Instead just check for the field (which i'm not huge on the key-name for
anyway) and if not found get the "last price" from the real-time shm
buffer's latest 'close' sample.
Unrelatedly, use a `subs.copy()` in the `Router.client_broadcast()` loop
such that if a `client_stream` is popped on connection failure, we don't
RTE for the "size changed on iteration".
This must have broke at some point during the new `MktPair` and thus
`.fqme: str` updates; mas-o-menos the symbol key in the quote-msg-`dict`
was NOT set to the `MktPair.bs_fqme: str` value and thus wasn't being
processed by the downstream sampling and feed subsys.
So fix that as well as a few other refinements,
- set the `topic: mkt.bs_fqme` in quote msgs obvi.
- drop the "wait for first clearing vlm" quote poll loop; going to fix
the sampler to handle a `first_quote` without a `'last'` key.
- add some typing around calls to `get_mkt_info()`.
- rename `stream_messages()` -> `iter_normed_quotes()`.
About time we tidy'd a buncha status logging in this backend..
particularly for boot-up where there's lots of client-try-connect poll
looping with account detection from the user config.
`.api.Client` pprint and logging fmt improvements:
- add `Client.__repr__()` which shows the minimally useful set of info
from the underlying `.ib: IB` as well as a new `.acnts: list[str]`
of the account aliases defined in the user's `brokers.toml`.
- mk `.bars()` define a comprehensive `query_info: str` with all the
request deats but only display if there's a problem with the response
data.
- mk `.get_config()` report both the config file path and the acnt
aliases (NOT the actual account #s).
- move all `.load_aio_clients()` client poll loop requests do
`log.runtime()` statuses, only falling through to a `.warning()` when
the loop fails to connect the client to the spec-ed API-gw addr, and
|_ don't allow loading accounts for which the user has not defined an
alias in `brokers.toml::[ib]`; raise a value-error in such cases
with a message indicating how to mod the config.
|_ only `log.info()` about acnts if some were loaded..
Other mod logging de-noising:
- better status fmting in `.symbols.open_symbol_search()` with
`repr(Client)`.
- for `.feed.stream_quotes()` first quote reporting use `.runtime()`.
- timestamps came as `'date'`-keyed from 2022 and before but now are
`'datetime'`..
- some symbols seem to have no commission field, so handle that..
- when no `'price'` field found return `None` from `norm_trade()`.
- add a warn log on mid-fill commission updates.
Like other backends use the `AsyncClient` for all venue specific
client-sessions but change to allocating them inside `get_client()`
using an `AsyncExitStack` and inserting directly in the
`Client.venue_sesh: dict` table during init.
Supporting impl tweaks:
- remove most of the API client session building logic and instead make
`Client.__init__()` take in a `venue_sessions: dict` (set it to
`.venue_sesh`) and `conf: dict`, instead opting to do the http client
configuration inside `get_client()` since all that code only needs to
be run once.
|_load config inside `get_client()` once.
|_move session token creation into a new util func `init_api_keys()` and
also call it from `get_client()` factory; toss in an ex. toml section
config to the doc string.
- define `_venue_urls: dict[str, str]` (content taken from old static
`.venue_sesh` dict) at module level and feed them as `base_url: str`
inputs to the client create loop.
- adjust all call sigs in httpx-sesh-using methods, namely just
`._api()`.
- do a `.exch_info()` call in `get_client()` to cache the symbology
set.
Unrelated changes for various other outstanding buggers:
- to get futures feeds correctly loading when selected
from search (like 'XMRUSDT.USDTM.PERP'), expect a `MktPair` input to
`Client.bars()` such that the exact venue-key can be looked up (via
a new `.pair2venuekey()` meth) and then passed to `._api()`.
- adjust `.broker.open_trade_dialog()` to failover to paper engine when
there's no `api_key` key set for the `subconf` venue-key.
Like we do with other history backends to indicate lack of a data set.
This avoids any raise that will will bring down the backloader task with
some downstream error.
Raise a `ValueError` on no time index for now.
This also officially moves the code base to using `PyQt6` including all
necessary reference changes and enum namespace path moves.
Also includes a small `.ui.order_mode` fix to cancel any
`Order.price <= 0` and a name error fix with logging using `msg`,
which is already used for the input order msg..
For the future, like if we ever get a `PyQt7` (or wtv else..), add
a module which allows changing Qt binding lib imports from one spot for
all other `.ui` submodules. In some sense this is like a shoddier, less
dynamic version of how `pyqtgraph.Qt.__init__.py` supports multiple
libs; it might actually make sense eventually to instead import from
their shim layer instead?
Included is a draft attempt at exposing a bunch of enums which under
custom names:
- while the specific grouping of values seem to always stay consistent,
the root enum's seem to almost always get moved around in the `PyQtX`
module namespace.
- changing groupings and/or each top level enum's ns location can more
simply be changed/re-orged from one spot.
- allows `.ui` consumer code to use a name more relevant to `piker`'s
usage of wtv UI component is being configured.
Such that our internal structs can be pretty printed with indented and
type-hinted fields, AND for nested `Struct`-fields call `.pformat()` but
avoiding any recursion errors using `pprint.saferepr()`. Add
a `._sin_props()` iterator over the non-property fields; use it for
`dict` casting when called with `.to_dict(include_non_members=False)`.
Actually, we should also probably figure out how to only pprint like
when required by the user in a REPL or log msg by context-selectively
`pprint.PrettyPrinter` right? Also, if we can generalize decently enough
it'd be cool to maybe patch this in as a util to upstream `msgspec`?
Ran into this trading a peenee where a dark got (mistakenly) submitted
at a price of 0 and then that consecutively broke upstream allocator/pp
code due to a divide-by-zero.. So instead always check for a zero-price
(since that should never ever be valid in any market) and instead cancel
any such order in the EMS and return `None` so that upstream callers can
ignore it without crash handling.
Tyler Goodlet
Nelson Torres