Commit Graph

716 Commits (5b8e72065a3388c51d29b1550a7aefdfba6de124)

Author SHA1 Message Date
Tyler Goodlet 414734f803 Add travisCI specific test suite integration
Questrade is the default broker backend (for now) so the CI
can run using a practice account token handed down through an
env variable. If we add a cached directory to the build then the token
should remain persistent in the brokers config and will only need to be
updated if something goes wrong.

Also, add a `--confdir` flag for pytest much in the same way as for
the `piker` cli.
2019-02-25 20:23:20 -05:00
Tyler Goodlet d3fae00e74 Add a `configdir` cli option 2019-02-25 20:22:29 -05:00
Tyler Goodlet 747d703d92 Add hack-fix to avoid leaking cmdline flags to kivy 2019-02-25 20:14:36 -05:00
Tyler Goodlet 77548d2ee6 Add token-from-user toggles to token auth methods 2019-02-25 20:11:45 -05:00
Tyler Goodlet 130553b8df Accept a path arg to `write()` 2019-02-25 19:29:54 -05:00
Tyler Goodlet 295ccbbe64 Name the data what it is 2019-02-24 10:55:52 -05:00
Tyler Goodlet c1a398d826 Use click context to factor cmd options 2019-02-23 16:13:04 -05:00
Tyler Goodlet bc518b992d Deps bump 2019-02-23 00:01:04 -05:00
Tyler Goodlet 1a0427db08 Use `DataFeed` api in streaming tests 2019-02-21 23:10:24 -05:00
Tyler Goodlet 7ee731faac Use trio memory channels throughout UIs 2019-02-21 23:09:19 -05:00
Tyler Goodlet cbb973ae9d Drop internal nursery from option chain 2019-02-21 23:07:44 -05:00
Tyler Goodlet 462c419970 Add basic practice account support 2019-02-21 17:24:50 -05:00
Tyler Goodlet 435b2a56e8 Remove stream opening lock on `DataFeed`
Fixes to `tractor` that resolve issues with async generators being
non-task safe make the need for the mutex lock in
`DataFeed.open_stream()` unnecessary. Also, don't bother pushing empty
quotes from the publisher; avoids hitting the network when possible.
2019-02-20 21:39:57 -05:00
goodboy b2322d885c
Merge pull request #66 from pikers/tractor_contexts
Tractor pub-sub
2019-02-10 19:30:39 -05:00
Tyler Goodlet 3a6efd451d Don't bother ensuring all symbols in data 2019-02-10 19:09:54 -05:00
Tyler Goodlet 57bef52438 Capture the right logger 2019-02-10 17:29:08 -05:00
Tyler Goodlet 308ceb1772 Use search method for `piker api` test 2019-02-10 17:28:43 -05:00
Tyler Goodlet ea289540b3 Add a test to verify auth endpoint "locking" 2019-02-09 21:58:49 -05:00
Tyler Goodlet 3ab9e28ddb Use brokerd's client to get all contracts 2019-02-09 21:58:27 -05:00
Tyler Goodlet 395f0c8e4a Synchronize Questrade token refreshing per client
Questrade's API is half baked and can't handle concurrency.
It allows multiple concurrent requests to most endpoints *except*
for the auth endpoint used to refresh tokens:

    https://www.questrade.com/api/documentation/security

I've gone through extensive dialogue with their API team and despite
making what I think are very good arguments for doing the request
serialization on the server side, they decided that I should instead
do the "locking" on the client side. Frankly it doesn't seem like they
have that competent an engineering department as it took me a long time
to explain the issue even though it's rather trivial and probably not
that hard to fix; maybe it's better this way.

This adds a few things to ensure more reliable token refreshes on
expiry:

- add a `@refresh_token_on_err` decorator which can be used on `_API`
  methods that should refresh tokens on failure
- decorate most endpoints with this *except* for the auth ep
- add locking logic for the troublesome scenario as follows:
  * every time a request is sent out set a "request in progress" event
    variable that can be used to determine when no requests are currently
    outstanding
  * every time the auth end point is hit in order to refresh tokens set
    an event that locks out other tasks from making requests
  * only allow hitting the auth endpoint when there are no "requests in
    progress" using the first event
  * mutex all auth endpoint requests; there can only be one outstanding

- don't hit the accounts endpoint at client startup; we want to
  eventually support keys from multiple accounts and you can disable
  account info per key and just share the market data function
2019-02-09 21:39:22 -05:00
Tyler Goodlet f6230dd6df Add a `DataFeed.call_client()` method
Allows for calling an actor local broker client's methods from a remote
actor.
2019-02-09 21:38:00 -05:00
Tyler Goodlet 026b015627 Allow passing a config path for broker testing in CI 2019-02-04 00:17:11 -05:00
Tyler Goodlet 5339f754a1 Add a token refresh test that exhibits an API race issue 2019-02-04 00:16:16 -05:00
Tyler Goodlet 5dac8fa44d Note the RH auth/account requirements for usage 2019-02-04 00:15:10 -05:00
Tyler Goodlet e91a50a1ba Make `get_cached_feed()` an asynccontextmanager
Adjust feed locking around internal manager `yields` to make this work.

Also, change quote publisher to deliver a list of quotes for each
retrieved batch. This was actually broken for option streaming since
each quote was being overwritten due to a common `key` value for all
expiries. Asjust the `packetizer` function accordingly to work for
both options and stocks.
2019-02-03 23:40:51 -05:00
Tyler Goodlet 9b37607b04 Deps bump 2019-01-27 22:10:49 -05:00
Tyler Goodlet 2514843fc1 Port to the new `@tractor.msg.pub` decorator API
The pub-sub data feed system was factored into `tractor` as an
experimental api / subsystem. Move to using that which greatly
simplifies the data feed architecture.
2019-01-27 14:50:04 -05:00
Tyler Goodlet 22670afe58 Generalize the publisher/fan-out system
Start working toward a more general (on-demand) pub-sub system which
can be brought into ``tractor``. Right now this just means making
the code in the `fan_out_to_ctxs()` less specific but, eventually
I think this function should be coupled with a decorator and shipped
as a standard "message pattern".

Additionally,
- try out making `BrokerFeed` a `@dataclass`
- strip out all the `trio.Event` / uneeded nursery / extra task crap
  from `start_quote_stream()`
2019-01-14 21:23:49 -05:00
Tyler Goodlet c94ce47aa6 Always set contract sub state 2019-01-14 21:13:22 -05:00
Tyler Goodlet 4753dc2db8 Alway teardown quote gen on exit 2019-01-14 21:12:35 -05:00
goodboy 78dced3091
Merge pull request #64 from pikers/data_feed_reorg
Data feed reorg
2019-01-12 11:47:21 -05:00
Tyler Goodlet 36d0c2ed68 Port monitor app to `DataFeed` api 2019-01-05 19:08:31 -05:00
Tyler Goodlet a4501bb0e0 Factor `DataFeed` client API into `brokers.data` 2019-01-05 19:08:27 -05:00
goodboy e69f0b286c
Merge pull request #63 from pikers/options_ui
Options chain UI!
2019-01-02 21:34:15 -05:00
Tyler Goodlet 7f8c88be0c Drop open/close prices for now; never really use them 2019-01-02 21:24:42 -05:00
Tyler Goodlet fa6bae1f5c Reorg table widgets into a new module 2019-01-02 21:12:42 -05:00
Tyler Goodlet 4895690642 Display a message when no contracts exist 2019-01-01 23:42:49 -05:00
Tyler Goodlet 0cffa4b97a Font size shrinks 2019-01-01 23:36:46 -05:00
Tyler Goodlet 32a7f4cbd3 Right, gotta expose widgets to other actors 2018-12-31 11:51:04 -05:00
Tyler Goodlet 72f417b9c2 Support monitor linked symbol selection
This allows for using a monitor to select the current option chain
symbol!

The deats:
- start a bg task which streams the monitor selected symbol
- dynamically repopulate expiry buttons on a newly published symbol
- move static widget creation into a chain method to avoid multiple
  quotes requests at startup
- rename a bunch of methods
2018-12-30 15:00:46 -05:00
Tyler Goodlet 152062ba8a Support pub-sub of monitor's symbol selection 2018-12-30 14:59:54 -05:00
Tyler Goodlet 3ed750d324 Add contract table type headers 2018-12-29 16:01:07 -05:00
Tyler Goodlet b4fad3f6a9 Logic factoring 2018-12-29 16:00:18 -05:00
Tyler Goodlet 1866dd1812 Fix for adjusted contracts subscription bug
If quotes are pushed using the adjusted contract symbol (i.e. with
trailing '-1' suffix) the subscriber won't receive them under the
normal symbol. The logic was wrong for determining whether to add
a suffix (was failing for any symbol with an exchange suffix)
which was causing normal data feed subscriptions to fail to match
in every case.

I did some testing of the `optionsIds` parameter to the option quote
endpoint and found that it limits you to 100 symbols so it's not
practical for real-time "all-strike"" chain updating; we have to stick
to filters for now. The only real downside of this is that it seems
multiple filters across multiple symbols is quite latent. I need to
toy with it more to be sure it's not something slow on the client side.
Oh, and store option contract to ids in a `dict` for now as we may want
to try the `optionsIds` thing again down the road as I coordinate with
the QT tech team.
2018-12-29 15:44:32 -05:00
Tyler Goodlet dc581d0bdc Handle "adjusted contract" chains per root 2018-12-26 13:30:50 -05:00
Tyler Goodlet fb876f3770 Drop `OptionChain.start_feed()` 2018-12-25 12:38:04 -05:00
Tyler Goodlet 6cc8b4cc2f Test duplicate feed type quoting 2018-12-23 21:27:47 -05:00
Tyler Goodlet a7fb55179c Handle weekend data from QT yet again 2018-12-23 21:26:57 -05:00
Tyler Goodlet de4fab873b Ids should be allowed without contracts 2018-12-23 21:25:56 -05:00
Tyler Goodlet eb8c9e1a99 Symbol subs must be cid specific 2018-12-23 20:48:06 -05:00