piker/README.rst

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piker
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-----
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Trading gear for hackers.
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|travis|
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``piker`` is an attempt at a pro-grade, broker agnostic, next-gen FOSS toolset for real-time
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trading and financial analysis targetted at hardcore Linux users.
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It tries to use as much bleeding edge tech as possible including (but not limited to):
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- Python 3.7+ for glue_ and business logic
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- trio_ for async
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- tractor_ as the underlying actor model
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- marketstore_ for historical and real-time tick data persistence and sharing
- techtonicdb_ for L2 book storage
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- Qt_ for pristine high performance UIs
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.. |travis| image:: https://img.shields.io/travis/pikers/piker/master.svg
:target: https://travis-ci.org/pikers/piker
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.. _trio: https://github.com/python-trio/trio
.. _tractor: https://github.com/goodboy/tractor
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.. _marketstore: https://github.com/alpacahq/marketstore
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.. _techtonicdb: https://github.com/0b01/tectonicdb
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.. _Qt: https://www.qt.io/
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.. _glue: https://numpy.org/doc/stable/user/c-info.python-as-glue.html#using-python-as-glue
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Focus and Features:
*******************
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- 100% federated: running your code on your hardware with your
broker's data feeds, privately, **is the point** (this is not a web-based *I
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don't know how to run my own system* project).
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- Asset class, broker, exchange agnostic.
- Built on a highly reliable `structured concurrent actor model
<tractor>`_ with built in async streaming and scalability protocols
allowing for a distributed architecture from the ground up.
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- Privacy: your orders, indicators, algos are all run client side and
are shared only with the (groups of) traders you specify.
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- Production grade, highly attractive native UIs that feel and fit like
a proper pair of skinny jeans; only meant to be used with a proper
tiling window manager (no, we are not ignorant enough to roll our own).
- Sophisticated charting capable of processing large data sets in real-time
while sanely displaying complex models and strategy systems.
- Built-in support for *hipstery* indicators and studies that you
probably haven't heard of but that the authors **know** generate alpha
when paired with the right strategies.
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- Emphasis on collaboration through sharing of data, ideas, and processing
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power. We will not host your code in the cloud nor ask you to
participate in any lame "alpha competitions".
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- Adoption is very low priority, especially if you're not an experienced
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trader; the system is not built for sale it is built for *people*.
- No, we will never have a "corporation friendly license"; if you intend to use
this code base we must know about it.
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Fitting with these tenets, we're always open to new framework suggestions and ideas.
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Building the best looking, most reliable, keyboard friendly trading platform is the dream.
Feel free to pipe in with your ideas and quiffs.
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Install
*******
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``piker`` is currently under heavy pre-alpha development and as such should
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be cloned from this repo and hacked on directly.
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A couple bleeding edge components are being used atm pertaining to
async ports of libraries for use with `trio`_.
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Before installing make sure you have `pipenv`_ and have installed
``python3.7`` as well as `kivy source build`_ dependencies
since currently there's reliance on an async development branch.
`kivy` dependencies
===================
On Archlinux you need the following dependencies::
pacman -S python-docutils gstreamer sdl2_ttf sdl2_mixer sdl2_image xclip
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To manually install the async branch of ``kivy`` from github do (though
this should be done as part of the ``pipenv install`` below)::
pipenv install -e 'git+git://github.com/matham/kivy.git@async-loop#egg=kivy'
.. _kivy source build:
https://kivy.org/docs/installation/installation-linux.html#installation-in-a-virtual-environment
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For a development install::
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git clone git@github.com:pikers/piker.git
cd piker
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pipenv install --pre -e .
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pipenv shell
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Broker Support
**************
For live data feeds the only fully functional broker at the moment is Questrade_.
Eventual support is in the works for `IB`, `TD Ameritrade` and `IEX`.
If you want your broker supported and they have an API let us know.
.. _Questrade: https://www.questrade.com/api/documentation
Play with some UIs
******************
To start the real-time index monitor with the `questrade` backend::
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piker -l info monitor indexes
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If you want to see super granular price changes, increase the
broker quote query ``rate`` with ``-r``::
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piker monitor indexes -r 10
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It is also possible to run the broker data feed micro service as a daemon::
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pikerd -l info
Then start the client app as normal::
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piker monitor indexes
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.. _pipenv: https://docs.pipenv.org/