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28 Commits

Author SHA1 Message Date
Tyler Goodlet 838ddd6e79 Fix type-check assertion in ems test to use `is` 2026-01-06 21:43:59 -05:00
Tyler Goodlet aaf2dbcd79 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?
2026-01-06 21:43:59 -05:00
Tyler Goodlet cf976ff12b 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.
2026-01-06 21:43:59 -05:00
Gud Boi fa0d088ebc Merge pull request 'rando_data_subsys_styling
Reviewed-on: https://www.pikers.dev/pikers/piker/pulls/58

Mostly `.data` subsys styling from feats branches' (#58) from rando_data_subsys_styling into main
2026-01-07 02:43:35 +00:00
Tyler Goodlet dc61e6fc4f Report with `{fqme!r}` in feed allocator for type clarity 2026-01-06 19:33:23 -05:00
Tyler Goodlet b2b0e4c40d `.config.get_app_dir()`: link to `click`'s orig impl on GH 2026-01-06 19:33:23 -05:00
Tyler Goodlet 4b1fa2173b Touch `conf.toml` by default when dne? 2026-01-06 19:33:23 -05:00
Tyler Goodlet b3d345fc41 Wow, update root `conf.toml` to new multiaddr style
I don't know how this wasn't already committed but.. drops the legacy
`marketstore` tsdb socket info vars since we're going all in on
`nativedb` BP
2026-01-06 19:33:23 -05:00
Tyler Goodlet 0282e632f9 `data._symcache`, impl a summary `.__repr__()`, avoids `Asset` causality issues 2026-01-06 19:33:23 -05:00
Tyler Goodlet 7e600b3901 Avoid `msgspec` eval-err on `Asset` in symcache? 2026-01-06 19:33:23 -05:00
Tyler Goodlet dbe2567fe8 Flip screen-info script to qt6, refine it to heck.
Buncha updates and improvements,
- adjust sub-namespace imports according to console warnings.
- iterate all detected screens in a loop and instead report which is the
  primary and the current.
- type annotate all vars where non-obvious, particularly the`Qt` refs.
2026-01-06 19:33:23 -05:00
Tyler Goodlet 60df863a6a Mk a `notes_to_self/` move orig file `ideas.rst' 2026-01-06 19:33:23 -05:00
Tyler Goodlet 2d44a9afaa Drop old/masked ahab-docker daemon starting 2026-01-06 19:33:23 -05:00
Tyler Goodlet 57a5903ccf Start a manual `tags` file for internal refs 2026-01-06 19:33:23 -05:00
Tyler Goodlet cbe0cbd29c Add a couple new grays to the pallete 2026-01-06 19:33:23 -05:00
Tyler Goodlet 2158e27a66 Add missing f-str prefix to log line 2026-01-06 19:33:23 -05:00
Tyler Goodlet 323290d20b 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.
2026-01-06 19:33:23 -05:00
Gud Boi 4dd7391da7 Merge pull request 'bump_polars: new version with API adjustments' (#57) from bump_polars into main
Reviewed-on: https://www.pikers.dev/pikers/piker/pulls/57
2026-01-06 23:02:07 +00:00
Tyler Goodlet 2ced05c4d5 `polars.cumsum()` is now `.cum_sum()` 2026-01-06 16:10:36 -05:00
Tyler Goodlet e10f3a16dd Bump to (latest) `polars`, the `0.20.6x` series B)
Since I was trying out the neat lookin `polars-fuzzy-match` (also added
for now as a core dep here) which requires the new plugin sys, plus it's
about time we synced with upstream!

Adjust some column syntax to the new `.name` sub-field-space and the
`uv` lock-file to match.

Other,
- add back `trio-typing` bc i guess something else needs it (debug
  tooling stuff in new `tractor`?)
- flip back to the `tractor` pre-main pin since the new `main`-branch
  requires new `trio` stuff we haven't ported yet..
2026-01-06 16:10:36 -05:00
Tyler Goodlet 44a3385604 Just drop the merge-msg template, more trouble then it's worth XD 2026-01-06 12:35:51 -05:00
Tyler Goodlet 65320a5e0f Gitea template, wow fix it again.. 2026-01-06 12:28:30 -05:00
Gud Boi 272b74d214 Simplify gitea merge template
Mk title line same as PR, drop issues bit, keep `ReviewedOn` (since nothing else will contain the web addr..) and put the reviewers list.
2026-01-06 17:25:49 +00:00
Tyler Goodlet 4baa330e23 Ye, nm it turns out there's no ${URL} !?
Lol like wtf, how can they have this `ReviewedOn` but not just the PR's
web addr.. XD

I guess i'll just suck back the OCD and try it like this.
2026-01-06 12:22:56 -05:00
Tyler Goodlet f9514582b8 Mk title line same as PR, drop issues bit
Left in docs link for ref, hopefully that doesn't also do something
annoying in the web UI Bp
2026-01-05 14:55:34 -05:00
Gud Boi 8f24a35a5d Merge pull request 'Merge-msg template' (#54) from gitea_merge_template into main
Submitted-in: https://www.pikers.dev/pikers/piker/pulls/54
2026-01-05 18:51:52 +00:00
Tyler Goodlet cccf001aa4 Try out what gemini says will work? 2026-01-05 13:43:10 -05:00
Gud Boi 65a4fafb5d Merge pull request 'no_symcache_no_problem: be more tolerant of not-yet-implemented provider backends' (#39) from no_symcache_no_problem into main
Submitted-in: https://www.pikers.dev/pikers/piker/pulls/39
2026-01-05 16:28:59 +00:00
24 changed files with 261 additions and 408 deletions

View File

@ -1,7 +1,9 @@
[network]
tsdb.backend = 'marketstore'
tsdb.host = 'localhost'
tsdb.grpc_port = 5995
pikerd = [
'/ipv4/127.0.0.1/tcp/6116', # std localhost daemon-actor tree
# '/uds/6116', # TODO std uds socket file
]
[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.cumsum('size').alias('cumsize'),
pl.cum_sum('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').cumsum() * -1).alias('src_balance'),
(pl.col('dst_bot').cum_sum() * -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 cumsum and apply
# => we look up the cost-per-unit cum_sum 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

@ -98,14 +98,13 @@ async def open_cached_client(
If one has not been setup do it and cache it.
'''
brokermod: ModuleType = get_brokermod(brokername)
# TODO: make abstract or `typing.Protocol`
# client: Client
brokermod = get_brokermod(brokername)
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

@ -374,14 +374,9 @@ class Client:
pair: Pair = pair_type(**item)
except Exception as e:
e.add_note(
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'
"\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'
)
raise
pair_table[pair.symbol.upper()] = pair

View File

@ -97,13 +97,6 @@ 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,
@ -149,11 +142,7 @@ class SpotPair(Pair, frozen=True):
defaultSelfTradePreventionMode: str
allowedSelfTradePreventionModes: list[str]
permissions: 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
permissionSets: list[list[str]]
# NOTE: see `.data._symcache.SymbologyCache.load()` for why
ns_path: str = 'piker.brokers.binance:SpotPair'

View File

@ -471,15 +471,11 @@ def search(
'''
# global opts
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
brokermods = list(config['brokermods'].values())
# define tractor entrypoint
async def main(func):
async with maybe_open_pikerd(
loglevel=config['loglevel'],
debug_mode=pdb,

View File

@ -22,9 +22,7 @@ routines should be primitive data types where possible.
"""
import inspect
from types import ModuleType
from typing import (
Any,
)
from typing import List, Dict, Any, Optional
import trio
@ -36,10 +34,8 @@ 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)
@ -66,14 +62,10 @@ async def api(brokername: str, methname: str, **kwargs) -> dict:
async def stocks_quote(
brokermod: ModuleType,
tickers: list[str]
) -> dict[str, dict[str, Any]]:
'''
Return a `dict` of snapshot quotes for the provided input
`tickers`: a `list` of fqmes.
'''
tickers: List[str]
) -> Dict[str, Dict[str, Any]]:
"""Return quotes dict for ``tickers``.
"""
async with brokermod.get_client() as client:
return await client.quote(tickers)
@ -82,15 +74,13 @@ async def stocks_quote(
async def option_chain(
brokermod: ModuleType,
symbol: str,
date: str|None = None,
) -> dict[str, dict[str, dict[str, Any]]]:
'''
Return option chain for ``symbol`` for ``date``.
date: Optional[str] = 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])
@ -108,7 +98,7 @@ 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:
@ -120,24 +110,15 @@ 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.
@ -149,12 +130,12 @@ 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: list[str] = []
results = []
async def search_backend(
brokermod: ModuleType
@ -162,13 +143,6 @@ 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(
@ -188,6 +162,7 @@ async def symbol_search(
))
async with trio.open_nursery() as n:
for mod in brokermods:
n.start_soon(search_backend, mod.name)
@ -197,13 +172,11 @@ async def symbol_search(
async def mkt_info(
brokermod: ModuleType,
fqme: str,
**kwargs,
) -> MktPair:
'''
Return the `piker.accounting.MktPair` info struct from a given
backend broker tradable src/dst asset pair.
Return MktPair info from broker including src and dst assets.
'''
async with open_cached_client(brokermod.name) as client:

View File

@ -34,7 +34,6 @@ 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')
@ -49,37 +48,6 @@ _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,
@ -122,9 +90,15 @@ 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.format(vnc_sockaddr)
no_setup_msg
+
'REQUIRES A `vnc_addrs: array` ENTRY'
)
@ -145,38 +119,27 @@ async def data_reset_hack(
port=vnc_port,
)
)
except (
OSError, # no VNC server avail..
PermissionError, # asyncvnc pw fail..
):
except OSError:
if vnc_host != 'localhost':
log.warning(no_setup_msg)
return False
try:
import i3ipc # noqa (since a deps dynamic check)
except ModuleNotFoundError:
log.warning(
no_setup_msg.format(vnc_sockaddr)
)
log.warning(no_setup_msg)
return False
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)
try:
i3ipc_xdotool_manual_click_hack()
_reset_tech = 'i3ipc_xdotool'
return True
except OSError:
log.exception(no_setup_msg)
return False
case 'i3ipc_xdotool':
try_xdo_manual(vnc_sockaddr)
# i3ipc_xdotool_manual_click_hack()
i3ipc_xdotool_manual_click_hack()
case _ as tech:
raise RuntimeError(f'{tech} is not supported for reset tech!?')
@ -215,9 +178,9 @@ async def vnc_click_hack(
host,
port=port,
# TODO: doesn't work?
# see, https://github.com/barneygale/asyncvnc/issues/7
password='doggy',
# TODO: doesn't work see:
# https://github.com/barneygale/asyncvnc/issues/7
# password='ibcansmbz',
) as client:
@ -231,103 +194,70 @@ 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`.
'''
focussed, matches = i3ipc_fin_wins_titled()
orig_win_id = focussed.window
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?)
]
try:
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
for name in win_names:
results = t.find_titled(name)
print(f'results for {name}: {results}')
if results:
con = results[0]
print(f'Resetting data feed for {name}')
win_id = str(con.window)
w, h = con.rect.width, con.rect.height
# TODO: seems to be a few libs for python but not sure
# if they support all the sub commands we need, order of
# most recent commit history:
# https://github.com/rr-/pyxdotool
# https://github.com/ShaneHutter/pyxdotool
# https://github.com/cphyc/pyxdotool
# TODO: seems to be a few libs for python but not sure
# if they support all the sub commands we need, order of
# most recent commit history:
# https://github.com/rr-/pyxdotool
# https://github.com/ShaneHutter/pyxdotool
# https://github.com/cphyc/pyxdotool
# TODO: only run the reconnect (2nd) kc on a detected
# disconnect?
for key_combo, timeout in [
# only required if we need a connection reset.
# ('ctrl+alt+r', 12),
# data feed reset.
('ctrl+alt+f', 6)
]:
subprocess.call([
'xdotool',
'windowactivate', '--sync', win_id,
# TODO: only run the reconnect (2nd) kc on a detected
# disconnect?
for key_combo, timeout in [
# only required if we need a connection reset.
# ('ctrl+alt+r', 12),
# data feed reset.
('ctrl+alt+f', 6)
]:
subprocess.call([
'xdotool',
'windowactivate', '--sync', win_id,
# move mouse to bottom left of window (where
# there should be nothing to click).
'mousemove_relative', '--sync', str(w-4), str(h-4),
# move mouse to bottom left of window (where
# there should be nothing to click).
'mousemove_relative', '--sync', str(w-4), str(h-4),
# NOTE: we may need to stick a `--retry 3` in here..
'click', '--window', win_id,
'--repeat', '3', '1',
# NOTE: we may need to stick a `--retry 3` in here..
'click', '--window', win_id,
'--repeat', '3', '1',
# hackzorzes
'key', key_combo,
],
timeout=timeout,
)
# hackzorzes
'key', key_combo,
],
timeout=timeout,
)
# re-activate and focus original window
subprocess.call([

View File

@ -1241,47 +1241,32 @@ 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']
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
if code in {
200, # uhh
# 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'
f'{pformat(err)}\n'
)
log.error(f'TWS external order error:\n{pformat(err)}')
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 tn.start(
data_cs, reset_done = await nurse.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 tn:
async with trio.open_nursery() as nurse:
# start history request that we allow
# to run indefinitely until a result is acquired
tn.start_soon(query)
nurse.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 tn.start(
data_cs, reset_done = await nurse.start(
partial(
wait_on_data_reset,
proxy,
@ -705,9 +705,7 @@ 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
@ -763,10 +761,7 @@ async def open_aio_quote_stream(
symbol: str,
contract: Contract | None = None,
) -> (
trio.abc.Channel| # iface
tractor.to_asyncio.LinkedTaskChannel # actually
):
) -> trio.abc.ReceiveStream:
from tractor.trionics import broadcast_receiver
global _quote_streams
@ -783,7 +778,6 @@ 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,
@ -989,18 +983,17 @@ 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 tn,
trio.open_nursery() as nurse,
open_aio_quote_stream(
symbol=sym,
contract=con,
) as iter_quotes,
) as stream,
):
# ugh, clear ticks since we've consumed them
# (ahem, ib_insync is stateful trash)
@ -1028,9 +1021,9 @@ async def stream_quotes(
await rt_ev.wait()
cs.cancel() # cancel called should now be set
tn.start_soon(reset_on_feed)
nurse.start_soon(reset_on_feed)
async with aclosing(iter_quotes):
async with aclosing(stream):
# if syminfo.get('no_vlm', False):
if not init_msg.shm_write_opts['has_vlm']:
@ -1045,21 +1038,19 @@ async def stream_quotes(
# wait for real volume on feed (trading might be
# closed)
while True:
ticker = await iter_quotes.receive()
ticker = await stream.receive()
# for a real volume contract we rait for
# the first "real" trade to take place
if (
# not calc_price
# and not ticker.rtTime
False
# not ticker.rtTime
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
@ -1075,18 +1066,13 @@ async def stream_quotes(
log.debug(f"First ticker received {quote}")
# tell data-layer spawner-caller that live
# quotes are now active desptie not having
# necessarily received a first vlm/clearing
# tick.
ticker = await iter_quotes.receive()
# quotes are now streaming.
feed_is_live.set()
fqme: str = quote['fqme']
await send_chan.send({fqme: quote})
# last = time.time()
async for ticker in iter_quotes:
async for ticker in stream:
quote = normalize(ticker)
fqme: str = quote['fqme']
fqme = quote['fqme']
await send_chan.send({fqme: quote})
# ugh, clear ticks since we've consumed them

View File

@ -34,7 +34,6 @@ import urllib.parse
import hashlib
import hmac
import base64
import tractor
import trio
from piker import config
@ -373,7 +372,8 @@ class Client:
# 1658347714, 'status': 'Success'}]}
if xfers:
await tractor.pause()
import tractor
await tractor.pp()
trans: dict[str, Transaction] = {}
for entry in xfers:
@ -501,8 +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)
pair = Pair(xname=xkey, **data)
# register the above `Pair` structs for all
# key-sets/monikers: a set of 4 (frickin) tables

View File

@ -175,8 +175,9 @@ async def handle_order_requests(
case {
'account': 'kraken.spot' as account,
'action': 'buy'|'sell',
}:
'action': action,
} if action in {'buy', 'sell'}:
# validate
order = BrokerdOrder(**msg)
@ -261,12 +262,6 @@ 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
@ -549,7 +544,7 @@ async def open_trade_dialog(
# to be reloaded.
balances: dict[str, float] = await client.get_balances()
await verify_balances(
verify_balances(
acnt,
src_fiat,
balances,
@ -1090,8 +1085,6 @@ 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

@ -21,6 +21,7 @@ Symbology defs and search.
from decimal import Decimal
import tractor
from rapidfuzz import process as fuzzy
from piker._cacheables import (
async_lifo_cache,
@ -40,13 +41,8 @@ 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)
@ -57,6 +53,7 @@ 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
@ -82,7 +79,6 @@ 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

@ -37,12 +37,6 @@ 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.MsgStream,
quote_stream: tractor.ReceiveMsgStream, # noqa
broker: str,
fqme: str,
@ -177,7 +177,6 @@ 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

@ -189,28 +189,9 @@ def pikerd(
# AsyncExitStack() as stack,
):
# 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}')
# ?TODO? spawn all other sub-actor daemons according to
# multiaddress endpoint spec defined by user config
await trio.sleep_forever()
trio.run(main)
@ -335,7 +316,7 @@ def services(config, tl, ports):
name='service_query',
loglevel=config['loglevel'] if tl else None,
),
tractor.get_registry(
tractor.get_arbiter(
host=host,
port=ports[0]
) as portal

View File

@ -41,10 +41,13 @@ from .log import get_logger
log = get_logger('broker-config')
# 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..
# 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..)
#
def get_app_dir(
app_name: str,
roaming: bool = True,
@ -261,7 +264,7 @@ def load(
MutableMapping,
] = tomllib.loads,
touch_if_dne: bool = False,
touch_if_dne: bool = True,
**tomlkws,
@ -270,7 +273,7 @@ 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
@ -285,7 +288,8 @@ 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

@ -91,6 +91,18 @@ 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

@ -352,7 +352,9 @@ 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}')
log.info(
f'loading OHLCV history: {fqme!r}\n'
)
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).suffix('_prev'),
pl.col(time_col).shift(1).name.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 = w_dts.filter(
vnull: pl.DataFrame = df.filter(
pl.col(col) == 0
)
return vnull

View File

@ -269,6 +269,8 @@ 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

@ -1,4 +1,22 @@
"""
# 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
@ -12,89 +30,86 @@ 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 PyQt5.QtCore import (
Qt, QCoreApplication
from PyQt6 import (
QtCore,
QtWidgets,
)
from PyQt6.QtCore import (
Qt,
QCoreApplication,
QSize,
QRect,
)
# 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 = QtGui.QApplication([])
window = QtGui.QMainWindow()
main_widget = QtGui.QWidget()
app = QtWidgets.QApplication([])
window = QtWidgets.QMainWindow()
main_widget = QtWidgets.QWidget()
window.setCentralWidget(main_widget)
window.show()
pxr = main_widget.devicePixelRatioF()
pxr: float = main_widget.devicePixelRatioF()
# 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'
# explicitly get main widget and primary displays
current_screen: QtGui.QScreen = app.screenAt(
main_widget.geometry().center()
)
primary_screen: QtGui.QScreen = app.primaryScreen()
print('-'*50)
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
screen = app.primaryScreen()
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'
)
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
# app-wide font info
font = QtGui.QFont("Hack")
# use pixel size to be cross-resolution compatible?
font.setPixelSize(6)
fm = QtGui.QFontMetrics(font)
fontdpi = fm.fontDpi()
font_h = fm.height()
string = '10000'
str_br = fm.boundingRect(string)
str_w = str_br.width()
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()
print(
# f'screen number: {screen_num}\n',
f'------ global font settings ------\n'
f'font dpi: {fontdpi}\n'
f'font height: {font_h}\n'
f'string bounding rect: {str_br}\n'

1
tags 100644
View File

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