Commit Graph

2917 Commits (db0b59abaa903244b672b857ea92528d612bcb7b)

Author SHA1 Message Date
Tyler Goodlet 9846396df2 Add initial history (view) to charting sys
Adds an additional `GodWidget.hist_linked: LinkedSplits` alongside the
renamed `.rt_linked` to enable 2 sets of linked charts with different
sampled data sets/flows. The history set is added without "all the
fixins" for now (i.e. no order mode sidepane or search integration) such
that it is merely a top level chart which shows a much longer term
history and can be added to the UI via embedding the entire history
linked-splits instance into the real-time linked set's splitter.

Further impl deats:
- adjust the `GodWidget._chart_cache: dict[str, tuple]]` to store both
  linked split chart sets per symbol so that symbol switching will
  continue to work with the added history chart (set).
- rework `.load_symbol()` to operate on both the real-time (HFT) chart
  set and the history set.
- rework `LinkedSplits.set_split_sizes()` to compensate for the history
  chart and do more detailed height calcs arithmetic to make it appear
  by default as a minor sub-chart.
- adjust `LinkedSplits.add_plot()` and `ChartPlotWidget` internals to allow
  adding a plot without a sidepane and/or container `ChartnPane`
  composite widget by checking for a `sidepane == False` input.
- make `.default_view()` accept a manual y-axis offset kwarg.
- adjust search mode to provide history linked splits to
  `.set_chart_symbol()` call.
2022-09-12 20:25:15 -04:00
Tyler Goodlet f0d417ce42 Drop status msg var deleting from ns 2022-09-12 20:25:15 -04:00
Tyler Goodlet 55fc4114b4 Initial draft code working with `pg.LinearRegionItem` 2022-09-12 20:25:15 -04:00
Tyler Goodlet 97b074365b Use rt buffer for close price pnl calcs 2022-09-12 20:25:15 -04:00
Tyler Goodlet f79c3617d6 Always load FSPs with the default (fast) sampling period 2022-09-12 20:25:15 -04:00
Tyler Goodlet 861fe791eb Allocate 2 shm buffers for history and real-time
As part of supporting a "history view" chart which shows downsampled
datums alongside our 1s (or higher) sampled OHLC we need a separate
buffer to store a the slower history from broker backends. This begins
that design by allocating 2 buffers:
- `rt_shm: ShmArray` which maps to a `/dev/shm/` file with `_rt` suffix
- `hist_shm: ShmArray` which maps to a file with `_hist` suffix

Deliver both of these shms back from both `manage_history()` and load
them as `Feed.rt_shm`/`.hist_shm` on the client side.

Impl deats:
- init the rt buffer with the first datum from loaded history and
  assign all OHLC values to that row's 'close' and the vlm to 0.
- pass the hist buffer to the backfiller task
- only spawn **one** global sampler array-row increment task per
  `brokerd` and pass in the 1s delay which we presume is our lowest
  OHLC sample rate for now.
- drop `open_sample_step_stream()` and just move its body contents into
  `Feed.index_stream()`
2022-09-12 20:25:15 -04:00
Tyler Goodlet 60052ff73a Presume shortest delay input to `increment_ohlc_buffer()`
Instead of worrying about the increment period per shm subscription,
just use the value passed as input and presume the caller knows that
only one task is necessary and that the wakeup (sampling) period should
be the shortest that is needed.

It's very unlikely we don't want at least a 1s sampling (both in terms
of task switching cost and general usage) which will eventually ship as
the default "real-time" feed "timeframe". Further, this "fast" increment
sampling task can handle all lower sampling periods (eg. 1m, 5m, 1H)
based on the current implementation just the same.

Also, add a global default sample period as `_defaul_delay_s` for use in
other internal modules.
2022-09-12 20:25:15 -04:00
Tyler Goodlet 4d2708cd42 Force 1s sample step so crypto boiz can seee 2022-09-12 20:25:15 -04:00
Tyler Goodlet d1cc52dff5 Use new public lifetime-stack class attr 2022-09-12 20:24:56 -04:00
Tyler Goodlet 4fa901dbcb Port to new `tractor._runtime` mod 2022-09-12 20:24:56 -04:00
goodboy f2c488c1e0
Merge pull request #399 from pikers/kraken_fill_bugs
Kraken fill bugs
2022-09-12 20:12:04 -04:00
Tyler Goodlet 4a9c16d298 Fix stream type annot 2022-09-12 15:52:50 -04:00
Tyler Goodlet b9d5b904f4 Drop order entry removals on modify 2022-09-12 15:52:22 -04:00
Tyler Goodlet 0aef762d9a Bleh `kraken`, fix another ref error in fill block
Clearly, the linter didn't help us here.. but, just pass the
`brokerd` time for now in the `.broker_time` field; we can't get it from
the fill-case incremental updates in the `openOrders` sub. Add some
notes about this and how we might approach for backends with this
limitation.
2022-09-12 15:52:22 -04:00
goodboy c724117c1a
Merge pull request #398 from pikers/paper_clear_logics_fix
Oof, reverse clearing logic-routines in paper eng
2022-09-11 22:20:04 -04:00
Tyler Goodlet cc3bb85c66 Oof, reverse clearing logic-routines in paper eng 2022-09-10 16:35:31 -04:00
goodboy 20817313b1
Merge pull request #397 from pikers/kraken_nameerr_fix
Lul, fix name error on msg var name..
2022-09-06 08:18:17 -04:00
Tyler Goodlet 23d0b8a7ac Lul, fix name error on msg var name.. 2022-09-05 21:15:22 -04:00
goodboy 087a34f061
Merge pull request #367 from pikers/livenpaper
`ib`: live & paper accounts together, infra refinements
2022-08-31 18:15:39 -04:00
Tyler Goodlet 653f5c824b Drop empty vnc server script idea for live account 2022-08-31 17:45:02 -04:00
Tyler Goodlet f9217570ab Add intiial `ib` backend readme 2022-08-31 17:38:24 -04:00
Tyler Goodlet 7f224f0342 Doc string typos 2022-08-31 17:22:15 -04:00
Tyler Goodlet 75a5f3795a I guess go back to doing vnc servers on both? 2022-08-31 17:22:15 -04:00
Tyler Goodlet de9f215c83 If more then one `ib` api client is available use next available for search 2022-08-31 17:22:15 -04:00
Tyler Goodlet 848e345364 POC using paper-in-docker gw for symbol search 2022-08-31 17:22:15 -04:00
Tyler Goodlet 38b190e598 Add `ib` `Crypto` contract support 2022-08-31 17:22:15 -04:00
Tyler Goodlet 3a9bc8058f Spawn a live account gateway alongside paper
This is like, super first-draft-y (and ideally we move to offering an
`piker.data._ahab` super for this) but, it's a start at allowing easy
setup of both paper and live `ib-gw` container spawning. We Expect the
user to input creds for the live account manually and the vnc server is
(hackily) only run inside the paper instance which most of the time
seems to make it possible click on the live gui window and input creds
manually.

We also add extra files for the live instance:
- a `dockering/ib/run_x11_vnc_live.sh` which is is a blank script
  that avoids running an `x11vnc` server in the line account cntr.
- a `dockering/ib/jts_live.ini` config which manually sets the live
  gw to use the `4001` port for api connections.

Further config tweaks:
- IBC: drop the api dynamic port override, decrease login display
  timeout to the riskier but likely to be faster 20s.
- `x11vnc` cmd: got back to using `rfbport` instead of `autoport`, drop
  `-logappend` so we see logging on docker console again, drop the
  frame cacheing flags and add in some x-hack disable flags.
2022-08-31 17:22:15 -04:00
Guillermo Rodriguez 739a231afc
Merge pull request #394 from pikers/size_in_shm_token
Store shm array size in token schema, use for loading
2022-08-29 15:15:49 -03:00
Tyler Goodlet 7dfa4c3cde Better comment on the `size`'s purpose/units 2022-08-29 13:56:26 -04:00
Tyler Goodlet 7b653fe4f4 Store shm array size in token schema, use for loading 2022-08-29 13:46:41 -04:00
goodboy 77a687bced
Merge pull request #386 from pikers/paper_tolerance
Paper race tolerance
2022-08-29 13:28:38 -04:00
Tyler Goodlet d5c1cdd91d Configure allocator from pos msg on startup
This fixes a regression added after moving the msg parsing to later in
the order mode startup sequence. The `Allocator` needs to be configured
*to* the initial pos otherwise default settings will show in the UI..

Move the startup config logic from inside `mk_allocator()` to
`PositionTracker.update_from_pp()` and add a flag to allow setting the
`.startup_pp` from the current live one as is needed during initial
load.
2022-08-29 11:39:28 -04:00
Tyler Goodlet 46d3fe88ca Fix sub-slot-remains limiting for -ve sizes
In the short case (-ve size) we had a bug where the last sub-slots worth
of exit size would never be limited to zero once the allocator limit pos
size was hit (i.e. you could keep going more -ve on the pos,
exponentially per slot over the limit). It's a simple fix, just
a `max()` around the `l_sub_pp` var used in the next-step-size calc.

Resolves #392
2022-08-28 13:51:54 -04:00
Tyler Goodlet 5c8c5d8fbf Fix disti-mode paper pps relaying
Turns out we were putting too many brokername suffixes in the symbol
field and thus the order mode msg parser wasn't matching the current
asset to said msgs correctly and pps weren't being shown...

This repairs that plus simplifies the order mode initial pos msg loading
to just delegate into `process_trade_msg()` just as is done for
real-time msg updates.
2022-08-27 15:37:54 -04:00
goodboy 71412310c4
Merge pull request #391 from pikers/json_rpc_generic
Pull jsonrpc machinery out of deribit backend
2022-08-27 15:33:12 -04:00
Guillermo Rodriguez 0c323fdc0b
Minor style changes and warning on unexpected msg 2022-08-27 09:12:02 -03:00
Tyler Goodlet 02f53d0c13 Error on zero-size orders received by paper engine 2022-08-26 10:46:47 -04:00
Tyler Goodlet 8792c97de6 More stringent settings pane input handling
If a setting fails to apply try to log an error msg and revert to the
previous setting by not applying the UI read-update until after the new
`SettingsPane.apply_setting()` call. This prevents crashes when the user
tries to give bad inputs on editable allocator fields.
2022-08-26 10:46:47 -04:00
Tyler Goodlet 980815d075 Avoid handling account as numeric field in settings 2022-08-26 10:46:46 -04:00
Tyler Goodlet 4cedfedc21 Support clearing ticks ('last' & 'trade') fills
Previously we only simulated paper engine fills when the data feed
provide L1 queue-levels matched an execution. This patch add further
support for clear-level matches when there are real live clears on the
data feed that are faster/not synced with the L1 (aka usually during
periods of HFT).

The solution was to simply iterate the interleaved paper book entries on
both sides for said tick types and instead yield side-specific predicate
per entry.
2022-08-26 10:46:46 -04:00
Tyler Goodlet fe3d0c6fdd Handle too-fast-edits with `defaultdict[str, bidict[str, tuple]]`
Not entirely sure why this all of a sudden became a problem but it seems
price changes on order edits were sometimes resulting in key errors when
modifying paper book entries quickly. This changes the implementation to
not care about matching the last price when keying/popping old orders
and use `bidict`s to more easily pop cleared orders in the paper loop.
2022-08-26 10:46:46 -04:00
Tyler Goodlet 9200e8da57 Raw-dog-pop cancelled paper entries; old price dun matter 2022-08-26 10:46:46 -04:00
Tyler Goodlet 430d065da6 Handle paper-engine too-fast clearing race cases
When the paper engine is used it seems we can definitely hit races where
order ack msgs arrive close enough to status messages that `trio`
schedules the status processing before the acks. In such cases we want
to be tolerant and not crash but instead warn that we got an
unknown/out-of-order msg.
2022-08-26 10:46:46 -04:00
Tyler Goodlet ecd93cb05a Pass symbol with broker suffix to `.submit_limit()`; fix clearing 2022-08-26 10:46:46 -04:00
Guillermo Rodriguez 4facd161a9
Pull jsonrpc machinery out of deribit backend into piker.data._web_bs module and make it generic 2022-08-25 14:08:09 -03:00
goodboy c5447fda06
Merge pull request #390 from pikers/actually_enable_modules
Oneliner enable rpc modules on runtime open
2022-08-25 13:06:53 -04:00
Guillermo Rodriguez 0447612b34
Oneliner enable rpc modules on runtime open 2022-08-25 11:47:40 -03:00
goodboy b5499b8225
Merge pull request #331 from pikers/deribit
Deribit backend & minimal broker check tool
2022-08-25 10:08:29 -04:00
Guillermo Rodriguez 00aabddfe8
Fix link 2022-08-25 09:22:15 -03:00
Guillermo Rodriguez 43fb720877
Do multiline imports 2022-08-25 09:20:41 -03:00