Commit Graph

293 Commits (764f647578428386c103838381993523b15e84e7)

Author SHA1 Message Date
Tyler Goodlet a7fb55179c Handle weekend data from QT yet again 2018-12-23 21:26:57 -05:00
Tyler Goodlet de4fab873b Ids should be allowed without contracts 2018-12-23 21:25:56 -05:00
Tyler Goodlet eb8c9e1a99 Symbol subs must be cid specific 2018-12-23 20:48:06 -05:00
Tyler Goodlet 11222e1176 Only resort when the sort field actually changed 2018-12-18 20:28:26 -05:00
Tyler Goodlet d4e36b1e55 Jeeze, don't overwrite the payload for each channel... 2018-12-17 19:15:29 -05:00
Tyler Goodlet 5af90c044f Drop contracts cache; that wasn't the bottleneck
This also fixes a bug where option subscriptions weren't actually being
changed when a new call was made..
2018-12-16 23:56:03 -05:00
Tyler Goodlet 3fd01c42f2 Define highlight on click logic in `Cell` 2018-12-15 19:42:15 -05:00
Tyler Goodlet 1f608b2498 Even less latent 2018-12-15 19:41:12 -05:00
Tyler Goodlet a13b13e144 Highlight current expiry; mutex data feed access 2018-12-15 19:40:54 -05:00
Tyler Goodlet 7ed409501d Even less bouncy 2018-12-15 16:38:33 -05:00
Tyler Goodlet 07eb8ae5e0 Use binary search (bisection) to sort table rows
This is an optimization to improve performance when the UI is fed real
time data. Instead of resorting all rows on every quote update, only
re-render when the sort key appears in the quote data, and further, only
resort rows which are changed using bisection based widget insertion to
avoid having `kivy` re-add widgets (and thus re-render graphics) more
often than absolutely necessary.
2018-12-15 16:28:28 -05:00
Tyler Goodlet 721e3803b2 Shorter title of IV: implied volatility 2018-12-15 16:27:41 -05:00
Tyler Goodlet 70435e3b15 Always push an option smoke quote for UI init 2018-12-15 16:26:54 -05:00
Tyler Goodlet e3a3a8765c Remove destroyed widgets from mouse over list 2018-12-15 16:26:21 -05:00
Tyler Goodlet 948ee3cadf Cache contracts lookup once at startup 2018-12-13 13:11:07 -05:00
Tyler Goodlet 9e4786e62f Initial dynamic option chain UI draft
There's still a ton to polish (and some bugs to fix) but this is a first
working draft of a real-time option chain!

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

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

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

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

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

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

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

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

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

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

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

Relates to #27
2018-06-07 00:26:49 -04:00