3455ebc60c
Cast back to tuples after msgspec strips them...
2021-06-14 00:03:05 -04:00
588b5c317c
Drop unseralizable "sec tag" for now
2021-06-14 00:02:23 -04:00
f320f95288
Drop old hi-dpi font inches sizes
2021-06-13 23:59:02 -04:00
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
84f61c9a92
Avoid clearing cached results; detect repeats later
2021-06-10 13:23:28 -04:00
0dcadec11a
Add multi-status updates throughout chart init
2021-06-10 13:23:28 -04:00
90b0673052
Add multi-status support to window
2021-06-10 13:23:28 -04:00
ce67022e2e
Only add font size scaled down when dpi scaling > 2
2021-06-10 13:23:28 -04:00
9d31f8ca6a
Add default "small" dpi aware font
2021-06-10 13:23:28 -04:00
f68295653d
Load cache search before other providers
2021-06-10 13:23:28 -04:00
112b3f0f07
Drop hidpi font size hacking from contents labels
2021-06-10 13:23:28 -04:00
e924cbeb43
Min debounce period for faster cached completions
2021-06-10 13:23:28 -04:00
62c456f8eb
Downscale fonts on scaled-down hidpi displays
2021-06-10 13:23:28 -04:00
193f4f945c
Flip to using scaled hi DPI detected by Qt
2021-06-10 13:23:28 -04:00
bb1c549d94
Add some initial status updates during startup
2021-06-10 13:23:28 -04:00
df50700aa5
Style a basic status bar and add a mode label to it
2021-06-10 13:23:28 -04:00
a9cdb94ff3
Port styling to latest `qtdarkstyle` version
2021-06-10 13:23:28 -04:00
74b63b9868
Add mode label to right side
2021-06-10 13:23:28 -04:00
cc60ad46fc
Skip chart updates if parent widget is hidden to save cpus
2021-06-10 13:23:28 -04:00
7da7dee02b
Add mode name to viewbox
2021-06-10 13:23:28 -04:00
78e04e66a5
Add mode names to search, repair LIFO ordering on select
2021-06-10 13:23:28 -04:00
0564bbd9c3
Use focus switch signal to update status bar
2021-06-10 13:23:28 -04:00
754a5cce4f
WIP toying with a simple status bar
2021-06-10 13:23:28 -04:00
8d02778158
Don't bail on unknown order ids
2021-06-10 12:02:57 -04:00
95f466b93d
Fix to msg attr access
2021-06-10 12:02:26 -04:00
689bc0cde0
Merge pull request #190 from pikers/ems_to_bidir_streaming
...
Ems to bidir streaming
2021-06-10 08:45:44 -04:00
a9cc3210d8
Grr pydantic being a weirdo
2021-06-10 08:37:21 -04:00
a9cbacd8aa
Move details assignements to static declaration
2021-06-10 08:24:51 -04:00
b06cb5bb5a
Comments clean and improvments
2021-06-10 08:24:10 -04:00
a1f605bd52
Clear out old commented code
2021-06-09 13:21:56 -04:00
8e8a005128
Fix attr accesses on msg type
2021-06-09 12:22:02 -04:00
90e5a10a66
modify error string to format: <name>.<provider>
2021-06-09 12:02:05 -04:00
4cae470f3a
Pass "arbiter" socket correctly
2021-06-08 15:57:01 -04:00
47e7baa0c9
Ensure paperboi is shield killed on teardown
2021-06-08 15:56:34 -04:00
db92683ede
Port ib orders to new msgs and bidir streaming api
2021-06-08 14:33:41 -04:00
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
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
23094d8624
Spec out brokerd 2-way trade dialogue messages
2021-06-08 14:31:43 -04:00
02459cd964
Use new top level portal import
2021-06-08 14:31:14 -04:00
0bcad35c70
Set ack time on pydantic model
2021-06-08 14:31:04 -04:00
f9238f3a8a
Validate client message updates
2021-06-08 14:30:47 -04:00
099bf260f5
fix unknown kraken symbol raised error
2021-06-01 18:01:45 -04:00
f4c9e20f0d
Avoid `numpy` type usage on the wire
2021-06-01 10:48:23 -04:00
edf3af9777
Drop waits to half-seconds
2021-06-01 10:48:23 -04:00
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
7fb2c95ef1
Factor daemon spawning logic, use it to spawn emsd
2021-06-01 10:48:23 -04:00
9792b9aa7d
Drop search pause config; use default
2021-05-28 14:11:02 -04:00
51a8308105
Lower connection timeout duration
2021-05-28 14:11:02 -04:00
b689adaeb0
Throttle L1 label updates at a lower rate
2021-05-28 14:11:02 -04:00
ff856a6ee3
Woops, make unsub pairs a list
2021-05-28 14:11:02 -04:00
19711bf024
Reconnect slow binance conns instead of error
2021-05-28 14:11:02 -04:00
1a7b06c147
Limit l1 graphics updates to half the refresh rate
2021-05-28 14:11:02 -04:00
d0e3f5a51c
Port binance and kraken to "reliable" ws API
2021-05-28 14:11:02 -04:00
89dc3dde61
Move no bs websocket api into its own data module
2021-05-28 14:11:02 -04:00
ee71f445fb
Clear entries on no results returned per task
2021-05-28 14:08:24 -04:00
a31b83c5ca
Don't ever send plain whitespace a search pattern
2021-05-28 13:44:30 -04:00
ea3d96e7ed
Accept arbitrary QEvent subscriptions via a set
2021-05-28 13:30:26 -04:00
7fa9f3f542
Add `Client.search_symbols()` to all backends, use it in `piker search`
2021-05-28 12:29:58 -04:00
c56c7b8540
Increase min debounce period, stop searching on user nav selection
2021-05-28 10:16:00 -04:00
50aff72f8e
Don't require map (yet) in backend modules
2021-05-27 13:05:23 -04:00
ec6ea32dda
Don't pass through linked charts x-axis handle
2021-05-27 13:05:23 -04:00
e88e5b8ce2
Decrease binance search debounce period
2021-05-27 13:05:23 -04:00
3e39e9620c
Add a no data available error
2021-05-27 13:05:23 -04:00
7dfc7f7fa2
Factor chart selection into widget, cleanups, add resource links
2021-05-27 13:05:23 -04:00
ab3adcee9e
Get basic switch-on-click mouse support working
2021-05-27 13:05:23 -04:00
607e1a8299
Add per-provider-async searching with status updates
2021-05-27 13:05:23 -04:00
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
c478ddaed0
Disable cursor blink globally
2021-05-27 13:05:23 -04:00
924960a359
Add label to search bar
2021-05-27 13:05:23 -04:00
46d88965d3
Get LIFO sort on cache syms working properly
2021-05-27 13:05:23 -04:00
44f4fdf043
Type annot the internal symbol cache
2021-05-27 13:05:23 -04:00
59475cfd81
Store lowercase symbols within piker data internals
2021-05-27 13:05:23 -04:00
af9dcf9230
Use an ordered dict to get LIFO cache sorting on sym selection
2021-05-27 13:05:23 -04:00
9bfc230dde
Speedup: load provider searches async at startup
2021-05-27 13:05:23 -04:00
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
27d704b32e
To avoid feed breakage, just give up on history after too many throttles for now
2021-05-27 13:05:23 -04:00
82cdb176e1
Make ctrl-l highlight current text in edit
2021-05-27 13:05:23 -04:00
0cd3cb3328
Drop old todo
2021-05-27 13:05:23 -04:00
212882a5a5
Don't try to show xhair if no active plot
2021-05-27 13:05:23 -04:00
307afb1935
Clean some key handling
2021-05-27 13:05:23 -04:00
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
8129fcc648
Ignore key auto-repeats
2021-05-27 13:05:23 -04:00
a4627c2b04
Send blank packet on no match to avoid blocking search stream
2021-05-27 13:05:23 -04:00
07d8bf1453
Add a `.select_first()` view method + more cleaning
2021-05-27 13:05:23 -04:00
d5e83e61d4
Reorder, drop some cruft
2021-05-27 13:05:23 -04:00
9d2c8a9526
Factor selection details into completer view methods
2021-05-27 13:05:23 -04:00
43d73b4a7c
Info log the current provider search
2021-05-27 13:05:23 -04:00
ddc2c8975a
Ignore whitespace patterns in ib search
2021-05-27 13:05:23 -04:00
64c1d9a965
Support ctrl-space to open search pane
2021-05-27 13:05:23 -04:00
d8a200aadc
Increase completion-tree width, support ctrl-space toggle
2021-05-27 13:05:23 -04:00
2471ce446e
Require `<symbol>.<provider>` format to cli
2021-05-27 13:05:23 -04:00
c9311dd7d0
Few more derivs symbols
2021-05-27 13:05:23 -04:00
6f3b799960
Skip ib exchanges we haven't tested yet
2021-05-27 13:05:23 -04:00
42fda2a9e6
Drop old code
2021-05-27 13:05:23 -04:00
e77a51f16e
Support multi-provider cache symbol switching
2021-05-27 13:05:23 -04:00
1bd0ee8746
Support loading multi-brokerds search at startup
2021-05-27 13:05:23 -04:00
fd8dc4f1a3
Make -b a multi-option for backends
2021-05-27 13:05:23 -04:00
59377da0ad
Load pause configs from backends on feed opens
2021-05-27 13:05:23 -04:00
bbd5883e52
Add search pause configs to backends
2021-05-27 13:05:23 -04:00
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
63363d750c
Port chart to multi-search api
2021-05-27 13:05:23 -04:00
cb102f692c
Top level widget `.focus()`
2021-05-27 13:05:23 -04:00
c9c686c98d
Register context-stream with multi-search for each feed
2021-05-27 13:05:23 -04:00
0163a582a5
Move search machinery to ui module, add fast cached chart selection
2021-05-27 13:05:23 -04:00
82ece83d33
Drop commented cruft
2021-05-27 13:05:23 -04:00
b39fd5e1fc
Use per-provider indented tree layout for results
2021-05-27 13:05:23 -04:00
25dbe60c77
Flip to ctrl-l to pop out search/list
2021-05-27 13:05:23 -04:00
51c61587d2
Make list pop out next to primary y-axis
2021-05-27 13:05:23 -04:00
2c24c9ef2d
Compose search bar and view under parent widget
2021-05-27 13:05:23 -04:00
f19f4348e0
Decouple symbol search from feed type
2021-05-27 13:05:22 -04:00
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
25d7122cb6
Throttle requests using a static "typing paused period"
2021-05-27 13:05:22 -04:00
ef1b0911f3
Add symbol search to ib
2021-05-27 13:05:22 -04:00
82a8e0a7b6
Accept lower case sym requests in kraken backend
2021-05-27 13:05:22 -04:00
5766dd518d
Enforce lower case symbols across providers
2021-05-27 13:05:22 -04:00
478b114708
First draft completion in background task
2021-05-27 13:05:22 -04:00
c9efbcc6d2
Drop completion list from startup
2021-05-27 13:05:22 -04:00
431fdd3f9c
Add initial working symbol search with async completions
2021-05-27 13:05:22 -04:00
ad494db213
Make search routine a tractor context
2021-05-27 13:05:22 -04:00
a5826e6e22
Up the kb event queue size
2021-05-27 13:05:22 -04:00
534553a6f5
Add client side multi-provider feed symbol search
2021-05-27 13:05:22 -04:00
4b818ea2f2
Add initial symbol search api for kraken
2021-05-27 13:05:22 -04:00
be39e9bdf5
Load async kb search handler at startup
2021-05-27 13:05:22 -04:00
60d44f30ee
Make search kb handling async
2021-05-27 13:05:22 -04:00
2861f321ce
Add async keyboard cloner sub-sys
2021-05-27 13:05:22 -04:00
5e1b15f319
Repair indents from rebasing
2021-05-27 13:05:22 -04:00
821d5ab9ec
Bring back in and merge tractor stream api patch
2021-05-27 13:05:22 -04:00
da0cb9b2ac
Call search focus directly
2021-05-27 13:05:22 -04:00
0e83906f11
Initial WIP search completer; still a mess
2021-05-27 13:05:22 -04:00
c26f4d9877
Add kraken fuzzy symbol search
2021-05-27 13:05:22 -04:00
157f6ab02b
Drop lingering chart focus call
2021-05-27 13:05:22 -04:00
1f9f2b873a
Super fast switching, just hide loaded charts
2021-05-27 13:05:22 -04:00
0627f7dcee
First draft: symbol switching via QLineEdit widget
2021-05-27 13:05:22 -04:00
27aed85404
Handle no matching symbols case
2021-05-27 13:05:22 -04:00
9cad59366f
Extract min tick info from symbol data
2021-05-25 08:46:10 -04:00
165d6257fa
Get symbol search working for binance
2021-05-25 08:46:04 -04:00
9c821c8cfd
Merge pull request #181 from pikers/syseng_tweaks
...
Syseng tweaks
2021-05-25 08:39:06 -04:00
9e367432fd
Minimize update to Qt reported display's refresh rate
2021-05-25 06:56:18 -04:00
e623c58754
Naively throttle graphics updates to 60 FPS
2021-05-25 06:33:22 -04:00
f51e12819a
Attach to order client *after* feed connection to speed up the startup time
2021-05-24 12:27:23 -04:00
319eacd8c1
Use compact async with tuple syntax from py3.9
2021-05-24 12:26:50 -04:00
efd93d058a
Breakout fsp rt loop as non-closure for readability
2021-05-24 12:26:44 -04:00
f6f4a0cd8d
Use tractor settings for qtractor
2021-05-24 12:26:34 -04:00
74b4b4b130
Expose registry port as dict
2021-05-24 12:26:28 -04:00
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
435e005d6e
Drop quantdum legend item
2021-05-24 12:23:02 -04:00
0b36bacfb6
Avoid weird `pydantic` runtime warning
2021-05-24 12:22:17 -04:00
2635ade908
Reminder to remove msgpack-numpy
2021-05-24 12:20:48 -04:00
9b59471dc1
Pass debug flag down to any daemons
2021-05-24 12:20:20 -04:00
6e70bc4fa7
New tractor non-default port
2021-05-24 12:19:38 -04:00
4d03d62641
Don't submit limits on alerts
2021-05-24 12:17:16 -04:00
ecd94ce24d
Better indexing logic?
2021-05-24 12:17:08 -04:00
7b8c482719
Add reconnect logic help link
2021-05-24 12:16:49 -04:00
9c3f8ff050
Only do context unsubs in main feed bus path
2021-05-24 12:16:26 -04:00
a7cee86fea
Just de-lint imports
2021-05-24 12:16:15 -04:00
372b0dbace
Merge pull request #170 from guilledk/binance_backend
...
Add Binance backend
2021-05-24 10:54:55 -04:00
b6d8c300d4
Slap in brokers.toml template if none exists
2021-05-22 15:11:39 -04:00
a0dfdd935f
Post @goodboy review commit
2021-05-21 22:23:35 -03:00
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
2ef5a52521
Fix broken import in ib backend
2021-05-20 19:34:45 -04:00
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
604e195bc0
Got rid of websocket OHLC API, and added l1 tick streaming
2021-05-07 10:59:08 -03:00
7e493625f6
Finally backfilling is working, still need to work on realtime updates!
2021-05-05 10:17:52 -03:00
d327584039
Rough translation of kraken backend to binance API, still missing some
...
important parts
2021-05-04 22:52:53 -03:00
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
d3b50b9920
Port clearing engine to new tractor stream api
2021-04-29 09:10:36 -04:00
56db2c812d
Port fsp engine to new tractor stream api
2021-04-29 09:10:28 -04:00
0d9f091a34
Port data feed to new tractor stream api
2021-04-29 09:10:18 -04:00
3375735914
Port kivy monitor to new tractor stream api
2021-04-29 09:10:11 -04:00
8a140b5ae8
Pass loglevel as named arg to pikerd
2021-04-15 11:20:30 -04:00
7d6bc4d856
Move feed api(s) into new submodule
...
Also add a --pdb flag to chart app.
2021-04-15 10:43:29 -04:00
0b10c8d6d6
Make standalone mode work again
2021-04-15 08:23:08 -04:00
feeabb3d28
Add --pdb flag to pikerd to enable service debug mode
2021-04-14 12:57:46 -04:00
7f580ad356
Pass through kwargs
2021-04-14 12:56:08 -04:00
9622254cdb
Hack broadcast chan for order submissions, smh
2021-04-14 11:02:14 -04:00
4774881812
Handle predicate not yet inserted to exec loop
2021-04-10 14:34:29 -04:00
9a15cd48f0
Just symbol info in window title
2021-04-10 14:18:40 -04:00
598aec579f
Avoid token checking type mismatches
2021-04-10 14:18:40 -04:00
fa7fadebac
Report sym on unexpected open
2021-04-10 14:18:40 -04:00
3147a49384
Move sample-broadcast routine into sampling module
2021-04-10 14:18:40 -04:00
71d02db126
Rename "buffer" to "sampling"
2021-04-10 14:18:40 -04:00
1523637979
Always update L1 labels
2021-04-10 14:18:40 -04:00
3506bbe05c
Nest async withs
2021-04-10 14:18:40 -04:00
a18a4b5a4c
Call the app what it is
2021-04-10 14:18:40 -04:00
20c99733b6
Let cli pass through actor name
2021-04-10 14:18:40 -04:00
47f823ab22
Always close emsd data connection on close
2021-04-10 14:18:40 -04:00
1281755d65
Don't use mem chan cloning, it doesn't actually broadcast
2021-04-10 14:18:40 -04:00
ddae08493b
Manage the send mem chan lifetime
2021-04-10 14:18:40 -04:00
28a961ebc0
Add a maybe-startup-runtime manager
2021-04-10 14:18:40 -04:00
100e27ac12
Task lock bus loading, always close feed stream on disconnect
2021-04-10 14:18:40 -04:00
8069bbe105
Drop old incrementer func
2021-04-10 14:18:40 -04:00
ce4144aace
Deliver and utilise broker backend OHLC sample rate in init msg
2021-04-10 14:18:40 -04:00
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
a8a3f098cf
Drop lingering prints
2021-04-10 14:18:40 -04:00
5a970dad72
Port kraken backend to new data feed api
2021-04-10 14:18:40 -04:00
29b73b41fb
Slight rename; fix predicate is None bug
2021-04-10 14:18:40 -04:00
24bda8636e
Port quest to new client api
2021-04-10 14:18:40 -04:00
30dabbab44
Support backend volume summing; handle disconnects
2021-04-10 14:18:40 -04:00
1d013126b9
Fix type annot
2021-04-10 14:18:40 -04:00
b2eacb85d4
Don't hold lock on initial client construction
2021-04-10 14:18:40 -04:00
3ebb7ab6b1
Only activate Qt hidpi detection on windows for now
2021-04-10 14:18:40 -04:00
4f51ca74f4
Broadcast all tick types to subs, not just trades
2021-04-10 14:18:40 -04:00
5fc2aba3ed
Drop some more old cruft
2021-04-10 14:18:40 -04:00
8ccf987d52
Fix typo
2021-04-10 14:18:40 -04:00
7cc395b5bf
Open data feed in ems main entrypoint
2021-04-10 14:18:40 -04:00
14c5fc24ec
Port to new setup routine name
2021-04-10 14:18:40 -04:00
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
f17a26c948
Don't mistakenly alias options to underlyingn for positions
2021-04-10 14:18:40 -04:00
65e7680cdd
Draft a feed cacheing sub-system
2021-04-10 14:18:40 -04:00
0d4073dbd2
Move quote stream setup into a cacheing func
2021-04-10 14:18:40 -04:00
aa61bf5a65
Use mem-chans for quote streams; clone for multiple consumers
2021-04-10 14:18:40 -04:00
17d3e7a9e2
Don't shield ems feed; enact remote cancels
2021-04-10 14:18:40 -04:00
feb8d5bbad
Merge pull request #153 from wattygetlood/windows_patches
...
Windows patches
2021-04-06 11:55:51 -04:00
549f81e85d
Fix lints
2021-04-03 12:29:56 -04:00
2b7cecc78e
Drop upcoming cached feed usage
2021-04-03 12:22:14 -04:00
6891309abd
Fix import
2021-04-03 12:22:14 -04:00
b1a1b32315
Better tractor startup, runtime detection
2021-04-03 12:22:14 -04:00
877db52162
Add license header
2021-04-03 12:22:14 -04:00
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
38471b7b34
Use early return instead of branching for remote emsd spawning
2021-04-03 12:22:14 -04:00
fb996bfffb
Change subpkg name in cli
2021-04-03 12:22:14 -04:00
20a9617c18
Use open pikerd from chart entrypoint
2021-04-03 12:22:14 -04:00
4ab8545e87
Return early on remote actor lookups instead of branching
2021-04-03 12:22:14 -04:00
8ce37875a0
Use pikerd to spawn emsd
2021-04-03 12:22:14 -04:00
1931da97f4
Fix spawn attr typo, merge tractor kwargs
2021-04-03 12:22:14 -04:00
7ca05238af
Port pikerd entry to drop `tractor.run()`
2021-04-03 12:22:14 -04:00
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
8812aff3b8
Fix import
2021-04-03 12:22:14 -04:00
26ee7260d6
Clearing is a better name
2021-04-03 12:22:14 -04:00
2b9ac8d8ec
Port daemon(s) to new clearing system apis
2021-04-03 12:22:14 -04:00
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
d4395dbcbc
Make default view more zooomed in
2021-03-31 14:26:32 -04:00
f75b3108ce
Size execution arrows to dpi
2021-03-31 14:26:13 -04:00
0dfa92230d
Size level line markers to dpi aware font size
2021-03-31 14:25:51 -04:00
54d36f26f0
Base anchor contents labels based on dpi-aware font bounding rect
2021-03-31 14:25:17 -04:00
3f7d9c5c15
Base axis text offset on dpi-aware font size
2021-03-31 14:24:39 -04:00
3bd87caf4b
Hip shot: try making low dpi font sizes "just work"
2021-03-29 17:52:32 -04:00
c39c4f11db
Forcinng trio spawner seems to work?
2021-03-28 17:24:30 -04:00
583cafc947
Avoid loading posix unlinker, use shm bytes size
2021-03-28 17:23:59 -04:00
07a5bf4b7c
Use low dpi inches on 96 dpi
2021-03-19 09:33:47 -04:00
77fbde1115
Override the inverse transform func from pg
2021-03-19 00:40:39 -04:00
6fa1d4dc88
Show xhair even if order is filled while line is hovered
2021-03-18 21:57:08 -04:00
5610807b8e
Move marker factory funcs to new mod
2021-03-18 16:59:22 -04:00
55de079320
Add low dpi settings and different default view bars counts
2021-03-18 13:40:31 -04:00
67c5563090
Enable marker-on-select through order mode
2021-03-18 13:33:10 -04:00
68f75b582a
More fixes for kivy shit
2021-03-18 13:32:34 -04:00
cd5da45abf
Show order line marker on hover
2021-03-18 13:28:28 -04:00
2c7d8cdbb0
Support hiding only "half" the xhair
2021-03-18 13:27:49 -04:00
e1dc2b9225
Enable daemon debug through top level kwarg
2021-03-17 08:36:34 -04:00
aaca2b2f33
Tweak L1 labels to have more spaces
2021-03-17 08:26:28 -04:00
17b66e685f
Experiment with zoom focal @ L1 edge
2021-03-17 08:25:58 -04:00
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
adf6437449
Move margin settings to class scope
2021-03-16 15:59:44 -04:00
61198818dc
Fix label snap on line highlight bug
2021-03-14 12:28:11 -04:00
cf2f001bcc
Add save last datum toggle to y-label
2021-03-13 21:06:53 -05:00
776395791a
Pass action to line editor
2021-03-13 19:31:22 -05:00
c75dacb239
Support func ops on field data, extend anchor logics
2021-03-13 19:29:52 -05:00
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
887c305d46
Allow y-label pinning on cross hair hide
2021-03-13 17:29:35 -05:00
9798689961
Lengthen label arrow a tad
2021-03-13 17:28:57 -05:00
f6dbdfab84
Don't crash on unknown orders execing
2021-03-13 17:28:22 -05:00
396f6b2a0d
Fix type annot
2021-03-12 07:41:47 -05:00
18ab81a967
Make crosshair lines a milder gray
2021-03-11 21:44:35 -05:00
624617d8e1
Don't run brokerds in debug mode by default
2021-03-11 21:44:10 -05:00
d016abcd0d
Adjust right axis anchor closure to include l1 label size
2021-03-11 21:43:29 -05:00
4a1df686a5
Update max l1 label size on chart
2021-03-11 21:42:38 -05:00
a51d5c536e
Add a couple more grays
2021-03-11 21:41:13 -05:00
31c14a2f9f
Add l1 label size tracking to chart widget
2021-03-11 21:40:50 -05:00
ea8120156f
Add position line updating to order mode
2021-03-11 21:40:06 -05:00
e91e7bea1f
Add position event support to ems
2021-03-11 21:38:59 -05:00
6265ae8057
Add position event relay to ib broker backend
2021-03-11 21:38:31 -05:00
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
7075a968b4
Create an order mode module
2021-03-08 09:05:37 -05:00
7e214180a6
Remove old simulated order price on update
2021-03-07 22:17:19 -05:00
fff9efe4aa
Snap level line movements to tick size
2021-03-07 22:16:46 -05:00
d58a82bd38
Factor and simplify paper clearing logic
2021-03-07 16:41:14 -05:00
5deea50963
Factor order request processing into new func
2021-03-07 16:25:47 -05:00
e71bcb363c
Drop stage line cacheing; the complexity isn't worth it.
2021-03-07 16:07:23 -05:00
de5a69c59c
Add mouse drag order update support to UI
2021-03-07 16:01:42 -05:00
6851bacd0a
Add drag start/end callback support, remove from cursor hovered on delete
2021-03-07 15:50:50 -05:00
0ade7daebc
Support simulated live order modification in paper engine
2021-03-07 13:34:03 -05:00
919ecab732
Support order modification in ems request loop
2021-03-07 13:12:39 -05:00
a43ab1b983
Add order update method to client
2021-03-07 10:56:09 -05:00
2cabe1831c
Attempt to handle existing order updates with ib backend
2021-03-06 16:33:56 -05:00
a1a1dec885
Move L1 labels into lone module
2021-03-01 14:48:08 -05:00
8997b6029b
Drop cruft
2021-03-01 12:02:07 -05:00
72c4a4366b
Tag TWS trade events
2021-03-01 12:01:48 -05:00
a1691cf1c5
Keep to one EMS daemon if possible
2021-03-01 11:28:44 -05:00
327129db37
Drop paper limit submissions for alerts
2021-02-25 18:44:40 -05:00
9f9b5480a6
More explicit private var name
2021-02-24 12:05:09 -05:00
948e133cae
Split out ems daemon, client api and paper engine into new mods
2021-02-22 18:37:57 -05:00
a9bbc223bb
Add a new exchange subpackage
2021-02-22 17:28:34 -05:00
1142a538ea
Don't forward errors without an order id
2021-02-22 10:45:01 -05:00
e6ea053d40
Get kivy/questrade shit working again
2021-02-21 12:32:40 -05:00
f724798336
Fix incorrect bounding rect calc
2021-02-21 12:02:20 -05:00
4b0e5662a5
Add default order lot sizes by asset type
2021-02-21 12:01:48 -05:00
6fb1945360
Fix and pass through piker loglevel correctly
2021-02-21 11:50:33 -05:00
aa4a2ef64f
Bump up font size one more time
2021-02-21 11:49:27 -05:00
c2890b8197
Port level line to xhair methods
2021-02-21 11:48:51 -05:00
d5b41e12c5
Add crosshair hide/show convenience methods
2021-02-21 11:45:24 -05:00
71745ddcd4
Even smaller text fill on axes
2021-02-21 11:44:58 -05:00
8c757d0bdd
Accept a symbol type key from broker
2021-02-21 11:42:19 -05:00
38b2e99002
Fill clearable prices asap
2021-02-20 16:43:33 -05:00
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
ead2f77d40
Add a symbol/asset type key
2021-02-19 18:43:56 -05:00
add63734f1
Add an auto-reconnect websocket API
2021-02-19 18:42:50 -05:00
bbd54e8f95
Report asset types, tick sizes, and order actions from ib
2021-02-19 17:23:37 -05:00
1ac4cc3dd3
Use new field label api for L1
2021-02-16 06:42:48 -05:00
880bdcffa7
Document order status list from ib
2021-02-12 09:07:49 -05:00
b794855ad3
Port order mode to new order line api
2021-02-11 23:42:57 -05:00
d91f07c947
Drop old candlestick graphics code
2021-02-11 23:42:17 -05:00
aec8f1d25c
Hide y-label on level line mouse over
2021-02-11 23:41:40 -05:00
bf78c13df4
Attempt px perfection on crosshair lines placement
2021-02-11 14:03:47 -05:00
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
cbf259f3f3
Add hidpi issue regarding it being borky
2021-02-11 11:49:33 -05:00
ca576ca3cf
Add label delete method
2021-02-11 11:49:01 -05:00
0edca84b3d
Yet another font size tweak
2021-02-11 11:48:40 -05:00
dd1aed627e
Tidy axis code
2021-02-11 11:48:19 -05:00
02edfdf846
Pass order size to ems
2021-02-11 11:47:34 -05:00
21e1561a57
Add a sane label type..smh
2021-02-11 00:12:37 -05:00
386cd9404d
Drop hidpi detection? it doesn't seem to yield benefits
2021-02-08 07:07:04 -05:00
ac84087755
Fix stage line updating, size up arrow heads?
2021-02-08 07:06:00 -05:00
0449734c53
Drop YSticky for level lines stuff
2021-02-08 07:04:08 -05:00
1ef2d18a41
Try to make crosshair lines px perfect
2021-02-08 07:03:28 -05:00
708ed89894
Hard code font inches
2021-02-08 07:01:26 -05:00
890f932400
Use through lot digits, drop YSticky
2021-02-08 07:00:51 -05:00
bf66eb0b3d
Support lot tick size (mostly for crypto)
2021-02-08 06:42:59 -05:00
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
c3fa31e731
Convert symbol type to use pydantic
2021-02-06 14:38:25 -05:00
0c184b1b41
Port ib to new provide new tick size fields in symbol info
2021-02-06 14:37:24 -05:00
69df73afc3
Deliver symbol info from kraken; start using pydantic
2021-02-06 14:23:27 -05:00
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
03541bd368
Drop unneeded .hide(); add more comments
2021-01-26 22:16:18 -05:00
cfc36e7928
Snap y-cursor-label to min tick
2021-01-26 22:15:45 -05:00
708086cbcb
Convert contractsto dicts on errors
2021-01-26 13:34:49 -05:00
5a0612e6a8
Factor some line and label steps
2021-01-26 13:34:29 -05:00
8501a9be4f
Lol actually fix screen wakeup lookup..
2021-01-26 12:26:43 -05:00
a232e8bc39
Display order size on order lines in order mode
2021-01-26 11:36:44 -05:00
25ec5faaef
Drop removed show_label kwarg
2021-01-26 11:28:24 -05:00
b9d9dbfc4a
Support size fields on order lines; avoid overlap with L1 lines
2021-01-26 11:27:50 -05:00
990c3a1eac
Try out 3 ticks away as limit submission
2021-01-26 11:26:30 -05:00
cc5af7319f
Slightly lighter sell red, try to fix screen stuff...
2021-01-22 23:02:23 -05:00
18fafb501d
Use dashed lines for dark orders
2021-01-22 23:01:12 -05:00
4b2161a37b
Use 2 min-ticks offset for dark orders
2021-01-22 23:00:01 -05:00
f072e2551b
Snap y-axis crosshair to min tick(s)
2021-01-22 22:59:00 -05:00
50d2d8517b
Add support for dotted style level lines
2021-01-22 22:57:42 -05:00
92efb8fd8e
Expect new init message in feed from brokers
2021-01-22 22:56:42 -05:00
b4a4f12aa4
Send init message with kraken
2021-01-22 22:55:49 -05:00
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
5327d7be5e
Add screen acquire timeout loop
2021-01-22 16:46:39 -05:00
f82127de31
Add "live order" submission using ctl-<action key>
2021-01-19 20:48:58 -05:00
7811119736
Support toggling level line highlighting
2021-01-19 20:47:55 -05:00
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
794665db70
Drop log msg
2021-01-18 20:28:52 -05:00
e6724b6559
Move order mode handling into charting code
2021-01-18 20:28:37 -05:00
f3ae8db04b
Big refactor; start paper client
2021-01-18 19:56:35 -05:00
2bf95d7ec7
Fix clients map typing annot
2021-01-15 21:10:08 -05:00
5acd780eb6
Get live mode correct and working
2021-01-15 21:10:08 -05:00
3e959ec260
Add fill handler to order mode
2021-01-15 21:10:08 -05:00
bdc02010cf
Finally, sanely normalize local trades event data
2021-01-15 21:10:08 -05:00
c835cc10e0
Get "live" order mode mostly workin
2021-01-15 21:10:08 -05:00
ee8caa80d4
Add order cancellation and error support
2021-01-15 21:10:08 -05:00
140f3231e7
Add basic client-side order entry to EMS
2021-01-15 21:10:08 -05:00
f9d4df7378
Start higher level order mode API
2021-01-15 21:10:08 -05:00
53c0816c5f
Add color properties for level line and label
2021-01-15 21:10:08 -05:00
c1266a7a1d
Add buy/sell colors
2021-01-15 21:10:08 -05:00
12aebcc89c
Expose "proxy" api a little better
2021-01-15 21:10:08 -05:00
e51670a573
Try dynamically loading screen
2021-01-15 21:10:08 -05:00
5503a5705a
Drop old line
2021-01-15 21:10:08 -05:00
3e7057d247
Use feed's trade streamin in ems
2021-01-15 21:10:08 -05:00
611486627f
Cleaning
2021-01-15 21:10:08 -05:00
bd180a3482
Add trades data stream routine to Feed
2021-01-15 21:10:08 -05:00
280739b51a
Add trades data streaming support
2021-01-15 21:10:08 -05:00
620f5fee6e
Wishful thinking with conditional mngrs
2021-01-15 21:10:08 -05:00
39e4953a6a
Get order cancellation working
2021-01-07 22:08:25 -05:00
dba8457be9
Trigger kraken sample increment after startup
2021-01-07 12:17:10 -05:00
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
8d66a17daf
Add a "lines editor" api/component
2021-01-05 13:37:03 -05:00
268f207a6c
Shadow 'close' field with 'last'
2021-01-05 08:02:48 -05:00
24536ad769
Get roundtrip alert uuids workin; stage order book api
2021-01-05 08:02:14 -05:00
d0a3deae09
Pass symbol type further down chart stack
2021-01-04 14:46:47 -05:00
4d6b1d4bb1
Add brokers list field to symbol type
2021-01-04 14:45:59 -05:00
3c424a153f
Port to new `Portal.run()` api
2021-01-04 14:45:34 -05:00
267c8c6bd3
Go back to manual label contents check for now
2021-01-04 14:45:12 -05:00
9478adf600
Use event sync for increment task launch
2021-01-04 14:44:39 -05:00
c7ff0804db
Graph snap quote immediately on ib spin up
2021-01-04 14:43:59 -05:00
c030b63101
Rejig state with dataclasses; prep for numba
2021-01-04 14:42:35 -05:00
7b5a72909e
Start a "real" alert looking msg
2021-01-03 17:23:45 -05:00
616a74865b
Better highlighted yellow
2021-01-03 17:23:23 -05:00
6e2328d351
More comments?
2021-01-03 17:23:06 -05:00
a3468fb915
Barebones level based alerts are working!
2021-01-03 17:19:16 -05:00
97b2f86cfe
Add preliminary support for alert line management
2021-01-03 11:12:51 -05:00
88d48bd188
Port to `Cursor`
2021-01-03 11:10:08 -05:00
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
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
edbbcbf954
Add alert yellow
2021-01-03 10:39:06 -05:00
d492f5c35a
Define our own mouse clicked handler
2021-01-01 17:49:23 -05:00
a55d72f8d6
Create and "EMS" module for order execution/routing actor(s)
2021-01-01 17:49:02 -05:00
80d48e5ece
Dynamically override .boundingRect() after startup
2021-01-01 13:23:05 -05:00
e474d8c309
Remove horizontal crosshair on "a" hotkey
2021-01-01 13:05:50 -05:00
7a53f19eeb
Highlight level line label on hover
2021-01-01 13:05:16 -05:00
d602cbc985
Avoid active_plot race
2021-01-01 12:59:31 -05:00
bd85214017
Add draft order actor architecture
2021-01-01 12:40:05 -05:00
5fddb581ab
Kill backfiller on "no history" error
2021-01-01 12:34:50 -05:00
81b10b9dfc
Add initial y-axis zoom
2020-12-30 12:55:02 -05:00
f3a0b1e91e
Use pixel buffers on axis labels
2020-12-29 18:05:36 -05:00
1e09b0f08f
Type annot paint methods
2020-12-29 18:05:36 -05:00
98c3bb8aee
Add a pyqtgraph profiling toggle to chart CLI
2020-12-29 18:05:36 -05:00
a68fff4139
Break specialized graphics into specific mods
2020-12-29 18:05:36 -05:00
575b3a0605
Adjust imports
2020-12-29 18:05:36 -05:00
916396fbfe
Move fast curve graphics to new mod
2020-12-29 18:05:36 -05:00
19e3db8f61
Move OHLC items into new module
2020-12-29 18:05:36 -05:00
b4c28cb086
Start a new graphics sub-package
2020-12-29 18:05:36 -05:00
5d30f351af
Remove use of `tractor.run()`
2020-12-29 18:05:36 -05:00
d7f80d8ddb
Add note about shm limit
2020-12-29 18:05:36 -05:00
b467e8fd8d
Try cache mode on a bunch of "static" graphics
2020-12-29 18:05:36 -05:00
588213a230
Add an experimental "fast appendable curve" graphic
2020-12-29 18:05:36 -05:00
93e76fa12c
Comment some unneeded PDI optimization flags
2020-12-29 18:05:36 -05:00
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
bd73d02cfb
Avoid loading volume FSPs on symbols without any data
2020-12-28 14:43:17 -05:00
42761438f6
Pass backfiller explicit symbol str, don't require volume ticks
2020-12-26 18:04:32 -05:00
bc96c5847c
Port to new tractor api
2020-12-21 13:02:43 -05:00
714c757e3e
Add vwap back to fsp conf on feature branch
2020-12-21 13:02:43 -05:00
48da729364
Use .shield() meth name from tractor
2020-12-21 13:02:43 -05:00
c01382294e
Add signal backfilling via trio task respawn
2020-12-21 13:02:43 -05:00
e89d3f9560
Use `numpy.divide()` to avoid divide-by-zero
2020-12-21 13:02:43 -05:00
7c7b31ebbe
Break hist calc into wap func, use hlc3.
2020-12-21 13:02:43 -05:00
33515f45cc
Add vwap to exposed fsp map
2020-12-21 13:02:43 -05:00
ef2be16d97
Add initial tina (ohl3) vwap fsp
2020-12-21 13:02:43 -05:00
833a442ac0
Disable vwap in conf, feature delay
2020-12-19 16:57:58 -05:00
f27d639552
Port kraken to declare "wap" field
2020-12-19 16:53:51 -05:00
b72d7d3085
Drop profile calls on OHLC bars for now
2020-12-19 16:52:04 -05:00
df686755da
Drop legacy "historical" QPicture cruft
2020-12-19 16:51:11 -05:00
618c2f8e0a
More general salutation
2020-12-19 16:51:03 -05:00
db6f77481b
Stick with slightly smaller fonts
2020-12-19 16:50:54 -05:00
7ce27107df
Fix axes for shm primary indexing
2020-12-19 16:50:49 -05:00
c8537d59a8
Port charting to new shm primary indexing
2020-12-19 16:50:38 -05:00
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
599b5276b4
Port data apis to not touch primary index
2020-12-19 16:50:20 -05:00
fda9fcbc55
Add historical backfilling to ib backend
2020-12-19 16:50:08 -05:00
6d50ad75a7
Ensure right bar x index is an int
2020-12-19 16:49:57 -05:00
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
02b7d6cd19
Add prepend support to shm system
2020-12-19 16:49:35 -05:00
9710685508
Left align yaxis label
2020-12-19 16:49:27 -05:00
1f8f2eb8b3
Font size tweaks for low dpi
2020-12-19 16:06:54 -05:00
247b5fa2ec
Tidy up doc string
2020-12-19 16:06:28 -05:00
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
949e9d6cd1
Drop commented pixmap cruft
...
See #124 as to why we'll probably never need this.
2020-12-19 16:06:07 -05:00
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
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
goodboy
Konstantine Tsafatinos
Guillermo Rodriguez
wattygetlood