Commit Graph

3086 Commits (fc993146b6bd5e7c3e14e7bfddc851745b664207)

Author SHA1 Message Date
Tyler Goodlet f768576060 Delegate paper engine pp tracking to new type 2022-06-28 10:07:56 -04:00
Tyler Goodlet add0e92335 Drop old trade log config writing code 2022-06-28 10:07:56 -04:00
Tyler Goodlet 1eb7e109e6 Start `piker.pp` module, LIFO pp updates
Start a generic "position related" util mod and bring in the `Position`
type from the allocator , convert it to a `msgspec.Struct` and add
a `.lifo_update()` method. Implement a WIP pp parser from a trades
ledger and use the new lifo method to gather position entries.
2022-06-28 10:07:56 -04:00
Tyler Goodlet 725909a94c Convert accounts table to `bidict` after config load 2022-06-28 10:07:56 -04:00
Tyler Goodlet 050aa7594c Simplify trades ledger collection to single pass loop 2022-06-28 10:07:56 -04:00
Tyler Goodlet 450009ff9c Add `open_trade_ledger()` for writing `<confdir>/ledgers/trades_<broker>_<acct>.toml` files 2022-06-28 10:07:56 -04:00
goodboy b2d5892010
Merge pull request #342 from pikers/mxmn_from_m4
Mxmn from m4
2022-06-28 10:07:17 -04:00
goodboy 5a3b465ac0
Merge pull request #344 from pikers/310_plus
Go Python 3.10+ in anticipation of upcoming feature PRs
2022-06-28 10:04:45 -04:00
Tyler Goodlet ac0f43dc98 Go Python 3.10+ in anticipation of upcoming feature PRs 2022-06-28 10:02:09 -04:00
Tyler Goodlet be7afdaa89 Drop commented draft quotes-drain-loop code/idea 2022-06-28 09:43:49 -04:00
Tyler Goodlet 1c561207f5 Simplify `Flow.maxmin()` block logics 2022-06-28 09:43:49 -04:00
Tyler Goodlet ed2c962bb9 Add an idempotent, graphics-state startup flag
Add `ChartPlotWidget._on_screen: bool` which allows detecting for the
first state where there is y-range-able flow data loaded and able to be
drawn. Check for this flag to be set in `.maxmin()` such that until the
historical data is loaded `.default_view()` will be called to ensure
that a blank view is never shown: race with the UI starting versus the
data layer loading flow graphics can have this outcome.
2022-06-28 09:43:49 -04:00
Tyler Goodlet 147ceca016 Drop uneeded render filter idea 2022-06-28 09:43:49 -04:00
Tyler Goodlet 03a7940f83 Rewrite per-pi group mxmn sorter to always expect output 2022-06-27 18:24:09 -04:00
Tyler Goodlet dd2a9f74f1 Add todo around graphics loop vlm chart mxmn sort calls 2022-06-27 18:23:13 -04:00
Tyler Goodlet 49c720af3c Add commented prints for debugging 2022-06-27 18:22:51 -04:00
Tyler Goodlet c620517543 Set zeros for `Flow.maxmin() -> None` results 2022-06-27 18:22:30 -04:00
Tyler Goodlet a425c29ef1 Play with render skip logic on non-dark vlm crypto feeds 2022-06-27 13:59:08 -04:00
Tyler Goodlet 783914c7fe Better comment, use -inf as startup min 2022-06-27 13:59:08 -04:00
Tyler Goodlet 920a394539 Use new `anext()` builtin 2022-06-27 13:59:08 -04:00
Tyler Goodlet e977597cd0 Commented for doing incrementing when downsampled, but doesn't seem to work? 2022-06-27 13:59:08 -04:00
Tyler Goodlet 7a33ba64f1 Avoid crash due to race on chart instance ref during startup? 2022-06-27 13:59:08 -04:00
Tyler Goodlet 191b94b67c POC try using yrange mxmn from m4 when downsampling 2022-06-27 13:59:08 -04:00
Tyler Goodlet 4ad7b073c3 Proxy through input y-mx/mn from `xy_downsample()` 2022-06-27 13:59:08 -04:00
Tyler Goodlet d92ff9c7a0 Return input y-range min/max values from m4 2022-06-27 13:59:08 -04:00
goodboy 3977f1cc7e
Merge pull request #341 from pikers/contain_mkts
Contain mkts
2022-06-26 13:49:23 -04:00
Tyler Goodlet e45cb9d08a Always cancel container on teardown 2022-06-26 13:36:29 -04:00
Tyler Goodlet 27c523ca74 Speedup: only load a "views worth" of datums on first query 2022-06-23 15:21:09 -04:00
Tyler Goodlet b8b76a32a6 Harden container cancel-and-wait supervisor loop
This should hopefully make teardown more reliable and includes better
logic to fail over to a hard kill path after a 3 second timeout waiting
for the instance to complete using the `docker-py` wait API. Also
generalize the supervisor teardown loop by allowing the container config
endpoint to return 2 msgs to expect:
- a startup message that can be read from the container's internal
  process logging that indicates it is fully up and ready.
- a teardown msg that can be polled for that indicates the container has
  gracefully terminated after a cancellation request which is passed to
  our container wrappers `.cancel()` method.

Make the marketstore config endpoint return the 2 messages we previously
had hard coded and use this new api.
2022-06-23 10:23:14 -04:00
Tyler Goodlet dcee0ddd55 Move/expect all marketstore configs under a `<configdir>/piker/marketstore` subdir 2022-06-23 09:48:32 -04:00
goodboy 67eab85f06
Merge pull request #340 from pikers/slic_fix_v2
Slice fix v2
2022-06-22 19:55:39 -04:00
Tyler Goodlet afc95b8592 Facepalm, get the first x value not the array.. 2022-06-22 19:43:33 -04:00
Tyler Goodlet 14c98d82ee Only warn once when realtime quotes time out 2022-06-22 19:43:23 -04:00
goodboy b87aa30031
Merge pull request #339 from pikers/uppx_slice_fix
Uppx slice fix
2022-06-16 16:20:00 -04:00
Tyler Goodlet 958f53d8e9 Lower re-syncing log msgs to debug level 2022-06-16 15:50:21 -04:00
Tyler Goodlet ba43b54175 Handle edge case for extreme zoom out 2022-06-16 15:50:05 -04:00
Tyler Goodlet de970755d7 Flip back to original daemon port 2022-06-16 15:50:05 -04:00
goodboy 7ddebf6773
Merge pull request #338 from pikers/update_last_datums_in_view
Fix: update last datums in view by `uppx` indexing
2022-06-10 09:38:26 -04:00
Tyler Goodlet 8eb4a427da Revert uppx flooring, causes shift issues 2022-06-10 07:03:21 -04:00
Tyler Goodlet da5dea9f99 Drop cache reset from `Curve.draw_last_datum()` 2022-06-10 07:03:05 -04:00
Tyler Goodlet 3074773662 Fix 'last datum line is uppx's worth of data' rendering
This was introduced in #302 but after thorough testing was clear to be
not working XD. Adjust the display loop to update the last graphics
segment on both the OHLC and vlm charts (as well as all deriving fsp
flows) whenever the uppx >= 1 and there is no current path append
taking place (since more datums are needed to span an x-pixel in view).

Summary of tweaks:
- move vlm chart update code to be at the end of the cycle routine and
  have that block include the tests for a "interpolated last datum in
  view" line.
- make `do_append: bool` compare with a floor of the uppx value (i.e.
  appends should happen when we're just fractionally over a pixel of
  x units).
- never update the "volume" chart.
2022-06-09 17:57:34 -04:00
Tyler Goodlet 4099b53ea2 Add `Flow.ds_graphics': a downsample curve ref
Allows for optionally updating a "downsampled" graphics type which is
currently necessary in the `BarItems` -> `FlattenedOHLC` curve switching
case; we don't want to be needlessly redrawing the `Flow.graphics`
object (which will be an OHLC curve) when in flattened curve mode.
Further add a `only_last_uppx: bool` flag to `.draw_last()` to allow
forcing a "last uppx's worth of data max/min" style interpolating line
as needed.
2022-06-09 17:57:34 -04:00
goodboy 633fa7cc3a
Merge pull request #335 from pikers/ib_subpkg
`pikers.broker.ib` subpackage
2022-06-07 11:41:11 -04:00
Tyler Goodlet 1345b250bc Import missing `_accounts2clients` table 2022-06-07 09:48:51 -04:00
goodboy e9f0ea3daa
Merge pull request #327 from pikers/flexxin
Flexxin: `ib` trade reports parsing basics
2022-06-07 09:42:54 -04:00
Tyler Goodlet 569674517f Hack client check for `ib` using flag 2022-06-06 19:33:12 -04:00
Tyler Goodlet bf7397f031 Rename `.client` -> `.api` 2022-06-06 19:33:12 -04:00
Tyler Goodlet 85c2f6e79f Factor trades endpoint into `.ib.broker.py` 2022-06-06 19:33:12 -04:00
Tyler Goodlet 1c1661b783 Factor all data feed endpoints into `.ib.feed.py` 2022-06-06 19:33:12 -04:00
Tyler Goodlet 99eabe34c9 Convert `ib` backend into sub-package
The single-file module was getting way out of hand size-wise with the
new flex report parsing stuff so this starts the process of breaking
things up into smaller modules oriented around trade, data, and ledger
related endpoints.

Add support for backends to declare sub-modules to enable in
a `__enable_modules__: list[str]` module var which is parsed by the
daemon spawning code passed to `tractor`'s `enable_modules: list[str]`
input.
2022-06-06 19:33:12 -04:00