Commit Graph

2120 Commits (566a54ffb6d48c49854318f383006a463fbf990e)

Author SHA1 Message Date
Konstantine Tsafatinos b88dd380a3 get kraken authentication and retrieve balances 2022-03-06 15:17:26 -05:00
Tyler Goodlet 01f5f2d015 Don't require a rt quote, increase client connect timeout 2022-03-03 17:49:21 -05:00
Tyler Goodlet af3d624281 Just give up on discretized pp bar for now 2022-03-03 17:15:55 -05:00
Tyler Goodlet 2c9612ebd8 Force exact pp bar size 2022-03-03 10:46:30 -05:00
Tyler Goodlet 16b9e39e11 Dis-allow an allocator limit less then the current pp size 2022-03-02 10:05:33 -05:00
Tyler Goodlet 6889a25926 Drop pp bar clipping, hopefully fix slot sizing 2022-03-02 10:05:33 -05:00
Tyler Goodlet f7d03489d8 Drop `marketstore` loading cruft (will come later) 2022-03-01 12:39:12 -05:00
Tyler Goodlet 09079b61fc Comment task canceller method prototype 2022-03-01 12:37:31 -05:00
Tyler Goodlet adccb687fe Fix `piker services` cmd 2022-03-01 12:36:32 -05:00
Tyler Goodlet c239faf4e5 Add a `._sampling.sampler` registry composite type 2022-03-01 12:36:32 -05:00
Tyler Goodlet 6f3d78b729 Handle "no data" case in ranger calcs and avoid crashes 2022-02-28 08:30:44 -05:00
Tyler Goodlet 3e7d4f8717 Detect and request sample period in fsp engine 2022-02-28 08:30:32 -05:00
Tyler Goodlet b1cce8f9cf Adjust and add notes for python-trio/trio#2258 2022-02-28 08:30:22 -05:00
Tyler Goodlet 89a98c4aa2 Fix portal result `await`, comment some unused code 2022-02-28 08:30:15 -05:00
Tyler Goodlet 7a943f0e1e Always transmit index event even when no shm is registered 2022-02-28 08:29:56 -05:00
Tyler Goodlet 786ffde4e6 Use 3.9+ annots 2022-02-28 08:27:59 -05:00
Tyler Goodlet 11d4ebd0b5 Just warn on double-remove of a sub 2022-02-28 08:27:37 -05:00
Tyler Goodlet 81f8b4e145 Don't zero clearing rates on sample steps 2022-02-28 08:26:48 -05:00
Tyler Goodlet cc55e1f4bb Drop task-driven sample step graphics updates
Since moving to a "god loop" for graphics, we don't really need to have
a dedicated task for updating graphics on new sample increments. The
only UX difference will be that curves won't be updated until an actual new
rt-quote-event triggers the graphics loop -> so we'll have the chart
"jump" to a new position and new curve segments generated only when new
data arrives. This is imo fine since it's just less "idle" updates
where the chart would sit printing the same (last) value every step.
Instead only update the view increment if a new index is detected by
reading shm.

If we ever want this dedicated task update again this commit can be
easily reverted B)
2022-02-28 08:26:26 -05:00
Tyler Goodlet 412c9ee6cf Support view increment with a steps size 2022-02-28 08:26:20 -05:00
Tyler Goodlet bf3b58e861 Async load data history, allow "offline" feed use
Break up real-time quote feed and history loading into 2 separate tasks
and deliver a client side `data.Feed` as soon as history is loaded
(instead of waiting for a rt quote - the previous logic). If
a symbol doesn't have history then likely the feed shouldn't be loaded
(since presumably client code will need at least "some" datums history
to do anything) and waiting on a real-time quote is dumb, since it'll
hang if the market isn't open XD. If a symbol doesn't have history we
can always write a zero/null array when we run into that case. This also
greatly speeds up feed loading when both history and quotes are available.

TL;DR summary:
- add a `_Feedsbus.start_task()` one-cancel-scope-per-task method for
  assisting with (re-)starting and stopping long running persistent
  feeds (basically a "one cancels one" style nursery API).
- add a `manage_history()` task which does all history loading (and
  eventually real-time writing) which has an independent signal and
  start it in a separate task.
- drop the "sample rate per symbol" stuff since client code doesn't really
  care when it can just inspect shm indexing/time-steps itself.
- run throttle tasks in the bus nursery thus avoiding cancelling the
  underlying sampler task on feed client disconnects.
- don't store a repeated ref the bus nursery's cancel scope..
2022-02-28 08:26:13 -05:00
Tyler Goodlet 1d3ed6c333 Add `mk_` prefix since assignments will use `fqsn` 2022-02-28 08:23:57 -05:00
Tyler Goodlet 832e4c97d2 Drop shm: ShmArray` to `stream_quotes()` endpoint 2022-02-28 08:23:16 -05:00
Tyler Goodlet 23aa7eb31c Stick time step in window header 2022-02-28 08:22:47 -05:00
Tyler Goodlet c2a13c474c Support no realtime stream sending with feed bus 2022-02-28 08:22:40 -05:00
Tyler Goodlet 7252094f90 Add `open_piker_runtime()` to setup actor runtime correctly from non-daemons 2022-02-28 08:16:30 -05:00
Tyler Goodlet b1dd24d1f7 Only throttle warn on rate >= display rate 2022-02-28 08:15:39 -05:00
Tyler Goodlet a073039b30 Drop dependence on `msgpack` and `msgpack_numpy` 2022-02-28 08:15:18 -05:00
Tyler Goodlet 5c343aa748 Misc curve doc strings 2022-02-28 08:14:11 -05:00
Tyler Goodlet 7b13124dd4 Keep clear loop price pedantically up to date
To avoid the "trigger finger" issue (darks execing before they should
due to a stale last price state, normally when generating a trigger
predicate..) always iterate the loop and update the last known book
price even when no execs/triggered orders are registered.
2022-02-11 10:30:30 -05:00
Tyler Goodlet ca1c1cf415 Annoying doc strings 2022-02-11 10:30:30 -05:00
Tyler Goodlet 92c63988bc Bleh, just fill the available window space 2022-02-11 10:07:43 -05:00
Tyler Goodlet 9ed153bcb6 Less gap below results view 2022-02-11 08:45:57 -05:00
Tyler Goodlet 412c34eba0 Drop width check logic; only do height 2022-02-11 08:32:28 -05:00
Tyler Goodlet 68e1db27f8 Drop old null window size 2022-02-10 14:35:28 -05:00
Tyler Goodlet 86b1316691 Handle no-rows-yet case 2022-02-10 14:35:11 -05:00
Tyler Goodlet 890ffc76cf Dynamically re-size the search results view 2022-02-10 14:22:46 -05:00
Tyler Goodlet 51d94a301a Support resize event relaying from the god widget 2022-02-10 14:21:17 -05:00
Tyler Goodlet c54c9ae3d3 Add doc string to DE sizing method 2022-02-10 14:20:15 -05:00
Tyler Goodlet 5a4c155798 Add detailed comment around DE scaling 2022-02-10 13:04:13 -05:00
wattygetlood a5ad24f770 Additionally apply DPI scaling to font size if detected 2022-02-10 10:26:52 -05:00
Tyler Goodlet a0034e2948 If the DE (like windohz) already scales DPI, just use that scale for font size 2022-02-10 10:26:52 -05:00
wattygetlood fc3c0741b8 Set isn't serializable on std msgpack 2022-02-10 10:26:52 -05:00
wattygetlood cc87508fd9 Only load 4 ib requests worth of bars on windows... 2022-02-10 10:26:52 -05:00
wattygetlood d069481f1d Hack search view on windows to 1/2 window height; needs a better solution 2022-02-10 10:26:52 -05:00
wattygetlood c411a244f6 Size the window to aproximately 1/3 the screen space 2022-02-10 10:26:52 -05:00
wattygetlood 15556e40f0 No support for notifications (yet) on windows 2022-02-10 10:26:52 -05:00
wattygetlood c0082e15bc Fix default `brokers.toml` copying since module move 2022-02-10 10:26:52 -05:00
wattygetlood 2ebdf008da Configure window size based on screen dims on windows 2022-02-10 10:26:52 -05:00
Tyler Goodlet 71f9b5c000 Don't enable curve coord cache unless in step mode
You can get a weird "last line segment" artifact if *only* that segment
is drawn and the cache is enabled, so just disable unless in step mode
at startup and re-flash as normal when new path data is appended. Add
a `.disable_cache()` method for the multi-use in the update method. Use
line style on the `._last_line: QLineF` segment as well.
2022-02-10 08:12:15 -05:00
Tyler Goodlet 228f21d7b0 Zero trade rates each step 2022-02-09 22:16:33 -05:00
Tyler Goodlet 45464a5465 Drop graphics throttle to 22Hz, add a `.maxmin` to our view box 2022-02-09 22:15:57 -05:00
Tyler Goodlet 723eef3fd6 🤦 assign `Flow` *after* type check... 2022-02-09 16:00:10 -05:00
Tyler Goodlet e0462f0a8c Type and formatting fixes 2022-02-08 15:57:32 -05:00
Tyler Goodlet 1c49f7f47f Tweak dash pattern to be less sparse 2022-02-08 15:57:02 -05:00
Tyler Goodlet ef04781a2b Expect new flow type through display and fsp UI code 2022-02-08 15:56:20 -05:00
Tyler Goodlet e3a3fd2d39 Add a `Flow` compound type for coupling graphics with backing data-streams 2022-02-08 15:52:50 -05:00
Tyler Goodlet 860ed99757 Drop dvlm "rates" curves from flows chart 2022-02-08 12:05:56 -05:00
Tyler Goodlet 326b2c089a Drop dvlm 'rates' (they're just means), add default params, period -> 6 2022-02-08 12:04:01 -05:00
Tyler Goodlet 8f467bf4f0 Factor batch curve plotting into helper func 2022-02-08 08:21:08 -05:00
Tyler Goodlet 4a7b2d835b Yield 0 initial values from `flow_rates` fsp 2022-02-08 07:46:36 -05:00
Tyler Goodlet 30cf54480d Add more appropriate default params 2022-02-07 13:59:26 -05:00
Tyler Goodlet ee4ad32d3b Fix `dvlm` to actually yield trade count, add instantaneous support 2022-02-07 12:53:30 -05:00
Tyler Goodlet e7516447df Better rate axis title? 2022-02-07 12:53:30 -05:00
Tyler Goodlet a006b87546 Exit `.maxmin()` early on non-yet-registered array lookup 2022-02-07 12:53:30 -05:00
Tyler Goodlet 9490129a74 Add overlays to end of layout grid (aka append) by default 2022-02-07 12:53:30 -05:00
Tyler Goodlet 2f2aef28dd Adjust x-axis label from summed left axes widths 2022-02-07 12:53:30 -05:00
Tyler Goodlet 0271841412 Add `PlotItemOverlay.get_axes()`
Enables retrieving all "named axes" on a particular "side" of the
overlayed plot items. This is useful for calculating how much space
needs to be allocated for the axes before the view box area starts.
2022-02-07 12:53:30 -05:00
Tyler Goodlet e8d7709358 Drop notification display time to piker seconds worth 2022-02-07 12:53:30 -05:00
Tyler Goodlet e3c46a5d4d Add draft, commented tickbytick for ib 2022-02-07 12:53:30 -05:00
Tyler Goodlet 8d432e1988 Shorter clear rate axis title 2022-02-07 12:53:30 -05:00
Tyler Goodlet 87653ddca2 Simplify to only needed one LHS axis for clearing rates 2022-02-07 12:53:30 -05:00
Tyler Goodlet 73faafcfc1 Add trade "rates" (i.e. trade counts) support B)
Though it's not per-tick accurate, accumulate the number of "trades"
(i.e. the "clearing rate" - maybe this is a better name?) per bar
inside the `dolla_vlm` fsp and average and report wmas of this in the
`flow_rates` fsp.
2022-02-07 12:53:30 -05:00
Tyler Goodlet e4244e96a9 Fix var name typo 2022-02-07 12:53:30 -05:00
Tyler Goodlet 5274eb538c Add 16 period dollar vlm rates, drop ib rates for now 2022-02-07 12:53:30 -05:00
Tyler Goodlet b358b8e874 Move `wma` fsp earlier in module 2022-02-07 12:53:30 -05:00
Tyler Goodlet 2d3c685e19 Typecast np dtype description to a tuple 2022-02-07 12:53:30 -05:00
Tyler Goodlet 4570b06c26 Handle no y-range maxmin output (seems like bug?) 2022-02-07 12:53:30 -05:00
Tyler Goodlet 26b0071471 Subscribe for rate calcs from IB in default tick set 2022-02-07 12:53:30 -05:00
Tyler Goodlet 1fc6429f75 Prep for manual rate calcs, handle non-ib backends XD 2022-02-07 12:53:30 -05:00
Tyler Goodlet ebf3e00438 Add `Fsp._flow_registry` as actor-local table
Define the flows table as a class var (thus making it a "global" and/or
actor-local state) which can be accessed by any in process task. Add
`Fsp.get_shm()` to allow accessing output streams by source-token + fsp
routine reference and thus providing inter-fsp low level access to
real-time flows.
2022-02-07 12:53:30 -05:00
Tyler Goodlet df6afe24a4 Define a flow registry on `FspAdmin`, use it to update fsp engine clusters 2022-02-07 12:53:30 -05:00
Tyler Goodlet d130f0449f Expect registry of fsp "flows" to each engine task
In order for fsp routines to be able to look up other "flows" in the
cascade, we need a small registry-table which gives access to a map of
a source stream + an fsp -> an output stream. Eventually we'll also
likely want a dependency (injection) mechanism so that any fsp demanded
can either be dynamically allocated or at the least waited upon before
a consumer tries to access it.
2022-02-07 12:53:30 -05:00
Tyler Goodlet efb743fd85 Flip to using `pydantic` for shm tokens 2022-02-07 12:53:30 -05:00
Tyler Goodlet 615bf3a55a Use solid line for vlm rate and dashed for trades rate 2022-02-07 12:53:30 -05:00
Tyler Goodlet d4f79a6245 Comment flow rates fsp prints 2022-02-07 12:53:30 -05:00
Tyler Goodlet 4b7d1fb35b Add line style via `str` style name to our fast curve 2022-02-07 12:53:30 -05:00
Tyler Goodlet 0b5250d5e3 Plot the vlm rate (per min) taken verbatim from ib 2022-02-07 12:53:30 -05:00
Tyler Goodlet 97c2f86092 TOSQUASH, fix separate vlm vs trade rate 2022-02-07 12:53:30 -05:00
Tyler Goodlet f3289c1977 Create source length zeroed arrays from yielded `None` fsp history 2022-02-07 12:53:30 -05:00
Tyler Goodlet 4e96dd09e3 Add a `.text_color` property to our axes types 2022-02-07 12:53:30 -05:00
Tyler Goodlet b81209e78e Ensure `sym` arg is a `str` 2022-02-07 12:53:30 -05:00
Tyler Goodlet dfe4473c9a Yield history `dict`s, add a `flow_rates` fsp 2022-02-07 12:53:30 -05:00
Tyler Goodlet 1aae40cdeb Expect multi-output fsps to yield a `dict` of history arrays 2022-02-07 12:53:30 -05:00
Tyler Goodlet 8118a57b9a Guard against no time field in some provider quotes 2022-02-07 12:53:30 -05:00
Tyler Goodlet 5952e7f538 Add dark vlm deduplication support via flag 2022-02-07 12:53:30 -05:00
Tyler Goodlet 16c04e11e4 Comment out nan-price assert previously for `ib` in ems clear tasks 2022-02-07 09:49:45 -05:00
Tyler Goodlet 9bfad86c29 Drop timeout-cancel block 2022-02-07 09:49:45 -05:00
Tyler Goodlet a9d42b374f ib: Allow history backfilling even when markets are closed 2022-02-07 09:49:45 -05:00
goodboy 43b39d3b6b
Merge pull request #275 from pikers/py3.10_support
Py3.10 support
2022-02-07 09:48:54 -05:00
Tyler Goodlet 00a90e7390 Change dpi log msg back to debug 2022-02-07 09:36:07 -05:00
Tyler Goodlet 1aaa382036 Avoid null index race-error during startup 2022-02-07 09:36:07 -05:00
Tyler Goodlet 999d3efdd7 Another `int` required 2022-02-07 09:36:07 -05:00
Tyler Goodlet f63a7c497d Latest `PyQt5` expects `ints` for widget sizings 2022-02-07 09:36:07 -05:00
Guillermo Rodriguez 82d1b85b09
Add default for multiplier var 2022-02-02 20:46:45 -03:00
Tyler Goodlet bb8fade16f Update `msgpub` import from `tractor.experimental` 2022-01-30 12:46:54 -05:00
Tyler Goodlet 296863348d Update imports to `tractor.msg.NamespacePath` 2022-01-30 12:46:20 -05:00
Tyler Goodlet 95b31cbc0f Drop references to deprecated `tractor.msg.pub` 2022-01-29 12:44:45 -05:00
Tyler Goodlet 6a0fba1eb3 Support maxmin over multiple arrays; Keep dark vlm in view 2022-01-28 11:45:47 -05:00
Tyler Goodlet 06934be047 Overlay dark $volume B) 2022-01-28 08:46:24 -05:00
Tyler Goodlet 28b5be0719 Accumulate dark vlm ticks independently per sample step 2022-01-28 08:46:04 -05:00
Tyler Goodlet 67de8f24b9 Init history output with `np.zeros()` 2022-01-28 08:45:28 -05:00
Tyler Goodlet b112f24e7e Drop old commented cruft, use `Fsp.name` 2022-01-28 07:51:13 -05:00
Tyler Goodlet bd2460846e Decorate momo routines 2022-01-28 07:43:49 -05:00
Tyler Goodlet be93ded0e5 Log fsp registy entries in `cascade` startup 2022-01-28 07:43:23 -05:00
Tyler Goodlet 9d9929fb89 Drop old `wrapt` cruft, add `Fsp.name` 2022-01-28 07:18:14 -05:00
Tyler Goodlet cc5390376c Use `Fsp` abstration layer through engine and UI
Instead of referencing the remote processing funcs by a `str` name start
embracing the new `@fsp`/`Fsp` API such that wrapped processing
functions are first class APIs.

Summary of the changeset:
- move and load the fsp built-in set in the new `.fsp._api` module
- handle processors ("fsps") which want to yield multiple keyed-values
  (interleaved in time) by expecting both history that is keyed and
  assigned to the appropriate struct-array field, *and* real-time
  `yield`ed value in tuples of the form `tuple[str, float]` such that
  any one (async) processing function can deliver multiple outputs from
  the same base calculation.
- drop `maybe_mk_fsp_shm()` from UI module
- expect and manage `Fsp` instances (`@fsp` decorated funcs) throughout
  the UI code, particularly the `FspAdmin` layer.
2022-01-27 18:57:16 -05:00
Tyler Goodlet 72f4474273 Use new decorator on volume fsp routines 2022-01-27 09:08:03 -05:00
Tyler Goodlet c6a3c66e7e WIP start a `@piker.fsp` API for registering processors 2022-01-26 14:38:49 -05:00
Tyler Goodlet 13b8807f1f Print dark trades to console for the moment 2022-01-26 13:48:21 -05:00
Tyler Goodlet 55cfe6082b Re-key ib's 'unreportable trades' (tick 48) as 2022-01-26 13:48:21 -05:00
Tyler Goodlet d351fe14a8 Annoying doc string(s) 2022-01-25 08:30:00 -05:00
Tyler Goodlet 4e884aec6c Fix bottom axis check logic for overlays, try out some px perfection 2022-01-25 08:30:00 -05:00
Tyler Goodlet 7b21ddd27f Allow passing in parent to `Label` 2022-01-25 08:30:00 -05:00
Tyler Goodlet fd31b843b9 Hide the unit vlm after the $vlm is up
Since more curves costs more processing and since the vlm and $vlm
curves are normally very close to the same (graphically) we hide the
unit volume curve once the dollar volume is up (after the fsp daemon-task is
spawned) and just expect the user to understand the diff in axes units.
Also, use the new `title=` api to `.overlay_plotitem()`.
2022-01-25 08:30:00 -05:00
Tyler Goodlet 7f4546b71f Use overlay api to access multi-axes by name 2022-01-25 08:30:00 -05:00
Tyler Goodlet f5eb34c4d7 Make axes labels more pixel perfect 2022-01-25 08:30:00 -05:00
Tyler Goodlet c7a588cf25 Pop vlm chart from subplots to avoid double render 2022-01-25 08:30:00 -05:00
Tyler Goodlet 5c2d3125b4 Add vlm axis titles and humanized $vlm y-range 2022-01-25 08:30:00 -05:00
Tyler Goodlet f011234285 Type annot and docs updates in anchors mod 2022-01-25 08:30:00 -05:00
Tyler Goodlet ce7c174059 Add `Axis.set_title()` for hipper labelling
Use our internal `Label` with much better dpi based sizing of text and
placement below the y-axis ticks area for more minimalism and less
clutter.

Play around with `lru_cache` on axis label bounding rects and for now
just hack sizing by subtracting half the text height (not sure why) from
the width to avoid over-extension / overlap with any adjacent axis.
2022-01-25 08:30:00 -05:00
Tyler Goodlet 94b6f370a9 Allow axis kwargs passthrough 2022-01-25 08:30:00 -05:00
Tyler Goodlet 349040dbf0 Revert cursor rate limit settings 2022-01-25 08:30:00 -05:00
Tyler Goodlet 80079105fc Add custom `.formatter` support to our `PriceAxis`
Allow passing in a formatter function for processing tick values on an
axis. This makes it easy to for example, `piker.calc.humanize()` dollar
volume on a subchart.

Factor `set_min_tick()` into the `PriceAxis` since it's not used on any
x-axis data thus far.
2022-01-25 08:30:00 -05:00
Tyler Goodlet 8911c3c8ed Add support for "humanized" axes tick values 2022-01-25 08:30:00 -05:00
Tyler Goodlet 9813cf4169 Add a symbol "front feed" helper 2022-01-25 08:24:55 -05:00
Tyler Goodlet c3c1e14cf4 Start vlm and other fsps as separate tasks 2022-01-25 08:24:55 -05:00
Tyler Goodlet 404f5d6d23 Factor (sub-)chart spawning into a admin method
Adds `FspAdmin.open_fsp_chart()` which allows adding a real time graphics
display of an fsp's output with different options for where (which chart
or make a new one) to place it.

Further,
- change some method naming, namely the other fsp engine task methods to
  `.open_chain()` and `.start_engine_task()`.
- make `run_fsp_ui()` a lone task function for now with the default
  config parsing and chart setup logic (and it still includes a buncha
  commented out stuff for doing graphics update which is now done in the
  main loop to avoid task switching overhead).
- move all vlm related fsp config entries into the `open_vlm_displays()`
  task for dedicated setup with the fsp admin api such as special
  auto-yrange handling and graph overlays.
- `start_fsp_displays()` is now just a small loop through config entries
  with synced startup status messages.
2022-01-25 08:24:55 -05:00
Tyler Goodlet e22a652852 Move plotitem overlaying into a `.overlay_plotitem()` 2022-01-25 08:24:55 -05:00
Tyler Goodlet 09fc901b0d Handle left axis case for x-axis label placement
For wtv cucked reason all the viewbox/scene coordinate calcs do **not**
include a left axis in the geo (likely because it's a hacked in widget
+ layout thing managed by `PlotItem`). Detect if there's a left axis and
if so use it in the label placement scene coords calc. ToDo: probably
make this a non-move calc and only recompute any time the axis changes.

Other:
- rate limit mouse events down to the 60 (ish) Hz for now
- change one last lingering `'ohlc'` array lookup
- fix `.mouseMoved()` "event" type annot
2022-01-25 08:24:55 -05:00
Tyler Goodlet e69af9e291 Show unit vlm on LHS for now 2022-01-25 08:24:55 -05:00
Tyler Goodlet 06fe2bd1be Support "volume" and "dollar volume" on same chart
This is a huge commit which moves a bunch of code around in order to
simplify some of our UI modules as well as support our first official
mult-axis chart: overlaid volume and "dollar volume". A good deal of
this change set is to make startup fast such that volume data which is
often shipped alongside OHLC history is loaded and shown asap and FSPs
are loaded in an actor cluster with their graphics overlayed
concurrently as each responsible worker generates plottable output.

For everything to work this commit requires use of a draft `pyqtgraph`
PR: https://github.com/pyqtgraph/pyqtgraph/pull/2162

Change summary:
- move remaining FSP actor cluster helpers into `.ui._fsp` mod as well
  as fsp specific UI managers (`maybe_open_vlm_display()`,
  `start_fsp_displays()`).
- add an `FspAdmin` API for starting fsp chains on the cluster
  concurrently allowing for future work toward reload/unloading.
- bring FSP config dict into `start_fsp_displays()` and `.started()`-deliver
  both the fsp admin and any volume chart back up to the calling display
  loop code.

ToDo:
- repair `ChartView` click-drag interactions
- auto-range on $ vlm needs to use `ChartPlotWidget._set_yrange()`
- a lot better styling for the $_vlm overlay XD
2022-01-25 08:24:55 -05:00
Tyler Goodlet 7a41c83f84 Move FSP related graphics management into new mod 2022-01-25 08:24:55 -05:00
Tyler Goodlet b7f27f201f Add `try_read()` to shm mod 2022-01-25 08:24:55 -05:00
Tyler Goodlet 0ae79d6418 Drop `pyqtgraph` import 2022-01-25 07:59:08 -05:00
Tyler Goodlet d170132eb5 Use view for auto-yrange in display loop 2022-01-25 07:59:08 -05:00
Tyler Goodlet ced310c194 Add `ChartPlotWidget.maxmin()` to calc in-view hi/lo y-values
As part of factoring `._set_yrange()` into the lower level view box,
move the y-range calculations into a new method. These calcs should
eventually be completely separate (as they are for the real-time version
in the graphics display update loop) and likely part of some kind of
graphics-related lower level management API. Draft such an API as an
`ArrayScene` (commented for now) as a sketch toward factoring array
tracking **out of** the chart widget. Drop the `'ohlc'` array name and
instead always use whatever `.name` was assigned to the chart widget
to lookup its "main" / source data array for now.

Enable auto-yranging on overlayed plotitems by enabling on its viewbox
and, for now, assign an ad-hoc `._maxmin()` since the widget version
from this commit has no easy way to know which internal array to use. If
an FSP (`dolla_vlm` in this case) is overlayed on an existing chart
without also having a full widget (which it doesn't in this case since
we're using an overlayed `PlotItem` instead of a full `ChartPlotWidget`)
we need some way to define the `.maxmin()` for the overlayed
data/graphics. This likely means the `.maxmin()` will eventually get
factored into wtv lowlevel `ArrayScene` API mentioned above.
2022-01-25 07:59:08 -05:00
Tyler Goodlet fbb765e1d8 Import overlay from new internal module 2022-01-25 07:59:08 -05:00
Tyler Goodlet 80d16886cb Add auto-yrange handler to our `ChartView`
Calculations for auto-yaxis ranging are both signalled and drawn by our
`ViewBox` so we might as well factor this handler down from the chart
widget into the view type. This makes it much easier (and clearer) that
`PlotItem` and other lower level overlayed `GraphicsObject`s can utilize
*size-to-data* style view modes easily without widget-level coupling.

Further changes,
- support a `._maxmin()` internal callable (temporarily) for allowing
  a viewed graphics object to define it's own y-range max/min calc.
- add `._static_range` var (though usage hasn't been moved from the
  chart plot widget yet
- drop y-axis click-drag zoom instead reverting back to default viewbox
  behaviour with wheel-zoom and click-drag-pan on the axis.
2022-01-25 07:59:08 -05:00
Tyler Goodlet e66b3792bb Add overlay relay signals and attr to our `ChartView` 2022-01-25 07:59:08 -05:00
Tyler Goodlet 4b89f7197a Move multi-view overlay components in from `pyqtgraph` PR
This brings in the WIP components developed as part of
https://github.com/pyqtgraph/pyqtgraph/pull/2162.

Most of the history can be understood from that issue and effort but the
TL;DR is,

- add an event handler wrapper system which can be used to
  wrap `ViewBox` methods such that multiple views can be overlayed and
  a single event stream broadcast from one "main" view to others which
  are overlaid with it.
- add in 2 relay `Signal` attrs to our `ViewBox` subtype (`Chartview`)
  to accomplish per event `MouseEvent.emit()` style broadcasting to
  multiple (sub-)views.
- Add a `PlotItemOverlay` api which does all the work of overlaying the
  actual chart graphics and arranging multiple-axes without collision as
  well as tying together all the event/signalling so that only a single
  "focussed" view relays to all overlays.
2022-01-25 07:59:08 -05:00
Tyler Goodlet 637c9c65e9 Drop old grid-based overlay cruft 2022-01-25 07:59:08 -05:00
Tyler Goodlet 12e04d57f8 Add a "composed" layout for arbitrary multi-axes
Each `pyqtgraph.PlotItem` uses a `QGraphicsGridLayout` to place its view
box, axes and titles in the traditional graph format. With multiple
overlayed charts we need those axes to not collide with one another and
further allow for an "order" specified by the user. We accomplish this
by adding `QGraphicsLinearLayout`s for each axis "side": `{'left',
'right', 'top', 'bottom'}` such that plot axes can be inserted and moved
easily without having to constantly re-stack/order a grid layout (which
does not have a linked-list style API).

The new type is called `ComposedGridLayout` for now and offers a basic
list-like API with `.insert()`, `.append()`, and eventually a dict-style
`.pop()`. We probably want to also eventually offer a `.focus()` to
allow user switching of *which* main graphics object (aka chart) is "in
use".
2022-01-25 07:59:08 -05:00
Tyler Goodlet 6f07c5e255 Drop 'ohlc' array usage from UI components 2022-01-25 07:59:08 -05:00
Tyler Goodlet 65c3cc5f5f Don't use separate axes by default, force empty default axes set 2022-01-25 07:59:08 -05:00
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