Commit Graph

1756 Commits (999d3efdd7b9af0b3f751d603663d47580fdd413)

Author SHA1 Message Date
Tyler Goodlet 1f9f2b873a Super fast switching, just hide loaded charts 2021-05-27 13:05:22 -04:00
Tyler Goodlet 0627f7dcee First draft: symbol switching via QLineEdit widget 2021-05-27 13:05:22 -04:00
Tyler Goodlet 27aed85404 Handle no matching symbols case 2021-05-27 13:05:22 -04:00
goodboy 36530d9cf6
Merge pull request #184 from pikers/binance_syminfo_and_mintick
Binance syminfo and mintick
2021-05-26 12:11:02 -04:00
Tyler Goodlet 6cc325f855 Add fuzzywuzzy dep for search 2021-05-25 08:50:48 -04:00
Tyler Goodlet 9cad59366f Extract min tick info from symbol data 2021-05-25 08:46:10 -04:00
Tyler Goodlet 165d6257fa Get symbol search working for binance 2021-05-25 08:46:04 -04:00
goodboy 9c821c8cfd
Merge pull request #181 from pikers/syseng_tweaks
Syseng tweaks
2021-05-25 08:39:06 -04:00
goodboy b03fd80a38
Merge pull request #177 from pikers/update_throttling
Naively throttle graphics updates to 60 FPS
2021-05-25 08:33:19 -04:00
Tyler Goodlet 9e367432fd Minimize update to Qt reported display's refresh rate 2021-05-25 06:56:18 -04:00
Tyler Goodlet e623c58754 Naively throttle graphics updates to 60 FPS 2021-05-25 06:33:22 -04:00
Tyler Goodlet f51e12819a Attach to order client *after* feed connection to speed up the startup time 2021-05-24 12:27:23 -04:00
Tyler Goodlet 319eacd8c1 Use compact async with tuple syntax from py3.9 2021-05-24 12:26:50 -04:00
Tyler Goodlet efd93d058a Breakout fsp rt loop as non-closure for readability 2021-05-24 12:26:44 -04:00
Tyler Goodlet f6f4a0cd8d Use tractor settings for qtractor 2021-05-24 12:26:34 -04:00
Tyler Goodlet 74b4b4b130 Expose registry port as dict 2021-05-24 12:26:28 -04:00
Tyler Goodlet dcc60524cb Add remote context allocation api to service daemon
This allows for more deterministically managing long running sub-daemon
services under `pikerd` using the new context api from `tractor`.
The contexts are allocated in an async exit stack and torn down at root
daemon termination. Spawn brokerds using this method by changing the
persistence entry point to be a `@tractor.context`.
2021-05-24 12:26:11 -04:00
Tyler Goodlet 435e005d6e Drop quantdum legend item 2021-05-24 12:23:02 -04:00
Tyler Goodlet 0b36bacfb6 Avoid weird `pydantic` runtime warning 2021-05-24 12:22:17 -04:00
Tyler Goodlet 2635ade908 Reminder to remove msgpack-numpy 2021-05-24 12:20:48 -04:00
Tyler Goodlet 9b59471dc1 Pass debug flag down to any daemons 2021-05-24 12:20:20 -04:00
Tyler Goodlet 6e70bc4fa7 New tractor non-default port 2021-05-24 12:19:38 -04:00
Tyler Goodlet 4d03d62641 Don't submit limits on alerts 2021-05-24 12:17:16 -04:00
Tyler Goodlet ecd94ce24d Better indexing logic? 2021-05-24 12:17:08 -04:00
Tyler Goodlet 7b8c482719 Add reconnect logic help link 2021-05-24 12:16:49 -04:00
Tyler Goodlet 9c3f8ff050 Only do context unsubs in main feed bus path 2021-05-24 12:16:26 -04:00
Tyler Goodlet a7cee86fea Just de-lint imports 2021-05-24 12:16:15 -04:00
goodboy 372b0dbace
Merge pull request #170 from guilledk/binance_backend
Add Binance backend
2021-05-24 10:54:55 -04:00
goodboy 02809df694
Merge pull request #176 from pikers/py3.9
Py3.9 bbys
2021-05-22 15:35:44 -04:00
Tyler Goodlet f95ae79cff Officially pin to python 3.9+
The numba stuff was resolved re:
https://github.com/numba/numba/issues/6345#issuecomment-775873609

Resolves #126
2021-05-22 15:25:07 -04:00
Tyler Goodlet 088ea8c3ec Skip CLI tests due to questrade dependency for now 2021-05-22 15:12:12 -04:00
Tyler Goodlet b6d8c300d4 Slap in brokers.toml template if none exists 2021-05-22 15:11:39 -04:00
Guillermo Rodriguez a0dfdd935f
Post @goodboy review commit 2021-05-21 22:23:35 -03:00
Guillermo Rodriguez 169420b5f3
Merge pull request #2 from pikers/binance_aggtrades_and_ohlc_parsing
Get binance OHLC history and quote format correct
2021-05-21 17:19:12 -03:00
Tyler Goodlet 7b26bd45e2 Get binance OHLC history and quote format correct
This gets the binance provider meeting the data feed schema requirements
of both the OHLC sampling/charting machinery as well as proper
formatting of historical OHLC history.

Notably,
- spec a minimal ohlc dtype based on the kline endpoint
- use a dataclass to parse out OHLC bar datums and pack into np.ndarray/shm
- add the ``aggTrade`` endpoint to get last clearing (traded) prices,
  validate with ``pydantic`` and then normalize these into our tick-quote
  format for delivery over the feed stream api.
- a notable requirement is that the "first" quote from the feed must
  contain a 'last` field so the clearing system can start up correctly.
2021-05-21 15:35:36 -04:00
Tyler Goodlet 2ef5a52521 Fix broken import in ib backend 2021-05-20 19:34:45 -04:00
Tyler Goodlet 5a98e17d7f Name the test job.. 2021-05-20 17:16:52 -04:00
Tyler Goodlet d910af4dcf Need our pinned deps too..facepalm 2021-05-20 17:13:32 -04:00
Tyler Goodlet 8aeaf22e4f Fix ci syntax 2021-05-20 16:26:19 -04:00
Tyler Goodlet b8d9b4a5ac Add seperate test job installing test deps 2021-05-20 16:23:56 -04:00
Tyler Goodlet beecea52e4 Run py3.9 and tests in CI 2021-05-20 16:13:10 -04:00
Tyler Goodlet 0228db7811 Skip questrade tests for now
They need to be run with a local private API key and haven't been ported
to latest data apis anyway. It's also a broker most peeps aren't going
to be using any time soon.
2021-05-20 16:11:49 -04:00
goodboy 955b9f01a4
Merge pull request #172 from guilledk/make_piker_install_again
Minor fixes to make piker installable again
2021-05-16 19:27:37 -04:00
Guillermo Rodriguez 432bd96474
Added missing toml dependency to setup.py
Pinned qdarkstyle to 2.8.1
Updated arrow timestamp api used in kraken backend
2021-05-16 18:53:54 -03:00
Guillermo Rodriguez 604e195bc0
Got rid of websocket OHLC API, and added l1 tick streaming 2021-05-07 10:59:08 -03:00
Guillermo Rodriguez 7e493625f6
Finally backfilling is working, still need to work on realtime updates! 2021-05-05 10:17:52 -03:00
Guillermo Rodriguez d327584039
Rough translation of kraken backend to binance API, still missing some
important parts
2021-05-04 22:52:53 -03:00
goodboy 9de02321d8
Merge pull request #169 from pikers/tractor_open_stream_from
Port to new tractor stream api
2021-05-04 10:41:49 -04:00
Tyler Goodlet c08f192f77 Move charting to new tractor stream api
This required a fsp task spawning logic rework which ended up being
cleaner just spawning tasks in a loop sequentially instead of trying
a 2-phase spawn-then-initialize approach.

This also includes changes from the symbol search branch hacked in.
Mostly it includes isolating the main chart startup-sequence to a
function that can be run in a new task every time a new symbol is
requested by the selector/searcher. The actual search functionality
obviously isn't in here yet but minor changes are included as part of
pulling out the `tractor` stream api patch from the symbol search dev
branch.
2021-04-29 11:28:00 -04:00
Tyler Goodlet d3b50b9920 Port clearing engine to new tractor stream api 2021-04-29 09:10:36 -04:00