Commit Graph

4083 Commits (2ac8191722d65b012d748e3f8c7ff09975d259b4)

Author SHA1 Message Date
Tyler Goodlet 250e1c4c51 `ledger` cli: dump colored summary lines to console
Tried a couple libs and ended up sticking with `rich` (since it's the
sibling lib to `typer`) but also (initially) implemented a version with
`blessings` that I ended up commenting out (and will likely remove).

Adjusted the CLI I/O a slight bit as well:
- require a fully qualified account name of the form:
  `<brokername>.<accountname>` and error on non-matching input.
- dump positions summary lines as humanized size, ppu and cost basis
  values per line.
2023-05-09 14:49:26 -04:00
Tyler Goodlet 62259880fd paper: on no input fqme, load all mktinfos from pos table 2023-05-09 14:49:26 -04:00
Tyler Goodlet f42bc2dbce `pprint.pformat()` IB position mismatch log msgs 2023-05-09 14:49:26 -04:00
Tyler Goodlet 55b4866d5e Use `force_mkt` override in paper pps updates
When processing paper trades ledgers we normally won't have specific
`MktPair` info for the backend market we're simulating, as such we
need to look up this info when updating pps.toml files such that we
get precision info correct (particularly in the case of cryptos!) and
can also run paper ledger processing without running the simulated
clearing loop. In order to make it happen we lookup any `get_mkt_info()`
ep on the backend and pass the output to the `force_mkt` input of the
`PpTable.update_from_trans()` method.
2023-05-09 14:49:26 -04:00
Tyler Goodlet 83514b0e90 `binance`: add `get_mkt_info()` ep 2023-05-09 14:49:26 -04:00
Tyler Goodlet 21401853c4 `kraken`: add module level `get_mkt_info()`
This will (likely) act as a new backend query endpoint for other `piker`
(client) code to lookup `MktPair` info from each backend. To start it
also returns the backend-broker's local `Pair` (or wtv other type) as
well.

The main motivation for this is for our paper engine which can require
the mkt info when processing paper-trades ledgers which do not contain
appropriate info to compute position metrics.
2023-05-09 14:49:26 -04:00
Tyler Goodlet 6decd4112a kraken: drop console setup, now done during brokerd init 2023-05-09 14:49:26 -04:00
Tyler Goodlet 3f2f5edb28 kraken: rename `Client._atable` -> `_altnames` 2023-05-09 14:49:26 -04:00
Tyler Goodlet 1d2d4b40a8 Only log about pps once in order mode code 2023-05-09 14:49:26 -04:00
Tyler Goodlet 5ee044e418 Another `@acm` in `._cacheables` XD 2023-05-09 14:49:26 -04:00
Tyler Goodlet 05a33ae634 Make default order size to decimal 2023-05-09 14:49:26 -04:00
Tyler Goodlet b8a975a3fd Drop `"<broker>.<account>.."` from pps.toml entries
Add special blocks to handle removing the broker account levels from
both writing and reading routines.
2023-05-09 14:49:26 -04:00
Tyler Goodlet 33a78366ff paper: always sync pps.toml state on startup 2023-05-09 14:49:26 -04:00
Tyler Goodlet 2806a4c0e5 Tweak ems msg-received log msg 2023-05-09 14:49:26 -04:00
Tyler Goodlet 2d609dceac Drop `loglevel` from `spawn_args` inputs to `maybe_spawn_daemon()` 2023-05-09 14:49:26 -04:00
Tyler Goodlet b2a5f8698d Use `--pdb` flag to config `brokerd` debug mode 2023-05-09 14:49:26 -04:00
Tyler Goodlet 70efce1631 `kraken`: handle ws connection startup status msgs 2023-05-09 14:49:26 -04:00
Tyler Goodlet a63599828b Drop masked `MktPair.size_tick_digits()` cruft 2023-05-09 14:49:26 -04:00
Tyler Goodlet f51361435f paper engine: use the `fqme` for the `bs_mktid`
Instead of stripping the broker part just use the full fqme for all
`Transaction.bs_mktid: str` values since it makes indexing the `PpTable`
much easier with less key mangling..
2023-05-09 14:49:26 -04:00
Tyler Goodlet 9770a39d7b Cancel the `OrderClient` sync-method relay task on exit 2023-05-09 14:49:26 -04:00
Tyler Goodlet 97e3c06af8 Set `emsd` log level and clearly report startup pps
Change the root-service-task entrypoint to accept the level and
setup a console log as is now expected for all sub-services. Cast all
backend delivered startup `BrokerdPosition` msgs and log them to
console.
2023-05-09 14:49:26 -04:00
Tyler Goodlet 4c1d174801 Expect `loglevel: str` in brokerd root task ep
Set the level right after spawn and once for the lifetime of the daemon.
2023-05-09 14:49:26 -04:00
Tyler Goodlet eb7a7462ad Always pass `loglevel: str` to daemon root task eps
If you want a sub-actor to write console logs (with the right level) the
`get_console_log()` call has to be made somewhere during service task
startup. Previously this wasn't well formalized nor used (depending on
daemon) so passing `loglevel` to the service's root-task-endpoint (eg.
`_setup_persistent_brokerd()`) encourages that the daemon's logging is
configured during init according to the spawner's requesting logging
config. The previous `get_console_log()` call happening inside
`maybe_spawn_daemon()` wasn't actually doing anything in the target
daemon XD, so obviously remove that and instead passthrough loglevel
to the ctx endpoints and service manager methods.
2023-05-09 14:49:26 -04:00
Tyler Goodlet 1944f75ae8 Expose `piker.clearing.OrderClient` 2023-05-09 14:49:26 -04:00
Tyler Goodlet b619e4a82d WIP complete rework of paper engine tests
More or less we need to be able to audit not only simple "make trades
check pps.toml files" tests (which btw were great to get started!).

We also need more sophisticated and granular order mgmt and service
config scenarios,

- full e2e EMS msg flow verification
- multi-client (dis)connection scenarios and/or monitoring
- dark order clearing and offline storage
- accounting schema and position calcs detailing

As such, this is the beginning to "modularlizingz" the components needed
in the test harness to this end by breaking up the `OrderClient` control
flows vs. position checking logic so as to allow for more flexible test
scenario cases and likely `pytest` parametrizations over different
transaction sequences.
2023-05-09 14:49:26 -04:00
Tyler Goodlet d67031d9ab Ensure we set the test config dir in the root actor..
Not sure how this worked before but we need to also override the
`piker._config_dir: Path` in the root actor when running in `pytest`; my
guess is something in the old test suite was masking this problem after
the change to passing the dir path down through the runtime vars via
`tractor`?

Also this drops the ems related fixtures/factories since they're
specific enough to define in the clearing engine tests directly.
2023-05-09 14:49:26 -04:00
Tyler Goodlet 008bfed702 ib: lul, fix oil (cl) venue to correctly be nymex.. 2023-05-09 14:49:26 -04:00
Tyler Goodlet 96006b2422 Adjust tests to `.clearing._client.OrderClient` type 2023-05-09 14:49:26 -04:00
Tyler Goodlet 56cd15fa51 ib: maybe incr client id; can't catch api errors..
Turns out we don't hookup our eventkit handler until after the
`load_aio_clients()` is complete, which means we can't get
`ib_insync.Client.apiError` events unless inside the asyncio side task.
So I guess try to report any such errors during API scan (note the
duplicate client id case is a special one from ibis itself) even though
we're not going to catch them trio side. The hack to work around this is
to just increment the client id value with the `connect_retries` led `i`
value even though that will break on more then 3 clients attached to an
API endpoint lul ..

Further adjustments that were to the end of trying to fix this proper:
- add `remove_handler_on_err()` cm to disconnect a handler when the trio
  side of the channel closes.
- actually connect to client api erros in our `Client.inline_errors()`
- increase connect timeout to a sec.
- change the trio-asyncio proxy response-msg loop over to `match:`
  syntax and raise on unhandled msgs from eventkit handlers.
2023-05-09 14:49:26 -04:00
Tyler Goodlet 879657cc75 Detail `pikerd` sock bind collision in error 2023-05-09 14:49:26 -04:00
Tyler Goodlet fb13c7cbf6 `ib`: drop pp mismatch err block, we already do it in audit routine 2023-05-09 14:49:26 -04:00
Tyler Goodlet 72abe98475 Async-ify order client methods and some renaming
We previously only offered a sync API (which was recently renamed to
`.<meth>_nowait()` style) since initially all order control was from our
`OrderMode` Qt driven UI/UX. This adds the equivalent async methods for
both testing as well as eventual auto-strat driven control B)

Also includes a bunch of renaming:
- `OrderBook` -> `OrderClient`.
- better internal renaming of the client's mem chan vars and add a ref
  `._ems_stream: tractor.MsgStream`.
- drop `get_orders()` factory, just always check for the actor-global
  instance and always set the ems stream on that client (in case old one
  was closed).
2023-05-09 14:49:26 -04:00
Tyler Goodlet 48f096995f `kraken`: write ledger and pps files on startup 2023-05-09 14:49:26 -04:00
Tyler Goodlet 2cc77c21ba Rework paper engine for "offline" pp loading
This will end up being super handy for testing our accounting subsystems
as well as providing unified and simple cli utils for managing ledgers
and position tracking. Allows loading the paper boi without starting
a data feed and instead just trigger ledger and pps loading without
starting the entire clearing engine.

Deatz:
- only init `PaperBoi` and start clearing loop (tasks) if a non-`None`
  fqme is provided, ow just `Context.started()` the existing pps msgs
  as loaded from the ledger.
- always update both the ledger and pp table on startup and pass
  a single instance of each obj to the `PaperBoi` for reuse (without
  opening and closing backing config files since we now have
  `.write_config()`).
- drop the global `_positions` dict, it's not needed any more if we use
  a `PaperBoi.ppt: PpTable` which persists with the engine actor's
  lifetime.
2023-05-09 14:49:26 -04:00
Tyler Goodlet 1560330acd Convert `Flume.MktPair.size_tick` to float for dark clearing 2023-05-09 14:49:26 -04:00
Tyler Goodlet a74caa9f77 Add paper engine "offline loading" support to the ledger cli 2023-05-09 14:49:26 -04:00
Tyler Goodlet 61fb783c4e Formalize a ledger type + API: `TransactionLedger`
Add a new `class TransactionLedger(collections.UserDict)` for managing
ledger (files) from a `dict`-like API. The main motivations being easy
conversion between `dict` <-> `Transaction` obj forms as well as dynamic
(toml) file updates via a set of methods:

- `.write_config()` to render and write state to the local toml file.
- `.iter_trans()` to allow iterator style conversion to `Transaction`
  form for each entry.
- `.to_trans()` for the dict output from the above.

Some adjustments to `Transaction` namely making `.sym/.sys` optional for
now so that paper engine entries can be loaded (offline) without
connecting to the emulated broker backend. Move to using `pathlib.Path`
throughout for bootyful toml file mgmt B)
2023-05-09 14:49:26 -04:00
Tyler Goodlet 9f7aa3d1ff Always use the "most resolved" `Position.symbol: MktPair`
When loading a `Position` from a pps file we might not have the entire
`MktPair` field-set loaded (though going forward that shouldn't really
ever happen except in the case of a legacy `pps.toml`), in which case we
can check if the `.fqme: str` value loaded from the transaction is
longer and use that instead - presuming it must have more mkt meta-data
filled out.

Also includes some more `fqsn` -> `fqme` renames.
2023-05-09 14:49:26 -04:00
Tyler Goodlet 50be10a9bd `ib`: keep broker name in `Transaction.fqsn` 2023-05-09 14:49:26 -04:00
Tyler Goodlet 29a5910b90 `ib`: move flex utils to new submod 2023-05-09 14:49:26 -04:00
Tyler Goodlet a336def65f `ib`: again, only *update* ledger records from API 2023-05-09 14:49:26 -04:00
Tyler Goodlet 2cb59fe450 Flatter format for pos/ledger mngr statements 2023-05-09 14:49:26 -04:00
Tyler Goodlet 4494acbc01 Write a separate `pps.<brokername>.<accountname>.toml` file per account 2023-05-09 14:49:26 -04:00
Tyler Goodlet 7b3d724908 Rework `.config` routines to use `pathlib.Path`
Been meaning to do this port for a while and since it makes passing
around file handles (presumably alongside the in mem obj form) a lot
simpler/nicer and the implementations of all the config file handling
much more terse with less presumptions about the form of filename/dir
`str` values all over the place B)

moar technically, let's us:
- drop remaining `.config` usage of `os.path`.
- return `Path`s from most routines.
- adds a special case to `get_conf_path()` such that if the input name
  contains a `pps.` pattern, we avoid validating the name; this is going
  to be used by new `.accounting.open_pps()` code which will instead
  write a separate TOML file for each account B)
2023-05-09 14:49:26 -04:00
Tyler Goodlet bc249fbeca Move `.clearing._allocate` -> `accounting._allocate` 2023-05-09 14:49:26 -04:00
Tyler Goodlet 53c76d3680 Drop `Optional` use from daemon mod 2023-05-09 14:49:26 -04:00
Tyler Goodlet 60123066e1 Use our `@acm` alias in paper eng 2023-05-09 14:49:26 -04:00
Tyler Goodlet 29ad20bc63 `ib`: only process ledger-txs once per client
Previous we were re-processing all ledgers for every position msg
received from the API, per client.. Instead do that once in a first pass
and drop all key-miss lookups for `bs_mktid`s; it should never happen.

Better typing for in-routine vars, convert pos msg/objects to `dict`
prior to logging so it's sane to read on console. Skip processing
specifically option contracts for now.
2023-05-09 14:49:26 -04:00
Tyler Goodlet 978c59f5f0 `ib`: break up data vs. broker enabled modules 2023-05-09 14:49:26 -04:00
Tyler Goodlet 2c23bc166b First working `brokerd` -> `trades_dialogue()` ep loader 2023-05-09 14:49:26 -04:00