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No commits in common. "869aa8251a9d5f26477c75b8630b663aa1e397b3" and "861826dd7bdd2967b2fb0e75251759c43dbfb97a" have entirely different histories.
869aa8251a
...
861826dd7b
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@ -22,13 +22,13 @@ from typing import Optional, Union, Callable, Any
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from contextlib import asynccontextmanager as acm
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from collections import defaultdict
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from msgspec import Struct
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import tractor
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import trio
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from trio_typing import TaskStatus
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from .log import get_logger, get_console_log
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from .brokers import get_brokermod
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from .data.types import Struct
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log = get_logger(__name__)
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@ -204,26 +204,23 @@ async def open_piker_runtime(
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assert _services is None
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# XXX: this may open a root actor as well
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with tractor.msg.configure_native_msgs(
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[Struct],
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async with (
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tractor.open_root_actor(
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# passed through to ``open_root_actor``
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arbiter_addr=_registry_addr,
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name=name,
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loglevel=loglevel,
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debug_mode=debug_mode,
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start_method=start_method,
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# TODO: eventually we should be able to avoid
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# having the root have more then permissions to
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# spawn other specialized daemons I think?
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enable_modules=_root_modules,
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) as _,
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):
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async with (
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tractor.open_root_actor(
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# passed through to ``open_root_actor``
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arbiter_addr=_registry_addr,
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name=name,
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loglevel=loglevel,
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debug_mode=debug_mode,
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start_method=start_method,
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# TODO: eventually we should be able to avoid
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# having the root have more then permissions to
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# spawn other specialized daemons I think?
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enable_modules=_root_modules,
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) as _,
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):
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yield tractor.current_actor()
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yield tractor.current_actor()
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@acm
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@ -263,31 +260,27 @@ async def maybe_open_pikerd(
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if loglevel:
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get_console_log(loglevel)
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# XXX: this may open a root actor as well
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with tractor.msg.configure_native_msgs(
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[Struct],
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):
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# subtle, we must have the runtime up here or portal lookup will fail
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async with maybe_open_runtime(loglevel, **kwargs):
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# subtle, we must have the runtime up here or portal lookup will fail
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async with maybe_open_runtime(loglevel, **kwargs):
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async with tractor.find_actor(_root_dname) as portal:
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# assert portal is not None
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if portal is not None:
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yield portal
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return
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async with tractor.find_actor(_root_dname) as portal:
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# assert portal is not None
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if portal is not None:
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yield portal
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return
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# presume pikerd role since no daemon could be found at
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# configured address
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async with open_pikerd(
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# presume pikerd role since no daemon could be found at
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# configured address
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async with open_pikerd(
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loglevel=loglevel,
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debug_mode=kwargs.get('debug_mode', False),
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loglevel=loglevel,
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debug_mode=kwargs.get('debug_mode', False),
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) as _:
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# in the case where we're starting up the
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# tractor-piker runtime stack in **this** process
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# we return no portal to self.
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yield None
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) as _:
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# in the case where we're starting up the
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# tractor-piker runtime stack in **this** process
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# we return no portal to self.
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yield None
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# brokerd enabled modules
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@ -449,7 +442,7 @@ async def spawn_brokerd(
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)
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# non-blocking setup of brokerd service nursery
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from .data.feed import _setup_persistent_brokerd
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from .data import _setup_persistent_brokerd
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await _services.start_service_task(
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dname,
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@ -148,7 +148,7 @@ async def handle_order_requests(
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oid=request_msg['oid'],
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symbol=request_msg['symbol'],
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reason=f'No account found: `{account}` ?',
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))
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).dict())
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continue
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client = _accounts2clients.get(account)
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@ -161,7 +161,7 @@ async def handle_order_requests(
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oid=request_msg['oid'],
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symbol=request_msg['symbol'],
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reason=f'No api client loaded for account: `{account}` ?',
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))
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).dict())
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continue
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if action in {'buy', 'sell'}:
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@ -188,7 +188,7 @@ async def handle_order_requests(
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oid=request_msg['oid'],
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symbol=request_msg['symbol'],
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reason='Order already active?',
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))
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).dict())
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# deliver ack that order has been submitted to broker routing
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await ems_order_stream.send(
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@ -197,8 +197,9 @@ async def handle_order_requests(
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oid=order.oid,
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# broker specific request id
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reqid=reqid,
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time_ns=time.time_ns(),
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account=account,
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)
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).dict()
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)
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elif action == 'cancel':
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@ -558,7 +559,7 @@ async def trades_dialogue(
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cids2pps,
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validate=True,
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)
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all_positions.extend(msg for msg in msgs)
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all_positions.extend(msg.dict() for msg in msgs)
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if not all_positions and cids2pps:
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raise RuntimeError(
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@ -664,7 +665,7 @@ async def emit_pp_update(
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msg = msgs[0]
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break
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await ems_stream.send(msg)
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await ems_stream.send(msg.dict())
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async def deliver_trade_events(
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@ -742,7 +743,7 @@ async def deliver_trade_events(
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broker_details={'name': 'ib'},
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)
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await ems_stream.send(msg)
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await ems_stream.send(msg.dict())
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case 'fill':
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@ -802,7 +803,7 @@ async def deliver_trade_events(
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broker_time=trade_entry['broker_time'],
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)
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await ems_stream.send(msg)
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await ems_stream.send(msg.dict())
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# 2 cases:
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# - fill comes first or
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@ -878,7 +879,7 @@ async def deliver_trade_events(
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cid, msg = pack_position(item)
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# acctid = msg.account = accounts_def.inverse[msg.account]
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# cuck ib and it's shitty fifo sys for pps!
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# await ems_stream.send(msg)
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# await ems_stream.send(msg.dict())
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case 'event':
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@ -890,7 +891,7 @@ async def deliver_trade_events(
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# level...
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# reqid = item.get('reqid', 0)
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# if getattr(msg, 'reqid', 0) < -1:
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# log.info(f"TWS triggered trade\n{pformat(msg)}")
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# log.info(f"TWS triggered trade\n{pformat(msg.dict())}")
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# msg.reqid = 'tws-' + str(-1 * reqid)
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@ -184,7 +184,7 @@ async def handle_order_requests(
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'Invalid request msg:\n{msg}'
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),
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)
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).dict()
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)
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@ -282,7 +282,7 @@ async def trades_dialogue(
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avg_price=p.be_price,
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currency='',
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)
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position_msgs.append(msg)
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position_msgs.append(msg.dict())
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await ctx.started(
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(position_msgs, [acc_name])
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@ -405,7 +405,7 @@ async def handle_order_updates(
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broker_details={'name': 'kraken'},
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broker_time=broker_time
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)
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await ems_stream.send(fill_msg)
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await ems_stream.send(fill_msg.dict())
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filled_msg = BrokerdStatus(
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reqid=reqid,
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@ -429,7 +429,7 @@ async def handle_order_updates(
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# https://github.com/pikers/piker/issues/296
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remaining=0,
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)
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await ems_stream.send(filled_msg)
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await ems_stream.send(filled_msg.dict())
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# update ledger and position tracking
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with open_ledger(acctid, trades) as trans:
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@ -466,7 +466,7 @@ async def handle_order_updates(
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# TODO
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# currency=''
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)
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await ems_stream.send(pp_msg)
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await ems_stream.send(pp_msg.dict())
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# process and relay order state change events
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# https://docs.kraken.com/websockets/#message-openOrders
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@ -563,7 +563,7 @@ async def handle_order_updates(
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),
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)
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msgs.append(resp)
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await ems_stream.send(resp)
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await ems_stream.send(resp.dict())
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case _:
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log.warning(
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@ -603,7 +603,7 @@ async def handle_order_updates(
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msgs.extend(resps)
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for resp in resps:
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await ems_stream.send(resp)
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await ems_stream.send(resp.dict())
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case _:
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log.warning(f'Unhandled trades update msg: {msg}')
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|
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@ -22,9 +22,10 @@ from enum import Enum
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from typing import Optional
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from bidict import bidict
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from pydantic import BaseModel, validator
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# from msgspec import Struct
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from ..data._source import Symbol
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from ..data.types import Struct
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from ..pp import Position
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@ -40,30 +41,33 @@ SizeUnit = Enum(
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)
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class Allocator(Struct):
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class Allocator(BaseModel):
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class Config:
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validate_assignment = True
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copy_on_model_validation = False
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arbitrary_types_allowed = True
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# required to get the account validator lookup working?
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extra = 'allow'
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underscore_attrs_are_private = False
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symbol: Symbol
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account: Optional[str] = 'paper'
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_size_units: bidict[str, Optional[str]] = _size_units
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# TODO: for enums this clearly doesn't fucking work, you can't set
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# a default at startup by passing in a `dict` but yet you can set
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# that value through assignment..for wtv cucked reason.. honestly, pure
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# unintuitive garbage.
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_size_unit: str = 'currency'
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size_unit: str = 'currency'
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_size_units: dict[str, Optional[str]] = _size_units
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@property
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def size_unit(self) -> str:
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return self._size_unit
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@size_unit.setter
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def size_unit(self, v: str) -> Optional[str]:
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@validator('size_unit', pre=True)
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def maybe_lookup_key(cls, v):
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# apply the corresponding enum key for the text "description" value
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if v not in _size_units:
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v = _size_units.inverse[v]
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return _size_units.inverse[v]
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assert v in _size_units
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self._size_unit = v
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return v
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# TODO: if we ever want ot support non-uniform entry-slot-proportion
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@ -258,7 +262,7 @@ def mk_allocator(
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# default allocation settings
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defaults: dict[str, float] = {
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'account': None, # select paper by default
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# 'size_unit': 'currency',
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'size_unit': 'currency',
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'units_limit': 400,
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'currency_limit': 5e3,
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'slots': 4,
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@ -297,9 +301,6 @@ def mk_allocator(
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# entry step 1.0
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alloc.units_limit = alloc.slots
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else:
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alloc.size_unit = 'currency'
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# if the current position is already greater then the limit
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# settings, increase the limit to the current position
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if alloc.size_unit == 'currency':
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|
|
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@ -58,11 +58,11 @@ class OrderBook:
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def send(
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self,
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msg: Order | dict,
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msg: Order,
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) -> dict:
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self._sent_orders[msg.oid] = msg
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self._to_ems.send_nowait(msg)
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self._to_ems.send_nowait(msg.dict())
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return msg
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def update(
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@ -73,8 +73,9 @@ class OrderBook:
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) -> dict:
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cmd = self._sent_orders[uuid]
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msg = cmd.copy(update=data)
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self._sent_orders[uuid] = msg
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msg = cmd.dict()
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msg.update(data)
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self._sent_orders[uuid] = Order(**msg)
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self._to_ems.send_nowait(msg)
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return cmd
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@ -87,7 +88,7 @@ class OrderBook:
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oid=uuid,
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symbol=cmd.symbol,
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)
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self._to_ems.send_nowait(msg)
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self._to_ems.send_nowait(msg.dict())
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_orders: OrderBook = None
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|
|
@ -148,7 +149,7 @@ async def relay_order_cmds_from_sync_code(
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book = get_orders()
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async with book._from_order_book.subscribe() as orders_stream:
|
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async for cmd in orders_stream:
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if cmd.symbol == symbol_key:
|
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if cmd['symbol'] == symbol_key:
|
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log.info(f'Send order cmd:\n{pformat(cmd)}')
|
||||
# send msg over IPC / wire
|
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await to_ems_stream.send(cmd)
|
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|
|
|
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|
|
@ -20,7 +20,6 @@ In da suit parlances: "Execution management systems"
|
|||
"""
|
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from contextlib import asynccontextmanager
|
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from dataclasses import dataclass, field
|
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from math import isnan
|
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from pprint import pformat
|
||||
import time
|
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from typing import AsyncIterator, Callable
|
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|
|
@ -232,7 +231,7 @@ async def clear_dark_triggers(
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|||
price=submit_price,
|
||||
size=cmd['size'],
|
||||
)
|
||||
await brokerd_orders_stream.send(msg)
|
||||
await brokerd_orders_stream.send(msg.dict())
|
||||
|
||||
# mark this entry as having sent an order
|
||||
# request. the entry will be replaced once the
|
||||
|
|
@ -248,11 +247,14 @@ async def clear_dark_triggers(
|
|||
|
||||
msg = Status(
|
||||
oid=oid, # ems order id
|
||||
time_ns=time.time_ns(),
|
||||
resp=resp,
|
||||
time_ns=time.time_ns(),
|
||||
symbol=fqsn,
|
||||
trigger_price=price,
|
||||
brokerd_msg=cmd,
|
||||
)
|
||||
broker_details={'name': broker},
|
||||
cmd=cmd, # original request message
|
||||
|
||||
).dict()
|
||||
|
||||
# remove exec-condition from set
|
||||
log.info(f'removing pred for {oid}')
|
||||
|
|
@ -575,11 +577,11 @@ async def translate_and_relay_brokerd_events(
|
|||
|
||||
if name == 'position':
|
||||
|
||||
pos_msg = BrokerdPosition(**brokerd_msg)
|
||||
pos_msg = BrokerdPosition(**brokerd_msg).dict()
|
||||
|
||||
# XXX: this will be useful for automatic strats yah?
|
||||
# keep pps per account up to date locally in ``emsd`` mem
|
||||
sym, broker = pos_msg.symbol, pos_msg.broker
|
||||
sym, broker = pos_msg['symbol'], pos_msg['broker']
|
||||
|
||||
relay.positions.setdefault(
|
||||
# NOTE: translate to a FQSN!
|
||||
|
|
@ -681,7 +683,7 @@ async def translate_and_relay_brokerd_events(
|
|||
entry.reqid = reqid
|
||||
|
||||
# tell broker to cancel immediately
|
||||
await brokerd_trades_stream.send(entry)
|
||||
await brokerd_trades_stream.send(entry.dict())
|
||||
|
||||
# - the order is now active and will be mirrored in
|
||||
# our book -> registered as live flow
|
||||
|
|
@ -721,7 +723,7 @@ async def translate_and_relay_brokerd_events(
|
|||
# if 10147 in message: cancel
|
||||
|
||||
resp = 'broker_errored'
|
||||
broker_details = msg
|
||||
broker_details = msg.dict()
|
||||
|
||||
# don't relay message to order requester client
|
||||
# continue
|
||||
|
|
@ -756,7 +758,7 @@ async def translate_and_relay_brokerd_events(
|
|||
resp = 'broker_' + msg.status
|
||||
|
||||
# pass the BrokerdStatus msg inside the broker details field
|
||||
broker_details = msg
|
||||
broker_details = msg.dict()
|
||||
|
||||
elif name in (
|
||||
'fill',
|
||||
|
|
@ -765,7 +767,7 @@ async def translate_and_relay_brokerd_events(
|
|||
|
||||
# proxy through the "fill" result(s)
|
||||
resp = 'broker_filled'
|
||||
broker_details = msg
|
||||
broker_details = msg.dict()
|
||||
|
||||
log.info(f'\nFill for {oid} cleared with:\n{pformat(resp)}')
|
||||
|
||||
|
|
@ -783,7 +785,7 @@ async def translate_and_relay_brokerd_events(
|
|||
time_ns=time.time_ns(),
|
||||
broker_reqid=reqid,
|
||||
brokerd_msg=broker_details,
|
||||
)
|
||||
).dict()
|
||||
)
|
||||
except KeyError:
|
||||
log.error(
|
||||
|
|
@ -855,7 +857,7 @@ async def process_client_order_cmds(
|
|||
f'Submitting cancel for live order {reqid}'
|
||||
)
|
||||
|
||||
await brokerd_order_stream.send(msg)
|
||||
await brokerd_order_stream.send(msg.dict())
|
||||
|
||||
else:
|
||||
# this might be a cancel for an order that hasn't been
|
||||
|
|
@ -877,7 +879,7 @@ async def process_client_order_cmds(
|
|||
resp='dark_cancelled',
|
||||
oid=oid,
|
||||
time_ns=time.time_ns(),
|
||||
)
|
||||
).dict()
|
||||
)
|
||||
# de-register this client dialogue
|
||||
router.dialogues.pop(oid)
|
||||
|
|
@ -932,7 +934,7 @@ async def process_client_order_cmds(
|
|||
# handle relaying the ems side responses back to
|
||||
# the client/cmd sender from this request
|
||||
log.info(f'Sending live order to {broker}:\n{pformat(msg)}')
|
||||
await brokerd_order_stream.send(msg)
|
||||
await brokerd_order_stream.send(msg.dict())
|
||||
|
||||
# an immediate response should be ``BrokerdOrderAck``
|
||||
# with ems order id from the ``trades_dialogue()``
|
||||
|
|
@ -957,12 +959,6 @@ async def process_client_order_cmds(
|
|||
# like every other shitty tina platform that makes
|
||||
# the user choose the predicate operator.
|
||||
last = dark_book.lasts[fqsn]
|
||||
|
||||
# sometimes the real-time feed hasn't come up
|
||||
# so just pull from the latest history.
|
||||
if isnan(last):
|
||||
last = feed.shm.array[-1]['close']
|
||||
|
||||
pred = mk_check(trigger_price, last, action)
|
||||
|
||||
spread_slap: float = 5
|
||||
|
|
@ -1012,7 +1008,7 @@ async def process_client_order_cmds(
|
|||
resp=resp,
|
||||
oid=oid,
|
||||
time_ns=time.time_ns(),
|
||||
)
|
||||
).dict()
|
||||
)
|
||||
|
||||
|
||||
|
|
@ -1150,14 +1146,8 @@ async def _emsd_main(
|
|||
)
|
||||
|
||||
finally:
|
||||
# try to remove client from "registry"
|
||||
try:
|
||||
_router.clients.remove(ems_client_order_stream)
|
||||
except KeyError:
|
||||
log.warning(
|
||||
f'Stream {ems_client_order_stream._ctx.chan.uid}'
|
||||
' was already dropped?'
|
||||
)
|
||||
# remove client from "registry"
|
||||
_router.clients.remove(ems_client_order_stream)
|
||||
|
||||
dialogues = _router.dialogues
|
||||
|
||||
|
|
|
|||
|
|
@ -20,15 +20,16 @@ Clearing system messagingn types and protocols.
|
|||
"""
|
||||
from typing import Optional, Union
|
||||
|
||||
# TODO: try out just encoding/send direction for now?
|
||||
# import msgspec
|
||||
from pydantic import BaseModel
|
||||
|
||||
from ..data._source import Symbol
|
||||
from ..data.types import Struct
|
||||
|
||||
|
||||
# --------------
|
||||
# Client -> emsd
|
||||
# --------------
|
||||
|
||||
class Cancel(Struct):
|
||||
|
||||
class Cancel(BaseModel):
|
||||
'''Cancel msg for removing a dark (ems triggered) or
|
||||
broker-submitted (live) trigger/order.
|
||||
|
||||
|
|
@ -38,7 +39,7 @@ class Cancel(Struct):
|
|||
symbol: str
|
||||
|
||||
|
||||
class Order(Struct):
|
||||
class Order(BaseModel):
|
||||
|
||||
action: str # {'buy', 'sell', 'alert'}
|
||||
# internal ``emdsd`` unique "order id"
|
||||
|
|
@ -58,14 +59,20 @@ class Order(Struct):
|
|||
# the backend broker
|
||||
exec_mode: str # {'dark', 'live', 'paper'}
|
||||
|
||||
class Config:
|
||||
# just for pre-loading a ``Symbol`` when used
|
||||
# in the order mode staging process
|
||||
arbitrary_types_allowed = True
|
||||
# don't copy this model instance when used in
|
||||
# a recursive model
|
||||
copy_on_model_validation = False
|
||||
|
||||
# --------------
|
||||
# Client <- emsd
|
||||
# --------------
|
||||
# update msgs from ems which relay state change info
|
||||
# from the active clearing engine.
|
||||
|
||||
class Status(Struct):
|
||||
|
||||
class Status(BaseModel):
|
||||
|
||||
name: str = 'status'
|
||||
oid: str # uuid4
|
||||
|
|
@ -88,6 +95,8 @@ class Status(Struct):
|
|||
# }
|
||||
resp: str # "response", see above
|
||||
|
||||
# symbol: str
|
||||
|
||||
# trigger info
|
||||
trigger_price: Optional[float] = None
|
||||
# price: float
|
||||
|
|
@ -102,12 +111,10 @@ class Status(Struct):
|
|||
brokerd_msg: dict = {}
|
||||
|
||||
|
||||
# ---------------
|
||||
# emsd -> brokerd
|
||||
# ---------------
|
||||
# requests *sent* from ems to respective backend broker daemon
|
||||
|
||||
class BrokerdCancel(Struct):
|
||||
class BrokerdCancel(BaseModel):
|
||||
|
||||
action: str = 'cancel'
|
||||
oid: str # piker emsd order id
|
||||
|
|
@ -123,7 +130,7 @@ class BrokerdCancel(Struct):
|
|||
reqid: Optional[Union[int, str]] = None
|
||||
|
||||
|
||||
class BrokerdOrder(Struct):
|
||||
class BrokerdOrder(BaseModel):
|
||||
|
||||
action: str # {buy, sell}
|
||||
oid: str
|
||||
|
|
@ -143,12 +150,11 @@ class BrokerdOrder(Struct):
|
|||
size: float
|
||||
|
||||
|
||||
# ---------------
|
||||
# emsd <- brokerd
|
||||
# ---------------
|
||||
# requests *received* to ems from broker backend
|
||||
|
||||
class BrokerdOrderAck(Struct):
|
||||
|
||||
class BrokerdOrderAck(BaseModel):
|
||||
'''
|
||||
Immediate reponse to a brokerd order request providing the broker
|
||||
specific unique order id so that the EMS can associate this
|
||||
|
|
@ -166,7 +172,7 @@ class BrokerdOrderAck(Struct):
|
|||
account: str = ''
|
||||
|
||||
|
||||
class BrokerdStatus(Struct):
|
||||
class BrokerdStatus(BaseModel):
|
||||
|
||||
name: str = 'status'
|
||||
reqid: Union[int, str]
|
||||
|
|
@ -199,7 +205,7 @@ class BrokerdStatus(Struct):
|
|||
}
|
||||
|
||||
|
||||
class BrokerdFill(Struct):
|
||||
class BrokerdFill(BaseModel):
|
||||
'''
|
||||
A single message indicating a "fill-details" event from the broker
|
||||
if avaiable.
|
||||
|
|
@ -224,7 +230,7 @@ class BrokerdFill(Struct):
|
|||
broker_time: float
|
||||
|
||||
|
||||
class BrokerdError(Struct):
|
||||
class BrokerdError(BaseModel):
|
||||
'''
|
||||
Optional error type that can be relayed to emsd for error handling.
|
||||
|
||||
|
|
@ -243,7 +249,7 @@ class BrokerdError(Struct):
|
|||
broker_details: dict = {}
|
||||
|
||||
|
||||
class BrokerdPosition(Struct):
|
||||
class BrokerdPosition(BaseModel):
|
||||
'''Position update event from brokerd.
|
||||
|
||||
'''
|
||||
|
|
|
|||
|
|
@ -30,8 +30,8 @@ import trio
|
|||
import tractor
|
||||
from dataclasses import dataclass
|
||||
|
||||
from .. import data
|
||||
from ..data._source import Symbol
|
||||
from ..data.feed import open_feed
|
||||
from ..pp import Position
|
||||
from ..data._normalize import iterticks
|
||||
from ..data._source import unpack_fqsn
|
||||
|
|
@ -117,7 +117,7 @@ class PaperBoi:
|
|||
reason='paper_trigger',
|
||||
remaining=size,
|
||||
)
|
||||
await self.ems_trades_stream.send(msg)
|
||||
await self.ems_trades_stream.send(msg.dict())
|
||||
|
||||
# if we're already a clearing price simulate an immediate fill
|
||||
if (
|
||||
|
|
@ -173,7 +173,7 @@ class PaperBoi:
|
|||
broker=self.broker,
|
||||
time_ns=time.time_ns(),
|
||||
)
|
||||
await self.ems_trades_stream.send(msg)
|
||||
await self.ems_trades_stream.send(msg.dict())
|
||||
|
||||
async def fake_fill(
|
||||
self,
|
||||
|
|
@ -216,7 +216,7 @@ class PaperBoi:
|
|||
'name': self.broker + '_paper',
|
||||
},
|
||||
)
|
||||
await self.ems_trades_stream.send(msg)
|
||||
await self.ems_trades_stream.send(msg.dict())
|
||||
|
||||
if order_complete:
|
||||
|
||||
|
|
@ -240,7 +240,7 @@ class PaperBoi:
|
|||
'name': self.broker,
|
||||
},
|
||||
)
|
||||
await self.ems_trades_stream.send(msg)
|
||||
await self.ems_trades_stream.send(msg.dict())
|
||||
|
||||
# lookup any existing position
|
||||
token = f'{symbol}.{self.broker}'
|
||||
|
|
@ -268,7 +268,7 @@ class PaperBoi:
|
|||
)
|
||||
pp_msg.size, pp_msg.avg_price = pp.lifo_update(size, price)
|
||||
|
||||
await self.ems_trades_stream.send(pp_msg)
|
||||
await self.ems_trades_stream.send(pp_msg.dict())
|
||||
|
||||
|
||||
async def simulate_fills(
|
||||
|
|
@ -384,7 +384,7 @@ async def handle_order_requests(
|
|||
oid=request_msg['oid'],
|
||||
symbol=request_msg['symbol'],
|
||||
reason=f'Paper only. No account found: `{account}` ?',
|
||||
))
|
||||
).dict())
|
||||
continue
|
||||
|
||||
# validate
|
||||
|
|
@ -416,7 +416,7 @@ async def handle_order_requests(
|
|||
# broker specific request id
|
||||
reqid=reqid,
|
||||
|
||||
)
|
||||
).dict()
|
||||
)
|
||||
|
||||
elif action == 'cancel':
|
||||
|
|
@ -441,11 +441,14 @@ async def trades_dialogue(
|
|||
) -> None:
|
||||
tractor.log.get_console_log(loglevel)
|
||||
|
||||
async with open_feed(
|
||||
[fqsn],
|
||||
loglevel=loglevel,
|
||||
) as feed:
|
||||
async with (
|
||||
|
||||
data.open_feed(
|
||||
[fqsn],
|
||||
loglevel=loglevel,
|
||||
) as feed,
|
||||
|
||||
):
|
||||
# TODO: load paper positions per broker from .toml config file
|
||||
# and pass as symbol to position data mapping: ``dict[str, dict]``
|
||||
# await ctx.started(all_positions)
|
||||
|
|
|
|||
|
|
@ -30,19 +30,19 @@ from ._sharedmem import (
|
|||
get_shm_token,
|
||||
ShmArray,
|
||||
)
|
||||
# from .feed import (
|
||||
# # open_feed,
|
||||
# _setup_persistent_brokerd,
|
||||
# )
|
||||
from .feed import (
|
||||
open_feed,
|
||||
_setup_persistent_brokerd,
|
||||
)
|
||||
|
||||
|
||||
__all__ = [
|
||||
# 'open_feed',
|
||||
'open_feed',
|
||||
'ShmArray',
|
||||
'iterticks',
|
||||
'maybe_open_shm_array',
|
||||
'attach_shm_array',
|
||||
'open_shm_array',
|
||||
'get_shm_token',
|
||||
# '_setup_persistent_brokerd',
|
||||
'_setup_persistent_brokerd',
|
||||
]
|
||||
|
|
|
|||
|
|
@ -51,6 +51,10 @@ class DockerNotStarted(Exception):
|
|||
'Prolly you dint start da daemon bruh'
|
||||
|
||||
|
||||
class ContainerError(RuntimeError):
|
||||
'Error reported via app-container logging level'
|
||||
|
||||
|
||||
@acm
|
||||
async def open_docker(
|
||||
url: Optional[str] = None,
|
||||
|
|
@ -185,7 +189,7 @@ class Container:
|
|||
def hard_kill(self, start: float) -> None:
|
||||
delay = time.time() - start
|
||||
log.error(
|
||||
f'Failed to kill container {self.cntr.id} after {delay}s\n'
|
||||
f'Failed to kill container {cid} after {delay}s\n'
|
||||
'sending SIGKILL..'
|
||||
)
|
||||
# get out the big guns, bc apparently marketstore
|
||||
|
|
|
|||
|
|
@ -128,14 +128,11 @@ class _Token(Struct, frozen=True):
|
|||
|
||||
@classmethod
|
||||
def from_msg(cls, msg: dict) -> _Token:
|
||||
|
||||
# TODO: native struct decoding
|
||||
# return _token_dec.decode(msg)
|
||||
|
||||
if isinstance(msg, _Token):
|
||||
return msg
|
||||
|
||||
# assert 0
|
||||
# TODO: native struct decoding
|
||||
# return _token_dec.decode(msg)
|
||||
|
||||
msg['dtype_descr'] = tuple(map(tuple, msg['dtype_descr']))
|
||||
return _Token(**msg)
|
||||
|
|
|
|||
|
|
@ -1,68 +0,0 @@
|
|||
# piker: trading gear for hackers
|
||||
# Copyright (C) Guillermo Rodriguez (in stewardship for piker0)
|
||||
|
||||
# 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/>.
|
||||
|
||||
"""
|
||||
Built-in (extension) types.
|
||||
|
||||
"""
|
||||
from typing import Optional
|
||||
from pprint import pformat
|
||||
|
||||
import msgspec
|
||||
|
||||
|
||||
class Struct(
|
||||
msgspec.Struct,
|
||||
|
||||
# https://jcristharif.com/msgspec/structs.html#tagged-unions
|
||||
# tag='pikerstruct',
|
||||
# tag=True,
|
||||
):
|
||||
'''
|
||||
A "human friendlier" (aka repl buddy) struct subtype.
|
||||
|
||||
'''
|
||||
def to_dict(self) -> dict:
|
||||
return {
|
||||
f: getattr(self, f)
|
||||
for f in self.__struct_fields__
|
||||
}
|
||||
|
||||
def __repr__(self):
|
||||
return f'Struct({pformat(self.to_dict())})'
|
||||
|
||||
def copy(
|
||||
self,
|
||||
update: Optional[dict] = None,
|
||||
|
||||
) -> msgspec.Struct:
|
||||
'''
|
||||
Validate-typecast all self defined fields, return a copy of us
|
||||
with all such fields.
|
||||
|
||||
This is kinda like the default behaviour in `pydantic.BaseModel`.
|
||||
|
||||
'''
|
||||
if update:
|
||||
for k, v in update.items():
|
||||
setattr(self, k, v)
|
||||
|
||||
# roundtrip serialize to validate
|
||||
return msgspec.msgpack.Decoder(
|
||||
type=type(self)
|
||||
).decode(
|
||||
msgspec.msgpack.Encoder().encode(self)
|
||||
)
|
||||
|
|
@ -619,7 +619,7 @@ class FillStatusBar(QProgressBar):
|
|||
# color: #19232D;
|
||||
# width: 10px;
|
||||
|
||||
self.setRange(0, int(slots))
|
||||
self.setRange(0, slots)
|
||||
self.setValue(value)
|
||||
|
||||
|
||||
|
|
|
|||
|
|
@ -264,8 +264,7 @@ class OrderMode:
|
|||
self,
|
||||
|
||||
) -> OrderDialog:
|
||||
'''
|
||||
Send execution order to EMS return a level line to
|
||||
'''Send execution order to EMS return a level line to
|
||||
represent the order on a chart.
|
||||
|
||||
'''
|
||||
|
|
@ -274,9 +273,13 @@ class OrderMode:
|
|||
oid = str(uuid.uuid4())
|
||||
|
||||
# format order data for ems
|
||||
order = staged.copy()
|
||||
order.oid = oid
|
||||
order.symbol = symbol.front_fqsn()
|
||||
fqsn = symbol.front_fqsn()
|
||||
order = staged.copy(
|
||||
update={
|
||||
'symbol': fqsn,
|
||||
'oid': oid,
|
||||
}
|
||||
)
|
||||
|
||||
line = self.line_from_order(
|
||||
order,
|
||||
|
|
|
|||
Loading…
Reference in New Issue