Ib 1m hist - #401

Merged

goodboy merged 40 commits into

Oct 29, 2022

Commits on Oct 28, 2022

Add 1m ohlc sample rate support to `Client.bars()`; frame query is 1 day
goodboy
committed
220981e
Make history routines `timeframe` aware
goodboy
committed
2a866dd
Make `marketstore` storage api timeframe aware
goodboy
committed
bf7d5e9
Make `binance` history api accept a timeframe
goodboy
committed
fce7055
Pass in default history time of 1 min
goodboy
committed
e7ec01b
Temporarily disable error on pos size mismatch
goodboy
committed
6b34c9e
Pass back interal cancel scope from data reset task
goodboy
committed
72dfeb2
Add `timeframe` input to `kraken` history api
goodboy
committed
25b90af
Rework history frame request concurrency
goodboy
committed
7396624
Drop `trimeter`-ized concurrent history querying
goodboy
committed
61ca5f7
More correct no-data output handling
goodboy
committed
54567d3
Explicit fast chart naming, auto-yrange the fast chart on increment
goodboy
committed
811d21e
Return history-frame duration from `.bars()`
goodboy
committed
ede67ed
Drop duplicate frame request
goodboy
committed
23d0353
Support no-disconnect on `open_aio_clients()` exit
goodboy
committed
90a395a
Re-request quote feed on data reset events
goodboy
committed
daebb78
Fix `piker services`; `tractor.run()` is done..
goodboy
committed
a11f20f
Subtract duration instead of passing to `.subtract()` (facepalm)
goodboy
committed
55dc27a
Comment format tweak
goodboy
committed
27bd3c0
Add back adhoc symbol lookup support, some exchs info is off
goodboy
committed
c7f57b9
Add data-reset-task global state var
goodboy
committed
330d162
Add concurrent multi-time-frame history loading
goodboy
committed
956c7d3
Handle super annoying mkts query bug..
goodboy
committed
143e86a
Drop remaining timeframe scanning from `.read_ohlcv()`
goodboy
committed
b7ef059
Only get dbus user on sudo-user-present
goodboy
committed
f7ec663
Handle backends with no 1s OHLC history
goodboy
committed
0000d9a
Pack multi-chart region linking into helper
goodboy
committed
5b63585
Use feed-shm offsets in fill-arrow indexing arithmetic
goodboy
committed
4ca7817
Do tsdb backloading to shm concurrently
goodboy
committed
dc1edee
Make `ib` client's `.get_head_time()` (only) expect an fqsn
goodboy
committed
2f7b272
Raise `DataUnavailable` when a contract's 'earliest time' is hit
goodboy
committed
553d055
Make `binance` reject 1s OHLC history requests
goodboy
committed
a1a24da
Only wait on backfill if provider supports timeframe
goodboy
committed
286228c
Lul, fix timeframe key when writing history
goodboy
committed
2b231ba
Drop `NoData` handler, just let it bubble
goodboy
committed
610fb5f
Raise `DataUnavailable` on >= 6 no data error events
goodboy
committed
d5b357b
Drop key error again
goodboy
committed
fb4f173
Just wipe wrong timeframe filled tsdb colseries for now
goodboy
committed
df16726
Order ledger entries by processed datetime
goodboy
committed
ceca0d9
Add todo for order duration setting `goodTillDuration`
goodboy
committed
1fadf58