To start we only have futes working but this allows both searching
and loading multiple expiries of the same instrument by specifying
different expiries with a `.<expiry>` suffix in the symbol key (eg.
`mnq.globex.20220617`). This also paves the way for options contracts
which will need something similar plus a strike property. This change
set also required a patch to `ib_insync` to allow retrieving multiple
"ambiguous" contracts from the `IB.reqContractDetailsAcync()` method,
see https://github.com/erdewit/ib_insync/pull/454 for further discussion
since the approach here might change.
This patch also includes a lot of serious reworking of some `trio`-`asyncio`
integration to use the newer `tractor.to_asyncio.open_channel_from()`
api and use it (with a relay task) to open a persistent connection with
an in-actor `ib_insync` `Client` mostly for history requests.
Deats,
- annot the module with a `_infect_asyncio: bool` for `tractor` spawning
- add a futes venu list
- support ambiguous futes contracts lookups so that all expiries will
show in search
- support both continuous and specific expiry fute contract
qualification
- allow searching with "fqsn" keys
- don't crash on "data not found" errors in history requests
- move all quotes msg "topic-key" generation (which should now be
a broker-specific fqsn) and per-contract quote processing into
`normalize()`
- set the fqsn key in the symbol info init msg
- use `open_client_proxy()` in bars backfiller endpoint
- include expiry suffix in position update keys
`ChartPlotWidget.curve_width_pxs()` now can be used to get the total
horizontal (x) pixels on screen that are occupied by the current curve
graphics for a given chart. This will be used for downsampling large
data sets to the pixel domain using M4.
Probably the best place to root the profiler since we can get a better
top down view of bottlenecks in the graphics stack.
More,
- add in draft M4 downsampling code (commented) after getting it mostly
working; next step is to move this processing into an FSP subactor.
- always update the vlm chart last y-axis sticky
- set call `.default_view()` just before inf sleep on startup
Obviously determining the x-range from indices was wrong and was the
reason for the incorrect (downsampled) output size XD. Instead correctly
determine the x range and start value from the *values of* the input
x-array. Pretty sure this makes the implementation nearly production
ready.
Relates to #109
All the refs are in the comments and original sample code from infinite
has been reworked to expect the input x/y arrays to already be sliced
(though we can later support passing in the start-end indexes if
desired).
The new routines are `ds_m4()` the python top level API and `_m4()` the
fast `numba` implementation.
This adds a new client manager-factory: `open_client_proxy()` which uses
the newer `tractor.to_asyncio.open_channel_from()` (and thus the
inter-loop-task-channel style) a `aio_client_method_relay()` and
a re-implemented `MethodProxy` wrapper to allow transparently calling
`asyncio` client methods from `trio` tasks. Use this proxy in the
history backfiller task and add a new (prototype)
`open_history_client()` which will be used in the new storage management
layer. Drop `get_client()` which was the portal wrapping equivalent of
the same proxy but with a one-task-per-call approach. Oh, and
`Client.bars()` can take `datetime`, so let's use it B)
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.
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).
Tyler Goodlet