Use fqsn as input to the client-side EMS apis but strip broker-name
stuff before generating and sending `Brokerd*` msgs to each backend for
live order requests (since it's weird for a backend to expect it's own
name, though maybe that could be a sanity check?).
Summary of fqsn use vs. broker native keys:
- client side pps, order requests and general UX for order management
use an fqsn for tracking
- brokerd side order dialogs use the broker-specific symbol which is
usually nearly the same key minus the broker name
- internal dark book and quote feed lookups use the fqsn where possible
In order to support instruments with lifetimes (aka derivatives) we need
generally need special symbol annotations which detail such meta data
(such as `MNQ.GLOBEX.20220717` for daq futes). Further there is really
no reason for the public api for this feed layer to care about getting
a special "brokername" field since generally the data is coming directly
from UIs (eg. search selection) so we might as well accept a fqsn (fully
qualified symbol name) which includes the broker name; for now a suffix
like `'.ib'`. We may change this schema (soon) but this at least gets us
to a point where we expect the full name including broker/provider.
An additional detail: for certain "generic" symbol names (like for
futes) we will pull a so called "front contract" and map this to
a specific fqsn underneath, so there is a double (cached) entry for that
entry such that other consumers can use it the same way if desired.
Some other machinery changes:
- expect the `stream_quotes()` endpoint to deliver it's `.started()` msg
almost immediately since we now need it deliver any fqsn asap (yes
this means the ep should no longer wait on a "live" first quote and
instead deliver what quote data it can right away.
- expect the quotes ohlc sampler task to add in the broker name before
broadcast to remote (actor) consumers since the backend isn't (yet)
expected to do that add in itself.
- obviously we start using all the new fqsn related `Symbol` apis
Move the core ws message handling into `stream_messages()` and call that
from 2 new stream processors: `process_data_feed_msgs()` and
`process_order_msgs()`. Add comments for hints on how to implement the
order msg parsing as well as `pprint` received msgs to console for now.
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)
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..
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.
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.
Tyler Goodlet
Konstantine Tsafatinos
wattygetlood
wattygetlood