Commit Graph

3116 Commits (81b7515be0909b4cd1534b15bd35e826ea678743)

Author SHA1 Message Date
Tyler Goodlet 0945033d38 Move all pre-path formatting routines to `._pathops`, proto formatter type 2023-01-13 13:23:49 -05:00
Tyler Goodlet 18857ac077 Expect and update from by-type tick frames
Move to expect and process new by-tick-event frames where the display
loop can now just iterate the most recent tick events by type instead of
the entire tick history sequence - thus we reduce iterations inside the
update loop.

Also, go back to use using the detected display's refresh rate (minus 6)
as the default feed requested throttle rate since we can now handle
much more bursty-ness in display updates thanks to the new framing
format B)
2023-01-13 13:23:49 -05:00
Tyler Goodlet 5a9e985024 Factor info print into func 2023-01-13 13:23:49 -05:00
Tyler Goodlet fe4a69b353 Update/improve qt screen script 2023-01-13 13:23:49 -05:00
Tyler Goodlet 11b254be7a Brighter last OHLC graphics datum by default 2023-01-13 13:23:49 -05:00
Tyler Goodlet 67ad292ff3 Factor setup loop, 1 FSP chain, colors, throttling
Factor out the chart widget creation since it's only executed once
during rendering of the first feed/flow whilst keeping plotitem overlay
creation inside the (flume oriented) init loop. Only create one vlm and
FSP chart/chain for now until we figure out if we want FSPs overlayed by
default or selected based on the "front" symbol in use. Add a default
color-palette set using shades of gray when plotting overlays. Presume
that the display loop's quote throttle rate should be uniformly
distributed over all input symbol-feeds for now. Restore feed pausing on
mouse interaction.
2023-01-13 13:23:49 -05:00
Tyler Goodlet 857cc96d83 Define a single `ChartPlotWidget.feed: Feed` for pause/resume 2023-01-13 13:23:49 -05:00
Tyler Goodlet 21984f6c34 Assign pnl calc output for use when debugging 2023-01-13 13:23:49 -05:00
Tyler Goodlet df9cc0db40 Make `PlotItemOverlay` add items inwards->out
Before this axes were being stacked from the outside in (for `'right'`
and 'bottom'` axes) which is somewhat non-intuitive for an `.append()`
operation. As such this change makes a symbol list stack a set of
`'right'` axes from left-to-right.

Details:
- rename `ComposeGridLayout.items` -> `.pitems`
- return `(int, list[AxisItem])` pairs from `.insert/append_plotitem()`
  and the down stream `PlotItemOverlay.add_plotitem()`.
- drop `PlotItemOverlay.overlays` and add it back as `@property` around
  the underlying `.layout.pitems`.
2023-01-13 13:23:49 -05:00
Tyler Goodlet 9529dd00c6 Drop tick frame builder loop for now 2023-01-13 13:23:49 -05:00
Tyler Goodlet d03a566e40 Adjust FSP UI/mgmt apis to be `Flume` oriented 2023-01-13 13:23:49 -05:00
Tyler Goodlet 99bba1240d Make graphics-update-loop multi-sym aware B)
Initial support for real-time multi-symbol overlay charts using an
aggregate feed delivered by `Feed.open_multi_stream()`.

The setup steps for constructing the overlayed plot items is still very
very rough and will likely provide incentive for better refactoring high
level "charting APIs". For each fqsn passed into `display_symbol_data()`
we now synchronously,
- create a single call to `LinkedSplits.plot_ohlc_main() -> `ChartPlotWidget`
  where we cache the chart in scope and for all other "sibling" fqsns
  we,
- make a call to `ChartPlotWidget.overlay_plotitem()` -> `PlotItem`, hide its axes,
  make another call with this plotitem input to
  `ChartPlotWidget.draw_curve()`, set a sym-specific view box auto-yrange maxmin callback,
  register the plotitem in a global `pis: dict[str, list[pgo.PlotItem, pgo.PlotItem]] = {}`

Once all plots have been created we then asynchronously for each symbol,
- maybe create a volume chart and register it in a similar task-global
  table: `vlms: dict[str, ChartPlotWidget] = {}`
- start fsp displays for each symbol

Then common entrypoints are entered once for all symbols:
- a single `graphics_update_loop()` loop-task is started wherein
  real-time graphics update components for each symbol are created,
      * `L1Labels`
      * y-axis last clearing price stickies
      * `maxmin()` auto-ranger
      * `DisplayState` (stored in a table `dss: dict[str, DisplayState] = {}`)
      * an `increment_history_view()` task
  and a single call to `Feed.open_multi_stream()` is used to create
  a symbol-multiplexed quote stream which drives a single loop over all
  symbols wherein for each quote the appropriate components are looked
  up and passed to `graphics_update_cycle()`.
- a single call to `open_order_mode()` is made with the first symbol
  provided as input, though eventually we want to support passing in the
  entire list.

Further internal implementation details:
- special tweaks to the `pg.LinearRegionItem` setup wherein the region
  is added with a zero opacity and *after* all plotitem overlays to
  avoid and issue where overlays weren't being shown within the region
  area in the history chart.
- all symbol-specific graphics oriented update calls are adjusted to
  pass in the fqsn:
  * `update_fsp_chart()`
  * `ChartView._set_yrange()`
  * ChartPlotWidget.update_graphics_from_flow()`
- avoid a double increment on sample step updates by not calling the
  increment on any vlm chart since it seems the vlm-ohlc chart linking
  already takes care of this now?
- use global counters for the last epoch time step to avoid incrementing
  all views more then once per new time step given underlying shm array
  buffers may be on different array-index values from one another.
2023-01-13 13:23:49 -05:00
Tyler Goodlet 5cec6a59db Only add plot to cursor set if not an overlay 2023-01-13 13:23:49 -05:00
Tyler Goodlet e94620bcd3 Adjust search to handle multi-sym results 2023-01-13 13:23:49 -05:00
Tyler Goodlet 46d6bb07b0 Drop the legacy `relayed_from` cruft from our view box 2023-01-13 13:23:49 -05:00
Tyler Goodlet e7f4340fe1 Only update pnl label on quotes with an fqsn match 2023-01-13 13:23:49 -05:00
Tyler Goodlet 9c08ad105d Pass plotitem to axis from cursor 2023-01-13 13:23:49 -05:00
Tyler Goodlet abb35790fc Adjust L1 labels to expect `.pi: PlotItem` 2023-01-13 13:23:49 -05:00
Tyler Goodlet ad8dc36493 Allocate our internal `Axis` subtype in our `PlotItem` override 2023-01-13 13:23:49 -05:00
Tyler Goodlet 0a3a73c35a Passthrough fqsns list directly to `.load_symbols()` 2023-01-13 13:23:49 -05:00
Tyler Goodlet b0dd7cd65d Initial chart widget adjustments for agg feeds
Main "public" API change is to make `GodWidget.get/set_chart_symbol()`
accept and cache-on fqsn tuples to allow handling overlayed chart groups
and adjust method names to be plural to match.

Wrt `LinkedSplits`,
- create all chart widget axes with a `None` plotitem argument and set
  the `.pi` field after axis creation (since apparently we have another
  object reference causality dilemma..)
- set a monkeyed `PlotItem.chart_widget` for use in axes that still need
  the widget reference.
- drop feed pause/resume for now since it's leaking feed tasks on the
  `brokerd` side and we probably don't really need it any more, and if
  we still do it should be done on the feed not the flume.

Wrt `ChartPlotItem`,
- drop `._add_sticky()` and use the `Axis` method instead and add some
  overlay + axis sanity checks.
- refactor `.draw_ohlc()` to be a lighter wrapper around a call to
  `.add_plot()`.
2023-01-13 13:23:49 -05:00
Tyler Goodlet 3b667b4e2f Simplify OHLC graphic color instance var name 2023-01-13 13:23:49 -05:00
Tyler Goodlet d6a47ac9e8 Add `Axis.add_sticky()` for creating axis labels
We have this method on our `ChartPlotWidget` but it makes more sense to
directly associate axis-labels with, well, the label's parent axis XD.

We add `._stickies: dict[str, YAxisLabel]` to replace
`ChartPlotWidget._ysticks` and pass in the `pg.PlotItem` to each axis
instance, stored as `Axis.pi` instead of handing around linked split
references (which are way out of scope for a single axis).

More work needs to be done to remove dependence on `.chart:
ChartPlotWidget` references in the date axis type as per comments.
2023-01-13 13:23:49 -05:00
Tyler Goodlet a7f0b36870 Add default YAxisLable.x_offset: int` 2023-01-13 13:23:49 -05:00
Tyler Goodlet e07b91ec73 Copy timestamps from source to FSP dest buffer 2023-01-13 13:23:01 -05:00
Tyler Goodlet e5df002f4a TOSQUASH? revert sym.lower() usage? 2023-01-13 13:23:01 -05:00
Tyler Goodlet 89cedee082 Init msg keys are always lower case 2023-01-13 13:23:01 -05:00
Tyler Goodlet 844626f6dc Move `brokerd` service task to root `.data` mod 2023-01-13 13:21:49 -05:00
Tyler Goodlet 470079665f Use new tractor kwargs getter func 2023-01-13 13:21:49 -05:00
Tyler Goodlet 0cd87d9e54 Drop commented markestored spawner code 2023-01-13 13:21:49 -05:00
Tyler Goodlet 09711750bf Registry subsys rework
More or less a revamp (and possibly first draft for something similar in
`tractor` core) which ensures all actor trees attempt to discover the
`pikerd` registry actor.

Implementation improvements include:
- new `Registry` singleton which houses the `pikerd` discovery
  socket-address `Registry.addr` + a `open_registry()` manager which
  provides bootstrapped actor-local access.
- refine `open_piker_runtime()` to do the work of opening a root actor
  and call the new `open_registry()` depending on whether a runtime has
  yet been bootstrapped.
- rejig `[maybe_]open_pikerd()` in terms of the above.
2023-01-13 13:21:49 -05:00
Tyler Goodlet 71ca4c8e1f Use actor uid in shm keys for rt quote buffers
Allows running simultaneous data feed services on the same (linux) host
by avoiding file-name collisions instead keying shm buffer sets by the
given `brokerd` instance. This allows, for example, either multiple dev
versions of the data layer to run side-by-side or for the test suite to
be seamlessly run alongside a production instance.
2023-01-13 13:21:49 -05:00
Tyler Goodlet 9811dcf5f3 Match `services` subcmd to new reg addr module variables 2023-01-13 13:21:49 -05:00
Tyler Goodlet da659cf607 Facepalm: definitely do not short circuit discovery helpers.. 2023-01-13 13:21:49 -05:00
Tyler Goodlet 37e0ec7b7d Assert fixture caller is `pikerd` 2023-01-13 13:21:49 -05:00
Tyler Goodlet 045b76bab5 Make `Flume.index_stream()` defer to new sampling api 2023-01-13 13:21:49 -05:00
Tyler Goodlet c8c641a038 Ensure all sub-services cancel on `pikerd` exit
Previously we were relying on implicit actor termination in
`maybe_spawn_daemon()` but really on `pikerd` teardown we should be sure
to tear down not only all service tasks in each actor but also the actor
runtimes. This adjusts `Services.cancel_service()` to only cancel the
service task scope and wait on the `complete` event and reworks the
`open_context_in_task()` inner closure body to,

- always cancel the service actor at exit.
- not call `.cancel_service()` (potentially causing recursion issues on
  cancellation).
- allocate a `complete: trio.Event` to signal full task + actor termination.
- pop the service task from the `.service_tasks` registry.

Further, add a `maybe_set_global_registry_sockaddr()` helper-cm to do
the work of checking whether a registry socket needs-to/has-been set
and use it for discovery calls to the `pikerd` service tree.
2023-01-13 13:21:49 -05:00
Tyler Goodlet 6a1bb13feb Add base `pikerd` service tree custom check test 2023-01-13 13:21:49 -05:00
Tyler Goodlet 75591dd7e9 Don't raise on quote feed lags to dark clearing loop 2023-01-13 13:21:49 -05:00
Tyler Goodlet d792fed099 Move sync log msg back to info 2023-01-13 13:21:49 -05:00
Tyler Goodlet d66fb49077 Don't deliver shms from `start_backfill()`, they're not used 2023-01-13 13:21:49 -05:00
Tyler Goodlet 78c7c8524c Breakpoint when bad 1m history offsets are detected 2023-01-13 13:21:49 -05:00
Tyler Goodlet a746258f99 `binance`: always request an extra 1min OHLC bar
Seems that by default their history indexing rounds down/back to the
previous time step, so make sure we add a minute inside `Client.bars()`
when the `end_dt=None`, indicating "get the latest bar". Add
a breakpoint block that should trigger whenever the latest bar vs. the
latest epoch time is mismatched; we'll remove this after some testing
verifying the history bars issue is resolved.

Further this drops the legacy `backfill_bars()` endpoint which has been
deprecated and unused for a while.
2023-01-13 13:21:49 -05:00
Tyler Goodlet 5adb234a24 Don't receive sample-index msgs in feed layer 2023-01-13 13:21:49 -05:00
Tyler Goodlet 2778ee1401 Support not registering for sample-index msgs via `sub_for_broadcasts: bool` flag 2023-01-13 13:21:49 -05:00
Tyler Goodlet e0ca5d5200 Use `open_sample_stream()` to increment fsp buffers 2023-01-13 13:21:47 -05:00
Tyler Goodlet b3d1b1aa63 Port feed layer to use new `samplerd` APIs
Always use `open_sample_stream()` to register fast and slow quote feed
buffers and get a sampler stream which we use to trigger
`Sampler.broadcast_all()` calls on the service side after backfill
events.
2023-01-13 13:21:15 -05:00
Tyler Goodlet 5ec1a72a3d Implement a `samplerd` singleton actor service
Now spawned under the `pikerd` tree as a singleton-daemon-actor we offer
a slew of new routines in support of this micro-service:

- `maybe_open_samplerd()` and `spawn_samplerd()` which provide the
  `._daemon.Services` integration to conduct service spawning.
- `open_sample_stream()` which is a client-side endpoint which does all
  the work of (lazily) starting the `samplerd` service (if dne) and
  registers shm buffers for update as well as connect a sample-index
  stream for iterator by the caller.
- `register_with_sampler()` which is the `samplerd`-side service task
  endpoint implementing all the shm buffer and index-stream registry
  details as well as logic to ensure a lone service task runs
  `Services.increment_ohlc_buffer()`; it increments at the shortest period
  registered which, for now, is the default 1s duration.

Further impl notes:
- fixes to `Services.broadcast()` to ensure broken streams get discarded
  gracefully.
- we use a `pikerd` side singleton mutex `trio.Lock()` to ensure
  one-and-only-one `samplerd` is ever spawned per `pikerd` actor tree.
2023-01-13 13:21:15 -05:00
Tyler Goodlet a342f7d2d4 Make `._daemon.Services` for use as singleton
Drop the `_services` module level ref and adjust all client code to
match. Drop struct inheritance and convert all methods to class level.
Move `Brokerd.locks` -> `Services.locks` and add sampling mod to pikerd
enabled set.
2023-01-13 13:21:15 -05:00
Tyler Goodlet 2c76cee928 Begin formalizing `Sampler` singleton API
We're moving toward a single actor managing sampler work and distributed
independently of `brokerd` services such that a user can run samplers on
different hosts then real-time data feed infra. Most of the
implementation details include aggregating `.data._sampling` routines
into a new `Sampler` singleton type.

Move the following methods to class methods:
- `.increment_ohlc_buffer()` to allow a single task to increment all
  registered shm buffers.
- `.broadcast()` for IPC relay to all registered clients/shms.

Further add a new `maybe_open_global_sampler()` which allocates
a service nursery and assigns it to the `Sampler.service_nursery`; this
is prep for putting the step incrementer in a singleton service task
higher up the data-layer actor tree.
2023-01-13 13:21:15 -05:00