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10 Commits
a382f01c85
...
29ce8de462
Author | SHA1 | Date |
---|---|---|
Tyler Goodlet | 29ce8de462 | |
Tyler Goodlet | d3dab17939 | |
Tyler Goodlet | cadc200818 | |
Tyler Goodlet | 363c8dfdb1 | |
Tyler Goodlet | 00c046c280 | |
Tyler Goodlet | 9165515811 | |
Tyler Goodlet | 543c11f377 | |
Tyler Goodlet | 637d33d7cc | |
Tyler Goodlet | e5fdb33e31 | |
Tyler Goodlet | 81a8cd1685 |
|
@ -19,8 +19,9 @@ services:
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# other image tags available:
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# https://github.com/waytrade/ib-gateway-docker#supported-tags
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# image: waytrade/ib-gateway:981.3j
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image: waytrade/ib-gateway:1012.2i
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# image: waytrade/ib-gateway:1012.2i
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image: ghcr.io/gnzsnz/ib-gateway:latest
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restart: 'no' # restart on boot whenev there's a crash or user clicsk
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network_mode: 'host'
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@ -83,7 +83,10 @@ def get_config() -> dict:
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conf: dict
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path: Path
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conf, path = config.load(touch_if_dne=True)
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conf, path = config.load(
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conf_name='brokers',
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touch_if_dne=True,
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)
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section = conf.get('binance')
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@ -1000,7 +1000,9 @@ _scan_ignore: set[tuple[str, int]] = set()
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def get_config() -> dict[str, Any]:
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conf, path = config.load('brokers')
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conf, path = config.load(
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conf_name='brokers',
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)
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section = conf.get('ib')
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accounts = section.get('accounts')
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@ -25,6 +25,7 @@ from contextlib import (
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from dataclasses import asdict
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from datetime import datetime
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from functools import partial
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from pprint import pformat
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from math import isnan
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import time
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from typing import (
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@ -815,7 +816,10 @@ async def stream_quotes(
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proxy: MethodProxy
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mkt: MktPair
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details: ibis.ContractDetails
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async with open_data_client() as proxy:
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async with (
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open_data_client() as proxy,
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trio.open_nursery() as tn,
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):
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mkt, details = await get_mkt_info(
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sym,
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proxy=proxy, # passed to avoid implicit client load
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@ -836,29 +840,49 @@ async def stream_quotes(
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con: Contract = details.contract
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first_ticker: Ticker = await proxy.get_quote(contract=con)
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if first_ticker:
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first_quote: dict = normalize(first_ticker)
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log.info(
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'Rxed init quote:\n'
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f'{pformat(first_quote)}'
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)
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log.warning(f'FIRST QUOTE: {first_quote}')
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# TODO: we should instead spawn a task that waits on a feed
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# to start and let it wait indefinitely..instead of this
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# hard coded stuff.
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# async def wait_for_first_quote():
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# with trio.CancelScope() as cs:
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# TODO: we should instead spawn a task that waits on a feed to start
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# and let it wait indefinitely..instead of this hard coded stuff.
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with trio.move_on_after(1):
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first_ticker = await proxy.get_quote(
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contract=con,
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raise_on_timeout=True,
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)
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# it might be outside regular trading hours so see if we can at
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# least grab history.
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# NOTE: it might be outside regular trading hours for
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# assets with "standard venue operating hours" so we
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# only "pretend the feed is live" when the dst asset
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# type is NOT within the NON-NORMAL-venue set: aka not
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# commodities, forex or crypto currencies which CAN
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# always return a NaN on a snap quote request during
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# normal venue hours. In the case of a closed venue
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# (equitiies, futes, bonds etc.) we at least try to
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# grab the OHLC history.
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if (
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isnan(first_ticker.last) # last quote price value is nan
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isnan(first_ticker.last)
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# SO, if the last quote price value is NaN we ONLY
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# "pretend to do" `feed_is_live.set()` if it's a known
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# dst asset venue with a lot of closed operating hours.
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and mkt.dst.atype not in {
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'commodity',
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'fiat',
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'crypto',
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}
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):
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task_status.started((init_msgs, first_quote))
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task_status.started((
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init_msgs,
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first_quote,
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))
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# it's not really live but this will unblock
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# the brokerd feed task to tell the ui to update?
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@ -888,8 +912,11 @@ async def stream_quotes(
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# only on first entry at feed boot up
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if startup:
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startup = False
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task_status.started((init_msgs, first_quote))
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startup: bool = False
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task_status.started((
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init_msgs,
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first_quote,
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))
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# start a stream restarter task which monitors the
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# data feed event.
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@ -913,7 +940,7 @@ async def stream_quotes(
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# generally speaking these feeds don't
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# include vlm data.
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atype = mkt.dst.atype
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atype: str = mkt.dst.atype
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log.info(
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f'No-vlm {mkt.fqme}@{atype}, skipping quote poll'
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)
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@ -949,7 +976,8 @@ async def stream_quotes(
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quote = normalize(ticker)
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log.debug(f"First ticker received {quote}")
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# tell caller quotes are now coming in live
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# tell data-layer spawner-caller that live
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# quotes are now streaming.
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feed_is_live.set()
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# last = time.time()
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@ -913,8 +913,17 @@ async def translate_and_relay_brokerd_events(
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}:
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if (
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not oid
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# try to lookup any order dialog by
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# brokerd-side id..
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and not (
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oid := book._ems2brokerd_ids.inverse.get(reqid)
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)
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):
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oid: str = book._ems2brokerd_ids.inverse[reqid]
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log.warning(
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f'Rxed unusable error-msg:\n'
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f'{brokerd_msg}'
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)
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continue
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msg = BrokerdError(**brokerd_msg)
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@ -1,18 +1,20 @@
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# piker: trading gear for hackers
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# Copyright (C) 2018-present Tyler Goodlet (in stewardship of pikers)
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# Copyright (C) 2018-present Tyler Goodlet
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# (in stewardship for pikers, everywhere.)
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# This program is free software: you can redistribute it and/or modify
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# it under the terms of the GNU Affero General Public License as published by
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# the Free Software Foundation, either version 3 of the License, or
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# (at your option) any later version.
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# This program is free software: you can redistribute it and/or
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# modify it under the terms of the GNU Affero General Public
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# License as published by the Free Software Foundation, either
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# version 3 of the License, or (at your option) any later version.
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# This program is distributed in the hope that it will be useful,
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# but WITHOUT ANY WARRANTY; without even the implied warranty of
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# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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# GNU Affero General Public License for more details.
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# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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# Affero General Public License for more details.
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# You should have received a copy of the GNU Affero General Public License
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# along with this program. If not, see <https://www.gnu.org/licenses/>.
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# You should have received a copy of the GNU Affero General Public
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# License along with this program. If not, see
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# <https://www.gnu.org/licenses/>.
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'''
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CLI commons.
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@ -25,6 +27,7 @@ from types import ModuleType
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import click
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import trio
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import tractor
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from tractor._multiaddr import parse_maddr
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from ..log import (
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get_console_log,
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@ -42,6 +45,50 @@ from .. import config
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log = get_logger('piker.cli')
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def load_trans_eps(
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network: dict | None = None,
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maddrs: list[tuple] | None = None,
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) -> dict[str, dict[str, dict]]:
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# transport-oriented endpoint multi-addresses
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eps: dict[
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str, # service name, eg. `pikerd`, `emsd`..
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# libp2p style multi-addresses parsed into prot layers
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list[dict[str, str | int]]
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] = {}
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if (
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network
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and not maddrs
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):
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# load network section and (attempt to) connect all endpoints
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# which are reachable B)
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for key, maddrs in network.items():
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match key:
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# TODO: resolve table across multiple discov
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# prots Bo
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case 'resolv':
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pass
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case 'pikerd':
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dname: str = key
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for maddr in maddrs:
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layers: dict = parse_maddr(maddr)
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eps.setdefault(
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dname,
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[],
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).append(layers)
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elif maddrs:
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# presume user is manually specifying the root actor ep.
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eps['pikerd'] = [parse_maddr(maddr)]
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return eps
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@click.command()
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@click.option(
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'--loglevel',
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@ -76,7 +123,7 @@ log = get_logger('piker.cli')
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# help='Enable local ``elasticsearch`` instance'
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# )
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def pikerd(
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maddr: str | None,
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maddr: list[str] | None,
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loglevel: str,
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tl: bool,
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pdb: bool,
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@ -100,64 +147,35 @@ def pikerd(
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"\n"
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))
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# service-actor registry endpoint socket-address
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regaddrs: list[tuple[str, int]] | None = None
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# service-actor registry endpoint socket-address set
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regaddrs: list[tuple[str, int]] = []
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conf, _ = config.load(
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conf_name='conf',
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)
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network: dict = conf.get('network')
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if network is None:
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if (
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network is None
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and not maddr
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):
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regaddrs = [(
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_default_registry_host,
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_default_registry_port,
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)]
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from .. import service
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from tractor._multiaddr import parse_maddr
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# transport-oriented endpoint multi-addresses
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eps: dict[
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str, # service name, eg. `pikerd`, `emsd`..
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# libp2p style multi-addresses parsed into prot layers
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list[dict[str, str | int]]
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] = {}
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if (
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not maddr
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and network
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):
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# load network section and (attempt to) connect all endpoints
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# which are reachable B)
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for key, maddrs in network.items():
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match key:
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# TODO: resolve table across multiple discov
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# prots Bo
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case 'resolv':
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pass
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case 'pikerd':
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dname: str = key
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for maddr in maddrs:
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layers: dict = parse_maddr(maddr)
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eps.setdefault(
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dname,
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[],
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).append(layers)
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else:
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# presume user is manually specifying the root actor ep.
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eps['pikerd'] = [parse_maddr(maddr)]
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regaddrs: list[tuple[str, int]] = []
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eps: dict = load_trans_eps(
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network,
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maddr,
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)
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for layers in eps['pikerd']:
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regaddrs.append((
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layers['ipv4']['addr'],
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layers['tcp']['port'],
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))
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from .. import service
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async def main():
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service_mngr: service.Services
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|
@ -208,8 +226,24 @@ def pikerd(
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@click.option('--loglevel', '-l', default='warning', help='Logging level')
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@click.option('--tl', is_flag=True, help='Enable tractor logging')
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@click.option('--configdir', '-c', help='Configuration directory')
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@click.option('--maddr', '-m', default=None, help='Multiaddr to bind')
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@click.option('--raddr', '-r', default=None, help='Registrar addr to contact')
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@click.option(
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'--pdb',
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is_flag=True,
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help='Enable runtime debug mode ',
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)
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@click.option(
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'--maddr',
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'-m',
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default=None,
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multiple=True,
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help='Multiaddr to bind',
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)
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@click.option(
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'--regaddr',
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'-r',
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default=None,
|
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help='Registrar addr to contact',
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)
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@click.pass_context
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def cli(
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ctx: click.Context,
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|
@ -217,10 +251,11 @@ def cli(
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loglevel: str,
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tl: bool,
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configdir: str,
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pdb: bool,
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|
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# TODO: make these list[str] with multiple -m maddr0 -m maddr1
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maddr: str,
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raddr: str,
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maddr: list[str],
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regaddr: str,
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|
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) -> None:
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if configdir is not None:
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|
@ -245,11 +280,17 @@ def cli(
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# - pikerd vs. regd, separate registry daemon?
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# - expose datad vs. brokerd?
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# - bind emsd with certain perms on public iface?
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regaddrs: list[tuple[str, int]] = [(
|
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regaddrs: list[tuple[str, int]] = regaddr or [(
|
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_default_registry_host,
|
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_default_registry_port,
|
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)]
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|
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# TODO: factor [network] section parsing out from pikerd
|
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# above and call it here as well.
|
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# if maddr:
|
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# for addr in maddr:
|
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# layers: dict = parse_maddr(addr)
|
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|
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ctx.obj.update({
|
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'brokers': brokers,
|
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'brokermods': brokermods,
|
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|
@ -259,6 +300,11 @@ def cli(
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'confdir': config._config_dir,
|
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'wl_path': config._watchlists_data_path,
|
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'registry_addrs': regaddrs,
|
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'pdb': pdb, # debug mode flag
|
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|
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# TODO: endpoint parsing, pinging and binding
|
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# on no existing server.
|
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# 'maddrs': maddr,
|
||||
})
|
||||
|
||||
# allow enabling same loglevel in ``tractor`` machinery
|
||||
|
|
|
@ -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')
|
||||
|
|
|
@ -56,7 +56,7 @@ def get_runtime_vars() -> dict[str, Any]:
|
|||
@acm
|
||||
async def open_piker_runtime(
|
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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]
|
||||
|
|
|
@ -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:
|
||||
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]
|
||||
|
||||
|
||||
|
|
|
@ -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
|
||||
|
@ -174,6 +183,42 @@ def chart(
|
|||
tractorloglevel = config['tractorloglevel']
|
||||
pikerloglevel = config['loglevel']
|
||||
|
||||
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,
|
||||
|
@ -182,6 +227,6 @@ def chart(
|
|||
'debug_mode': pdb,
|
||||
'loglevel': tractorloglevel,
|
||||
'name': 'chart',
|
||||
'registry_addrs': config.get('registry_addrs'),
|
||||
'registry_addrs': list(set(regaddrs)),
|
||||
},
|
||||
)
|
||||
|
|
|
@ -613,7 +613,7 @@ class OrderMode:
|
|||
|
||||
oids: set[str] = set()
|
||||
for line in lines:
|
||||
dialog: Dialog = getattr(line, 'dialog', None)
|
||||
if dialog := getattr(line, 'dialog', None):
|
||||
oid: str = dialog.uuid
|
||||
if (
|
||||
dialog
|
||||
|
|
Loading…
Reference in New Issue