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a4dd6c81dc
Profiler format, code stretch
Tyler Goodlet
2022-03-15 14:13:06 -0400
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a2ef955690
Fix x-range -> # of frames calculation
Tyler Goodlet
2022-03-15 14:03:44 -0400
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6d9a94065d
Be mega-tolerant to feed consumer disconnects
Tyler Goodlet
2022-03-15 10:45:51 -0400
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c976bff40c
Add `ChartPlotWidget.in_view()` shm-compatible array slicer
Tyler Goodlet
2022-03-15 09:11:12 -0400
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11bda4f9b4
Add (ostensibly) working first attempt at M4 algo
Tyler Goodlet
2022-03-15 09:06:35 -0400
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803c65bc88
Add no-path guard now that we can use a poly
Tyler Goodlet
2022-03-14 06:04:18 -0400
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cf7163194c
Try downsampling mkts data
Tyler Goodlet
2022-03-11 16:09:07 -0500
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afe41236ff
Drop old type annot
Tyler Goodlet
2022-03-11 15:16:31 -0500
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b4d35496f7
Comment each special key combo
Tyler Goodlet
2022-03-11 15:15:54 -0500
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c5be35dad4
Load any symbol-matching shm array if no `marketstored` found
Tyler Goodlet
2022-03-09 21:07:48 -0500
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e33d0aac15
Support no spawning `brokerd` with no real-time quotes
Tyler Goodlet
2022-03-09 15:48:33 -0500
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02ba7b6b96
Get ib key hack script to work with reconnect
Tyler Goodlet
2022-03-08 09:52:22 -0500
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5775c5fe71
WIP get `pikerd` working with and without `--tsdb` flag
Tyler Goodlet
2022-03-08 09:31:12 -0500
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820dfff08a
Add context-styled `asyncio` client proxy for ib
Tyler Goodlet
2022-03-08 07:02:37 -0500
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cf589c840d
Move ib data reset script into a new `scripts/` dir
Tyler Goodlet
2022-03-07 18:02:30 -0500
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bbaba71465
Use new `tractor.query_actor()` for service checking
Tyler Goodlet
2022-03-07 17:47:45 -0500
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73aebdfa16
Return all timeframe arrays if `timeframe` not passed as input
Tyler Goodlet
2022-03-07 11:16:12 -0500
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d9862a4962
Convert `iter_ohlc_periods()` to a `@tractor.context`
Tyler Goodlet
2022-03-07 07:25:01 -0500
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de599233af
Make `pikerd` work again without `--tsdb` flag
Tyler Goodlet
2022-03-07 07:22:12 -0500
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855d02ef5a
Add a service checker predicate
Tyler Goodlet
2022-03-07 07:18:53 -0500
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7fbd4a95e3
Allow kill-child-proc-with-root-perms to fail silently in `tractor` reaping
Tyler Goodlet
2022-03-06 17:05:06 -0500
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847c95d277
Proxy `marketstore` container log level to our own
Tyler Goodlet
2022-03-01 12:34:16 -0500
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8af76322c9
Prototype a high level `Storage` api
Tyler Goodlet
2022-03-01 12:29:49 -0500
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eb5a4f7eeb
Move factor helper to a classmethod
Tyler Goodlet
2022-02-28 19:47:07 -0500
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e008f69505
Doc str formatting
Tyler Goodlet
2022-02-28 12:15:10 -0500
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6c8b79906b
Make linux timeout the same
Tyler Goodlet
2022-02-28 08:12:40 -0500
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40e62c1a38
Add latency measures around diffs/writes to mkts
Tyler Goodlet
2022-02-28 07:41:37 -0500
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bed47d3ae6
Add flag to avoid logging json to console
Tyler Goodlet
2022-02-28 07:40:29 -0500
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f60d9dd79c
Prototype out writing `1Sec` OHLCV data
Tyler Goodlet
2022-02-22 15:21:41 -0500
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4402b2dc73
Better doc string
Tyler Goodlet
2022-02-22 15:20:33 -0500
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6e37ab6bf9
Use `asyncio` in `Client.get_quote()`
Tyler Goodlet
2022-02-22 15:20:13 -0500
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88411a6a26
Persist backing `/data/` filesystem across container runs
Tyler Goodlet
2022-02-20 15:24:03 -0500
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a0c3d5f32f
Get basic OHLCV writes working with `anyio` client
Tyler Goodlet
2022-02-19 16:36:02 -0500
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236df4b6d6
Pass in daemon name to `start_ahab()`
Tyler Goodlet
2022-02-19 16:34:36 -0500
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a3ec0c16c6
Map the grpc port and add graceful container teardown
Tyler Goodlet
2022-02-19 16:31:31 -0500
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51ced95962
Revive `ms-shell` sub-cmd
Tyler Goodlet
2022-02-18 12:17:41 -0500
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3487f76147
Add WIP backfiller from data feed helper
Tyler Goodlet
2022-02-18 12:17:12 -0500
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fa69fca311
Better handle nested erros from docker client
Tyler Goodlet
2022-02-18 12:13:38 -0500
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57b3d2f7e4
Add back in legacy write loop for reference
Tyler Goodlet
2022-02-18 08:21:17 -0500
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f9b799b53d
Add back in OHLCV dtype template and client side ws streamer
Tyler Goodlet
2022-02-18 07:35:56 -0500
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35f7c3409a
Drop ununsed `Services` ref
Tyler Goodlet
2022-02-17 16:34:22 -0500
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9c5f7a6bb9
Py3.9+ type updates
Tyler Goodlet
2022-02-17 16:31:37 -0500
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86337430d8
Add `--tsdb` flag to start `marketstore` with `pikerd`
Tyler Goodlet
2022-02-17 14:29:41 -0500
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8d09d63095
De-escalate sudo perms in `pikerd` once docker spawns
Tyler Goodlet
2022-02-17 14:29:04 -0500
-
df04ccb845
Handle the non-root perms case specifically too
Tyler Goodlet
2022-02-17 13:45:40 -0500
-
ad0ace2528
Add explicit no-docker error and supervisor start task-func
Tyler Goodlet
2022-02-17 13:32:51 -0500
-
edd273d5d8
Type annot updates
Tyler Goodlet
2022-02-16 12:16:07 -0500
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cfc77a0a66
Drop old client instantiate line
Tyler Goodlet
2022-02-16 08:55:22 -0500
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69b3120444
Drop import, it's got madness with and SIGINT?
Tyler Goodlet
2022-02-16 08:53:54 -0500
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8662cde7ca
Add a super simple `marketstore` container supervisor
Tyler Goodlet
2022-02-15 22:07:50 -0500
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73b3f7ead8
Extract non-sudo user for config dir path
Tyler Goodlet
2022-02-15 14:03:24 -0500
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c3509e7f93
Basic module-script for spawning `marketstore`, needs correct bind mount usage
Tyler Goodlet
2022-02-15 13:03:11 -0500
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fea645423e
Add `anyio-marketstore` as requirements.txt dep
Tyler Goodlet
2022-02-13 09:53:14 -0500
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d215a69049
Still WIP, switch to using new marketstore client, missing streaming from marketstore
Guillermo Rodriguez
2022-01-17 17:47:20 -0300
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a11cee82d0
Simplify and optimize tick format, similar to techtonicdb's
Guillermo Rodriguez
2022-01-16 00:20:57 -0300
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aba50515df
Add multi ingestor support and update to new feed API
Guillermo Rodriguez
2022-01-15 23:33:23 -0300
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1b1bf07f54
Array diff lengths must be int
Tyler Goodlet
2022-03-11 16:49:58 -0500
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77a7b73260
Open feeds using `Portal.open_context()`
Tyler Goodlet
2022-03-11 16:49:37 -0500
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4ad06e4cc0
Limit real-time chart updates in "big data" cases
Tyler Goodlet
2022-03-11 14:49:45 -0500
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3da081c67a
Only trigger downsampling on manual changes, add a uppx method
Tyler Goodlet
2022-03-11 14:49:34 -0500
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d56d1fc4c1
Add for a `BarItems` to display a line on high uppx
Tyler Goodlet
2022-03-11 14:40:17 -0500
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544578c67d
Original index offset was right
Tyler Goodlet
2022-03-11 13:24:07 -0500
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01ea2b3110
Add an ohlcv high/low tracer with optional downsampling
Tyler Goodlet
2022-03-10 17:39:40 -0500
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2f02f71610
Pass linked charts into `BarItems` so that graphics can be cycled on downsample
Tyler Goodlet
2022-03-09 15:00:17 -0500
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b318ebc221
Move graphics compression routines to new module
Tyler Goodlet
2022-03-09 14:48:00 -0500
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d737adb1b8
Use 12Hz as default fps throttle
Tyler Goodlet
2022-03-09 11:29:52 -0500
-
75d7314493
Add comment on how to enable `pyqtgraph` profiling
Tyler Goodlet
2022-03-09 11:08:49 -0500
-
d7d824030d
Add basic optional polyline support, draft out downsampling routine
Tyler Goodlet
2022-03-09 11:07:53 -0500
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28436bcb2b
Add a downsampled line-curve support to `BarItems`
Tyler Goodlet
2022-03-09 11:01:01 -0500
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692e310a98
Use a `DisplayState` in the graphics update loop
Tyler Goodlet
2022-03-07 11:08:04 -0500
-
c60d523428
Support an array field map to `ShmArray.push()`, start index 3days in
Tyler Goodlet
2022-03-07 07:25:45 -0500
-
00d7bb089f
Convert `iter_ohlc_periods()` to a `@tractor.context`
Tyler Goodlet
2022-03-07 07:25:01 -0500
-
3dc87e0426
Facepalm**2: only update on special "update" msg
Tyler Goodlet
2022-03-07 07:20:58 -0500
-
49531a2da6
Facepalm: display state must be linked charts specific
Tyler Goodlet
2022-03-07 07:20:17 -0500
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53641abc4b
Add detailed `.addItem()`` comment
Tyler Goodlet
2022-03-06 17:16:07 -0500
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b0e236fadf
Manually trigger graphics loops updates on msgs from the fsp chain
Tyler Goodlet
2022-03-06 17:04:03 -0500
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ef0516a84b
Always fire a "step/update message" on every fsp history update
Tyler Goodlet
2022-03-06 17:03:37 -0500
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bcd0895a12
Factor sync part of graphics update into func, add `trigger_update()``
Tyler Goodlet
2022-03-06 17:02:49 -0500
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81c69c54ec
Add guard for real-time-not-active last line is `None` case
Tyler Goodlet
2022-03-06 17:15:43 -0500
-
-
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fd0acd21fb
refactory based on github comments, change doc string style
Konstantine Tsafatinos
2022-03-06 15:16:42 -0500
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617bf3e0da
fix typo and get rid of pprint of ws stream
Konstantine Tsafatinos
2022-03-01 15:38:20 -0500
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a3345dbba2
cleaned up code and added loop to grab all trades for position calcs
Konstantine Tsafatinos
2022-03-01 15:30:21 -0500
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ee0be13af1
repurpose ws code for ownTrades stream, get trade authentication going
Konstantine Tsafatinos
2022-02-19 00:14:58 -0500
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b1bff1be85
remove ws support for orders, use rest api instead for easy oid association
Konstantine Tsafatinos
2022-02-18 22:24:33 -0500
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46948e0a8b
add order cancel support over websockets
Konstantine Tsafatinos
2022-02-17 17:40:28 -0500
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d826a66c8c
use a mapping from userref to oid for order ack
Konstantine Tsafatinos
2022-02-17 16:59:50 -0500
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6c54c81f01
get stashed changes
Konstantine Tsafatinos
2022-02-14 17:02:37 -0500
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0122669dd4
Factor out ws msg hearbeat and error handling
Tyler Goodlet
2022-02-11 11:20:13 -0500
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0c905920e2
connect to krakens openOrders websocket
Konstantine Tsafatinos
2022-02-09 21:30:39 -0500
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03d2eddce3
order submission and cancellation working
Konstantine Tsafatinos
2022-02-09 14:47:29 -0500
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96dd5c632f
basic order submission and cancelling with kraken
Konstantine Tsafatinos
2022-02-09 13:50:42 -0500
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b21bbf5031
valdiate and ack order requests from ems
Konstantine Tsafatinos
2022-02-08 13:50:39 -0500
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66da58525d
mock orders validated from kraken
Konstantine Tsafatinos
2022-02-07 20:13:24 -0500
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b55debbe95
get basic order request loop receiving msgs
Konstantine Tsafatinos
2022-02-07 19:18:00 -0500
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1fe1f88806
added the bones for the handle_order_requests func
Konstantine Tsafatinos
2022-01-26 18:39:28 -0500
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3d2be3674e
save progress on kraken to test out unit_select_fixes
Konstantine Tsafatinos
2021-11-04 14:34:43 -0400
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48c7b5262c
get positions working for kraken
Konstantine Tsafatinos
2021-10-29 15:51:41 -0400
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ef598444c4
get positions from trades
Konstantine Tsafatinos
2021-10-28 15:52:02 -0400
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0285a847d8
Store changes for rebase, positions prototype
Konstantine Tsafatinos
2021-09-06 21:43:17 -0400
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88061d8799
Add balance to the ledger
Konstantine Tsafatinos
2021-08-28 19:31:43 -0400