Commit Graph

70 Commits (edd227228c0580c7ad046ee9114c39490bf02b36)

Author SHA1 Message Date
Tyler Goodlet 47d0c81a2d Only warn if trigger predicate was already popped 2022-01-25 07:57:01 -05:00
Tyler Goodlet b63ce088f2 Error out clearing task on first quote being nan 2022-01-25 07:57:01 -05:00
Tyler Goodlet 50e8b3464f Can't serialize a `set` on `msgpack` codec 2022-01-14 09:16:34 -05:00
Tyler Goodlet 6825ad4804 Add some type annots around pp msg handling 2021-11-05 10:05:11 -04:00
Tyler Goodlet de0cc6d81a Expect accounts as tuple, don't start rt pnl on no live pp 2021-11-05 10:05:11 -04:00
Tyler Goodlet c737de7c74 Rage drop the limit size unit enum 2021-11-05 10:05:11 -04:00
Tyler Goodlet 8f70398d88 Fix exit-slot-edge-case when only one discrete unit remains 2021-11-05 10:05:11 -04:00
Tyler Goodlet d706f35668 Keep slots ratio of 1 on derivs at startup 2021-11-05 10:05:11 -04:00
Tyler Goodlet f5d73edd1b Switch imports to new `tractor.trionics` subpkg 2021-11-01 13:22:23 -04:00
Tyler Goodlet fd8be33f10 Add portal getter, store throttle rate 2021-09-21 15:48:40 -04:00
Tyler Goodlet f4740da6a2 Drop `.accounts` field from allocator 2021-09-14 13:10:39 -04:00
Tyler Goodlet b04645aa47 Expect `accounts: set[str]` startup msg through clearing system 2021-09-14 10:36:13 -04:00
Tyler Goodlet c6cc592f4e Fix wrong key, use account value 2021-09-13 08:24:45 -04:00
Tyler Goodlet 6acfd6c38a Ugh, positions relay hotfix
Must have run into some confusion with data structures in `brokerd` vs.
`emsd`. This fixes the ems `relay.positions` state tracking to be
composed maps, vs. messages from `brokerd` should just be a sequence.
2021-09-12 19:30:43 -04:00
Tyler Goodlet f81d47efc4 Detail some comments 2021-09-11 13:10:20 -04:00
Tyler Goodlet c00cf12f94 Deliver ems cached pps are dict of lists 2021-09-10 18:54:34 -04:00
Tyler Goodlet 054ddf6732 Send error on non-paper account requests to paperboi 2021-09-10 18:54:04 -04:00
Tyler Goodlet e1efb0943b Track per-account pps in ems memory 2021-09-10 11:33:08 -04:00
Tyler Goodlet 15aba154f2 Return account name in next order info 2021-09-09 10:33:52 -04:00
Tyler Goodlet b01538f183 Support an account field in clearing system
Each backend broker may support multiple (types) of accounts; this patch
lets clients send order requests that pass through an `account` field in
certain `emsd` <-> `brokerd` transactions. This allows each provider to read
in and conduct logic based on what account value is passed via requests
to the `trades_dialogue()` endpoint as well as tie together positioning
updates with relevant account keys for display in UIs.

This also adds relay support for a `Status` msg with a `'broker_errored'`
status which for now will trigger the same logic as cancelled orders on
the client side and thus will remove order lines submitted on a chart.
2021-09-08 15:46:33 -04:00
Tyler Goodlet 504040eb59 Add an `account` field to EMS msging schemas 2021-09-08 14:03:18 -04:00
Tyler Goodlet 0d2cddec9a Return accounts in `bidict` 2021-09-08 14:01:54 -04:00
Tyler Goodlet 09d34f7355 Make `accounts` field public, add an account name method 2021-09-07 09:21:55 -04:00
Tyler Goodlet d38a6bf032 Create alloc instance in factory body, template out defaults loading 2021-09-07 08:38:24 -04:00
Tyler Goodlet 214c622328 Move allocator components to clearing sub-pkg 2021-09-06 22:05:42 -04:00
Tyler Goodlet 39d2cac3a6 Handle race with order-request-ack msg 2021-09-06 09:28:10 -04:00
Tyler Goodlet 87bd6046e5 Not sure how this worked before but, pass reqid from existing live order 2021-09-06 09:28:10 -04:00
Tyler Goodlet c1379001e5 Expect `Order` msg instance to ems client `.send()` 2021-09-06 09:28:10 -04:00
Tyler Goodlet 374967dc6f Support temp `Symbol` and non-copied model refs on `Order` msg 2021-09-06 09:28:10 -04:00
Tyler Goodlet a4028d3475 Actually position msgs get relayed verbatim 2021-09-06 09:28:10 -04:00
Tyler Goodlet bd754b740d Only re-calc avg pp price on pp size increases 2021-09-05 13:59:40 -04:00
Tyler Goodlet 449c4210e4 Add per session paper position tracking
Generate and maintain position messages in the paper engine for each
`pikerd` session. We no longer tear down the engine on each client
disconnect. Ensure -ve size on sells to make the math work.
2021-09-05 13:59:40 -04:00
Tyler Goodlet cae7f486e4 Revert "Lol, don't use `maybe_open_feed()` for now, it's totally borked..."
Think this was fixed by passing through `**kwargs` in
`maybe_open_feed()`, the shielding for fsp respawns wasn't being
properly passed through..

This reverts commit 2f1455d423.
2021-08-30 17:55:10 -04:00
Tyler Goodlet 2f1455d423 Lol, don't use `maybe_open_feed()` for now, it's totally borked... 2021-08-26 17:04:59 -04:00
Tyler Goodlet 71b50fdae8 Use broadcast chan for order client and avoid chan repacking 2021-08-26 17:04:59 -04:00
Tyler Goodlet 7d0f47364c Use `maybe_open_feed()` in ems and fsp daemons 2021-08-26 17:04:59 -04:00
Tyler Goodlet 66f1d91541 Let's abstractify: -> 2021-08-26 17:04:59 -04:00
Tyler Goodlet 0ce8057823 Move feed cacheing to cache mod; put entry retreival into ctx mng 2021-08-26 17:04:59 -04:00
Tyler Goodlet 146c684f21 Cache `brokerd` feeds for reuse in clearing loop 2021-08-26 17:04:59 -04:00
Tyler Goodlet eeeeb29f71 Add order cancellation and submission statuses
Generalize the methods for cancelling groups of orders (all or those
under cursor) and add new group status support such that statuses for
each cancel or order submission is displayed in the status bar. In the
"cancel-all-orders" case, use the new group status stuff.
2021-07-08 10:55:47 -04:00
Tyler Goodlet 91907bf5ef Drop old dialogues pop flag, the client does it on teardown 2021-07-08 10:17:31 -04:00
Tyler Goodlet 9f897ba75c Support multiple client trade flows over one `brokerd~
There is no reason to have more then `brokerd` trades dialogue stream
open per `emsd`. Here we minimize to managing that lone stream and
multiplexing msgs from each client such that multiple clients can be
connected to the ems, conducting trading without requiring multiple
ems-client connections to the backend broker and without the broker
being aware there are even multiple flows going on.

This patch also sets up for being able to have ems clients which
register to receive and track trade flows from other piker clients thus
enabling so called "multi-player" trading where orders for both paper
and live trades can be shared between multiple participants in the form
of a pre-broker, local clearing service and trade signals dark book.
2021-07-07 07:51:09 -04:00
Tyler Goodlet 003fa6254f Don't forget to pop the brokerd dialogue on teardown.. 2021-07-07 07:51:09 -04:00
Tyler Goodlet 8f05254c80 Better live order handling logic 2021-07-07 07:51:09 -04:00
Tyler Goodlet a7e106be96 Avoid multiple `brokerd` trades dialogue flows
This solves a bunch of issues to do with `brokerd` order status msgs
getting relayed for each order to **every** correspondingly connected
EMS client. Previously we weren't keeping track of which emsd orders
were associated with which clients so you had backend msgs getting
broadcast to all clients which not only resulted in duplicate (and
sometimes erroneous, due to state tracking) actions taking place in the
UI's order mode, but it's also just duplicate traffic (usually to the
same actor) over multiple logical streams. Instead, only keep up **one**
(cached) stream with the `trades_dialogue()` endpoint such that **all**
emsd orders route over that single connection to the particular
`brokerd` actor.
2021-07-07 07:51:09 -04:00
Tyler Goodlet 57a35a3c6c Port feed bus endpoint to a `@tractor.context` 2021-06-14 10:55:01 -04:00
Tyler Goodlet a9cc3210d8 Grr pydantic being a weirdo 2021-06-10 08:37:21 -04:00
Tyler Goodlet b06cb5bb5a Comments clean and improvments 2021-06-10 08:24:10 -04:00
Tyler Goodlet a1f605bd52 Clear out old commented code 2021-06-09 13:21:56 -04:00
Tyler Goodlet 47e7baa0c9 Ensure paperboi is shield killed on teardown 2021-06-08 15:56:34 -04:00