piker/README.rst

piker
-----
trading gear for hackers.

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``piker`` is a broker agnostic, next-gen FOSS toolset for real-time
computational trading targeted at `hardcore Linux users <comp_trader>`_ .

we use as much bleeding edge tech as possible including (but not limited to):

- latest python for glue_
- trio_ for `structured concurrency`_
- tractor_ for distributed, multi-core, real-time streaming
- marketstore_ for historical and real-time tick data persistence and sharing
- techtonicdb_ for L2 book storage
- Qt_ for pristine high performance UIs
- pyqtgraph_ for real-time charting
- ``numpy`` and ``numba`` for `fast numerics`_

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    :target: https://travis-ci.org/pikers/piker
.. _trio: https://github.com/python-trio/trio
.. _tractor: https://github.com/goodboy/tractor
.. _structured concurrency: https://trio.discourse.group/
.. _marketstore: https://github.com/alpacahq/marketstore
.. _techtonicdb: https://github.com/0b01/tectonicdb
.. _Qt: https://www.qt.io/
.. _pyqtgraph: https://github.com/pyqtgraph/pyqtgraph
.. _glue: https://numpy.org/doc/stable/user/c-info.python-as-glue.html#using-python-as-glue
.. _fast numerics: https://zerowithdot.com/python-numpy-and-pandas-performance/
.. _comp_trader: https://jfaleiro.wordpress.com/2019/10/09/computational-trader/


focus and features:
*******************
- 100% federated: your code, your hardware, your data feeds, your broker fills.
- zero web: low latency, native software that doesn't try to re-invent the OS
- maximal **privacy**: prevent brokers and mms from knowing your
  planz; smack their spreads with dark volume.
- zero clutter: modal, context oriented UIs that echew minimalism, reduce
  thought noise and encourage un-emotion.
- first class parallelism: built from the ground up on next-gen structured concurrency
  primitives.
- traders first: broker/exchange/asset-class agnostic
- systems grounded: real-time financial signal processing that will
  make any queuing or DSP eng juice their shorts.
- non-tina UX: sleek, powerful keyboard driven interaction with expected use in tiling wms
- data collaboration: every process and protocol is multi-host scalable.
- fight club ready: zero interest in adoption by suits; no corporate friendly license, ever.

fitting with these tenets, we're always open to new framework suggestions and ideas.

building the best looking, most reliable, keyboard friendly trading
platform is the dream; join the cause.


install
*******
``piker`` is currently under heavy pre-alpha development and as such
should be cloned from this repo and hacked on directly.

for a development install::

    git clone git@github.com:pikers/piker.git
    cd piker
    virtualenv env
    source ./env/bin/activate
    pip install -r requirements.txt -e .

install for nixos
*****************
for users of `NixOS` we offer a development shell envoirment that can be
loaded with::

    nix-shell develop.nix

this will setup the required python envoirment to run piker, make sure to
run::

    pip install -r requirements.txt -e .

once after loading the shell

install for tinas
*****************
for windows peeps you can start by installing all the prerequisite software:

- install git with all default settings - https://git-scm.com/download/win
- install anaconda all default settings - https://www.anaconda.com/products/individual
- install microsoft build tools (check the box for Desktop development for C++, you might be able to uncheck some optional downloads)  - https://visualstudio.microsoft.com/visual-cpp-build-tools/
- install visual studio code default settings - https://code.visualstudio.com/download


then, `crack a conda shell`_ and run the following commands::

    mkdir code # create code directory
    cd code # change directory to code
    git clone https://github.com/pikers/piker.git # downloads piker installation package from github
    cd piker # change directory to piker
    
    conda create -n pikonda # creates conda environment named pikonda
    conda activate pikonda # activates pikonda
    
    conda install -c conda-forge python-levenshtein # in case it is not already installed
    conda install pip # may already be installed
    pip # will show if pip is installed
    
    pip install -e . -r requirements.txt # install piker in editable mode

test Piker to see if it is working::

    piker -b binance chart btcusdt.binance # formatting for loading a chart
    piker -b kraken -b binance chart xbtusdt.kraken
    piker -b kraken -b binance -b ib chart qqq.nasdaq.ib
    piker -b ib chart tsla.nasdaq.ib

potential error::
    
    FileNotFoundError: [Errno 2] No such file or directory: 'C:\\Users\\user\\AppData\\Roaming\\piker\\brokers.toml'
    
solution:

- navigate to file directory above (may be different on your machine, location should be listed in the error code)
- copy and paste file from 'C:\\Users\\user\\code\\data/brokers.toml' or create a blank file using notepad at the location above

Visual Studio Code setup:

- now that piker is installed we can set up vscode as the default terminal for running piker and editing the code
- open Visual Studio Code
- file --> Add Folder to Workspace --> C:\Users\user\code\piker (adds piker directory where all piker files are located)
- file --> Save Workspace As --> save it wherever you want and call it whatever you want, this is going to be your default workspace for running and editing piker code
- ctrl + shift + p --> start typing Python: Select Interpetter --> when the option comes up select it --> Select at the workspace level --> select the one that shows ('pikonda')
- change the default terminal to cmd.exe instead of powershell (default)
- now when you create a new terminal VScode should automatically activate you conda env so that piker can be run as the first command after a new terminal is created

also, try out fancyzones as part of powertoyz for a decent tiling windows manager to manage all the cool new software you are going to be running.

.. _conda installed: https://
.. _C++ build toolz: https://
.. _crack a conda shell: https://
.. _vscode: https://

.. link to the tina guide
.. _setup a coolio tiled wm console: https://

provider support
****************
for live data feeds the in-progress set of supported brokers is:

- IB_ via ``ib_insync``, also see our `container docs`_
- binance_ and kraken_ for crypto over their public websocket API
- questrade_ (ish) which comes with effectively free L1

coming soon...

- webull_ via the reverse engineered public API
- yahoo via yliveticker_

if you want your broker supported and they have an API let us know.

.. _IB: https://interactivebrokers.github.io/tws-api/index.html
.. _container docs: https://github.com/pikers/piker/tree/master/dockering/ib
.. _questrade: https://www.questrade.com/api/documentation
.. _kraken: https://www.kraken.com/features/api#public-market-data
.. _binance: https://github.com/pikers/piker/pull/182
.. _webull: https://github.com/tedchou12/webull
.. _yliveticker: https://github.com/yahoofinancelive/yliveticker
.. _coinbase: https://docs.pro.coinbase.com/#websocket-feed


check out our charts
********************
bet you weren't expecting this from the foss::

    piker -l info -b kraken -b binance chart btcusdt.binance --pdb


this runs the main chart (currently with 1m sampled OHLC) in in debug
mode and you can practice paper trading using the following
micro-manual:

``order_mode`` (
    edge triggered activation by any of the following keys,
    ``mouse-click`` on y-level to submit at that price
    ):

    - ``f``/ ``ctl-f`` to stage buy
    - ``d``/ ``ctl-d`` to stage sell
    - ``a`` to stage alert


``search_mode`` (
    ``ctl-l`` or ``ctl-space`` to open,
    ``ctl-c`` or ``ctl-space`` to close
    ) :

    - begin typing to have symbol search automatically lookup
      symbols from all loaded backend (broker) providers
    - arrow keys and mouse click to navigate selection
    - vi-like ``ctl-[hjkl]`` for navigation


you can also configure your position allocation limits from the
sidepane.


run in distributed mode
***********************
start the service manager and data feed daemon in the background and
connect to it::

    pikerd -l info --pdb


connect your chart::

    piker -l info -b kraken -b binance chart xmrusdt.binance --pdb


enjoy persistent real-time data feeds tied to daemon lifetime. the next
time you spawn a chart it will load much faster since the data feed has
been cached and is now always running live in the background until you
kill ``pikerd``.


if anyone asks you what this project is about
*********************************************
you don't talk about it.


how do i get involved?
**********************
enter the matrix.


how come there ain't that many docs
***********************************
suck it up, learn the code; no one is trying to sell you on anything.
also, we need lotsa help so if you want to start somewhere and can't
necessarily write serious code, this might be the place for you!