Commit Graph

3420 Commits (ccbe7c75e265fbd7c9fcae1dc95aa4ceb1ddf4ee)

Author SHA1 Message Date
Tyler Goodlet 2bc25e3593 Repair already-open order relay, fix causality dilemma
With the refactor of the dark loop into a daemon task already-open order
relaying from a `brokerd` was broken since no subscribed clients were
registered prior to the relay loop sending status msgs for such existing
live orders. Repair that by adding one more synchronization phase to the
`Router.open_trade_relays()` task: deliver a `client_ready: trio.Event`
which is set by the client task once the client stream has been
established and don't start the `brokerd` order dialog relay loop until
this event is ready.

Further implementation deats:
- factor the `brokerd` relay caching back into it's own `@acm` method:
  `maybe_open_brokerd_dialog()` since we do want (but only this) stream
  singleton-cached per broker backend.
- spawn all relay tasks on every entry for the moment until we figure
  out what we're caching against (any client pre-existing right, which
  would mean there's an entry in the `.subscribers` table?)
- rename `_DarkBook` -> `DarkBook` and `DarkBook.orders` -> `.triggers`
2022-10-07 14:13:52 -04:00
Tyler Goodlet 1d9ab7b0de More direct import 2022-10-07 14:13:52 -04:00
Tyler Goodlet 4c96a4878e Process unknown order mode msgs 2022-10-07 14:13:52 -04:00
Tyler Goodlet 8cd56cb6d3 Flip ems-side-client (`OrderBook`) to be a struct
`@dataclass` is so 2 years ago ;)

Also rename `.update()` -> `.send_update()` to be a bit more explicit
about actually sending an update msg.
2022-10-07 14:13:52 -04:00
Tyler Goodlet c246dcef6f Drop uuid from notify func inputs 2022-10-07 14:13:52 -04:00
Tyler Goodlet 26d6e10ad7 Parameterize duration, pprint msg 2022-10-07 14:13:52 -04:00
Tyler Goodlet 3924c66bd0 Move headless notifies into `.client_broadcast()` 2022-10-07 14:13:52 -04:00
Tyler Goodlet 2fbfe583dd Drop the `Router.clients: set`, `.subscribers` is enough 2022-10-07 14:13:52 -04:00
Tyler Goodlet 525f805cdb Port order mode to new notify routine 2022-10-07 14:13:52 -04:00
Tyler Goodlet b65c02336d Don't short circuit relay loop when headless
If no clients are connected we now process as normal and try to fire
a desktop notification on linux.
2022-10-07 14:13:52 -04:00
Tyler Goodlet d3abfce540 Start notify mod, linux only 2022-10-07 14:13:52 -04:00
Tyler Goodlet 49433ea87d Run dark-clear-loop in daemon task
This enables "headless" dark order matching and clearing where an `emsd`
daemon subactor can be left running with active dark (or other
algorithmic) orders which will still trigger despite to attached-controlling
ems-client.

Impl details:
- rename/add `Router.maybe_open_trade_relays()` which now does all work
  of starting up ems-side long living clearing and relay tasks and the
  associated data feed; make is a `Nursery.start()`-able task instead of
  an `@acm`.
- drop `open_brokerd_trades_dialog()` and move/factor contents into the
  above method.
- add support for a `router.client_broadcast('all', msg)` to wholesale
  fan out a msg to all clients.
2022-10-07 14:13:52 -04:00
goodboy 31b0d8cee8
Merge pull request #402 from pikers/multi_client_order_mgt
Multi client order mgt
2022-10-05 01:46:09 -04:00
Tyler Goodlet 35871d0213 Support line update from `Order` msg in `.on_submit()` 2022-10-05 01:41:18 -04:00
Tyler Goodlet 4877af9bc3 Add pub-sub broadcasting
Establishes a more formalized subscription based fan out pattern to ems
clients who subscribe for order flow for a particular symbol (the fqsn
is the default subscription key for now).

Make `Router.client_broadcast()` take a `sub_key: str` value which
determines the set of clients to forward a message to and drop all such
manually defined broadcast loops from task (func) code. Also add
`.get_subs()` which (hackily) allows getting the set of clients for
a given sub key where any stream that is detected as "closed" is
discarded in the output. Further we simplify to `Router.dialogs:
defaultdict[str, set[tractor.MsgStream]]` and `.subscriptions` as maps
to sets of streams for much easier broadcast management/logic using set
operations inside `.client_broadcast()`.
2022-10-05 01:41:18 -04:00
Tyler Goodlet 909e068121 Support multi-client order-dialog management
This patch was originally to fix a bug where new clients who
re-connected to an `emsd` that was running a paper engine were not
getting updates from new fills and/or cancels. It turns out the solution
is more general: now, any client that creates a order dialog will be
subscribing to receive updates on the order flow set mapped for that
symbol/instrument as long as the client has registered for that
particular fqsn with the EMS. This means re-connecting clients as well
as "monitoring" clients can see the same orders, alerts, fills and
clears.

Impl details:
- change all var names spelled as `dialogues` -> `dialogs` to be
  murican.
- make `Router.dialogs: dict[str, defaultdict[str, list]]` so that each
  dialog id (oid) maps to a set of potential subscribing ems clients.
- add `Router.fqsn2dialogs: dict[str, list[str]]` a map of fqsn entries to
  sets of oids.
- adjust all core task code to make appropriate lookups into these 2 new
  tables instead of being handed specific client streams as input.
- start the `translate_and_relay_brokerd_events` task as a daemon task
  that lives with the particular `TradesRelay` such that dialogs cleared
  while no client is connected are still processed.
- rename `TradesRelay.brokerd_dialogue` -> `.brokerd_stream`
- broadcast all status msgs to all subscribed clients in the relay loop.
- always de-reg each client stream from the `Router.dialogs` table on close.
2022-10-05 01:41:18 -04:00
Tyler Goodlet cf835b97ca Add some info logs around paper fills 2022-10-05 01:41:18 -04:00
Tyler Goodlet 30bce42c0b Don't spin paper clear loop on non-clearing ticks
Not sure what exactly happened but it seemed clears weren't working in
some cases without this, also there's no point in spinning the simulated
clearing loop if we're handling a non-clearing tick type.
2022-10-05 01:41:18 -04:00
Tyler Goodlet 48ff4859e6 Update to new pair schema, adds `.cost_decimals` field 2022-10-05 01:41:18 -04:00
Tyler Goodlet 887583d27f Bleh, convert fill data to `float`s in kraken broker.. 2022-10-05 01:41:18 -04:00
Tyler Goodlet 45b97bf6c3 Make fill msg `.action: str` optional for `kraken` 2022-10-05 01:41:18 -04:00
Tyler Goodlet 91397b85a4 Fix missing f-str in ems msg sender err block 2022-10-05 01:41:18 -04:00
Tyler Goodlet 47f81b31af Kraken can cause status msg key error!? 2022-10-05 01:41:18 -04:00
goodboy 30c452cfd0
Merge pull request #404 from pikers/pin_tractor_main
Pin back to `tractor` master branch
2022-10-04 09:53:02 -04:00
Tyler Goodlet fda1c5b554 Pin back to `tractor` master branch 2022-10-03 13:48:58 -04:00
goodboy d6c9834a9a
Merge pull request #395 from pikers/history_view
History view
2022-09-23 20:28:02 -04:00
Tyler Goodlet 41b0c11aaa Hide existing level line markers on startup 2022-09-23 17:17:32 -04:00
Tyler Goodlet cc67d23eee Drop old marker drawing code from `LevelLine.paint()`
We haven't been using it for a while and the supposed (remembered)
latency issue on interaction doesn't seem existing after applying the
cache mode. This allows dropping some internal state-logic and generally
simplifying the show-on-hover checks.

Further add `.show_markers()` and `.hide_markers()` as explicit methods
that can be called externally by UI business logic.
2022-09-23 17:17:32 -04:00
Tyler Goodlet 4818af1445 Add better doc string on marker factory 2022-09-21 15:43:35 -04:00
Tyler Goodlet 2cf1742999 Always apply at least the pos size as the limit 2022-09-21 15:43:35 -04:00
Tyler Goodlet 25ac6e6665 Soft pop lines, handle error-cancel races 2022-09-21 15:43:35 -04:00
Tyler Goodlet 90754f979b Tick the slow chart task on a 1sec index event 2022-09-19 17:39:26 -04:00
Tyler Goodlet c0d490ed63 Only show pos nav on non-zero size 2022-09-19 16:17:05 -04:00
Tyler Goodlet 7c6d12d982 Always set marker y-pos even if we're tracking its x-pos 2022-09-19 16:17:05 -04:00
Tyler Goodlet fd8c05e024 A lines entry should always exist or it's a bug 2022-09-19 16:17:05 -04:00
Tyler Goodlet 5d65c86c84 Don't delete pp lines or markers
Bit of a face palm but obviously `LevelLine.delete()` also removes any
`._marker` from the view which makes it disappear permanently when
moving from non-zero to zero to non-zero positions.. We don't really
need to delete the line since it can be re-used so just remove that
code.

Further this patch removes marker style setting logic from within the
`pp_line()` factory and instead expects the caller to set the correct
"direction" (for long / short) afterward.
2022-09-19 16:17:05 -04:00
Tyler Goodlet cf11e8d7d8 Update navs on all slow and fast charts, only default the fast chart on switch 2022-09-19 16:17:05 -04:00
Tyler Goodlet ed868f6246 Go back to origin slow chart split proportion 2022-09-19 16:17:05 -04:00
goodboy 5d371ad80e
Merge pull request #396 from pikers/tractor_core_port
Tractor core port
2022-09-16 18:09:33 -04:00
Tyler Goodlet 6897aed6b6 Don't call show on marker in `Nav.show()` 2022-09-14 16:02:07 -04:00
Tyler Goodlet a61a11f86b Add draft but commented "scale-to-fast-chart" logic 2022-09-14 10:11:43 -04:00
Tyler Goodlet 286f620f8e Use fqsn to key pnl tasks 2022-09-13 18:59:12 -04:00
Tyler Goodlet b7e60b9653 Hide labels, show markers for lines on slow chart 2022-09-13 18:31:21 -04:00
Tyler Goodlet df42e7acc4 Add `LevelLine.get_cursor()` to get any currently hovering mouse-cursor 2022-09-13 18:26:06 -04:00
Tyler Goodlet e492e9ca0c Fix pp arrow/label placement bugs
- Every time a symbol is switched on chart we need to wait until the
  search bar sidepane has been added beside the slow chart before
  determining the offset for the pp line's arrow/labels; trigger this in
  `GodWidget.load_symbol()` -> required monkeypatching on a
  `.mode: OrderMode` to the `.rt_linked` for now..
- Drop the search pane widget removal from the current linked chart,
  seems faster?
- On the slow chart override the `LevelMarker.scene_x()` callback to
  adjust for the case where no L1 labels are shown beside the y-axis.
2022-09-13 17:58:20 -04:00
Tyler Goodlet 44c6f6dfda Add level line flag to allow tracking its marker x-position 2022-09-13 17:43:04 -04:00
Tyler Goodlet ad2100fe3f Only don't pp arrow on startup 2022-09-13 16:21:49 -04:00
Tyler Goodlet ae64ac79a6 Doc str tweaks 2022-09-13 16:13:46 -04:00
Tyler Goodlet 20663dfa1c Add (more) order mode race guards to avoid crashes on "kitty-keys" 2022-09-12 20:25:15 -04:00
Tyler Goodlet 70f2241d22 Hide pp markers on startup 2022-09-12 20:25:15 -04:00