Commit Graph

  • 40753ae93c Always write newly pulled frames to tsdb Tyler Goodlet 2022-05-03 16:22:01 -0400
  • 969530ba19 Fix slice logic for less-then-frame tsdb overlap Tyler Goodlet 2022-05-03 16:01:02 -0400
  • 9b5f052597 Handle no sampler subs case on history broadcasts Tyler Goodlet 2022-05-03 13:52:23 -0400
  • b44786e5b7 Support async-batched ohlc queries in all backends Tyler Goodlet 2022-05-03 13:19:49 -0400
  • 7e951f17ca Support large ohlcv writes via slicing, add struct array keymap Tyler Goodlet 2022-05-03 11:22:47 -0400
  • fcb85873de Terminate early on data unavailable errors Tyler Goodlet 2022-05-01 19:12:48 -0400
  • 7b1c0939bd Add first-draft `trimeter` based concurrent ohlc history fetching Tyler Goodlet 2022-05-01 12:40:51 -0400
  • d77cfa3587 Add back fqsn passthrough and feed opening Tyler Goodlet 2022-04-29 11:26:49 -0400
  • 49509d55d2 Implement `open_history_client()` correctly for `kraken` Tyler Goodlet 2022-04-29 11:26:15 -0400
  • 6ba3c15c4e Add to signal broker won't deliver more data Tyler Goodlet 2022-04-29 11:25:22 -0400
  • a3db5d1bdc Relay frame size in `NoData` due to null-result history Tyler Goodlet 2022-04-29 10:05:52 -0400
  • c672493998 Add , indicates hist size to decrement to storage logic Tyler Goodlet 2022-04-29 08:12:29 -0400
  • 423af37389 Truncate trade rate wma window sizes Tyler Goodlet 2022-04-27 17:17:40 -0400
  • 0061fabb56 More tolerance for "stream-ended-early" conditions in quote throttler Tyler Goodlet 2022-04-27 17:17:04 -0400
  • 2f04a8c939 Drop legacy back-filling logic Tyler Goodlet 2022-04-27 17:13:15 -0400
  • 8bf40ae299 Drop legacy backfilling, load a day's worth of data by default Tyler Goodlet 2022-04-26 09:28:51 -0400
  • 0f683205f4 Add 16 fetch limit if no tsdb data found Tyler Goodlet 2022-04-24 11:39:34 -0400
  • d244af69c9 Don't require a symbol to subcmd Tyler Goodlet 2022-04-23 17:30:27 -0400
  • b8b95f1081 Don't open a feed, write or read ohlc in for now Tyler Goodlet 2022-04-23 17:30:00 -0400
  • 3056bc3143 Don't run legacy backfill when isn't up Tyler Goodlet 2022-04-24 12:41:35 -0400
  • d3824c8c0b Start legacy backfill with partial too Tyler Goodlet 2022-04-18 08:47:25 -0400
  • 727d3cc027 Unify backfilling logic into common task-routine Tyler Goodlet 2022-04-17 15:13:07 -0400
  • 46c23e90db Add `Storage.load()` and `.write_ohlcv()` Tyler Goodlet 2022-04-17 15:12:26 -0400
  • bcf3be1fe4 A bit hacky but, broadcast index streams on each history prepend Tyler Goodlet 2022-04-16 18:34:22 -0400
  • 7d8cf3eaf8 Factor subscription broadcasting into a func Tyler Goodlet 2022-04-16 18:33:26 -0400
  • d4e0d4463f Always update ohlc (main source chart) on `trigger_all=True` Tyler Goodlet 2022-04-16 18:32:36 -0400
  • ab8629aa11 Make ib history client expect datetimes for input Tyler Goodlet 2022-04-16 18:31:51 -0400
  • 2a07005c97 Add binance history client support with datetime use throughout Tyler Goodlet 2022-04-16 17:48:02 -0400
  • 79160619bc Drop old type annot Tyler Goodlet 2022-03-11 15:16:31 -0500
  • e1a88cb93c Only update y mxmn from L1 when last index in view Tyler Goodlet 2022-04-12 11:40:48 -0400
  • a6c5902437 More reliable `marketstored` + container supervision Tyler Goodlet 2022-05-05 21:04:10 -0400
  • a10dc4fe77 Add `docker` as `tsdb` extras dep Tyler Goodlet 2022-04-30 13:24:12 -0400
  • 71416f5752 Add `anyio-marketstore` client as dev dep Tyler Goodlet 2022-04-30 13:22:30 -0400
  • 9fe5cd647a Handle non-fqsn for derivs and don't put brokername in Tyler Goodlet 2022-04-08 11:48:14 -0400
  • 15630f465d Limit ohlc queries to 800k datums to avoid `purepc` size error Tyler Goodlet 2022-04-08 11:47:22 -0400
  • ce3229df7d Get sync-to-marketstore-tsdb history retrieval workinnn Tyler Goodlet 2022-03-30 14:11:21 -0400
  • 53ad5e6f65 Handle "fatal" level log msgs in docker super Tyler Goodlet 2022-03-30 14:10:15 -0400
  • 41325ad418 Add basic tsdb history loading Tyler Goodlet 2022-03-29 14:06:28 -0400
  • a971de2b67 Drop `ms-shell`, add `piker storesh` cmd Tyler Goodlet 2022-03-29 13:33:43 -0400
  • ca48577c60 Add diffing logic to `tsdb_history_update()` Tyler Goodlet 2022-03-29 13:26:18 -0400
  • 950cb03e07 Drop `pandas` to `numpy` converter Tyler Goodlet 2022-03-29 13:15:23 -0400
  • 907b7dd5c6 Disable re-connect for now in ib script Tyler Goodlet 2022-03-24 13:46:08 -0400
  • 6cdd017cd6 Ensure bfqsn is lower cased for feed api consumers Tyler Goodlet 2022-03-24 13:44:12 -0400
  • 6dc6d00a9b Try downsampling mkts data Tyler Goodlet 2022-03-11 16:09:07 -0500
  • ba250c7197 Comment each special key combo Tyler Goodlet 2022-03-11 15:15:54 -0500
  • 565573b609 Load any symbol-matching shm array if no `marketstored` found Tyler Goodlet 2022-03-09 21:07:48 -0500
  • 39b4d2684a Get ib key hack script to work with reconnect Tyler Goodlet 2022-03-08 09:52:22 -0500
  • 25dfe4115d Move ib data reset script into a new `scripts/` dir Tyler Goodlet 2022-03-07 18:02:30 -0500
  • 6c6f2abd06 Use new `tractor.query_actor()` for service checking Tyler Goodlet 2022-03-07 17:47:45 -0500
  • 9138f376f7 Return all timeframe arrays if `timeframe` not passed as input Tyler Goodlet 2022-03-07 11:16:12 -0500
  • f582af4c9f Make `pikerd` work again without `--tsdb` flag Tyler Goodlet 2022-03-07 07:22:12 -0500
  • dd2edaeb3c Add a service checker predicate Tyler Goodlet 2022-03-07 07:18:53 -0500
  • 3d6d77364b Allow kill-child-proc-with-root-perms to fail silently in `tractor` reaping Tyler Goodlet 2022-03-06 17:05:06 -0500
  • 8003878248 Proxy `marketstore` container log level to our own Tyler Goodlet 2022-03-01 12:34:16 -0500
  • 706c8085f2 Prototype a high level `Storage` api Tyler Goodlet 2022-03-01 12:29:49 -0500
  • cbe74d126e Doc str formatting Tyler Goodlet 2022-02-28 12:15:10 -0500
  • 3dba456cf8 Add latency measures around diffs/writes to mkts Tyler Goodlet 2022-02-28 07:41:37 -0500
  • 4555a1f279 Prototype out writing `1Sec` OHLCV data Tyler Goodlet 2022-02-22 15:21:41 -0500
  • a2fe814857 Better doc string Tyler Goodlet 2022-02-22 15:20:33 -0500
  • 8c558d05d6 Persist backing `/data/` filesystem across container runs Tyler Goodlet 2022-02-20 15:24:03 -0500
  • e1bbcff8e0 Get basic OHLCV writes working with `anyio` client Tyler Goodlet 2022-02-19 16:36:02 -0500
  • ba82a18890 Pass in daemon name to `start_ahab()` Tyler Goodlet 2022-02-19 16:34:36 -0500
  • d9773217e9 Map the grpc port and add graceful container teardown Tyler Goodlet 2022-02-19 16:31:31 -0500
  • 2c51ad2a0d Revive `ms-shell` sub-cmd Tyler Goodlet 2022-02-18 12:17:41 -0500
  • 56fa759452 Add WIP backfiller from data feed helper Tyler Goodlet 2022-02-18 12:17:12 -0500
  • 4bcc301c01 Better handle nested erros from docker client Tyler Goodlet 2022-02-18 12:13:38 -0500
  • 445b82283d Add back in legacy write loop for reference Tyler Goodlet 2022-02-18 08:21:17 -0500
  • 8047714101 Add back in OHLCV dtype template and client side ws streamer Tyler Goodlet 2022-02-18 07:35:56 -0500
  • 970393bb85 Drop ununsed `Services` ref Tyler Goodlet 2022-02-17 16:34:22 -0500
  • ed5bae0e11 Py3.9+ type updates Tyler Goodlet 2022-02-17 16:31:37 -0500
  • facc86f76e Add `--tsdb` flag to start `marketstore` with `pikerd` Tyler Goodlet 2022-02-17 14:29:41 -0500
  • 7395b56321 De-escalate sudo perms in `pikerd` once docker spawns Tyler Goodlet 2022-02-17 14:29:04 -0500
  • aecc5973fa Handle the non-root perms case specifically too Tyler Goodlet 2022-02-17 13:45:40 -0500
  • faa5a785cb Add explicit no-docker error and supervisor start task-func Tyler Goodlet 2022-02-17 13:32:51 -0500
  • 7d2e9bff46 Type annot updates Tyler Goodlet 2022-02-16 12:16:07 -0500
  • ec413541d3 Drop old client instantiate line Tyler Goodlet 2022-02-16 08:55:22 -0500
  • 9203ebe044 Drop import, it's got madness with and SIGINT? Tyler Goodlet 2022-02-16 08:53:54 -0500
  • fbd3d1e308 Add a super simple `marketstore` container supervisor Tyler Goodlet 2022-02-15 22:07:50 -0500
  • 1cdb94374c Extract non-sudo user for config dir path Tyler Goodlet 2022-02-15 14:03:24 -0500
  • aca3ca8aa6 Basic module-script for spawning `marketstore`, needs correct bind mount usage Tyler Goodlet 2022-02-15 13:03:11 -0500
  • 943b02573d Still WIP, switch to using new marketstore client, missing streaming from marketstore Guillermo Rodriguez 2022-01-17 17:47:20 -0300
  • 897a5cf2f6 Simplify and optimize tick format, similar to techtonicdb's Guillermo Rodriguez 2022-01-16 00:20:57 -0300
  • 3c09bfba57 Add multi ingestor support and update to new feed API Guillermo Rodriguez 2022-01-15 23:33:23 -0300
  • 381fa11458 More reliable `marketstored` + container supervision marketstore Tyler Goodlet 2022-05-05 21:04:10 -0400
  • 7bb54f61b7 Add `docker` as `tsdb` extras dep Tyler Goodlet 2022-04-30 13:24:12 -0400
  • c2c3516b34 Add `anyio-marketstore` client as dev dep Tyler Goodlet 2022-04-30 13:22:30 -0400
  • 1f58f5daba Handle non-fqsn for derivs and don't put brokername in Tyler Goodlet 2022-04-08 11:48:14 -0400
  • eb4b63a710 Limit ohlc queries to 800k datums to avoid `purepc` size error Tyler Goodlet 2022-04-08 11:47:22 -0400
  • 6971eca46c Get sync-to-marketstore-tsdb history retrieval workinnn Tyler Goodlet 2022-03-30 14:11:21 -0400
  • 033a32cff1 Handle "fatal" level log msgs in docker super Tyler Goodlet 2022-03-30 14:10:15 -0400
  • df8054b7a4 Add basic tsdb history loading Tyler Goodlet 2022-03-29 14:06:28 -0400
  • 288eda195f Drop `ms-shell`, add `piker storesh` cmd Tyler Goodlet 2022-03-29 13:33:43 -0400
  • 17f469d619 Add diffing logic to `tsdb_history_update()` Tyler Goodlet 2022-03-29 13:26:18 -0400
  • 94cba54beb Drop `pandas` to `numpy` converter Tyler Goodlet 2022-03-29 13:15:23 -0400
  • 1c6a46da5d Disable re-connect for now in ib script Tyler Goodlet 2022-03-24 13:46:08 -0400
  • 54afa30759 Ensure bfqsn is lower cased for feed api consumers Tyler Goodlet 2022-03-24 13:44:12 -0400
  • 62ef081694 Try downsampling mkts data Tyler Goodlet 2022-03-11 16:09:07 -0500
  • 279516959f Comment each special key combo Tyler Goodlet 2022-03-11 15:15:54 -0500
  • 1c3457d829 Load any symbol-matching shm array if no `marketstored` found Tyler Goodlet 2022-03-09 21:07:48 -0500
  • 97211a0a7e Get ib key hack script to work with reconnect Tyler Goodlet 2022-03-08 09:52:22 -0500