Commit Graph

3745 Commits (dedc51a939a0415a30a8d091e2b420184346665d)

Author SHA1 Message Date
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
goodboy f3b04f27e6
Merge pull request #490 from pikers/log_linearized_curve_overlays
Log linearized curve overlays
2023-03-13 15:32:42 -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