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Code Issues 10 Pull Requests 14 Packages Projects Releases Wiki Activity

Commit Graph

  • ac524dc78b Drop import, it's got madness with and SIGINT? Tyler Goodlet 2022-02-16 08:53:54 -0500
  • 1693cc42c1 Add a super simple `marketstore` container supervisor Tyler Goodlet 2022-02-15 22:07:50 -0500
  • 91d63f5957 Extract non-sudo user for config dir path Tyler Goodlet 2022-02-15 14:03:24 -0500
  • c291c26a3e Basic module-script for spawning `marketstore`, needs correct bind mount usage Tyler Goodlet 2022-02-15 13:03:11 -0500
  • d367d68fc2 Still WIP, switch to using new marketstore client, missing streaming from marketstore Guillermo Rodriguez 2022-01-17 17:47:20 -0300
  • b0401b91c1 Simplify and optimize tick format, similar to techtonicdb's Guillermo Rodriguez 2022-01-16 00:20:57 -0300
  • 846e6a3c74 Add multi ingestor support and update to new feed API Guillermo Rodriguez 2022-01-15 23:33:23 -0300
  • c849bb9c4c
         Merge pull request #309 from pikers/no_orderid_in_error goodboy 2022-05-09 11:08:33 -0400
  • 34e6db6d98 Allow `None` for `BrokerdError.reqid` no_orderid_in_error Tyler Goodlet 2022-05-09 10:56:47 -0400
  • 8c1905e35a Fix less-then-frame off by one slice, add db write toggle and disable incr_update_backup Tyler Goodlet 2022-05-06 13:09:30 -0400
  • d9e2666e80 More reliable `marketstored` + container supervision Tyler Goodlet 2022-05-05 21:04:10 -0400
  • 1abe7d87a5 Include epoch timestamp in quote label for now Tyler Goodlet 2022-05-05 17:09:17 -0400
  • 2f9d199a7f Handle ``iter_dts()`` already exhausted edge case Tyler Goodlet 2022-05-03 19:07:32 -0400
  • 2f3418546f Label "humanized" sample period in window title-bar" Tyler Goodlet 2022-05-03 17:27:38 -0400
  • 729c72a48f Add timeframe key to seconds map Tyler Goodlet 2022-05-03 16:30:10 -0400
  • 324dcbbfb0 Always write newly pulled frames to tsdb Tyler Goodlet 2022-05-03 16:22:01 -0400
  • 112cba43e5 Fix slice logic for less-then-frame tsdb overlap Tyler Goodlet 2022-05-03 16:01:02 -0400
  • 468cd3a381 Handle no sampler subs case on history broadcasts Tyler Goodlet 2022-05-03 13:52:23 -0400
  • e8aaf42cc6 Only assert if input array actually has a size Tyler Goodlet 2022-05-03 13:51:29 -0400
  • 1967bc7973 Support async-batched ohlc queries in all backends Tyler Goodlet 2022-05-03 13:19:49 -0400
  • 303a5cc66c Support large ohlcv writes via slicing, add struct array keymap Tyler Goodlet 2022-05-03 11:22:47 -0400
  • 2e6b7da4bc Add back mx/mn updates for L1-in-view, lost during rebase Tyler Goodlet 2022-05-02 11:40:53 -0400
  • 69d0555180 Clean out legacy code from `Flow.update_graphics()` Tyler Goodlet 2022-05-01 19:13:21 -0400
  • 8915f0c0c9 Terminate early on data unavailable errors Tyler Goodlet 2022-05-01 19:12:48 -0400
  • 946d554716 Add first-draft `trimeter` based concurrent ohlc history fetching Tyler Goodlet 2022-05-01 12:40:51 -0400
  • 8711465d96 Drop `bar_wap` curve for now, seems to also be causing hangs?! Tyler Goodlet 2022-04-29 11:27:18 -0400
  • 0f53450c68 Add profiler passthrough type annot, comments about appends vs. uppx Tyler Goodlet 2022-04-29 11:24:21 -0400
  • 1c91cf56de An absolute uppx diff of >= 1 seems more then fine Tyler Goodlet 2022-04-27 17:19:08 -0400
  • 4129677ec5 Up the display throttle rate to 22Hz Tyler Goodlet 2022-04-27 17:18:11 -0400
  • aa8f9c02f2 Add support for no `._first.value` update shm prepends Tyler Goodlet 2022-04-27 14:51:20 -0400
  • c282555c2f Double up shm buffer size Tyler Goodlet 2022-04-26 09:29:09 -0400
  • f4f6ffe819 Only do curve appends on low uppx levels Tyler Goodlet 2022-04-26 09:28:09 -0400
  • 3b15f83e70 Startup up with 3k bars Tyler Goodlet 2022-04-26 09:27:38 -0400
  • d968f4897f Drop vwap fsp for now; causes hangs.. Tyler Goodlet 2022-04-26 09:27:24 -0400
  • ac57396acd Drop step routine import Tyler Goodlet 2022-04-26 09:27:04 -0400
  • 9df96cd182 Drop uppx guard around downsamples on interaction Tyler Goodlet 2022-04-26 08:52:34 -0400
  • bc2ebbc457 WIP get incremental step curve updates working Tyler Goodlet 2022-04-26 08:34:53 -0400
  • ecefc74d07 Drop cursor debounce delay, decrease rate limit Tyler Goodlet 2022-04-24 17:09:58 -0400
  • 9505350ff0 Downsample on every uppx inrement since it's way faster Tyler Goodlet 2022-04-24 17:09:30 -0400
  • 15fe46091b Drop log scaling support since uppx driven scaling seems way faster/better Tyler Goodlet 2022-04-24 17:08:16 -0400
  • e726a3ebef Hipshot, use uppx to drive theoretical px w Tyler Goodlet 2022-04-05 14:54:13 -0400
  • ba30b5d9bf Fix null match Tyler Goodlet 2022-04-24 12:33:48 -0400
  • 447549e1af WIP incrementally update step array format Tyler Goodlet 2022-04-24 12:33:25 -0400
  • 5ca0d1a19d Always maybe render graphics Tyler Goodlet 2022-04-23 17:22:28 -0400
  • 2c3da825e3 Always set coords cache on curves Tyler Goodlet 2022-04-23 17:22:02 -0400
  • a752a22a4b Handle null output case for vlm chart mxmn Tyler Goodlet 2022-04-23 15:33:40 -0400
  • 55606cffbb Right, handle the case where the shm prepend history isn't full XD Tyler Goodlet 2022-04-22 23:02:02 -0400
  • d3251a2922 Always use coord cache, add naive view range diffing logic Tyler Goodlet 2022-04-22 19:02:22 -0400
  • dc4a0a6fd2 Put mxmn profile mapping at end of method Tyler Goodlet 2022-04-22 19:01:37 -0400
  • 04c12a756c If a sample stream is already ded, just warn Tyler Goodlet 2022-04-22 14:06:48 -0400
  • cde23361a4 `FastAppendCurve`: Only render in-view data if possible Tyler Goodlet 2022-04-22 13:59:20 -0400
  • 3c58847595 Remove `._set_yrange()` handler from x-range-change signal Tyler Goodlet 2022-04-21 15:47:24 -0400
  • fae249dd2f Delegate graphics cycle max/min to chart/flows Tyler Goodlet 2022-04-21 15:15:00 -0400
  • 6f5bb9cbe0 Incrementally update flattend OHLC data Tyler Goodlet 2022-04-21 14:52:30 -0400
  • b4c7d02fcb Add `FastAppendCurve.draw_last()` Tyler Goodlet 2022-04-20 12:13:18 -0400
  • b2697bfd13 Don't require data input to constructor Tyler Goodlet 2022-04-20 11:44:27 -0400
  • 14037cd1dc More WIP, implement `BarItems` rendering in `Flow.update_graphics()` Tyler Goodlet 2022-04-20 11:43:47 -0400
  • a935245360 Add `BarItems.draw_last()` and disable `.update_from_array()` Tyler Goodlet 2022-04-20 11:42:49 -0400
  • 8a5538f490 WIP starting architecture doc str writeup.. Tyler Goodlet 2022-04-18 08:30:28 -0400
  • 90b9c12d25 WIP incremental render apis Tyler Goodlet 2022-04-16 15:22:11 -0400
  • aab1a3c565 Warn before return lul Tyler Goodlet 2022-04-15 12:04:47 -0400
  • 6c136e82b4 Port view downsampling handler to new update apis Tyler Goodlet 2022-04-14 10:10:38 -0400
  • 8388918af0 Port ui components to use flows, drop all late assignments of shm Tyler Goodlet 2022-04-14 10:04:18 -0400
  • 82dbdd6148 Add new `ui._flows` module Tyler Goodlet 2022-04-14 09:38:25 -0400
  • 79eff13e76 Add back fqsn passthrough and feed opening Tyler Goodlet 2022-04-29 11:26:49 -0400
  • 8e5f5b6be6 Implement `open_history_client()` correctly for `kraken` Tyler Goodlet 2022-04-29 11:26:15 -0400
  • 8110c4c70d Add to signal broker won't deliver more data Tyler Goodlet 2022-04-29 11:25:22 -0400
  • 6f64ff5842 Relay frame size in `NoData` due to null-result history Tyler Goodlet 2022-04-29 10:05:52 -0400
  • bd23b6e8f2 Add , indicates hist size to decrement to storage logic Tyler Goodlet 2022-04-29 08:12:29 -0400
  • 49f3e15a3c Truncate trade rate wma window sizes Tyler Goodlet 2022-04-27 17:17:40 -0400
  • c985c01c62 More tolerance for "stream-ended-early" conditions in quote throttler Tyler Goodlet 2022-04-27 17:17:04 -0400
  • 8e11d79712 Drop legacy back-filling logic Tyler Goodlet 2022-04-27 17:13:15 -0400
  • 48cce42c77 Drop legacy backfilling, load a day's worth of data by default Tyler Goodlet 2022-04-26 09:28:51 -0400
  • 1fd3513689 Add 16 fetch limit if no tsdb data found Tyler Goodlet 2022-04-24 11:39:34 -0400
  • 9d375a0ce5 Don't require a symbol to subcmd Tyler Goodlet 2022-04-23 17:30:27 -0400
  • c18795e454 Don't open a feed, write or read ohlc in for now Tyler Goodlet 2022-04-23 17:30:00 -0400
  • 76287a7523 Don't run legacy backfill when isn't up Tyler Goodlet 2022-04-24 12:41:35 -0400
  • b0f659a66b Start legacy backfill with partial too Tyler Goodlet 2022-04-18 08:47:25 -0400
  • f7b3215aa4 Unify backfilling logic into common task-routine Tyler Goodlet 2022-04-17 15:13:07 -0400
  • c5ed9b5955 Add `Storage.load()` and `.write_ohlcv()` Tyler Goodlet 2022-04-17 15:12:26 -0400
  • ea9d76ffce A bit hacky but, broadcast index streams on each history prepend Tyler Goodlet 2022-04-16 18:34:22 -0400
  • 16f2f6ff94 Factor subscription broadcasting into a func Tyler Goodlet 2022-04-16 18:33:26 -0400
  • 4a383795bf Always update ohlc (main source chart) on `trigger_all=True` Tyler Goodlet 2022-04-16 18:32:36 -0400
  • ef8e71f628 Make ib history client expect datetimes for input Tyler Goodlet 2022-04-16 18:31:51 -0400
  • 21d0d551d3 Add binance history client support with datetime use throughout Tyler Goodlet 2022-04-16 17:48:02 -0400
  • 32c3f63cfd Add `docker` as `tsdb` extras dep Tyler Goodlet 2022-04-30 13:24:12 -0400
  • 894dcc2de4 Add `anyio-marketstore` client as dev dep Tyler Goodlet 2022-04-30 13:22:30 -0400
  • 8b8ffe78af Handle non-fqsn for derivs and don't put brokername in Tyler Goodlet 2022-04-08 11:48:14 -0400
  • 99a37f504f Limit ohlc queries to 800k datums to avoid `purepc` size error Tyler Goodlet 2022-04-08 11:47:22 -0400
  • d3ddcc8206 Get sync-to-marketstore-tsdb history retrieval workinnn Tyler Goodlet 2022-03-30 14:11:21 -0400
  • 9b1491efc9 Handle "fatal" level log msgs in docker super Tyler Goodlet 2022-03-30 14:10:15 -0400
  • 7175901d0d Add basic tsdb history loading Tyler Goodlet 2022-03-29 14:06:28 -0400
  • bb13f76375 Drop `ms-shell`, add `piker storesh` cmd Tyler Goodlet 2022-03-29 13:33:43 -0400
  • a682887e63 Add diffing logic to `tsdb_history_update()` Tyler Goodlet 2022-03-29 13:26:18 -0400
  • 1837e467be Drop `pandas` to `numpy` converter Tyler Goodlet 2022-03-29 13:15:23 -0400
  • 7df795435e Disable re-connect for now in ib script Tyler Goodlet 2022-03-24 13:46:08 -0400
  • 8421422768 Ensure bfqsn is lower cased for feed api consumers Tyler Goodlet 2022-03-24 13:44:12 -0400
  • 23d386e0f5 Try downsampling mkts data Tyler Goodlet 2022-03-11 16:09:07 -0500
  • f0c4261aa4 Drop old type annot Tyler Goodlet 2022-03-11 15:16:31 -0500
  • 2be8f63487 Comment each special key combo Tyler Goodlet 2022-03-11 15:15:54 -0500