Commit Graph

4249 Commits (7258d57c69db91bb81da34c54026107cbbfec70f)

Author SHA1 Message Date
Tyler Goodlet e03da40867 Add a config get/set API (from @guilledk) ? 2023-06-27 13:42:08 -04:00
Tyler Goodlet f8af13d010 binance: add `submit_cancel()` & listen key mgmt
Patch again originally from @guilledk and adds a sesh for futures
testnet as well as a order canceller method B)
2023-06-27 13:42:08 -04:00
Tyler Goodlet 1d9c195506 kraken: tidy up paper mode activation comments 2023-06-27 13:42:08 -04:00
Tyler Goodlet d3a504864a Add draft `brokercnf` CLI cmd from @guilledk 2023-06-27 13:42:08 -04:00
Tyler Goodlet f99e8fe7eb binance: dynamically choose the rest method
Instead of having a buncha logic branches for 'get', 'post', etc. just
pass the `method: str` and do a attr lookup on the `asks` sesh.

Also, adjust the `trades_dialogue()` ep to switch to paper mode when no
client API key is detected/loaded.
2023-06-27 13:42:08 -04:00
Guillermo Rodriguez bc4ded2662 binance: start drafting live order ctl endpoints
First draft originally by @guilledk but update by myself 2 years later
xD. Will crash at runtime but at least has the machinery to setup signed
requests for auth-ed endpoints B)

Also adds a generic `NoSignature` error for when credentials are not
present in `brokers.toml` but user is trying to access auth-ed eps with
the client.
2023-06-27 13:42:08 -04:00
Tyler Goodlet 35359861bb .brokers._daemon: add notes around needed brokerd respawn tech 2023-06-27 13:41:47 -04:00
Tyler Goodlet a44bc4aeb3 binance: pre-#520 fixes for `open_cached_client()` import and struct-field casting 2023-06-27 13:41:47 -04:00
Tyler Goodlet c4277ebd8e .ui._display: filter y-ranging to `_auction_ticks`
Since we only ever want to do incremental y-range calcs based on the
price always skip any tick types emitted by the data daemon which aren't
defined in the fundamental set. Further, toss in a new `debug_n_trade:
bool` toggle which by default turns off all loggin and profiler calls;
if you want to do profiling this has to now be adjusted manually!
2023-06-27 13:41:47 -04:00
Tyler Goodlet d42aa60325 Define the flattened "fundamental double auction" emitted tick type set 2023-06-27 13:41:47 -04:00
Tyler Goodlet c57d4b2181 ib: map some tick types particulary "volumeRate" to avoid auto-range issue 2023-06-27 13:41:47 -04:00
Tyler Goodlet 6c10c2f623 order_mode: add comment around `Order` being a dict bug 2023-06-27 13:41:47 -04:00
Tyler Goodlet ad31631a8f Always round order pane $limit to 3 digits 2023-06-27 13:41:47 -04:00
Tyler Goodlet 020a3955d2 Always use fully expanded FQME throughout `.clearing`
Since crypto backends now also may expand an FQME like `xbteur.kraken`
-> `xbteur.spot.kraken` (by filling in the venue token), we need to use
this identifier when looking up per-market order dialogs or submitting
new requests. The simple fix is to simply look up that expanded from
from the `Feed.flumes` table which is always keyed by the `MktPair.fqme:
str` - the expanded form.
2023-06-27 13:41:47 -04:00
Tyler Goodlet 736bbbff77 view_mode: drop rounding dispersions and "debug print" 2023-06-27 13:41:47 -04:00
Tyler Goodlet 80461e18a5 Use `MktPair.price_tick: Decimal` in dark triggers
This was actually incorrect prior, we were rounding triggered limit
orders with the `.size_tick` value's digits when we should have been
using the `.price_tick` (facepalm). So fix that and compute the rounding
number of digits (as passed to the round(<value>, ndigits=<here>)`
builtin) and store it in the `DarkBook.triggers` tuples so that at
trigger/match time the round call is done *just prior* to msg send to
`brokerd` given the last known live L1 queue price.
2023-06-27 13:41:47 -04:00
Tyler Goodlet a149e71fb1 ib: pull vnc sockaddrs from brokers.toml config if defined 2023-06-27 13:41:47 -04:00
Tyler Goodlet b28b38afab Fix double cancel bug!
Not sure how this lasted so long without complaint (literally since we
added history 1m OHLC it seems; guess it means most backends are pretty
tolerant XD ) but we've been sending 2 cancels per order (dialog) due to
the mirrored lines on each chart: 1s and 1m. This fixes that by
reworking the `OrderMode` methods to be a bit more sane and less
conflated with the graphics (lines) layer.

Deatz:
- add new methods:
  - `.oids_from_lines()` line -> oid extraction,
  - `.cancel_orders()` which makes the order client cancel requests from
    a `oids: list[str]`.
- re-impl `.cancel_all_orders()` and `.cancel_orders_under_cursor()` to
  use the above methods thus fixing the original bug B)
2023-06-27 13:41:47 -04:00
Tyler Goodlet 84613cd596 clearing._messages: don't require `.symbol` in brokerd side error msgs 2023-06-27 13:41:47 -04:00
Tyler Goodlet 909f880211 ib: prep for passing `Client` to data reset hacker
Since we want to be able to support user-configurable vnc socketaddrs,
this preps for passing the piker client direct into the vnc hacker
routine so that we can (eventually load) and read the ib brokers config
settings into the client and then read those in the `asyncvnc` task
spawner.
2023-06-27 13:41:47 -04:00
Tyler Goodlet bc58e42a74 Refine accounting related config loading routine doc strings 2023-06-27 13:41:47 -04:00
Tyler Goodlet 77dfeb4bf2 Update brokerd msgs with modern type annots, add a "closed" status 2023-06-27 13:41:47 -04:00
Tyler Goodlet f2c1988536 Better empty account console msg styling 2023-06-27 13:41:47 -04:00
Tyler Goodlet 81d5ca9bc2 ib: drop `ibis` import and use fq object imports instead 2023-06-27 13:41:47 -04:00
Tyler Goodlet a4b8fb2d6b Woops, drop paper mode detection on client side.. 2023-06-27 13:41:47 -04:00
Tyler Goodlet e7437cb722 Facepalm, break on first matching trades ep.. 2023-06-27 13:41:47 -04:00
Tyler Goodlet f81ea64cab Drop unused `Union` 2023-06-27 13:41:47 -04:00
Tyler Goodlet 2e878ca52a Don't pass loglevel to trade dialog endpoint
It's been getting setup in the `brokerd` daemon-actor spawn task for
a while now and worker tasks already get a ref to that global log
instance so they don't need to care (in data or trading) task spawn
endpoints.

Also move to the new `open_trade_dialog()` naming for working broker
backends B)
2023-06-27 13:41:47 -04:00
Tyler Goodlet 6b2e85e4b3 Add type-annots to sampler subscription method internals 2023-06-27 13:41:47 -04:00
Tyler Goodlet 6a1c49be4e view_mode: handle duplicate overlay dispersions
Discovered due to originally having a history loading bug between
btcusdt futes display where the same time series was being loaded into
the graphics system, this avoids the issue where 2 (or more) curves are
measured to have the same dispersion and thus do not get added as unique
entries to the `overlay_table: dict[float, tuple]` during the scaling
phase..

Practically speaking this should never really be a problem if the curves
(and their backing timeseries) are indeed unique but keying the
overlay table by the dispersion and the `Viz` is a minimal performance
hit when looping the sorted table and is a lot nicer then you **do want
to show** duplicate curves then having one overlay just not be ranged
correctly at all XD
2023-06-27 13:41:47 -04:00
Tyler Goodlet 0f8c685735 .clearing._client: return early on cancel-dead-dialog attempts 2023-06-27 13:41:47 -04:00
Tyler Goodlet 921e18728c Move `._cacheables.open_cached_client()` into `.brokers` pkg mod 2023-06-27 13:41:47 -04:00
Tyler Goodlet c0552fa352 Just use brokermods dict directly in chart entrypoint now 2023-06-27 13:41:47 -04:00
Tyler Goodlet 90810dcffd Right partition the fqme to remove broker part in mkt-info cli 2023-06-27 13:41:47 -04:00
Tyler Goodlet ebbfa7f48d Passthrough kwargs to `open_cached_client()` 2023-06-27 13:41:47 -04:00
Tyler Goodlet bb02775cab Change `ledger` CLI to use new `open_brokerd_dialog()`
Instead of effectively (and poorly) duplicating the trade dialog setup
logic, just use the new helper we exposed in the EMS module B)
Also, handle paper accounts that have no ledger / positions existing.
2023-06-27 13:41:47 -04:00
Tyler Goodlet b15e736e3e Change `piker symbol-info` -> `mkt-info`
As part of bringing the brokerd agnostic APIs up to date and modernizing
wrapping CLIs, this adds a new sub-cmd to allow more or less directly
calling the `.get_mkt_info()` broker mod endpoint and dumping the both
the backend specific `Pair`-ish and `.accounting.MktPair` normalized
version to console.

Deatz:
- make the click config's `brokermods` entry a `dict`
- make `.brokers.core.mkt_info()` strip the broker name part from the
  input fqme before calling the backend.
2023-06-27 13:41:47 -04:00
Tyler Goodlet cc3037149c Factor `brokerd` trade dialog init into acm
Connecting to a `brokerd` daemon's trading dialog via a helper `@acm`
func is handy so that arbitrary trading middleware clients **and** the
ems can setup a trading dialog and, at the least, query existing
position state; this is in fact our immediate need when simply querying
for an account's position status in the `.accounting.cli.ledger` cli.

It's now exposed (for now) as `.clearing._ems.open_brokerd_dialog()` and
is called by the `Router.maybe_open_brokerd_dialog()` for every new
relay allocation or paper-account engine instance.
2023-06-27 13:41:47 -04:00
Tyler Goodlet d704d631ba Add `store ldshm` subcmd
Changed from the old `store clone` to instead simply load any shm buffer
matching a user provided `FQME: str` pattern; writing to parquet file is
only done if an explicit option flag is passed by user.

Implement new `iter_dfs_from_shms()` generator which allows interatively
loading both 1m and 1s buffers delivering the `Path`, `ShmArray` and
`polars.DataFrame` instances per matching file B)

Also add a todo for a `NativeStorageClient.clear_range()` method.
2023-06-27 13:41:47 -04:00
Tyler Goodlet 58c096bfad Bleh go back to using pdbp for REPL in anal 2023-06-27 13:41:47 -04:00
Tyler Goodlet 9eeea51165 Define shm buffer sizing in `.data.history`
Also adjust sizing such that the history buffer will backfill the last
six years by default (in 1m OHLC) and the hft buffer will do only 3 days
worth. Also ensure the fsp layer passes the src shm's buffer size when
allocating since the size is now required by allocators in the shm apis.
2023-06-27 13:41:47 -04:00
Tyler Goodlet 33ec27715b Sync shm mod with dev version in `tractor`, drop buffer sizing vars, require `size: int` to all allocators 2023-06-27 13:41:47 -04:00
Tyler Goodlet e1be098406 Only hard re-render `Viz`s matching backfill deats
Avoid unnecessarily re-rendering the wrong (1min OHLC history) chart
and/or other such charts with update tasks listening to the sampler
stream. Instead only redraw in tasks which are updating vizs which match
the actual details of the backfill event.

We can probably also eventually match against a range tuple (emitted in
the msg) and then have the task further only update the formatter layer
unless the range is actually in view?
2023-06-27 13:41:47 -04:00
Tyler Goodlet dd3e4b5a1f Emit backfill details in broadcasts
Send both the `Viz.name` and `timeframe: int` so that the UI side can
match against them and only update a lone curve in a single plot.
2023-06-27 13:41:47 -04:00
Tyler Goodlet 2a1835843f Drop `wap_in_history` stuff from display loop
It's no longer part of the default OHLCV array-buffer schema and just
generally we should be processing and managing **any** non source data
in the FSP subsystem(s) despite it maybe being provided as a default by
some backends.
2023-06-27 13:41:47 -04:00
Tyler Goodlet 8947932289 Use last 16 steps in period detection, not first 16.. 2023-06-27 13:41:47 -04:00
Tyler Goodlet 0484e97382 Try to not overrun shm during gap backfilling.. 2023-06-27 13:41:47 -04:00
Tyler Goodlet 5251561e20 TOCHERRY: into #486, add polars/apache deps for nix 2023-06-27 13:41:47 -04:00
Tyler Goodlet 937d8c410d binance: add futes API link, freeze the agg tradez struct 2023-06-27 13:41:47 -04:00
Tyler Goodlet 75ff3921b6 ib: fix mega borked hist queries on gappy assets
Explains why stuff always seemed wrong before XD

Previously whenever a time-gappy asset (like a stock due to it's venue
operating hours) was being loaded, we weren't querying for a "durations
worth" of bars and this was causing all sorts of actual gaps in our
data set that shouldn't exist..

Fix that by always attempting to retrieve a min aggregate-time's
worth/duration of bars/datums in the history manager. Actually,
i implemented this in both the feed and api layers for this backend
since it doesn't seem to strictly work just implementing it at the
`Client.bars()` level, not sure why but..

Also, buncha `ruff` linting cleanups and fix the logger nameeee, lel.
2023-06-27 13:41:47 -04:00