Compare commits

..

No commits in common. "07a417a482bbc7427218d74d4086a8e6b5919435" and "5cefe8bcdbe07e0048878d73083c05c67469cdf2" have entirely different histories.

6 changed files with 185 additions and 2046 deletions

View File

@ -1,130 +1,82 @@
with (import <nixpkgs> {}); with (import <nixpkgs> {});
with python312Packages;
let let
glibStorePath = lib.getLib glib; glibStorePath = lib.getLib glib;
zstdStorePath = lib.getLib zstd; qtpyStorePath = lib.getLib qtpy;
dbusStorePath = lib.getLib dbus; pyqt6StorePath = lib.getLib pyqt6;
libGLStorePath = lib.getLib libGL; pyqt6SipStorePath = lib.getLib pyqt6-sip;
freetypeStorePath = lib.getLib freetype;
qt6baseStorePath = lib.getLib qt6.qtbase; qt6baseStorePath = lib.getLib qt6.qtbase;
fontconfigStorePath = lib.getLib fontconfig; rapidfuzzStorePath = lib.getLib rapidfuzz;
libxkbcommonStorePath = lib.getLib libxkbcommon; qdarkstyleStorePath = lib.getLib qdarkstyle;
xcbutilcursorStorePath = lib.getLib xcb-util-cursor;
qtpyStorePath = lib.getLib python312Packages.qtpy;
pyqt6StorePath = lib.getLib python312Packages.pyqt6;
pyqt6SipStorePath = lib.getLib python312Packages.pyqt6-sip;
rapidfuzzStorePath = lib.getLib python312Packages.rapidfuzz;
qdarkstyleStorePath = lib.getLib python312Packages.qdarkstyle;
xorgLibX11StorePath = lib.getLib xorg.libX11;
xorgLibxcbStorePath = lib.getLib xorg.libxcb;
xorgxcbutilwmStorePath = lib.getLib xorg.xcbutilwm;
xorgxcbutilimageStorePath = lib.getLib xorg.xcbutilimage;
xorgxcbutilerrorsStorePath = lib.getLib xorg.xcbutilerrors;
xorgxcbutilkeysymsStorePath = lib.getLib xorg.xcbutilkeysyms;
xorgxcbutilrenderutilStorePath = lib.getLib xorg.xcbutilrenderutil;
in in
stdenv.mkDerivation { stdenv.mkDerivation {
name = "piker-qt6-uv"; name = "piker-qt6-poetry-shell";
buildInputs = [ buildInputs = [
# System requirements. # System requirements.
glib glib
dbus
zstd
libGL
freetype
qt6.qtbase qt6.qtbase
libgcc.lib libgcc.lib
fontconfig
libxkbcommon
# Xorg requirements
xcb-util-cursor
xorg.libxcb
xorg.libX11
xorg.xcbutilwm
xorg.xcbutilimage
xorg.xcbutilerrors
xorg.xcbutilkeysyms
xorg.xcbutilrenderutil
# Python requirements. # Python requirements.
python312Full python312Full
python312Packages.uv poetry-core
python312Packages.qdarkstyle qdarkstyle
python312Packages.rapidfuzz rapidfuzz
python312Packages.pyqt6 pyqt6
python312Packages.qtpy qtpy
]; ];
src = null; src = null;
shellHook = '' shellHook = ''
set -e set -e
export LD_LIBRARY_PATH=$LD_LIBRARY_PATH:${libgcc.lib}/lib:${glibStorePath}/lib
# Set the Qt plugin path # Set the Qt plugin path
# export QT_DEBUG_PLUGINS=1 # export QT_DEBUG_PLUGINS=1
QTBASE_PATH="${qt6baseStorePath}/lib"
QT_PLUGIN_PATH="$QTBASE_PATH/qt-6/plugins"
QT_QPA_PLATFORM_PLUGIN_PATH="$QT_PLUGIN_PATH/platforms"
LIB_GCC_PATH="${libgcc.lib}/lib" QTBASE_PATH="${qt6baseStorePath}"
GLIB_PATH="${glibStorePath}/lib" echo "qtbase path: $QTBASE_PATH"
ZSTD_PATH="${zstdStorePath}/lib" echo ""
DBUS_PATH="${dbusStorePath}/lib" export QT_PLUGIN_PATH="$QTBASE_PATH/lib/qt-6/plugins"
LIBGL_PATH="${libGLStorePath}/lib" export QT_QPA_PLATFORM_PLUGIN_PATH="$QT_PLUGIN_PATH/platforms"
FREETYPE_PATH="${freetypeStorePath}/lib" echo "qt plugin path: $QT_PLUGIN_PATH"
FONTCONFIG_PATH="${fontconfigStorePath}/lib" echo ""
LIB_XKB_COMMON_PATH="${libxkbcommonStorePath}/lib"
XCB_UTIL_CURSOR_PATH="${xcbutilcursorStorePath}/lib" # Maybe create venv & install deps
XORG_LIB_X11_PATH="${xorgLibX11StorePath}/lib" poetry install --with uis
XORG_LIB_XCB_PATH="${xorgLibxcbStorePath}/lib"
XORG_XCB_UTIL_IMAGE_PATH="${xorgxcbutilimageStorePath}/lib"
XORG_XCB_UTIL_WM_PATH="${xorgxcbutilwmStorePath}/lib"
XORG_XCB_UTIL_RENDER_UTIL_PATH="${xorgxcbutilrenderutilStorePath}/lib"
XORG_XCB_UTIL_KEYSYMS_PATH="${xorgxcbutilkeysymsStorePath}/lib"
XORG_XCB_UTIL_ERRORS_PATH="${xorgxcbutilerrorsStorePath}/lib"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QTBASE_PATH" # Use pyqt6 from System, patch activate script
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_PLUGIN_PATH" ACTIVATE_SCRIPT_PATH="$(poetry env info --path)/bin/activate"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_QPA_PLATFORM_PLUGIN_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIB_GCC_PATH" export RPDFUZZ_PATH="${rapidfuzzStorePath}/lib/python3.12/site-packages"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$DBUS_PATH" export QDRKSTYLE_PATH="${qdarkstyleStorePath}/lib/python3.12/site-packages"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$GLIB_PATH" export QTPY_PATH="${qtpyStorePath}/lib/python3.12/site-packages"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$ZSTD_PATH" export PYQT6_PATH="${pyqt6StorePath}/lib/python3.12/site-packages"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIBGL_PATH" export PYQT6_SIP_PATH="${pyqt6SipStorePath}/lib/python3.12/site-packages"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$FONTCONFIG_PATH" echo "rapidfuzz at: $RPDFUZZ_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$FREETYPE_PATH" echo "qdarkstyle at: $QDRKSTYLE_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIB_XKB_COMMON_PATH" echo "qtpy at: $QTPY_PATH"
echo "pyqt6 at: $PYQT6_PATH"
echo "pyqt6-sip at: $PYQT6_SIP_PATH"
echo ""
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XCB_UTIL_CURSOR_PATH" PATCH="export PYTHONPATH=\""
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_LIB_X11_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_LIB_XCB_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_IMAGE_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_WM_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_RENDER_UTIL_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_KEYSYMS_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_ERRORS_PATH"
export LD_LIBRARY_PATH PATCH="$PATCH\$RPDFUZZ_PATH"
PATCH="$PATCH:\$QDRKSTYLE_PATH"
PATCH="$PATCH:\$QTPY_PATH"
PATCH="$PATCH:\$PYQT6_PATH"
PATCH="$PATCH:\$PYQT6_SIP_PATH"
RPDFUZZ_PATH="${rapidfuzzStorePath}/lib/python3.12/site-packages" PATCH="$PATCH\""
QDRKSTYLE_PATH="${qdarkstyleStorePath}/lib/python3.12/site-packages"
QTPY_PATH="${qtpyStorePath}/lib/python3.12/site-packages"
PYQT6_PATH="${pyqt6StorePath}/lib/python3.12/site-packages"
PYQT6_SIP_PATH="${pyqt6SipStorePath}/lib/python3.12/site-packages"
PATCH="$PATCH:$RPDFUZZ_PATH" if grep -q "$PATCH" "$ACTIVATE_SCRIPT_PATH"; then
PATCH="$PATCH:$QDRKSTYLE_PATH" echo "venv is already patched."
PATCH="$PATCH:$QTPY_PATH" else
PATCH="$PATCH:$PYQT6_PATH" echo "patching $ACTIVATE_SCRIPT_PATH to use pyqt6 from nixos..."
PATCH="$PATCH:$PYQT6_SIP_PATH" sed -i "\$i$PATCH" $ACTIVATE_SCRIPT_PATH
fi
export PATCH
# Install deps
uv lock
poetry shell
''; '';
} }

View File

@ -1,139 +0,0 @@
#!/usr/bin/env python
from decimal import (
Decimal,
)
import trio
import tractor
from datetime import datetime
from pprint import pformat
from piker.brokers.deribit.api import (
get_client,
maybe_open_oi_feed,
)
def check_if_complete(
oi: dict[str, dict[str, Decimal | None]]
) -> bool:
return all(
oi[strike]['C'] is not None
and
oi[strike]['P'] is not None for strike in oi
)
async def max_pain_daemon(
) -> None:
oi_by_strikes: dict[str, dict[str, Decimal | None]]
expiry_dates: list[str]
currency: str = 'btc'
kind: str = 'option'
async with get_client(
) as client:
expiry_dates: list[str] = await client.get_expiration_dates(
currency=currency,
kind=kind
)
print(f'Available expiration dates for {currency}-{kind}:')
print(f'{expiry_dates}')
expiry_date: str = input('Please enter a valid expiration date: ').upper()
print('Starting little daemon...')
instruments: list[Symbol] = []
oi_by_strikes: dict[str, dict[str, Decimal]]
def update_oi_by_strikes(msg: tuple):
nonlocal oi_by_strikes
if 'oi' == msg[0]:
strike_price = msg[1]['strike_price']
option_type = msg[1]['option_type']
open_interest = msg[1]['open_interest']
oi_by_strikes.setdefault(
strike_price, {}
).update(
{option_type: open_interest}
)
def get_max_pain(
oi_by_strikes: dict[str, dict[str, Decimal]]
) -> dict[str, str | Decimal]:
'''
This method requires only the strike_prices and oi for call
and puts, the closes list are the same as the strike_prices
the idea is to sum all the calls and puts cash for each strike
and the ITM strikes from that strike, the lowest value is what we
are looking for the intrinsic value.
'''
nonlocal timestamp
# We meed to find the lowest value, so we start at
# infinity to ensure that, and the max_pain must be
# an amount greater than zero.
total_intrinsic_value: Decimal = Decimal('Infinity')
max_pain: Decimal = Decimal(0)
call_cash: Decimal = Decimal(0)
put_cash: Decimal = Decimal(0)
intrinsic_values: dict[str, dict[str, Decimal]] = {}
closes: list = sorted(Decimal(close) for close in oi_by_strikes)
for strike, oi in oi_by_strikes.items():
s = Decimal(strike)
call_cash = sum(max(0, (s - c) * oi_by_strikes[str(c)]['C']) for c in closes)
put_cash = sum(max(0, (c - s) * oi_by_strikes[str(c)]['P']) for c in closes)
intrinsic_values[strike] = {
'C': call_cash,
'P': put_cash,
'total': call_cash + put_cash,
}
if intrinsic_values[strike]['total'] < total_intrinsic_value:
total_intrinsic_value = intrinsic_values[strike]['total']
max_pain = s
return {
'timestamp': timestamp,
'expiry_date': expiry_date,
'total_intrinsic_value': total_intrinsic_value,
'max_pain': max_pain,
}
async with get_client(
) as client:
instruments = await client.get_instruments(
expiry_date=expiry_date,
)
oi_by_strikes = client.get_strikes_dict(instruments)
async with maybe_open_oi_feed(
instruments,
) as oi_feed:
async for msg in oi_feed:
update_oi_by_strikes(msg)
if check_if_complete(oi_by_strikes):
if 'oi' == msg[0]:
timestamp = msg[1]['timestamp']
max_pain = get_max_pain(oi_by_strikes)
print('-----------------------------------------------')
print(f'timestamp: {datetime.fromtimestamp(max_pain['timestamp'])}')
print(f'expiry_date: {max_pain['expiry_date']}')
print(f'max_pain: {max_pain['max_pain']}')
print(f'total intrinsic value: {max_pain['total_intrinsic_value']}')
print('-----------------------------------------------')
async def main():
async with tractor.open_nursery() as n:
p: tractor.Portal = await n.start_actor(
'max_pain_daemon',
enable_modules=[__name__],
infect_asyncio=True,
)
await p.run(max_pain_daemon)
if __name__ == '__main__':
trio.run(main)

View File

@ -52,14 +52,12 @@ from cryptofeed import FeedHandler
from cryptofeed.defines import ( from cryptofeed.defines import (
DERIBIT, DERIBIT,
L1_BOOK, TRADES, L1_BOOK, TRADES,
OPTION, CALL, PUT, OPTION, CALL, PUT
OPEN_INTEREST,
) )
from cryptofeed.symbols import Symbol from cryptofeed.symbols import Symbol
from cryptofeed.types import ( from cryptofeed.types import (
L1Book, L1Book,
Trade, Trade,
OpenInterest,
) )
from piker.brokers import SymbolNotFound from piker.brokers import SymbolNotFound
from .venues import ( from .venues import (
@ -112,10 +110,6 @@ def deribit_timestamp(when: datetime) -> int:
) )
def get_timestamp_int(expiry_date: str) -> int:
return int(time.mktime(time.strptime(expiry_date, '%d%b%y')))
def str_to_cb_sym(name: str) -> Symbol: def str_to_cb_sym(name: str) -> Symbol:
base, strike_price, expiry_date, option_type = name.split('-') base, strike_price, expiry_date, option_type = name.split('-')
@ -123,14 +117,13 @@ def str_to_cb_sym(name: str) -> Symbol:
if option_type == 'put': if option_type == 'put':
option_type = PUT option_type = PUT
elif option_type == 'call': elif option_type == 'call':
option_type = CALL option_type = CALL
else: else:
raise Exception("Couldn\'t parse option type") raise Exception("Couldn\'t parse option type")
new_expiry_date: int = get_timestamp_int( new_expiry_date = get_values_from_cb_normalized_date(expiry_date)
get_values_from_cb_normalized_date(expiry_date)
)
return Symbol( return Symbol(
base=base, base=base,
quote=quote, quote=quote,
@ -150,12 +143,11 @@ def piker_sym_to_cb_sym(name: str) -> Symbol:
)= tuple( )= tuple(
name.upper().split('-')) name.upper().split('-'))
new_expiry_date = get_timestamp_int(expiry_date)
quote: str = base quote: str = base
if option_type == 'P' or option_type == 'PUT': if option_type == 'P':
option_type = PUT option_type = PUT
elif option_type == 'C' or option_type == 'CALL': elif option_type == 'C':
option_type = CALL option_type = CALL
else: else:
raise Exception("Couldn\'t parse option type") raise Exception("Couldn\'t parse option type")
@ -166,7 +158,7 @@ def piker_sym_to_cb_sym(name: str) -> Symbol:
type=OPTION, type=OPTION,
strike_price=strike_price, strike_price=strike_price,
option_type=option_type, option_type=option_type,
expiry_date=new_expiry_date expiry_date=expiry_date
) )
@ -234,18 +226,16 @@ def get_config() -> dict[str, Any]:
) )
conf_option = section.get('option', {}) conf_option = section.get('option', {})
conf_log = conf_option.get('log', {}) section.clear # clear the dict to reuse it
return { section['deribit'] = {}
'deribit': { section['deribit']['key_id'] = conf_option.get('api_key')
'key_id': conf_option['key_id'], section['deribit']['key_secret'] = conf_option.get('api_secret')
'key_secret': conf_option['key_secret'],
}, section['log'] = {}
'log': { section['log']['filename'] = 'feedhandler.log'
'filename': conf_log['filename'], section['log']['level'] = 'DEBUG'
'level': conf_log['level'],
'disabled': conf_log['disabled'], return section
}
}
class Client: class Client:
@ -321,20 +311,6 @@ class Client:
return balances return balances
async def get_currencies(
self,
) -> list[dict]:
'''
Return the set of currencies for deribit.
'''
assets = {}
resp = await self._json_rpc_auth_wrapper(
'public/get_currencies',
params={}
)
return resp.result
async def get_assets( async def get_assets(
self, self,
venue: str | None = None, venue: str | None = None,
@ -347,7 +323,11 @@ class Client:
''' '''
assets = {} assets = {}
currencies = await self.get_currencies() resp = await self._json_rpc_auth_wrapper(
'public/get_currencies',
params={}
)
currencies: list[dict] = resp.result
for currency in currencies: for currency in currencies:
name: str = currency['currency'] name: str = currency['currency']
tx_tick: Decimal = digits_to_dec(currency['fee_precision']) tx_tick: Decimal = digits_to_dec(currency['fee_precision'])
@ -379,82 +359,6 @@ class Client:
return flat return flat
async def get_instruments(
self,
currency: str = 'btc',
kind: str = 'option',
expired: bool = False,
expiry_date: str = None,
) -> list[Symbol]:
"""
Get instruments for cryptoFeed.FeedHandler.
"""
params: dict[str, str] = {
'currency': currency.upper(),
'kind': kind,
'expired': expired,
}
r: JSONRPCResult = await self._json_rpc_auth_wrapper(
'public/get_instruments',
params,
)
resp = r.result
response_list = []
for i in range(len(resp)):
element = resp[i]
name = f'{element["instrument_name"].split("-")[1]}'
if not expiry_date or name == expiry_date.upper():
response_list.append(piker_sym_to_cb_sym(element['instrument_name']))
return response_list
async def get_expiration_dates(
self,
currency: str = 'btc',
kind: str = 'option',
) -> list[str]:
"""
Get a dict with all expiration dates listed as value and currency as key.
"""
params: dict[str, str] = {
'currency': currency.upper(),
'kind': kind,
}
r: JSONRPCResult = await self._json_rpc_auth_wrapper(
'public/get_expirations',
params,
)
resp = r.result
return resp[currency][kind]
def get_strikes_dict(
self,
instruments: list[Symbol],
) -> dict[str, dict[str, Decimal | None]]:
"""
Get a dict with strike prices as keys.
"""
response: dict[str, dict[str, Decimal | None]] = {}
for i in range(len(instruments)):
element = instruments[i]
strike = f'{str(element).split('-')[1]}'
response[f'{strike}'] = {
'C': None,
'P': None,
}
return response
async def submit_limit( async def submit_limit(
self, self,
symbol: str, symbol: str,
@ -834,116 +738,6 @@ async def maybe_open_price_feed(
yield feed yield feed
async def aio_open_interest_feed_relay(
fh: FeedHandler,
instruments: list[Symbol],
from_trio: asyncio.Queue,
to_trio: trio.abc.SendChannel,
) -> None:
async def _trade(
trade: Trade, # cryptofeed, NOT ours from `.venues`!
receipt_timestamp: int,
) -> None:
'''
Proxy-thru `cryptofeed.FeedHandler` "trades" to `piker`-side.
'''
to_trio.send_nowait(('trade', trade))
# trade and oi are user defined functions that
# will be called when trade and open interest updates are received
# data type is not dict, is an object: cryptofeed.types.OpenINterest
async def _oi(
oi: OpenInterest,
receipt_timestamp: int,
) -> None:
'''
Proxy-thru `cryptofeed.FeedHandler` "oi" to `piker`-side.
'''
symbol: Symbol = str_to_cb_sym(oi.symbol)
piker_sym: str = cb_sym_to_deribit_inst(symbol)
(
base,
expiry_date,
strike_price,
option_type
) = tuple(
piker_sym.split('-')
)
msg = {
'timestamp': oi.timestamp,
'strike_price': strike_price,
'option_type': option_type,
'open_interest': Decimal(oi.open_interest),
}
to_trio.send_nowait(('oi', msg))
channels = [TRADES, OPEN_INTEREST]
callbacks={TRADES: _trade, OPEN_INTEREST: _oi}
fh.add_feed(
DERIBIT,
channels=channels,
symbols=instruments,
callbacks=callbacks
)
if not fh.running:
fh.run(
start_loop=False,
install_signal_handlers=False
)
# sync with trio
to_trio.send_nowait(None)
# run until cancelled
await asyncio.sleep(float('inf'))
@acm
async def open_oi_feed(
instruments: list[Symbol],
) -> to_asyncio.LinkedTaskChannel:
fh: FeedHandler
first: None
chan: to_asyncio.LinkedTaskChannel
async with (
maybe_open_feed_handler() as fh,
to_asyncio.open_channel_from(
partial(
aio_open_interest_feed_relay,
fh,
instruments,
)
) as (first, chan)
):
yield chan
@acm
async def maybe_open_oi_feed(
instruments: list[Symbol],
) -> trio.abc.ReceiveStream:
# TODO: add a predicate to maybe_open_context
feed: to_asyncio.LinkedTaskChannel
async with maybe_open_context(
acm_func=open_oi_feed,
kwargs={
'instruments': instruments
},
key=f'{instruments[0].base}',
) as (cache_hit, feed):
if cache_hit:
yield broadcast_receiver(feed, 10)
else:
yield feed
# TODO, move all to `.broker` submod! # TODO, move all to `.broker` submod!
# async def aio_order_feed_relay( # async def aio_order_feed_relay(

View File

@ -15,8 +15,8 @@
# You should have received a copy of the GNU Affero General Public License # You should have received a copy of the GNU Affero General Public License
# along with this program. If not, see <https://www.gnu.org/licenses/>. # along with this program. If not, see <https://www.gnu.org/licenses/>.
[build-system] [build-system]
requires = ["hatchling"] requires = ["poetry-core"]
build-backend = "hatchling.build" build-backend = "poetry.core.masonry.api"
# ------ - ------ # ------ - ------
@ -34,114 +34,119 @@ ignore = []
# ------ - ------ # ------ - ------
[project] [tool.poetry]
name = "piker" name = "piker"
version = "0.1.0a0dev0" version = "0.1.0.alpha0.dev0"
description = "trading gear for hackers" description = "trading gear for hackers"
authors = [{ name = "Tyler Goodlet", email = "goodboy_foss@protonmail.com" }] authors = ["Tyler Goodlet <goodboy_foss@protonmail.com>"]
requires-python = ">=3.12, <3.13" license = "AGPLv3"
license = "AGPL-3.0-or-later"
readme = "README.rst" readme = "README.rst"
keywords = [
"async", # ------ - ------
"trading",
"finance", [tool.poetry.dependencies]
"quant", async-generator = "^1.10"
"charting", attrs = "^23.1.0"
bidict = "^0.22.1"
colorama = "^0.4.6"
colorlog = "^6.7.0"
ib-insync = "^0.9.86"
msgspec = "^0.18.6"
numba = "^0.59.0"
numpy = "^1.25"
polars = "^0.18.13"
pygments = "^2.16.1"
python = ">=3.11, <3.13"
rich = "^13.5.2"
# setuptools = "^68.0.0"
tomli = "^2.0.1"
tomli-w = "^1.0.0"
trio-util = "^0.7.0"
trio-websocket = "^0.10.3"
typer = "^0.9.0"
rapidfuzz = "^3.5.2"
pdbp = "^1.5.0"
trio = "^0.24"
pendulum = "^3.0.0"
httpx = "^0.27.0"
cryptofeed = "^2.4.0"
pyarrow = "^17.0.0"
tractor = {path = "../tractor", develop = true}
websockets = "12.0"
[tool.poetry.dependencies.asyncvnc]
git = 'https://github.com/pikers/asyncvnc.git'
branch = 'main'
[tool.poetry.dependencies.tomlkit]
develop = true
git = 'https://github.com/pikers/tomlkit.git'
branch = 'piker_pin'
# path = "../tomlkit/"
[tool.poetry.group.uis]
optional = true
[tool.poetry.group.uis.dependencies]
# https://python-poetry.org/docs/managing-dependencies/#dependency-groups
# TODO: make sure the levenshtein shit compiles on nix..
# rapidfuzz = {extras = ["speedup"], version = "^0.18.0"}
rapidfuzz = "^3.2.0"
qdarkstyle = ">=3.0.2"
pyqtgraph = { git = 'https://github.com/pikers/pyqtgraph.git' }
# ------ - ------
pyqt6 = "^6.7.0"
[tool.poetry.group.dev]
optional = true
[tool.poetry.group.dev.dependencies]
# testing / CI
pytest = "^6.0.0"
elasticsearch = "^8.9.0"
xonsh = "^0.14.2"
prompt-toolkit = "3.0.40"
cython = "^3.0.0"
greenback = "^1.1.1"
# console ehancements and eventually remote debugging
# extras/helpers.
# TODO: add a toolset that makes debugging a `pikerd` service
# (tree) easy to hack on directly using more or less the local env:
# - xonsh + xxh
# - rsyscall + pdbp
# - actor runtime control console like BEAM/OTP
# ------ - ------
# TODO: add an `--only daemon` group for running non-ui / pikerd
# service tree in distributed mode B)
# https://python-poetry.org/docs/managing-dependencies/#installing-group-dependencies
# [tool.poetry.group.daemon.dependencies]
[tool.poetry.scripts]
piker = 'piker.cli:cli'
pikerd = 'piker.cli:pikerd'
ledger = 'piker.accounting.cli:ledger'
[project]
keywords=[
"async",
"trading",
"finance",
"quant",
"charting",
] ]
classifiers = [ classifiers=[
"Development Status :: 3 - Alpha", 'Development Status :: 3 - Alpha',
"License :: OSI Approved :: GNU Affero General Public License v3 or later (AGPLv3+)", "License :: OSI Approved :: GNU Affero General Public License v3 or later (AGPLv3+)",
"Operating System :: POSIX :: Linux", 'Operating System :: POSIX :: Linux',
"Programming Language :: Python :: Implementation :: CPython", "Programming Language :: Python :: Implementation :: CPython",
"Programming Language :: Python :: 3 :: Only", "Programming Language :: Python :: 3 :: Only",
"Programming Language :: Python :: 3.11", "Programming Language :: Python :: 3.11",
"Programming Language :: Python :: 3.12", "Programming Language :: Python :: 3.12",
"Intended Audience :: Financial and Insurance Industry", 'Intended Audience :: Financial and Insurance Industry',
"Intended Audience :: Science/Research", 'Intended Audience :: Science/Research',
"Intended Audience :: Developers", 'Intended Audience :: Developers',
"Intended Audience :: Education", 'Intended Audience :: Education',
] ]
dependencies = [
"async-generator >=1.10, <2.0.0",
"attrs >=23.1.0, <24.0.0",
"bidict >=0.22.1, <0.23.0",
"colorama >=0.4.6, <0.5.0",
"colorlog >=6.7.0, <7.0.0",
"ib-insync >=0.9.86, <0.10.0",
"numba >=0.59.0, <0.60.0",
"numpy >=1.25, <2.0",
"polars >=0.18.13, <0.19.0",
"pygments >=2.16.1, <3.0.0",
"rich >=13.5.2, <14.0.0",
"tomli >=2.0.1, <3.0.0",
"tomli-w >=1.0.0, <2.0.0",
"trio-util >=0.7.0, <0.8.0",
"trio-websocket >=0.10.3, <0.11.0",
"typer >=0.9.0, <1.0.0",
"rapidfuzz >=3.5.2, <4.0.0",
"pdbp >=1.5.0, <2.0.0",
"trio >=0.24, <0.25",
"pendulum >=3.0.0, <4.0.0",
"httpx >=0.27.0, <0.28.0",
"cryptofeed >=2.4.0, <3.0.0",
"pyarrow >=17.0.0, <18.0.0",
"websockets ==12.0",
"msgspec",
"tractor",
"asyncvnc",
"tomlkit",
]
[project.optional-dependencies]
uis = [
# https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies
# TODO: make sure the levenshtein shit compiles on nix..
# rapidfuzz = {extras = ["speedup"], version = "^0.18.0"}
"rapidfuzz >=3.2.0, <4.0.0",
"qdarkstyle >=3.0.2, <4.0.0",
"pyqt6 >=6.7.0, <7.0.0",
"pyqtgraph",
# ------ - ------
# TODO: add an `--only daemon` group for running non-ui / pikerd
# service tree in distributed mode B)
# https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies
# [project.optional-dependencies]
]
[dependency-groups]
dev = [
"pytest >=6.0.0, <7.0.0",
"elasticsearch >=8.9.0, <9.0.0",
"xonsh >=0.14.2, <0.15.0",
"prompt-toolkit ==3.0.40",
"cython >=3.0.0, <4.0.0",
"greenback >=1.1.1, <2.0.0",
# console ehancements and eventually remote debugging
# extras/helpers.
# TODO: add a toolset that makes debugging a `pikerd` service
# (tree) easy to hack on directly using more or less the local env:
# - xonsh + xxh
# - rsyscall + pdbp
# - actor runtime control console like BEAM/OTP
]
[project.scripts]
piker = "piker.cli:cli"
pikerd = "piker.cli:pikerd"
ledger = "piker.accounting.cli:ledger"
[tool.hatch.build.targets.sdist]
include = ["piker"]
[tool.hatch.build.targets.wheel]
include = ["piker"]
[tool.uv.sources]
pyqtgraph = { git = "https://github.com/pikers/pyqtgraph.git" }
asyncvnc = { git = "https://github.com/pikers/asyncvnc.git", branch = "main" }
tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" }
msgspec = { git = "https://github.com/jcrist/msgspec.git" }
tractor = { path = "../tractor" }

1473
uv.lock

File diff suppressed because it is too large Load Diff