Port to new data apis
parent
57a8db8cba
commit
78784a4bf3
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@ -14,7 +14,7 @@ import tractor
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from ..cli import cli
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from .. import watchlists as wl
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from ..log import get_console_log, colorize_json, get_logger
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from ..brokers.core import maybe_spawn_brokerd_as_subactor
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from ..data import maybe_spawn_brokerd
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from ..brokers import core, get_brokermod, data
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log = get_logger('cli')
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@ -99,7 +99,7 @@ def quote(config, tickers, df_output):
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@cli.command()
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@click.option('--df-output', '-df', flag_value=True,
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help='Output in `pandas.DataFrame` format')
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@click.option('--count', '-c', default=100,
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@click.option('--count', '-c', default=1000,
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help='Number of bars to retrieve')
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@click.argument('symbol', required=True)
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@click.pass_obj
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@ -117,10 +117,11 @@ def bars(config, symbol, count, df_output):
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brokermod,
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symbol,
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count=count,
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as_np=df_output
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)
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)
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if not bars:
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if not len(bars):
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log.error(f"No quotes could be found for {symbol}?")
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return
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@ -198,7 +199,7 @@ def record(config, rate, name, dhost, filename):
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return
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async def main(tries):
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async with maybe_spawn_brokerd_as_subactor(
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async with maybe_spawn_brokerd(
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tries=tries, loglevel=loglevel
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) as portal:
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# run app "main"
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@ -1,23 +1,18 @@
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"""
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Broker high level API layer.
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Broker high level cross-process API layer.
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This API should be kept "remote service compatible" meaning inputs to
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routines should be primitive data types where possible.
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"""
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import inspect
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from types import ModuleType
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from typing import List, Dict, Any, Optional
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from async_generator import asynccontextmanager
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import tractor
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from ..log import get_logger
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from .data import DataFeed
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from . import get_brokermod
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log = get_logger('broker.core')
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_data_mods = [
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'piker.brokers.core',
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'piker.brokers.data',
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]
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log = get_logger(__name__)
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async def api(brokername: str, methname: str, **kwargs) -> dict:
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@ -25,12 +20,11 @@ async def api(brokername: str, methname: str, **kwargs) -> dict:
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"""
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brokermod = get_brokermod(brokername)
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async with brokermod.get_client() as client:
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meth = getattr(client.api, methname, None)
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meth = getattr(client, methname, None)
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if meth is None:
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log.warning(
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f"Couldn't find API method {methname} looking up on client")
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meth = getattr(client, methname, None)
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meth = getattr(client.api, methname, None)
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if meth is None:
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log.error(f"No api method `{methname}` could be found?")
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@ -48,24 +42,6 @@ async def api(brokername: str, methname: str, **kwargs) -> dict:
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return await meth(**kwargs)
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@asynccontextmanager
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async def maybe_spawn_brokerd_as_subactor(sleep=0.5, tries=10, loglevel=None):
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"""If no ``brokerd`` daemon-actor can be found spawn one in a
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local subactor.
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"""
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async with tractor.open_nursery() as nursery:
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async with tractor.find_actor('brokerd') as portal:
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if not portal:
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log.info(
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"No broker daemon could be found, spawning brokerd..")
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portal = await nursery.start_actor(
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'brokerd',
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rpc_module_paths=_data_mods,
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loglevel=loglevel,
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)
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yield portal
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async def stocks_quote(
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brokermod: ModuleType,
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tickers: List[str]
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@ -121,3 +97,26 @@ async def bars(
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"""
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async with brokermod.get_client() as client:
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return await client.bars(symbol, **kwargs)
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async def symbol_info(
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brokermod: ModuleType,
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symbol: str,
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**kwargs,
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) -> Dict[str, Dict[str, Dict[str, Any]]]:
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"""Return symbol info from broker.
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"""
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async with brokermod.get_client() as client:
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return await client.symbol_info(symbol, **kwargs)
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async def symbol_search(
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brokermod: ModuleType,
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pattern: str,
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**kwargs,
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) -> Dict[str, Dict[str, Dict[str, Any]]]:
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"""Return symbol info from broker.
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"""
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async with brokermod.get_client() as client:
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# TODO: support multiple asset type concurrent searches.
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return await client.search_stocks(pattern=pattern, **kwargs)
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@ -25,7 +25,7 @@ from ..log import get_logger, get_console_log
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from . import get_brokermod
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log = get_logger('broker.data')
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log = get_logger(__name__)
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async def wait_for_network(
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@ -80,7 +80,7 @@ class BrokerFeed:
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@tractor.msg.pub(tasks=['stock', 'option'])
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async def stream_requests(
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async def stream_poll_requests(
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get_topics: typing.Callable,
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get_quotes: Coroutine,
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feed: BrokerFeed,
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@ -90,6 +90,12 @@ async def stream_requests(
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"""Stream requests for quotes for a set of symbols at the given
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``rate`` (per second).
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This routine is built for brokers who support quote polling for multiple
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symbols per request. The ``get_topics()`` func is called to retreive the
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set of symbols each iteration and ``get_quotes()`` is to retreive
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the quotes.
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A stock-broker client ``get_quotes()`` async function must be
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provided which returns an async quote retrieval function.
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"""
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@ -327,7 +333,7 @@ async def start_quote_stream(
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# push initial smoke quote response for client initialization
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await ctx.send_yield(payload)
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await stream_requests(
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await stream_poll_requests(
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# ``msg.pub`` required kwargs
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task_name=feed_type,
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@ -394,15 +400,19 @@ class DataFeed:
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# subscribe for tickers (this performs a possible filtering
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# where invalid symbols are discarded)
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sd = await self.portal.run(
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"piker.brokers.data", 'symbol_data',
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broker=self.brokermod.name, tickers=symbols)
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"piker.brokers.data",
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'symbol_data',
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broker=self.brokermod.name,
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tickers=symbols
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)
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self._symbol_data_cache.update(sd)
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if test:
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# stream from a local test file
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quote_gen = await self.portal.run(
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"piker.brokers.data", 'stream_from_file',
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filename=test
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"piker.brokers.data",
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'stream_from_file',
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filename=test,
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)
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else:
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log.info(f"Starting new stream for {symbols}")
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@ -8,7 +8,6 @@ import tractor
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from ..log import get_console_log, get_logger
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from ..brokers import get_brokermod, config
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from ..brokers.core import _data_mods
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log = get_logger('cli')
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DEFAULT_BROKER = 'questrade'
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@ -34,6 +33,7 @@ _context_defaults = dict(
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def pikerd(loglevel, host, tl):
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"""Spawn the piker broker-daemon.
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"""
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from ..data import _data_mods
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get_console_log(loglevel)
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tractor.run_daemon(
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rpc_module_paths=_data_mods,
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@ -64,7 +64,12 @@ def cli(ctx, broker, loglevel, configdir):
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})
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def _load_clis() -> None:
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from ..data import marketstore as _
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from ..brokers import cli as _ # noqa
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from ..ui import cli as _ # noqa
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from ..watchlists import cli as _ # noqa
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# load downstream cli modules
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from ..brokers import cli as _
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from ..watchlists import cli as _
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from ..data import marketstore as _
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_load_clis()
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@ -19,11 +19,11 @@ import trio
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import tractor
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from trio_websocket import open_websocket_url
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from . import maybe_spawn_brokerd
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from ..cli import cli
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from .. import watchlists as wl
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from ..brokers.data import DataFeed
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from ..log import get_logger
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from ..brokers.core import maybe_spawn_brokerd_as_subactor
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log = get_logger(__name__)
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@ -138,7 +138,7 @@ def ingest(config, name, test_file, tl, url):
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symbols = watchlists[name]
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async def main(tries):
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async with maybe_spawn_brokerd_as_subactor(
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async with maybe_spawn_brokerd(
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tries=tries,
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loglevel=loglevel
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) as portal:
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@ -0,0 +1,124 @@
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"""
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Console interface to UI components.
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"""
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from functools import partial
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import os
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import click
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import tractor
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from ..cli import cli
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from .. import watchlists as wl
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from ..data import maybe_spawn_brokerd
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_config_dir = click.get_app_dir('piker')
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_watchlists_data_path = os.path.join(_config_dir, 'watchlists.json')
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def _kivy_import_hack():
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# Command line hacks to make it work.
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# See the pkg mod.
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from .kivy import kivy # noqa
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@cli.command()
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@click.option('--tl', is_flag=True, help='Enable tractor logging')
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@click.option('--rate', '-r', default=3, help='Quote rate limit')
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@click.option('--test', '-t', help='Test quote stream file')
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@click.option('--dhost', '-dh', default='127.0.0.1',
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help='Daemon host address to connect to')
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@click.argument('name', nargs=1, required=True)
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@click.pass_obj
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def monitor(config, rate, name, dhost, test, tl):
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"""Start a real-time watchlist UI
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"""
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# global opts
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brokermod = config['brokermod']
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loglevel = config['loglevel']
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log = config['log']
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watchlist_from_file = wl.ensure_watchlists(_watchlists_data_path)
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watchlists = wl.merge_watchlist(watchlist_from_file, wl._builtins)
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tickers = watchlists[name]
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if not tickers:
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log.error(f"No symbols found for watchlist `{name}`?")
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return
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_kivy_import_hack()
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from .kivy.monitor import _async_main
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async def main(tries):
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async with maybe_spawn_brokerd(
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brokername=brokermod.name,
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tries=tries, loglevel=loglevel
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) as portal:
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# run app "main"
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await _async_main(
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name, portal, tickers,
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brokermod, rate, test=test,
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)
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tractor.run(
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partial(main, tries=1),
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name='monitor',
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loglevel=loglevel if tl else None,
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rpc_module_paths=['piker.ui.kivy.monitor'],
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start_method='forkserver',
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)
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@cli.command()
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@click.option('--tl', is_flag=True, help='Enable tractor logging')
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@click.option('--date', '-d', help='Contracts expiry date')
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@click.option('--test', '-t', help='Test quote stream file')
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@click.option('--rate', '-r', default=1, help='Logging level')
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@click.argument('symbol', required=True)
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@click.pass_obj
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def optschain(config, symbol, date, tl, rate, test):
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"""Start an option chain UI
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"""
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# global opts
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loglevel = config['loglevel']
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brokername = config['broker']
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_kivy_import_hack()
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from .kivy.option_chain import _async_main
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async def main(tries):
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async with maybe_spawn_brokerd(
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tries=tries, loglevel=loglevel
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):
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# run app "main"
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await _async_main(
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symbol,
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brokername,
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rate=rate,
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loglevel=loglevel,
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test=test,
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)
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tractor.run(
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partial(main, tries=1),
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name='kivy-options-chain',
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loglevel=loglevel if tl else None,
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start_method='forkserver',
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)
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@cli.command()
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@click.option('--tl', is_flag=True, help='Enable tractor logging')
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@click.option('--date', '-d', help='Contracts expiry date')
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@click.option('--test', '-t', help='Test quote stream file')
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@click.option('--rate', '-r', default=1, help='Logging level')
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@click.argument('symbol', required=True)
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@click.pass_obj
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def chart(config, symbol, date, tl, rate, test):
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"""Start an option chain UI
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"""
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from ._chart import main
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# global opts
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loglevel = config['loglevel']
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brokername = config['broker']
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main(sym=symbol, brokername=brokername, loglevel=loglevel)
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