goodboy
GitHub
commit
784777d65a
20
README.rst
20
README.rst
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@ -1,3 +1,21 @@
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piker
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------
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Destroy all suits
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Anti-fragile trading gear for hackers, scientists, quants and underpants warriors.
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Install
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*******
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``piker`` is currently under heavy alpha development and as such should
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be cloned from this repo and hacked on directly.
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If you insist on trying to install it (which should work) please do it
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from this GitHub repository::
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pip install git+git://github.com/pikers/piker.git
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Tech
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****
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``piker`` is an attempt at a pro-grade, next-gen open source toolset
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for trading and financial analysis. As such, it tries to use as much
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cutting edge tech as possible including Python 3.6+ and ``trio``.
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@ -1,27 +1,3 @@
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"""
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Broker client-daemons and general back end machinery.
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Broker clients, daemons and general back end machinery.
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"""
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import sys
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import trio
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from .questrade import serve_forever
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from ..log import get_console_log
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def main() -> None:
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log = get_console_log('INFO', name='questrade')
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argv = sys.argv[1:]
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refresh_token = None
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if argv:
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refresh_token = argv[0]
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# main loop
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try:
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client = trio.run(serve_forever, refresh_token)
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except Exception as err:
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log.exception(err)
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else:
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log.info(
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f"\nLast refresh_token: {client.access_data['refresh_token']}\n"
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f"Last access_token: {client.access_data['access_token']}\n"
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)
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@ -0,0 +1,66 @@
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"""
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Console interface to broker client/daemons.
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"""
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from functools import partial
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from importlib import import_module
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import click
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import trio
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from ..log import get_console_log, colorize_json
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def run(main, loglevel='info'):
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log = get_console_log(loglevel)
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# main sandwich
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try:
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return trio.run(main)
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except Exception as err:
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log.exception(err)
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finally:
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log.debug("Exiting piker")
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@click.group()
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def cli():
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pass
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@cli.command()
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@click.option('--broker', default='questrade', help='Broker backend to use')
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@click.option('--loglevel', '-l', default='warning', help='Logging level')
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@click.argument('meth', nargs=1)
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@click.argument('kwargs', nargs=-1)
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def api(meth, kwargs, loglevel, broker):
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"""client for testing broker API methods with pretty printing of output.
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"""
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log = get_console_log(loglevel)
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brokermod = import_module('.' + broker, 'piker.brokers')
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_kwargs = {}
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for kwarg in kwargs:
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if '=' not in kwarg:
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log.error(f"kwarg `{kwarg}` must be of form <key>=<value>")
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else:
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key, _, value = kwarg.partition('=')
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_kwargs[key] = value
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data = run(partial(brokermod.api, meth, **_kwargs), loglevel=loglevel)
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if data:
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click.echo(colorize_json(data))
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@cli.command()
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@click.option('--broker', default='questrade', help='Broker backend to use')
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@click.option('--loglevel', '-l', default='info', help='Logging level')
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@click.argument('tickers', nargs=-1)
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def stream(broker, loglevel, tickers):
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# import broker module daemon entry point
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bm = import_module('.' + broker, 'piker.brokers')
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run(
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partial(bm.serve_forever, [
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partial(bm.poll_tickers, tickers=tickers)
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]),
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loglevel
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)
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@ -16,7 +16,6 @@ def load() -> (configparser.ConfigParser, str):
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Create a ``broker.ini`` file if one dne.
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"""
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config = configparser.ConfigParser()
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# mode = 'r' if path.exists(_broker_conf_path) else 'a'
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read = config.read(_broker_conf_path)
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log.debug(f"Read config file {_broker_conf_path}")
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return config, _broker_conf_path
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@ -1,12 +1,17 @@
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"""
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Questrade API backend.
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"""
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from . import config
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from ..log import get_logger
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from pprint import pformat
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import inspect
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import json
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import time
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import datetime
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import trio
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from async_generator import asynccontextmanager
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from . import config
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from ..log import get_logger, colorize_json
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# TODO: move to urllib3/requests once supported
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import asks
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asks.init('trio')
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@ -25,50 +30,37 @@ def resproc(
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resp: asks.response_objects.Response,
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return_json: bool = True
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) -> asks.response_objects.Response:
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"""Raise error on non-200 OK response.
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"""
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data = resp.json()
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log.debug(f"Received json contents:\n{pformat(data)}\n")
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"""Process response and return its json content.
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Raise the appropriate error on non-200 OK responses.
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"""
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if not resp.status_code == 200:
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raise QuestradeError(resp.body)
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try:
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data = resp.json()
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except json.decoder.JSONDecodeError:
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log.exception(f"Failed to process {resp}")
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else:
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log.debug(f"Received json contents:\n{colorize_json(data)}")
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return data if return_json else resp
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class API:
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"""Questrade API at its finest.
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"""
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def __init__(self, session: asks.Session):
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self._sess = session
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async def _request(self, path: str) -> dict:
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resp = await self._sess.get(path=f'/{path}')
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return resproc(resp)
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async def accounts(self):
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return await self._request('accounts')
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async def time(self):
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return await self._request('time')
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class Client:
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"""API client suitable for use as a long running broker daemon.
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"""API client suitable for use as a long running broker daemon or
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for single api requests.
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"""
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def __init__(self, config: dict):
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sess = self._sess = asks.Session()
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self.api = API(sess)
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self.access_data = config
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def __init__(self, config: 'configparser.ConfigParser'):
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self._sess = asks.Session()
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self.api = API(self._sess)
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self._conf = config
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self.access_data = {}
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self.user_data = {}
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self._conf = None # possibly set in ``from_config`` factory
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self._apply_config(config)
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@classmethod
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async def from_config(cls, config):
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client = cls(dict(config['questrade']))
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client._conf = config
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await client.enable_access()
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return client
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def _apply_config(self, config):
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self.access_data = dict(self._conf['questrade'])
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async def _new_auth_token(self) -> dict:
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"""Request a new api authorization ``refresh_token``.
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@ -89,7 +81,7 @@ class Client:
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return data
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async def _prep_sess(self) -> None:
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def _prep_sess(self) -> None:
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"""Fill http session with auth headers and a base url.
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"""
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data = self.access_data
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@ -110,30 +102,102 @@ class Client:
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)
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return resp
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async def enable_access(self, force_refresh: bool = False) -> dict:
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"""Acquire new ``refresh_token`` and/or ``access_token`` if necessary.
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async def ensure_access(self, force_refresh: bool = False) -> dict:
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"""Acquire new ``access_token`` and/or ``refresh_token`` if necessary.
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Only needs to be called if the locally stored ``refresh_token`` has
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Checks if the locally cached (file system) ``access_token`` has expired
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(based on a ``expires_at`` time stamp stored in the brokers.ini config)
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expired (normally has a lifetime of 3 days). If ``false is set then
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refresh the access token instead of using the locally cached version.
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and refreshs token if necessary using the ``refresh_token``. If the
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``refresh_token`` has expired a new one needs to be provided by the
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user.
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"""
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access_token = self.access_data.get('access_token')
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expires = float(self.access_data.get('expires_at', 0))
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# expired_by = time.time() - float(self.ttl or 0)
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# if not access_token or (self.ttl is None) or (expires < time.time()):
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expires_stamp = datetime.datetime.fromtimestamp(
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expires).strftime('%Y-%m-%d %H:%M:%S')
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if not access_token or (expires < time.time()) or force_refresh:
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log.info(
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f"Access token {access_token} expired @ {expires}, "
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"refreshing...")
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data = await self._new_auth_token()
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log.info(f"Refreshing access token {access_token} which expired at"
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f" {expires_stamp}")
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try:
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data = await self._new_auth_token()
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except QuestradeError as qterr:
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# likely config ``refresh_token`` is expired
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if qterr.args[0].decode() == 'Bad Request':
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_token_from_user(self._conf)
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self._apply_config(self._conf)
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data = await self._new_auth_token()
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# store absolute token expiry time
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self.access_data['expires_at'] = time.time() + float(
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data['expires_in'])
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# write to config on disk
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write_conf(self)
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else:
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log.info(f"\nCurrent access token {access_token} expires at"
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f" {expires_stamp}\n")
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await self._prep_sess()
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self._prep_sess()
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return self.access_data
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async def tickers2ids(self, tickers):
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"""Helper routine that take a sequence of ticker symbols and returns
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their corresponding QT symbol ids.
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"""
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data = await self.api.symbols(names=','.join(tickers))
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symbols2ids = {}
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for ticker, symbol in zip(tickers, data['symbols']):
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symbols2ids[symbol['symbol']] = symbol['symbolId']
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return symbols2ids
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class API:
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"""Questrade API at its finest.
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"""
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def __init__(self, session: asks.Session):
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self._sess = session
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async def _request(self, path: str, params=None) -> dict:
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resp = await self._sess.get(path=f'/{path}', params=params)
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return resproc(resp)
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async def accounts(self) -> dict:
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return await self._request('accounts')
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async def time(self) -> dict:
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return await self._request('time')
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async def markets(self) -> dict:
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return await self._request('markets')
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async def search(self, prefix: str) -> dict:
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return await self._request(
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'symbols/search', params={'prefix': prefix})
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async def symbols(self, ids: str = '', names: str = '') -> dict:
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log.debug(f"Symbol lookup for {ids}")
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return await self._request(
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'symbols', params={'ids': ids, 'names': names})
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async def quotes(self, ids: str) -> dict:
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return await self._request('markets/quotes', params={'ids': ids})
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async def token_refresher(client):
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"""Coninually refresh the ``access_token`` near its expiry time.
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"""
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while True:
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await trio.sleep(
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float(client.access_data['expires_at']) - time.time() - .1)
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await client.ensure_access(force_refresh=True)
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def _token_from_user(conf: 'configparser.ConfigParser') -> None:
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# get from user
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refresh_token = input("Please provide your Questrade access token: ")
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conf['questrade'] = {'refresh_token': refresh_token}
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def get_config() -> "configparser.ConfigParser":
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conf, path = config.load()
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@ -141,46 +205,90 @@ def get_config() -> "configparser.ConfigParser":
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not conf['questrade'].get('refresh_token')
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):
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log.warn(
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f"No valid `questrade` refresh token could be found in {path}")
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# get from user
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refresh_token = input("Please provide your Questrade access token: ")
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conf['questrade'] = {'refresh_token': refresh_token}
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f"No valid refresh token could be found in {path}")
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_token_from_user(conf)
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return conf
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@asynccontextmanager
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async def get_client(refresh_token: str = None) -> Client:
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"""Spawn a broker client.
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def write_conf(client):
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"""Save access creds to config file.
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"""
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client._conf['questrade'] = client.access_data
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config.write(client._conf)
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@asynccontextmanager
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async def get_client() -> Client:
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"""Spawn a broker client.
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"""
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conf = get_config()
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log.debug(f"Loaded questrade config: {conf['questrade']}")
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log.info("Waiting on api access...")
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client = await Client.from_config(conf)
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log.debug(f"Loaded config:\n{colorize_json(dict(conf['questrade']))}")
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client = Client(conf)
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await client.ensure_access()
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try:
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try: # do a test ping to ensure the access token works
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log.debug("Check time to ensure access token is valid")
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log.debug("Check time to ensure access token is valid")
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try:
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await client.api.time()
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except Exception as err:
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# access token is likely no good
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log.warn(f"Access token {client.access_data['access_token']} seems"
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f" expired, forcing refresh")
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await client.enable_access(force_refresh=True)
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await client.ensure_access(force_refresh=True)
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await client.api.time()
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accounts = await client.api.accounts()
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log.info(f"Available accounts:\n{colorize_json(accounts)}")
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yield client
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finally:
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# save access creds for next run
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conf['questrade'] = client.access_data
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config.write(conf)
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write_conf(client)
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async def serve_forever(refresh_token: str = None) -> None:
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async def serve_forever(tasks) -> None:
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"""Start up a client and serve until terminated.
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"""
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async with get_client(refresh_token) as client:
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async with get_client() as client:
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# pretty sure this doesn't work
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# await client._revoke_auth_token()
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return client
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async with trio.open_nursery() as nursery:
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# launch token manager
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nursery.start_soon(token_refresher, client)
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# launch children
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for task in tasks:
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nursery.start_soon(task, client)
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|
||||
|
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async def poll_tickers(client, tickers, rate=2):
|
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"""Auto-poll snap quotes for a sequence of tickers at the given ``rate``
|
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per second.
|
||||
"""
|
||||
t2ids = await client.tickers2ids(tickers)
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sleeptime = 1. / rate
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ids = ','.join(map(str, t2ids.values()))
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|
||||
while True: # use an event here to trigger exit?
|
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quote_data = await client.api.quotes(ids=ids)
|
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await trio.sleep(sleeptime)
|
||||
|
||||
|
||||
async def api(methname, **kwargs) -> dict:
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"""Make (proxy) through an api call by name and return its result.
|
||||
"""
|
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async with get_client() as client:
|
||||
meth = getattr(client.api, methname, None)
|
||||
if meth is None:
|
||||
log.error(f"No api method `{methname}` could be found?")
|
||||
return
|
||||
elif not kwargs:
|
||||
# verify kwargs requirements are met
|
||||
sig = inspect.signature(meth)
|
||||
if sig.parameters:
|
||||
log.error(
|
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f"Argument(s) are required by the `{methname}` method: "
|
||||
f"{tuple(sig.parameters.keys())}")
|
||||
return
|
||||
|
||||
return await meth(**kwargs)
|
||||
|
|
|
|||
18
piker/log.py
18
piker/log.py
|
|
@ -4,7 +4,9 @@ Log like a forester!
|
|||
"""
|
||||
import sys
|
||||
import logging
|
||||
import json
|
||||
import colorlog
|
||||
from pygments import highlight, lexers, formatters
|
||||
|
||||
_proj_name = 'piker'
|
||||
|
||||
|
|
@ -12,7 +14,8 @@ _proj_name = 'piker'
|
|||
# (NOTE: we use the '{' format style)
|
||||
# Here, `thin_white` is just the laymen's gray.
|
||||
LOG_FORMAT = (
|
||||
"{bold_white}{thin_white}{asctime}{reset}"
|
||||
# "{bold_white}{log_color}{asctime}{reset}"
|
||||
"{log_color}{asctime}{reset}"
|
||||
" {bold_white}{thin_white}({reset}"
|
||||
"{thin_white}{threadName}{reset}{bold_white}{thin_white})"
|
||||
" {reset}{log_color}[{reset}{bold_log_color}{levelname}{reset}{log_color}]"
|
||||
|
|
@ -32,7 +35,7 @@ STD_PALETTE = {
|
|||
'ERROR': 'red',
|
||||
'WARNING': 'yellow',
|
||||
'INFO': 'green',
|
||||
'DEBUG': 'purple',
|
||||
'DEBUG': 'white',
|
||||
'TRACE': 'cyan',
|
||||
'GARBAGE': 'blue',
|
||||
}
|
||||
|
|
@ -83,3 +86,14 @@ def get_console_log(level: str = None, name: str = None) -> logging.Logger:
|
|||
log.addHandler(handler)
|
||||
|
||||
return log
|
||||
|
||||
|
||||
def colorize_json(data, style='algol_nu'):
|
||||
"""Colorize json output using ``pygments``.
|
||||
"""
|
||||
formatted_json = json.dumps(data, sort_keys=True, indent=4)
|
||||
return highlight(
|
||||
formatted_json, lexers.JsonLexer(),
|
||||
# likeable styles: algol_nu, tango, monokai
|
||||
formatters.TerminalTrueColorFormatter(style=style)
|
||||
)
|
||||
|
|
|
|||
7
setup.py
7
setup.py
|
|
@ -28,10 +28,13 @@ setup(
|
|||
],
|
||||
entry_points={
|
||||
'console_scripts': [
|
||||
'pikerd = piker.brokers:main',
|
||||
'piker = piker.brokers.cli:cli',
|
||||
]
|
||||
},
|
||||
install_requires=['click', 'colorlog', 'trio', 'attrs'],
|
||||
install_requires=[
|
||||
'click', 'colorlog', 'trio', 'attrs', 'async_generator',
|
||||
'pygments',
|
||||
],
|
||||
extras_require={
|
||||
'questrade': ['asks'],
|
||||
},
|
||||
|
|
|
|||
Loading…
Reference in New Issue