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Expose FSP streams as Feeds #216

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goodboy opened this issue Sep 1, 2021 · 0 comments
Open

Expose FSP streams as Feeds #216

goodboy opened this issue Sep 1, 2021 · 0 comments
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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"

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goodboy commented Sep 1, 2021

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 the Feed 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.

@goodboy goodboy added you're-not-a-quant a non-annoying/overused version of "quantitative" data-layer real-time and historical data processing and storage fsp financial signal processing viz (sub-)systems general sw design and eng perf efficiency and latency optimization labels Sep 1, 2021
This was referenced Sep 1, 2021
@goodboy goodboy mentioned this issue Sep 21, 2021
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@goodboy goodboy removed the viz label Mar 23, 2023
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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"
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