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6 changed files with 131 additions and 196 deletions

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@ -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: ModuleType = import_module('.' + brokername, 'piker.brokers') module = 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

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@ -18,11 +18,10 @@
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 httpx import asks
import logging import logging
from ..log import ( from ..log import (
@ -61,11 +60,11 @@ class NoData(BrokerError):
def __init__( def __init__(
self, self,
*args, *args,
info: dict|None = None, info: dict,
) -> None: ) -> None:
super().__init__(*args) super().__init__(*args)
self.info: dict|None = info self.info: dict = 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.
@ -91,18 +90,16 @@ class DataThrottle(BrokerError):
def resproc( def resproc(
resp: httpx.Response, resp: asks.response_objects.Response,
log: logging.Logger, log: logging.Logger,
return_json: bool = True, return_json: bool = True,
log_resp: bool = False, log_resp: bool = False,
) -> httpx.Response: ) -> asks.response_objects.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:

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@ -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
@ -60,11 +60,6 @@ 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!
@ -140,15 +135,16 @@ 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: httpx.AsyncClient = httpx_client self._sesh.base_location = _url
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
@ -170,9 +166,10 @@ class Client:
method: str, method: str,
data: dict, data: dict,
) -> dict[str, Any]: ) -> dict[str, Any]:
resp: httpx.Response = await self._sesh.post( resp = await self._sesh.post(
url=f'/public/{method}', path=f'/public/{method}',
json=data, json=data,
timeout=float('inf')
) )
return resproc(resp, log) return resproc(resp, log)
@ -183,18 +180,18 @@ class Client:
uri_path: str uri_path: str
) -> dict[str, Any]: ) -> dict[str, Any]:
headers = { headers = {
'Content-Type': 'application/x-www-form-urlencoded', 'Content-Type':
'API-Key': self._api_key, 'application/x-www-form-urlencoded',
'API-Sign': get_kraken_signature( 'API-Key':
uri_path, self._api_key,
data, 'API-Sign':
self._secret, get_kraken_signature(uri_path, data, self._secret)
),
} }
resp: httpx.Response = await self._sesh.post( resp = await self._sesh.post(
url=f'/private/{method}', path=f'/private/{method}',
data=data, data=data,
headers=headers, headers=headers,
timeout=float('inf')
) )
return resproc(resp, log) return resproc(resp, log)
@ -668,19 +665,10 @@ class Client:
@acm @acm
async def get_client() -> Client: async def get_client() -> Client:
conf: dict[str, Any] = get_config() conf = 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..
@ -689,10 +677,7 @@ 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,
ws_stream=stream, stream,
ems_stream=ems_stream, ems_stream,
apiflows=apiflows, apiflows,
ids=ids, ids,
reqids2txids=reqids2txids, reqids2txids,
acnt=acnt, acnt,
ledger=ledger, api_trans,
acctid=acctid, acctid,
acc_name=acc_name, acc_name,
token=token, token,
) )
@ -639,8 +639,7 @@ 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: TransactionLedger, ledger_trans: dict[str, Transaction],
# ledger_trans: dict[str, Transaction],
acctid: str, acctid: str,
acc_name: str, acc_name: str,
token: str, token: str,
@ -700,8 +699,7 @@ 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')
@ -749,17 +747,11 @@ async def handle_order_updates(
client, client,
api_name_set='wsname', api_name_set='wsname',
) )
ppmsgs: list[BrokerdPosition] = trades2pps( ppmsgs = trades2pps(
acnt=acnt, acnt,
ledger=ledger, acctid,
acctid=acctid, new_trans,
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

@ -16,9 +16,10 @@
# 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 cex API backend. Kucoin broker backend
''' '''
from contextlib import ( from contextlib import (
asynccontextmanager as acm, asynccontextmanager as acm,
aclosing, aclosing,
@ -41,7 +42,7 @@ import wsproto
from uuid import uuid4 from uuid import uuid4
from trio_typing import TaskStatus from trio_typing import TaskStatus
import httpx import asks
from bidict import bidict from bidict import bidict
import numpy as np import numpy as np
import pendulum import pendulum
@ -211,11 +212,7 @@ def get_config() -> BrokerConfig | None:
class Client: class Client:
def __init__( def __init__(self) -> None:
self,
httpx_client: httpx.AsyncClient,
) -> None:
self._http: httpx.AsyncClient = httpx_client
self._config: BrokerConfig | None = get_config() 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()
@ -230,24 +227,18 @@ 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(
@ -258,7 +249,6 @@ 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'),
@ -280,10 +270,8 @@ 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
@ -296,17 +284,13 @@ class Client:
api, api,
) )
req_meth: Callable = getattr( api_url = f'https://api.kucoin.com/api/{api}/{endpoint}'
self._http,
action.lower(), res = await asks.request(action, api_url, headers=headers)
)
res = await req_meth( json = res.json()
url=f'/{api}/{endpoint}', if 'data' in json:
headers=headers, return json['data']
)
json: dict = res.json()
if data := json.get('data'):
return data
else: else:
log.error( log.error(
f'Error making request to {api_url} ->\n' f'Error making request to {api_url} ->\n'
@ -365,8 +349,8 @@ class Client:
currencies: dict[str, Currency] = {} currencies: dict[str, Currency] = {}
entries: list[dict] = await self._request( entries: list[dict] = await self._request(
'GET', 'GET',
endpoint='currencies',
api='v1', api='v1',
endpoint='currencies',
) )
for entry in entries: for entry in entries:
curr = Currency(**entry).copy() curr = Currency(**entry).copy()
@ -382,10 +366,7 @@ class Client:
dict[str, KucoinMktPair], dict[str, KucoinMktPair],
bidict[str, KucoinMktPair], bidict[str, KucoinMktPair],
]: ]:
entries = await self._request( entries = await self._request('GET', 'symbols')
'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] = {}
@ -586,18 +567,10 @@ 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:
async with ( n.start_soon(client.get_mkt_pairs)
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

@ -20,31 +20,40 @@ build-backend = "poetry.core.masonry.api"
# ------ - ------ # ------ - ------
[tool.ruff.lint]
# https://docs.astral.sh/ruff/settings/#lint_ignore
ignore = []
# https://docs.astral.sh/ruff/settings/#lint_per-file-ignores
"piker/ui/qt.py" = [
"E402",
'F401', # unused imports (without __all__ or blah as blah)
# "F841", # unused variable rules
]
# ignore-init-module-imports = false
# ------ - ------
[tool.poetry] [tool.poetry]
name = "piker" name = "piker"
version = "0.1.0.alpha0.dev0" version = "0.1.0.alpha0.dev0"
description = "trading gear for hackers" description = "trading gear for hackers"
authors = ["Tyler Goodlet <goodboy_foss@protonmail.com>"] authors = ["Tyler Goodlet <jgbt@protonmail.com>"]
license = "AGPLv3" license = "AGPLv3"
readme = "README.rst" readme = "README.rst"
# TODO: add meta-data from setup.py
# keywords=[
# "async",
# "trading",
# "finance",
# "quant",
# "charting",
# ],
# classifiers=[
# 'Development Status :: 3 - Alpha',
# 'License :: OSI Approved :: ',
# 'Operating System :: POSIX :: Linux',
# "Programming Language :: Python :: Implementation :: CPython",
# "Programming Language :: Python :: 3 :: Only",
# "Programming Language :: Python :: 3.10",
# "Programming Language :: Python :: 3.11",
# 'Intended Audience :: Financial and Insurance Industry',
# 'Intended Audience :: Science/Research',
# 'Intended Audience :: Developers',
# 'Intended Audience :: Education',
# ],
# ------ - ------ # ------ - ------
[tool.poetry.dependencies] [tool.poetry.dependencies]
asks = "^3.0.0"
async-generator = "^1.10" async-generator = "^1.10"
attrs = "^23.1.0" attrs = "^23.1.0"
bidict = "^0.22.1" bidict = "^0.22.1"
@ -54,40 +63,41 @@ cython = "^3.0.0"
greenback = "^1.1.1" greenback = "^1.1.1"
ib-insync = "^0.9.86" ib-insync = "^0.9.86"
msgspec = "^0.18.0" msgspec = "^0.18.0"
numba = "^0.59.0" numba = "^0.57.1"
numpy = "^1.25" numpy = "1.24"
pendulum = "^2.1.2"
polars = "^0.18.13" polars = "^0.18.13"
pygments = "^2.16.1" pygments = "^2.16.1"
python = ">=3.11, <3.13" python = "^3.10"
rich = "^13.5.2" rich = "^13.5.2"
# setuptools = "^68.0.0" # setuptools = "^68.0.0"
tomli = "^2.0.1" tomli = "^2.0.1"
tomli-w = "^1.0.0" tomli-w = "^1.0.0"
trio = "^0.22.2"
trio-util = "^0.7.0" trio-util = "^0.7.0"
trio-websocket = "^0.10.3" trio-websocket = "^0.10.3"
typer = "^0.9.0" typer = "^0.9.0"
rapidfuzz = "^3.5.2"
pdbp = "^1.5.0"
trio = "^0.24"
pendulum = "^3.0.0"
httpx = "^0.27.0"
[tool.poetry.dependencies.tractor]
develop = true
git = 'https://github.com/goodboy/tractor.git'
branch = 'asyncio_debugger_support'
# path = "../tractor"
[tool.poetry.dependencies.asyncvnc] [tool.poetry.dependencies.asyncvnc]
git = 'https://github.com/pikers/asyncvnc.git' git = 'https://github.com/pikers/asyncvnc.git'
branch = 'main' branch = 'main'
[tool.poetry.dependencies.tomlkit] [tool.poetry.dependencies.tomlkit]
develop = true
git = 'https://github.com/pikers/tomlkit.git' git = 'https://github.com/pikers/tomlkit.git'
branch = 'piker_pin' branch = 'piker_pin'
develop = true
# path = "../tomlkit/" # path = "../tomlkit/"
[tool.poetry.dependencies.tractor]
git = 'https://github.com/goodboy/tractor.git'
branch = 'asyncio_debugger_support'
# branch = 'piker_pin'
develop = true
# path = '../tractor/'
# ------ - ------
[tool.poetry.group.uis] [tool.poetry.group.uis]
optional = true optional = true
[tool.poetry.group.uis.dependencies] [tool.poetry.group.uis.dependencies]
@ -96,10 +106,11 @@ optional = true
# rapidfuzz = {extras = ["speedup"], version = "^0.18.0"} # rapidfuzz = {extras = ["speedup"], version = "^0.18.0"}
rapidfuzz = "^3.2.0" rapidfuzz = "^3.2.0"
qdarkstyle = ">=3.0.2" qdarkstyle = ">=3.0.2"
pyqt5 = "^5.15.9"
pyqtgraph = { git = 'https://github.com/pikers/pyqtgraph.git' } pyqtgraph = { git = 'https://github.com/pikers/pyqtgraph.git' }
pyqt6 = "^6.5.2"
# ------ - ------ # ------ - ------
pyqt6 = "^6.7.0"
[tool.poetry.group.dev] [tool.poetry.group.dev]
optional = true optional = true
@ -107,8 +118,6 @@ optional = true
# testing / CI # testing / CI
pytest = "^6.0.0" pytest = "^6.0.0"
elasticsearch = "^8.9.0" elasticsearch = "^8.9.0"
xonsh = "^0.14.2"
prompt-toolkit = "3.0.40"
# console ehancements and eventually remote debugging # console ehancements and eventually remote debugging
# extras/helpers. # extras/helpers.
@ -117,6 +126,8 @@ prompt-toolkit = "3.0.40"
# - xonsh + xxh # - xonsh + xxh
# - rsyscall + pdbp # - rsyscall + pdbp
# - actor runtime control console like BEAM/OTP # - actor runtime control console like BEAM/OTP
xonsh = "^0.14.0" # XXX: explicit env install for shell use w nix
prompt-toolkit = "^3.0.39"
# ------ - ------ # ------ - ------
@ -129,26 +140,3 @@ prompt-toolkit = "3.0.40"
piker = 'piker.cli:cli' piker = 'piker.cli:cli'
pikerd = 'piker.cli:pikerd' pikerd = 'piker.cli:pikerd'
ledger = 'piker.accounting.cli:ledger' ledger = 'piker.accounting.cli:ledger'
[project]
keywords=[
"async",
"trading",
"finance",
"quant",
"charting",
]
classifiers=[
'Development Status :: 3 - Alpha',
"License :: OSI Approved :: GNU Affero General Public License v3 or later (AGPLv3+)",
'Operating System :: POSIX :: Linux',
"Programming Language :: Python :: Implementation :: CPython",
"Programming Language :: Python :: 3 :: Only",
"Programming Language :: Python :: 3.11",
"Programming Language :: Python :: 3.12",
'Intended Audience :: Financial and Insurance Industry',
'Intended Audience :: Science/Research',
'Intended Audience :: Developers',
'Intended Audience :: Education',
]