Commit Graph

290 Commits (68daa25208c1250c193f4a8d8f6618ef7ea41dea)

Author SHA1 Message Date
Gud Boi c1530c7a37 Enable console via `.clearing._ems.open_brokerd_dialog()`
Enable console logs for both `.clearing` and `.accounting` in
`open_brokerd_dialog()` and pass `loglevel` to all broker-backend
trade-dialog endpoints. This ensures all `open_trade_dialog()` will
receive the same level passed to the EMS, including the paper engine.

Deats,
- add `loglevel` param to `mk_paper_ep()` closure.
- pass `loglevel=loglevel` to all trade endpoint `open_context()`
  calls and `mk_paper_ep()` invocations.
- change default `loglevel` in `open_ems()` from `'error'` to
  `'warning'`.
- add `get_console_log()` calls for `'clearing'` and
  `'piker.accounting'` at top of `open_brokerd_dialog()` to ensure those
  dependent subsystems are console enabled given they're namely used by
  the `brokerd` trade-dialog ep tasks.

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-23 12:22:48 -05:00
Gud Boi 50ffc1095b Use `__name__` for loggers across most sub-mods
Change most sub-modules to use `get_logger(name=__name__)` for
per-leaf-module `log` instances vs previous subpkg-level/shared refs.

Primary changes,
- import `get_[console_]logger()` from top-level `piker.log` across leaf
  mods.
- change any `<subsys>._util.log` logger-instances as well (though this
  approach should no longer be used since it masks the endpoint module's
  emissions.

Also,
- add a defaulted `loglevel: str` param to all `open_trade_dialog()`
  endpoints, anticipating it being passed in by `.clearing`-engine.
- call `get_console_log(level=loglevel, name=__name__)` in each trade
  dialog ep to enable per-`brokerd`-backend console writing.
- drop `get_logger` from `.brokers.__all__` exports
- fix type annotations: `str|None` vs `str | None`
- add TODOs for,
  * comments in `._util` about multi-subsys logging
  * `.accounting.__init__` about console log setup

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-23 12:22:48 -05:00
Gud Boi d8bfdd775c Adjust `tractor.log` API compat
Update logging helpers to use new `tractor.log` API with `pkg_name=`
kwarg and add optional `tractor` "root logger" enabling.

Deats,
- change `piker.log.get_logger()` to use `pkg_name=` vs `_root_name=`.
- add `**tractor_log_kwargs` passthrough to both wrapper fns.
- add `with_tractor_log: bool` toggle to `.get_console_log()`.
- strip `'piker.'` prefix from logger names when present to avoid
  newly added `tractor.get_logger()` warnings.

Surroundingly,
- add `subsys` import to `.clearing._ems` for log name
- update all `get_console_log()` calls to use `level=` kwarg
- add assertion checks for logger names in `_setup_persistent_emsd()`

Additionally,,
- fix all type annotations: `str|None` vs `str | None`.
- add multiline style to conditional in `.cli.services()`.
- drop unused `Optional` import from `._actor_runtime`.
- drop a few "blank lines" in various function sigs.

Warning: this patch will require an equivalent dev-commit at the time of
writing in `tractor` itself, for now the `piker_pin` branch should be
sufficient to avoid breakage 🙏!

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code

k
2026-02-23 12:22:48 -05:00
Gud Boi e1f3d7c3f8 Handle `tractor.TransportClosed` as "stream-closed"
In both the ems and sampler since on new `tractor` this is the
"wrapping" exception raised when the transport layer terminates early
but in a psuedo-"graceful" way, expected when a peer actors disconnect.
Previously we were crashing in this case since old `tractor` just raised
the underlying `trio`-source-exceptions verbatim.

Also,
- use `Aid.reprol()` in log msgs vs old `.chan.uid` refs

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-02-22 20:08:20 -05:00
Tyler Goodlet 0e9b50de4b `_ems`: tolerate and warn on already popped execs
In the `translate_and_relay_brokerd_events()` loop task that is, such
that we never crash on a `status_msg = book._active.pop(oid)` in the
'closed' status handler whenever a double removal happens.

Turns out there were unforeseen races here when a benign backend error
would cause an order-mode dialog to be cancelled (incorrectly) and then
a UI side `.on_cancel()` would trigger too-early removal from the
`book._active` table despite the backend sending an actual 'closed'
event (much) later, this would crash on the now missing entry..

So instead we now,
- obviously use `book._active.pop(oid, None)`
- emit a `log.warning()` (not info lol) on a null-read and with a less
  "one-line-y" message explaining the double removal and maybe *why*.
2026-01-07 13:41:07 -05:00
Tyler Goodlet 5b91b08963 Add an option `BrokerdPosition.bs_mktid` field
Such that backends can deliver their own internal unique
`MktPair.bs_mktid` when they can't seem to get it right via the
`.fqme: str` export.. (COUGH ib, you piece of sh#$).

Also add todo for possibly replacing the msg with a `Position.summary()`
"snapshot" as a better and more rigorously generated wire-ready msg.
2026-01-07 13:41:06 -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 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 9a2b43495d Update legacy type to `tractor.MsgStream` 2026-01-06 22:27:58 -05:00
Tyler Goodlet aaf2dbcd79 Cast to `float` as needed from order-mode and ems
Since we're not quite yet using automatic typed msging from
`tractor`/`msgspec` (i.e. still manually decoding order ctl msgs from
built-in types..`dict`s still not `msgspec.Struct`) this adds the
appropriate typecasting ops to ensure the required precision is attained
prior to processing and/or submission to a brokerd backend service.

For the `.clearing._ems`,
- flip all `trigger_price` previously presumed to be `float` to just
  the field-identical `price: Decimal` and ensure we cast to `float`
  for any `trigger_price` usage, like before passing to `mk_check()`.

For `.ui.order_mode.OrderMode`,
- add a new `.curr_mkt: MktPair` convenience property to get the
  chart-active value.
- ensure we always use the `.curr_mkt.quantize() -> Decimal` before
  setting any IPC-msg's `.price` field!
- always cast `float(Order.price)` before use in setting line-levels.
- don't bother setting `Order.symbol` to a (now fully removed) `Symbol`
  instance since it's not really required-for-use anywhere; leaving it
  a `str` (per the type-annot) is fine for now?
2026-01-06 21:43:59 -05:00
Tyler Goodlet cf976ff12b Mk `Brokerd[Order].price` avoid `float`-errs
By re-typing to a `.price: Decimal` field on both legs of the EMS.

It seems we must do it ourselves since,
- these msg's (fields) are relayed through the clearing engine to each
  `brokerd` backend and,
- bc many (if not all) of those backends `.broker`-clients (nor their
  encapsulated "brokerage services") **are not** doing any
  precision-truncation themselves.

So, for now, instead we opt to expect rounding at the source. This means
we will explicitly require casting to/from `float` at the line-graphics
interface to the order-clearing-engine (as implemented throughout
`.ui.order_mode.OrderMode`); and this is coming shortly.
2026-01-06 21:43:59 -05:00
Tyler Goodlet 4cae3778c1 Allow ledger passes to ignore (symcache) unknown fqmes
For example in the paper-eng, if you have a backend that doesn't fully
support a symcache (yet) it's handy to be able to ignore processing
other paper-eng txns when all you care about at the moment is the
simulated symbol.

NOTE, that currently this will still result in a key-error when you load
more then one mkt with the paper engine (for which the backend does not
have the symcache implemented) since no fqme ad-hoc query was made for
the 2nd symbol (and i'm not sure we should support that kinda hackery
over just encouraging the sym-cache being added?). Def needs a little
more thought depending on how many backends are never going to be able
to (easily) support caching..
2026-01-02 16:49:16 -05:00
Tyler Goodlet 60390ae596 Various `.clearing` todos/notes on potential issues with loglevel settings.. 2025-02-21 16:25:22 -05:00
Tyler Goodlet 9592735aaa .clearing._ems: Don't require `first_quote['last']`
Instead just check for the field (which i'm not huge on the key-name for
anyway) and if not found get the "last price" from the real-time shm
buffer's latest 'close' sample.

Unrelatedly, use a `subs.copy()` in the `Router.client_broadcast()` loop
such that if a `client_stream` is popped on connection failure, we don't
RTE for the "size changed on iteration".
2025-02-21 16:25:22 -05:00
Tyler Goodlet cb1ba8a05f Further root readme bump, factor `.clearing` content
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.
2025-02-12 15:01:51 -05:00
Tyler Goodlet 7c96c9fafe Just warn log on mismatched `MktPair` in paper eng 2024-01-10 17:52:50 -05:00
Tyler Goodlet cadc200818 Always ignore untracked-order error msgs from `brokerd` 2023-10-16 13:15:12 -04:00
Tyler Goodlet 653348fcd8 Use `.service.find_service()` instead of of `tractor.find_actor()` in pape-eng 2023-10-01 16:10:37 -04:00
Tyler Goodlet 4aa04e1c8e Add note about broadcast when no `.symbol` found 2023-08-11 14:52:10 -04:00
Tyler Goodlet c5ed6e6ac4 Facepalm: remove now unused `CostModel` idea.. 2023-08-11 13:34:23 -04:00
Tyler Goodlet 562d027ee6 Relay brokerd errors to client side, correctly..
Turns out we were expecting/processing `Status(resp='error')` msgs not
`BrokerdError` (i guess bc latter was only really being used in initial
`brokerd` msg responses and not for relay of actual provider clearing
engine failures?) and the case block match / logic wasn't really
correct. So this changes a few things:

- always do reverse `oid` lookups from `reqid`s if possible in error msg
  handling case.
- add a new `Error` client-dialog msg (derived from `Status`) which we
  now relay when `brokerd` sends a `BrokerdError` and no prior `Status`
  can be found (when it is we still fill in appropriate fields from the
  backend-error and just send back the last status msg like before).
- try hard to look up the original `Order.symbol: str` for client
  broadcasting trying first using any `Status.req` and failing over to
  embedded `.brokerd_msg` field lookups.
- drop the `Status.name = 'error'` from literal def.
2023-08-09 21:43:38 -04:00
Tyler Goodlet eba6a77966 Add paper-engine cost simulation support
If a backend declares a top level `get_cost()` (provisional name)
we call it in the paper engine to try and simulate costs according to
the provider's own schedule. For now only `binance` has support (via the
ep def) but ideally we can fill these in incrementally as users start
forward testing on multiple cexes.
2023-08-07 09:55:45 -04:00
Tyler Goodlet 5ed8544fd1 Bleh, move `.data.types` back up to top level pkg
Since it's depended on by `.data` stuff as well as pretty much
everything else, makes more sense to expose it as a top level module
(and maybe eventually as a subpkg as we add to it).
2023-08-05 15:57:10 -04:00
Tyler Goodlet 188508575a Utilize the new `_mktmap_table` input in paper engine
In cases where a brokerd backend doesn't yet support a symcache we need
to do manual `.get_mkt_info()` queries and stash them in a table that we
pass in for the mkt failover lookup to `Account.update_from_ledger()`.
Set the `PaperBoi._mkts` to this table for use on real-time ledger
writes in `.fake_fill()`.
2023-07-26 12:21:27 -04:00
Tyler Goodlet d794afcb5c Adjust `.clearing._paper_engine.norm_trade()` to new sig
Always expect a `tid: str` and `pair: dict[str, Struct]` for aiding with
txn struct packing B)
2023-07-15 17:35:41 -04:00
Tyler Goodlet 06c581bfab Async enter/open the symcache in paper engine
Since we don't want to be doing a `trio.run()` from async code (being
already in the `tractor` runtime and all); for now just put a top level
block wrapping async enter until we figure out to embed it (likely)
inside `open_account()` and pass the ref to `open_trade_ledger()`.
2023-07-12 08:45:55 -04:00
Tyler Goodlet 4123c97139 Add symcache support to paper eng
- add the `.norm_trade()` required ep (for symcache offline loading)
- port to new `Account` apis (which now require a symcache input)
2023-07-12 08:45:55 -04:00
Tyler Goodlet 3ff9fb3e10 clearing._messages: add todo to drop the `BrokedPosition` msg 2023-07-12 08:45:55 -04:00
Tyler Goodlet eacc59226f rename `.data._normalize` -> `.ticktools` 2023-06-27 15:47:05 -04:00
Tyler Goodlet 4a8eafabb8 Never key error on bad flow pops.. 2023-06-27 13:48:03 -04:00
Tyler Goodlet e7e7919a43 Ensure paper engine logger is `piker.clearing` instance.. 2023-06-27 13:48:03 -04:00
Tyler Goodlet 85fa87fe6f Update the `_emsd_main()` doc task tree layout 2023-06-27 13:48:03 -04:00
Tyler Goodlet d82173dd50 Always use fully expanded FQME throughout `.clearing`
Since crypto backends now also may expand an FQME like `xbteur.kraken`
-> `xbteur.spot.kraken` (by filling in the venue token), we need to use
this identifier when looking up per-market order dialogs or submitting
new requests. The simple fix is to simply look up that expanded from
from the `Feed.flumes` table which is always keyed by the `MktPair.fqme:
str` - the expanded form.
2023-06-27 13:42:08 -04:00
Tyler Goodlet 7f39de59d4 Factor `OrderDialogs` into `.clearing._util`
It's finally a decent little design / interface and definitely can be
used in other backends like `kraken` which rolled something lower level
but more or less the same without a wrapper class.
2023-06-27 13:42:08 -04:00
Tyler Goodlet 020a3955d2 Always use fully expanded FQME throughout `.clearing`
Since crypto backends now also may expand an FQME like `xbteur.kraken`
-> `xbteur.spot.kraken` (by filling in the venue token), we need to use
this identifier when looking up per-market order dialogs or submitting
new requests. The simple fix is to simply look up that expanded from
from the `Feed.flumes` table which is always keyed by the `MktPair.fqme:
str` - the expanded form.
2023-06-27 13:41:47 -04:00
Tyler Goodlet 80461e18a5 Use `MktPair.price_tick: Decimal` in dark triggers
This was actually incorrect prior, we were rounding triggered limit
orders with the `.size_tick` value's digits when we should have been
using the `.price_tick` (facepalm). So fix that and compute the rounding
number of digits (as passed to the round(<value>, ndigits=<here>)`
builtin) and store it in the `DarkBook.triggers` tuples so that at
trigger/match time the round call is done *just prior* to msg send to
`brokerd` given the last known live L1 queue price.
2023-06-27 13:41:47 -04:00
Tyler Goodlet 84613cd596 clearing._messages: don't require `.symbol` in brokerd side error msgs 2023-06-27 13:41:47 -04:00
Tyler Goodlet 77dfeb4bf2 Update brokerd msgs with modern type annots, add a "closed" status 2023-06-27 13:41:47 -04:00
Tyler Goodlet a4b8fb2d6b Woops, drop paper mode detection on client side.. 2023-06-27 13:41:47 -04:00
Tyler Goodlet e7437cb722 Facepalm, break on first matching trades ep.. 2023-06-27 13:41:47 -04:00
Tyler Goodlet 2e878ca52a Don't pass loglevel to trade dialog endpoint
It's been getting setup in the `brokerd` daemon-actor spawn task for
a while now and worker tasks already get a ref to that global log
instance so they don't need to care (in data or trading) task spawn
endpoints.

Also move to the new `open_trade_dialog()` naming for working broker
backends B)
2023-06-27 13:41:47 -04:00
Tyler Goodlet 0f8c685735 .clearing._client: return early on cancel-dead-dialog attempts 2023-06-27 13:41:47 -04:00
Tyler Goodlet cc3037149c Factor `brokerd` trade dialog init into acm
Connecting to a `brokerd` daemon's trading dialog via a helper `@acm`
func is handy so that arbitrary trading middleware clients **and** the
ems can setup a trading dialog and, at the least, query existing
position state; this is in fact our immediate need when simply querying
for an account's position status in the `.accounting.cli.ledger` cli.

It's now exposed (for now) as `.clearing._ems.open_brokerd_dialog()` and
is called by the `Router.maybe_open_brokerd_dialog()` for every new
relay allocation or paper-account engine instance.
2023-06-27 13:41:47 -04:00
Tyler Goodlet 33c464524b Lower the paper engine order-cancel latency 2023-06-27 13:41:47 -04:00
Tyler Goodlet f6549fcb62 Always allocate a new `OrderClient` per `open_ems()` call 2023-05-28 14:05:03 -04:00
Tyler Goodlet d6331ce9e1 Add nonlocal annots to satisfy ruff 2023-05-28 12:41:14 -04:00
Tyler Goodlet 3b5bd8f43e Ensure quote last price is a `float` 2023-05-26 14:42:35 -04:00
Tyler Goodlet 39af215d61 kraken: use new `Position.mkt` attr 2023-05-24 15:29:42 -04:00
Tyler Goodlet bd8e4760d5 Port everything strictly to `Position.mkt` and `Flume.mkt` 2023-05-24 12:16:28 -04:00
Tyler Goodlet 7f246697b4 Remove remaining `fqsn` usage from code base minus backward compats 2023-05-23 14:16:02 -04:00