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46 Commits

Author SHA1 Message Date
Nelson Torres 490aaa3874 Add Plot
Here is the `plot_graph()` that is in char of the bars, scatter and vertical line plot items.

Also all the necessary code  for the graph to be shown.
2025-02-17 21:03:43 -03:00
Nelson Torres e8c5f7a531 Extract logic from get_max_pain()
All the max pain math now is in this two functions:

- get_total_intrinsic_values(): calculate the total value for all strike_prices and stores then in a dict[str, Decimal]

- `get_intrinsic_value_and_max_pain()` given the `intrinsic_values` dict, returns the `max_pain` strike price and the `total_intrinsic_value` for that `strike_price`
2025-02-17 21:03:43 -03:00
Nelson Torres 18e6b8beaa Max pain daemon:
- To calculate the `max_pain` first we need an expiration date,
get_expiration_dates()` retrieves them and the user then enters one of
the shown, then using the select expiry_date on `get_instruments()` we
are good to build the `oi_by_strikes` important!

- Add `update_oi_by_strikes()`.

- Add `check_if_complete()`.

- `get_max_pain()`: here's where all the action takes place, the
`oi_by_strikes` must be complete to start the calculations,

- Use `maybe_open_oi_feed` for open a oi_feed.

- Add `max_pain_readme.rst`
2025-02-17 17:04:47 -03:00
Nelson Torres cd592afed8 Deribit api key changes introduce:
- `get_timestamp_int`: added this is the hack, so we can aboid use the custom deribit date format.

- `get_currencies`: added so we could get all deribit's available currencies.

- `get_instruments`: for a especific expiration date, it return a list of criptofeed.Symbol.

- `get_expiration_dates`: expirations dates available for btc's option contracts .

- `get_strikes_dict`: all the strike prices for an especific expiration date.

- `aio_open_interest_feed_relay` `open_oi_feed` `maybe_open_oi_feed`: this three handles all the portal stuff and the cryptofeed callbacks for the open interest and trades, for some reason it need both to work, i need to check that out at some point.

- Also a couple of format fixes.
2025-02-17 17:04:47 -03:00
Nelson Torres d475347e53 Deribit api key changes introduce:
- `get_timestamp_int`: added this is the hack, so we can aboid use the custom deribit date format.

- `get_currencies`: added so we could get all deribit's available currencies.

- Also a couple of format fixes.
2025-02-17 15:59:40 -03:00
Tyler Goodlet a4954393f9 `deribit.feed`: fix "trade" event streaming
The main change needed to make `piker.data.feed._FeedsBus` work was
to correctly format the `'trade'` msgs with the (new schema) expected
`'ticks': list[dict]` field which,
- we compute the `piker` quote-msg-`dict` from the (now directly proxied through)
  `cryptofeed.types.Trade`'s fields inside the body of `stream_quotes()`.
- similarly, move the `'l1'` msg processing, **out of** the `asyncio`-side
  `_l1()` callback (defined as a closure in `.api.aio_price_feed_relay()`
  and passed to the `cryptofeed.FeedHandler`) and instead mod the
  callback to simply pass through the `.types.L1Book` ref directly to
  the `piker`/`trio` side task for conversion.

In support of all that,
- mask-to-drop the alt-branch to wait on a first rt event when the
  `cryptofeed.LastTradesResult.trades: list[Trade]` is empty; doesn't
  seem like this ever even happens?
- add a buncha typing, comments and doc-strs to the routines in
  `.deribit.api` including notes on where we can choose to mod the
  `.bs_fqme` for our eventually preferred `piker` style format.
- simplify some nested `@acm` enters to the new single `async with
  <tuple>)` style.
- be particularly pedantic about typing
  `tractor.to_asyncio.LinkedTaskChannel`
- bit of pep8 line-spacing fixes in `.venues`.
2025-02-17 15:59:40 -03:00
Tyler Goodlet 82be0e7935 `.deribit.feed`: get live quotes workin (again)
The quote-msg `'topic'` field was being set and sent as the
`OptionPair.symbol: str` value instead of as the `MktPair.bs_fqme: str`
as is required for matching on the `piker.data.feed` side. So change to
that and simplify the actual `.bs_fqme: str` value to NOT include the
ISO-format time (for now) since it's a big ugly and longer term we need
a `piker`-fqme friendly-on-ze-eyes format/style anyway..
2025-02-17 15:59:40 -03:00
Tyler Goodlet 62c67163ec Bit more `cryptofeed` adapter formatting and typing for clarity.. 2025-02-17 15:59:40 -03:00
Tyler Goodlet 52e45ccabf .deribit.venues: add todo for an ideal `OptionPair.expiry` fmt/value 2025-02-17 15:59:40 -03:00
Tyler Goodlet 0fcf278f8f Report the closest (via fuzzy match) pairs on unmatched input 2025-02-17 15:59:40 -03:00
Tyler Goodlet 33387c4baa Signal hist start using `OptionPair.creation_timestamp`
Such that the `get_hist()` query func raises `DataUnavailable` with an
explicit message regarding the start of the (option) contract's
lifetime.

Other,
- mask some unused imports (for now?)
- drop a duplicate `tractor.get_console_log()` call which was causing
  duplicate console emits (it's already setup by brokerd init now).
- comment various unused code bits i found.
- add a info log around live quotes so we can see for the moment when
  they actually occur.. XD
2025-02-17 15:59:40 -03:00
Tyler Goodlet 44dcad1745 `.deribit.api` bit of tidying/typing
There were some imports missing or unused as well as a variety of spots
that had grokability issues due to missing type hints.

Other tweaks as part some more thorough manual testing:
- always raise when not `brokers.toml` section since the API can never
  work (no free data without keys).
- inline the `Asset.atype='crypto_currency` field despite it maybe not
  being the best value for `OptionPair` instruments..
- tossed in a now-masked pause block for debugging history queries in
  `Client.bars()`.
- commented out all the live order ctl (internal) endpoints for now
  since they're unused.
2025-02-17 15:59:40 -03:00
Tyler Goodlet 3a65f95636 'Fix `Optional` and use `'linear/reverse'` in `OptionPair.venue`' 2025-02-17 15:59:40 -03:00
Nelson Torres 7fdf6fb5ea Deribit's feed fix
- `FeedInit` for init_msgs in `stream_quotes`.

- new cache is `client_pairs` so is replacing the old `client.cache_symbols`.

- `get_mkt_info` added

- `get_ohlc` fixed to comply the new ways of the feed.
2025-02-14 14:22:15 -03:00
Nelson Torres 89e0e53e2f Deribit's api fix
key changes:

- Resolved the issue with the expiration dates from deribits, now we int instead of the crazy custom deribits format.

- The client now has a new  `_json_rpc_auth_wrapper` that adquires a first access token and then will refresh the access token when this expires.

- `get_assets` fixed, now  we use the public endpoint to check the availables assets, in the future probably this will change, but for now is working just fine.

- `get_mkt_pairs` added.

- `exch_info` added.

- `cache_symbols` fixed.

- Also a lot of reformat made in api.
2025-02-14 14:22:15 -03:00
Nelson Torres 2cdaf1ad94 Venues
Moved from api to venues all the msgspecs structs, also added critical imports in api, feed and __init__ mods.
2025-02-14 14:22:15 -03:00
goodboy c933f2ad56 Merge pull request 'kucoin_and_binance_fix' (#9) from kucoin_and_binance_fix into gitea_feats
Reviewed-on: #9
2025-02-13 19:40:50 +00:00
Tyler Goodlet 00108010c9 Mask `pytest` detection block in `piker.config`
Seems to be some kinda super weird env bug since we moved to using
`uv`? When it triggers it also seems to cause a pretty fundamental crash
that not only breaks `tractor.devx._debug` stuff but also seems to get
us in a perma-hang state where no SIGINT or other sys sig will be able
to kill the root proc!?!?

TODO, a `gitea` issue to track so we can fix the fundamental problem as
well as transitive fault in `tractor`'s core which seems to be due to
the error taking place during a sub-actor's module import phase which
prevents the runtime from booting fully and then the proc getting stuck
in a real gnarly SIG-state..
2025-02-13 13:32:11 -05:00
Tyler Goodlet 8a4901c517 `.binance.feed`: moar type fixes, drop `rapidfuzz` 2025-02-13 12:35:41 -05:00
Tyler Goodlet d7f6a5ab63 Update to latest `KucoinMktPair` spec 2025-02-12 18:08:40 -05:00
Tyler Goodlet e0fdabf651 Use `../tractor` srcs in editable mode? 2025-02-12 15:14:30 -05:00
Tyler Goodlet cb88dfc9da `kucoin`: repair live quotes streaming..
This must have broke at some point during the new `MktPair` and thus
`.fqme: str` updates; mas-o-menos the symbol key in the quote-msg-`dict`
was NOT set to the `MktPair.bs_fqme: str` value and thus wasn't being
processed by the downstream sampling and feed subsys.

So fix that as well as a few other refinements,
- set the `topic: mkt.bs_fqme` in quote msgs obvi.
- drop the "wait for first clearing vlm" quote poll loop; going to fix
  the sampler to handle a `first_quote` without a `'last'` key.
- add some typing around calls to `get_mkt_info()`.
- rename `stream_messages()` -> `iter_normed_quotes()`.
2025-02-12 15:05:22 -05:00
Nelson Torres bb41dd6d18 Deleted settlePlan field from binance FutesPair. 2025-02-12 15:05:22 -05:00
Nelson Torres 99e90129ad Added missing fields for kucoin.
feeCategory, makerFeeCoefficient, takerFeeCoefficient and st.
2025-02-12 15:05:22 -05:00
Tyler Goodlet cceb7a37b9 Lel, forgot to add a `SPOT` venue for `binance`.. 2025-02-12 15:05:22 -05:00
goodboy 5382815b2d Merge pull request 'uv migration and default.nix for qt6' (#17) from uv_migration into gitea_feats
Reviewed-on: #17
2025-02-12 20:04:02 +00:00
Tyler Goodlet cb1ba8a05f Further root readme bump, factor `.clearing` content
In line with our move to `uv` and recent `nix` support update a bunch of
the summary content and factor out the order-control section to a new
`.piker.clearing` readme file with embedded todos therein.
2025-02-12 15:01:51 -05:00
Nelson Torres 6c65ec4d3b Readme update:
- uv replace poetry
- update nix-shell command
2025-02-12 13:05:25 -03:00
Nelson Torres 12e371b027 uv migration 2025-02-12 11:19:34 -03:00
goodboy 014bd58db4 Merge pull request 'go_httpx' (#2) from go_httpx into gitea_feats
Landed-in: #2
2025-02-12 13:01:19 +00:00
Tyler Goodlet 844544ed8e Port binance to `httpx`
Like other backends use the `AsyncClient` for all venue specific
client-sessions but change to allocating them inside `get_client()`
using an `AsyncExitStack` and inserting directly in the
`Client.venue_sesh: dict` table during init.

Supporting impl tweaks:
- remove most of the API client session building logic and instead make
  `Client.__init__()` take in a `venue_sessions: dict` (set it to
  `.venue_sesh`) and `conf: dict`, instead opting to do the http client
  configuration inside `get_client()` since all that code only needs to
  be run once.
 |_load config inside `get_client()` once.
 |_move session token creation into a new util func `init_api_keys()` and
  also call it from `get_client()` factory; toss in an ex. toml section
  config to the doc string.
- define `_venue_urls: dict[str, str]` (content taken from old static
  `.venue_sesh` dict) at module level and feed them as `base_url: str`
  inputs to the client create loop.
- adjust all call sigs in httpx-sesh-using methods, namely just
  `._api()`.
- do a `.exch_info()` call in `get_client()` to cache the symbology
  set.

Unrelated changes for various other outstanding buggers:
- to get futures feeds correctly loading when selected
  from search (like 'XMRUSDT.USDTM.PERP'), expect a `MktPair` input to
  `Client.bars()` such that the exact venue-key can be looked up (via
  a new `.pair2venuekey()` meth) and then passed to `._api()`.
- adjust `.broker.open_trade_dialog()` to failover to paper engine when
  there's no `api_key` key set for the `subconf` venue-key.
2025-02-11 16:27:28 -05:00
Nelson Torres f479252d26 Added note to exception when missing field in SpotPair class 2025-02-11 16:27:28 -05:00
Nelson Torres 033ef2e35e Added new fields to SpotPair class in venues 2025-02-11 16:27:28 -05:00
Tyler Goodlet 2cdece244c binance: raise `NoData` on null hist arrays
Like we do with other history backends to indicate lack of a data set.
This avoids any raise that will will bring down the backloader task with
some downstream error.

Raise a `ValueError` on no time index for now.
2025-02-11 16:27:28 -05:00
Tyler Goodlet 018694bbdb Woops, `data` can be an empty list XD 2025-02-11 16:27:28 -05:00
Tyler Goodlet 128a2d507f Woops, fix missing `api_url` ref in error log 2025-02-11 16:27:28 -05:00
Tyler Goodlet 430650a6a7 Change type-annots to use `httpx.Response` 2025-02-11 16:27:28 -05:00
Tyler Goodlet 1da3cf5698 Port `kucoin` backend to `httpx` 2025-02-11 16:27:28 -05:00
Tyler Goodlet a348603fc4 Port `kraken` backend to `httpx` 2025-02-11 16:27:28 -05:00
goodboy 86047824d8 Merge pull request '`.brokers.ib` random fixes-n-improvements from various other dev branches..' (#27) from ib_refinements into gitea_feats
Merged-in: #27
2025-02-11 21:26:20 +00:00
Tyler Goodlet cb92abbc38 ib: add connect status info emit 2025-02-11 14:56:17 -05:00
Tyler Goodlet 70332e375b ib: `.api` mod and log-fmt cleaning
About time we tidy'd a buncha status logging in this backend..
particularly for boot-up where there's lots of client-try-connect poll
looping with account detection from the user config.

`.api.Client` pprint and logging fmt improvements:
- add `Client.__repr__()` which shows the minimally useful set of info
  from the underlying `.ib: IB` as well as a new `.acnts: list[str]`
  of the account aliases defined in the user's `brokers.toml`.
- mk `.bars()` define a comprehensive `query_info: str` with all the
  request deats but only display if there's a problem with the response
  data.
- mk `.get_config()` report both the config file path and the acnt
  aliases (NOT the actual account #s).
- move all `.load_aio_clients()` client poll loop requests do
  `log.runtime()` statuses, only falling through to a `.warning()` when
  the loop fails to connect the client to the spec-ed API-gw addr, and
 |_ don't allow loading accounts for which the user has not defined an
    alias in `brokers.toml::[ib]`; raise a value-error in such cases
    with a message indicating how to mod the config.
 |_ only `log.info()` about acnts if some were loaded..

Other mod logging de-noising:
- better status fmting in `.symbols.open_symbol_search()` with
  `repr(Client)`.
- for `.feed.stream_quotes()` first quote reporting use `.runtime()`.
2025-02-11 14:56:17 -05:00
Tyler Goodlet 4940aabe05 ib: warn about mkt precision cuckups that `Contract`s clearly deliver wrong.. 2025-02-11 14:56:17 -05:00
Tyler Goodlet 4f9998e9fb ib: mask out trade and vlm rates for now 2025-02-11 14:56:17 -05:00
Tyler Goodlet c92a236196 ib: more trade record edge case handling
- timestamps came as `'date'`-keyed from 2022 and before but now are
  `'datetime'`..
- some symbols seem to have no commission field, so handle that..
- when no `'price'` field found return `None` from `norm_trade()`.
- add a warn log on mid-fill commission updates.
2025-02-11 14:56:17 -05:00
goodboy e4cd1f85f6 Merge pull request 'pyqt6' (#3) from pyqt6 into gitea_feats
Reviewed-on: #3 (well by fomo anyway..)
2025-02-11 17:25:03 +00:00
29 changed files with 632 additions and 1127 deletions

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@ -1,162 +1,161 @@
piker
-----
trading gear for hackers.
trading gear for hackers
|gh_actions|
.. |gh_actions| image:: https://img.shields.io/endpoint.svg?url=https%3A%2F%2Factions-badge.atrox.dev%2Fpikers%2Fpiker%2Fbadge&style=popout-square
:target: https://actions-badge.atrox.dev/piker/pikers/goto
``piker`` is a broker agnostic, next-gen FOSS toolset for real-time
computational trading targeted at `hardcore Linux users <comp_trader>`_ .
``piker`` is a broker agnostic, next-gen FOSS toolset and runtime for
real-time computational trading targeted at `hardcore Linux users
<comp_trader>`_ .
we use as much bleeding edge tech as possible including (but not limited to):
we use much bleeding edge tech including (but not limited to):
- latest python for glue_
- trio_ & tractor_ for our distributed, multi-core, real-time streaming
`structured concurrency`_ runtime B)
- Qt_ for pristine high performance UIs
- pyqtgraph_ for real-time charting
- ``polars`` ``numpy`` and ``numba`` for `fast numerics`_
- `apache arrow and parquet`_ for time series history management
persistence and sharing
- (prototyped) techtonicdb_ for L2 book storage
- uv_ for packaging and distribution
- trio_ & tractor_ for our distributed `structured concurrency`_ runtime
- Qt_ for pristine low latency UIs
- pyqtgraph_ (which we've extended) for real-time charting and graphics
- ``polars`` ``numpy`` and ``numba`` for redic `fast numerics`_
- `apache arrow and parquet`_ for time-series storage
.. |travis| image:: https://img.shields.io/travis/pikers/piker/master.svg
:target: https://travis-ci.org/pikers/piker
potential projects we might integrate with soon,
- (already prototyped in ) techtonicdb_ for L2 book storage
.. _comp_trader: https://jfaleiro.wordpress.com/2019/10/09/computational-trader/
.. _glue: https://numpy.org/doc/stable/user/c-info.python-as-glue.html#using-python-as-glue
.. _uv: https://docs.astral.sh/uv/
.. _trio: https://github.com/python-trio/trio
.. _tractor: https://github.com/goodboy/tractor
.. _structured concurrency: https://trio.discourse.group/
.. _marketstore: https://github.com/alpacahq/marketstore
.. _techtonicdb: https://github.com/0b01/tectonicdb
.. _Qt: https://www.qt.io/
.. _pyqtgraph: https://github.com/pyqtgraph/pyqtgraph
.. _glue: https://numpy.org/doc/stable/user/c-info.python-as-glue.html#using-python-as-glue
.. _apache arrow and parquet: https://arrow.apache.org/faq/
.. _fast numerics: https://zerowithdot.com/python-numpy-and-pandas-performance/
.. _comp_trader: https://jfaleiro.wordpress.com/2019/10/09/computational-trader/
.. _techtonicdb: https://github.com/0b01/tectonicdb
focus and features:
*******************
- 100% federated: your code, your hardware, your data feeds, your broker fills.
- zero web: low latency, native software that doesn't try to re-invent the OS
- maximal **privacy**: prevent brokers and mms from knowing your
planz; smack their spreads with dark volume.
- zero clutter: modal, context oriented UIs that echew minimalism, reduce
thought noise and encourage un-emotion.
- first class parallelism: built from the ground up on next-gen structured concurrency
primitives.
- traders first: broker/exchange/asset-class agnostic
- systems grounded: real-time financial signal processing that will
make any queuing or DSP eng juice their shorts.
- non-tina UX: sleek, powerful keyboard driven interaction with expected use in tiling wms
- data collaboration: every process and protocol is multi-host scalable.
- fight club ready: zero interest in adoption by suits; no corporate friendly license, ever.
focus and feats:
****************
fitting with these tenets, we're always open to new
framework/lib/service interop suggestions and ideas!
fitting with these tenets, we're always open to new framework suggestions and ideas.
- **100% federated**:
your code, your hardware, your data feeds, your broker fills.
building the best looking, most reliable, keyboard friendly trading
platform is the dream; join the cause.
- **zero web**:
low latency as a prime objective, native UIs and modern IPC
protocols without trying to re-invent the "OS-as-an-app"..
- **maximal privacy**:
prevent brokers and mms from knowing your planz; smack their
spreads with dark volume from a VPN tunnel.
- **zero clutter**:
modal, context oriented UIs that echew minimalism, reduce thought
noise and encourage un-emotion.
- **first class parallelism**:
built from the ground up on a next-gen structured concurrency
supervision sys.
- **traders first**:
broker/exchange/venue/asset-class/money-sys agnostic
- **systems grounded**:
real-time financial signal processing (fsp) that will make any
queuing or DSP eng juice their shorts.
- **non-tina UX**:
sleek, powerful keyboard driven interaction with expected use in
tiling wms (or maybe even a DDE).
- **data collab at scale**:
every actor-process and protocol is multi-host aware.
- **fight club ready**:
zero interest in adoption by suits; no corporate friendly license,
ever.
building the hottest looking, fastest, most reliable, keyboard
friendly FOSS trading platform is the dream; join the cause.
sane install with `poetry`
**************************
TODO!
a sane install with `uv`
************************
bc why install with `python` when you can faster with `rust` ::
rigorous install on ``nixos`` using ``poetry2nix``
**************************************************
TODO!
uv lock
hacky install on nixos
**********************
`NixOS` is our core devs' distro of choice for which we offer
``NixOS`` is our core devs' distro of choice for which we offer
a stringently defined development shell envoirment that can be loaded with::
nix-shell develop.nix
this will setup the required python environment to run piker, make sure to
run::
pip install -r requirements.txt -e .
once after loading the shell
nix-shell default.nix
install wild-west style via `pip`
*********************************
``piker`` is currently under heavy pre-alpha development and as such
should be cloned from this repo and hacked on directly.
start a chart
*************
run a realtime OHLCV chart stand-alone::
for a development install::
piker -l info chart btcusdt.spot.binance xmrusdt.spot.kraken
git clone git@github.com:pikers/piker.git
cd piker
virtualenv env
source ./env/bin/activate
pip install -r requirements.txt -e .
this runs a chart UI (with 1m sampled OHLCV) and shows 2 spot markets from 2 diff cexes
overlayed on the same graph. Use of `piker` without first starting
a daemon (`pikerd` - see below) means there is an implicit spawning of the
multi-actor-runtime (implemented as a `tractor` app).
For additional subsystem feats available through our chart UI see the
various sub-readmes:
- order control using a mouse-n-keyboard UX B)
- cross venue market-pair (what most call "symbol") search, select, overlay Bo
- financial-signal-processing (`piker.fsp`) write-n-reload to sub-chart BO
- src-asset derivatives scan for anal, like the infamous "max pain" XO
check out our charts
********************
bet you weren't expecting this from the foss::
piker -l info -b kraken -b binance chart btcusdt.binance --pdb
this runs the main chart (currently with 1m sampled OHLC) in in debug
mode and you can practice paper trading using the following
micro-manual:
``order_mode`` (
edge triggered activation by any of the following keys,
``mouse-click`` on y-level to submit at that price
):
- ``f``/ ``ctl-f`` to stage buy
- ``d``/ ``ctl-d`` to stage sell
- ``a`` to stage alert
``search_mode`` (
``ctl-l`` or ``ctl-space`` to open,
``ctl-c`` or ``ctl-space`` to close
) :
- begin typing to have symbol search automatically lookup
symbols from all loaded backend (broker) providers
- arrow keys and mouse click to navigate selection
- vi-like ``ctl-[hjkl]`` for navigation
you can also configure your position allocation limits from the
sidepane.
run in distributed mode
***********************
start the service manager and data feed daemon in the background and
connect to it::
spawn a daemon standalone
*************************
we call the root actor-process the ``pikerd``. it can be (and is
recommended normally to be) started separately from the ``piker
chart`` program::
pikerd -l info --pdb
the daemon does nothing until a ``piker``-client (like ``piker
chart``) connects and requests some particular sub-system. for
a connecting chart ``pikerd`` will spawn and manage at least,
connect your chart::
- a data-feed daemon: ``datad`` which does all the work of comms with
the backend provider (in this case the ``binance`` cex).
- a paper-trading engine instance, ``paperboi.binance``, (if no live
account has been configured) which allows for auto/manual order
control against the live quote stream.
piker -l info -b kraken -b binance chart xmrusdt.binance --pdb
*using* an actor-service (aka micro-daemon) manager which dynamically
supervises various sub-subsystems-as-services throughout the ``piker``
runtime-stack.
now you can (implicitly) connect your chart::
enjoy persistent real-time data feeds tied to daemon lifetime. the next
time you spawn a chart it will load much faster since the data feed has
been cached and is now always running live in the background until you
kill ``pikerd``.
piker chart btcusdt.spot.binance
since ``pikerd`` was started separately you can now enjoy a persistent
real-time data stream tied to the daemon-tree's lifetime. i.e. the next
time you spawn a chart it will obviously not only load much faster
(since the underlying ``datad.binance`` is left running with its
in-memory IPC data structures) but also the data-feed and any order
mgmt states should be persistent until you finally cancel ``pikerd``.
if anyone asks you what this project is about
*********************************************
you don't talk about it.
you don't talk about it; just use it.
how do i get involved?
@ -166,6 +165,15 @@ enter the matrix.
how come there ain't that many docs
***********************************
suck it up, learn the code; no one is trying to sell you on anything.
also, we need lotsa help so if you want to start somewhere and can't
necessarily write serious code, this might be the place for you!
i mean we want/need them but building the core right has been higher
prio then marketting (and likely will stay that way Bp).
soo, suck it up bc,
- no one is trying to sell you on anything
- learning the code base is prolly way more valuable
- the UI/UXs are intended to be "intuitive" for any hacker..
we obviously need tonz help so if you want to start somewhere and
can't necessarily write "advanced" concurrent python/rust code, this
helping document literally anything might be the place for you!

View File

@ -30,8 +30,7 @@ from types import ModuleType
from typing import (
Any,
Iterator,
Generator,
TYPE_CHECKING,
Generator
)
import pendulum
@ -60,10 +59,8 @@ from ..clearing._messages import (
BrokerdPosition,
)
from piker.types import Struct
from piker.log import get_logger
if TYPE_CHECKING:
from piker.data._symcache import SymbologyCache
from piker.data._symcache import SymbologyCache
from ..log import get_logger
log = get_logger(__name__)
@ -496,17 +493,6 @@ class Account(Struct):
_mktmap_table: dict[str, MktPair] | None = None,
only_require: list[str]|True = True,
# ^list of fqmes that are "required" to be processed from
# this ledger pass; we often don't care about others and
# definitely shouldn't always error in such cases.
# (eg. broker backend loaded that doesn't yet supsport the
# symcache but also, inside the paper engine we don't ad-hoc
# request `get_mkt_info()` for every symbol in the ledger,
# only the one for which we're simulating against).
# TODO, not sure if there's a better soln for this, ideally
# all backends get symcache support afap i guess..
) -> dict[str, Position]:
'''
Update the internal `.pps[str, Position]` table from input
@ -549,32 +535,11 @@ class Account(Struct):
if _mktmap_table is None:
raise
required: bool = (
only_require is True
or (
only_require is not True
and
fqme in only_require
)
)
# XXX: caller is allowed to provide a fallback
# mktmap table for the case where a new position is
# being added and the preloaded symcache didn't
# have this entry prior (eg. with frickin IB..)
if (
not (mkt := _mktmap_table.get(fqme))
and
required
):
raise
elif not required:
continue
else:
# should be an entry retreived somewhere
assert mkt
mkt = _mktmap_table[fqme]
if not (pos := pps.get(bs_mktid)):
@ -691,7 +656,7 @@ class Account(Struct):
def write_config(self) -> None:
'''
Write the current account state to the user's account TOML file, normally
something like `pps.toml`.
something like ``pps.toml``.
'''
# TODO: show diff output?

View File

@ -23,7 +23,6 @@ from __future__ import annotations
from contextlib import (
asynccontextmanager as acm,
)
from functools import partial
from types import ModuleType
from typing import (
TYPE_CHECKING,
@ -191,17 +190,14 @@ def broker_init(
async def spawn_brokerd(
brokername: str,
loglevel: str | None = None,
**tractor_kwargs,
) -> bool:
'''
Spawn a `brokerd.<backendname>` subactor service daemon
using `pikerd`'s service mngr.
'''
from piker.service._util import log # use service mngr log
log.info(f'Spawning {brokername} broker daemon')
@ -221,35 +217,27 @@ async def spawn_brokerd(
# ask `pikerd` to spawn a new sub-actor and manage it under its
# actor nursery
from piker.service import (
get_service_mngr,
ServiceMngr,
)
dname: str = tractor_kwargs.pop('name') # f'brokerd.{brokername}'
mngr: ServiceMngr = get_service_mngr()
ctx: tractor.Context = await mngr.start_service(
daemon_name=dname,
ctx_ep=partial(
# signature of target root-task endpoint
daemon_fixture_ep,
from piker.service import Services
# passed to daemon_fixture_ep(**kwargs)
brokername=brokername,
loglevel=loglevel,
),
debug_mode=mngr.debug_mode,
loglevel=loglevel,
enable_modules=(
_data_mods
+
tractor_kwargs.pop('enable_modules')
),
dname: str = tractor_kwargs.pop('name') # f'brokerd.{brokername}'
portal = await Services.actor_n.start_actor(
dname,
enable_modules=_data_mods + tractor_kwargs.pop('enable_modules'),
debug_mode=Services.debug_mode,
**tractor_kwargs
)
assert (
not ctx.cancel_called
and ctx.portal # parent side
and dname in ctx.chan.uid # subactor is named as desired
# NOTE: the service mngr expects an already spawned actor + its
# portal ref in order to do non-blocking setup of brokerd
# service nursery.
await Services.start_service_task(
dname,
portal,
# signature of target root-task endpoint
daemon_fixture_ep,
brokername=brokername,
loglevel=loglevel,
)
return True
@ -274,7 +262,8 @@ async def maybe_spawn_brokerd(
from piker.service import maybe_spawn_daemon
async with maybe_spawn_daemon(
service_name=f'brokerd.{brokername}',
f'brokerd.{brokername}',
service_task_target=spawn_brokerd,
spawn_args={
'brokername': brokername,

View File

@ -42,7 +42,6 @@ from trio_typing import TaskStatus
from pendulum import (
from_timestamp,
)
from rapidfuzz import process as fuzzy
import numpy as np
import tractor
@ -111,6 +110,7 @@ class AggTrade(Struct, frozen=True):
async def stream_messages(
ws: NoBsWs,
) -> AsyncGenerator[NoBsWs, dict]:
# TODO: match syntax here!
@ -221,6 +221,8 @@ def make_sub(pairs: list[str], sub_name: str, uid: int) -> dict[str, str]:
}
# TODO, why aren't frame resp `log.info()`s showing in upstream
# code?!
@acm
async def open_history_client(
mkt: MktPair,
@ -463,6 +465,8 @@ async def stream_quotes(
):
init_msgs: list[FeedInit] = []
for sym in symbols:
mkt: MktPair
pair: Pair
mkt, pair = await get_mkt_info(sym)
# build out init msgs according to latest spec
@ -511,7 +515,6 @@ async def stream_quotes(
# start streaming
async for typ, quote in msg_gen:
# period = time.time() - last
# hz = 1/period if period else float('inf')
# if hz > 60:
@ -547,7 +550,7 @@ async def open_symbol_search(
)
# repack in fqme-keyed table
byfqme: dict[start, Pair] = {}
byfqme: dict[str, Pair] = {}
for pair in pairs.values():
byfqme[pair.bs_fqme] = pair

View File

@ -1250,6 +1250,12 @@ async def load_aio_clients(
for i in range(connect_retries):
try:
log.info(
'Trying `ib_async` connect\n'
f'{host}: {port}\n'
f'clientId: {client_id}\n'
f'timeout: {connect_timeout}\n'
)
await ib.connectAsync(
host,
port,
@ -1367,7 +1373,9 @@ async def load_clients_for_trio(
a ``tractor.to_asyncio.open_channel_from()``.
'''
async with load_aio_clients() as accts2clients:
async with load_aio_clients(
disconnect_on_exit=False,
) as accts2clients:
to_trio.send_nowait(accts2clients)

View File

@ -62,7 +62,7 @@ from piker._cacheables import (
)
from piker.log import get_logger
from piker.data.validate import FeedInit
from piker.types import Struct
from piker.types import Struct # NOTE, this is already a `tractor.msg.Struct`
from piker.data import (
def_iohlcv_fields,
match_from_pairs,
@ -98,9 +98,18 @@ class KucoinMktPair(Struct, frozen=True):
def size_tick(self) -> Decimal:
return Decimal(str(self.quoteMinSize))
callauctionFirstStageStartTime: None|float
callauctionIsEnabled: bool
callauctionPriceCeiling: float|None
callauctionPriceFloor: float|None
callauctionSecondStageStartTime: float|None
callauctionThirdStageStartTime: float|None
enableTrading: bool
feeCategory: int
feeCurrency: str
isMarginEnabled: bool
makerFeeCoefficient: float
market: str
minFunds: float
name: str
@ -110,11 +119,10 @@ class KucoinMktPair(Struct, frozen=True):
quoteIncrement: float
quoteMaxSize: float
quoteMinSize: float
symbol: str # our bs_mktid, kucoin's internal id
feeCategory: int
makerFeeCoefficient: float
takerFeeCoefficient: float
st: bool
symbol: str # our bs_mktid, kucoin's internal id
takerFeeCoefficient: float
tradingStartTime: float|None
class AccountTrade(Struct, frozen=True):
@ -396,7 +404,13 @@ class Client:
pairs: dict[str, KucoinMktPair] = {}
fqmes2mktids: bidict[str, str] = bidict()
for item in entries:
pair = pairs[item['name']] = KucoinMktPair(**item)
try:
pair = pairs[item['name']] = KucoinMktPair(**item)
except TypeError as te:
raise TypeError(
'`KucoinMktPair` and reponse fields do not match ??\n'
f'{KucoinMktPair.fields_diff(item)}\n'
) from te
fqmes2mktids[
item['name'].lower().replace('-', '')
] = pair.name

View File

@ -0,0 +1,49 @@
piker.clearing
______________
trade execution-n-control subsys for both live and paper trading as
well as algo-trading manual override/interaction across any backend
broker and data provider.
avail UIs
*********
order ctl
---------
the `piker.clearing` subsys is exposed mainly though
the `piker chart` GUI as a "chart trader" style UX and
is automatically enabled whenever a chart is opened.
.. ^TODO, more prose here!
the "manual" order control features are exposed via the
`piker.ui.order_mode` API and can pretty much always be
used (at least) in simulated-trading mode, aka "paper"-mode, and
the micro-manual is as follows:
``order_mode`` (
edge triggered activation by any of the following keys,
``mouse-click`` on y-level to submit at that price
):
- ``f``/ ``ctl-f`` to stage buy
- ``d``/ ``ctl-d`` to stage sell
- ``a`` to stage alert
``search_mode`` (
``ctl-l`` or ``ctl-space`` to open,
``ctl-c`` or ``ctl-space`` to close
) :
- begin typing to have symbol search automatically lookup
symbols from all loaded backend (broker) providers
- arrow keys and mouse click to navigate selection
- vi-like ``ctl-[hjkl]`` for navigation
position (pp) mgmt
------------------
you can also configure your position allocation limits from the
sidepane.
.. ^TODO, explain and provide tut once more refined!

View File

@ -653,11 +653,7 @@ class Router(Struct):
flume = feed.flumes[fqme]
first_quote: dict = flume.first_quote
book: DarkBook = self.get_dark_book(broker)
if not (last := first_quote.get('last')):
last: float = flume.rt_shm.array[-1]['close']
book.lasts[fqme]: float = float(last)
book.lasts[fqme]: float = float(first_quote['last'])
async with self.maybe_open_brokerd_dialog(
brokermod=brokermod,
@ -720,7 +716,7 @@ class Router(Struct):
subs = self.subscribers[sub_key]
sent_some: bool = False
for client_stream in subs.copy():
for client_stream in subs:
try:
await client_stream.send(msg)
sent_some = True
@ -1014,14 +1010,10 @@ async def translate_and_relay_brokerd_events(
status_msg.brokerd_msg = msg
status_msg.src = msg.broker_details['name']
if not status_msg.req:
# likely some order change state?
await tractor.pause()
else:
await router.client_broadcast(
status_msg.req.symbol,
status_msg,
)
await router.client_broadcast(
status_msg.req.symbol,
status_msg,
)
if status == 'closed':
log.info(f'Execution for {oid} is complete!')

View File

@ -653,7 +653,6 @@ async def open_trade_dialog(
# in) use manually constructed table from calling
# the `.get_mkt_info()` provider EP above.
_mktmap_table=mkt_by_fqme,
only_require=list(mkt_by_fqme),
)
pp_msgs: list[BrokerdPosition] = []

View File

@ -335,7 +335,7 @@ 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

@ -104,14 +104,15 @@ def get_app_dir(
# `tractor`) with the testing dir and check for it whenever we
# detect `pytest` is being used (which it isn't under normal
# operation).
if "pytest" in sys.modules:
import tractor
actor = tractor.current_actor(err_on_no_runtime=False)
if actor: # runtime is up
rvs = tractor._state._runtime_vars
testdirpath = Path(rvs['piker_vars']['piker_test_dir'])
assert testdirpath.exists(), 'piker test harness might be borked!?'
app_name = str(testdirpath)
# if "pytest" in sys.modules:
# import tractor
# actor = tractor.current_actor(err_on_no_runtime=False)
# if actor: # runtime is up
# rvs = tractor._state._runtime_vars
# import pdbp; pdbp.set_trace()
# testdirpath = Path(rvs['piker_vars']['piker_test_dir'])
# assert testdirpath.exists(), 'piker test harness might be borked!?'
# app_name = str(testdirpath)
if platform.system() == 'Windows':
key = "APPDATA" if roaming else "LOCALAPPDATA"

View File

@ -25,12 +25,10 @@ from collections import (
defaultdict,
)
from contextlib import asynccontextmanager as acm
from functools import partial
import time
from typing import (
Any,
AsyncIterator,
Callable,
TYPE_CHECKING,
)
@ -44,7 +42,7 @@ from tractor.trionics import (
maybe_open_nursery,
)
import trio
from trio import TaskStatus
from trio_typing import TaskStatus
from .ticktools import (
frame_ticks,
@ -55,9 +53,6 @@ from ._util import (
get_console_log,
)
from ..service import maybe_spawn_daemon
from piker.log import (
mk_repr,
)
if TYPE_CHECKING:
from ._sharedmem import (
@ -75,7 +70,6 @@ if TYPE_CHECKING:
_default_delay_s: float = 1.0
# TODO: use new `tractor.singleton_acm` API for this!
class Sampler:
'''
Global sampling engine registry.
@ -85,9 +79,9 @@ class Sampler:
This non-instantiated type is meant to be a singleton within
a `samplerd` actor-service spawned once by the user wishing to
time-step-sample a (real-time) quote feeds, see
`.service.maybe_open_samplerd()` and the below
`register_with_sampler()`.
time-step-sample (real-time) quote feeds, see
``.service.maybe_open_samplerd()`` and the below
``register_with_sampler()``.
'''
service_nursery: None | trio.Nursery = None
@ -381,10 +375,7 @@ async def register_with_sampler(
assert Sampler.ohlcv_shms
# unblock caller
await ctx.started(
# XXX bc msgpack only allows one array type!
list(Sampler.ohlcv_shms.keys())
)
await ctx.started(set(Sampler.ohlcv_shms.keys()))
if open_index_stream:
try:
@ -428,6 +419,7 @@ async def register_with_sampler(
async def spawn_samplerd(
loglevel: str | None = None,
**extra_tractor_kwargs
@ -437,10 +429,7 @@ async def spawn_samplerd(
update and increment count write and stream broadcasting.
'''
from piker.service import (
get_service_mngr,
ServiceMngr,
)
from piker.service import Services
dname = 'samplerd'
log.info(f'Spawning `{dname}`')
@ -448,33 +437,26 @@ async def spawn_samplerd(
# singleton lock creation of ``samplerd`` since we only ever want
# one daemon per ``pikerd`` proc tree.
# TODO: make this built-into the service api?
mngr: ServiceMngr = get_service_mngr()
already_started: bool = dname in mngr.service_tasks
async with Services.locks[dname + '_singleton']:
async with mngr._locks[dname + '_singleton']:
ctx: Context = await mngr.start_service(
daemon_name=dname,
ctx_ep=partial(
if dname not in Services.service_tasks:
portal = await Services.actor_n.start_actor(
dname,
enable_modules=[
'piker.data._sampling',
],
loglevel=loglevel,
debug_mode=Services.debug_mode, # set by pikerd flag
**extra_tractor_kwargs
)
await Services.start_service_task(
dname,
portal,
register_with_sampler,
period_s=1,
sub_for_broadcasts=False,
),
debug_mode=mngr.debug_mode, # set by pikerd flag
# proxy-through to tractor
enable_modules=[
'piker.data._sampling',
],
loglevel=loglevel,
**extra_tractor_kwargs
)
if not already_started:
assert (
ctx
and
ctx.portal
and
not ctx.cancel_called
)
return True
@ -579,6 +561,7 @@ async def open_sample_stream(
async def sample_and_broadcast(
bus: _FeedsBus, # noqa
rt_shm: ShmArray,
hist_shm: ShmArray,
@ -599,22 +582,11 @@ async def sample_and_broadcast(
overruns = Counter()
# multiline nested `dict` formatter (since rn quote-msgs are
# just that).
pfmt: Callable[[str], str] = mk_repr()
# iterate stream delivered by broker
async for quotes in quote_stream:
# print(quotes)
# XXX WARNING XXX only enable for debugging bc ow can cost
# ALOT of perf with HF-feedz!!!
#
# log.info(
# 'Rx live quotes:\n'
# f'{pfmt(quotes)}'
# )
# TODO: `numba` this!
# TODO: ``numba`` this!
for broker_symbol, quote in quotes.items():
# TODO: in theory you can send the IPC msg *before* writing
# to the sharedmem array to decrease latency, however, that
@ -687,18 +659,6 @@ async def sample_and_broadcast(
sub_key: str = broker_symbol.lower()
subs: set[Sub] = bus.get_subs(sub_key)
if not subs:
all_bs_fqmes: list[str] = list(
bus._subscribers.keys()
)
log.warning(
f'No subscribers for {brokername!r} live-quote ??\n'
f'broker_symbol: {broker_symbol}\n\n'
f'Maybe the backend-sys symbol does not match one of,\n'
f'{pfmt(all_bs_fqmes)}\n'
)
# NOTE: by default the broker backend doesn't append
# it's own "name" into the fqme schema (but maybe it
# should?) so we have to manually generate the correct
@ -929,7 +889,6 @@ async def uniform_rate_send(
# to consumers which crash or lose network connection.
# I.e. we **DO NOT** want to crash and propagate up to
# ``pikerd`` these kinds of errors!
trio.EndOfChannel,
trio.ClosedResourceError,
trio.BrokenResourceError,
ConnectionResetError,

View File

@ -273,7 +273,7 @@ async def _reconnect_forever(
nobsws._connected.set()
await trio.sleep_forever()
except HandshakeError:
log.exception('Retrying connection')
log.exception(f'Retrying connection')
# ws & nursery block ends
@ -359,8 +359,8 @@ async def open_autorecon_ws(
'''
JSONRPC response-request style machinery for transparent multiplexing
of msgs over a `NoBsWs`.
JSONRPC response-request style machinery for transparent multiplexing of msgs
over a NoBsWs.
'''
@ -377,77 +377,43 @@ async def open_jsonrpc_session(
url: str,
start_id: int = 0,
response_type: type = JSONRPCResult,
msg_recv_timeout: float = float('inf'),
# ^NOTE, since only `deribit` is using this jsonrpc stuff atm
# and options mkts are generally "slow moving"..
#
# FURTHER if we break the underlying ws connection then since we
# don't pass a `fixture` to the task that manages `NoBsWs`, i.e.
# `_reconnect_forever()`, the jsonrpc "transport pipe" get's
# broken and never restored with wtv init sequence is required to
# re-establish a working req-resp session.
# request_type: Optional[type] = None,
# request_hook: Optional[Callable] = None,
# error_hook: Optional[Callable] = None,
request_type: Optional[type] = None,
request_hook: Optional[Callable] = None,
error_hook: Optional[Callable] = None,
) -> Callable[[str, dict], dict]:
# NOTE, store all request msgs so we can raise errors on the
# caller side!
req_msgs: dict[int, dict] = {}
async with (
trio.open_nursery() as n,
open_autorecon_ws(
url=url,
msg_recv_timeout=msg_recv_timeout,
) as ws
open_autorecon_ws(url) as ws
):
rpc_id: Iterable[int] = count(start_id)
rpc_id: Iterable = count(start_id)
rpc_results: dict[int, dict] = {}
async def json_rpc(
method: str,
params: dict,
) -> dict:
async def json_rpc(method: str, params: dict) -> dict:
'''
perform a json rpc call and wait for the result, raise exception in
case of error field present on response
'''
nonlocal req_msgs
req_id: int = next(rpc_id)
msg = {
'jsonrpc': '2.0',
'id': req_id,
'id': next(rpc_id),
'method': method,
'params': params
}
_id = msg['id']
result = rpc_results[_id] = {
rpc_results[_id] = {
'result': None,
'error': None,
'event': trio.Event(), # signal caller resp arrived
'event': trio.Event()
}
req_msgs[_id] = msg
await ws.send_msg(msg)
# wait for reponse before unblocking requester code
await rpc_results[_id]['event'].wait()
if (maybe_result := result['result']):
ret = maybe_result
del rpc_results[_id]
ret = rpc_results[_id]['result']
else:
err = result['error']
raise Exception(
f'JSONRPC request failed\n'
f'req: {msg}\n'
f'resp: {err}\n'
)
del rpc_results[_id]
if ret.error is not None:
raise Exception(json.dumps(ret.error, indent=4))
@ -462,7 +428,6 @@ async def open_jsonrpc_session(
the server side.
'''
nonlocal req_msgs
async for msg in ws:
match msg:
case {
@ -486,29 +451,15 @@ async def open_jsonrpc_session(
'params': _,
}:
log.debug(f'Recieved\n{msg}')
# if request_hook:
# await request_hook(request_type(**msg))
if request_hook:
await request_hook(request_type(**msg))
case {
'error': error
}:
# if error_hook:
# await error_hook(response_type(**msg))
# retreive orig request msg, set error
# response in original "result" msg,
# THEN FINALLY set the event to signal caller
# to raise the error in the parent task.
req_id: int = error['id']
req_msg: dict = req_msgs[req_id]
result: dict = rpc_results[req_id]
result['error'] = error
result['event'].set()
log.error(
f'JSONRPC request failed\n'
f'req: {req_msg}\n'
f'resp: {error}\n'
)
log.warning(f'Recieved\n{error}')
if error_hook:
await error_hook(response_type(**msg))
case _:
log.warning(f'Unhandled JSON-RPC msg!?\n{msg}')

View File

@ -540,10 +540,7 @@ async def open_feed_bus(
# subscription since the backend isn't (yet) expected to
# append it's own name to the fqme, so we filter on keys
# which *do not* include that name (e.g .ib) .
bus._subscribers.setdefault(
bs_fqme,
set(),
)
bus._subscribers.setdefault(bs_fqme, set())
# sync feed subscribers with flume handles
await ctx.started(

View File

@ -18,11 +18,7 @@
Log like a forester!
"""
import logging
import reprlib
import json
from typing import (
Callable,
)
import tractor
from pygments import (
@ -88,27 +84,3 @@ def colorize_json(
# likeable styles: algol_nu, tango, monokai
formatters.TerminalTrueColorFormatter(style=style)
)
def mk_repr(
**repr_kws,
) -> Callable[[str], str]:
'''
Allocate and deliver a `repr.Repr` instance with provided input
settings using the std-lib's `reprlib` mod,
* https://docs.python.org/3/library/reprlib.html
------ Ex. ------
An up to 6-layer-nested `dict` as multi-line:
- https://stackoverflow.com/a/79102479
- https://docs.python.org/3/library/reprlib.html#reprlib.Repr.maxlevel
'''
def_kws: dict[str, int] = dict(
indent=2,
maxlevel=6, # recursion levels
maxstring=66, # match editor line-len limit
)
def_kws |= repr_kws
reprr = reprlib.Repr(**def_kws)
return reprr.repr

View File

@ -30,11 +30,7 @@ Actor runtime primtives and (distributed) service APIs for,
=> TODO: maybe to (re)move elsewhere?
'''
from ._mngr import (
get_service_mngr as get_service_mngr,
open_service_mngr as open_service_mngr,
ServiceMngr as ServiceMngr,
)
from ._mngr import Services as Services
from ._registry import (
_tractor_kwargs as _tractor_kwargs,
_default_reg_addr as _default_reg_addr,

View File

@ -21,6 +21,7 @@
from __future__ import annotations
import os
from typing import (
Optional,
Any,
ClassVar,
)
@ -29,13 +30,13 @@ from contextlib import (
)
import tractor
import trio
from ._util import (
get_console_log,
)
from ._mngr import (
open_service_mngr,
ServiceMngr,
Services,
)
from ._registry import ( # noqa
_tractor_kwargs,
@ -58,7 +59,7 @@ async def open_piker_runtime(
registry_addrs: list[tuple[str, int]] = [],
enable_modules: list[str] = [],
loglevel: str|None = None,
loglevel: Optional[str] = None,
# XXX NOTE XXX: you should pretty much never want debug mode
# for data daemons when running in production.
@ -68,7 +69,7 @@ async def open_piker_runtime(
# and spawn the service tree distributed per that.
start_method: str = 'trio',
tractor_runtime_overrides: dict|None = None,
tractor_runtime_overrides: dict | None = None,
**tractor_kwargs,
) -> tuple[
@ -118,10 +119,6 @@ async def open_piker_runtime(
# spawn other specialized daemons I think?
enable_modules=enable_modules,
# TODO: how to configure this?
# keep it on by default if debug mode is set?
# maybe_enable_greenback=debug_mode,
**tractor_kwargs,
) as actor,
@ -170,13 +167,12 @@ async def open_pikerd(
**kwargs,
) -> ServiceMngr:
) -> Services:
'''
Start a root piker daemon actor (aka `pikerd`) with an indefinite
lifetime.
Start a root piker daemon with an indefinite lifetime.
A root actor-nursery is created which can be used to spawn and
supervise underling service sub-actors (see below).
A root actor nursery is created which can be used to create and keep
alive underling services (see below).
'''
# NOTE: for the root daemon we always enable the root
@ -203,6 +199,8 @@ async def open_pikerd(
root_actor,
reg_addrs,
),
tractor.open_nursery() as actor_nursery,
trio.open_nursery() as service_nursery,
):
for addr in reg_addrs:
if addr not in root_actor.accept_addrs:
@ -211,17 +209,25 @@ async def open_pikerd(
'Maybe you have another daemon already running?'
)
mngr: ServiceMngr
async with open_service_mngr(
debug_mode=debug_mode,
) as mngr:
yield mngr
# assign globally for future daemon/task creation
Services.actor_n = actor_nursery
Services.service_n = service_nursery
Services.debug_mode = debug_mode
try:
yield Services
finally:
# TODO: is this more clever/efficient?
# if 'samplerd' in Services.service_tasks:
# await Services.cancel_service('samplerd')
service_nursery.cancel_scope.cancel()
# TODO: do we even need this?
# @acm
# async def maybe_open_runtime(
# loglevel: str|None = None,
# loglevel: Optional[str] = None,
# **kwargs,
# ) -> None:
@ -250,7 +256,7 @@ async def maybe_open_pikerd(
loglevel: str | None = None,
**kwargs,
) -> tractor._portal.Portal | ClassVar[ServiceMngr]:
) -> tractor._portal.Portal | ClassVar[Services]:
'''
If no ``pikerd`` daemon-root-actor can be found start it and
yield up (we should probably figure out returning a portal to self

View File

@ -49,7 +49,7 @@ from requests.exceptions import (
ReadTimeout,
)
from ._mngr import ServiceMngr
from ._mngr import Services
from ._util import (
log, # sub-sys logger
get_console_log,
@ -453,7 +453,7 @@ async def open_ahabd(
@acm
async def start_ahab_service(
services: ServiceMngr,
services: Services,
service_name: str,
# endpoint config passed as **kwargs
@ -549,8 +549,7 @@ async def start_ahab_service(
log.warning('Failed to cancel root permsed container')
except (
# trio.MultiError,
ExceptionGroup,
trio.MultiError,
) as err:
for subexc in err.exceptions:
if isinstance(subexc, PermissionError):

View File

@ -26,17 +26,14 @@ from typing import (
from contextlib import (
asynccontextmanager as acm,
)
from collections import defaultdict
import tractor
import trio
from ._util import (
log, # sub-sys logger
)
from ._mngr import (
get_service_mngr,
ServiceMngr,
Services,
)
from ._actor_runtime import maybe_open_pikerd
from ._registry import find_service
@ -44,14 +41,15 @@ from ._registry import find_service
@acm
async def maybe_spawn_daemon(
service_name: str,
service_task_target: Callable,
spawn_args: dict[str, Any],
loglevel: str | None = None,
singleton: bool = False,
_locks = defaultdict(trio.Lock),
**pikerd_kwargs,
) -> tractor.Portal:
@ -69,7 +67,7 @@ async def maybe_spawn_daemon(
'''
# serialize access to this section to avoid
# 2 or more tasks racing to create a daemon
lock = _locks[service_name]
lock = Services.locks[service_name]
await lock.acquire()
async with find_service(
@ -134,65 +132,7 @@ async def maybe_spawn_daemon(
async with tractor.wait_for_actor(service_name) as portal:
lock.release()
yield portal
# --- ---- ---
# XXX NOTE XXX
# --- ---- ---
# DO NOT PUT A `portal.cancel_actor()` here (as was prior)!
#
# Doing so will cause an "out-of-band" ctxc
# (`tractor.ContextCancelled`) to be raised inside the
# `ServiceMngr.open_context_in_task()`'s call to
# `ctx.wait_for_result()` AND the internal self-ctxc
# "graceful capture" WILL NOT CATCH IT!
#
# This can cause certain types of operations to raise
# that ctxc BEFORE THEY `return`, resulting in
# a "false-negative" ctxc being raised when really
# nothing actually failed, other then our semantic
# "failure" to suppress an expected, graceful,
# self-cancel scenario..
#
# bUt wHy duZ It WorK lIKe dis..
# ------------------------------
# from the perspective of the `tractor.Context` this
# cancel request was conducted "out of band" since
# `Context.cancel()` was never called and thus the
# `._cancel_called: bool` was never set. Despite the
# remote `.canceller` being set to `pikerd` (i.e. the
# same `Actor.uid` of the raising service-mngr task) the
# service-task's ctx itself was never marked as having
# requested cancellation and thus still raises the ctxc
# bc it was unaware of any such request.
#
# How to make grokin these cases easier tho?
# ------------------------------------------
# Because `Portal.cancel_actor()` was called it requests
# "full-`Actor`-runtime-cancellation" of it's peer
# process which IS NOT THE SAME as a single inter-actor
# RPC task cancelling its local context with a remote
# peer `Task` in that same peer process.
#
# ?TODO? It might be better if we do one (or all) of the
# following:
#
# -[ ] at least set a special message for the
# `ContextCancelled` when raised locally by the
# unaware ctx task such that we check for the
# `.canceller` being *our `Actor`* and in the case
# where `Context._cancel_called == False` we specially
# note that this is likely an "out-of-band"
# runtime-cancel request triggered by some call to
# `Portal.cancel_actor()`, possibly even reporting the
# exact LOC of that caller by tracking it inside our
# portal-type?
# -[ ] possibly add another field `ContextCancelled` like
# maybe a,
# `.request_type: Literal['os', 'proc', 'actor',
# 'ctx']` type thing which would allow immediately
# being able to tell what kind of cancellation caused
# the unexpected ctxc?
# -[ ] REMOVE THIS COMMENT, once we've settled on how to
# better augment `tractor` to be more explicit on this!
await portal.cancel_actor()
async def spawn_emsd(
@ -207,22 +147,21 @@ async def spawn_emsd(
"""
log.info('Spawning emsd')
smngr: ServiceMngr = get_service_mngr()
portal = await smngr.actor_n.start_actor(
portal = await Services.actor_n.start_actor(
'emsd',
enable_modules=[
'piker.clearing._ems',
'piker.clearing._client',
],
loglevel=loglevel,
debug_mode=smngr.debug_mode, # set by pikerd flag
debug_mode=Services.debug_mode, # set by pikerd flag
**extra_tractor_kwargs
)
# non-blocking setup of clearing service
from ..clearing._ems import _setup_persistent_emsd
await smngr.start_service_task(
await Services.start_service_task(
'emsd',
portal,

View File

@ -18,29 +18,16 @@
daemon-service management API.
"""
from __future__ import annotations
from contextlib import (
asynccontextmanager as acm,
# contextmanager as cm,
)
from collections import defaultdict
from dataclasses import (
dataclass,
field,
)
import functools
import inspect
from typing import (
Callable,
Any,
)
import msgspec
import tractor
import trio
from trio import TaskStatus
from trio_typing import TaskStatus
import tractor
from tractor import (
ActorNursery,
current_actor,
ContextCancelled,
Context,
@ -52,130 +39,6 @@ from ._util import (
)
# TODO: implement a singleton deco-API for wrapping the below
# factory's impl for general actor-singleton use?
#
# @singleton
# async def open_service_mngr(
# **init_kwargs,
# ) -> ServiceMngr:
# '''
# Note this function body is invoke IFF no existing singleton instance already
# exists in this proc's memory.
# '''
# # setup
# yield ServiceMngr(**init_kwargs)
# # teardown
# TODO: singleton factory API instead of a class API
@acm
async def open_service_mngr(
*,
debug_mode: bool = False,
# impl deat which ensures a single global instance
_singleton: list[ServiceMngr|None] = [None],
**init_kwargs,
) -> ServiceMngr:
'''
Open a multi-subactor-as-service-daemon tree supervisor.
The delivered `ServiceMngr` is a singleton instance for each
actor-process and is allocated on first open and never
de-allocated unless explicitly deleted by al call to
`del_service_mngr()`.
'''
# TODO: factor this an allocation into
# a `._mngr.open_service_mngr()` and put in the
# once-n-only-once setup/`.__aenter__()` part!
# -[ ] how to make this only happen on the `mngr == None` case?
# |_ use `.trionics.maybe_open_context()` (for generic
# async-with-style-only-once of the factory impl, though
# what do we do for the allocation case?
# / `.maybe_open_nursery()` (since for this specific case
# it's simpler?) to activate
async with (
tractor.open_nursery() as an,
trio.open_nursery() as tn,
):
# impl specific obvi..
init_kwargs.update({
'actor_n': an,
'service_n': tn,
})
mngr: ServiceMngr|None
if (mngr := _singleton[0]) is None:
log.info('Allocating a new service mngr!')
mngr = _singleton[0] = ServiceMngr(**init_kwargs)
# TODO: put into `.__aenter__()` section of
# eventual `@singleton_acm` API wrapper.
#
# assign globally for future daemon/task creation
mngr.actor_n = an
mngr.service_n = tn
else:
assert (
mngr.actor_n
and
mngr.service_tn
)
log.info(
'Using extant service mngr!\n\n'
f'{mngr!r}\n' # it has a nice `.__repr__()` of services state
)
try:
# NOTE: this is a singleton factory impl specific detail
# which should be supported in the condensed
# `@singleton_acm` API?
mngr.debug_mode = debug_mode
yield mngr
finally:
# TODO: is this more clever/efficient?
# if 'samplerd' in mngr.service_tasks:
# await mngr.cancel_service('samplerd')
tn.cancel_scope.cancel()
def get_service_mngr() -> ServiceMngr:
'''
Try to get the singleton service-mngr for this actor presuming it
has already been allocated using,
.. code:: python
async with open_<@singleton_acm(func)>() as mngr`
... this block kept open ...
If not yet allocated raise a `ServiceError`.
'''
# https://stackoverflow.com/a/12627202
# https://docs.python.org/3/library/inspect.html#inspect.Signature
maybe_mngr: ServiceMngr|None = inspect.signature(
open_service_mngr
).parameters['_singleton'].default[0]
if maybe_mngr is None:
raise RuntimeError(
'Someone must allocate a `ServiceMngr` using\n\n'
'`async with open_service_mngr()` beforehand!!\n'
)
return maybe_mngr
# TODO: we need remote wrapping and a general soln:
# - factor this into a ``tractor.highlevel`` extension # pack for the
# library.
@ -183,46 +46,31 @@ def get_service_mngr() -> ServiceMngr:
# to the pikerd actor for starting services remotely!
# - prolly rename this to ActorServicesNursery since it spawns
# new actors and supervises them to completion?
@dataclass
class ServiceMngr:
# class ServiceMngr(msgspec.Struct):
'''
A multi-subactor-as-service manager.
class Services:
Spawn, supervise and monitor service/daemon subactors in a SC
process tree.
'''
actor_n: ActorNursery
actor_n: tractor._supervise.ActorNursery
service_n: trio.Nursery
debug_mode: bool = False # tractor sub-actor debug mode flag
debug_mode: bool # tractor sub-actor debug mode flag
service_tasks: dict[
str,
tuple[
trio.CancelScope,
Context,
Portal,
trio.Event,
]
] = field(default_factory=dict)
# internal per-service task mutexs
_locks = defaultdict(trio.Lock)
] = {}
locks = defaultdict(trio.Lock)
@classmethod
async def start_service_task(
self,
name: str,
portal: Portal,
# TODO: typevar for the return type of the target and then
# use it below for `ctx_res`?
target: Callable,
allow_overruns: bool = False,
**ctx_kwargs,
) -> (trio.CancelScope, Context, Any):
) -> (trio.CancelScope, Context):
'''
Open a context in a service sub-actor, add to a stack
that gets unwound at ``pikerd`` teardown.
@ -235,7 +83,6 @@ class ServiceMngr:
task_status: TaskStatus[
tuple[
trio.CancelScope,
Context,
trio.Event,
Any,
]
@ -243,87 +90,64 @@ class ServiceMngr:
) -> Any:
# TODO: use the ctx._scope directly here instead?
# -[ ] actually what semantics do we expect for this
# usage!?
with trio.CancelScope() as cs:
try:
async with portal.open_context(
target,
allow_overruns=allow_overruns,
**ctx_kwargs,
) as (ctx, started):
async with portal.open_context(
target,
allow_overruns=allow_overruns,
**ctx_kwargs,
# unblock once the remote context has started
complete = trio.Event()
task_status.started((
cs,
ctx,
complete,
started,
))
log.info(
f'`pikerd` service {name} started with value {started}'
)
) as (ctx, first):
# unblock once the remote context has started
complete = trio.Event()
task_status.started((cs, complete, first))
log.info(
f'`pikerd` service {name} started with value {first}'
)
try:
# wait on any context's return value
# and any final portal result from the
# sub-actor.
ctx_res: Any = await ctx.wait_for_result()
ctx_res: Any = await ctx.result()
# NOTE: blocks indefinitely until cancelled
# either by error from the target context
# function or by being cancelled here by the
# surrounding cancel scope.
return (
await portal.wait_for_result(),
ctx_res,
)
return (await portal.result(), ctx_res)
except ContextCancelled as ctxe:
canceller: tuple[str, str] = ctxe.canceller
our_uid: tuple[str, str] = current_actor().uid
if (
canceller != portal.channel.uid
and
canceller != our_uid
):
log.cancel(
f'Actor-service {name} was remotely cancelled?\n'
f'remote canceller: {canceller}\n'
f'Keeping {our_uid} alive, ignoring sub-actor cancel..\n'
)
else:
raise
except ContextCancelled as ctxe:
canceller: tuple[str, str] = ctxe.canceller
our_uid: tuple[str, str] = current_actor().uid
if (
canceller != portal.chan.uid
and
canceller != our_uid
):
log.cancel(
f'Actor-service `{name}` was remotely cancelled by a peer?\n'
# TODO: this would be a good spot to use
# a respawn feature Bo
f'-> Keeping `pikerd` service manager alive despite this inter-peer cancel\n\n'
f'cancellee: {portal.chan.uid}\n'
f'canceller: {canceller}\n'
)
else:
raise
finally:
await portal.cancel_actor()
complete.set()
self.service_tasks.pop(name)
finally:
# NOTE: the ctx MUST be cancelled first if we
# don't want the above `ctx.wait_for_result()` to
# raise a self-ctxc. WHY, well since from the ctx's
# perspective the cancel request will have
# arrived out-out-of-band at the `Actor.cancel()`
# level, thus `Context.cancel_called == False`,
# meaning `ctx._is_self_cancelled() == False`.
# with trio.CancelScope(shield=True):
# await ctx.cancel()
await portal.cancel_actor()
complete.set()
self.service_tasks.pop(name)
cs, sub_ctx, complete, started = await self.service_n.start(
open_context_in_task
)
cs, complete, first = await self.service_n.start(open_context_in_task)
# store the cancel scope and portal for later cancellation or
# retstart if needed.
self.service_tasks[name] = (cs, sub_ctx, portal, complete)
return cs, sub_ctx, started
self.service_tasks[name] = (cs, portal, complete)
return cs, first
@classmethod
async def cancel_service(
self,
name: str,
@ -334,80 +158,8 @@ class ServiceMngr:
'''
log.info(f'Cancelling `pikerd` service {name}')
cs, sub_ctx, portal, complete = self.service_tasks[name]
# cs.cancel()
await sub_ctx.cancel()
cs, portal, complete = self.service_tasks[name]
cs.cancel()
await complete.wait()
if name in self.service_tasks:
# TODO: custom err?
# raise ServiceError(
raise RuntimeError(
f'Serice task for {name} not terminated?'
)
# assert name not in self.service_tasks, \
# f'Serice task for {name} not terminated?'
async def start_service(
self,
daemon_name: str,
ctx_ep: Callable, # kwargs must `partial`-ed in!
debug_mode: bool = False,
**tractor_actor_kwargs,
) -> Context:
'''
Start a "service" task in a new sub-actor (daemon) and manage it's lifetime
indefinitely.
Services can be cancelled/shutdown using `.cancel_service()`.
'''
entry: tuple|None = self.service_tasks.get(daemon_name)
if entry:
(cs, sub_ctx, portal, complete) = entry
return sub_ctx
if daemon_name not in self.service_tasks:
portal = await self.actor_n.start_actor(
daemon_name,
debug_mode=( # maybe set globally during allocate
debug_mode
or
self.debug_mode
),
**tractor_actor_kwargs,
)
ctx_kwargs: dict[str, Any] = {}
if isinstance(ctx_ep, functools.partial):
ctx_kwargs: dict[str, Any] = ctx_ep.keywords
ctx_ep: Callable = ctx_ep.func
(cs, sub_ctx, started) = await self.start_service_task(
daemon_name,
portal,
ctx_ep,
**ctx_kwargs,
)
return sub_ctx
# TODO:
# -[ ] factor all the common shit from `.data._sampling`
# and `.brokers._daemon` into here / `ServiceMngr`
# in terms of allocating the `Portal` as part of the
# "service-in-subactor" starting!
# -[ ] move to `tractor.hilevel._service`, import and use here!
# NOTE: purposely leaks the ref to the mod-scope Bo
# import tractor
# from tractor.hilevel import (
# open_service_mngr,
# ServiceMngr,
# )
# mngr: ServiceMngr|None = None
# with tractor.hilevel.open_service_mngr() as mngr:
# Services = proxy(mngr)
assert name not in self.service_tasks, \
f'Serice task for {name} not terminated?'

View File

@ -21,13 +21,11 @@ from typing import (
TYPE_CHECKING,
)
# TODO: oof, needs to be changed to `httpx`!
import asks
if TYPE_CHECKING:
import docker
from ._ahab import DockerContainer
from . import ServiceMngr
from ._util import log # sub-sys logger
from ._util import (
@ -129,7 +127,7 @@ def start_elasticsearch(
@acm
async def start_ahab_daemon(
service_mngr: ServiceMngr,
service_mngr: Services,
user_config: dict | None = None,
loglevel: str | None = None,

View File

@ -53,7 +53,7 @@ import pendulum
# import purerpc
from ..data.feed import maybe_open_feed
from . import ServiceMngr
from . import Services
from ._util import (
log, # sub-sys logger
get_console_log,
@ -233,7 +233,7 @@ def start_marketstore(
@acm
async def start_ahab_daemon(
service_mngr: ServiceMngr,
service_mngr: Services,
user_config: dict | None = None,
loglevel: str | None = None,

View File

@ -161,12 +161,7 @@ class NativeStorageClient:
def index_files(self):
for path in self._datadir.iterdir():
if (
path.name in {'borked', 'expired',}
or
'.parquet' not in str(path)
):
# ignore all non-apache files (for now)
if path.name in {'borked', 'expired',}:
continue
key: str = path.name.rstrip('.parquet')

View File

@ -44,10 +44,8 @@ import trio
from trio_typing import TaskStatus
import tractor
from pendulum import (
Interval,
DateTime,
Duration,
duration as mk_duration,
from_timestamp,
)
import numpy as np
@ -216,8 +214,7 @@ async def maybe_fill_null_segments(
# pair, immediately stop backfilling?
if (
start_dt
and
end_dt < start_dt
and end_dt < start_dt
):
await tractor.pause()
break
@ -265,7 +262,6 @@ async def maybe_fill_null_segments(
except tractor.ContextCancelled:
# log.exception
await tractor.pause()
raise
null_segs_detected.set()
# RECHECK for more null-gaps
@ -353,7 +349,7 @@ async def maybe_fill_null_segments(
async def start_backfill(
get_hist,
def_frame_duration: Duration,
frame_types: dict[str, Duration] | None,
mod: ModuleType,
mkt: MktPair,
shm: ShmArray,
@ -383,23 +379,22 @@ async def start_backfill(
update_start_on_prepend: bool = False
if backfill_until_dt is None:
# TODO: per-provider default history-durations?
# -[ ] inside the `open_history_client()` config allow
# declaring the history duration limits instead of
# guessing and/or applying the same limits to all?
#
# -[ ] allow declaring (default) per-provider backfill
# limits inside a [storage] sub-section in conf.toml?
#
# NOTE, when no tsdb "last datum" is provided, we just
# load some near-term history by presuming a "decently
# large" 60s duration limit and a much shorter 1s range.
# TODO: drop this right and just expose the backfill
# limits inside a [storage] section in conf.toml?
# when no tsdb "last datum" is provided, we just load
# some near-term history.
# periods = {
# 1: {'days': 1},
# 60: {'days': 14},
# }
# do a decently sized backfill and load it into storage.
periods = {
1: {'days': 2},
60: {'years': 6},
}
period_duration: int = periods[timeframe]
update_start_on_prepend: bool = True
update_start_on_prepend = True
# NOTE: manually set the "latest" datetime which we intend to
# backfill history "until" so as to adhere to the history
@ -421,6 +416,7 @@ async def start_backfill(
f'backfill_until_dt: {backfill_until_dt}\n'
f'last_start_dt: {last_start_dt}\n'
)
try:
(
array,
@ -430,114 +426,71 @@ async def start_backfill(
timeframe,
end_dt=last_start_dt,
)
except NoData as _daterr:
orig_last_start_dt: datetime = last_start_dt
gap_report: str = (
f'EMPTY FRAME for `end_dt: {last_start_dt}`?\n'
f'{mod.name} -> tf@fqme: {timeframe}@{mkt.fqme}\n'
f'last_start_dt: {orig_last_start_dt}\n\n'
f'bf_until: {backfill_until_dt}\n'
)
# EMPTY FRAME signal with 3 (likely) causes:
#
# 1. range contains legit gap in venue history
# 2. history actually (edge case) **began** at the
# value `last_start_dt`
# 3. some other unknown error (ib blocking the
# history-query bc they don't want you seeing how
# they cucked all the tinas.. like with options
# hist)
#
if def_frame_duration:
# decrement by a duration's (frame) worth of time
# as maybe indicated by the backend to see if we
# can get older data before this possible
# "history gap".
last_start_dt: datetime = last_start_dt.subtract(
seconds=def_frame_duration.total_seconds()
# 3 cases:
# - frame in the middle of a legit venue gap
# - history actually began at the `last_start_dt`
# - some other unknown error (ib blocking the
# history bc they don't want you seeing how they
# cucked all the tinas..)
if dur := frame_types.get(timeframe):
# decrement by a frame's worth of duration and
# retry a few times.
last_start_dt.subtract(
seconds=dur.total_seconds()
)
gap_report += (
f'Decrementing `end_dt` and retrying with,\n'
f'def_frame_duration: {def_frame_duration}\n'
f'(new) last_start_dt: {last_start_dt}\n'
log.warning(
f'{mod.name} -> EMPTY FRAME for end_dt?\n'
f'tf@fqme: {timeframe}@{mkt.fqme}\n'
'bf_until <- last_start_dt:\n'
f'{backfill_until_dt} <- {last_start_dt}\n'
f'Decrementing `end_dt` by {dur} and retry..\n'
)
log.warning(gap_report)
# skip writing to shm/tsdb and try the next
# duration's worth of prior history.
continue
else:
# await tractor.pause()
raise DataUnavailable(gap_report)
# broker says there never was or is no more history to pull
except DataUnavailable as due:
message: str = due.args[0]
except DataUnavailable:
log.warning(
f'Provider {mod.name!r} halted backfill due to,\n\n'
f'{message}\n'
f'fqme: {mkt.fqme}\n'
f'timeframe: {timeframe}\n'
f'last_start_dt: {last_start_dt}\n'
f'bf_until: {backfill_until_dt}\n'
f'NO-MORE-DATA in range?\n'
f'`{mod.name}` halted history:\n'
f'tf@fqme: {timeframe}@{mkt.fqme}\n'
'bf_until <- last_start_dt:\n'
f'{backfill_until_dt} <- {last_start_dt}\n'
)
# UGH: what's a better way?
# TODO: backends are responsible for being correct on
# this right!?
# -[ ] in the `ib` case we could maybe offer some way
# to halt the request loop until the condition is
# resolved or should the backend be entirely in
# charge of solving such faults? yes, right?
# ugh, what's a better way?
# TODO: fwiw, we probably want a way to signal a throttle
# condition (eg. with ib) so that we can halt the
# request loop until the condition is resolved?
if timeframe > 1:
await tractor.pause()
return
time: np.ndarray = array['time']
assert (
time[0]
array['time'][0]
==
next_start_dt.timestamp()
)
assert time[-1] == next_end_dt.timestamp()
expected_dur: Interval = last_start_dt - next_start_dt
diff = last_start_dt - next_start_dt
frame_time_diff_s = diff.seconds
# frame's worth of sample-period-steps, in seconds
frame_size_s: float = len(array) * timeframe
recv_frame_dur: Duration = (
from_timestamp(array[-1]['time'])
-
from_timestamp(array[0]['time'])
)
if (
(lt_frame := (recv_frame_dur < expected_dur))
or
(null_frame := (frame_size_s == 0))
# ^XXX, should NEVER hit now!
):
expected_frame_size_s: float = frame_size_s + timeframe
if frame_time_diff_s > expected_frame_size_s:
# XXX: query result includes a start point prior to our
# expected "frame size" and thus is likely some kind of
# history gap (eg. market closed period, outage, etc.)
# so just report it to console for now.
if lt_frame:
reason = 'Possible GAP (or first-datum)'
else:
assert null_frame
reason = 'NULL-FRAME'
missing_dur: Interval = expected_dur.end - recv_frame_dur.end
log.warning(
f'{timeframe}s-series {reason} detected!\n'
f'fqme: {mkt.fqme}\n'
f'last_start_dt: {last_start_dt}\n\n'
f'recv interval: {recv_frame_dur}\n'
f'expected interval: {expected_dur}\n\n'
f'Missing duration of history of {missing_dur.in_words()!r}\n'
f'{missing_dur}\n'
'GAP DETECTED:\n'
f'last_start_dt: {last_start_dt}\n'
f'diff: {diff}\n'
f'frame_time_diff_s: {frame_time_diff_s}\n'
)
# await tractor.pause()
to_push = diff_history(
array,
@ -612,8 +565,7 @@ async def start_backfill(
# long-term storage.
if (
storage is not None
and
write_tsdb
and write_tsdb
):
log.info(
f'Writing {ln} frame to storage:\n'
@ -626,7 +578,6 @@ async def start_backfill(
'crypto',
'crypto_currency',
'fiat', # a "forex pair"
'perpetual_future', # stupid "perps" from cex land
}:
# for now, our table key schema is not including
# the dst[/src] source asset token.
@ -734,7 +685,7 @@ async def back_load_from_tsdb(
last_tsdb_dt
and latest_start_dt
):
backfilled_size_s: Duration = (
backfilled_size_s = (
latest_start_dt - last_tsdb_dt
).seconds
# if the shm buffer len is not large enough to contain
@ -957,8 +908,6 @@ async def tsdb_backfill(
f'{pformat(config)}\n'
)
# concurrently load the provider's most-recent-frame AND any
# pre-existing tsdb history already saved in `piker` storage.
dt_eps: list[DateTime, DateTime] = []
async with trio.open_nursery() as tn:
tn.start_soon(
@ -969,6 +918,7 @@ async def tsdb_backfill(
timeframe,
config,
)
tsdb_entry: tuple = await load_tsdb_hist(
storage,
mkt,
@ -997,25 +947,6 @@ async def tsdb_backfill(
mr_end_dt,
) = dt_eps
first_frame_dur_s: Duration = (mr_end_dt - mr_start_dt).seconds
calced_frame_size: Duration = mk_duration(
seconds=first_frame_dur_s,
)
# NOTE, attempt to use the backend declared default frame
# sizing (as allowed by their time-series query APIs) and
# if not provided try to construct a default from the
# first frame received above.
def_frame_durs: dict[
int,
Duration,
]|None = config.get('frame_types', None)
if def_frame_durs:
def_frame_size: Duration = def_frame_durs[timeframe]
assert def_frame_size == calced_frame_size
else:
# use what we calced from first frame above.
def_frame_size = calced_frame_size
# NOTE: when there's no offline data, there's 2 cases:
# - data backend doesn't support timeframe/sample
# period (in which case `dt_eps` should be `None` and
@ -1046,7 +977,7 @@ async def tsdb_backfill(
partial(
start_backfill,
get_hist=get_hist,
def_frame_duration=def_frame_size,
frame_types=config.get('frame_types', None),
mod=mod,
mkt=mkt,
shm=shm,

366
poetry.lock generated
View File

@ -2,13 +2,13 @@
[[package]]
name = "anyio"
version = "4.6.2.post1"
version = "3.7.1"
description = "High level compatibility layer for multiple asynchronous event loop implementations"
optional = false
python-versions = ">=3.9"
python-versions = ">=3.7"
files = [
{file = "anyio-4.6.2.post1-py3-none-any.whl", hash = "sha256:6d170c36fba3bdd840c73d3868c1e777e33676a69c3a72cf0a0d5d6d8009b61d"},
{file = "anyio-4.6.2.post1.tar.gz", hash = "sha256:4c8bc31ccdb51c7f7bd251f51c609e038d63e34219b44aa86e47576389880b4c"},
{file = "anyio-3.7.1-py3-none-any.whl", hash = "sha256:91dee416e570e92c64041bd18b900d1d6fa78dff7048769ce5ac5ddad004fbb5"},
{file = "anyio-3.7.1.tar.gz", hash = "sha256:44a3c9aba0f5defa43261a8b3efb97891f2bd7d804e0e1f56419befa1adfc780"},
]
[package.dependencies]
@ -50,7 +50,7 @@ files = [
[[package]]
name = "asyncvnc"
version = "1.1.0"
description = "Asynchronous VNC for Python"
description = ""
optional = false
python-versions = ">= 3.7"
files = []
@ -69,22 +69,21 @@ resolved_reference = "825447564e3af6b0d4a0996793f1ca7fb360c48f"
[[package]]
name = "attrs"
version = "23.2.0"
version = "23.1.0"
description = "Classes Without Boilerplate"
optional = false
python-versions = ">=3.7"
files = [
{file = "attrs-23.2.0-py3-none-any.whl", hash = "sha256:99b87a485a5820b23b879f04c2305b44b951b502fd64be915879d77a7e8fc6f1"},
{file = "attrs-23.2.0.tar.gz", hash = "sha256:935dc3b529c262f6cf76e50877d35a4bd3c1de194fd41f47a2b7ae8f19971f30"},
{file = "attrs-23.1.0-py3-none-any.whl", hash = "sha256:1f28b4522cdc2fb4256ac1a020c78acf9cba2c6b461ccd2c126f3aa8e8335d04"},
{file = "attrs-23.1.0.tar.gz", hash = "sha256:6279836d581513a26f1bf235f9acd333bc9115683f14f7e8fae46c98fc50e015"},
]
[package.extras]
cov = ["attrs[tests]", "coverage[toml] (>=5.3)"]
dev = ["attrs[tests]", "pre-commit"]
dev = ["attrs[docs,tests]", "pre-commit"]
docs = ["furo", "myst-parser", "sphinx", "sphinx-notfound-page", "sphinxcontrib-towncrier", "towncrier", "zope-interface"]
tests = ["attrs[tests-no-zope]", "zope-interface"]
tests-mypy = ["mypy (>=1.6)", "pytest-mypy-plugins"]
tests-no-zope = ["attrs[tests-mypy]", "cloudpickle", "hypothesis", "pympler", "pytest (>=4.3.0)", "pytest-xdist[psutil]"]
tests-no-zope = ["cloudpickle", "hypothesis", "mypy (>=1.1.1)", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "pytest-xdist[psutil]"]
[[package]]
name = "bidict"
@ -104,78 +103,75 @@ test = ["hypothesis", "pytest", "pytest-benchmark[histogram]", "pytest-cov", "py
[[package]]
name = "cffi"
version = "1.17.1"
version = "1.15.1"
description = "Foreign Function Interface for Python calling C code."
optional = false
python-versions = ">=3.8"
python-versions = "*"
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@ -911,13 +897,13 @@ files = [
[[package]]
name = "rich"
version = "13.9.4"
version = "13.5.2"
description = "Render rich text, tables, progress bars, syntax highlighting, markdown and more to the terminal"
optional = false
python-versions = ">=3.8.0"
python-versions = ">=3.7.0"
files = [
{file = "rich-13.9.4-py3-none-any.whl", hash = "sha256:6049d5e6ec054bf2779ab3358186963bac2ea89175919d699e378b99738c2a90"},
{file = "rich-13.9.4.tar.gz", hash = "sha256:439594978a49a09530cff7ebc4b5c7103ef57baf48d5ea3184f21d9a2befa098"},
{file = "rich-13.5.2-py3-none-any.whl", hash = "sha256:146a90b3b6b47cac4a73c12866a499e9817426423f57c5a66949c086191a8808"},
{file = "rich-13.5.2.tar.gz", hash = "sha256:fb9d6c0a0f643c99eed3875b5377a184132ba9be4d61516a55273d3554d75a39"},
]
[package.dependencies]
@ -940,13 +926,13 @@ files = [
[[package]]
name = "sniffio"
version = "1.3.1"
version = "1.3.0"
description = "Sniff out which async library your code is running under"
optional = false
python-versions = ">=3.7"
files = [
{file = "sniffio-1.3.1-py3-none-any.whl", hash = "sha256:2f6da418d1f1e0fddd844478f41680e794e6051915791a034ff65e5f100525a2"},
{file = "sniffio-1.3.1.tar.gz", hash = "sha256:f4324edc670a0f49750a81b895f35c3adb843cca46f0530f79fc1babb23789dc"},
{file = "sniffio-1.3.0-py3-none-any.whl", hash = "sha256:eecefdce1e5bbfb7ad2eeaabf7c1eeb404d7757c379bd1f7e5cce9d8bf425384"},
{file = "sniffio-1.3.0.tar.gz", hash = "sha256:e60305c5e5d314f5389259b7f22aaa33d8f7dee49763119234af3755c55b9101"},
]
[[package]]
@ -976,24 +962,24 @@ pyreadline3 = {version = "*", markers = "platform_system == \"Windows\""}
[[package]]
name = "tomli"
version = "2.1.0"
version = "2.0.1"
description = "A lil' TOML parser"
optional = false
python-versions = ">=3.8"
python-versions = ">=3.7"
files = [
{file = "tomli-2.1.0-py3-none-any.whl", hash = "sha256:a5c57c3d1c56f5ccdf89f6523458f60ef716e210fc47c4cfb188c5ba473e0391"},
{file = "tomli-2.1.0.tar.gz", hash = "sha256:3f646cae2aec94e17d04973e4249548320197cfabdf130015d023de4b74d8ab8"},
{file = "tomli-2.0.1-py3-none-any.whl", hash = "sha256:939de3e7a6161af0c887ef91b7d41a53e7c5a1ca976325f429cb46ea9bc30ecc"},
{file = "tomli-2.0.1.tar.gz", hash = "sha256:de526c12914f0c550d15924c62d72abc48d6fe7364aa87328337a31007fe8a4f"},
]
[[package]]
name = "tomli-w"
version = "1.1.0"
version = "1.0.0"
description = "A lil' TOML writer"
optional = false
python-versions = ">=3.9"
python-versions = ">=3.7"
files = [
{file = "tomli_w-1.1.0-py3-none-any.whl", hash = "sha256:1403179c78193e3184bfaade390ddbd071cba48a32a2e62ba11aae47490c63f7"},
{file = "tomli_w-1.1.0.tar.gz", hash = "sha256:49e847a3a304d516a169a601184932ef0f6b61623fe680f836a2aa7128ed0d33"},
{file = "tomli_w-1.0.0-py3-none-any.whl", hash = "sha256:9f2a07e8be30a0729e533ec968016807069991ae2fd921a78d42f429ae5f4463"},
{file = "tomli_w-1.0.0.tar.gz", hash = "sha256:f463434305e0336248cac9c2dc8076b707d8a12d019dd349f5c1e382dd1ae1b9"},
]
[[package]]
@ -1128,13 +1114,13 @@ wsproto = ">=0.14"
[[package]]
name = "typer"
version = "0.9.4"
version = "0.9.0"
description = "Typer, build great CLIs. Easy to code. Based on Python type hints."
optional = false
python-versions = ">=3.6"
files = [
{file = "typer-0.9.4-py3-none-any.whl", hash = "sha256:aa6c4a4e2329d868b80ecbaf16f807f2b54e192209d7ac9dd42691d63f7a54eb"},
{file = "typer-0.9.4.tar.gz", hash = "sha256:f714c2d90afae3a7929fcd72a3abb08df305e1ff61719381384211c4070af57f"},
{file = "typer-0.9.0-py3-none-any.whl", hash = "sha256:5d96d986a21493606a358cae4461bd8cdf83cbf33a5aa950ae629ca3b51467ee"},
{file = "typer-0.9.0.tar.gz", hash = "sha256:50922fd79aea2f4751a8e0408ff10d2662bd0c8bbfa84755a699f3bada2978b2"},
]
[package.dependencies]
@ -1145,17 +1131,17 @@ typing-extensions = ">=3.7.4.3"
all = ["colorama (>=0.4.3,<0.5.0)", "rich (>=10.11.0,<14.0.0)", "shellingham (>=1.3.0,<2.0.0)"]
dev = ["autoflake (>=1.3.1,<2.0.0)", "flake8 (>=3.8.3,<4.0.0)", "pre-commit (>=2.17.0,<3.0.0)"]
doc = ["cairosvg (>=2.5.2,<3.0.0)", "mdx-include (>=1.4.1,<2.0.0)", "mkdocs (>=1.1.2,<2.0.0)", "mkdocs-material (>=8.1.4,<9.0.0)", "pillow (>=9.3.0,<10.0.0)"]
test = ["black (>=22.3.0,<23.0.0)", "coverage (>=6.2,<7.0)", "isort (>=5.0.6,<6.0.0)", "mypy (==0.971)", "pytest (>=4.4.0,<8.0.0)", "pytest-cov (>=2.10.0,<5.0.0)", "pytest-sugar (>=0.9.4,<0.10.0)", "pytest-xdist (>=1.32.0,<4.0.0)", "rich (>=10.11.0,<14.0.0)", "shellingham (>=1.3.0,<2.0.0)"]
test = ["black (>=22.3.0,<23.0.0)", "coverage (>=6.2,<7.0)", "isort (>=5.0.6,<6.0.0)", "mypy (==0.910)", "pytest (>=4.4.0,<8.0.0)", "pytest-cov (>=2.10.0,<5.0.0)", "pytest-sugar (>=0.9.4,<0.10.0)", "pytest-xdist (>=1.32.0,<4.0.0)", "rich (>=10.11.0,<14.0.0)", "shellingham (>=1.3.0,<2.0.0)"]
[[package]]
name = "typing-extensions"
version = "4.12.2"
description = "Backported and Experimental Type Hints for Python 3.8+"
version = "4.7.1"
description = "Backported and Experimental Type Hints for Python 3.7+"
optional = false
python-versions = ">=3.8"
python-versions = ">=3.7"
files = [
{file = "typing_extensions-4.12.2-py3-none-any.whl", hash = "sha256:04e5ca0351e0f3f85c6853954072df659d0d13fac324d0072316b67d7794700d"},
{file = "typing_extensions-4.12.2.tar.gz", hash = "sha256:1a7ead55c7e559dd4dee8856e3a88b41225abfe1ce8df57b7c13915fe121ffb8"},
{file = "typing_extensions-4.7.1-py3-none-any.whl", hash = "sha256:440d5dd3af93b060174bf433bccd69b0babc3b15b1a8dca43789fd7f61514b36"},
{file = "typing_extensions-4.7.1.tar.gz", hash = "sha256:b75ddc264f0ba5615db7ba217daeb99701ad295353c45f9e95963337ceeeffb2"},
]
[[package]]
@ -1258,22 +1244,18 @@ h11 = ">=0.9.0,<1"
[[package]]
name = "zipp"
version = "3.21.0"
version = "3.16.2"
description = "Backport of pathlib-compatible object wrapper for zip files"
optional = false
python-versions = ">=3.9"
python-versions = ">=3.8"
files = [
{file = "zipp-3.21.0-py3-none-any.whl", hash = "sha256:ac1bbe05fd2991f160ebce24ffbac5f6d11d83dc90891255885223d42b3cd931"},
{file = "zipp-3.21.0.tar.gz", hash = "sha256:2c9958f6430a2040341a52eb608ed6dd93ef4392e02ffe219417c1b28b5dd1f4"},
{file = "zipp-3.16.2-py3-none-any.whl", hash = "sha256:679e51dd4403591b2d6838a48de3d283f3d188412a9782faadf845f298736ba0"},
{file = "zipp-3.16.2.tar.gz", hash = "sha256:ebc15946aa78bd63458992fc81ec3b6f7b1e92d51c35e6de1c3804e73b799147"},
]
[package.extras]
check = ["pytest-checkdocs (>=2.4)", "pytest-ruff (>=0.2.1)"]
cover = ["pytest-cov"]
doc = ["furo", "jaraco.packaging (>=9.3)", "jaraco.tidelift (>=1.4)", "rst.linker (>=1.9)", "sphinx (>=3.5)", "sphinx-lint"]
enabler = ["pytest-enabler (>=2.2)"]
test = ["big-O", "importlib-resources", "jaraco.functools", "jaraco.itertools", "jaraco.test", "more-itertools", "pytest (>=6,!=8.1.*)", "pytest-ignore-flaky"]
type = ["pytest-mypy"]
docs = ["furo", "jaraco.packaging (>=9.3)", "jaraco.tidelift (>=1.4)", "rst.linker (>=1.9)", "sphinx (>=3.5)", "sphinx-lint"]
testing = ["big-O", "jaraco.functools", "jaraco.itertools", "more-itertools", "pytest (>=6)", "pytest-black (>=0.3.7)", "pytest-checkdocs (>=2.4)", "pytest-cov", "pytest-enabler (>=2.2)", "pytest-ignore-flaky", "pytest-mypy (>=0.9.1)", "pytest-ruff"]
[metadata]
lock-version = "2.0"

View File

@ -25,11 +25,11 @@ build-backend = "hatchling.build"
ignore = []
# https://docs.astral.sh/ruff/settings/#lint_per-file-ignores
# "piker/ui/qt.py" = [
# "E402",
# 'F401', # unused imports (without __all__ or blah as blah)
# # "F841", # unused variable rules
# ]
"piker/ui/qt.py" = [
"E402",
'F401', # unused imports (without __all__ or blah as blah)
# "F841", # unused variable rules
]
# ignore-init-module-imports = false
# ------ - ------
@ -144,4 +144,4 @@ pyqtgraph = { git = "https://github.com/pikers/pyqtgraph.git" }
asyncvnc = { git = "https://github.com/pikers/asyncvnc.git", branch = "main" }
tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" }
msgspec = { git = "https://github.com/jcrist/msgspec.git" }
tractor = { path = "../tractor" }
tractor = { path = "../tractor", editable = true }

View File

@ -10,7 +10,7 @@ from piker import (
config,
)
from piker.service import (
get_service_mngr,
Services,
)
from piker.log import get_console_log
@ -129,7 +129,7 @@ async def _open_test_pikerd(
) as service_manager,
):
# this proc/actor is the pikerd
assert service_manager is get_service_mngr()
assert service_manager is Services
async with tractor.wait_for_actor(
'pikerd',

View File

@ -26,7 +26,7 @@ import pytest
import tractor
from uuid import uuid4
from piker.service import ServiceMngr
from piker.service import Services
from piker.log import get_logger
from piker.clearing._messages import (
Order,
@ -158,7 +158,7 @@ def load_and_check_pos(
def test_ems_err_on_bad_broker(
open_test_pikerd: ServiceMngr,
open_test_pikerd: Services,
loglevel: str,
):
async def load_bad_fqme():

View File

@ -15,7 +15,7 @@ import tractor
from piker.service import (
find_service,
ServiceMngr,
Services,
)
from piker.data import (
open_feed,
@ -44,7 +44,7 @@ def test_runtime_boot(
async def main():
port = 6666
daemon_addr = ('127.0.0.1', port)
services: ServiceMngr
services: Services
async with (
open_test_pikerd(