Add options query and data feed recording commands
Add `contracts` and `optsquote` commands for querying option contracts info and market quotes respectively. Add a `record` command for streaming real-time data feed quotes to disk. Port `monitor` to the new `piker.brokers.data` module. Forward loglevel flags through to `tractor` for relevant commands.kivy_mainline_and_py3.8
Tyler Goodlet
parent
c23982393d
commit
b9a9b7a9a3
200
piker/cli.py
200
piker/cli.py
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@ -9,9 +9,10 @@ import click
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import pandas as pd
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import trio
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import tractor
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from async_generator import asynccontextmanager
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from . import watchlists as wl
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from .brokers import core, get_brokermod
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from .brokers import core, get_brokermod, data
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from .log import get_console_log, colorize_json, get_logger
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log = get_logger('cli')
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@ -23,9 +24,10 @@ _watchlists_data_path = os.path.join(_config_dir, 'watchlists.json')
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@click.command()
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@click.option('--loglevel', '-l', default='warning', help='Logging level')
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@click.option('--tl', is_flag=True, help='Enable tractor logging')
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@click.option('--host', '-h', default='127.0.0.1', help='Host address to bind')
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def pikerd(loglevel, host):
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"""Spawn the piker daemon.
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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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get_console_log(loglevel)
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tractor.run_daemon(
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@ -36,7 +38,7 @@ def pikerd(loglevel, host):
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'dtasks': set(),
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},
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name='brokerd',
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loglevel=loglevel,
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loglevel=loglevel if tl else None,
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)
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@ -116,45 +118,40 @@ def quote(loglevel, broker, tickers, df_output):
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click.echo(colorize_json(quotes))
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@cli.command()
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@click.option('--broker', '-b', default=DEFAULT_BROKER,
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help='Broker backend to use')
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@click.option('--loglevel', '-l', default='warning', help='Logging level')
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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.argument('symbol', required=True)
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def option_chain_quote(loglevel, broker, symbol, df_output):
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"""Retreive symbol quotes on the console in either json or dataframe
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format.
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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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brokermod = get_brokermod(broker)
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get_console_log(loglevel)
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quotes = trio.run(partial(core.option_chain, brokermod, symbol))[symbol]
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if not quotes:
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log.error(f"No quotes could be found for {symbol}?")
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return
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if df_output:
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cols = next(filter(bool, quotes.values())).copy()
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df = pd.DataFrame(
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(quote.values() for contract, quote in quotes.items()),
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index=quotes.keys(),
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columns=cols.keys(),
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)
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click.echo(df)
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else:
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click.echo(colorize_json(quotes))
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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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statespace={
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'broker2tickersubs': {},
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'clients': {},
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'dtasks': set(),
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},
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rpc_module_paths=['piker.brokers.data'],
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loglevel=loglevel,
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)
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yield portal
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@cli.command()
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@click.option('--broker', '-b', default=DEFAULT_BROKER,
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help='Broker backend to use')
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@click.option('--loglevel', '-l', default='warning', help='Logging level')
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@click.option('--rate', '-r', default=5, help='Logging level')
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@click.option('--tl', is_flag=True, help='Enable tractor logging')
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@click.option('--rate', '-r', default=5, 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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def monitor(loglevel, broker, rate, name, dhost):
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def monitor(loglevel, broker, rate, name, dhost, test, tl):
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"""Spawn a real-time watchlist.
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"""
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from .ui.monitor import _async_main
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@ -167,28 +164,71 @@ def monitor(loglevel, broker, rate, name, dhost):
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log.error(f"No symbols found for watchlist `{name}`?")
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return
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async def launch_client(sleep=0.5, tries=10):
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async def main(tries):
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async with maybe_spawn_brokerd_as_subactor(
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tries=tries, loglevel=loglevel
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) as portal:
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if test:
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# stream from a local test file
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agen = await portal.run(
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"piker.brokers.data", 'stream_from_file',
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filename=test
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)
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# agen = data.stream_from_file(test)
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else:
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# start live streaming from broker daemon
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agen = await portal.run(
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"piker.brokers.data", 'start_quote_stream',
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broker=brokermod.name, tickers=tickers)
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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.warn("No broker daemon could be found")
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log.warning("Spawning local brokerd..")
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portal = await nursery.start_actor(
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'brokerd',
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statespace={
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'broker2tickersubs': {},
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'clients': {},
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'dtasks': set(),
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},
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rpc_module_paths=['piker.brokers.data'],
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loglevel=loglevel,
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)
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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, agen,
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)
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# run kivy app
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await _async_main(name, portal, tickers, brokermod, rate)
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tractor.run(
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partial(main, tries=1),
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name='kivy-monitor',
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loglevel=loglevel if tl else None,
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)
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tractor.run(partial(launch_client, tries=1), name='kivy-watchlist')
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@cli.command()
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@click.option('--broker', '-b', default=DEFAULT_BROKER,
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help='Broker backend to use')
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@click.option('--loglevel', '-l', default='warning', help='Logging level')
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@click.option('--rate', '-r', default=5, help='Logging level')
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@click.option('--filename', '-f', default='quotestream.jsonstream',
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help='Logging level')
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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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def record(loglevel, broker, rate, name, dhost, filename):
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"""Record client side quotes to file
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"""
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log = get_console_log(loglevel) # activate console logging
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brokermod = get_brokermod(broker)
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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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async def main(tries):
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async with maybe_spawn_brokerd_as_subactor(
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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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return await data.stream_to_file(
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name, filename,
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portal, tickers,
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brokermod, rate,
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)
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filename = tractor.run(partial(main, tries=1), name='data-feed-recorder')
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click.echo(f"Data feed recording saved to {filename}")
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@cli.group()
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@ -277,3 +317,59 @@ def merge(ctx, watchlist_to_merge):
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@click.pass_context
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def dump(ctx, name):
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click.echo(json.dumps(ctx.obj['watchlist']))
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# options utils
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@cli.command()
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@click.option('--broker', '-b', default=DEFAULT_BROKER,
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help='Broker backend to use')
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@click.option('--loglevel', '-l', default='warning', help='Logging level')
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@click.option('--ids', flag_value=True, help='Include numeric ids in output')
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@click.argument('symbol', required=True)
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def contracts(loglevel, broker, symbol, ids):
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brokermod = get_brokermod(broker)
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get_console_log(loglevel)
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quotes = trio.run(partial(core.contracts, brokermod, symbol))
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if not ids:
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# just print out expiry dates which can be used with
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# the option_chain_quote cmd
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id, contracts = next(iter(quotes.items()))
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quotes = list(contracts)
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click.echo(colorize_json(quotes))
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@cli.command()
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@click.option('--broker', '-b', default=DEFAULT_BROKER,
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help='Broker backend to use')
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@click.option('--loglevel', '-l', default='warning', help='Logging level')
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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('--date', '-d', help='Contracts expiry date')
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@click.argument('symbol', required=True)
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def optsquote(loglevel, broker, symbol, df_output, date):
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"""Retreive symbol quotes on the console in either
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json or dataframe format.
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"""
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brokermod = get_brokermod(broker)
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get_console_log(loglevel)
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quotes = trio.run(
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partial(
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core.option_chain, brokermod, symbol, date
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)
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)[symbol]
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if not quotes:
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log.error(f"No quotes could be found for {symbol}?")
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return
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if df_output:
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cols = next(filter(bool, quotes.values())).copy()
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df = pd.DataFrame(
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(quote.values() for contract, quote in quotes.items()),
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index=quotes.keys(),
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columns=cols.keys(),
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)
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click.echo(df)
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else:
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click.echo(colorize_json(quotes))
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