Commit Graph

1147 Commits (edf3af9777887f36f1259e2c45f543b60c40b9f7)

Author SHA1 Message Date
Tyler Goodlet 9622254cdb Hack broadcast chan for order submissions, smh 2021-04-14 11:02:14 -04:00
Tyler Goodlet 4774881812 Handle predicate not yet inserted to exec loop 2021-04-10 14:34:29 -04:00
goodboy 54d272ea29
Merge pull request #161 from pikers/cached_feeds
Cached feeds
2021-04-10 14:33:43 -04:00
Tyler Goodlet 8b745f440e Add disti mode instructions 2021-04-10 14:22:49 -04:00
Tyler Goodlet 9a15cd48f0 Just symbol info in window title 2021-04-10 14:18:40 -04:00
Tyler Goodlet 598aec579f Avoid token checking type mismatches 2021-04-10 14:18:40 -04:00
Tyler Goodlet fa7fadebac Report sym on unexpected open 2021-04-10 14:18:40 -04:00
Tyler Goodlet 3147a49384 Move sample-broadcast routine into sampling module 2021-04-10 14:18:40 -04:00
Tyler Goodlet 71d02db126 Rename "buffer" to "sampling" 2021-04-10 14:18:40 -04:00
Tyler Goodlet 1523637979 Always update L1 labels 2021-04-10 14:18:40 -04:00
Tyler Goodlet 3506bbe05c Nest async withs 2021-04-10 14:18:40 -04:00
Tyler Goodlet a18a4b5a4c Call the app what it is 2021-04-10 14:18:40 -04:00
Tyler Goodlet 20c99733b6 Let cli pass through actor name 2021-04-10 14:18:40 -04:00
Tyler Goodlet 47f823ab22 Always close emsd data connection on close 2021-04-10 14:18:40 -04:00
Tyler Goodlet 1281755d65 Don't use mem chan cloning, it doesn't actually broadcast 2021-04-10 14:18:40 -04:00
Tyler Goodlet ddae08493b Manage the send mem chan lifetime 2021-04-10 14:18:40 -04:00
Tyler Goodlet 28a961ebc0 Add a maybe-startup-runtime manager 2021-04-10 14:18:40 -04:00
Tyler Goodlet 100e27ac12 Task lock bus loading, always close feed stream on disconnect 2021-04-10 14:18:40 -04:00
Tyler Goodlet 8069bbe105 Drop old incrementer func 2021-04-10 14:18:40 -04:00
Tyler Goodlet ce4144aace Deliver and utilise broker backend OHLC sample rate in init msg 2021-04-10 14:18:40 -04:00
Tyler Goodlet 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
Tyler Goodlet a8a3f098cf Drop lingering prints 2021-04-10 14:18:40 -04:00
Tyler Goodlet 5a970dad72 Port kraken backend to new data feed api 2021-04-10 14:18:40 -04:00
Tyler Goodlet 29b73b41fb Slight rename; fix predicate is None bug 2021-04-10 14:18:40 -04:00
Tyler Goodlet 24bda8636e Port quest to new client api 2021-04-10 14:18:40 -04:00
Tyler Goodlet 30dabbab44 Support backend volume summing; handle disconnects 2021-04-10 14:18:40 -04:00
Tyler Goodlet 1d013126b9 Fix type annot 2021-04-10 14:18:40 -04:00
Tyler Goodlet b2eacb85d4 Don't hold lock on initial client construction 2021-04-10 14:18:40 -04:00
Tyler Goodlet 3ebb7ab6b1 Only activate Qt hidpi detection on windows for now 2021-04-10 14:18:40 -04:00
Tyler Goodlet 4f51ca74f4 Broadcast all tick types to subs, not just trades 2021-04-10 14:18:40 -04:00
Tyler Goodlet 5fc2aba3ed Drop some more old cruft 2021-04-10 14:18:40 -04:00
Tyler Goodlet 8ccf987d52 Fix typo 2021-04-10 14:18:40 -04:00
Tyler Goodlet 7cc395b5bf Open data feed in ems main entrypoint 2021-04-10 14:18:40 -04:00
Tyler Goodlet 14c5fc24ec Port to new setup routine name 2021-04-10 14:18:40 -04:00
Tyler Goodlet 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
Tyler Goodlet f17a26c948 Don't mistakenly alias options to underlyingn for positions 2021-04-10 14:18:40 -04:00
Tyler Goodlet 65e7680cdd Draft a feed cacheing sub-system 2021-04-10 14:18:40 -04:00
Tyler Goodlet 0d4073dbd2 Move quote stream setup into a cacheing func 2021-04-10 14:18:40 -04:00
Tyler Goodlet aa61bf5a65 Use mem-chans for quote streams; clone for multiple consumers 2021-04-10 14:18:40 -04:00
Tyler Goodlet 17d3e7a9e2 Don't shield ems feed; enact remote cancels 2021-04-10 14:18:40 -04:00
goodboy 2046fe293a
Merge pull request #160 from pikers/readme_bumpz
More coherent focus list
2021-04-10 14:13:43 -04:00
Tyler Goodlet e45e731bde More coherent focus list 2021-04-06 13:24:54 -04:00
goodboy feb8d5bbad
Merge pull request #153 from wattygetlood/windows_patches
Windows patches
2021-04-06 11:55:51 -04:00
goodboy 890f80ed34
Merge pull request #151 from pikers/supervise
Supervise da daemons.
2021-04-03 12:34:11 -04:00
Tyler Goodlet 549f81e85d Fix lints 2021-04-03 12:29:56 -04:00
Tyler Goodlet 2b7cecc78e Drop upcoming cached feed usage 2021-04-03 12:22:14 -04:00
Tyler Goodlet 6891309abd Fix import 2021-04-03 12:22:14 -04:00
Tyler Goodlet b1a1b32315 Better tractor startup, runtime detection 2021-04-03 12:22:14 -04:00
Tyler Goodlet 877db52162 Add license header 2021-04-03 12:22:14 -04:00
Tyler Goodlet 2a51582ec0 Start forming an services api
Add a `Services` nurseries container singleton for spawning sub-daemons
inside the long running `pikerd` tree. Bring in `brokerd` spawning util
funcs to start getting eyes on what can be factored into a service api.
2021-04-03 12:22:14 -04:00