piker/brokers/__init__.py

@@ -50,7 +50,7 @@ __brokers__: list[str] = [
     'binance',
     'ib',
     'kraken',
-    'kucoin',
+    'kucoin'
 
     # broken but used to work
     # 'questrade',
@@ -71,7 +71,7 @@ def get_brokermod(brokername: str) -> ModuleType:
     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
     module.name = module.__name__.split('.')[-1]
     return module

piker/brokers/_util.py

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

piker/brokers/kraken/api.py

@@ -27,8 +27,8 @@ from typing import (
 )
 import time
 
-import httpx
 import pendulum
+import asks
 import numpy as np
 import urllib.parse
 import hashlib
@@ -60,11 +60,6 @@ log = get_logger('piker.brokers.kraken')
 
 # <uri>/<version>/
 _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?
 # in which case we should drop it from the defaults and
 # instead make a custom fields descr in this module!
@@ -140,15 +135,16 @@ class Client:
     def __init__(
         self,
         config: dict[str, str],
-        httpx_client: httpx.AsyncClient,
-
         name: str = '',
         api_key: str = '',
         secret: str = ''
     ) -> 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._api_key = api_key
         self._secret = secret
@@ -170,9 +166,10 @@ class Client:
         method: str,
         data: dict,
     ) -> 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,
+            timeout=float('inf')
         )
         return resproc(resp, log)
 
@@ -183,18 +180,18 @@ class Client:
         uri_path: str
     ) -> dict[str, Any]:
         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,
             headers=headers,
+            timeout=float('inf')
         )
         return resproc(resp, log)
 
@@ -668,36 +665,24 @@ class Client:
 @acm
 async def get_client() -> Client:
 
-    conf: dict[str, Any] = get_config()
+    conf = get_config()
-    async with httpx.AsyncClient(
+    if conf:
-        base_url=_url,
+        client = Client(
-        headers=_headers,
+            conf,
 
-        # TODO: is there a way to numerate this?
+            # TODO: don't break these up and just do internal
-        # https://www.python-httpx.org/advanced/clients/#why-use-a-client
+            # conf lookups instead..
-        # connections=4
+            name=conf['key_descr'],
-    ) as trio_client:
+            api_key=conf['api_key'],
-        if conf:
+            secret=conf['secret']
-            client = Client(
+        )
-                conf,
+    else:
-                httpx_client=trio_client,
+        client = Client({})
 
-                # TODO: don't break these up and just do internal
+    # at startup, load all symbols, and asset info in
-                # conf lookups instead..
+    # batch requests.
-                name=conf['key_descr'],
+    async with trio.open_nursery() as nurse:
-                api_key=conf['api_key'],
+        nurse.start_soon(client.get_assets)
-                secret=conf['secret']
+        await client.get_mkt_pairs()
-            )
-        else:
-            client = Client(
-                conf={},
-                httpx_client=trio_client,
-            )
 
-        # at startup, load all symbols, and asset info in
+    yield client
-        # batch requests.
-        async with trio.open_nursery() as nurse:
-            nurse.start_soon(client.get_assets)
-            await client.get_mkt_pairs()
-
-        yield client

piker/brokers/kraken/broker.py

@@ -612,18 +612,18 @@ async def open_trade_dialog(
 
                 # enter relay loop
                 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
     # on new trade clearing events (aka order "fills")
-    ledger: TransactionLedger,
+    ledger_trans: dict[str, Transaction],
-    # ledger_trans: dict[str, Transaction],
     acctid: str,
     acc_name: str,
     token: str,
@@ -700,8 +699,7 @@ async def handle_order_updates(
                     # if tid not in ledger_trans
                 }
                 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']
                     reqid = trade.get('userref')
 
@@ -749,17 +747,11 @@ async def handle_order_updates(
                     client,
                     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:
                     await ems_stream.send(pp_msg)
 

piker/brokers/kucoin.py

@@ -16,9 +16,10 @@
 # along with this program.  If not, see <https://www.gnu.org/licenses/>.
 
 '''
-Kucoin cex API backend.
+Kucoin broker backend
 
 '''
+
 from contextlib import (
     asynccontextmanager as acm,
     aclosing,
@@ -41,7 +42,7 @@ import wsproto
 from uuid import uuid4
 
 from trio_typing import TaskStatus
-import httpx
+import asks
 from bidict import bidict
 import numpy as np
 import pendulum
@@ -211,12 +212,8 @@ def get_config() -> BrokerConfig | None:
 
 class Client:
 
-    def __init__(
+    def __init__(self) -> None:
-        self,
+        self._config: BrokerConfig | None = get_config()
-        httpx_client: httpx.AsyncClient,
-    ) -> None:
-        self._http: httpx.AsyncClient = httpx_client
-        self._config: BrokerConfig|None = get_config()
         self._pairs: dict[str, KucoinMktPair] = {}
         self._fqmes2mktids: bidict[str, str] = bidict()
         self._bars: list[list[float]] = []
@@ -230,24 +227,18 @@ class Client:
 
     ) -> dict[str, str | bytes]:
         '''
-        Generate authenticated request headers:
+        Generate authenticated request headers
-
         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:
             raise ValueError(
-                'No config found when trying to send authenticated request'
+                'No config found when trying to send authenticated request')
-            )
 
         str_to_sign = (
             str(int(time.time() * 1000))
-            +
+            + action + f'/api/{api}/{endpoint.lstrip("/")}'
-            action
-            +
-            f'/api/{api}/{endpoint.lstrip("/")}'
         )
 
         signature = base64.b64encode(
@@ -258,7 +249,6 @@ class Client:
             ).digest()
         )
 
-        # TODO: can we cache this between calls?
         passphrase = base64.b64encode(
             hmac.new(
                 self._config.key_secret.encode('utf-8'),
@@ -280,10 +270,8 @@ class Client:
         self,
         action: Literal['POST', 'GET'],
         endpoint: str,
-
         api: str = 'v2',
         headers: dict = {},
-
     ) -> Any:
         '''
         Generic request wrapper for Kucoin API
@@ -296,17 +284,13 @@ class Client:
                 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:
             log.error(
                 f'Error making request to {api_url} ->\n'
@@ -327,7 +311,7 @@ class Client:
         '''
         token_type = 'private' if private else 'public'
         try:
-            data: dict[str, Any]|None = await self._request(
+            data: dict[str, Any] | None = await self._request(
                 'POST',
                 endpoint=f'bullet-{token_type}',
                 api='v1'
@@ -365,8 +349,8 @@ class Client:
             currencies: dict[str, Currency] = {}
             entries: list[dict] = await self._request(
                 'GET',
-                endpoint='currencies',
                 api='v1',
+                endpoint='currencies',
             )
             for entry in entries:
                 curr = Currency(**entry).copy()
@@ -382,10 +366,7 @@ class Client:
         dict[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')
 
         pairs: dict[str, KucoinMktPair] = {}
@@ -586,21 +567,13 @@ def fqme_to_kucoin_sym(
 
 @acm
 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(
+        await client.get_currencies()
-            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()
 
-        yield client
+    yield client
 
 
 @tractor.context

pyproject.toml

@@ -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]
 name = "piker"
 version = "0.1.0.alpha0.dev0"
 description = "trading gear for hackers"
-authors = ["Tyler Goodlet <goodboy_foss@protonmail.com>"]
+authors = ["Tyler Goodlet <jgbt@protonmail.com>"]
 license = "AGPLv3"
 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]
+asks = "^3.0.0"
 async-generator = "^1.10"
 attrs = "^23.1.0"
 bidict = "^0.22.1"
@@ -54,40 +63,41 @@ cython = "^3.0.0"
 greenback = "^1.1.1"
 ib-insync = "^0.9.86"
 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"
 pygments = "^2.16.1"
-python = ">=3.11, <3.13"
+python = "^3.10"
 rich = "^13.5.2"
 # setuptools = "^68.0.0"
 tomli = "^2.0.1"
 tomli-w = "^1.0.0"
+trio = "^0.22.2"
 trio-util = "^0.7.0"
 trio-websocket = "^0.10.3"
 typer = "^0.9.0"
-rapidfuzz = "^3.5.2"
-pdbp = "^1.5.0"
-trio = "^0.24"
-pendulum = "^3.0.0"
-httpx = "^0.27.0"
 
-[tool.poetry.dependencies.tractor]
-develop = true
-git = 'https://github.com/goodboy/tractor.git'
-branch = 'asyncio_debugger_support'
-# path = "../tractor"
 
 [tool.poetry.dependencies.asyncvnc]
 git = 'https://github.com/pikers/asyncvnc.git'
 branch = 'main'
 
 [tool.poetry.dependencies.tomlkit]
-develop = true
 git = 'https://github.com/pikers/tomlkit.git'
 branch = 'piker_pin'
+develop = true
 # 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]
 optional = true
 [tool.poetry.group.uis.dependencies]
@@ -96,10 +106,11 @@ optional = true
 # rapidfuzz = {extras = ["speedup"], version = "^0.18.0"}
 rapidfuzz = "^3.2.0"
 qdarkstyle = ">=3.0.2"
+pyqt5 = "^5.15.9"
 pyqtgraph = { git = 'https://github.com/pikers/pyqtgraph.git' }
+pyqt6 = "^6.5.2"
 
 # ------ - ------
-pyqt6 = "^6.7.0"
 
 [tool.poetry.group.dev]
 optional = true
@@ -107,8 +118,6 @@ optional = true
 # testing / CI
 pytest = "^6.0.0"
 elasticsearch = "^8.9.0"
-xonsh = "^0.14.2"
-prompt-toolkit = "3.0.40"
 
 # console ehancements and eventually remote debugging
 # extras/helpers.
@@ -117,6 +126,8 @@ prompt-toolkit = "3.0.40"
 # - xonsh + xxh
 # - rsyscall + pdbp
 # - 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'
 pikerd = 'piker.cli:pikerd'
 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',
-]