Commit Graph

2884 Commits (ba2e1e04cd041e220a1f4097a5fde37de8aac94f)

Author SHA1 Message Date
Tyler Goodlet 970393bb85 Drop ununsed `Services` ref 2022-05-09 11:15:13 -04:00
Tyler Goodlet ed5bae0e11 Py3.9+ type updates 2022-05-09 11:15:13 -04:00
Tyler Goodlet facc86f76e Add `--tsdb` flag to start `marketstore` with `pikerd` 2022-05-09 11:15:13 -04:00
Tyler Goodlet 7395b56321 De-escalate sudo perms in `pikerd` once docker spawns 2022-05-09 11:15:13 -04:00
Tyler Goodlet aecc5973fa Handle the non-root perms case specifically too 2022-05-09 11:15:13 -04:00
Tyler Goodlet faa5a785cb Add explicit no-docker error and supervisor start task-func 2022-05-09 11:15:13 -04:00
Tyler Goodlet 7d2e9bff46 Type annot updates 2022-05-09 11:15:13 -04:00
Tyler Goodlet ec413541d3 Drop old client instantiate line 2022-05-09 11:15:13 -04:00
Tyler Goodlet 9203ebe044 Drop import, it's got madness with and SIGINT? 2022-05-09 11:15:13 -04:00
Tyler Goodlet fbd3d1e308 Add a super simple `marketstore` container supervisor 2022-05-09 11:15:13 -04:00
Tyler Goodlet 1cdb94374c Extract non-sudo user for config dir path 2022-05-09 11:15:13 -04:00
Tyler Goodlet aca3ca8aa6 Basic module-script for spawning `marketstore`, needs correct bind mount usage 2022-05-09 11:15:13 -04:00
Guillermo Rodriguez 943b02573d Still WIP, switch to using new marketstore client, missing streaming from marketstore 2022-05-09 11:15:13 -04:00
Guillermo Rodriguez 897a5cf2f6 Simplify and optimize tick format, similar to techtonicdb's 2022-05-09 11:15:13 -04:00
Guillermo Rodriguez 3c09bfba57 Add multi ingestor support and update to new feed API 2022-05-09 11:15:13 -04:00
goodboy c849bb9c4c
Merge pull request #309 from pikers/no_orderid_in_error
Allow `None` for `BrokerdError.reqid`
2022-05-09 11:08:33 -04:00
Tyler Goodlet 34e6db6d98 Allow `None` for `BrokerdError.reqid`
Found this caused breakage on `kraken` orders which triggered the
"insufficient funds" error response. Makes sense since they won't
generate an order id if the order can't ever be submitted.
2022-05-09 10:56:47 -04:00
goodboy 84399e8131
Merge pull request #289 from pikers/big_data_lines
"Big data" lines
2022-04-30 11:37:50 -04:00
Tyler Goodlet 5921d18d66 Only update y-range from L1 mxmn when last index in view
We still have to always keep track of the last max and min
though.
2022-04-30 11:36:23 -04:00
Tyler Goodlet cdc882657a Drop old `pyqtgraph` downsample code 2022-04-30 11:36:23 -04:00
Tyler Goodlet 62d08eaf85 Tweak log-scaler for more detail 2022-04-30 11:36:23 -04:00
Tyler Goodlet f2f00dcc52 Drop `._ic` debugging prints 2022-04-30 11:36:23 -04:00
Tyler Goodlet ee831baeb3 Display loop mega-cleanup
The most important changes include:
- iterating the new `Flow` type and updating graphics
- adding detailed profiling
- increasing the min uppx before graphics updates are throttled
- including the L1 spread in y-range calcs so that you never have the
  bid/ask go "out of view"..
- pass around `Flow`s instead of shms
- drop all the old prototyped downsampling code
2022-04-30 11:36:23 -04:00
Tyler Goodlet 7c615a403b Allow passing a `plotItem` to `.draw_curve()`
If manually managing an overlay you'll likely call `.overlay_plotitem()`
and then a plotting method so we need to accept a plot item input so
that the chart's pi doesn't get assigned incorrectly in the `Flow` entry
(though it is by default if no input is provided).

More,
- add a `Flow.graphics` field and set it to the `pg.GraphicsObject`.
- make `Flow.maxmin()` return `None` in the "can't calculate" cases.
2022-04-30 11:36:23 -04:00
Tyler Goodlet b8374dbe9a Fsp UI initialization updates
- set shm refs on `Flow` entries.
- don't run a graphics cycle on 'update' msgs from the engine
  if the containing chart is hidden.
- drop `volume` from flows map and disable auto-yranging
  once $vlm comes up.
2022-04-30 11:36:23 -04:00
Tyler Goodlet 454cd7920d Disconnect signals in `ChartView.disable_auto_yrange()`
Allows for removing resize callbacks for a flow/overlay that you wish to
remove from view (eg. unit volume after dollar volume is up) and thus
less general interaction callback overhead for any plot you don't wish
to show or resize.

Further,
- drop the `autoscale_linked_plots` block for now since with
  multi-view-box overlays each register their own vb resize slots
- pull the graphics object from the chart's `Flow` map inside
  `.maybe_downsample_graphics()`
2022-04-30 11:36:23 -04:00
Tyler Goodlet ca283660de Fix bug where if `yrange` was passed the mxmin callback was still used.. 2022-04-30 11:36:23 -04:00
Tyler Goodlet d4eddbdb25 Guard against zero px width 2022-04-30 11:36:23 -04:00
Tyler Goodlet eec329a221 Add `Flow` type with a real chitty mxmn cacheing method
This new type wraps a shm data flow and will eventually include things
like incremental path-graphics updates and serialization + bg downsampling
techniques. The main immediate motivation was to get a cached y-range max/min
calc going since profiling revealed the `numpy` equivalents were
actually quite slow as the data set grows large. Likely we can use all
this to drive a streaming mx/mn routine that's always launched as part
of each on-host flow.

This is our official foray into use of `msgspec.Struct` B) and I have to
say, pretty impressed; we'll likely completely ditch `pydantic` from
here on out.
2022-04-30 11:36:23 -04:00
Tyler Goodlet a1de097a43 Loop for first graphic with xvec 2022-04-30 11:36:23 -04:00
Tyler Goodlet b5f2558cec Only `.maybe_downsample_graphics()` on manual changes
We don't need update graphics on every x-range change since that's what
the display loop does. Instead, only on manual changes do we make manual
calls into `.update_graphics_from_array()` and be sure to iterate all
linked subplots and all their embedded graphics.
2022-04-30 11:36:23 -04:00
Tyler Goodlet 1a95712680 Don't return early on ds line render to avoid breaking profiling
The pg profiler seems to have trouble with early `return`s in function
calls (likely muckery with the GC/`.__delete__()`) so let's just try
to avoid it for now until we either fix it (probably by implementing as
a ctx mngr) or use diff one.
2022-04-30 11:36:23 -04:00
Tyler Goodlet b20e9e58ee Use HL tracer by default, seems to be faster? 2022-04-30 11:36:23 -04:00
Tyler Goodlet 4bc2bbda69 Allow passing "ms slower then" value on cli to `--profile` 2022-04-30 11:36:23 -04:00
Tyler Goodlet b524929cb6 Only bail up pan updates if uppx > 16 2022-04-30 11:36:23 -04:00
Tyler Goodlet f95d22bfd3 Delegate `BarItems.x_uppx()` to internal ds curve 2022-04-30 11:36:23 -04:00
Tyler Goodlet 91de281b7e Downsample curves even less frequently 2022-04-30 11:36:23 -04:00
Tyler Goodlet 2284e61eda Only pass vr for bars, allow source vb in autorange 2022-04-30 11:36:23 -04:00
Tyler Goodlet 082b02776c Drop the unit-volume chart once $vlm is fully drawn 2022-04-30 11:36:23 -04:00
Tyler Goodlet 27e3d0ef80 Ensure we update the volume array, not graphics
Ugh, turns out the wacky `ChartView.maxmin` callback stuff we did (for
determining y-range sizings) currently requires that the volume array
has a "bars in view" result.. so let's make that keep working without
rendering the graphics for the curve (since we're disabling them once
$vlm comes up).
2022-04-30 11:36:23 -04:00
Tyler Goodlet eeca9eb4c7 Add `.update_graphics_from_array()` flags for setting view-range use and graphics rendering 2022-04-30 11:36:23 -04:00
Tyler Goodlet 9bbfa4be02 Guard against zero px width 2022-04-30 11:36:23 -04:00
Tyler Goodlet ce85031ef2 Given in-view rendering, make bars downsample on uppx >= 8 2022-04-30 11:36:23 -04:00
Tyler Goodlet b6f852e0ad Make `FastAppendCurve` optionally view range aware
As with the `BarItems` graphics, this makes it possible to pass in a "in
view" range of array data that can be *only* rendered improving
performance for large(r) data sets. All the other normal behaviour is
kept (i.e a persistent, (pre/ap)pendable path can still be maintained)
if a ``view_range`` is not provided.

Further updates,
- drop the `.should_ds_or_redraw()` and `.maybe_downsample()` predicates
 instead moving all that logic inside `.update_from_array()`.
- disable the "cache flipping", which doesn't seem to be needed to avoid
  artifacts any more?
- handle all redraw/dowsampling logic in `.update_from_array()`.
- even more profiling.
- drop path `.reserve()` stuff until we better figure out how it's
  supposed to work.
2022-04-30 11:36:23 -04:00
Tyler Goodlet fdd5aa33d2 Fix view range array to include most recent (facepalm) 2022-04-30 11:36:23 -04:00
Tyler Goodlet 82732e3f17 TOQUASH: drop display loop old .update_ohlc_.. 2022-04-30 11:36:23 -04:00
Tyler Goodlet 2c1daab990 Port to new `.update_graphics_from_array()`, pause quote updates on chart interaction 2022-04-30 11:36:23 -04:00
Tyler Goodlet a9e1c6c50e Make panning pause feeds, call into update method from downsampler cb loop 2022-04-30 11:36:23 -04:00
Tyler Goodlet ef03b8e987 Attempt only rendering ohlc bars in view and ds-ing otherwise 2022-04-30 11:36:23 -04:00
Tyler Goodlet 3b90b1f960 Unify into a single update method: `.update_graphics_from_array()` 2022-04-30 11:36:23 -04:00