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Author SHA1 Message Date
Tyler Goodlet 81693cc2f7 Teensie `piker.data` styling tweaks
- use more compact optional value style with `|`-union
- fix `.flows` typing-only import since we need `MktPair` to be
  immediately defined for use on a `msgspec.Struct` field.
- more "tree-like" warning msg in `.validate()` reporting.
2026-01-01 15:18:36 -05:00
Tyler Goodlet 729a44a4e5 Invert `getattr()` check for `get_mkt_pairs()` ep
Such that we `return` early when not defined by the provider backend to
reduce an indent level in `SymbologyCache.load()`.
2026-01-01 15:18:36 -05:00
Tyler Goodlet 15078a713d Allow ledger passes to ignore (symcache) unknown fqmes
For example in the paper-eng, if you have a backend that doesn't fully
support a symcache (yet) it's handy to be able to ignore processing
other paper-eng txns when all you care about at the moment is the
simulated symbol.

NOTE, that currently this will still result in a key-error when you load
more then one mkt with the paper engine (for which the backend does not
have the symcache implemented) since no fqme ad-hoc query was made for
the 2nd symbol (and i'm not sure we should support that kinda hackery
over just encouraging the sym-cache being added?). Def needs a little
more thought depending on how many backends are never going to be able
to (easily) support caching..
2026-01-01 15:18:36 -05:00
13 changed files with 1089 additions and 1661 deletions

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@ -88,57 +88,22 @@ a sane install with `uv`
************************ ************************
bc why install with `python` when you can faster with `rust` :: bc why install with `python` when you can faster with `rust` ::
uv sync uv lock
# ^ astral's docs,
# https://docs.astral.sh/uv/concepts/projects/sync/
include all GUIs (ex. for charting)::
uv sync --extra uis
AND with all our hacking tools and WIP integrations::
uv sync --dev --all-extras
Ensure you can run the root-daemon:: hacky install on nixos
**********************
uv run pikerd [-l info --pdb]
install on nix(os)
******************
``NixOS`` is our core devs' distro of choice for which we offer ``NixOS`` is our core devs' distro of choice for which we offer
a stringently defined development shell envoirment that can currently a stringently defined development shell envoirment that can be loaded with::
be applied in one of 2 ways::
# ONLY if running on X11
nix-shell default.nix nix-shell default.nix
Or if you prefer flakes style and a modern DE::
# ONLY if also running on Wayland
nix develop # for default bash
nix develop -c uv run xonsh # for @goodboy's preferred sh B)
start a chart start a chart
************* *************
run a realtime OHLCV chart stand-alone:: run a realtime OHLCV chart stand-alone::
[uv run] piker -l info chart btcusdt.spot.binance xmrusdt.spot.kraken piker -l info chart btcusdt.spot.binance xmrusdt.spot.kraken
# ^^^ iff you haven't activated the py-env,
# - https://docs.astral.sh/uv/concepts/projects/run/
#
# in order to create an explicit virt-env see,
# - https://docs.astral.sh/uv/concepts/projects/layout/#the-project-environment
# - https://docs.astral.sh/uv/pip/environments/
#
# use $UV_PROJECT_ENVIRONMENT to select any non-`.venv/`
# as the venv sudir in the repo's root.
# - https://docs.astral.sh/uv/reference/environment/#uv_project_environment
this runs a chart UI (with 1m sampled OHLCV) and shows 2 spot markets from 2 diff cexes this runs a chart UI (with 1m sampled OHLCV) and shows 2 spot markets from 2 diff cexes
overlayed on the same graph. Use of `piker` without first starting overlayed on the same graph. Use of `piker` without first starting

View File

@ -11,12 +11,11 @@ let
libxkbcommonStorePath = lib.getLib libxkbcommon; libxkbcommonStorePath = lib.getLib libxkbcommon;
xcbutilcursorStorePath = lib.getLib xcb-util-cursor; xcbutilcursorStorePath = lib.getLib xcb-util-cursor;
pypkgs = python313Packages; qtpyStorePath = lib.getLib python312Packages.qtpy;
qtpyStorePath = lib.getLib pypkgs.qtpy; pyqt6StorePath = lib.getLib python312Packages.pyqt6;
pyqt6StorePath = lib.getLib pypkgs.pyqt6; pyqt6SipStorePath = lib.getLib python312Packages.pyqt6-sip;
pyqt6SipStorePath = lib.getLib pypkgs.pyqt6-sip; rapidfuzzStorePath = lib.getLib python312Packages.rapidfuzz;
rapidfuzzStorePath = lib.getLib pypkgs.rapidfuzz; qdarkstyleStorePath = lib.getLib python312Packages.qdarkstyle;
qdarkstyleStorePath = lib.getLib pypkgs.qdarkstyle;
xorgLibX11StorePath = lib.getLib xorg.libX11; xorgLibX11StorePath = lib.getLib xorg.libX11;
xorgLibxcbStorePath = lib.getLib xorg.libxcb; xorgLibxcbStorePath = lib.getLib xorg.libxcb;
@ -52,12 +51,12 @@ stdenv.mkDerivation {
xorg.xcbutilrenderutil xorg.xcbutilrenderutil
# Python requirements. # Python requirements.
python313 python312Full
uv python312Packages.uv
pypkgs.qdarkstyle python312Packages.qdarkstyle
pypkgs.rapidfuzz python312Packages.rapidfuzz
pypkgs.pyqt6 python312Packages.pyqt6
pypkgs.qtpy python312Packages.qtpy
]; ];
src = null; src = null;
shellHook = '' shellHook = ''
@ -114,11 +113,11 @@ stdenv.mkDerivation {
export LD_LIBRARY_PATH export LD_LIBRARY_PATH
RPDFUZZ_PATH="${rapidfuzzStorePath}/lib/python3.13/site-packages" RPDFUZZ_PATH="${rapidfuzzStorePath}/lib/python3.12/site-packages"
QDRKSTYLE_PATH="${qdarkstyleStorePath}/lib/python3.13/site-packages" QDRKSTYLE_PATH="${qdarkstyleStorePath}/lib/python3.12/site-packages"
QTPY_PATH="${qtpyStorePath}/lib/python3.13/site-packages" QTPY_PATH="${qtpyStorePath}/lib/python3.12/site-packages"
PYQT6_PATH="${pyqt6StorePath}/lib/python3.13/site-packages" PYQT6_PATH="${pyqt6StorePath}/lib/python3.12/site-packages"
PYQT6_SIP_PATH="${pyqt6SipStorePath}/lib/python3.13/site-packages" PYQT6_SIP_PATH="${pyqt6SipStorePath}/lib/python3.12/site-packages"
PATCH="$PATCH:$RPDFUZZ_PATH" PATCH="$PATCH:$RPDFUZZ_PATH"
PATCH="$PATCH:$QDRKSTYLE_PATH" PATCH="$PATCH:$QDRKSTYLE_PATH"
@ -128,8 +127,8 @@ stdenv.mkDerivation {
export PATCH export PATCH
# install all dev and extras # Install deps
uv sync --dev --all-extras uv lock
''; '';
} }

View File

@ -1,24 +1,135 @@
{ {
"nodes": { "nodes": {
"nixpkgs": { "flake-utils": {
"inputs": {
"systems": "systems"
},
"locked": { "locked": {
"lastModified": 1765779637, "lastModified": 1689068808,
"narHash": "sha256-KJ2wa/BLSrTqDjbfyNx70ov/HdgNBCBBSQP3BIzKnv4=", "narHash": "sha256-6ixXo3wt24N/melDWjq70UuHQLxGV8jZvooRanIHXw0=",
"owner": "nixos", "owner": "numtide",
"repo": "nixpkgs", "repo": "flake-utils",
"rev": "1306659b587dc277866c7b69eb97e5f07864d8c4", "rev": "919d646de7be200f3bf08cb76ae1f09402b6f9b4",
"type": "github" "type": "github"
}, },
"original": { "original": {
"owner": "nixos", "owner": "numtide",
"repo": "flake-utils",
"type": "github"
}
},
"flake-utils_2": {
"inputs": {
"systems": "systems_2"
},
"locked": {
"lastModified": 1689068808,
"narHash": "sha256-6ixXo3wt24N/melDWjq70UuHQLxGV8jZvooRanIHXw0=",
"owner": "numtide",
"repo": "flake-utils",
"rev": "919d646de7be200f3bf08cb76ae1f09402b6f9b4",
"type": "github"
},
"original": {
"owner": "numtide",
"repo": "flake-utils",
"type": "github"
}
},
"nix-github-actions": {
"inputs": {
"nixpkgs": [
"poetry2nix",
"nixpkgs"
]
},
"locked": {
"lastModified": 1688870561,
"narHash": "sha256-4UYkifnPEw1nAzqqPOTL2MvWtm3sNGw1UTYTalkTcGY=",
"owner": "nix-community",
"repo": "nix-github-actions",
"rev": "165b1650b753316aa7f1787f3005a8d2da0f5301",
"type": "github"
},
"original": {
"owner": "nix-community",
"repo": "nix-github-actions",
"type": "github"
}
},
"nixpkgs": {
"locked": {
"lastModified": 1692174805,
"narHash": "sha256-xmNPFDi/AUMIxwgOH/IVom55Dks34u1g7sFKKebxUm0=",
"owner": "NixOS",
"repo": "nixpkgs",
"rev": "caac0eb6bdcad0b32cb2522e03e4002c8975c62e",
"type": "github"
},
"original": {
"owner": "NixOS",
"ref": "nixos-unstable", "ref": "nixos-unstable",
"repo": "nixpkgs", "repo": "nixpkgs",
"type": "github" "type": "github"
} }
}, },
"poetry2nix": {
"inputs": {
"flake-utils": "flake-utils_2",
"nix-github-actions": "nix-github-actions",
"nixpkgs": [
"nixpkgs"
]
},
"locked": {
"lastModified": 1692048894,
"narHash": "sha256-cDw03rso2V4CDc3Mll0cHN+ztzysAvdI8pJ7ybbz714=",
"ref": "refs/heads/pyqt6",
"rev": "b059ad4c3051f45d6c912e17747aae37a9ec1544",
"revCount": 2276,
"type": "git",
"url": "file:///home/lord_fomo/repos/poetry2nix"
},
"original": {
"type": "git",
"url": "file:///home/lord_fomo/repos/poetry2nix"
}
},
"root": { "root": {
"inputs": { "inputs": {
"nixpkgs": "nixpkgs" "flake-utils": "flake-utils",
"nixpkgs": "nixpkgs",
"poetry2nix": "poetry2nix"
}
},
"systems": {
"locked": {
"lastModified": 1681028828,
"narHash": "sha256-Vy1rq5AaRuLzOxct8nz4T6wlgyUR7zLU309k9mBC768=",
"owner": "nix-systems",
"repo": "default",
"rev": "da67096a3b9bf56a91d16901293e51ba5b49a27e",
"type": "github"
},
"original": {
"owner": "nix-systems",
"repo": "default",
"type": "github"
}
},
"systems_2": {
"locked": {
"lastModified": 1681028828,
"narHash": "sha256-Vy1rq5AaRuLzOxct8nz4T6wlgyUR7zLU309k9mBC768=",
"owner": "nix-systems",
"repo": "default",
"rev": "da67096a3b9bf56a91d16901293e51ba5b49a27e",
"type": "github"
},
"original": {
"owner": "nix-systems",
"repo": "default",
"type": "github"
} }
} }
}, },

243
flake.nix
View File

@ -1,103 +1,180 @@
# An "impure" template thx to `pyproject.nix`, # NOTE: to convert to a poetry2nix env like this here are the
# https://pyproject-nix.github.io/pyproject.nix/templates.html#impure # steps:
# https://github.com/pyproject-nix/pyproject.nix/blob/master/templates/impure/flake.nix # - install poetry in your system nix config
{ # - convert the repo to use poetry using `poetry init`:
description = "An impure `piker` overlay using `uv` with Nix(OS)"; # https://python-poetry.org/docs/basic-usage/#initialising-a-pre-existing-project
# - then manually ensuring all deps are converted over:
# - add this file to the repo and commit it
# -
inputs = { # GROKin tips:
nixpkgs.url = "github:nixos/nixpkgs/nixos-unstable"; # - CLI eps are (ostensibly) added via an `entry_points.txt`:
# - https://packaging.python.org/en/latest/specifications/entry-points/#file-format
# - https://github.com/nix-community/poetry2nix/blob/master/editable.nix#L49
{
description = "piker: trading gear for hackers (pkged with poetry2nix)";
inputs.flake-utils.url = "github:numtide/flake-utils";
inputs.nixpkgs.url = "github:NixOS/nixpkgs/nixos-unstable";
# see https://github.com/nix-community/poetry2nix/tree/master#api
inputs.poetry2nix = {
# url = "github:nix-community/poetry2nix";
# url = "github:K900/poetry2nix/qt5-explicit-deps";
url = "/home/lord_fomo/repos/poetry2nix";
inputs.nixpkgs.follows = "nixpkgs";
}; };
outputs = outputs = {
{ nixpkgs, ... }: self,
nixpkgs,
flake-utils,
poetry2nix,
}:
# TODO: build cross-OS and use the `${system}` var thingy..
flake-utils.lib.eachDefaultSystem (system:
let let
inherit (nixpkgs) lib; # use PWD as sources
forAllSystems = lib.genAttrs lib.systems.flakeExposed; projectDir = ./.;
in pyproject = ./pyproject.toml;
{ poetrylock = ./poetry.lock;
devShells = forAllSystems (
system:
let
pkgs = nixpkgs.legacyPackages.${system};
# do store-path extractions # TODO: port to 3.11 and support both versions?
qt6baseStorePath = lib.getLib pkgs.qt6.qtbase; python = "python3.10";
# ?TODO? can remove below since manual linking not needed?
# qt6QtWaylandStorePath = lib.getLib pkgs.qt6.qtwayland;
# XXX NOTE XXX, for now we overlay specific pkgs via # for more functions and examples.
# a major-version-pinned-`cpython` # inherit
cpython = "python313"; # (poetry2nix.legacyPackages.${system})
pypkgs = pkgs."${cpython}Packages"; # mkPoetryApplication;
in # pkgs = nixpkgs.legacyPackages.${system};
{
default = pkgs.mkShell {
packages = with pkgs; [ pkgs = nixpkgs.legacyPackages.x86_64-linux;
# XXX, ensure sh completions active! lib = pkgs.lib;
bashInteractive p2npkgs = poetry2nix.legacyPackages.x86_64-linux;
bash-completion
# dev utils # define all pkg overrides per dep, see edgecases.md:
ruff # https://github.com/nix-community/poetry2nix/blob/master/docs/edgecases.md
pypkgs.ruff # TODO: add these into the json file:
# https://github.com/nix-community/poetry2nix/blob/master/overrides/build-systems.json
pypkgs-build-requirements = {
asyncvnc = [ "setuptools" ];
eventkit = [ "setuptools" ];
ib-insync = [ "setuptools" "flake8" ];
msgspec = [ "setuptools"];
pdbp = [ "setuptools" ];
pyqt6-sip = [ "setuptools" ];
tabcompleter = [ "setuptools" ];
tractor = [ "setuptools" ];
tricycle = [ "setuptools" ];
trio-typing = [ "setuptools" ];
trio-util = [ "setuptools" ];
xonsh = [ "setuptools" ];
};
qt6.qtwayland # auto-generate override entries
qt6.qtbase p2n-overrides = p2npkgs.defaultPoetryOverrides.extend (self: super:
builtins.mapAttrs (package: build-requirements:
(builtins.getAttr package super).overridePythonAttrs (old: {
buildInputs = (
old.buildInputs or [ ]
) ++ (
builtins.map (
pkg: if builtins.isString pkg then builtins.getAttr pkg super else pkg
) build-requirements
);
})
) pypkgs-build-requirements
);
uv # override some ahead-of-time compiled extensions
python313 # ?TODO^ how to set from `cpython` above? # to be built with their wheels.
pypkgs.pyqt6 ahot_overrides = p2n-overrides.extend(
pypkgs.pyqt6-sip final: prev: {
pypkgs.qtpy
pypkgs.qdarkstyle
pypkgs.rapidfuzz
];
shellHook = '' # llvmlite = prev.llvmlite.override {
# unmask to debug **this** dev-shell-hook # preferWheel = false;
# set -e # };
# set qt-base/plugin path(s) # TODO: get this workin with p2n and nixpkgs..
QTBASE_PATH="${qt6baseStorePath}/lib" # pyqt6 = prev.pyqt6.override {
QT_PLUGIN_PATH="${qt6baseStorePath}/lib/qt-6/plugins" # preferWheel = true;
QT_QPA_PLATFORM_PLUGIN_PATH="$QT_PLUGIN_PATH/platforms" # };
# link in Qt cc lib paths from <nixpkgs> # NOTE: this DOESN'T work atm but after a fix
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QTBASE_PATH" # to poetry2nix, it will and actually this line
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_PLUGIN_PATH" # won't be needed - thanks @k900:
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_QPA_PLATFORM_PLUGIN_PATH" # https://github.com/nix-community/poetry2nix/pull/1257
pyqt5 = prev.pyqt5.override {
# withWebkit = false;
preferWheel = true;
};
# link-in c++ stdlib for various AOT-ext-pkgs (numpy, etc.) # see PR from @k900:
LD_LIBRARY_PATH="${pkgs.stdenv.cc.cc.lib}/lib:$LD_LIBRARY_PATH" # https://github.com/nix-community/poetry2nix/pull/1257
# pyqt5-qt5 = prev.pyqt5-qt5.override {
# withWebkit = false;
# preferWheel = true;
# };
export LD_LIBRARY_PATH # TODO: patch in an override for polars to build
# from src! See the details likely needed from
# RUNTIME-SETTINGS # the cryptography entry:
# # https://github.com/nix-community/poetry2nix/blob/master/overrides/default.nix#L426-L435
# ------ Qt ------ polars = prev.polars.override {
# XXX, unmask to debug qt .so linking/loading deats preferWheel = true;
# export QT_DEBUG_PLUGINS=1
#
# ALSO, for *modern linux* DEs,
# - maybe set wayland-mode (TODO, parametrtize this!)
# * a chosen wayland-mode shell-integration
export QT_QPA_PLATFORM="wayland"
export QT_WAYLAND_SHELL_INTEGRATION="xdg-shell"
# ------ uv ------
# - always use the ./py313/ venv-subdir
export UV_PROJECT_ENVIRONMENT="py313"
# sync project-env with all extras
uv sync --dev --all-extras --no-group lint
# ------ TIPS ------
# NOTE, to launch the py-venv installed `xonsh` (like @goodboy)
# run the `nix develop` cmd with,
# >> nix develop -c uv run xonsh
'';
}; };
} }
); );
# WHY!? -> output-attrs that `nix develop` scans for:
# https://nixos.org/manual/nix/stable/command-ref/new-cli/nix3-develop.html#flake-output-attributes
in
rec {
packages = {
# piker = poetry2nix.legacyPackages.x86_64-linux.mkPoetryEditablePackage {
# editablePackageSources = { piker = ./piker; };
piker = p2npkgs.mkPoetryApplication {
projectDir = projectDir;
# SEE ABOVE for auto-genned input set, override
# buncha deps with extras.. like `setuptools` mostly.
# TODO: maybe propose a patch to p2n to show that you
# can even do this in the edgecases docs?
overrides = ahot_overrides;
# XXX: won't work on llvmlite..
# preferWheels = true;
}; };
};
# devShells.default = pkgs.mkShell {
# projectDir = projectDir;
# python = "python3.10";
# overrides = ahot_overrides;
# inputsFrom = [ self.packages.x86_64-linux.piker ];
# packages = packages;
# # packages = [ poetry2nix.packages.${system}.poetry ];
# };
# TODO: grok the difference here..
# - avoid re-cloning git repos on every develop entry..
# - ideally allow hacking on the src code of some deps
# (tractor, pyqtgraph, tomlkit, etc.) WITHOUT having to
# re-install them every time a change is made.
# - boot a usable xonsh inside the poetry virtualenv when
# defined via a custom entry point?
devShells.default = p2npkgs.mkPoetryEnv {
# env = p2npkgs.mkPoetryEnv {
projectDir = projectDir;
python = pkgs.python310;
overrides = ahot_overrides;
editablePackageSources = packages;
# piker = "./";
# tractor = "../tractor/";
# }; # wut?
};
}
); # end of .outputs scope
} }

View File

@ -42,6 +42,7 @@ from ._mktinfo import (
dec_digits, dec_digits,
digits_to_dec, digits_to_dec,
MktPair, MktPair,
Symbol,
unpack_fqme, unpack_fqme,
_derivs as DerivTypes, _derivs as DerivTypes,
) )
@ -59,6 +60,7 @@ __all__ = [
'Asset', 'Asset',
'MktPair', 'MktPair',
'Position', 'Position',
'Symbol',
'Transaction', 'Transaction',
'TransactionLedger', 'TransactionLedger',
'dec_digits', 'dec_digits',

View File

@ -40,7 +40,7 @@ import tomli_w # for fast ledger writing
from piker.types import Struct from piker.types import Struct
from piker import config from piker import config
from piker.log import get_logger from ..log import get_logger
from .calc import ( from .calc import (
iter_by_dt, iter_by_dt,
) )
@ -239,9 +239,7 @@ class TransactionLedger(UserDict):
symcache: SymbologyCache = self._symcache symcache: SymbologyCache = self._symcache
towrite: dict[str, Any] = {} towrite: dict[str, Any] = {}
for tid, txdict in self.tx_sort( for tid, txdict in self.tx_sort(self.data.copy()):
self.data.copy()
):
# write blank-str expiry for non-expiring assets # write blank-str expiry for non-expiring assets
if ( if (
'expiry' in txdict 'expiry' in txdict
@ -379,7 +377,7 @@ def open_trade_ledger(
account, account,
dirpath=_fp, dirpath=_fp,
) )
cpy: dict = ledger_dict.copy() cpy = ledger_dict.copy()
# XXX NOTE: if not provided presume we are being called from # XXX NOTE: if not provided presume we are being called from
# sync code and need to maybe run `trio` to generate.. # sync code and need to maybe run `trio` to generate..
@ -408,13 +406,7 @@ def open_trade_ledger(
account=account, account=account,
mod=mod, mod=mod,
symcache=symcache, symcache=symcache,
tx_sort=getattr(mod, 'tx_sort', tx_sort),
# NOTE: allow backends to provide custom ledger sorting
tx_sort=getattr(
mod,
'tx_sort',
tx_sort,
),
) )
try: try:
yield ledger yield ledger

View File

@ -305,8 +305,8 @@ class MktPair(Struct, frozen=True):
# config right? # config right?
# src_type: AssetTypeName # src_type: AssetTypeName
# for derivs, info describing contract, egs. strike price, call # for derivs, info describing contract, egs.
# or put, swap type, exercise model, etc. # strike price, call or put, swap type, exercise model, etc.
contract_info: list[str] | None = None contract_info: list[str] | None = None
# TODO: rename to sectype since all of these can # TODO: rename to sectype since all of these can
@ -390,8 +390,8 @@ class MktPair(Struct, frozen=True):
cls, cls,
fqme: str, fqme: str,
price_tick: float|str, price_tick: float | str,
size_tick: float|str, size_tick: float | str,
bs_mktid: str, bs_mktid: str,
broker: str | None = None, broker: str | None = None,
@ -677,3 +677,90 @@ def unpack_fqme(
# '.'.join([mkt_ep, venue]), # '.'.join([mkt_ep, venue]),
suffix, suffix,
) )
class Symbol(Struct):
'''
I guess this is some kinda container thing for dealing with
all the different meta-data formats from brokers?
'''
key: str
broker: str = ''
venue: str = ''
# precision descriptors for price and vlm
tick_size: Decimal = Decimal('0.01')
lot_tick_size: Decimal = Decimal('0.0')
suffix: str = ''
broker_info: dict[str, dict[str, Any]] = {}
@classmethod
def from_fqme(
cls,
fqsn: str,
info: dict[str, Any],
) -> Symbol:
broker, mktep, venue, suffix = unpack_fqme(fqsn)
tick_size = info.get('price_tick_size', 0.01)
lot_size = info.get('lot_tick_size', 0.0)
return Symbol(
broker=broker,
key=mktep,
tick_size=tick_size,
lot_tick_size=lot_size,
venue=venue,
suffix=suffix,
broker_info={broker: info},
)
@property
def type_key(self) -> str:
return list(self.broker_info.values())[0]['asset_type']
@property
def tick_size_digits(self) -> int:
return float_digits(self.tick_size)
@property
def lot_size_digits(self) -> int:
return float_digits(self.lot_tick_size)
@property
def price_tick(self) -> Decimal:
return Decimal(str(self.tick_size))
@property
def size_tick(self) -> Decimal:
return Decimal(str(self.lot_tick_size))
@property
def broker(self) -> str:
return list(self.broker_info.keys())[0]
@property
def fqme(self) -> str:
return maybe_cons_tokens([
self.key, # final "pair name" (eg. qqq[/usd], btcusdt)
self.venue,
self.suffix, # includes expiry and other con info
self.broker,
])
def quantize(
self,
size: float,
) -> Decimal:
digits = float_digits(self.lot_tick_size)
return Decimal(size).quantize(
Decimal(f'1.{"0".ljust(digits, "0")}'),
rounding=ROUND_HALF_EVEN
)
# NOTE: when cast to `str` return fqme
def __str__(self) -> str:
return self.fqme

View File

@ -251,16 +251,10 @@ def iter_by_dt(
for k in parsers: for k in parsers:
if ( if (
isdict and k in tx isdict and k in tx
or or getattr(tx, k, None)
getattr(tx, k, None)
): ):
v = ( v = tx[k] if isdict else tx.dt
tx[k] if isdict assert v is not None, f'No valid value for `{k}`!?'
else tx.dt
)
assert v is not None, (
f'No valid value for `{k}`!?'
)
# only call parser on the value if not None from # only call parser on the value if not None from
# the `parsers` table above (when NOT using # the `parsers` table above (when NOT using
@ -275,21 +269,8 @@ def iter_by_dt(
return v return v
else: else:
# TODO: move to top? # XXX: should never get here..
from piker.log import get_logger breakpoint()
log = get_logger(__name__)
# XXX: we should really never get here..
# only if a ledger record has no expected sort(able)
# field will we likely hit this.. like with ze IB.
# if no sortable field just deliver epoch?
log.warning(
'No (time) sortable field for TXN:\n'
f'{tx}\n'
)
return from_timestamp(0)
# breakpoint()
entry: tuple[str, dict] | Transaction entry: tuple[str, dict] | Transaction
for entry in sorted( for entry in sorted(

View File

@ -300,8 +300,7 @@ def disect(
assert not df.is_empty() assert not df.is_empty()
# muck around in pdbp REPL # muck around in pdbp REPL
# tractor.devx.mk_pdb().set_trace() breakpoint()
# breakpoint()
# TODO: we REALLY need a better console REPL for this # TODO: we REALLY need a better console REPL for this
# kinda thing.. # kinda thing..

View File

@ -740,7 +740,7 @@ async def sample_and_broadcast(
log.warning( log.warning(
f'Feed OVERRUN {sub_key}' f'Feed OVERRUN {sub_key}'
f'@{bus.brokername} -> \n' '@{bus.brokername} -> \n'
f'feed @ {chan.uid}\n' f'feed @ {chan.uid}\n'
f'throttle = {throttle} Hz' f'throttle = {throttle} Hz'
) )

View File

@ -23,7 +23,7 @@ name = "piker"
version = "0.1.0a0dev0" version = "0.1.0a0dev0"
description = "trading gear for hackers" description = "trading gear for hackers"
authors = [{ name = "Tyler Goodlet", email = "goodboy_foss@protonmail.com" }] authors = [{ name = "Tyler Goodlet", email = "goodboy_foss@protonmail.com" }]
requires-python = ">=3.12" requires-python = ">=3.12, <3.13"
license = "AGPL-3.0-or-later" license = "AGPL-3.0-or-later"
readme = "README.rst" readme = "README.rst"
keywords = [ keywords = [
@ -39,8 +39,8 @@ classifiers = [
"Operating System :: POSIX :: Linux", "Operating System :: POSIX :: Linux",
"Programming Language :: Python :: Implementation :: CPython", "Programming Language :: Python :: Implementation :: CPython",
"Programming Language :: Python :: 3 :: Only", "Programming Language :: Python :: 3 :: Only",
"Programming Language :: Python :: 3.11",
"Programming Language :: Python :: 3.12", "Programming Language :: Python :: 3.12",
"Programming Language :: Python :: 3.13",
"Intended Audience :: Financial and Insurance Industry", "Intended Audience :: Financial and Insurance Industry",
"Intended Audience :: Science/Research", "Intended Audience :: Science/Research",
"Intended Audience :: Developers", "Intended Audience :: Developers",
@ -49,13 +49,13 @@ classifiers = [
dependencies = [ dependencies = [
"async-generator >=1.10, <2.0.0", "async-generator >=1.10, <2.0.0",
"attrs >=23.1.0, <24.0.0", "attrs >=23.1.0, <24.0.0",
"bidict >=0.23.1", "bidict >=0.22.1, <0.23.0",
"colorama >=0.4.6, <0.5.0", "colorama >=0.4.6, <0.5.0",
"colorlog >=6.7.0, <7.0.0", "colorlog >=6.7.0, <7.0.0",
"ib-insync >=0.9.86, <0.10.0", "ib-insync >=0.9.86, <0.10.0",
"numpy>=2.0", "numba >=0.59.0, <0.60.0",
"polars >=0.20.6", "numpy >=1.25, <2.0",
"polars-fuzzy-match>=0.1.5", "polars >=0.18.13, <0.19.0",
"pygments >=2.16.1, <3.0.0", "pygments >=2.16.1, <3.0.0",
"rich >=13.5.2, <14.0.0", "rich >=13.5.2, <14.0.0",
"tomli >=2.0.1, <3.0.0", "tomli >=2.0.1, <3.0.0",
@ -63,27 +63,21 @@ dependencies = [
"trio-util >=0.7.0, <0.8.0", "trio-util >=0.7.0, <0.8.0",
"trio-websocket >=0.10.3, <0.11.0", "trio-websocket >=0.10.3, <0.11.0",
"typer >=0.9.0, <1.0.0", "typer >=0.9.0, <1.0.0",
"trio >=0.27", "rapidfuzz >=3.5.2, <4.0.0",
"pendulum", "pdbp >=1.5.0, <2.0.0",
"trio >=0.24, <0.25",
"pendulum >=3.0.0, <4.0.0",
"httpx >=0.27.0, <0.28.0", "httpx >=0.27.0, <0.28.0",
"cryptofeed >=2.4.0, <3.0.0", "cryptofeed >=2.4.0, <3.0.0",
"pyarrow>=18.0.0", "pyarrow >=17.0.0, <18.0.0",
"websockets ==12.0", "websockets ==12.0",
"msgspec>=0.19.0,<0.20", "msgspec",
"tractor", "tractor",
"asyncvnc",
"tomlkit", "tomlkit",
"trio-typing>=0.10.0",
"numba>=0.61.0",
"pyvnc",
] ]
# ------ dependencies ------
[project.optional-dependencies]
# TODO: add an `--only daemon` group for running non-ui / pikerd
# service tree in distributed mode B)
# https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies
[dependency-groups]
uis = [ uis = [
# https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies # https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies
# TODO: make sure the levenshtein shit compiles on nix.. # TODO: make sure the levenshtein shit compiles on nix..
@ -96,11 +90,12 @@ uis = [
# for consideration, # for consideration,
# - 'visidata' # - 'visidata'
"qdarkstyle >=3.0.2, <4.0.0", # TODO: add an `--only daemon` group for running non-ui / pikerd
"pyqt6 >=6.7.0, <7.0.0", # service tree in distributed mode B)
"pyqtgraph", # https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies
] ]
[dependency-groups]
# TODO: a toolset that makes debugging a `pikerd` service (tree) easy # TODO: a toolset that makes debugging a `pikerd` service (tree) easy
# to hack on directly using more or less the local env: # to hack on directly using more or less the local env:
# - xonsh + xxh # - xonsh + xxh
@ -109,92 +104,31 @@ uis = [
# #
# console ehancements and eventually remote debugging extras/helpers. # console ehancements and eventually remote debugging extras/helpers.
# use `uv --dev` to enable # use `uv --dev` to enable
repl = [
# debug
"pdbp >=1.5.0, <2.0.0",
"greenback >=1.1.1, <2.0.0",
"xonsh",
"prompt-toolkit ==3.0.40",
"pyperclip>=1.9.0",
]
testing = [
"pytest",
]
de = [
# DE-specific
"i3ipc>=2.2.1",
]
dev = [ dev = [
# https://docs.astral.sh/uv/concepts/projects/dependencies/#development-dependencies "pytest >=6.0.0, <7.0.0",
"cython >=3.0.0, <4.0.0",
# nested deps-groups
# https://docs.astral.sh/uv/concepts/projects/dependencies/#nesting-groups
{include-group = 'uis'},
{include-group = 'repl'},
{include-group = 'testing'},
{include-group = 'de'},
]
lint = [
# XXX, with flake.nix needs to be from nixpkgs
"ruff>=0.9.6"
#
# ^TODO? these markers don't work; use deps-flags for now?
# ; os_name != 'nixos' and platform_system != 'NixOS'",
# ; defined('IN_NIX_SHELL')",
]
dbs = [
"elasticsearch >=8.9.0, <9.0.0", "elasticsearch >=8.9.0, <9.0.0",
"xonsh >=0.14.2, <0.15.0",
"prompt-toolkit ==3.0.40",
"cython >=3.0.0, <4.0.0",
"greenback >=1.1.1, <2.0.0",
"ruff>=0.9.6",
] ]
# ------ dependency-groups ------
[tool.pytest.ini_options]
# https://docs.pytest.org/en/stable/reference/reference.html#configuration-options
testpaths = [
"tests",
]
# https://docs.pytest.org/en/stable/reference/reference.html#confval-console_output_style
console_output_style = 'progress'
# https://docs.pytest.org/en/stable/how-to/plugins.html#disabling-plugins-from-autoloading
# https://docs.pytest.org/en/stable/how-to/plugins.html#deactivating-unregistering-a-plugin-by-name
addopts = '-p no:xonsh'
# ------ tool.pytest ------
[project.scripts] [project.scripts]
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.scripts ------
[tool.hatch.build.targets.sdist] [tool.hatch.build.targets.sdist]
include = ["piker"] include = ["piker"]
[tool.hatch.build.targets.wheel] [tool.hatch.build.targets.wheel]
include = ["piker"] include = ["piker"]
# ------ tool.hatch ------
# TODO? move to a `uv.toml`?
[tool.uv]
python-preference = 'system'
python-downloads = 'manual'
# https://docs.astral.sh/uv/concepts/projects/dependencies/#default-groups
default-groups = ['uis', 'dev']
# ------ tool.uv ------
[tool.uv.sources] [tool.uv.sources]
pyqtgraph = { git = "https://github.com/pikers/pyqtgraph.git" } pyqtgraph = { git = "https://github.com/pikers/pyqtgraph.git" }
asyncvnc = { git = "https://github.com/pikers/asyncvnc.git", branch = "main" }
tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" } tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" }
pyvnc = { git = "https://github.com/regulad/pyvnc.git" } msgspec = { git = "https://github.com/jcrist/msgspec.git" }
tractor = { git = "https://pikers.dev/goodboy/tractor", branch = "piker_pin" }
# XXX since, we're like, always hacking new shite all-the-time. Bp
tractor = { git = "https://github.com/goodboy/tractor.git", branch ="piker_pin" }
# tractor = { git = "https://pikers.dev/goodboy/tractor", branch = "piker_pin" }
# tractor = { git = "https://pikers.dev/goodboy/tractor", branch = "main" }
# ------ goodboy ------
# hackin dev-envs, usually there's something new he's hackin in..
# tractor = { path = "../tractor", editable = true } # tractor = { path = "../tractor", editable = true }

View File

@ -62,9 +62,8 @@ ignore-init-module-imports = false
fixable = ["ALL"] fixable = ["ALL"]
unfixable = [] unfixable = []
# TODO? uhh why no work!?
# Allow unused variables when underscore-prefixed. # Allow unused variables when underscore-prefixed.
# dummy-variable-rgx = "^(_+|(_+[a-zA-Z0-9_]*[a-zA-Z0-9]+?))$" dummy-variable-rgx = "^(_+|(_+[a-zA-Z0-9_]*[a-zA-Z0-9]+?))$"
[format] [format]
# Use single quotes in `ruff format`. # Use single quotes in `ruff format`.

2016
uv.lock

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