Commit Graph

3018 Commits (a342f7d2d4b4f30d7a186514b284a5f819b2384f)

Author SHA1 Message Date
Tyler Goodlet 15630f465d Limit ohlc queries to 800k datums to avoid `purepc` size error 2022-05-09 11:15:13 -04:00
Tyler Goodlet ce3229df7d Get sync-to-marketstore-tsdb history retrieval workinnn 2022-05-09 11:15:13 -04:00
Tyler Goodlet 53ad5e6f65 Handle "fatal" level log msgs in docker super 2022-05-09 11:15:13 -04:00
Tyler Goodlet 41325ad418 Add basic tsdb history loading
If `marketstore` is detected try to only load most recent missing data
from the data provider (broker) and the rest from the tsdb and push it
all to shm for display in the UI. If the provider/broker doesn't have
the history client endpoint, just use the old one for now so we can
start to incrementally add support. Don't start the ohlc step
incrementer task until the backend signals that the feed is live.
2022-05-09 11:15:13 -04:00
Tyler Goodlet a971de2b67 Drop `ms-shell`, add `piker storesh` cmd 2022-05-09 11:15:13 -04:00
Tyler Goodlet ca48577c60 Add diffing logic to `tsdb_history_update()`
Add some basic `numpy` epoch slice logic to generate append and prepend
arrays to write to the db.

Mooar cool things,
- add a `Storage.delete_ts()` method to wipe a column series from the db
  easily.
- don't attempt to read in any OHLC series by default on client load
- add some `pyqtgraph` profiling and drop manual latency measures
- if no db series for the fqsn exists write the entire shm array
2022-05-09 11:15:13 -04:00
Tyler Goodlet 950cb03e07 Drop `pandas` to `numpy` converter 2022-05-09 11:15:13 -04:00
Tyler Goodlet 907b7dd5c6 Disable re-connect for now in ib script 2022-05-09 11:15:13 -04:00
Tyler Goodlet 6cdd017cd6 Ensure bfqsn is lower cased for feed api consumers
Also, Start tinkering with `tractor.trionics.ipython_embed()`

In effort to get back to a usable REPL around the mkts client
this adds usage of the new `tractor` integration api as well as logic
for skipping backfilling if existing tsdb arrays are found.
2022-05-09 11:15:13 -04:00
Tyler Goodlet 6dc6d00a9b Try downsampling mkts data 2022-05-09 11:15:13 -04:00
Tyler Goodlet ba250c7197 Comment each special key combo 2022-05-09 11:15:13 -04:00
Tyler Goodlet 565573b609 Load any symbol-matching shm array if no `marketstored` found 2022-05-09 11:15:13 -04:00
Tyler Goodlet 39b4d2684a Get ib key hack script to work with reconnect 2022-05-09 11:15:13 -04:00
Tyler Goodlet 25dfe4115d Move ib data reset script into a new `scripts/` dir 2022-05-09 11:15:13 -04:00
Tyler Goodlet 6c6f2abd06 Use new `tractor.query_actor()` for service checking 2022-05-09 11:15:13 -04:00
Tyler Goodlet 9138f376f7 Return all timeframe arrays if `timeframe` not passed as input 2022-05-09 11:15:13 -04:00
Tyler Goodlet f582af4c9f Make `pikerd` work again without `--tsdb` flag 2022-05-09 11:15:13 -04:00
Tyler Goodlet dd2edaeb3c Add a service checker predicate 2022-05-09 11:15:13 -04:00
Tyler Goodlet 3d6d77364b Allow kill-child-proc-with-root-perms to fail silently in `tractor` reaping 2022-05-09 11:15:13 -04:00
Tyler Goodlet 8003878248 Proxy `marketstore` container log level to our own 2022-05-09 11:15:13 -04:00
Tyler Goodlet 706c8085f2 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.
2022-05-09 11:15:13 -04:00
Tyler Goodlet cbe74d126e Doc str formatting 2022-05-09 11:15:13 -04:00
Tyler Goodlet 3dba456cf8 Add latency measures around diffs/writes to mkts 2022-05-09 11:15:13 -04:00
Tyler Goodlet 4555a1f279 Prototype out writing `1Sec` OHLCV data 2022-05-09 11:15:13 -04:00
Tyler Goodlet a2fe814857 Better doc string 2022-05-09 11:15:13 -04:00
Tyler Goodlet 8c558d05d6 Persist backing `/data/` filesystem across container runs 2022-05-09 11:15:13 -04:00
Tyler Goodlet e1bbcff8e0 Get basic OHLCV writes working with `anyio` client 2022-05-09 11:15:13 -04:00
Tyler Goodlet ba82a18890 Pass in daemon name to `start_ahab()` 2022-05-09 11:15:13 -04:00
Tyler Goodlet d9773217e9 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).
2022-05-09 11:15:13 -04:00
Tyler Goodlet 2c51ad2a0d Revive `ms-shell` sub-cmd 2022-05-09 11:15:13 -04:00
Tyler Goodlet 56fa759452 Add WIP backfiller from data feed helper 2022-05-09 11:15:13 -04:00
Tyler Goodlet 4bcc301c01 Better handle nested erros from docker client 2022-05-09 11:15:13 -04:00
Tyler Goodlet 445b82283d Add back in legacy write loop for reference 2022-05-09 11:15:13 -04:00
Tyler Goodlet 8047714101 Add back in OHLCV dtype template and client side ws streamer 2022-05-09 11:15:13 -04:00
Tyler Goodlet 970393bb85 Drop ununsed `Services` ref 2022-05-09 11:15:13 -04:00
Tyler Goodlet ed5bae0e11 Py3.9+ type updates 2022-05-09 11:15:13 -04:00
Tyler Goodlet facc86f76e Add `--tsdb` flag to start `marketstore` with `pikerd` 2022-05-09 11:15:13 -04:00
Tyler Goodlet 7395b56321 De-escalate sudo perms in `pikerd` once docker spawns 2022-05-09 11:15:13 -04:00
Tyler Goodlet aecc5973fa Handle the non-root perms case specifically too 2022-05-09 11:15:13 -04:00
Tyler Goodlet faa5a785cb Add explicit no-docker error and supervisor start task-func 2022-05-09 11:15:13 -04:00
Tyler Goodlet 7d2e9bff46 Type annot updates 2022-05-09 11:15:13 -04:00
Tyler Goodlet ec413541d3 Drop old client instantiate line 2022-05-09 11:15:13 -04:00
Tyler Goodlet 9203ebe044 Drop import, it's got madness with and SIGINT? 2022-05-09 11:15:13 -04:00
Tyler Goodlet fbd3d1e308 Add a super simple `marketstore` container supervisor 2022-05-09 11:15:13 -04:00
Tyler Goodlet 1cdb94374c Extract non-sudo user for config dir path 2022-05-09 11:15:13 -04:00
Tyler Goodlet aca3ca8aa6 Basic module-script for spawning `marketstore`, needs correct bind mount usage 2022-05-09 11:15:13 -04:00
Guillermo Rodriguez 943b02573d Still WIP, switch to using new marketstore client, missing streaming from marketstore 2022-05-09 11:15:13 -04:00
Guillermo Rodriguez 897a5cf2f6 Simplify and optimize tick format, similar to techtonicdb's 2022-05-09 11:15:13 -04:00
Guillermo Rodriguez 3c09bfba57 Add multi ingestor support and update to new feed API 2022-05-09 11:15:13 -04:00
goodboy c849bb9c4c
Merge pull request #309 from pikers/no_orderid_in_error
Allow `None` for `BrokerdError.reqid`
2022-05-09 11:08:33 -04:00