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21 Commits

Author SHA1 Message Date
Tyler Goodlet 871bb2620e Port to newer `tractor.get_registry()` 2026-01-02 17:00:23 -05:00
Tyler Goodlet de980a69e0 Update legacy type to `tractor.MsgStream` 2026-01-02 17:00:23 -05:00
Tyler Goodlet ab9f01caf2 Fix type-check assertion in ems test to use `is` 2026-01-02 17:00:23 -05:00
Tyler Goodlet d85632ba9b Cast to `float` as needed from order-mode and ems
Since we're not quite yet using automatic typed msging from
`tractor`/`msgspec` (i.e. still manually decoding order ctl msgs from
built-in types..`dict`s still not `msgspec.Struct`) this adds the
appropriate typecasting ops to ensure the required precision is attained
prior to processing and/or submission to a brokerd backend service.

For the `.clearing._ems`,
- flip all `trigger_price` previously presumed to be `float` to just
  the field-identical `price: Decimal` and ensure we cast to `float`
  for any `trigger_price` usage, like before passing to `mk_check()`.

For `.ui.order_mode.OrderMode`,
- add a new `.curr_mkt: MktPair` convenience property to get the
  chart-active value.
- ensure we always use the `.curr_mkt.quantize() -> Decimal` before
  setting any IPC-msg's `.price` field!
- always cast `float(Order.price)` before use in setting line-levels.
- don't bother setting `Order.symbol` to a (now fully removed) `Symbol`
  instance since it's not really required-for-use anywhere; leaving it
  a `str` (per the type-annot) is fine for now?
2026-01-02 17:00:23 -05:00
Tyler Goodlet 8294ca6487 Mk `Brokerd[Order].price` avoid `float`-errs
By re-typing to a `.price: Decimal` field on both legs of the EMS.

It seems we must do it ourselves since,
- these msg's (fields) are relayed through the clearing engine to each
  `brokerd` backend and,
- bc many (if not all) of those backends `.broker`-clients (nor their
  encapsulated "brokerage services") **are not** doing any
  precision-truncation themselves.

So, for now, instead we opt to expect rounding at the source. This means
we will explicitly require casting to/from `float` at the line-graphics
interface to the order-clearing-engine (as implemented throughout
`.ui.order_mode.OrderMode`); and this is coming shortly.
2026-01-02 17:00:23 -05:00
Tyler Goodlet 87385a4e2d ib: never relay "Warning:" errors to EMS..
You'd think they could be bothered to make either a "log" or "warning"
msg type instead of a `type='error'`.. but alas, this attempts to detect
all such "warning"-errors and never proxy them to the clearing engine
thus avoiding the cancellation of any associated (by `reqid`)
pre-existing orders (control dialogs).

Also update all surrounding log messages to a more multiline style.
2026-01-02 16:59:09 -05:00
Tyler Goodlet b3c5478017 ib: jig `.data_reset_hack()` with vnc-client failover
Since apparently porting to the new docker container enforces using
a vnc password and `asyncvnc` seems to have a bug/mis-config whenever
i've tried a pw over a wg tunnel..?

Soo, this tries out the old `i3ipc`-win-focus + `xdo` click hack when
the above fails.

Deats,
- add a mod-level `try_xdo_manual()` to wrap calling
  `i3ipc_xdotool_manual_click_hack()` with an oserr handler, ensure we
  don't bother trying if `i3ipc` import fails beforehand tho.
- call ^ from both the orig case block and the failover from the
  vnc-client case.
- factor the `+no_setup_msg: str` out to mod level and expect it to be
  `.format()`-ed.
- refresh todo around `asyncvnc` pw ish..
- add a new `i3ipc_fin_wins_titled()` window-title scanner which
  predicates input `titles` and delivers any matches alongside the orig
  focused win at call time.
- tweak `i3ipc_xdotool_manual_click_hack()` to call ^ and remove prior
  unfactored window scanning logic.
2026-01-02 16:59:09 -05:00
Tyler Goodlet 6c9a78c5a0 Add fix for binance API 3.1 rollout..
See https://developers.binance.com/docs/binance-spot-api-docs#2025-08-26
2026-01-02 16:59:09 -05:00
Tyler Goodlet da223f7a55 kraken: add crash-handling around `Pair()` init
Since it can otherwise be difficult to debug due to nursery cancellation
(we need that taskman yo!).
2026-01-02 16:59:09 -05:00
Tyler Goodlet 49fe0a3398 kraken: `Pair.costmin` is now optional?
Some pairs don't seem to define it but it's not listed as deprecated on
official API page (new one now linked in type def's doc string).
2026-01-02 16:59:09 -05:00
Tyler Goodlet 29fc3b8a8b binance: add new `permissionSets` to base `Pair` 2026-01-02 16:59:09 -05:00
Tyler Goodlet 1bfe777637 Update `binance` spot pairs with `amendAllowed`
As per API updates,
https://developers.binance.com/docs/binance-spot-api-docs
https://developers.binance.com/docs/binance-spot-api-docs/faqs/order_amend_keep_priority

I also slightly tweaked the filed mismatch exception note to include the
`repr(pair_type)` so the dev can know which pair types should be
changed.
2026-01-02 16:59:09 -05:00
Tyler Goodlet c694d915f1 `.kraken`: add masked pauses for order req debug
Such that the next time i inevitably must debug the some order-request
error status or precision discrepancy, i have the mkt-symbol branch
ready to go. Also, switch to `'action': 'buy'|'sell' as action,` style
`case` matching instead of the post-`if` predicate style.
2026-01-02 16:59:09 -05:00
Tyler Goodlet c120cb51a4 `.questrade`: link in ws-API issue! 2026-01-02 16:59:09 -05:00
Tyler Goodlet 7c20231f16 `.kraken.broker`: need to `await verify_balances()` .. 2026-01-02 16:59:09 -05:00
Tyler Goodlet d809c79788 `.brokers.ib.feed`: better `tractor.to_asyncio` typing and var naming throughout! 2026-01-02 16:59:09 -05:00
Tyler Goodlet 9f2f8a1664 `.brokers.cli`: module type and todo for `--pdb` flag to NOT src from sub-cmd 2026-01-02 16:59:09 -05:00
Tyler Goodlet 9f141635d1 Type loaded backend modules 2026-01-02 16:59:09 -05:00
Tyler Goodlet 0604ca7c82 Bump various `.brokers.core` doc string content/style 2026-01-02 16:59:09 -05:00
Tyler Goodlet 82c2256271 Add missing f-str prefix to log line 2026-01-02 16:55:15 -05:00
Tyler Goodlet a743fa28b5 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.
2026-01-02 16:55:15 -05:00
24 changed files with 409 additions and 262 deletions

View File

@ -1,9 +1,7 @@
[network]
pikerd = [
'/ipv4/127.0.0.1/tcp/6116', # std localhost daemon-actor tree
# '/uds/6116', # TODO std uds socket file
]
tsdb.backend = 'marketstore'
tsdb.host = 'localhost'
tsdb.grpc_port = 5995
[ui]
# set custom font + size which will scale entire UI

View File

@ -465,7 +465,7 @@ def ledger_to_dfs(
df = dfs[key] = ldf.with_columns([
pl.cum_sum('size').alias('cumsize'),
pl.cumsum('size').alias('cumsize'),
# amount of source asset "sent" (via buy txns in
# the market) to acquire the dst asset, PER txn.
@ -480,7 +480,7 @@ def ledger_to_dfs(
]).with_columns([
# rolling balance in src asset units
(pl.col('dst_bot').cum_sum() * -1).alias('src_balance'),
(pl.col('dst_bot').cumsum() * -1).alias('src_balance'),
# "position operation type" in terms of increasing the
# amount in the dst asset (entering) or decreasing the
@ -622,7 +622,7 @@ def ledger_to_dfs(
# cost that was included in the least-recently
# entered txn that is still part of the current CSi
# set.
# => we look up the cost-per-unit cum_sum and apply
# => we look up the cost-per-unit cumsum and apply
# if over the current txn size (by multiplication)
# and then reverse that previusly applied cost on
# the txn_cost for this record.

View File

@ -98,13 +98,14 @@ async def open_cached_client(
If one has not been setup do it and cache it.
'''
brokermod = get_brokermod(brokername)
brokermod: ModuleType = get_brokermod(brokername)
# TODO: make abstract or `typing.Protocol`
# client: Client
async with maybe_open_context(
acm_func=brokermod.get_client,
kwargs=kwargs,
) as (cache_hit, client):
if cache_hit:
log.runtime(f'Reusing existing {client}')

View File

@ -374,9 +374,14 @@ class Client:
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'
f'\n'
f'New or removed field we need to codify!\n'
f'pair-type: {pair_type!r}\n'
f'\n'
f"Don't panic, prolly stupid binance changed their symbology schema again..\n"
f'Check out their API docs here:\n'
f'\n'
f'https://binance-docs.github.io/apidocs/spot/en/#exchange-information\n'
)
raise
pair_table[pair.symbol.upper()] = pair

View File

@ -97,6 +97,13 @@ class Pair(Struct, frozen=True, kw_only=True):
baseAsset: str
baseAssetPrecision: int
permissionSets: list[list[str]]
# https://developers.binance.com/docs/binance-spot-api-docs#2025-08-26
# will become non-optional 2025-08-28?
# https://developers.binance.com/docs/binance-spot-api-docs#future-changes
pegInstructionsAllowed: bool|None = None
filters: dict[
str,
str | int | float,
@ -142,7 +149,11 @@ class SpotPair(Pair, frozen=True):
defaultSelfTradePreventionMode: str
allowedSelfTradePreventionModes: list[str]
permissions: list[str]
permissionSets: list[list[str]]
# can the paint botz creat liq gaps even easier on this asset?
# Bp
# https://developers.binance.com/docs/binance-spot-api-docs/faqs/order_amend_keep_priority
amendAllowed: bool
# NOTE: see `.data._symcache.SymbologyCache.load()` for why
ns_path: str = 'piker.brokers.binance:SpotPair'

View File

@ -471,11 +471,15 @@ def search(
'''
# global opts
brokermods = list(config['brokermods'].values())
brokermods: list[ModuleType] = list(config['brokermods'].values())
# TODO: this is coming from the `search --pdb` NOT from
# the `piker --pdb` XD ..
# -[ ] pull from the parent click ctx's values..dumdum
# assert pdb
# define tractor entrypoint
async def main(func):
async with maybe_open_pikerd(
loglevel=config['loglevel'],
debug_mode=pdb,

View File

@ -22,7 +22,9 @@ routines should be primitive data types where possible.
"""
import inspect
from types import ModuleType
from typing import List, Dict, Any, Optional
from typing import (
Any,
)
import trio
@ -34,8 +36,10 @@ from ..accounting import MktPair
async def api(brokername: str, methname: str, **kwargs) -> dict:
"""Make (proxy through) a broker API call by name and return its result.
"""
'''
Make (proxy through) a broker API call by name and return its result.
'''
brokermod = get_brokermod(brokername)
async with brokermod.get_client() as client:
meth = getattr(client, methname, None)
@ -62,10 +66,14 @@ async def api(brokername: str, methname: str, **kwargs) -> dict:
async def stocks_quote(
brokermod: ModuleType,
tickers: List[str]
) -> Dict[str, Dict[str, Any]]:
"""Return quotes dict for ``tickers``.
"""
tickers: list[str]
) -> dict[str, dict[str, Any]]:
'''
Return a `dict` of snapshot quotes for the provided input
`tickers`: a `list` of fqmes.
'''
async with brokermod.get_client() as client:
return await client.quote(tickers)
@ -74,13 +82,15 @@ async def stocks_quote(
async def option_chain(
brokermod: ModuleType,
symbol: str,
date: Optional[str] = None,
) -> Dict[str, Dict[str, Dict[str, Any]]]:
"""Return option chain for ``symbol`` for ``date``.
date: str|None = None,
) -> dict[str, dict[str, dict[str, Any]]]:
'''
Return option chain for ``symbol`` for ``date``.
By default all expiries are returned. If ``date`` is provided
then contract quotes for that single expiry are returned.
"""
'''
async with brokermod.get_client() as client:
if date:
id = int((await client.tickers2ids([symbol]))[symbol])
@ -98,7 +108,7 @@ async def option_chain(
# async def contracts(
# brokermod: ModuleType,
# symbol: str,
# ) -> Dict[str, Dict[str, Dict[str, Any]]]:
# ) -> dict[str, dict[str, dict[str, Any]]]:
# """Return option contracts (all expiries) for ``symbol``.
# """
# async with brokermod.get_client() as client:
@ -110,15 +120,24 @@ async def bars(
brokermod: ModuleType,
symbol: str,
**kwargs,
) -> Dict[str, Dict[str, Dict[str, Any]]]:
"""Return option contracts (all expiries) for ``symbol``.
"""
) -> dict[str, dict[str, dict[str, Any]]]:
'''
Return option contracts (all expiries) for ``symbol``.
'''
async with brokermod.get_client() as client:
return await client.bars(symbol, **kwargs)
async def search_w_brokerd(name: str, pattern: str) -> dict:
async def search_w_brokerd(
name: str,
pattern: str,
) -> dict:
# TODO: WHY NOT WORK!?!
# when we `step` through the next block?
# import tractor
# await tractor.pause()
async with open_cached_client(name) as client:
# TODO: support multiple asset type concurrent searches.
@ -130,12 +149,12 @@ async def symbol_search(
pattern: str,
**kwargs,
) -> Dict[str, Dict[str, Dict[str, Any]]]:
) -> dict[str, dict[str, dict[str, Any]]]:
'''
Return symbol info from broker.
'''
results = []
results: list[str] = []
async def search_backend(
brokermod: ModuleType
@ -143,6 +162,13 @@ async def symbol_search(
brokername: str = mod.name
# TODO: figure this the FUCK OUT
# -> ok so obvi in the root actor any async task that's
# spawned outside the main tractor-root-actor task needs to
# call this..
# await tractor.devx._debug.maybe_init_greenback()
# tractor.pause_from_sync()
async with maybe_spawn_brokerd(
mod.name,
infect_asyncio=getattr(
@ -162,7 +188,6 @@ async def symbol_search(
))
async with trio.open_nursery() as n:
for mod in brokermods:
n.start_soon(search_backend, mod.name)
@ -172,11 +197,13 @@ async def symbol_search(
async def mkt_info(
brokermod: ModuleType,
fqme: str,
**kwargs,
) -> MktPair:
'''
Return MktPair info from broker including src and dst assets.
Return the `piker.accounting.MktPair` info struct from a given
backend broker tradable src/dst asset pair.
'''
async with open_cached_client(brokermod.name) as client:

View File

@ -34,6 +34,7 @@ from piker.brokers._util import get_logger
if TYPE_CHECKING:
from .api import Client
from ib_insync import IB
import i3ipc
log = get_logger('piker.brokers.ib')
@ -48,6 +49,37 @@ _reset_tech: Literal[
] = 'vnc'
no_setup_msg:str = (
'No data reset hack test setup for {vnc_sockaddr}!\n'
'See config setup tips @\n'
'https://github.com/pikers/piker/tree/master/piker/brokers/ib'
)
def try_xdo_manual(
vnc_sockaddr: str,
):
'''
Do the "manual" `xdo`-based screen switch + click
combo since apparently the `asyncvnc` client ain't workin..
Note this is only meant as a backup method for Xorg users,
ideally you can use a real vnc client and the `vnc_click_hack()`
impl!
'''
global _reset_tech
try:
i3ipc_xdotool_manual_click_hack()
_reset_tech = 'i3ipc_xdotool'
return True
except OSError:
log.exception(
no_setup_msg.format(vnc_sockaddr)
)
return False
async def data_reset_hack(
# vnc_host: str,
client: Client,
@ -90,15 +122,9 @@ async def data_reset_hack(
vnc_port: int
vnc_sockaddr: tuple[str] | None = client.conf.get('vnc_addrs')
no_setup_msg:str = (
f'No data reset hack test setup for {vnc_sockaddr}!\n'
'See config setup tips @\n'
'https://github.com/pikers/piker/tree/master/piker/brokers/ib'
)
if not vnc_sockaddr:
log.warning(
no_setup_msg
no_setup_msg.format(vnc_sockaddr)
+
'REQUIRES A `vnc_addrs: array` ENTRY'
)
@ -119,27 +145,38 @@ async def data_reset_hack(
port=vnc_port,
)
)
except OSError:
if vnc_host != 'localhost':
log.warning(no_setup_msg)
return False
except (
OSError, # no VNC server avail..
PermissionError, # asyncvnc pw fail..
):
try:
import i3ipc # noqa (since a deps dynamic check)
except ModuleNotFoundError:
log.warning(no_setup_msg)
log.warning(
no_setup_msg.format(vnc_sockaddr)
)
return False
try:
i3ipc_xdotool_manual_click_hack()
_reset_tech = 'i3ipc_xdotool'
return True
except OSError:
log.exception(no_setup_msg)
if vnc_host not in {
'localhost',
'127.0.0.1',
}:
focussed, matches = i3ipc_fin_wins_titled()
if not matches:
log.warning(
no_setup_msg.format(vnc_sockaddr)
)
return False
else:
try_xdo_manual(vnc_sockaddr)
# localhost but no vnc-client or it borked..
else:
try_xdo_manual(vnc_sockaddr)
case 'i3ipc_xdotool':
i3ipc_xdotool_manual_click_hack()
try_xdo_manual(vnc_sockaddr)
# i3ipc_xdotool_manual_click_hack()
case _ as tech:
raise RuntimeError(f'{tech} is not supported for reset tech!?')
@ -178,9 +215,9 @@ async def vnc_click_hack(
host,
port=port,
# TODO: doesn't work see:
# https://github.com/barneygale/asyncvnc/issues/7
# password='ibcansmbz',
# TODO: doesn't work?
# see, https://github.com/barneygale/asyncvnc/issues/7
password='doggy',
) as client:
@ -194,34 +231,67 @@ async def vnc_click_hack(
client.keyboard.press('Ctrl', 'Alt', key) # keys are stacked
def i3ipc_fin_wins_titled(
titles: list[str] = [
'Interactive Brokers', # tws running in i3
'IB Gateway', # gw running in i3
# 'IB', # gw running in i3 (newer version?)
# !TODO, remote vnc instance
# -[ ] something in title (or other Con-props) that indicates
# this is explicitly for ibrk sw?
# |_[ ] !can use modden spawn eventually!
'TigerVNC',
# 'vncviewer', # the terminal..
],
) -> tuple[
i3ipc.Con, # orig focussed win
list[tuple[str, i3ipc.Con]], # matching wins by title
]:
'''
Attempt to find a local-DE window titled with an entry in
`titles`.
If found deliver the current focussed window and all matching
`i3ipc.Con`s in a list.
'''
import i3ipc
ipc = i3ipc.Connection()
# TODO: might be worth offering some kinda api for grabbing
# the window id from the pid?
# https://stackoverflow.com/a/2250879
tree = ipc.get_tree()
focussed: i3ipc.Con = tree.find_focused()
matches: list[i3ipc.Con] = []
for name in titles:
results = tree.find_titled(name)
print(f'results for {name}: {results}')
if results:
con = results[0]
matches.append((
name,
con,
))
return (
focussed,
matches,
)
def i3ipc_xdotool_manual_click_hack() -> None:
'''
Do the data reset hack but expecting a local X-window using `xdotool`.
'''
import i3ipc
i3 = i3ipc.Connection()
# TODO: might be worth offering some kinda api for grabbing
# the window id from the pid?
# https://stackoverflow.com/a/2250879
t = i3.get_tree()
orig_win_id = t.find_focused().window
# for tws
win_names: list[str] = [
'Interactive Brokers', # tws running in i3
'IB Gateway', # gw running in i3
# 'IB', # gw running in i3 (newer version?)
]
focussed, matches = i3ipc_fin_wins_titled()
orig_win_id = focussed.window
try:
for name in win_names:
results = t.find_titled(name)
print(f'results for {name}: {results}')
if results:
con = results[0]
for name, con in matches:
print(f'Resetting data feed for {name}')
win_id = str(con.window)
w, h = con.rect.width, con.rect.height

View File

@ -1241,32 +1241,47 @@ async def deliver_trade_events(
# never relay errors for non-broker related issues
# https://interactivebrokers.github.io/tws-api/message_codes.html
code: int = err['error_code']
if code in {
200, # uhh
reason: str = err['reason']
reqid: str = str(err['reqid'])
# "Warning:" msg codes,
# https://interactivebrokers.github.io/tws-api/message_codes.html#warning_codes
# - 2109: 'Outside Regular Trading Hours'
if 'Warning:' in reason:
log.warning(
f'Order-API-warning: {code!r}\n'
f'reqid: {reqid!r}\n'
f'\n'
f'{pformat(err)}\n'
# ^TODO? should we just print the `reason`
# not the full `err`-dict?
)
continue
# XXX known special (ignore) cases
elif code in {
200, # uhh.. ni idea
# hist pacing / connectivity
162,
165,
# WARNING codes:
# https://interactivebrokers.github.io/tws-api/message_codes.html#warning_codes
# Attribute 'Outside Regular Trading Hours' is
# " 'ignored based on the order type and
# destination. PlaceOrder is now ' 'being
# processed.',
2109,
# XXX: lol this isn't even documented..
# 'No market data during competing live session'
1669,
}:
log.error(
f'Order-API-error which is non-cancel-causing ?!\n'
f'\n'
f'{pformat(err)}\n'
)
continue
reqid: str = str(err['reqid'])
reason: str = err['reason']
if err['reqid'] == -1:
log.error(f'TWS external order error:\n{pformat(err)}')
log.error(
f'TWS external order error ??\n'
f'{pformat(err)}\n'
)
flow: dict = dict(
flows.get(reqid)

View File

@ -587,7 +587,7 @@ async def get_bars(
data_cs.cancel()
# spawn new data reset task
data_cs, reset_done = await nurse.start(
data_cs, reset_done = await tn.start(
partial(
wait_on_data_reset,
proxy,
@ -607,11 +607,11 @@ async def get_bars(
# such that simultaneous symbol queries don't try data resettingn
# too fast..
unset_resetter: bool = False
async with trio.open_nursery() as nurse:
async with trio.open_nursery() as tn:
# start history request that we allow
# to run indefinitely until a result is acquired
nurse.start_soon(query)
tn.start_soon(query)
# start history reset loop which waits up to the timeout
# for a result before triggering a data feed reset.
@ -631,7 +631,7 @@ async def get_bars(
unset_resetter: bool = True
# spawn new data reset task
data_cs, reset_done = await nurse.start(
data_cs, reset_done = await tn.start(
partial(
wait_on_data_reset,
proxy,
@ -705,7 +705,9 @@ async def _setup_quote_stream(
# to_trio, from_aio = trio.open_memory_channel(2**8) # type: ignore
def teardown():
ticker.updateEvent.disconnect(push)
log.error(f"Disconnected stream for `{symbol}`")
log.error(
f'Disconnected stream for `{symbol}`'
)
client.ib.cancelMktData(contract)
# decouple broadcast mem chan
@ -761,7 +763,10 @@ async def open_aio_quote_stream(
symbol: str,
contract: Contract | None = None,
) -> trio.abc.ReceiveStream:
) -> (
trio.abc.Channel| # iface
tractor.to_asyncio.LinkedTaskChannel # actually
):
from tractor.trionics import broadcast_receiver
global _quote_streams
@ -778,6 +783,7 @@ async def open_aio_quote_stream(
yield from_aio
return
from_aio: tractor.to_asyncio.LinkedTaskChannel
async with tractor.to_asyncio.open_channel_from(
_setup_quote_stream,
symbol=symbol,
@ -983,17 +989,18 @@ async def stream_quotes(
)
cs: trio.CancelScope | None = None
startup: bool = True
iter_quotes: trio.abc.Channel
while (
startup
or cs.cancel_called
):
with trio.CancelScope() as cs:
async with (
trio.open_nursery() as nurse,
trio.open_nursery() as tn,
open_aio_quote_stream(
symbol=sym,
contract=con,
) as stream,
) as iter_quotes,
):
# ugh, clear ticks since we've consumed them
# (ahem, ib_insync is stateful trash)
@ -1021,9 +1028,9 @@ async def stream_quotes(
await rt_ev.wait()
cs.cancel() # cancel called should now be set
nurse.start_soon(reset_on_feed)
tn.start_soon(reset_on_feed)
async with aclosing(stream):
async with aclosing(iter_quotes):
# if syminfo.get('no_vlm', False):
if not init_msg.shm_write_opts['has_vlm']:
@ -1038,19 +1045,21 @@ async def stream_quotes(
# wait for real volume on feed (trading might be
# closed)
while True:
ticker = await stream.receive()
ticker = await iter_quotes.receive()
# for a real volume contract we rait for
# the first "real" trade to take place
if (
# not calc_price
# and not ticker.rtTime
not ticker.rtTime
False
# not ticker.rtTime
):
# spin consuming tickers until we
# get a real market datum
log.debug(f"New unsent ticker: {ticker}")
continue
else:
log.debug("Received first volume tick")
# ugh, clear ticks since we've
@ -1066,13 +1075,18 @@ async def stream_quotes(
log.debug(f"First ticker received {quote}")
# tell data-layer spawner-caller that live
# quotes are now streaming.
# quotes are now active desptie not having
# necessarily received a first vlm/clearing
# tick.
ticker = await iter_quotes.receive()
feed_is_live.set()
fqme: str = quote['fqme']
await send_chan.send({fqme: quote})
# last = time.time()
async for ticker in stream:
async for ticker in iter_quotes:
quote = normalize(ticker)
fqme = quote['fqme']
fqme: str = quote['fqme']
await send_chan.send({fqme: quote})
# ugh, clear ticks since we've consumed them

View File

@ -34,6 +34,7 @@ import urllib.parse
import hashlib
import hmac
import base64
import tractor
import trio
from piker import config
@ -372,8 +373,7 @@ class Client:
# 1658347714, 'status': 'Success'}]}
if xfers:
import tractor
await tractor.pp()
await tractor.pause()
trans: dict[str, Transaction] = {}
for entry in xfers:
@ -501,6 +501,7 @@ class Client:
for xkey, data in resp['result'].items():
# NOTE: always cache in pairs tables for faster lookup
with tractor.devx.maybe_open_crash_handler(): # as bxerr:
pair = Pair(xname=xkey, **data)
# register the above `Pair` structs for all

View File

@ -175,9 +175,8 @@ async def handle_order_requests(
case {
'account': 'kraken.spot' as account,
'action': action,
} if action in {'buy', 'sell'}:
'action': 'buy'|'sell',
}:
# validate
order = BrokerdOrder(**msg)
@ -262,6 +261,12 @@ async def handle_order_requests(
} | extra
log.info(f'Submitting WS order request:\n{pformat(req)}')
# NOTE HOWTO, debug order requests
#
# if 'XRP' in pair:
# await tractor.pause()
await ws.send_msg(req)
# placehold for sanity checking in relay loop
@ -544,7 +549,7 @@ async def open_trade_dialog(
# to be reloaded.
balances: dict[str, float] = await client.get_balances()
verify_balances(
await verify_balances(
acnt,
src_fiat,
balances,
@ -1085,6 +1090,8 @@ async def handle_order_updates(
f'Failed to {action} order {reqid}:\n'
f'{errmsg}'
)
# if tractor._state.debug_mode():
# await tractor.pause()
symbol: str = 'N/A'
if chain := apiflows.get(reqid):

View File

@ -21,7 +21,6 @@ Symbology defs and search.
from decimal import Decimal
import tractor
from rapidfuzz import process as fuzzy
from piker._cacheables import (
async_lifo_cache,
@ -41,8 +40,13 @@ from piker.accounting._mktinfo import (
)
# https://www.kraken.com/features/api#get-tradable-pairs
class Pair(Struct):
'''
A tradable asset pair as schema-defined by,
https://docs.kraken.com/api/docs/rest-api/get-tradable-asset-pairs
'''
xname: str # idiotic bs_mktid equiv i guess?
altname: str # alternate pair name
wsname: str # WebSocket pair name (if available)
@ -53,7 +57,6 @@ class Pair(Struct):
lot: str # volume lot size
cost_decimals: int
costmin: float
pair_decimals: int # scaling decimal places for pair
lot_decimals: int # scaling decimal places for volume
@ -79,6 +82,7 @@ class Pair(Struct):
tick_size: float # min price step size
status: str
costmin: str|None = None # XXX, only some mktpairs?
short_position_limit: float = 0
long_position_limit: float = float('inf')

View File

@ -37,6 +37,12 @@ import tractor
from async_generator import asynccontextmanager
import numpy as np
import wrapt
# TODO, port to `httpx`/`trio-websocket` whenver i get back to
# writing a proper ws-api streamer for this backend (since the data
# feeds are free now) as per GH feat-req:
# https://github.com/pikers/piker/issues/509
#
import asks
from ..calc import humanize, percent_change

View File

@ -161,7 +161,7 @@ async def clear_dark_triggers(
router: Router,
brokerd_orders_stream: tractor.MsgStream,
quote_stream: tractor.ReceiveMsgStream, # noqa
quote_stream: tractor.MsgStream,
broker: str,
fqme: str,
@ -177,6 +177,7 @@ async def clear_dark_triggers(
'''
# XXX: optimize this for speed!
# TODO:
# - port to the new ringbuf stuff in `tractor.ipc`!
# - numba all this!
# - this stream may eventually contain multiple symbols
quote_stream._raise_on_lag = False

View File

@ -189,9 +189,28 @@ def pikerd(
# AsyncExitStack() as stack,
):
assert service_mngr
# ?TODO? spawn all other sub-actor daemons according to
# TODO: spawn all other sub-actor daemons according to
# multiaddress endpoint spec defined by user config
assert service_mngr
# if tsdb:
# dname, conf = await stack.enter_async_context(
# service.marketstore.start_ahab_daemon(
# service_mngr,
# loglevel=loglevel,
# )
# )
# log.info(f'TSDB `{dname}` up with conf:\n{conf}')
# if es:
# dname, conf = await stack.enter_async_context(
# service.elastic.start_ahab_daemon(
# service_mngr,
# loglevel=loglevel,
# )
# )
# log.info(f'DB `{dname}` up with conf:\n{conf}')
await trio.sleep_forever()
trio.run(main)
@ -316,7 +335,7 @@ def services(config, tl, ports):
name='service_query',
loglevel=config['loglevel'] if tl else None,
),
tractor.get_arbiter(
tractor.get_registry(
host=host,
port=ports[0]
) as portal

View File

@ -41,13 +41,10 @@ from .log import get_logger
log = get_logger('broker-config')
# XXX NOTE: taken from `click`
# |_https://github.com/pallets/click/blob/main/src/click/utils.py#L449
#
# (since apparently they have some super weirdness with SIGINT and
# sudo.. no clue we're probably going to slowly just modify it to our
# own version over time..)
#
# XXX NOTE: taken from ``click`` since apparently they have some
# super weirdness with sigint and sudo..no clue
# we're probably going to slowly just modify it to our own version over
# time..
def get_app_dir(
app_name: str,
roaming: bool = True,
@ -264,7 +261,7 @@ def load(
MutableMapping,
] = tomllib.loads,
touch_if_dne: bool = True,
touch_if_dne: bool = False,
**tomlkws,
@ -273,7 +270,7 @@ def load(
Load config file by name.
If desired config is not in the top level piker-user config path then
pass the `path: Path` explicitly.
pass the ``path: Path`` explicitly.
'''
# create the $HOME/.config/piker dir if dne
@ -288,8 +285,7 @@ def load(
if (
not path.is_file()
and
touch_if_dne
and touch_if_dne
):
# only do a template if no path provided,
# just touch an empty file with same name.

View File

@ -91,18 +91,6 @@ class SymbologyCache(Struct):
# provided by the backend pkg.
mktmaps: dict[str, MktPair] = field(default_factory=dict)
def pformat(self) -> str:
return (
f'<{type(self).__name__}(\n'
f' .mod: {self.mod!r}\n'
f' .assets: {len(self.assets)!r}\n'
f' .pairs: {len(self.pairs)!r}\n'
f' .mktmaps: {len(self.mktmaps)!r}\n'
f')>'
)
__repr__ = pformat
def write_config(self) -> None:
# put the backend's pair-struct type ref at the top

View File

@ -352,9 +352,7 @@ async def allocate_persistent_feed(
# yield back control to starting nursery once we receive either
# some history or a real-time quote.
log.info(
f'loading OHLCV history: {fqme!r}\n'
)
log.info(f'loading OHLCV history: {fqme}')
await some_data_ready.wait()
flume = Flume(

View File

@ -517,7 +517,7 @@ def with_dts(
'''
return df.with_columns([
pl.col(time_col).shift(1).name.suffix('_prev'),
pl.col(time_col).shift(1).suffix('_prev'),
pl.col(time_col).diff().alias('s_diff'),
pl.from_epoch(pl.col(time_col)).alias('dt'),
]).with_columns([
@ -623,7 +623,7 @@ def detect_vlm_gaps(
) -> pl.DataFrame:
vnull: pl.DataFrame = df.filter(
vnull: pl.DataFrame = w_dts.filter(
pl.col(col) == 0
)
return vnull

View File

@ -269,8 +269,6 @@ def hcolor(name: str) -> str:
# default ohlc-bars/curve gray
'bracket': '#666666', # like the logo
'pikers': '#616161', # a trader shade of..
'beast': '#161616', # in the dark alone.
# bluish
'charcoal': '#36454F',

View File

@ -1,22 +1,4 @@
# piker: trading gear for hackers
# Copyright (C) Tyler Goodlet (in stewardship for pikers)
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU Affero General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Affero General Public License for more details.
# You should have received a copy of the GNU Affero General Public License
# along with this program. If not, see <https://www.gnu.org/licenses/>.
'''
A per-display, DPI (scaling) info dumper.
"""
Resource list for mucking with DPIs on multiple screens:
- https://stackoverflow.com/questions/42141354/convert-pixel-size-to-point-size-for-fonts-on-multiple-platforms
@ -30,86 +12,89 @@ Resource list for mucking with DPIs on multiple screens:
- https://stackoverflow.com/questions/16561879/what-is-the-difference-between-logicaldpix-and-physicaldpix-in-qt
- https://doc.qt.io/qt-5/qguiapplication.html#screenAt
'''
"""
from pyqtgraph import QtGui
from PyQt6 import (
QtCore,
QtWidgets,
)
from PyQt6.QtCore import (
Qt,
QCoreApplication,
QSize,
QRect,
from PyQt5.QtCore import (
Qt, QCoreApplication
)
# Proper high DPI scaling is available in Qt >= 5.6.0. This attibute
# must be set before creating the application
if hasattr(Qt, 'AA_EnableHighDpiScaling'):
QCoreApplication.setAttribute(
Qt.AA_EnableHighDpiScaling,
True,
)
QCoreApplication.setAttribute(Qt.AA_EnableHighDpiScaling, True)
if hasattr(Qt, 'AA_UseHighDpiPixmaps'):
QCoreApplication.setAttribute(
Qt.AA_UseHighDpiPixmaps,
True,
)
QCoreApplication.setAttribute(Qt.AA_UseHighDpiPixmaps, True)
app = QtWidgets.QApplication([])
window = QtWidgets.QMainWindow()
main_widget = QtWidgets.QWidget()
app = QtGui.QApplication([])
window = QtGui.QMainWindow()
main_widget = QtGui.QWidget()
window.setCentralWidget(main_widget)
window.show()
pxr: float = main_widget.devicePixelRatioF()
pxr = main_widget.devicePixelRatioF()
# explicitly get main widget and primary displays
current_screen: QtGui.QScreen = app.screenAt(
main_widget.geometry().center()
# screen_num = app.desktop().screenNumber()
# screen = app.screens()[screen_num]
screen = app.screenAt(main_widget.geometry().center())
name = screen.name()
size = screen.size()
geo = screen.availableGeometry()
phydpi = screen.physicalDotsPerInch()
logdpi = screen.logicalDotsPerInch()
print(
# f'screen number: {screen_num}\n',
f'screen name: {name}\n'
f'screen size: {size}\n'
f'screen geometry: {geo}\n\n'
f'devicePixelRationF(): {pxr}\n'
f'physical dpi: {phydpi}\n'
f'logical dpi: {logdpi}\n'
)
primary_screen: QtGui.QScreen = app.primaryScreen()
screen: QtGui.QScreen
for screen in app.screens():
name: str = screen.name()
model: str = screen.model().rstrip()
size: QSize = screen.size()
geo: QRect = screen.availableGeometry()
phydpi: float = screen.physicalDotsPerInch()
logdpi: float = screen.logicalDotsPerInch()
is_primary: bool = screen is primary_screen
is_current: bool = screen is current_screen
print('-'*50)
print(
f'------ screen name: {name} ------\n'
f'|_primary: {is_primary}\n'
f' _current: {is_current}\n'
f' _model: {model}\n'
f' _screen size: {size}\n'
f' _screen geometry: {geo}\n'
f' _devicePixelRationF(): {pxr}\n'
f' _physical dpi: {phydpi}\n'
f' _logical dpi: {logdpi}\n'
)
screen = app.primaryScreen()
# app-wide font info
name = screen.name()
size = screen.size()
geo = screen.availableGeometry()
phydpi = screen.physicalDotsPerInch()
logdpi = screen.logicalDotsPerInch()
print(
# f'screen number: {screen_num}\n',
f'screen name: {name}\n'
f'screen size: {size}\n'
f'screen geometry: {geo}\n\n'
f'devicePixelRationF(): {pxr}\n'
f'physical dpi: {phydpi}\n'
f'logical dpi: {logdpi}\n'
)
# app-wide font
font = QtGui.QFont("Hack")
# use pixel size to be cross-resolution compatible?
font.setPixelSize(6)
fm = QtGui.QFontMetrics(font)
fontdpi: float = fm.fontDpi()
font_h: int = fm.height()
string: str = '10000'
str_br: QtCore.QRect = fm.boundingRect(string)
str_w: int = str_br.width()
fm = QtGui.QFontMetrics(font)
fontdpi = fm.fontDpi()
font_h = fm.height()
string = '10000'
str_br = fm.boundingRect(string)
str_w = str_br.width()
print(
f'------ global font settings ------\n'
# f'screen number: {screen_num}\n',
f'font dpi: {fontdpi}\n'
f'font height: {font_h}\n'
f'string bounding rect: {str_br}\n'

1
tags
View File

@ -1 +0,0 @@
TAG_feed_status_update ./piker/data/feed.py /TAG_feed_status_update/