Commit Graph

1612 Commits (f0f103b60a25cb662d624c9499515f257188669e)

Author SHA1 Message Date
Guillermo Rodriguez 604e195bc0
Got rid of websocket OHLC API, and added l1 tick streaming 2021-05-07 10:59:08 -03:00
Guillermo Rodriguez 7e493625f6
Finally backfilling is working, still need to work on realtime updates! 2021-05-05 10:17:52 -03:00
Guillermo Rodriguez d327584039
Rough translation of kraken backend to binance API, still missing some
important parts
2021-05-04 22:52:53 -03:00
goodboy 9de02321d8
Merge pull request #169 from pikers/tractor_open_stream_from
Port to new tractor stream api
2021-05-04 10:41:49 -04:00
Tyler Goodlet c08f192f77 Move charting to new tractor stream api
This required a fsp task spawning logic rework which ended up being
cleaner just spawning tasks in a loop sequentially instead of trying
a 2-phase spawn-then-initialize approach.

This also includes changes from the symbol search branch hacked in.
Mostly it includes isolating the main chart startup-sequence to a
function that can be run in a new task every time a new symbol is
requested by the selector/searcher. The actual search functionality
obviously isn't in here yet but minor changes are included as part of
pulling out the `tractor` stream api patch from the symbol search dev
branch.
2021-04-29 11:28:00 -04:00
Tyler Goodlet d3b50b9920 Port clearing engine to new tractor stream api 2021-04-29 09:10:36 -04:00
Tyler Goodlet 56db2c812d Port fsp engine to new tractor stream api 2021-04-29 09:10:28 -04:00
Tyler Goodlet 0d9f091a34 Port data feed to new tractor stream api 2021-04-29 09:10:18 -04:00
Tyler Goodlet 3375735914 Port kivy monitor to new tractor stream api 2021-04-29 09:10:11 -04:00
goodboy a89da98141
Merge pull request #167 from pikers/feed_fixes
Feed fixes
2021-04-29 09:00:07 -04:00
Tyler Goodlet 8a140b5ae8 Pass loglevel as named arg to pikerd 2021-04-15 11:20:30 -04:00
Tyler Goodlet 7d6bc4d856 Move feed api(s) into new submodule
Also add a --pdb flag to chart app.
2021-04-15 10:43:29 -04:00
Tyler Goodlet 0b10c8d6d6 Make standalone mode work again 2021-04-15 08:23:08 -04:00
Tyler Goodlet feeabb3d28 Add --pdb flag to pikerd to enable service debug mode 2021-04-14 12:57:46 -04:00
Tyler Goodlet 7f580ad356 Pass through kwargs 2021-04-14 12:56:08 -04:00
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