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@ -138,7 +138,7 @@ provider support
**************** ****************
for live data feeds the in-progress set of supported brokers is: for live data feeds the in-progress set of supported brokers is:
- IB_ via ``ib_insync``, also see our `container docs`_ - IB_ via ``ib_insync``
- binance_ and kraken_ for crypto over their public websocket API - binance_ and kraken_ for crypto over their public websocket API
- questrade_ (ish) which comes with effectively free L1 - questrade_ (ish) which comes with effectively free L1
@ -150,7 +150,6 @@ coming soon...
if you want your broker supported and they have an API let us know. if you want your broker supported and they have an API let us know.
.. _IB: https://interactivebrokers.github.io/tws-api/index.html .. _IB: https://interactivebrokers.github.io/tws-api/index.html
.. _container docs: https://github.com/pikers/piker/tree/master/dockering/ib
.. _questrade: https://www.questrade.com/api/documentation .. _questrade: https://www.questrade.com/api/documentation
.. _kraken: https://www.kraken.com/features/api#public-market-data .. _kraken: https://www.kraken.com/features/api#public-market-data
.. _binance: https://github.com/pikers/piker/pull/182 .. _binance: https://github.com/pikers/piker/pull/182

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@ -12,41 +12,16 @@ api_key = ""
secret = "" secret = ""
[ib] [ib]
hosts = [ host = "127.0.0.1"
"127.0.0.1",
]
# XXX: the order in which ports will be scanned
# (by the `brokerd` daemon-actor)
# is determined # by the line order here.
# TODO: when we eventually spawn gateways in our
# container, we can just dynamically allocate these
# using IBC.
ports = [
4002, # gw
7497, # tws
]
# XXX: for a paper account the flex web query service ports.gw = 4002
# is not supported so you have to manually download ports.tws = 7497
# and XML report and put it in a location that can be ports.order = ["gw", "tws",]
# accessed by the ``brokerd.ib`` backend code for parsing.
flex_token = '666666666666666666666666'
flex_trades_query_id = '666666' # live account
# when clients are being scanned this determines accounts.margin = "X0000000"
# which clients are preferred to be used for data accounts.ira = "X0000000"
# feeds based on the order of account names, if accounts.paper = "XX0000000"
# detected as active on an API client.
prefer_data_account = [
'paper',
'margin',
'ira',
]
[ib.accounts] # the order in which accounts will be selected (if found through
# the order in which accounts will be selectable # `brokerd`) when a new symbol is loaded
# in the order mode UI (if found via clients during accounts_order = ['paper', 'margin', 'ira']
# API-app scanning)when a new symbol is loaded.
paper = "XX0000000"
margin = "X0000000"
ira = "X0000000"

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@ -1,30 +0,0 @@
running ``ib`` gateway in ``docker``
------------------------------------
We have a config based on the (now defunct)
image from "waytrade":
https://github.com/waytrade/ib-gateway-docker
To startup this image with our custom settings
simply run the command::
docker compose up
And you should have the following socket-available services:
- ``x11vnc1@127.0.0.1:3003``
- ``ib-gw@127.0.0.1:4002``
You can attach to the container via a VNC client
without password auth.
SECURITY STUFF!?!?!
-------------------
Though "``ib``" claims they host filter connections outside
localhost (aka ``127.0.0.1``) it's probably better if you filter
the socket at the OS level using a stateless firewall rule::
ip rule add not unicast iif lo to 0.0.0.0/0 dport 4002
We will soon have this baked into our own custom image but for
now you'll have to do it urself dawgy.

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@ -1,64 +0,0 @@
# rework from the original @
# https://github.com/waytrade/ib-gateway-docker/blob/master/docker-compose.yml
version: "3.5"
services:
ib-gateway:
# other image tags available:
# https://github.com/waytrade/ib-gateway-docker#supported-tags
image: waytrade/ib-gateway:981.3j
restart: always
network_mode: 'host'
volumes:
- type: bind
source: ./jts.ini
target: /root/Jts/jts.ini
# don't let IBC clobber this file for
# the main reason of not having a stupid
# timezone set..
read_only: true
# force our own IBC config
- type: bind
source: ./ibc.ini
target: /root/ibc/config.ini
# force our noop script - socat isn't needed in host mode.
- type: bind
source: ./fork_ports_delayed.sh
target: /root/scripts/fork_ports_delayed.sh
# force our noop script - socat isn't needed in host mode.
- type: bind
source: ./run_x11_vnc.sh
target: /root/scripts/run_x11_vnc.sh
read_only: true
# NOTE:to fill these out, define an `.env` file in the same dir as
# this compose file which looks something like:
# TWS_USERID='myuser'
# TWS_PASSWORD='guest'
# TRADING_MODE=paper (or live)
# VNC_SERVER_PASSWORD='diggity'
environment:
TWS_USERID: ${TWS_USERID}
TWS_PASSWORD: ${TWS_PASSWORD}
TRADING_MODE: ${TRADING_MODE:-paper}
VNC_SERVER_PASSWORD: ${VNC_SERVER_PASSWORD:-}
# ports:
# - target: 4002
# host_ip: 127.0.0.1
# published: 4002
# protocol: tcp
# original mappings for use in non-host-mode
# which we won't really need going forward since
# ideally we just pick the port to have ib-gw listen
# on **when** we spawn the container - i.e. everything
# will be driven by a ``brokers.toml`` def.
# - "127.0.0.1:4001:4001"
# - "127.0.0.1:4002:4002"
# - "127.0.0.1:5900:5900"

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@ -1,6 +0,0 @@
#!/bin/sh
# we now just set this is to a noop script
# since we can just run the container in
# `network_mode: 'host'` and get literally
# the exact same behaviour XD

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@ -1,711 +0,0 @@
# Note that in the comments in this file, TWS refers to both the Trader
# Workstation and the IB Gateway, unless explicitly stated otherwise.
#
# When referred to below, the default value for a setting is the value
# assumed if either the setting is included but no value is specified, or
# the setting is not included at all.
#
# IBC may also be used to start the FIX CTCI Gateway. All settings
# relating to this have names prefixed with FIX.
#
# The IB API Gateway and the FIX CTCI Gateway share the same code. Which
# gateway actually runs is governed by an option on the initial gateway
# login screen. The FIX setting described under IBC Startup
# Settings below controls this.
# =============================================================================
# 1. IBC Startup Settings
# =============================================================================
# IBC may be used to start the IB Gateway for the FIX CTCI. This
# setting must be set to 'yes' if you want to run the FIX CTCI gateway. The
# default is 'no'.
FIX=no
# =============================================================================
# 2. Authentication Settings
# =============================================================================
# TWS and the IB API gateway require a single username and password.
# You may specify the username and password using the following settings:
#
# IbLoginId
# IbPassword
#
# Alternatively, you can specify the username and password in the command
# files used to start TWS or the Gateway, but this is not recommended for
# security reasons.
#
# If you don't specify them, you will be prompted for them in the usual
# login dialog when TWS starts (but whatever you have specified will be
# included in the dialog automatically: for example you may specify the
# username but not the password, and then you will be prompted for the
# password via the login dialog). Note that if you specify either
# the username or the password (or both) in the command file, then
# IbLoginId and IbPassword settings defined in this file are ignored.
#
#
# The FIX CTCI gateway requires one username and password for FIX order
# routing, and optionally a separate username and password for market
# data connections. You may specify the usernames and passwords using
# the following settings:
#
# FIXLoginId
# FIXPassword
# IbLoginId (optional - for market data connections)
# IbPassword (optional - for market data connections)
#
# Alternatively you can specify the FIX username and password in the
# command file used to start the FIX CTCI Gateway, but this is not
# recommended for security reasons.
#
# If you don't specify them, you will be prompted for them in the usual
# login dialog when FIX CTCI gateway starts (but whatever you have
# specified will be included in the dialog automatically: for example
# you may specify the usernames but not the passwords, and then you will
# be prompted for the passwords via the login dialog). Note that if you
# specify either the FIX username or the FIX password (or both) on the
# command line, then FIXLoginId and FIXPassword settings defined in this
# file are ignored; he same applies to the market data username and
# password.
# IB API Authentication Settings
# ------------------------------
# Your TWS username:
IbLoginId=
# Your TWS password:
IbPassword=
# FIX CTCI Authentication Settings
# --------------------------------
# Your FIX CTCI username:
FIXLoginId=
# Your FIX CTCI password:
FIXPassword=
# Second Factor Authentication Settings
# -------------------------------------
# If you have enabled more than one second factor authentication
# device, TWS presents a list from which you must select the device
# you want to use for this login. You can use this setting to
# instruct IBC to select a particular item in the list on your
# behalf. Note that you must spell this value exactly as it appears
# in the list. If no value is set, you must manually select the
# relevant list entry.
SecondFactorDevice=
# If you use the IBKR Mobile app for second factor authentication,
# and you fail to complete the process before the time limit imposed
# by IBKR, you can use this setting to tell IBC to exit: arrangements
# can then be made to automatically restart IBC in order to initiate
# the login sequence afresh. Otherwise, manual intervention at TWS's
# Second Factor Authentication dialog is needed to complete the
# login.
#
# Permitted values are 'yes' and 'no'. The default is 'no'.
#
# Note that the scripts provided with the IBC zips for Windows and
# Linux provide options to automatically restart in these
# circumstances, but only if this setting is also set to 'yes'.
ExitAfterSecondFactorAuthenticationTimeout=no
# This setting is only relevant if
# ExitAfterSecondFactorAuthenticationTimeout is set to 'yes'.
#
# It controls how long (in seconds) IBC waits for login to complete
# after the user acknowledges the second factor authentication
# alert at the IBKR Mobile app. If login has not completed after
# this time, IBC terminates.
# The default value is 40.
SecondFactorAuthenticationExitInterval=
# Trading Mode
# ------------
#
# TWS 955 introduced a new Trading Mode combo box on its login
# dialog. This indicates whether the live account or the paper
# trading account corresponding to the supplied credentials is
# to be used. The allowed values are 'live' (the default) and
# 'paper'. For earlier versions of TWS this setting has no
# effect.
TradingMode=
# Paper-trading Account Warning
# -----------------------------
#
# Logging in to a paper-trading account results in TWS displaying
# a dialog asking the user to confirm that they are aware that this
# is not a brokerage account. Until this dialog has been accepted,
# TWS will not allow API connections to succeed. Setting this
# to 'yes' (the default) will cause IBC to automatically
# confirm acceptance. Setting it to 'no' will leave the dialog
# on display, and the user will have to deal with it manually.
AcceptNonBrokerageAccountWarning=yes
# Login Dialog Display Timeout
#-----------------------------
#
# In some circumstances, starting TWS may result in failure to display
# the login dialog. Restarting TWS may help to resolve this situation,
# and IBC does this automatically.
#
# This setting controls how long (in seconds) IBC waits for the login
# dialog to appear before restarting TWS.
#
# Note that in normal circumstances with a reasonably specified
# computer the time to displaying the login dialog is typically less
# than 20 seconds, and frequently much less. However many factors can
# influence this, and it is unwise to set this value too low.
#
# The default value is 60.
LoginDialogDisplayTimeout = 60
# =============================================================================
# 3. TWS Startup Settings
# =============================================================================
# Path to settings store
# ----------------------
#
# Path to the directory where TWS should store its settings. This is
# normally the folder in which TWS is installed. However you may set
# it to some other location if you wish (for example if you want to
# run multiple instances of TWS with different settings).
#
# It is recommended for clarity that you use an absolute path. The
# effect of using a relative path is undefined.
#
# Linux and macOS users should use the appropriate path syntax.
#
# Note that, for Windows users, you MUST use double separator
# characters to separate the elements of the folder path: for
# example, IbDir=C:\\IBLiveSettings is valid, but
# IbDir=C:\IBLiveSettings is NOT valid and will give unexpected
# results. Linux and macOS users need not use double separators,
# but they are acceptable.
#
# The default is the current working directory when IBC is
# started.
IbDir=/root/Jts
# Store settings on server
# ------------------------
#
# If you wish to store a copy of your TWS settings on IB's
# servers as well as locally on your computer, set this to
# 'yes': this enables you to run TWS on different computers
# with the same configuration, market data lines, etc. If set
# to 'no', running TWS on different computers will not share the
# same settings. If no value is specified, TWS will obtain its
# settings from the same place as the last time this user logged
# in (whether manually or using IBC).
StoreSettingsOnServer=
# Minimize TWS on startup
# -----------------------
#
# Set to 'yes' to minimize TWS when it starts:
MinimizeMainWindow=no
# Existing Session Detected Action
# --------------------------------
#
# When a user logs on to an IBKR account for trading purposes by any means, the
# IBKR account server checks to see whether the account is already logged in
# elsewhere. If so, a dialog is displayed to both the users that enables them
# to determine what happens next. The 'ExistingSessionDetectedAction' setting
# instructs TWS how to proceed when it displays this dialog:
#
# * If the new TWS session is set to 'secondary', the existing session continues
# and the new session terminates. Thus a secondary TWS session can never
# override any other session.
#
# * If the existing TWS session is set to 'primary', the existing session
# continues and the new session terminates (even if the new session is also
# set to primary). Thus a primary TWS session can never be overridden by
# any new session).
#
# * If both the existing and the new TWS sessions are set to 'primaryoverride',
# the existing session terminates and the new session proceeds.
#
# * If the existing TWS session is set to 'manual', the user must handle the
# dialog.
#
# The difference between 'primary' and 'primaryoverride' is that a
# 'primaryoverride' session can be overriden over by a new 'primary' session,
# but a 'primary' session cannot be overriden by any other session.
#
# When set to 'primary', if another TWS session is started and manually told to
# end the 'primary' session, the 'primary' session is automatically reconnected.
#
# The default is 'manual'.
ExistingSessionDetectedAction=primary
# Override TWS API Port Number
# ----------------------------
#
# If OverrideTwsApiPort is set to an integer, IBC changes the
# 'Socket port' in TWS's API configuration to that number shortly
# after startup. Leaving the setting blank will make no change to
# the current setting. This setting is only intended for use in
# certain specialized situations where the port number needs to
# be set dynamically at run-time: most users will never need it,
# so don't use it unless you know you need it.
OverrideTwsApiPort=4002
# Read-only Login
# ---------------
#
# If ReadOnlyLogin is set to 'yes', and the user is enrolled in IB's
# account security programme, the user will not be asked to perform
# the second factor authentication action, and login to TWS will
# occur automatically in read-only mode: in this mode, placing or
# managing orders is not allowed. If set to 'no', and the user is
# enrolled in IB's account security programme, the user must perform
# the relevant second factor authentication action to complete the
# login.
# If the user is not enrolled in IB's account security programme,
# this setting is ignored. The default is 'no'.
ReadOnlyLogin=no
# Read-only API
# -------------
#
# If ReadOnlyApi is set to 'yes', API programs cannot submit, modify
# or cancel orders. If set to 'no', API programs can do these things.
# If not set, the existing TWS/Gateway configuration is unchanged.
# NB: this setting is really only supplied for the benefit of new TWS
# or Gateway instances that are being automatically installed and
# started without user intervention (eg Docker containers). Where
# a user is involved, they should use the Global Configuration to
# set the relevant checkbox (this only needs to be done once) and
# not provide a value for this setting.
ReadOnlyApi=no
# Market data size for US stocks - lots or shares
# -----------------------------------------------
#
# Since IB introduced the option of market data for US stocks showing
# bid, ask and last sizes in shares rather than lots, TWS and Gateway
# display a dialog immediately after login notifying the user about
# this and requiring user input before allowing market data to be
# accessed. The user can request that the dialog not be shown again.
#
# It is recommended that the user should handle this dialog manually
# rather than using these settings, which are provided for situations
# where the user interface is not easily accessible, or where user
# settings are not preserved between sessions (eg some Docker images).
#
# - If this setting is set to 'accept', the dialog will be handled
# automatically and the option to not show it again will be
# selected.
#
# Note that in this case, the only way to allow the dialog to be
# displayed again is to manually enable the 'Bid, Ask and Last
# Size Display Update' message in the 'Messages' section of the TWS
# configuration dialog. So you should only use 'Accept' if you are
# sure you really don't want the dialog to be displayed again, or
# you have easy access to the user interface.
#
# - If set to 'defer', the dialog will be handled automatically (so
# that market data will start), but the option to not show it again
# will not be selected, and it will be shown again after the next
# login.
#
# - If set to 'ignore', the user has to deal with the dialog manually.
#
# The default value is 'ignore'.
#
# Note if set to 'accept' or 'defer', TWS also automatically sets
# the API settings checkbox labelled 'Send market data in lots for
# US stocks for dual-mode API clients'. IBC cannot prevent this.
# However you can change this immmediately by setting
# SendMarketDataInLotsForUSstocks (see below) to 'no' .
AcceptBidAskLastSizeDisplayUpdateNotification=accept
# This setting determines whether the API settings checkbox labelled
# 'Send market data in lots for US stocks for dual-mode API clients'
# is set or cleared. If set to 'yes', the checkbox is set. If set to
# 'no' the checkbox is cleared. If defaulted, the checkbox is
# unchanged.
SendMarketDataInLotsForUSstocks=
# =============================================================================
# 4. TWS Auto-Closedown
# =============================================================================
#
# IMPORTANT NOTE: Starting with TWS 974, this setting no longer
# works properly, because IB have changed the way TWS handles its
# autologoff mechanism.
#
# You should now configure the TWS autologoff time to something
# convenient for you, and restart IBC each day.
#
# Alternatively, discontinue use of IBC and use the auto-relogin
# mechanism within TWS 974 and later versions (note that the
# auto-relogin mechanism provided by IB is not available if you
# use IBC).
# Set to yes or no (lower case).
#
# yes means allow TWS to shut down automatically at its
# specified shutdown time, which is set via the TWS
# configuration menu.
#
# no means TWS never shuts down automatically.
#
# NB: IB recommends that you do not keep TWS running
# continuously. If you set this setting to 'no', you may
# experience incorrect TWS operation.
#
# NB: the default for this setting is 'no'. Since this will
# only work properly with TWS versions earlier than 974, you
# should explicitly set this to 'yes' for version 974 and later.
IbAutoClosedown=yes
# =============================================================================
# 5. TWS Tidy Closedown Time
# =============================================================================
#
# NB: starting with TWS 974 this is no longer a useful option
# because both TWS and Gateway now have the same auto-logoff
# mechanism, and IBC can no longer avoid this.
#
# Note that giving this setting a value does not change TWS's
# auto-logoff in any way: any setting will be additional to the
# TWS auto-logoff.
#
# To tell IBC to tidily close TWS at a specified time every
# day, set this value to <hh:mm>, for example:
# ClosedownAt=22:00
#
# To tell IBC to tidily close TWS at a specified day and time
# each week, set this value to <dayOfWeek hh:mm>, for example:
# ClosedownAt=Friday 22:00
#
# Note that the day of the week must be specified using your
# default locale. Also note that Java will only accept
# characters encoded to ISO 8859-1 (Latin-1). This means that
# if the day name in your default locale uses any non-Latin-1
# characters you need to encode them using Unicode escapes
# (see http://java.sun.com/docs/books/jls/third_edition/html/lexical.html#3.3
# for details). For example, to tidily close TWS at 12:00 on
# Saturday where the default locale is Simplified Chinese,
# use the following:
# #ClosedownAt=\u661F\u671F\u516D 12:00
ClosedownAt=
# =============================================================================
# 6. Other TWS Settings
# =============================================================================
# Accept Incoming Connection
# --------------------------
#
# If set to 'accept', IBC automatically accepts incoming
# API connection dialogs. If set to 'reject', IBC
# automatically rejects incoming API connection dialogs. If
# set to 'manual', the user must decide whether to accept or reject
# incoming API connection dialogs. The default is 'manual'.
# NB: it is recommended to set this to 'reject', and to explicitly
# configure which IP addresses can connect to the API in TWS's API
# configuration page, as this is much more secure (in this case, no
# incoming API connection dialogs will occur for those IP addresses).
AcceptIncomingConnectionAction=reject
# Allow Blind Trading
# -------------------
#
# If you attempt to place an order for a contract for which
# you have no market data subscription, TWS displays a dialog
# to warn you against such blind trading.
#
# yes means the dialog is dismissed as though the user had
# clicked the 'Ok' button: this means that you accept
# the risk and want the order to be submitted.
#
# no means the dialog remains on display and must be
# handled by the user.
AllowBlindTrading=yes
# Save Settings on a Schedule
# ---------------------------
#
# You can tell TWS to automatically save its settings on a schedule
# of your choosing. You can specify one or more specific times,
# like this:
#
# SaveTwsSettingsAt=HH:MM [ HH:MM]...
#
# for example:
# SaveTwsSettingsAt=08:00 12:30 17:30
#
# Or you can specify an interval at which settings are to be saved,
# optionally starting at a specific time and continuing until another
# time, like this:
#
#SaveTwsSettingsAt=Every n [{mins | hours}] [hh:mm] [hh:mm]
#
# where the first hh:mm is the start time and the second is the end
# time. If you don't specify the end time, settings are saved regularly
# from the start time till midnight. If you don't specify the start time.
# settings are saved regularly all day, beginning at 00:00. Note that
# settings will always be saved at the end time, even if that is not
# exactly one interval later than the previous time. If neither 'mins'
# nor 'hours' is specified, 'mins' is assumed. Examples:
#
# To save every 30 minutes all day starting at 00:00
#SaveTwsSettingsAt=Every 30
#SaveTwsSettingsAt=Every 30 mins
#
# To save every hour starting at 08:00 and ending at midnight
#SaveTwsSettingsAt=Every 1 hours 08:00
#SaveTwsSettingsAt=Every 1 hours 08:00 00:00
#
# To save every 90 minutes starting at 08:00 up to and including 17:43
#SaveTwsSettingsAt=Every 90 08:00 17:43
SaveTwsSettingsAt=
# =============================================================================
# 7. Settings Specific to Indian Versions of TWS
# =============================================================================
# Indian versions of TWS may display a password expiry
# notification dialog and a NSE Compliance dialog. These can be
# dismissed by setting the following to yes. By default the
# password expiry notice is not dismissed, but the NSE Compliance
# notice is dismissed.
# Warning: setting DismissPasswordExpiryWarning=yes will mean
# you will not be notified when your password is about to expire.
# You must then take other measures to ensure that your password
# is changed within the expiry period, otherwise IBC will
# not be able to login successfully.
DismissPasswordExpiryWarning=no
DismissNSEComplianceNotice=yes
# =============================================================================
# 8. IBC Command Server Settings
# =============================================================================
# Do NOT CHANGE THE FOLLOWING SETTINGS unless you
# intend to issue commands to IBC (for example
# using telnet). Note that these settings have nothing to
# do with running programs that use the TWS API.
# Command Server Port Number
# --------------------------
#
# The port number that IBC listens on for commands
# such as "STOP". DO NOT set this to the port number
# used for TWS API connections. There is no good reason
# to change this setting unless the port is used by
# some other application (typically another instance of
# IBC). The default value is 0, which tells IBC not to
# start the command server
#CommandServerPort=7462
# Permitted Command Sources
# -------------------------
#
# A comma separated list of IP addresses, or host names,
# which are allowed addresses for sending commands to
# IBC. Commands can always be sent from the
# same host as IBC is running on.
ControlFrom=127.0.0.1
# Address for Receiving Commands
# ------------------------------
#
# Specifies the IP address on which the Command Server
# is so listen. For a multi-homed host, this can be used
# to specify that connection requests are only to be
# accepted on the specified address. The default is to
# accept connection requests on all local addresses.
BindAddress=127.0.0.1
# Command Prompt
# --------------
#
# The specified string is output by the server when
# the connection is first opened and after the completion
# of each command. This can be useful if sending commands
# using an interactive program such as telnet. The default
# is that no prompt is output.
# For example:
#
# CommandPrompt=>
CommandPrompt=
# Suppress Command Server Info Messages
# -------------------------------------
#
# Some commands can return intermediate information about
# their progress. This setting controls whether such
# information is sent. The default is that such information
# is not sent.
SuppressInfoMessages=no
# =============================================================================
# 9. Diagnostic Settings
# =============================================================================
#
# IBC can log information about the structure of windows
# displayed by TWS. This information is useful when adding
# new features to IBC or when behaviour is not as expected.
#
# The logged information shows the hierarchical organisation
# of all the components of the window, and includes the
# current values of text boxes and labels.
#
# Note that this structure logging has a small performance
# impact, and depending on the settings can cause the logfile
# size to be significantly increased. It is therefore
# recommended that the LogStructureWhen setting be set to
# 'never' (the default) unless there is a specific reason
# that this information is needed.
# Scope of Structure Logging
# --------------------------
#
# The LogStructureScope setting indicates which windows are
# eligible for structure logging:
#
# - if set to 'known', only windows that IBC recognizes
# are eligible - these are windows that IBC has some
# interest in monitoring, usually to take some action
# on the user's behalf;
#
# - if set to 'unknown', only windows that IBC does not
# recognize are eligible. Most windows displayed by
# TWS fall into this category;
#
# - if set to 'untitled', only windows that IBC does not
# recognize and that have no title are eligible. These
# are usually message boxes or similar small windows,
#
# - if set to 'all', then every window displayed by TWS
# is eligible.
#
# The default value is 'known'.
LogStructureScope=all
# When to Log Window Structure
# ----------------------------
#
# The LogStructureWhen setting specifies the circumstances
# when eligible TWS windows have their structure logged:
#
# - if set to 'open' or 'yes' or 'true', IBC logs the
# structure of an eligible window the first time it
# is encountered;
#
# - if set to 'activate', the structure is logged every
# time an eligible window is made active;
#
# - if set to 'never' or 'no' or 'false', structure
# information is never logged.
#
# The default value is 'never'.
LogStructureWhen=never
# DEPRECATED SETTING
# ------------------
#
# LogComponents - THIS SETTING WILL BE REMOVED IN A FUTURE
# RELEASE
#
# If LogComponents is set to any value, this is equivalent
# to setting LogStructureWhen to that same value and
# LogStructureScope to 'all': the actual values of those
# settings are ignored. The default is that the values
# of LogStructureScope and LogStructureWhen are honoured.
#LogComponents=

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@ -1,33 +0,0 @@
[IBGateway]
ApiOnly=true
LocalServerPort=4002
# NOTE: must be set if using IBC's "reject" mode
TrustedIPs=127.0.0.1
; RemoteHostOrderRouting=ndc1.ibllc.com
; WriteDebug=true
; RemotePortOrderRouting=4001
; useRemoteSettings=false
; tradingMode=p
; Steps=8
; colorPalletName=dark
# window geo, this may be useful for sending `xdotool` commands?
; MainWindow.Width=1986
; screenHeight=3960
[Logon]
Locale=en
# most markets are oriented around this zone
# so might as well hard code it.
TimeZone=America/New_York
UseSSL=true
displayedproxymsg=1
os_titlebar=true
s3store=true
useRemoteSettings=false
[Communication]
ctciAutoEncrypt=true
Region=usr
; Peer=cdc1.ibllc.com:4001

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@ -1,16 +0,0 @@
#!/bin/sh
# start VNC server
x11vnc \
-ncache_cr \
-listen localhost \
-display :1 \
-forever \
-shared \
-logappend /var/log/x11vnc.log \
-bg \
-noipv6 \
-autoport 3003 \
# can't use this because of ``asyncvnc`` issue:
# https://github.com/barneygale/asyncvnc/issues/1
# -passwd 'ibcansmbz'

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@ -35,7 +35,7 @@ log = get_logger(__name__)
_root_dname = 'pikerd' _root_dname = 'pikerd'
_registry_addr = ('127.0.0.1', 6116) _registry_addr = ('127.0.0.1', 1616)
_tractor_kwargs: dict[str, Any] = { _tractor_kwargs: dict[str, Any] = {
# use a different registry addr then tractor's default # use a different registry addr then tractor's default
'arbiter_addr': _registry_addr 'arbiter_addr': _registry_addr
@ -426,19 +426,9 @@ async def spawn_brokerd(
# ask `pikerd` to spawn a new sub-actor and manage it under its # ask `pikerd` to spawn a new sub-actor and manage it under its
# actor nursery # actor nursery
modpath = brokermod.__name__
broker_enable = [modpath]
for submodname in getattr(
brokermod,
'__enable_modules__',
[],
):
subpath = f'{modpath}.{submodname}'
broker_enable.append(subpath)
portal = await _services.actor_n.start_actor( portal = await _services.actor_n.start_actor(
dname, dname,
enable_modules=_data_mods + broker_enable, enable_modules=_data_mods + [brokermod.__name__],
loglevel=loglevel, loglevel=loglevel,
debug_mode=_services.debug_mode, debug_mode=_services.debug_mode,
**tractor_kwargs **tractor_kwargs

2544
piker/brokers/ib.py 100644

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@ -1,67 +0,0 @@
# piker: trading gear for hackers
# Copyright (C) Tyler Goodlet (in stewardship for pikers)
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU Affero General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Affero General Public License for more details.
# You should have received a copy of the GNU Affero General Public License
# along with this program. If not, see <https://www.gnu.org/licenses/>.
"""
Interactive Brokers API backend.
Sub-modules within break into the core functionalities:
- ``broker.py`` part for orders / trading endpoints
- ``data.py`` for real-time data feed endpoints
- ``client.py`` for the core API machinery which is ``trio``-ized
wrapping around ``ib_insync``.
- ``report.py`` for the hackery to build manual pp calcs
to avoid ib's absolute bullshit FIFO style position
tracking..
"""
from .api import (
get_client,
)
from .feed import (
open_history_client,
open_symbol_search,
stream_quotes,
)
from .broker import trades_dialogue
__all__ = [
'get_client',
'trades_dialogue',
'open_history_client',
'open_symbol_search',
'stream_quotes',
]
# tractor RPC enable arg
__enable_modules__: list[str] = [
'api',
'feed',
'broker',
]
# passed to ``tractor.ActorNursery.start_actor()``
_spawn_kwargs = {
'infect_asyncio': True,
}
# annotation to let backend agnostic code
# know if ``brokerd`` should be spawned with
# ``tractor``'s aio mode.
_infect_asyncio: bool = True

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@ -1,590 +0,0 @@
# piker: trading gear for hackers
# Copyright (C) Tyler Goodlet (in stewardship for pikers)
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU Affero General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Affero General Public License for more details.
# You should have received a copy of the GNU Affero General Public License
# along with this program. If not, see <https://www.gnu.org/licenses/>.
"""
Order and trades endpoints for use with ``piker``'s EMS.
"""
from __future__ import annotations
from dataclasses import asdict
from functools import partial
from pprint import pformat
import time
from typing import (
Any,
Optional,
AsyncIterator,
)
import trio
from trio_typing import TaskStatus
import tractor
from ib_insync.contract import (
Contract,
Option,
)
from ib_insync.order import (
Trade,
OrderStatus,
)
from ib_insync.objects import (
Fill,
Execution,
)
from ib_insync.objects import Position
from piker import config
from piker.log import get_console_log
from piker.clearing._messages import (
BrokerdOrder,
BrokerdOrderAck,
BrokerdStatus,
BrokerdPosition,
BrokerdCancel,
BrokerdFill,
BrokerdError,
)
from .api import (
_accounts2clients,
_adhoc_futes_set,
log,
get_config,
open_client_proxies,
Client,
)
def pack_position(
pos: Position
) -> dict[str, Any]:
con = pos.contract
if isinstance(con, Option):
# TODO: option symbol parsing and sane display:
symbol = con.localSymbol.replace(' ', '')
else:
# TODO: lookup fqsn even for derivs.
symbol = con.symbol.lower()
exch = (con.primaryExchange or con.exchange).lower()
symkey = '.'.join((symbol, exch))
if not exch:
# attempt to lookup the symbol from our
# hacked set..
for sym in _adhoc_futes_set:
if symbol in sym:
symkey = sym
break
expiry = con.lastTradeDateOrContractMonth
if expiry:
symkey += f'.{expiry}'
# TODO: options contracts into a sane format..
return BrokerdPosition(
broker='ib',
account=pos.account,
symbol=symkey,
currency=con.currency,
size=float(pos.position),
avg_price=float(pos.avgCost) / float(con.multiplier or 1.0),
)
async def handle_order_requests(
ems_order_stream: tractor.MsgStream,
accounts_def: dict[str, str],
) -> None:
request_msg: dict
async for request_msg in ems_order_stream:
log.info(f'Received order request {request_msg}')
action = request_msg['action']
account = request_msg['account']
acct_number = accounts_def.get(account)
if not acct_number:
log.error(
f'An IB account number for name {account} is not found?\n'
'Make sure you have all TWS and GW instances running.'
)
await ems_order_stream.send(BrokerdError(
oid=request_msg['oid'],
symbol=request_msg['symbol'],
reason=f'No account found: `{account}` ?',
).dict())
continue
client = _accounts2clients.get(account)
if not client:
log.error(
f'An IB client for account name {account} is not found.\n'
'Make sure you have all TWS and GW instances running.'
)
await ems_order_stream.send(BrokerdError(
oid=request_msg['oid'],
symbol=request_msg['symbol'],
reason=f'No api client loaded for account: `{account}` ?',
).dict())
continue
if action in {'buy', 'sell'}:
# validate
order = BrokerdOrder(**request_msg)
# call our client api to submit the order
reqid = client.submit_limit(
oid=order.oid,
symbol=order.symbol,
price=order.price,
action=order.action,
size=order.size,
account=acct_number,
# XXX: by default 0 tells ``ib_insync`` methods that
# there is no existing order so ask the client to create
# a new one (which it seems to do by allocating an int
# counter - collision prone..)
reqid=order.reqid,
)
if reqid is None:
await ems_order_stream.send(BrokerdError(
oid=request_msg['oid'],
symbol=request_msg['symbol'],
reason='Order already active?',
).dict())
# deliver ack that order has been submitted to broker routing
await ems_order_stream.send(
BrokerdOrderAck(
# ems order request id
oid=order.oid,
# broker specific request id
reqid=reqid,
time_ns=time.time_ns(),
account=account,
).dict()
)
elif action == 'cancel':
msg = BrokerdCancel(**request_msg)
client.submit_cancel(reqid=msg.reqid)
else:
log.error(f'Unknown order command: {request_msg}')
async def recv_trade_updates(
client: Client,
to_trio: trio.abc.SendChannel,
) -> None:
"""Stream a ticker using the std L1 api.
"""
client.inline_errors(to_trio)
# sync with trio task
to_trio.send_nowait(None)
def push_tradesies(eventkit_obj, obj, fill=None):
"""Push events to trio task.
"""
if fill is not None:
# execution details event
item = ('fill', (obj, fill))
elif eventkit_obj.name() == 'positionEvent':
item = ('position', obj)
else:
item = ('status', obj)
log.info(f'eventkit event ->\n{pformat(item)}')
try:
to_trio.send_nowait(item)
except trio.BrokenResourceError:
log.exception(f'Disconnected from {eventkit_obj} updates')
eventkit_obj.disconnect(push_tradesies)
# hook up to the weird eventkit object - event stream api
for ev_name in [
'orderStatusEvent', # all order updates
'execDetailsEvent', # all "fill" updates
'positionEvent', # avg price updates per symbol per account
# 'commissionReportEvent',
# XXX: ugh, it is a separate event from IB and it's
# emitted as follows:
# self.ib.commissionReportEvent.emit(trade, fill, report)
# XXX: not sure yet if we need these
# 'updatePortfolioEvent',
# XXX: these all seem to be weird ib_insync intrernal
# events that we probably don't care that much about
# given the internal design is wonky af..
# 'newOrderEvent',
# 'orderModifyEvent',
# 'cancelOrderEvent',
# 'openOrderEvent',
]:
eventkit_obj = getattr(client.ib, ev_name)
handler = partial(push_tradesies, eventkit_obj)
eventkit_obj.connect(handler)
# let the engine run and stream
await client.ib.disconnectedEvent
@tractor.context
async def trades_dialogue(
ctx: tractor.Context,
loglevel: str = None,
) -> AsyncIterator[dict[str, Any]]:
# XXX: required to propagate ``tractor`` loglevel to piker logging
get_console_log(loglevel or tractor.current_actor().loglevel)
accounts_def = config.load_accounts(['ib'])
global _client_cache
# deliver positions to subscriber before anything else
all_positions = []
accounts = set()
clients: list[tuple[Client, trio.MemoryReceiveChannel]] = []
async with (
trio.open_nursery() as nurse,
open_client_proxies() as (proxies, aioclients),
):
for account, proxy in proxies.items():
client = aioclients[account]
async def open_stream(
task_status: TaskStatus[
trio.abc.ReceiveChannel
] = trio.TASK_STATUS_IGNORED,
):
# each api client has a unique event stream
async with tractor.to_asyncio.open_channel_from(
recv_trade_updates,
client=client,
) as (first, trade_event_stream):
task_status.started(trade_event_stream)
await trio.sleep_forever()
trade_event_stream = await nurse.start(open_stream)
clients.append((client, trade_event_stream))
assert account in accounts_def
accounts.add(account)
for client in aioclients.values():
for pos in client.positions():
msg = pack_position(pos)
msg.account = accounts_def.inverse[msg.account]
assert msg.account in accounts, (
f'Position for unknown account: {msg.account}')
all_positions.append(msg.dict())
trades: list[dict] = []
for proxy in proxies.values():
trades.append(await proxy.trades())
log.info(f'Loaded {len(trades)} from this session')
# TODO: write trades to local ``trades.toml``
# - use above per-session trades data and write to local file
# - get the "flex reports" working and pull historical data and
# also save locally.
await ctx.started((
all_positions,
tuple(name for name in accounts_def if name in accounts),
))
async with (
ctx.open_stream() as ems_stream,
trio.open_nursery() as n,
):
# start order request handler **before** local trades event loop
n.start_soon(handle_order_requests, ems_stream, accounts_def)
# allocate event relay tasks for each client connection
for client, stream in clients:
n.start_soon(
deliver_trade_events,
stream,
ems_stream,
accounts_def
)
# block until cancelled
await trio.sleep_forever()
async def deliver_trade_events(
trade_event_stream: trio.MemoryReceiveChannel,
ems_stream: tractor.MsgStream,
accounts_def: dict[str, str],
) -> None:
'''Format and relay all trade events for a given client to the EMS.
'''
action_map = {'BOT': 'buy', 'SLD': 'sell'}
# TODO: for some reason we can receive a ``None`` here when the
# ib-gw goes down? Not sure exactly how that's happening looking
# at the eventkit code above but we should probably handle it...
async for event_name, item in trade_event_stream:
log.info(f'ib sending {event_name}:\n{pformat(item)}')
# TODO: templating the ib statuses in comparison with other
# brokers is likely the way to go:
# https://interactivebrokers.github.io/tws-api/interfaceIBApi_1_1EWrapper.html#a17f2a02d6449710b6394d0266a353313
# short list:
# - PendingSubmit
# - PendingCancel
# - PreSubmitted (simulated orders)
# - ApiCancelled (cancelled by client before submission
# to routing)
# - Cancelled
# - Filled
# - Inactive (reject or cancelled but not by trader)
# XXX: here's some other sucky cases from the api
# - short-sale but securities haven't been located, in this
# case we should probably keep the order in some kind of
# weird state or cancel it outright?
# status='PendingSubmit', message=''),
# status='Cancelled', message='Error 404,
# reqId 1550: Order held while securities are located.'),
# status='PreSubmitted', message='')],
if event_name == 'status':
# XXX: begin normalization of nonsense ib_insync internal
# object-state tracking representations...
# unwrap needed data from ib_insync internal types
trade: Trade = item
status: OrderStatus = trade.orderStatus
# skip duplicate filled updates - we get the deats
# from the execution details event
msg = BrokerdStatus(
reqid=trade.order.orderId,
time_ns=time.time_ns(), # cuz why not
account=accounts_def.inverse[trade.order.account],
# everyone doin camel case..
status=status.status.lower(), # force lower case
filled=status.filled,
reason=status.whyHeld,
# this seems to not be necessarily up to date in the
# execDetails event.. so we have to send it here I guess?
remaining=status.remaining,
broker_details={'name': 'ib'},
)
elif event_name == 'fill':
# for wtv reason this is a separate event type
# from IB, not sure why it's needed other then for extra
# complexity and over-engineering :eyeroll:.
# we may just end up dropping these events (or
# translating them to ``Status`` msgs) if we can
# show the equivalent status events are no more latent.
# unpack ib_insync types
# pep-0526 style:
# https://www.python.org/dev/peps/pep-0526/#global-and-local-variable-annotations
trade: Trade
fill: Fill
trade, fill = item
execu: Execution = fill.execution
# TODO: normalize out commissions details?
details = {
'contract': asdict(fill.contract),
'execution': asdict(fill.execution),
'commissions': asdict(fill.commissionReport),
'broker_time': execu.time, # supposedly server fill time
'name': 'ib',
}
msg = BrokerdFill(
# should match the value returned from `.submit_limit()`
reqid=execu.orderId,
time_ns=time.time_ns(), # cuz why not
action=action_map[execu.side],
size=execu.shares,
price=execu.price,
broker_details=details,
# XXX: required by order mode currently
broker_time=details['broker_time'],
)
elif event_name == 'error':
err: dict = item
# f$#$% gawd dammit insync..
con = err['contract']
if isinstance(con, Contract):
err['contract'] = asdict(con)
if err['reqid'] == -1:
log.error(f'TWS external order error:\n{pformat(err)}')
# TODO: what schema for this msg if we're going to make it
# portable across all backends?
# msg = BrokerdError(**err)
continue
elif event_name == 'position':
msg = pack_position(item)
msg.account = accounts_def.inverse[msg.account]
elif event_name == 'event':
# it's either a general system status event or an external
# trade event?
log.info(f"TWS system status: \n{pformat(item)}")
# TODO: support this again but needs parsing at the callback
# level...
# reqid = item.get('reqid', 0)
# if getattr(msg, 'reqid', 0) < -1:
# log.info(f"TWS triggered trade\n{pformat(msg.dict())}")
continue
# msg.reqid = 'tws-' + str(-1 * reqid)
# mark msg as from "external system"
# TODO: probably something better then this.. and start
# considering multiplayer/group trades tracking
# msg.broker_details['external_src'] = 'tws'
# XXX: we always serialize to a dict for msgpack
# translations, ideally we can move to an msgspec (or other)
# encoder # that can be enabled in ``tractor`` ahead of
# time so we can pass through the message types directly.
await ems_stream.send(msg.dict())
def load_flex_trades(
path: Optional[str] = None,
) -> dict[str, str]:
from pprint import pprint
from ib_insync import flexreport, util
conf = get_config()
if not path:
# load ``brokers.toml`` and try to get the flex
# token and query id that must be previously defined
# by the user.
token = conf.get('flex_token')
if not token:
raise ValueError(
'You must specify a ``flex_token`` field in your'
'`brokers.toml` in order load your trade log, see our'
'intructions for how to set this up here:\n'
'PUT LINK HERE!'
)
qid = conf['flex_trades_query_id']
# TODO: hack this into our logging
# system like we do with the API client..
util.logToConsole()
# TODO: rewrite the query part of this with async..httpx?
report = flexreport.FlexReport(
token=token,
queryId=qid,
)
else:
# XXX: another project we could potentially look at,
# https://pypi.org/project/ibflex/
report = flexreport.FlexReport(path=path)
trade_entries = report.extract('Trade')
trades = {
# XXX: LOL apparently ``toml`` has a bug
# where a section key error will show up in the write
# if you leave this as an ``int``?
str(t.__dict__['tradeID']): t.__dict__
for t in trade_entries
}
ln = len(trades)
log.info(f'Loaded {ln} trades from flex query')
trades_by_account = {}
for tid, trade in trades.items():
trades_by_account.setdefault(
# oddly for some so-called "BookTrade" entries
# this field seems to be blank, no cuckin clue.
# trade['ibExecID']
str(trade['accountId']), {}
)[tid] = trade
section = {'ib': trades_by_account}
pprint(section)
# TODO: load the config first and append in
# the new trades loaded here..
try:
config.write(section, 'trades')
except KeyError:
import pdbpp; pdbpp.set_trace() # noqa
if __name__ == '__main__':
load_flex_trades()

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@ -1,938 +0,0 @@
# piker: trading gear for hackers
# Copyright (C) Tyler Goodlet (in stewardship for pikers)
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU Affero General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Affero General Public License for more details.
# You should have received a copy of the GNU Affero General Public License
# along with this program. If not, see <https://www.gnu.org/licenses/>.
"""
Data feed endpoints pre-wrapped and ready for use with ``tractor``/``trio``.
"""
from __future__ import annotations
import asyncio
from contextlib import asynccontextmanager as acm
from dataclasses import asdict
from datetime import datetime
from math import isnan
import time
from typing import (
Callable,
Optional,
Awaitable,
)
from async_generator import aclosing
from fuzzywuzzy import process as fuzzy
import numpy as np
import pendulum
import tractor
import trio
from trio_typing import TaskStatus
from piker.data._sharedmem import ShmArray
from .._util import SymbolNotFound, NoData
from .api import (
_adhoc_futes_set,
log,
load_aio_clients,
ibis,
MethodProxy,
open_client_proxies,
get_preferred_data_client,
Ticker,
RequestError,
Contract,
)
# https://interactivebrokers.github.io/tws-api/tick_types.html
tick_types = {
77: 'trade',
# a "utrade" aka an off exchange "unreportable" (dark) vlm:
# https://interactivebrokers.github.io/tws-api/tick_types.html#rt_volume
48: 'dark_trade',
# standard L1 ticks
0: 'bsize',
1: 'bid',
2: 'ask',
3: 'asize',
4: 'last',
5: 'size',
8: 'volume',
# ``ib_insync`` already packs these into
# quotes under the following fields.
# 55: 'trades_per_min', # `'tradeRate'`
# 56: 'vlm_per_min', # `'volumeRate'`
# 89: 'shortable', # `'shortableShares'`
}
@acm
async def open_data_client() -> MethodProxy:
'''
Open the first found preferred "data client" as defined in the
user's ``brokers.toml`` in the ``ib.prefer_data_account`` variable
and deliver that client wrapped in a ``MethodProxy``.
'''
async with (
open_client_proxies() as (proxies, clients),
):
account_name, client = get_preferred_data_client(clients)
proxy = proxies.get(f'ib.{account_name}')
if not proxy:
raise ValueError(
f'No preferred data client could be found for {account_name}!'
)
yield proxy
@acm
async def open_history_client(
symbol: str,
) -> tuple[Callable, int]:
'''
History retreival endpoint - delivers a historical frame callble
that takes in ``pendulum.datetime`` and returns ``numpy`` arrays.
'''
async with open_data_client() as proxy:
async def get_hist(
end_dt: Optional[datetime] = None,
start_dt: Optional[datetime] = None,
) -> tuple[np.ndarray, str]:
out, fails = await get_bars(proxy, symbol, end_dt=end_dt)
# TODO: add logic here to handle tradable hours and only grab
# valid bars in the range
if out is None:
# could be trying to retreive bars over weekend
log.error(f"Can't grab bars starting at {end_dt}!?!?")
raise NoData(
f'{end_dt}',
frame_size=2000,
)
bars, bars_array, first_dt, last_dt = out
# volume cleaning since there's -ve entries,
# wood luv to know what crookery that is..
vlm = bars_array['volume']
vlm[vlm < 0] = 0
return bars_array, first_dt, last_dt
# TODO: it seems like we can do async queries for ohlc
# but getting the order right still isn't working and I'm not
# quite sure why.. needs some tinkering and probably
# a lookthrough of the ``ib_insync`` machinery, for eg. maybe
# we have to do the batch queries on the `asyncio` side?
yield get_hist, {'erlangs': 1, 'rate': 6}
_pacing: str = (
'Historical Market Data Service error '
'message:Historical data request pacing violation'
)
async def get_bars(
proxy: MethodProxy,
fqsn: str,
# blank to start which tells ib to look up the latest datum
end_dt: str = '',
) -> (dict, np.ndarray):
'''
Retrieve historical data from a ``trio``-side task using
a ``MethoProxy``.
'''
fails = 0
bars: Optional[list] = None
first_dt: datetime = None
last_dt: datetime = None
if end_dt:
last_dt = pendulum.from_timestamp(end_dt.timestamp())
for _ in range(10):
try:
out = await proxy.bars(
fqsn=fqsn,
end_dt=end_dt,
)
if out:
bars, bars_array = out
else:
await tractor.breakpoint()
if bars_array is None:
raise SymbolNotFound(fqsn)
first_dt = pendulum.from_timestamp(
bars[0].date.timestamp())
last_dt = pendulum.from_timestamp(
bars[-1].date.timestamp())
time = bars_array['time']
assert time[-1] == last_dt.timestamp()
assert time[0] == first_dt.timestamp()
log.info(
f'{len(bars)} bars retreived for {first_dt} -> {last_dt}'
)
return (bars, bars_array, first_dt, last_dt), fails
except RequestError as err:
msg = err.message
# why do we always need to rebind this?
# _err = err
if 'No market data permissions for' in msg:
# TODO: signalling for no permissions searches
raise NoData(
f'Symbol: {fqsn}',
)
elif (
err.code == 162
and 'HMDS query returned no data' in err.message
):
# XXX: this is now done in the storage mgmt layer
# and we shouldn't implicitly decrement the frame dt
# index since the upper layer may be doing so
# concurrently and we don't want to be delivering frames
# that weren't asked for.
log.warning(
f'NO DATA found ending @ {end_dt}\n'
)
# try to decrement start point and look further back
# end_dt = last_dt = last_dt.subtract(seconds=2000)
raise NoData(
f'Symbol: {fqsn}',
frame_size=2000,
)
elif _pacing in msg:
log.warning(
'History throttle rate reached!\n'
'Resetting farms with `ctrl-alt-f` hack\n'
)
# TODO: we might have to put a task lock around this
# method..
hist_ev = proxy.status_event(
'HMDS data farm connection is OK:ushmds'
)
# XXX: other event messages we might want to try and
# wait for but i wasn't able to get any of this
# reliable..
# reconnect_start = proxy.status_event(
# 'Market data farm is connecting:usfuture'
# )
# live_ev = proxy.status_event(
# 'Market data farm connection is OK:usfuture'
# )
# try to wait on the reset event(s) to arrive, a timeout
# will trigger a retry up to 6 times (for now).
tries: int = 2
timeout: float = 10
# try 3 time with a data reset then fail over to
# a connection reset.
for i in range(1, tries):
log.warning('Sending DATA RESET request')
await data_reset_hack(reset_type='data')
with trio.move_on_after(timeout) as cs:
for name, ev in [
# TODO: not sure if waiting on other events
# is all that useful here or not. in theory
# you could wait on one of the ones above
# first to verify the reset request was
# sent?
('history', hist_ev),
]:
await ev.wait()
log.info(f"{name} DATA RESET")
break
if cs.cancelled_caught:
fails += 1
log.warning(
f'Data reset {name} timeout, retrying {i}.'
)
continue
else:
log.warning('Sending CONNECTION RESET')
await data_reset_hack(reset_type='connection')
with trio.move_on_after(timeout) as cs:
for name, ev in [
# TODO: not sure if waiting on other events
# is all that useful here or not. in theory
# you could wait on one of the ones above
# first to verify the reset request was
# sent?
('history', hist_ev),
]:
await ev.wait()
log.info(f"{name} DATA RESET")
if cs.cancelled_caught:
fails += 1
log.warning('Data CONNECTION RESET timeout!?')
else:
raise
return None, None
# else: # throttle wasn't fixed so error out immediately
# raise _err
async def backfill_bars(
fqsn: str,
shm: ShmArray, # type: ignore # noqa
# TODO: we want to avoid overrunning the underlying shm array buffer
# and we should probably calc the number of calls to make depending
# on that until we have the `marketstore` daemon in place in which
# case the shm size will be driven by user config and available sys
# memory.
count: int = 16,
task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
) -> None:
'''
Fill historical bars into shared mem / storage afap.
TODO: avoid pacing constraints:
https://github.com/pikers/piker/issues/128
'''
# last_dt1 = None
last_dt = None
with trio.CancelScope() as cs:
async with open_data_client() as proxy:
out, fails = await get_bars(proxy, fqsn)
if out is None:
raise RuntimeError("Could not pull currrent history?!")
(first_bars, bars_array, first_dt, last_dt) = out
vlm = bars_array['volume']
vlm[vlm < 0] = 0
last_dt = first_dt
# write historical data to buffer
shm.push(bars_array)
task_status.started(cs)
i = 0
while i < count:
out, fails = await get_bars(proxy, fqsn, end_dt=first_dt)
if out is None:
# could be trying to retreive bars over weekend
# TODO: add logic here to handle tradable hours and
# only grab valid bars in the range
log.error(f"Can't grab bars starting at {first_dt}!?!?")
# XXX: get_bars() should internally decrement dt by
# 2k seconds and try again.
continue
(first_bars, bars_array, first_dt, last_dt) = out
# last_dt1 = last_dt
# last_dt = first_dt
# volume cleaning since there's -ve entries,
# wood luv to know what crookery that is..
vlm = bars_array['volume']
vlm[vlm < 0] = 0
# TODO we should probably dig into forums to see what peeps
# think this data "means" and then use it as an indicator of
# sorts? dinkus has mentioned that $vlms for the day dont'
# match other platforms nor the summary stat tws shows in
# the monitor - it's probably worth investigating.
shm.push(bars_array, prepend=True)
i += 1
asset_type_map = {
'STK': 'stock',
'OPT': 'option',
'FUT': 'future',
'CONTFUT': 'continuous_future',
'CASH': 'forex',
'IND': 'index',
'CFD': 'cfd',
'BOND': 'bond',
'CMDTY': 'commodity',
'FOP': 'futures_option',
'FUND': 'mutual_fund',
'WAR': 'warrant',
'IOPT': 'warran',
'BAG': 'bag',
# 'NEWS': 'news',
}
_quote_streams: dict[str, trio.abc.ReceiveStream] = {}
async def _setup_quote_stream(
from_trio: asyncio.Queue,
to_trio: trio.abc.SendChannel,
symbol: str,
opts: tuple[int] = (
'375', # RT trade volume (excludes utrades)
'233', # RT trade volume (includes utrades)
'236', # Shortable shares
# these all appear to only be updated every 25s thus
# making them mostly useless and explains why the scanner
# is always slow XD
# '293', # Trade count for day
'294', # Trade rate / minute
'295', # Vlm rate / minute
),
contract: Optional[Contract] = None,
) -> trio.abc.ReceiveChannel:
'''
Stream a ticker using the std L1 api.
This task is ``asyncio``-side and must be called from
``tractor.to_asyncio.open_channel_from()``.
'''
global _quote_streams
to_trio.send_nowait(None)
async with load_aio_clients() as accts2clients:
caccount_name, client = get_preferred_data_client(accts2clients)
contract = contract or (await client.find_contract(symbol))
ticker: Ticker = client.ib.reqMktData(contract, ','.join(opts))
# NOTE: it's batch-wise and slow af but I guess could
# be good for backchecking? Seems to be every 5s maybe?
# ticker: Ticker = client.ib.reqTickByTickData(
# contract, 'Last',
# )
# # define a simple queue push routine that streams quote packets
# # to trio over the ``to_trio`` memory channel.
# to_trio, from_aio = trio.open_memory_channel(2**8) # type: ignore
def teardown():
ticker.updateEvent.disconnect(push)
log.error(f"Disconnected stream for `{symbol}`")
client.ib.cancelMktData(contract)
# decouple broadcast mem chan
_quote_streams.pop(symbol, None)
def push(t: Ticker) -> None:
"""
Push quotes to trio task.
"""
# log.debug(t)
try:
to_trio.send_nowait(t)
except (
trio.BrokenResourceError,
# XXX: HACK, not sure why this gets left stale (probably
# due to our terrible ``tractor.to_asyncio``
# implementation for streams.. but if the mem chan
# gets left here and starts blocking just kill the feed?
# trio.WouldBlock,
):
# XXX: eventkit's ``Event.emit()`` for whatever redic
# reason will catch and ignore regular exceptions
# resulting in tracebacks spammed to console..
# Manually do the dereg ourselves.
teardown()
except trio.WouldBlock:
log.warning(
f'channel is blocking symbol feed for {symbol}?'
f'\n{to_trio.statistics}'
)
# except trio.WouldBlock:
# # for slow debugging purposes to avoid clobbering prompt
# # with log msgs
# pass
ticker.updateEvent.connect(push)
try:
await asyncio.sleep(float('inf'))
finally:
teardown()
# return from_aio
@acm
async def open_aio_quote_stream(
symbol: str,
contract: Optional[Contract] = None,
) -> trio.abc.ReceiveStream:
from tractor.trionics import broadcast_receiver
global _quote_streams
from_aio = _quote_streams.get(symbol)
if from_aio:
# if we already have a cached feed deliver a rx side clone to consumer
async with broadcast_receiver(
from_aio,
2**6,
) as from_aio:
yield from_aio
return
async with tractor.to_asyncio.open_channel_from(
_setup_quote_stream,
symbol=symbol,
contract=contract,
) as (first, from_aio):
# cache feed for later consumers
_quote_streams[symbol] = from_aio
yield from_aio
# TODO: cython/mypyc/numba this!
def normalize(
ticker: Ticker,
calc_price: bool = False
) -> dict:
# should be real volume for this contract by default
calc_price = False
# check for special contract types
con = ticker.contract
if type(con) in (
ibis.Commodity,
ibis.Forex,
):
# commodities and forex don't have an exchange name and
# no real volume so we have to calculate the price
suffix = con.secType
# no real volume on this tract
calc_price = True
else:
suffix = con.primaryExchange
if not suffix:
suffix = con.exchange
# append a `.<suffix>` to the returned symbol
# key for derivatives that normally is the expiry
# date key.
expiry = con.lastTradeDateOrContractMonth
if expiry:
suffix += f'.{expiry}'
# convert named tuples to dicts so we send usable keys
new_ticks = []
for tick in ticker.ticks:
if tick and not isinstance(tick, dict):
td = tick._asdict()
td['type'] = tick_types.get(
td['tickType'],
'n/a',
)
new_ticks.append(td)
tbt = ticker.tickByTicks
if tbt:
print(f'tickbyticks:\n {ticker.tickByTicks}')
ticker.ticks = new_ticks
# some contracts don't have volume so we may want to calculate
# a midpoint price based on data we can acquire (such as bid / ask)
if calc_price:
ticker.ticks.append(
{'type': 'trade', 'price': ticker.marketPrice()}
)
# serialize for transport
data = asdict(ticker)
# generate fqsn with possible specialized suffix
# for derivatives, note the lowercase.
data['symbol'] = data['fqsn'] = '.'.join(
(con.symbol, suffix)
).lower()
# convert named tuples to dicts for transport
tbts = data.get('tickByTicks')
if tbts:
data['tickByTicks'] = [tbt._asdict() for tbt in tbts]
# add time stamps for downstream latency measurements
data['brokerd_ts'] = time.time()
# stupid stupid shit...don't even care any more..
# leave it until we do a proper latency study
# if ticker.rtTime is not None:
# data['broker_ts'] = data['rtTime_s'] = float(
# ticker.rtTime.timestamp) / 1000.
data.pop('rtTime')
return data
async def stream_quotes(
send_chan: trio.abc.SendChannel,
symbols: list[str],
feed_is_live: trio.Event,
loglevel: str = None,
# startup sync
task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
) -> None:
'''
Stream symbol quotes.
This is a ``trio`` callable routine meant to be invoked
once the brokerd is up.
'''
# TODO: support multiple subscriptions
sym = symbols[0]
log.info(f'request for real-time quotes: {sym}')
async with open_data_client() as proxy:
con, first_ticker, details = await proxy.get_sym_details(symbol=sym)
first_quote = normalize(first_ticker)
# print(f'first quote: {first_quote}')
def mk_init_msgs() -> dict[str, dict]:
'''
Collect a bunch of meta-data useful for feed startup and
pack in a `dict`-msg.
'''
# pass back some symbol info like min_tick, trading_hours, etc.
syminfo = asdict(details)
syminfo.update(syminfo['contract'])
# nested dataclass we probably don't need and that won't IPC
# serialize
syminfo.pop('secIdList')
# TODO: more consistent field translation
atype = syminfo['asset_type'] = asset_type_map[syminfo['secType']]
# for stocks it seems TWS reports too small a tick size
# such that you can't submit orders with that granularity?
min_tick = 0.01 if atype == 'stock' else 0
syminfo['price_tick_size'] = max(syminfo['minTick'], min_tick)
# for "traditional" assets, volume is normally discreet, not
# a float
syminfo['lot_tick_size'] = 0.0
ibclient = proxy._aio_ns.ib.client
host, port = ibclient.host, ibclient.port
# TODO: for loop through all symbols passed in
init_msgs = {
# pass back token, and bool, signalling if we're the writer
# and that history has been written
sym: {
'symbol_info': syminfo,
'fqsn': first_quote['fqsn'],
},
'status': {
'data_ep': f'{host}:{port}',
},
}
return init_msgs
init_msgs = mk_init_msgs()
# TODO: we should instead spawn a task that waits on a feed to start
# and let it wait indefinitely..instead of this hard coded stuff.
with trio.move_on_after(1):
contract, first_ticker, details = await proxy.get_quote(symbol=sym)
# it might be outside regular trading hours so see if we can at
# least grab history.
if isnan(first_ticker.last):
task_status.started((init_msgs, first_quote))
# it's not really live but this will unblock
# the brokerd feed task to tell the ui to update?
feed_is_live.set()
# block and let data history backfill code run.
await trio.sleep_forever()
return # we never expect feed to come up?
async with open_aio_quote_stream(
symbol=sym,
contract=con,
) as stream:
# ugh, clear ticks since we've consumed them
# (ahem, ib_insync is stateful trash)
first_ticker.ticks = []
task_status.started((init_msgs, first_quote))
async with aclosing(stream):
if type(first_ticker.contract) not in (
ibis.Commodity,
ibis.Forex
):
# wait for real volume on feed (trading might be closed)
while True:
ticker = await stream.receive()
# for a real volume contract we rait for the first
# "real" trade to take place
if (
# not calc_price
# and not ticker.rtTime
not ticker.rtTime
):
# spin consuming tickers until we get a real
# market datum
log.debug(f"New unsent ticker: {ticker}")
continue
else:
log.debug("Received first real volume tick")
# ugh, clear ticks since we've consumed them
# (ahem, ib_insync is truly stateful trash)
ticker.ticks = []
# XXX: this works because we don't use
# ``aclosing()`` above?
break
quote = normalize(ticker)
log.debug(f"First ticker received {quote}")
# tell caller quotes are now coming in live
feed_is_live.set()
# last = time.time()
async for ticker in stream:
quote = normalize(ticker)
await send_chan.send({quote['fqsn']: quote})
# ugh, clear ticks since we've consumed them
ticker.ticks = []
# last = time.time()
async def data_reset_hack(
reset_type: str = 'data',
) -> None:
'''
Run key combos for resetting data feeds and yield back to caller
when complete.
This is a linux-only hack around:
https://interactivebrokers.github.io/tws-api/historical_limitations.html#pacing_violations
TODOs:
- a return type that hopefully determines if the hack was
successful.
- other OS support?
- integration with ``ib-gw`` run in docker + Xorg?
'''
async def vnc_click_hack(
reset_type: str = 'data'
) -> None:
'''
Reset the data or netowork connection for the VNC attached
ib gateway using magic combos.
'''
key = {'data': 'f', 'connection': 'r'}[reset_type]
import asyncvnc
async with asyncvnc.connect(
'localhost',
port=3003,
# password='ibcansmbz',
) as client:
# move to middle of screen
# 640x1800
client.mouse.move(
x=500,
y=500,
)
client.mouse.click()
client.keyboard.press('Ctrl', 'Alt', key) # keys are stacked
await tractor.to_asyncio.run_task(vnc_click_hack)
# we don't really need the ``xdotool`` approach any more B)
return True
@tractor.context
async def open_symbol_search(
ctx: tractor.Context,
) -> None:
# TODO: load user defined symbol set locally for fast search?
await ctx.started({})
async with open_data_client() as proxy:
async with ctx.open_stream() as stream:
last = time.time()
async for pattern in stream:
log.debug(f'received {pattern}')
now = time.time()
assert pattern, 'IB can not accept blank search pattern'
# throttle search requests to no faster then 1Hz
diff = now - last
if diff < 1.0:
log.debug('throttle sleeping')
await trio.sleep(diff)
try:
pattern = stream.receive_nowait()
except trio.WouldBlock:
pass
if not pattern or pattern.isspace():
log.warning('empty pattern received, skipping..')
# TODO: *BUG* if nothing is returned here the client
# side will cache a null set result and not showing
# anything to the use on re-searches when this query
# timed out. We probably need a special "timeout" msg
# or something...
# XXX: this unblocks the far end search task which may
# hold up a multi-search nursery block
await stream.send({})
continue
log.debug(f'searching for {pattern}')
last = time.time()
# async batch search using api stocks endpoint and module
# defined adhoc symbol set.
stock_results = []
async def stash_results(target: Awaitable[list]):
stock_results.extend(await target)
async with trio.open_nursery() as sn:
sn.start_soon(
stash_results,
proxy.search_symbols(
pattern=pattern,
upto=5,
),
)
# trigger async request
await trio.sleep(0)
# match against our ad-hoc set immediately
adhoc_matches = fuzzy.extractBests(
pattern,
list(_adhoc_futes_set),
score_cutoff=90,
)
log.info(f'fuzzy matched adhocs: {adhoc_matches}')
adhoc_match_results = {}
if adhoc_matches:
# TODO: do we need to pull contract details?
adhoc_match_results = {i[0]: {} for i in adhoc_matches}
log.debug(f'fuzzy matching stocks {stock_results}')
stock_matches = fuzzy.extractBests(
pattern,
stock_results,
score_cutoff=50,
)
matches = adhoc_match_results | {
item[0]: {} for item in stock_matches
}
# TODO: we used to deliver contract details
# {item[2]: item[0] for item in stock_matches}
log.debug(f"sending matches: {matches.keys()}")
await stream.send(matches)

View File

@ -21,7 +21,6 @@ Kraken backend.
from contextlib import asynccontextmanager as acm from contextlib import asynccontextmanager as acm
from dataclasses import asdict, field from dataclasses import asdict, field
from datetime import datetime from datetime import datetime
from pprint import pformat
from typing import Any, Optional, AsyncIterator, Callable, Union from typing import Any, Optional, AsyncIterator, Callable, Union
import time import time
@ -570,10 +569,7 @@ async def handle_order_requests(
order: BrokerdOrder order: BrokerdOrder
async for request_msg in ems_order_stream: async for request_msg in ems_order_stream:
log.info( log.info(f'Received order request {request_msg}')
'Received order request:\n'
f'{pformat(request_msg)}'
)
action = request_msg['action'] action = request_msg['action']
@ -632,7 +628,6 @@ async def handle_order_requests(
# update the internal pairing of oid to krakens # update the internal pairing of oid to krakens
# txid with the new txid that is returned on edit # txid with the new txid that is returned on edit
reqid = resp['result']['txid'] reqid = resp['result']['txid']
# deliver ack that order has been submitted to broker routing # deliver ack that order has been submitted to broker routing
await ems_order_stream.send( await ems_order_stream.send(
BrokerdOrderAck( BrokerdOrderAck(
@ -793,10 +788,7 @@ async def trades_dialogue(
# Get websocket token for authenticated data stream # Get websocket token for authenticated data stream
# Assert that a token was actually received. # Assert that a token was actually received.
resp = await client.endpoint('GetWebSocketsToken', {}) resp = await client.endpoint('GetWebSocketsToken', {})
# lol wtf is this..
assert resp['error'] == [] assert resp['error'] == []
token = resp['result']['token'] token = resp['result']['token']
async with ( async with (

View File

@ -80,9 +80,7 @@ def mk_check(
return check_lt return check_lt
raise ValueError( raise ValueError('trigger: {trigger_price}, last: {known_last}')
f'trigger: {trigger_price}, last: {known_last}'
)
@dataclass @dataclass
@ -563,10 +561,7 @@ async def translate_and_relay_brokerd_events(
name = brokerd_msg['name'] name = brokerd_msg['name']
log.info( log.info(f'Received broker trade event:\n{pformat(brokerd_msg)}')
f'Received broker trade event:\n'
f'{pformat(brokerd_msg)}'
)
if name == 'position': if name == 'position':
@ -618,28 +613,19 @@ async def translate_and_relay_brokerd_events(
# packed at submission since we already know it ahead of # packed at submission since we already know it ahead of
# time # time
paper = brokerd_msg['broker_details'].get('paper_info') paper = brokerd_msg['broker_details'].get('paper_info')
ext = brokerd_msg['broker_details'].get('external')
if paper: if paper:
# paperboi keeps the ems id up front # paperboi keeps the ems id up front
oid = paper['oid'] oid = paper['oid']
elif ext: else:
# may be an order msg specified as "external" to the # may be an order msg specified as "external" to the
# piker ems flow (i.e. generated by some other # piker ems flow (i.e. generated by some other
# external broker backend client (like tws for ib) # external broker backend client (like tws for ib)
ext = brokerd_msg['broker_details'].get('external')
if ext:
log.error(f"External trade event {ext}") log.error(f"External trade event {ext}")
continue continue
else:
# something is out of order, we don't have an oid for
# this broker-side message.
log.error(
'Unknown oid:{oid} for msg:\n'
f'{pformat(brokerd_msg)}'
'Unable to relay message to client side!?'
)
else: else:
# check for existing live flow entry # check for existing live flow entry
entry = book._ems_entries.get(oid) entry = book._ems_entries.get(oid)
@ -837,9 +823,7 @@ async def process_client_order_cmds(
if reqid: if reqid:
# send cancel to brokerd immediately! # send cancel to brokerd immediately!
log.info( log.info("Submitting cancel for live order {reqid}")
f'Submitting cancel for live order {reqid}'
)
await brokerd_order_stream.send(msg.dict()) await brokerd_order_stream.send(msg.dict())

View File

@ -1,5 +1,5 @@
# piker: trading gear for hackers # piker: trading gear for hackers
# Copyright (C) 2018-present Tyler Goodlet (in stewardship for pikers) # Copyright (C) 2018-present Tyler Goodlet (in stewardship of piker0)
# This program is free software: you can redistribute it and/or modify # This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU Affero General Public License as published by # it under the terms of the GNU Affero General Public License as published by
@ -16,7 +16,6 @@
""" """
Broker configuration mgmt. Broker configuration mgmt.
""" """
import platform import platform
import sys import sys
@ -51,7 +50,7 @@ def get_app_dir(app_name, roaming=True, force_posix=False):
Unix (POSIX): Unix (POSIX):
``~/.foo-bar`` ``~/.foo-bar``
Win XP (roaming): Win XP (roaming):
``C:\Documents and Settings\<user>\Local Settings\Application Data\Foo`` ``C:\Documents and Settings\<user>\Local Settings\Application Data\Foo Bar``
Win XP (not roaming): Win XP (not roaming):
``C:\Documents and Settings\<user>\Application Data\Foo Bar`` ``C:\Documents and Settings\<user>\Application Data\Foo Bar``
Win 7 (roaming): Win 7 (roaming):
@ -82,8 +81,7 @@ def get_app_dir(app_name, roaming=True, force_posix=False):
folder = os.path.expanduser("~") folder = os.path.expanduser("~")
return os.path.join(folder, app_name) return os.path.join(folder, app_name)
if force_posix: if force_posix:
return os.path.join( return os.path.join(os.path.expanduser("~/.{}".format(_posixify(app_name))))
os.path.expanduser("~/.{}".format(_posixify(app_name))))
if sys.platform == "darwin": if sys.platform == "darwin":
return os.path.join( return os.path.join(
os.path.expanduser("~/Library/Application Support"), app_name os.path.expanduser("~/Library/Application Support"), app_name
@ -109,12 +107,7 @@ if _parent_user:
] ]
) )
_conf_names: set[str] = { _file_name = 'brokers.toml'
'brokers',
'trades',
'watchlists',
}
_watchlists_data_path = os.path.join(_config_dir, 'watchlists.json') _watchlists_data_path = os.path.join(_config_dir, 'watchlists.json')
_context_defaults = dict( _context_defaults = dict(
default_map={ default_map={
@ -136,43 +129,23 @@ def _override_config_dir(
_config_dir = path _config_dir = path
def _conf_fn_w_ext( def get_broker_conf_path():
name: str,
) -> str:
# change this if we ever change the config file format.
return f'{name}.toml'
def get_conf_path(
conf_name: str = 'brokers',
) -> str:
"""Return the default config path normally under """Return the default config path normally under
``~/.config/piker`` on linux. ``~/.config/piker`` on linux.
Contains files such as: Contains files such as:
- brokers.toml - brokers.toml
- watchlists.toml - watchlists.toml
- trades.toml
# maybe coming soon ;)
- signals.toml - signals.toml
- strats.toml - strats.toml
""" """
assert conf_name in _conf_names return os.path.join(_config_dir, _file_name)
fn = _conf_fn_w_ext(conf_name)
return os.path.join(
_config_dir,
fn,
)
def repodir(): def repodir():
''' """Return the abspath to the repo directory.
Return the abspath to the repo directory. """
'''
dirpath = os.path.abspath( dirpath = os.path.abspath(
# we're 3 levels down in **this** module file # we're 3 levels down in **this** module file
dirname(dirname(os.path.realpath(__file__))) dirname(dirname(os.path.realpath(__file__)))
@ -181,27 +154,16 @@ def repodir():
def load( def load(
conf_name: str = 'brokers',
path: str = None path: str = None
) -> (dict, str): ) -> (dict, str):
''' """Load broker config.
Load config file by name. """
path = path or get_broker_conf_path()
'''
path = path or get_conf_path(conf_name)
if not os.path.isfile(path): if not os.path.isfile(path):
fn = _conf_fn_w_ext(conf_name) shutil.copyfile(
os.path.join(repodir(), 'config', 'brokers.toml'),
template = os.path.join( path,
repodir(),
'config',
fn
) )
# try to copy in a template config to the user's directory
# if one exists.
if os.path.isfile(template):
shutil.copyfile(template, path)
config = toml.load(path) config = toml.load(path)
log.debug(f"Read config file {path}") log.debug(f"Read config file {path}")
@ -210,17 +172,13 @@ def load(
def write( def write(
config: dict, # toml config as dict config: dict, # toml config as dict
name: str = 'brokers',
path: str = None, path: str = None,
) -> None: ) -> None:
'''' """Write broker config to disk.
Write broker config to disk.
Create a ``brokers.ini`` file if one does not exist. Create a ``brokers.ini`` file if one does not exist.
"""
''' path = path or get_broker_conf_path()
path = path or get_conf_path(name)
dirname = os.path.dirname(path) dirname = os.path.dirname(path)
if not os.path.isdir(dirname): if not os.path.isdir(dirname):
log.debug(f"Creating config dir {_config_dir}") log.debug(f"Creating config dir {_config_dir}")
@ -230,10 +188,7 @@ def write(
raise ValueError( raise ValueError(
"Watch out you're trying to write a blank config!") "Watch out you're trying to write a blank config!")
log.debug( log.debug(f"Writing config file {path}")
f"Writing config `{name}` file to:\n"
f"{path}"
)
with open(path, 'w') as cf: with open(path, 'w') as cf:
return toml.dump(config, cf) return toml.dump(config, cf)
@ -263,5 +218,4 @@ def load_accounts(
# our default paper engine entry # our default paper engine entry
accounts['paper'] = None accounts['paper'] = None
return accounts return accounts

View File

@ -19,7 +19,6 @@ Supervisor for docker with included specific-image service helpers.
''' '''
import os import os
import time
from typing import ( from typing import (
Optional, Optional,
Callable, Callable,
@ -99,6 +98,8 @@ async def open_docker(
finally: finally:
if client: if client:
client.close() client.close()
for c in client.containers.list():
c.kill()
class Container: class Container:
@ -187,65 +188,45 @@ class Container:
async def cancel( async def cancel(
self, self,
stop_msg: str,
) -> None: ) -> None:
cid = self.cntr.id cid = self.cntr.id
# first try a graceful cancel
log.cancel(
f'SIGINT cancelling container: {cid}\n'
f'waiting on stop msg: "{stop_msg}"'
)
self.try_signal('SIGINT') self.try_signal('SIGINT')
start = time.time()
for _ in range(30):
with trio.move_on_after(0.5) as cs: with trio.move_on_after(0.5) as cs:
cs.shield = True cs.shield = True
await self.process_logs_until(stop_msg) await self.process_logs_until('initiating graceful shutdown')
await self.process_logs_until('exiting...',)
# if we aren't cancelled on above checkpoint then we for _ in range(10):
# assume we read the expected stop msg and terminated. with trio.move_on_after(0.5) as cs:
cs.shield = True
await self.process_logs_until('exiting...',)
break break
try: if cs.cancelled_caught:
log.info(f'Polling for container shutdown:\n{cid}')
if self.cntr.status not in {'exited', 'not-running'}:
self.cntr.wait(
timeout=0.1,
condition='not-running',
)
break
except (
ReadTimeout,
):
log.info(f'Still waiting on container:\n{cid}')
continue
except (
docker.errors.APIError,
ConnectionError,
):
log.exception('Docker connection failure')
break
else:
delay = time.time() - start
log.error(
f'Failed to kill container {cid} after {delay}s\n'
'sending SIGKILL..'
)
# get out the big guns, bc apparently marketstore # get out the big guns, bc apparently marketstore
# doesn't actually know how to terminate gracefully # doesn't actually know how to terminate gracefully
# :eyeroll:... # :eyeroll:...
self.try_signal('SIGKILL') self.try_signal('SIGKILL')
try:
log.info('Waiting on container shutdown: {cid}')
self.cntr.wait( self.cntr.wait(
timeout=3, timeout=0.1,
condition='not-running', condition='not-running',
) )
break
except (
ReadTimeout,
ConnectionError,
):
log.error(f'failed to wait on container {cid}')
raise
else:
raise RuntimeError('Failed to cancel container {cid}')
log.cancel(f'Container stopped: {cid}') log.cancel(f'Container stopped: {cid}')
@ -266,16 +247,13 @@ async def open_ahabd(
# params, etc. passing to ``Containter.run()``? # params, etc. passing to ``Containter.run()``?
# call into endpoint for container config/init # call into endpoint for container config/init
ep_func = NamespacePath(endpoint).load_ref() ep_func = NamespacePath(endpoint).load_ref()
( dcntr, cntr_config = ep_func(client)
dcntr,
cntr_config,
start_msg,
stop_msg,
) = ep_func(client)
cntr = Container(dcntr) cntr = Container(dcntr)
with trio.move_on_after(1): with trio.move_on_after(1):
found = await cntr.process_logs_until(start_msg) found = await cntr.process_logs_until(
"launching tcp listener for all services...",
)
if not found and cntr not in client.containers.list(): if not found and cntr not in client.containers.list():
raise RuntimeError( raise RuntimeError(
@ -295,9 +273,16 @@ async def open_ahabd(
# callers to have root perms? # callers to have root perms?
await trio.sleep_forever() await trio.sleep_forever()
finally: except (
BaseException,
# trio.Cancelled,
# KeyboardInterrupt,
):
with trio.CancelScope(shield=True): with trio.CancelScope(shield=True):
await cntr.cancel(stop_msg) await cntr.cancel()
raise
async def start_ahab( async def start_ahab(

View File

@ -22,7 +22,7 @@ financial data flows.
from __future__ import annotations from __future__ import annotations
from collections import Counter from collections import Counter
import time import time
from typing import TYPE_CHECKING, Optional, Union from typing import TYPE_CHECKING, Optional
import tractor import tractor
import trio import trio
@ -32,7 +32,6 @@ from ..log import get_logger
if TYPE_CHECKING: if TYPE_CHECKING:
from ._sharedmem import ShmArray from ._sharedmem import ShmArray
from .feed import _FeedsBus
log = get_logger(__name__) log = get_logger(__name__)
@ -143,17 +142,11 @@ async def broadcast(
shm: Optional[ShmArray] = None, shm: Optional[ShmArray] = None,
) -> None: ) -> None:
''' # broadcast the buffer index step to any subscribers for
Broadcast the given ``shm: ShmArray``'s buffer index step to any # a given sample period.
subscribers for a given sample period.
The sent msg will include the first and last index which slice into
the buffer's non-empty data.
'''
subs = sampler.subscribers.get(delay_s, ()) subs = sampler.subscribers.get(delay_s, ())
first = last = -1 last = -1
if shm is None: if shm is None:
periods = sampler.ohlcv_shms.keys() periods = sampler.ohlcv_shms.keys()
@ -163,16 +156,11 @@ async def broadcast(
if periods: if periods:
lowest = min(periods) lowest = min(periods)
shm = sampler.ohlcv_shms[lowest][0] shm = sampler.ohlcv_shms[lowest][0]
first = shm._first.value
last = shm._last.value last = shm._last.value
for stream in subs: for stream in subs:
try: try:
await stream.send({ await stream.send({'index': last})
'first': first,
'last': last,
'index': last,
})
except ( except (
trio.BrokenResourceError, trio.BrokenResourceError,
trio.ClosedResourceError trio.ClosedResourceError
@ -180,12 +168,7 @@ async def broadcast(
log.error( log.error(
f'{stream._ctx.chan.uid} dropped connection' f'{stream._ctx.chan.uid} dropped connection'
) )
try:
subs.remove(stream) subs.remove(stream)
except ValueError:
log.warning(
f'{stream._ctx.chan.uid} sub already removed!?'
)
@tractor.context @tractor.context
@ -220,7 +203,7 @@ async def iter_ohlc_periods(
async def sample_and_broadcast( async def sample_and_broadcast(
bus: _FeedsBus, # noqa bus: '_FeedsBus', # noqa
shm: ShmArray, shm: ShmArray,
quote_stream: trio.abc.ReceiveChannel, quote_stream: trio.abc.ReceiveChannel,
brokername: str, brokername: str,
@ -299,13 +282,7 @@ async def sample_and_broadcast(
# end up triggering backpressure which which will # end up triggering backpressure which which will
# eventually block this producer end of the feed and # eventually block this producer end of the feed and
# thus other consumers still attached. # thus other consumers still attached.
subs: list[ subs = bus._subscribers[broker_symbol.lower()]
tuple[
Union[tractor.MsgStream, trio.MemorySendChannel],
tractor.Context,
Optional[float], # tick throttle in Hz
]
] = bus._subscribers[broker_symbol.lower()]
# NOTE: by default the broker backend doesn't append # NOTE: by default the broker backend doesn't append
# it's own "name" into the fqsn schema (but maybe it # it's own "name" into the fqsn schema (but maybe it
@ -314,7 +291,7 @@ async def sample_and_broadcast(
bsym = f'{broker_symbol}.{brokername}' bsym = f'{broker_symbol}.{brokername}'
lags: int = 0 lags: int = 0
for (stream, ctx, tick_throttle) in subs: for (stream, tick_throttle) in subs:
try: try:
with trio.move_on_after(0.2) as cs: with trio.move_on_after(0.2) as cs:
@ -326,41 +303,25 @@ async def sample_and_broadcast(
(bsym, quote) (bsym, quote)
) )
except trio.WouldBlock: except trio.WouldBlock:
chan = ctx.chan ctx = getattr(stream, '_ctx', None)
if ctx: if ctx:
log.warning( log.warning(
f'Feed overrun {bus.brokername} ->' f'Feed overrun {bus.brokername} ->'
f'{chan.uid} !!!' f'{ctx.channel.uid} !!!'
) )
else: else:
key = id(stream) key = id(stream)
overruns[key] += 1 overruns[key] += 1
log.warning( log.warning(
f'Feed overrun {broker_symbol}' f'Feed overrun {bus.brokername} -> '
'@{bus.brokername} -> '
f'feed @ {tick_throttle} Hz' f'feed @ {tick_throttle} Hz'
) )
if overruns[key] > 6: if overruns[key] > 6:
# TODO: should we check for the
# context being cancelled? this
# could happen but the
# channel-ipc-pipe is still up.
if not chan.connected():
log.warning( log.warning(
'Dropping broken consumer:\n' f'Dropping consumer {stream}'
f'{broker_symbol}:'
f'{ctx.cid}@{chan.uid}'
) )
await stream.aclose() await stream.aclose()
raise trio.BrokenResourceError raise trio.BrokenResourceError
else:
log.warning(
'Feed getting overrun bro!\n'
f'{broker_symbol}:'
f'{ctx.cid}@{chan.uid}'
)
continue
else: else:
await stream.send( await stream.send(
{bsym: quote} {bsym: quote}
@ -376,12 +337,11 @@ async def sample_and_broadcast(
trio.ClosedResourceError, trio.ClosedResourceError,
trio.EndOfChannel, trio.EndOfChannel,
): ):
chan = ctx.chan ctx = getattr(stream, '_ctx', None)
if ctx: if ctx:
log.warning( log.warning(
'Dropped `brokerd`-quotes-feed connection:\n' f'{ctx.chan.uid} dropped '
f'{broker_symbol}:' '`brokerd`-quotes-feed connection'
f'{ctx.cid}@{chan.uid}'
) )
if tick_throttle: if tick_throttle:
assert stream._closed assert stream._closed
@ -394,11 +354,7 @@ async def sample_and_broadcast(
try: try:
subs.remove((stream, tick_throttle)) subs.remove((stream, tick_throttle))
except ValueError: except ValueError:
log.error( log.error(f'{stream} was already removed from subs!?')
f'Stream was already removed from subs!?\n'
f'{broker_symbol}:'
f'{ctx.cid}@{chan.uid}'
)
# TODO: a less naive throttler, here's some snippets: # TODO: a less naive throttler, here's some snippets:
@ -510,7 +466,6 @@ async def uniform_rate_send(
# if the feed consumer goes down then drop # if the feed consumer goes down then drop
# out of this rate limiter # out of this rate limiter
log.warning(f'{stream} closed') log.warning(f'{stream} closed')
await stream.aclose()
return return
# reset send cycle state # reset send cycle state

View File

@ -20,7 +20,6 @@ NumPy compatible shared memory buffers for real-time IPC streaming.
""" """
from __future__ import annotations from __future__ import annotations
from sys import byteorder from sys import byteorder
import time
from typing import Optional from typing import Optional
from multiprocessing.shared_memory import SharedMemory, _USE_POSIX from multiprocessing.shared_memory import SharedMemory, _USE_POSIX
@ -99,12 +98,7 @@ class SharedInt:
if _USE_POSIX: if _USE_POSIX:
# We manually unlink to bypass all the "resource tracker" # We manually unlink to bypass all the "resource tracker"
# nonsense meant for non-SC systems. # nonsense meant for non-SC systems.
name = self._shm.name shm_unlink(self._shm.name)
try:
shm_unlink(name)
except FileNotFoundError:
# might be a teardown race here?
log.warning(f'Shm for {name} already unlinked?')
class _Token(BaseModel): class _Token(BaseModel):
@ -542,26 +536,8 @@ def attach_shm_array(
if key in _known_tokens: if key in _known_tokens:
assert _Token.from_msg(_known_tokens[key]) == token, "WTF" assert _Token.from_msg(_known_tokens[key]) == token, "WTF"
# XXX: ugh, looks like due to the ``shm_open()`` C api we can't
# actually place files in a subdir, see discussion here:
# https://stackoverflow.com/a/11103289
# attach to array buffer and view as per dtype # attach to array buffer and view as per dtype
_err: Optional[Exception] = None shm = SharedMemory(name=key)
for _ in range(3):
try:
shm = SharedMemory(
name=key,
create=False,
)
break
except OSError as oserr:
_err = oserr
time.sleep(0.1)
else:
if _err:
raise _err
shmarr = np.ndarray( shmarr = np.ndarray(
(size,), (size,),
dtype=token.dtype, dtype=token.dtype,

View File

@ -33,7 +33,7 @@ ohlc_fields = [
('high', float), ('high', float),
('low', float), ('low', float),
('close', float), ('close', float),
('volume', float), ('volume', int),
('bar_wap', float), ('bar_wap', float),
] ]

View File

@ -33,7 +33,6 @@ from typing import (
Generator, Generator,
Awaitable, Awaitable,
TYPE_CHECKING, TYPE_CHECKING,
Union,
) )
import trio import trio
@ -41,13 +40,12 @@ from trio.abc import ReceiveChannel
from trio_typing import TaskStatus from trio_typing import TaskStatus
import trimeter import trimeter
import tractor import tractor
from tractor.trionics import maybe_open_context
from pydantic import BaseModel from pydantic import BaseModel
import pendulum import pendulum
import numpy as np import numpy as np
from ..brokers import get_brokermod from ..brokers import get_brokermod
from ..calc import humanize from .._cacheables import maybe_open_context
from ..log import get_logger, get_console_log from ..log import get_logger, get_console_log
from .._daemon import ( from .._daemon import (
maybe_spawn_brokerd, maybe_spawn_brokerd,
@ -117,13 +115,7 @@ class _FeedsBus(BaseModel):
# https://github.com/samuelcolvin/pydantic/issues/2816 # https://github.com/samuelcolvin/pydantic/issues/2816
_subscribers: dict[ _subscribers: dict[
str, str,
list[ list[tuple[tractor.MsgStream, Optional[float]]]
tuple[
Union[tractor.MsgStream, trio.MemorySendChannel],
tractor.Context,
Optional[float], # tick throttle in Hz
]
]
] = {} ] = {}
async def start_task( async def start_task(
@ -235,7 +227,7 @@ def diff_history(
# the + 1 is because ``last_tsdb_dt`` is pulled from # the + 1 is because ``last_tsdb_dt`` is pulled from
# the last row entry for the ``'time'`` field retreived # the last row entry for the ``'time'`` field retreived
# from the tsdb. # from the tsdb.
to_push = array[abs(s_diff) + 1:] to_push = array[abs(s_diff)+1:]
else: else:
# pass back only the portion of the array that is # pass back only the portion of the array that is
@ -258,7 +250,6 @@ async def start_backfill(
last_tsdb_dt: Optional[datetime] = None, last_tsdb_dt: Optional[datetime] = None,
storage: Optional[Storage] = None, storage: Optional[Storage] = None,
write_tsdb: bool = True, write_tsdb: bool = True,
tsdb_is_up: bool = False,
task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED, task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
@ -274,8 +265,8 @@ async def start_backfill(
# sample period step size in seconds # sample period step size in seconds
step_size_s = ( step_size_s = (
pendulum.from_timestamp(times[-1]) pendulum.from_timestamp(times[-1]) -
- pendulum.from_timestamp(times[-2]) pendulum.from_timestamp(times[-2])
).seconds ).seconds
# "frame"'s worth of sample period steps in seconds # "frame"'s worth of sample period steps in seconds
@ -300,33 +291,25 @@ async def start_backfill(
# let caller unblock and deliver latest history frame # let caller unblock and deliver latest history frame
task_status.started((shm, start_dt, end_dt, bf_done)) task_status.started((shm, start_dt, end_dt, bf_done))
# based on the sample step size, maybe load a certain amount history
if last_tsdb_dt is None: if last_tsdb_dt is None:
if step_size_s not in (1, 60): # maybe a better default (they don't seem to define epoch?!)
# based on the sample step size load a certain amount
# history
if step_size_s == 1:
last_tsdb_dt = pendulum.now().subtract(days=2)
elif step_size_s == 60:
last_tsdb_dt = pendulum.now().subtract(years=2)
else:
raise ValueError( raise ValueError(
'`piker` only needs to support 1m and 1s sampling ' '`piker` only needs to support 1m and 1s sampling '
'but ur api is trying to deliver a longer ' 'but ur api is trying to deliver a longer '
f'timeframe of {step_size_s} ' 'seconds.. so ye, dun ' f'timeframe of {step_size_s} ' 'seconds.. so ye, dun '
'do dat brudder.' 'do dat bruh.'
) )
# when no tsdb "last datum" is provided, we just load
# some near-term history.
periods = {
1: {'days': 1},
60: {'days': 14},
}
if tsdb_is_up:
# do a decently sized backfill and load it into storage.
periods = {
1: {'days': 6},
60: {'years': 2},
}
kwargs = periods[step_size_s]
last_tsdb_dt = start_dt.subtract(**kwargs)
# configure async query throttling # configure async query throttling
erlangs = config.get('erlangs', 1) erlangs = config.get('erlangs', 1)
rate = config.get('rate', 1) rate = config.get('rate', 1)
@ -344,7 +327,7 @@ async def start_backfill(
log.debug(f'New datetime index:\n{pformat(dtrange)}') log.debug(f'New datetime index:\n{pformat(dtrange)}')
for end_dt in dtrange: for end_dt in dtrange:
log.info(f'Yielding next frame start {end_dt}') log.warning(f'Yielding next frame start {end_dt}')
start = yield end_dt start = yield end_dt
# if caller sends a new start date, reset to that # if caller sends a new start date, reset to that
@ -700,7 +683,6 @@ async def manage_history(
bfqsn = fqsn.replace('.' + mod.name, '') bfqsn = fqsn.replace('.' + mod.name, '')
open_history_client = getattr(mod, 'open_history_client', None) open_history_client = getattr(mod, 'open_history_client', None)
assert open_history_client
if is_up and opened and open_history_client: if is_up and opened and open_history_client:
@ -729,7 +711,6 @@ async def manage_history(
bfqsn, bfqsn,
shm, shm,
last_tsdb_dt=last_tsdb_dt, last_tsdb_dt=last_tsdb_dt,
tsdb_is_up=True,
storage=storage, storage=storage,
) )
) )
@ -813,15 +794,6 @@ async def manage_history(
# manually trigger step update to update charts/fsps # manually trigger step update to update charts/fsps
# which need an incremental update. # which need an incremental update.
# NOTE: the way this works is super duper
# un-intuitive right now:
# - the broadcaster fires a msg to the fsp subsystem.
# - fsp subsys then checks for a sample step diff and
# possibly recomputes prepended history.
# - the fsp then sends back to the parent actor
# (usually a chart showing graphics for said fsp)
# which tells the chart to conduct a manual full
# graphics loop cycle.
for delay_s in sampler.subscribers: for delay_s in sampler.subscribers:
await broadcast(delay_s) await broadcast(delay_s)
@ -1125,10 +1097,10 @@ async def open_feed_bus(
recv, recv,
stream, stream,
) )
sub = (send, ctx, tick_throttle) sub = (send, tick_throttle)
else: else:
sub = (stream, ctx, tick_throttle) sub = (stream, tick_throttle)
subs = bus._subscribers[bfqsn] subs = bus._subscribers[bfqsn]
subs.append(sub) subs.append(sub)
@ -1211,10 +1183,10 @@ class Feed:
shm: ShmArray shm: ShmArray
mod: ModuleType mod: ModuleType
first_quotes: dict # symbol names to first quote dicts first_quotes: dict # symbol names to first quote dicts
_portal: tractor.Portal
stream: trio.abc.ReceiveChannel[dict[str, Any]]
status: dict[str, Any]
_portal: tractor.Portal
stream: trio.abc.ReceiveChannel[dict[str, Any]]
throttle_rate: Optional[int] = None throttle_rate: Optional[int] = None
_trade_stream: Optional[AsyncIterator[dict[str, Any]]] = None _trade_stream: Optional[AsyncIterator[dict[str, Any]]] = None
@ -1355,24 +1327,9 @@ async def open_feed(
first_quotes=first_quotes, first_quotes=first_quotes,
stream=stream, stream=stream,
_portal=portal, _portal=portal,
status={},
throttle_rate=tick_throttle, throttle_rate=tick_throttle,
) )
# fill out "status info" that the UI can show
host, port = feed.portal.channel.raddr
if host == '127.0.0.1':
host = 'localhost'
feed.status.update({
'actor_name': feed.portal.channel.uid[0],
'host': host,
'port': port,
'shm': f'{humanize(feed.shm._shm.size)}',
'throttle_rate': feed.throttle_rate,
})
feed.status.update(init_msg.pop('status', {}))
for sym, data in init_msg.items(): for sym, data in init_msg.items():
si = data['symbol_info'] si = data['symbol_info']
fqsn = data['fqsn'] + f'.{brokername}' fqsn = data['fqsn'] + f'.{brokername}'

View File

@ -127,15 +127,10 @@ def start_marketstore(
import os import os
import docker import docker
from .. import config from .. import config
get_console_log('info', name=__name__) get_console_log('info', name=__name__)
mktsdir = os.path.join(config._config_dir, 'marketstore') yml_file = os.path.join(config._config_dir, 'mkts.yml')
# create when dne
if not os.path.isdir(mktsdir):
os.mkdir(mktsdir)
yml_file = os.path.join(mktsdir, 'mkts.yml')
if not os.path.isfile(yml_file): if not os.path.isfile(yml_file):
log.warning( log.warning(
f'No `marketstore` config exists?: {yml_file}\n' f'No `marketstore` config exists?: {yml_file}\n'
@ -148,14 +143,14 @@ def start_marketstore(
# create a mount from user's local piker config dir into container # create a mount from user's local piker config dir into container
config_dir_mnt = docker.types.Mount( config_dir_mnt = docker.types.Mount(
target='/etc', target='/etc',
source=mktsdir, source=config._config_dir,
type='bind', type='bind',
) )
# create a user config subdir where the marketstore # create a user config subdir where the marketstore
# backing filesystem database can be persisted. # backing filesystem database can be persisted.
persistent_data_dir = os.path.join( persistent_data_dir = os.path.join(
mktsdir, 'data', config._config_dir, 'data',
) )
if not os.path.isdir(persistent_data_dir): if not os.path.isdir(persistent_data_dir):
os.mkdir(persistent_data_dir) os.mkdir(persistent_data_dir)
@ -185,14 +180,7 @@ def start_marketstore(
init=True, init=True,
# remove=True, # remove=True,
) )
return ( return dcntr, _config
dcntr,
_config,
# expected startup and stop msgs
"launching tcp listener for all services...",
"exiting...",
)
_tick_tbk_ids: tuple[str, str] = ('1Sec', 'TICK') _tick_tbk_ids: tuple[str, str] = ('1Sec', 'TICK')
@ -242,8 +230,8 @@ _ohlcv_dt = [
# ohlcv sampling # ohlcv sampling
('Open', 'f4'), ('Open', 'f4'),
('High', 'f4'), ('High', 'f4'),
('Low', 'f4'), ('Low', 'i8'),
('Close', 'f4'), ('Close', 'i8'),
('Volume', 'f4'), ('Volume', 'f4'),
] ]
@ -395,12 +383,7 @@ class Storage:
]: ]:
first_tsdb_dt, last_tsdb_dt = None, None first_tsdb_dt, last_tsdb_dt = None, None
tsdb_arrays = await self.read_ohlcv( tsdb_arrays = await self.read_ohlcv(fqsn)
fqsn,
# on first load we don't need to pull the max
# history per request size worth.
limit=3000,
)
log.info(f'Loaded tsdb history {tsdb_arrays}') log.info(f'Loaded tsdb history {tsdb_arrays}')
if tsdb_arrays: if tsdb_arrays:
@ -418,7 +401,6 @@ class Storage:
fqsn: str, fqsn: str,
timeframe: Optional[Union[int, str]] = None, timeframe: Optional[Union[int, str]] = None,
end: Optional[int] = None, end: Optional[int] = None,
limit: int = int(800e3),
) -> tuple[ ) -> tuple[
MarketstoreClient, MarketstoreClient,
@ -441,7 +423,7 @@ class Storage:
# TODO: figure the max limit here given the # TODO: figure the max limit here given the
# ``purepc`` msg size limit of purerpc: 33554432 # ``purepc`` msg size limit of purerpc: 33554432
limit=limit, limit=int(800e3),
) )
if timeframe is None: if timeframe is None:
@ -565,17 +547,6 @@ class Storage:
if err: if err:
raise MarketStoreError(err) raise MarketStoreError(err)
# XXX: currently the only way to do this is through the CLI:
# sudo ./marketstore connect --dir ~/.config/piker/data
# >> \show mnq.globex.20220617.ib/1Sec/OHLCV 2022-05-15
# and this seems to block and use up mem..
# >> \trim mnq.globex.20220617.ib/1Sec/OHLCV 2022-05-15
# relevant source code for this is here:
# https://github.com/alpacahq/marketstore/blob/master/cmd/connect/session/trim.go#L14
# def delete_range(self, start_dt, end_dt) -> None:
# ...
@acm @acm
async def open_storage_client( async def open_storage_client(
@ -657,13 +628,12 @@ async def tsdb_history_update(
tsdb_arrays = await storage.read_ohlcv(fqsn) tsdb_arrays = await storage.read_ohlcv(fqsn)
# hist diffing # hist diffing
if tsdb_arrays: if tsdb_arrays:
for secs in (1, 60): onesec = tsdb_arrays[1]
ts = tsdb_arrays.get(secs)
if ts is not None and len(ts):
# these aren't currently used but can be referenced from # these aren't currently used but can be referenced from
# within the embedded ipython shell below. # within the embedded ipython shell below.
to_append = ohlcv[ohlcv['time'] > ts['Epoch'][-1]] to_append = ohlcv[ohlcv['time'] > onesec['Epoch'][-1]]
to_prepend = ohlcv[ohlcv['time'] < ts['Epoch'][0]] to_prepend = ohlcv[ohlcv['time'] < onesec['Epoch'][0]]
profiler('Finished db arrays diffs') profiler('Finished db arrays diffs')

View File

@ -361,7 +361,7 @@ async def cascade(
) -> tuple[TaskTracker, int]: ) -> tuple[TaskTracker, int]:
# TODO: adopt an incremental update engine/approach # TODO: adopt an incremental update engine/approach
# where possible here eventually! # where possible here eventually!
log.debug(f're-syncing fsp {func_name} to source') log.warning(f're-syncing fsp {func_name} to source')
tracker.cs.cancel() tracker.cs.cancel()
await tracker.complete.wait() await tracker.complete.wait()
tracker, index = await n.start(fsp_target) tracker, index = await n.start(fsp_target)
@ -369,12 +369,7 @@ async def cascade(
# always trigger UI refresh after history update, # always trigger UI refresh after history update,
# see ``piker.ui._fsp.FspAdmin.open_chain()`` and # see ``piker.ui._fsp.FspAdmin.open_chain()`` and
# ``piker.ui._display.trigger_update()``. # ``piker.ui._display.trigger_update()``.
await client_stream.send({ await client_stream.send('update')
'fsp_update': {
'key': dst_shm_token,
'first': dst._first.value,
'last': dst._last.value,
}})
return tracker, index return tracker, index
def is_synced( def is_synced(

View File

@ -25,13 +25,10 @@ from pygments import highlight, lexers, formatters
# Makes it so we only see the full module name when using ``__name__`` # Makes it so we only see the full module name when using ``__name__``
# without the extra "piker." prefix. # without the extra "piker." prefix.
_proj_name: str = 'piker' _proj_name = 'piker'
def get_logger( def get_logger(name: str = None) -> logging.Logger:
name: str = None,
) -> logging.Logger:
'''Return the package log or a sub-log for `name` if provided. '''Return the package log or a sub-log for `name` if provided.
''' '''
return tractor.log.get_logger(name=name, _root_name=_proj_name) return tractor.log.get_logger(name=name, _root_name=_proj_name)

View File

@ -223,9 +223,8 @@ class DynamicDateAxis(Axis):
) -> list[str]: ) -> list[str]:
chart = self.linkedsplits.chart chart = self.linkedsplits.chart
flow = chart._flows[chart.name] bars = chart._arrays[chart.name]
shm = flow.shm shm = self.linkedsplits.chart._shm
bars = shm.array
first = shm._first.value first = shm._first.value
bars_len = len(bars) bars_len = len(bars)

View File

@ -34,7 +34,9 @@ from PyQt5.QtWidgets import (
QVBoxLayout, QVBoxLayout,
QSplitter, QSplitter,
) )
import msgspec
import numpy as np import numpy as np
# from pydantic import BaseModel
import pyqtgraph as pg import pyqtgraph as pg
import trio import trio
@ -47,13 +49,9 @@ from ._cursor import (
Cursor, Cursor,
ContentsLabel, ContentsLabel,
) )
from ..data._sharedmem import ShmArray
from ._l1 import L1Labels from ._l1 import L1Labels
from ._ohlc import BarItems from ._ohlc import BarItems
from ._curve import ( from ._curve import FastAppendCurve
Curve,
StepCurve,
)
from ._style import ( from ._style import (
hcolor, hcolor,
CHART_MARGINS, CHART_MARGINS,
@ -62,12 +60,15 @@ from ._style import (
) )
from ..data.feed import Feed from ..data.feed import Feed
from ..data._source import Symbol from ..data._source import Symbol
from ..data._sharedmem import (
ShmArray,
# _Token,
)
from ..log import get_logger from ..log import get_logger
from ._interaction import ChartView from ._interaction import ChartView
from ._forms import FieldsForm from ._forms import FieldsForm
from .._profile import pg_profile_enabled, ms_slower_then from .._profile import pg_profile_enabled, ms_slower_then
from ._overlay import PlotItemOverlay from ._overlay import PlotItemOverlay
from ._flows import Flow
if TYPE_CHECKING: if TYPE_CHECKING:
from ._display import DisplayState from ._display import DisplayState
@ -418,7 +419,7 @@ class LinkedSplits(QWidget):
self, self,
symbol: Symbol, symbol: Symbol,
shm: ShmArray, array: np.ndarray,
sidepane: FieldsForm, sidepane: FieldsForm,
style: str = 'bar', style: str = 'bar',
@ -443,7 +444,7 @@ class LinkedSplits(QWidget):
self.chart = self.add_plot( self.chart = self.add_plot(
name=symbol.key, name=symbol.key,
shm=shm, array=array,
style=style, style=style,
_is_main=True, _is_main=True,
@ -471,7 +472,7 @@ class LinkedSplits(QWidget):
self, self,
name: str, name: str,
shm: ShmArray, array: np.ndarray,
array_key: Optional[str] = None, array_key: Optional[str] = None,
style: str = 'line', style: str = 'line',
@ -515,6 +516,7 @@ class LinkedSplits(QWidget):
name=name, name=name,
data_key=array_key or name, data_key=array_key or name,
array=array,
parent=qframe, parent=qframe,
linkedsplits=self, linkedsplits=self,
axisItems=axes, axisItems=axes,
@ -578,7 +580,7 @@ class LinkedSplits(QWidget):
graphics, data_key = cpw.draw_ohlc( graphics, data_key = cpw.draw_ohlc(
name, name,
shm, array,
array_key=array_key array_key=array_key
) )
self.cursor.contents_labels.add_label( self.cursor.contents_labels.add_label(
@ -592,7 +594,7 @@ class LinkedSplits(QWidget):
add_label = True add_label = True
graphics, data_key = cpw.draw_curve( graphics, data_key = cpw.draw_curve(
name, name,
shm, array,
array_key=array_key, array_key=array_key,
color='default_light', color='default_light',
) )
@ -601,7 +603,7 @@ class LinkedSplits(QWidget):
add_label = True add_label = True
graphics, data_key = cpw.draw_curve( graphics, data_key = cpw.draw_curve(
name, name,
shm, array,
array_key=array_key, array_key=array_key,
step_mode=True, step_mode=True,
color='davies', color='davies',
@ -689,6 +691,7 @@ class ChartPlotWidget(pg.PlotWidget):
# the "data view" we generate graphics from # the "data view" we generate graphics from
name: str, name: str,
array: np.ndarray,
data_key: str, data_key: str,
linkedsplits: LinkedSplits, linkedsplits: LinkedSplits,
@ -741,6 +744,14 @@ class ChartPlotWidget(pg.PlotWidget):
self._max_l1_line_len: float = 0 self._max_l1_line_len: float = 0
# self.setViewportMargins(0, 0, 0, 0) # self.setViewportMargins(0, 0, 0, 0)
# self._ohlc = array # readonly view of ohlc data
# TODO: move to Aggr above XD
# readonly view of data arrays
self._arrays = {
self.data_key: array,
}
self._graphics = {} # registry of underlying graphics
# registry of overlay curve names # registry of overlay curve names
self._flows: dict[str, Flow] = {} self._flows: dict[str, Flow] = {}
@ -756,6 +767,7 @@ class ChartPlotWidget(pg.PlotWidget):
# show background grid # show background grid
self.showGrid(x=False, y=True, alpha=0.3) self.showGrid(x=False, y=True, alpha=0.3)
self.default_view()
self.cv.enable_auto_yrange() self.cv.enable_auto_yrange()
self.pi_overlay: PlotItemOverlay = PlotItemOverlay(self.plotItem) self.pi_overlay: PlotItemOverlay = PlotItemOverlay(self.plotItem)
@ -804,8 +816,14 @@ class ChartPlotWidget(pg.PlotWidget):
Return a range tuple for the bars present in view. Return a range tuple for the bars present in view.
''' '''
main_flow = self._flows[self.name] l, r = self.view_range()
ifirst, l, lbar, rbar, r, ilast = main_flow.datums_range() array = self._arrays[self.name]
start, stop = self._xrange = (
array[0]['index'],
array[-1]['index'],
)
lbar = max(l, start)
rbar = min(r, stop)
return l, lbar, rbar, r return l, lbar, rbar, r
def curve_width_pxs( def curve_width_pxs(
@ -859,51 +877,40 @@ class ChartPlotWidget(pg.PlotWidget):
def default_view( def default_view(
self, self,
bars_from_y: int = 3000, steps_on_screen: Optional[int] = None
) -> None: ) -> None:
''' '''
Set the view box to the "default" startup view of the scene. Set the view box to the "default" startup view of the scene.
''' '''
flow = self._flows.get(self.name) try:
if not flow: index = self._arrays[self.name]['index']
log.warning(f'`Flow` for {self.name} not loaded yet?') except IndexError:
log.warning(f'array for {self.name} not loaded yet?')
return return
index = flow.shm.array['index']
xfirst, xlast = index[0], index[-1] xfirst, xlast = index[0], index[-1]
l, lbar, rbar, r = self.bars_range() l, lbar, rbar, r = self.bars_range()
view = self.view
marker_pos, l1_len = self.pre_l1_xs()
end = xlast + l1_len + 1
if ( if (
rbar < 0 rbar < 0
or l < xfirst or l < xfirst
or l < 0
or (rbar - lbar) < 6 or (rbar - lbar) < 6
): ):
# TODO: set fixed bars count on screen that approx includes as # set fixed bars count on screen that approx includes as
# many bars as possible before a downsample line is shown. # many bars as possible before a downsample line is shown.
begin = xlast - bars_from_y begin = xlast - round(6116 / 6)
view.setXRange(
min=begin,
max=xlast,
padding=0,
)
# re-get range
l, lbar, rbar, r = self.bars_range()
# we get the L1 spread label "length" in view coords else:
# terms now that we've scaled either by user control
# or to the default set of bars as per the immediate block
# above.
marker_pos, l1_len = self.pre_l1_xs()
end = xlast + l1_len + 1
begin = end - (r - l) begin = end - (r - l)
# for debugging # for debugging
# print( # print(
# # f'bars range: {brange}\n' # f'bars range: {brange}\n'
# f'xlast: {xlast}\n' # f'xlast: {xlast}\n'
# f'marker pos: {marker_pos}\n' # f'marker pos: {marker_pos}\n'
# f'l1 len: {l1_len}\n' # f'l1 len: {l1_len}\n'
@ -915,13 +922,14 @@ class ChartPlotWidget(pg.PlotWidget):
if self._static_yrange == 'axis': if self._static_yrange == 'axis':
self._static_yrange = None self._static_yrange = None
view = self.view
view.setXRange( view.setXRange(
min=begin, min=begin,
max=end, max=end,
padding=0, padding=0,
) )
self.view.maybe_downsample_graphics()
view._set_yrange() view._set_yrange()
self.view.maybe_downsample_graphics()
try: try:
self.linked.graphics_cycle() self.linked.graphics_cycle()
except IndexError: except IndexError:
@ -952,7 +960,7 @@ class ChartPlotWidget(pg.PlotWidget):
def draw_ohlc( def draw_ohlc(
self, self,
name: str, name: str,
shm: ShmArray, data: np.ndarray,
array_key: Optional[str] = None, array_key: Optional[str] = None,
@ -972,12 +980,15 @@ class ChartPlotWidget(pg.PlotWidget):
# the np array buffer to be drawn on next render cycle # the np array buffer to be drawn on next render cycle
self.plotItem.addItem(graphics) self.plotItem.addItem(graphics)
# draw after to allow self.scene() to work...
graphics.draw_from_data(data)
data_key = array_key or name data_key = array_key or name
self._graphics[data_key] = graphics
self._flows[data_key] = Flow( self._flows[data_key] = Flow(
name=name, name=name,
plot=self.plotItem, plot=self.plotItem,
_shm=shm,
is_ohlc=True, is_ohlc=True,
graphics=graphics, graphics=graphics,
) )
@ -1047,21 +1058,20 @@ class ChartPlotWidget(pg.PlotWidget):
self, self,
name: str, name: str,
shm: ShmArray, data: np.ndarray,
array_key: Optional[str] = None, array_key: Optional[str] = None,
overlay: bool = False, overlay: bool = False,
color: Optional[str] = None, color: Optional[str] = None,
add_label: bool = True, add_label: bool = True,
pi: Optional[pg.PlotItem] = None, pi: Optional[pg.PlotItem] = None,
step_mode: bool = False,
**pdi_kwargs, **pdi_kwargs,
) -> (pg.PlotDataItem, str): ) -> (pg.PlotDataItem, str):
''' '''
Draw a "curve" (line plot graphics) for the provided data in Draw a "curve" (line plot graphics) for the provided data in
the input shm array ``shm``. the input array ``data``.
''' '''
color = color or self.pen_color or 'default_light' color = color or self.pen_color or 'default_light'
@ -1071,26 +1081,40 @@ class ChartPlotWidget(pg.PlotWidget):
data_key = array_key or name data_key = array_key or name
curve_type = { # yah, we wrote our own B)
None: Curve, curve = FastAppendCurve(
'step': StepCurve, y=data[data_key],
# TODO: x=data['index'],
# 'bars': BarsItems # antialias=True,
}['step' if step_mode else None]
curve = curve_type(
name=name, name=name,
# XXX: pretty sure this is just more overhead
# on data reads and makes graphics rendering no faster
# clipToView=True,
**pdi_kwargs, **pdi_kwargs,
) )
# XXX: see explanation for different caching modes:
# https://stackoverflow.com/a/39410081
# seems to only be useful if we don't re-generate the entire
# QPainterPath every time
# curve.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
# don't ever use this - it's a colossal nightmare of artefacts
# and is disastrous for performance.
# curve.setCacheMode(QtWidgets.QGraphicsItem.ItemCoordinateCache)
# register curve graphics and backing array for name
self._graphics[name] = curve
self._arrays[data_key] = data
pi = pi or self.plotItem pi = pi or self.plotItem
self._flows[data_key] = Flow( self._flows[data_key] = Flow(
name=name, name=name,
plot=pi, plot=pi,
_shm=shm,
is_ohlc=False, is_ohlc=False,
# register curve graphics with this flow
graphics=curve, graphics=curve,
) )
@ -1151,11 +1175,16 @@ class ChartPlotWidget(pg.PlotWidget):
) )
return last return last
def update_graphics_from_flow( def update_graphics_from_array(
self, self,
graphics_name: str, graphics_name: str,
array: Optional[np.ndarray] = None,
array_key: Optional[str] = None, array_key: Optional[str] = None,
use_vr: bool = True,
render: bool = True,
**kwargs, **kwargs,
) -> pg.GraphicsObject: ) -> pg.GraphicsObject:
@ -1163,12 +1192,64 @@ class ChartPlotWidget(pg.PlotWidget):
Update the named internal graphics from ``array``. Update the named internal graphics from ``array``.
''' '''
flow = self._flows[array_key or graphics_name] if array is not None:
return flow.update_graphics( assert len(array)
array_key=array_key,
data_key = array_key or graphics_name
if graphics_name not in self._flows:
data_key = self.name
if array is not None:
# write array to internal graphics table
self._arrays[data_key] = array
else:
array = self._arrays[data_key]
# array key and graphics "name" might be different..
graphics = self._graphics[graphics_name]
# compute "in-view" indices
l, lbar, rbar, r = self.bars_range()
indexes = array['index']
ifirst = indexes[0]
ilast = indexes[-1]
lbar_i = max(l, ifirst) - ifirst
rbar_i = min(r, ilast) - ifirst
# TODO: we could do it this way as well no?
# to_draw = array[lbar - ifirst:(rbar - ifirst) + 1]
in_view = array[lbar_i: rbar_i + 1]
if (
not in_view.size
or not render
):
return graphics
if isinstance(graphics, BarItems):
graphics.update_from_array(
array,
in_view,
view_range=(lbar_i, rbar_i) if use_vr else None,
**kwargs, **kwargs,
) )
else:
graphics.update_from_array(
x=array['index'],
y=array[data_key],
x_iv=in_view['index'],
y_iv=in_view[data_key],
view_range=(lbar_i, rbar_i) if use_vr else None,
**kwargs
)
return graphics
# def _label_h(self, yhigh: float, ylow: float) -> float: # def _label_h(self, yhigh: float, ylow: float) -> float:
# # compute contents label "height" in view terms # # compute contents label "height" in view terms
# # to avoid having data "contents" overlap with them # # to avoid having data "contents" overlap with them
@ -1214,7 +1295,7 @@ class ChartPlotWidget(pg.PlotWidget):
# TODO: this should go onto some sort of # TODO: this should go onto some sort of
# data-view thinger..right? # data-view thinger..right?
ohlc = self._flows[self.name].shm.array ohlc = self._shm.array
# XXX: not sure why the time is so off here # XXX: not sure why the time is so off here
# looks like we're gonna have to do some fixing.. # looks like we're gonna have to do some fixing..
@ -1244,9 +1325,7 @@ class ChartPlotWidget(pg.PlotWidget):
def maxmin( def maxmin(
self, self,
name: Optional[str] = None, name: Optional[str] = None,
bars_range: Optional[tuple[ bars_range: Optional[tuple[int, int, int, int]] = None,
int, int, int, int, int, int
]] = None,
) -> tuple[float, float]: ) -> tuple[float, float]:
''' '''
@ -1255,14 +1334,16 @@ class ChartPlotWidget(pg.PlotWidget):
If ``bars_range`` is provided use that range. If ``bars_range`` is provided use that range.
''' '''
# print(f'Chart[{self.name}].maxmin()')
profiler = pg.debug.Profiler( profiler = pg.debug.Profiler(
msg=f'`{str(self)}.maxmin(name={name})`: `{self.name}`', msg=f'`{str(self)}.maxmin()` loop cycle for: `{self.name}`',
disabled=not pg_profile_enabled(), disabled=not pg_profile_enabled(),
ms_threshold=ms_slower_then, gt=ms_slower_then,
delayed=True, delayed=True,
) )
l, lbar, rbar, r = bars_range or self.bars_range()
profiler(f'{self.name} got bars range')
# TODO: here we should instead look up the ``Flow.shm.array`` # TODO: here we should instead look up the ``Flow.shm.array``
# and read directly from shm to avoid copying to memory first # and read directly from shm to avoid copying to memory first
# and then reading it again here. # and then reading it again here.
@ -1272,26 +1353,112 @@ class ChartPlotWidget(pg.PlotWidget):
flow is None flow is None
): ):
log.error(f"flow {flow_key} doesn't exist in chart {self.name} !?") log.error(f"flow {flow_key} doesn't exist in chart {self.name} !?")
key = res = 0, 0 res = 0, 0
else: else:
(
first,
l,
lbar,
rbar,
r,
last,
) = bars_range or flow.datums_range()
profiler(f'{self.name} got bars range')
key = round(lbar), round(rbar) key = round(lbar), round(rbar)
res = flow.maxmin(*key) res = flow.maxmin(*key)
profiler(f'yrange mxmn: {key} -> {res}')
if res == (None, None): if res == (None, None):
log.error( log.error(
f"{flow_key} no mxmn for bars_range => {key} !?" f"{flow_key} no mxmn for bars_range => {key} !?"
) )
res = 0, 0 res = 0, 0
profiler(f'yrange mxmn: {key} -> {res}')
return res return res
# class FlowsTable(pydantic.BaseModel):
# '''
# Data-AGGRegate: high level API onto multiple (categorized)
# ``Flow``s with high level processing routines for
# multi-graphics computations and display.
# '''
# flows: dict[str, np.ndarray] = {}
class Flow(msgspec.Struct): # , frozen=True):
'''
(FinancialSignal-)Flow compound type which wraps a real-time
graphics (curve) and its backing data stream together for high level
access and control.
The intention is for this type to eventually be capable of shm-passing
of incrementally updated graphics stream data between actors.
'''
name: str
plot: pg.PlotItem
is_ohlc: bool = False
graphics: pg.GraphicsObject
# TODO: hackery to be able to set a shm later
# but whilst also allowing this type to hashable,
# likely will require serializable token that is used to attach
# to the underlying shm ref after startup?
_shm: Optional[ShmArray] = None # currently, may be filled in "later"
# cache of y-range values per x-range input.
_mxmns: dict[tuple[int, int], tuple[float, float]] = {}
@property
def shm(self) -> ShmArray:
return self._shm
@shm.setter
def shm(self, shm: ShmArray) -> ShmArray:
self._shm = shm
def maxmin(
self,
lbar,
rbar,
) -> tuple[float, float]:
'''
Compute the cached max and min y-range values for a given
x-range determined by ``lbar`` and ``rbar``.
'''
rkey = (lbar, rbar)
cached_result = self._mxmns.get(rkey)
if cached_result:
return cached_result
shm = self.shm
if shm is None:
mxmn = None
else: # new block for profiling?..
arr = shm.array
# build relative indexes into shm array
# TODO: should we just add/use a method
# on the shm to do this?
ifirst = arr[0]['index']
slice_view = arr[
lbar - ifirst:
(rbar - ifirst) + 1
]
if not slice_view.size:
mxmn = None
else:
if self.is_ohlc:
ylow = np.min(slice_view['low'])
yhigh = np.max(slice_view['high'])
else:
view = slice_view[self.name]
ylow = np.min(view)
yhigh = np.max(view)
mxmn = ylow, yhigh
if mxmn is not None:
# cache new mxmn result
self._mxmns[rkey] = mxmn
return mxmn

View File

@ -138,20 +138,50 @@ def ohlc_flatten(
return x, flat return x, flat
def ohlc_to_m4_line(
ohlc: np.ndarray,
px_width: int,
downsample: bool = False,
uppx: Optional[float] = None,
pretrace: bool = False,
) -> tuple[np.ndarray, np.ndarray]:
'''
Convert an OHLC struct-array to a m4 downsampled 1-d array.
'''
xpts, flat = ohlc_flatten(
ohlc,
use_mxmn=pretrace,
)
if downsample:
bins, x, y = ds_m4(
xpts,
flat,
px_width=px_width,
uppx=uppx,
log_scale=bool(uppx)
)
x = np.broadcast_to(x[:, None], y.shape)
x = (x + np.array([-0.43, 0, 0, 0.43])).flatten()
y = y.flatten()
return x, y
else:
return xpts, flat
def ds_m4( def ds_m4(
x: np.ndarray, x: np.ndarray,
y: np.ndarray, y: np.ndarray,
# units-per-pixel-x(dimension)
uppx: float,
# XXX: troll zone / easter egg.. # this is the width of the data in view
# want to mess with ur pal, pass in the actual # in display-device-local pixel units.
# pixel width here instead of uppx-proper (i.e. pass px_width: int,
# in our ``pg.GraphicsObject`` derivative's ``.px_width()`` uppx: Optional[float] = None,
# gto mega-trip-out ur bud). Hint, it used to be implemented log_scale: bool = True,
# (wrongly) using "pixel width", so check the git history ;)
xrange: Optional[float] = None,
) -> tuple[int, np.ndarray, np.ndarray]: ) -> tuple[int, np.ndarray, np.ndarray]:
''' '''
@ -178,49 +208,52 @@ def ds_m4(
# "i didn't show it in the sample code, but it's accounted for # "i didn't show it in the sample code, but it's accounted for
# in the start and end indices and number of bins" # in the start and end indices and number of bins"
# should never get called unless actually needed # optionally log-scale down the "supposed pxs on screen"
assert uppx > 1 # as the units-per-px (uppx) get's large.
if log_scale:
assert uppx, 'You must provide a `uppx` value to use log scaling!'
# scaler = 2**7 / (1 + math.log(uppx, 2))
scaler = round(
max(
# NOTE: found that a 16x px width brought greater
# detail, likely due to dpi scaling?
# px_width=px_width * 16,
2**7 / (1 + math.log(uppx, 2)),
1
)
)
px_width *= scaler
assert px_width > 1 # width of screen in pxs?
# NOTE: if we didn't pre-slice the data to downsample # NOTE: if we didn't pre-slice the data to downsample
# you could in theory pass these as the slicing params, # you could in theory pass these as the slicing params,
# do we care though since we can always just pre-slice the # do we care though since we can always just pre-slice the
# input? # input?
x_start = x[0] # x value start/lowest in domain x_start = x[0] # x value start/lowest in domain
if xrange is None:
x_end = x[-1] # x end value/highest in domain x_end = x[-1] # x end value/highest in domain
xrange = (x_end - x_start)
# XXX: always round up on the input pixels # XXX: always round up on the input pixels
# lnx = len(x) px_width = math.ceil(px_width)
# uppx *= max(4 / (1 + math.log(uppx, 2)), 1)
pxw = math.ceil(xrange / uppx) x_range = x_end - x_start
# scale up the frame "width" directly with uppx # ratio of indexed x-value to width of raster in pixels.
w = uppx # this is more or less, uppx: units-per-pixel.
w = x_range / float(px_width)
# ensure we make more then enough # ensure we make more then enough
# frames (windows) for the output pixel # frames (windows) for the output pixel
frames = pxw frames = px_width
# if we have more and then exact integer's # if we have more and then exact integer's
# (uniform quotient output) worth of datum-domain-points # (uniform quotient output) worth of datum-domain-points
# per windows-frame, add one more window to ensure # per windows-frame, add one more window to ensure
# we have room for all output down-samples. # we have room for all output down-samples.
pts_per_pixel, r = divmod(xrange, frames) pts_per_pixel, r = divmod(len(x), frames)
if r: if r:
# while r:
frames += 1 frames += 1
pts_per_pixel, r = divmod(xrange, frames)
# print(
# f'uppx: {uppx}\n'
# f'xrange: {xrange}\n'
# f'pxw: {pxw}\n'
# f'frames: {frames}\n'
# )
assert frames >= (xrange / uppx)
# call into ``numba`` # call into ``numba``
nb, i_win, y_out = _m4( nb, i_win, y_out = _m4(

View File

@ -43,8 +43,8 @@ log = get_logger(__name__)
# latency (in terms of perceived lag in cross hair) so really be sure # latency (in terms of perceived lag in cross hair) so really be sure
# there's an improvement if you want to change it! # there's an improvement if you want to change it!
_mouse_rate_limit = 60 # TODO; should we calc current screen refresh rate? _mouse_rate_limit = 120 # TODO; should we calc current screen refresh rate?
_debounce_delay = 0 _debounce_delay = 1 / 40
_ch_label_opac = 1 _ch_label_opac = 1
@ -98,30 +98,25 @@ class LineDot(pg.CurvePoint):
ev: QtCore.QEvent, ev: QtCore.QEvent,
) -> bool: ) -> bool:
if not isinstance(
if ( ev, QtCore.QDynamicPropertyChangeEvent
not isinstance(ev, QtCore.QDynamicPropertyChangeEvent) ) or self.curve() is None:
or self.curve() is None
):
return False return False
# TODO: get rid of this ``.getData()`` and # TODO: get rid of this ``.getData()`` and
# make a more pythonic api to retreive backing # make a more pythonic api to retreive backing
# numpy arrays... # numpy arrays...
# (x, y) = self.curve().getData() (x, y) = self.curve().getData()
# index = self.property('index') index = self.property('index')
# # first = self._plot._arrays['ohlc'][0]['index'] # first = self._plot._arrays['ohlc'][0]['index']
# # first = x[0] # first = x[0]
# # i = index - first # i = index - first
# if index: if index:
# i = round(index - x[0]) i = round(index - x[0])
# if i > 0 and i < len(y): if i > 0 and i < len(y):
# newPos = (index, y[i]) newPos = (index, y[i])
# QtWidgets.QGraphicsItem.setPos( QtWidgets.QGraphicsItem.setPos(self, *newPos)
# self, return True
# *newPos,
# )
# return True
return False return False
@ -259,13 +254,13 @@ class ContentsLabels:
def update_labels( def update_labels(
self, self,
index: int, index: int,
# array_name: str,
) -> None: ) -> None:
# for name, (label, update) in self._labels.items():
for chart, name, label, update in self._labels: for chart, name, label, update in self._labels:
flow = chart._flows[name] array = chart._arrays[name]
array = flow.shm.array
if not ( if not (
index >= 0 index >= 0
and index < array[-1]['index'] and index < array[-1]['index']
@ -274,6 +269,8 @@ class ContentsLabels:
print('WTF out of range?') print('WTF out of range?')
continue continue
# array = chart._arrays[name]
# call provided update func with data point # call provided update func with data point
try: try:
label.show() label.show()
@ -475,12 +472,9 @@ class Cursor(pg.GraphicsObject):
) -> LineDot: ) -> LineDot:
# if this plot contains curves add line dot "cursors" to denote # if this plot contains curves add line dot "cursors" to denote
# the current sample under the mouse # the current sample under the mouse
main_flow = plot._flows[plot.name]
# read out last index
i = main_flow.shm.array[-1]['index']
cursor = LineDot( cursor = LineDot(
curve, curve,
index=i, index=plot._arrays[plot.name][-1]['index'],
plot=plot plot=plot
) )
plot.addItem(cursor) plot.addItem(cursor)

View File

@ -18,37 +18,83 @@
Fast, smooth, sexy curves. Fast, smooth, sexy curves.
""" """
from contextlib import contextmanager as cm from typing import Optional
from typing import Optional, Callable
import numpy as np import numpy as np
import pyqtgraph as pg import pyqtgraph as pg
from PyQt5 import QtWidgets from PyQt5 import QtGui, QtWidgets
from PyQt5.QtWidgets import QGraphicsItem from PyQt5.QtWidgets import QGraphicsItem
from PyQt5.QtCore import ( from PyQt5.QtCore import (
Qt, Qt,
QLineF, QLineF,
QSizeF, QSizeF,
QRectF, QRectF,
# QRect,
QPointF, QPointF,
) )
from PyQt5.QtGui import (
QPainter,
QPainterPath,
)
from .._profile import pg_profile_enabled, ms_slower_then from .._profile import pg_profile_enabled, ms_slower_then
from ._style import hcolor from ._style import hcolor
# from ._compression import ( from ._compression import (
# # ohlc_to_m4_line, # ohlc_to_m4_line,
# ds_m4, ds_m4,
# ) )
from ..log import get_logger from ..log import get_logger
log = get_logger(__name__) log = get_logger(__name__)
def step_path_arrays_from_1d(
x: np.ndarray,
y: np.ndarray,
include_endpoints: bool = False,
) -> (np.ndarray, np.ndarray):
'''
Generate a "step mode" curve aligned with OHLC style bars
such that each segment spans each bar (aka "centered" style).
'''
y_out = y.copy()
x_out = x.copy()
x2 = np.empty(
# the data + 2 endpoints on either end for
# "termination of the path".
(len(x) + 1, 2),
# we want to align with OHLC or other sampling style
# bars likely so we need fractinal values
dtype=float,
)
x2[0] = x[0] - 0.5
x2[1] = x[0] + 0.5
x2[1:] = x[:, np.newaxis] + 0.5
# flatten to 1-d
x_out = x2.reshape(x2.size)
# we create a 1d with 2 extra indexes to
# hold the start and (current) end value for the steps
# on either end
y2 = np.empty((len(y), 2), dtype=y.dtype)
y2[:] = y[:, np.newaxis]
y_out = np.empty(
2*len(y) + 2,
dtype=y.dtype
)
# flatten and set 0 endpoints
y_out[1:-1] = y2.reshape(y2.size)
y_out[0] = 0
y_out[-1] = 0
if not include_endpoints:
return x_out[:-1], y_out[:-1]
else:
return x_out, y_out
_line_styles: dict[str, int] = { _line_styles: dict[str, int] = {
'solid': Qt.PenStyle.SolidLine, 'solid': Qt.PenStyle.SolidLine,
'dash': Qt.PenStyle.DashLine, 'dash': Qt.PenStyle.DashLine,
@ -57,43 +103,24 @@ _line_styles: dict[str, int] = {
} }
class Curve(pg.GraphicsObject): class FastAppendCurve(pg.GraphicsObject):
''' '''
A faster, simpler, append friendly version of A faster, append friendly version of ``pyqtgraph.PlotCurveItem``
``pyqtgraph.PlotCurveItem`` built for highly customizable real-time built for real-time data updates.
updates.
This type is a much stripped down version of a ``pyqtgraph`` style The main difference is avoiding regeneration of the entire
"graphics object" in the sense that the internal lower level historical path where possible and instead only updating the "new"
graphics which are drawn in the ``.paint()`` method are actually segment(s) via a ``numpy`` array diff calc. Further the "last"
rendered outside of this class entirely and instead are assigned as graphic segment is drawn independently such that near-term (high
state (instance vars) here and then drawn during a Qt graphics frequency) discrete-time-sampled style updates don't trigger a full
cycle. path redraw.
The main motivation for this more modular, composed design is that
lower level graphics data can be rendered in different threads and
then read and drawn in this main thread without having to worry
about dealing with Qt's concurrency primitives. See
``piker.ui._flows.Renderer`` for details and logic related to lower
level path generation and incremental update. The main differences in
the path generation code include:
- avoiding regeneration of the entire historical path where possible
and instead only updating the "new" segment(s) via a ``numpy``
array diff calc.
- here, the "last" graphics datum-segment is drawn independently
such that near-term (high frequency) discrete-time-sampled style
updates don't trigger a full path redraw.
''' '''
# sub-type customization methods
sub_br: Optional[Callable] = None
sub_paint: Optional[Callable] = None
declare_paintables: Optional[Callable] = None
def __init__( def __init__(
self, self,
x: np.ndarray,
y: np.ndarray,
*args, *args,
step_mode: bool = False, step_mode: bool = False,
@ -107,25 +134,27 @@ class Curve(pg.GraphicsObject):
) -> None: ) -> None:
self._name = name
# brutaaalll, see comments within.. # brutaaalll, see comments within..
self.yData = None self._y = self.yData = y
self.xData = None self._x = self.xData = x
# self._last_cap: int = 0 self._name = name
self.path: Optional[QPainterPath] = None self.path: Optional[QtGui.QPainterPath] = None
# additional path used for appends which tries to avoid
# triggering an update/redraw of the presumably larger
# historical ``.path`` above.
self.use_fpath = use_fpath self.use_fpath = use_fpath
self.fast_path: Optional[QPainterPath] = None self.fast_path: Optional[QtGui.QPainterPath] = None
# TODO: we can probably just dispense with the parent since # TODO: we can probably just dispense with the parent since
# we're basically only using the pen setting now... # we're basically only using the pen setting now...
super().__init__(*args, **kwargs) super().__init__(*args, **kwargs)
# self._xrange: tuple[int, int] = self.dataBounds(ax=0)
self._xrange: Optional[tuple[int, int]] = None
# self._last_draw = time.time()
self._in_ds: bool = False
self._last_uppx: float = 0
# all history of curve is drawn in single px thickness # all history of curve is drawn in single px thickness
pen = pg.mkPen(hcolor(color)) pen = pg.mkPen(hcolor(color))
pen.setStyle(_line_styles[style]) pen.setStyle(_line_styles[style])
@ -139,43 +168,29 @@ class Curve(pg.GraphicsObject):
# self.last_step_pen = pg.mkPen(hcolor(color), width=2) # self.last_step_pen = pg.mkPen(hcolor(color), width=2)
self.last_step_pen = pg.mkPen(pen, width=2) self.last_step_pen = pg.mkPen(pen, width=2)
# self._last_line: Optional[QLineF] = None self._last_line: Optional[QLineF] = None
self._last_line = QLineF() self._last_step_rect: Optional[QRectF] = None
self._last_w: float = 1
# flat-top style histogram-like discrete curve # flat-top style histogram-like discrete curve
# self._step_mode: bool = step_mode self._step_mode: bool = step_mode
# self._fill = True # self._fill = True
self._brush = pg.functions.mkBrush(hcolor(fill_color or color)) self._brush = pg.functions.mkBrush(hcolor(fill_color or color))
# NOTE: this setting seems to mostly prevent redraws on mouse
# interaction which is a huge boon for avg interaction latency.
# TODO: one question still remaining is if this makes trasform # TODO: one question still remaining is if this makes trasform
# interactions slower (such as zooming) and if so maybe if/when # interactions slower (such as zooming) and if so maybe if/when
# we implement a "history" mode for the view we disable this in # we implement a "history" mode for the view we disable this in
# that mode? # that mode?
if step_mode:
# don't enable caching by default for the case where the # don't enable caching by default for the case where the
# only thing drawn is the "last" line segment which can # only thing drawn is the "last" line segment which can
# have a weird artifact where it won't be fully drawn to its # have a weird artifact where it won't be fully drawn to its
# endpoint (something we saw on trade rate curves) # endpoint (something we saw on trade rate curves)
self.setCacheMode(QGraphicsItem.DeviceCoordinateCache) self.setCacheMode(
QGraphicsItem.DeviceCoordinateCache
)
# XXX: see explanation for different caching modes: self.update()
# https://stackoverflow.com/a/39410081
# seems to only be useful if we don't re-generate the entire
# QPainterPath every time
# curve.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
# don't ever use this - it's a colossal nightmare of artefacts
# and is disastrous for performance.
# curve.setCacheMode(QtWidgets.QGraphicsItem.ItemCoordinateCache)
# allow sub-type customization
declare = self.declare_paintables
if declare:
declare()
# TODO: probably stick this in a new parent # TODO: probably stick this in a new parent
# type which will contain our own version of # type which will contain our own version of
@ -199,6 +214,9 @@ class Curve(pg.GraphicsObject):
vr = self.viewRect() vr = self.viewRect()
l, r = int(vr.left()), int(vr.right()) l, r = int(vr.left()), int(vr.right())
if not self._xrange:
return 0
start, stop = self._xrange start, stop = self._xrange
lbar = max(l, start) lbar = max(l, start)
rbar = min(r, stop) rbar = min(r, stop)
@ -207,10 +225,352 @@ class Curve(pg.GraphicsObject):
QLineF(lbar, 0, rbar, 0) QLineF(lbar, 0, rbar, 0)
).length() ).length()
def downsample(
self,
x,
y,
px_width,
uppx,
) -> tuple[np.ndarray, np.ndarray]:
# downsample whenever more then 1 pixels per datum can be shown.
# always refresh data bounds until we get diffing
# working properly, see above..
bins, x, y = ds_m4(
x,
y,
px_width=px_width,
uppx=uppx,
log_scale=bool(uppx)
)
x = np.broadcast_to(x[:, None], y.shape)
# x = (x + np.array([-0.43, 0, 0, 0.43])).flatten()
x = (x + np.array([-0.5, 0, 0, 0.5])).flatten()
y = y.flatten()
# presumably?
self._in_ds = True
return x, y
def update_from_array(
self,
# full array input history
x: np.ndarray,
y: np.ndarray,
# pre-sliced array data that's "in view"
x_iv: np.ndarray,
y_iv: np.ndarray,
view_range: Optional[tuple[int, int]] = None,
profiler: Optional[pg.debug.Profiler] = None,
) -> QtGui.QPainterPath:
'''
Update curve from input 2-d data.
Compare with a cached "x-range" state and (pre/a)ppend based on
a length diff.
'''
profiler = profiler or pg.debug.Profiler(
msg=f'FastAppendCurve.update_from_array(): `{self._name}`',
disabled=not pg_profile_enabled(),
gt=ms_slower_then,
)
# flip_cache = False
if self._xrange:
istart, istop = self._xrange
else:
self._xrange = istart, istop = x[0], x[-1]
# print(f"xrange: {self._xrange}")
# XXX: lol brutal, the internals of `CurvePoint` (inherited by
# our `LineDot`) required ``.getData()`` to work..
self.xData = x
self.yData = y
self._x, self._y = x, y
if view_range:
profiler(f'view range slice {view_range}')
# downsampling incremental state checking
uppx = self.x_uppx()
px_width = self.px_width()
uppx_diff = (uppx - self._last_uppx)
should_ds = False
should_redraw = False
# if a view range is passed, plan to draw the
# source ouput that's "in view" of the chart.
if view_range and not self._in_ds:
# print(f'{self._name} vr: {view_range}')
# by default we only pull data up to the last (current) index
x_out, y_out = x_iv[:-1], y_iv[:-1]
# step mode: draw flat top discrete "step"
# over the index space for each datum.
if self._step_mode:
# TODO: numba this bish
x_out, y_out = step_path_arrays_from_1d(
x_out,
y_out
)
profiler('generated step arrays')
should_redraw = True
profiler('sliced in-view array history')
# x_last = x_iv[-1]
# y_last = y_iv[-1]
self._last_vr = view_range
# self.disable_cache()
# flip_cache = True
else:
self._xrange = x[0], x[-1]
x_last = x[-1]
y_last = y[-1]
# check for downsampling conditions
if (
# std m4 downsample conditions
px_width
and uppx_diff >= 4
or uppx_diff <= -3
or self._step_mode and abs(uppx_diff) >= 4
):
log.info(
f'{self._name} sampler change: {self._last_uppx} -> {uppx}'
)
self._last_uppx = uppx
should_ds = True
elif (
uppx <= 2
and self._in_ds
):
# we should de-downsample back to our original
# source data so we clear our path data in prep
# to generate a new one from original source data.
should_redraw = True
should_ds = False
# compute the length diffs between the first/last index entry in
# the input data and the last indexes we have on record from the
# last time we updated the curve index.
prepend_length = int(istart - x[0])
append_length = int(x[-1] - istop)
# no_path_yet = self.path is None
if (
self.path is None
or should_redraw
or should_ds
or prepend_length > 0
):
if (
not view_range
or self._in_ds
):
# by default we only pull data up to the last (current) index
x_out, y_out = x[:-1], y[:-1]
# step mode: draw flat top discrete "step"
# over the index space for each datum.
if self._step_mode:
x_out, y_out = step_path_arrays_from_1d(
x_out,
y_out,
)
# TODO: numba this bish
profiler('generated step arrays')
if should_redraw:
profiler('path reversion to non-ds')
if self.path:
self.path.clear()
if self.fast_path:
self.fast_path.clear()
if should_redraw and not should_ds:
if self._in_ds:
log.info(f'DEDOWN -> {self._name}')
self._in_ds = False
elif should_ds and px_width:
x_out, y_out = self.downsample(
x_out,
y_out,
px_width,
uppx,
)
profiler(f'FULL PATH downsample redraw={should_ds}')
self._in_ds = True
self.path = pg.functions.arrayToQPath(
x_out,
y_out,
connect='all',
finiteCheck=False,
path=self.path,
)
profiler('generated fresh path')
# profiler(f'DRAW PATH IN VIEW -> {self._name}')
# reserve mem allocs see:
# - https://doc.qt.io/qt-5/qpainterpath.html#reserve
# - https://doc.qt.io/qt-5/qpainterpath.html#capacity
# - https://doc.qt.io/qt-5/qpainterpath.html#clear
# XXX: right now this is based on had hoc checks on a
# hidpi 3840x2160 4k monitor but we should optimize for
# the target display(s) on the sys.
# if no_path_yet:
# self.path.reserve(int(500e3))
# TODO: get this piecewise prepend working - right now it's
# giving heck on vwap...
# elif prepend_length:
# breakpoint()
# prepend_path = pg.functions.arrayToQPath(
# x[0:prepend_length],
# y[0:prepend_length],
# connect='all'
# )
# # swap prepend path in "front"
# old_path = self.path
# self.path = prepend_path
# # self.path.moveTo(new_x[0], new_y[0])
# self.path.connectPath(old_path)
elif (
append_length > 0
and not view_range
):
new_x = x[-append_length - 2:-1]
new_y = y[-append_length - 2:-1]
if self._step_mode:
new_x, new_y = step_path_arrays_from_1d(
new_x,
new_y,
)
# [1:] since we don't need the vertical line normally at
# the beginning of the step curve taking the first (x,
# y) poing down to the x-axis **because** this is an
# appended path graphic.
new_x = new_x[1:]
new_y = new_y[1:]
profiler('diffed append arrays')
if should_ds:
new_x, new_y = self.downsample(
new_x,
new_y,
**should_ds,
)
profiler(f'fast path downsample redraw={should_ds}')
append_path = pg.functions.arrayToQPath(
new_x,
new_y,
connect='all',
finiteCheck=False,
path=self.fast_path,
)
if self.use_fpath:
# an attempt at trying to make append-updates faster..
if self.fast_path is None:
self.fast_path = append_path
self.fast_path.reserve(int(6e3))
else:
self.fast_path.connectPath(append_path)
size = self.fast_path.capacity()
profiler(f'connected fast path w size: {size}')
# print(f"append_path br: {append_path.boundingRect()}")
# self.path.moveTo(new_x[0], new_y[0])
# path.connectPath(append_path)
# XXX: lol this causes a hang..
# self.path = self.path.simplified()
else:
size = self.path.capacity()
profiler(f'connected history path w size: {size}')
self.path.connectPath(append_path)
# other merging ideas:
# https://stackoverflow.com/questions/8936225/how-to-merge-qpainterpaths
# path.addPath(append_path)
# path.closeSubpath()
# TODO: try out new work from `pyqtgraph` main which
# should repair horrid perf:
# https://github.com/pyqtgraph/pyqtgraph/pull/2032
# ok, nope still horrible XD
# if self._fill:
# # XXX: super slow set "union" op
# self.path = self.path.united(append_path).simplified()
# self.disable_cache()
# flip_cache = True
# draw the "current" step graphic segment so it lines up with
# the "middle" of the current (OHLC) sample.
if self._step_mode:
self._last_line = QLineF(
x_last - 0.5, 0,
x_last + 0.5, 0,
)
self._last_step_rect = QRectF(
x_last - 0.5, 0,
x_last + 0.5, y_last
)
# print(
# f"path br: {self.path.boundingRect()}",
# f"fast path br: {self.fast_path.boundingRect()}",
# f"last rect br: {self._last_step_rect}",
# )
else:
self._last_line = QLineF(
x[-2], y[-2],
x[-1], y_last
)
profiler('draw last segment')
# trigger redraw of path
# do update before reverting to cache mode
# self.prepareGeometryChange()
self.update()
profiler('.update()')
# if flip_cache:
# # XXX: seems to be needed to avoid artifacts (see above).
# self.setCacheMode(QGraphicsItem.DeviceCoordinateCache)
# XXX: lol brutal, the internals of `CurvePoint` (inherited by # XXX: lol brutal, the internals of `CurvePoint` (inherited by
# our `LineDot`) required ``.getData()`` to work.. # our `LineDot`) required ``.getData()`` to work..
def getData(self): def getData(self):
return self.xData, self.yData return self._x, self._y
# TODO: drop the above after ``Cursor`` re-work
def get_arrays(self) -> tuple[np.ndarray, np.ndarray]:
return self._x, self._y
def clear(self): def clear(self):
''' '''
@ -233,18 +593,25 @@ class Curve(pg.GraphicsObject):
# self.fast_path.clear() # self.fast_path.clear()
self.fast_path = None self.fast_path = None
@cm # self.disable_cache()
def reset_cache(self) -> None: # self.setCacheMode(QGraphicsItem.DeviceCoordinateCache)
def disable_cache(self) -> None:
'''
Disable the use of the pixel coordinate cache and trigger a geo event.
'''
# XXX: pretty annoying but, without this there's little
# artefacts on the append updates to the curve...
self.setCacheMode(QtWidgets.QGraphicsItem.NoCache) self.setCacheMode(QtWidgets.QGraphicsItem.NoCache)
yield self.prepareGeometryChange()
self.setCacheMode(QGraphicsItem.DeviceCoordinateCache)
def boundingRect(self): def boundingRect(self):
''' '''
Compute and then cache our rect. Compute and then cache our rect.
''' '''
if self.path is None: if self.path is None:
return QPainterPath().boundingRect() return QtGui.QPainterPath().boundingRect()
else: else:
# dynamically override this method after initial # dynamically override this method after initial
# path is created to avoid requiring the above None check # path is created to avoid requiring the above None check
@ -256,7 +623,6 @@ class Curve(pg.GraphicsObject):
Post init ``.boundingRect()```. Post init ``.boundingRect()```.
''' '''
# hb = self.path.boundingRect()
hb = self.path.controlPointRect() hb = self.path.controlPointRect()
hb_size = hb.size() hb_size = hb.size()
@ -264,60 +630,17 @@ class Curve(pg.GraphicsObject):
if fp: if fp:
fhb = fp.controlPointRect() fhb = fp.controlPointRect()
hb_size = fhb.size() + hb_size hb_size = fhb.size() + hb_size
# print(f'hb_size: {hb_size}') # print(f'hb_size: {hb_size}')
# if self._last_step_rect: w = hb_size.width() + 1
# hb_size += self._last_step_rect.size() h = hb_size.height() + 1
# if self._line:
# br = self._last_step_rect.bottomRight()
# tl = QPointF(
# # self._vr[0],
# # hb.topLeft().y(),
# # 0,
# # hb_size.height() + 1
# )
# br = self._last_step_rect.bottomRight()
w = hb_size.width()
h = hb_size.height()
sbr = self.sub_br
if sbr:
w, h = self.sub_br(w, h)
else:
# assume plain line graphic and use
# default unit step in each direction.
# only on a plane line do we include
# and extra index step's worth of width
# since in the step case the end of the curve
# actually terminates earlier so we don't need
# this for the last step.
w += self._last_w
# ll = self._last_line
h += 1 # ll.y2() - ll.y1()
# br = QPointF(
# self._vr[-1],
# # tl.x() + w,
# tl.y() + h,
# )
br = QRectF( br = QRectF(
# top left # top left
# hb.topLeft()
# tl,
QPointF(hb.topLeft()), QPointF(hb.topLeft()),
# br,
# total size # total size
# QSizeF(hb_size)
# hb_size,
QSizeF(w, h) QSizeF(w, h)
) )
# print(f'bounding rect: {br}') # print(f'bounding rect: {br}')
@ -325,36 +648,40 @@ class Curve(pg.GraphicsObject):
def paint( def paint(
self, self,
p: QPainter, p: QtGui.QPainter,
opt: QtWidgets.QStyleOptionGraphicsItem, opt: QtWidgets.QStyleOptionGraphicsItem,
w: QtWidgets.QWidget w: QtWidgets.QWidget
) -> None: ) -> None:
profiler = pg.debug.Profiler( profiler = pg.debug.Profiler(
msg=f'Curve.paint(): `{self._name}`', msg=f'FastAppendCurve.paint(): `{self._name}`',
disabled=not pg_profile_enabled(), disabled=not pg_profile_enabled(),
ms_threshold=ms_slower_then, gt=ms_slower_then,
) )
sub_paint = self.sub_paint if (
if sub_paint: self._step_mode
sub_paint(p, profiler) and self._last_step_rect
):
brush = self._brush
# p.drawLines(*tuple(filter(bool, self._last_step_lines)))
# p.drawRect(self._last_step_rect)
p.fillRect(self._last_step_rect, brush)
profiler('.fillRect()')
if self._last_line:
p.setPen(self.last_step_pen) p.setPen(self.last_step_pen)
p.drawLine(self._last_line) p.drawLine(self._last_line)
profiler('.drawLine()') profiler('.drawLine()')
p.setPen(self._pen) p.setPen(self._pen)
path = self.path path = self.path
# cap = path.capacity()
# if cap != self._last_cap:
# print(f'NEW CAPACITY: {self._last_cap} -> {cap}')
# self._last_cap = cap
if path: if path:
p.drawPath(path) p.drawPath(path)
profiler(f'.drawPath(path): {path.capacity()}') profiler('.drawPath(path)')
fp = self.fast_path fp = self.fast_path
if fp: if fp:
@ -368,117 +695,3 @@ class Curve(pg.GraphicsObject):
# if self._fill: # if self._fill:
# brush = self.opts['brush'] # brush = self.opts['brush']
# p.fillPath(self.path, brush) # p.fillPath(self.path, brush)
def draw_last_datum(
self,
path: QPainterPath,
src_data: np.ndarray,
render_data: np.ndarray,
reset: bool,
array_key: str,
) -> None:
# default line draw last call
# with self.reset_cache():
x = render_data['index']
y = render_data[array_key]
# draw the "current" step graphic segment so it
# lines up with the "middle" of the current
# (OHLC) sample.
self._last_line = QLineF(
x[-2], y[-2],
x[-1], y[-1],
)
return x, y
# TODO: this should probably be a "downsampled" curve type
# that draws a bar-style (but for the px column) last graphics
# element such that the current datum in view can be shown
# (via it's max / min) even when highly zoomed out.
class FlattenedOHLC(Curve):
def draw_last_datum(
self,
path: QPainterPath,
src_data: np.ndarray,
render_data: np.ndarray,
reset: bool,
array_key: str,
) -> None:
lasts = src_data[-2:]
x = lasts['index']
y = lasts['close']
# draw the "current" step graphic segment so it
# lines up with the "middle" of the current
# (OHLC) sample.
self._last_line = QLineF(
x[-2], y[-2],
x[-1], y[-1]
)
return x, y
class StepCurve(Curve):
def declare_paintables(
self,
) -> None:
self._last_step_rect = QRectF()
def draw_last_datum(
self,
path: QPainterPath,
src_data: np.ndarray,
render_data: np.ndarray,
reset: bool,
array_key: str,
w: float = 0.5,
) -> None:
# TODO: remove this and instead place all step curve
# updating into pre-path data render callbacks.
# full input data
x = src_data['index']
y = src_data[array_key]
x_last = x[-1]
y_last = y[-1]
# lol, commenting this makes step curves
# all "black" for me :eyeroll:..
self._last_line = QLineF(
x_last - w, 0,
x_last + w, 0,
)
self._last_step_rect = QRectF(
x_last - w, 0,
x_last + w, y_last,
)
return x, y
def sub_paint(
self,
p: QPainter,
profiler: pg.debug.Profiler,
) -> None:
# p.drawLines(*tuple(filter(bool, self._last_step_lines)))
# p.drawRect(self._last_step_rect)
p.fillRect(self._last_step_rect, self._brush)
profiler('.fillRect()')
def sub_br(
self,
path_w: float,
path_h: float,
) -> (float, float):
# passthrough
return path_w, path_h

View File

@ -32,7 +32,7 @@ import trio
import pendulum import pendulum
import pyqtgraph as pg import pyqtgraph as pg
# from .. import brokers from .. import brokers
from ..data.feed import open_feed from ..data.feed import open_feed
from ._axes import YAxisLabel from ._axes import YAxisLabel
from ._chart import ( from ._chart import (
@ -54,16 +54,16 @@ from ._forms import (
mk_order_pane_layout, mk_order_pane_layout,
) )
from .order_mode import open_order_mode from .order_mode import open_order_mode
from .._profile import ( # from .._profile import (
pg_profile_enabled, # pg_profile_enabled,
ms_slower_then, # ms_slower_then,
) # )
from ..log import get_logger from ..log import get_logger
log = get_logger(__name__) log = get_logger(__name__)
# TODO: load this from a config.toml! # TODO: load this from a config.toml!
_quote_throttle_rate: int = 22 # Hz _quote_throttle_rate: int = 12 # Hz
# a working tick-type-classes template # a working tick-type-classes template
@ -96,19 +96,28 @@ def chart_maxmin(
Compute max and min datums "in view" for range limits. Compute max and min datums "in view" for range limits.
''' '''
last_bars_range = chart.bars_range() array = ohlcv_shm.array
out = chart.maxmin() ifirst = array[0]['index']
if out is None: last_bars_range = chart.bars_range()
l, lbar, rbar, r = last_bars_range
in_view = array[lbar - ifirst:rbar - ifirst + 1]
if not in_view.size:
log.warning('Resetting chart to data')
chart.default_view()
return (last_bars_range, 0, 0, 0) return (last_bars_range, 0, 0, 0)
mn, mx = out mx, mn = (
np.nanmax(in_view['high']),
np.nanmin(in_view['low'],)
)
mx_vlm_in_view = 0 mx_vlm_in_view = 0
if vlm_chart: if vlm_chart:
out = vlm_chart.maxmin() mx_vlm_in_view = np.max(
if out: in_view['volume']
_, mx_vlm_in_view = out )
return ( return (
last_bars_range, last_bars_range,
@ -263,7 +272,6 @@ async def graphics_update_loop(
'vars': { 'vars': {
'tick_margin': tick_margin, 'tick_margin': tick_margin,
'i_last': i_last, 'i_last': i_last,
'i_last_append': i_last,
'last_mx_vlm': last_mx_vlm, 'last_mx_vlm': last_mx_vlm,
'last_mx': last_mx, 'last_mx': last_mx,
'last_mn': last_mn, 'last_mn': last_mn,
@ -310,7 +318,6 @@ def graphics_update_cycle(
ds: DisplayState, ds: DisplayState,
wap_in_history: bool = False, wap_in_history: bool = False,
trigger_all: bool = False, # flag used by prepend history updates trigger_all: bool = False, # flag used by prepend history updates
prepend_update_index: Optional[int] = None,
) -> None: ) -> None:
# TODO: eventually optimize this whole graphics stack with ``numba`` # TODO: eventually optimize this whole graphics stack with ``numba``
@ -320,12 +327,9 @@ def graphics_update_cycle(
profiler = pg.debug.Profiler( profiler = pg.debug.Profiler(
msg=f'Graphics loop cycle for: `{chart.name}`', msg=f'Graphics loop cycle for: `{chart.name}`',
delayed=True, disabled=True, # not pg_profile_enabled(),
disabled=not pg_profile_enabled(), gt=1/12 * 1e3,
# disabled=True, # gt=ms_slower_then,
ms_threshold=ms_slower_then,
# ms_threshold=1/12 * 1e3,
) )
# unpack multi-referenced components # unpack multi-referenced components
@ -336,12 +340,12 @@ def graphics_update_cycle(
vars = ds.vars vars = ds.vars
tick_margin = vars['tick_margin'] tick_margin = vars['tick_margin']
update_uppx = 16 update_uppx = 6
for sym, quote in ds.quotes.items(): for sym, quote in ds.quotes.items():
# compute the first available graphic's x-units-per-pixel # compute the first available graphic's x-units-per-pixel
uppx = vlm_chart.view.x_uppx() xpx = vlm_chart.view.x_uppx()
# NOTE: vlm may be written by the ``brokerd`` backend # NOTE: vlm may be written by the ``brokerd`` backend
# event though a tick sample is not emitted. # event though a tick sample is not emitted.
@ -360,58 +364,26 @@ def graphics_update_cycle(
i_diff = i_step - vars['i_last'] i_diff = i_step - vars['i_last']
vars['i_last'] = i_step vars['i_last'] = i_step
append_diff = i_step - vars['i_last_append']
# update the "last datum" (aka extending the flow graphic with
# new data) only if the number of unit steps is >= the number of
# such unit steps per pixel (aka uppx). Iow, if the zoom level
# is such that a datum(s) update to graphics wouldn't span
# to a new pixel, we don't update yet.
do_append = (append_diff >= uppx)
if do_append:
vars['i_last_append'] = i_step
do_rt_update = uppx < update_uppx
# print(
# f'append_diff:{append_diff}\n'
# f'uppx:{uppx}\n'
# f'do_append: {do_append}'
# )
# TODO: we should only run mxmn when we know
# an update is due via ``do_append`` above.
( (
brange, brange,
mx_in_view, mx_in_view,
mn_in_view, mn_in_view,
mx_vlm_in_view, mx_vlm_in_view,
) = ds.maxmin() ) = ds.maxmin()
l, lbar, rbar, r = brange l, lbar, rbar, r = brange
mx = mx_in_view + tick_margin mx = mx_in_view + tick_margin
mn = mn_in_view - tick_margin mn = mn_in_view - tick_margin
profiler('maxmin call')
profiler('`ds.maxmin()` call') liv = r > i_step # the last datum is in view
liv = r >= i_step # the last datum is in view
if (
prepend_update_index is not None
and lbar > prepend_update_index
):
# on a history update (usually from the FSP subsys)
# if the segment of history that is being prepended
# isn't in view there is no reason to do a graphics
# update.
log.debug('Skipping prepend graphics cycle: frame not in view')
return
# don't real-time "shift" the curve to the # don't real-time "shift" the curve to the
# left unless we get one of the following: # left unless we get one of the following:
if ( if (
( (
# i_diff > 0 # no new sample step i_diff > 0 # no new sample step
do_append and xpx < 4 # chart is zoomed out very far
# and uppx < 4 # chart is zoomed out very far and r >= i_step # the last datum isn't in view
and liv and liv
) )
or trigger_all or trigger_all
@ -422,9 +394,62 @@ def graphics_update_cycle(
chart.increment_view(steps=i_diff) chart.increment_view(steps=i_diff)
if vlm_chart: if vlm_chart:
vlm_chart.increment_view(steps=i_diff) # always update y-label
ds.vlm_sticky.update_from_data(
*array[-1][['index', 'volume']]
)
profiler('view incremented') if (
(
xpx < update_uppx or i_diff > 0
and liv
)
or trigger_all
):
# TODO: make it so this doesn't have to be called
# once the $vlm is up?
vlm_chart.update_graphics_from_array(
'volume',
array,
# UGGGh, see ``maxmin()`` impl in `._fsp` for
# the overlayed plotitems... we need a better
# bay to invoke a maxmin per overlay..
render=False,
# XXX: ^^^^ THIS IS SUPER IMPORTANT! ^^^^
# without this, since we disable the
# 'volume' (units) chart after the $vlm starts
# up we need to be sure to enable this
# auto-ranging otherwise there will be no handler
# connected to update accompanying overlay
# graphics..
)
if (
mx_vlm_in_view != vars['last_mx_vlm']
):
yrange = (0, mx_vlm_in_view * 1.375)
vlm_chart.view._set_yrange(
yrange=yrange,
)
# print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}')
vars['last_mx_vlm'] = mx_vlm_in_view
for curve_name, flow in vlm_chart._flows.items():
update_fsp_chart(
vlm_chart,
flow,
curve_name,
array_key=curve_name,
)
# is this even doing anything?
# (pretty sure it's the real-time
# resizing from last quote?)
fvb = flow.plot.vb
fvb._set_yrange(
autoscale_linked_plots=False,
name=curve_name,
)
ticks_frame = quote.get('ticks', ()) ticks_frame = quote.get('ticks', ())
@ -471,20 +496,15 @@ def graphics_update_cycle(
# update ohlc sampled price bars # update ohlc sampled price bars
if ( if (
do_rt_update xpx < update_uppx
or do_append or i_diff > 0
or trigger_all or trigger_all
): ):
chart.update_graphics_from_flow( chart.update_graphics_from_array(
chart.name, chart.name,
# do_append=uppx < update_uppx, array,
do_append=do_append,
) )
# NOTE: we always update the "last" datum
# since the current range should at least be updated
# to it's max/min on the last pixel.
# iterate in FIFO order per tick-frame # iterate in FIFO order per tick-frame
for typ, tick in lasts.items(): for typ, tick in lasts.items():
@ -495,7 +515,6 @@ def graphics_update_cycle(
# tick frames to determine the y-range for chart # tick frames to determine the y-range for chart
# auto-scaling. # auto-scaling.
# TODO: we need a streaming minmax algo here, see def above. # TODO: we need a streaming minmax algo here, see def above.
if liv:
mx = max(price + tick_margin, mx) mx = max(price + tick_margin, mx)
mn = min(price - tick_margin, mn) mn = min(price - tick_margin, mn)
@ -520,8 +539,9 @@ def graphics_update_cycle(
if wap_in_history: if wap_in_history:
# update vwap overlay line # update vwap overlay line
chart.update_graphics_from_flow( chart.update_graphics_from_array(
'bar_wap', 'bar_wap',
array,
) )
# L1 book label-line updates # L1 book label-line updates
@ -537,7 +557,7 @@ def graphics_update_cycle(
if ( if (
label is not None label is not None
and liv # and liv
): ):
label.update_fields( label.update_fields(
{'level': price, 'size': size} {'level': price, 'size': size}
@ -551,7 +571,7 @@ def graphics_update_cycle(
typ in _tick_groups['asks'] typ in _tick_groups['asks']
# TODO: instead we could check if the price is in the # TODO: instead we could check if the price is in the
# y-view-range? # y-view-range?
and liv # and liv
): ):
l1.ask_label.update_fields({'level': price, 'size': size}) l1.ask_label.update_fields({'level': price, 'size': size})
@ -559,7 +579,7 @@ def graphics_update_cycle(
typ in _tick_groups['bids'] typ in _tick_groups['bids']
# TODO: instead we could check if the price is in the # TODO: instead we could check if the price is in the
# y-view-range? # y-view-range?
and liv # and liv
): ):
l1.bid_label.update_fields({'level': price, 'size': size}) l1.bid_label.update_fields({'level': price, 'size': size})
@ -574,7 +594,6 @@ def graphics_update_cycle(
main_vb._ic is None main_vb._ic is None
or not main_vb._ic.is_set() or not main_vb._ic.is_set()
): ):
# print(f'updating range due to mxmn')
main_vb._set_yrange( main_vb._set_yrange(
# TODO: we should probably scale # TODO: we should probably scale
# the view margin based on the size # the view margin based on the size
@ -585,14 +604,14 @@ def graphics_update_cycle(
yrange=(mn, mx), yrange=(mn, mx),
) )
# XXX: update this every draw cycle to make L1-always-in-view work.
vars['last_mx'], vars['last_mn'] = mx, mn vars['last_mx'], vars['last_mn'] = mx, mn
# run synchronous update on all linked flows # run synchronous update on all linked flows
# TODO: should the "main" (aka source) flow be special?
for curve_name, flow in chart._flows.items(): for curve_name, flow in chart._flows.items():
# update any overlayed fsp flows # TODO: should the "main" (aka source) flow be special?
if curve_name != chart.data_key: if curve_name == chart.data_key:
continue
update_fsp_chart( update_fsp_chart(
chart, chart,
flow, flow,
@ -600,105 +619,6 @@ def graphics_update_cycle(
array_key=curve_name, array_key=curve_name,
) )
# even if we're downsampled bigly
# draw the last datum in the final
# px column to give the user the mx/mn
# range of that set.
if (
not do_append
# and not do_rt_update
and liv
):
flow.draw_last(
array_key=curve_name,
only_last_uppx=True,
)
# volume chart logic..
# TODO: can we unify this with the above loop?
if vlm_chart:
# always update y-label
ds.vlm_sticky.update_from_data(
*array[-1][['index', 'volume']]
)
if (
(
do_rt_update
or do_append
and liv
)
or trigger_all
):
# TODO: make it so this doesn't have to be called
# once the $vlm is up?
vlm_chart.update_graphics_from_flow(
'volume',
# UGGGh, see ``maxmin()`` impl in `._fsp` for
# the overlayed plotitems... we need a better
# bay to invoke a maxmin per overlay..
render=False,
# XXX: ^^^^ THIS IS SUPER IMPORTANT! ^^^^
# without this, since we disable the
# 'volume' (units) chart after the $vlm starts
# up we need to be sure to enable this
# auto-ranging otherwise there will be no handler
# connected to update accompanying overlay
# graphics..
)
profiler('`vlm_chart.update_graphics_from_flow()`')
if (
mx_vlm_in_view != vars['last_mx_vlm']
):
yrange = (0, mx_vlm_in_view * 1.375)
vlm_chart.view._set_yrange(
yrange=yrange,
)
profiler('`vlm_chart.view._set_yrange()`')
# print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}')
vars['last_mx_vlm'] = mx_vlm_in_view
for curve_name, flow in vlm_chart._flows.items():
if (
curve_name != 'volume' and
flow.render and (
liv and
do_rt_update or do_append
)
):
update_fsp_chart(
vlm_chart,
flow,
curve_name,
array_key=curve_name,
# do_append=uppx < update_uppx,
do_append=do_append,
)
# is this even doing anything?
# (pretty sure it's the real-time
# resizing from last quote?)
fvb = flow.plot.vb
fvb._set_yrange(
name=curve_name,
)
elif (
curve_name != 'volume'
and not do_append
and liv
and uppx >= 1
# even if we're downsampled bigly
# draw the last datum in the final
# px column to give the user the mx/mn
# range of that set.
):
# always update the last datum-element
# graphic for all flows
# print(f'drawing last {flow.name}')
flow.draw_last(array_key=curve_name)
async def display_symbol_data( async def display_symbol_data(
godwidget: GodWidget, godwidget: GodWidget,
@ -723,7 +643,7 @@ async def display_symbol_data(
) )
# historical data fetch # historical data fetch
# brokermod = brokers.get_brokermod(provider) brokermod = brokers.get_brokermod(provider)
# ohlc_status_done = sbar.open_status( # ohlc_status_done = sbar.open_status(
# 'retreiving OHLC history.. ', # 'retreiving OHLC history.. ',
@ -772,31 +692,32 @@ async def display_symbol_data(
# create main OHLC chart # create main OHLC chart
chart = linked.plot_ohlc_main( chart = linked.plot_ohlc_main(
symbol, symbol,
ohlcv, bars,
sidepane=pp_pane, sidepane=pp_pane,
) )
chart.default_view()
chart._feeds[symbol.key] = feed chart._feeds[symbol.key] = feed
chart.setFocus() chart.setFocus()
# plot historical vwap if available # plot historical vwap if available
wap_in_history = False wap_in_history = False
# XXX: FOR SOME REASON THIS IS CAUSING HANGZ!?! if brokermod._show_wap_in_history:
# if brokermod._show_wap_in_history:
# if 'bar_wap' in bars.dtype.fields: if 'bar_wap' in bars.dtype.fields:
# wap_in_history = True wap_in_history = True
# chart.draw_curve( chart.draw_curve(
# name='bar_wap', name='bar_wap',
# shm=ohlcv, data=bars,
# color='default_light', add_label=False,
# add_label=False, )
# )
# size view to data once at outset # size view to data once at outset
chart.cv._set_yrange() chart.cv._set_yrange()
# TODO: a data view api that makes this less shit
chart._shm = ohlcv
chart._flows[chart.data_key].shm = ohlcv
# NOTE: we must immediately tell Qt to show the OHLC chart # NOTE: we must immediately tell Qt to show the OHLC chart
# to avoid a race where the subplots get added/shown to # to avoid a race where the subplots get added/shown to
# the linked set *before* the main price chart! # the linked set *before* the main price chart!
@ -859,5 +780,6 @@ async def display_symbol_data(
sbar._status_groups[loading_sym_key][1]() sbar._status_groups[loading_sym_key][1]()
# let the app run.. bby # let the app run.. bby
chart.default_view()
# linked.graphics_cycle() # linked.graphics_cycle()
await trio.sleep_forever() await trio.sleep_forever()

View File

@ -343,7 +343,7 @@ class SelectRect(QtGui.QGraphicsRectItem):
nbars = ixmx - ixmn + 1 nbars = ixmx - ixmn + 1
chart = self._chart chart = self._chart
data = chart._flows[chart.name].shm.array[ixmn:ixmx] data = chart._arrays[chart.name][ixmn:ixmx]
if len(data): if len(data):
std = data['close'].std() std = data['close'].std()

View File

@ -49,6 +49,10 @@ from . import _style
log = get_logger(__name__) log = get_logger(__name__)
# pyqtgraph global config # pyqtgraph global config
# might as well enable this for now?
pg.useOpenGL = True
pg.enableExperimental = True
# engage core tweaks that give us better response # engage core tweaks that give us better response
# latency then the average pg user # latency then the average pg user
_do_overrides() _do_overrides()

View File

@ -1,83 +0,0 @@
# piker: trading gear for hackers
# Copyright (C) Tyler Goodlet (in stewardship for piker0)
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU Affero General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Affero General Public License for more details.
# You should have received a copy of the GNU Affero General Public License
# along with this program. If not, see <https://www.gnu.org/licenses/>.
"""
Feed status and controls widget(s) for embedding in a UI-pane.
"""
from __future__ import annotations
from textwrap import dedent
from typing import TYPE_CHECKING
# from PyQt5.QtCore import Qt
from ._style import _font, _font_small
# from ..calc import humanize
from ._label import FormatLabel
if TYPE_CHECKING:
from ._chart import ChartPlotWidget
from ..data.feed import Feed
from ._forms import FieldsForm
def mk_feed_label(
form: FieldsForm,
feed: Feed,
chart: ChartPlotWidget,
) -> FormatLabel:
'''
Generate a label from feed meta-data to be displayed
in a UI sidepane.
TODO: eventually buttons for changing settings over
a feed control protocol.
'''
status = feed.status
assert status
msg = dedent("""
actor: **{actor_name}**\n
|_ @**{host}:{port}**\n
""")
for key, val in status.items():
if key in ('host', 'port', 'actor_name'):
continue
msg += f'\n|_ {key}: **{{{key}}}**\n'
feed_label = FormatLabel(
fmt_str=msg,
# |_ streams: **{symbols}**\n
font=_font.font,
font_size=_font_small.px_size,
font_color='default_lightest',
)
# form.vbox.setAlignment(feed_label, Qt.AlignBottom)
# form.vbox.setAlignment(Qt.AlignBottom)
_ = chart.height() - (
form.height() +
form.fill_bar.height()
# feed_label.height()
)
feed_label.format(**feed.status)
return feed_label

File diff suppressed because it is too large Load Diff

View File

@ -750,12 +750,12 @@ def mk_order_pane_layout(
parent=parent, parent=parent,
fields_schema={ fields_schema={
'account': { 'account': {
'label': '**accnt**:', 'label': '**account**:',
'type': 'select', 'type': 'select',
'default_value': ['paper'], 'default_value': ['paper'],
}, },
'size_unit': { 'size_unit': {
'label': '**alloc**:', 'label': '**allocate**:',
'type': 'select', 'type': 'select',
'default_value': [ 'default_value': [
'$ size', '$ size',

View File

@ -75,7 +75,6 @@ def update_fsp_chart(
flow, flow,
graphics_name: str, graphics_name: str,
array_key: Optional[str], array_key: Optional[str],
**kwargs,
) -> None: ) -> None:
@ -94,10 +93,10 @@ def update_fsp_chart(
# update graphics # update graphics
# NOTE: this does a length check internally which allows it # NOTE: this does a length check internally which allows it
# staying above the last row check below.. # staying above the last row check below..
chart.update_graphics_from_flow( chart.update_graphics_from_array(
graphics_name, graphics_name,
array,
array_key=array_key or graphics_name, array_key=array_key or graphics_name,
**kwargs,
) )
# XXX: re: ``array_key``: fsp func names must be unique meaning we # XXX: re: ``array_key``: fsp func names must be unique meaning we
@ -107,6 +106,9 @@ def update_fsp_chart(
# read from last calculated value and update any label # read from last calculated value and update any label
last_val_sticky = chart._ysticks.get(graphics_name) last_val_sticky = chart._ysticks.get(graphics_name)
if last_val_sticky: if last_val_sticky:
# array = shm.array[array_key]
# if len(array):
# value = array[-1]
last = last_row[array_key] last = last_row[array_key]
last_val_sticky.update_from_data(-1, last) last_val_sticky.update_from_data(-1, last)
@ -244,18 +246,20 @@ async def run_fsp_ui(
chart.draw_curve( chart.draw_curve(
name=name, name=name,
shm=shm, data=shm.array,
overlay=True, overlay=True,
color='default_light', color='default_light',
array_key=name, array_key=name,
**conf.get('chart_kwargs', {}) **conf.get('chart_kwargs', {})
) )
# specially store ref to shm for lookup in display loop
chart._flows[name].shm = shm
else: else:
# create a new sub-chart widget for this fsp # create a new sub-chart widget for this fsp
chart = linkedsplits.add_plot( chart = linkedsplits.add_plot(
name=name, name=name,
shm=shm, array=shm.array,
array_key=name, array_key=name,
sidepane=sidepane, sidepane=sidepane,
@ -267,6 +271,12 @@ async def run_fsp_ui(
**conf.get('chart_kwargs', {}) **conf.get('chart_kwargs', {})
) )
# XXX: ONLY for sub-chart fsps, overlays have their
# data looked up from the chart's internal array set.
# TODO: we must get a data view api going STAT!!
chart._shm = shm
chart._flows[chart.data_key].shm = shm
# should **not** be the same sub-chart widget # should **not** be the same sub-chart widget
assert chart.name != linkedsplits.chart.name assert chart.name != linkedsplits.chart.name
@ -435,16 +445,12 @@ class FspAdmin:
# wait for graceful shutdown signal # wait for graceful shutdown signal
async with stream.subscribe() as stream: async with stream.subscribe() as stream:
async for msg in stream: async for msg in stream:
info = msg.get('fsp_update') if msg == 'update':
if info:
# if the chart isn't hidden try to update # if the chart isn't hidden try to update
# the data on screen. # the data on screen.
if not self.linked.isHidden(): if not self.linked.isHidden():
log.debug(f'Re-syncing graphics for fsp: {ns_path}') log.info(f'Re-syncing graphics for fsp: {ns_path}')
self.linked.graphics_cycle( self.linked.graphics_cycle(trigger_all=True)
trigger_all=True,
prepend_update_index=info['first'],
)
else: else:
log.info(f'recved unexpected fsp engine msg: {msg}') log.info(f'recved unexpected fsp engine msg: {msg}')
@ -620,7 +626,7 @@ async def open_vlm_displays(
shm = ohlcv shm = ohlcv
chart = linked.add_plot( chart = linked.add_plot(
name='volume', name='volume',
shm=shm, array=shm.array,
array_key='volume', array_key='volume',
sidepane=sidepane, sidepane=sidepane,
@ -633,9 +639,10 @@ async def open_vlm_displays(
# the curve item internals are pretty convoluted. # the curve item internals are pretty convoluted.
style='step', style='step',
) )
chart._flows['volume'].shm = ohlcv
# force 0 to always be in view # force 0 to always be in view
def multi_maxmin( def maxmin(
names: list[str], names: list[str],
) -> tuple[float, float]: ) -> tuple[float, float]:
@ -651,7 +658,7 @@ async def open_vlm_displays(
return 0, mx return 0, mx
chart.view.maxmin = partial(multi_maxmin, names=['volume']) chart.view.maxmin = partial(maxmin, names=['volume'])
# TODO: fix the x-axis label issue where if you put # TODO: fix the x-axis label issue where if you put
# the axis on the left it's totally not lined up... # the axis on the left it's totally not lined up...
@ -659,6 +666,11 @@ async def open_vlm_displays(
# chart.hideAxis('right') # chart.hideAxis('right')
# chart.showAxis('left') # chart.showAxis('left')
# XXX: ONLY for sub-chart fsps, overlays have their
# data looked up from the chart's internal array set.
# TODO: we must get a data view api going STAT!!
chart._shm = shm
# send back new chart to caller # send back new chart to caller
task_status.started(chart) task_status.started(chart)
@ -673,9 +685,9 @@ async def open_vlm_displays(
last_val_sticky.update_from_data(-1, value) last_val_sticky.update_from_data(-1, value)
vlm_curve = chart.update_graphics_from_flow( vlm_curve = chart.update_graphics_from_array(
'volume', 'volume',
# shm.array, shm.array,
) )
# size view to data once at outset # size view to data once at outset
@ -741,20 +753,19 @@ async def open_vlm_displays(
'dolla_vlm', 'dolla_vlm',
'dark_vlm', 'dark_vlm',
] ]
# dvlm_rate_fields = [ dvlm_rate_fields = [
# 'dvlm_rate', 'dvlm_rate',
# 'dark_dvlm_rate', 'dark_dvlm_rate',
# ] ]
trade_rate_fields = [ trade_rate_fields = [
'trade_rate', 'trade_rate',
'dark_trade_rate', 'dark_trade_rate',
] ]
group_mxmn = partial( group_mxmn = partial(
multi_maxmin, maxmin,
# keep both regular and dark vlm in view # keep both regular and dark vlm in view
names=fields, names=fields + dvlm_rate_fields,
# names=fields + dvlm_rate_fields,
) )
# add custom auto range handler # add custom auto range handler
@ -784,8 +795,9 @@ async def open_vlm_displays(
color = 'bracket' color = 'bracket'
curve, _ = chart.draw_curve( curve, _ = chart.draw_curve(
# name='dolla_vlm',
name=name, name=name,
shm=shm, data=shm.array,
array_key=name, array_key=name,
overlay=pi, overlay=pi,
color=color, color=color,
@ -800,6 +812,7 @@ async def open_vlm_displays(
# ``.draw_curve()``. # ``.draw_curve()``.
flow = chart._flows[name] flow = chart._flows[name]
assert flow.plot is pi assert flow.plot is pi
flow.shm = shm
chart_curves( chart_curves(
fields, fields,
@ -821,11 +834,11 @@ async def open_vlm_displays(
) )
await started.wait() await started.wait()
# chart_curves( chart_curves(
# dvlm_rate_fields, dvlm_rate_fields,
# dvlm_pi, dvlm_pi,
# fr_shm, fr_shm,
# ) )
# TODO: is there a way to "sync" the dual axes such that only # TODO: is there a way to "sync" the dual axes such that only
# one curve is needed? # one curve is needed?
@ -834,9 +847,7 @@ async def open_vlm_displays(
# liquidity events (well at least on low OHLC periods - 1s). # liquidity events (well at least on low OHLC periods - 1s).
vlm_curve.hide() vlm_curve.hide()
chart.removeItem(vlm_curve) chart.removeItem(vlm_curve)
vflow = chart._flows['volume'] chart._flows.pop('volume')
vflow.render = False
# avoid range sorting on volume once disabled # avoid range sorting on volume once disabled
chart.view.disable_auto_yrange() chart.view.disable_auto_yrange()
@ -863,7 +874,7 @@ async def open_vlm_displays(
) )
# add custom auto range handler # add custom auto range handler
tr_pi.vb.maxmin = partial( tr_pi.vb.maxmin = partial(
multi_maxmin, maxmin,
# keep both regular and dark vlm in view # keep both regular and dark vlm in view
names=trade_rate_fields, names=trade_rate_fields,
) )
@ -891,10 +902,10 @@ async def open_vlm_displays(
# built-in vlm fsps # built-in vlm fsps
for target, conf in { for target, conf in {
# tina_vwap: { tina_vwap: {
# 'overlay': 'ohlc', # overlays with OHLCV (main) chart 'overlay': 'ohlc', # overlays with OHLCV (main) chart
# 'anchor': 'session', 'anchor': 'session',
# }, },
}.items(): }.items():
started = await admin.open_fsp_chart( started = await admin.open_fsp_chart(
target, target,

View File

@ -20,6 +20,7 @@ Chart view box primitives
""" """
from __future__ import annotations from __future__ import annotations
from contextlib import asynccontextmanager from contextlib import asynccontextmanager
# import itertools
import time import time
from typing import Optional, Callable from typing import Optional, Callable
@ -34,9 +35,10 @@ import trio
from ..log import get_logger from ..log import get_logger
from .._profile import pg_profile_enabled, ms_slower_then from .._profile import pg_profile_enabled, ms_slower_then
# from ._style import _min_points_to_show from ._style import _min_points_to_show
from ._editors import SelectRect from ._editors import SelectRect
from . import _event from . import _event
from ._ohlc import BarItems
log = get_logger(__name__) log = get_logger(__name__)
@ -484,18 +486,15 @@ class ChartView(ViewBox):
# don't zoom more then the min points setting # don't zoom more then the min points setting
l, lbar, rbar, r = chart.bars_range() l, lbar, rbar, r = chart.bars_range()
# vl = r - l vl = r - l
# if ev.delta() > 0 and vl <= _min_points_to_show: if ev.delta() > 0 and vl <= _min_points_to_show:
# log.debug("Max zoom bruh...") log.debug("Max zoom bruh...")
# return return
# if ( if ev.delta() < 0 and vl >= len(chart._arrays[chart.name]) + 666:
# ev.delta() < 0 log.debug("Min zoom bruh...")
# and vl >= len(chart._flows[chart.name].shm.array) + 666 return
# ):
# log.debug("Min zoom bruh...")
# return
# actual scaling factor # actual scaling factor
s = 1.015 ** (ev.delta() * -1 / 20) # self.state['wheelScaleFactor']) s = 1.015 ** (ev.delta() * -1 / 20) # self.state['wheelScaleFactor'])
@ -569,23 +568,11 @@ class ChartView(ViewBox):
self._resetTarget() self._resetTarget()
self.scaleBy(s, focal) self.scaleBy(s, focal)
# XXX: the order of the next 2 lines i'm pretty sure
# matters, we want the resize to trigger before the graphics
# update, but i gotta feelin that because this one is signal
# based (and thus not necessarily sync invoked right away)
# that calling the resize method manually might work better.
self.sigRangeChangedManually.emit(mask) self.sigRangeChangedManually.emit(mask)
# XXX: without this is seems as though sometimes # self._ic.set()
# when zooming in from far out (and maybe vice versa?) # self._ic = None
# the signal isn't being fired enough since if you pan # self.chart.resume_all_feeds()
# just after you'll see further downsampling code run
# (pretty noticeable on the OHLC ds curve) but with this
# that never seems to happen? Only question is how much this
# "double work" is causing latency when these missing event
# fires don't happen?
self.maybe_downsample_graphics()
ev.accept() ev.accept()
@ -747,8 +734,9 @@ class ChartView(ViewBox):
# flag to prevent triggering sibling charts from the same linked # flag to prevent triggering sibling charts from the same linked
# set from recursion errors. # set from recursion errors.
autoscale_linked_plots: bool = False, autoscale_linked_plots: bool = True,
name: Optional[str] = None, name: Optional[str] = None,
# autoscale_overlays: bool = False,
) -> None: ) -> None:
''' '''
@ -759,12 +747,9 @@ class ChartView(ViewBox):
data set. data set.
''' '''
name = self.name
# print(f'YRANGE ON {name}')
profiler = pg.debug.Profiler( profiler = pg.debug.Profiler(
msg=f'`ChartView._set_yrange()`: `{name}`',
disabled=not pg_profile_enabled(), disabled=not pg_profile_enabled(),
ms_threshold=ms_slower_then, gt=ms_slower_then,
delayed=True, delayed=True,
) )
set_range = True set_range = True
@ -790,22 +775,45 @@ class ChartView(ViewBox):
elif yrange is not None: elif yrange is not None:
ylow, yhigh = yrange ylow, yhigh = yrange
# calculate max, min y values in viewable x-range from data.
# Make sure min bars/datums on screen is adhered.
else:
br = bars_range or chart.bars_range()
profiler(f'got bars range: {br}')
# TODO: maybe should be a method on the
# chart widget/item?
# if False:
# if autoscale_linked_plots:
# # avoid recursion by sibling plots
# linked = self.linkedsplits
# plots = list(linked.subplots.copy().values())
# main = linked.chart
# if main:
# plots.append(main)
# for chart in plots:
# if chart and not chart._static_yrange:
# chart.cv._set_yrange(
# bars_range=br,
# autoscale_linked_plots=False,
# )
# profiler('autoscaled linked plots')
if set_range: if set_range:
if not yrange:
# XXX: only compute the mxmn range # XXX: only compute the mxmn range
# if none is provided as input! # if none is provided as input!
if not yrange:
# flow = chart._flows[name]
yrange = self._maxmin() yrange = self._maxmin()
if yrange is None: if yrange is None:
log.warning(f'No yrange provided for {name}!?') log.warning(f'No yrange provided for {self.name}!?')
print(f"WTF NO YRANGE {name}")
return return
ylow, yhigh = yrange ylow, yhigh = yrange
profiler(f'callback ._maxmin(): {yrange}') profiler(f'maxmin(): {yrange}')
# view margins: stay within a % of the "true range" # view margins: stay within a % of the "true range"
diff = yhigh - ylow diff = yhigh - ylow
@ -822,8 +830,6 @@ class ChartView(ViewBox):
self.setYRange(ylow, yhigh) self.setYRange(ylow, yhigh)
profiler(f'set limits: {(ylow, yhigh)}') profiler(f'set limits: {(ylow, yhigh)}')
profiler.finish()
def enable_auto_yrange( def enable_auto_yrange(
self, self,
src_vb: Optional[ChartView] = None, src_vb: Optional[ChartView] = None,
@ -837,9 +843,17 @@ class ChartView(ViewBox):
if src_vb is None: if src_vb is None:
src_vb = self src_vb = self
# such that when a linked chart changes its range
# this local view is also automatically changed and
# resized to data.
src_vb.sigXRangeChanged.connect(self._set_yrange)
# splitter(s) resizing # splitter(s) resizing
src_vb.sigResized.connect(self._set_yrange) src_vb.sigResized.connect(self._set_yrange)
# mouse wheel doesn't emit XRangeChanged
src_vb.sigRangeChangedManually.connect(self._set_yrange)
# TODO: a smarter way to avoid calling this needlessly? # TODO: a smarter way to avoid calling this needlessly?
# 2 things i can think of: # 2 things i can think of:
# - register downsample-able graphics specially and only # - register downsample-able graphics specially and only
@ -850,16 +864,15 @@ class ChartView(ViewBox):
self.maybe_downsample_graphics self.maybe_downsample_graphics
) )
# mouse wheel doesn't emit XRangeChanged def disable_auto_yrange(
src_vb.sigRangeChangedManually.connect(self._set_yrange) self,
) -> None:
# src_vb.sigXRangeChanged.connect(self._set_yrange) # self._chart._static_yrange = 'axis'
# src_vb.sigXRangeChanged.connect(
# self.maybe_downsample_graphics
# )
def disable_auto_yrange(self) -> None:
self.sigXRangeChanged.disconnect(
self._set_yrange,
)
self.sigResized.disconnect( self.sigResized.disconnect(
self._set_yrange, self._set_yrange,
) )
@ -870,11 +883,6 @@ class ChartView(ViewBox):
self._set_yrange, self._set_yrange,
) )
# self.sigXRangeChanged.disconnect(self._set_yrange)
# self.sigXRangeChanged.disconnect(
# self.maybe_downsample_graphics
# )
def x_uppx(self) -> float: def x_uppx(self) -> float:
''' '''
Return the "number of x units" within a single Return the "number of x units" within a single
@ -882,7 +890,7 @@ class ChartView(ViewBox):
graphics items which are our children. graphics items which are our children.
''' '''
graphics = [f.graphics for f in self._chart._flows.values()] graphics = list(self._chart._graphics.values())
if not graphics: if not graphics:
return 0 return 0
@ -893,21 +901,25 @@ class ChartView(ViewBox):
else: else:
return 0 return 0
def maybe_downsample_graphics( def maybe_downsample_graphics(self):
self,
autoscale_overlays: bool = True, uppx = self.x_uppx()
if (
# we probably want to drop this once we are "drawing in
# view" for downsampled flows..
uppx and uppx > 16
and self._ic is not None
): ):
# don't bother updating since we're zoomed out bigly and
# in a pan-interaction, in which case we shouldn't be
# doing view-range based rendering (at least not yet).
# print(f'{uppx} exiting early!')
return
profiler = pg.debug.Profiler( profiler = pg.debug.Profiler(
msg=f'ChartView.maybe_downsample_graphics() for {self.name}',
disabled=not pg_profile_enabled(), disabled=not pg_profile_enabled(),
gt=3,
# XXX: important to avoid not seeing underlying delayed=True,
# ``.update_graphics_from_flow()`` nested profiling likely
# due to the way delaying works and garbage collection of
# the profiler in the delegated method calls.
ms_threshold=6,
# ms_threshold=ms_slower_then,
) )
# TODO: a faster single-loop-iterator way of doing this XD # TODO: a faster single-loop-iterator way of doing this XD
@ -916,32 +928,19 @@ class ChartView(ViewBox):
plots = linked.subplots | {chart.name: chart} plots = linked.subplots | {chart.name: chart}
for chart_name, chart in plots.items(): for chart_name, chart in plots.items():
for name, flow in chart._flows.items(): for name, flow in chart._flows.items():
graphics = flow.graphics
if ( use_vr = False
not flow.render if isinstance(graphics, BarItems):
use_vr = True
# XXX: super important to be aware of this.
# or not flow.graphics.isVisible()
):
continue
# pass in no array which will read and render from the last # pass in no array which will read and render from the last
# passed array (normally provided by the display loop.) # passed array (normally provided by the display loop.)
chart.update_graphics_from_flow( chart.update_graphics_from_array(
name, name,
use_vr=True, use_vr=use_vr,
profiler=profiler,
) )
profiler(f'range change updated {chart_name}:{name}')
# for each overlay on this chart auto-scale the profiler.finish()
# y-range to max-min values.
if autoscale_overlays:
overlay = chart.pi_overlay
if overlay:
for pi in overlay.overlays:
pi.vb._set_yrange(
# TODO: get the range once up front...
# bars_range=br,
)
profiler('autoscaled linked plots')
profiler(f'<{chart_name}>.update_graphics_from_flow({name})')

View File

@ -25,13 +25,17 @@ from typing import (
import numpy as np import numpy as np
import pyqtgraph as pg import pyqtgraph as pg
from numba import njit, float64, int64 # , optional
from PyQt5 import QtCore, QtGui, QtWidgets from PyQt5 import QtCore, QtGui, QtWidgets
from PyQt5.QtCore import QLineF, QPointF from PyQt5.QtCore import QLineF, QPointF
from PyQt5.QtGui import QPainterPath # from numba import types as ntypes
# from ..data._source import numba_ohlc_dtype
from .._profile import pg_profile_enabled, ms_slower_then from .._profile import pg_profile_enabled, ms_slower_then
from ._style import hcolor from ._style import hcolor
from ..log import get_logger from ..log import get_logger
from ._curve import FastAppendCurve
from ._compression import ohlc_flatten
if TYPE_CHECKING: if TYPE_CHECKING:
from ._chart import LinkedSplits from ._chart import LinkedSplits
@ -42,8 +46,7 @@ log = get_logger(__name__)
def bar_from_ohlc_row( def bar_from_ohlc_row(
row: np.ndarray, row: np.ndarray,
# 0.5 is no overlap between arms, 1.0 is full overlap w: float
w: float = 0.43
) -> tuple[QLineF]: ) -> tuple[QLineF]:
''' '''
@ -81,11 +84,128 @@ def bar_from_ohlc_row(
return [hl, o, c] return [hl, o, c]
@njit(
# TODO: for now need to construct this manually for readonly arrays, see
# https://github.com/numba/numba/issues/4511
# ntypes.tuple((float64[:], float64[:], float64[:]))(
# numba_ohlc_dtype[::1], # contiguous
# int64,
# optional(float64),
# ),
nogil=True
)
def path_arrays_from_ohlc(
data: np.ndarray,
start: int64,
bar_gap: float64 = 0.43,
) -> np.ndarray:
'''
Generate an array of lines objects from input ohlc data.
'''
size = int(data.shape[0] * 6)
x = np.zeros(
# data,
shape=size,
dtype=float64,
)
y, c = x.copy(), x.copy()
# TODO: report bug for assert @
# /home/goodboy/repos/piker/env/lib/python3.8/site-packages/numba/core/typing/builtins.py:991
for i, q in enumerate(data[start:], start):
# TODO: ask numba why this doesn't work..
# open, high, low, close, index = q[
# ['open', 'high', 'low', 'close', 'index']]
open = q['open']
high = q['high']
low = q['low']
close = q['close']
index = float64(q['index'])
istart = i * 6
istop = istart + 6
# x,y detail the 6 points which connect all vertexes of a ohlc bar
x[istart:istop] = (
index - bar_gap,
index,
index,
index,
index,
index + bar_gap,
)
y[istart:istop] = (
open,
open,
low,
high,
close,
close,
)
# specifies that the first edge is never connected to the
# prior bars last edge thus providing a small "gap"/"space"
# between bars determined by ``bar_gap``.
c[istart:istop] = (1, 1, 1, 1, 1, 0)
return x, y, c
def gen_qpath(
data: np.ndarray,
start: int, # XXX: do we need this?
w: float,
path: Optional[QtGui.QPainterPath] = None,
) -> QtGui.QPainterPath:
path_was_none = path is None
profiler = pg.debug.Profiler(
msg='gen_qpath ohlc',
disabled=not pg_profile_enabled(),
gt=ms_slower_then,
)
x, y, c = path_arrays_from_ohlc(
data,
start,
bar_gap=w,
)
profiler("generate stream with numba")
# TODO: numba the internals of this!
path = pg.functions.arrayToQPath(
x,
y,
connect=c,
path=path,
)
# avoid mem allocs if possible
if path_was_none:
path.reserve(path.capacity())
profiler("generate path with arrayToQPath")
return path
class BarItems(pg.GraphicsObject): class BarItems(pg.GraphicsObject):
''' '''
"Price range" bars graphics rendered from a OHLC sampled sequence. "Price range" bars graphics rendered from a OHLC sampled sequence.
''' '''
sigPlotChanged = QtCore.pyqtSignal(object)
# 0.5 is no overlap between arms, 1.0 is full overlap
w: float = 0.43
def __init__( def __init__(
self, self,
linked: LinkedSplits, linked: LinkedSplits,
@ -105,14 +225,389 @@ class BarItems(pg.GraphicsObject):
self.last_bar_pen = pg.mkPen(hcolor(last_bar_color), width=2) self.last_bar_pen = pg.mkPen(hcolor(last_bar_color), width=2)
self._name = name self._name = name
self._ds_line_xy: Optional[
tuple[np.ndarray, np.ndarray]
] = None
# NOTE: this prevents redraws on mouse interaction which is
# a huge boon for avg interaction latency.
# TODO: one question still remaining is if this makes trasform
# interactions slower (such as zooming) and if so maybe if/when
# we implement a "history" mode for the view we disable this in
# that mode?
self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache) self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
self.path = QPainterPath()
self._pi = plotitem
self.path = QtGui.QPainterPath()
self.fast_path = QtGui.QPainterPath()
self._xrange: tuple[int, int]
self._yrange: tuple[float, float]
self._vrange = None
# TODO: don't render the full backing array each time
# self._path_data = None
self._last_bar_lines: Optional[tuple[QLineF, ...]] = None self._last_bar_lines: Optional[tuple[QLineF, ...]] = None
# track the current length of drawable lines within the larger array
self.start_index: int = 0
self.stop_index: int = 0
# downsampler-line state
self._in_ds: bool = False
self._ds_line: Optional[FastAppendCurve] = None
self._dsi: tuple[int, int] = 0, 0
self._xs_in_px: float = 0
def draw_from_data(
self,
ohlc: np.ndarray,
start: int = 0,
) -> QtGui.QPainterPath:
'''
Draw OHLC datum graphics from a ``np.ndarray``.
This routine is usually only called to draw the initial history.
'''
hist, last = ohlc[:-1], ohlc[-1]
self.path = gen_qpath(hist, start, self.w)
# save graphics for later reference and keep track
# of current internal "last index"
# self.start_index = len(ohlc)
index = ohlc['index']
self._xrange = (index[0], index[-1])
self._yrange = (
np.nanmax(ohlc['high']),
np.nanmin(ohlc['low']),
)
# up to last to avoid double draw of last bar
self._last_bar_lines = bar_from_ohlc_row(last, self.w)
x, y = self._ds_line_xy = ohlc_flatten(ohlc)
# TODO: figuring out the most optimial size for the ideal
# curve-path by,
# - calcing the display's max px width `.screen()`
# - drawing a curve and figuring out it's capacity:
# https://doc.qt.io/qt-5/qpainterpath.html#capacity
# - reserving that cap for each curve-mapped-to-shm with
# - leveraging clearing when needed to redraw the entire
# curve that does not release mem allocs:
# https://doc.qt.io/qt-5/qpainterpath.html#clear
curve = FastAppendCurve(
y=y,
x=x,
name='OHLC',
color=self._color,
)
curve.hide()
self._pi.addItem(curve)
self._ds_line = curve
self._ds_xrange = (index[0], index[-1])
# trigger render
# https://doc.qt.io/qt-5/qgraphicsitem.html#update
self.update()
return self.path
def x_uppx(self) -> int: def x_uppx(self) -> int:
# we expect the downsample curve report this. if self._ds_line:
return self._ds_line.x_uppx()
else:
return 0 return 0
def update_from_array(
self,
# full array input history
ohlc: np.ndarray,
# pre-sliced array data that's "in view"
ohlc_iv: np.ndarray,
view_range: Optional[tuple[int, int]] = None,
profiler: Optional[pg.debug.Profiler] = None,
) -> None:
'''
Update the last datum's bar graphic from input data array.
This routine should be interface compatible with
``pg.PlotCurveItem.setData()``. Normally this method in
``pyqtgraph`` seems to update all the data passed to the
graphics object, and then update/rerender, but here we're
assuming the prior graphics havent changed (OHLC history rarely
does) so this "should" be simpler and faster.
This routine should be made (transitively) as fast as possible.
'''
profiler = profiler or pg.debug.Profiler(
disabled=not pg_profile_enabled(),
gt=ms_slower_then,
delayed=True,
)
# index = self.start_index
istart, istop = self._xrange
ds_istart, ds_istop = self._ds_xrange
index = ohlc['index']
first_index, last_index = index[0], index[-1]
# length = len(ohlc)
# prepend_length = istart - first_index
# append_length = last_index - istop
# ds_prepend_length = ds_istart - first_index
# ds_append_length = last_index - ds_istop
flip_cache = False
x_gt = 16
if self._ds_line:
uppx = self._ds_line.x_uppx()
else:
uppx = 0
should_line = self._in_ds
if (
self._in_ds
and uppx < x_gt
):
should_line = False
elif (
not self._in_ds
and uppx >= x_gt
):
should_line = True
profiler('ds logic complete')
if should_line:
# update the line graphic
# x, y = self._ds_line_xy = ohlc_flatten(ohlc_iv)
x, y = self._ds_line_xy = ohlc_flatten(ohlc)
x_iv, y_iv = self._ds_line_xy = ohlc_flatten(ohlc_iv)
profiler('flattening bars to line')
# TODO: we should be diffing the amount of new data which
# needs to be downsampled. Ideally we actually are just
# doing all the ds-ing in sibling actors so that the data
# can just be read and rendered to graphics on events of our
# choice.
# diff = do_diff(ohlc, new_bit)
curve = self._ds_line
curve.update_from_array(
x=x,
y=y,
x_iv=x_iv,
y_iv=y_iv,
view_range=None, # hack
profiler=profiler,
)
profiler('updated ds line')
if not self._in_ds:
# hide bars and show line
self.hide()
# XXX: is this actually any faster?
# self._pi.removeItem(self)
# TODO: a `.ui()` log level?
log.info(
f'downsampling to line graphic {self._name}'
)
# self._pi.addItem(curve)
curve.show()
curve.update()
self._in_ds = True
# stop here since we don't need to update bars path any more
# as we delegate to the downsample line with updates.
profiler.finish()
# print('terminating early')
return
else:
# we should be in bars mode
if self._in_ds:
# flip back to bars graphics and hide the downsample line.
log.info(f'showing bars graphic {self._name}')
curve = self._ds_line
curve.hide()
# self._pi.removeItem(curve)
# XXX: is this actually any faster?
# self._pi.addItem(self)
self.show()
self._in_ds = False
# generate in_view path
self.path = gen_qpath(
ohlc_iv,
0,
self.w,
# path=self.path,
)
# TODO: to make the downsampling faster
# - allow mapping only a range of lines thus only drawing as
# many bars as exactly specified.
# - move ohlc "flattening" to a shmarr
# - maybe move all this embedded logic to a higher
# level type?
# if prepend_length:
# # new history was added and we need to render a new path
# prepend_bars = ohlc[:prepend_length]
# if ds_prepend_length:
# ds_prepend_bars = ohlc[:ds_prepend_length]
# pre_x, pre_y = ohlc_flatten(ds_prepend_bars)
# fx = np.concatenate((pre_x, fx))
# fy = np.concatenate((pre_y, fy))
# profiler('ds line prepend diff complete')
# if append_length:
# # generate new graphics to match provided array
# # path appending logic:
# # we need to get the previous "current bar(s)" for the time step
# # and convert it to a sub-path to append to the historical set
# # new_bars = ohlc[istop - 1:istop + append_length - 1]
# append_bars = ohlc[-append_length - 1:-1]
# # print(f'ohlc bars to append size: {append_bars.size}\n')
# if ds_append_length:
# ds_append_bars = ohlc[-ds_append_length - 1:-1]
# post_x, post_y = ohlc_flatten(ds_append_bars)
# print(
# f'ds curve to append sizes: {(post_x.size, post_y.size)}'
# )
# fx = np.concatenate((fx, post_x))
# fy = np.concatenate((fy, post_y))
# profiler('ds line append diff complete')
profiler('array diffs complete')
# does this work?
last = ohlc[-1]
# fy[-1] = last['close']
# # incremental update and cache line datums
# self._ds_line_xy = fx, fy
# maybe downsample to line
# ds = self.maybe_downsample()
# if ds:
# # if we downsample to a line don't bother with
# # any more path generation / updates
# self._ds_xrange = first_index, last_index
# profiler('downsampled to line')
# return
# print(in_view.size)
# if self.path:
# self.path = path
# self.path.reserve(path.capacity())
# self.path.swap(path)
# path updates
# if prepend_length:
# # XXX: SOMETHING IS MAYBE FISHY HERE what with the old_path
# # y value not matching the first value from
# # ohlc[prepend_length + 1] ???
# prepend_path = gen_qpath(prepend_bars, 0, self.w)
# old_path = self.path
# self.path = prepend_path
# self.path.addPath(old_path)
# profiler('path PREPEND')
# if append_length:
# append_path = gen_qpath(append_bars, 0, self.w)
# self.path.moveTo(
# float(istop - self.w),
# float(append_bars[0]['open'])
# )
# self.path.addPath(append_path)
# profiler('path APPEND')
# fp = self.fast_path
# if fp is None:
# self.fast_path = append_path
# else:
# fp.moveTo(
# float(istop - self.w), float(new_bars[0]['open'])
# )
# fp.addPath(append_path)
# self.setCacheMode(QtWidgets.QGraphicsItem.NoCache)
# flip_cache = True
self._xrange = first_index, last_index
# trigger redraw despite caching
self.prepareGeometryChange()
# generate new lines objects for updatable "current bar"
self._last_bar_lines = bar_from_ohlc_row(last, self.w)
# last bar update
i, o, h, l, last, v = last[
['index', 'open', 'high', 'low', 'close', 'volume']
]
# assert i == self.start_index - 1
# assert i == last_index
body, larm, rarm = self._last_bar_lines
# XXX: is there a faster way to modify this?
rarm.setLine(rarm.x1(), last, rarm.x2(), last)
# writer is responsible for changing open on "first" volume of bar
larm.setLine(larm.x1(), o, larm.x2(), o)
if l != h: # noqa
if body is None:
body = self._last_bar_lines[0] = QLineF(i, l, i, h)
else:
# update body
body.setLine(i, l, i, h)
# XXX: pretty sure this is causing an issue where the bar has
# a large upward move right before the next sample and the body
# is getting set to None since the next bar is flat but the shm
# array index update wasn't read by the time this code runs. Iow
# we're doing this removal of the body for a bar index that is
# now out of date / from some previous sample. It's weird
# though because i've seen it do this to bars i - 3 back?
profiler('last bar set')
self.update()
profiler('.update()')
if flip_cache:
self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
profiler.finish()
def boundingRect(self): def boundingRect(self):
# Qt docs: https://doc.qt.io/qt-5/qgraphicsitem.html#boundingRect # Qt docs: https://doc.qt.io/qt-5/qgraphicsitem.html#boundingRect
@ -135,6 +630,16 @@ class BarItems(pg.GraphicsObject):
hb.bottomRight(), hb.bottomRight(),
) )
# fp = self.fast_path
# if fp:
# fhb = fp.controlPointRect()
# print((hb_tl, hb_br))
# print(fhb)
# hb_tl, hb_br = (
# fhb.topLeft() + hb.topLeft(),
# fhb.bottomRight() + hb.bottomRight(),
# )
# need to include last bar height or BR will be off # need to include last bar height or BR will be off
mx_y = hb_br.y() mx_y = hb_br.y()
mn_y = hb_tl.y() mn_y = hb_tl.y()
@ -170,9 +675,12 @@ class BarItems(pg.GraphicsObject):
) -> None: ) -> None:
if self._in_ds:
return
profiler = pg.debug.Profiler( profiler = pg.debug.Profiler(
disabled=not pg_profile_enabled(), disabled=not pg_profile_enabled(),
ms_threshold=ms_slower_then, gt=ms_slower_then,
) )
# p.setCompositionMode(0) # p.setCompositionMode(0)
@ -184,7 +692,6 @@ class BarItems(pg.GraphicsObject):
# lead to any perf gains other then when zoomed in to less bars # lead to any perf gains other then when zoomed in to less bars
# in view. # in view.
p.setPen(self.last_bar_pen) p.setPen(self.last_bar_pen)
if self._last_bar_lines:
p.drawLines(*tuple(filter(bool, self._last_bar_lines))) p.drawLines(*tuple(filter(bool, self._last_bar_lines)))
profiler('draw last bar') profiler('draw last bar')
@ -192,59 +699,6 @@ class BarItems(pg.GraphicsObject):
p.drawPath(self.path) p.drawPath(self.path)
profiler(f'draw history path: {self.path.capacity()}') profiler(f'draw history path: {self.path.capacity()}')
def draw_last_datum( # if self.fast_path:
self, # p.drawPath(self.fast_path)
path: QPainterPath, # profiler('draw fast path')
src_data: np.ndarray,
render_data: np.ndarray,
reset: bool,
array_key: str,
fields: list[str] = [
'index',
'open',
'high',
'low',
'close',
],
) -> None:
# relevant fields
ohlc = src_data[fields]
last_row = ohlc[-1:]
# individual values
last_row = i, o, h, l, last = ohlc[-1]
# generate new lines objects for updatable "current bar"
self._last_bar_lines = bar_from_ohlc_row(last_row)
# assert i == graphics.start_index - 1
# assert i == last_index
body, larm, rarm = self._last_bar_lines
# XXX: is there a faster way to modify this?
rarm.setLine(rarm.x1(), last, rarm.x2(), last)
# writer is responsible for changing open on "first" volume of bar
larm.setLine(larm.x1(), o, larm.x2(), o)
if l != h: # noqa
if body is None:
body = self._last_bar_lines[0] = QLineF(i, l, i, h)
else:
# update body
body.setLine(i, l, i, h)
# XXX: pretty sure this is causing an issue where the
# bar has a large upward move right before the next
# sample and the body is getting set to None since the
# next bar is flat but the shm array index update wasn't
# read by the time this code runs. Iow we're doing this
# removal of the body for a bar index that is now out of
# date / from some previous sample. It's weird though
# because i've seen it do this to bars i - 3 back?
return ohlc['index'], ohlc['close']

View File

@ -1,236 +0,0 @@
# piker: trading gear for hackers
# Copyright (C) 2018-present Tyler Goodlet (in stewardship of piker0)
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU Affero General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Affero General Public License for more details.
# You should have received a copy of the GNU Affero General Public License
# along with this program. If not, see <https://www.gnu.org/licenses/>.
"""
Super fast ``QPainterPath`` generation related operator routines.
"""
from __future__ import annotations
from typing import (
# Optional,
TYPE_CHECKING,
)
import numpy as np
from numpy.lib import recfunctions as rfn
from numba import njit, float64, int64 # , optional
# import pyqtgraph as pg
from PyQt5 import QtGui
# from PyQt5.QtCore import QLineF, QPointF
from ..data._sharedmem import (
ShmArray,
)
# from .._profile import pg_profile_enabled, ms_slower_then
from ._compression import (
ds_m4,
)
if TYPE_CHECKING:
from ._flows import Renderer
def xy_downsample(
x,
y,
uppx,
x_spacer: float = 0.5,
) -> tuple[np.ndarray, np.ndarray]:
# downsample whenever more then 1 pixels per datum can be shown.
# always refresh data bounds until we get diffing
# working properly, see above..
bins, x, y = ds_m4(
x,
y,
uppx,
)
# flatten output to 1d arrays suitable for path-graphics generation.
x = np.broadcast_to(x[:, None], y.shape)
x = (x + np.array(
[-x_spacer, 0, 0, x_spacer]
)).flatten()
y = y.flatten()
return x, y
@njit(
# TODO: for now need to construct this manually for readonly arrays, see
# https://github.com/numba/numba/issues/4511
# ntypes.tuple((float64[:], float64[:], float64[:]))(
# numba_ohlc_dtype[::1], # contiguous
# int64,
# optional(float64),
# ),
nogil=True
)
def path_arrays_from_ohlc(
data: np.ndarray,
start: int64,
bar_gap: float64 = 0.43,
) -> np.ndarray:
'''
Generate an array of lines objects from input ohlc data.
'''
size = int(data.shape[0] * 6)
x = np.zeros(
# data,
shape=size,
dtype=float64,
)
y, c = x.copy(), x.copy()
# TODO: report bug for assert @
# /home/goodboy/repos/piker/env/lib/python3.8/site-packages/numba/core/typing/builtins.py:991
for i, q in enumerate(data[start:], start):
# TODO: ask numba why this doesn't work..
# open, high, low, close, index = q[
# ['open', 'high', 'low', 'close', 'index']]
open = q['open']
high = q['high']
low = q['low']
close = q['close']
index = float64(q['index'])
istart = i * 6
istop = istart + 6
# x,y detail the 6 points which connect all vertexes of a ohlc bar
x[istart:istop] = (
index - bar_gap,
index,
index,
index,
index,
index + bar_gap,
)
y[istart:istop] = (
open,
open,
low,
high,
close,
close,
)
# specifies that the first edge is never connected to the
# prior bars last edge thus providing a small "gap"/"space"
# between bars determined by ``bar_gap``.
c[istart:istop] = (1, 1, 1, 1, 1, 0)
return x, y, c
def gen_ohlc_qpath(
r: Renderer,
data: np.ndarray,
array_key: str, # we ignore this
vr: tuple[int, int],
start: int = 0, # XXX: do we need this?
# 0.5 is no overlap between arms, 1.0 is full overlap
w: float = 0.43,
) -> QtGui.QPainterPath:
'''
More or less direct proxy to ``path_arrays_from_ohlc()``
but with closed in kwargs for line spacing.
'''
x, y, c = path_arrays_from_ohlc(
data,
start,
bar_gap=w,
)
return x, y, c
def ohlc_to_line(
ohlc_shm: ShmArray,
data_field: str,
fields: list[str] = ['open', 'high', 'low', 'close']
) -> tuple[
np.ndarray,
np.ndarray,
]:
'''
Convert an input struct-array holding OHLC samples into a pair of
flattened x, y arrays with the same size (datums wise) as the source
data.
'''
y_out = ohlc_shm.ustruct(fields)
first = ohlc_shm._first.value
last = ohlc_shm._last.value
# write pushed data to flattened copy
y_out[first:last] = rfn.structured_to_unstructured(
ohlc_shm.array[fields]
)
# generate an flat-interpolated x-domain
x_out = (
np.broadcast_to(
ohlc_shm._array['index'][:, None],
(
ohlc_shm._array.size,
# 4, # only ohlc
y_out.shape[1],
),
) + np.array([-0.5, 0, 0, 0.5])
)
assert y_out.any()
return (
x_out,
y_out,
)
def to_step_format(
shm: ShmArray,
data_field: str,
index_field: str = 'index',
) -> tuple[int, np.ndarray, np.ndarray]:
'''
Convert an input 1d shm array to a "step array" format
for use by path graphics generation.
'''
i = shm._array['index'].copy()
out = shm._array[data_field].copy()
x_out = np.broadcast_to(
i[:, None],
(i.size, 2),
) + np.array([-0.5, 0.5])
y_out = np.empty((len(out), 2), dtype=out.dtype)
y_out[:] = out[:, np.newaxis]
# start y at origin level
y_out[0, 0] = 0
return x_out, y_out

View File

@ -287,6 +287,7 @@ class MainWindow(QtGui.QMainWindow):
app = QtGui.QApplication.instance() app = QtGui.QApplication.instance()
geo = self.current_screen().geometry() geo = self.current_screen().geometry()
h, w = geo.height(), geo.width() h, w = geo.height(), geo.width()
self.setMaximumSize(w, h)
# use approx 1/3 of the area of the screen by default # use approx 1/3 of the area of the screen by default
self._size = round(w * .666), round(h * .666) self._size = round(w * .666), round(h * .666)

View File

@ -30,7 +30,6 @@ import uuid
from pydantic import BaseModel from pydantic import BaseModel
import tractor import tractor
import trio import trio
from PyQt5.QtCore import Qt
from .. import config from .. import config
from ..clearing._client import open_ems, OrderBook from ..clearing._client import open_ems, OrderBook
@ -38,7 +37,6 @@ from ..clearing._allocate import (
mk_allocator, mk_allocator,
Position, Position,
) )
from ._style import _font
from ..data._source import Symbol from ..data._source import Symbol
from ..data.feed import Feed from ..data.feed import Feed
from ..log import get_logger from ..log import get_logger
@ -48,8 +46,7 @@ from ._position import (
PositionTracker, PositionTracker,
SettingsPane, SettingsPane,
) )
from ._forms import FieldsForm from ._label import FormatLabel
# from ._label import FormatLabel
from ._window import MultiStatus from ._window import MultiStatus
from ..clearing._messages import Order, BrokerdPosition from ..clearing._messages import Order, BrokerdPosition
from ._forms import open_form_input_handling from ._forms import open_form_input_handling
@ -642,21 +639,63 @@ async def open_order_mode(
pp_tracker.hide_info() pp_tracker.hide_info()
# setup order mode sidepane widgets # setup order mode sidepane widgets
form: FieldsForm = chart.sidepane form = chart.sidepane
form.vbox.setSpacing( vbox = form.vbox
from textwrap import dedent
from PyQt5.QtCore import Qt
from ._style import _font, _font_small
from ..calc import humanize
feed_label = FormatLabel(
fmt_str=dedent("""
actor: **{actor_name}**\n
|_ @**{host}:{port}**\n
|_ throttle_hz: **{throttle_rate}**\n
|_ streams: **{symbols}**\n
|_ shm: **{shm}**\n
"""),
font=_font.font,
font_size=_font_small.px_size,
font_color='default_lightest',
)
form.feed_label = feed_label
# add feed info label to top
vbox.insertWidget(
0,
feed_label,
alignment=Qt.AlignBottom,
)
# vbox.setAlignment(feed_label, Qt.AlignBottom)
# vbox.setAlignment(Qt.AlignBottom)
_ = chart.height() - (
form.height() +
form.fill_bar.height()
# feed_label.height()
)
vbox.setSpacing(
int((1 + 5/8)*_font.px_size) int((1 + 5/8)*_font.px_size)
) )
from ._feedstatus import mk_feed_label # fill in brokerd feed info
host, port = feed.portal.channel.raddr
feed_label = mk_feed_label( if host == '127.0.0.1':
form, host = 'localhost'
feed, mpshm = feed.shm._shm
chart, shmstr = f'{humanize(mpshm.size)}'
form.feed_label.format(
actor_name=feed.portal.channel.uid[0],
host=host,
port=port,
symbols=len(feed.symbols),
shm=shmstr,
throttle_rate=feed.throttle_rate,
) )
# XXX: we set this because?
form.feed_label = feed_label
order_pane = SettingsPane( order_pane = SettingsPane(
form=form, form=form,
# XXX: ugh, so hideous... # XXX: ugh, so hideous...
@ -667,11 +706,6 @@ async def open_order_mode(
) )
order_pane.set_accounts(list(trackers.keys())) order_pane.set_accounts(list(trackers.keys()))
form.vbox.addWidget(
feed_label,
alignment=Qt.AlignBottom,
)
# update pp icons # update pp icons
for name, tracker in trackers.items(): for name, tracker in trackers.items():
order_pane.update_account_icons({name: tracker.live_pp}) order_pane.update_account_icons({name: tracker.live_pp})
@ -873,9 +907,7 @@ async def process_trades_and_update_ui(
mode.lines.remove_line(uuid=oid) mode.lines.remove_line(uuid=oid)
# each clearing tick is responded individually # each clearing tick is responded individually
elif resp in ( elif resp in ('broker_filled',):
'broker_filled',
):
known_order = book._sent_orders.get(oid) known_order = book._sent_orders.get(oid)
if not known_order: if not known_order:

View File

@ -15,7 +15,3 @@
# ``trimeter`` for asysnc history fetching # ``trimeter`` for asysnc history fetching
-e git+https://github.com/python-trio/trimeter.git@master#egg=trimeter -e git+https://github.com/python-trio/trimeter.git@master#egg=trimeter
# ``asyncvnc`` for sending interactions to ib-gw inside docker
-e git+https://github.com/pikers/asyncvnc.git@vid_passthrough#egg=asyncvnc

View File

@ -57,7 +57,6 @@ setup(
# from github currently (see requirements.txt) # from github currently (see requirements.txt)
# 'trimeter', # not released yet.. # 'trimeter', # not released yet..
# 'tractor', # 'tractor',
# asyncvnc,
# brokers # brokers
'asks==2.4.8', 'asks==2.4.8',
@ -72,34 +71,32 @@ setup(
# UI # UI
'PyQt5', 'PyQt5',
# 'pyqtgraph', from our fork see reqs.txt 'pyqtgraph',
'qdarkstyle >= 3.0.2', # themeing 'qdarkstyle >= 3.0.2',
'fuzzywuzzy[speedup]', # fuzzy search # fuzzy search
'fuzzywuzzy[speedup]',
# tsdbs # tsdbs
# anyio-marketstore # from gh see reqs.txt 'pymarketstore',
], ],
extras_require={ extras_require={
# serialization
'tsdb': [ 'tsdb': [
'docker', 'docker',
], ],
}, },
tests_require=['pytest'], tests_require=['pytest'],
python_requires=">=3.10", python_requires=">=3.9", # literally for ``datetime.datetime.fromisoformat``...
keywords=[ keywords=["async", "trading", "finance", "quant", "charting"],
"async",
"trading",
"finance",
"quant",
"charting",
],
classifiers=[ classifiers=[
'Development Status :: 3 - Alpha', 'Development Status :: 3 - Alpha',
'License :: OSI Approved :: ', 'License :: OSI Approved :: ',
'Operating System :: POSIX :: Linux', 'Operating System :: POSIX :: Linux',
"Programming Language :: Python :: Implementation :: CPython", "Programming Language :: Python :: Implementation :: CPython",
"Programming Language :: Python :: 3 :: Only", "Programming Language :: Python :: 3 :: Only",
"Programming Language :: Python :: 3.9",
"Programming Language :: Python :: 3.10", "Programming Language :: Python :: 3.10",
'Intended Audience :: Financial and Insurance Industry', 'Intended Audience :: Financial and Insurance Industry',
'Intended Audience :: Science/Research', 'Intended Audience :: Science/Research',