Expose FSP streams as Feed
s
#216
Labels
data-layer
real-time and historical data processing and storage
fsp
financial signal processing
perf
efficiency and latency optimization
(sub-)systems
general sw design and eng
you're-not-a-quant
a non-annoying/overused version of "quantitative"
With #212 comes some nifty features like task broadcasting (from
tractor
) and quote stream pausability for keeping tasks switches in Qt apps as low as possible for performance.I'm thinking taking the
piker.data.feed.Feed
api to our fsp subsystem would be a nice abstraction and would extend these features to sub-plots which are currently not being throttled the same way as OHLC charts.I think the only thing we need to really add is an endpoint argument that the underlying portal will call, right now that's by default
data.feed.attach_feed_bus()
. We'll likely want to generalize theFeed
instance var names (like the portal ref) and further add uids for each fsp and/or the ability to attach to existing symbol-fsp pairs for stream and signal sharing.Adding throttle support here will directly help resolve #192 and #183.
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