Add a first draft of a working `pyqtgraph.LinearRegionItem` link between
a history view chart (+ data set) and the normal real-time "HFT" chart
set.
Add the history view (aka more downsampled data view) chart set to the
rt/hft set's splitter as it's "first widget". Hook up linear region
callbacks to enable syncing between charts including compenstating for
the downsampling rate ration (in this case hardcoded 60 since 1s to 1M,
but we'll actually compute it going forward obvs).
More to come dawgys..
Adds an additional `GodWidget.hist_linked: LinkedSplits` alongside the
renamed `.rt_linked` to enable 2 sets of linked charts with different
sampled data sets/flows. The history set is added without "all the
fixins" for now (i.e. no order mode sidepane or search integration) such
that it is merely a top level chart which shows a much longer term
history and can be added to the UI via embedding the entire history
linked-splits instance into the real-time linked set's splitter.
Further impl deats:
- adjust the `GodWidget._chart_cache: dict[str, tuple]]` to store both
linked split chart sets per symbol so that symbol switching will
continue to work with the added history chart (set).
- rework `.load_symbol()` to operate on both the real-time (HFT) chart
set and the history set.
- rework `LinkedSplits.set_split_sizes()` to compensate for the history
chart and do more detailed height calcs arithmetic to make it appear
by default as a minor sub-chart.
- adjust `LinkedSplits.add_plot()` and `ChartPlotWidget` internals to allow
adding a plot without a sidepane and/or container `ChartnPane`
composite widget by checking for a `sidepane == False` input.
- make `.default_view()` accept a manual y-axis offset kwarg.
- adjust search mode to provide history linked splits to
`.set_chart_symbol()` call.
As part of supporting a "history view" chart which shows downsampled
datums alongside our 1s (or higher) sampled OHLC we need a separate
buffer to store a the slower history from broker backends. This begins
that design by allocating 2 buffers:
- `rt_shm: ShmArray` which maps to a `/dev/shm/` file with `_rt` suffix
- `hist_shm: ShmArray` which maps to a file with `_hist` suffix
Deliver both of these shms back from both `manage_history()` and load
them as `Feed.rt_shm`/`.hist_shm` on the client side.
Impl deats:
- init the rt buffer with the first datum from loaded history and
assign all OHLC values to that row's 'close' and the vlm to 0.
- pass the hist buffer to the backfiller task
- only spawn **one** global sampler array-row increment task per
`brokerd` and pass in the 1s delay which we presume is our lowest
OHLC sample rate for now.
- drop `open_sample_step_stream()` and just move its body contents into
`Feed.index_stream()`
Instead of worrying about the increment period per shm subscription,
just use the value passed as input and presume the caller knows that
only one task is necessary and that the wakeup (sampling) period should
be the shortest that is needed.
It's very unlikely we don't want at least a 1s sampling (both in terms
of task switching cost and general usage) which will eventually ship as
the default "real-time" feed "timeframe". Further, this "fast" increment
sampling task can handle all lower sampling periods (eg. 1m, 5m, 1H)
based on the current implementation just the same.
Also, add a global default sample period as `_defaul_delay_s` for use in
other internal modules.
Clearly, the linter didn't help us here.. but, just pass the
`brokerd` time for now in the `.broker_time` field; we can't get it from
the fill-case incremental updates in the `openOrders` sub. Add some
notes about this and how we might approach for backends with this
limitation.
This is like, super first-draft-y (and ideally we move to offering an
`piker.data._ahab` super for this) but, it's a start at allowing easy
setup of both paper and live `ib-gw` container spawning. We Expect the
user to input creds for the live account manually and the vnc server is
(hackily) only run inside the paper instance which most of the time
seems to make it possible click on the live gui window and input creds
manually.
We also add extra files for the live instance:
- a `dockering/ib/run_x11_vnc_live.sh` which is is a blank script
that avoids running an `x11vnc` server in the line account cntr.
- a `dockering/ib/jts_live.ini` config which manually sets the live
gw to use the `4001` port for api connections.
Further config tweaks:
- IBC: drop the api dynamic port override, decrease login display
timeout to the riskier but likely to be faster 20s.
- `x11vnc` cmd: got back to using `rfbport` instead of `autoport`, drop
`-logappend` so we see logging on docker console again, drop the
frame cacheing flags and add in some x-hack disable flags.
This fixes a regression added after moving the msg parsing to later in
the order mode startup sequence. The `Allocator` needs to be configured
*to* the initial pos otherwise default settings will show in the UI..
Move the startup config logic from inside `mk_allocator()` to
`PositionTracker.update_from_pp()` and add a flag to allow setting the
`.startup_pp` from the current live one as is needed during initial
load.
In the short case (-ve size) we had a bug where the last sub-slots worth
of exit size would never be limited to zero once the allocator limit pos
size was hit (i.e. you could keep going more -ve on the pos,
exponentially per slot over the limit). It's a simple fix, just
a `max()` around the `l_sub_pp` var used in the next-step-size calc.
Resolves#392
Turns out we were putting too many brokername suffixes in the symbol
field and thus the order mode msg parser wasn't matching the current
asset to said msgs correctly and pps weren't being shown...
This repairs that plus simplifies the order mode initial pos msg loading
to just delegate into `process_trade_msg()` just as is done for
real-time msg updates.
If a setting fails to apply try to log an error msg and revert to the
previous setting by not applying the UI read-update until after the new
`SettingsPane.apply_setting()` call. This prevents crashes when the user
tries to give bad inputs on editable allocator fields.
Previously we only simulated paper engine fills when the data feed
provide L1 queue-levels matched an execution. This patch add further
support for clear-level matches when there are real live clears on the
data feed that are faster/not synced with the L1 (aka usually during
periods of HFT).
The solution was to simply iterate the interleaved paper book entries on
both sides for said tick types and instead yield side-specific predicate
per entry.
Not entirely sure why this all of a sudden became a problem but it seems
price changes on order edits were sometimes resulting in key errors when
modifying paper book entries quickly. This changes the implementation to
not care about matching the last price when keying/popping old orders
and use `bidict`s to more easily pop cleared orders in the paper loop.
When the paper engine is used it seems we can definitely hit races where
order ack msgs arrive close enough to status messages that `trio`
schedules the status processing before the acks. In such cases we want
to be tolerant and not crash but instead warn that we got an
unknown/out-of-order msg.
Tyler Goodlet
goodboy
Guillermo Rodriguez
Guillermo Rodriguez