piker/README.rst

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piker
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-----
trading gear for hackers
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|gh_actions|
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``piker`` is a broker agnostic, next-gen FOSS toolset and runtime for
real-time computational trading targeted at `hardcore Linux users
<comp_trader>`_ .
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we use much bleeding edge tech including (but not limited to):
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- latest python for glue_
- uv_ for packaging and distribution
- trio_ & tractor_ for our distributed `structured concurrency`_ runtime
- Qt_ for pristine low latency UIs
- pyqtgraph_ (which we've extended) for real-time charting and graphics
- ``polars`` ``numpy`` and ``numba`` for redic `fast numerics`_
- `apache arrow and parquet`_ for time-series storage
potential projects we might integrate with soon,
- (already prototyped in ) techtonicdb_ for L2 book storage
.. _comp_trader: https://jfaleiro.wordpress.com/2019/10/09/computational-trader/
.. _glue: https://numpy.org/doc/stable/user/c-info.python-as-glue.html#using-python-as-glue
.. _uv: https://docs.astral.sh/uv/
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.. _trio: https://github.com/python-trio/trio
.. _tractor: https://github.com/goodboy/tractor
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.. _structured concurrency: https://trio.discourse.group/
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.. _Qt: https://www.qt.io/
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.. _pyqtgraph: https://github.com/pyqtgraph/pyqtgraph
.. _apache arrow and parquet: https://arrow.apache.org/faq/
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.. _fast numerics: https://zerowithdot.com/python-numpy-and-pandas-performance/
.. _techtonicdb: https://github.com/0b01/tectonicdb
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focus and feats:
****************
fitting with these tenets, we're always open to new
framework/lib/service interop suggestions and ideas!
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- **100% federated**: your code, your hardware, your data feeds, your broker fills.
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- **zero web**: low latency as a prime objective, native UIs and
modern IPC protocols without trying to re-invent the
"OS-as-an-app"..
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- **maximal privacy**: prevent brokers and mms from knowing your
planz; smack their spreads with dark volume
from a VPN tunnel.
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- **zero clutter**: modal, context oriented UIs that echew minimalism,
reduce thought noise and encourage un-emotion.
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- **first class parallelism**: built from the ground up on a next-gen
structured concurrency supervision sys.
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- **traders first**: broker/exchange/venue/asset-class/money-sys agnostic
- **systems grounded**: real-time financial signal processing (fsp) that will
make any queuing or DSP eng juice their shorts.
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- **non-tina UX**: sleek, powerful keyboard driven interaction with
expected use in tiling wms (or maybe even a DDE).
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- **data collab at scale**: every actor-process and protocol is multi-host aware.
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- **fight club ready**: zero interest in adoption by suits; no corporate friendly license, ever.
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building the hottest looking, fastest, most reliable, keyboard
friendly FOSS trading platform is the dream; join the cause.
a sane install with `uv`
************************
bc why install with `python` when you can faster with `rust` ::
uv lock
hacky install on nixos
**********************
`NixOS` is our core devs' distro of choice for which we offer
a stringently defined development shell envoirment that can be loaded with::
nix-shell default.nix
run a realtime OHLCV chart stand-alone
*************************************
::
piker -l info chart btcusdt.spot.binance xmrusdt.spot.kraken
this runs a chart UI (with 1m sampled OHLCV) and shows 2 spot markets from 2 diff cexes
overlayed on the same graph. Use of `piker` without first starting
a daemon (`pikerd` - see below) means there is an implicit spawning of the
multi-actor-runtime (implemented as a `tractor` app).
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For additional subsystem feats available through our chart UI see the
various sub-readmes:
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- order control using a mouse-n-keyboard UX B)
- cross venue market-pair (what most call "symbol") search, select, overlay Bo
- financial-signal-processing (`piker.fsp`) write-n-reload to sub-chart BO
- src-asset derivatives scan for anal, like the infamous "max pain" XO
spawn a daemon standalone
*************************
we call the root actor-process the `pikerd`. it can be (and is
recommended normally to be) started separately from the `piker chart`
program::
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pikerd -l info --pdb
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the daemon does nothing until a `piker`-client (like `piker chart`) connects
and requests some particular sub-system. for a chart connection
`pikerd` will spawn and manage at least,
- a data-feed daemon: `datad` which does all the work of comms with
the backend provider (in this case the `binance` cex).
- a paper-trading engine instance, `paperboi.binance`, (if no live
account has been configured) which allows for auto/manual order
control against the live quote stream.
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*using* an actor-service (aka micro-daemon) manager which dynamically
supervises various sub-subsystems-as-services throughout the `piker`
runtime-stack.
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now you can (implicitly) connect your chart::
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piker chart btcusdt.spot.binance
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since `pikerd` was started separately you can now enjoy a persistent
real-time data stream tied to the daemon-tree's lifetime. i.e. the next
time you spawn a chart it will obviously not only load much faster
(since the underlying `datad.binance` is left running with its
in-memory IPC data structures) but also the data-feed and any order
mgmt states should be persistent until you finally cancel ``pikerd``.
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if anyone asks you what this project is about
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*********************************************
you don't talk about it; just use it.
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how do i get involved?
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**********************
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enter the matrix.
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how come there ain't that many docs
***********************************
i mean we want/need them but building the core right has been higher
prio then marketting (and likely will stay that way Bp).
soo, suck it up bc,
- no one is trying to sell you on anything
- learning the code base is prolly way more valuable
- the UI/UXs are intended to be "intuitive" for any hacker..
we obviously need tonz help so if you want to start somewhere and
can't necessarily write "advanced" concurrent python/rust code, this
helping document literally anything might be the place for you!