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10 Commits

Author SHA1 Message Date
Tyler Goodlet 29ce8de462 Use new container image mentioned on IBC thread 2023-10-29 13:21:32 -04:00
Tyler Goodlet d3dab17939 order_mode: fix to avoid `Dialog.uuid` on null dialog.. 2023-10-20 13:57:52 -04:00
Tyler Goodlet cadc200818 Always ignore untracked-order error msgs from `brokerd` 2023-10-16 13:15:12 -04:00
Tyler Goodlet 363c8dfdb1 Default spec registrar set as empty addr list
Since it probably IS sane to just assume a root-actor-as-registrar
listening on the localhost as a default, AND allows NOT expecting every
caller of `open_piker_runtime()` to not have to pass an addr set XD

This makes a bucha CLI shit work again after breakage due to no
default..
2023-10-03 13:36:22 -04:00
Tyler Goodlet 00c046c280 Factor transport-ep parser/loader into helper
For now def it `.cli.load_trans_eps()` just inside the pkg mod; only
loads the ep for `pikerd` which currently acts as the main service-actor
registrar per host. Delegate to this new `.load_trans_eps()`
as-it-was-used from the `pikerd` cmd body and add fresh support for
`piker chart --maddr <addr: str>` using the routine in the body of the
`piker.cli.cli` cmd group after loading the `conf.toml::network` section
B)

Also, toss in runtime debug mode wrapping around `piker chart` using the
new `tractor.devx.maybe_open_crash_handler()` and pull the switch from
a `--pdb` flag now factored into the `.cli.cli` click group.
2023-10-03 10:00:01 -04:00
Tyler Goodlet 9165515811 ib: more detailed comments on wait-for-quote-task todo 2023-10-02 17:57:47 -04:00
Tyler Goodlet 543c11f377 ib: only normalize and log first quote if it arrives 2023-10-01 19:14:08 -04:00
Tyler Goodlet 637d33d7cc Make `.config.load_accounts()` load `brokers.toml`.. 2023-10-01 19:09:15 -04:00
Tyler Goodlet e5fdb33e31 Port cache-`dict` search to new `rapidfuzz` api 2023-10-01 17:46:46 -04:00
Tyler Goodlet 81a8cd1685 binance: always load the `brokers.toml` file since default is `conf.toml` now 2023-10-01 17:37:09 -04:00
11 changed files with 256 additions and 114 deletions

View File

@ -19,8 +19,9 @@ services:
# other image tags available:
# https://github.com/waytrade/ib-gateway-docker#supported-tags
# image: waytrade/ib-gateway:981.3j
image: waytrade/ib-gateway:1012.2i
# image: waytrade/ib-gateway:1012.2i
image: ghcr.io/gnzsnz/ib-gateway:latest
restart: 'no' # restart on boot whenev there's a crash or user clicsk
network_mode: 'host'

View File

@ -83,7 +83,10 @@ def get_config() -> dict:
conf: dict
path: Path
conf, path = config.load(touch_if_dne=True)
conf, path = config.load(
conf_name='brokers',
touch_if_dne=True,
)
section = conf.get('binance')

View File

@ -1000,7 +1000,9 @@ _scan_ignore: set[tuple[str, int]] = set()
def get_config() -> dict[str, Any]:
conf, path = config.load('brokers')
conf, path = config.load(
conf_name='brokers',
)
section = conf.get('ib')
accounts = section.get('accounts')

View File

@ -25,6 +25,7 @@ from contextlib import (
from dataclasses import asdict
from datetime import datetime
from functools import partial
from pprint import pformat
from math import isnan
import time
from typing import (
@ -815,7 +816,10 @@ async def stream_quotes(
proxy: MethodProxy
mkt: MktPair
details: ibis.ContractDetails
async with open_data_client() as proxy:
async with (
open_data_client() as proxy,
trio.open_nursery() as tn,
):
mkt, details = await get_mkt_info(
sym,
proxy=proxy, # passed to avoid implicit client load
@ -836,29 +840,49 @@ async def stream_quotes(
con: Contract = details.contract
first_ticker: Ticker = await proxy.get_quote(contract=con)
first_quote: dict = normalize(first_ticker)
if first_ticker:
first_quote: dict = normalize(first_ticker)
log.info(
'Rxed init quote:\n'
f'{pformat(first_quote)}'
)
log.warning(f'FIRST QUOTE: {first_quote}')
# TODO: we should instead spawn a task that waits on a feed
# to start and let it wait indefinitely..instead of this
# hard coded stuff.
# async def wait_for_first_quote():
# with trio.CancelScope() as cs:
# TODO: we should instead spawn a task that waits on a feed to start
# and let it wait indefinitely..instead of this hard coded stuff.
with trio.move_on_after(1):
first_ticker = await proxy.get_quote(
contract=con,
raise_on_timeout=True,
)
# it might be outside regular trading hours so see if we can at
# least grab history.
# NOTE: it might be outside regular trading hours for
# assets with "standard venue operating hours" so we
# only "pretend the feed is live" when the dst asset
# type is NOT within the NON-NORMAL-venue set: aka not
# commodities, forex or crypto currencies which CAN
# always return a NaN on a snap quote request during
# normal venue hours. In the case of a closed venue
# (equitiies, futes, bonds etc.) we at least try to
# grab the OHLC history.
if (
isnan(first_ticker.last) # last quote price value is nan
isnan(first_ticker.last)
# SO, if the last quote price value is NaN we ONLY
# "pretend to do" `feed_is_live.set()` if it's a known
# dst asset venue with a lot of closed operating hours.
and mkt.dst.atype not in {
'commodity',
'fiat',
'crypto',
}
):
task_status.started((init_msgs, first_quote))
task_status.started((
init_msgs,
first_quote,
))
# it's not really live but this will unblock
# the brokerd feed task to tell the ui to update?
@ -888,8 +912,11 @@ async def stream_quotes(
# only on first entry at feed boot up
if startup:
startup = False
task_status.started((init_msgs, first_quote))
startup: bool = False
task_status.started((
init_msgs,
first_quote,
))
# start a stream restarter task which monitors the
# data feed event.
@ -913,7 +940,7 @@ async def stream_quotes(
# generally speaking these feeds don't
# include vlm data.
atype = mkt.dst.atype
atype: str = mkt.dst.atype
log.info(
f'No-vlm {mkt.fqme}@{atype}, skipping quote poll'
)
@ -949,7 +976,8 @@ async def stream_quotes(
quote = normalize(ticker)
log.debug(f"First ticker received {quote}")
# tell caller quotes are now coming in live
# tell data-layer spawner-caller that live
# quotes are now streaming.
feed_is_live.set()
# last = time.time()

View File

@ -913,8 +913,17 @@ async def translate_and_relay_brokerd_events(
}:
if (
not oid
# try to lookup any order dialog by
# brokerd-side id..
and not (
oid := book._ems2brokerd_ids.inverse.get(reqid)
)
):
oid: str = book._ems2brokerd_ids.inverse[reqid]
log.warning(
f'Rxed unusable error-msg:\n'
f'{brokerd_msg}'
)
continue
msg = BrokerdError(**brokerd_msg)

View File

@ -1,18 +1,20 @@
# piker: trading gear for hackers
# Copyright (C) 2018-present Tyler Goodlet (in stewardship of pikers)
# Copyright (C) 2018-present Tyler Goodlet
# (in stewardship for pikers, everywhere.)
# 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 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.
# 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/>.
# 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/>.
'''
CLI commons.
@ -25,6 +27,7 @@ from types import ModuleType
import click
import trio
import tractor
from tractor._multiaddr import parse_maddr
from ..log import (
get_console_log,
@ -42,6 +45,50 @@ from .. import config
log = get_logger('piker.cli')
def load_trans_eps(
network: dict | None = None,
maddrs: list[tuple] | None = None,
) -> dict[str, dict[str, dict]]:
# transport-oriented endpoint multi-addresses
eps: dict[
str, # service name, eg. `pikerd`, `emsd`..
# libp2p style multi-addresses parsed into prot layers
list[dict[str, str | int]]
] = {}
if (
network
and not maddrs
):
# load network section and (attempt to) connect all endpoints
# which are reachable B)
for key, maddrs in network.items():
match key:
# TODO: resolve table across multiple discov
# prots Bo
case 'resolv':
pass
case 'pikerd':
dname: str = key
for maddr in maddrs:
layers: dict = parse_maddr(maddr)
eps.setdefault(
dname,
[],
).append(layers)
elif maddrs:
# presume user is manually specifying the root actor ep.
eps['pikerd'] = [parse_maddr(maddr)]
return eps
@click.command()
@click.option(
'--loglevel',
@ -76,7 +123,7 @@ log = get_logger('piker.cli')
# help='Enable local ``elasticsearch`` instance'
# )
def pikerd(
maddr: str | None,
maddr: list[str] | None,
loglevel: str,
tl: bool,
pdb: bool,
@ -100,63 +147,34 @@ def pikerd(
"\n"
))
# service-actor registry endpoint socket-address
regaddrs: list[tuple[str, int]] | None = None
# service-actor registry endpoint socket-address set
regaddrs: list[tuple[str, int]] = []
conf, _ = config.load(
conf_name='conf',
)
network: dict = conf.get('network')
if network is None:
if (
network is None
and not maddr
):
regaddrs = [(
_default_registry_host,
_default_registry_port,
)]
from .. import service
from tractor._multiaddr import parse_maddr
# transport-oriented endpoint multi-addresses
eps: dict[
str, # service name, eg. `pikerd`, `emsd`..
# libp2p style multi-addresses parsed into prot layers
list[dict[str, str | int]]
] = {}
if (
not maddr
and network
):
# load network section and (attempt to) connect all endpoints
# which are reachable B)
for key, maddrs in network.items():
match key:
# TODO: resolve table across multiple discov
# prots Bo
case 'resolv':
pass
case 'pikerd':
dname: str = key
for maddr in maddrs:
layers: dict = parse_maddr(maddr)
eps.setdefault(
dname,
[],
).append(layers)
else:
# presume user is manually specifying the root actor ep.
eps['pikerd'] = [parse_maddr(maddr)]
eps: dict = load_trans_eps(
network,
maddr,
)
for layers in eps['pikerd']:
regaddrs.append((
layers['ipv4']['addr'],
layers['tcp']['port'],
))
regaddrs: list[tuple[str, int]] = []
for layers in eps['pikerd']:
regaddrs.append((
layers['ipv4']['addr'],
layers['tcp']['port'],
))
from .. import service
async def main():
service_mngr: service.Services
@ -208,8 +226,24 @@ def pikerd(
@click.option('--loglevel', '-l', default='warning', help='Logging level')
@click.option('--tl', is_flag=True, help='Enable tractor logging')
@click.option('--configdir', '-c', help='Configuration directory')
@click.option('--maddr', '-m', default=None, help='Multiaddr to bind')
@click.option('--raddr', '-r', default=None, help='Registrar addr to contact')
@click.option(
'--pdb',
is_flag=True,
help='Enable runtime debug mode ',
)
@click.option(
'--maddr',
'-m',
default=None,
multiple=True,
help='Multiaddr to bind',
)
@click.option(
'--regaddr',
'-r',
default=None,
help='Registrar addr to contact',
)
@click.pass_context
def cli(
ctx: click.Context,
@ -217,10 +251,11 @@ def cli(
loglevel: str,
tl: bool,
configdir: str,
pdb: bool,
# TODO: make these list[str] with multiple -m maddr0 -m maddr1
maddr: str,
raddr: str,
maddr: list[str],
regaddr: str,
) -> None:
if configdir is not None:
@ -245,11 +280,17 @@ def cli(
# - pikerd vs. regd, separate registry daemon?
# - expose datad vs. brokerd?
# - bind emsd with certain perms on public iface?
regaddrs: list[tuple[str, int]] = [(
regaddrs: list[tuple[str, int]] = regaddr or [(
_default_registry_host,
_default_registry_port,
)]
# TODO: factor [network] section parsing out from pikerd
# above and call it here as well.
# if maddr:
# for addr in maddr:
# layers: dict = parse_maddr(addr)
ctx.obj.update({
'brokers': brokers,
'brokermods': brokermods,
@ -259,6 +300,11 @@ def cli(
'confdir': config._config_dir,
'wl_path': config._watchlists_data_path,
'registry_addrs': regaddrs,
'pdb': pdb, # debug mode flag
# TODO: endpoint parsing, pinging and binding
# on no existing server.
# 'maddrs': maddr,
})
# allow enabling same loglevel in ``tractor`` machinery

View File

@ -358,7 +358,9 @@ def load_accounts(
) -> bidict[str, str | None]:
conf, path = load()
conf, path = load(
conf_name='brokers',
)
accounts = bidict()
for provider_name, section in conf.items():
accounts_section = section.get('accounts')

View File

@ -56,7 +56,7 @@ def get_runtime_vars() -> dict[str, Any]:
@acm
async def open_piker_runtime(
name: str,
registry_addrs: list[tuple[str, int]],
registry_addrs: list[tuple[str, int]] = [],
enable_modules: list[str] = [],
loglevel: Optional[str] = None,
@ -93,6 +93,8 @@ async def open_piker_runtime(
'piker_vars'
] = tractor_runtime_overrides
# NOTE: if no registrar list passed used the default of just
# setting it as the root actor on localhost.
registry_addrs = (
registry_addrs
or [_default_reg_addr]

View File

@ -43,7 +43,7 @@ from typing import (
Iterator,
)
import time
# from pprint import pformat
from pprint import pformat
from rapidfuzz import process as fuzzy
import trio
@ -1139,21 +1139,25 @@ async def search_simple_dict(
) -> dict[str, Any]:
tokens = []
tokens: list[str] = []
for key in source:
if not isinstance(key, str):
tokens.extend(key)
else:
tokens.append(key)
match key:
case str():
tokens.append(key)
case []:
tokens.extend(key)
# search routine can be specified as a function such
# as in the case of the current app's local symbol cache
matches = fuzzy.extractBests(
matches = fuzzy.extract(
text,
tokens,
score_cutoff=90,
)
log.info(
'cache search results:\n'
f'{pformat(matches)}'
)
return [item[0] for item in matches]

View File

@ -96,9 +96,17 @@ def monitor(config, rate, name, dhost, test, tl):
@click.option('--rate', '-r', default=1, help='Logging level')
@click.argument('symbol', required=True)
@click.pass_obj
def optschain(config, symbol, date, rate, test):
"""Start an option chain UI
"""
def optschain(
config,
symbol,
date,
rate,
test,
):
'''
Start an option chain UI
'''
# global opts
loglevel = config['loglevel']
brokername = config['broker']
@ -132,18 +140,19 @@ def optschain(config, symbol, date, rate, test):
default=None,
help='Enable pyqtgraph profiling'
)
@click.option(
'--pdb',
is_flag=True,
help='Enable tractor debug mode'
)
# @click.option(
# '--pdb',
# is_flag=True,
# help='Enable tractor debug mode'
# )
@click.argument('symbols', nargs=-1, required=True)
# @click.pass_context
@click.pass_obj
def chart(
config,
# ctx: click.Context,
symbols: list[str],
profile,
pdb: bool,
):
'''
Run chart UI app, spawning service daemons dynamically as
@ -174,14 +183,50 @@ def chart(
tractorloglevel = config['tractorloglevel']
pikerloglevel = config['loglevel']
_main(
syms=symbols,
brokermods=brokermods,
piker_loglevel=pikerloglevel,
tractor_kwargs={
'debug_mode': pdb,
'loglevel': tractorloglevel,
'name': 'chart',
'registry_addrs': config.get('registry_addrs'),
},
maddrs: list[tuple[str, int]] = config.get(
'maddrs',
[],
)
# if maddrs:
# from tractor._multiaddr import parse_maddr
# for addr in maddrs:
# breakpoint()
# layers: dict = parse_maddr(addr)
regaddrs: list[tuple[str, int]] = config.get(
'registry_addrs',
[],
)
from ..config import load
conf, _ = load(
conf_name='conf',
)
network: dict = conf.get('network')
if network:
from ..cli import load_trans_eps
eps: dict = load_trans_eps(
network,
maddrs,
)
for layers in eps['pikerd']:
regaddrs.append((
layers['ipv4']['addr'],
layers['tcp']['port'],
))
from tractor.devx import maybe_open_crash_handler
pdb: bool = config['pdb']
with maybe_open_crash_handler(pdb=pdb):
_main(
syms=symbols,
brokermods=brokermods,
piker_loglevel=pikerloglevel,
tractor_kwargs={
'debug_mode': pdb,
'loglevel': tractorloglevel,
'name': 'chart',
'registry_addrs': list(set(regaddrs)),
},
)

View File

@ -613,13 +613,13 @@ class OrderMode:
oids: set[str] = set()
for line in lines:
dialog: Dialog = getattr(line, 'dialog', None)
oid: str = dialog.uuid
if (
dialog
and oid not in oids
):
oids.add(oid)
if dialog := getattr(line, 'dialog', None):
oid: str = dialog.uuid
if (
dialog
and oid not in oids
):
oids.add(oid)
return oids