Commit Graph

4397 Commits (d848050b5293498b79bd5fe2c2c260f3dfe44da5)

Author SHA1 Message Date
Nelson Torres d848050b52 Fix bs_fqme using venue and expiry 2024-11-12 16:07:46 -03:00
Nelson Torres ddffe2bec6 Added expiry property for OptionPair 2024-11-12 16:06:59 -03:00
Nelson Torres 19b4ca9d85 No longer needed 2024-11-12 16:05:54 -03:00
Nelson Torres f037f851d8 bs_mktid instead bs_fqme for deribits options 2024-11-12 12:22:28 -03:00
Nelson Torres a3ab8dd8fe Fixed pair instrument name in search_symbols endpoint.
Fixed instrument in bars endpoint, for options in deribits bs_mktid instead bs_fqme.
Fixed the id is in msg.
2024-11-12 12:16:07 -03:00
Tyler Goodlet 6fa0d4bcf3 data._web_bs: try to raise jsonrpc errors in parent task 2024-11-11 13:07:39 +00:00
Nelson Torres a4f7fa9c1a Add necessary classes in init file for deribit 2024-11-08 21:58:45 +00:00
Nelson Torres 266ecf6206 Minor refactor in open_symbol_search 2024-11-08 21:58:06 +00:00
Nelson Torres ea6126d310 stream_quotes now using FeedInit 2024-11-08 21:57:35 +00:00
Nelson Torres 1f4a5b80c4 symbol_info refactor 2024-11-08 21:53:10 +00:00
Nelson Torres ac6f52088a search_symbols output type fix 2024-11-08 21:48:28 +00:00
Nelson Torres 960298514c add get_mkt_pairs method 2024-11-08 21:47:24 +00:00
Nelson Torres 71f3a0a4cd get_assets refactor 2024-11-08 21:46:58 +00:00
Nelson Torres b25a7699ab formatting 2024-11-08 21:45:27 +00:00
Nelson Torres b39affc96e created exch_info in api class 2024-11-08 21:42:42 +00:00
Nelson Torres be8629929b modify self_pairs type to ChainMap 2024-11-08 21:41:52 +00:00
Nelson Torres 4776be6736 Necessary imports 2024-11-08 21:38:08 +00:00
Nelson Torres 008e68174b add get_market_info 2024-11-08 21:36:23 +00:00
Nelson Torres b4a9b86783 Necessary imports 2024-11-08 21:35:09 +00:00
Nelson Torres d3ca571c0e minor fixes in venues 2024-11-08 21:34:03 +00:00
Nelson Torres b3bbef30c0 add class Pair in venues, PAIRTYPES for future uses 2024-11-06 14:45:11 +00:00
Nelson Torres 499b2d0090 fix syms for venues.
little refactor in get_config, and created get_fh_config for cryptofeed.
2024-11-04 19:36:16 +00:00
Nelson Torres 8b0f1e7045 venues for deribit 2024-11-04 09:34:21 -03:00
Nelson Torres b2cfa3444f Added cryptofeed and pyarrow necessary for the feed, enable deribit
in the brokers init file, at this point the feed is working, to check
the tables use vd tool.
2024-08-28 23:58:48 +00:00
Nelson Torres 0be454c3d6 Updated tractor method name. 2024-08-23 18:06:05 +00:00
Tyler Goodlet de6189da4d Drop `.cancel_actor()` from `maybe_spawn_daemon()`
Since `tractor`'s new and improved inter-actor cancellation semantics
are much more pedantic, AND bc we use the `ServiceMngr` for spawning
service actors on-demand, the caller of `maybe_spawn_daemon()` should
NEVER conduct a so called "out of band" `Actor`-runtime cancel request
since this is precisely the job of our `ServiceMngr` XD

Add a super in depth note explaining the underlying issue and adding
a todo list of how we should prolly augment `tractor` to make such cases
easier to grok and fix in the future!
2024-08-21 17:37:40 +00:00
Tyler Goodlet cc5b21a7e6 Prep service mngr for move to `tractor.hilevel`
Given it's a fairly simple yet useful abstraction, it makes sense to
offer this sub-sys alongside the core `tractor` runtime lib.

Without going into extreme detail on the impl changes (it'll come in
the commit that moves to the other repo) here is the high level summary:
------ - ------
- rename `Services` -> `ServiceMngr` and use an factory `@acm`
  to guarantee a single-instance-per-actor using a niche approach for a
  singleton object using a default keyword-arg B)
  - the mod level `open_service_mngr()` and `get_service_mngr()` are the
    new allocation/access API.
- add a `ServiceMngr.start_service()` method which does the work of both
  spawning a new subactor (for the daemon) and uses its portal to start
  the mngr side supervision task.
- open actor/task nurseries inside the `@acm` allocator.

Adjust other dependent subsystems to match:
------ - ------
- use `open_service_mngr()` when first allocated in `open_pikerd()`.
- use `get_service_mngr()` instead of importing the class ref inside
  `.service.maybe_spawn_daemon()`, `.brokers._daemon.spawn_brokerd()`
  and `.data._sampling.spawn_samplerd()` using a `partial` to pack in
  the endpoint ctx kwargs (unpacked inside `.start_service()` XD).
2024-08-20 23:01:51 -03:00
Nelson Torres 35a9d8ec9d tractor branch updated, msgspec version upgraded, cython and greenback dependencies moved under dev group 2024-08-14 23:22:30 +00:00
Nelson Torres a831212c86 default.nix file for qt6 uis 2024-08-14 20:17:14 -03:00
Tyler Goodlet e987d7d7c4 Lel, forgot to add a `SPOT` venue for `binance`.. 2024-08-14 22:51:23 +00:00
Tyler Goodlet 5ec756234a Mask no-data pause-point, add perps to sig.
Was orig for debugging an issue with `kucoin` i think but definitely
shouldn't be left in XD

Also add `'perpetual_future'` to `start_backfill()` input literal set.
2024-08-14 19:35:24 -03:00
Tyler Goodlet b577180773 ib: `.api` mod and log-fmt cleaning
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()`.
2024-06-20 14:40:21 -04:00
Tyler Goodlet f12c452d96 ib: warn about mkt precision cuckups that `Contract`s clearly deliver wrong.. 2024-06-18 12:42:21 -04:00
Tyler Goodlet 3531c2edc1 ib: mask out trade and vlm rates for now 2024-06-18 10:03:34 -04:00
Tyler Goodlet 97dd7e766a ib: more trade record edge case handling
- 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.
2024-06-18 10:00:18 -04:00
Tyler Goodlet ab1463d942 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.
2024-06-12 09:41:23 -04:00
Nelson Torres 5314cb79d4 Added note to exception when missing field in SpotPair class 2024-06-11 16:57:59 -04:00
Nelson Torres 0c0b7116e3 Added new fields to SpotPair class in venues 2024-06-11 16:57:59 -04:00
Tyler Goodlet 19c343e8b2 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.
2024-06-11 10:28:56 -04:00
Tyler Goodlet b7883325a9 Woops, `data` can be an empty list XD 2024-05-28 16:19:28 -04:00
Tyler Goodlet 37ca081555 Woops, fix missing `api_url` ref in error log 2024-05-24 12:24:25 -04:00
Tyler Goodlet 44b8c70521 Change type-annots to use `httpx.Response` 2024-05-20 12:55:45 -04:00
Tyler Goodlet e6af97c596 Port `kucoin` backend to `httpx` 2024-05-20 11:09:30 -04:00
Tyler Goodlet 95ace5acb8 Port `kraken` backend to `httpx` 2024-05-20 11:09:10 -04:00
Tyler Goodlet 129cf58d41 Bump deps for Py3.12, go PyQt6, tweak ruff rules
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`.
2024-05-20 11:07:27 -04:00
Tyler Goodlet 1fd8654ca5 Port all `.ui*` submods to new `.ui.qt` imports
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..
2024-05-01 14:33:10 -04:00
Tyler Goodlet d0170982bf Add `piker.ui.qt` as a `PyQt6` shim module
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.
2024-05-01 14:30:18 -04:00
Tyler Goodlet 821e73a409 Use a `unit_prefix: str` (like u or $) on health bar 2024-05-01 14:09:39 -04:00
Tyler Goodlet 3d03781810 Impl a sane (with nesting) `.types.Struct.pformat()`
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`?
2024-01-17 15:50:27 -05:00
Tyler Goodlet 83d1f117a8 Always cancel (loaded) zero-priced orders
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.
2024-01-17 10:29:43 -05:00