Questrade: multikey support via manager

[goodboy]

In order to squeeze more rps out of questrade we need more keys and those keys have to be managed by a (set of) actor(s) that implement our streaming data feeds.

QTs free snap quotes allow use to implement real-time, low frequency data feeds up to the per account rate limits. If we want to allow multiple account holders to aggregate their keys for the benefit of a group of accounts (eg. higher qps (quotes per sec) for less symbols) we need to build out a manager service to handle a few things:

• keys shared by participants not wanting to run their own data daemon should be usable even if they only allow the read_acc Oauth scope (see scopes at the bottom here)
• there should be a graceful way to submit new keys / refresh expired keys with the manager daemon
• a more sophisticated brokers.ini is required to describe the key set (and per key capabilities - i.e. oauth scopes) as well as what each key's use target is (eg. stocks vs. option quotes)
  • I was originally thinking YAML for this but, someone forwarded me this yaml no so great blog post
  • something similar regarding json
• proper consideration for how to rate limit each token's use should be done using the real-time x headers provided in quote responses:

X-RateLimit-Remaining: 100
X-RateLimit-Reset: 1300286940

instead of the current arithmetic approach used currently.

[goodboy]

Oh and we need a wiki page describing how participants can generate their keys.