Commit Graph

1847 Commits (cc55e1f4bbb0e4bea229cf028632c23b9b5ea3cb)

Author SHA1 Message Date
Tyler Goodlet df2f6487ff Apply `brokerd` quote rate throttling when requested in `open_feed()` 2021-06-14 21:55:51 -04:00
Tyler Goodlet ccf81520cb First attempt data feed side quote throttling
Adding binance's "hft" ws feeds has resulted in a lot of context
switching in our Qt charts, so much so it's chewin CPU and definitely
worth it to throttle to the detected display rate as per discussion in
issue #192.

This is a first very very naive attempt at throttling L1 tick feeds on
the `brokerd` end (producer side) using a constant and uniform delivery
rate by way of a `trio` task + mem chan.  The new func is
`data._sampling.uniform_rate_send()`. Basically if a client request
a feed and provides a throttle rate we just spawn a task and queue up
ticks until approximately the next display rate's worth period of time
has passed before forwarding. It's definitely nothing fancy but does
provide fodder and a start point for an up and coming queueing eng to
start digging into both #107 and #109 ;)
2021-06-14 21:43:19 -04:00
Tyler Goodlet 57a35a3c6c Port feed bus endpoint to a `@tractor.context` 2021-06-14 10:55:01 -04:00
goodboy 8cde68fedb
Merge pull request #198 from pikers/msgspec_fixes
Msgspec fixes
2021-06-14 08:53:51 -04:00
Tyler Goodlet 3455ebc60c Cast back to tuples after msgspec strips them... 2021-06-14 00:03:05 -04:00
Tyler Goodlet 588b5c317c Drop unseralizable "sec tag" for now 2021-06-14 00:02:23 -04:00
goodboy e52ecbe589
Merge pull request #189 from pikers/status_bar
Basic status bar
2021-06-14 00:01:01 -04:00
Tyler Goodlet f320f95288 Drop old hi-dpi font inches sizes 2021-06-13 23:59:02 -04:00
Tyler Goodlet 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
Tyler Goodlet 84f61c9a92 Avoid clearing cached results; detect repeats later 2021-06-10 13:23:28 -04:00
Tyler Goodlet 0dcadec11a Add multi-status updates throughout chart init 2021-06-10 13:23:28 -04:00
Tyler Goodlet 90b0673052 Add multi-status support to window 2021-06-10 13:23:28 -04:00
Tyler Goodlet ce67022e2e Only add font size scaled down when dpi scaling > 2 2021-06-10 13:23:28 -04:00
Tyler Goodlet 9d31f8ca6a Add default "small" dpi aware font 2021-06-10 13:23:28 -04:00
Tyler Goodlet f68295653d Load cache search before other providers 2021-06-10 13:23:28 -04:00
Tyler Goodlet 112b3f0f07 Drop hidpi font size hacking from contents labels 2021-06-10 13:23:28 -04:00
Tyler Goodlet e924cbeb43 Min debounce period for faster cached completions 2021-06-10 13:23:28 -04:00
Tyler Goodlet 62c456f8eb Downscale fonts on scaled-down hidpi displays 2021-06-10 13:23:28 -04:00
Tyler Goodlet 193f4f945c Flip to using scaled hi DPI detected by Qt 2021-06-10 13:23:28 -04:00
Tyler Goodlet bb1c549d94 Add some initial status updates during startup 2021-06-10 13:23:28 -04:00
Tyler Goodlet df50700aa5 Style a basic status bar and add a mode label to it 2021-06-10 13:23:28 -04:00
Tyler Goodlet a9cdb94ff3 Port styling to latest `qtdarkstyle` version 2021-06-10 13:23:28 -04:00
Tyler Goodlet 74b63b9868 Add mode label to right side 2021-06-10 13:23:28 -04:00
Tyler Goodlet cc60ad46fc Skip chart updates if parent widget is hidden to save cpus 2021-06-10 13:23:28 -04:00
Tyler Goodlet 7da7dee02b Add mode name to viewbox 2021-06-10 13:23:28 -04:00
Tyler Goodlet 78e04e66a5 Add mode names to search, repair LIFO ordering on select 2021-06-10 13:23:28 -04:00
Tyler Goodlet 0564bbd9c3 Use focus switch signal to update status bar 2021-06-10 13:23:28 -04:00
Tyler Goodlet 754a5cce4f WIP toying with a simple status bar 2021-06-10 13:23:28 -04:00
goodboy 44e21197f5
Merge pull request #196 from pikers/ems_hotfixes
Ems hotfixes
2021-06-10 13:20:18 -04:00
Tyler Goodlet 8d02778158 Don't bail on unknown order ids 2021-06-10 12:02:57 -04:00
Tyler Goodlet 95f466b93d Fix to msg attr access 2021-06-10 12:02:26 -04:00
goodboy 689bc0cde0
Merge pull request #190 from pikers/ems_to_bidir_streaming
Ems to bidir streaming
2021-06-10 08:45:44 -04:00
Tyler Goodlet a9cc3210d8 Grr pydantic being a weirdo 2021-06-10 08:37:21 -04:00
Tyler Goodlet a9cbacd8aa Move details assignements to static declaration 2021-06-10 08:24:51 -04:00
Tyler Goodlet b06cb5bb5a Comments clean and improvments 2021-06-10 08:24:10 -04:00
goodboy ee65382d97
Merge pull request #191 from iamzoltan/unknown_kraken_symbol
fix unknown kraken symbol raised error
2021-06-09 19:22:52 -04:00
Tyler Goodlet a1f605bd52 Clear out old commented code 2021-06-09 13:21:56 -04:00
Tyler Goodlet 8e8a005128 Fix attr accesses on msg type 2021-06-09 12:22:02 -04:00
Konstantine Tsafatinos 90e5a10a66 modify error string to format: <name>.<provider> 2021-06-09 12:02:05 -04:00
Tyler Goodlet 4cae470f3a Pass "arbiter" socket correctly 2021-06-08 15:57:01 -04:00
Tyler Goodlet 47e7baa0c9 Ensure paperboi is shield killed on teardown 2021-06-08 15:56:34 -04:00
Tyler Goodlet db92683ede Port ib orders to new msgs and bidir streaming api 2021-06-08 14:33:41 -04:00
Tyler Goodlet 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
Tyler Goodlet 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
Tyler Goodlet 23094d8624 Spec out brokerd 2-way trade dialogue messages 2021-06-08 14:31:43 -04:00
Tyler Goodlet 02459cd964 Use new top level portal import 2021-06-08 14:31:14 -04:00
Tyler Goodlet 0bcad35c70 Set ack time on pydantic model 2021-06-08 14:31:04 -04:00
Tyler Goodlet f9238f3a8a Validate client message updates 2021-06-08 14:30:47 -04:00
Konstantine Tsafatinos 099bf260f5 fix unknown kraken symbol raised error 2021-06-01 18:01:45 -04:00
Tyler Goodlet f4c9e20f0d Avoid `numpy` type usage on the wire 2021-06-01 10:48:23 -04:00