Commit Graph

3534 Commits (ee4138ae011a14f315f3cace964c30783e21f8db)

Author SHA1 Message Date
Tyler Goodlet 26b0071471 Subscribe for rate calcs from IB in default tick set 2022-02-07 12:53:30 -05:00
Tyler Goodlet 1fc6429f75 Prep for manual rate calcs, handle non-ib backends XD 2022-02-07 12:53:30 -05:00
Tyler Goodlet ebf3e00438 Add `Fsp._flow_registry` as actor-local table
Define the flows table as a class var (thus making it a "global" and/or
actor-local state) which can be accessed by any in process task. Add
`Fsp.get_shm()` to allow accessing output streams by source-token + fsp
routine reference and thus providing inter-fsp low level access to
real-time flows.
2022-02-07 12:53:30 -05:00
Tyler Goodlet df6afe24a4 Define a flow registry on `FspAdmin`, use it to update fsp engine clusters 2022-02-07 12:53:30 -05:00
Tyler Goodlet d130f0449f Expect registry of fsp "flows" to each engine task
In order for fsp routines to be able to look up other "flows" in the
cascade, we need a small registry-table which gives access to a map of
a source stream + an fsp -> an output stream. Eventually we'll also
likely want a dependency (injection) mechanism so that any fsp demanded
can either be dynamically allocated or at the least waited upon before
a consumer tries to access it.
2022-02-07 12:53:30 -05:00
Tyler Goodlet efb743fd85 Flip to using `pydantic` for shm tokens 2022-02-07 12:53:30 -05:00
Tyler Goodlet 615bf3a55a Use solid line for vlm rate and dashed for trades rate 2022-02-07 12:53:30 -05:00
Tyler Goodlet d4f79a6245 Comment flow rates fsp prints 2022-02-07 12:53:30 -05:00
Tyler Goodlet 4b7d1fb35b Add line style via `str` style name to our fast curve 2022-02-07 12:53:30 -05:00
Tyler Goodlet 0b5250d5e3 Plot the vlm rate (per min) taken verbatim from ib 2022-02-07 12:53:30 -05:00
Tyler Goodlet 97c2f86092 TOSQUASH, fix separate vlm vs trade rate 2022-02-07 12:53:30 -05:00
Tyler Goodlet f3289c1977 Create source length zeroed arrays from yielded `None` fsp history 2022-02-07 12:53:30 -05:00
Tyler Goodlet 4e96dd09e3 Add a `.text_color` property to our axes types 2022-02-07 12:53:30 -05:00
Tyler Goodlet b81209e78e Ensure `sym` arg is a `str` 2022-02-07 12:53:30 -05:00
Tyler Goodlet dfe4473c9a Yield history `dict`s, add a `flow_rates` fsp 2022-02-07 12:53:30 -05:00
Tyler Goodlet 1aae40cdeb Expect multi-output fsps to yield a `dict` of history arrays 2022-02-07 12:53:30 -05:00
Tyler Goodlet 8118a57b9a Guard against no time field in some provider quotes 2022-02-07 12:53:30 -05:00
Tyler Goodlet 5952e7f538 Add dark vlm deduplication support via flag 2022-02-07 12:53:30 -05:00
goodboy cef2cdd6b6
Merge pull request #271 from pikers/ib_mkt_closed
Ib mkt closed
2022-02-07 11:13:40 -05:00
Tyler Goodlet 16c04e11e4 Comment out nan-price assert previously for `ib` in ems clear tasks 2022-02-07 09:49:45 -05:00
Tyler Goodlet 9bfad86c29 Drop timeout-cancel block 2022-02-07 09:49:45 -05:00
Tyler Goodlet a9d42b374f ib: Allow history backfilling even when markets are closed 2022-02-07 09:49:45 -05:00
goodboy 43b39d3b6b
Merge pull request #275 from pikers/py3.10_support
Py3.10 support
2022-02-07 09:48:54 -05:00
Tyler Goodlet 174590ee88 Note 3.10 support and add msgspec as dep 2022-02-07 09:41:13 -05:00
Tyler Goodlet 00a90e7390 Change dpi log msg back to debug 2022-02-07 09:36:07 -05:00
Tyler Goodlet 1aaa382036 Avoid null index race-error during startup 2022-02-07 09:36:07 -05:00
Tyler Goodlet 999d3efdd7 Another `int` required 2022-02-07 09:36:07 -05:00
Tyler Goodlet f63a7c497d Latest `PyQt5` expects `ints` for widget sizings 2022-02-07 09:36:07 -05:00
goodboy 022f90df09
Merge pull request #269 from pikers/default_multiplier
Add default for multiplier var
2022-02-02 20:52:26 -05:00
Guillermo Rodriguez 82d1b85b09
Add default for multiplier var 2022-02-02 20:46:45 -03:00
goodboy a2698c73b5
Merge pull request #260 from pikers/dark_vlm
Dark vlm
2022-01-30 14:10:19 -05:00
Tyler Goodlet 20a24283a1 Link to `tractor`'s master branch instead of pin 2022-01-30 12:52:46 -05:00
Tyler Goodlet bb8fade16f Update `msgpub` import from `tractor.experimental` 2022-01-30 12:46:54 -05:00
Tyler Goodlet 296863348d Update imports to `tractor.msg.NamespacePath` 2022-01-30 12:46:20 -05:00
Tyler Goodlet 95b31cbc0f Drop references to deprecated `tractor.msg.pub` 2022-01-29 12:44:45 -05:00
Tyler Goodlet 6a0fba1eb3 Support maxmin over multiple arrays; Keep dark vlm in view 2022-01-28 11:45:47 -05:00
Tyler Goodlet 06934be047 Overlay dark $volume B) 2022-01-28 08:46:24 -05:00
Tyler Goodlet 28b5be0719 Accumulate dark vlm ticks independently per sample step 2022-01-28 08:46:04 -05:00
Tyler Goodlet 67de8f24b9 Init history output with `np.zeros()` 2022-01-28 08:45:28 -05:00
Tyler Goodlet b112f24e7e Drop old commented cruft, use `Fsp.name` 2022-01-28 07:51:13 -05:00
Tyler Goodlet bd2460846e Decorate momo routines 2022-01-28 07:43:49 -05:00
Tyler Goodlet be93ded0e5 Log fsp registy entries in `cascade` startup 2022-01-28 07:43:23 -05:00
Tyler Goodlet 9d9929fb89 Drop old `wrapt` cruft, add `Fsp.name` 2022-01-28 07:18:14 -05:00
Tyler Goodlet cc5390376c Use `Fsp` abstration layer through engine and UI
Instead of referencing the remote processing funcs by a `str` name start
embracing the new `@fsp`/`Fsp` API such that wrapped processing
functions are first class APIs.

Summary of the changeset:
- move and load the fsp built-in set in the new `.fsp._api` module
- handle processors ("fsps") which want to yield multiple keyed-values
  (interleaved in time) by expecting both history that is keyed and
  assigned to the appropriate struct-array field, *and* real-time
  `yield`ed value in tuples of the form `tuple[str, float]` such that
  any one (async) processing function can deliver multiple outputs from
  the same base calculation.
- drop `maybe_mk_fsp_shm()` from UI module
- expect and manage `Fsp` instances (`@fsp` decorated funcs) throughout
  the UI code, particularly the `FspAdmin` layer.
2022-01-27 18:57:16 -05:00
Tyler Goodlet 72f4474273 Use new decorator on volume fsp routines 2022-01-27 09:08:03 -05:00
Tyler Goodlet c6a3c66e7e WIP start a `@piker.fsp` API for registering processors 2022-01-26 14:38:49 -05:00
Tyler Goodlet 13b8807f1f Print dark trades to console for the moment 2022-01-26 13:48:21 -05:00
Tyler Goodlet 55cfe6082b Re-key ib's 'unreportable trades' (tick 48) as 2022-01-26 13:48:21 -05:00
goodboy 8fe2bd6614
Merge pull request #259 from pikers/overlayed_dvlm
Overlayed $vlm
2022-01-26 13:47:52 -05:00
Tyler Goodlet d351fe14a8 Annoying doc string(s) 2022-01-25 08:30:00 -05:00