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Author SHA1 Message Date
Tyler Goodlet 008a3bcc2f Official service-mngr to `tractor.hilevel` move
Such that we maintain that subsys in the actor-runtime repo (with
hopefully an extensive test suite XD).

Port deats,
- rewrite `open_service_mngr()` as a thin wrapper that delegates into
  the new `tractor.hilevel.open_service_mngr()` but with maintenance of
  the `Services` class-singleton for now.
- port `.service._daemon` usage to the new
  `ServiceMngr.start_service_ctx()` a rename from
  `.start_service_task()` which is now likely destined for the soon
  supported `tractor.trionics.TaskMngr` nursery extension.
- ref the new `ServiceMngr.an: ActorNursery` instance var name.

Other,
- always enable the `tractor.pause_from_sync()` support via `greenback`
  whenever `debug_mode` is set at `pikerd` init.
2025-02-11 15:55:19 -05:00
Nelson Torres ce308b8754 Updated tractor method name. 2025-02-11 14:56:48 -05:00
Tyler Goodlet 592798c76f More service-mngr clarity notes
Nothing changing functionally here just adding more `tractor`
operational notes, tips for debug tooling and typing fixes B)

Of particular note is adding further details about the reason we do not
need to call `Context.cancel()` inside the `finally:` block of
`.open_context_in_task()` thanks to `tractor`'s new and improved
inter-actor cancellation semantics Bo
2025-02-11 14:56:48 -05:00
Tyler Goodlet 06bd305430 Drop `.cancel_actor()` from `maybe_spawn_daemon()`
Since `tractor`'s new and improved inter-actor cancellation semantics
are much more pedantic, AND bc we use the `ServiceMngr` for spawning
service actors on-demand, the caller of `maybe_spawn_daemon()` should
NEVER conduct a so called "out of band" `Actor`-runtime cancel request
since this is precisely the job of our `ServiceMngr` XD

Add a super in depth note explaining the underlying issue and adding
a todo list of how we should prolly augment `tractor` to make such cases
easier to grok and fix in the future!
2025-02-11 14:56:48 -05:00
Tyler Goodlet babb28d733 Lel, forgot to add a `SPOT` venue for `binance`.. 2025-02-11 14:56:48 -05:00
Tyler Goodlet 8c9d19e551 Mask no-data pause-point, add perps to sig.
Was orig for debugging an issue with `kucoin` i think but definitely
shouldn't be left in XD

Also add `'perpetual_future'` to `start_backfill()` input literal set.
2025-02-11 14:56:48 -05:00
Tyler Goodlet 911e929758 Prep service mngr for move to `tractor.hilevel`
Given it's a fairly simple yet useful abstraction, it makes sense to
offer this sub-sys alongside the core `tractor` runtime lib.

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

Adjust other dependent subsystems to match:
------ - ------
- use `open_service_mngr()` when first allocated in `open_pikerd()`.
- use `get_service_mngr()` instead of importing the class ref inside
  `.service.maybe_spawn_daemon()`, `.brokers._daemon.spawn_brokerd()`
  and `.data._sampling.spawn_samplerd()` using a `partial` to pack in
  the endpoint ctx kwargs (unpacked inside `.start_service()` XD).
2025-02-11 14:56:48 -05:00
Tyler Goodlet b064ded813 Port binance to `httpx`
Like other backends use the `AsyncClient` for all venue specific
client-sessions but change to allocating them inside `get_client()`
using an `AsyncExitStack` and inserting directly in the
`Client.venue_sesh: dict` table during init.

Supporting impl tweaks:
- remove most of the API client session building logic and instead make
  `Client.__init__()` take in a `venue_sessions: dict` (set it to
  `.venue_sesh`) and `conf: dict`, instead opting to do the http client
  configuration inside `get_client()` since all that code only needs to
  be run once.
 |_load config inside `get_client()` once.
 |_move session token creation into a new util func `init_api_keys()` and
  also call it from `get_client()` factory; toss in an ex. toml section
  config to the doc string.
- define `_venue_urls: dict[str, str]` (content taken from old static
  `.venue_sesh` dict) at module level and feed them as `base_url: str`
  inputs to the client create loop.
- adjust all call sigs in httpx-sesh-using methods, namely just
  `._api()`.
- do a `.exch_info()` call in `get_client()` to cache the symbology
  set.

Unrelated changes for various other outstanding buggers:
- to get futures feeds correctly loading when selected
  from search (like 'XMRUSDT.USDTM.PERP'), expect a `MktPair` input to
  `Client.bars()` such that the exact venue-key can be looked up (via
  a new `.pair2venuekey()` meth) and then passed to `._api()`.
- adjust `.broker.open_trade_dialog()` to failover to paper engine when
  there's no `api_key` key set for the `subconf` venue-key.
2025-02-11 14:56:30 -05:00
Nelson Torres fea0bee1aa Added note to exception when missing field in SpotPair class 2025-02-11 14:56:30 -05:00
Nelson Torres 9e7e02b44f Added new fields to SpotPair class in venues 2025-02-11 14:56:30 -05:00
Tyler Goodlet d65e8cad7e binance: raise `NoData` on null hist arrays
Like we do with other history backends to indicate lack of a data set.
This avoids any raise that will will bring down the backloader task with
some downstream error.

Raise a `ValueError` on no time index for now.
2025-02-11 14:56:30 -05:00
Tyler Goodlet 968d202ebc Woops, `data` can be an empty list XD 2025-02-11 14:56:30 -05:00
Tyler Goodlet 9b7a409dbb Woops, fix missing `api_url` ref in error log 2025-02-11 14:56:30 -05:00
Tyler Goodlet aec652e05c Change type-annots to use `httpx.Response` 2025-02-11 14:56:30 -05:00
Tyler Goodlet ed248225df Port `kucoin` backend to `httpx` 2025-02-11 14:56:30 -05:00
Tyler Goodlet f3620f3d42 Port `kraken` backend to `httpx` 2025-02-11 14:56:30 -05:00
23 changed files with 598 additions and 454 deletions

View File

@ -50,7 +50,7 @@ __brokers__: list[str] = [
'binance', 'binance',
'ib', 'ib',
'kraken', 'kraken',
'kucoin' 'kucoin',
# broken but used to work # broken but used to work
# 'questrade', # 'questrade',
@ -71,7 +71,7 @@ def get_brokermod(brokername: str) -> ModuleType:
Return the imported broker module by name. Return the imported broker module by name.
''' '''
module = import_module('.' + brokername, 'piker.brokers') module: ModuleType = import_module('.' + brokername, 'piker.brokers')
# we only allow monkeying because it's for internal keying # we only allow monkeying because it's for internal keying
module.name = module.__name__.split('.')[-1] module.name = module.__name__.split('.')[-1]
return module return module

View File

@ -23,6 +23,7 @@ from __future__ import annotations
from contextlib import ( from contextlib import (
asynccontextmanager as acm, asynccontextmanager as acm,
) )
from functools import partial
from types import ModuleType from types import ModuleType
from typing import ( from typing import (
TYPE_CHECKING, TYPE_CHECKING,
@ -190,14 +191,17 @@ def broker_init(
async def spawn_brokerd( async def spawn_brokerd(
brokername: str, brokername: str,
loglevel: str | None = None, loglevel: str | None = None,
**tractor_kwargs, **tractor_kwargs,
) -> bool: ) -> bool:
'''
Spawn a `brokerd.<backendname>` subactor service daemon
using `pikerd`'s service mngr.
'''
from piker.service._util import log # use service mngr log from piker.service._util import log # use service mngr log
log.info(f'Spawning {brokername} broker daemon') log.info(f'Spawning {brokername} broker daemon')
@ -217,27 +221,35 @@ async def spawn_brokerd(
# ask `pikerd` to spawn a new sub-actor and manage it under its # ask `pikerd` to spawn a new sub-actor and manage it under its
# actor nursery # actor nursery
from piker.service import Services from piker.service import (
get_service_mngr,
dname: str = tractor_kwargs.pop('name') # f'brokerd.{brokername}' ServiceMngr,
portal = await Services.actor_n.start_actor(
dname,
enable_modules=_data_mods + tractor_kwargs.pop('enable_modules'),
debug_mode=Services.debug_mode,
**tractor_kwargs
) )
dname: str = tractor_kwargs.pop('name') # f'brokerd.{brokername}'
# NOTE: the service mngr expects an already spawned actor + its mngr: ServiceMngr = get_service_mngr()
# portal ref in order to do non-blocking setup of brokerd ctx: tractor.Context = await mngr.start_service(
# service nursery. daemon_name=dname,
await Services.start_service_task( ctx_ep=partial(
dname,
portal,
# signature of target root-task endpoint # signature of target root-task endpoint
daemon_fixture_ep, daemon_fixture_ep,
# passed to daemon_fixture_ep(**kwargs)
brokername=brokername, brokername=brokername,
loglevel=loglevel, loglevel=loglevel,
),
debug_mode=mngr.debug_mode,
loglevel=loglevel,
enable_modules=(
_data_mods
+
tractor_kwargs.pop('enable_modules')
),
**tractor_kwargs
)
assert (
not ctx.cancel_called
and ctx.portal # parent side
and dname in ctx.chan.uid # subactor is named as desired
) )
return True return True
@ -262,8 +274,7 @@ async def maybe_spawn_brokerd(
from piker.service import maybe_spawn_daemon from piker.service import maybe_spawn_daemon
async with maybe_spawn_daemon( async with maybe_spawn_daemon(
service_name=f'brokerd.{brokername}',
f'brokerd.{brokername}',
service_task_target=spawn_brokerd, service_task_target=spawn_brokerd,
spawn_args={ spawn_args={
'brokername': brokername, 'brokername': brokername,

View File

@ -18,10 +18,11 @@
Handy cross-broker utils. Handy cross-broker utils.
""" """
from __future__ import annotations
from functools import partial from functools import partial
import json import json
import asks import httpx
import logging import logging
from ..log import ( from ..log import (
@ -60,11 +61,11 @@ class NoData(BrokerError):
def __init__( def __init__(
self, self,
*args, *args,
info: dict, info: dict|None = None,
) -> None: ) -> None:
super().__init__(*args) super().__init__(*args)
self.info: dict = info self.info: dict|None = info
# when raised, machinery can check if the backend # when raised, machinery can check if the backend
# set a "frame size" for doing datetime calcs. # set a "frame size" for doing datetime calcs.
@ -90,16 +91,18 @@ class DataThrottle(BrokerError):
def resproc( def resproc(
resp: asks.response_objects.Response, resp: httpx.Response,
log: logging.Logger, log: logging.Logger,
return_json: bool = True, return_json: bool = True,
log_resp: bool = False, log_resp: bool = False,
) -> asks.response_objects.Response: ) -> httpx.Response:
"""Process response and return its json content. '''
Process response and return its json content.
Raise the appropriate error on non-200 OK responses. Raise the appropriate error on non-200 OK responses.
"""
'''
if not resp.status_code == 200: if not resp.status_code == 200:
raise BrokerError(resp.body) raise BrokerError(resp.body)
try: try:

View File

@ -25,14 +25,13 @@ from __future__ import annotations
from collections import ChainMap from collections import ChainMap
from contextlib import ( from contextlib import (
asynccontextmanager as acm, asynccontextmanager as acm,
AsyncExitStack,
) )
from datetime import datetime from datetime import datetime
from pprint import pformat from pprint import pformat
from typing import ( from typing import (
Any, Any,
Callable, Callable,
Hashable,
Sequence,
Type, Type,
) )
import hmac import hmac
@ -43,8 +42,7 @@ import trio
from pendulum import ( from pendulum import (
now, now,
) )
import asks import httpx
from rapidfuzz import process as fuzzy
import numpy as np import numpy as np
from piker import config from piker import config
@ -54,6 +52,7 @@ from piker.clearing._messages import (
from piker.accounting import ( from piker.accounting import (
Asset, Asset,
digits_to_dec, digits_to_dec,
MktPair,
) )
from piker.types import Struct from piker.types import Struct
from piker.data import ( from piker.data import (
@ -69,7 +68,6 @@ from .venues import (
PAIRTYPES, PAIRTYPES,
Pair, Pair,
MarketType, MarketType,
_spot_url, _spot_url,
_futes_url, _futes_url,
_testnet_futes_url, _testnet_futes_url,
@ -79,19 +77,18 @@ from .venues import (
log = get_logger('piker.brokers.binance') log = get_logger('piker.brokers.binance')
def get_config() -> dict: def get_config() -> dict[str, Any]:
conf: dict conf: dict
path: Path path: Path
conf, path = config.load( conf, path = config.load(
conf_name='brokers', conf_name='brokers',
touch_if_dne=True, touch_if_dne=True,
) )
section: dict = conf.get('binance')
section = conf.get('binance')
if not section: if not section:
log.warning(f'No config section found for binance in {path}') log.warning(
f'No config section found for binance in {path}'
)
return {} return {}
return section return section
@ -147,7 +144,7 @@ def binance_timestamp(
class Client: class Client:
''' '''
Async ReST API client using ``trio`` + ``asks`` B) Async ReST API client using `trio` + `httpx` B)
Supports all of the spot, margin and futures endpoints depending Supports all of the spot, margin and futures endpoints depending
on method. on method.
@ -156,10 +153,17 @@ class Client:
def __init__( def __init__(
self, self,
venue_sessions: dict[
str, # venue key
tuple[httpx.AsyncClient, str] # session, eps path
],
conf: dict[str, Any],
# TODO: change this to `Client.[mkt_]venue: MarketType`? # TODO: change this to `Client.[mkt_]venue: MarketType`?
mkt_mode: MarketType = 'spot', mkt_mode: MarketType = 'spot',
) -> None: ) -> None:
self.conf = conf
# build out pair info tables for each market type # build out pair info tables for each market type
# and wrap in a chain-map view for search / query. # and wrap in a chain-map view for search / query.
self._spot_pairs: dict[str, Pair] = {} # spot info table self._spot_pairs: dict[str, Pair] = {} # spot info table
@ -186,44 +190,13 @@ class Client:
# market symbols for use by search. See `.exch_info()`. # market symbols for use by search. See `.exch_info()`.
self._pairs: ChainMap[str, Pair] = ChainMap() self._pairs: ChainMap[str, Pair] = ChainMap()
# spot EPs sesh
self._sesh = asks.Session(connections=4)
self._sesh.base_location: str = _spot_url
# spot testnet
self._test_sesh: asks.Session = asks.Session(connections=4)
self._test_sesh.base_location: str = _testnet_spot_url
# margin and extended spot endpoints session.
self._sapi_sesh = asks.Session(connections=4)
self._sapi_sesh.base_location: str = _spot_url
# futes EPs sesh
self._fapi_sesh = asks.Session(connections=4)
self._fapi_sesh.base_location: str = _futes_url
# futes testnet
self._test_fapi_sesh: asks.Session = asks.Session(connections=4)
self._test_fapi_sesh.base_location: str = _testnet_futes_url
# global client "venue selection" mode. # global client "venue selection" mode.
# set this when you want to switch venues and not have to # set this when you want to switch venues and not have to
# specify the venue for the next request. # specify the venue for the next request.
self.mkt_mode: MarketType = mkt_mode self.mkt_mode: MarketType = mkt_mode
# per 8 # per-mkt-venue API client table
self.venue_sesh: dict[ self.venue_sesh = venue_sessions
str, # venue key
tuple[asks.Session, str] # session, eps path
] = {
'spot': (self._sesh, '/api/v3/'),
'spot_testnet': (self._test_sesh, '/fapi/v1/'),
'margin': (self._sapi_sesh, '/sapi/v1/'),
'usdtm_futes': (self._fapi_sesh, '/fapi/v1/'),
'usdtm_futes_testnet': (self._test_fapi_sesh, '/fapi/v1/'),
# 'futes_coin': self._dapi, # TODO
}
# lookup for going from `.mkt_mode: str` to the config # lookup for going from `.mkt_mode: str` to the config
# subsection `key: str` # subsection `key: str`
@ -238,40 +211,6 @@ class Client:
'futes': ['usdtm_futes'], 'futes': ['usdtm_futes'],
} }
# for creating API keys see,
# https://www.binance.com/en/support/faq/how-to-create-api-keys-on-binance-360002502072
self.conf: dict = get_config()
for key, subconf in self.conf.items():
if api_key := subconf.get('api_key', ''):
venue_keys: list[str] = self.confkey2venuekeys[key]
venue_key: str
sesh: asks.Session
for venue_key in venue_keys:
sesh, _ = self.venue_sesh[venue_key]
api_key_header: dict = {
# taken from official:
# https://github.com/binance/binance-futures-connector-python/blob/main/binance/api.py#L47
"Content-Type": "application/json;charset=utf-8",
# TODO: prolly should just always query and copy
# in the real latest ver?
"User-Agent": "binance-connector/6.1.6smbz6",
"X-MBX-APIKEY": api_key,
}
sesh.headers.update(api_key_header)
# if `.use_tesnet = true` in the config then
# also add headers for the testnet session which
# will be used for all order control
if subconf.get('use_testnet', False):
testnet_sesh, _ = self.venue_sesh[
venue_key + '_testnet'
]
testnet_sesh.headers.update(api_key_header)
def _mk_sig( def _mk_sig(
self, self,
data: dict, data: dict,
@ -290,7 +229,6 @@ class Client:
'to define the creds for auth-ed endpoints!?' 'to define the creds for auth-ed endpoints!?'
) )
# XXX: Info on security and authentification # XXX: Info on security and authentification
# https://binance-docs.github.io/apidocs/#endpoint-security-type # https://binance-docs.github.io/apidocs/#endpoint-security-type
if not (api_secret := subconf.get('api_secret')): if not (api_secret := subconf.get('api_secret')):
@ -319,7 +257,7 @@ class Client:
params: dict, params: dict,
method: str = 'get', method: str = 'get',
venue: str | None = None, # if None use `.mkt_mode` state venue: str|None = None, # if None use `.mkt_mode` state
signed: bool = False, signed: bool = False,
allow_testnet: bool = False, allow_testnet: bool = False,
@ -330,8 +268,9 @@ class Client:
- /fapi/v3/ USD-M FUTURES, or - /fapi/v3/ USD-M FUTURES, or
- /api/v3/ SPOT/MARGIN - /api/v3/ SPOT/MARGIN
account/market endpoint request depending on either passed in `venue: str` account/market endpoint request depending on either passed in
or the current setting `.mkt_mode: str` setting, default `'spot'`. `venue: str` or the current setting `.mkt_mode: str` setting,
default `'spot'`.
Docs per venue API: Docs per venue API:
@ -360,9 +299,6 @@ class Client:
venue=venue_key, venue=venue_key,
) )
sesh: asks.Session
path: str
# Check if we're configured to route order requests to the # Check if we're configured to route order requests to the
# venue equivalent's testnet. # venue equivalent's testnet.
use_testnet: bool = False use_testnet: bool = False
@ -387,11 +323,12 @@ class Client:
# ctl machinery B) # ctl machinery B)
venue_key += '_testnet' venue_key += '_testnet'
sesh, path = self.venue_sesh[venue_key] client: httpx.AsyncClient
path: str
meth: Callable = getattr(sesh, method) client, path = self.venue_sesh[venue_key]
meth: Callable = getattr(client, method)
resp = await meth( resp = await meth(
path=path + endpoint, url=path + endpoint,
params=params, params=params,
timeout=float('inf'), timeout=float('inf'),
) )
@ -433,7 +370,15 @@ class Client:
item['filters'] = filters item['filters'] = filters
pair_type: Type = PAIRTYPES[venue] pair_type: Type = PAIRTYPES[venue]
try:
pair: Pair = pair_type(**item) pair: Pair = pair_type(**item)
except Exception as e:
e.add_note(
"\nDon't panic, prolly stupid binance changed their symbology schema again..\n"
'Check out their API docs here:\n\n'
'https://binance-docs.github.io/apidocs/spot/en/#exchange-information'
)
raise
pair_table[pair.symbol.upper()] = pair pair_table[pair.symbol.upper()] = pair
# update an additional top-level-cross-venue-table # update an additional top-level-cross-venue-table
@ -528,7 +473,9 @@ class Client:
''' '''
pair_table: dict[str, Pair] = self._venue2pairs[ pair_table: dict[str, Pair] = self._venue2pairs[
venue or self.mkt_mode venue
or
self.mkt_mode
] ]
if ( if (
expiry expiry
@ -547,9 +494,9 @@ class Client:
venues: list[str] = [venue] venues: list[str] = [venue]
# batch per-venue download of all exchange infos # batch per-venue download of all exchange infos
async with trio.open_nursery() as rn: async with trio.open_nursery() as tn:
for ven in venues: for ven in venues:
rn.start_soon( tn.start_soon(
self._cache_pairs, self._cache_pairs,
ven, ven,
) )
@ -602,11 +549,11 @@ class Client:
) -> dict[str, Any]: ) -> dict[str, Any]:
fq_pairs: dict = await self.exch_info() fq_pairs: dict[str, Pair] = await self.exch_info()
# TODO: cache this list like we were in # TODO: cache this list like we were in
# `open_symbol_search()`? # `open_symbol_search()`?
keys: list[str] = list(fq_pairs) # keys: list[str] = list(fq_pairs)
return match_from_pairs( return match_from_pairs(
pairs=fq_pairs, pairs=fq_pairs,
@ -614,9 +561,20 @@ class Client:
score_cutoff=50, score_cutoff=50,
) )
def pair2venuekey(
self,
pair: Pair,
) -> str:
return {
'USDTM': 'usdtm_futes',
'SPOT': 'spot',
# 'COINM': 'coin_futes',
# ^-TODO-^ bc someone might want it..?
}[pair.venue]
async def bars( async def bars(
self, self,
symbol: str, mkt: MktPair,
start_dt: datetime | None = None, start_dt: datetime | None = None,
end_dt: datetime | None = None, end_dt: datetime | None = None,
@ -646,16 +604,20 @@ class Client:
start_time = binance_timestamp(start_dt) start_time = binance_timestamp(start_dt)
end_time = binance_timestamp(end_dt) end_time = binance_timestamp(end_dt)
bs_pair: Pair = self._pairs[mkt.bs_fqme.upper()]
# https://binance-docs.github.io/apidocs/spot/en/#kline-candlestick-data # https://binance-docs.github.io/apidocs/spot/en/#kline-candlestick-data
bars = await self._api( bars = await self._api(
'klines', 'klines',
params={ params={
'symbol': symbol.upper(), # NOTE: always query using their native symbology!
'symbol': mkt.bs_mktid.upper(),
'interval': '1m', 'interval': '1m',
'startTime': start_time, 'startTime': start_time,
'endTime': end_time, 'endTime': end_time,
'limit': limit 'limit': limit
}, },
venue=self.pair2venuekey(bs_pair),
allow_testnet=False, allow_testnet=False,
) )
new_bars: list[tuple] = [] new_bars: list[tuple] = []
@ -972,17 +934,148 @@ class Client:
await self.close_listen_key(key) await self.close_listen_key(key)
@acm _venue_urls: dict[str, str] = {
async def get_client() -> Client: 'spot': (
_spot_url,
'/api/v3/',
),
'spot_testnet': (
_testnet_spot_url,
'/fapi/v1/'
),
# margin and extended spot endpoints session.
# TODO: did this ever get implemented fully?
# 'margin': (
# _spot_url,
# '/sapi/v1/'
# ),
client = Client() 'usdtm_futes': (
await client.exch_info() _futes_url,
log.info( '/fapi/v1/',
f'{client} in {client.mkt_mode} mode: caching exchange infos..\n' ),
'Cached multi-market pairs:\n'
f'spot: {len(client._spot_pairs)}\n' 'usdtm_futes_testnet': (
f'usdtm_futes: {len(client._ufutes_pairs)}\n' _testnet_futes_url,
f'Total: {len(client._pairs)}\n' '/fapi/v1/',
),
# TODO: for anyone who actually needs it ;P
# 'coin_futes': ()
}
def init_api_keys(
client: Client,
conf: dict[str, Any],
) -> None:
'''
Set up per-venue API keys each http client according to the user's
`brokers.conf`.
For ex, to use spot-testnet and live usdt futures APIs:
```toml
[binance]
# spot test net
spot.use_testnet = true
spot.api_key = '<spot_api_key_from_binance_account>'
spot.api_secret = '<spot_api_key_password>'
# futes live
futes.use_testnet = false
accounts.usdtm = 'futes'
futes.api_key = '<futes_api_key_from_binance>'
futes.api_secret = '<futes_api_key_password>''
# if uncommented will use the built-in paper engine and not
# connect to `binance` API servers for order ctl.
# accounts.paper = 'paper'
```
'''
for key, subconf in conf.items():
if api_key := subconf.get('api_key', ''):
venue_keys: list[str] = client.confkey2venuekeys[key]
venue_key: str
client: httpx.AsyncClient
for venue_key in venue_keys:
client, _ = client.venue_sesh[venue_key]
api_key_header: dict = {
# taken from official:
# https://github.com/binance/binance-futures-connector-python/blob/main/binance/api.py#L47
"Content-Type": "application/json;charset=utf-8",
# TODO: prolly should just always query and copy
# in the real latest ver?
"User-Agent": "binance-connector/6.1.6smbz6",
"X-MBX-APIKEY": api_key,
}
client.headers.update(api_key_header)
# if `.use_tesnet = true` in the config then
# also add headers for the testnet session which
# will be used for all order control
if subconf.get('use_testnet', False):
testnet_sesh, _ = client.venue_sesh[
venue_key + '_testnet'
]
testnet_sesh.headers.update(api_key_header)
@acm
async def get_client(
mkt_mode: MarketType = 'spot',
) -> Client:
'''
Construct an single `piker` client which composes multiple underlying venue
specific API clients both for live and test networks.
'''
venue_sessions: dict[
str, # venue key
tuple[httpx.AsyncClient, str] # session, eps path
] = {}
async with AsyncExitStack() as client_stack:
for name, (base_url, path) in _venue_urls.items():
api: httpx.AsyncClient = await client_stack.enter_async_context(
httpx.AsyncClient(
base_url=base_url,
# headers={},
# TODO: is there a way to numerate this?
# https://www.python-httpx.org/advanced/clients/#why-use-a-client
# connections=4
)
)
venue_sessions[name] = (
api,
path,
) )
conf: dict[str, Any] = get_config()
# for creating API keys see,
# https://www.binance.com/en/support/faq/how-to-create-api-keys-on-binance-360002502072
client = Client(
venue_sessions=venue_sessions,
conf=conf,
mkt_mode=mkt_mode,
)
init_api_keys(
client=client,
conf=conf,
)
fq_pairs: dict[str, Pair] = await client.exch_info()
assert fq_pairs
log.info(
f'Loaded multi-venue `Client` in mkt_mode={client.mkt_mode!r}\n\n'
f'Symbology Summary:\n'
f'------ - ------\n'
f'spot: {len(client._spot_pairs)}\n'
f'usdtm_futes: {len(client._ufutes_pairs)}\n'
'------ - ------\n'
f'total: {len(client._pairs)}\n'
)
yield client yield client

View File

@ -264,15 +264,20 @@ async def open_trade_dialog(
# do a open_symcache() call.. though maybe we can hide # do a open_symcache() call.. though maybe we can hide
# this in a new async version of open_account()? # this in a new async version of open_account()?
async with open_cached_client('binance') as client: async with open_cached_client('binance') as client:
subconf: dict = client.conf[venue_name] subconf: dict|None = client.conf.get(venue_name)
use_testnet = subconf.get('use_testnet', False)
# XXX: if no futes.api_key or spot.api_key has been set we # XXX: if no futes.api_key or spot.api_key has been set we
# always fall back to the paper engine! # always fall back to the paper engine!
if not subconf.get('api_key'): if (
not subconf
or
not subconf.get('api_key')
):
await ctx.started('paper') await ctx.started('paper')
return return
use_testnet: bool = subconf.get('use_testnet', False)
async with ( async with (
open_cached_client('binance') as client, open_cached_client('binance') as client,
): ):

View File

@ -48,6 +48,7 @@ import tractor
from piker.brokers import ( from piker.brokers import (
open_cached_client, open_cached_client,
NoData,
) )
from piker._cacheables import ( from piker._cacheables import (
async_lifo_cache, async_lifo_cache,
@ -252,24 +253,30 @@ async def open_history_client(
else: else:
client.mkt_mode = 'spot' client.mkt_mode = 'spot'
# NOTE: always query using their native symbology! array: np.ndarray = await client.bars(
mktid: str = mkt.bs_mktid mkt=mkt,
array = await client.bars(
mktid,
start_dt=start_dt, start_dt=start_dt,
end_dt=end_dt, end_dt=end_dt,
) )
if array.size == 0:
raise NoData(
f'No frame for {start_dt} -> {end_dt}\n'
)
times = array['time'] times = array['time']
if ( if not times.any():
end_dt is None raise ValueError(
): 'Bad frame with null-times?\n\n'
inow = round(time.time()) f'{times}'
)
if end_dt is None:
inow: int = round(time.time())
if (inow - times[-1]) > 60: if (inow - times[-1]) > 60:
await tractor.pause() await tractor.pause()
start_dt = from_timestamp(times[0]) start_dt = from_timestamp(times[0])
end_dt = from_timestamp(times[-1]) end_dt = from_timestamp(times[-1])
return array, start_dt, end_dt return array, start_dt, end_dt
yield get_ohlc, {'erlangs': 3, 'rate': 3} yield get_ohlc, {'erlangs': 3, 'rate': 3}

View File

@ -137,10 +137,12 @@ class SpotPair(Pair, frozen=True):
quoteOrderQtyMarketAllowed: bool quoteOrderQtyMarketAllowed: bool
isSpotTradingAllowed: bool isSpotTradingAllowed: bool
isMarginTradingAllowed: bool isMarginTradingAllowed: bool
otoAllowed: bool
defaultSelfTradePreventionMode: str defaultSelfTradePreventionMode: str
allowedSelfTradePreventionModes: list[str] allowedSelfTradePreventionModes: list[str]
permissions: list[str] permissions: list[str]
permissionSets: list[list[str]]
# 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'

View File

@ -27,8 +27,8 @@ from typing import (
) )
import time import time
import httpx
import pendulum import pendulum
import asks
import numpy as np import numpy as np
import urllib.parse import urllib.parse
import hashlib import hashlib
@ -60,6 +60,11 @@ log = get_logger('piker.brokers.kraken')
# <uri>/<version>/ # <uri>/<version>/
_url = 'https://api.kraken.com/0' _url = 'https://api.kraken.com/0'
_headers: dict[str, str] = {
'User-Agent': 'krakenex/2.1.0 (+https://github.com/veox/python3-krakenex)'
}
# TODO: this is the only backend providing this right? # TODO: this is the only backend providing this right?
# in which case we should drop it from the defaults and # in which case we should drop it from the defaults and
# instead make a custom fields descr in this module! # instead make a custom fields descr in this module!
@ -135,16 +140,15 @@ class Client:
def __init__( def __init__(
self, self,
config: dict[str, str], config: dict[str, str],
httpx_client: httpx.AsyncClient,
name: str = '', name: str = '',
api_key: str = '', api_key: str = '',
secret: str = '' secret: str = ''
) -> None: ) -> None:
self._sesh = asks.Session(connections=4)
self._sesh.base_location = _url self._sesh: httpx.AsyncClient = httpx_client
self._sesh.headers.update({
'User-Agent':
'krakenex/2.1.0 (+https://github.com/veox/python3-krakenex)'
})
self._name = name self._name = name
self._api_key = api_key self._api_key = api_key
self._secret = secret self._secret = secret
@ -166,10 +170,9 @@ class Client:
method: str, method: str,
data: dict, data: dict,
) -> dict[str, Any]: ) -> dict[str, Any]:
resp = await self._sesh.post( resp: httpx.Response = await self._sesh.post(
path=f'/public/{method}', url=f'/public/{method}',
json=data, json=data,
timeout=float('inf')
) )
return resproc(resp, log) return resproc(resp, log)
@ -180,18 +183,18 @@ class Client:
uri_path: str uri_path: str
) -> dict[str, Any]: ) -> dict[str, Any]:
headers = { headers = {
'Content-Type': 'Content-Type': 'application/x-www-form-urlencoded',
'application/x-www-form-urlencoded', 'API-Key': self._api_key,
'API-Key': 'API-Sign': get_kraken_signature(
self._api_key, uri_path,
'API-Sign': data,
get_kraken_signature(uri_path, data, self._secret) self._secret,
),
} }
resp = await self._sesh.post( resp: httpx.Response = await self._sesh.post(
path=f'/private/{method}', url=f'/private/{method}',
data=data, data=data,
headers=headers, headers=headers,
timeout=float('inf')
) )
return resproc(resp, log) return resproc(resp, log)
@ -665,10 +668,19 @@ class Client:
@acm @acm
async def get_client() -> Client: async def get_client() -> Client:
conf = get_config() conf: dict[str, Any] = get_config()
async with httpx.AsyncClient(
base_url=_url,
headers=_headers,
# TODO: is there a way to numerate this?
# https://www.python-httpx.org/advanced/clients/#why-use-a-client
# connections=4
) as trio_client:
if conf: if conf:
client = Client( client = Client(
conf, conf,
httpx_client=trio_client,
# TODO: don't break these up and just do internal # TODO: don't break these up and just do internal
# conf lookups instead.. # conf lookups instead..
@ -677,7 +689,10 @@ async def get_client() -> Client:
secret=conf['secret'] secret=conf['secret']
) )
else: else:
client = Client({}) client = Client(
conf={},
httpx_client=trio_client,
)
# at startup, load all symbols, and asset info in # at startup, load all symbols, and asset info in
# batch requests. # batch requests.

View File

@ -612,18 +612,18 @@ async def open_trade_dialog(
# enter relay loop # enter relay loop
await handle_order_updates( await handle_order_updates(
client, client=client,
ws, ws=ws,
stream, ws_stream=stream,
ems_stream, ems_stream=ems_stream,
apiflows, apiflows=apiflows,
ids, ids=ids,
reqids2txids, reqids2txids=reqids2txids,
acnt, acnt=acnt,
api_trans, ledger=ledger,
acctid, acctid=acctid,
acc_name, acc_name=acc_name,
token, token=token,
) )
@ -639,7 +639,8 @@ async def handle_order_updates(
# transaction records which will be updated # transaction records which will be updated
# on new trade clearing events (aka order "fills") # on new trade clearing events (aka order "fills")
ledger_trans: dict[str, Transaction], ledger: TransactionLedger,
# ledger_trans: dict[str, Transaction],
acctid: str, acctid: str,
acc_name: str, acc_name: str,
token: str, token: str,
@ -699,7 +700,8 @@ async def handle_order_updates(
# if tid not in ledger_trans # if tid not in ledger_trans
} }
for tid, trade in trades.items(): for tid, trade in trades.items():
assert tid not in ledger_trans # assert tid not in ledger_trans
assert tid not in ledger
txid = trade['ordertxid'] txid = trade['ordertxid']
reqid = trade.get('userref') reqid = trade.get('userref')
@ -747,11 +749,17 @@ async def handle_order_updates(
client, client,
api_name_set='wsname', api_name_set='wsname',
) )
ppmsgs = trades2pps( ppmsgs: list[BrokerdPosition] = trades2pps(
acnt, acnt=acnt,
acctid, ledger=ledger,
new_trans, acctid=acctid,
new_trans=new_trans,
) )
# ppmsgs = trades2pps(
# acnt,
# acctid,
# new_trans,
# )
for pp_msg in ppmsgs: for pp_msg in ppmsgs:
await ems_stream.send(pp_msg) await ems_stream.send(pp_msg)

View File

@ -16,10 +16,9 @@
# along with this program. If not, see <https://www.gnu.org/licenses/>. # along with this program. If not, see <https://www.gnu.org/licenses/>.
''' '''
Kucoin broker backend Kucoin cex API backend.
''' '''
from contextlib import ( from contextlib import (
asynccontextmanager as acm, asynccontextmanager as acm,
aclosing, aclosing,
@ -42,7 +41,7 @@ import wsproto
from uuid import uuid4 from uuid import uuid4
from trio_typing import TaskStatus from trio_typing import TaskStatus
import asks import httpx
from bidict import bidict from bidict import bidict
import numpy as np import numpy as np
import pendulum import pendulum
@ -212,8 +211,12 @@ def get_config() -> BrokerConfig | None:
class Client: class Client:
def __init__(self) -> None: def __init__(
self._config: BrokerConfig | None = get_config() self,
httpx_client: httpx.AsyncClient,
) -> None:
self._http: httpx.AsyncClient = httpx_client
self._config: BrokerConfig|None = get_config()
self._pairs: dict[str, KucoinMktPair] = {} self._pairs: dict[str, KucoinMktPair] = {}
self._fqmes2mktids: bidict[str, str] = bidict() self._fqmes2mktids: bidict[str, str] = bidict()
self._bars: list[list[float]] = [] self._bars: list[list[float]] = []
@ -227,18 +230,24 @@ class Client:
) -> dict[str, str | bytes]: ) -> dict[str, str | bytes]:
''' '''
Generate authenticated request headers Generate authenticated request headers:
https://docs.kucoin.com/#authentication https://docs.kucoin.com/#authentication
https://www.kucoin.com/docs/basic-info/connection-method/authentication/creating-a-request
https://www.kucoin.com/docs/basic-info/connection-method/authentication/signing-a-message
''' '''
if not self._config: if not self._config:
raise ValueError( raise ValueError(
'No config found when trying to send authenticated request') 'No config found when trying to send authenticated request'
)
str_to_sign = ( str_to_sign = (
str(int(time.time() * 1000)) str(int(time.time() * 1000))
+ action + f'/api/{api}/{endpoint.lstrip("/")}' +
action
+
f'/api/{api}/{endpoint.lstrip("/")}'
) )
signature = base64.b64encode( signature = base64.b64encode(
@ -249,6 +258,7 @@ class Client:
).digest() ).digest()
) )
# TODO: can we cache this between calls?
passphrase = base64.b64encode( passphrase = base64.b64encode(
hmac.new( hmac.new(
self._config.key_secret.encode('utf-8'), self._config.key_secret.encode('utf-8'),
@ -270,8 +280,10 @@ class Client:
self, self,
action: Literal['POST', 'GET'], action: Literal['POST', 'GET'],
endpoint: str, endpoint: str,
api: str = 'v2', api: str = 'v2',
headers: dict = {}, headers: dict = {},
) -> Any: ) -> Any:
''' '''
Generic request wrapper for Kucoin API Generic request wrapper for Kucoin API
@ -284,14 +296,19 @@ class Client:
api, api,
) )
api_url = f'https://api.kucoin.com/api/{api}/{endpoint}' req_meth: Callable = getattr(
self._http,
res = await asks.request(action, api_url, headers=headers) action.lower(),
)
json = res.json() res = await req_meth(
if 'data' in json: url=f'/{api}/{endpoint}',
return json['data'] headers=headers,
)
json: dict = res.json()
if (data := json.get('data')) is not None:
return data
else: else:
api_url: str = self._http.base_url
log.error( log.error(
f'Error making request to {api_url} ->\n' f'Error making request to {api_url} ->\n'
f'{pformat(res)}' f'{pformat(res)}'
@ -311,7 +328,7 @@ class Client:
''' '''
token_type = 'private' if private else 'public' token_type = 'private' if private else 'public'
try: try:
data: dict[str, Any] | None = await self._request( data: dict[str, Any]|None = await self._request(
'POST', 'POST',
endpoint=f'bullet-{token_type}', endpoint=f'bullet-{token_type}',
api='v1' api='v1'
@ -349,8 +366,8 @@ class Client:
currencies: dict[str, Currency] = {} currencies: dict[str, Currency] = {}
entries: list[dict] = await self._request( entries: list[dict] = await self._request(
'GET', 'GET',
api='v1',
endpoint='currencies', endpoint='currencies',
api='v1',
) )
for entry in entries: for entry in entries:
curr = Currency(**entry).copy() curr = Currency(**entry).copy()
@ -366,7 +383,10 @@ class Client:
dict[str, KucoinMktPair], dict[str, KucoinMktPair],
bidict[str, KucoinMktPair], bidict[str, KucoinMktPair],
]: ]:
entries = await self._request('GET', 'symbols') entries = await self._request(
'GET',
endpoint='symbols',
)
log.info(f' {len(entries)} Kucoin market pairs fetched') log.info(f' {len(entries)} Kucoin market pairs fetched')
pairs: dict[str, KucoinMktPair] = {} pairs: dict[str, KucoinMktPair] = {}
@ -567,10 +587,18 @@ def fqme_to_kucoin_sym(
@acm @acm
async def get_client() -> AsyncGenerator[Client, None]: async def get_client() -> AsyncGenerator[Client, None]:
client = Client() '''
Load an API `Client` preconfigured from user settings
async with trio.open_nursery() as n: '''
n.start_soon(client.get_mkt_pairs) async with (
httpx.AsyncClient(
base_url=f'https://api.kucoin.com/api',
) as trio_client,
):
client = Client(httpx_client=trio_client)
async with trio.open_nursery() as tn:
tn.start_soon(client.get_mkt_pairs)
await client.get_currencies() await client.get_currencies()
yield client yield client

View File

@ -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

View File

@ -25,6 +25,7 @@ from collections import (
defaultdict, defaultdict,
) )
from contextlib import asynccontextmanager as acm from contextlib import asynccontextmanager as acm
from functools import partial
import time import time
from typing import ( from typing import (
Any, Any,
@ -42,7 +43,7 @@ from tractor.trionics import (
maybe_open_nursery, maybe_open_nursery,
) )
import trio import trio
from trio_typing import TaskStatus from trio import TaskStatus
from .ticktools import ( from .ticktools import (
frame_ticks, frame_ticks,
@ -70,6 +71,7 @@ if TYPE_CHECKING:
_default_delay_s: float = 1.0 _default_delay_s: float = 1.0
# TODO: use new `tractor.singleton_acm` API for this!
class Sampler: class Sampler:
''' '''
Global sampling engine registry. Global sampling engine registry.
@ -79,9 +81,9 @@ class Sampler:
This non-instantiated type is meant to be a singleton within This non-instantiated type is meant to be a singleton within
a `samplerd` actor-service spawned once by the user wishing to a `samplerd` actor-service spawned once by the user wishing to
time-step-sample (real-time) quote feeds, see time-step-sample a (real-time) quote feeds, see
``.service.maybe_open_samplerd()`` and the below `.service.maybe_open_samplerd()` and the below
``register_with_sampler()``. `register_with_sampler()`.
''' '''
service_nursery: None | trio.Nursery = None service_nursery: None | trio.Nursery = None
@ -375,7 +377,10 @@ async def register_with_sampler(
assert Sampler.ohlcv_shms assert Sampler.ohlcv_shms
# unblock caller # unblock caller
await ctx.started(set(Sampler.ohlcv_shms.keys())) await ctx.started(
# XXX bc msgpack only allows one array type!
list(Sampler.ohlcv_shms.keys())
)
if open_index_stream: if open_index_stream:
try: try:
@ -419,7 +424,6 @@ async def register_with_sampler(
async def spawn_samplerd( async def spawn_samplerd(
loglevel: str | None = None, loglevel: str | None = None,
**extra_tractor_kwargs **extra_tractor_kwargs
@ -429,7 +433,10 @@ async def spawn_samplerd(
update and increment count write and stream broadcasting. update and increment count write and stream broadcasting.
''' '''
from piker.service import Services from piker.service import (
get_service_mngr,
ServiceMngr,
)
dname = 'samplerd' dname = 'samplerd'
log.info(f'Spawning `{dname}`') log.info(f'Spawning `{dname}`')
@ -437,26 +444,33 @@ async def spawn_samplerd(
# singleton lock creation of ``samplerd`` since we only ever want # singleton lock creation of ``samplerd`` since we only ever want
# one daemon per ``pikerd`` proc tree. # one daemon per ``pikerd`` proc tree.
# TODO: make this built-into the service api? # TODO: make this built-into the service api?
async with Services.locks[dname + '_singleton']: mngr: ServiceMngr = get_service_mngr()
already_started: bool = dname in mngr.service_tasks
if dname not in Services.service_tasks: async with mngr._locks[dname + '_singleton']:
ctx: Context = await mngr.start_service(
daemon_name=dname,
ctx_ep=partial(
register_with_sampler,
period_s=1,
sub_for_broadcasts=False,
),
debug_mode=mngr.debug_mode, # set by pikerd flag
portal = await Services.actor_n.start_actor( # proxy-through to tractor
dname,
enable_modules=[ enable_modules=[
'piker.data._sampling', 'piker.data._sampling',
], ],
loglevel=loglevel, loglevel=loglevel,
debug_mode=Services.debug_mode, # set by pikerd flag
**extra_tractor_kwargs **extra_tractor_kwargs
) )
if not already_started:
await Services.start_service_task( assert (
dname, ctx
portal, and
register_with_sampler, ctx.portal
period_s=1, and
sub_for_broadcasts=False, not ctx.cancel_called
) )
return True return True
@ -889,6 +903,7 @@ async def uniform_rate_send(
# to consumers which crash or lose network connection. # to consumers which crash or lose network connection.
# I.e. we **DO NOT** want to crash and propagate up to # I.e. we **DO NOT** want to crash and propagate up to
# ``pikerd`` these kinds of errors! # ``pikerd`` these kinds of errors!
trio.EndOfChannel,
trio.ClosedResourceError, trio.ClosedResourceError,
trio.BrokenResourceError, trio.BrokenResourceError,
ConnectionResetError, ConnectionResetError,

View File

@ -30,7 +30,11 @@ Actor runtime primtives and (distributed) service APIs for,
=> TODO: maybe to (re)move elsewhere? => TODO: maybe to (re)move elsewhere?
''' '''
from ._mngr import Services as Services from ._mngr import (
get_service_mngr as get_service_mngr,
open_service_mngr as open_service_mngr,
ServiceMngr as ServiceMngr,
)
from ._registry import ( from ._registry import (
_tractor_kwargs as _tractor_kwargs, _tractor_kwargs as _tractor_kwargs,
_default_reg_addr as _default_reg_addr, _default_reg_addr as _default_reg_addr,

View File

@ -21,7 +21,6 @@
from __future__ import annotations from __future__ import annotations
import os import os
from typing import ( from typing import (
Optional,
Any, Any,
ClassVar, ClassVar,
) )
@ -30,13 +29,13 @@ from contextlib import (
) )
import tractor import tractor
import trio
from ._util import ( from ._util import (
get_console_log, get_console_log,
) )
from ._mngr import ( from ._mngr import (
Services, open_service_mngr,
ServiceMngr,
) )
from ._registry import ( # noqa from ._registry import ( # noqa
_tractor_kwargs, _tractor_kwargs,
@ -59,7 +58,7 @@ async def open_piker_runtime(
registry_addrs: list[tuple[str, int]] = [], registry_addrs: list[tuple[str, int]] = [],
enable_modules: list[str] = [], enable_modules: list[str] = [],
loglevel: Optional[str] = None, loglevel: str|None = None,
# XXX NOTE XXX: you should pretty much never want debug mode # XXX NOTE XXX: you should pretty much never want debug mode
# for data daemons when running in production. # for data daemons when running in production.
@ -69,7 +68,7 @@ async def open_piker_runtime(
# and spawn the service tree distributed per that. # and spawn the service tree distributed per that.
start_method: str = 'trio', start_method: str = 'trio',
tractor_runtime_overrides: dict | None = None, tractor_runtime_overrides: dict|None = None,
**tractor_kwargs, **tractor_kwargs,
) -> tuple[ ) -> tuple[
@ -119,6 +118,10 @@ async def open_piker_runtime(
# spawn other specialized daemons I think? # spawn other specialized daemons I think?
enable_modules=enable_modules, enable_modules=enable_modules,
# TODO: how to configure this?
# keep it on by default if debug mode is set?
# maybe_enable_greenback=debug_mode,
**tractor_kwargs, **tractor_kwargs,
) as actor, ) as actor,
@ -167,12 +170,13 @@ async def open_pikerd(
**kwargs, **kwargs,
) -> Services: ) -> ServiceMngr:
''' '''
Start a root piker daemon with an indefinite lifetime. Start a root piker daemon actor (aka `pikerd`) with an indefinite
lifetime.
A root actor nursery is created which can be used to create and keep A root actor-nursery is created which can be used to spawn and
alive underling services (see below). supervise underling service sub-actors (see below).
''' '''
# NOTE: for the root daemon we always enable the root # NOTE: for the root daemon we always enable the root
@ -199,8 +203,6 @@ async def open_pikerd(
root_actor, root_actor,
reg_addrs, reg_addrs,
), ),
tractor.open_nursery() as actor_nursery,
trio.open_nursery() as service_nursery,
): ):
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:
@ -209,25 +211,17 @@ async def open_pikerd(
'Maybe you have another daemon already running?' 'Maybe you have another daemon already running?'
) )
# assign globally for future daemon/task creation mngr: ServiceMngr
Services.actor_n = actor_nursery async with open_service_mngr(
Services.service_n = service_nursery debug_mode=debug_mode,
Services.debug_mode = debug_mode ) as mngr:
yield mngr
try:
yield Services
finally:
# TODO: is this more clever/efficient?
# if 'samplerd' in Services.service_tasks:
# await Services.cancel_service('samplerd')
service_nursery.cancel_scope.cancel()
# TODO: do we even need this? # TODO: do we even need this?
# @acm # @acm
# async def maybe_open_runtime( # async def maybe_open_runtime(
# loglevel: Optional[str] = None, # loglevel: str|None = None,
# **kwargs, # **kwargs,
# ) -> None: # ) -> None:
@ -256,7 +250,7 @@ async def maybe_open_pikerd(
loglevel: str | None = None, loglevel: str | None = None,
**kwargs, **kwargs,
) -> tractor._portal.Portal | ClassVar[Services]: ) -> tractor._portal.Portal | ClassVar[ServiceMngr]:
''' '''
If no ``pikerd`` daemon-root-actor can be found start it and If no ``pikerd`` daemon-root-actor can be found start it and
yield up (we should probably figure out returning a portal to self yield up (we should probably figure out returning a portal to self

View File

@ -49,7 +49,7 @@ from requests.exceptions import (
ReadTimeout, ReadTimeout,
) )
from ._mngr import Services from ._mngr import ServiceMngr
from ._util import ( from ._util import (
log, # sub-sys logger log, # sub-sys logger
get_console_log, get_console_log,
@ -453,7 +453,7 @@ async def open_ahabd(
@acm @acm
async def start_ahab_service( async def start_ahab_service(
services: Services, services: ServiceMngr,
service_name: str, service_name: str,
# endpoint config passed as **kwargs # endpoint config passed as **kwargs
@ -549,7 +549,8 @@ async def start_ahab_service(
log.warning('Failed to cancel root permsed container') log.warning('Failed to cancel root permsed container')
except ( except (
trio.MultiError, # trio.MultiError,
ExceptionGroup,
) as err: ) as err:
for subexc in err.exceptions: for subexc in err.exceptions:
if isinstance(subexc, PermissionError): if isinstance(subexc, PermissionError):

View File

@ -26,14 +26,17 @@ from typing import (
from contextlib import ( from contextlib import (
asynccontextmanager as acm, asynccontextmanager as acm,
) )
from collections import defaultdict
import tractor import tractor
import trio
from ._util import ( from ._util import (
log, # sub-sys logger log, # sub-sys logger
) )
from ._mngr import ( from ._mngr import (
Services, get_service_mngr,
ServiceMngr,
) )
from ._actor_runtime import maybe_open_pikerd from ._actor_runtime import maybe_open_pikerd
from ._registry import find_service from ._registry import find_service
@ -41,15 +44,14 @@ from ._registry import find_service
@acm @acm
async def maybe_spawn_daemon( async def maybe_spawn_daemon(
service_name: str, service_name: str,
service_task_target: Callable, service_task_target: Callable,
spawn_args: dict[str, Any], spawn_args: dict[str, Any],
loglevel: str | None = None, loglevel: str | None = None,
singleton: bool = False, singleton: bool = False,
_locks = defaultdict(trio.Lock),
**pikerd_kwargs, **pikerd_kwargs,
) -> tractor.Portal: ) -> tractor.Portal:
@ -67,7 +69,7 @@ async def maybe_spawn_daemon(
''' '''
# serialize access to this section to avoid # serialize access to this section to avoid
# 2 or more tasks racing to create a daemon # 2 or more tasks racing to create a daemon
lock = Services.locks[service_name] lock = _locks[service_name]
await lock.acquire() await lock.acquire()
async with find_service( async with find_service(
@ -102,6 +104,12 @@ async def maybe_spawn_daemon(
# service task for that actor. # service task for that actor.
started: bool started: bool
if pikerd_portal is None: if pikerd_portal is None:
# await tractor.pause()
if tractor_kwargs.get('debug_mode', False):
from tractor.devx._debug import maybe_init_greenback
await maybe_init_greenback()
started = await service_task_target( started = await service_task_target(
loglevel=loglevel, loglevel=loglevel,
**spawn_args, **spawn_args,
@ -132,7 +140,65 @@ async def maybe_spawn_daemon(
async with tractor.wait_for_actor(service_name) as portal: async with tractor.wait_for_actor(service_name) as portal:
lock.release() lock.release()
yield portal yield portal
await portal.cancel_actor() # --- ---- ---
# XXX NOTE XXX
# --- ---- ---
# DO NOT PUT A `portal.cancel_actor()` here (as was prior)!
#
# Doing so will cause an "out-of-band" ctxc
# (`tractor.ContextCancelled`) to be raised inside the
# `ServiceMngr.open_context_in_task()`'s call to
# `ctx.wait_for_result()` AND the internal self-ctxc
# "graceful capture" WILL NOT CATCH IT!
#
# This can cause certain types of operations to raise
# that ctxc BEFORE THEY `return`, resulting in
# a "false-negative" ctxc being raised when really
# nothing actually failed, other then our semantic
# "failure" to suppress an expected, graceful,
# self-cancel scenario..
#
# bUt wHy duZ It WorK lIKe dis..
# ------------------------------
# from the perspective of the `tractor.Context` this
# cancel request was conducted "out of band" since
# `Context.cancel()` was never called and thus the
# `._cancel_called: bool` was never set. Despite the
# remote `.canceller` being set to `pikerd` (i.e. the
# same `Actor.uid` of the raising service-mngr task) the
# service-task's ctx itself was never marked as having
# requested cancellation and thus still raises the ctxc
# bc it was unaware of any such request.
#
# How to make grokin these cases easier tho?
# ------------------------------------------
# Because `Portal.cancel_actor()` was called it requests
# "full-`Actor`-runtime-cancellation" of it's peer
# process which IS NOT THE SAME as a single inter-actor
# RPC task cancelling its local context with a remote
# peer `Task` in that same peer process.
#
# ?TODO? It might be better if we do one (or all) of the
# following:
#
# -[ ] at least set a special message for the
# `ContextCancelled` when raised locally by the
# unaware ctx task such that we check for the
# `.canceller` being *our `Actor`* and in the case
# where `Context._cancel_called == False` we specially
# note that this is likely an "out-of-band"
# runtime-cancel request triggered by some call to
# `Portal.cancel_actor()`, possibly even reporting the
# exact LOC of that caller by tracking it inside our
# portal-type?
# -[ ] possibly add another field `ContextCancelled` like
# maybe a,
# `.request_type: Literal['os', 'proc', 'actor',
# 'ctx']` type thing which would allow immediately
# being able to tell what kind of cancellation caused
# the unexpected ctxc?
# -[ ] REMOVE THIS COMMENT, once we've settled on how to
# better augment `tractor` to be more explicit on this!
async def spawn_emsd( async def spawn_emsd(
@ -147,26 +213,25 @@ async def spawn_emsd(
""" """
log.info('Spawning emsd') log.info('Spawning emsd')
portal = await Services.actor_n.start_actor( smngr: ServiceMngr = get_service_mngr()
portal = await smngr.an.start_actor(
'emsd', 'emsd',
enable_modules=[ enable_modules=[
'piker.clearing._ems', 'piker.clearing._ems',
'piker.clearing._client', 'piker.clearing._client',
], ],
loglevel=loglevel, loglevel=loglevel,
debug_mode=Services.debug_mode, # set by pikerd flag debug_mode=smngr.debug_mode, # set by pikerd flag
**extra_tractor_kwargs **extra_tractor_kwargs
) )
# non-blocking setup of clearing service # non-blocking setup of clearing service
from ..clearing._ems import _setup_persistent_emsd from ..clearing._ems import _setup_persistent_emsd
await Services.start_service_task( await smngr.start_service_ctx(
'emsd', name='emsd',
portal, portal=portal,
ctx_fn=_setup_persistent_emsd,
# signature of target root-task endpoint
_setup_persistent_emsd,
loglevel=loglevel, loglevel=loglevel,
) )
return True return True

View File

@ -18,148 +18,36 @@
daemon-service management API. daemon-service management API.
""" """
from collections import defaultdict from contextlib import (
from typing import ( asynccontextmanager as acm,
Callable,
Any,
) )
import trio
from trio_typing import TaskStatus
import tractor import tractor
from tractor import ( from tractor.hilevel import (
current_actor, ServiceMngr,
ContextCancelled, # open_service_mngr as _open_service_mngr,
Context, get_service_mngr as get_service_mngr,
Portal,
) )
# TODO:
# -[ ] factor all the common shit from `.data._sampling`
# and `.brokers._daemon` into here / `ServiceMngr`
# in terms of allocating the `Portal` as part of the
# "service-in-subactor" starting!
# -[ ] move to `tractor.hilevel._service`, import and use here!
# NOTE: purposely leaks the ref to the mod-scope Bo
from ._util import ( Services: ServiceMngr|None = None
log, # sub-sys logger
)
@acm
async def open_service_mngr(
**kwargs,
) -> ServiceMngr:
# TODO: we need remote wrapping and a general soln: global Services
# - factor this into a ``tractor.highlevel`` extension # pack for the async with tractor.hilevel.open_service_mngr(
# library. **kwargs,
# - wrap a "remote api" wherein you can get a method proxy ) as mngr:
# to the pikerd actor for starting services remotely! # Services = proxy(mngr)
# - prolly rename this to ActorServicesNursery since it spawns Services = mngr
# new actors and supervises them to completion? yield mngr
class Services: Services = None
actor_n: tractor._supervise.ActorNursery
service_n: trio.Nursery
debug_mode: bool # tractor sub-actor debug mode flag
service_tasks: dict[
str,
tuple[
trio.CancelScope,
Portal,
trio.Event,
]
] = {}
locks = defaultdict(trio.Lock)
@classmethod
async def start_service_task(
self,
name: str,
portal: Portal,
target: Callable,
allow_overruns: bool = False,
**ctx_kwargs,
) -> (trio.CancelScope, Context):
'''
Open a context in a service sub-actor, add to a stack
that gets unwound at ``pikerd`` teardown.
This allows for allocating long-running sub-services in our main
daemon and explicitly controlling their lifetimes.
'''
async def open_context_in_task(
task_status: TaskStatus[
tuple[
trio.CancelScope,
trio.Event,
Any,
]
] = trio.TASK_STATUS_IGNORED,
) -> Any:
with trio.CancelScope() as cs:
async with portal.open_context(
target,
allow_overruns=allow_overruns,
**ctx_kwargs,
) as (ctx, first):
# unblock once the remote context has started
complete = trio.Event()
task_status.started((cs, complete, first))
log.info(
f'`pikerd` service {name} started with value {first}'
)
try:
# wait on any context's return value
# and any final portal result from the
# sub-actor.
ctx_res: Any = await ctx.result()
# NOTE: blocks indefinitely until cancelled
# either by error from the target context
# function or by being cancelled here by the
# surrounding cancel scope.
return (await portal.result(), ctx_res)
except ContextCancelled as ctxe:
canceller: tuple[str, str] = ctxe.canceller
our_uid: tuple[str, str] = current_actor().uid
if (
canceller != portal.channel.uid
and
canceller != our_uid
):
log.cancel(
f'Actor-service {name} was remotely cancelled?\n'
f'remote canceller: {canceller}\n'
f'Keeping {our_uid} alive, ignoring sub-actor cancel..\n'
)
else:
raise
finally:
await portal.cancel_actor()
complete.set()
self.service_tasks.pop(name)
cs, complete, first = await self.service_n.start(open_context_in_task)
# store the cancel scope and portal for later cancellation or
# retstart if needed.
self.service_tasks[name] = (cs, portal, complete)
return cs, first
@classmethod
async def cancel_service(
self,
name: str,
) -> Any:
'''
Cancel the service task and actor for the given ``name``.
'''
log.info(f'Cancelling `pikerd` service {name}')
cs, portal, complete = self.service_tasks[name]
cs.cancel()
await complete.wait()
assert name not in self.service_tasks, \
f'Serice task for {name} not terminated?'

View File

@ -21,11 +21,13 @@ from typing import (
TYPE_CHECKING, TYPE_CHECKING,
) )
# TODO: oof, needs to be changed to `httpx`!
import asks import asks
if TYPE_CHECKING: if TYPE_CHECKING:
import docker import docker
from ._ahab import DockerContainer from ._ahab import DockerContainer
from . import ServiceMngr
from ._util import log # sub-sys logger from ._util import log # sub-sys logger
from ._util import ( from ._util import (
@ -127,7 +129,7 @@ def start_elasticsearch(
@acm @acm
async def start_ahab_daemon( async def start_ahab_daemon(
service_mngr: Services, service_mngr: ServiceMngr,
user_config: dict | None = None, user_config: dict | None = None,
loglevel: str | None = None, loglevel: str | None = None,

View File

@ -53,7 +53,7 @@ import pendulum
# import purerpc # import purerpc
from ..data.feed import maybe_open_feed from ..data.feed import maybe_open_feed
from . import Services from . import ServiceMngr
from ._util import ( from ._util import (
log, # sub-sys logger log, # sub-sys logger
get_console_log, get_console_log,
@ -233,7 +233,7 @@ def start_marketstore(
@acm @acm
async def start_ahab_daemon( async def start_ahab_daemon(
service_mngr: Services, service_mngr: ServiceMngr,
user_config: dict | None = None, user_config: dict | None = None,
loglevel: str | None = None, loglevel: str | None = None,

View File

@ -458,13 +458,15 @@ async def start_backfill(
'bf_until <- last_start_dt:\n' 'bf_until <- last_start_dt:\n'
f'{backfill_until_dt} <- {last_start_dt}\n' f'{backfill_until_dt} <- {last_start_dt}\n'
) )
# UGH: what's a better way?
# ugh, what's a better way? # TODO: backends are responsible for being correct on
# TODO: fwiw, we probably want a way to signal a throttle # this right!?
# condition (eg. with ib) so that we can halt the # -[ ] in the `ib` case we could maybe offer some way
# request loop until the condition is resolved? # to halt the request loop until the condition is
if timeframe > 1: # resolved or should the backend be entirely in
await tractor.pause() # charge of solving such faults? yes, right?
# if timeframe > 1:
# await tractor.pause()
return return
assert ( assert (
@ -578,6 +580,7 @@ async def start_backfill(
'crypto', 'crypto',
'crypto_currency', 'crypto_currency',
'fiat', # a "forex pair" 'fiat', # a "forex pair"
'perpetual_future', # stupid "perps" from cex land
}: }:
# for now, our table key schema is not including # for now, our table key schema is not including
# the dst[/src] source asset token. # the dst[/src] source asset token.

View File

@ -10,7 +10,7 @@ from piker import (
config, config,
) )
from piker.service import ( from piker.service import (
Services, get_service_mngr,
) )
from piker.log import get_console_log from piker.log import get_console_log
@ -129,7 +129,7 @@ async def _open_test_pikerd(
) as service_manager, ) as service_manager,
): ):
# this proc/actor is the pikerd # this proc/actor is the pikerd
assert service_manager is Services assert service_manager is get_service_mngr()
async with tractor.wait_for_actor( async with tractor.wait_for_actor(
'pikerd', 'pikerd',

View File

@ -26,7 +26,7 @@ import pytest
import tractor import tractor
from uuid import uuid4 from uuid import uuid4
from piker.service import Services from piker.service import ServiceMngr
from piker.log import get_logger from piker.log import get_logger
from piker.clearing._messages import ( from piker.clearing._messages import (
Order, Order,
@ -158,7 +158,7 @@ def load_and_check_pos(
def test_ems_err_on_bad_broker( def test_ems_err_on_bad_broker(
open_test_pikerd: Services, open_test_pikerd: ServiceMngr,
loglevel: str, loglevel: str,
): ):
async def load_bad_fqme(): async def load_bad_fqme():

View File

@ -15,7 +15,7 @@ import tractor
from piker.service import ( from piker.service import (
find_service, find_service,
Services, ServiceMngr,
) )
from piker.data import ( from piker.data import (
open_feed, open_feed,
@ -44,7 +44,7 @@ def test_runtime_boot(
async def main(): async def main():
port = 6666 port = 6666
daemon_addr = ('127.0.0.1', port) daemon_addr = ('127.0.0.1', port)
services: Services services: ServiceMngr
async with ( async with (
open_test_pikerd( open_test_pikerd(