Based on the default provided in their
[docs](https://docs.astral.sh/ruff/configuration/) and migrating
previous config from the prior `poetry`-verion of our `pyproject.toml`
Such that we start encouraging devs to lint code they touch and
hopefully we include a pass as part of our tests/CI eventually B)
Also, mk local `tractor` install `--editable` since without it being
a locally hackable repo it's kinda pointless to install from the local
fs Xp
Seems to be some kinda super weird env bug since we moved to using
`uv`? When it triggers it also seems to cause a pretty fundamental crash
that not only breaks `tractor.devx._debug` stuff but also seems to get
us in a perma-hang state where no SIGINT or other sys sig will be able
to kill the root proc!?!?
TODO, a `gitea` issue to track so we can fix the fundamental problem as
well as transitive fault in `tractor`'s core which seems to be due to
the error taking place during a sub-actor's module import phase which
prevents the runtime from booting fully and then the proc getting stuck
in a real gnarly SIG-state..
This must have broke at some point during the new `MktPair` and thus
`.fqme: str` updates; mas-o-menos the symbol key in the quote-msg-`dict`
was NOT set to the `MktPair.bs_fqme: str` value and thus wasn't being
processed by the downstream sampling and feed subsys.
So fix that as well as a few other refinements,
- set the `topic: mkt.bs_fqme` in quote msgs obvi.
- drop the "wait for first clearing vlm" quote poll loop; going to fix
the sampler to handle a `first_quote` without a `'last'` key.
- add some typing around calls to `get_mkt_info()`.
- rename `stream_messages()` -> `iter_normed_quotes()`.
In line with our move to `uv` and recent `nix` support update a bunch of
the summary content and factor out the order-control section to a new
`.piker.clearing` readme file with embedded todos therein.
Like other backends use the `AsyncClient` for all venue specific
client-sessions but change to allocating them inside `get_client()`
using an `AsyncExitStack` and inserting directly in the
`Client.venue_sesh: dict` table during init.
Supporting impl tweaks:
- remove most of the API client session building logic and instead make
`Client.__init__()` take in a `venue_sessions: dict` (set it to
`.venue_sesh`) and `conf: dict`, instead opting to do the http client
configuration inside `get_client()` since all that code only needs to
be run once.
|_load config inside `get_client()` once.
|_move session token creation into a new util func `init_api_keys()` and
also call it from `get_client()` factory; toss in an ex. toml section
config to the doc string.
- define `_venue_urls: dict[str, str]` (content taken from old static
`.venue_sesh` dict) at module level and feed them as `base_url: str`
inputs to the client create loop.
- adjust all call sigs in httpx-sesh-using methods, namely just
`._api()`.
- do a `.exch_info()` call in `get_client()` to cache the symbology
set.
Unrelated changes for various other outstanding buggers:
- to get futures feeds correctly loading when selected
from search (like 'XMRUSDT.USDTM.PERP'), expect a `MktPair` input to
`Client.bars()` such that the exact venue-key can be looked up (via
a new `.pair2venuekey()` meth) and then passed to `._api()`.
- adjust `.broker.open_trade_dialog()` to failover to paper engine when
there's no `api_key` key set for the `subconf` venue-key.
Like we do with other history backends to indicate lack of a data set.
This avoids any raise that will will bring down the backloader task with
some downstream error.
Raise a `ValueError` on no time index for now.
About time we tidy'd a buncha status logging in this backend..
particularly for boot-up where there's lots of client-try-connect poll
looping with account detection from the user config.
`.api.Client` pprint and logging fmt improvements:
- add `Client.__repr__()` which shows the minimally useful set of info
from the underlying `.ib: IB` as well as a new `.acnts: list[str]`
of the account aliases defined in the user's `brokers.toml`.
- mk `.bars()` define a comprehensive `query_info: str` with all the
request deats but only display if there's a problem with the response
data.
- mk `.get_config()` report both the config file path and the acnt
aliases (NOT the actual account #s).
- move all `.load_aio_clients()` client poll loop requests do
`log.runtime()` statuses, only falling through to a `.warning()` when
the loop fails to connect the client to the spec-ed API-gw addr, and
|_ don't allow loading accounts for which the user has not defined an
alias in `brokers.toml::[ib]`; raise a value-error in such cases
with a message indicating how to mod the config.
|_ only `log.info()` about acnts if some were loaded..
Other mod logging de-noising:
- better status fmting in `.symbols.open_symbol_search()` with
`repr(Client)`.
- for `.feed.stream_quotes()` first quote reporting use `.runtime()`.
- timestamps came as `'date'`-keyed from 2022 and before but now are
`'datetime'`..
- some symbols seem to have no commission field, so handle that..
- when no `'price'` field found return `None` from `norm_trade()`.
- add a warn log on mid-fill commission updates.
Code base is already ported for `Qt6` so this removes the pyqt5 dep,
adds latest pyqt6 as well as buncha other updates:
- add `xonsh` and ptk as dev deps for those of us using wacky shells ;P
- bump compiled deps as needed for python 3.12 (`numpy`, `numba`)
- add `httpx` and drop `asks` since the latter is zombied and not compat
with other libs on 3.12.
- add `ruff` linting ignore rules for the new `.ui.qt` shim mod layer.
- few other deps updates to latest versions.
- add in the `keywords` and `classifiers` sections from the old
`setup.py`.
This also officially moves the code base to using `PyQt6` including all
necessary reference changes and enum namespace path moves.
Also includes a small `.ui.order_mode` fix to cancel any
`Order.price <= 0` and a name error fix with logging using `msg`,
which is already used for the input order msg..
For the future, like if we ever get a `PyQt7` (or wtv else..), add
a module which allows changing Qt binding lib imports from one spot for
all other `.ui` submodules. In some sense this is like a shoddier, less
dynamic version of how `pyqtgraph.Qt.__init__.py` supports multiple
libs; it might actually make sense eventually to instead import from
their shim layer instead?
Included is a draft attempt at exposing a bunch of enums which under
custom names:
- while the specific grouping of values seem to always stay consistent,
the root enum's seem to almost always get moved around in the `PyQtX`
module namespace.
- changing groupings and/or each top level enum's ns location can more
simply be changed/re-orged from one spot.
- allows `.ui` consumer code to use a name more relevant to `piker`'s
usage of wtv UI component is being configured.
Such that our internal structs can be pretty printed with indented and
type-hinted fields, AND for nested `Struct`-fields call `.pformat()` but
avoiding any recursion errors using `pprint.saferepr()`. Add
a `._sin_props()` iterator over the non-property fields; use it for
`dict` casting when called with `.to_dict(include_non_members=False)`.
Actually, we should also probably figure out how to only pprint like
when required by the user in a REPL or log msg by context-selectively
`pprint.PrettyPrinter` right? Also, if we can generalize decently enough
it'd be cool to maybe patch this in as a util to upstream `msgspec`?
Ran into this trading a peenee where a dark got (mistakenly) submitted
at a price of 0 and then that consecutively broke upstream allocator/pp
code due to a divide-by-zero.. So instead always check for a zero-price
(since that should never ever be valid in any market) and instead cancel
any such order in the EMS and return `None` so that upstream callers can
ignore it without crash handling.
Since we definitely want to markup gaps that are both data-errors and
just plain old venue closures (time gaps), generalize the `gaps:
pl.DataFrame` loop in a func and call it from the `ldshm` cmd for now.
Some other tweaks to `store ldshm`:
- add `np.median()` failover when detecting (ohlc) ts sample rate.
- use new `tsp.dedupe()` signature.
- differentiate between sample-period size gaps and venue closure gaps
by calling `tsp.detect_time_gaps()` with diff size thresholds.
- add todo for backfilling null-segs when detected.
Since service daemon actors may be cancelled remotely by clients (who
maybe also requested said daemon-actor's spawn in the first place) we
specifically ignore `tractor.ContextCancelled`s from the `ctx.wait()`
inside `Services.start_service_task()` to avoid crashing the service
mngr, and thus for now `pikerd`, (which **does** happen now due to
updated and more explicit remote cancellation semantics implemented in
`tractor`) since the `.canceller` field is not going to match the
`pikerd` uid in such cases!
This explicit check makes sense since the `Services` mngr is built to
allow remote requests to "spawn-n-supervise service actors" where the
services can remain persistent but also cancelled later as requested. We
may want to consider only allowing cancellation by actors who requested
spawn in the future tho?
Also change to more explicit imports to `tractor` types for annots
throughout the sub-pkg.
Since certain actors (even if client-like) will want to augment their
module set to provide remote features (such as our new rc annotation
msg-prot for `Qt`-chart actors) we need to ensure we merge in any input
`enable_modules: list[str]` to the value passed to the underlying
`tractor` spawning api. Previously we were passing `_root_modules` as
this value by name, but now instead we simply `list.extend()` that into
whatever is in the `kwargs` both in `open_piker_runtime()` and
`open_pikerd()`.
Presuming the data provider gives us a config with a `frame_types: dict`
(indicating frame sizes per query/request) we try to be clever and
decrement our submitted `end_dt: DateTime` based on it.. hoping for the
best on the next attempt.
goodboy
Nelson Torres
Tyler Goodlet