Commit Graph

1043 Commits (600636784c0e74999d59a3780ab4199c53261420)

Author SHA1 Message Date
Gud Boi fff9de9aec binance: add API changelog link 2026-01-21 22:19:13 -05:00
Gud Boi b7cdbd89d4 binance: mk `AggTrade.nq` optional..
Oof! my bad.
Turns out spot pairs don't provide the `.nq` field looks like..
i guess i should not just test `.perp.` pairs all the time!

Bp
2026-01-21 19:59:07 -05:00
Tyler Goodlet 58654915ac Set `.bs_mktid` on all IB position-msg emissions.. 2026-01-07 13:41:07 -05:00
Tyler Goodlet ccb4f79170 Bump various `.brokers.core` doc string content/style 2026-01-07 13:39:34 -05:00
Tyler Goodlet 1089de024a ib: multiline stylings, typing, timeout report 2026-01-07 13:39:34 -05:00
Tyler Goodlet 05bdac5542 Woops, fix to read `.api_port` ref from the `Client.ib.client`.. 2026-01-07 13:39:34 -05:00
Tyler Goodlet a392185d2f Support per-`ib.vnc_addrs` vnc passwords
Such that the `brokers.toml` can contain any of the following
<port> = dict|tuple styles,

```toml
    [ib.vnc_addrs]
    4002 = {host = 'localhost', port = 5900, pw = 'doggy'}  # host, port, pw
    4002 = {host = 'localhost', port = 5900}  # host, port, pw
    4002 = ['localhost', 5900]  # host, port, pw
```

With the first line demonstrating a vnc-server password (as normally set
via a `.env` file in the `dockering/ib/` subdir) with the `pw =` field.
This obviously removes the hardcoded `'doggy'` password from prior.

Impl details in `.brokers.ib._util`:
- pass the `ib.api.Client` down into `vnc_click_hack()` doing all config
 reading within and removing host, port unpacking in the callingn
 `data_reset_hack()`.
- also pass the client `try_xdo_manual()` and comment (with plans to
  remove) the recently added localhost-only fallback section since
  we now have a fully working py vnc client again with `pyvnc` B)
- in `vnc_click_hack()` match for all the possible config line styles
  and,
  * pass any `pw` field to `pyvncVNCConfig`,
  * continue matching host, port without password,
  * fallthrough to raising a val-err when neither ^ match.
2026-01-07 13:39:34 -05:00
Tyler Goodlet 6ff9ba2e78 ib.feed: better no-bars error-log message format 2026-01-07 13:39:34 -05:00
Tyler Goodlet c1fbf70c62 Switch to `pyvnc` for IB reset hackz
It actually works for vncAuth(2) (thank god!) which the previous
`asyncvnc` **did not**, and seems to be mostly based on the work
from the `asyncvnc` author anyway (so all my past efforts don't seem to
have been in vain XD).

NOTE, the below deats ended up being factored in earlier into the
`pyproject.toml` alongside nix(os) support needed for testing and
landing this history. As the such, the comments are the originals but
the changes are not.

Deats,
- switch to `pyvnc` async API (using `asyncio` again obvi) in
  `.ib._util._vnc_click_hack()`.
- add `pyvnc` as src installed dep from GH.
- drop `asyncvnc` as dep.

Other,
- update `pytest` version range to avoid weird auto-load plugin exposed
  by `xonsh`?
- add a `tool.pytest.ini_options` to project file with vars to,
  - disable that^ `xonsh` plug using `addopts = '-p no:xonsh'`.
  - set a `testpaths` to avoid running anything but that subdir.
  - try out the `'progress'` style console output (does it work?).
2026-01-07 13:23:41 -05:00
Tyler Goodlet 269b8158e6 Convert remaining `.to_asyncio.open_channel_from()` to `chan` fn-sig usage 2026-01-07 13:23:41 -05:00
Tyler Goodlet 728a6f428e `ib.feed`: finally solve `push()` exc propagation
Such that if/when the `push()` ticker callback (closure) errors
internally, we actually eventually bubble the error out-and-up from the
`asyncio.Task` and from there out the `.to_asyncio.open_channel_from()` to
the parent `trio.Task`..

It ended up being much more subtle to solve then i would have liked
thanks to,

- whatever `Ticker.updateEvent.connect()` does behind the scenes in
  terms of (clearly) swallowing with only log reporting any exc raised
  in the registered callback (in our case `push()`),

- `asyncio.Task.set_excepion()` never working and instead needing to
  resort to `Task.cancel()`, catching `CancelledError` and re-raising
  the stashed `maybe_exc` from `push()` when set..

Further this ports `.to_asyncio.open_channel_from()` usage to use
the new `chan: tractor.to_asyncio.LinkedTaskChannel` fn-sig API, namely
for `_setup_quote_stream()` task. Requires the latest `tractor` updates
to the inter-eventloop-chan iface providing a `.set_nowait()` and
`.get()` for the `asyncio`-side.

Impl deats within `_setup_quote_stream()`,
- implement `push()` error-bubbling by adding a `maybe_exc` which can be
  set by that callback itself or by its registering task; when set it is
  both,
  * reported on by the `teardown()` cb,
  * re-raised by the terminated (via `.cancel()`) `asyncio.Task` after
    woken from its sleep, aka "cancelled" (since that's apparently one
    of the only options.. see big rant further todo comments).
- add explicit error-tolerance-tuning via a `handler_tries: int` counter
  and `tries_before_raise: int` limit such that we only bubble
  a `push()` raised exc once enough tries have consecutively failed.
- as mentioned, use the new `chan` fn-sig support and thus the new
  method API for `asyncio` -> `trio` comms.
- a big TODO XXX around the need to use a better sys for terminating
  `asyncio.Task`s whether it's by delegating to some `.to_asyncio`
  internals after a factor-out OR by potentially going full bore `anyio`
  throughout `.to_asyncio`'s impl in general..
- mk `teardown()` use appropriate `log.<level>()`s based on outcome.

Surroundingly,
- add a ton of doc-strings to mod fns previously missing them.
- improved / added-new comments to `wait_on_data_reset()` internals and
  anything changed per ^above.

NOTE, resolved conflicts on `piker/brokers/ib/feed.py` due to
`brokers_refinery` commit:

d809c797 `.brokers.ib.feed`: better `tractor.to_asyncio` typing and var naming throughout!
2026-01-07 13:23:41 -05:00
Tyler Goodlet 323840fdfc `ib`: various type-annot, multiline styling and todos updates 2026-01-07 13:23:41 -05:00
Tyler Goodlet 27c83fae0c ib: add venue-hours checking
Such that we can avoid other (pretty unreliable) "alternative" checks to
determine whether a real-time quote should be waited on or (when venue
is closed) we should just signal that historical backfilling can
commence immediately.

This has been a todo for a very long time and it turned out to be much
easier to accomplish than anticipated..

Deats,
- add a new `is_current_time_in_range()` dt range checker to predicate
  whether an input range contains `datetime.now(start_dt.tzinfo)`.
- in `.ib.feed.stream_quotes()` add a `venue_is_open: bool` which uses
  all of the new ^^ to determine whether to branch for the
  short-circuit-and-do-history-now-case or the std real-time-quotes
  should-be-awaited-since-venue-is-open, case; drop all the old hacks
  trying to workaround not figuring that venue state stuff..

Other,
- also add a gpt5 composed parser to `._util` for the
  `ib_insync.ContractDetails.tradingHours: str` for before i realized
  there was a `.tradingSessions` property XD
- in `.ib_feed`,
  * add various EG-collapsings per recent tractor/trio updates.
  * better logging / exc-handling around ticker quote pushes.
  * stop clearing `Ticker.ticks` each quote iteration; not sure if this
    is needed/correct tho?
  * add masked `Ticker.ticks` poll loop that logs.
- fix some `str.format()` usage in `._util.try_xdo_manual()`

NOTE, resolved conflicts on `piker/brokers/ib/feed.py` due to
rebasing onto up stream `brokers_refinery` commit,

d809c797 `.brokers.ib.feed`: better `tractor.to_asyncio` typing and var naming throughout
2026-01-07 13:23:41 -05:00
Tyler Goodlet e92d5baf99 ib: never relay "Warning:" errors to EMS..
You'd think they could be bothered to make either a "log" or "warning"
msg type instead of a `type='error'`.. but alas, this attempts to detect
all such "warning"-errors and never proxy them to the clearing engine
thus avoiding the cancellation of any associated (by `reqid`)
pre-existing orders (control dialogs).

Also update all surrounding log messages to a more multiline style.
2026-01-07 13:23:41 -05:00
Tyler Goodlet b1111bf9b0 ib: jig `.data_reset_hack()` with vnc-client failover
Since apparently porting to the new docker container enforces using
a vnc password and `asyncvnc` seems to have a bug/mis-config whenever
i've tried a pw over a wg tunnel..?

Soo, this tries out the old `i3ipc`-win-focus + `xdo` click hack when
the above fails.

Deats,
- add a mod-level `try_xdo_manual()` to wrap calling
  `i3ipc_xdotool_manual_click_hack()` with an oserr handler, ensure we
  don't bother trying if `i3ipc` import fails beforehand tho.
- call ^ from both the orig case block and the failover from the
  vnc-client case.
- factor the `+no_setup_msg: str` out to mod level and expect it to be
  `.format()`-ed.
- refresh todo around `asyncvnc` pw ish..
- add a new `i3ipc_fin_wins_titled()` window-title scanner which
  predicates input `titles` and delivers any matches alongside the orig
  focused win at call time.
- tweak `i3ipc_xdotool_manual_click_hack()` to call ^ and remove prior
  unfactored window scanning logic.
2026-01-07 13:23:41 -05:00
Tyler Goodlet 9be8ca6097 binance: add `AggTrade.nq: float`: "normal quantity" field.. 2026-01-06 23:43:44 -05:00
Tyler Goodlet bda8154d55 binance: handle new `TRADIFI_PERPETUAL`.. 2026-01-06 23:43:44 -05:00
Tyler Goodlet fd4dca9963 binance: add `Pair.opoAllowed` field
Handle new API field per 2025-12-02 update.

(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-01-06 23:43:44 -05:00
Tyler Goodlet 3c024206d4 binance: set `Pair.pegInstructionsAllowed = False`
Lol, a cheeky unforeseen bug due to TOML's lack of a null type and
thinking i can render an `Optional` field on a `msgspec.Struct`
(defaulted to `None`) the `binance.symcache.toml` cache file..

I didn't catch this when i first updated to the 3.1 API in f7caa75228
because i never did a cache-files flush.. lesson learned and we **really
need tests for this**!!
2026-01-06 23:43:44 -05:00
Tyler Goodlet 4e9394f24b Add fix for binance API 3.1 rollout..
See https://developers.binance.com/docs/binance-spot-api-docs#2025-08-26
2026-01-06 23:43:44 -05:00
Tyler Goodlet cc0da23687 kraken: add crash-handling around `Pair()` init
Since it can otherwise be difficult to debug due to nursery cancellation
(we need that taskman yo!).
2026-01-06 23:43:44 -05:00
Tyler Goodlet c6998431ea kraken: `Pair.costmin` is now optional?
Some pairs don't seem to define it but it's not listed as deprecated on
official API page (new one now linked in type def's doc string).
2026-01-06 23:43:44 -05:00
Tyler Goodlet af39a8d0a7 binance: add new `permissionSets` to base `Pair` 2026-01-06 23:43:44 -05:00
Tyler Goodlet 85834b41eb Update `binance` spot pairs with `amendAllowed`
As per API updates,
https://developers.binance.com/docs/binance-spot-api-docs
https://developers.binance.com/docs/binance-spot-api-docs/faqs/order_amend_keep_priority

I also slightly tweaked the filed mismatch exception note to include the
`repr(pair_type)` so the dev can know which pair types should be
changed.
2026-01-06 23:43:44 -05:00
Tyler Goodlet 04be48e2d2 `.kraken`: add masked pauses for order req debug
Such that the next time i inevitably must debug the some order-request
error status or precision discrepancy, i have the mkt-symbol branch
ready to go. Also, switch to `'action': 'buy'|'sell' as action,` style
`case` matching instead of the post-`if` predicate style.
2026-01-06 23:43:44 -05:00
Tyler Goodlet b6d8ddae94 `.questrade`: link in ws-API issue! 2026-01-06 23:43:44 -05:00
Tyler Goodlet 925a12bd81 `.kraken.broker`: need to `await verify_balances()` .. 2026-01-06 23:43:44 -05:00
Tyler Goodlet 13b7dfe1d0 `.brokers.ib.feed`: better `tractor.to_asyncio` typing and var naming throughout! 2026-01-06 23:43:44 -05:00
Tyler Goodlet 19609b3214 `.brokers.cli`: module type and todo for `--pdb` flag to NOT src from sub-cmd 2026-01-06 23:43:44 -05:00
Tyler Goodlet 51541b46be Type loaded backend modules 2026-01-06 23:43:44 -05:00
Tyler Goodlet 5dc0ecc802 binance; unmask around send-chan @acm usage 2026-01-06 22:27:58 -05:00
Tyler Goodlet ff81e57e73 Spurious first-draft of EG collapsing
Topically, throughout various (seemingly) console-UX-affecting or benign
spots in the code base; nothing that required more intervention beyond
things superficial. A few spots also include `trio.Nursery` ref renames
(always to something with a `tn` in it) and log-level reductions to
quiet (benign) console noise oriented around issues meant to be solved
long..

Note there's still a couple spots i left with the loose-ify flag because
i haven't fully tested them without using the latest version of
`tractor.trionics.collapse_eg()`, but more then likely they should flip
over fine.
2026-01-06 22:27:58 -05:00
Tyler Goodlet ef748c7599 Use `.trionics.collapse_eg()` in `.deribit.api`
Commit this change separate from the (original) broader set applied to
the entire code base since the `.deribit.api` mod contained changes from
upstream max-pain work (from our very own @nt) which caused a noticeable
conflict and intros un-required changes from his work to re-enable
`deribit` support.

Note the original commit, "69eac7bb Spurious first-draft of EG
collapsing", applied similar changes through the rest of the code base.
AGAIN, this mod's change is only being broken out to minimize upstream
change conflicts due to updates to the `deribit` backend done earlier in
time-history.
2026-01-06 22:27:58 -05:00
Tyler Goodlet 28db478da1 Adjust to `trio`'s strict eg nurseries throughout!
Using `tractor.trionics.collapse_eg()` as needed to avoid, at the least,
crash-worthy (in debug-mode REPL-ing terms) nested cancellation egs that
exhibit on SIGINT/ctl-c of each "app" (chart & daemon).

Also a bit of renaming of all `trio.Nursery`s to `tn`, the new "task
nursery" shorthand-var-name being used in all our other `tractor`
related projects.
2026-01-06 22:27:58 -05:00
Tyler Goodlet 8a4901c517 `.binance.feed`: moar type fixes, drop `rapidfuzz` 2025-02-13 12:35:41 -05:00
Tyler Goodlet d7f6a5ab63 Update to latest `KucoinMktPair` spec 2025-02-12 18:08:40 -05:00
Tyler Goodlet cb88dfc9da `kucoin`: repair live quotes streaming..
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()`.
2025-02-12 15:05:22 -05:00
Nelson Torres bb41dd6d18 Deleted settlePlan field from binance FutesPair. 2025-02-12 15:05:22 -05:00
Nelson Torres 99e90129ad Added missing fields for kucoin.
feeCategory, makerFeeCoefficient, takerFeeCoefficient and st.
2025-02-12 15:05:22 -05:00
Tyler Goodlet cceb7a37b9 Lel, forgot to add a `SPOT` venue for `binance`.. 2025-02-12 15:05:22 -05:00
Tyler Goodlet 844544ed8e Port binance to `httpx`
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.
2025-02-11 16:27:28 -05:00
Nelson Torres f479252d26 Added note to exception when missing field in SpotPair class 2025-02-11 16:27:28 -05:00
Nelson Torres 033ef2e35e Added new fields to SpotPair class in venues 2025-02-11 16:27:28 -05:00
Tyler Goodlet 2cdece244c binance: raise `NoData` on null hist arrays
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.
2025-02-11 16:27:28 -05:00
Tyler Goodlet 018694bbdb Woops, `data` can be an empty list XD 2025-02-11 16:27:28 -05:00
Tyler Goodlet 128a2d507f Woops, fix missing `api_url` ref in error log 2025-02-11 16:27:28 -05:00
Tyler Goodlet 430650a6a7 Change type-annots to use `httpx.Response` 2025-02-11 16:27:28 -05:00
Tyler Goodlet 1da3cf5698 Port `kucoin` backend to `httpx` 2025-02-11 16:27:28 -05:00
Tyler Goodlet a348603fc4 Port `kraken` backend to `httpx` 2025-02-11 16:27:28 -05:00
Tyler Goodlet cb92abbc38 ib: add connect status info emit 2025-02-11 14:56:17 -05:00