goodboy
GitHub
commit
9c821c8cfd
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@ -19,6 +19,8 @@ piker: trading gear for hackers.
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"""
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import msgpack # noqa
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# TODO: remove this now right?
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import msgpack_numpy
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# patch msgpack for numpy arrays
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@ -19,8 +19,9 @@ Structured, daemon tree service management.
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"""
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from functools import partial
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from typing import Optional, Union
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from contextlib import asynccontextmanager
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from typing import Optional, Union, Callable, Any
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from contextlib import asynccontextmanager, AsyncExitStack
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from collections import defaultdict
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from pydantic import BaseModel
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import trio
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@ -33,6 +34,10 @@ from .brokers import get_brokermod
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log = get_logger(__name__)
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_root_dname = 'pikerd'
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_tractor_kwargs: dict[str, Any] = {
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# use a different registry addr then tractor's default
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'arbiter_addr': ('127.0.0.1', 6116),
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}
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_root_modules = [
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__name__,
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'piker.clearing._ems',
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@ -44,10 +49,34 @@ class Services(BaseModel):
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actor_n: tractor._trionics.ActorNursery
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service_n: trio.Nursery
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debug_mode: bool # tractor sub-actor debug mode flag
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ctx_stack: AsyncExitStack
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class Config:
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arbitrary_types_allowed = True
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async def open_remote_ctx(
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self,
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portal: tractor.Portal,
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target: Callable,
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**kwargs,
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) -> tractor.Context:
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'''
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Open a context in a service sub-actor, add to a stack
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that gets unwound at ``pikerd`` tearodwn.
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This allows for allocating long-running sub-services in our main
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daemon and explicitly controlling their lifetimes.
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'''
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ctx, first = await self.ctx_stack.enter_async_context(
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portal.open_context(
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target,
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**kwargs,
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)
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)
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return ctx
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_services: Optional[Services] = None
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@ -62,20 +91,21 @@ async def open_pikerd(
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debug_mode: bool = False,
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) -> Optional[tractor._portal.Portal]:
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"""
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'''
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Start a root piker daemon who's lifetime extends indefinitely
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until cancelled.
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A root actor nursery is created which can be used to create and keep
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alive underling services (see below).
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"""
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'''
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global _services
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assert _services is None
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# XXX: this may open a root actor as well
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async with tractor.open_root_actor(
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# passed through to ``open_root_actor``
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arbiter_addr=_tractor_kwargs['arbiter_addr'],
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name=_root_dname,
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loglevel=loglevel,
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debug_mode=debug_mode,
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@ -90,11 +120,15 @@ async def open_pikerd(
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) as _, tractor.open_nursery() as actor_nursery:
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async with trio.open_nursery() as service_nursery:
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# setup service mngr singleton instance
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async with AsyncExitStack() as stack:
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# assign globally for future daemon/task creation
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_services = Services(
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actor_n=actor_nursery,
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service_n=service_nursery,
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debug_mode=debug_mode,
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ctx_stack=stack,
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)
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yield _services
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@ -140,6 +174,7 @@ async def maybe_open_pikerd(
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# presume pikerd role
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async with open_pikerd(
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loglevel=loglevel,
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debug_mode=kwargs.get('debug_mode', False),
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) as _:
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# in the case where we're starting up the
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# tractor-piker runtime stack in **this** process
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@ -193,17 +228,19 @@ async def spawn_brokerd(
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# call with and then have the ability to unwind the call whenevs.
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# non-blocking setup of brokerd service nursery
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_services.service_n.start_soon(
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partial(
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portal.run,
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await _services.open_remote_ctx(
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portal,
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_setup_persistent_brokerd,
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brokername=brokername,
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)
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)
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return dname
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class Brokerd:
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locks = defaultdict(trio.Lock)
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@asynccontextmanager
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async def maybe_spawn_brokerd(
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@ -222,9 +259,15 @@ async def maybe_spawn_brokerd(
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dname = f'brokerd.{brokername}'
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# serialize access to this section to avoid
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# 2 or more tasks racing to create a daemon
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lock = Brokerd.locks[brokername]
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await lock.acquire()
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# attach to existing brokerd if possible
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async with tractor.find_actor(dname) as portal:
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if portal is not None:
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lock.release()
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yield portal
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return
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@ -249,6 +292,7 @@ async def maybe_spawn_brokerd(
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)
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async with tractor.wait_for_actor(dname) as portal:
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lock.release()
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yield portal
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@ -341,6 +341,10 @@ def make_sub(pairs: List[str], data: Dict[str, Any]) -> Dict[str, str]:
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class AutoReconWs:
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"""Make ``trio_websocketw` sockets stay up no matter the bs.
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TODO:
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apply any more insights from this:
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https://support.kraken.com/hc/en-us/articles/360044504011-WebSocket-API-unexpected-disconnections-from-market-data-feeds
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"""
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recon_errors = (
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ConnectionClosed,
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@ -179,6 +179,11 @@ async def execute_triggers(
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# majority of iterations will be non-matches
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continue
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action = cmd['action']
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if action != 'alert':
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# executable order submission
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# submit_price = price + price*percent_away
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submit_price = price + abs_diff_away
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@ -205,6 +210,10 @@ async def execute_triggers(
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# register broker request id to ems id
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book._broker2ems_ids[reqid] = oid
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else:
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# alerts have no broker request id
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reqid = ''
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resp = {
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'resp': 'dark_executed',
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'time_ns': time.time_ns(),
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@ -233,19 +242,20 @@ async def execute_triggers(
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async def exec_loop(
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ctx: tractor.Context,
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feed: 'Feed', # noqa
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broker: str,
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symbol: str,
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_exec_mode: str,
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task_status: TaskStatus[dict] = trio.TASK_STATUS_IGNORED,
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) -> AsyncIterator[dict]:
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"""Main scan loop for order execution conditions and submission
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to brokers.
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"""
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# TODO: get initial price quote from target broker
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# XXX: this should be initial price quote from target provider
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first_quote = await feed.receive()
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book = get_dark_book(broker)
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@ -342,6 +352,7 @@ async def process_broker_trades(
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# TODO: make this a context
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# in the paper engine case this is just a mem receive channel
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async with feed.receive_trades_data() as trades_stream:
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first = await trades_stream.__anext__()
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# startup msg expected as first from broker backend
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@ -642,9 +653,6 @@ async def _emsd_main(
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dark_book = get_dark_book(broker)
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# get a portal back to the client
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async with tractor.wait_for_actor(client_actor_name) as portal:
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# spawn one task per broker feed
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async with trio.open_nursery() as n:
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@ -655,6 +663,18 @@ async def _emsd_main(
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loglevel='info',
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) as feed:
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# get a portal back to the client
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async with tractor.wait_for_actor(client_actor_name) as portal:
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# connect back to the calling actor (the one that is
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# acting as an EMS client and will submit orders) to
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# receive requests pushed over a tractor stream
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# using (for now) an async generator.
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async with portal.open_stream_from(
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send_order_cmds,
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symbol_key=symbol,
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) as order_stream:
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# start the condition scan loop
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quote, feed, client = await n.start(
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exec_loop,
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@ -672,15 +692,6 @@ async def _emsd_main(
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dark_book,
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)
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# connect back to the calling actor (the one that is
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# acting as an EMS client and will submit orders) to
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# receive requests pushed over a tractor stream
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# using (for now) an async generator.
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async with portal.open_stream_from(
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send_order_cmds,
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symbol_key=symbol,
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) as order_stream:
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# start inbound order request processing
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await process_order_cmds(
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ctx,
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@ -37,7 +37,7 @@ _context_defaults = dict(
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def pikerd(loglevel, host, tl, pdb):
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"""Spawn the piker broker-daemon.
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"""
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from .._daemon import _data_mods, open_pikerd
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from .._daemon import open_pikerd
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log = get_console_log(loglevel)
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if pdb:
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@ -112,11 +112,11 @@ def services(config, tl, names):
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def _load_clis() -> None:
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from ..data import marketstore as _
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from ..data import cli 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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from ..data import marketstore # noqa
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from ..data import cli # noqa
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from ..brokers import cli # noqa
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from ..ui import cli # noqa
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from ..watchlists import cli # noqa
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# load downstream cli modules
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@ -227,7 +227,7 @@ async def sample_and_broadcast(
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# end up triggering backpressure which which will
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# eventually block this producer end of the feed and
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# thus other consumers still attached.
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subs = bus.subscribers[sym]
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subs = bus._subscribers[sym]
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for ctx in subs:
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# print(f'sub is {ctx.chan.uid}')
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try:
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@ -236,5 +236,8 @@ async def sample_and_broadcast(
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trio.BrokenResourceError,
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trio.ClosedResourceError
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):
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subs.remove(ctx)
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# XXX: do we need to deregister here
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# if it's done in the fee bus code?
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# so far seems like no since this should all
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# be single-threaded.
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log.error(f'{ctx.chan.uid} dropped connection')
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@ -67,11 +67,19 @@ class _FeedsBus(BaseModel):
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brokername: str
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nursery: trio.Nursery
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feeds: Dict[str, trio.CancelScope] = {}
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subscribers: Dict[str, List[tractor.Context]] = {}
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task_lock: trio.StrictFIFOLock = trio.StrictFIFOLock()
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# XXX: so weird but, apparently without this being `._` private
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# pydantic will complain about private `tractor.Context` instance
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# vars (namely `._portal` and `._cancel_scope`) at import time.
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# Reported this bug:
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# https://github.com/samuelcolvin/pydantic/issues/2816
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_subscribers: Dict[str, List[tractor.Context]] = {}
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class Config:
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arbitrary_types_allowed = True
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underscore_attrs_are_private = False
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async def cancel_all(self) -> None:
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for sym, (cs, msg, quote) in self.feeds.items():
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@ -108,7 +116,11 @@ def get_feed_bus(
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return _bus
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async def _setup_persistent_brokerd(brokername: str) -> None:
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@tractor.context
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async def _setup_persistent_brokerd(
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ctx: tractor.Context,
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brokername: str
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) -> None:
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"""Allocate a actor-wide service nursery in ``brokerd``
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such that feeds can be run in the background persistently by
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the broker backend as needed.
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@ -121,6 +133,9 @@ async def _setup_persistent_brokerd(brokername: str) -> None:
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# background tasks from clients
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bus = get_feed_bus(brokername, service_nursery)
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# unblock caller
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await ctx.started()
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# we pin this task to keep the feeds manager active until the
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# parent actor decides to tear it down
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await trio.sleep_forever()
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@ -224,7 +239,7 @@ async def attach_feed_bus(
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brokername: str,
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symbol: str,
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loglevel: str,
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):
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) -> None:
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# try:
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if loglevel is None:
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@ -256,7 +271,7 @@ async def attach_feed_bus(
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loglevel=loglevel,
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)
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)
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bus.subscribers.setdefault(symbol, []).append(ctx)
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bus._subscribers.setdefault(symbol, []).append(ctx)
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else:
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sub_only = True
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@ -266,15 +281,17 @@ async def attach_feed_bus(
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# send this even to subscribers to existing feed?
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await ctx.send_yield(init_msg)
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# deliver a first quote asap
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await ctx.send_yield(first_quote)
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if sub_only:
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bus.subscribers[symbol].append(ctx)
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bus._subscribers[symbol].append(ctx)
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try:
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await trio.sleep_forever()
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finally:
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bus.subscribers[symbol].remove(ctx)
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bus._subscribers[symbol].remove(ctx)
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@dataclass
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|
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@ -17,6 +17,7 @@
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"""
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Financial signal processing for the peeps.
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"""
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from functools import partial
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from typing import AsyncIterator, Callable, Tuple
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import trio
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@ -29,6 +30,8 @@ from .. import data
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from ._momo import _rsi, _wma
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from ._volume import _tina_vwap
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from ..data import attach_shm_array
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from ..data.feed import Feed
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from ..data._sharedmem import ShmArray
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log = get_logger(__name__)
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@ -62,31 +65,19 @@ async def latency(
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yield value
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@tractor.stream
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async def cascade(
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ctx: tractor.Context,
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brokername: str,
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src_shm_token: dict,
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dst_shm_token: Tuple[str, np.dtype],
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symbol: str,
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fsp_func_name: str,
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) -> AsyncIterator[dict]:
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"""Chain streaming signal processors and deliver output to
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destination mem buf.
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"""
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src = attach_shm_array(token=src_shm_token)
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dst = attach_shm_array(readonly=False, token=dst_shm_token)
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func: Callable = _fsps[fsp_func_name]
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# open a data feed stream with requested broker
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async with data.open_feed(brokername, [symbol]) as feed:
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assert src.token == feed.shm.token
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async def fsp_compute(
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ctx: tractor.Context,
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symbol: str,
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feed: Feed,
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src: ShmArray,
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dst: ShmArray,
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fsp_func_name: str,
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func: Callable,
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task_status: TaskStatus[None] = trio.TASK_STATUS_IGNORED,
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) -> None:
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# TODO: load appropriate fsp with input args
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|
|
@ -95,6 +86,12 @@ async def cascade(
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sym: str,
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stream,
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):
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# TODO: make this the actualy first quote from feed
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# XXX: this allows for a single iteration to run for history
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# processing without waiting on the real-time feed for a new quote
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yield {}
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# task cancellation won't kill the channel
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with stream.shield():
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async for quotes in stream:
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|
|
@ -158,11 +155,48 @@ async def cascade(
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# stream latest shm array index entry
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await ctx.send_yield(index)
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|
||||
|
||||
@tractor.stream
|
||||
async def cascade(
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ctx: tractor.Context,
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brokername: str,
|
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src_shm_token: dict,
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dst_shm_token: Tuple[str, np.dtype],
|
||||
symbol: str,
|
||||
fsp_func_name: str,
|
||||
) -> AsyncIterator[dict]:
|
||||
"""Chain streaming signal processors and deliver output to
|
||||
destination mem buf.
|
||||
|
||||
"""
|
||||
src = attach_shm_array(token=src_shm_token)
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||||
dst = attach_shm_array(readonly=False, token=dst_shm_token)
|
||||
|
||||
func: Callable = _fsps[fsp_func_name]
|
||||
|
||||
# open a data feed stream with requested broker
|
||||
async with data.open_feed(brokername, [symbol]) as feed:
|
||||
|
||||
assert src.token == feed.shm.token
|
||||
|
||||
last_len = new_len = len(src.array)
|
||||
|
||||
fsp_target = partial(
|
||||
fsp_compute,
|
||||
ctx=ctx,
|
||||
symbol=symbol,
|
||||
feed=feed,
|
||||
|
||||
src=src,
|
||||
dst=dst,
|
||||
|
||||
fsp_func_name=fsp_func_name,
|
||||
func=func
|
||||
)
|
||||
|
||||
async with trio.open_nursery() as n:
|
||||
|
||||
cs = await n.start(fsp_compute)
|
||||
cs = await n.start(fsp_target)
|
||||
|
||||
# Increment the underlying shared memory buffer on every
|
||||
# "increment" msg received from the underlying data feed.
|
||||
|
|
@ -176,7 +210,7 @@ async def cascade(
|
|||
# respawn the signal compute task if the source
|
||||
# signal has been updated
|
||||
cs.cancel()
|
||||
cs = await n.start(fsp_compute)
|
||||
cs = await n.start(fsp_target)
|
||||
|
||||
# TODO: adopt an incremental update engine/approach
|
||||
# where possible here eventually!
|
||||
|
|
|
|||
|
|
@ -42,7 +42,7 @@ import trio
|
|||
import tractor
|
||||
from outcome import Error
|
||||
|
||||
from .._daemon import maybe_open_pikerd
|
||||
from .._daemon import maybe_open_pikerd, _tractor_kwargs
|
||||
from ..log import get_logger
|
||||
from ._pg_overrides import _do_overrides
|
||||
|
||||
|
|
@ -196,6 +196,10 @@ def run_qtractor(
|
|||
'main': instance,
|
||||
}
|
||||
|
||||
|
||||
# override tractor's defaults
|
||||
tractor_kwargs.update(_tractor_kwargs)
|
||||
|
||||
# define tractor entrypoint
|
||||
async def main():
|
||||
|
||||
|
|
|
|||
|
|
@ -79,7 +79,7 @@ class DpiAwareFont:
|
|||
return self._qfont
|
||||
|
||||
@property
|
||||
def px_size(self):
|
||||
def px_size(self) -> int:
|
||||
return self._qfont.pixelSize()
|
||||
|
||||
def configure_to_dpi(self, screen: Optional[QtGui.QScreen] = None):
|
||||
|
|
|
|||
|
|
@ -319,14 +319,10 @@ async def start_order_mode(
|
|||
) -> None:
|
||||
|
||||
# spawn EMS actor-service
|
||||
async with open_ems(
|
||||
brokername,
|
||||
symbol,
|
||||
) as (book, trades_stream), open_order_mode(
|
||||
symbol,
|
||||
chart,
|
||||
book,
|
||||
) as order_mode:
|
||||
async with (
|
||||
open_ems(brokername, symbol) as (book, trades_stream),
|
||||
open_order_mode(symbol, chart, book) as order_mode
|
||||
):
|
||||
|
||||
def get_index(time: float):
|
||||
|
||||
|
|
@ -337,7 +333,7 @@ async def start_order_mode(
|
|||
indexes = ohlc['time'] >= time
|
||||
|
||||
if any(indexes):
|
||||
return ohlc['index'][indexes[-1]]
|
||||
return ohlc['index'][indexes][-1]
|
||||
else:
|
||||
return ohlc['index'][-1]
|
||||
|
||||
|
|
|
|||
|
|
@ -5,41 +5,7 @@ import pyqtgraph as pg
|
|||
from PyQt5 import QtCore, QtGui
|
||||
|
||||
|
||||
class SampleLegendItem(pg.graphicsItems.LegendItem.ItemSample):
|
||||
|
||||
def paint(self, p, *args):
|
||||
p.setRenderHint(p.Antialiasing)
|
||||
if isinstance(self.item, tuple):
|
||||
positive = self.item[0].opts
|
||||
negative = self.item[1].opts
|
||||
p.setPen(pg.mkPen(positive['pen']))
|
||||
p.setBrush(pg.mkBrush(positive['brush']))
|
||||
p.drawPolygon(
|
||||
QtGui.QPolygonF(
|
||||
[
|
||||
QtCore.QPointF(0, 0),
|
||||
QtCore.QPointF(18, 0),
|
||||
QtCore.QPointF(18, 18),
|
||||
]
|
||||
)
|
||||
)
|
||||
p.setPen(pg.mkPen(negative['pen']))
|
||||
p.setBrush(pg.mkBrush(negative['brush']))
|
||||
p.drawPolygon(
|
||||
QtGui.QPolygonF(
|
||||
[
|
||||
QtCore.QPointF(0, 0),
|
||||
QtCore.QPointF(0, 18),
|
||||
QtCore.QPointF(18, 18),
|
||||
]
|
||||
)
|
||||
)
|
||||
else:
|
||||
opts = self.item.opts
|
||||
p.setPen(pg.mkPen(opts['pen']))
|
||||
p.drawRect(0, 10, 18, 0.5)
|
||||
|
||||
|
||||
# TODO: test this out as our help menu
|
||||
class CenteredTextItem(QtGui.QGraphicsTextItem):
|
||||
def __init__(
|
||||
self,
|
||||
|
|
|
|||
Loading…
Reference in New Issue