Tyler Goodlet
bb13f76375
Drop `ms-shell`, add `piker storesh` cmd
2022-04-30 11:38:24 -04:00
Tyler Goodlet
a682887e63
Add diffing logic to `tsdb_history_update()`
...
Add some basic `numpy` epoch slice logic to generate append and prepend
arrays to write to the db.
Mooar cool things,
- add a `Storage.delete_ts()` method to wipe a column series from the db
easily.
- don't attempt to read in any OHLC series by default on client load
- add some `pyqtgraph` profiling and drop manual latency measures
- if no db series for the fqsn exists write the entire shm array
2022-04-30 11:38:24 -04:00
Tyler Goodlet
1837e467be
Drop `pandas` to `numpy` converter
2022-04-30 11:38:24 -04:00
Tyler Goodlet
7df795435e
Disable re-connect for now in ib script
2022-04-30 11:38:24 -04:00
Tyler Goodlet
8421422768
Ensure bfqsn is lower cased for feed api consumers
...
Also, Start tinkering with `tractor.trionics.ipython_embed()`
In effort to get back to a usable REPL around the mkts client
this adds usage of the new `tractor` integration api as well as logic
for skipping backfilling if existing tsdb arrays are found.
2022-04-30 11:38:24 -04:00
Tyler Goodlet
23d386e0f5
Try downsampling mkts data
2022-04-30 11:38:24 -04:00
Tyler Goodlet
f0c4261aa4
Drop old type annot
2022-04-30 11:38:24 -04:00
Tyler Goodlet
2be8f63487
Comment each special key combo
2022-04-30 11:38:24 -04:00
Tyler Goodlet
24a07fd5e5
Load any symbol-matching shm array if no `marketstored` found
2022-04-30 11:38:24 -04:00
Tyler Goodlet
a893537ade
Get ib key hack script to work with reconnect
2022-04-30 11:38:24 -04:00
Tyler Goodlet
15d15fdfbf
Move ib data reset script into a new `scripts/` dir
2022-04-30 11:38:24 -04:00
Tyler Goodlet
d1b05246f8
Use new `tractor.query_actor()` for service checking
2022-04-30 11:38:24 -04:00
Tyler Goodlet
96ec4ba28b
Return all timeframe arrays if `timeframe` not passed as input
2022-04-30 11:38:24 -04:00
Tyler Goodlet
fa0be47d66
Make `pikerd` work again without `--tsdb` flag
2022-04-30 11:38:24 -04:00
Tyler Goodlet
65609a35dc
Add a service checker predicate
2022-04-30 11:38:24 -04:00
Tyler Goodlet
d8d7757e88
Allow kill-child-proc-with-root-perms to fail silently in `tractor` reaping
2022-04-30 11:38:24 -04:00
Tyler Goodlet
c439e99f8a
Proxy `marketstore` container log level to our own
2022-04-30 11:38:24 -04:00
Tyler Goodlet
5c2b9a01e9
Prototype a high level `Storage` api
...
Starts a wrapper around the `marketstore` client to do basic ohlcv query
and retrieval and prototypes out write methods for ohlc and tick.
Try to connect to `marketstore` automatically (which will fail if not
started currently) but we will eventually first do a service query.
Further:
- get `pikerd` working with and without `--tsdb` flag.
- support spawning `brokerd` with no real-time quotes.
- bring back in "fqsn" support that was originally not
in this history before commits factoring.
2022-04-30 11:38:24 -04:00
Tyler Goodlet
15d3f99410
Doc str formatting
2022-04-30 11:38:24 -04:00
Tyler Goodlet
ae8170204f
Add latency measures around diffs/writes to mkts
2022-04-30 11:38:24 -04:00
Tyler Goodlet
7d628c4059
Prototype out writing `1Sec` OHLCV data
2022-04-30 11:38:24 -04:00
Tyler Goodlet
6dfe59cce6
Better doc string
2022-04-30 11:38:24 -04:00
Tyler Goodlet
a465a11782
Persist backing `/data/` filesystem across container runs
2022-04-30 11:38:24 -04:00
Tyler Goodlet
807685d27e
Get basic OHLCV writes working with `anyio` client
2022-04-30 11:38:24 -04:00
Tyler Goodlet
aea42ccbd9
Pass in daemon name to `start_ahab()`
2022-04-30 11:38:24 -04:00
Tyler Goodlet
8fb9308e21
Map the grpc port and add graceful container teardown
...
Not sure how I missed mapping the 5995 grpc port 🤦 ; done now.
Also adds graceful teardown using SIGINT with included container
logging relayed to the piker console B).
2022-04-30 11:38:24 -04:00
Tyler Goodlet
bbae8ad426
Revive `ms-shell` sub-cmd
2022-04-30 11:38:24 -04:00
Tyler Goodlet
893ac7a986
Add WIP backfiller from data feed helper
2022-04-30 11:38:24 -04:00
Tyler Goodlet
91856ddda8
Better handle nested erros from docker client
2022-04-30 11:38:24 -04:00
Tyler Goodlet
25e2e13bd7
Add back in legacy write loop for reference
2022-04-30 11:38:24 -04:00
Tyler Goodlet
2427c96336
Add back in OHLCV dtype template and client side ws streamer
2022-04-30 11:38:24 -04:00
Tyler Goodlet
8732b2bd5e
Drop ununsed `Services` ref
2022-04-30 11:38:24 -04:00
Tyler Goodlet
ff9208c15b
Py3.9+ type updates
2022-04-30 11:38:24 -04:00
Tyler Goodlet
a2547a548f
Add `--tsdb` flag to start `marketstore` with `pikerd`
2022-04-30 11:38:24 -04:00
Tyler Goodlet
3873b8619e
De-escalate sudo perms in `pikerd` once docker spawns
2022-04-30 11:38:24 -04:00
Tyler Goodlet
326d05ac82
Handle the non-root perms case specifically too
2022-04-30 11:38:24 -04:00
Tyler Goodlet
dcab99e3d2
Add explicit no-docker error and supervisor start task-func
2022-04-30 11:38:24 -04:00
Tyler Goodlet
5a5df21f94
Type annot updates
2022-04-30 11:38:24 -04:00
Tyler Goodlet
d7c1286e5d
Drop old client instantiate line
2022-04-30 11:38:24 -04:00
Tyler Goodlet
8acaa28df0
Drop import, it's got madness with and SIGINT?
2022-04-30 11:38:24 -04:00
Tyler Goodlet
bb45100168
Add a super simple `marketstore` container supervisor
2022-04-30 11:38:24 -04:00
Tyler Goodlet
d9ded54e10
Extract non-sudo user for config dir path
2022-04-30 11:38:24 -04:00
Tyler Goodlet
1bde86a7b2
Basic module-script for spawning `marketstore`, needs correct bind mount usage
2022-04-30 11:38:24 -04:00
Guillermo Rodriguez
5031892dcf
Still WIP, switch to using new marketstore client, missing streaming from marketstore
2022-04-30 11:38:24 -04:00
Guillermo Rodriguez
afe6f0b42b
Simplify and optimize tick format, similar to techtonicdb's
2022-04-30 11:38:24 -04:00
Guillermo Rodriguez
5d539b7c49
Add multi ingestor support and update to new feed API
2022-04-30 11:38:24 -04:00
Tyler Goodlet
e2ce341f93
Only update y mxmn from L1 when last index in view
2022-04-30 11:38:24 -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