-
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