Commit Graph

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