Commit Graph

3964 Commits (bb02775cabee7a6a9c424500e567160bb33777eb)

Author SHA1 Message Date
Tyler Goodlet 488a0cd119 Add `.config.load_account()`
Allows for direct loading of an "account file configuration" contents
without having to pass the explicit config dir path. In this case we are
also rewriting the `pps.<brokername>.<accnt_name>.toml` file names to
instead have a `account.` prefix, but providing this helper function
allows such changes more easily in the future - since callers won't have
to use the lower level `.load()` input signature.

Also add some todo comments about moving to `tomlkit`.
2023-05-12 12:40:09 -04:00
Tyler Goodlet 957224bdc5 ib: support remote host vnc client connections
I figure we might as well support multiple types of distributed
multi-host setups; why not allow running the API (gateway) and thus vnc
server on a diff host and allowing clients to connect and do their thing
B)

Deatz:
- make `ib._util.data_reset_hack()` take in a `vnc_host` which gets
  proxied through to the `asyncvnc` client.
- pull `ib_insync.client.Client` host value and pass-through to data
  reset machinery, presuming the vnc server is running in the same
  container (and/or the same host).
- if no vnc connection **and** no i3ipc trick can be used, just report
  to the user that they need to remove the data throttle manually.
- fix `feed.get_bars()` to handle throttle cases the same based on error
  msg matching, not error the code and add a max `_failed_resets` count
  to trigger bailing on the query loop.
2023-05-12 09:48:31 -04:00
Tyler Goodlet 7ff8aa1ba0 ib: passthrough host arg to vnc client for click hack 2023-05-11 12:32:38 -04:00
Tyler Goodlet e06f9dc5c0 kucoin: port to new `NoBsWs` api semantics
No longer need to implement connection timeout logic in the streaming
code, instead we just `async for` that bby B)

Further refining:
- better `KucoinTrade` msg parsing and handling with object cases.
- make `subscribe()` do sub request in a loop wand wair for acks.
2023-05-10 16:22:09 -04:00
Tyler Goodlet c6e5368520 paperboi: fix fqme parsing to handle `bs_fqme` cases 2023-05-09 18:34:01 -04:00
Tyler Goodlet 769b292dca Allow `brokerd` runtime switch to paper mode
Previously you couldn't have a brokerd backend which defined
`.trades_dialogue()` but which could also indicate that the paper
clearing engine should be used. This adds that support by allowing the
endpoint task to return a simple `'paper'` string, in which case the ems
will boot a paperboi.

The obvious useful case for this is if you have a broker you want to use
but do not have actual broker credentials setup (yet) with that provider
in your `brokers.toml`; demonstrated here with the adjustment to
`kraken`'s startup to no longer raise a runtime error B)
2023-05-09 18:29:28 -04:00
Tyler Goodlet 361fc4645c Drop passing `loglevel` to `stream_quotes()`, level is set when actor spawns 2023-05-09 18:28:51 -04:00
Tyler Goodlet f1f2ba2e02 kucoin: deliver `FeedInit` msgs on feed startup
To fit with the rest of the new requirements added in `.data.validate`
this adds `FeedInit` init including `MktPair` and `Asset` loading for
all spot currencies provided by `kucoin`.

Deatz:
- add a `Currency` struct and accompanying `Client.get_currencies()` for
  storing all asset infos.
- implement `.get_mkt_info()` which loads all necessary accounting and
  mkt meta-data structs including adding `.price/size_tick` fields to
  the `KucoinMktPair`.
- on client boot, async spawn requests to cache both symbols and currencies.
- pass `subscribe()` as the `fixture` arg to `open_autorecon_ws()`
  instead of opening it manually.

Other:
- tweak `Client._request` to not expect the prefixed `'/'` for the
  `endpoint: str`.
- change the `api_v` arg to just be `api: str`.
2023-05-09 18:17:50 -04:00
Tyler Goodlet 80338e1ddd kucoin: WIP moving to FeedInit API 2023-05-09 14:49:46 -04:00
Tyler Goodlet f8c8f63e87 Drop `Optional` usage from marketstore module 2023-05-09 14:49:46 -04:00
Tyler Goodlet 96532ad38c ui._display: no downsampling on history chart default view call 2023-05-09 14:49:46 -04:00
Tyler Goodlet 88f3912b2d test_ems: doc out some remaining suites 2023-05-09 14:49:46 -04:00
Tyler Goodlet cb8833d430 ib: clear error events on every received? 2023-05-09 14:49:46 -04:00
Tyler Goodlet 038b20d13a wsbs: increase msg rx timeout to 16 secs 2023-05-09 14:49:46 -04:00
Tyler Goodlet 05fb4a4014 kraken: drop recv timeout for recon ws 2023-05-09 14:49:46 -04:00
Tyler Goodlet c415bd1ee1 If backend does not provide `bs_mktid`, use the `bs_fqme` 2023-05-09 14:49:46 -04:00
Tyler Goodlet 226c3364c3 Smh, handle `fixture==None` case.. 2023-05-09 14:49:46 -04:00
Tyler Goodlet 685688d2b2 ib: add `mbt.cme` micro-btc futes to adhoc set 2023-05-09 14:49:46 -04:00
Tyler Goodlet 7a3bce3f33 .data._web_bs: add client module name to log msgs 2023-05-09 14:49:46 -04:00
Tyler Goodlet 363a2bbcc6 binance: use new `int` sub-id for each request 2023-05-09 14:49:46 -04:00
Tyler Goodlet 0a8dd7b6da Try to disable `snappy` compression on variables; it breaks everything XD 2023-05-09 14:49:46 -04:00
Tyler Goodlet 0b43e0aa8c Try having `brokerd` eps defined in `.brokers._daemon`
Since it's a bit weird having service specific implementation details
inside the general service `._daemon` mod, and since i'd mentioned
trying this re-org; let's do it B)

Requires enabling the new mod in both `pikerd` and `brokerd` and
obviously a bit more runtime-loading of the service modules in the
`brokerd` service eps to avoid import cycles.

Also moved `_setup_persistent_brokerd()` into the new mod since the
naming would place it there even though the implementation really
wouldn't (longer run) since we want to split up `.data.feed` layer
backend-invoked eps into a separate actor eventually from the "actual"
`brokerd` which will be the actor running **only** the trade control eps
(eg. trades_dialogue()` and friends).
2023-05-09 14:49:26 -04:00
Tyler Goodlet ed434e284b Disable ems init order-dialog notifications by default 2023-05-09 14:49:26 -04:00
Tyler Goodlet af068c5c51 binance: port `stream_messages()` to use `match:` and a new `L1` struct 2023-05-09 14:49:26 -04:00
Tyler Goodlet f6cd08c6fa Attempt to guard against numercial "anomalies" in `Viz.maxmin()`, add cacheing flag 2023-05-09 14:49:26 -04:00
Tyler Goodlet 34ff5ff249 kraken: port to new `NoBsWs`, passing timeout (counts) during setup 2023-05-09 14:49:26 -04:00
Tyler Goodlet b03564da2c binance: port to new `NoBsWs` api and drop `trio_util` usage 2023-05-09 14:49:26 -04:00
Tyler Goodlet 59743b7b73 Rework `NoBsWs` to avoid agen/`trio` incompatibility
`trio`'s internals don't allow for async generator (and thus by
consequence dynamic reset of async exit stacks containing `@acm`s)
interleaving since doing so corrupts the cancel-scope stack. See details
in:
- https://github.com/python-trio/trio/issues/638
- https://trio-util.readthedocs.io/en/latest/#trio_util.trio_async_generator
- `trio._core._run.MISNESTING_ADVICE`

We originally tried to address this using
`@trio_util.trio_async_generator` in backend streaming code but for
whatever reason stopped working recently (at least for me) and it's more
or less implemented the same way as this patch but with more layers and
an extra dep. I also don't want us to have to address this problem again
if/when that lib isn't able to keep up to date with wtv `trio` is
doing..

So instead this is a complete rewrite of the conc design of our
auto-reconnect ws API to move all reset logic and msg relay into a bg
task which is respawned on reset-requiring events: user spec-ed msg recv
latency, network errors, roaming events.

Deatz:
- drop all usage of `AsyncExitStack` and no longer require client code
  to (hackily) call `NoBsWs._connect()` on msg latency conditions,
  intead this is all done behind the scenes and the user can instead
  pass in a `msg_recv_timeout: float`.
- massively simplify impl of `NoBsWs` and move all reset logic into a
  new `_reconnect_forever()` task.
- offer use of `reset_after: int` a count value that determines how many
  `msg_recv_timeout` events are allowed to occur before reconnecting the
  entire ws from scratch again.
2023-05-09 14:49:26 -04:00
Tyler Goodlet 9d04accf2e Factor out all history mgmt-logic into a new `.data.history` 2023-05-09 14:49:26 -04:00
Tyler Goodlet 3cd853cb5d order_mode: revert switch to `MktPair` for pre-order loading 2023-05-09 14:49:26 -04:00
Tyler Goodlet 4a0beda77e kraken: asyncify and use `get_mkt_info()` in `norm_trade_records()` 2023-05-09 14:49:26 -04:00
Tyler Goodlet d7288972b7 kraken: port to `FeedInit` and proper impl of `get_mkt_info()` ep 2023-05-09 14:49:26 -04:00
Tyler Goodlet 0d93871c88 kraken: drop `Client.cache_assets()`, simpler `.pair_info()`, drop `.mkt_info()` 2023-05-09 14:49:26 -04:00
Tyler Goodlet d0e01ff9b6 Fix `Symbol.from_fqme()` extra added symbols.. 2023-05-09 14:49:26 -04:00
Tyler Goodlet af2f8756c5 binance: use `@async_lifo_cache` on `.get_mkt_info()` ep 2023-05-09 14:49:26 -04:00
Tyler Goodlet bcf355e2c8 Fix up `@async_lifo_cache` typing, add TODOs for move to `tractor` 2023-05-09 14:49:26 -04:00
Tyler Goodlet 1b50bff625 Error test harness if `--pdb` passed without `-s` 2023-05-09 14:49:26 -04:00
Tyler Goodlet e317310ed3 binance: make `stream_quotes()` deliver new `list[FeedInit]` API 2023-05-09 14:49:26 -04:00
Tyler Goodlet 4131ff1152 Rename `bs_mktid` -> `bs_fqme` and drop (some) `fqsn`s
Since we have made `MktPair.bs_mktid` mean something else now, change
all the feed setup var names to instead be more representative of the
actual value: `bs_fqme: str` and use the new `MktPair.bs_fqme` where
necessary.
2023-05-09 14:49:26 -04:00
Tyler Goodlet 83802e932a Drop (missed) usage of `Symbol.from_fqsn()` in order mode 2023-05-09 14:49:26 -04:00
Tyler Goodlet 765b8f8e5c Support both input msg-sequence types
The legacy version was a `dict` of `dicts` vs. now we want to be handed
a `list[FeedInit]`; process both in a factored way.

Drop `FeedInit.bs_mktid` since it's already defined on `.mkt.bs_mktid`
and we don't really need it top level.
2023-05-09 14:49:26 -04:00
Tyler Goodlet b4f2f49001 ib: make `stream_quotes()` compat with new init msg bare-minimums 2023-05-09 14:49:26 -04:00
Tyler Goodlet d1cf90e2ae ib: finally convert ledger processing to use `MktPair` 2023-05-09 14:49:26 -04:00
Tyler Goodlet 6008497b89 Use more "hierarchical" schema for fsp shm segment names 2023-05-09 14:49:26 -04:00
Tyler Goodlet adb62dc7b4 Port oustanding parts of codebase to `unpack_fqme()` 2023-05-09 14:49:26 -04:00
Tyler Goodlet 4129d693be Add `.data.validate` checker for live feed layer
More or less a replacement for what @guilledk did with the initial
attempt at a "broker check" type script a while back except in this case
we're going to always run this validation routine and it now uses a new
`FeedInit` struct to ensure backends are delivering the right schema-ed
data during startup. Also allows us to stick deprecation warnings / and
or strict API compat errors all in one spot (at least for live feeds).

Factors out a bunch of `MktPair` related adapter-logic into a new
`.validate.valiate_backend()` which warns to the backend implementer via
log msgs all the problems outstanding. Ideally we do our backend module
endpoint scan-and-complain regarding missing feature support from here
as well (eg. search, broker/trade ctl, ledger processing, etc.).
2023-05-09 14:49:26 -04:00
Tyler Goodlet d48b2c5b57 `._paper_engine`: right, load `MktPair` in `fqme is not None` usage 2023-05-09 14:49:26 -04:00
Tyler Goodlet 6f5a2654ab Port `.clearing` to new `unpack_fqme()` 2023-05-09 14:49:26 -04:00
Tyler Goodlet afdbf8e10a `.accounting`: Use `_fqme()` throughout and export decimal converters 2023-05-09 14:49:26 -04:00
Tyler Goodlet d4c8ba19a2 `.accounting._mktinfo`: better fqme `MktPair` handling
It needed some work..

- Make `unpack_fqme()` always return a 4-tuple handling the venue and
  suffix parts more generally.
- add `Asset.Asset.guess_from_mkt_ep_key()` a like-it-sounds hack at
  trying to render a `.dst: Asset` for most most purposes throughout the
  stack.
- always try to preprocess the input `fqme: str` with `unpack_fqme()` in
  `MktPair.from_fqme()` and use the new `Asset` method (above) to make
  up a `.dst: Asset` pulling as much meta-info we can from the caller.
- add `MktPair.bs_fqme` to get the thing without the broker part..
- add an `'unknown'` value to the `_derivs` def.
- drop `Symbol.from_fqsn()` and `unpack_fqsn()` more generally (yes
  BREAKING).
2023-05-09 14:49:26 -04:00