Compare commits
32 Commits
28ba1392bb
...
d3ae2b26f6
| Author | SHA1 | Date |
|---|---|---|
|
|
d3ae2b26f6 | |
|
|
d0328bd640 | |
|
|
3c92b0c255 | |
|
|
bd1fc32368 | |
|
|
d99c55b16f | |
|
|
d0789956d0 | |
|
|
305db791ee | |
|
|
ebc8c70779 | |
|
|
fe9ff1afe4 | |
|
|
e2f95c2bee | |
|
|
d92fcb982c | |
|
|
b61145ec5a | |
|
|
624cca091a | |
|
|
9045e18386 | |
|
|
23ea65e337 | |
|
|
ea2e374101 | |
|
|
f64fcc69ed | |
|
|
f3a20ed77f | |
|
|
95cdaf8114 | |
|
|
39dcaf528a | |
|
|
3f663e0e73 | |
|
|
de542c90fb | |
|
|
41559e6729 | |
|
|
93e22e27b9 | |
|
|
a00e9c0e64 | |
|
|
cb694700c2 | |
|
|
11c931f65d | |
|
|
60390ae596 | |
|
|
9592735aaa | |
|
|
49841f5b91 | |
|
|
b2827ef3c3 | |
|
|
2fc4ccf011 |
31
README.rst
31
README.rst
|
|
@ -88,7 +88,23 @@ a sane install with `uv`
|
||||||
************************
|
************************
|
||||||
bc why install with `python` when you can faster with `rust` ::
|
bc why install with `python` when you can faster with `rust` ::
|
||||||
|
|
||||||
uv lock
|
uv sync
|
||||||
|
|
||||||
|
# ^ astral's docs,
|
||||||
|
# https://docs.astral.sh/uv/concepts/projects/sync/
|
||||||
|
|
||||||
|
include all GUIs ::
|
||||||
|
|
||||||
|
uv sync --extra uis
|
||||||
|
|
||||||
|
AND with all our hacking tools::
|
||||||
|
|
||||||
|
uv sync --dev --extra uis
|
||||||
|
|
||||||
|
|
||||||
|
Ensure you can run the root-daemon::
|
||||||
|
|
||||||
|
uv run pikerd [-l info --pdb]
|
||||||
|
|
||||||
|
|
||||||
hacky install on nixos
|
hacky install on nixos
|
||||||
|
|
@ -103,7 +119,18 @@ start a chart
|
||||||
*************
|
*************
|
||||||
run a realtime OHLCV chart stand-alone::
|
run a realtime OHLCV chart stand-alone::
|
||||||
|
|
||||||
piker -l info chart btcusdt.spot.binance xmrusdt.spot.kraken
|
[uv run] piker -l info chart btcusdt.spot.binance xmrusdt.spot.kraken
|
||||||
|
|
||||||
|
# ^^^ iff you haven't activated the py-env,
|
||||||
|
# - https://docs.astral.sh/uv/concepts/projects/run/
|
||||||
|
#
|
||||||
|
# in order to create an explicit virt-env see,
|
||||||
|
# - https://docs.astral.sh/uv/concepts/projects/layout/#the-project-environment
|
||||||
|
# - https://docs.astral.sh/uv/pip/environments/
|
||||||
|
#
|
||||||
|
# use $UV_PROJECT_ENVIRONMENT to select any non-`.venv/`
|
||||||
|
# as the venv sudir in the repo's root.
|
||||||
|
# - https://docs.astral.sh/uv/reference/environment/#uv_project_environment
|
||||||
|
|
||||||
this runs a chart UI (with 1m sampled OHLCV) and shows 2 spot markets from 2 diff cexes
|
this runs a chart UI (with 1m sampled OHLCV) and shows 2 spot markets from 2 diff cexes
|
||||||
overlayed on the same graph. Use of `piker` without first starting
|
overlayed on the same graph. Use of `piker` without first starting
|
||||||
|
|
|
||||||
|
|
@ -42,7 +42,6 @@ from ._mktinfo import (
|
||||||
dec_digits,
|
dec_digits,
|
||||||
digits_to_dec,
|
digits_to_dec,
|
||||||
MktPair,
|
MktPair,
|
||||||
Symbol,
|
|
||||||
unpack_fqme,
|
unpack_fqme,
|
||||||
_derivs as DerivTypes,
|
_derivs as DerivTypes,
|
||||||
)
|
)
|
||||||
|
|
@ -60,7 +59,6 @@ __all__ = [
|
||||||
'Asset',
|
'Asset',
|
||||||
'MktPair',
|
'MktPair',
|
||||||
'Position',
|
'Position',
|
||||||
'Symbol',
|
|
||||||
'Transaction',
|
'Transaction',
|
||||||
'TransactionLedger',
|
'TransactionLedger',
|
||||||
'dec_digits',
|
'dec_digits',
|
||||||
|
|
|
||||||
|
|
@ -390,8 +390,8 @@ class MktPair(Struct, frozen=True):
|
||||||
cls,
|
cls,
|
||||||
fqme: str,
|
fqme: str,
|
||||||
|
|
||||||
price_tick: float | str,
|
price_tick: float|str,
|
||||||
size_tick: float | str,
|
size_tick: float|str,
|
||||||
bs_mktid: str,
|
bs_mktid: str,
|
||||||
|
|
||||||
broker: str | None = None,
|
broker: str | None = None,
|
||||||
|
|
@ -677,90 +677,3 @@ def unpack_fqme(
|
||||||
# '.'.join([mkt_ep, venue]),
|
# '.'.join([mkt_ep, venue]),
|
||||||
suffix,
|
suffix,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
class Symbol(Struct):
|
|
||||||
'''
|
|
||||||
I guess this is some kinda container thing for dealing with
|
|
||||||
all the different meta-data formats from brokers?
|
|
||||||
|
|
||||||
'''
|
|
||||||
key: str
|
|
||||||
|
|
||||||
broker: str = ''
|
|
||||||
venue: str = ''
|
|
||||||
|
|
||||||
# precision descriptors for price and vlm
|
|
||||||
tick_size: Decimal = Decimal('0.01')
|
|
||||||
lot_tick_size: Decimal = Decimal('0.0')
|
|
||||||
|
|
||||||
suffix: str = ''
|
|
||||||
broker_info: dict[str, dict[str, Any]] = {}
|
|
||||||
|
|
||||||
@classmethod
|
|
||||||
def from_fqme(
|
|
||||||
cls,
|
|
||||||
fqsn: str,
|
|
||||||
info: dict[str, Any],
|
|
||||||
|
|
||||||
) -> Symbol:
|
|
||||||
broker, mktep, venue, suffix = unpack_fqme(fqsn)
|
|
||||||
tick_size = info.get('price_tick_size', 0.01)
|
|
||||||
lot_size = info.get('lot_tick_size', 0.0)
|
|
||||||
|
|
||||||
return Symbol(
|
|
||||||
broker=broker,
|
|
||||||
key=mktep,
|
|
||||||
tick_size=tick_size,
|
|
||||||
lot_tick_size=lot_size,
|
|
||||||
venue=venue,
|
|
||||||
suffix=suffix,
|
|
||||||
broker_info={broker: info},
|
|
||||||
)
|
|
||||||
|
|
||||||
@property
|
|
||||||
def type_key(self) -> str:
|
|
||||||
return list(self.broker_info.values())[0]['asset_type']
|
|
||||||
|
|
||||||
@property
|
|
||||||
def tick_size_digits(self) -> int:
|
|
||||||
return float_digits(self.tick_size)
|
|
||||||
|
|
||||||
@property
|
|
||||||
def lot_size_digits(self) -> int:
|
|
||||||
return float_digits(self.lot_tick_size)
|
|
||||||
|
|
||||||
@property
|
|
||||||
def price_tick(self) -> Decimal:
|
|
||||||
return Decimal(str(self.tick_size))
|
|
||||||
|
|
||||||
@property
|
|
||||||
def size_tick(self) -> Decimal:
|
|
||||||
return Decimal(str(self.lot_tick_size))
|
|
||||||
|
|
||||||
@property
|
|
||||||
def broker(self) -> str:
|
|
||||||
return list(self.broker_info.keys())[0]
|
|
||||||
|
|
||||||
@property
|
|
||||||
def fqme(self) -> str:
|
|
||||||
return maybe_cons_tokens([
|
|
||||||
self.key, # final "pair name" (eg. qqq[/usd], btcusdt)
|
|
||||||
self.venue,
|
|
||||||
self.suffix, # includes expiry and other con info
|
|
||||||
self.broker,
|
|
||||||
])
|
|
||||||
|
|
||||||
def quantize(
|
|
||||||
self,
|
|
||||||
size: float,
|
|
||||||
) -> Decimal:
|
|
||||||
digits = float_digits(self.lot_tick_size)
|
|
||||||
return Decimal(size).quantize(
|
|
||||||
Decimal(f'1.{"0".ljust(digits, "0")}'),
|
|
||||||
rounding=ROUND_HALF_EVEN
|
|
||||||
)
|
|
||||||
|
|
||||||
# NOTE: when cast to `str` return fqme
|
|
||||||
def __str__(self) -> str:
|
|
||||||
return self.fqme
|
|
||||||
|
|
|
||||||
|
|
@ -96,7 +96,10 @@ async def _setup_persistent_brokerd(
|
||||||
# - `open_symbol_search()`
|
# - `open_symbol_search()`
|
||||||
# NOTE: see ep invocation details inside `.data.feed`.
|
# NOTE: see ep invocation details inside `.data.feed`.
|
||||||
try:
|
try:
|
||||||
async with trio.open_nursery() as service_nursery:
|
async with (
|
||||||
|
tractor.trionics.collapse_eg(),
|
||||||
|
trio.open_nursery() as service_nursery
|
||||||
|
):
|
||||||
bus: _FeedsBus = feed.get_feed_bus(
|
bus: _FeedsBus = feed.get_feed_bus(
|
||||||
brokername,
|
brokername,
|
||||||
service_nursery,
|
service_nursery,
|
||||||
|
|
|
||||||
|
|
@ -374,9 +374,14 @@ class Client:
|
||||||
pair: Pair = pair_type(**item)
|
pair: Pair = pair_type(**item)
|
||||||
except Exception as e:
|
except Exception as e:
|
||||||
e.add_note(
|
e.add_note(
|
||||||
"\nDon't panic, prolly stupid binance changed their symbology schema again..\n"
|
f'\n'
|
||||||
'Check out their API docs here:\n\n'
|
f'New or removed field we need to codify!\n'
|
||||||
'https://binance-docs.github.io/apidocs/spot/en/#exchange-information'
|
f'pair-type: {pair_type!r}\n'
|
||||||
|
f'\n'
|
||||||
|
f"Don't panic, prolly stupid binance changed their symbology schema again..\n"
|
||||||
|
f'Check out their API docs here:\n'
|
||||||
|
f'\n'
|
||||||
|
f'https://binance-docs.github.io/apidocs/spot/en/#exchange-information\n'
|
||||||
)
|
)
|
||||||
raise
|
raise
|
||||||
pair_table[pair.symbol.upper()] = pair
|
pair_table[pair.symbol.upper()] = pair
|
||||||
|
|
|
||||||
|
|
@ -97,6 +97,8 @@ class Pair(Struct, frozen=True, kw_only=True):
|
||||||
baseAsset: str
|
baseAsset: str
|
||||||
baseAssetPrecision: int
|
baseAssetPrecision: int
|
||||||
|
|
||||||
|
permissionSets: list[list[str]]
|
||||||
|
|
||||||
filters: dict[
|
filters: dict[
|
||||||
str,
|
str,
|
||||||
str | int | float,
|
str | int | float,
|
||||||
|
|
@ -142,7 +144,11 @@ class SpotPair(Pair, frozen=True):
|
||||||
defaultSelfTradePreventionMode: str
|
defaultSelfTradePreventionMode: str
|
||||||
allowedSelfTradePreventionModes: list[str]
|
allowedSelfTradePreventionModes: list[str]
|
||||||
permissions: list[str]
|
permissions: list[str]
|
||||||
permissionSets: list[list[str]]
|
|
||||||
|
# can the paint botz creat liq gaps even easier on this asset?
|
||||||
|
# Bp
|
||||||
|
# https://developers.binance.com/docs/binance-spot-api-docs/faqs/order_amend_keep_priority
|
||||||
|
amendAllowed: bool
|
||||||
|
|
||||||
# NOTE: see `.data._symcache.SymbologyCache.load()` for why
|
# NOTE: see `.data._symcache.SymbologyCache.load()` for why
|
||||||
ns_path: str = 'piker.brokers.binance:SpotPair'
|
ns_path: str = 'piker.brokers.binance:SpotPair'
|
||||||
|
|
|
||||||
|
|
@ -34,6 +34,7 @@ import urllib.parse
|
||||||
import hashlib
|
import hashlib
|
||||||
import hmac
|
import hmac
|
||||||
import base64
|
import base64
|
||||||
|
import tractor
|
||||||
import trio
|
import trio
|
||||||
|
|
||||||
from piker import config
|
from piker import config
|
||||||
|
|
@ -372,8 +373,7 @@ class Client:
|
||||||
# 1658347714, 'status': 'Success'}]}
|
# 1658347714, 'status': 'Success'}]}
|
||||||
|
|
||||||
if xfers:
|
if xfers:
|
||||||
import tractor
|
await tractor.pause()
|
||||||
await tractor.pp()
|
|
||||||
|
|
||||||
trans: dict[str, Transaction] = {}
|
trans: dict[str, Transaction] = {}
|
||||||
for entry in xfers:
|
for entry in xfers:
|
||||||
|
|
@ -501,7 +501,8 @@ class Client:
|
||||||
for xkey, data in resp['result'].items():
|
for xkey, data in resp['result'].items():
|
||||||
|
|
||||||
# NOTE: always cache in pairs tables for faster lookup
|
# NOTE: always cache in pairs tables for faster lookup
|
||||||
pair = Pair(xname=xkey, **data)
|
with tractor.devx.maybe_open_crash_handler(): # as bxerr:
|
||||||
|
pair = Pair(xname=xkey, **data)
|
||||||
|
|
||||||
# register the above `Pair` structs for all
|
# register the above `Pair` structs for all
|
||||||
# key-sets/monikers: a set of 4 (frickin) tables
|
# key-sets/monikers: a set of 4 (frickin) tables
|
||||||
|
|
|
||||||
|
|
@ -175,9 +175,8 @@ async def handle_order_requests(
|
||||||
|
|
||||||
case {
|
case {
|
||||||
'account': 'kraken.spot' as account,
|
'account': 'kraken.spot' as account,
|
||||||
'action': action,
|
'action': 'buy'|'sell',
|
||||||
} if action in {'buy', 'sell'}:
|
}:
|
||||||
|
|
||||||
# validate
|
# validate
|
||||||
order = BrokerdOrder(**msg)
|
order = BrokerdOrder(**msg)
|
||||||
|
|
||||||
|
|
@ -262,6 +261,12 @@ async def handle_order_requests(
|
||||||
} | extra
|
} | extra
|
||||||
|
|
||||||
log.info(f'Submitting WS order request:\n{pformat(req)}')
|
log.info(f'Submitting WS order request:\n{pformat(req)}')
|
||||||
|
|
||||||
|
# NOTE HOWTO, debug order requests
|
||||||
|
#
|
||||||
|
# if 'XRP' in pair:
|
||||||
|
# await tractor.pause()
|
||||||
|
|
||||||
await ws.send_msg(req)
|
await ws.send_msg(req)
|
||||||
|
|
||||||
# placehold for sanity checking in relay loop
|
# placehold for sanity checking in relay loop
|
||||||
|
|
@ -1085,6 +1090,8 @@ async def handle_order_updates(
|
||||||
f'Failed to {action} order {reqid}:\n'
|
f'Failed to {action} order {reqid}:\n'
|
||||||
f'{errmsg}'
|
f'{errmsg}'
|
||||||
)
|
)
|
||||||
|
# if tractor._state.debug_mode():
|
||||||
|
# await tractor.pause()
|
||||||
|
|
||||||
symbol: str = 'N/A'
|
symbol: str = 'N/A'
|
||||||
if chain := apiflows.get(reqid):
|
if chain := apiflows.get(reqid):
|
||||||
|
|
|
||||||
|
|
@ -21,7 +21,6 @@ Symbology defs and search.
|
||||||
from decimal import Decimal
|
from decimal import Decimal
|
||||||
|
|
||||||
import tractor
|
import tractor
|
||||||
from rapidfuzz import process as fuzzy
|
|
||||||
|
|
||||||
from piker._cacheables import (
|
from piker._cacheables import (
|
||||||
async_lifo_cache,
|
async_lifo_cache,
|
||||||
|
|
@ -41,8 +40,13 @@ from piker.accounting._mktinfo import (
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
# https://www.kraken.com/features/api#get-tradable-pairs
|
|
||||||
class Pair(Struct):
|
class Pair(Struct):
|
||||||
|
'''
|
||||||
|
A tradable asset pair as schema-defined by,
|
||||||
|
|
||||||
|
https://docs.kraken.com/api/docs/rest-api/get-tradable-asset-pairs
|
||||||
|
|
||||||
|
'''
|
||||||
xname: str # idiotic bs_mktid equiv i guess?
|
xname: str # idiotic bs_mktid equiv i guess?
|
||||||
altname: str # alternate pair name
|
altname: str # alternate pair name
|
||||||
wsname: str # WebSocket pair name (if available)
|
wsname: str # WebSocket pair name (if available)
|
||||||
|
|
@ -53,7 +57,6 @@ class Pair(Struct):
|
||||||
lot: str # volume lot size
|
lot: str # volume lot size
|
||||||
|
|
||||||
cost_decimals: int
|
cost_decimals: int
|
||||||
costmin: float
|
|
||||||
pair_decimals: int # scaling decimal places for pair
|
pair_decimals: int # scaling decimal places for pair
|
||||||
lot_decimals: int # scaling decimal places for volume
|
lot_decimals: int # scaling decimal places for volume
|
||||||
|
|
||||||
|
|
@ -79,6 +82,7 @@ class Pair(Struct):
|
||||||
tick_size: float # min price step size
|
tick_size: float # min price step size
|
||||||
status: str
|
status: str
|
||||||
|
|
||||||
|
costmin: str|None = None # XXX, only some mktpairs?
|
||||||
short_position_limit: float = 0
|
short_position_limit: float = 0
|
||||||
long_position_limit: float = float('inf')
|
long_position_limit: float = float('inf')
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -25,7 +25,10 @@ from typing import TYPE_CHECKING
|
||||||
|
|
||||||
import trio
|
import trio
|
||||||
import tractor
|
import tractor
|
||||||
from tractor.trionics import broadcast_receiver
|
from tractor.trionics import (
|
||||||
|
broadcast_receiver,
|
||||||
|
collapse_eg,
|
||||||
|
)
|
||||||
|
|
||||||
from ._util import (
|
from ._util import (
|
||||||
log, # sub-sys logger
|
log, # sub-sys logger
|
||||||
|
|
@ -168,7 +171,6 @@ class OrderClient(Struct):
|
||||||
|
|
||||||
|
|
||||||
async def relay_orders_from_sync_code(
|
async def relay_orders_from_sync_code(
|
||||||
|
|
||||||
client: OrderClient,
|
client: OrderClient,
|
||||||
symbol_key: str,
|
symbol_key: str,
|
||||||
to_ems_stream: tractor.MsgStream,
|
to_ems_stream: tractor.MsgStream,
|
||||||
|
|
@ -242,6 +244,11 @@ async def open_ems(
|
||||||
|
|
||||||
async with maybe_open_emsd(
|
async with maybe_open_emsd(
|
||||||
broker,
|
broker,
|
||||||
|
# XXX NOTE, LOL so this determines the daemon `emsd` loglevel
|
||||||
|
# then FYI.. that's kinda wrong no?
|
||||||
|
# -[ ] shouldn't it be set by `pikerd -l` or no?
|
||||||
|
# -[ ] would make a lot more sense to have a subsys ctl for
|
||||||
|
# levels.. like `-l emsd.info` or something?
|
||||||
loglevel=loglevel,
|
loglevel=loglevel,
|
||||||
) as portal:
|
) as portal:
|
||||||
|
|
||||||
|
|
@ -281,8 +288,11 @@ async def open_ems(
|
||||||
client._ems_stream = trades_stream
|
client._ems_stream = trades_stream
|
||||||
|
|
||||||
# start sync code order msg delivery task
|
# start sync code order msg delivery task
|
||||||
async with trio.open_nursery() as n:
|
async with (
|
||||||
n.start_soon(
|
collapse_eg(),
|
||||||
|
trio.open_nursery() as tn,
|
||||||
|
):
|
||||||
|
tn.start_soon(
|
||||||
relay_orders_from_sync_code,
|
relay_orders_from_sync_code,
|
||||||
client,
|
client,
|
||||||
fqme,
|
fqme,
|
||||||
|
|
@ -298,4 +308,4 @@ async def open_ems(
|
||||||
)
|
)
|
||||||
|
|
||||||
# stop the sync-msg-relay task on exit.
|
# stop the sync-msg-relay task on exit.
|
||||||
n.cancel_scope.cancel()
|
tn.cancel_scope.cancel()
|
||||||
|
|
|
||||||
|
|
@ -76,7 +76,6 @@ if TYPE_CHECKING:
|
||||||
|
|
||||||
# TODO: numba all of this
|
# TODO: numba all of this
|
||||||
def mk_check(
|
def mk_check(
|
||||||
|
|
||||||
trigger_price: float,
|
trigger_price: float,
|
||||||
known_last: float,
|
known_last: float,
|
||||||
action: str,
|
action: str,
|
||||||
|
|
@ -162,7 +161,7 @@ async def clear_dark_triggers(
|
||||||
|
|
||||||
router: Router,
|
router: Router,
|
||||||
brokerd_orders_stream: tractor.MsgStream,
|
brokerd_orders_stream: tractor.MsgStream,
|
||||||
quote_stream: tractor.ReceiveMsgStream, # noqa
|
quote_stream: tractor.MsgStream,
|
||||||
broker: str,
|
broker: str,
|
||||||
fqme: str,
|
fqme: str,
|
||||||
|
|
||||||
|
|
@ -178,6 +177,7 @@ async def clear_dark_triggers(
|
||||||
'''
|
'''
|
||||||
# XXX: optimize this for speed!
|
# XXX: optimize this for speed!
|
||||||
# TODO:
|
# TODO:
|
||||||
|
# - port to the new ringbuf stuff in `tractor.ipc`!
|
||||||
# - numba all this!
|
# - numba all this!
|
||||||
# - this stream may eventually contain multiple symbols
|
# - this stream may eventually contain multiple symbols
|
||||||
quote_stream._raise_on_lag = False
|
quote_stream._raise_on_lag = False
|
||||||
|
|
@ -653,7 +653,11 @@ class Router(Struct):
|
||||||
flume = feed.flumes[fqme]
|
flume = feed.flumes[fqme]
|
||||||
first_quote: dict = flume.first_quote
|
first_quote: dict = flume.first_quote
|
||||||
book: DarkBook = self.get_dark_book(broker)
|
book: DarkBook = self.get_dark_book(broker)
|
||||||
book.lasts[fqme]: float = float(first_quote['last'])
|
|
||||||
|
if not (last := first_quote.get('last')):
|
||||||
|
last: float = flume.rt_shm.array[-1]['close']
|
||||||
|
|
||||||
|
book.lasts[fqme]: float = float(last)
|
||||||
|
|
||||||
async with self.maybe_open_brokerd_dialog(
|
async with self.maybe_open_brokerd_dialog(
|
||||||
brokermod=brokermod,
|
brokermod=brokermod,
|
||||||
|
|
@ -716,7 +720,7 @@ class Router(Struct):
|
||||||
subs = self.subscribers[sub_key]
|
subs = self.subscribers[sub_key]
|
||||||
|
|
||||||
sent_some: bool = False
|
sent_some: bool = False
|
||||||
for client_stream in subs:
|
for client_stream in subs.copy():
|
||||||
try:
|
try:
|
||||||
await client_stream.send(msg)
|
await client_stream.send(msg)
|
||||||
sent_some = True
|
sent_some = True
|
||||||
|
|
@ -1010,10 +1014,14 @@ async def translate_and_relay_brokerd_events(
|
||||||
status_msg.brokerd_msg = msg
|
status_msg.brokerd_msg = msg
|
||||||
status_msg.src = msg.broker_details['name']
|
status_msg.src = msg.broker_details['name']
|
||||||
|
|
||||||
await router.client_broadcast(
|
if not status_msg.req:
|
||||||
status_msg.req.symbol,
|
# likely some order change state?
|
||||||
status_msg,
|
await tractor.pause()
|
||||||
)
|
else:
|
||||||
|
await router.client_broadcast(
|
||||||
|
status_msg.req.symbol,
|
||||||
|
status_msg,
|
||||||
|
)
|
||||||
|
|
||||||
if status == 'closed':
|
if status == 'closed':
|
||||||
log.info(f'Execution for {oid} is complete!')
|
log.info(f'Execution for {oid} is complete!')
|
||||||
|
|
@ -1182,12 +1190,16 @@ async def process_client_order_cmds(
|
||||||
submitting live orders immediately if requested by the client.
|
submitting live orders immediately if requested by the client.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# cmd: dict
|
# TODO, only allow `msgspec.Struct` form!
|
||||||
|
cmd: dict
|
||||||
async for cmd in client_order_stream:
|
async for cmd in client_order_stream:
|
||||||
log.info(f'Received order cmd:\n{pformat(cmd)}')
|
log.info(
|
||||||
|
f'Received order cmd:\n'
|
||||||
|
f'{pformat(cmd)}\n'
|
||||||
|
)
|
||||||
|
|
||||||
# CAWT DAMN we need struct support!
|
# CAWT DAMN we need struct support!
|
||||||
oid = str(cmd['oid'])
|
oid: str = str(cmd['oid'])
|
||||||
|
|
||||||
# register this stream as an active order dialog (msg flow) for
|
# register this stream as an active order dialog (msg flow) for
|
||||||
# this order id such that translated message from the brokerd
|
# this order id such that translated message from the brokerd
|
||||||
|
|
@ -1293,7 +1305,7 @@ async def process_client_order_cmds(
|
||||||
case {
|
case {
|
||||||
'oid': oid,
|
'oid': oid,
|
||||||
'symbol': fqme,
|
'symbol': fqme,
|
||||||
'price': trigger_price,
|
'price': price,
|
||||||
'size': size,
|
'size': size,
|
||||||
'action': ('buy' | 'sell') as action,
|
'action': ('buy' | 'sell') as action,
|
||||||
'exec_mode': ('live' | 'paper'),
|
'exec_mode': ('live' | 'paper'),
|
||||||
|
|
@ -1325,7 +1337,7 @@ async def process_client_order_cmds(
|
||||||
|
|
||||||
symbol=sym,
|
symbol=sym,
|
||||||
action=action,
|
action=action,
|
||||||
price=trigger_price,
|
price=price,
|
||||||
size=size,
|
size=size,
|
||||||
account=req.account,
|
account=req.account,
|
||||||
)
|
)
|
||||||
|
|
@ -1347,7 +1359,11 @@ async def process_client_order_cmds(
|
||||||
# (``translate_and_relay_brokerd_events()`` above) will
|
# (``translate_and_relay_brokerd_events()`` above) will
|
||||||
# handle relaying the ems side responses back to
|
# handle relaying the ems side responses back to
|
||||||
# the client/cmd sender from this request
|
# the client/cmd sender from this request
|
||||||
log.info(f'Sending live order to {broker}:\n{pformat(msg)}')
|
log.info(
|
||||||
|
f'Sending live order to {broker}:\n'
|
||||||
|
f'{pformat(msg)}'
|
||||||
|
)
|
||||||
|
|
||||||
await brokerd_order_stream.send(msg)
|
await brokerd_order_stream.send(msg)
|
||||||
|
|
||||||
# an immediate response should be ``BrokerdOrderAck``
|
# an immediate response should be ``BrokerdOrderAck``
|
||||||
|
|
@ -1363,7 +1379,7 @@ async def process_client_order_cmds(
|
||||||
case {
|
case {
|
||||||
'oid': oid,
|
'oid': oid,
|
||||||
'symbol': fqme,
|
'symbol': fqme,
|
||||||
'price': trigger_price,
|
'price': price,
|
||||||
'size': size,
|
'size': size,
|
||||||
'exec_mode': exec_mode,
|
'exec_mode': exec_mode,
|
||||||
'action': action,
|
'action': action,
|
||||||
|
|
@ -1391,7 +1407,12 @@ async def process_client_order_cmds(
|
||||||
if isnan(last):
|
if isnan(last):
|
||||||
last = flume.rt_shm.array[-1]['close']
|
last = flume.rt_shm.array[-1]['close']
|
||||||
|
|
||||||
pred = mk_check(trigger_price, last, action)
|
trigger_price: float = float(price)
|
||||||
|
pred = mk_check(
|
||||||
|
trigger_price,
|
||||||
|
last,
|
||||||
|
action,
|
||||||
|
)
|
||||||
|
|
||||||
# NOTE: for dark orders currently we submit
|
# NOTE: for dark orders currently we submit
|
||||||
# the triggered live order at a price 5 ticks
|
# the triggered live order at a price 5 ticks
|
||||||
|
|
@ -1531,7 +1552,7 @@ async def _emsd_main(
|
||||||
ctx: tractor.Context,
|
ctx: tractor.Context,
|
||||||
fqme: str,
|
fqme: str,
|
||||||
exec_mode: str, # ('paper', 'live')
|
exec_mode: str, # ('paper', 'live')
|
||||||
loglevel: str | None = None,
|
loglevel: str|None = None,
|
||||||
|
|
||||||
) -> tuple[
|
) -> tuple[
|
||||||
dict[
|
dict[
|
||||||
|
|
|
||||||
|
|
@ -19,6 +19,7 @@ Clearing sub-system message and protocols.
|
||||||
|
|
||||||
"""
|
"""
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
from decimal import Decimal
|
||||||
from typing import (
|
from typing import (
|
||||||
Literal,
|
Literal,
|
||||||
)
|
)
|
||||||
|
|
@ -71,7 +72,15 @@ class Order(Struct):
|
||||||
symbol: str # | MktPair
|
symbol: str # | MktPair
|
||||||
account: str # should we set a default as '' ?
|
account: str # should we set a default as '' ?
|
||||||
|
|
||||||
price: float
|
# https://docs.python.org/3/library/decimal.html#decimal-objects
|
||||||
|
#
|
||||||
|
# ?TODO? decimal usage throughout?
|
||||||
|
# -[ ] possibly leverage the `Encoder(decimal_format='number')`
|
||||||
|
# bit?
|
||||||
|
# |_https://jcristharif.com/msgspec/supported-types.html#decimal
|
||||||
|
# -[ ] should we also use it for .size?
|
||||||
|
#
|
||||||
|
price: Decimal
|
||||||
size: float # -ve is "sell", +ve is "buy"
|
size: float # -ve is "sell", +ve is "buy"
|
||||||
|
|
||||||
brokers: list[str] = []
|
brokers: list[str] = []
|
||||||
|
|
@ -178,7 +187,7 @@ class BrokerdOrder(Struct):
|
||||||
time_ns: int
|
time_ns: int
|
||||||
|
|
||||||
symbol: str # fqme
|
symbol: str # fqme
|
||||||
price: float
|
price: Decimal
|
||||||
size: float
|
size: float
|
||||||
|
|
||||||
# TODO: if we instead rely on a +ve/-ve size to determine
|
# TODO: if we instead rely on a +ve/-ve size to determine
|
||||||
|
|
|
||||||
|
|
@ -297,6 +297,8 @@ class PaperBoi(Struct):
|
||||||
|
|
||||||
# transmit pp msg to ems
|
# transmit pp msg to ems
|
||||||
pp: Position = self.acnt.pps[bs_mktid]
|
pp: Position = self.acnt.pps[bs_mktid]
|
||||||
|
# TODO, this will break if `require_only=True` was passed to
|
||||||
|
# `.update_from_ledger()`
|
||||||
|
|
||||||
pp_msg = BrokerdPosition(
|
pp_msg = BrokerdPosition(
|
||||||
broker=self.broker,
|
broker=self.broker,
|
||||||
|
|
@ -508,7 +510,7 @@ async def handle_order_requests(
|
||||||
reqid = await client.submit_limit(
|
reqid = await client.submit_limit(
|
||||||
oid=order.oid,
|
oid=order.oid,
|
||||||
symbol=f'{order.symbol}.{client.broker}',
|
symbol=f'{order.symbol}.{client.broker}',
|
||||||
price=order.price,
|
price=float(order.price),
|
||||||
action=order.action,
|
action=order.action,
|
||||||
size=order.size,
|
size=order.size,
|
||||||
# XXX: by default 0 tells ``ib_insync`` methods that
|
# XXX: by default 0 tells ``ib_insync`` methods that
|
||||||
|
|
|
||||||
|
|
@ -30,6 +30,7 @@ subsys: str = 'piker.clearing'
|
||||||
|
|
||||||
log = get_logger(subsys)
|
log = get_logger(subsys)
|
||||||
|
|
||||||
|
# TODO, oof doesn't this ignore the `loglevel` then???
|
||||||
get_console_log = partial(
|
get_console_log = partial(
|
||||||
get_console_log,
|
get_console_log,
|
||||||
name=subsys,
|
name=subsys,
|
||||||
|
|
|
||||||
|
|
@ -335,7 +335,7 @@ def services(config, tl, ports):
|
||||||
name='service_query',
|
name='service_query',
|
||||||
loglevel=config['loglevel'] if tl else None,
|
loglevel=config['loglevel'] if tl else None,
|
||||||
),
|
),
|
||||||
tractor.get_arbiter(
|
tractor.get_registry(
|
||||||
host=host,
|
host=host,
|
||||||
port=ports[0]
|
port=ports[0]
|
||||||
) as portal
|
) as portal
|
||||||
|
|
|
||||||
|
|
@ -95,6 +95,12 @@ class Sampler:
|
||||||
# history loading.
|
# history loading.
|
||||||
incr_task_cs: trio.CancelScope | None = None
|
incr_task_cs: trio.CancelScope | None = None
|
||||||
|
|
||||||
|
bcast_errors: tuple[Exception] = (
|
||||||
|
trio.BrokenResourceError,
|
||||||
|
trio.ClosedResourceError,
|
||||||
|
trio.EndOfChannel,
|
||||||
|
)
|
||||||
|
|
||||||
# holds all the ``tractor.Context`` remote subscriptions for
|
# holds all the ``tractor.Context`` remote subscriptions for
|
||||||
# a particular sample period increment event: all subscribers are
|
# a particular sample period increment event: all subscribers are
|
||||||
# notified on a step.
|
# notified on a step.
|
||||||
|
|
@ -258,14 +264,15 @@ class Sampler:
|
||||||
subs: set
|
subs: set
|
||||||
last_ts, subs = pair
|
last_ts, subs = pair
|
||||||
|
|
||||||
task = trio.lowlevel.current_task()
|
# NOTE, for debugging pub-sub issues
|
||||||
log.debug(
|
# task = trio.lowlevel.current_task()
|
||||||
f'SUBS {self.subscribers}\n'
|
# log.debug(
|
||||||
f'PAIR {pair}\n'
|
# f'AlL-SUBS@{period_s!r}: {self.subscribers}\n'
|
||||||
f'TASK: {task}: {id(task)}\n'
|
# f'PAIR: {pair}\n'
|
||||||
f'broadcasting {period_s} -> {last_ts}\n'
|
# f'TASK: {task}: {id(task)}\n'
|
||||||
# f'consumers: {subs}'
|
# f'broadcasting {period_s} -> {last_ts}\n'
|
||||||
)
|
# f'consumers: {subs}'
|
||||||
|
# )
|
||||||
borked: set[MsgStream] = set()
|
borked: set[MsgStream] = set()
|
||||||
sent: set[MsgStream] = set()
|
sent: set[MsgStream] = set()
|
||||||
while True:
|
while True:
|
||||||
|
|
@ -282,12 +289,11 @@ class Sampler:
|
||||||
await stream.send(msg)
|
await stream.send(msg)
|
||||||
sent.add(stream)
|
sent.add(stream)
|
||||||
|
|
||||||
except (
|
except self.bcast_errors as err:
|
||||||
trio.BrokenResourceError,
|
|
||||||
trio.ClosedResourceError
|
|
||||||
):
|
|
||||||
log.error(
|
log.error(
|
||||||
f'{stream._ctx.chan.uid} dropped connection'
|
f'Connection dropped for IPC ctx\n'
|
||||||
|
f'{stream._ctx}\n\n'
|
||||||
|
f'Due to {type(err)}'
|
||||||
)
|
)
|
||||||
borked.add(stream)
|
borked.add(stream)
|
||||||
else:
|
else:
|
||||||
|
|
@ -394,7 +400,8 @@ async def register_with_sampler(
|
||||||
finally:
|
finally:
|
||||||
if (
|
if (
|
||||||
sub_for_broadcasts
|
sub_for_broadcasts
|
||||||
and subs
|
and
|
||||||
|
subs
|
||||||
):
|
):
|
||||||
try:
|
try:
|
||||||
subs.remove(stream)
|
subs.remove(stream)
|
||||||
|
|
@ -561,8 +568,7 @@ async def open_sample_stream(
|
||||||
|
|
||||||
|
|
||||||
async def sample_and_broadcast(
|
async def sample_and_broadcast(
|
||||||
|
bus: _FeedsBus,
|
||||||
bus: _FeedsBus, # noqa
|
|
||||||
rt_shm: ShmArray,
|
rt_shm: ShmArray,
|
||||||
hist_shm: ShmArray,
|
hist_shm: ShmArray,
|
||||||
quote_stream: trio.abc.ReceiveChannel,
|
quote_stream: trio.abc.ReceiveChannel,
|
||||||
|
|
@ -582,11 +588,33 @@ async def sample_and_broadcast(
|
||||||
|
|
||||||
overruns = Counter()
|
overruns = Counter()
|
||||||
|
|
||||||
|
# NOTE, only used for debugging live-data-feed issues, though
|
||||||
|
# this should be resolved more correctly in the future using the
|
||||||
|
# new typed-msgspec feats of `tractor`!
|
||||||
|
#
|
||||||
|
# XXX, a multiline nested `dict` formatter (since rn quote-msgs
|
||||||
|
# are just that).
|
||||||
|
# pfmt: Callable[[str], str] = mk_repr()
|
||||||
|
|
||||||
# iterate stream delivered by broker
|
# iterate stream delivered by broker
|
||||||
async for quotes in quote_stream:
|
async for quotes in quote_stream:
|
||||||
# print(quotes)
|
# print(quotes)
|
||||||
|
|
||||||
# TODO: ``numba`` this!
|
# XXX WARNING XXX only enable for debugging bc ow can cost
|
||||||
|
# ALOT of perf with HF-feedz!!!
|
||||||
|
#
|
||||||
|
# log.info(
|
||||||
|
# 'Rx live quotes:\n'
|
||||||
|
# f'{pfmt(quotes)}'
|
||||||
|
# )
|
||||||
|
|
||||||
|
# TODO,
|
||||||
|
# -[ ] `numba` or `cython`-nize this loop possibly?
|
||||||
|
# |_alternatively could we do it in rust somehow by upacking
|
||||||
|
# arrow msgs instead of using `msgspec`?
|
||||||
|
# -[ ] use `msgspec.Struct` support in new typed-msging from
|
||||||
|
# `tractor` to ensure only allowed msgs are transmitted?
|
||||||
|
#
|
||||||
for broker_symbol, quote in quotes.items():
|
for broker_symbol, quote in quotes.items():
|
||||||
# TODO: in theory you can send the IPC msg *before* writing
|
# TODO: in theory you can send the IPC msg *before* writing
|
||||||
# to the sharedmem array to decrease latency, however, that
|
# to the sharedmem array to decrease latency, however, that
|
||||||
|
|
@ -659,6 +687,21 @@ async def sample_and_broadcast(
|
||||||
sub_key: str = broker_symbol.lower()
|
sub_key: str = broker_symbol.lower()
|
||||||
subs: set[Sub] = bus.get_subs(sub_key)
|
subs: set[Sub] = bus.get_subs(sub_key)
|
||||||
|
|
||||||
|
# TODO, figure out how to make this useful whilst
|
||||||
|
# incoporating feed "pausing" ..
|
||||||
|
#
|
||||||
|
# if not subs:
|
||||||
|
# all_bs_fqmes: list[str] = list(
|
||||||
|
# bus._subscribers.keys()
|
||||||
|
# )
|
||||||
|
# log.warning(
|
||||||
|
# f'No subscribers for {brokername!r} live-quote ??\n'
|
||||||
|
# f'broker_symbol: {broker_symbol}\n\n'
|
||||||
|
|
||||||
|
# f'Maybe the backend-sys symbol does not match one of,\n'
|
||||||
|
# f'{pfmt(all_bs_fqmes)}\n'
|
||||||
|
# )
|
||||||
|
|
||||||
# NOTE: by default the broker backend doesn't append
|
# NOTE: by default the broker backend doesn't append
|
||||||
# it's own "name" into the fqme schema (but maybe it
|
# it's own "name" into the fqme schema (but maybe it
|
||||||
# should?) so we have to manually generate the correct
|
# should?) so we have to manually generate the correct
|
||||||
|
|
@ -697,7 +740,7 @@ async def sample_and_broadcast(
|
||||||
|
|
||||||
log.warning(
|
log.warning(
|
||||||
f'Feed OVERRUN {sub_key}'
|
f'Feed OVERRUN {sub_key}'
|
||||||
'@{bus.brokername} -> \n'
|
f'@{bus.brokername} -> \n'
|
||||||
f'feed @ {chan.uid}\n'
|
f'feed @ {chan.uid}\n'
|
||||||
f'throttle = {throttle} Hz'
|
f'throttle = {throttle} Hz'
|
||||||
)
|
)
|
||||||
|
|
@ -728,18 +771,14 @@ async def sample_and_broadcast(
|
||||||
if lags > 10:
|
if lags > 10:
|
||||||
await tractor.pause()
|
await tractor.pause()
|
||||||
|
|
||||||
except (
|
except Sampler.bcast_errors as ipc_err:
|
||||||
trio.BrokenResourceError,
|
|
||||||
trio.ClosedResourceError,
|
|
||||||
trio.EndOfChannel,
|
|
||||||
):
|
|
||||||
ctx: Context = ipc._ctx
|
ctx: Context = ipc._ctx
|
||||||
chan: Channel = ctx.chan
|
chan: Channel = ctx.chan
|
||||||
if ctx:
|
if ctx:
|
||||||
log.warning(
|
log.warning(
|
||||||
'Dropped `brokerd`-quotes-feed connection:\n'
|
f'Dropped `brokerd`-feed for {broker_symbol!r} due to,\n'
|
||||||
f'{broker_symbol}:'
|
f'x>) {ctx.cid}@{chan.uid}'
|
||||||
f'{ctx.cid}@{chan.uid}'
|
f'|_{ipc_err!r}\n\n'
|
||||||
)
|
)
|
||||||
if sub.throttle_rate:
|
if sub.throttle_rate:
|
||||||
assert ipc._closed
|
assert ipc._closed
|
||||||
|
|
@ -756,12 +795,11 @@ async def sample_and_broadcast(
|
||||||
|
|
||||||
|
|
||||||
async def uniform_rate_send(
|
async def uniform_rate_send(
|
||||||
|
|
||||||
rate: float,
|
rate: float,
|
||||||
quote_stream: trio.abc.ReceiveChannel,
|
quote_stream: trio.abc.ReceiveChannel,
|
||||||
stream: MsgStream,
|
stream: MsgStream,
|
||||||
|
|
||||||
task_status: TaskStatus = trio.TASK_STATUS_IGNORED,
|
task_status: TaskStatus[None] = trio.TASK_STATUS_IGNORED,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
|
|
@ -779,13 +817,16 @@ async def uniform_rate_send(
|
||||||
https://gist.github.com/njsmith/7ea44ec07e901cb78ebe1dd8dd846cb9
|
https://gist.github.com/njsmith/7ea44ec07e901cb78ebe1dd8dd846cb9
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# TODO: compute the approx overhead latency per cycle
|
# ?TODO? dynamically compute the **actual** approx overhead latency per cycle
|
||||||
left_to_sleep = throttle_period = 1/rate - 0.000616
|
# instead of this magic # bidinezz?
|
||||||
|
throttle_period: float = 1/rate - 0.000616
|
||||||
|
left_to_sleep: float = throttle_period
|
||||||
|
|
||||||
# send cycle state
|
# send cycle state
|
||||||
|
first_quote: dict|None
|
||||||
first_quote = last_quote = None
|
first_quote = last_quote = None
|
||||||
last_send = time.time()
|
last_send: float = time.time()
|
||||||
diff = 0
|
diff: float = 0
|
||||||
|
|
||||||
task_status.started()
|
task_status.started()
|
||||||
ticks_by_type: dict[
|
ticks_by_type: dict[
|
||||||
|
|
@ -796,22 +837,28 @@ async def uniform_rate_send(
|
||||||
clear_types = _tick_groups['clears']
|
clear_types = _tick_groups['clears']
|
||||||
|
|
||||||
while True:
|
while True:
|
||||||
|
|
||||||
# compute the remaining time to sleep for this throttled cycle
|
# compute the remaining time to sleep for this throttled cycle
|
||||||
left_to_sleep = throttle_period - diff
|
left_to_sleep: float = throttle_period - diff
|
||||||
|
|
||||||
if left_to_sleep > 0:
|
if left_to_sleep > 0:
|
||||||
|
cs: trio.CancelScope
|
||||||
with trio.move_on_after(left_to_sleep) as cs:
|
with trio.move_on_after(left_to_sleep) as cs:
|
||||||
|
sym: str
|
||||||
|
last_quote: dict
|
||||||
try:
|
try:
|
||||||
sym, last_quote = await quote_stream.receive()
|
sym, last_quote = await quote_stream.receive()
|
||||||
except trio.EndOfChannel:
|
except trio.EndOfChannel:
|
||||||
log.exception(f"feed for {stream} ended?")
|
log.exception(
|
||||||
|
f'Live stream for feed for ended?\n'
|
||||||
|
f'<=c\n'
|
||||||
|
f' |_[{stream!r}\n'
|
||||||
|
)
|
||||||
break
|
break
|
||||||
|
|
||||||
diff = time.time() - last_send
|
diff: float = time.time() - last_send
|
||||||
|
|
||||||
if not first_quote:
|
if not first_quote:
|
||||||
first_quote = last_quote
|
first_quote: float = last_quote
|
||||||
# first_quote['tbt'] = ticks_by_type
|
# first_quote['tbt'] = ticks_by_type
|
||||||
|
|
||||||
if (throttle_period - diff) > 0:
|
if (throttle_period - diff) > 0:
|
||||||
|
|
@ -872,7 +919,9 @@ async def uniform_rate_send(
|
||||||
# TODO: now if only we could sync this to the display
|
# TODO: now if only we could sync this to the display
|
||||||
# rate timing exactly lul
|
# rate timing exactly lul
|
||||||
try:
|
try:
|
||||||
await stream.send({sym: first_quote})
|
await stream.send({
|
||||||
|
sym: first_quote
|
||||||
|
})
|
||||||
except tractor.RemoteActorError as rme:
|
except tractor.RemoteActorError as rme:
|
||||||
if rme.type is not tractor._exceptions.StreamOverrun:
|
if rme.type is not tractor._exceptions.StreamOverrun:
|
||||||
raise
|
raise
|
||||||
|
|
@ -883,19 +932,28 @@ async def uniform_rate_send(
|
||||||
f'{sym}:{ctx.cid}@{chan.uid}'
|
f'{sym}:{ctx.cid}@{chan.uid}'
|
||||||
)
|
)
|
||||||
|
|
||||||
|
# NOTE: any of these can be raised by `tractor`'s IPC
|
||||||
|
# transport-layer and we want to be highly resilient
|
||||||
|
# to consumers which crash or lose network connection.
|
||||||
|
# I.e. we **DO NOT** want to crash and propagate up to
|
||||||
|
# ``pikerd`` these kinds of errors!
|
||||||
except (
|
except (
|
||||||
# NOTE: any of these can be raised by ``tractor``'s IPC
|
|
||||||
# transport-layer and we want to be highly resilient
|
|
||||||
# to consumers which crash or lose network connection.
|
|
||||||
# I.e. we **DO NOT** want to crash and propagate up to
|
|
||||||
# ``pikerd`` these kinds of errors!
|
|
||||||
trio.ClosedResourceError,
|
|
||||||
trio.BrokenResourceError,
|
|
||||||
ConnectionResetError,
|
ConnectionResetError,
|
||||||
):
|
) + Sampler.bcast_errors as ipc_err:
|
||||||
# if the feed consumer goes down then drop
|
match ipc_err:
|
||||||
# out of this rate limiter
|
case trio.EndOfChannel():
|
||||||
log.warning(f'{stream} closed')
|
log.info(
|
||||||
|
f'{stream} terminated by peer,\n'
|
||||||
|
f'{ipc_err!r}'
|
||||||
|
)
|
||||||
|
case _:
|
||||||
|
# if the feed consumer goes down then drop
|
||||||
|
# out of this rate limiter
|
||||||
|
log.warning(
|
||||||
|
f'{stream} closed due to,\n'
|
||||||
|
f'{ipc_err!r}'
|
||||||
|
)
|
||||||
|
|
||||||
await stream.aclose()
|
await stream.aclose()
|
||||||
return
|
return
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -39,6 +39,7 @@ from typing import (
|
||||||
AsyncContextManager,
|
AsyncContextManager,
|
||||||
Awaitable,
|
Awaitable,
|
||||||
Sequence,
|
Sequence,
|
||||||
|
TYPE_CHECKING,
|
||||||
)
|
)
|
||||||
|
|
||||||
import trio
|
import trio
|
||||||
|
|
@ -75,6 +76,10 @@ from ._sampling import (
|
||||||
uniform_rate_send,
|
uniform_rate_send,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
if TYPE_CHECKING:
|
||||||
|
from tractor._addr import Address
|
||||||
|
from tractor.msg.types import Aid
|
||||||
|
|
||||||
|
|
||||||
class Sub(Struct, frozen=True):
|
class Sub(Struct, frozen=True):
|
||||||
'''
|
'''
|
||||||
|
|
@ -899,19 +904,19 @@ async def open_feed(
|
||||||
feed.portals[brokermod] = portal
|
feed.portals[brokermod] = portal
|
||||||
|
|
||||||
# fill out "status info" that the UI can show
|
# fill out "status info" that the UI can show
|
||||||
host, port = portal.channel.raddr
|
chan: tractor.Channel = portal.chan
|
||||||
if host == '127.0.0.1':
|
raddr: Address = chan.raddr
|
||||||
host = 'localhost'
|
aid: Aid = chan.aid
|
||||||
|
# TAG_feed_status_update
|
||||||
feed.status.update({
|
feed.status.update({
|
||||||
'actor_name': portal.channel.uid[0],
|
'actor_id': aid,
|
||||||
'host': host,
|
'actor_short_id': f'{aid.name}@{aid.pid}',
|
||||||
'port': port,
|
'ipc': chan.raddr.proto_key,
|
||||||
|
'ipc_addr': raddr,
|
||||||
'hist_shm': 'NA',
|
'hist_shm': 'NA',
|
||||||
'rt_shm': 'NA',
|
'rt_shm': 'NA',
|
||||||
'throttle_rate': tick_throttle,
|
'throttle_hz': tick_throttle,
|
||||||
})
|
})
|
||||||
# feed.status.update(init_msg.pop('status', {}))
|
|
||||||
|
|
||||||
# (allocate and) connect to any feed bus for this broker
|
# (allocate and) connect to any feed bus for this broker
|
||||||
bus_ctxs.append(
|
bus_ctxs.append(
|
||||||
|
|
|
||||||
|
|
@ -498,6 +498,7 @@ async def cascade(
|
||||||
|
|
||||||
func_name: str = func.__name__
|
func_name: str = func.__name__
|
||||||
async with (
|
async with (
|
||||||
|
tractor.trionics.collapse_eg(), # avoid multi-taskc tb in console
|
||||||
trio.open_nursery() as tn,
|
trio.open_nursery() as tn,
|
||||||
):
|
):
|
||||||
# TODO: might be better to just make a "restart" method where
|
# TODO: might be better to just make a "restart" method where
|
||||||
|
|
|
||||||
30
piker/log.py
30
piker/log.py
|
|
@ -19,6 +19,10 @@ Log like a forester!
|
||||||
"""
|
"""
|
||||||
import logging
|
import logging
|
||||||
import json
|
import json
|
||||||
|
import reprlib
|
||||||
|
from typing import (
|
||||||
|
Callable,
|
||||||
|
)
|
||||||
|
|
||||||
import tractor
|
import tractor
|
||||||
from pygments import (
|
from pygments import (
|
||||||
|
|
@ -84,3 +88,29 @@ def colorize_json(
|
||||||
# likeable styles: algol_nu, tango, monokai
|
# likeable styles: algol_nu, tango, monokai
|
||||||
formatters.TerminalTrueColorFormatter(style=style)
|
formatters.TerminalTrueColorFormatter(style=style)
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
|
# TODO, eventually defer to the version in `modden` once
|
||||||
|
# it becomes a dep!
|
||||||
|
def mk_repr(
|
||||||
|
**repr_kws,
|
||||||
|
) -> Callable[[str], str]:
|
||||||
|
'''
|
||||||
|
Allocate and deliver a `repr.Repr` instance with provided input
|
||||||
|
settings using the std-lib's `reprlib` mod,
|
||||||
|
* https://docs.python.org/3/library/reprlib.html
|
||||||
|
|
||||||
|
------ Ex. ------
|
||||||
|
An up to 6-layer-nested `dict` as multi-line:
|
||||||
|
- https://stackoverflow.com/a/79102479
|
||||||
|
- https://docs.python.org/3/library/reprlib.html#reprlib.Repr.maxlevel
|
||||||
|
|
||||||
|
'''
|
||||||
|
def_kws: dict[str, int] = dict(
|
||||||
|
indent=2,
|
||||||
|
maxlevel=6, # recursion levels
|
||||||
|
maxstring=66, # match editor line-len limit
|
||||||
|
)
|
||||||
|
def_kws |= repr_kws
|
||||||
|
reprr = reprlib.Repr(**def_kws)
|
||||||
|
return reprr.repr
|
||||||
|
|
|
||||||
|
|
@ -200,7 +200,8 @@ async def open_pikerd(
|
||||||
reg_addrs,
|
reg_addrs,
|
||||||
),
|
),
|
||||||
tractor.open_nursery() as actor_nursery,
|
tractor.open_nursery() as actor_nursery,
|
||||||
trio.open_nursery() as service_nursery,
|
tractor.trionics.collapse_eg(),
|
||||||
|
trio.open_nursery() as service_tn,
|
||||||
):
|
):
|
||||||
for addr in reg_addrs:
|
for addr in reg_addrs:
|
||||||
if addr not in root_actor.accept_addrs:
|
if addr not in root_actor.accept_addrs:
|
||||||
|
|
@ -211,7 +212,7 @@ async def open_pikerd(
|
||||||
|
|
||||||
# assign globally for future daemon/task creation
|
# assign globally for future daemon/task creation
|
||||||
Services.actor_n = actor_nursery
|
Services.actor_n = actor_nursery
|
||||||
Services.service_n = service_nursery
|
Services.service_n = service_tn
|
||||||
Services.debug_mode = debug_mode
|
Services.debug_mode = debug_mode
|
||||||
|
|
||||||
try:
|
try:
|
||||||
|
|
@ -221,7 +222,7 @@ async def open_pikerd(
|
||||||
# TODO: is this more clever/efficient?
|
# TODO: is this more clever/efficient?
|
||||||
# if 'samplerd' in Services.service_tasks:
|
# if 'samplerd' in Services.service_tasks:
|
||||||
# await Services.cancel_service('samplerd')
|
# await Services.cancel_service('samplerd')
|
||||||
service_nursery.cancel_scope.cancel()
|
service_tn.cancel_scope.cancel()
|
||||||
|
|
||||||
|
|
||||||
# TODO: do we even need this?
|
# TODO: do we even need this?
|
||||||
|
|
|
||||||
|
|
@ -517,7 +517,7 @@ def with_dts(
|
||||||
|
|
||||||
'''
|
'''
|
||||||
return df.with_columns([
|
return df.with_columns([
|
||||||
pl.col(time_col).shift(1).suffix('_prev'),
|
pl.col(time_col).shift(1).name.suffix('_prev'),
|
||||||
pl.col(time_col).diff().alias('s_diff'),
|
pl.col(time_col).diff().alias('s_diff'),
|
||||||
pl.from_epoch(pl.col(time_col)).alias('dt'),
|
pl.from_epoch(pl.col(time_col)).alias('dt'),
|
||||||
]).with_columns([
|
]).with_columns([
|
||||||
|
|
@ -623,7 +623,7 @@ def detect_vlm_gaps(
|
||||||
|
|
||||||
) -> pl.DataFrame:
|
) -> pl.DataFrame:
|
||||||
|
|
||||||
vnull: pl.DataFrame = w_dts.filter(
|
vnull: pl.DataFrame = df.filter(
|
||||||
pl.col(col) == 0
|
pl.col(col) == 0
|
||||||
)
|
)
|
||||||
return vnull
|
return vnull
|
||||||
|
|
|
||||||
|
|
@ -21,6 +21,7 @@ Main app startup and run.
|
||||||
from functools import partial
|
from functools import partial
|
||||||
from types import ModuleType
|
from types import ModuleType
|
||||||
|
|
||||||
|
import tractor
|
||||||
import trio
|
import trio
|
||||||
|
|
||||||
from piker.ui.qt import (
|
from piker.ui.qt import (
|
||||||
|
|
@ -116,6 +117,7 @@ async def _async_main(
|
||||||
needed_brokermods[brokername] = brokers[brokername]
|
needed_brokermods[brokername] = brokers[brokername]
|
||||||
|
|
||||||
async with (
|
async with (
|
||||||
|
tractor.trionics.collapse_eg(),
|
||||||
trio.open_nursery() as root_n,
|
trio.open_nursery() as root_n,
|
||||||
):
|
):
|
||||||
# set root nursery and task stack for spawning other charts/feeds
|
# set root nursery and task stack for spawning other charts/feeds
|
||||||
|
|
|
||||||
|
|
@ -33,7 +33,6 @@ import trio
|
||||||
|
|
||||||
from piker.ui.qt import (
|
from piker.ui.qt import (
|
||||||
QtCore,
|
QtCore,
|
||||||
QtWidgets,
|
|
||||||
Qt,
|
Qt,
|
||||||
QLineF,
|
QLineF,
|
||||||
QFrame,
|
QFrame,
|
||||||
|
|
|
||||||
|
|
@ -1445,7 +1445,10 @@ async def display_symbol_data(
|
||||||
# for pause/resume on mouse interaction
|
# for pause/resume on mouse interaction
|
||||||
rt_chart.feed = feed
|
rt_chart.feed = feed
|
||||||
|
|
||||||
async with trio.open_nursery() as ln:
|
async with (
|
||||||
|
tractor.trionics.collapse_eg(),
|
||||||
|
trio.open_nursery() as ln,
|
||||||
|
):
|
||||||
# if available load volume related built-in display(s)
|
# if available load volume related built-in display(s)
|
||||||
vlm_charts: dict[
|
vlm_charts: dict[
|
||||||
str,
|
str,
|
||||||
|
|
|
||||||
|
|
@ -22,7 +22,10 @@ from contextlib import asynccontextmanager as acm
|
||||||
from typing import Callable
|
from typing import Callable
|
||||||
|
|
||||||
import trio
|
import trio
|
||||||
from tractor.trionics import gather_contexts
|
from tractor.trionics import (
|
||||||
|
gather_contexts,
|
||||||
|
collapse_eg,
|
||||||
|
)
|
||||||
|
|
||||||
from piker.ui.qt import (
|
from piker.ui.qt import (
|
||||||
QtCore,
|
QtCore,
|
||||||
|
|
@ -207,7 +210,10 @@ async def open_signal_handler(
|
||||||
async for args in recv:
|
async for args in recv:
|
||||||
await async_handler(*args)
|
await async_handler(*args)
|
||||||
|
|
||||||
async with trio.open_nursery() as tn:
|
async with (
|
||||||
|
collapse_eg(),
|
||||||
|
trio.open_nursery() as tn
|
||||||
|
):
|
||||||
tn.start_soon(proxy_to_handler)
|
tn.start_soon(proxy_to_handler)
|
||||||
async with send:
|
async with send:
|
||||||
yield
|
yield
|
||||||
|
|
@ -242,6 +248,7 @@ async def open_handlers(
|
||||||
widget: QWidget
|
widget: QWidget
|
||||||
streams: list[trio.abc.ReceiveChannel]
|
streams: list[trio.abc.ReceiveChannel]
|
||||||
async with (
|
async with (
|
||||||
|
collapse_eg(),
|
||||||
trio.open_nursery() as tn,
|
trio.open_nursery() as tn,
|
||||||
gather_contexts([
|
gather_contexts([
|
||||||
open_event_stream(
|
open_event_stream(
|
||||||
|
|
|
||||||
|
|
@ -18,10 +18,11 @@
|
||||||
Feed status and controls widget(s) for embedding in a UI-pane.
|
Feed status and controls widget(s) for embedding in a UI-pane.
|
||||||
|
|
||||||
"""
|
"""
|
||||||
|
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
from textwrap import dedent
|
from typing import (
|
||||||
from typing import TYPE_CHECKING
|
Any,
|
||||||
|
TYPE_CHECKING,
|
||||||
|
)
|
||||||
|
|
||||||
# from PyQt5.QtCore import Qt
|
# from PyQt5.QtCore import Qt
|
||||||
|
|
||||||
|
|
@ -49,35 +50,55 @@ def mk_feed_label(
|
||||||
a feed control protocol.
|
a feed control protocol.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
status = feed.status
|
status: dict[str, Any] = feed.status
|
||||||
assert status
|
assert status
|
||||||
|
|
||||||
msg = dedent("""
|
# SO tips on ws/nls,
|
||||||
actor: **{actor_name}**\n
|
# https://stackoverflow.com/a/15721400
|
||||||
|_ @**{host}:{port}**\n
|
ws: str = ' '
|
||||||
""")
|
# nl: str = '<br>' # dun work?
|
||||||
|
actor_info_repr: str = (
|
||||||
|
f')> **{status["actor_short_id"]}**\n'
|
||||||
|
'\n' # bc md?
|
||||||
|
)
|
||||||
|
|
||||||
for key, val in status.items():
|
# fields to select *IN* for display
|
||||||
if key in ('host', 'port', 'actor_name'):
|
# (see `.data.feed.open_feed()` status
|
||||||
continue
|
# update -> TAG_feed_status_update)
|
||||||
msg += f'\n|_ {key}: **{{{key}}}**\n'
|
for key in [
|
||||||
|
'ipc',
|
||||||
|
'hist_shm',
|
||||||
|
'rt_shm',
|
||||||
|
'throttle_hz',
|
||||||
|
]:
|
||||||
|
# NOTE, the 2nd key is filled via `.format()` updates.
|
||||||
|
actor_info_repr += (
|
||||||
|
f'\n' # bc md?
|
||||||
|
f'{ws}|_{key}: **{{{key}}}**\n'
|
||||||
|
)
|
||||||
|
# ^TODO? formatting and content..
|
||||||
|
# -[ ] showing which fqme is "forward" on the
|
||||||
|
# chart/fsp/order-mode?
|
||||||
|
# '|_ flows: **{symbols}**\n'
|
||||||
|
#
|
||||||
|
# -[x] why isn't the indent working?
|
||||||
|
# => markdown, now solved..
|
||||||
|
|
||||||
feed_label = FormatLabel(
|
feed_label = FormatLabel(
|
||||||
fmt_str=msg,
|
fmt_str=actor_info_repr,
|
||||||
# |_ streams: **{symbols}**\n
|
|
||||||
font=_font.font,
|
font=_font.font,
|
||||||
font_size=_font_small.px_size,
|
font_size=_font_small.px_size,
|
||||||
font_color='default_lightest',
|
font_color='default_lightest',
|
||||||
)
|
)
|
||||||
|
|
||||||
|
# ?TODO, remove this?
|
||||||
# form.vbox.setAlignment(feed_label, Qt.AlignBottom)
|
# form.vbox.setAlignment(feed_label, Qt.AlignBottom)
|
||||||
# form.vbox.setAlignment(Qt.AlignBottom)
|
# form.vbox.setAlignment(Qt.AlignBottom)
|
||||||
_ = chart.height() - (
|
# _ = chart.height() - (
|
||||||
form.height() +
|
# form.height() +
|
||||||
form.fill_bar.height()
|
# form.fill_bar.height()
|
||||||
# feed_label.height()
|
# # feed_label.height()
|
||||||
)
|
# )
|
||||||
|
|
||||||
feed_label.format(**feed.status)
|
feed_label.format(**feed.status)
|
||||||
|
|
||||||
return feed_label
|
return feed_label
|
||||||
|
|
|
||||||
|
|
@ -600,6 +600,7 @@ async def open_fsp_admin(
|
||||||
kwargs=kwargs,
|
kwargs=kwargs,
|
||||||
) as (cache_hit, cluster_map),
|
) as (cache_hit, cluster_map),
|
||||||
|
|
||||||
|
tractor.trionics.collapse_eg(),
|
||||||
trio.open_nursery() as tn,
|
trio.open_nursery() as tn,
|
||||||
):
|
):
|
||||||
if cache_hit:
|
if cache_hit:
|
||||||
|
|
@ -613,6 +614,8 @@ async def open_fsp_admin(
|
||||||
)
|
)
|
||||||
try:
|
try:
|
||||||
yield admin
|
yield admin
|
||||||
|
|
||||||
|
# ??TODO, does this *need* to be inside a finally?
|
||||||
finally:
|
finally:
|
||||||
# terminate all tasks via signals
|
# terminate all tasks via signals
|
||||||
for key, entry in admin._registry.items():
|
for key, entry in admin._registry.items():
|
||||||
|
|
|
||||||
|
|
@ -285,18 +285,20 @@ class FormatLabel(QLabel):
|
||||||
font_size: int,
|
font_size: int,
|
||||||
font_color: str,
|
font_color: str,
|
||||||
|
|
||||||
|
use_md: bool = True,
|
||||||
|
|
||||||
parent=None,
|
parent=None,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
super().__init__(parent)
|
super().__init__(parent)
|
||||||
|
|
||||||
# by default set the format string verbatim and expect user to
|
# by default set the format string verbatim and expect user
|
||||||
# call ``.format()`` later (presumably they'll notice the
|
# to call ``.format()`` later (presumably they'll notice the
|
||||||
# unformatted content if ``fmt_str`` isn't meant to be
|
# unformatted content if ``fmt_str`` isn't meant to be
|
||||||
# unformatted).
|
# unformatted).
|
||||||
self.fmt_str = fmt_str
|
self.fmt_str = fmt_str
|
||||||
self.setText(fmt_str)
|
# self.setText(fmt_str) # ?TODO, why here?
|
||||||
|
|
||||||
self.setStyleSheet(
|
self.setStyleSheet(
|
||||||
f"""QLabel {{
|
f"""QLabel {{
|
||||||
|
|
@ -306,9 +308,10 @@ class FormatLabel(QLabel):
|
||||||
"""
|
"""
|
||||||
)
|
)
|
||||||
self.setFont(_font.font)
|
self.setFont(_font.font)
|
||||||
self.setTextFormat(
|
if use_md:
|
||||||
Qt.TextFormat.MarkdownText
|
self.setTextFormat(
|
||||||
)
|
Qt.TextFormat.MarkdownText
|
||||||
|
)
|
||||||
self.setMargin(0)
|
self.setMargin(0)
|
||||||
|
|
||||||
self.setSizePolicy(
|
self.setSizePolicy(
|
||||||
|
|
@ -316,7 +319,10 @@ class FormatLabel(QLabel):
|
||||||
size_policy.Expanding,
|
size_policy.Expanding,
|
||||||
)
|
)
|
||||||
self.setAlignment(
|
self.setAlignment(
|
||||||
Qt.AlignVCenter | Qt.AlignLeft
|
Qt.AlignLeft
|
||||||
|
|
|
||||||
|
Qt.AlignBottom
|
||||||
|
# Qt.AlignVCenter
|
||||||
)
|
)
|
||||||
self.setText(self.fmt_str)
|
self.setText(self.fmt_str)
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -269,6 +269,8 @@ def hcolor(name: str) -> str:
|
||||||
|
|
||||||
# default ohlc-bars/curve gray
|
# default ohlc-bars/curve gray
|
||||||
'bracket': '#666666', # like the logo
|
'bracket': '#666666', # like the logo
|
||||||
|
'pikers': '#616161', # a trader shade of..
|
||||||
|
'beast': '#161616', # in the dark alone.
|
||||||
|
|
||||||
# bluish
|
# bluish
|
||||||
'charcoal': '#36454F',
|
'charcoal': '#36454F',
|
||||||
|
|
|
||||||
|
|
@ -21,6 +21,7 @@ Chart trading, the only way to scalp.
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
from contextlib import asynccontextmanager
|
from contextlib import asynccontextmanager
|
||||||
from dataclasses import dataclass, field
|
from dataclasses import dataclass, field
|
||||||
|
from decimal import Decimal
|
||||||
from functools import partial
|
from functools import partial
|
||||||
from pprint import pformat
|
from pprint import pformat
|
||||||
import time
|
import time
|
||||||
|
|
@ -41,7 +42,6 @@ from piker.accounting import (
|
||||||
Position,
|
Position,
|
||||||
mk_allocator,
|
mk_allocator,
|
||||||
MktPair,
|
MktPair,
|
||||||
Symbol,
|
|
||||||
)
|
)
|
||||||
from piker.clearing import (
|
from piker.clearing import (
|
||||||
open_ems,
|
open_ems,
|
||||||
|
|
@ -143,6 +143,15 @@ class OrderMode:
|
||||||
}
|
}
|
||||||
_staged_order: Order | None = None
|
_staged_order: Order | None = None
|
||||||
|
|
||||||
|
@property
|
||||||
|
def curr_mkt(self) -> MktPair:
|
||||||
|
'''
|
||||||
|
Deliver the currently selected `MktPair` according
|
||||||
|
chart state.
|
||||||
|
|
||||||
|
'''
|
||||||
|
return self.chart.linked.mkt
|
||||||
|
|
||||||
def on_level_change_update_next_order_info(
|
def on_level_change_update_next_order_info(
|
||||||
self,
|
self,
|
||||||
level: float,
|
level: float,
|
||||||
|
|
@ -172,7 +181,11 @@ class OrderMode:
|
||||||
line.update_labels(order_info)
|
line.update_labels(order_info)
|
||||||
|
|
||||||
# update bound-in staged order
|
# update bound-in staged order
|
||||||
order.price = level
|
mkt: MktPair = self.curr_mkt
|
||||||
|
order.price: Decimal = mkt.quantize(
|
||||||
|
size=level,
|
||||||
|
quantity_type='price',
|
||||||
|
)
|
||||||
order.size = order_info['size']
|
order.size = order_info['size']
|
||||||
|
|
||||||
# when an order is changed we flip the settings side-pane to
|
# when an order is changed we flip the settings side-pane to
|
||||||
|
|
@ -187,7 +200,9 @@ class OrderMode:
|
||||||
|
|
||||||
) -> LevelLine:
|
) -> LevelLine:
|
||||||
|
|
||||||
level = order.price
|
# TODO, if we instead just always decimalize at the ems layer
|
||||||
|
# we can avoid this back-n-forth casting?
|
||||||
|
level = float(order.price)
|
||||||
|
|
||||||
line = order_line(
|
line = order_line(
|
||||||
chart or self.chart,
|
chart or self.chart,
|
||||||
|
|
@ -224,7 +239,11 @@ class OrderMode:
|
||||||
# the order mode allocator but we still need to update the
|
# the order mode allocator but we still need to update the
|
||||||
# "staged" order message we'll send to the ems
|
# "staged" order message we'll send to the ems
|
||||||
def update_order_price(y: float) -> None:
|
def update_order_price(y: float) -> None:
|
||||||
order.price = y
|
mkt: MktPair = self.curr_mkt
|
||||||
|
order.price: Decimal = mkt.quantize(
|
||||||
|
size=y,
|
||||||
|
quantity_type='price',
|
||||||
|
)
|
||||||
|
|
||||||
line._on_level_change = update_order_price
|
line._on_level_change = update_order_price
|
||||||
|
|
||||||
|
|
@ -275,34 +294,31 @@ class OrderMode:
|
||||||
chart = cursor.linked.chart
|
chart = cursor.linked.chart
|
||||||
if (
|
if (
|
||||||
not chart
|
not chart
|
||||||
and cursor
|
and
|
||||||
and cursor.active_plot
|
cursor
|
||||||
|
and
|
||||||
|
cursor.active_plot
|
||||||
):
|
):
|
||||||
return
|
return
|
||||||
|
|
||||||
chart = cursor.active_plot
|
chart = cursor.active_plot
|
||||||
price = cursor._datum_xy[1]
|
price: float = cursor._datum_xy[1]
|
||||||
if not price:
|
if not price:
|
||||||
# zero prices are not supported by any means
|
# zero prices are not supported by any means
|
||||||
# since that's illogical / a no-op.
|
# since that's illogical / a no-op.
|
||||||
return
|
return
|
||||||
|
|
||||||
mkt: MktPair = self.chart.linked.mkt
|
|
||||||
|
|
||||||
# NOTE : we could also use instead,
|
|
||||||
# mkt.quantize(price, quantity_type='price')
|
|
||||||
# but it returns a Decimal and it's probably gonna
|
|
||||||
# be slower?
|
|
||||||
# TODO: should we be enforcing this precision
|
# TODO: should we be enforcing this precision
|
||||||
# at a different layer in the stack? right now
|
# at a different layer in the stack?
|
||||||
# any precision error will literally be relayed
|
# |_ might require `MktPair` tracking in the EMS?
|
||||||
# all the way back from the backend.
|
# |_ right now any precision error will be relayed
|
||||||
|
# all the way back from the backend and vice-versa..
|
||||||
price = round(
|
#
|
||||||
price,
|
mkt: MktPair = self.curr_mkt
|
||||||
ndigits=mkt.price_tick_digits,
|
price: Decimal = mkt.quantize(
|
||||||
|
size=price,
|
||||||
|
quantity_type='price',
|
||||||
)
|
)
|
||||||
|
|
||||||
order = self._staged_order = Order(
|
order = self._staged_order = Order(
|
||||||
action=action,
|
action=action,
|
||||||
price=price,
|
price=price,
|
||||||
|
|
@ -378,7 +394,7 @@ class OrderMode:
|
||||||
'oid': oid,
|
'oid': oid,
|
||||||
})
|
})
|
||||||
|
|
||||||
if order.price <= 0:
|
if float(order.price) <= 0:
|
||||||
log.error(
|
log.error(
|
||||||
'*!? Invalid `Order.price <= 0` ?!*\n'
|
'*!? Invalid `Order.price <= 0` ?!*\n'
|
||||||
# TODO: make this present multi-line in object form
|
# TODO: make this present multi-line in object form
|
||||||
|
|
@ -515,14 +531,15 @@ class OrderMode:
|
||||||
# if an order msg is provided update the line
|
# if an order msg is provided update the line
|
||||||
# **from** that msg.
|
# **from** that msg.
|
||||||
if order:
|
if order:
|
||||||
if order.price <= 0:
|
price: float = float(order.price)
|
||||||
|
if price <= 0:
|
||||||
log.error(f'Order has 0 price, cancelling..\n{order}')
|
log.error(f'Order has 0 price, cancelling..\n{order}')
|
||||||
self.cancel_orders([order.oid])
|
self.cancel_orders([order.oid])
|
||||||
return None
|
return None
|
||||||
|
|
||||||
line.set_level(order.price)
|
line.set_level(price)
|
||||||
self.on_level_change_update_next_order_info(
|
self.on_level_change_update_next_order_info(
|
||||||
level=order.price,
|
level=price,
|
||||||
line=line,
|
line=line,
|
||||||
order=order,
|
order=order,
|
||||||
# use the corresponding position tracker for the
|
# use the corresponding position tracker for the
|
||||||
|
|
@ -681,9 +698,9 @@ class OrderMode:
|
||||||
) -> Dialog | None:
|
) -> Dialog | None:
|
||||||
# NOTE: the `.order` attr **must** be set with the
|
# NOTE: the `.order` attr **must** be set with the
|
||||||
# equivalent order msg in order to be loaded.
|
# equivalent order msg in order to be loaded.
|
||||||
order = msg.req
|
order: Order = msg.req
|
||||||
oid = str(msg.oid)
|
oid = str(msg.oid)
|
||||||
symbol = order.symbol
|
symbol: str = order.symbol
|
||||||
|
|
||||||
# TODO: MEGA UGGG ZONEEEE!
|
# TODO: MEGA UGGG ZONEEEE!
|
||||||
src = msg.src
|
src = msg.src
|
||||||
|
|
@ -702,13 +719,22 @@ class OrderMode:
|
||||||
order.oid = str(order.oid)
|
order.oid = str(order.oid)
|
||||||
order.brokers = [brokername]
|
order.brokers = [brokername]
|
||||||
|
|
||||||
# TODO: change this over to `MktPair`, but it's
|
# ?TODO? change this over to `MktPair`, but it's gonna be
|
||||||
# gonna be tough since we don't have any such data
|
# tough since we don't have any such data really in our
|
||||||
# really in our clearing msg schema..
|
# clearing msg schema..
|
||||||
order.symbol = Symbol.from_fqme(
|
# BUT WAIT! WHY do we even want/need this!?
|
||||||
fqsn=fqme,
|
#
|
||||||
info={},
|
# order.symbol = self.curr_mkt
|
||||||
)
|
#
|
||||||
|
# XXX, the old approach.. which i don't quire member why..
|
||||||
|
# -[ ] verify we for sure don't require this any more!
|
||||||
|
# |_https://github.com/pikers/piker/issues/517
|
||||||
|
#
|
||||||
|
# order.symbol = Symbol.from_fqme(
|
||||||
|
# fqsn=fqme,
|
||||||
|
# info={},
|
||||||
|
# )
|
||||||
|
|
||||||
maybe_dialog: Dialog | None = self.submit_order(
|
maybe_dialog: Dialog | None = self.submit_order(
|
||||||
send_msg=False,
|
send_msg=False,
|
||||||
order=order,
|
order=order,
|
||||||
|
|
@ -766,6 +792,7 @@ async def open_order_mode(
|
||||||
brokerd_accounts,
|
brokerd_accounts,
|
||||||
ems_dialog_msgs,
|
ems_dialog_msgs,
|
||||||
),
|
),
|
||||||
|
tractor.trionics.collapse_eg(),
|
||||||
trio.open_nursery() as tn,
|
trio.open_nursery() as tn,
|
||||||
|
|
||||||
):
|
):
|
||||||
|
|
@ -1101,7 +1128,7 @@ async def process_trade_msg(
|
||||||
)
|
)
|
||||||
)
|
)
|
||||||
):
|
):
|
||||||
msg.req = order
|
msg.req: Order = order
|
||||||
dialog: (
|
dialog: (
|
||||||
Dialog
|
Dialog
|
||||||
# NOTE: on an invalid order submission (eg.
|
# NOTE: on an invalid order submission (eg.
|
||||||
|
|
@ -1166,7 +1193,7 @@ async def process_trade_msg(
|
||||||
tm = time.time()
|
tm = time.time()
|
||||||
mode.on_fill(
|
mode.on_fill(
|
||||||
oid,
|
oid,
|
||||||
price=req.price,
|
price=float(req.price),
|
||||||
time_s=tm,
|
time_s=tm,
|
||||||
)
|
)
|
||||||
mode.lines.remove_line(uuid=oid)
|
mode.lines.remove_line(uuid=oid)
|
||||||
|
|
@ -1221,7 +1248,7 @@ async def process_trade_msg(
|
||||||
tm = details['broker_time']
|
tm = details['broker_time']
|
||||||
mode.on_fill(
|
mode.on_fill(
|
||||||
oid,
|
oid,
|
||||||
price=details['price'],
|
price=float(details['price']),
|
||||||
time_s=tm,
|
time_s=tm,
|
||||||
pointing='up' if action == 'buy' else 'down',
|
pointing='up' if action == 'buy' else 'down',
|
||||||
)
|
)
|
||||||
|
|
|
||||||
|
|
@ -23,7 +23,7 @@ name = "piker"
|
||||||
version = "0.1.0a0dev0"
|
version = "0.1.0a0dev0"
|
||||||
description = "trading gear for hackers"
|
description = "trading gear for hackers"
|
||||||
authors = [{ name = "Tyler Goodlet", email = "goodboy_foss@protonmail.com" }]
|
authors = [{ name = "Tyler Goodlet", email = "goodboy_foss@protonmail.com" }]
|
||||||
requires-python = ">=3.12, <3.13"
|
requires-python = ">=3.12"
|
||||||
license = "AGPL-3.0-or-later"
|
license = "AGPL-3.0-or-later"
|
||||||
readme = "README.rst"
|
readme = "README.rst"
|
||||||
keywords = [
|
keywords = [
|
||||||
|
|
@ -39,8 +39,8 @@ classifiers = [
|
||||||
"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 :: 3.12",
|
"Programming Language :: Python :: 3.12",
|
||||||
|
"Programming Language :: Python :: 3.13",
|
||||||
"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",
|
||||||
|
|
@ -49,13 +49,13 @@ classifiers = [
|
||||||
dependencies = [
|
dependencies = [
|
||||||
"async-generator >=1.10, <2.0.0",
|
"async-generator >=1.10, <2.0.0",
|
||||||
"attrs >=23.1.0, <24.0.0",
|
"attrs >=23.1.0, <24.0.0",
|
||||||
"bidict >=0.22.1, <0.23.0",
|
"bidict >=0.23.1",
|
||||||
"colorama >=0.4.6, <0.5.0",
|
"colorama >=0.4.6, <0.5.0",
|
||||||
"colorlog >=6.7.0, <7.0.0",
|
"colorlog >=6.7.0, <7.0.0",
|
||||||
"ib-insync >=0.9.86, <0.10.0",
|
"ib-insync >=0.9.86, <0.10.0",
|
||||||
"numba >=0.59.0, <0.60.0",
|
"numpy>=2.0",
|
||||||
"numpy >=1.25, <2.0",
|
"polars >=0.20.6",
|
||||||
"polars >=0.18.13, <0.19.0",
|
"polars-fuzzy-match>=0.1.5",
|
||||||
"pygments >=2.16.1, <3.0.0",
|
"pygments >=2.16.1, <3.0.0",
|
||||||
"rich >=13.5.2, <14.0.0",
|
"rich >=13.5.2, <14.0.0",
|
||||||
"tomli >=2.0.1, <3.0.0",
|
"tomli >=2.0.1, <3.0.0",
|
||||||
|
|
@ -65,16 +65,18 @@ dependencies = [
|
||||||
"typer >=0.9.0, <1.0.0",
|
"typer >=0.9.0, <1.0.0",
|
||||||
"rapidfuzz >=3.5.2, <4.0.0",
|
"rapidfuzz >=3.5.2, <4.0.0",
|
||||||
"pdbp >=1.5.0, <2.0.0",
|
"pdbp >=1.5.0, <2.0.0",
|
||||||
"trio >=0.24, <0.25",
|
"trio >=0.27",
|
||||||
"pendulum >=3.0.0, <4.0.0",
|
"pendulum >=3.0.0, <4.0.0",
|
||||||
"httpx >=0.27.0, <0.28.0",
|
"httpx >=0.27.0, <0.28.0",
|
||||||
"cryptofeed >=2.4.0, <3.0.0",
|
"cryptofeed >=2.4.0, <3.0.0",
|
||||||
"pyarrow >=17.0.0, <18.0.0",
|
"pyarrow>=18.0.0",
|
||||||
"websockets ==12.0",
|
"websockets ==12.0",
|
||||||
"msgspec",
|
"msgspec>=0.19.0,<0.20",
|
||||||
"tractor",
|
"tractor",
|
||||||
"asyncvnc",
|
"asyncvnc",
|
||||||
"tomlkit",
|
"tomlkit",
|
||||||
|
"trio-typing>=0.10.0",
|
||||||
|
"numba>=0.61.0",
|
||||||
]
|
]
|
||||||
|
|
||||||
[project.optional-dependencies]
|
[project.optional-dependencies]
|
||||||
|
|
@ -125,9 +127,19 @@ include = ["piker"]
|
||||||
[tool.hatch.build.targets.wheel]
|
[tool.hatch.build.targets.wheel]
|
||||||
include = ["piker"]
|
include = ["piker"]
|
||||||
|
|
||||||
|
|
||||||
|
# TODO? move to a `uv.toml`?
|
||||||
|
[tool.uv]
|
||||||
|
python-preference = 'system'
|
||||||
|
python-downloads = 'manual'
|
||||||
|
|
||||||
|
|
||||||
[tool.uv.sources]
|
[tool.uv.sources]
|
||||||
pyqtgraph = { git = "https://github.com/pikers/pyqtgraph.git" }
|
pyqtgraph = { git = "https://github.com/pikers/pyqtgraph.git" }
|
||||||
asyncvnc = { git = "https://github.com/pikers/asyncvnc.git", branch = "main" }
|
asyncvnc = { git = "https://github.com/pikers/asyncvnc.git", branch = "main" }
|
||||||
tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" }
|
tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" }
|
||||||
msgspec = { git = "https://github.com/jcrist/msgspec.git" }
|
|
||||||
tractor = { path = "../tractor", editable = true }
|
# XXX, since we're like, always hacking new shite atm.. Bp
|
||||||
|
tractor = { git = "https://pikers.dev/goodboy/tractor", branch = "piker_pin" }
|
||||||
|
# tractor = { git = "https://pikers.dev/goodboy/tractor", branch = "main" }
|
||||||
|
# tractor = { path = "../tractor", editable = true }
|
||||||
|
|
|
||||||
|
|
@ -62,8 +62,9 @@ ignore-init-module-imports = false
|
||||||
fixable = ["ALL"]
|
fixable = ["ALL"]
|
||||||
unfixable = []
|
unfixable = []
|
||||||
|
|
||||||
|
# TODO? uhh why no work!?
|
||||||
# Allow unused variables when underscore-prefixed.
|
# Allow unused variables when underscore-prefixed.
|
||||||
dummy-variable-rgx = "^(_+|(_+[a-zA-Z0-9_]*[a-zA-Z0-9]+?))$"
|
# dummy-variable-rgx = "^(_+|(_+[a-zA-Z0-9_]*[a-zA-Z0-9]+?))$"
|
||||||
|
|
||||||
[format]
|
[format]
|
||||||
# Use single quotes in `ruff format`.
|
# Use single quotes in `ruff format`.
|
||||||
|
|
|
||||||
|
|
@ -0,0 +1 @@
|
||||||
|
TAG_feed_status_update ./piker/data/feed.py /TAG_feed_status_update/
|
||||||
|
|
@ -179,7 +179,7 @@ def test_ems_err_on_bad_broker(
|
||||||
# NOTE: emsd should error on the actor's enabled modules
|
# NOTE: emsd should error on the actor's enabled modules
|
||||||
# import phase, when looking for a backend named `doggy`.
|
# import phase, when looking for a backend named `doggy`.
|
||||||
except tractor.RemoteActorError as re:
|
except tractor.RemoteActorError as re:
|
||||||
assert re.type == ModuleNotFoundError
|
assert re.type is ModuleNotFoundError
|
||||||
|
|
||||||
run_and_tollerate_cancels(load_bad_fqme)
|
run_and_tollerate_cancels(load_bad_fqme)
|
||||||
|
|
||||||
|
|
|
||||||
Loading…
Reference in New Issue