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.
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.
- `get_timestamp_int`: added this is the hack, so we can aboid use the custom deribit date format.
- `get_currencies`: added so we could get all deribit's available currencies.
- `get_instruments`: for a especific expiration date, it return a list of criptofeed.Symbol.
- `get_expiration_dates`: expirations dates available for btc's option contracts .
- `get_strikes_dict`: all the strike prices for an especific expiration date.
- `aio_open_interest_feed_relay` `open_oi_feed` `maybe_open_oi_feed`: this three handles all the portal stuff and the cryptofeed callbacks for the open interest and trades, for some reason it need both to work, i need to check that out at some point.
- Also a couple of format fixes.
- `get_timestamp_int`: added this is the hack, so we can aboid use the custom deribit date format.
- `get_currencies`: added so we could get all deribit's available currencies.
- Also a couple of format fixes.
The main change needed to make `piker.data.feed._FeedsBus` work was
to correctly format the `'trade'` msgs with the (new schema) expected
`'ticks': list[dict]` field which,
- we compute the `piker` quote-msg-`dict` from the (now directly proxied through)
`cryptofeed.types.Trade`'s fields inside the body of `stream_quotes()`.
- similarly, move the `'l1'` msg processing, **out of** the `asyncio`-side
`_l1()` callback (defined as a closure in `.api.aio_price_feed_relay()`
and passed to the `cryptofeed.FeedHandler`) and instead mod the
callback to simply pass through the `.types.L1Book` ref directly to
the `piker`/`trio` side task for conversion.
In support of all that,
- mask-to-drop the alt-branch to wait on a first rt event when the
`cryptofeed.LastTradesResult.trades: list[Trade]` is empty; doesn't
seem like this ever even happens?
- add a buncha typing, comments and doc-strs to the routines in
`.deribit.api` including notes on where we can choose to mod the
`.bs_fqme` for our eventually preferred `piker` style format.
- simplify some nested `@acm` enters to the new single `async with
<tuple>)` style.
- be particularly pedantic about typing
`tractor.to_asyncio.LinkedTaskChannel`
- bit of pep8 line-spacing fixes in `.venues`.
The quote-msg `'topic'` field was being set and sent as the
`OptionPair.symbol: str` value instead of as the `MktPair.bs_fqme: str`
as is required for matching on the `piker.data.feed` side. So change to
that and simplify the actual `.bs_fqme: str` value to NOT include the
ISO-format time (for now) since it's a big ugly and longer term we need
a `piker`-fqme friendly-on-ze-eyes format/style anyway..
Such that the `get_hist()` query func raises `DataUnavailable` with an
explicit message regarding the start of the (option) contract's
lifetime.
Other,
- mask some unused imports (for now?)
- drop a duplicate `tractor.get_console_log()` call which was causing
duplicate console emits (it's already setup by brokerd init now).
- comment various unused code bits i found.
- add a info log around live quotes so we can see for the moment when
they actually occur.. XD
There were some imports missing or unused as well as a variety of spots
that had grokability issues due to missing type hints.
Other tweaks as part some more thorough manual testing:
- always raise when not `brokers.toml` section since the API can never
work (no free data without keys).
- inline the `Asset.atype='crypto_currency` field despite it maybe not
being the best value for `OptionPair` instruments..
- tossed in a now-masked pause block for debugging history queries in
`Client.bars()`.
- commented out all the live order ctl (internal) endpoints for now
since they're unused.
- `FeedInit` for init_msgs in `stream_quotes`.
- new cache is `client_pairs` so is replacing the old `client.cache_symbols`.
- `get_mkt_info` added
- `get_ohlc` fixed to comply the new ways of the feed.
key changes:
- Resolved the issue with the expiration dates from deribits, now we int instead of the crazy custom deribits format.
- The client now has a new `_json_rpc_auth_wrapper` that adquires a first access token and then will refresh the access token when this expires.
- `get_assets` fixed, now we use the public endpoint to check the availables assets, in the future probably this will change, but for now is working just fine.
- `get_mkt_pairs` added.
- `exch_info` added.
- `cache_symbols` fixed.
- Also a lot of reformat made in api.
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()`.
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.
Apparently publishing futures contracts that aren't yet trading AND
changing their contract type `str` format/schema was necessary (such
that's there's a f@#$in space in it..)?
I honestly have no idea where they found their "data engineers" XD
TO CHERRY to #520
Been hitting wayy too many cases like this so, finally put my foot down
and stuck in a buncha helper code to figure why (especially for gappy
ass pennies) this can/is happening XD
inside the `.ib.api.Client()`:
- in `.bars()` pack all `.reqHistoricalDataAsync()` kwargs into a dict such that
wen/if we rx a blank frame we can enter pdb and make sync calls using
a little `get_hist()` closure from the REPL.
- tidy up type annots a bit too.
- add a new `.maybe_get_head_time()` meth which will return `None` when
the dt can't be retrieved for the contract.
inside `.feed.open_history_client()`:
- use new `Client.maybe_get_head_time()` and only do `DataUnavailable`
raises when the request `end_dt` is actually earlier.
- when `get_bars()` returns a `None` and the `head_dt` is not earlier
then the `end_dt` submitted, raise a `NoData` with more `.info: dict`.
- deliver a new `frame_types: dict[int, pendulum.Duration]` as part
of the yielded `config: dict`.
- in `.get_bars()` always assume a `tuple` returned from
`Client.bars()`.
- return a `None` on empty frames instead of raising `NoData` at this
call frame.
- do more explicit imports from `pendulum` for brevity.
inside `.brokers._util`:
- make `NoData` take an `info: dict` as input to allow backends to pack
in empty frame meta-data for (eventual) use in the tsp back-filling
layer.
Previously we were actually failing silently too fast instead of
actually trying multiple times (now we do for 100) before finally
raising any timeout in the final loop `else:` block.
Tyler Goodlet
Nelson Torres