Commit Graph

3376 Commits (d0ba9a0a587ff9815307179e288525304063b226)

Author SHA1 Message Date
Tyler Goodlet 71fc8b95dd Flip to `.bs_mktid` in `ib` and `kraken` 2023-05-09 14:49:25 -04:00
Tyler Goodlet 72c97d4672 Handle read and write of `pps.toml` using `MktPair`
Add a logic branch for now that switches on an instance check.
Generally swap over all `Position.symbol` and `Transaction.sym` refs to
`MktPair`. Do a wholesale rename of all `.bsuid` var names to
`.bs_mktid`.
2023-05-09 14:49:25 -04:00
Tyler Goodlet 7b28c7a43f Prep for dropping `Transaction.sym`
Instead let's name it `.sys` for "system", the thing we use to conduct
the "transactions" ..

Also rename `.bsuid` -> `.bs_mktid` for "backend system market id`
which is more explicit, easier to remember and read.
2023-05-09 14:49:25 -04:00
Tyler Goodlet cf9442f4d5 Further refinement and shimming of `MktPair`
Prepping to entirely replace `Symbol`; this adds a buncha docs/comments,
better implementation for representing and parsing the FQME: "fully
qualified market endpoint".

Deatz:
- make `.src` an optional field until we figure out how we're going
  to support loading source assets from all backends sensibly..
- implement `MktPair.fqme: str` (what was previously called `fqsn`)
  using a new util func: `maybe_cons_tokens()`.
- `Symbol.brokers` and expect only `.broker` usage.
- remap anything with `fqsn` in the name to `fqme` with aliases from the
  old name.
- implement `unpack_fqme()` with `match:` syntax B)
- add `MktPair.tick_size_digits`, `.lot_size_digits`, `.fqsn`, `.key` for
  backward compat.
- make all fqme generation related fields empty `str`s by default.
- add `MktPair.resolved: bool` a flag indicating whether or not `.dst`
  is an `Asset` instance or just a string and, `.bs_mktid` the field
  to hold the "backend system market id" per broker.
2023-05-09 14:49:25 -04:00
Tyler Goodlet 85ddfc0f2d Drop use of `mk_fqsn()` 2023-05-09 14:49:25 -04:00
Tyler Goodlet 56f736e7ca Drop use of `Symbol.brokers` everywhere 2023-05-09 14:49:25 -04:00
Tyler Goodlet 63304f535c Start to prep `Transaction` for `MktPair`.. 2023-05-09 14:49:25 -04:00
Tyler Goodlet 2583706b35 Port `accounting._pos` to new `Symbol` simplifications 2023-05-09 14:49:25 -04:00
Tyler Goodlet 65a7853cf3 Delegate to new `.accounting._mktinfo._derivs` from `ui._positioning` 2023-05-09 14:49:25 -04:00
Tyler Goodlet 69c9ecc5e3 `kraken`: write `pps.toml` on updates for now 2023-05-09 14:49:25 -04:00
Tyler Goodlet 3be53540c1 `kraken`: pack `Asset` into local client cache
Try out using our new internal type for storing info about kraken's asset
infos now stored in the `Client.assets: dict[str, Asset]` table. Handle
a server error when requesting such info msgs.
2023-05-09 14:49:25 -04:00
Tyler Goodlet a44b6f7c2f `ib`: adjust to new simplified `Symbol`
Drop usage of removed methods and attrs and only pass in the
`.tick_size: Decimal` value during construction.
2023-05-09 14:49:25 -04:00
Tyler Goodlet e65f3f84b9 Drop `Symbol.front_fqsn()` usage from chart, fsp and clearing stuff 2023-05-09 14:49:25 -04:00
Tyler Goodlet acc5af1fdb Drop `Symbol.front_feed()` usage from order mode 2023-05-09 14:49:25 -04:00
Tyler Goodlet 91dda3020e Simplify `Symbol` extend `MktPair`, add `Asset`
Drop everything we can in terms of methods and attrs from `Symbol`:
- kill `.tokens()`, `.front_feed()`, `.tokens()`, `.nearest_tick()`,
  `.front_fqsn()`, instead moving logic from these methods into
  dependents (and obviously removing any usage from rest of code base,
  coming in follow up commits).
- rename `.quantize_size()` -> `.quantize()`.
- re-implement `.brokers`, `.lot_size_digits`, `.tick_size_digits` as
  `@property` methods; for the latter two, allows us to minimize to only
  accepting min tick decimal values on alternative constructor class
  methods and to drop the equivalent instance vars.
- map `_fqsn` related variable names to new and preferred `_fqme`.

We also juggle around some utility functions, moving limited precision
related `decimal.Decimal` routines to the top of module and soon-to-be
legacy `fqsn` related routines to the bottom.

`MktPair` draft type extensions:
- drop requirements for `src_type`, and offer the optional `.dst_type`
  field as either a `str` or (new `typing.Literal`) `AssetTypeName`.
- define an equivalent `.quantize()` as (re)defined in `Symbol` but with
  `quantity_type: str` field which specifies whether to use the price or
  the size precision.
- add a lot more docs, a `.key` property for the "symbol" name, draft
  property for a `.fqme: str`
- allow `.src` and `.dst` to be of type `str | Asset`

Add a new `Asset` to capture "things which can be used in markets and/or
transactions" XD
- defines a `.name`, `.atype: AssetTypeName` a financial category tag, `tx_tick:
  Decimal` the precision limit for transactions and of course
  a `.quantime()` method for doing accounting arithmetic on a given tech
  stack.
- define the `atype: AssetTypeName` type as a finite set of `str`s
  expected to be used in various ways for default settings in other
  parts of the data and order control layers..
2023-05-09 14:49:25 -04:00
Tyler Goodlet 9f03484c4d Move all fqsn parsing and `Symbol` to new `accounting._mktinfo 2023-05-09 14:49:25 -04:00
Tyler Goodlet 22622e1c01 `ib`: (cukcit) just presume a stonk if we can read type from existing ledger.. 2023-05-09 14:49:25 -04:00
Tyler Goodlet f549de7c88 Break out old `.pp` components into submods: `._ledger` and `._pos` 2023-05-09 14:49:25 -04:00
Tyler Goodlet beb6544bad Start a new `.accounting` subpkg, move `.pp` contents there 2023-05-09 14:49:25 -04:00
Tyler Goodlet d01fdbf981 '`kraken`: fix pos loading using `digits_to_dec()` to pair info
Our issue was not having the correct value set on each
`Symbol.lot_tick_size`.. and then doing PPU calcs with the default set
for legacy mkts..

Also,
- actually write `pps.toml` on broker mode exit.
- drop `get_likely_pair()` and import from pp module.
2023-05-09 14:49:25 -04:00
Tyler Goodlet badc30baae Add an inverse of `float_digits()`: `digits_to_dec() 2023-05-09 14:49:25 -04:00
Tyler Goodlet 4f36a03df2 Ensure clearing table entries are time-sorted..
Not sure how this worked before but, the PPU calculation critically
requires that the order of clearing transactions are in the correct
chronological order! Fix this by sorting `trans: dict[str, Transaction]`
in the `PpTable.update_from_trans()` method.

Also, move the `get_likely_pair()` parser from the `kraken` backend here
for future use particularly when we revamp the asset-transaction
processing layer.
2023-05-09 14:49:25 -04:00
Tyler Goodlet 0d9acb1cb0 numpy: drop `numpy.float` in py311 2023-05-04 12:01:59 -04:00
jaredgoldman 3836f7d458 Run autopep8, add default case for message stream match case 2023-04-21 21:16:14 -04:00
jaredgoldman ae3f6696a7 Fix type hinting for stream_messages return type 2023-04-21 20:40:23 -04:00
jaredgoldman a06a4f67cc Remove unused timeframe var from open_history_client 2023-04-21 17:17:47 -04:00
jaredgoldman a69c8a8b44 Uncomment loglevel 2023-04-20 18:51:13 -04:00
jaredgoldman efad49ec5b Raise ValueError if no config is found when sending authenticated headers 2023-04-19 14:58:28 -04:00
jaredgoldman d772fe45c0 Comment out unused args 2023-04-19 14:55:58 -04:00
jaredgoldman 6f91c2932d Type bars data dict 2023-04-19 14:49:28 -04:00
jaredgoldman d07a73cf70 Add type annotation for open_ping_task' 2023-04-19 14:47:19 -04:00
jaredgoldman fcdddadec1 Use singlequotes 2023-04-18 10:42:30 -04:00
jaredgoldman 9fcfb8d780 More linting fixes 2023-04-18 10:39:47 -04:00
jaredgoldman 37ce04ca9a Linting fixes 2023-04-18 10:19:59 -04:00
jaredgoldman a109a8bf67 Add linting fixes 2023-04-18 09:51:50 -04:00
jaredgoldman b01771be1b Add comments to kucoin->piker bar conversion 2023-04-16 10:46:22 -04:00
jaredgoldman 0e4095c947 Don't yield ws from the ping task 2023-04-16 10:45:05 -04:00
jaredgoldman dae56baeba Refactor streaming logic to be less nested and readable 2023-04-16 10:12:29 -04:00
jaredgoldman 9706803220 Refactor streaming logic to be less nested and readable 2023-04-16 10:11:17 -04:00
jaredgoldman 8403d8a482 Simplify numpy mapping logic 2023-04-15 21:05:25 -04:00
Tyler Goodlet a111819667 Few fixes after review to get running again B)
- use `Struct.copy()` for frozen type
- fix `BrokerConfig` delegation attr lookups
- bit of linting according to `flake8`
2023-04-14 19:05:19 -04:00
jaredgoldman 4f576b6f36 Fix typo with ts vars 2023-04-13 22:37:17 -04:00
jaredgoldman 672c01f13a Use trade_data_ts for trade message receival 2023-04-13 22:35:21 -04:00
jaredgoldman f67ffeb70f Remove extra Noen check on msg.get 2023-04-13 22:34:04 -04:00
jaredgoldman 1b1e35d32d Add comment explaining waiting for first trade quote 2023-04-13 22:28:44 -04:00
jaredgoldman 9f5dfe8501 Remove anext() comment 2023-04-13 22:27:56 -04:00
jaredgoldman 11bd2e2f65 Use datetime | none instead of Optional[datetime] in get_bars 2023-04-13 22:04:43 -04:00
jaredgoldman ebfd490a1a Cache instead of get pairs in symbol search 2023-04-13 22:02:13 -04:00
jaredgoldman 89bb124728 Remove old comments normalize arguents and improve pair fetching log 2023-04-13 22:00:41 -04:00
jaredgoldman 63e34cf595 Typecast config, add type hint to pair in init message creation and turn init msg vals into floats 2023-04-13 21:57:54 -04:00
jaredgoldman 92f372dcc8 Use proper value for init message 2023-04-13 21:52:40 -04:00
jaredgoldman b00abd0e51 Add a fail case ws token request 2023-04-13 21:48:17 -04:00
jaredgoldman 52a015d927 Remove typo in binance 2023-04-12 21:40:58 -04:00
jaredgoldman 2c82b2aba9 Remove breakpoint in binance 2023-04-12 20:43:28 -04:00
jaredgoldman ff0f8dfaca Improve client._get_ws_token docstring 2023-04-12 20:37:10 -04:00
jaredgoldman ace04af21a Use anext() in kucoin stream_quotes 2023-04-12 20:25:35 -04:00
jaredgoldman d2f3a79c09 Use pendulum for header timestamp,
type hint cleanup
2023-04-12 19:48:46 -04:00
jaredgoldman bedbbc3025 Only diff trade time 2023-04-12 19:48:46 -04:00
jaredgoldman 6e55f6706f Format condition for filtering and add link to docs explaining need for filtering in the first case 2023-04-12 19:48:46 -04:00
jaredgoldman d1b0608c88 Remove breakpoint 2023-04-12 19:48:46 -04:00
jaredgoldman 3bed3a64c3 Implement duplicate filtering at message level 2023-04-12 19:48:46 -04:00
jaredgoldman 93e7d54c5e Add api doc links to _get_bars def 2023-04-12 19:48:46 -04:00
jaredgoldman 9db84e8029 Remove norm_pairs method and do all normalization in initial _get_pairs call 2023-04-12 19:48:46 -04:00
jaredgoldman ea21656624 Don't cache pairs in _get_pairs call 2023-04-12 19:48:46 -04:00
jaredgoldman 5a0d29c774 Add ws token api doc link 2023-04-12 19:48:46 -04:00
jaredgoldman 13df3e70d5 Refactor sign gen into one line 2023-04-12 19:48:46 -04:00
jaredgoldman 208a8e5d7a Remove unecessary config vars 2023-04-12 19:48:46 -04:00
jaredgoldman ca937dff5e Add api doc links in structs 2023-04-12 19:48:46 -04:00
jaredgoldman c68fcf7e1c Remove extra line from docstrings 2023-04-12 19:48:46 -04:00
jaredgoldman 48c3b333b2 Format imports with parenthesis 2023-04-12 19:48:46 -04:00
jaredgoldman b71f6b6c67 Strip uneccesary data from ticks in l1 data feed 2023-04-12 19:48:46 -04:00
jaredgoldman 54cf648d74 Ensure sub logging dict attritbutes will be there 2023-04-12 19:48:46 -04:00
jaredgoldman 68d0327d41 Remove breakpoints, simplify backoff logic 2023-04-12 19:48:46 -04:00
jaredgoldman 68a06093e9 Format and ensure we're only grabbing the most closest bid and ask 2023-04-12 19:48:46 -04:00
jaredgoldman 52aadb374b Add L1 data feed and correct history issue 2023-04-12 19:48:46 -04:00
jaredgoldman dfd030a6aa Remove float conversion of key_id again 2023-04-12 19:48:46 -04:00
jaredgoldman 788e158d9f Stop still converting datetime to float 2023-04-12 19:48:46 -04:00
jaredgoldman 81890a39d9 Leave datetimes alone! 2023-04-12 19:48:46 -04:00
jaredgoldman ae170f2645 Add more informative logs on startup 2023-04-12 19:48:46 -04:00
jaredgoldman e2e5191ded Remove breaking useless condition for determining if res is list of ohlc values 2023-04-12 19:48:46 -04:00
jaredgoldman dcbb7fa64f Remove float conversion for config key id 2023-04-12 19:48:46 -04:00
jaredgoldman 32107d0ac3 Strengthen retry case and add comments 2023-04-12 19:48:46 -04:00
jaredgoldman 7bdebd47d1 Add exponential retry case for history client 2023-04-12 19:48:46 -04:00
jaredgoldman ac31bca181 Make broker creds/auth optional 2023-04-12 19:48:46 -04:00
jaredgoldman 52070c00f9 Remove typo 2023-04-12 19:48:46 -04:00
jaredgoldman 5ff0cc7905 Cast/validate streamed messages
Update comments

Minor formatting

Minor formatting
2023-04-12 19:48:46 -04:00
jaredgoldman 6ad1e3da38 Correct typo in license 2023-04-12 19:48:46 -04:00
jaredgoldman 9bf6f557ed Label private methods accordingly, remove cryptofeeds module 2023-04-12 19:48:46 -04:00
jaredgoldman 50e1070004 More cleanup, add comments re sub func 2023-04-12 19:48:46 -04:00
jaredgoldman 1c4c19b351 Clean up broker code,
Add typecasting for messages/rt-data and historcal user trades
ensure we're fetching all history
add multi-symbol support
'
2023-04-12 19:48:46 -04:00
jaredgoldman 199a70880c Spawn background ping task 2023-04-12 19:48:46 -04:00
jaredgoldman b14b323068 Remove breakpoint in web_bs,
ensure we only unsub if ws is connected
2023-04-12 19:48:46 -04:00
jaredgoldman a3c7bec576 Implement working message streaming 2023-04-12 19:48:46 -04:00
jaredgoldman ac34ca7cad Add sub method to flow
Stash for checkout of master
2023-04-12 19:48:46 -04:00
jaredgoldman ade2c32adb Succesfully connect to kucoin ws 2023-04-12 19:48:46 -04:00
jaredgoldman 109e7d7b43 Add back static API version in headers 2023-04-12 19:48:46 -04:00
jaredgoldman 1a655b7e39 Ensure we're passing the correct api version to the header builder,
make headers a default arg
2023-04-12 19:48:46 -04:00
jaredgoldman cda045f123 Abstract header gen to seperate function 2023-04-12 19:48:46 -04:00
jaredgoldman 7074ca7713 Implement Kucoin auth and last trades call 2023-04-12 19:48:46 -04:00
Tyler Goodlet 8e91e215b3 WIP - ensure `asyncio` pumps the event loop each send 2023-04-12 19:48:46 -04:00
jaredgoldman c751c36a8b Update trade message format 2023-04-12 19:48:46 -04:00
jaredgoldman ad9d645782 WIP - setup basic history and streaming client 2023-04-12 19:48:46 -04:00
jaredgoldman c96d4387c5 Start adding history client 2023-04-12 19:48:46 -04:00
jaredgoldman 5fdec8012d Add cryptofeeds data feed module,
Add Kucoin backend client
wip
2023-04-12 19:48:46 -04:00
Tyler Goodlet 609b91e848 Try out `@trio_util.async_generator` for streaming
Apparently it will likely fix our `trio`-cancel-scopes-corrupted crash
when we try to let our `._web_bs.NoBsWs` do reconnect logic around
the asyn-generator implemented data-feed streaming routines in `binance`
and `kraken`.  See the project docs for deatz; obvs we add the lib as
a dep.
2023-03-20 12:54:48 -04:00
Tyler Goodlet 78eb784091 Stick `try:` outside all `xdotool` subproc calls 2023-03-13 15:36:45 -04:00
Tyler Goodlet 973e4b5f44 `binance`: wrap streamer async-gen in `aclosing()` 2023-03-13 15:36:29 -04:00
Tyler Goodlet 9197e6decb `binance`: use built-in `anext()` add note about new ws ep URL 2023-03-13 15:36:29 -04:00
Tyler Goodlet 889e920796 Short-circuit rendering on no 1d-data; avoid m4 layer crash 2023-03-13 12:18:54 -04:00
Tyler Goodlet 1aab9f1f81 Actually yes, we need to handle empty in-view range.. 2023-03-10 18:20:22 -05:00
Tyler Goodlet 5c697de58e Presume never handling not-in-view case for minor curves 2023-03-10 18:20:22 -05:00
Tyler Goodlet 3066b1541e Handle (shorter supported) minor-curve not-in-view
Solve this by always scaling the y-range for the major/target curve
*before* the final overlay scaling loop; this implicitly always solve
the case where the major series is the only one in view.

Tidy up debug print formatting and add some loop-end demarcation comment
lines.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 32339cb41a Always show a minimum bars during startup
This is particularly more "good looking" when we boot with a pair that
doesn't have historical 1s OHLC and thus the fast chart is empty from
outset. In this case it's a lot nicer to be already zoomed to
a comfortable preset number of "datums in view" even when the history
isn't yet filled in.

Adjusts the chart display `Viz.default_view()` startup to explicitly
ensure this happens via the `do_min_bars=True` flag B)
2023-03-10 18:20:22 -05:00
Tyler Goodlet 12e196a6f7 Catch `KeyError` on bcast errors which pop the sub
Not sure how i missed this (and left in handling of `list.remove()` and
it ever worked for that?) after the `samplerd` impl in 5ec1a72 but, this
adjusts the remove-broken-subscriber loop to catch the correct
`set.remove()` exception type on a missing (likely already removed)
subscription entry.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 8a87e5f390 Remove leftover debug print in cache reset meth 2023-03-10 18:20:22 -05:00
Tyler Goodlet 5958acebe1 Add (commented) draft 1min OHLC time index logging
For the purposes of eventually trying to resolve last-step indexing
synchronization (an intermittent but still existing) issue(s) that can
happen due to races during history frame query and shm writing during
startup. In fact, here we drop all `hist_viz` info queries from the main
display loop for now anticipating that this code will either be removed
or improved later.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 8d1c713a5a Always pass step to `slice_from_time()` in view mode
Again, as per the signature change, never expect implicit time step
calcs from overlay processing/machinery code. Also, extend the debug
printing (yet again) to include better details around
"rescale-due-to-minor-range-out-of-view" cases and a detailed msg for
the transform/scaling calculation (inputs/outputs), particularly for the
cases when one of the curves has a lesser support.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 32926747c6 Always pass `step` to `slice_from_time()` in the `Viz`
As per the change to `slice_from_time()` this ensures this `Viz` always
passes its self-calculated time indexing step size to the time slicing
routine(s).

Further this contains a slight impl tweak to `.scalars_from_index()` to
slice the actual view range from `xref` to `Viz.ViewState.xrange[1]` and
then reading the corresponding `yref` from the first entry in that
array; this should be no slower in theory and makes way for further
caching of x-read-range to `ViewState` opportunities later.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 712f1a47a0 Require `step: float` input to `slice_from_time()`
There's been way too many issues when trying to calculate this
dynamically from the input array, so just expect the caller to know what
it's doing and don't bother with ever hitting the error case of
calculating and incorrect value internally.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 51f3733487 Handle "target-is-shorter-then-pinned" case
When the target pinning curve (by default, the dispersion major) is
shorter then the pinned curve, we need to make sure we find still find
the x-intersect for computing returns scalars! Use `Viz.i_from_t()` to
accomplish this as well and, augment that method with a `return_y: bool`
to allow the caller to also retrieve the equivalent y-value at the
requested input time `t: float` for convenience.

Also tweak a few more internals around the 'loglin_ref_to_curve'
method:
- only solve / adjust for the above case when the major's xref is
  detected as being "earlier" in time the current minor's.
- pop the major viz entry from the overlay table ahead of time to avoid
  a needless iteration and simplify the transform calc phase loop to
  avoid handling that needless cycle B)
- add much better "organized" debug printing with more clear headers
  around which "phase"/loop the message pertains and well as more
  explicit details in terms of x and y-range values on each cycle of
  each loop.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 4bb580ae60 Don't `@lru_cache` on `Viz.i_from_t()`, since view state.. 2023-03-10 18:20:22 -05:00
Tyler Goodlet 05aee4a311 Tweak debug printing to display y-mxmn per viz 2023-03-10 18:20:22 -05:00
Tyler Goodlet fc98d66ffc Fix curve up-sampling on `'r'` hotkey
Previously when very zoomed out and using the `'r'` hotkey the
interaction handler loop wouldn't trigger a re-(up)sampling to get
a more detailed curve graphic and instead the previous downsampled
(under-detailed) graphic would show. Fix that by ensuring we yield back
to the Qt event loop and do at least a couple render cycles with paired
`.interact_graphics_cycle()` calls.

Further this flips the `.start/signal_ic()` methods to use the new
`.reset_graphics_caches()` ctr-mngr method.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 57d56c4791 Facepalm: set `Viz.ViewState.yrange` even on cache hits.. 2023-03-10 18:20:22 -05:00
Tyler Goodlet 7e6e04b7e2 Drop remaining usage of `ChartPlotWidget.default_view()`
Instead delegate directly to `Viz.default_view()` throughout charting
startup and interaction handlers.

Also add a `ChartPlotWidget.reset_graphics_caches()` context mngr which
resets all managed graphics object's cacheing modes on enter and
restores them on exit for simplified use in interaction handling code.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 12bee716c2 Add `do_min_bars: bool` flag to `Viz.default_view()` 2023-03-10 18:20:22 -05:00
Tyler Goodlet 6690bd4576 Drop remaining non-usage of `ChartPlotWidget.maxmin()` 2023-03-10 18:20:22 -05:00
Tyler Goodlet 9c8bd9b8ce Expand mxmn view y-margins back to 0.06 2023-03-10 18:20:22 -05:00
Tyler Goodlet eea850450a Handle yrange not set on view vase for vlm fsp plot 2023-03-10 18:20:22 -05:00
Tyler Goodlet f7dfe57090 Disable coordinate caching during interaction
This finally seems to mitigate all the "smearing" and "jitter" artifacts
when using Qt's "coordinate cache" graphics-mode:

- whenever we're in a mouse interaction (as per calls to
  `ChartView.start/signal_ic()`) we simply disable the caching mode (set
  `.NoCache` until the interaction is complete.
- only do this (for now) during a pan since it doesn't seem to be an
  issue when zooming?
- ensure disabling all `Viz.graphics` and `.ds_graphics` to be agnostic
  to any case where there's both a zoom and a pan simultaneously (not
  that it's easy to do manually XD) as well as solving the problem
  whenever an OHLC series is in traced-and-downsampled mode (during low
  zoom).

Impl deatz:
- rename `ChartView._ic` -> `._in_interact: trio.Event`
- add `.ChartView._interact_stack: ExitStack` which  we use to open.
  and close the `FlowGraphics.reset_cache()` mngrs from mouse handlers.
- drop all the commented per-subtype overrides for `.cache_mode: int`.
- write up much better doc strings for `FlattenedOHLC` and `StepCurve`
  including some very basic ASCII-art diagrams.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 9b960594aa Add per-chart `Viz`/overlay graphics iterator method 2023-03-10 18:20:22 -05:00
Tyler Goodlet 75642929e3 Move cache-reset ctx mngr to parent type: `FlowGraphics.reset_cache()` 2023-03-10 18:20:22 -05:00
Tyler Goodlet eda283f059 Fix focal min calc after switching to `Viz.datums_range()`.. 2023-03-10 18:20:22 -05:00
Tyler Goodlet 77401a94fb Simplify `FlowGraphics.x_last()` logics 2023-03-10 18:20:22 -05:00
Tyler Goodlet 75807f4a96 Rename overlay technique var to `method` 2023-03-10 18:20:22 -05:00
Tyler Goodlet 94f0ef13ef Repair x-label datetime labels when in array-index mode 2023-03-10 18:20:22 -05:00
Tyler Goodlet 7579863068 Skip overlay handling when `N < 2` are detected 2023-03-10 18:20:22 -05:00
Tyler Goodlet 993bb47138 Drop passing overlay method from viewbox to view-mode handler 2023-03-10 18:20:22 -05:00
Tyler Goodlet 8c392fda60 Drop a bunch of commented/uneeded cruft 2023-03-10 18:20:22 -05:00
Tyler Goodlet 45e97dd4c8 Solve a final minor-should-rescale edge case
When the minor has the same scaling as the major in a given direction we
should still do back-scaling against the major-target and previous
minors to avoid strange edge cases where only the target-major might not
be shifted correctly to show an matched intersect point? More or less
this just meant making the y-mxmn checks interval-inclusive with
`>=`/`<=` operators.

Also adds a shite ton of detailed comments throughout the pin-to-target
method blocks and moves the final major y-range call outside the final
`scaled: dict` loop.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 01ea706644 Better doc string, use `Viz.vs: ViewState` 2023-03-10 18:20:22 -05:00
Tyler Goodlet c1ea8552ac Back-rescale previous (minor) curves from latest
For the "pin to target major/target curve" overlay method, this finally
solves the longstanding issue of ensuring that any new minor curve,
which requires and increase in the major/target curve y-range, also
re-scales all previously scaled minor curves retroactively. Thus we now
guarantee that all minor curves are correctly "pinned" to their
target/major on their earliest available datum **and** are all kept in
view.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 6601dea8cc Support "pin-to-target-curve" overlay method again
Yah yah, i know it's the same as before (the N > 2 curves case with
out-of-range-minor rescaling the previously scaled curves isn't fixed
yet...) but, this is a much better and optional implementation in less
code. Further we're now better leveraging various new cached properties
and methods on `Viz`.

We now handle different `overlay_technique: str` options using `match:`
syntax in the 2ndary scaling loop, stash the returns scalars per curve
in `overlay_table`, and store and iterate the curves by dispersion
measure sort order.

Further wrt "pin-to-target-curve" mode, which currently still pins to
the largest measured dispersion curve in the overlay set:

- pop major Ci overlay table entries at start for sub-calcs usage when
  handling the "minor requires major rescale after pin" case.
- (finally) correctly rescale the major curve y-mxmn to whatever the
  latest minor overlay curve by calcing the inverse transform from the
  minor *at that point*:
  - the intersect point being that which the minor has starts support on
    the major's x-domain* using the new `Viz.scalars_from_index()` and,
  - checking that the minor is not out of range (versus what the major's
    transform calcs it to be, in which case,
  - calc the inverse transform from the current out-of-range minor and
    use it to project the new y-mxmn for the major/target based on the
    same intersect-reference point in the x-domain used by the minor.
  - always handle the target-major Ci specially by only setting the
    `mx_ymn` / `mx_ymn` value when iterating that entry in the overlay
    table.
  - add todos around also doing the last sub-sub bullet for all previously
    major-transform scaled minor overlays (this is coming next..i hope).
- add a final 3rd overlay loop which goes through a final `scaled: dict`
  to apply all range values to each view; this is where we will
  eventually solve that last edge case of an out-of-range minor's
  scaling needing to be used to rescale already scaled minors XD
2023-03-10 18:20:22 -05:00
Tyler Goodlet 4d11c5c89c Add cached dispersion methods to `Viz`
In an effort to make overlay calcs cleaner and leverage caching of view
range -> dispersion measures, this adds the following new methods:

- `._dispersion()` an lru cached returns scalar calculator given input
  y-range and y-ref values.
- `.disp_from_range()` which calls the above method and returns variable
  output depending on requested calc `method: str`.
- `.i_from_t()` a currently unused cached method for slicing the
  in-view's array index from time stamp (though not working yet due to
  needing to parameterize the cache by the input `.vs.xrange`).

Further refinements/adjustments:
- rename `.view_state: ViewState` -> `.vs`.
- drop the `.bars_range()` method as it's no longer used anywhere else
  in the code base.
- always set the `ViewState.in_view: np.ndarray` inside `.read()`.
- return the start array index (from slice) and `yref` value @ `xref`
  from `.scalars_from_index()` to aid with "pin to curve" rescaling
  caused by out-of-range pinned-minor curves.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 29418e9655 Avoid index-from-time slicing including gaps
Not sure why this was ever allowed but, for slicing to the sample
*before* whatever target time stamp is passed in we should definitely
not return the prior index as for the slice start since that might
include a very large gap prior to whatever sample is scanned to have
the earliest matching time stamp.

This was essential to fixing overlay intersect points searching in our
``ui.view_mode`` machinery..
2023-03-10 18:20:22 -05:00
Tyler Goodlet 8fd5c67f2a Drop last lingering usage of `Viz.bars_range()` 2023-03-10 18:20:22 -05:00
Tyler Goodlet 62e0889bf5 Add `Viz.view_state: ViewState`
Adds a small struct which is used to track the most recently viewed
data's x/y ranges as well as the last `Viz.read()` "in view" array data
for fast access by chart related graphics processing code, namely view
mode overlay handling.

Also adds new `Viz` interfaces:
- `Viz.ds_yrange: tuple[float, float]' which replaces the previous
  `.yrange` (now set by `.datums_range()` on manual y-range calcs) so
  that the m4 downsampler can set this field specifically and then it
  get used (when available) by `Viz.maxmin()`.
- `Viz.scalars_from_index()` a new returns-scalar generator which can be
  used to calc the up and down returns values (used for scaling overlay
  y-ranges) from an input `xref` x-domain index which maps to some
  `Ci(xref) = yref`.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 26690b061b Make slow chart a teensie bit smaller 2023-03-10 18:20:22 -05:00
Tyler Goodlet 98b7d78476 Drop (now) unused major curve mx/mn variables 2023-03-10 18:20:22 -05:00
Tyler Goodlet 35c40e825a Move overlay transform logic to new `.ui.view_mode`
It was getting waayy to long to be jammed in a method XD

This moves all the chart-viz iteration and transform logic into a new
`piker.ui.view_mode.overlay_viewlists()` core routine which will make it
a lot nicer for,

- AOT compilation via `numba` / `cython` / `mypyc`.
- decoupling from the `pyqtgraph.ViewBox` APIs if we ever decide to get
  crazy and go without another graphics engine.
- keeping your head clear when trying to rework the code B)
2023-03-10 18:20:22 -05:00
Tyler Goodlet 753e991dae Adjust `.ui` modules to new set-style "optional" annots 2023-03-10 18:20:22 -05:00
Tyler Goodlet 54ecb0990f Remove vlm chart again, drop lotsa fsp cruft 2023-03-10 18:20:22 -05:00
Tyler Goodlet 5f470d6122 Rework overlay pin technique: "align to first"
As part of solving a final bullet-issue in #455, which is specifically
a case:
- with N > 2 curves, one of which is the "major" dispersion curve" and
  the others are "minors",
- we can run into a scenario where some minor curve which gets pinned to
  the major (due to the original "pinning technique" -> "align to
  major") at some `P(t)` which is *not* the major's minimum / maximum
  due to the minor having a smaller/shorter support and thus,
- requires that in order to show then max/min on the minor curve we have
  to expand the range of the major curve as well but,
- that also means any previously scaled (to the major) minor curves need
  to be adjusted as well or they'll not be pinned to the major the same
  way!

I originally was trying to avoid doing the recursive iteration back
through all previously scaled minor curves and instead decided to try
implementing the "per side" curve dispersion detection (as was
originally attempted when first starting this work). The idea is to
decide which curve's up or down "swing in % returns" would determine the
global y-range *on that side*. Turns out I stumbled on the "align to
first" technique in the process: "for each overlay curve we align its
earliest sample (in time) to the same level of the earliest such sample
for whatever is deemed the major (directionally disperse) curve in
view".

I decided (with help) that this "pin to first" approach/style is equally
as useful and maybe often more so when wanting to view support-disjoint
time series:

- instead of compressing the y-range on "longer series which have lesser
  sigma" to make whatever "shorter but larger-sigma series" pin to it at
  an intersect time step, this instead will expand the price ranges
  based on the earliest time step in each series.
- the output global-returns-overlay-range for any N-set of series is equal to
  the same in the previous "pin to intersect time" technique.
- the only time this technique seems less useful is for overlaying
  market feeds which have the same destination asset but different
  source assets (eg. btceur and btcusd on the same chart since if one
  of the series is shorter it will always be aligned to the earliest
  datum on the longer instead of more naturally to the intersect sample
  level as was in the previous approach).

As such I'm going to keep this technique as discovered and will later
add back optional support for the "align to intersect" approach from
previous (which will again require detecting the highest dispersion
curve direction-agnostic) and pin all minors to the price level at which
they start on the major.

Further details of the implementation rework in
`.interact_graphics_cycle()` include:

- add `intersect_from_longer()` to detect and deliver a common datum
  from 2 series which are different in length: the first time-index
  sample in the longer.
- Rewrite the drafted `OverlayT` to only compute (inversed log-returns)
  transforms for a single direction and use 2 instances, one for each
  direction inside the `Viz`-overlay iteration loop.
- do all dispersion-per-side major curve detection in the first pass of
  all `Viz`s on a plot, instead updating the `OverlayT` instances for
  each side and compensating for any length mismatch and
  rescale-to-minor cases in each loop cycle.
2023-03-10 18:20:22 -05:00
Tyler Goodlet d5ba26cfaf Try to hide all axes even when removed 2023-03-10 18:20:22 -05:00
Tyler Goodlet cb5e2d48e2 Add hack-zone UI REPL access via `ctl-u` 2023-03-10 18:20:22 -05:00
Tyler Goodlet a6d1053c50 Facepalm, align overlay plot view exactly to parent
Previously we were aligning the child's `PlotItem` to the "root" (top
most) overlays `ViewBox`..smh. This is why there was a weird gap on the
LHS next to the 'left' price axes: something weird in the implied axes
offsets was getting jammed in that rect.

Also comments out "the-skipping-of" moving axes from the overlay's
`PlotItem.layout` to the root's linear layout(s) when an overlay's axis
is read as not visible; this isn't really necessary nor useful and if we
want to remove the axes entirely we should do it explicitly and/or
provide a way through the `ComposeGridLayout` API.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 3dc1f66ff6 Go back to caching on all curves
Despite there being artifacts when interacting, the speedups when
cross-hair-ing are just too good to ignore. We can always play with
disabling caches when interaction takes place much like we do with feed
pausing.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 091afccb72 Dynamically adjust y-range margin in display loop
When zoomed in alot, and thus a quote driven y-range resize takes place,
it makes more sense to increase the `range_margin: float` input to
`._set_yrange()` to ensure all L1 labels stay in view; generally the
more zoomed in,
- the smaller the y-range is and thus the larger the needed margin (on
  that range's dispersion diff) would be,
- it's more likely to get a last datum move outside the previous range.

Also, always do overlayT style scaling on the slow chart whenever it
treads.
2023-03-10 18:20:22 -05:00
Tyler Goodlet cda3bcc1f6 Expose `._set_yrange()` kwargs via `yrange_kwargs: dict`
Since it can be desirable to dynamically adjust inputs to the y-ranging
method (such as in the display loop when a chart is very zoomed in), this
adds such support through a new `yrange_kwargs: dict[Viz, dict]` which
replaces the `yrange` tuple we were passing through prior. Also, adjusts
the y-range margin back to the original 0.09 of the diff now that we can
support dynamic control.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 2d7359851f Go back to no-cache on OHLC downsample line 2023-03-10 18:20:22 -05:00
Tyler Goodlet db1e0a04f8 Only use last `ChartView._yrange` if set 2023-03-10 18:20:22 -05:00
Tyler Goodlet 972b723a5d Skip overlay transform calcs on common-pi curves
If there is a common `PlotItem` used for a set of `Viz`/curves (on
a given view) we don't need to do overlay scaling and thus can also
short circuit the viz iteration loop early.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 74c215d5b2 Lel, always meant to no-cache the step curve.. 2023-03-10 18:20:22 -05:00
Tyler Goodlet c646b435bf Incrementally set vlm chart yrange per quote 2023-03-10 18:20:22 -05:00
Tyler Goodlet 0a939311fe Only set the specific view's yrange per quote
Somewhat of a facepalm but, for incremental update of the auto-yrange
from quotes in the display loop obviously we only want to update the
associated `Viz`/viewbox for *that* fqsn. Further we don't need to worry
about the whole "tick margin" stuff since `._set_yrange()` already adds
margin to the yrange by default; thus we remove all of that.
2023-03-10 18:20:22 -05:00
Tyler Goodlet a7db6adc2e Always set the `ChartView._viz` for each plot 2023-03-10 18:20:22 -05:00
Tyler Goodlet c57567ab0d No-overlays, y-ranging optimizations
When the caller passes `do_overlay_scaling=False` we skip the given
chart's `Viz` iteration loop, and set the yrange immediately, then
continue to the next chart (if `do_linked_charts` is set) instead of
a `continue` short circuit within the viz sub-loop.

Deats:
- add a `_maybe_calc_yrange()` helper which makes the `yranges`
  provided-or-not case logic more terse (factored).
- add a `do_linked_charts=False` short circuit.
- drop the legacy commented swing % calcs stuff.
- use the `ChartView._viz` when `do_overlay_scaling=False` thus
  presuming that we want to handle the viz mapped to *this* view box.
- add a `._yrange` "last set yrange" tracking var which keeps record of
  the last ymn/ymx value set in `._set_yrange()` BEFORE doing range
  margins; this will be used for incremental update in the display loop.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 3daee0caa9 Disable overlay scaling on per-symbol-feed updates
Since each symbol's feed is multiplexed by quote key (an fqsn), we can
avoid scaling overlay curves on any single update, presuming each quote
driven cycle will trigger **only** the specific symbol's curve.

Also disables fsp `.interact_graphics_cycle()` calls for now since it
seems they aren't really that critical to and we should be using the
same technique as above (doing incremental y-range checks/updates) for
FSPs as well.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 6ea64a7d2e Iterate all charts (widgets) when only one overlay
The reason (fsp) subcharts were not linked-updating correctly was
because of the early termination of the interact update loop when only
one "overlay" (aka no other overlays then the main curve) is detected.
Obviously in this case we still need to iterate all linked charts in the
set (presuming the user doesn't disable this).

Also tweaks a few internals:
- rename `start_datums: dict` -> `overlay_table`.
- compact all "single curve" checks to one logic block.
- don't collect curve info into the `overlay_table: dict` when
  `do_overlay_scaling=True`.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 25cf8df367 Pass windowed y-mxmn to `.interact_graphics_cycle()` calls in display loop 2023-03-10 18:20:22 -05:00
Tyler Goodlet 91d41ebf76 Allow y-range input via a `yranges: dict[Viz, tuple[float, float]]` 2023-03-10 18:20:22 -05:00
Tyler Goodlet c690e141e1 Don't unset `Viz.render` for unit vlm
Such that we still y-range auto-sort inside
`ChartView.interact_graphics_cycle()` still runs on the unit vlm axis
and we always size such that the y-label stays in view.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 2ed43c0758 Fix profiler f-string 2023-03-10 18:20:22 -05:00
Tyler Goodlet 7a83a7288c Update profile msgs to new apis 2023-03-10 18:20:22 -05:00
Tyler Goodlet 9930f25ad3 Move axis hiding into `.overlay_plotitem()`
Since we pretty much always want the 'bottom' and any side that is not
declared by the caller move the axis hides into this method. Lets us
drop the same calls in `.ui._fsp` and `._display`.

This also disables the auto-ranging back-linking for now since it
doesn't seem to be working quite yet?
2023-03-10 18:20:22 -05:00
Tyler Goodlet 5dd69b2295 Better handle dynamic registry sampler broadcasts
In situations where clients are (dynamically) subscribing *while*
broadcasts are starting to taking place we need to handle the
`set`-modified-during-iteration case. This scenario seems to be more
common during races on concurrent startup of multiple symbols. The
solution here is to use another set to take note of subscribers which
are successfully sent-to and then skipping them on re-try.

This also contains an attempt to exception-handle throttled stream
overruns caused by higher frequency feeds (like binance) pushing more
quotes then can be handled during (UI) client startup.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 246d07021e Drop old loop and wait on fsp engine tasks startups 2023-03-10 18:20:22 -05:00
Tyler Goodlet 7ebcd6d734 Comment out all median usage, turns out it's uneeded.. 2023-03-10 18:20:22 -05:00
Tyler Goodlet 5a8fd42c0c Lul, actually scaled main chart from linked set
This was a subtle logic error when building the `plots: dict` we weren't
adding the "main (ohlc or other source) chart" from the `LinkedSplits`
set when interacting with some sub-chart from `.subplots`..

Further this tries out bypassing `numpy.median()` altogether by just
using `median = (ymx - ymn) / 2` which should be nearly the same?
2023-03-10 18:20:22 -05:00
Tyler Goodlet 517c68f3ad Use `._pathops.slice_from_time()` for overlay intersects
It's way faster since it uses a uniform time arithmetic to narrow the
`numpy.searchsorted()` range before actually doing the index search B)
2023-03-10 18:20:22 -05:00
Tyler Goodlet ea84505682 Don't scale overlays on linked from display loop
In the (incrementally updated) display loop we have range logic that is
incrementally updated in real-time by streams, as such we don't really
need to update all linked chart's (for any given, currently updated
chart) y-ranges on calls of each separate (sub-)chart's
`ChartView.interact_graphics_cycle()`. In practise there are plenty of
cases where resizing in one chart (say the vlm fsps sub-plot) requires
a y-range re-calc but not in the OHLC price chart. Therefore
we always avoid doing more resizing then necessary despite it resulting
in potentially more method call overhead (which will later be justified
by better leveraging incrementally updated `Viz.maxmin()` and
`media_from_range()` calcs).
2023-03-10 18:20:22 -05:00
Tyler Goodlet 5eaca18ee0 Don't skip overlay scaling in disp-loop for now 2023-03-10 18:20:22 -05:00
Tyler Goodlet e06d4b405d Add linked charts guard-flag for use in display loop 2023-03-10 18:20:22 -05:00
Tyler Goodlet cf67c790e5 Use new cached median method in overlay scaling
Massively speeds up scaling transform cycles (duh).

Also includes a draft for an "overlay transform" type/api; obviously
still a WIP 🏄..
2023-03-10 18:20:22 -05:00
Tyler Goodlet ec8679ad74 Add `Viz.median_from_range()`
A super snappy `numpy.median()` calculator (per input range) which we
slap an `lru_cache` on thanks to handy dunder method hacks for such
things on mutable types XD
2023-03-10 18:20:22 -05:00
Tyler Goodlet 9418f53244 Speed up ranging in display loop
use the new `do_overlay_scaling: bool` since we know each feed will have
its own updates (cuz multiplexed by feed..) and we can avoid
ranging/scaling overlays that will make their own calls.

Also, pass in the last datum "brighter" color for ohlc curves as it was
originally (and now that we can pass that styling bit through).
2023-03-10 18:20:22 -05:00
Tyler Goodlet 497174c687 Add full profiling to `.interact_graphics_cycle()` 2023-03-10 18:20:22 -05:00
Tyler Goodlet 481f1b3d7e Fix intersect detection using time indexing
Facepalm, obviously absolute array indexes are not going to necessarily
align vs. time over multiple feeds/history. Instead use
`np.searchsorted()` on whatever curve has the smallest support and find
the appropriate index of intersection in time so that alignment always
starts at a sensible reference.

Also adds a `debug_print: bool` input arg which can enable all the
prints when working on this.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 776ffd2b1c Factor curve-dispersion sorting into primary loop
We can determine the major curve (in view) in the first pass of all
`Viz`s so drop the 2nd loop and thus the `mxmn_groups: dict`. Also
simplifies logic for the case of only one (the major) curve in view.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 896259d9e4 When only one curve is in view, skip group ranging 2023-03-10 18:20:22 -05:00
Tyler Goodlet 89e2e7fc54 Adjust `.update_graphics()` to expect `in_view: bool` in `_fsp.py` 2023-03-10 18:20:22 -05:00
Tyler Goodlet 32f21dc06b Drop `update_graphics_from_flow()` 2023-03-10 18:20:22 -05:00
Tyler Goodlet a0fb84f55b Just warn log on bad intersect indexing errors (for now) 2023-03-10 18:20:22 -05:00
Tyler Goodlet fc6ccc306c Only set the major curve's range once (per render cycle)
Turns out this is a limitation of the `ViewBox.setYRange()` api: you
can't call it more then once and expect anything but the first call to
be applied without letting a render cycle run. As such, we wait until
the end of the log-linear scaling loop to finally apply the major curves
y-mx/mn after all minor curves have been evaluated.

This also drops all the debug prints (for now) to get a feel for latency
in production mode.
2023-03-10 18:20:22 -05:00
Tyler Goodlet c2dd255e8a Only remove axis from scene when in one 2023-03-10 18:20:22 -05:00
Tyler Goodlet 7e421ba57b Drop `.group_maxmin()`
We ended up doing groups maxmin sorting at the interaction layer (new
the view box) and thus this method is no longer needed, though it was
the reference for the code now in `ChartView.interact_graphics_cycle()`.

Further this adds a `remove_axes: bool` arg to `.insert_plotitem()`
which can be used to drop axis entries from the inserted pi (though it
doesn't seem like we really ever need that?) and does the removal in
a separate loop to avoid removing axes before they are registered in
`ComposedGridLayout._pi2axes`.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 0591cb09f6 Clean up cross-curve intersect point indexing
When there are `N`-curves we need to consider the smallest
x-data-support subset when figuring out for each major-minor pair such
that the "shorter" series is always returns aligned to the longer one.

This makes the var naming more explicit with `major/minor_i_start` as
well as clarifies more stringently a bunch of other variables and
explicitly uses the `minor_y_intersect` y value in the scaling transform
calcs. Also fixes some debug prints.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 052ce65682 3rdz the charm: log-linearize minor y-ranges to a major
In very close manner to the original (gut instinct) attempt, this
properly (y-axis-vertically) aligns and scales overlaid curves according
to what we are calling a "log-linearized y-range multi-plot" B)

The basic idea is that a simple returns measure (eg. `R = (p1 - p0)
/ p0`) applied to all curves gives a constant output `R` no matter the
price co-domain in use and thus gives a constant returns over all assets
in view styled scaling; a intuitive visual of returns correlation. The
reference point is for now the left-most point in view (or highest
common index available to all curves), though we can make this
a parameter based on user needs.

A slew of debug `print()`s are left in for now until we iron out the
remaining edge cases to do with re-scaling a major (dispersion) curve
based on a minor now requiring a larger log-linear y-range from that
previous major' range.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 52ac1053aa 2nd try: dispersion normalize y-ranges around median
In the dispersion swing calcs, use the series median from the in-view
data to determine swing proportions to apply on each "minor curve"
(series with lesser dispersion the one with the greatest). Track the
major `Viz` as before by max dispersion. Apply the dispersion swing
proportions to each minor curve-series in a third loop/pass of all
overlay groups: this ensures all overlays are dispersion normalized in
their ranges but, minor curves are currently (vertically) centered (vs.
the major) via their medians.

There is a ton of commented code from attempts to try and vertically
align minor curves to the major via the "first datum" in-view/available.
This still needs work and we may want to offer it as optional.

Also adds logic to allow skipping margin adjustments in `._set_yrange()`
if you pass `range_margin=None`.
2023-03-10 18:20:22 -05:00
Tyler Goodlet dfc35253ea First draft, group y-minmax transform algo
On overlaid ohlc vizs we compute the largest max/min spread and
apply that maxmimum "up and down swing" proportion to each `Viz`'s
viewbox in the group.

We obviously still need to clip to the shortest x-range so that
it doesn't look exactly the same as before XD
2023-03-10 18:20:22 -05:00
Tyler Goodlet 8a5b9f4e8c Rename `.maybe_downsample_graphics()` -> `.interact_graphics_cycle()` 2023-03-10 18:20:22 -05:00
Tyler Goodlet f89e11fc7d Right, handle y-ranging multiple paths per plot
We were hacking this before using the whole `ChartView._maxmin()`
setting stuff since in some cases you might want similarly ranged paths
on the same view, but of course you need to max/min them together..

This adds that group sorting by using a table of `dict[PlotItem,
tuple[float, float]` and taking the abs highest/lowest value for each
plot in the viz interaction update loop.

Also removes the now commented signal registry calls and thus
`._yranger`, drops the `set_range: bool` from `._set_yrange` and adds
and extra `.maybe_downsample_graphics()` to the mouse wheel handler to
avoid a weird slow debounce where ds-ing is delayed until a further
interaction.
2023-03-10 18:20:22 -05:00
Tyler Goodlet fc73becd5f Drop Qt interaction signal usage
It's kind of hard to understand with the C++ fan-out to multiple views
(imo a cluster-f#$*&) and seems honestly just plain faster to loop (in
python) through all the linked view handlers XD

Core adjustments:
- make the panning and wheel-scroll handlers just call
  `.maybe_downsample_graphics()` directly; drop all signal emissions.
- make `.maybe_downsample_graphics()` loop through all vizs per subchart
  and use the new pipeline-style call sequence of:
  - `Viz.update_graphics() -> <read_slc>: tuple`
  - `Viz.maxmin(i_read_range=<read_slc>) -> yrange: tuple`
  - `Viz.plot.vb._set_yrange(yrange=yrange)`
  which inlines all the necessary calls in the most efficient way whilst
  leveraging `.maxmin()` caching and ymxmn-from-m4-during-render to
  boot.
- drop registering `._set_yrange()` for handling `.sigRangeChangedManually`.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 223e9d999c Add first-draft `PlotItemOverlay.group_maxmin()`
Computes the maxmin values for each underlying plot's in-view range as
well as the max up/down swing (in percentage terms) from the plot with
most dispersion and returns a all these values plus a `dict` of plots to
their ranges as part of output.
2023-03-10 18:20:22 -05:00
Tyler Goodlet 12883c3c90 Don't double send `enable_modules` and `debug_mode` in kwargs..
This broke non-disti-mode actor tree spawn / runtime, seemingly because
the cli entrypoint for a `piker chart` also sends these values down
through the call stack independently? Pretty sure we don't need to send
the `enable_modules` from the chart actor anyway.
2023-03-10 10:30:26 -05:00
Tyler Goodlet 44a3115539 Expose `drop_root_perms_for_ahab` from `pikerd` factories to `ahabd` 2023-03-09 18:42:24 -05:00
Tyler Goodlet 0772b4a0fa Hard code version from our container, predicate renaming 2023-03-09 18:42:24 -05:00
Tyler Goodlet 15064d94cb `ahabd`: Harden cancellation teardown (again XD)
Needed to move the startup sequence inside the `try:` block to guarantee
we always do the (now shielded) `.cancel()` call if we get a cancel
during startup.

Also, support an optional `started_afunc` field in the config if
backends want to just provide a one-off blocking async func to sync
container startup. Add a `drop_root_perms: bool` to allow persisting
sudo perms for testing or dyanmic container spawning purposes.
2023-03-09 18:42:24 -05:00
Tyler Goodlet 79b0db4449 Pass a config `tmp_dir: Path` to the runtime when testing 2023-03-09 15:37:43 -05:00
Tyler Goodlet 5aaa7f47dc Pull testing config dir from `tractor` runtime vars
Provides a more correct solution (particularly for distributed testing)
to override the `piker` configuration directory by reading the path from
a specific `tractor._state._runtime_vars` entry that can be provided by
the test harness.

Also fix some typing and comments.
2023-03-09 15:37:43 -05:00
Tyler Goodlet aa36abf36e Support passing `tractor` "actor runtime vars" down the runtime 2023-03-09 15:37:43 -05:00
Tyler Goodlet 75b7a8b56e `marketstore`: Pull default socket from server config 2023-03-09 15:37:43 -05:00
Tyler Goodlet 31392af427 Move enabled module defs to just above where used 2023-03-09 15:37:43 -05:00
Tyler Goodlet 6540c415c1 Lul, fix imports in elasticsearch block.. 2023-03-09 15:37:43 -05:00
Tyler Goodlet 6f92c6b52d Don't crash on a `xdotool` timeout.. 2023-03-09 15:37:43 -05:00
Tyler Goodlet 441243f83b Attempt to report `piker storage -d <fqsn>` errors
Not really sure there's much we can do besides dump Grpc stuff when we
detect an "error" `str` for the moment..

Either way leave a buncha complaints (como siempre) and do linting
fixups..
2023-03-09 15:37:43 -05:00
Tyler Goodlet cec2967071 Import `maybe_open_pikerd` at module level 2023-03-09 15:37:43 -05:00
Tyler Goodlet f95ea19b21 Move `pikerd` runtime boostrap to `.service._actor_runtime` 2023-03-09 15:37:43 -05:00
Tyler Goodlet eca048c0c5 Move daemon spawning endpoints to `service._daemon` module 2023-03-09 15:37:43 -05:00
Tyler Goodlet a2d40937a3 Move actor-discovery utils to `.service._registry 2023-03-09 15:37:42 -05:00
Tyler Goodlet 31f2b01c3e Move `Services` api to `.service._mngr` mod 2023-03-09 15:37:42 -05:00
Tyler Goodlet b226b678e9 Fix missed `marketstore` mod imports 2023-03-09 15:37:42 -05:00
Tyler Goodlet dd87d1142e Bump mkts timeout to 2s 2023-03-09 15:37:42 -05:00
Tyler Goodlet afac553ea2 Move all docker and external db code to `piker.service` 2023-03-09 15:37:42 -05:00
Tyler Goodlet 93c81fa4d1 Start `piker.service` sub-package
For now just moves everything that was in `piker._daemon` to a subpkg
module but a reorg is coming pronto!
2023-03-09 15:37:42 -05:00
Tyler Goodlet bfe3ea1f59 Set explicit `marketstore` container startup timeout 2023-03-09 15:37:42 -05:00
Tyler Goodlet 56629b6b2e Hardcode `cancel` log level for `ahabd` for now 2023-03-09 15:37:42 -05:00
Tyler Goodlet bb723abc9d Always passthrough loglevel to `ahabd` supervisor 2023-03-09 15:37:42 -05:00
Tyler Goodlet 7694419e71 Background docker-container logs processing
Previously we would make the `ahabd` supervisor-actor sync to docker
container startup using pseudo-blocking log message processing.

This has issues,
- we're forced to do a hacky "yield back to `trio`" in order to be
  "fake async" when reading the log stream and further,
- blocking on a message is fragile and often slow.

Instead, run the log processor in a background task and in the parent
task poll for the container to be in the client list using a similar
pseudo-async poll pattern. This allows the super to `Context.started()`
sooner (when the container is actually registered as "up") and thus
unblock its (remote) caller faster whilst still doing full log msg
proxying!

Deatz:
- adds `Container.cuid: str` a unique container id for logging.
- correctly proxy through the `loglevel: str` from `pikerd` caller task.
- shield around `Container.cancel()` in the teardown block and use
  cancel level logging in that method.
2023-03-09 15:37:42 -05:00
Tyler Goodlet b078a06621 Doc string and types bump in loggin mod 2023-03-09 15:37:42 -05:00
Tyler Goodlet 05b67c27d0 Apply `Services` runtime state **immediately** inside starup block 2023-03-09 15:37:42 -05:00
Tyler Goodlet 8c66f066bd Deliver es specific ahab-super in endpoint startup config 2023-03-09 15:37:42 -05:00
Tyler Goodlet 959e423849 Add warning around detach flag to docker client 2023-03-09 15:37:42 -05:00
Tyler Goodlet 7b196b1b97 Support startup-config overrides to `ahabd` super
With the addition of a new `elastixsearch` docker support in
https://github.com/pikers/piker/pull/464, adjustments were made
to container startup sync logic (particularly the `trio` checkpoint
sleep period - which itself is a hack around a sync client api) which
caused a regression in upstream startup logic wherein container error
logs were not being bubbled up correctly causing a silent failure mode:

- `marketstore` container started with corrupt input config
- `ahabd` super code timed out on startup phase due to a larger log
  polling period, skipped processing startup logs from the container,
  and continued on as though the container was started
- history client fails on grpc connection with no clear error on why the
  connection failed.

Here we revert to the old poll period (1ms) to avoid any more silent
failures and further extend supervisor control through a configuration
override mechanism. To address the underlying design issue, this patch
adds support for container-endpoint-callbacks to override supervisor
startup configuration parameters via the 2nd value in their returned
tuple: the already delivered configuration `dict` value.

The current exposed values include:
    {
        'startup_timeout': 1.0,
        'startup_query_period': 0.001,
        'log_msg_key': 'msg',
    },

This allows for container specific control over the startup-sync query
period (the hack mentioned above)  as well as the expected log msg key
and of course the startup timeout.
2023-03-09 15:37:42 -05:00
Tyler Goodlet fe0695fb7b First draft storage layer cli
Adds a `piker storage` subcmd with a `-d` flag to wipe a particular
fqsn's time series (both 1s and 60s). Obviously this needs to be
extended much more but provides a start point.
2023-03-09 15:37:42 -05:00
Tyler Goodlet aba238e8b1 `kraken`: expect `Pair` in search results.. 2023-03-08 17:22:34 -05:00
Tyler Goodlet d3192bb8c2 Read `Symbol` tick precision fields when no entry in `.broker_info` 2023-03-08 17:22:34 -05:00
Tyler Goodlet daa6a5c80a `ib`: restore and (maybe) use `xdotool` + `i3ipc` reset method
Since apparently the container we were using is totally borked on new
kernels and/or latest jvm, this move our old manual local-X-desktop script
back for use in `brokerd` backend code.

Adds a new `.brokers.ib._util` which contains the 2 methods and fails
over to this one when we can't connect to a VNC server. Also adjusts the
original in `scripts/ib_data_reset.py` to import and run the module code
as a script-program.
2023-03-03 17:37:26 -05:00
Tyler Goodlet b4a1cc8f22 `kraken`: parse and load info `Transaction.sym: Symbol`
Also includes a retyping of `Client._pair: dict[str, Pair]` to look up
pair structs and map all alt-key-name-sets to each for easy precision
info lookup to set the `.sym` field for each transaction including for
on-chain transfers which kraken provides as an "asset decimals" field,
presumably pulled from the particular block-token's limitation info.
2023-03-02 19:25:43 -05:00
Tyler Goodlet 69b85aa7e5 `ib`: parse and load info for new `Transaction.sym: Symbol` field 2023-03-02 19:23:47 -05:00
Tyler Goodlet 3a4794e9d1 Backward-compat: don't require `'lot_tick_size'`
In order to support existing `pps.toml` files in the wild which don't
have the `asset_type, price_tick_size, lot_tick_size` fields, we need to
only optionally read them and instead expect that backends will write
the fields going forward (coming in follow patches).

Further this makes some small asset-size (vlm accounting) quantization
related adjustments:
- rename `Symbol.decimal_quant()` -> `.quantize_size()` since that is
  explicitly what this method is doing.
- and expect an input `size: float` which we cast to decimal instead of
  doing it inside the `.calc_size()` caller code.
- drop `Symbol.iterfqsns()` which wasn't being used anywhere at all..

Additionally, this drafts out a new replacement market-trading-pair data
type to eventually replace `.data._source.Symbol` -> `MktPair` which we
aren't using yet, but serves as the documentation-driven motivator ;)
and, it relates to https://github.com/pikers/piker/issues/467.
2023-03-02 19:22:19 -05:00
Guillermo Rodriguez 6be96a96aa
Drop symbol section on Position serialization 2023-03-01 21:06:52 -03:00
Guillermo Rodriguez d704b153ca
Fix mayor bug found by fomo, sym info getting stored incorrectly on pps.toml causing it to load pp wrong on second open, also fix header leak bug 2023-03-01 21:06:52 -03:00
Guillermo Rodriguez 20d91f5e06
Good catch by j, unnecesary kwarg on open_pps 2023-03-01 21:06:52 -03:00
Guillermo Rodriguez 6c23c79f2a
Minor fixes after fomo's review 2023-03-01 21:06:52 -03:00
Guillermo Rodriguez f5b8b9a14f
Add sym registry to PaperBoi as well as a sym ref on Transaction
Add decimal quantize API to Symbol to simplify by-broker truncation
Add symbol info to `pps.toml`
Move _assert call to outside the _async_main context manager
Minor indentation and styling changes, also convert a few prints to log calls
Fix multi write / race condition on open_pps call
Switch open_pps to not write by default
Fix integer math kraken syminfo _tick_size initialization
2023-03-01 21:06:48 -03:00
Guillermo Rodriguez dc78994dcf
Fixed float dust bug on zero position case 2023-03-01 21:05:37 -03:00
Tyler Goodlet 569df45d18 `kraken.`: drop trade history query limit 2023-03-01 17:40:36 -05:00
Tyler Goodlet f53f4df583 `ib/kraken`: adjust to new default of not-writing in `open_pps()` 2023-03-01 17:40:33 -05:00
jaredgoldman 41f81eb701 Make write on exit default false 2023-02-28 14:14:05 -05:00