Commit Graph

1903 Commits (a3b2ba9ae9f14b309f84ba08b2c4081f44ee593b)

Author SHA1 Message Date
Tyler Goodlet 94d3f67707 Move marker level-line-positioning anchor to new module 2021-09-06 09:28:10 -04:00
Tyler Goodlet 3aab6d67e9 Use label anchor 2021-09-06 09:28:10 -04:00
Tyler Goodlet 791fd23524 Remove `LevelLine.add_label()`, add dynamic pp marker label 2021-09-06 09:28:10 -04:00
Tyler Goodlet 62517c1662 Add user defined anchor support to label; reorg mod 2021-09-06 09:28:10 -04:00
Tyler Goodlet 0dc18598fb Add a client side order dialog type for tracking flows in the UI 2021-09-05 13:59:40 -04:00
Tyler Goodlet bd754b740d Only re-calc avg pp price on pp size increases 2021-09-05 13:59:40 -04:00
Tyler Goodlet 62dd327ef3 Drop `_graphics` subpkg; flat is better then nested 2021-09-05 13:59:40 -04:00
Tyler Goodlet 449c4210e4 Add per session paper position tracking
Generate and maintain position messages in the paper engine for each
`pikerd` session. We no longer tear down the engine on each client
disconnect. Ensure -ve size on sells to make the math work.
2021-09-05 13:59:40 -04:00
Tyler Goodlet 908678da84 Add more futes, add in order status comments 2021-09-05 13:59:40 -04:00
Tyler Goodlet 1c59a01a78 Make subplot proportion slightly larger 2021-09-05 13:59:40 -04:00
Tyler Goodlet fd5c72f97d WIP position market offscreen nav 2021-09-05 13:59:40 -04:00
goodboy ad174c5c21
Merge pull request #204 from pikers/ib_adhoc_derivs
Ib adhoc derivs search
2021-09-02 12:57:12 -04:00
Tyler Goodlet d3838c2a8b Use built-in type generics 2021-09-02 12:55:10 -04:00
Tyler Goodlet eb5762d912 Add adhoc-symbols search for ib
This gives us fast search over a known set of symbols you can't search
for with the api such as futures and commodities contracts.

Toss in a new client method to lookup contract details
`Client.con_deats()` and avoid calling it for now from `.search_stock()`
for speed; it seems originally we were doing the 2nd lookup due to weird
suffixes in the `.primaryExchange` which we can just discard.
2021-09-02 10:55:37 -04:00
Tyler Goodlet 2227721dac Only set event if entry still exists 2021-09-02 10:52:21 -04:00
Tyler Goodlet 3dad779c90 Add commented catch to skip backpressure errors wen debugging 2021-09-01 10:26:49 -04:00
Tyler Goodlet d940957455 Support account passthrough in `.submit_limit()` 2021-09-01 10:26:49 -04:00
Tyler Goodlet ffbfd187ad Raise cache miss on a disconnected ib client 2021-09-01 10:26:49 -04:00
Tyler Goodlet c6aa867c9b Add more futes, add in order status comments 2021-09-01 10:26:49 -04:00
Tyler Goodlet 4527d4a677 Allocate an event per context 2021-09-01 10:17:03 -04:00
Tyler Goodlet 26cb7aa660 Drop tractor stream shielding use 2021-09-01 09:03:55 -04:00
Tyler Goodlet 2df16e11ed Re-implement client caching using `maybe_open_ctx` 2021-09-01 09:01:25 -04:00
Tyler Goodlet c3682348fe Use the actor's service nursery instead
In order to ensure the lifetime of the feed can in fact be kept open
until the last consumer task has completed we need to maintain
a lifetime which is hierarchically greater then all consumer tasks.

This solution is somewhat hacky but seems to work well: we just use the
`tractor` actor's "service nursery" (the one normally used to invoke rpc
tasks) to launch the task which will start and keep open the target
cached async context manager. To make this more "proper" we may want to
offer a "root nursery" in all piker actors that is exposed through some
singleton api or even introduce a public api for it into `tractor`
directly.
2021-08-31 12:46:47 -04:00
Tyler Goodlet 1184a4d88e Cache sample step streams per actor 2021-08-31 09:28:22 -04:00
Tyler Goodlet bbcce0cab6 Facepalm^2: pass through kwargs 2021-08-30 18:04:19 -04:00
Tyler Goodlet cae7f486e4 Revert "Lol, don't use `maybe_open_feed()` for now, it's totally borked..."
Think this was fixed by passing through `**kwargs` in
`maybe_open_feed()`, the shielding for fsp respawns wasn't being
properly passed through..

This reverts commit 2f1455d423.
2021-08-30 17:55:10 -04:00
Tyler Goodlet ff322ae7be Re-impl ctx-mng caching using `trio.Nursery.start()`
Maybe i've finally learned my lesson that exit stacks and per task ctx
manager caching is just not trionic.. Use the approach we've taken for
the daemon service manager as well: create a process global nursery for
each unique ctx manager we wish to cache and simply tear it down when
the number of consumers goes to zero.

This seems to resolve all prior issues and gets us error-free cached
feeds!
2021-08-30 17:54:43 -04:00
Tyler Goodlet 2f1455d423 Lol, don't use `maybe_open_feed()` for now, it's totally borked... 2021-08-26 17:04:59 -04:00
Tyler Goodlet 2a9d24ccac Remove dead OHLC index consumers from subs list on error 2021-08-26 17:04:59 -04:00
Tyler Goodlet fe0d66e847 Drop removed module import 2021-08-26 17:04:59 -04:00
Tyler Goodlet 1e42f58478 Add pause/resume feed api, delegate to msg stream for broadcast api 2021-08-26 17:04:59 -04:00
Tyler Goodlet 2f5abaa47a Add njs token bucket gist url 2021-08-26 17:04:59 -04:00
Tyler Goodlet c8e320849a Add super basic support for data feed "pausing" 2021-08-26 17:04:59 -04:00
Tyler Goodlet 0c9516051b TO SQUASH cached ctx. 2021-08-26 17:04:59 -04:00
Tyler Goodlet 71b50fdae8 Use broadcast chan for order client and avoid chan repacking 2021-08-26 17:04:59 -04:00
Tyler Goodlet 954dc6a8b0 Fix missing cache hit bool element of return 2021-08-26 17:04:59 -04:00
Tyler Goodlet 310d8f485e Add disclaimer to old data mod 2021-08-26 17:04:59 -04:00
Tyler Goodlet 2202abc9fb Add (lack of proper) ring buffer note 2021-08-26 17:04:59 -04:00
Tyler Goodlet 7d0f47364c Use `maybe_open_feed()` in ems and fsp daemons 2021-08-26 17:04:59 -04:00
Tyler Goodlet a7d3afc9b1 Add a `maybe_open_feed()` which uses new broadcast chans
Try out he new broadcast channels from `tractor` for data feeds
we already have cached. Any time there's a cache hit we load the
cached feed and just slap a broadcast receiver on it for the local
consumer task.
2021-08-26 17:04:59 -04:00
Tyler Goodlet 224dbbc4e3 Drop feed refs 2021-08-26 17:04:59 -04:00
Tyler Goodlet 7d5add1c3a Add an njs cache gist link 2021-08-26 17:04:59 -04:00
Tyler Goodlet 66f1d91541 Let's abstractify: -> 2021-08-26 17:04:59 -04:00
Tyler Goodlet 68ce5b3550 Add lifo cache to new module; drop "utils", bleh 2021-08-26 17:04:59 -04:00
Tyler Goodlet 0ce8057823 Move feed cacheing to cache mod; put entry retreival into ctx mng 2021-08-26 17:04:59 -04:00
Tyler Goodlet a0660e553f Start top level cacheing apis module 2021-08-26 17:04:59 -04:00
Tyler Goodlet 146c684f21 Cache `brokerd` feeds for reuse in clearing loop 2021-08-26 17:04:59 -04:00
Tyler Goodlet 89b2089562 Fixup missing ib section handling; drop `.api` subsection 2021-08-24 10:27:25 -04:00
Tyler Goodlet d5394ac677 Fix TWS triggered trades msg packing 2021-08-24 10:26:41 -04:00
Tyler Goodlet a10d20c041 Add ib config section support 2021-07-27 07:09:01 -04:00
Conrad Steenberg afafe56ec0 Remove List typing 2021-07-21 18:30:50 -07:00
Conrad Steenberg c830183073 More fixes, some reversions 2021-07-21 18:26:24 -07:00
Conrad Steenberg 3912b22b41 Fix a few QtGui -> QtWidget issues 2021-07-21 18:26:24 -07:00
Conrad Steenberg 9d8d8fd1a2 Fix PyQt5 error 2021-07-21 10:53:40 -07:00
Tyler Goodlet 83ad071cb4 Load provider search engines in tasks instead of exit stack 2021-07-11 11:13:35 -04:00
Tyler Goodlet 90588018a6 Label doc tweak 2021-07-11 11:13:35 -04:00
Tyler Goodlet 26c333ff22 Only close event send side (facepalm) 2021-07-08 10:55:47 -04:00
Tyler Goodlet 48053588da Don't cancel handler nursery, let errors bubble 2021-07-08 10:55:47 -04:00
Tyler Goodlet 830ef90721 Enable contents labels on q for "query" 2021-07-08 10:55:47 -04:00
Tyler Goodlet 8b966cd7e4 Port all to use new cursor and ohlc refs 2021-07-08 10:55:47 -04:00
Tyler Goodlet b6eeed1ae0 Move contents labels management to cursor mod
Add a new type/api to manage "contents labels" (labels that sit in
a view and display info about viewed data) since it's mostly used by
the linked charts cursor. Make `LinkedSplits.cursor` the new and only
instance var for the cursor such that charts can look it up from that
common class. Drop the `ChartPlotWidget._ohlc` array, just add
a `'ohlc'` entry to `._arrays`.
2021-07-08 10:55:47 -04:00
Tyler Goodlet d3d5d4ad06 Drop global order lines map
Orders in order mode should be chart oriented since there's a mode per
chart. If you want all orders just ask the ems or query all the charts
in a loop.

This fixes cancel-all-orders such that when 'cc' is tapped only the
orders on the *current* chart are cancelled, lel.
2021-07-08 10:55:47 -04:00
Tyler Goodlet 91209b7d6e Use group status for symbol loading 2021-07-08 10:55:47 -04:00
Tyler Goodlet 37180a4e4e Fix old msg clearing var name 2021-07-08 10:55:47 -04:00
Tyler Goodlet eeeeb29f71 Add order cancellation and submission statuses
Generalize the methods for cancelling groups of orders (all or those
under cursor) and add new group status support such that statuses for
each cancel or order submission is displayed in the status bar. In the
"cancel-all-orders" case, use the new group status stuff.
2021-07-08 10:55:47 -04:00
Tyler Goodlet 572f984d06 Add an all order lines getter method 2021-07-08 10:55:47 -04:00
Tyler Goodlet 0133f0b589 Add "group statuses" support to status bar
Allows for submitting a top level "group status" associated with
a "group key" which eventually resolves once all sub-statuses associated
with that group key (and thus top level status) complete and are also
removed. Also add support for a "final message" for each status such
that once the status clear callback is called a final msg is placed on
the status bar that is then removed when the next status is set.

It's all a questionable bunch of closures/callbacks but it worx.
2021-07-08 10:55:47 -04:00
Tyler Goodlet 53074b552a Add fast tap key sequence support and order-mode-type statuses 2021-07-08 10:55:47 -04:00
Tyler Goodlet 3650db3321 Make alerts solid line only 2021-07-08 10:55:47 -04:00
Tyler Goodlet 0ded790330 Didn't end up needing a task stack 2021-07-08 10:55:47 -04:00
Tyler Goodlet ca23825aff Start input handling **after** order mode is up 2021-07-08 10:55:47 -04:00
Tyler Goodlet c971997f1a Don't access unset cursor 2021-07-08 10:55:47 -04:00
Tyler Goodlet aabbc12b82 Beautifully simplify kb handling code with set ops 2021-07-08 10:55:47 -04:00
Tyler Goodlet 983a517a8c Drop old commented behaviour; see parent class if needed 2021-07-08 10:55:47 -04:00
Tyler Goodlet 03c95ca908 Factor press and release handling into same qtloop 2021-07-08 10:55:47 -04:00
Tyler Goodlet 569b2efb51 Move region selection to editors mod 2021-07-08 10:55:47 -04:00
Tyler Goodlet 4a37cf768f Move line and arrow editors to new mod 2021-07-08 10:55:47 -04:00
Tyler Goodlet 93af8c936c Port cursor and axes to new widget names 2021-07-08 10:55:47 -04:00
Tyler Goodlet 75804a441c Convert view box to async input handling
Instead of callbacks for key presses/releases convert our `ChartView`'s
kb input handling to async code using our event relaying-over-mem-chan
system. This is a first step toward a more async driven modal control
UX. Changed a bunch of "chart" component naming as part of this as well,
namely: `ChartSpace` -> `GodWidget` and `LinkedSplitCharts` ->
`LinkedSplits`. Engage the view boxe's async handler code as part of new
symbol data loading in `display_symbol_data()`. More re-orging to come!
2021-07-08 10:55:47 -04:00
Tyler Goodlet 85621af8af Extend Qt event relaying
Add an `open_handler()` ctx manager for wholesale handling event sets
with a passed in async func. Better document and implement the event
filtering core including adding support for key "auto repeat" filtering;
it turns out the events delivered when `trio` does its guest-most tick
are not the same (Qt has somehow consumed them or something) so we have
to do certain things (like getting the `.type()`, `.isAutoRepeat()`,
etc.) before shipping over the mem chan. The alt might be to copy the
event objects first but haven't tried it yet. For now just offer
auto-repeat filtering through a flag.
2021-07-08 10:55:47 -04:00
Tyler Goodlet 91907bf5ef Drop old dialogues pop flag, the client does it on teardown 2021-07-08 10:17:31 -04:00
Tyler Goodlet f4a998655b Feed detach must explicitly unsub throttled streams
If a client attaches to a quotes data feed and requests a throttle rate,
be sure to unsub that side-band memchan + task when it detaches and
especially so on any transport connection error.

Also, use an explicit `tractor.Context.cancel()` on the client feed
block exit since we removed the implicit cancel option from the
`tractor` api.
2021-07-07 07:51:09 -04:00
Tyler Goodlet 9f897ba75c Support multiple client trade flows over one `brokerd~
There is no reason to have more then `brokerd` trades dialogue stream
open per `emsd`. Here we minimize to managing that lone stream and
multiplexing msgs from each client such that multiple clients can be
connected to the ems, conducting trading without requiring multiple
ems-client connections to the backend broker and without the broker
being aware there are even multiple flows going on.

This patch also sets up for being able to have ems clients which
register to receive and track trade flows from other piker clients thus
enabling so called "multi-player" trading where orders for both paper
and live trades can be shared between multiple participants in the form
of a pre-broker, local clearing service and trade signals dark book.
2021-07-07 07:51:09 -04:00
Tyler Goodlet 8b6fb83257 Pop subscriber streams on connection errors 2021-07-07 07:51:09 -04:00
Tyler Goodlet 003fa6254f Don't forget to pop the brokerd dialogue on teardown.. 2021-07-07 07:51:09 -04:00
Tyler Goodlet 8f05254c80 Better live order handling logic 2021-07-07 07:51:09 -04:00
Tyler Goodlet a7e106be96 Avoid multiple `brokerd` trades dialogue flows
This solves a bunch of issues to do with `brokerd` order status msgs
getting relayed for each order to **every** correspondingly connected
EMS client. Previously we weren't keeping track of which emsd orders
were associated with which clients so you had backend msgs getting
broadcast to all clients which not only resulted in duplicate (and
sometimes erroneous, due to state tracking) actions taking place in the
UI's order mode, but it's also just duplicate traffic (usually to the
same actor) over multiple logical streams. Instead, only keep up **one**
(cached) stream with the `trades_dialogue()` endpoint such that **all**
emsd orders route over that single connection to the particular
`brokerd` actor.
2021-07-07 07:51:09 -04:00
Tyler Goodlet 9c24bb6480 Make json resp log debug level 2021-07-07 07:07:01 -04:00
Tyler Goodlet 7b6e34aaf4 Better formalize `pikerd` service semantics
An async exit stack around the new `@tractor.context` is problematic
since a pushed context can't bubble errors unless the exit stack has
been closed. But in that case why do you need the exit stack if you're
going to push it and wait it right away; it seems more correct to use
a nursery and spawn a task in `pikerd` that waits on the both the
target context completion first (thus being able to bubble up any errors
from the remote, and top level service task) and the sub-actor portal.
(Sub)service Daemons are spawned with `.start_actor()` and thus will
block forever until cancelled so, add a way to cancel them explicitly
which we'll need eventually for restarts and dynamic feed management.

The big lesson here is that async exit stacks are not conducive to
spawning and monitoring service tasks, and especially so if
a `@tractor.context` is used since if the `.open_context()` call isn't
exited (only possible by the stack being closed), then there will be no
way for `trio` to cancel the task that pushed that context (since it
can't run a checkpoint while yielded inside the stack) without also
cancelling all other contexts pushed on that stack. Presuming one
`pikerd` task is used to do the original pushing (which it was) then
any error would have to kill all service daemon tasks which obviously
won't work.

I see this mostly as the painz of tinkering out an SC service manager
with `tractor` / `trio` for the first time, so try to go easy on the
process ;P
2021-07-06 16:41:41 -04:00
Tyler Goodlet cc9a720af7 Don't use a context stack for contexts 2021-07-06 16:41:10 -04:00
Tyler Goodlet df2f6487ff Apply `brokerd` quote rate throttling when requested in `open_feed()` 2021-06-14 21:55:51 -04:00
Tyler Goodlet ccf81520cb First attempt data feed side quote throttling
Adding binance's "hft" ws feeds has resulted in a lot of context
switching in our Qt charts, so much so it's chewin CPU and definitely
worth it to throttle to the detected display rate as per discussion in
issue #192.

This is a first very very naive attempt at throttling L1 tick feeds on
the `brokerd` end (producer side) using a constant and uniform delivery
rate by way of a `trio` task + mem chan.  The new func is
`data._sampling.uniform_rate_send()`. Basically if a client request
a feed and provides a throttle rate we just spawn a task and queue up
ticks until approximately the next display rate's worth period of time
has passed before forwarding. It's definitely nothing fancy but does
provide fodder and a start point for an up and coming queueing eng to
start digging into both #107 and #109 ;)
2021-06-14 21:43:19 -04:00
Tyler Goodlet 57a35a3c6c Port feed bus endpoint to a `@tractor.context` 2021-06-14 10:55:01 -04:00
Tyler Goodlet 3455ebc60c Cast back to tuples after msgspec strips them... 2021-06-14 00:03:05 -04:00
Tyler Goodlet 588b5c317c Drop unseralizable "sec tag" for now 2021-06-14 00:02:23 -04:00
Tyler Goodlet f320f95288 Drop old hi-dpi font inches sizes 2021-06-13 23:59:02 -04:00
Tyler Goodlet d269edc0b3 Re-org main window singleton into a new module
Avoids some cyclical and confusing import time stuff that we needed to get
DPI aware fonts configured from the active display. Move the main window
singleton into its own module and add a `main_window()` getter for it.
Make `current_screen()` a ``MainWindow` method to avoid so many module
variables.
2021-06-13 23:47:52 -04:00
Tyler Goodlet 84f61c9a92 Avoid clearing cached results; detect repeats later 2021-06-10 13:23:28 -04:00
Tyler Goodlet 0dcadec11a Add multi-status updates throughout chart init 2021-06-10 13:23:28 -04:00
Tyler Goodlet 90b0673052 Add multi-status support to window 2021-06-10 13:23:28 -04:00
Tyler Goodlet ce67022e2e Only add font size scaled down when dpi scaling > 2 2021-06-10 13:23:28 -04:00
Tyler Goodlet 9d31f8ca6a Add default "small" dpi aware font 2021-06-10 13:23:28 -04:00
Tyler Goodlet f68295653d Load cache search before other providers 2021-06-10 13:23:28 -04:00
Tyler Goodlet 112b3f0f07 Drop hidpi font size hacking from contents labels 2021-06-10 13:23:28 -04:00
Tyler Goodlet e924cbeb43 Min debounce period for faster cached completions 2021-06-10 13:23:28 -04:00
Tyler Goodlet 62c456f8eb Downscale fonts on scaled-down hidpi displays 2021-06-10 13:23:28 -04:00
Tyler Goodlet 193f4f945c Flip to using scaled hi DPI detected by Qt 2021-06-10 13:23:28 -04:00
Tyler Goodlet bb1c549d94 Add some initial status updates during startup 2021-06-10 13:23:28 -04:00
Tyler Goodlet df50700aa5 Style a basic status bar and add a mode label to it 2021-06-10 13:23:28 -04:00
Tyler Goodlet a9cdb94ff3 Port styling to latest `qtdarkstyle` version 2021-06-10 13:23:28 -04:00
Tyler Goodlet 74b63b9868 Add mode label to right side 2021-06-10 13:23:28 -04:00
Tyler Goodlet cc60ad46fc Skip chart updates if parent widget is hidden to save cpus 2021-06-10 13:23:28 -04:00
Tyler Goodlet 7da7dee02b Add mode name to viewbox 2021-06-10 13:23:28 -04:00
Tyler Goodlet 78e04e66a5 Add mode names to search, repair LIFO ordering on select 2021-06-10 13:23:28 -04:00
Tyler Goodlet 0564bbd9c3 Use focus switch signal to update status bar 2021-06-10 13:23:28 -04:00
Tyler Goodlet 754a5cce4f WIP toying with a simple status bar 2021-06-10 13:23:28 -04:00
Tyler Goodlet 8d02778158 Don't bail on unknown order ids 2021-06-10 12:02:57 -04:00
Tyler Goodlet 95f466b93d Fix to msg attr access 2021-06-10 12:02:26 -04:00
goodboy 689bc0cde0
Merge pull request #190 from pikers/ems_to_bidir_streaming
Ems to bidir streaming
2021-06-10 08:45:44 -04:00
Tyler Goodlet a9cc3210d8 Grr pydantic being a weirdo 2021-06-10 08:37:21 -04:00
Tyler Goodlet a9cbacd8aa Move details assignements to static declaration 2021-06-10 08:24:51 -04:00
Tyler Goodlet b06cb5bb5a Comments clean and improvments 2021-06-10 08:24:10 -04:00
Tyler Goodlet a1f605bd52 Clear out old commented code 2021-06-09 13:21:56 -04:00
Tyler Goodlet 8e8a005128 Fix attr accesses on msg type 2021-06-09 12:22:02 -04:00
Konstantine Tsafatinos 90e5a10a66 modify error string to format: <name>.<provider> 2021-06-09 12:02:05 -04:00
Tyler Goodlet 4cae470f3a Pass "arbiter" socket correctly 2021-06-08 15:57:01 -04:00
Tyler Goodlet 47e7baa0c9 Ensure paperboi is shield killed on teardown 2021-06-08 15:56:34 -04:00
Tyler Goodlet db92683ede Port ib orders to new msgs and bidir streaming api 2021-06-08 14:33:41 -04:00
Tyler Goodlet 6e58f31fd8 Port EMS to typed messaging + bidir streaming
This moves the entire clearing system to use typed messages using
`pydantic.BaseModel` such that the streamed request-response order
submission protocols can be explicitly viewed in terms of message
schema, flow, and sequencing. Using the explicit message formats we can
now dig into simplifying and normalizing across broker provider apis to
get the best uniformity and simplicity.

The order submission sequence is now fully async: an order request is
expected to be explicitly acked with a new message and if cancellation
is requested by the client before the ack arrives, the cancel message is
stashed and then later sent immediately on receipt of the order
submission's ack from the backend broker. Backend brokers are now
controlled using a 2-way request-response streaming dialogue which is
fully api agnostic of the clearing system's core processing; This
leverages the new bi-directional streaming apis from `tractor`.  The
clearing core (emsd) was also simplified by moving the paper engine to
it's own sub-actor and making it api-symmetric with expected `brokerd`
endpoints.

A couple of the ems status messages were changed/added:
'dark_executed' -> 'dark_triggered'
added 'alert_triggered'

More cleaning of old code to come!
2021-06-08 14:33:30 -04:00
Tyler Goodlet 0dabc6ad26 Port paper engine to new msgs and run in sub-actor
This makes the paper engine look IPC-wise exactly like any
broker-provider backend module and uses the new ``trades_dialogue()``
2-way streaming endpoint for commanding order requests.

This serves as a first step toward truly distributed forward testing
since the paper engine can now be run out-of tree from `pikerd` if
needed thus demonstrating how real-time clearing signals can be shared
between fully distinct services.
2021-06-08 14:32:03 -04:00
Tyler Goodlet 23094d8624 Spec out brokerd 2-way trade dialogue messages 2021-06-08 14:31:43 -04:00
Tyler Goodlet 02459cd964 Use new top level portal import 2021-06-08 14:31:14 -04:00
Tyler Goodlet 0bcad35c70 Set ack time on pydantic model 2021-06-08 14:31:04 -04:00
Tyler Goodlet f9238f3a8a Validate client message updates 2021-06-08 14:30:47 -04:00
Konstantine Tsafatinos 099bf260f5 fix unknown kraken symbol raised error 2021-06-01 18:01:45 -04:00
Tyler Goodlet f4c9e20f0d Avoid `numpy` type usage on the wire 2021-06-01 10:48:23 -04:00
Tyler Goodlet edf3af9777 Drop waits to half-seconds 2021-06-01 10:48:23 -04:00
Tyler Goodlet 9931accc52 Port clearing systems to new tractor context api
This avoids somewhat convoluted "hackery" making 2 one-way streams
between the order client and the EMS and instead uses the new
bi-directional streaming and context API from `tractor`. Add a router
type to the EMS that gets setup by the initial service tree and which
we'll eventually use to work toward multi-provider executions and
order-trigger monitoring. Move to py3.9 style where possible throughout.
2021-06-01 10:48:23 -04:00
Tyler Goodlet 7fb2c95ef1 Factor daemon spawning logic, use it to spawn emsd 2021-06-01 10:48:23 -04:00
Tyler Goodlet 9792b9aa7d Drop search pause config; use default 2021-05-28 14:11:02 -04:00
Tyler Goodlet 51a8308105 Lower connection timeout duration 2021-05-28 14:11:02 -04:00
Tyler Goodlet b689adaeb0 Throttle L1 label updates at a lower rate 2021-05-28 14:11:02 -04:00
Tyler Goodlet ff856a6ee3 Woops, make unsub pairs a list 2021-05-28 14:11:02 -04:00
Tyler Goodlet 19711bf024 Reconnect slow binance conns instead of error 2021-05-28 14:11:02 -04:00
Tyler Goodlet 1a7b06c147 Limit l1 graphics updates to half the refresh rate 2021-05-28 14:11:02 -04:00
Tyler Goodlet d0e3f5a51c Port binance and kraken to "reliable" ws API 2021-05-28 14:11:02 -04:00
Tyler Goodlet 89dc3dde61 Move no bs websocket api into its own data module 2021-05-28 14:11:02 -04:00
Tyler Goodlet ee71f445fb Clear entries on no results returned per task 2021-05-28 14:08:24 -04:00
Tyler Goodlet a31b83c5ca Don't ever send plain whitespace a search pattern 2021-05-28 13:44:30 -04:00
Tyler Goodlet ea3d96e7ed Accept arbitrary QEvent subscriptions via a set 2021-05-28 13:30:26 -04:00
Tyler Goodlet 7fa9f3f542 Add `Client.search_symbols()` to all backends, use it in `piker search` 2021-05-28 12:29:58 -04:00
Tyler Goodlet c56c7b8540 Increase min debounce period, stop searching on user nav selection 2021-05-28 10:16:00 -04:00
Tyler Goodlet 50aff72f8e Don't require map (yet) in backend modules 2021-05-27 13:05:23 -04:00
Tyler Goodlet ec6ea32dda Don't pass through linked charts x-axis handle 2021-05-27 13:05:23 -04:00
Tyler Goodlet e88e5b8ce2 Decrease binance search debounce period 2021-05-27 13:05:23 -04:00
Tyler Goodlet 3e39e9620c Add a no data available error 2021-05-27 13:05:23 -04:00
Tyler Goodlet 7dfc7f7fa2 Factor chart selection into widget, cleanups, add resource links 2021-05-27 13:05:23 -04:00
Tyler Goodlet ab3adcee9e Get basic switch-on-click mouse support working 2021-05-27 13:05:23 -04:00
Tyler Goodlet 607e1a8299 Add per-provider-async searching with status updates 2021-05-27 13:05:23 -04:00
Tyler Goodlet 89beb92866 Add api for per-section filling/clearing
Makes it so we can move toward separate provider results fills in an
async way, on demand.

Also,
- add depth 1 iteration helper method
- add section finder helper method
- fix last selection loading to be mostly consistent
2021-05-27 13:05:23 -04:00
Tyler Goodlet c478ddaed0 Disable cursor blink globally 2021-05-27 13:05:23 -04:00
Tyler Goodlet 924960a359 Add label to search bar 2021-05-27 13:05:23 -04:00
Tyler Goodlet 46d88965d3 Get LIFO sort on cache syms working properly 2021-05-27 13:05:23 -04:00
Tyler Goodlet 44f4fdf043 Type annot the internal symbol cache 2021-05-27 13:05:23 -04:00
Tyler Goodlet 59475cfd81 Store lowercase symbols within piker data internals 2021-05-27 13:05:23 -04:00
Tyler Goodlet af9dcf9230 Use an ordered dict to get LIFO cache sorting on sym selection 2021-05-27 13:05:23 -04:00
Tyler Goodlet 9bfc230dde Speedup: load provider searches async at startup 2021-05-27 13:05:23 -04:00
Tyler Goodlet c9cf72d554 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`.
2021-05-27 13:05:23 -04:00
Tyler Goodlet 27d704b32e To avoid feed breakage, just give up on history after too many throttles for now 2021-05-27 13:05:23 -04:00
Tyler Goodlet 82cdb176e1 Make ctrl-l highlight current text in edit 2021-05-27 13:05:23 -04:00
Tyler Goodlet 0cd3cb3328 Drop old todo 2021-05-27 13:05:23 -04:00
Tyler Goodlet 212882a5a5 Don't try to show xhair if no active plot 2021-05-27 13:05:23 -04:00
Tyler Goodlet 307afb1935 Clean some key handling 2021-05-27 13:05:23 -04:00
Tyler Goodlet 67498c60af More UX features
- load previous search state on open
- show cached on empty search bar
- allow ctrl-u/d to navigate provider "sections"
2021-05-27 13:05:23 -04:00
Tyler Goodlet 8129fcc648 Ignore key auto-repeats 2021-05-27 13:05:23 -04:00
Tyler Goodlet a4627c2b04 Send blank packet on no match to avoid blocking search stream 2021-05-27 13:05:23 -04:00
Tyler Goodlet 07d8bf1453 Add a `.select_first()` view method + more cleaning 2021-05-27 13:05:23 -04:00
Tyler Goodlet d5e83e61d4 Reorder, drop some cruft 2021-05-27 13:05:23 -04:00
Tyler Goodlet 9d2c8a9526 Factor selection details into completer view methods 2021-05-27 13:05:23 -04:00
Tyler Goodlet 43d73b4a7c Info log the current provider search 2021-05-27 13:05:23 -04:00
Tyler Goodlet ddc2c8975a Ignore whitespace patterns in ib search 2021-05-27 13:05:23 -04:00
Tyler Goodlet 64c1d9a965 Support ctrl-space to open search pane 2021-05-27 13:05:23 -04:00
Tyler Goodlet d8a200aadc Increase completion-tree width, support ctrl-space toggle 2021-05-27 13:05:23 -04:00
Tyler Goodlet 2471ce446e Require `<symbol>.<provider>` format to cli 2021-05-27 13:05:23 -04:00
Tyler Goodlet c9311dd7d0 Few more derivs symbols 2021-05-27 13:05:23 -04:00
Tyler Goodlet 6f3b799960 Skip ib exchanges we haven't tested yet 2021-05-27 13:05:23 -04:00
Tyler Goodlet 42fda2a9e6 Drop old code 2021-05-27 13:05:23 -04:00
Tyler Goodlet e77a51f16e Support multi-provider cache symbol switching 2021-05-27 13:05:23 -04:00
Tyler Goodlet 1bd0ee8746 Support loading multi-brokerds search at startup 2021-05-27 13:05:23 -04:00
Tyler Goodlet fd8dc4f1a3 Make -b a multi-option for backends 2021-05-27 13:05:23 -04:00
Tyler Goodlet 59377da0ad Load pause configs from backends on feed opens 2021-05-27 13:05:23 -04:00
Tyler Goodlet bbd5883e52 Add search pause configs to backends 2021-05-27 13:05:23 -04:00
Tyler Goodlet b2ff09f193 Support min and max keyboard pauses
Some providers do well with a "longer" debounce period (like ib) since
searching them too frequently causes latency and stalls.  By supporting
both a min and max debounce period on keyboard input we can only send
patterns to the slower engines when that period is triggered via
`trio.move_on_after()` and continue to relay to faster engines when the
measured period permits. Allow search routines to register their "min
period" such that they can choose to ignore patterns that arrive before
their heuristically known ideal wait.
2021-05-27 13:05:23 -04:00
Tyler Goodlet 63363d750c Port chart to multi-search api 2021-05-27 13:05:23 -04:00
Tyler Goodlet cb102f692c Top level widget `.focus()` 2021-05-27 13:05:23 -04:00
Tyler Goodlet c9c686c98d Register context-stream with multi-search for each feed 2021-05-27 13:05:23 -04:00
Tyler Goodlet 0163a582a5 Move search machinery to ui module, add fast cached chart selection 2021-05-27 13:05:23 -04:00
Tyler Goodlet 82ece83d33 Drop commented cruft 2021-05-27 13:05:23 -04:00
Tyler Goodlet b39fd5e1fc Use per-provider indented tree layout for results 2021-05-27 13:05:23 -04:00
Tyler Goodlet 25dbe60c77 Flip to ctrl-l to pop out search/list 2021-05-27 13:05:23 -04:00
Tyler Goodlet 51c61587d2 Make list pop out next to primary y-axis 2021-05-27 13:05:23 -04:00
Tyler Goodlet 2c24c9ef2d Compose search bar and view under parent widget 2021-05-27 13:05:23 -04:00
Tyler Goodlet f19f4348e0 Decouple symbol search from feed type 2021-05-27 13:05:22 -04:00
Tyler Goodlet e5e9a7c582 Add symbol searching for ib backend
Obviously this only supports stocks to start, it looks like we might
actually have to hard code some of the futures/forex/cmdtys that don't
have a search.. so lame. Special throttling is added here since the api
will grog out at anything more then 1Hz.

Additionally, decouple the bar loading request error handling from the
shm pushing loop so that we can always recover from a historical bars
throttle-error even if it's on the first try for a new symbol.
2021-05-27 13:05:22 -04:00
Tyler Goodlet 25d7122cb6 Throttle requests using a static "typing paused period" 2021-05-27 13:05:22 -04:00
Tyler Goodlet ef1b0911f3 Add symbol search to ib 2021-05-27 13:05:22 -04:00
Tyler Goodlet 82a8e0a7b6 Accept lower case sym requests in kraken backend 2021-05-27 13:05:22 -04:00
Tyler Goodlet 5766dd518d Enforce lower case symbols across providers 2021-05-27 13:05:22 -04:00
Tyler Goodlet 478b114708 First draft completion in background task 2021-05-27 13:05:22 -04:00
Tyler Goodlet c9efbcc6d2 Drop completion list from startup 2021-05-27 13:05:22 -04:00
Tyler Goodlet 431fdd3f9c Add initial working symbol search with async completions 2021-05-27 13:05:22 -04:00
Tyler Goodlet ad494db213 Make search routine a tractor context 2021-05-27 13:05:22 -04:00
Tyler Goodlet a5826e6e22 Up the kb event queue size 2021-05-27 13:05:22 -04:00
Tyler Goodlet 534553a6f5 Add client side multi-provider feed symbol search 2021-05-27 13:05:22 -04:00
Tyler Goodlet 4b818ea2f2 Add initial symbol search api for kraken 2021-05-27 13:05:22 -04:00
Tyler Goodlet be39e9bdf5 Load async kb search handler at startup 2021-05-27 13:05:22 -04:00
Tyler Goodlet 60d44f30ee Make search kb handling async 2021-05-27 13:05:22 -04:00
Tyler Goodlet 2861f321ce Add async keyboard cloner sub-sys 2021-05-27 13:05:22 -04:00
Tyler Goodlet 5e1b15f319 Repair indents from rebasing 2021-05-27 13:05:22 -04:00
Tyler Goodlet 821d5ab9ec Bring back in and merge tractor stream api patch 2021-05-27 13:05:22 -04:00
Tyler Goodlet da0cb9b2ac Call search focus directly 2021-05-27 13:05:22 -04:00
Tyler Goodlet 0e83906f11 Initial WIP search completer; still a mess 2021-05-27 13:05:22 -04:00
Tyler Goodlet c26f4d9877 Add kraken fuzzy symbol search 2021-05-27 13:05:22 -04:00
Tyler Goodlet 157f6ab02b Drop lingering chart focus call 2021-05-27 13:05:22 -04:00
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
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
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
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
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
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
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
Tyler Goodlet 56db2c812d Port fsp engine to new tractor stream api 2021-04-29 09:10:28 -04:00
Tyler Goodlet 0d9f091a34 Port data feed to new tractor stream api 2021-04-29 09:10:18 -04:00
Tyler Goodlet 3375735914 Port kivy monitor to new tractor stream api 2021-04-29 09:10:11 -04:00
Tyler Goodlet 8a140b5ae8 Pass loglevel as named arg to pikerd 2021-04-15 11:20:30 -04:00
Tyler Goodlet 7d6bc4d856 Move feed api(s) into new submodule
Also add a --pdb flag to chart app.
2021-04-15 10:43:29 -04:00
Tyler Goodlet 0b10c8d6d6 Make standalone mode work again 2021-04-15 08:23:08 -04:00
Tyler Goodlet feeabb3d28 Add --pdb flag to pikerd to enable service debug mode 2021-04-14 12:57:46 -04:00
Tyler Goodlet 7f580ad356 Pass through kwargs 2021-04-14 12:56:08 -04:00
Tyler Goodlet 9622254cdb Hack broadcast chan for order submissions, smh 2021-04-14 11:02:14 -04:00
Tyler Goodlet 4774881812 Handle predicate not yet inserted to exec loop 2021-04-10 14:34:29 -04:00
Tyler Goodlet 9a15cd48f0 Just symbol info in window title 2021-04-10 14:18:40 -04:00
Tyler Goodlet 598aec579f Avoid token checking type mismatches 2021-04-10 14:18:40 -04:00
Tyler Goodlet fa7fadebac Report sym on unexpected open 2021-04-10 14:18:40 -04:00
Tyler Goodlet 3147a49384 Move sample-broadcast routine into sampling module 2021-04-10 14:18:40 -04:00
Tyler Goodlet 71d02db126 Rename "buffer" to "sampling" 2021-04-10 14:18:40 -04:00
Tyler Goodlet 1523637979 Always update L1 labels 2021-04-10 14:18:40 -04:00
Tyler Goodlet 3506bbe05c Nest async withs 2021-04-10 14:18:40 -04:00
Tyler Goodlet a18a4b5a4c Call the app what it is 2021-04-10 14:18:40 -04:00
Tyler Goodlet 20c99733b6 Let cli pass through actor name 2021-04-10 14:18:40 -04:00
Tyler Goodlet 47f823ab22 Always close emsd data connection on close 2021-04-10 14:18:40 -04:00
Tyler Goodlet 1281755d65 Don't use mem chan cloning, it doesn't actually broadcast 2021-04-10 14:18:40 -04:00
Tyler Goodlet ddae08493b Manage the send mem chan lifetime 2021-04-10 14:18:40 -04:00
Tyler Goodlet 28a961ebc0 Add a maybe-startup-runtime manager 2021-04-10 14:18:40 -04:00
Tyler Goodlet 100e27ac12 Task lock bus loading, always close feed stream on disconnect 2021-04-10 14:18:40 -04:00
Tyler Goodlet 8069bbe105 Drop old incrementer func 2021-04-10 14:18:40 -04:00
Tyler Goodlet ce4144aace Deliver and utilise broker backend OHLC sample rate in init msg 2021-04-10 14:18:40 -04:00
Tyler Goodlet c05fc8991a Rework ohlc sampling to launch from .start()
Avoid bothering with a trio event and expect the caller to do manual shm
registering with the write loop. Provide OHLC sample period indexing
through a re-branded pub-sub func ``iter_ohlc_periods()``.
2021-04-10 14:18:40 -04:00
Tyler Goodlet a8a3f098cf Drop lingering prints 2021-04-10 14:18:40 -04:00
Tyler Goodlet 5a970dad72 Port kraken backend to new data feed api 2021-04-10 14:18:40 -04:00
Tyler Goodlet 29b73b41fb Slight rename; fix predicate is None bug 2021-04-10 14:18:40 -04:00
Tyler Goodlet 24bda8636e Port quest to new client api 2021-04-10 14:18:40 -04:00
Tyler Goodlet 30dabbab44 Support backend volume summing; handle disconnects 2021-04-10 14:18:40 -04:00
Tyler Goodlet 1d013126b9 Fix type annot 2021-04-10 14:18:40 -04:00
Tyler Goodlet b2eacb85d4 Don't hold lock on initial client construction 2021-04-10 14:18:40 -04:00
Tyler Goodlet 3ebb7ab6b1 Only activate Qt hidpi detection on windows for now 2021-04-10 14:18:40 -04:00
Tyler Goodlet 4f51ca74f4 Broadcast all tick types to subs, not just trades 2021-04-10 14:18:40 -04:00
Tyler Goodlet 5fc2aba3ed Drop some more old cruft 2021-04-10 14:18:40 -04:00
Tyler Goodlet 8ccf987d52 Fix typo 2021-04-10 14:18:40 -04:00
Tyler Goodlet 7cc395b5bf Open data feed in ems main entrypoint 2021-04-10 14:18:40 -04:00
Tyler Goodlet 14c5fc24ec Port to new setup routine name 2021-04-10 14:18:40 -04:00
Tyler Goodlet a82f43e3a5 Rework data feed API to allow for caching streams
Move all feed/stream agnostic logic and shared mem writing into a new
set of routines inside the ``data`` sub-package. This lets us move
toward a more standard API for broker and data backends to provide
cache-able persistent streams to client apps.

The data layer now takes care of
- starting a single background brokerd task to start a stream for as
  symbol if none yet exists and register that stream for later lookups
- the existing broker backend actor is now always re-used if possible
  if it can be found in a service tree
- synchronization with the brokerd stream's startup sequence is now
  oriented around fast startup concurrency such that client code gets
  a handle to historical data and quote schema as fast as possible
- historical data loading is delegated to the backend more formally by
  starting a ``backfill_bars()`` task
- write shared mem in the brokerd task and only destruct it once requested
  either from the parent actor or further clients
- fully de-duplicate stream data by using a dynamic pub-sub strategy
  where new clients register for copies of the same quote set per symbol

This new API is entirely working with the IB backend; others will need
to be ported. That's to come shortly.
2021-04-10 14:18:40 -04:00
Tyler Goodlet f17a26c948 Don't mistakenly alias options to underlyingn for positions 2021-04-10 14:18:40 -04:00
Tyler Goodlet 65e7680cdd Draft a feed cacheing sub-system 2021-04-10 14:18:40 -04:00
Tyler Goodlet 0d4073dbd2 Move quote stream setup into a cacheing func 2021-04-10 14:18:40 -04:00
Tyler Goodlet aa61bf5a65 Use mem-chans for quote streams; clone for multiple consumers 2021-04-10 14:18:40 -04:00
Tyler Goodlet 17d3e7a9e2 Don't shield ems feed; enact remote cancels 2021-04-10 14:18:40 -04:00
goodboy feb8d5bbad
Merge pull request #153 from wattygetlood/windows_patches
Windows patches
2021-04-06 11:55:51 -04:00
Tyler Goodlet 549f81e85d Fix lints 2021-04-03 12:29:56 -04:00
Tyler Goodlet 2b7cecc78e Drop upcoming cached feed usage 2021-04-03 12:22:14 -04:00
Tyler Goodlet 6891309abd Fix import 2021-04-03 12:22:14 -04:00
Tyler Goodlet b1a1b32315 Better tractor startup, runtime detection 2021-04-03 12:22:14 -04:00
Tyler Goodlet 877db52162 Add license header 2021-04-03 12:22:14 -04:00
Tyler Goodlet 2a51582ec0 Start forming an services api
Add a `Services` nurseries container singleton for spawning sub-daemons
inside the long running `pikerd` tree. Bring in `brokerd` spawning util
funcs to start getting eyes on what can be factored into a service api.
2021-04-03 12:22:14 -04:00
Tyler Goodlet 38471b7b34 Use early return instead of branching for remote emsd spawning 2021-04-03 12:22:14 -04:00
Tyler Goodlet fb996bfffb Change subpkg name in cli 2021-04-03 12:22:14 -04:00
Tyler Goodlet 20a9617c18 Use open pikerd from chart entrypoint 2021-04-03 12:22:14 -04:00
Tyler Goodlet 4ab8545e87 Return early on remote actor lookups instead of branching 2021-04-03 12:22:14 -04:00
Tyler Goodlet 8ce37875a0 Use pikerd to spawn emsd 2021-04-03 12:22:14 -04:00
Tyler Goodlet 1931da97f4 Fix spawn attr typo, merge tractor kwargs 2021-04-03 12:22:14 -04:00
Tyler Goodlet 7ca05238af Port pikerd entry to drop `tractor.run()` 2021-04-03 12:22:14 -04:00
Tyler Goodlet 79d37646a2 Add `open_pikerd()` and `spawn_emsd()`
The direct open is needed for running `pikerd` cmd and
the ems spawn point is the first step toward detaching UI based order
entry from the engine itself.
2021-04-03 12:22:14 -04:00
Tyler Goodlet 8812aff3b8 Fix import 2021-04-03 12:22:14 -04:00
Tyler Goodlet 26ee7260d6 Clearing is a better name 2021-04-03 12:22:14 -04:00
Tyler Goodlet 2b9ac8d8ec Port daemon(s) to new clearing system apis 2021-04-03 12:22:14 -04:00
Guillermo Rodriguez 189c56c012 Add piker root daemon spawning machinery
Refactor maybe_spawn_brokerd to adapt to new process tree structure
and add a ``maybe_open_pikerd``.
2021-04-03 12:22:14 -04:00
Tyler Goodlet d4395dbcbc Make default view more zooomed in 2021-03-31 14:26:32 -04:00
Tyler Goodlet f75b3108ce Size execution arrows to dpi 2021-03-31 14:26:13 -04:00
Tyler Goodlet 0dfa92230d Size level line markers to dpi aware font size 2021-03-31 14:25:51 -04:00
Tyler Goodlet 54d36f26f0 Base anchor contents labels based on dpi-aware font bounding rect 2021-03-31 14:25:17 -04:00
Tyler Goodlet 3f7d9c5c15 Base axis text offset on dpi-aware font size 2021-03-31 14:24:39 -04:00
Tyler Goodlet 3bd87caf4b Hip shot: try making low dpi font sizes "just work" 2021-03-29 17:52:32 -04:00
wattygetlood c39c4f11db Forcinng trio spawner seems to work? 2021-03-28 17:24:30 -04:00
wattygetlood 583cafc947 Avoid loading posix unlinker, use shm bytes size 2021-03-28 17:23:59 -04:00
Tyler Goodlet 07a5bf4b7c Use low dpi inches on 96 dpi 2021-03-19 09:33:47 -04:00
Tyler Goodlet 77fbde1115 Override the inverse transform func from pg 2021-03-19 00:40:39 -04:00
Tyler Goodlet 6fa1d4dc88 Show xhair even if order is filled while line is hovered 2021-03-18 21:57:08 -04:00
Tyler Goodlet 5610807b8e Move marker factory funcs to new mod 2021-03-18 16:59:22 -04:00
Tyler Goodlet 55de079320 Add low dpi settings and different default view bars counts 2021-03-18 13:40:31 -04:00
Tyler Goodlet 67c5563090 Enable marker-on-select through order mode 2021-03-18 13:33:10 -04:00
Tyler Goodlet 68f75b582a More fixes for kivy shit 2021-03-18 13:32:34 -04:00
Tyler Goodlet cd5da45abf Show order line marker on hover 2021-03-18 13:28:28 -04:00
Tyler Goodlet 2c7d8cdbb0 Support hiding only "half" the xhair 2021-03-18 13:27:49 -04:00
Tyler Goodlet e1dc2b9225 Enable daemon debug through top level kwarg 2021-03-17 08:36:34 -04:00
Tyler Goodlet aaca2b2f33 Tweak L1 labels to have more spaces 2021-03-17 08:26:28 -04:00
Tyler Goodlet 17b66e685f Experiment with zoom focal @ L1 edge 2021-03-17 08:25:58 -04:00
Tyler Goodlet d1c8c2a072 More level line reworking
- break (custom) graphics item style marker drawing into separate func
 but keep using it since it still seems oddly faster then the
 QGraphicsPathItem thing..
- unfactor hover handler; it was uncessary
- make both the graphics path item and custom graphics items approaches
  both work inside ``.paint()``
2021-03-16 19:36:05 -04:00
Tyler Goodlet adf6437449 Move margin settings to class scope 2021-03-16 15:59:44 -04:00
Tyler Goodlet 61198818dc Fix label snap on line highlight bug 2021-03-14 12:28:11 -04:00
Tyler Goodlet cf2f001bcc Add save last datum toggle to y-label 2021-03-13 21:06:53 -05:00
Tyler Goodlet 776395791a Pass action to line editor 2021-03-13 19:31:22 -05:00
Tyler Goodlet c75dacb239 Support func ops on field data, extend anchor logics 2021-03-13 19:29:52 -05:00
Tyler Goodlet c71a3e0fc5 Level line look and feel rework
Add support for drawing ``QPathGraphicsItem`` markers but don't use them
since they seem to be shitting up when combined with the infinite line
(bounding rect?): weird artifacts and whatnot. The only way to avoid
said glitches seems to be to update inside the infinite line's
`.paint()` but that slows stuff down.. Instead stick with the manual
paint job use the same pin point: left of the L1 spread graphics - where
the lines now also extend to.

Further stuff:
- Pin the y-label to a line's value on hover.
- Disable x-dimension line moving
- Rework the labelling to be more minimal
2021-03-13 17:31:15 -05:00
Tyler Goodlet 887c305d46 Allow y-label pinning on cross hair hide 2021-03-13 17:29:35 -05:00
Tyler Goodlet 9798689961 Lengthen label arrow a tad 2021-03-13 17:28:57 -05:00
Tyler Goodlet f6dbdfab84 Don't crash on unknown orders execing 2021-03-13 17:28:22 -05:00
Tyler Goodlet 396f6b2a0d Fix type annot 2021-03-12 07:41:47 -05:00
Tyler Goodlet 18ab81a967 Make crosshair lines a milder gray 2021-03-11 21:44:35 -05:00
Tyler Goodlet 624617d8e1 Don't run brokerds in debug mode by default 2021-03-11 21:44:10 -05:00
Tyler Goodlet d016abcd0d Adjust right axis anchor closure to include l1 label size 2021-03-11 21:43:29 -05:00
Tyler Goodlet 4a1df686a5 Update max l1 label size on chart 2021-03-11 21:42:38 -05:00
Tyler Goodlet a51d5c536e Add a couple more grays 2021-03-11 21:41:13 -05:00
Tyler Goodlet 31c14a2f9f Add l1 label size tracking to chart widget 2021-03-11 21:40:50 -05:00
Tyler Goodlet ea8120156f Add position line updating to order mode 2021-03-11 21:40:06 -05:00
Tyler Goodlet e91e7bea1f Add position event support to ems 2021-03-11 21:38:59 -05:00
Tyler Goodlet 6265ae8057 Add position event relay to ib broker backend 2021-03-11 21:38:31 -05:00
Tyler Goodlet 98bfee028a Add a position line api
Add a line which shows the current average price position with and arrow
marker denoting the direction (long or short). Required some further
rewriting of the infinite line from pyqtgraph including:
- adjusting marker (arrow) placement to be offset from axis + l1 labels
- fixing the hover event to not require the `.movable` attribute to be
  set
2021-03-11 21:35:09 -05:00
Tyler Goodlet 7075a968b4 Create an order mode module 2021-03-08 09:05:37 -05:00
Tyler Goodlet 7e214180a6 Remove old simulated order price on update 2021-03-07 22:17:19 -05:00
Tyler Goodlet fff9efe4aa Snap level line movements to tick size 2021-03-07 22:16:46 -05:00
Tyler Goodlet d58a82bd38 Factor and simplify paper clearing logic 2021-03-07 16:41:14 -05:00
Tyler Goodlet 5deea50963 Factor order request processing into new func 2021-03-07 16:25:47 -05:00
Tyler Goodlet e71bcb363c Drop stage line cacheing; the complexity isn't worth it. 2021-03-07 16:07:23 -05:00
Tyler Goodlet de5a69c59c Add mouse drag order update support to UI 2021-03-07 16:01:42 -05:00
Tyler Goodlet 6851bacd0a Add drag start/end callback support, remove from cursor hovered on delete 2021-03-07 15:50:50 -05:00
Tyler Goodlet 0ade7daebc Support simulated live order modification in paper engine 2021-03-07 13:34:03 -05:00
Tyler Goodlet 919ecab732 Support order modification in ems request loop 2021-03-07 13:12:39 -05:00
Tyler Goodlet a43ab1b983 Add order update method to client 2021-03-07 10:56:09 -05:00
Tyler Goodlet 2cabe1831c Attempt to handle existing order updates with ib backend 2021-03-06 16:33:56 -05:00
Tyler Goodlet a1a1dec885 Move L1 labels into lone module 2021-03-01 14:48:08 -05:00
Tyler Goodlet 8997b6029b Drop cruft 2021-03-01 12:02:07 -05:00
Tyler Goodlet 72c4a4366b Tag TWS trade events 2021-03-01 12:01:48 -05:00
Tyler Goodlet a1691cf1c5 Keep to one EMS daemon if possible 2021-03-01 11:28:44 -05:00
Tyler Goodlet 327129db37 Drop paper limit submissions for alerts 2021-02-25 18:44:40 -05:00
Tyler Goodlet 9f9b5480a6 More explicit private var name 2021-02-24 12:05:09 -05:00
Tyler Goodlet 948e133cae Split out ems daemon, client api and paper engine into new mods 2021-02-22 18:37:57 -05:00
Tyler Goodlet a9bbc223bb Add a new exchange subpackage 2021-02-22 17:28:34 -05:00
Tyler Goodlet 1142a538ea Don't forward errors without an order id 2021-02-22 10:45:01 -05:00
Tyler Goodlet e6ea053d40 Get kivy/questrade shit working again 2021-02-21 12:32:40 -05:00
Tyler Goodlet f724798336 Fix incorrect bounding rect calc 2021-02-21 12:02:20 -05:00
Tyler Goodlet 4b0e5662a5 Add default order lot sizes by asset type 2021-02-21 12:01:48 -05:00
Tyler Goodlet 6fb1945360 Fix and pass through piker loglevel correctly 2021-02-21 11:50:33 -05:00
Tyler Goodlet aa4a2ef64f Bump up font size one more time 2021-02-21 11:49:27 -05:00
Tyler Goodlet c2890b8197 Port level line to xhair methods 2021-02-21 11:48:51 -05:00
Tyler Goodlet d5b41e12c5 Add crosshair hide/show convenience methods 2021-02-21 11:45:24 -05:00
Tyler Goodlet 71745ddcd4 Even smaller text fill on axes 2021-02-21 11:44:58 -05:00
Tyler Goodlet 8c757d0bdd Accept a symbol type key from broker 2021-02-21 11:42:19 -05:00
Tyler Goodlet 38b2e99002 Fill clearable prices asap 2021-02-20 16:43:33 -05:00
Tyler Goodlet d8b157d209 First draft paper trading engine!
It's a super naive implementation with no slippage model or network
latency besides some slight delays. Clearing only happens on bid/ask
sweep ticks at the moment - simple last volume based clearing coming
up next.
2021-02-20 15:25:53 -05:00
Tyler Goodlet ead2f77d40 Add a symbol/asset type key 2021-02-19 18:43:56 -05:00
Tyler Goodlet add63734f1 Add an auto-reconnect websocket API 2021-02-19 18:42:50 -05:00
Tyler Goodlet bbd54e8f95 Report asset types, tick sizes, and order actions from ib 2021-02-19 17:23:37 -05:00
Tyler Goodlet 1ac4cc3dd3 Use new field label api for L1 2021-02-16 06:42:48 -05:00
Tyler Goodlet 880bdcffa7 Document order status list from ib 2021-02-12 09:07:49 -05:00
Tyler Goodlet b794855ad3 Port order mode to new order line api 2021-02-11 23:42:57 -05:00
Tyler Goodlet d91f07c947 Drop old candlestick graphics code 2021-02-11 23:42:17 -05:00
Tyler Goodlet aec8f1d25c Hide y-label on level line mouse over 2021-02-11 23:41:40 -05:00
Tyler Goodlet bf78c13df4 Attempt px perfection on crosshair lines placement 2021-02-11 14:03:47 -05:00
Tyler Goodlet f51e503e47 Support arbitrary fields (with update) in labels
This turned into a larger endeavour then intended but now we're using our
own label system on level lines to be able to display things nicely
**pinned wherever we want in the UI**. Keep the old ``LevelLabel`` for
now for the L1 graphics but we'll likely replace this as well since i'm
pretty sure the new label type (which wraps `QGraphicsTextItem`) is more
performant anyway.
2021-02-11 13:59:50 -05:00
Tyler Goodlet cbf259f3f3 Add hidpi issue regarding it being borky 2021-02-11 11:49:33 -05:00
Tyler Goodlet ca576ca3cf Add label delete method 2021-02-11 11:49:01 -05:00
Tyler Goodlet 0edca84b3d Yet another font size tweak 2021-02-11 11:48:40 -05:00
Tyler Goodlet dd1aed627e Tidy axis code 2021-02-11 11:48:19 -05:00
Tyler Goodlet 02edfdf846 Pass order size to ems 2021-02-11 11:47:34 -05:00
Tyler Goodlet 21e1561a57 Add a sane label type..smh 2021-02-11 00:12:37 -05:00
Tyler Goodlet 386cd9404d Drop hidpi detection? it doesn't seem to yield benefits 2021-02-08 07:07:04 -05:00
Tyler Goodlet ac84087755 Fix stage line updating, size up arrow heads? 2021-02-08 07:06:00 -05:00
Tyler Goodlet 0449734c53 Drop YSticky for level lines stuff 2021-02-08 07:04:08 -05:00
Tyler Goodlet 1ef2d18a41 Try to make crosshair lines px perfect 2021-02-08 07:03:28 -05:00
Tyler Goodlet 708ed89894 Hard code font inches 2021-02-08 07:01:26 -05:00
Tyler Goodlet 890f932400 Use through lot digits, drop YSticky 2021-02-08 07:00:51 -05:00
Tyler Goodlet bf66eb0b3d Support lot tick size (mostly for crypto) 2021-02-08 06:42:59 -05:00
Tyler Goodlet d7f806c57b Add arrowheads to labels
For labels that want it add nice arrow paths that point just over the
respective axis. Couple label text offset from the axis line based on
parent 'tickTextOffset' setting. Drop `YSticky` it was not enough
meat to bother with.
2021-02-08 06:40:11 -05:00
Tyler Goodlet c3fa31e731 Convert symbol type to use pydantic 2021-02-06 14:38:25 -05:00
Tyler Goodlet 0c184b1b41 Port ib to new provide new tick size fields in symbol info 2021-02-06 14:37:24 -05:00
Tyler Goodlet 69df73afc3 Deliver symbol info from kraken; start using pydantic 2021-02-06 14:23:27 -05:00
Tyler Goodlet a8c4829cb6 Start using `tick_size` throughout charting
The min tick size is the smallest step an instrument can move in value
(think the number of decimals places of precision the value can have).

We start leveraging this in a few places:
- make our internal "symbol" type expose it as part of it's api
  so that it can be passed around by UI components
- in y-axis view box scaling, use it to keep the bid/ask spread (L1 UI)
  always on screen even in the case where the spread has moved further
  out of view then the last clearing price
- allows the EMS to determine dark order live order submission offsets
2021-02-06 11:35:12 -05:00
Tyler Goodlet 03541bd368 Drop unneeded .hide(); add more comments 2021-01-26 22:16:18 -05:00
Tyler Goodlet cfc36e7928 Snap y-cursor-label to min tick 2021-01-26 22:15:45 -05:00
Tyler Goodlet 708086cbcb Convert contractsto dicts on errors 2021-01-26 13:34:49 -05:00
Tyler Goodlet 5a0612e6a8 Factor some line and label steps 2021-01-26 13:34:29 -05:00
Tyler Goodlet 8501a9be4f Lol actually fix screen wakeup lookup.. 2021-01-26 12:26:43 -05:00
Tyler Goodlet a232e8bc39 Display order size on order lines in order mode 2021-01-26 11:36:44 -05:00
Tyler Goodlet 25ec5faaef Drop removed show_label kwarg 2021-01-26 11:28:24 -05:00
Tyler Goodlet b9d9dbfc4a Support size fields on order lines; avoid overlap with L1 lines 2021-01-26 11:27:50 -05:00
Tyler Goodlet 990c3a1eac Try out 3 ticks away as limit submission 2021-01-26 11:26:30 -05:00
Tyler Goodlet cc5af7319f Slightly lighter sell red, try to fix screen stuff... 2021-01-22 23:02:23 -05:00
Tyler Goodlet 18fafb501d Use dashed lines for dark orders 2021-01-22 23:01:12 -05:00
Tyler Goodlet 4b2161a37b Use 2 min-ticks offset for dark orders 2021-01-22 23:00:01 -05:00
Tyler Goodlet f072e2551b Snap y-axis crosshair to min tick(s) 2021-01-22 22:59:00 -05:00
Tyler Goodlet 50d2d8517b Add support for dotted style level lines 2021-01-22 22:57:42 -05:00
Tyler Goodlet 92efb8fd8e Expect new init message in feed from brokers 2021-01-22 22:56:42 -05:00
Tyler Goodlet b4a4f12aa4 Send init message with kraken 2021-01-22 22:55:49 -05:00
Tyler Goodlet 10e47e349c Include symbol deats in feed init message from ib
Async spawn a deats getter task whenever we load a symbol data feed.
Pass these symbol details in the first message delivered by the feed at
open. Move stream loop into a new func.
2021-01-22 17:11:53 -05:00
Tyler Goodlet 5327d7be5e Add screen acquire timeout loop 2021-01-22 16:46:39 -05:00
Tyler Goodlet f82127de31 Add "live order" submission using ctl-<action key> 2021-01-19 20:48:58 -05:00
Tyler Goodlet 7811119736 Support toggling level line highlighting 2021-01-19 20:47:55 -05:00
Tyler Goodlet 149820b3b0 Get "dark (order) mode" workin!
Basically a stop limit mode where the dirty execution-condition deats
are entirely held client side away from the broker. For now, there's
a static order size setting and a 0.5% limit setting relative to the
trigger price. Swap to using 'd' for dump and 'f' for fill - they're
easier for use with ctrl (which is used now to submit orders directly to
broker - ala "live (order) mode"). Still more kinks to work out with too
fast cancelled orders and alerts but we're getting there.
2021-01-19 16:58:01 -05:00
Tyler Goodlet 794665db70 Drop log msg 2021-01-18 20:28:52 -05:00
Tyler Goodlet e6724b6559 Move order mode handling into charting code 2021-01-18 20:28:37 -05:00
Tyler Goodlet f3ae8db04b Big refactor; start paper client 2021-01-18 19:56:35 -05:00
Tyler Goodlet 2bf95d7ec7 Fix clients map typing annot 2021-01-15 21:10:08 -05:00
Tyler Goodlet 5acd780eb6 Get live mode correct and working 2021-01-15 21:10:08 -05:00
Tyler Goodlet 3e959ec260 Add fill handler to order mode 2021-01-15 21:10:08 -05:00
Tyler Goodlet bdc02010cf Finally, sanely normalize local trades event data 2021-01-15 21:10:08 -05:00
Tyler Goodlet c835cc10e0 Get "live" order mode mostly workin 2021-01-15 21:10:08 -05:00
Tyler Goodlet ee8caa80d4 Add order cancellation and error support 2021-01-15 21:10:08 -05:00
Tyler Goodlet 140f3231e7 Add basic client-side order entry to EMS 2021-01-15 21:10:08 -05:00
Tyler Goodlet f9d4df7378 Start higher level order mode API 2021-01-15 21:10:08 -05:00
Tyler Goodlet 53c0816c5f Add color properties for level line and label 2021-01-15 21:10:08 -05:00
Tyler Goodlet c1266a7a1d Add buy/sell colors 2021-01-15 21:10:08 -05:00
Tyler Goodlet 12aebcc89c Expose "proxy" api a little better 2021-01-15 21:10:08 -05:00
Tyler Goodlet e51670a573 Try dynamically loading screen 2021-01-15 21:10:08 -05:00
Tyler Goodlet 5503a5705a Drop old line 2021-01-15 21:10:08 -05:00
Tyler Goodlet 3e7057d247 Use feed's trade streamin in ems 2021-01-15 21:10:08 -05:00
Tyler Goodlet 611486627f Cleaning 2021-01-15 21:10:08 -05:00
Tyler Goodlet bd180a3482 Add trades data stream routine to Feed 2021-01-15 21:10:08 -05:00
Tyler Goodlet 280739b51a Add trades data streaming support 2021-01-15 21:10:08 -05:00
Tyler Goodlet 620f5fee6e Wishful thinking with conditional mngrs 2021-01-15 21:10:08 -05:00
Tyler Goodlet 39e4953a6a Get order cancellation working 2021-01-07 22:08:25 -05:00
Tyler Goodlet dba8457be9 Trigger kraken sample increment after startup 2021-01-07 12:17:10 -05:00
Tyler Goodlet 282cc85ba0 Create an "order mode"
Our first major UI "mode" (yes kinda like the modes in emacs) that has
handles to a client side order book api, line and arrow editors, and
interacts with a spawned `emsd` (the EMS daemon actor).

Buncha cleaning and fixes in here for various thingers as well.
2021-01-07 12:03:18 -05:00
Tyler Goodlet 8d66a17daf Add a "lines editor" api/component 2021-01-05 13:37:03 -05:00
Tyler Goodlet 268f207a6c Shadow 'close' field with 'last' 2021-01-05 08:02:48 -05:00
Tyler Goodlet 24536ad769 Get roundtrip alert uuids workin; stage order book api 2021-01-05 08:02:14 -05:00
Tyler Goodlet d0a3deae09 Pass symbol type further down chart stack 2021-01-04 14:46:47 -05:00
Tyler Goodlet 4d6b1d4bb1 Add brokers list field to symbol type 2021-01-04 14:45:59 -05:00
Tyler Goodlet 3c424a153f Port to new `Portal.run()` api 2021-01-04 14:45:34 -05:00
Tyler Goodlet 267c8c6bd3 Go back to manual label contents check for now 2021-01-04 14:45:12 -05:00
Tyler Goodlet 9478adf600 Use event sync for increment task launch 2021-01-04 14:44:39 -05:00
Tyler Goodlet c7ff0804db Graph snap quote immediately on ib spin up 2021-01-04 14:43:59 -05:00
Tyler Goodlet c030b63101 Rejig state with dataclasses; prep for numba 2021-01-04 14:42:35 -05:00
Tyler Goodlet 7b5a72909e Start a "real" alert looking msg 2021-01-03 17:23:45 -05:00
Tyler Goodlet 616a74865b Better highlighted yellow 2021-01-03 17:23:23 -05:00
Tyler Goodlet 6e2328d351 More comments? 2021-01-03 17:23:06 -05:00
Tyler Goodlet a3468fb915 Barebones level based alerts are working! 2021-01-03 17:19:16 -05:00
Tyler Goodlet 97b2f86cfe Add preliminary support for alert line management 2021-01-03 11:12:51 -05:00
Tyler Goodlet 88d48bd188 Port to `Cursor` 2021-01-03 11:10:08 -05:00
Tyler Goodlet 08aa5984ec Rename crosshair (type) to cursor
Since the "crosshair" is growing more and more UX implementation details
it probably makes sense to call it what it is; a python level mouse
abstraction. Add 2 internal sets: `_hovered` for allowing mouse hovered
objects to register themselves to other cursor aware components, and
`_trackers` for allowing scene items to "track" cursor movements via
a `on_tracked_source()` callback.
2021-01-03 10:46:28 -05:00
Tyler Goodlet 14dad08d98 Extend level line interaction
Support tracking the mouse cursor using a new `on_tracked_sources()`
callback method. Make hovered highlight a bit thicker and highlight when
click-dragged. Add a delete method for removing from the scene along
with label.
2021-01-03 10:43:53 -05:00
Tyler Goodlet edbbcbf954 Add alert yellow 2021-01-03 10:39:06 -05:00
Tyler Goodlet d492f5c35a Define our own mouse clicked handler 2021-01-01 17:49:23 -05:00
Tyler Goodlet a55d72f8d6 Create and "EMS" module for order execution/routing actor(s) 2021-01-01 17:49:02 -05:00
Tyler Goodlet 80d48e5ece Dynamically override .boundingRect() after startup 2021-01-01 13:23:05 -05:00
Tyler Goodlet e474d8c309 Remove horizontal crosshair on "a" hotkey 2021-01-01 13:05:50 -05:00
Tyler Goodlet 7a53f19eeb Highlight level line label on hover 2021-01-01 13:05:16 -05:00
Tyler Goodlet d602cbc985 Avoid active_plot race 2021-01-01 12:59:31 -05:00
Tyler Goodlet bd85214017 Add draft order actor architecture 2021-01-01 12:40:05 -05:00
Tyler Goodlet 5fddb581ab Kill backfiller on "no history" error 2021-01-01 12:34:50 -05:00
Tyler Goodlet 81b10b9dfc Add initial y-axis zoom 2020-12-30 12:55:02 -05:00
Tyler Goodlet f3a0b1e91e Use pixel buffers on axis labels 2020-12-29 18:05:36 -05:00
Tyler Goodlet 1e09b0f08f Type annot paint methods 2020-12-29 18:05:36 -05:00
Tyler Goodlet 98c3bb8aee Add a pyqtgraph profiling toggle to chart CLI 2020-12-29 18:05:36 -05:00
Tyler Goodlet a68fff4139 Break specialized graphics into specific mods 2020-12-29 18:05:36 -05:00
Tyler Goodlet 575b3a0605 Adjust imports 2020-12-29 18:05:36 -05:00
Tyler Goodlet 916396fbfe Move fast curve graphics to new mod 2020-12-29 18:05:36 -05:00
Tyler Goodlet 19e3db8f61 Move OHLC items into new module 2020-12-29 18:05:36 -05:00
Tyler Goodlet b4c28cb086 Start a new graphics sub-package 2020-12-29 18:05:36 -05:00
Tyler Goodlet 5d30f351af Remove use of `tractor.run()` 2020-12-29 18:05:36 -05:00
Tyler Goodlet d7f80d8ddb Add note about shm limit 2020-12-29 18:05:36 -05:00
Tyler Goodlet b467e8fd8d Try cache mode on a bunch of "static" graphics 2020-12-29 18:05:36 -05:00
Tyler Goodlet 588213a230 Add an experimental "fast appendable curve" graphic 2020-12-29 18:05:36 -05:00
Tyler Goodlet 93e76fa12c Comment some unneeded PDI optimization flags 2020-12-29 18:05:36 -05:00
Tyler Goodlet cac797a7fc Add initial pixel buffer caching usage
Leverages `QGraphicsItem.cacheMode` to speed up interactivity via
less `.paint()` calls (on mouse interaction) and redraws of the
underlying path when there are no transformations (other then a shift).
In order to keep the "flat bar on new time period" UX, a couple special
methods have to be triggered to get a redraw of the pixel buffer when
appending new data.

Use `QPainterPath.controlPointRect()` over `.boundingRect()` since
supposedly it's a lot faster. Drop all use of `QPicture` (since it seems
to conflict with the pixel buffer stuff?) and it doesn't give any
measurable speedup when drawing the "last bar" lines.

Oh, and add some profiling for now.
2020-12-29 18:05:36 -05:00
Tyler Goodlet bd73d02cfb Avoid loading volume FSPs on symbols without any data 2020-12-28 14:43:17 -05:00
Tyler Goodlet 42761438f6 Pass backfiller explicit symbol str, don't require volume ticks 2020-12-26 18:04:32 -05:00
Tyler Goodlet bc96c5847c Port to new tractor api 2020-12-21 13:02:43 -05:00
Tyler Goodlet 714c757e3e Add vwap back to fsp conf on feature branch 2020-12-21 13:02:43 -05:00
Tyler Goodlet 48da729364 Use .shield() meth name from tractor 2020-12-21 13:02:43 -05:00
Tyler Goodlet c01382294e Add signal backfilling via trio task respawn 2020-12-21 13:02:43 -05:00
Tyler Goodlet e89d3f9560 Use `numpy.divide()` to avoid divide-by-zero 2020-12-21 13:02:43 -05:00
Tyler Goodlet 7c7b31ebbe Break hist calc into wap func, use hlc3. 2020-12-21 13:02:43 -05:00
Tyler Goodlet 33515f45cc Add vwap to exposed fsp map 2020-12-21 13:02:43 -05:00
Tyler Goodlet ef2be16d97 Add initial tina (ohl3) vwap fsp 2020-12-21 13:02:43 -05:00
Tyler Goodlet 833a442ac0 Disable vwap in conf, feature delay 2020-12-19 16:57:58 -05:00
Tyler Goodlet f27d639552 Port kraken to declare "wap" field 2020-12-19 16:53:51 -05:00
Tyler Goodlet b72d7d3085 Drop profile calls on OHLC bars for now 2020-12-19 16:52:04 -05:00
Tyler Goodlet df686755da Drop legacy "historical" QPicture cruft 2020-12-19 16:51:11 -05:00
Tyler Goodlet 618c2f8e0a More general salutation 2020-12-19 16:51:03 -05:00
Tyler Goodlet db6f77481b Stick with slightly smaller fonts 2020-12-19 16:50:54 -05:00
Tyler Goodlet 7ce27107df Fix axes for shm primary indexing 2020-12-19 16:50:49 -05:00
Tyler Goodlet c8537d59a8 Port charting to new shm primary indexing 2020-12-19 16:50:38 -05:00
Tyler Goodlet 9930430721 Close app on last window exit
Use a system triggered SIGINT on app close to tear down the streaming
stack and terminate the `trio`/`tractor` runtimes deterministically.
2020-12-19 16:50:29 -05:00
Tyler Goodlet 599b5276b4 Port data apis to not touch primary index 2020-12-19 16:50:20 -05:00
Tyler Goodlet fda9fcbc55 Add historical backfilling to ib backend 2020-12-19 16:50:08 -05:00
Tyler Goodlet 6d50ad75a7 Ensure right bar x index is an int 2020-12-19 16:49:57 -05:00
Tyler Goodlet 2568a2d2e9 First draft, make graphics work on shm primary index
This is a bit hacky (what with array indexing semantics being relative
to the primary index's "start" value but it works. We'll likely want
to somehow wrap this index finagling into an API soon.
2020-12-19 16:49:43 -05:00
Tyler Goodlet 02b7d6cd19 Add prepend support to shm system 2020-12-19 16:49:35 -05:00
Tyler Goodlet 9710685508 Left align yaxis label 2020-12-19 16:49:27 -05:00
Tyler Goodlet 1f8f2eb8b3 Font size tweaks for low dpi 2020-12-19 16:06:54 -05:00
Tyler Goodlet 247b5fa2ec Tidy up doc string 2020-12-19 16:06:28 -05:00
Tyler Goodlet 3e16840566 Attempt to add numba typing and use `QGraphicsPathItem`
Failed at using either.

Quirks in numba's typing require specifying readonly arrays by
composing types manually.

The graphics item path thing, while it does take less time to write on
bar appends, seems to be slower in general in calculating the
``.boundingRect()`` value. Likely we'll just add manual max/min tracking
on array updates like ``pg.PlotCurveItem`` to squeeze some final juices
on this.
2020-12-19 16:06:22 -05:00
Tyler Goodlet 949e9d6cd1 Drop commented pixmap cruft
See #124 as to why we'll probably never need this.
2020-12-19 16:06:07 -05:00
Tyler Goodlet f083f537b1 Get `QPainterPath` "append" working
Pertains further to #109.

Instead of redrawing the entire `QPainterPath` every time there's
a historical bars update just use `.addPath()` to slap in latest
history. It seems to work and is fast. This also seems like it will be
a great strategy for filling in earlier data, woot!
2020-12-19 16:05:59 -05:00
Tyler Goodlet 413c703e34 Draw bars using `QPainterPath` magic
This gives a massive speedup when viewing large bar sets (think a day's
worth of 5s bars) by using the `pg.functions.arrayToQPath()` "magic"
binary array writing that is also used in `PlotCurveItem`.  We're using
this same (lower level) function directly to draw bars as part of one
large path and it seems to be painting 15k (ish) bars with around 3ms
`.paint()` latency. The only thing still a bit slow is the path array
generation despite doing it with `numba`. Likely, either having multiple
paths or, only regenerating the missing backing array elements should
speed this up further to avoid slight delays when incrementing the bar
step.

This is of course a first draft and more cleanups are coming.
2020-12-19 16:05:53 -05:00
Tyler Goodlet 8aede3cbcb Add field diffing on failed push 2020-12-19 16:05:22 -05:00
Tyler Goodlet f9e4e9507d Tweak axis text offset and margins 2020-12-19 15:05:37 -05:00
Tyler Goodlet c625dc90f1 Use new global var stack from tractor 2020-12-19 15:05:29 -05:00
Tyler Goodlet 9572280553 Kill the tractor tree on window close.
This makes it so you don't have to ctrl-c kill apps.
Add in the experimental openGL support even though I'm pretty sure it's
not being used much for curve plotting (but could be wrong).
2020-12-19 15:05:21 -05:00
Tyler Goodlet bfcf5170dc Add commented ex. code for line price charts 2020-12-19 15:05:14 -05:00
Tyler Goodlet acf8aeb33e Allocate space for 2d worth of 5s bars 2020-12-19 15:05:03 -05:00
Tyler Goodlet daa429f7ca Put fsp plotting into a couple tasks, startup speedups.
Break the chart update code for fsps into a new task (add a nursery) in
new `spawn_fsps` (was `chart_from_fsps`) that async requests actor
spawning and initial historical data (all CPU bound work).  For multiple
fsp subcharts this allows processing initial output in parallel
(multi-core). We might want to wrap this in a "feed" like api
eventually. Basically the fsp startup sequence is now:
- start all requested fsp actors in an async loop and wait for
  historical data to arrive
- loop through them all again to start update tasks which do chart
  graphics rendering

Add separate x-axis objects for each new subchart (required by
pyqtgraph); still need to fix hiding unnecessary ones.
Add a `ChartPlotWidget._arrays: dict` for holding overlay data distinct
from ohlc. Drop the sizing yrange to label heights for now since it's
pretty much all gone to hell since adding L1 labels. Fix y-stickies to
look up correct overly arrays.
2020-12-19 15:04:51 -05:00
Tyler Goodlet 49699a16ff Skip base metrics on no basis 2020-12-17 10:50:05 -05:00
Tyler Goodlet af61611801 Add initial selection box interaction
Requires decent modification of the built-in ``ViewBox``.
We do away with the zoom functionality for now and instead just add
a label full of some simple stats on the bounded data.
2020-11-08 16:15:34 -05:00
Tyler Goodlet 1972740d0c Make salotz stop grumbling like an old man 2020-11-06 15:35:10 -05:00
Tyler Goodlet 0f458f8263 Add min tick setting to axis type 2020-11-06 15:24:01 -05:00
Tyler Goodlet c1109ee3fb Add license headers to pertinent files 2020-11-06 12:23:14 -05:00
Tyler Goodlet be4a3df7ba Add L1 spread streaming to kraken 2020-11-06 11:35:40 -05:00
Tyler Goodlet 043bc985df Configure L1 queue size precisions from history 2020-11-06 11:35:10 -05:00
Tyler Goodlet e27fece4e6 Add L1 queue size precision controls 2020-11-06 11:34:32 -05:00
Tyler Goodlet 205bedce85 Spec dpi aware font size in inches 2020-11-05 20:32:35 -05:00
Tyler Goodlet 1e491fb1bb Use pyqtgraph default pen for level lines 2020-11-05 13:23:29 -05:00
Tyler Goodlet cc88300ac5 Fix L1 updates to be like TWS
I think this gets us to the same output as TWS both on booktrader and
the quote details pane. In theory there might be logic needed to
decreases an L1 queue size on trades but can't seem to get it without
getting -ves displayed occasionally - thus leaving it for now.

Also, fix the max-min streaming logic to actually do its job, lel.
2020-11-05 12:08:29 -05:00
Tyler Goodlet db075b81ac Specialize `LevelLabel` for orientation-around-axis gymnastics 2020-11-05 12:08:02 -05:00
Tyler Goodlet 9c3850874d Add all L1 tick types for ib 2020-11-05 08:18:55 -05:00
Tyler Goodlet f438139ad7 Update L1 labels in price loop 2020-11-03 22:03:49 -05:00
Tyler Goodlet 73e54a2259 Add L1 labels wrapper type
Start a simple API for L1 bid/ask labels.
Make `LevelLabel` draw a line above/below it's text (instead of the
rect fill we had before) since it looks much simpler/slicker.
Generalize the label text orientation through bounding rect
geometry positioning.
2020-11-03 19:48:27 -05:00
Tyler Goodlet 987c13c584 Classify L1 tick types 2020-11-03 16:22:04 -05:00
Tyler Goodlet a5d5208cfa Add sticky "orientation", allow overriding label draw instructions. 2020-11-03 16:21:21 -05:00
Tyler Goodlet e65f511648 Draw flat line on every new time step
Until we get a better datum "cursor" figured out just draw the flat bar
despite the extra overhead. The reason to do this in 2 separate calls is
detailed in the comment but basic gist is that there's a race between
writer and reader of the last shm index.

Oh, and toss in some draft symbol search label code.
2020-11-03 12:25:08 -05:00
Tyler Goodlet d92e02db86 Add back min window size i guess 2020-11-03 12:22:57 -05:00
Tyler Goodlet 22f1b56b36 Always update left (open) arm 2020-11-03 08:15:00 -05:00
Tyler Goodlet 1640906b09 Write shm volume (facepalm), update open=close on first volume 2020-11-03 08:14:37 -05:00
Tyler Goodlet b23e459027 Cleanup unneeded commented stuff 2020-11-02 15:43:19 -05:00
Tyler Goodlet 119196f2ff Scale level label correctly to small(er) fonts
Not sure what fixed it exactly, and I guess we didn't need any relative
DPI scaling factor after all. Using the 3px margin on the level label
seems to make it look nice for any font size (i think) as well.

Gonna need some cleanup after this one.
2020-11-02 15:27:48 -05:00
Tyler Goodlet 96f700a762 Add level line type with custom label 2020-11-02 13:33:19 -05:00
Tyler Goodlet 9e7aa3f9bf Add a dpi aware font wrapper type 2020-11-02 12:02:05 -05:00
Tyler Goodlet 307c501763 Add symbol field to ib quotes 2020-10-29 17:21:41 -04:00
Tyler Goodlet da0789e184 Add symbol field to kraken quotes 2020-10-29 17:08:25 -04:00
Tyler Goodlet 416f027c5f Flip contents label stuff into a type 2020-10-29 17:08:03 -04:00
Tyler Goodlet 68304b79bc More thematic max datums on screen 2020-10-28 09:28:37 -04:00
Tyler Goodlet 031eab28c7 Adjust contents label font for DPI 2020-10-28 08:52:08 -04:00
Tyler Goodlet 20a4aed672 Update font metrics after dpi calc; facepalm. 2020-10-28 08:12:56 -04:00
Tyler Goodlet 751cca35e1 Attempt to calculate font size by DPI 2020-10-27 15:15:31 -04:00
Tyler Goodlet 23672fc22b Rework axes types, sizing stuff
Make our own ``Axis`` and have it call an impl specific ``.resize()``
such that different axes can size to their own spec. Allow passing in a
"typical maximum value string" which will be used by default for sizing
the axis' minor dimension; a common value should be passed to all axes
in a linked split charts widget. Add size hinting for axes labels such
that they can check their parent (axis) for desired dimensions if
needed.
2020-10-27 10:50:28 -04:00
Tyler Goodlet 89d48afb6c Size axis labels based on text contents
Compute the size in pixels the label based on the label's contents.
Eventually we want to have an update system that can iterate through
axes and labels to do this whenever needed (eg. after widget is moved
to a new screen with a different DPI).
2020-10-26 23:34:48 -04:00
Tyler Goodlet 55f34dfed0 Start a profiling mod 2020-10-26 14:08:42 -04:00
Tyler Goodlet bed6a631c0 Don't pass color down to axis 2020-10-25 10:49:31 -04:00
Tyler Goodlet f32763d992 Only move x-axis sticky when we mouse-over a new index
Avoid drawing a new new sticky position if the mouse hasn't moved to the
next (rounded) index in terms of the scene's coordinates. This completes
the "discrete-ization" of the mouse/cursor UX.

Finalizing this feature helped discover and solve
pyqtgraph/pyqtgraph#1418 which masssively improves interaction
performance throughout the whole lib!

Hide stickys on startup until cursor shows up on plot.
2020-10-24 20:18:21 -04:00
Tyler Goodlet ece57b2a1d Rename our main color 2020-10-24 20:18:03 -04:00
Tyler Goodlet 94a8ee6270 Optimize axis labels using `QPicture`
This is likely a marginal improvement but is slightly less execution and
adds a coolio black border around the label. Drop all the legacy code
from quantdom which was quite a convoluted mess for "coloring".
Had to tweak sticky offsets to get the crosshair to line up right; not
sure what that's all about yet.
2020-10-24 20:12:12 -04:00
Tyler Goodlet 13f32acfdf Only update history on bar increment
With the improved update logic on `BarsItems` it doesn't seem to be
necessary. Remove y sticky for overlays for now to avoid clutter that
looks like double draws when the last overlay value is close to the last
price.
2020-10-22 21:21:14 -04:00
Tyler Goodlet 8eb4344d86 More "thematic" default view values ;) 2020-10-22 20:42:46 -04:00
Tyler Goodlet 8c25892521 Fix (really sidestep) flat bar rendering issue(s)
It seems a plethora of problems (including drawing performance) are due
to trying to hack around the strange rendering bug in Qt with `QLineF`
with y1 == y2. There was all sorts of weirdness that would show up with
trying (a hack) to just set all 4 points to the same value including
strange infinite diagonal ghost lines randomly on charts. Instead, just
place hold these flat bar's 'body' line with a `None` and filter the
null values out before calling `QPainter.drawLines()`. This results
in simply no body lines drawn for these datums. We can probably `numba`
the filtering too if it turns out to be a bottleneck.
2020-10-22 20:35:51 -04:00
Tyler Goodlet 7be624de39 Implement `tickStrings` for price axis; use float_digits() 2020-10-22 20:22:21 -04:00
Tyler Goodlet 18dc809acb Add naive digits count routine 2020-10-22 14:05:35 -04:00
Tyler Goodlet f2c4a46c94 Center bars around index, adjust curves back to match... 2020-10-21 11:19:41 -04:00
Tyler Goodlet cd828db9e9 Show 24 bars to left on startup 2020-10-21 10:51:54 -04:00
Tyler Goodlet 875bc8be24 Add line dots cursors to curves by default 2020-10-21 10:46:56 -04:00
Tyler Goodlet 1f6b5da17e Add support for curve "cursors" using a filled dot
Add a new graphic `LineDot` which is a `pg.CurvePoint` that draws
a simple filled dot over a curve at the specified index.

Add support for adding these cursor-dots to the crosshair/mouse through
a new `CrossHair.add_curve_cursor()`. Discretized the vertical line
updates on the crosshair such that it's only drawn in the middle of
the current bar in the main chart.
2020-10-21 10:40:51 -04:00
Tyler Goodlet 88583d999a Add "follow mode"
Makes the chart act like tws where each new time step increment the
chart shifts to the right so that the last bar stays in place. This
gets things looking like a proper auto-trading UX.

Added a couple methods to ``ChartPlotWidget`` to make this work:
- ``.default_view()`` to set the preferred view based on user settings
- ``.increment_view()`` to shift the view one time frame right

Also, split up the `.update_from_array()` method to be curve/ohlc
specific allowing for passing in a struct array with a named field
containing curve data more straightforwardly. This also simplifies the
contest label update functions.
2020-10-20 09:13:27 -04:00
Tyler Goodlet 1902507703 Change scroll "center" to rightmost bar on screen 2020-10-19 21:32:50 -04:00
Tyler Goodlet c57f678295 Fix contents labels issues
Lookup overlay contents from the OHLC struct array (for now / to make
things work) and fix anchoring logic with better offsets to keep
contents labels super tight to the edge of the view box. Unfortunately,
had to hack the label-height-calc thing for avoiding overlap of graphics
with the label; haven't found a better solution yet and pyqtgraph seems
to require more rabbit holing to figure out something better. Slap in
some inf lines for over[sold/bought] rsi conditions thresholding.
2020-10-19 14:18:06 -04:00
Tyler Goodlet 851104dd31 Add an inf horizontal line helper 2020-10-19 14:01:57 -04:00
Tyler Goodlet 1706b67e00 Note the issues with the shared fsp array index.. 2020-10-19 14:01:25 -04:00
Tyler Goodlet 32974a118c Add hidpi comments, 300 bars in view at startup 2020-10-19 11:37:50 -04:00
Tyler Goodlet d3dc8fb219 Differentiate array schema by close field 2020-10-19 11:37:28 -04:00
Tyler Goodlet c7d5ea6e15 Fix static yrange and last bar double draw issues 2020-10-16 12:18:14 -04:00
Tyler Goodlet fc23b2180d Pass through fonts to axes 2020-10-16 12:15:33 -04:00
Tyler Goodlet 58d3234f74 Drop lingering print 2020-10-16 12:15:07 -04:00
Tyler Goodlet f4c38621d5 Add a default "bars from right" style setting 2020-10-15 15:08:56 -04:00
Tyler Goodlet 6f429b1104 These seem to be "faster" crosshair settings? 2020-10-15 15:08:16 -04:00
Tyler Goodlet cb72662350 Add warnings for shm cache misses 2020-10-15 15:07:56 -04:00
Tyler Goodlet 454b445b4b Add better shared mem writer task checking
If you have a common broker feed daemon then likely you don't want to
create superfluous shared mem buffers for the same symbol. This adds an
ad hoc little context manger which keeps a bool state of whether
a buffer writer task currently is running in this process. Before we
were checking the shared array token cache and **not** clearing it when
the writer task exited, resulting in incorrect writer/loader logic on
the next entry..

Really, we need a better set of SC semantics around the shared mem stuff
presuming there's only ever one writer per shared buffer at given time.
Hopefully that will come soon!
2020-10-15 15:02:42 -04:00
Tyler Goodlet db273e1cd7 Up the mouse re-draw rate limit 2020-10-12 09:36:46 -04:00
Tyler Goodlet 18097fc33b Scale for hidpi pixmaps too 2020-10-02 12:13:50 -04:00
Tyler Goodlet 2302e59f1d 3k bars for now, ignore rtTime 2020-10-02 12:13:50 -04:00
Tyler Goodlet 8d9a6845c6 Add a naive maxmin calc to avoid frequent resizes
If we know the max and min in view then on datum updates we can avoid
resizing the y-range when a new max/min has not yet arrived.

This adds a very naive numpy calc in the drawing thread which we can
likely improve with a more efficient streaming alternative which can
also likely be run in a fsp subactor. Also, since this same calc is
essentially done inside `._set_yrange()` we will likely want to allow
passing the result into the method to avoid duplicate work.
2020-10-02 12:13:50 -04:00
Tyler Goodlet 6d5ccc6c3f Specify font size in pixels 2020-10-02 12:13:50 -04:00
Tyler Goodlet 8276b02f92 Further label and axis sizing tweaks for hidpi 2020-10-02 12:13:50 -04:00
Tyler Goodlet e524ee9045 Resize everything with HiDPI scaling on 2020-10-02 12:13:50 -04:00
Tyler Goodlet bceeaa56ff Drop ringbuf, didn't end up using 2020-10-02 12:13:50 -04:00
Tyler Goodlet acc8dd66f5 Add data._normalize.py ... 2020-10-02 12:13:50 -04:00
Tyler Goodlet bc65040601 Add shm support to kraken backend 2020-10-02 12:13:50 -04:00
Tyler Goodlet d4eb5ccca4 Handle vwap overlay with shm 2020-10-02 12:13:50 -04:00
Tyler Goodlet 8a4528c006 Always ask backend for ohlc dtype 2020-10-02 12:13:50 -04:00
Tyler Goodlet 47d4ec5985 Move _source under data package 2020-10-02 12:13:50 -04:00
Tyler Goodlet 8e2e695ba8 Revert project name removal; breaks shit elsewhere somehow.. 2020-10-02 12:13:50 -04:00
Tyler Goodlet 155c3eef2a Convert timeit thing to use print() 2020-10-02 12:13:50 -04:00
Tyler Goodlet 8832804bab Sub each new symbol to shm incrementing 2020-10-02 12:13:50 -04:00
Tyler Goodlet e3e219aa4b Add multi-symbol-buffer increment support 2020-10-02 12:13:50 -04:00
Tyler Goodlet 41e85ccaa9 Break wma calc into sync func 2020-10-02 12:13:50 -04:00
Tyler Goodlet 3f0e175011 Get bar oriented RSI working correctly 2020-10-02 12:13:50 -04:00
Tyler Goodlet 268e748417 Drop extra prefix in logs 2020-10-02 12:13:50 -04:00
Tyler Goodlet bfa7839370 Adopt official color 2020-10-02 12:13:50 -04:00
Tyler Goodlet 2fcbefa6e1 Use shm in fsp cascading
This kicks off what will be the beginning of hopefully a very nice
(soft) real-time financial signal processing system. We're keeping the
hack to "time align" curves (for now) with the bars for now by slapping
in an extra datum at index 0.
2020-10-02 12:13:50 -04:00
Tyler Goodlet 4383579cd0 Use shm array in chart-fsp task
Just like for the source OHLC, we now have the chart parent actor create
an fsp shm array and use it to read back signal data for plotting.
Some tweaks to get the price chart (and sub-charts) to load historical
datums immediately instead of waiting on an initial quote.
2020-10-02 12:13:50 -04:00
Tyler Goodlet ba4261f974 Add timeit prints 2020-10-02 12:13:50 -04:00
Tyler Goodlet 561cafbe55 Another black 2020-10-02 12:13:50 -04:00
Tyler Goodlet efb52f2292 Make shared array buffer incrementer a message pub
Drop ctx manager api and use `tractor.msg.pub`.
2020-10-02 12:13:50 -04:00
Tyler Goodlet 373ff90229 Only need UTC offset hacking if time w broker is messed.. 2020-10-02 12:13:50 -04:00
Tyler Goodlet d93ce84a99 Variety of IB backend improvements
- Move to new shared mem system only writing on the first (by process)
  entry to `stream_quotes()`.
- Deliver bars before first quote arrives so that chart can populate and
  then wait for initial arrival.
- Allow caching clients per actor.
- Load bars using the same (cached) client that starts the quote stream
  thus speeding up initialization.
2020-10-02 12:13:50 -04:00
Tyler Goodlet b1093dc71d Add a `data.Feed` type
Wraps the growing tuple of items being delivered by `open_feed()`.
Add lazy loading of the broker's signal step stream with
a `Feed.index_stream()` method.
2020-10-02 12:13:50 -04:00
Tyler Goodlet 38469bd6ef Slight rework: shm API
Add an internal `_Token` to do interchange (un)packing for passing
"references" to shm blocks between actors.  Part of the token involves
providing the `numpy.dtype` in a cross-actor format.  Add a module
variable for caching "known tokens" per actor.  Drop use of context
managers since they tear down shm blocks too soon in debug mode and
there seems to be no reason to unlink/close shm before the process has
terminated; if code needs it torn down explicitly, it can.
2020-10-02 12:13:50 -04:00
Tyler Goodlet cd540fd07e Cleanups 2020-10-02 12:13:50 -04:00
Tyler Goodlet 6fa4f6e943 Port charts to new shm arrays 2020-10-02 12:13:50 -04:00
Tyler Goodlet f872fbecf8 Hook IB up to shared memory system
Adjust the `data.open_feed()` api to take a shm token so the
broker-daemon can attach a previously created (by the parent actor) mem
buf and push real-time tick data. There's still some sloppiness here in
terms of ensuring only one mem buf per symbol (can be seen in
`stream_quotes()`) which should really managed at the data api level.
Add a bar incrementing stream-task which delivers increment msgs to any
consumers.
2020-10-02 12:13:50 -04:00
Tyler Goodlet 17491ba819 Disconnect stdlib's resource_tracker, fix .push()
Logic in `SharedArray.push()` was totally wrong.
Remove all the `multiprocessing.resource_tracker` crap such that we
aren't loading an extra process at every layer and we don't get tons of
errors when cleaning on in an SC way.
2020-10-02 12:13:50 -04:00
Tyler Goodlet 712e36b9d5 First draft of a shared numpy array sub-system
This adds a shared memory "incrementing array" sub-sys interface
for single writer, multi-reader style data passing. The main motivation
is to avoid multiple copies of the same `numpy` array across actors
(plus now we can start being fancy like ray).

There still seems to be some odd issues with the "resource tracker"
complaining at teardown (likely partially to do with SIGINT stuff) so
some further digging in the stdlib code is likely coming.

Pertains to #107 and #98
2020-10-02 12:13:50 -04:00
Tyler Goodlet 07beec59bf Hopefully fix datum offset on signal sub-plots
Added a comment to clarify, ish.
Add `ChartPlotWidget._overlays` as registry of curves added on top of
main graphics. Hackishly (ad-hoc-ishly?) update the curve assuming the
data resides in the same `._array` for now (which it does for historical
vwap).
2020-10-02 12:13:28 -04:00
Tyler Goodlet 2cc2b32805 Fix dbz with `np.divide()` 2020-10-02 12:13:28 -04:00
Tyler Goodlet eb5d64ceef Add support for overlay curves and fixed y-range
Allow passing a fixed ylow, yhigh tuple to `._set_yrange()` which avoids
recomputing the range from data if desired (eg. rsi-like bounded
signals). Add support for overlay curves to the OHLC chart and add basic
support to brokers which provide a historical 'vwap`. The data array
increment logic had to be tweaked to copy the vwap from the last bar.

Oh, and hack the subchart curves with two extra prepended datums to make
them align "better" with the ohlc main chart; need to talk to
`pyqtgraph` core about how to do this more correctly.
2020-10-02 12:13:28 -04:00
Tyler Goodlet e91ba55d68 Always draw any history bars on update 2020-10-02 12:13:28 -04:00
Tyler Goodlet a4a5bff3fa Yes, even more grays 2020-10-02 12:13:28 -04:00
Tyler Goodlet da2325239c Copy non-base dtype fields on bar increment 2020-10-02 12:13:28 -04:00
Tyler Goodlet 80f191c57d Adjust range logic to avoid overlap with labels
By mapping any in view "contents labels" to the range of the
``ViewBox``'s data we can avoid having graphics overlap with labels.
Take this approach instead of specifying a min y-range using the std
and activate the range compute on resize and mouser scrolling.
Also, add y-sticky update for signal plots.
2020-10-02 12:13:28 -04:00
Tyler Goodlet fc0a03d597 Handle OHLC *and* signal indexing 2020-10-02 12:13:28 -04:00
Tyler Goodlet 9a59f2408d Start fsp subpackage, separate momo stuff 2020-10-02 12:13:28 -04:00
Tyler Goodlet 7d24e8eeb0 First draft of real-time rsi using numba 2020-10-02 12:13:28 -04:00
Tyler Goodlet 9d8a867767 Bar graphics update speed improvements
Use two separate `QPicture` instances:
- one for the 3 lines for the last bar
- one for all the historical bars lines

On price changes update the last bar and only update historical bars
when the current bar's period expires (when a new bar is "added").
Add a flag `just_history` for this  `BarItems.draw_lines()`.
Also, switch the internal lines array/buffer to a 2D numpy array to avoid
the type-cast step and instead just flatten using `numpy.ravel()`.

Overall this should avoid the problem of draws getting slower over time
as new bars are added to the history since price updates only redraw
a single bar to the "last" `QPicture` instance. Ideally in the future we
can make the `history` `QPicture` a `QPixmap` but it looks like this
will require some internal work in `pyqtgraph` to support it.
2020-10-02 12:13:28 -04:00
Tyler Goodlet b1591e3ee1 Start mucking with faster bars updates
Use a ``rec2array`` struct array converter to generate lines sequence
faster. Start looking into using a `QPixmap` to avoid redrawing all
bars every update.
2020-10-02 12:13:28 -04:00
Tyler Goodlet 0e513599eb Info log fsp output for now 2020-10-02 12:13:28 -04:00
Tyler Goodlet f1b72dfd6b Better bg color, tweak margins. 2020-10-02 12:13:28 -04:00
Tyler Goodlet 17d205f773 Add proper x-axis time-stamping 2020-10-02 12:13:28 -04:00
Tyler Goodlet ea2a675adf Use dashed crosshair, simplify x-axis alloc 2020-10-02 12:13:28 -04:00
Tyler Goodlet 387a696232 Even more colors 2020-10-02 12:13:28 -04:00
Tyler Goodlet fca6257152 Use dashed lines for crosshair 2020-10-02 12:13:28 -04:00
Tyler Goodlet 7a245ddda4 Add and update y-sticky labels on new price data 2020-10-02 12:13:28 -04:00
Tyler Goodlet 363d4cf609 Start color map 2020-10-02 12:13:28 -04:00
Tyler Goodlet d7466a58b4 Add updateable y-sticky label 2020-10-02 12:13:28 -04:00
Tyler Goodlet 8d29338174 Cleanup latency tracker 2020-10-02 12:13:28 -04:00
Tyler Goodlet 58b2e7e395 Refer to main chart's data for date axis 2020-10-02 12:13:28 -04:00
Tyler Goodlet f46fa99a6e Add "contents" labels to charts
Add a default "contents label" (eg. OHLC values for bar charts) to each
chart and update on crosshair interaction.

Few technical changes to make this happen:
- adjust bar graphics to have the HL line be in the "middle" of the
  underlying arrays' "index range" in the containing view.
- add a label dict each chart's graphics name to a label + update routine
- use symbol names instead of this "main" identifier crap for referring to
  particular price curves/graphics
2020-10-02 12:13:28 -04:00
Tyler Goodlet 61e460a422 Start brokers.api module 2020-10-02 12:13:28 -04:00
Tyler Goodlet fd21f4b0fe WIP initial draft of FSP subsystem
This is a first attempt at a financial signal processing subsystem which
utilizes async generators for streaming frames of numpy array data
between actors. In this initial attempt the focus is on processing price
data and relaying it to the chart app for real-time display. So far this
seems to work (with decent latency) but much more work is likely needed
around improving the data model for even better latency and less data
duplication.

Surprisingly (or not?) a lot of simplifications to the charting code
came out of this in terms of conducting graphics updates in streaming
tasks instead of hiding them inside the obfuscated mess that is the
Qt-style-inheritance-OO-90s-trash. The goal from here on wards will be
to enforce strict semantics around reading and writing of data such that
state is kept outside "object trees" as much as possible and streaming
function semantics guide our flow model. Unsurprisingly, this reduction
in "instance state" is happening wherever we use `trio` ;)

A little summary on the technical changes:
- not going to explain the fsp system yet; it's too nascent and
  probably going to get some heavy editing.
- drop any "update" methods from the `LinkedCharts` type since each
  sub-chart will have it's own update task and thus a separate update
  loop; further individual graphics (per chart) may eventually require
  this same design.
- delete `ChartView`; moved into separate mod.
- add "stream from fsp" task to start our foray into real-time actor
  processed numpy streaming.
2020-10-02 12:13:28 -04:00
Tyler Goodlet edb32e8c2b Drop weird chart type enum 2020-10-02 12:13:28 -04:00
Tyler Goodlet 04e21a96da Use partial, pass kwargs to `tractor._main()` 2020-10-02 12:13:28 -04:00
Tyler Goodlet a29b7d9be5 Start "interaction" module 2020-10-02 12:13:28 -04:00
Tyler Goodlet 8a46f8d6ed Port monitor to normalized streams 2020-10-02 12:13:28 -04:00
Tyler Goodlet 241b2374e8 Port `DataFeed` api to broker specific normalizer routine 2020-10-02 12:13:28 -04:00
Tyler Goodlet 9bbf0e0d7a Add a normalizer routine which emits quote differentials/ticks 2020-10-02 12:13:28 -04:00
Tyler Goodlet 81fb327fe1 Add `services` cmd for monitoring actors 2020-10-02 12:13:28 -04:00
Tyler Goodlet 65fb92eaff Flatten out chart tasks 2020-10-02 12:13:28 -04:00
Tyler Goodlet 6b572eb0ef Add ravel() reference link 2020-10-02 12:13:28 -04:00
Tyler Goodlet 971b871647 Handle "mouse-not-on-plot" edge cases 2020-10-02 12:13:28 -04:00
Tyler Goodlet b2506b04f6 Attempt more reliable chart startup
Wait for a first actual real-time quote before starting graphics update
tasks. Use the new normalized tick format brokers are expected to emit
as a `quotes['ticks']` list. Auto detect time frame from historical
bars.
2020-10-02 12:13:28 -04:00
Tyler Goodlet d81f6620f5 Passthrough loglevel from qtractor 2020-10-02 12:13:28 -04:00
Tyler Goodlet 2eea946e5b Drop forkserver usage.
We've got the sweet and realable `trio` spawner now :)
2020-10-02 12:13:28 -04:00
Tyler Goodlet 1a143f6b16 Pass piker log level through to tractor for chart app 2020-10-02 12:13:28 -04:00
Tyler Goodlet dc919fa676 Set tractor loglevel in cli config 2020-10-02 12:13:28 -04:00
Tyler Goodlet cb8215c203 Also log the payload 2020-10-02 12:13:28 -04:00
Tyler Goodlet 46c804db0b Support the `stream_quotes()` api in questrade backend 2020-10-02 12:13:28 -04:00
Tyler Goodlet ad519c10a9 Always just look up the current plot on mouse handling 2020-10-02 12:13:28 -04:00
Tyler Goodlet bbe02570b3 Allow for dynamically added plots
Add `ChartPlotWidget.add_plot()` to add sub charts for indicators which
can be updated independently. Clean up rt bar update code and drop some
legacy ohlc loading cruft.
2020-10-02 12:13:28 -04:00
Tyler Goodlet b4f1ec7960 Massively simplify the cross-hair monstrosity
Stop with all this "main chart" special treatment.
Manage all lines in the same way across all referenced plots.
Add `CrossHair.add_plot()` for adding new plots dynamically.

Just, smh.
2020-10-02 12:13:28 -04:00
Tyler Goodlet c56aee6347 Use array of names for lookup 2020-10-02 12:13:28 -04:00
Tyler Goodlet 788771bd75 Change name to qtractor 2020-10-02 12:13:28 -04:00
Tyler Goodlet 3aebeb5801 Standardize ohlc dtype 2020-10-02 12:13:28 -04:00
Tyler Goodlet e5bca1e089 Fix import error 2020-10-02 12:13:28 -04:00
Tyler Goodlet 88fb7a8951 Handle overloaded arg 2020-10-02 12:13:28 -04:00
Tyler Goodlet 1a1e768126 Port to new data apis 2020-10-02 12:13:28 -04:00
Tyler Goodlet 6802675637 Add kraken to backend list 2020-10-02 12:13:28 -04:00
Tyler Goodlet f9084b8650 Store lines graphics in struct array to simplify indexing 2020-10-02 12:13:28 -04:00
Tyler Goodlet b9224cd396 Add WIP real-time 5s bar charting 2020-10-02 12:13:28 -04:00
Tyler Goodlet 4c5bc19ec7 Always convert to posix time 2020-10-02 12:13:28 -04:00
Tyler Goodlet 5f89a2bf08 Make run_qtrio invoke tractor at top level 2020-10-02 12:13:28 -04:00
Tyler Goodlet 2dec32e41f Move bar generation into func; support bar appends
There's really nothing coupling it to the graphics class (which frankly
also seems like it doesn't need to be a class.. Qt).

Add support to `.update_from_array()` for diffing with the input array
and creating additional bar-lines where necessary. Note, there are still
issues with the "correctness" here in terms of bucketing open/close
values in the time frame / bar range. Also, this jamming of each bar's 3
lines into a homogeneous array seems like it could be better done with
struct arrays and avoid all this "index + 3" stuff.
2020-10-02 12:13:28 -04:00
Tyler Goodlet 3c55f7c6e2 Use structure array indexing syntax 2020-10-02 12:13:28 -04:00
Tyler Goodlet 9c1d64413e Handle flat bar updates
Flat bars have a rendering issue we work around by hacking values in `QLineF`
but we have to revert those on any last bar that is being updated in
real-time. Comment out candle implementations for now; we can get back
to it if/when the tinas unite. Oh, and make bars have a little space
between them.
2020-10-02 12:13:28 -04:00
Tyler Goodlet 6b1bdbe3ea Docs the ui pkg mod 2020-10-02 12:13:28 -04:00
Tyler Goodlet 013c0fef15 Fix a bunch of scrolling / panning logic
Don't allow zooming to less then a min number of data points. Allow
panning "outside" the data set (i.e. moving one of the sequence "ends"
to the middle of the view. Start adding logging.
2020-10-02 12:13:28 -04:00
Tyler Goodlet 4c753b5ee6 Add ib 2020-10-02 12:13:28 -04:00
Tyler Goodlet ecfa6d33aa Use msgpack-numpy 2020-10-02 12:13:28 -04:00
Tyler Goodlet 16e2e27cb8 Handle high = low bars
For whatever reason if the `QLineF` high/low values are the same a weird
little rectangle is drawn (my guess is a `float` precision error of some
sort). Instead, if they're the same just use one of the values.
Also, store local vars to avoid so many lookups.
2020-10-02 12:13:28 -04:00
Tyler Goodlet 7a660b335d Make search work with ib backend 2020-10-02 12:13:28 -04:00
Tyler Goodlet 99c18abfea Add symbol search to broker api 2020-10-02 12:13:28 -04:00
Tyler Goodlet 2f1fdaf9e5 Rework charting internals for real-time plotting
`pg.PlotCurveItem.setData()` is normally used for real-time updates to
curves and takes in a whole new array of data to graphics.
It makes sense to stick with this interface especially if
the current datum graphic will originally be drawn from tick quotes and
later filled in when bars data is available (eg. IB has this option in
TWS charts for volume). Additionally, having a data feed api where the push
process/task can write to shared memory and the UI task(s) can read from
that space is ideal. It allows for indicator and algo calculations to be
run in parallel (via actors) with initial price draw instructions
such that plotting of downstream metrics can be "pipelined" into the
chart UI's render loop. This essentially makes the chart UI async
programmable from multiple remote processes (or at least that's the
goal).

Some details:
- Only store a single ref to the source array data on the
  `LinkedSplitCharts`.  There should only be one reference since the main
  relation is **that** x-time aligned sequence.
- Add `LinkedSplitCharts.update_from_quote()` which takes in a quote
  dict and updates the OHLC array from it's contents.
- Add `ChartPlotWidget.update_from_array()` method to trigger graphics
  updates per chart with consideration for overlay curves.
2020-10-02 12:13:28 -04:00
Tyler Goodlet 5e8e48c7b7 Support updating bars graphics from array
This makes a OHLC graphics "sequence" update very similar (actually API
compatible) with `pg.PlotCurveItem.setData()`. The difference here is
that only latest OHLC datum is used to update the charts last bar.
2020-10-02 12:13:28 -04:00
Tyler Goodlet 048a13dd0e Drop disk caching of quotes 2020-10-02 12:13:28 -04:00
Tyler Goodlet 6ba0692851 Revert weird bad .time access 2020-10-02 12:13:28 -04:00
Tyler Goodlet d993147f78 Factor signalling api into new module 2020-10-02 12:13:28 -04:00
Tyler Goodlet cc4b51cb17 Rip out all usage of `quantdom.bases.Quotes` smh. 2020-10-02 12:13:28 -04:00
Tyler Goodlet 14bff66ec5 Add a sane pandas.DataFrame to recarray converter 2020-10-02 12:13:28 -04:00
Tyler Goodlet 0b5af4b590 Move all Qt components into top level ui module 2020-10-02 12:13:28 -04:00
Tyler Goodlet 82a5daf91b Move all kivy ui components to subpackage 2020-10-02 12:13:28 -04:00
Tyler Goodlet 9d6dffe5ec Cleanup yrange auto-update callback
This was a mess before with a weird loop using the parent split charts
to update all "indicators". Instead just have each plot do its own
yrange updates since the signals are being handled just fine per plot.
Handle both the OHLC and plane line chart cases with a hacky `try:,
except IndexError:` for now.

Oh, and move the main entry point for the chart app to the relevant
module. I added some WIP bar update code for the moment.
2020-10-02 12:13:28 -04:00
Tyler Goodlet 36ac26cdcf Add zeroed ohlc array constructor 2020-10-02 12:13:28 -04:00
Tyler Goodlet 51f302191a Add update method for last bars graphic 2020-10-02 12:13:28 -04:00
Tyler Goodlet b82587f665 Use a single array for all lines
Speed up the lines array creation using proper slice assignment.
This gives another 10% speedup to the historical price rendering.
Drop ``_tina_mode`` support for now since we're not testing it.
2020-10-02 12:13:28 -04:00
Tyler Goodlet 45906c2729 Render plots from provided input sequence(s)
Previously graphics were loaded and rendered implicitly during the
import and creation of certain objects. Remove all this and instead
expect client code to pass in the OHLC sequence to plot. Speed up
the bars graphics rendering by simplifying to a single iteration of
the input array; gives about a 2x speedup.
2020-10-02 12:13:28 -04:00
Tyler Goodlet f77a39ceb7 Add symbol-info command 2020-10-02 12:13:28 -04:00
Tyler Goodlet 613564b0f5 Add ui package mod 2020-10-02 12:13:28 -04:00
Tyler Goodlet 507368a13a Don't scroll right after max zoom 2020-10-02 12:13:28 -04:00
Tyler Goodlet 6fa173a1c1 Factor components into more suitably named modules 2020-10-02 12:13:28 -04:00
Tyler Goodlet ac389c30d9 Move drawing and resize behavior into chart widget 2020-10-02 12:13:28 -04:00
Tyler Goodlet d8ca799504 Start grouping interactions into a ``ViewBox``
Move chart resize code into our ``ViewBox`` subtype (a ``ChartView``)
in an effort to start organizing interaction behaviour closer to the
appropriate underlying objects. Add some docs for all this and do some
renaming.
2020-10-02 12:13:28 -04:00
Tyler Goodlet fbce0334ad Lol I guess we probably need this 2020-10-02 12:13:28 -04:00
Tyler Goodlet a7fe18cba9 Factor common chart configuration 2020-10-02 12:13:28 -04:00
Tyler Goodlet 730241bb8a Add scrolling from right and cross-hair
Modify the default ``ViewBox`` scroll to zoom behaviour such that
whatever right-most point is visible is used as the "center" for
zooming. Add a "traditional" cross-hair cursor.
2020-10-02 12:13:28 -04:00
Tyler Goodlet c8afdb0adc Styling, start re-org, commenting
- Move out equity plotting to new module.
- Make axis margins and fonts look good on i3.
- Adjust axis labels colors to gray.
- Start commenting a lot of the code after figuring out what it all does
  when cross referencing with ``pyqtgraph``.
- Add option to move date axis to middle.
2020-10-02 12:13:27 -04:00
Tyler Goodlet 2ad3b6f080 Add piker chart command 2020-10-02 12:13:27 -04:00
Tyler Goodlet b670af484c Move UI spawning cmds to new module 2020-10-02 12:13:27 -04:00
Tyler Goodlet eddd8aacab Add charting components from `Quantdom`
Hand select necessary components to get real-time charting with
`pyqtgraph` from the `Quantdom` projects:
https://github.com/constverum/Quantdom

We've offered to collaborate with the author but have received no
response and the project has not been updated in over a year.
Given this, we are moving forward with taking the required components to
make further improvements upon especially since the `pyqtgraph` project
is now being actively maintained again.

If the author comes back we will be more then happy to contribute
modified components upstream:
https://github.com/constverum/Quantdom/issues/18

Relates to #80
2020-10-02 12:13:27 -04:00
Tyler Goodlet 9c84e3c45d Add initial Qt-trio integration
Use the new "guest mode" available on trio master branch.  Add
entrypoint for `pyqtgraph` based charting based on the `Quantdom`
project.
2020-10-02 12:13:27 -04:00
Tyler Goodlet bb81d7881c Use qt5 and trio guest mode 2020-10-02 12:13:27 -04:00
Tyler Goodlet 2774611617 Blind stab at a basic chart 2020-10-02 12:13:27 -04:00
Tyler Goodlet 2f8737af6a Fix PURE contracts lookup... 2020-09-29 17:06:28 -04:00
Tyler Goodlet 5bb11826f3 Drop unmarketable trades for now 2020-09-29 17:06:28 -04:00
Tyler Goodlet aad9cb2dd0 Support forex pair lookup on ib 2020-09-29 17:06:28 -04:00
Tyler Goodlet b499631d62 Drop to 1k bars on init load 2020-09-29 17:06:28 -04:00
Tyler Goodlet ad08cb7a66 Try to find cad stocks 2020-09-29 17:06:28 -04:00
Tyler Goodlet 103014aa58 Properly teardown data feed on cancel 2020-09-29 17:06:28 -04:00
Tyler Goodlet b7c924046a Begin to use `@tractor.msg.pub` throughout streaming API
Since the new FSP system will require time aligned data amongst actors,
it makes sense to share broker data feeds as much as possible on a local
system. There doesn't seem to be downside to this approach either since
if not fanning-out in our code, the broker (server) has to do it anyway
(and who knows how junk their implementation is) though with more
clients, sockets etc. in memory on our end. It also preps the code for
introducing a more "serious" pub-sub systems like zeromq/nanomessage.
2020-09-29 17:06:28 -04:00
Tyler Goodlet 0bf265a96f Future todo 2020-09-29 17:06:28 -04:00
Tyler Goodlet 482dc510fa Add normalization step for ticks
Start a draft normalization format for (sampled) tick data.
Ideally we move toward the dense tick format (DFT) enforced by
techtonicDB, but for now let's just get a dict of something simple
going: `{'type': 'trade', 'price': <price}` kind of thing. This
gets us started being able to real-time chart from all data feed
back-ends. Oh, and hack in support for XAUUSD..and get subactor
logging workin.
2020-09-29 17:06:28 -04:00
Tyler Goodlet aeb58c03e2 Add startup logic to handle market closure 2020-09-29 17:06:28 -04:00
Tyler Goodlet 4ce99e62e0 Override annoying stuff in ib_insync 2020-09-29 17:06:28 -04:00
Tyler Goodlet 41c6517a23 Port to new streaming api, yield whole tickers 2020-09-29 17:06:28 -04:00
Tyler Goodlet 450a39ce1c Add better contract search/lookup
Add a `Client.find_contract()` which internally takes
a <symbol>.<exchange> str as input and uses `IB.qualifyContractsAsync()`
internally to try and validate the most likely contract. Make the module
script call this using `asyncio.run()` for console testing.
2020-09-29 17:06:28 -04:00
Tyler Goodlet b8209cd506 Add a mostly actor aware API to IB backend
Infected `asyncio` support is being added to `tractor` in
goodboy/tractor#121 so delegate to all that new machinery.

Start building out an "actor-aware" api which takes care of all the
`trio`-`asyncio` interaction for data streaming and request handling.
Add a little (shudder) method proxy system which can be used to invoke
client methods from another actor. Start on a streaming api in
preparation for real-time charting.
2020-09-29 17:06:28 -04:00
Tyler Goodlet 1abadeb506 Add initial IB broker backend using ib_insync
Start working towards meeting the backend client api.
Infect `asyncio` using `trio`'s new guest mode and demonstrate
real-time ticker streaming to console.
2020-09-29 17:06:28 -04:00
Tyler Goodlet 14a5d047c3 Copy forward stupid kraken zeroed vwaps 2020-09-29 16:42:28 -04:00
Tyler Goodlet b13da849d0 Include vwap in kraken historical bars 2020-09-29 16:42:06 -04:00
Tyler Goodlet 0b42ac1420 Normalize kraken quotes for latency tracking 2020-09-26 11:31:57 -04:00
Tyler Goodlet ea8205968c Begin to use `@tractor.msg.pub` throughout streaming API
Since the new FSP system will require time aligned data amongst actors,
it makes sense to share broker data feeds as much as possible on a local
system. There doesn't seem to be downside to this approach either since
if not fanning-out in our code, the broker (server) has to do it anyway
(and who knows how junk their implementation is) though with more
clients, sockets etc. in memory on our end. It also preps the code for
introducing a more "serious" pub-sub systems like zeromq/nanomessage.
2020-09-26 11:31:57 -04:00
Tyler Goodlet 44010abf4d Handle (far end forced) disconnects 2020-09-26 11:31:57 -04:00
Tyler Goodlet 03c5c7d2ba Trigger connection reset on slowed heartbeat 2020-09-26 11:31:57 -04:00
Tyler Goodlet e92abd376a Trace log the heartbeat 2020-09-26 11:31:57 -04:00
Tyler Goodlet bf9a0136df Make ws loop restart on connection failures 2020-09-26 11:31:57 -04:00
Tyler Goodlet d976f3d074 Generate tick data correctly using .etime 2020-09-26 11:31:57 -04:00
Tyler Goodlet ad92188703 Support new normalized ticks format with kraken
Generate tick datums in a list under a `ticks` field in each quote
kinda like how IB does it.
2020-09-26 11:31:57 -04:00
Tyler Goodlet 9976bc3a3b Fix typo 2020-09-26 11:31:57 -04:00
Tyler Goodlet 3655e449d6 Raise errors, fix module script entry 2020-09-26 11:31:57 -04:00
Tyler Goodlet ffe47acf1d Add historical bars retreival 2020-09-26 11:31:57 -04:00
Tyler Goodlet 7bccfc7b10 Convert to stream, parse into dataclass 2020-09-26 11:31:57 -04:00
Tyler Goodlet 2738b54851 Start kraken backend 2020-09-26 11:31:57 -04:00
goodboy 67a75c3080
Merge pull request #114 from pikers/facepalm
Add marketstore cli stuff; not sure how this got missed?!
2020-09-26 11:29:36 -04:00
Tyler Goodlet 53eb564f06 Add marketstore cli stuff; not sure how this got missed?! 2020-09-25 16:08:15 -04:00
Tyler Goodlet 05d2985f5f Clarify some odd spots 2020-09-02 11:32:54 -04:00
Tyler Goodlet 316137fdf2 Begin to wrap marketstore as a data feed
Wrap the sync client in an async interface in anticipation of an actual
async client. This starts support for the `open_fee()`/`stream_quotes()`
api though the tick normalization isn't correct yet.
2020-09-02 00:40:35 -04:00
Tyler Goodlet 702c63f607 Define "packetizer" in specific broker mod
Allows for formatting published quotes using a broker specific
formatting callback.
2020-09-02 00:36:19 -04:00
Tyler Goodlet 312169e790 Support the `stream_quotes()` api in questrade backend 2020-09-01 20:55:24 -04:00
Tyler Goodlet 60b74ad7d1 Use new method name 2020-09-01 20:53:45 -04:00
Tyler Goodlet a6de623147 Add search command to cli 2020-09-01 20:53:27 -04:00
Tyler Goodlet 75f98276cc Add symbol search to broker api 2020-09-01 20:53:04 -04:00
Tyler Goodlet 519712e128 Add stocks search to qt client 2020-09-01 20:52:01 -04:00
Tyler Goodlet 934108a024 Add symbol-info command 2020-09-01 20:51:09 -04:00
Tyler Goodlet dcb0a30ad6 Move UI spawning cmds to new module 2020-09-01 20:47:24 -04:00
Tyler Goodlet 3c4699abef Pass broker name 2020-09-01 18:31:52 -04:00
Tyler Goodlet 78784a4bf3 Port to new data apis 2020-09-01 18:30:55 -04:00
Tyler Goodlet 57a8db8cba Start enforcing a common stream setup api
Add routines for brokerd spawning and quote stream creation.
2020-09-01 18:18:48 -04:00
Tyler Goodlet f6f6d98a95 Allow passing in tbk keys to query 2020-09-01 18:14:11 -04:00
Tyler Goodlet bc9af977a4 Update quote cache on each loop 2020-09-01 13:25:41 -04:00
Tyler Goodlet 436e4d2df4 Add tbk tick streaming with trio-websocket 2020-09-01 13:25:41 -04:00
Tyler Goodlet acd32341e2 Fix assignment out of order 2020-09-01 13:25:41 -04:00
Tyler Goodlet 3cfb15ed6e Make monitor handle non-full quote messages 2020-09-01 13:25:41 -04:00
Tyler Goodlet d66cfb8fa0 Push only new key value pairs over quote streams
This is something I've been meaning to try for a while and will likely
make writing tick data to a db more straight forward (filling in NaN
values is more matter of fact) plus it should minimize bandwidth usage.
Note, it'll require stream consumers to be considerate of non-full
quotes arriving and thus using the first "full" quote message to fill
out dynamically formatted systems or displays.
2020-09-01 13:25:41 -04:00
Tyler Goodlet 335cee63b2 Make stock quote formatter work with diff streams 2020-09-01 13:25:41 -04:00
Tyler Goodlet a6c692fb8b Add support for TICK ingest to marketstore 2020-09-01 13:25:09 -04:00
Tyler Goodlet b58820e297 Relicense to AGPLv3 2020-06-16 00:12:19 -04:00
Tyler Goodlet 2c93bb0302 Drop use of deprecated `trio.Event.clear()` 2020-06-02 10:33:57 -04:00
Tyler Goodlet 882f4a28d1 Add privacy note 2020-06-01 14:43:39 -04:00
Tyler Goodlet 64993666fa Pull 100 bars by default 2020-05-26 14:49:50 -04:00
Tyler Goodlet 5f200b8db1 Always delay bars 15m; rename to volume 2020-05-26 14:49:50 -04:00
Tyler Goodlet a7f7de32b4 Docstring tweaks 2020-05-26 14:49:50 -04:00
Tyler Goodlet ffd8bdac5f Fix imports 2020-05-26 14:49:50 -04:00
Tyler Goodlet 9b91ecd408 Pass confdir and watchlist path to cli 2020-05-26 14:49:50 -04:00
Tyler Goodlet 057086efdb Pass through test file to monitor 2020-05-26 14:49:50 -04:00
Tyler Goodlet f798d13038 Reord watchlist cmds into new package 2020-05-26 14:49:50 -04:00
Tyler Goodlet ff843372a1 Add `piker bars` command
For easy testing of questrade historical data from cli.
Re-org the common cli components into a new package to avoid having all
commands defined in a top-level module.
2020-05-26 14:49:50 -04:00
Tyler Goodlet c11946988e Implement candles retrieval from Questrade
There's some expected limitations with the number of sticks allowed in
a single query (they say 2k but I've been able to pull 20k). Also note
without a paid data sub there's a 15m delay on 1m sticks (we'll hack
around that shortly, don't worry).
2020-05-26 14:49:50 -04:00
Tyler Goodlet 595f79c632 Add symbol not found 2020-05-26 14:49:50 -04:00
Tyler Goodlet 732638ae2d Delegate logging to `tractor`
Gives us PIDs and task ids in logs which is much more sane for
debugging and cuts down on superfluous code.
2020-02-29 12:29:20 -05:00
Tyler Goodlet 837e30ff68 use >1 asks session connections
Gets us better throughput when polling multiple endpoints (eg. option
and stock quotes simultaneously) since slower round trip request won't
block faster ones when using multiple connections.
2020-02-18 16:13:20 -05:00
Tyler Goodlet a2e5d07b2c Port to mainline kivy and Python 3.8
This required some copy-paste of code from @matham's branch:
https://github.com/kivy/kivy/pull/5241

namely, the stuff in the `utils_async.py` module. I've added all that as
a standalone file for now.

Update the pipfile to use `kivy`'s master branch (since there seems to
be some lingering cython issues in the current release wheels).
2019-11-21 10:21:43 -05:00
Tyler Goodlet 49d612de49 Port to new @tractor.stream API 2019-04-26 00:27:01 -04:00
Tyler Goodlet 1cc33abca0 Don't bail when a sub-optschain crashes 2019-03-24 12:09:17 -04:00
Tyler Goodlet b2252e5762 Fix bad import 2019-03-21 22:18:09 -04:00
Tyler Goodlet 8bf82a2f76 Allow spawning an optschain UI from monitor using the `o` keybinding 2019-03-21 22:15:08 -04:00
Tyler Goodlet d59283d36d Update optschain cli entrypoint to pass primitive arg types 2019-03-21 22:14:22 -04:00
Tyler Goodlet 884fcaa88e A slew of tiny pager improvements
- stop displaying search bar widget on <ctrl-c>
- if there's existing search bar content highlight it automatically
  to allow user to start typing new content right away
- when activated allow search bar to insert its own set of keybinding
  controls; restore prior bindings on exit
2019-03-21 22:01:50 -04:00
Tyler Goodlet 3bbb1db2b4 Make option chain spawnable as a subactor
Look up the broker module and set up the loglevel locally.
Ask the arbiter for a portal to the data daemon since we can't
pass one to a subactor by reference.
2019-03-21 21:50:55 -04:00
Tyler Goodlet fc1e63b2c1 Spawn keyboard functions in new tasks 2019-03-18 22:39:21 -04:00
Tyler Goodlet c8da096126 Track table's last clicked row 2019-03-18 22:38:32 -04:00
Tyler Goodlet 3a439fc99d Fix ask use logic for testing/CI 2019-03-17 23:03:45 -04:00
Tyler Goodlet 6a50049af7 Use toml instead of ini for broker config 2019-03-15 19:37:04 -04:00
Tyler Goodlet 5e9c38039c Move brokerd spawner to `brokers.core` 2019-02-25 22:29:48 -05:00
Tyler Goodlet d3fae00e74 Add a `configdir` cli option 2019-02-25 20:22:29 -05:00
Tyler Goodlet 747d703d92 Add hack-fix to avoid leaking cmdline flags to kivy 2019-02-25 20:14:36 -05:00
Tyler Goodlet 77548d2ee6 Add token-from-user toggles to token auth methods 2019-02-25 20:11:45 -05:00
Tyler Goodlet 130553b8df Accept a path arg to `write()` 2019-02-25 19:29:54 -05:00
Tyler Goodlet 295ccbbe64 Name the data what it is 2019-02-24 10:55:52 -05:00
Tyler Goodlet c1a398d826 Use click context to factor cmd options 2019-02-23 16:13:04 -05:00
Tyler Goodlet 7ee731faac Use trio memory channels throughout UIs 2019-02-21 23:09:19 -05:00
Tyler Goodlet cbb973ae9d Drop internal nursery from option chain 2019-02-21 23:07:44 -05:00
Tyler Goodlet 462c419970 Add basic practice account support 2019-02-21 17:24:50 -05:00
Tyler Goodlet 435b2a56e8 Remove stream opening lock on `DataFeed`
Fixes to `tractor` that resolve issues with async generators being
non-task safe make the need for the mutex lock in
`DataFeed.open_stream()` unnecessary. Also, don't bother pushing empty
quotes from the publisher; avoids hitting the network when possible.
2019-02-20 21:39:57 -05:00
Tyler Goodlet 3a6efd451d Don't bother ensuring all symbols in data 2019-02-10 19:09:54 -05:00
Tyler Goodlet 3ab9e28ddb Use brokerd's client to get all contracts 2019-02-09 21:58:27 -05:00
Tyler Goodlet 395f0c8e4a Synchronize Questrade token refreshing per client
Questrade's API is half baked and can't handle concurrency.
It allows multiple concurrent requests to most endpoints *except*
for the auth endpoint used to refresh tokens:

    https://www.questrade.com/api/documentation/security

I've gone through extensive dialogue with their API team and despite
making what I think are very good arguments for doing the request
serialization on the server side, they decided that I should instead
do the "locking" on the client side. Frankly it doesn't seem like they
have that competent an engineering department as it took me a long time
to explain the issue even though it's rather trivial and probably not
that hard to fix; maybe it's better this way.

This adds a few things to ensure more reliable token refreshes on
expiry:

- add a `@refresh_token_on_err` decorator which can be used on `_API`
  methods that should refresh tokens on failure
- decorate most endpoints with this *except* for the auth ep
- add locking logic for the troublesome scenario as follows:
  * every time a request is sent out set a "request in progress" event
    variable that can be used to determine when no requests are currently
    outstanding
  * every time the auth end point is hit in order to refresh tokens set
    an event that locks out other tasks from making requests
  * only allow hitting the auth endpoint when there are no "requests in
    progress" using the first event
  * mutex all auth endpoint requests; there can only be one outstanding

- don't hit the accounts endpoint at client startup; we want to
  eventually support keys from multiple accounts and you can disable
  account info per key and just share the market data function
2019-02-09 21:39:22 -05:00
Tyler Goodlet f6230dd6df Add a `DataFeed.call_client()` method
Allows for calling an actor local broker client's methods from a remote
actor.
2019-02-09 21:38:00 -05:00
Tyler Goodlet 026b015627 Allow passing a config path for broker testing in CI 2019-02-04 00:17:11 -05:00
Tyler Goodlet 5dac8fa44d Note the RH auth/account requirements for usage 2019-02-04 00:15:10 -05:00
Tyler Goodlet e91a50a1ba Make `get_cached_feed()` an asynccontextmanager
Adjust feed locking around internal manager `yields` to make this work.

Also, change quote publisher to deliver a list of quotes for each
retrieved batch. This was actually broken for option streaming since
each quote was being overwritten due to a common `key` value for all
expiries. Asjust the `packetizer` function accordingly to work for
both options and stocks.
2019-02-03 23:40:51 -05:00
Tyler Goodlet 2514843fc1 Port to the new `@tractor.msg.pub` decorator API
The pub-sub data feed system was factored into `tractor` as an
experimental api / subsystem. Move to using that which greatly
simplifies the data feed architecture.
2019-01-27 14:50:04 -05:00
Tyler Goodlet 22670afe58 Generalize the publisher/fan-out system
Start working toward a more general (on-demand) pub-sub system which
can be brought into ``tractor``. Right now this just means making
the code in the `fan_out_to_ctxs()` less specific but, eventually
I think this function should be coupled with a decorator and shipped
as a standard "message pattern".

Additionally,
- try out making `BrokerFeed` a `@dataclass`
- strip out all the `trio.Event` / uneeded nursery / extra task crap
  from `start_quote_stream()`
2019-01-14 21:23:49 -05:00
Tyler Goodlet c94ce47aa6 Always set contract sub state 2019-01-14 21:13:22 -05:00
Tyler Goodlet 4753dc2db8 Alway teardown quote gen on exit 2019-01-14 21:12:35 -05:00
Tyler Goodlet 36d0c2ed68 Port monitor app to `DataFeed` api 2019-01-05 19:08:31 -05:00
Tyler Goodlet a4501bb0e0 Factor `DataFeed` client API into `brokers.data` 2019-01-05 19:08:27 -05:00
Tyler Goodlet 7f8c88be0c Drop open/close prices for now; never really use them 2019-01-02 21:24:42 -05:00
Tyler Goodlet fa6bae1f5c Reorg table widgets into a new module 2019-01-02 21:12:42 -05:00