d3b50b9920
Port clearing engine to new tractor stream api
2021-04-29 09:10:36 -04:00
56db2c812d
Port fsp engine to new tractor stream api
2021-04-29 09:10:28 -04:00
0d9f091a34
Port data feed to new tractor stream api
2021-04-29 09:10:18 -04:00
3375735914
Port kivy monitor to new tractor stream api
2021-04-29 09:10:11 -04:00
a89da98141
Merge pull request #167 from pikers/feed_fixes
...
Feed fixes
2021-04-29 09:00:07 -04:00
8a140b5ae8
Pass loglevel as named arg to pikerd
2021-04-15 11:20:30 -04:00
7d6bc4d856
Move feed api(s) into new submodule
...
Also add a --pdb flag to chart app.
2021-04-15 10:43:29 -04:00
0b10c8d6d6
Make standalone mode work again
2021-04-15 08:23:08 -04:00
feeabb3d28
Add --pdb flag to pikerd to enable service debug mode
2021-04-14 12:57:46 -04:00
7f580ad356
Pass through kwargs
2021-04-14 12:56:08 -04:00
9622254cdb
Hack broadcast chan for order submissions, smh
2021-04-14 11:02:14 -04:00
4774881812
Handle predicate not yet inserted to exec loop
2021-04-10 14:34:29 -04:00
54d272ea29
Merge pull request #161 from pikers/cached_feeds
...
Cached feeds
2021-04-10 14:33:43 -04:00
8b745f440e
Add disti mode instructions
2021-04-10 14:22:49 -04:00
9a15cd48f0
Just symbol info in window title
2021-04-10 14:18:40 -04:00
598aec579f
Avoid token checking type mismatches
2021-04-10 14:18:40 -04:00
fa7fadebac
Report sym on unexpected open
2021-04-10 14:18:40 -04:00
3147a49384
Move sample-broadcast routine into sampling module
2021-04-10 14:18:40 -04:00
71d02db126
Rename "buffer" to "sampling"
2021-04-10 14:18:40 -04:00
1523637979
Always update L1 labels
2021-04-10 14:18:40 -04:00
3506bbe05c
Nest async withs
2021-04-10 14:18:40 -04:00
a18a4b5a4c
Call the app what it is
2021-04-10 14:18:40 -04:00
20c99733b6
Let cli pass through actor name
2021-04-10 14:18:40 -04:00
47f823ab22
Always close emsd data connection on close
2021-04-10 14:18:40 -04:00
1281755d65
Don't use mem chan cloning, it doesn't actually broadcast
2021-04-10 14:18:40 -04:00
ddae08493b
Manage the send mem chan lifetime
2021-04-10 14:18:40 -04:00
28a961ebc0
Add a maybe-startup-runtime manager
2021-04-10 14:18:40 -04:00
100e27ac12
Task lock bus loading, always close feed stream on disconnect
2021-04-10 14:18:40 -04:00
8069bbe105
Drop old incrementer func
2021-04-10 14:18:40 -04:00
ce4144aace
Deliver and utilise broker backend OHLC sample rate in init msg
2021-04-10 14:18:40 -04:00
c05fc8991a
Rework ohlc sampling to launch from .start()
...
Avoid bothering with a trio event and expect the caller to do manual shm
registering with the write loop. Provide OHLC sample period indexing
through a re-branded pub-sub func ``iter_ohlc_periods()``.
2021-04-10 14:18:40 -04:00
a8a3f098cf
Drop lingering prints
2021-04-10 14:18:40 -04:00
5a970dad72
Port kraken backend to new data feed api
2021-04-10 14:18:40 -04:00
29b73b41fb
Slight rename; fix predicate is None bug
2021-04-10 14:18:40 -04:00
24bda8636e
Port quest to new client api
2021-04-10 14:18:40 -04:00
30dabbab44
Support backend volume summing; handle disconnects
2021-04-10 14:18:40 -04:00
1d013126b9
Fix type annot
2021-04-10 14:18:40 -04:00
b2eacb85d4
Don't hold lock on initial client construction
2021-04-10 14:18:40 -04:00
3ebb7ab6b1
Only activate Qt hidpi detection on windows for now
2021-04-10 14:18:40 -04:00
4f51ca74f4
Broadcast all tick types to subs, not just trades
2021-04-10 14:18:40 -04:00
5fc2aba3ed
Drop some more old cruft
2021-04-10 14:18:40 -04:00
8ccf987d52
Fix typo
2021-04-10 14:18:40 -04:00
7cc395b5bf
Open data feed in ems main entrypoint
2021-04-10 14:18:40 -04:00
14c5fc24ec
Port to new setup routine name
2021-04-10 14:18:40 -04:00
a82f43e3a5
Rework data feed API to allow for caching streams
...
Move all feed/stream agnostic logic and shared mem writing into a new
set of routines inside the ``data`` sub-package. This lets us move
toward a more standard API for broker and data backends to provide
cache-able persistent streams to client apps.
The data layer now takes care of
- starting a single background brokerd task to start a stream for as
symbol if none yet exists and register that stream for later lookups
- the existing broker backend actor is now always re-used if possible
if it can be found in a service tree
- synchronization with the brokerd stream's startup sequence is now
oriented around fast startup concurrency such that client code gets
a handle to historical data and quote schema as fast as possible
- historical data loading is delegated to the backend more formally by
starting a ``backfill_bars()`` task
- write shared mem in the brokerd task and only destruct it once requested
either from the parent actor or further clients
- fully de-duplicate stream data by using a dynamic pub-sub strategy
where new clients register for copies of the same quote set per symbol
This new API is entirely working with the IB backend; others will need
to be ported. That's to come shortly.
2021-04-10 14:18:40 -04:00
f17a26c948
Don't mistakenly alias options to underlyingn for positions
2021-04-10 14:18:40 -04:00
65e7680cdd
Draft a feed cacheing sub-system
2021-04-10 14:18:40 -04:00
0d4073dbd2
Move quote stream setup into a cacheing func
2021-04-10 14:18:40 -04:00
aa61bf5a65
Use mem-chans for quote streams; clone for multiple consumers
2021-04-10 14:18:40 -04:00
17d3e7a9e2
Don't shield ems feed; enact remote cancels
2021-04-10 14:18:40 -04:00
Tyler Goodlet
goodboy