Commit Graph

2090 Commits (87fab6c5b1b5d51f8513eec4804e8f0871e763a5)

Author SHA1 Message Date
Tyler Goodlet 87fab6c5b1 Try downsampling mkts data 2022-04-13 08:11:57 -04:00
Tyler Goodlet 2d719f88d2 Drop old type annot 2022-04-13 08:11:57 -04:00
Tyler Goodlet d3fb9f228d Comment each special key combo 2022-04-13 08:11:57 -04:00
Tyler Goodlet 58f6aa4308 Load any symbol-matching shm array if no `marketstored` found 2022-04-13 08:11:57 -04:00
Tyler Goodlet 1eb62e7678 Get ib key hack script to work with reconnect 2022-04-13 08:11:57 -04:00
Tyler Goodlet 965ea120e9 Move ib data reset script into a new `scripts/` dir 2022-04-13 08:11:57 -04:00
Tyler Goodlet fbdcbc9304 Use new `tractor.query_actor()` for service checking 2022-04-13 08:11:57 -04:00
Tyler Goodlet 7f87d09bf0 Return all timeframe arrays if `timeframe` not passed as input 2022-04-13 08:11:57 -04:00
Tyler Goodlet f7a0f117a0 Make `pikerd` work again without `--tsdb` flag 2022-04-13 08:11:57 -04:00
Tyler Goodlet ae986e9fcf Add a service checker predicate 2022-04-13 08:11:57 -04:00
Tyler Goodlet cad6508b28 Allow kill-child-proc-with-root-perms to fail silently in `tractor` reaping 2022-04-13 08:11:57 -04:00
Tyler Goodlet 46ad8557cd Proxy `marketstore` container log level to our own 2022-04-13 08:11:57 -04:00
Tyler Goodlet 85658a165c Prototype a high level `Storage` api
Starts a wrapper around the `marketstore` client to do basic ohlcv query
and retrieval and prototypes out write methods for ohlc and tick.
Try to connect to `marketstore` automatically (which will fail if not
started currently) but we will eventually first do a service query.

Further:

- get `pikerd` working with and without `--tsdb` flag.
- support spawning `brokerd` with no real-time quotes.
- bring back in "fqsn" support that was originally not
  in this history before commits factoring.
2022-04-13 08:11:57 -04:00
Tyler Goodlet 387cb51ca2 Doc str formatting 2022-04-13 08:11:57 -04:00
Tyler Goodlet 3c6f412a5b Add latency measures around diffs/writes to mkts 2022-04-13 08:11:57 -04:00
Tyler Goodlet 852f9e3e64 Prototype out writing `1Sec` OHLCV data 2022-04-13 08:11:57 -04:00
Tyler Goodlet 0af809849b Better doc string 2022-04-13 08:11:57 -04:00
Tyler Goodlet 5871aba04c Persist backing `/data/` filesystem across container runs 2022-04-13 08:11:57 -04:00
Tyler Goodlet 0904b48a23 Get basic OHLCV writes working with `anyio` client 2022-04-13 08:11:57 -04:00
Tyler Goodlet c2b5a3d225 Pass in daemon name to `start_ahab()` 2022-04-13 08:11:57 -04:00
Tyler Goodlet 4c5ea60035 Map the grpc port and add graceful container teardown
Not sure how I missed mapping the 5995 grpc port 🤦; done now.
Also adds graceful teardown using SIGINT with included container
logging relayed to the piker console B).
2022-04-13 08:11:57 -04:00
Tyler Goodlet abf7b14717 Revive `ms-shell` sub-cmd 2022-04-13 08:11:57 -04:00
Tyler Goodlet a6613161c3 Add WIP backfiller from data feed helper 2022-04-13 08:11:57 -04:00
Tyler Goodlet 6d38f3d0cb Better handle nested erros from docker client 2022-04-13 08:11:57 -04:00
Tyler Goodlet 0877d09bbf Add back in legacy write loop for reference 2022-04-13 08:11:57 -04:00
Tyler Goodlet 98ec2b71ae Add back in OHLCV dtype template and client side ws streamer 2022-04-13 08:11:57 -04:00
Tyler Goodlet 00cd77a0ad Drop ununsed `Services` ref 2022-04-13 08:11:57 -04:00
Tyler Goodlet cbf1dca0b1 Py3.9+ type updates 2022-04-13 08:11:57 -04:00
Tyler Goodlet 7cdf7f5d13 Add `--tsdb` flag to start `marketstore` with `pikerd` 2022-04-13 08:11:57 -04:00
Tyler Goodlet 4130a1d2d6 De-escalate sudo perms in `pikerd` once docker spawns 2022-04-13 08:11:57 -04:00
Tyler Goodlet 17aa59b1f9 Handle the non-root perms case specifically too 2022-04-13 08:11:57 -04:00
Tyler Goodlet c27ce637c8 Add explicit no-docker error and supervisor start task-func 2022-04-13 08:11:56 -04:00
Tyler Goodlet 86b9c9a8f9 Type annot updates 2022-04-13 08:11:56 -04:00
Tyler Goodlet 54741ad9c6 Drop old client instantiate line 2022-04-13 08:11:56 -04:00
Tyler Goodlet 4670e66348 Drop import, it's got madness with and SIGINT? 2022-04-13 08:11:56 -04:00
Tyler Goodlet a3620a93ca Add a super simple `marketstore` container supervisor 2022-04-13 08:11:56 -04:00
Tyler Goodlet ddd92bb2ba Extract non-sudo user for config dir path 2022-04-13 08:11:56 -04:00
Tyler Goodlet 12a1074f0e Basic module-script for spawning `marketstore`, needs correct bind mount usage 2022-04-13 08:11:56 -04:00
Guillermo Rodriguez eb41ecb4db Still WIP, switch to using new marketstore client, missing streaming from marketstore 2022-04-13 08:11:56 -04:00
Guillermo Rodriguez bec76bfe59 Simplify and optimize tick format, similar to techtonicdb's 2022-04-13 08:11:56 -04:00
Guillermo Rodriguez ea1d7e4598 Add multi ingestor support and update to new feed API 2022-04-13 08:11:56 -04:00
Tyler Goodlet 681ea18c41 Only update y mxmn from L1 when last index in view 2022-04-13 08:11:56 -04:00
Tyler Goodlet b02a43466f Only update y-range from L1 mxmn when last index in view
We still have to always keep track of the last max and min
though.
2022-04-13 08:11:34 -04:00
Tyler Goodlet 229d269ae4 Drop old `pyqtgraph` downsample code 2022-04-13 08:11:34 -04:00
Tyler Goodlet 6f4216e102 Tweak log-scaler for more detail 2022-04-13 08:11:34 -04:00
Tyler Goodlet fadc7a7b10 Drop `._ic` debugging prints 2022-04-13 08:11:34 -04:00
Tyler Goodlet 985acb30a8 Display loop mega-cleanup
The most important changes include:
- iterating the new `Flow` type and updating graphics
- adding detailed profiling
- increasing the min uppx before graphics updates are throttled
- including the L1 spread in y-range calcs so that you never have the
  bid/ask go "out of view"..
- pass around `Flow`s instead of shms
- drop all the old prototyped downsampling code
2022-04-13 08:11:34 -04:00
Tyler Goodlet 91b4816c88 Allow passing a `plotItem` to `.draw_curve()`
If manually managing an overlay you'll likely call `.overlay_plotitem()`
and then a plotting method so we need to accept a plot item input so
that the chart's pi doesn't get assigned incorrectly in the `Flow` entry
(though it is by default if no input is provided).

More,
- add a `Flow.graphics` field and set it to the `pg.GraphicsObject`.
- make `Flow.maxmin()` return `None` in the "can't calculate" cases.
2022-04-13 08:11:34 -04:00
Tyler Goodlet 6fa00cc2ce Fsp UI initialization updates
- set shm refs on `Flow` entries.
- don't run a graphics cycle on 'update' msgs from the engine
  if the containing chart is hidden.
- drop `volume` from flows map and disable auto-yranging
  once $vlm comes up.
2022-04-13 08:11:34 -04:00
Tyler Goodlet 6f0fba30c8 Disconnect signals in `ChartView.disable_auto_yrange()`
Allows for removing resize callbacks for a flow/overlay that you wish to
remove from view (eg. unit volume after dollar volume is up) and thus
less general interaction callback overhead for any plot you don't wish
to show or resize.

Further,
- drop the `autoscale_linked_plots` block for now since with
  multi-view-box overlays each register their own vb resize slots
- pull the graphics object from the chart's `Flow` map inside
  `.maybe_downsample_graphics()`
2022-04-13 08:11:34 -04:00