'days' -> 'total_days'
- Ensure trailing 's' before applying 'total_' prefix
Also updates inline comments explaining the polars type distinction
between datetime components vs duration totals.
Fixes `piker store ldshm` crashes on datasets with time gaps.
(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
The `await feed_is_live.wait()` is more or less pointless and would only
cause slower startup afaig (as-far-as-i-grok) so i'm masking it here.
This also removes the final `strict_exception_groups=False` use from the
non-tests code base, flipping to the `tractor.trionics` collapser once
and for all!
Refmt the "connection-dropped" error-log in `Sampler`'s broadcast loop
to show error type first, then the IPC context details; mks it all
easier to grok/less-noisy on console imo.
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Add outer `try/except` around the nursery block in
`open_autorecon_ws()` to catch any `NoBsWs.recon_errors` that
escape the inner reconnect loop, logging a warning instead of
propagating.
Also,
- correct `NoBsWs.recon_errors` typing to `tuple[Type[Exception]]`.
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Add timeout param to `.reset()` and `.send_msg()` to prevent
indefinite blocking on reconnect attempts. Shield reconnect
sleeps from cancellation to ensure we avoid any "finally footgun" type
scenarios where `trio.Cancelled` masks an underlying exc per,
- https://github.com/goodboy/tractor/pull/387
- https://github.com/goodboy/tractor/pull/391
Deats,
- add `timeout` param to `.reset()`, return `bool` for success
- add `timeout=3` default to `.send_msg()` for reconnect wait
- shield `.reset()` call in `.send_msg()` error handler
- log warning when reconnect timeout exceeded
- shield throttled sleeps in `_reconnect_forever()` error paths
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
In both the ems and sampler since on new `tractor` this is the
"wrapping" exception raised when the transport layer terminates early
but in a psuedo-"graceful" way, expected when a peer actors disconnect.
Previously we were crashing in this case since old `tractor` just raised
the underlying `trio`-source-exceptions verbatim.
Also,
- use `Aid.reprol()` in log msgs vs old `.chan.uid` refs
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Extract root-most widget to resolve (various) `.ui` import cycles
when the type is declared on `Struct`s..
Deats,
- flip to `from ._widget import GodWidget`.
- move `Feed` + `Flume` imports to TYPE_CHECKING in `._chart`
- drop unused `trio` import from `._chart`
- fix docstring typo: "datums```" -> "`datums``"
- change `print()` to `log.warning()` for global step msg
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Drop the local (and original) `Struct` impl from `piker.types` in favour
of `tractor`'s version now that it's been upstreamed.
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Expand read-race warning log for clarity, add TODO for reading
`tractor` transport config from `conf.toml`, and reflow docstring
in `open_vlm_displays()`.
Also,
- whitespace cleanup: `Type | None` -> `Type|None`
- clarify "Volume" -> "Vlm (volume)" in docstr
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Expose `get_godw()` helper to retrieve the central `GodWidget`
instance from anywhere in the UI code. Set the singleton in
`_async_main()` on startup.
Also,
- add docstring to `run_qtractor()` explaining trio guest mode
- type annotate `instance: GodWidget` in `run_qtractor()`
- import reorg in `._app` for cleaner grouping
- whitespace cleanup: `Type | None` -> `Type|None` throughout
- fix bitwise-or alignment: `Flag | Other` -> `Flag|Other`
(this commit-msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Since i'm seeing IB records with a `None` value and i don't want to be
debugging every time order-mode boots up..
Also use `pdb=debug` in `.open_ledger_dfs()`
Note, this had conflicts on `piker/accounting/calc.py` when rebasing
onto the refactored `brokers_refinery` history which were resolved
manually!
Since under `trio`-cancellation the `.remove()` is a checkpoint and will
be masked by a taskc AND we **always want to remove the rect** despite
the surrounding teardown conditions.
In the `translate_and_relay_brokerd_events()` loop task that is, such
that we never crash on a `status_msg = book._active.pop(oid)` in the
'closed' status handler whenever a double removal happens.
Turns out there were unforeseen races here when a benign backend error
would cause an order-mode dialog to be cancelled (incorrectly) and then
a UI side `.on_cancel()` would trigger too-early removal from the
`book._active` table despite the backend sending an actual 'closed'
event (much) later, this would crash on the now missing entry..
So instead we now,
- obviously use `book._active.pop(oid, None)`
- emit a `log.warning()` (not info lol) on a null-read and with a less
"one-line-y" message explaining the double removal and maybe *why*.
For backends which opt to set the new `BrokerdPosition.bs_mktid` field,
give (matching logic) priority to it such that even if the `.symbol`
field doesn't match the mkt currently focussed on chart, it will
always match on a provider's own internal asset-mapping-id. The original
fallback logic for `.fqme` matching is left as is.
As an example with IB, a qqq.nasdaq.ib txn may have been filled on
a non-primary venue as qqq.directedea.ib, in this case if the mkt is
displayed and focused on chart we want the **entire position info** to
be overlayed by the `OrderMode` UX without discrepancy.
Other refinements,
- improve logging and add a detailed edge-case-comment around the
`.on_fill()` handler to clarify where if a benign 'error' msg is
relayed from a backend it will cause the UI to operate as though the
order **was not-cleared/cancelled** since the `.on_cancel()` handler
will have likely been called just before, popping the `.dialogs`
entry. Return `bool` to indicate whether the UI removed-lines
/ added-fill-arrows.
- inverse the `return` branching logic in `.on_cancel()` to reduce
indent.
- add a very loud `log.error()` in `Status(resp='error')` case-block
ensuring the console yells about the order being cancelled, also
a todo for the weird msg-field recursion nonsense..
Such that backends can deliver their own internal unique
`MktPair.bs_mktid` when they can't seem to get it right via the
`.fqme: str` export.. (COUGH ib, you piece of sh#$).
Also add todo for possibly replacing the msg with a `Position.summary()`
"snapshot" as a better and more rigorously generated wire-ready msg.
Despite a `.bs_mktid` ideally being a bijection with `MktPair.fqme`
values, apparently some backends (cough IB) will switch the .<venue>`
part in txn records resulting in multiple account-conf-file sections for
the same dst asset. Obviously that means we can't allocate new
`Position` entries keyed by that `bs_mktid`, instead be sure to **update
them instead**!
Deats,
- add case logic to avoid pp overwrites using a `pp_objs.get()` check.
- warn on duplicated pos entries whenever the current account-file
entry's `mkt` doesn't match the pre-existing position's.
- mk `Position.add_clear()` return a `bool` indicating if the record was
newly added, warn when it was already existing/added prior.
Also,
- drop the already deprecated `open_pps()`, also from sub-pkg exports.
- draft TODO for `Position.summary()` idea as a replacement for
`BrokerdPosition`-msgs.
That is inside embedded `.accounting.calc.dyn_parse_to_dt()` closure add
an optional `_invalid: list` param to where we can report
bad-timestamped records which we instead override and return as
`from_timestamp(0.)` (when the parser loop falls through) and report
later (in summary ) from the `.accounting.calc.iter_by_dt()` caller. Add
some logging and an optional debug block for future tracing.
NOTE, this commit was re-edited during a conflict between the orig
branches: `dev/binance_api_3.1` & `dev/alt_tpts_for_perf`.
Such that the `brokers.toml` can contain any of the following
<port> = dict|tuple styles,
```toml
[ib.vnc_addrs]
4002 = {host = 'localhost', port = 5900, pw = 'doggy'} # host, port, pw
4002 = {host = 'localhost', port = 5900} # host, port, pw
4002 = ['localhost', 5900] # host, port, pw
```
With the first line demonstrating a vnc-server password (as normally set
via a `.env` file in the `dockering/ib/` subdir) with the `pw =` field.
This obviously removes the hardcoded `'doggy'` password from prior.
Impl details in `.brokers.ib._util`:
- pass the `ib.api.Client` down into `vnc_click_hack()` doing all config
reading within and removing host, port unpacking in the callingn
`data_reset_hack()`.
- also pass the client `try_xdo_manual()` and comment (with plans to
remove) the recently added localhost-only fallback section since
we now have a fully working py vnc client again with `pyvnc` B)
- in `vnc_click_hack()` match for all the possible config line styles
and,
* pass any `pw` field to `pyvncVNCConfig`,
* continue matching host, port without password,
* fallthrough to raising a val-err when neither ^ match.
It actually works for vncAuth(2) (thank god!) which the previous
`asyncvnc` **did not**, and seems to be mostly based on the work
from the `asyncvnc` author anyway (so all my past efforts don't seem to
have been in vain XD).
NOTE, the below deats ended up being factored in earlier into the
`pyproject.toml` alongside nix(os) support needed for testing and
landing this history. As the such, the comments are the originals but
the changes are not.
Deats,
- switch to `pyvnc` async API (using `asyncio` again obvi) in
`.ib._util._vnc_click_hack()`.
- add `pyvnc` as src installed dep from GH.
- drop `asyncvnc` as dep.
Other,
- update `pytest` version range to avoid weird auto-load plugin exposed
by `xonsh`?
- add a `tool.pytest.ini_options` to project file with vars to,
- disable that^ `xonsh` plug using `addopts = '-p no:xonsh'`.
- set a `testpaths` to avoid running anything but that subdir.
- try out the `'progress'` style console output (does it work?).
Such that if/when the `push()` ticker callback (closure) errors
internally, we actually eventually bubble the error out-and-up from the
`asyncio.Task` and from there out the `.to_asyncio.open_channel_from()` to
the parent `trio.Task`..
It ended up being much more subtle to solve then i would have liked
thanks to,
- whatever `Ticker.updateEvent.connect()` does behind the scenes in
terms of (clearly) swallowing with only log reporting any exc raised
in the registered callback (in our case `push()`),
- `asyncio.Task.set_excepion()` never working and instead needing to
resort to `Task.cancel()`, catching `CancelledError` and re-raising
the stashed `maybe_exc` from `push()` when set..
Further this ports `.to_asyncio.open_channel_from()` usage to use
the new `chan: tractor.to_asyncio.LinkedTaskChannel` fn-sig API, namely
for `_setup_quote_stream()` task. Requires the latest `tractor` updates
to the inter-eventloop-chan iface providing a `.set_nowait()` and
`.get()` for the `asyncio`-side.
Impl deats within `_setup_quote_stream()`,
- implement `push()` error-bubbling by adding a `maybe_exc` which can be
set by that callback itself or by its registering task; when set it is
both,
* reported on by the `teardown()` cb,
* re-raised by the terminated (via `.cancel()`) `asyncio.Task` after
woken from its sleep, aka "cancelled" (since that's apparently one
of the only options.. see big rant further todo comments).
- add explicit error-tolerance-tuning via a `handler_tries: int` counter
and `tries_before_raise: int` limit such that we only bubble
a `push()` raised exc once enough tries have consecutively failed.
- as mentioned, use the new `chan` fn-sig support and thus the new
method API for `asyncio` -> `trio` comms.
- a big TODO XXX around the need to use a better sys for terminating
`asyncio.Task`s whether it's by delegating to some `.to_asyncio`
internals after a factor-out OR by potentially going full bore `anyio`
throughout `.to_asyncio`'s impl in general..
- mk `teardown()` use appropriate `log.<level>()`s based on outcome.
Surroundingly,
- add a ton of doc-strings to mod fns previously missing them.
- improved / added-new comments to `wait_on_data_reset()` internals and
anything changed per ^above.
NOTE, resolved conflicts on `piker/brokers/ib/feed.py` due to
`brokers_refinery` commit:
d809c797 `.brokers.ib.feed`: better `tractor.to_asyncio` typing and var naming throughout!
Such that we can avoid other (pretty unreliable) "alternative" checks to
determine whether a real-time quote should be waited on or (when venue
is closed) we should just signal that historical backfilling can
commence immediately.
This has been a todo for a very long time and it turned out to be much
easier to accomplish than anticipated..
Deats,
- add a new `is_current_time_in_range()` dt range checker to predicate
whether an input range contains `datetime.now(start_dt.tzinfo)`.
- in `.ib.feed.stream_quotes()` add a `venue_is_open: bool` which uses
all of the new ^^ to determine whether to branch for the
short-circuit-and-do-history-now-case or the std real-time-quotes
should-be-awaited-since-venue-is-open, case; drop all the old hacks
trying to workaround not figuring that venue state stuff..
Other,
- also add a gpt5 composed parser to `._util` for the
`ib_insync.ContractDetails.tradingHours: str` for before i realized
there was a `.tradingSessions` property XD
- in `.ib_feed`,
* add various EG-collapsings per recent tractor/trio updates.
* better logging / exc-handling around ticker quote pushes.
* stop clearing `Ticker.ticks` each quote iteration; not sure if this
is needed/correct tho?
* add masked `Ticker.ticks` poll loop that logs.
- fix some `str.format()` usage in `._util.try_xdo_manual()`
NOTE, resolved conflicts on `piker/brokers/ib/feed.py` due to
rebasing onto up stream `brokers_refinery` commit,
d809c797 `.brokers.ib.feed`: better `tractor.to_asyncio` typing and var naming throughout
You'd think they could be bothered to make either a "log" or "warning"
msg type instead of a `type='error'`.. but alas, this attempts to detect
all such "warning"-errors and never proxy them to the clearing engine
thus avoiding the cancellation of any associated (by `reqid`)
pre-existing orders (control dialogs).
Also update all surrounding log messages to a more multiline style.
Since apparently porting to the new docker container enforces using
a vnc password and `asyncvnc` seems to have a bug/mis-config whenever
i've tried a pw over a wg tunnel..?
Soo, this tries out the old `i3ipc`-win-focus + `xdo` click hack when
the above fails.
Deats,
- add a mod-level `try_xdo_manual()` to wrap calling
`i3ipc_xdotool_manual_click_hack()` with an oserr handler, ensure we
don't bother trying if `i3ipc` import fails beforehand tho.
- call ^ from both the orig case block and the failover from the
vnc-client case.
- factor the `+no_setup_msg: str` out to mod level and expect it to be
`.format()`-ed.
- refresh todo around `asyncvnc` pw ish..
- add a new `i3ipc_fin_wins_titled()` window-title scanner which
predicates input `titles` and delivers any matches alongside the orig
focused win at call time.
- tweak `i3ipc_xdotool_manual_click_hack()` to call ^ and remove prior
unfactored window scanning logic.
Handle new API field per 2025-12-02 update.
(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Lol, a cheeky unforeseen bug due to TOML's lack of a null type and
thinking i can render an `Optional` field on a `msgspec.Struct`
(defaulted to `None`) the `binance.symcache.toml` cache file..
I didn't catch this when i first updated to the 3.1 API in f7caa75228
because i never did a cache-files flush.. lesson learned and we **really
need tests for this**!!
Such that the next time i inevitably must debug the some order-request
error status or precision discrepancy, i have the mkt-symbol branch
ready to go. Also, switch to `'action': 'buy'|'sell' as action,` style
`case` matching instead of the post-`if` predicate style.
It'll break all non-linux OS-platforms atm and bc it should only be set
to a "non-std transport" through the config anyways.
Yeah yeah, we're slowly appealing to the frickin masses..
Using `tractor.trionics.collapse_eg()` as needed and doing
some renames, in similar style as elsewhere:
- `pcs` -> `rent_cs`,
- `n` -> `tn` for nursery handles,
Also,
- tweak the `._reconnect_forever()` while loop to use the
(also) `trio`-internal
`mc_state: trio._channel.MemoryChannelState = snd._state` instead
of `snd._close` to poll for open send/receive consumer task counts
since,
1. it seems more reliable then using the `snd._closed`,
2. there's no other way to access the info.. afaik?
- handle `ConnectionRejected` explicitly alongside handshake-errs as
a retry case.
- add a base-exc handler which `.exception()` reports the reconnect
attempt failure explicitly.
- drop some lingering `Optional` usage.
Namely changes for the `registry_addrs: list`, enable_transports: list`
and related `tractor._addr` primitive requirements.
Other updates include,
- passing `maybe_enable_greenback=True`,
- additional exc logging around `pikerd` syncing/booting,
- changing to newer `Context.wait_for_result()`,
- dropping (unnecessary?) `maybe_open_crash_handler()` around `pikerd` ep.
Topically, throughout various (seemingly) console-UX-affecting or benign
spots in the code base; nothing that required more intervention beyond
things superficial. A few spots also include `trio.Nursery` ref renames
(always to something with a `tn` in it) and log-level reductions to
quiet (benign) console noise oriented around issues meant to be solved
long..
Note there's still a couple spots i left with the loose-ify flag because
i haven't fully tested them without using the latest version of
`tractor.trionics.collapse_eg()`, but more then likely they should flip
over fine.
Commit this change separate from the (original) broader set applied to
the entire code base since the `.deribit.api` mod contained changes from
upstream max-pain work (from our very own @nt) which caused a noticeable
conflict and intros un-required changes from his work to re-enable
`deribit` support.
Note the original commit, "69eac7bb Spurious first-draft of EG
collapsing", applied similar changes through the rest of the code base.
AGAIN, this mod's change is only being broken out to minimize upstream
change conflicts due to updates to the `deribit` backend done earlier in
time-history.
The root daemon, pikerd, needs to be adjusted to use diff default
registry addrs to also utilize non-TCP, but for now this gets us started
testing; so far so good B)
That is to use the new `tractor.msg.types.Aid` struct to pull the
`brokerd` info from the `tractor.Channel.aid: Aid` attr as well as more
generally handling the new `Channel.raddr.proto_key: str` and no longer
assuming a TCP IPC transport; this per the recent `tractor.ipc`
subsys which adds multi-IPC-transports!
Downstream tweaks to match,
- use an "opt-in" field set to display in the `brokerd` info pane in
`.ui._feedstatus.mk_feed_label()`.
|_ also add some todos and drop some seemingly unneeded form sizing
calcs?
- tweak `.ui._label` to allow not using markdown, though ended up not
doing that since it looked too plain..
Using `tractor.trionics.collapse_eg()` as needed to avoid, at the least,
crash-worthy (in debug-mode REPL-ing terms) nested cancellation egs that
exhibit on SIGINT/ctl-c of each "app" (chart & daemon).
Also a bit of renaming of all `trio.Nursery`s to `tn`, the new "task
nursery" shorthand-var-name being used in all our other `tractor`
related projects.
Since we're not quite yet using automatic typed msging from
`tractor`/`msgspec` (i.e. still manually decoding order ctl msgs from
built-in types..`dict`s still not `msgspec.Struct`) this adds the
appropriate typecasting ops to ensure the required precision is attained
prior to processing and/or submission to a brokerd backend service.
For the `.clearing._ems`,
- flip all `trigger_price` previously presumed to be `float` to just
the field-identical `price: Decimal` and ensure we cast to `float`
for any `trigger_price` usage, like before passing to `mk_check()`.
For `.ui.order_mode.OrderMode`,
- add a new `.curr_mkt: MktPair` convenience property to get the
chart-active value.
- ensure we always use the `.curr_mkt.quantize() -> Decimal` before
setting any IPC-msg's `.price` field!
- always cast `float(Order.price)` before use in setting line-levels.
- don't bother setting `Order.symbol` to a (now fully removed) `Symbol`
instance since it's not really required-for-use anywhere; leaving it
a `str` (per the type-annot) is fine for now?
By re-typing to a `.price: Decimal` field on both legs of the EMS.
It seems we must do it ourselves since,
- these msg's (fields) are relayed through the clearing engine to each
`brokerd` backend and,
- bc many (if not all) of those backends `.broker`-clients (nor their
encapsulated "brokerage services") **are not** doing any
precision-truncation themselves.
So, for now, instead we opt to expect rounding at the source. This means
we will explicitly require casting to/from `float` at the line-graphics
interface to the order-clearing-engine (as implemented throughout
`.ui.order_mode.OrderMode`); and this is coming shortly.
- use more compact optional value style with `|`-union
- fix `.flows` typing-only import since we need `MktPair` to be
immediately defined for use on a `msgspec.Struct` field.
- more "tree-like" warning msg in `.validate()` reporting.
Since I was trying out the neat lookin `polars-fuzzy-match` (also added
for now as a core dep here) which requires the new plugin sys, plus it's
about time we synced with upstream!
Adjust some column syntax to the new `.name` sub-field-space and the
`uv` lock-file to match.
Other,
- add back `trio-typing` bc i guess something else needs it (debug
tooling stuff in new `tractor`?)
- flip back to the `tractor` pre-main pin since the new `main`-branch
requires new `trio` stuff we haven't ported yet..
For example in the paper-eng, if you have a backend that doesn't fully
support a symcache (yet) it's handy to be able to ignore processing
other paper-eng txns when all you care about at the moment is the
simulated symbol.
NOTE, that currently this will still result in a key-error when you load
more then one mkt with the paper engine (for which the backend does not
have the symcache implemented) since no fqme ad-hoc query was made for
the 2nd symbol (and i'm not sure we should support that kinda hackery
over just encouraging the sym-cache being added?). Def needs a little
more thought depending on how many backends are never going to be able
to (easily) support caching..
Instead just check for the field (which i'm not huge on the key-name for
anyway) and if not found get the "last price" from the real-time shm
buffer's latest 'close' sample.
Unrelatedly, use a `subs.copy()` in the `Router.client_broadcast()` loop
such that if a `client_stream` is popped on connection failure, we don't
RTE for the "size changed on iteration".
A new class var `tuple[Exception]` such that the err set can be reffed
externally as needed for catching other similar pub-sub/IPC failures in
other (related) real-time sub-systems.
Also added some now-masked logging for debugging live-feed stream reading
issues that should ONLY be used for debugging since they'll greatly
degrade HFT perf. Used the new `log.mk_repr()` stuff (that one day we
should prolly pull from `modden` as a dep) for pretty console emissions.
Since now `tractor` will raise this native `trio`-exc translated from
a `Stop` msg when the peer gracefully terminates a `tractor.MsgStream`.
Just `info()` log in such cases versus continuing to warn for the
others.
Since currently we're only using this IPC subsys for `deribit`, and
generally speaking we're primarly supporting options markets (which are
fairly "slow moving"), flip to a default of NOT resetting the `NoBsWs`
on timeout since doing so normally breaks the jsron-rpc IPC session.
Without a proper `fixture` passed to `open_autorecon_ws()` (which we
should eventually implement!!) relying on a timeout-to-reset more or
less will just cause breakage issues - a proper reconnect sequence must
be implemented before using that feature.
Deats,
- expose and proxy through the `msg_recv_timeout` from
`open_jsonrpc_session()` into the underlying `open_autorecon_ws()`
call.
Add a doc-string reflecting recent refinements, drop all the old hook
params, rename `n: trio.Nursery` -> `tn` for "task nursery" fitting with
code base's naming style.
Namely handling backends which do not provide a default "frame
size-duration" in their init-config by making the backfiller guess the
value based on the first frame received.
Deats,
- adjust `start_backfill()` to take a more explicit
`def_frame_duration: Duration` expected to be unpacked from any
backend hist init-config by the `tsdb_backfill()` caller which now
also computes a value from the first received frame when the config
section isn't provided.
- in `start_backfill()` we now always expect the `def_frame_duration`
input and always decrement the query range by this value whenever
a `NoData` is raised by the provider-backend paired with an explicit
`log.warning()` about the handling.
- also relay any `DataUnavailable.args[0]` message from the provider
in the handler.
- repair "gap reporting" which checks for expected frame duration vs.
that received with much better humanized logging on the missing
segment using `pendulum.Interval/Duration.in_words()` output.
The `open_history_client()` provider endpoint can *optionally*
deliver a `frame_types: dict[int, pendulum.Duration]` subsection in its
`config: dict[str, dict]` (as was implemented with the `ib` backend).
This allows the `tsp` backfilling machinery to use this "recommended
frame duration" to subtract from the `last_start_dt` any time a `NoData`
gap is signalled by the `get_hist()` call allowing gaps to be ignored
safely without missing history by knowing the next earliest dt we can
query from using the `end_dt`. However, currently all crypto$ providers
haven't implemented this feat yet..
As such only try to use the `frame_types` feature if provided when
handling `NoData` conditions inside `tsp.start_backfill()` and otherwise
raise as normal.
Was orig for debugging an issue with `kucoin` i think but definitely
shouldn't be left in XD
Also add `'perpetual_future'` to the `.start_backfill()` input literal
set since we don't expect the 'btc/usd.perp.binance' for now.
Seems to be some kinda super weird env bug since we moved to using
`uv`? When it triggers it also seems to cause a pretty fundamental crash
that not only breaks `tractor.devx._debug` stuff but also seems to get
us in a perma-hang state where no SIGINT or other sys sig will be able
to kill the root proc!?!?
TODO, a `gitea` issue to track so we can fix the fundamental problem as
well as transitive fault in `tractor`'s core which seems to be due to
the error taking place during a sub-actor's module import phase which
prevents the runtime from booting fully and then the proc getting stuck
in a real gnarly SIG-state..
This must have broke at some point during the new `MktPair` and thus
`.fqme: str` updates; mas-o-menos the symbol key in the quote-msg-`dict`
was NOT set to the `MktPair.bs_fqme: str` value and thus wasn't being
processed by the downstream sampling and feed subsys.
So fix that as well as a few other refinements,
- set the `topic: mkt.bs_fqme` in quote msgs obvi.
- drop the "wait for first clearing vlm" quote poll loop; going to fix
the sampler to handle a `first_quote` without a `'last'` key.
- add some typing around calls to `get_mkt_info()`.
- rename `stream_messages()` -> `iter_normed_quotes()`.
In line with our move to `uv` and recent `nix` support update a bunch of
the summary content and factor out the order-control section to a new
`.piker.clearing` readme file with embedded todos therein.
Like other backends use the `AsyncClient` for all venue specific
client-sessions but change to allocating them inside `get_client()`
using an `AsyncExitStack` and inserting directly in the
`Client.venue_sesh: dict` table during init.
Supporting impl tweaks:
- remove most of the API client session building logic and instead make
`Client.__init__()` take in a `venue_sessions: dict` (set it to
`.venue_sesh`) and `conf: dict`, instead opting to do the http client
configuration inside `get_client()` since all that code only needs to
be run once.
|_load config inside `get_client()` once.
|_move session token creation into a new util func `init_api_keys()` and
also call it from `get_client()` factory; toss in an ex. toml section
config to the doc string.
- define `_venue_urls: dict[str, str]` (content taken from old static
`.venue_sesh` dict) at module level and feed them as `base_url: str`
inputs to the client create loop.
- adjust all call sigs in httpx-sesh-using methods, namely just
`._api()`.
- do a `.exch_info()` call in `get_client()` to cache the symbology
set.
Unrelated changes for various other outstanding buggers:
- to get futures feeds correctly loading when selected
from search (like 'XMRUSDT.USDTM.PERP'), expect a `MktPair` input to
`Client.bars()` such that the exact venue-key can be looked up (via
a new `.pair2venuekey()` meth) and then passed to `._api()`.
- adjust `.broker.open_trade_dialog()` to failover to paper engine when
there's no `api_key` key set for the `subconf` venue-key.
Like we do with other history backends to indicate lack of a data set.
This avoids any raise that will will bring down the backloader task with
some downstream error.
Raise a `ValueError` on no time index for now.
About time we tidy'd a buncha status logging in this backend..
particularly for boot-up where there's lots of client-try-connect poll
looping with account detection from the user config.
`.api.Client` pprint and logging fmt improvements:
- add `Client.__repr__()` which shows the minimally useful set of info
from the underlying `.ib: IB` as well as a new `.acnts: list[str]`
of the account aliases defined in the user's `brokers.toml`.
- mk `.bars()` define a comprehensive `query_info: str` with all the
request deats but only display if there's a problem with the response
data.
- mk `.get_config()` report both the config file path and the acnt
aliases (NOT the actual account #s).
- move all `.load_aio_clients()` client poll loop requests do
`log.runtime()` statuses, only falling through to a `.warning()` when
the loop fails to connect the client to the spec-ed API-gw addr, and
|_ don't allow loading accounts for which the user has not defined an
alias in `brokers.toml::[ib]`; raise a value-error in such cases
with a message indicating how to mod the config.
|_ only `log.info()` about acnts if some were loaded..
Other mod logging de-noising:
- better status fmting in `.symbols.open_symbol_search()` with
`repr(Client)`.
- for `.feed.stream_quotes()` first quote reporting use `.runtime()`.
- timestamps came as `'date'`-keyed from 2022 and before but now are
`'datetime'`..
- some symbols seem to have no commission field, so handle that..
- when no `'price'` field found return `None` from `norm_trade()`.
- add a warn log on mid-fill commission updates.
This also officially moves the code base to using `PyQt6` including all
necessary reference changes and enum namespace path moves.
Also includes a small `.ui.order_mode` fix to cancel any
`Order.price <= 0` and a name error fix with logging using `msg`,
which is already used for the input order msg..
For the future, like if we ever get a `PyQt7` (or wtv else..), add
a module which allows changing Qt binding lib imports from one spot for
all other `.ui` submodules. In some sense this is like a shoddier, less
dynamic version of how `pyqtgraph.Qt.__init__.py` supports multiple
libs; it might actually make sense eventually to instead import from
their shim layer instead?
Included is a draft attempt at exposing a bunch of enums which under
custom names:
- while the specific grouping of values seem to always stay consistent,
the root enum's seem to almost always get moved around in the `PyQtX`
module namespace.
- changing groupings and/or each top level enum's ns location can more
simply be changed/re-orged from one spot.
- allows `.ui` consumer code to use a name more relevant to `piker`'s
usage of wtv UI component is being configured.
Such that our internal structs can be pretty printed with indented and
type-hinted fields, AND for nested `Struct`-fields call `.pformat()` but
avoiding any recursion errors using `pprint.saferepr()`. Add
a `._sin_props()` iterator over the non-property fields; use it for
`dict` casting when called with `.to_dict(include_non_members=False)`.
Actually, we should also probably figure out how to only pprint like
when required by the user in a REPL or log msg by context-selectively
`pprint.PrettyPrinter` right? Also, if we can generalize decently enough
it'd be cool to maybe patch this in as a util to upstream `msgspec`?
Ran into this trading a peenee where a dark got (mistakenly) submitted
at a price of 0 and then that consecutively broke upstream allocator/pp
code due to a divide-by-zero.. So instead always check for a zero-price
(since that should never ever be valid in any market) and instead cancel
any such order in the EMS and return `None` so that upstream callers can
ignore it without crash handling.
Since we definitely want to markup gaps that are both data-errors and
just plain old venue closures (time gaps), generalize the `gaps:
pl.DataFrame` loop in a func and call it from the `ldshm` cmd for now.
Some other tweaks to `store ldshm`:
- add `np.median()` failover when detecting (ohlc) ts sample rate.
- use new `tsp.dedupe()` signature.
- differentiate between sample-period size gaps and venue closure gaps
by calling `tsp.detect_time_gaps()` with diff size thresholds.
- add todo for backfilling null-segs when detected.
Since service daemon actors may be cancelled remotely by clients (who
maybe also requested said daemon-actor's spawn in the first place) we
specifically ignore `tractor.ContextCancelled`s from the `ctx.wait()`
inside `Services.start_service_task()` to avoid crashing the service
mngr, and thus for now `pikerd`, (which **does** happen now due to
updated and more explicit remote cancellation semantics implemented in
`tractor`) since the `.canceller` field is not going to match the
`pikerd` uid in such cases!
This explicit check makes sense since the `Services` mngr is built to
allow remote requests to "spawn-n-supervise service actors" where the
services can remain persistent but also cancelled later as requested. We
may want to consider only allowing cancellation by actors who requested
spawn in the future tho?
Also change to more explicit imports to `tractor` types for annots
throughout the sub-pkg.
Since certain actors (even if client-like) will want to augment their
module set to provide remote features (such as our new rc annotation
msg-prot for `Qt`-chart actors) we need to ensure we merge in any input
`enable_modules: list[str]` to the value passed to the underlying
`tractor` spawning api. Previously we were passing `_root_modules` as
this value by name, but now instead we simply `list.extend()` that into
whatever is in the `kwargs` both in `open_piker_runtime()` and
`open_pikerd()`.
Presuming the data provider gives us a config with a `frame_types: dict`
(indicating frame sizes per query/request) we try to be clever and
decrement our submitted `end_dt: DateTime` based on it.. hoping for the
best on the next attempt.
Apparently publishing futures contracts that aren't yet trading AND
changing their contract type `str` format/schema was necessary (such
that's there's a f@#$in space in it..)?
I honestly have no idea where they found their "data engineers" XD
TO CHERRY to #520
So now a chart rc client can ask to invoke the new
`Viz.reset_graphics()` by timeframe and fqme Bo This handy when doing
underlying (real time or tsp) edits and you want to make the UI reflect
the changes incrementally.
Impl deatz:
- tweak the msg schema to use a `cmd: str` which normally maps to
(something similar to) the UI method name instead of `annot` and now
offer 3 such "commands": 'redraw', 'remove', 'SelectRect'.
- impl `AnnotCtl.redraw()` which sends the underlying `msg: dict` on the
correct `tractor.Msgstream` ipc instance.
- since ipc-stream lookups now happen in multiple client methods impl
a private `._get_ipc()` to do the error raise on unknown fqmes.
Been hitting wayy too many cases like this so, finally put my foot down
and stuck in a buncha helper code to figure why (especially for gappy
ass pennies) this can/is happening XD
inside the `.ib.api.Client()`:
- in `.bars()` pack all `.reqHistoricalDataAsync()` kwargs into a dict such that
wen/if we rx a blank frame we can enter pdb and make sync calls using
a little `get_hist()` closure from the REPL.
- tidy up type annots a bit too.
- add a new `.maybe_get_head_time()` meth which will return `None` when
the dt can't be retrieved for the contract.
inside `.feed.open_history_client()`:
- use new `Client.maybe_get_head_time()` and only do `DataUnavailable`
raises when the request `end_dt` is actually earlier.
- when `get_bars()` returns a `None` and the `head_dt` is not earlier
then the `end_dt` submitted, raise a `NoData` with more `.info: dict`.
- deliver a new `frame_types: dict[int, pendulum.Duration]` as part
of the yielded `config: dict`.
- in `.get_bars()` always assume a `tuple` returned from
`Client.bars()`.
- return a `None` on empty frames instead of raising `NoData` at this
call frame.
- do more explicit imports from `pendulum` for brevity.
inside `.brokers._util`:
- make `NoData` take an `info: dict` as input to allow backends to pack
in empty frame meta-data for (eventual) use in the tsp back-filling
layer.
This took a teensie bit of reworking in some `.ui` modules
more or less in the following order of functional dependence:
- add a `Ctl-R` kb-binding to trigger a `Viz.reset_graphics()` in
the kb-handler task `handle_viewmode_kb_inputs()`.
- call the new method on all `Viz`s (& for all sample-rates) and
`DisplayState` refs provided in a (new input)
`dss: dict[str, DisplayState]` table, which was originally inite-ed
from the multi-feed display loop (so orig in `.graphics_update_loop()`
but now provided as an input to that func, see below..)
- `._interaction`: allow binding in `async_handler()` kwargs (`via
a `functools.partial`) passed to `ChartView.open_async_input_handler()`
such that arbitrary inputs to our kb+mouse handler funcs can accept
"wtv we desire".
- use ^ to bind in the aforementioned `dss` display-state table to
said handlers!
- define the `dss` table (as mentioned) inside `._display.display_symbol_data()`
and pass it into the update loop funcs as well as the newly augmented
`.open_async_input_handler()` calls,
- drop calling `chart.view.open_async_input_handler()` from the
`.order_mode.open_order_mode()`'s enter block and instead factor it
into the caller to support passing the `dss` table to the kb
handlers.
- comment out the original history update loop handling of forced `Viz`
redraws entirely since we now have a manual method via `Ctl-R`.
- now, just update the `._remote_ctl.dss: dict` with this table since
we want to also provide rc for **all** loaded feeds, not just the
currently shown one/set.
- docs, naming and typing tweaks to `._event.open_handlers()`
Since we're now using it multiple layers probably makes sense to impl
and wrap it more correctly / publicly. The main (recent) use case is
where editing an underlying time series and then wanting to refresh the
graphics layers to reflect the changes in a chart. Part of this also
obviously includes wiping the y-range mx/mn cache.
Also ensure that `force_redraw` is proxying through to any `BarItems`
via the new `render_baritems()` func kwarg even when switching between
downsampled-line vs. bars modes.
Since `polars` has a more sane set of (time-zone aware) datetime APIs it
makes more sense and is definitely no slower then the previous `numpy`
impl. Also, actually use the sample-rate specific formats defined in
`DynamicDateAxis.tick_tpl`: dict[int, str]` finally using the new
`Viz.time_step()` property.
Since we end up needing the actual (OHLC sampled) time step info (at
least in seconds) for various purposes (in this specific follow up use
case to determine sample-rate specific `datetime` format strings for
a charted time series x-axis label), allow always reading it from the
viz with the presumption (at least for now) the underlying data-frame
will have an epoch `'time'` col/field.
Thanks to oremanj in the `trio` room for this hot style tip which i much
prefer to have less LOC and places to change sub-pkg name exports!
Also drop expecting a `gaps` frame output from `dedupe()`.
Gud Boi
Tyler Goodlet
Nelson Torres