Commit Graph

2097 Commits (cbe74d126e37dab00e94f095615d87139cb5942d)

Author SHA1 Message Date
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
goodboy 07e35d3ff5
Merge pull request #217 from pikers/hot_fix_cache_event_is_none
Only set event if entry still exists
2021-09-02 12:52:27 -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
goodboy 37d94fbb28
Merge pull request #212 from pikers/feed_caching
Feed caching
2021-09-01 10:25:49 -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
goodboy f03f051e7f
Merge pull request #213 from pikers/brokers_config
Brokers config schema bump, ib patches
2021-08-24 10:37:44 -04:00
Tyler Goodlet c21d299193 Drop data/ version of config 2021-08-24 10:32:01 -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 12c8d26906 Update brokers.toml schema 2021-08-24 10:25:07 -04:00
Tyler Goodlet a10d20c041 Add ib config section support 2021-07-27 07:09:01 -04:00