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234
README.rst
234
README.rst
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@ -1,161 +1,162 @@
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||||||
piker
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piker
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||||||
-----
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-----
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||||||
trading gear for hackers
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trading gear for hackers.
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||||||
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||||||
|gh_actions|
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|gh_actions|
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||||||
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.. |gh_actions| image:: https://img.shields.io/endpoint.svg?url=https%3A%2F%2Factions-badge.atrox.dev%2Fpikers%2Fpiker%2Fbadge&style=popout-square
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.. |gh_actions| image:: https://img.shields.io/endpoint.svg?url=https%3A%2F%2Factions-badge.atrox.dev%2Fpikers%2Fpiker%2Fbadge&style=popout-square
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||||||
:target: https://actions-badge.atrox.dev/piker/pikers/goto
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:target: https://actions-badge.atrox.dev/piker/pikers/goto
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||||||
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|
||||||
``piker`` is a broker agnostic, next-gen FOSS toolset and runtime for
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``piker`` is a broker agnostic, next-gen FOSS toolset for real-time
|
||||||
real-time computational trading targeted at `hardcore Linux users
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computational trading targeted at `hardcore Linux users <comp_trader>`_ .
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||||||
<comp_trader>`_ .
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||||||
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||||||
we use much bleeding edge tech including (but not limited to):
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we use as much bleeding edge tech as possible including (but not limited to):
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||||||
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||||||
- latest python for glue_
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- latest python for glue_
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||||||
- uv_ for packaging and distribution
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- trio_ & tractor_ for our distributed, multi-core, real-time streaming
|
||||||
- trio_ & tractor_ for our distributed `structured concurrency`_ runtime
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`structured concurrency`_ runtime B)
|
||||||
- Qt_ for pristine low latency UIs
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- Qt_ for pristine high performance UIs
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||||||
- pyqtgraph_ (which we've extended) for real-time charting and graphics
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- pyqtgraph_ for real-time charting
|
||||||
- ``polars`` ``numpy`` and ``numba`` for redic `fast numerics`_
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- ``polars`` ``numpy`` and ``numba`` for `fast numerics`_
|
||||||
- `apache arrow and parquet`_ for time-series storage
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- `apache arrow and parquet`_ for time series history management
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||||||
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persistence and sharing
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||||||
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- (prototyped) techtonicdb_ for L2 book storage
|
||||||
|
|
||||||
potential projects we might integrate with soon,
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.. |travis| image:: https://img.shields.io/travis/pikers/piker/master.svg
|
||||||
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:target: https://travis-ci.org/pikers/piker
|
||||||
- (already prototyped in ) techtonicdb_ for L2 book storage
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||||||
|
|
||||||
.. _comp_trader: https://jfaleiro.wordpress.com/2019/10/09/computational-trader/
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||||||
.. _glue: https://numpy.org/doc/stable/user/c-info.python-as-glue.html#using-python-as-glue
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|
||||||
.. _uv: https://docs.astral.sh/uv/
|
|
||||||
.. _trio: https://github.com/python-trio/trio
|
.. _trio: https://github.com/python-trio/trio
|
||||||
.. _tractor: https://github.com/goodboy/tractor
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.. _tractor: https://github.com/goodboy/tractor
|
||||||
.. _structured concurrency: https://trio.discourse.group/
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.. _structured concurrency: https://trio.discourse.group/
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||||||
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.. _marketstore: https://github.com/alpacahq/marketstore
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||||||
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.. _techtonicdb: https://github.com/0b01/tectonicdb
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||||||
.. _Qt: https://www.qt.io/
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.. _Qt: https://www.qt.io/
|
||||||
.. _pyqtgraph: https://github.com/pyqtgraph/pyqtgraph
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.. _pyqtgraph: https://github.com/pyqtgraph/pyqtgraph
|
||||||
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.. _glue: https://numpy.org/doc/stable/user/c-info.python-as-glue.html#using-python-as-glue
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||||||
.. _apache arrow and parquet: https://arrow.apache.org/faq/
|
.. _apache arrow and parquet: https://arrow.apache.org/faq/
|
||||||
.. _fast numerics: https://zerowithdot.com/python-numpy-and-pandas-performance/
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.. _fast numerics: https://zerowithdot.com/python-numpy-and-pandas-performance/
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||||||
.. _techtonicdb: https://github.com/0b01/tectonicdb
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.. _comp_trader: https://jfaleiro.wordpress.com/2019/10/09/computational-trader/
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||||||
|
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||||||
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|
||||||
focus and feats:
|
focus and features:
|
||||||
****************
|
*******************
|
||||||
fitting with these tenets, we're always open to new
|
- 100% federated: your code, your hardware, your data feeds, your broker fills.
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||||||
framework/lib/service interop suggestions and ideas!
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- zero web: low latency, native software that doesn't try to re-invent the OS
|
||||||
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- maximal **privacy**: prevent brokers and mms from knowing your
|
||||||
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planz; smack their spreads with dark volume.
|
||||||
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- 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.
|
||||||
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- non-tina UX: sleek, powerful keyboard driven interaction with expected use in tiling wms
|
||||||
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- data collaboration: every process and protocol is multi-host scalable.
|
||||||
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- fight club ready: zero interest in adoption by suits; no corporate friendly license, ever.
|
||||||
|
|
||||||
- **100% federated**:
|
fitting with these tenets, we're always open to new framework suggestions and ideas.
|
||||||
your code, your hardware, your data feeds, your broker fills.
|
|
||||||
|
|
||||||
- **zero web**:
|
building the best looking, most reliable, keyboard friendly trading
|
||||||
low latency as a prime objective, native UIs and modern IPC
|
platform is the dream; join the cause.
|
||||||
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.
|
|
||||||
|
|
||||||
|
|
||||||
a sane install with `uv`
|
sane install with `poetry`
|
||||||
************************
|
**************************
|
||||||
bc why install with `python` when you can faster with `rust` ::
|
TODO!
|
||||||
|
|
||||||
uv lock
|
|
||||||
|
rigorous install on ``nixos`` using ``poetry2nix``
|
||||||
|
**************************************************
|
||||||
|
TODO!
|
||||||
|
|
||||||
|
|
||||||
hacky install on nixos
|
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::
|
a stringently defined development shell envoirment that can be loaded with::
|
||||||
|
|
||||||
nix-shell default.nix
|
nix-shell develop.nix
|
||||||
|
|
||||||
|
this will setup the required python environment to run piker, make sure to
|
||||||
|
run::
|
||||||
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|
||||||
|
pip install -r requirements.txt -e .
|
||||||
|
|
||||||
|
once after loading the shell
|
||||||
|
|
||||||
|
|
||||||
start a chart
|
install wild-west style via `pip`
|
||||||
*************
|
*********************************
|
||||||
run a realtime OHLCV chart stand-alone::
|
``piker`` is currently under heavy pre-alpha development and as such
|
||||||
|
should be cloned from this repo and hacked on directly.
|
||||||
|
|
||||||
piker -l info chart btcusdt.spot.binance xmrusdt.spot.kraken
|
for a development install::
|
||||||
|
|
||||||
this runs a chart UI (with 1m sampled OHLCV) and shows 2 spot markets from 2 diff cexes
|
git clone git@github.com:pikers/piker.git
|
||||||
overlayed on the same graph. Use of `piker` without first starting
|
cd piker
|
||||||
a daemon (`pikerd` - see below) means there is an implicit spawning of the
|
virtualenv env
|
||||||
multi-actor-runtime (implemented as a `tractor` app).
|
source ./env/bin/activate
|
||||||
|
pip install -r requirements.txt -e .
|
||||||
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
|
|
||||||
|
|
||||||
|
|
||||||
spawn a daemon standalone
|
check out our charts
|
||||||
*************************
|
********************
|
||||||
we call the root actor-process the ``pikerd``. it can be (and is
|
bet you weren't expecting this from the foss::
|
||||||
recommended normally to be) started separately from the ``piker
|
|
||||||
chart`` program::
|
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::
|
||||||
|
|
||||||
pikerd -l info --pdb
|
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,
|
|
||||||
|
|
||||||
- a data-feed daemon: ``datad`` which does all the work of comms with
|
connect your chart::
|
||||||
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.
|
|
||||||
|
|
||||||
*using* an actor-service (aka micro-daemon) manager which dynamically
|
piker -l info -b kraken -b binance chart xmrusdt.binance --pdb
|
||||||
supervises various sub-subsystems-as-services throughout the ``piker``
|
|
||||||
runtime-stack.
|
|
||||||
|
|
||||||
now you can (implicitly) connect your chart::
|
|
||||||
|
|
||||||
piker chart btcusdt.spot.binance
|
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
|
||||||
since ``pikerd`` was started separately you can now enjoy a persistent
|
been cached and is now always running live in the background until you
|
||||||
real-time data stream tied to the daemon-tree's lifetime. i.e. the next
|
kill ``pikerd``.
|
||||||
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
|
if anyone asks you what this project is about
|
||||||
*********************************************
|
*********************************************
|
||||||
you don't talk about it; just use it.
|
you don't talk about it.
|
||||||
|
|
||||||
|
|
||||||
how do i get involved?
|
how do i get involved?
|
||||||
|
@ -165,15 +166,6 @@ enter the matrix.
|
||||||
|
|
||||||
how come there ain't that many docs
|
how come there ain't that many docs
|
||||||
***********************************
|
***********************************
|
||||||
i mean we want/need them but building the core right has been higher
|
suck it up, learn the code; no one is trying to sell you on anything.
|
||||||
prio then marketting (and likely will stay that way Bp).
|
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!
|
||||||
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!
|
|
||||||
|
|
134
default.nix
134
default.nix
|
@ -1,134 +0,0 @@
|
||||||
with (import <nixpkgs> {});
|
|
||||||
let
|
|
||||||
glibStorePath = lib.getLib glib;
|
|
||||||
zlibStorePath = lib.getLib zlib;
|
|
||||||
zstdStorePath = lib.getLib zstd;
|
|
||||||
dbusStorePath = lib.getLib dbus;
|
|
||||||
libGLStorePath = lib.getLib libGL;
|
|
||||||
freetypeStorePath = lib.getLib freetype;
|
|
||||||
qt6baseStorePath = lib.getLib qt6.qtbase;
|
|
||||||
fontconfigStorePath = lib.getLib fontconfig;
|
|
||||||
libxkbcommonStorePath = lib.getLib libxkbcommon;
|
|
||||||
xcbutilcursorStorePath = lib.getLib xcb-util-cursor;
|
|
||||||
|
|
||||||
qtpyStorePath = lib.getLib python312Packages.qtpy;
|
|
||||||
pyqt6StorePath = lib.getLib python312Packages.pyqt6;
|
|
||||||
pyqt6SipStorePath = lib.getLib python312Packages.pyqt6-sip;
|
|
||||||
rapidfuzzStorePath = lib.getLib python312Packages.rapidfuzz;
|
|
||||||
qdarkstyleStorePath = lib.getLib python312Packages.qdarkstyle;
|
|
||||||
|
|
||||||
xorgLibX11StorePath = lib.getLib xorg.libX11;
|
|
||||||
xorgLibxcbStorePath = lib.getLib xorg.libxcb;
|
|
||||||
xorgxcbutilwmStorePath = lib.getLib xorg.xcbutilwm;
|
|
||||||
xorgxcbutilimageStorePath = lib.getLib xorg.xcbutilimage;
|
|
||||||
xorgxcbutilerrorsStorePath = lib.getLib xorg.xcbutilerrors;
|
|
||||||
xorgxcbutilkeysymsStorePath = lib.getLib xorg.xcbutilkeysyms;
|
|
||||||
xorgxcbutilrenderutilStorePath = lib.getLib xorg.xcbutilrenderutil;
|
|
||||||
in
|
|
||||||
stdenv.mkDerivation {
|
|
||||||
name = "piker-qt6-uv";
|
|
||||||
buildInputs = [
|
|
||||||
# System requirements.
|
|
||||||
glib
|
|
||||||
zlib
|
|
||||||
dbus
|
|
||||||
zstd
|
|
||||||
libGL
|
|
||||||
freetype
|
|
||||||
qt6.qtbase
|
|
||||||
libgcc.lib
|
|
||||||
fontconfig
|
|
||||||
libxkbcommon
|
|
||||||
|
|
||||||
# Xorg requirements
|
|
||||||
xcb-util-cursor
|
|
||||||
xorg.libxcb
|
|
||||||
xorg.libX11
|
|
||||||
xorg.xcbutilwm
|
|
||||||
xorg.xcbutilimage
|
|
||||||
xorg.xcbutilerrors
|
|
||||||
xorg.xcbutilkeysyms
|
|
||||||
xorg.xcbutilrenderutil
|
|
||||||
|
|
||||||
# Python requirements.
|
|
||||||
python312Full
|
|
||||||
python312Packages.uv
|
|
||||||
python312Packages.qdarkstyle
|
|
||||||
python312Packages.rapidfuzz
|
|
||||||
python312Packages.pyqt6
|
|
||||||
python312Packages.qtpy
|
|
||||||
];
|
|
||||||
src = null;
|
|
||||||
shellHook = ''
|
|
||||||
set -e
|
|
||||||
|
|
||||||
# Set the Qt plugin path
|
|
||||||
# export QT_DEBUG_PLUGINS=1
|
|
||||||
|
|
||||||
QTBASE_PATH="${qt6baseStorePath}/lib"
|
|
||||||
QT_PLUGIN_PATH="$QTBASE_PATH/qt-6/plugins"
|
|
||||||
QT_QPA_PLATFORM_PLUGIN_PATH="$QT_PLUGIN_PATH/platforms"
|
|
||||||
|
|
||||||
LIB_GCC_PATH="${libgcc.lib}/lib"
|
|
||||||
GLIB_PATH="${glibStorePath}/lib"
|
|
||||||
ZSTD_PATH="${zstdStorePath}/lib"
|
|
||||||
ZLIB_PATH="${zlibStorePath}/lib"
|
|
||||||
DBUS_PATH="${dbusStorePath}/lib"
|
|
||||||
LIBGL_PATH="${libGLStorePath}/lib"
|
|
||||||
FREETYPE_PATH="${freetypeStorePath}/lib"
|
|
||||||
FONTCONFIG_PATH="${fontconfigStorePath}/lib"
|
|
||||||
LIB_XKB_COMMON_PATH="${libxkbcommonStorePath}/lib"
|
|
||||||
|
|
||||||
XCB_UTIL_CURSOR_PATH="${xcbutilcursorStorePath}/lib"
|
|
||||||
XORG_LIB_X11_PATH="${xorgLibX11StorePath}/lib"
|
|
||||||
XORG_LIB_XCB_PATH="${xorgLibxcbStorePath}/lib"
|
|
||||||
XORG_XCB_UTIL_IMAGE_PATH="${xorgxcbutilimageStorePath}/lib"
|
|
||||||
XORG_XCB_UTIL_WM_PATH="${xorgxcbutilwmStorePath}/lib"
|
|
||||||
XORG_XCB_UTIL_RENDER_UTIL_PATH="${xorgxcbutilrenderutilStorePath}/lib"
|
|
||||||
XORG_XCB_UTIL_KEYSYMS_PATH="${xorgxcbutilkeysymsStorePath}/lib"
|
|
||||||
XORG_XCB_UTIL_ERRORS_PATH="${xorgxcbutilerrorsStorePath}/lib"
|
|
||||||
|
|
||||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QTBASE_PATH"
|
|
||||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_PLUGIN_PATH"
|
|
||||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_QPA_PLATFORM_PLUGIN_PATH"
|
|
||||||
|
|
||||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIB_GCC_PATH"
|
|
||||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$DBUS_PATH"
|
|
||||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$GLIB_PATH"
|
|
||||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$ZLIB_PATH"
|
|
||||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$ZSTD_PATH"
|
|
||||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIBGL_PATH"
|
|
||||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$FONTCONFIG_PATH"
|
|
||||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$FREETYPE_PATH"
|
|
||||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIB_XKB_COMMON_PATH"
|
|
||||||
|
|
||||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XCB_UTIL_CURSOR_PATH"
|
|
||||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_LIB_X11_PATH"
|
|
||||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_LIB_XCB_PATH"
|
|
||||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_IMAGE_PATH"
|
|
||||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_WM_PATH"
|
|
||||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_RENDER_UTIL_PATH"
|
|
||||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_KEYSYMS_PATH"
|
|
||||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_ERRORS_PATH"
|
|
||||||
|
|
||||||
export LD_LIBRARY_PATH
|
|
||||||
|
|
||||||
RPDFUZZ_PATH="${rapidfuzzStorePath}/lib/python3.12/site-packages"
|
|
||||||
QDRKSTYLE_PATH="${qdarkstyleStorePath}/lib/python3.12/site-packages"
|
|
||||||
QTPY_PATH="${qtpyStorePath}/lib/python3.12/site-packages"
|
|
||||||
PYQT6_PATH="${pyqt6StorePath}/lib/python3.12/site-packages"
|
|
||||||
PYQT6_SIP_PATH="${pyqt6SipStorePath}/lib/python3.12/site-packages"
|
|
||||||
|
|
||||||
PATCH="$PATCH:$RPDFUZZ_PATH"
|
|
||||||
PATCH="$PATCH:$QDRKSTYLE_PATH"
|
|
||||||
PATCH="$PATCH:$QTPY_PATH"
|
|
||||||
PATCH="$PATCH:$PYQT6_PATH"
|
|
||||||
PATCH="$PATCH:$PYQT6_SIP_PATH"
|
|
||||||
|
|
||||||
export PATCH
|
|
||||||
|
|
||||||
# Install deps
|
|
||||||
uv lock
|
|
||||||
|
|
||||||
'';
|
|
||||||
}
|
|
|
@ -567,7 +567,6 @@ class Client:
|
||||||
) -> str:
|
) -> str:
|
||||||
return {
|
return {
|
||||||
'USDTM': 'usdtm_futes',
|
'USDTM': 'usdtm_futes',
|
||||||
'SPOT': 'spot',
|
|
||||||
# 'COINM': 'coin_futes',
|
# 'COINM': 'coin_futes',
|
||||||
# ^-TODO-^ bc someone might want it..?
|
# ^-TODO-^ bc someone might want it..?
|
||||||
}[pair.venue]
|
}[pair.venue]
|
||||||
|
|
|
@ -42,6 +42,7 @@ from trio_typing import TaskStatus
|
||||||
from pendulum import (
|
from pendulum import (
|
||||||
from_timestamp,
|
from_timestamp,
|
||||||
)
|
)
|
||||||
|
from rapidfuzz import process as fuzzy
|
||||||
import numpy as np
|
import numpy as np
|
||||||
import tractor
|
import tractor
|
||||||
|
|
||||||
|
@ -110,7 +111,6 @@ class AggTrade(Struct, frozen=True):
|
||||||
|
|
||||||
async def stream_messages(
|
async def stream_messages(
|
||||||
ws: NoBsWs,
|
ws: NoBsWs,
|
||||||
|
|
||||||
) -> AsyncGenerator[NoBsWs, dict]:
|
) -> AsyncGenerator[NoBsWs, dict]:
|
||||||
|
|
||||||
# TODO: match syntax here!
|
# TODO: match syntax here!
|
||||||
|
@ -221,8 +221,6 @@ 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
|
@acm
|
||||||
async def open_history_client(
|
async def open_history_client(
|
||||||
mkt: MktPair,
|
mkt: MktPair,
|
||||||
|
@ -465,8 +463,6 @@ async def stream_quotes(
|
||||||
):
|
):
|
||||||
init_msgs: list[FeedInit] = []
|
init_msgs: list[FeedInit] = []
|
||||||
for sym in symbols:
|
for sym in symbols:
|
||||||
mkt: MktPair
|
|
||||||
pair: Pair
|
|
||||||
mkt, pair = await get_mkt_info(sym)
|
mkt, pair = await get_mkt_info(sym)
|
||||||
|
|
||||||
# build out init msgs according to latest spec
|
# build out init msgs according to latest spec
|
||||||
|
@ -515,6 +511,7 @@ async def stream_quotes(
|
||||||
|
|
||||||
# start streaming
|
# start streaming
|
||||||
async for typ, quote in msg_gen:
|
async for typ, quote in msg_gen:
|
||||||
|
|
||||||
# period = time.time() - last
|
# period = time.time() - last
|
||||||
# hz = 1/period if period else float('inf')
|
# hz = 1/period if period else float('inf')
|
||||||
# if hz > 60:
|
# if hz > 60:
|
||||||
|
@ -550,7 +547,7 @@ async def open_symbol_search(
|
||||||
)
|
)
|
||||||
|
|
||||||
# repack in fqme-keyed table
|
# repack in fqme-keyed table
|
||||||
byfqme: dict[str, Pair] = {}
|
byfqme: dict[start, Pair] = {}
|
||||||
for pair in pairs.values():
|
for pair in pairs.values():
|
||||||
byfqme[pair.bs_fqme] = pair
|
byfqme[pair.bs_fqme] = pair
|
||||||
|
|
||||||
|
|
|
@ -181,6 +181,7 @@ class FutesPair(Pair):
|
||||||
quoteAsset: str # 'USDT',
|
quoteAsset: str # 'USDT',
|
||||||
quotePrecision: int # 8,
|
quotePrecision: int # 8,
|
||||||
requiredMarginPercent: float # '5.0000',
|
requiredMarginPercent: float # '5.0000',
|
||||||
|
settlePlan: int # 0,
|
||||||
timeInForce: list[str] # ['GTC', 'IOC', 'FOK', 'GTX'],
|
timeInForce: list[str] # ['GTC', 'IOC', 'FOK', 'GTX'],
|
||||||
triggerProtect: float # '0.0500',
|
triggerProtect: float # '0.0500',
|
||||||
underlyingSubType: list[str] # ['PoW'],
|
underlyingSubType: list[str] # ['PoW'],
|
||||||
|
|
|
@ -62,7 +62,7 @@ from piker._cacheables import (
|
||||||
)
|
)
|
||||||
from piker.log import get_logger
|
from piker.log import get_logger
|
||||||
from piker.data.validate import FeedInit
|
from piker.data.validate import FeedInit
|
||||||
from piker.types import Struct # NOTE, this is already a `tractor.msg.Struct`
|
from piker.types import Struct
|
||||||
from piker.data import (
|
from piker.data import (
|
||||||
def_iohlcv_fields,
|
def_iohlcv_fields,
|
||||||
match_from_pairs,
|
match_from_pairs,
|
||||||
|
@ -98,18 +98,9 @@ class KucoinMktPair(Struct, frozen=True):
|
||||||
def size_tick(self) -> Decimal:
|
def size_tick(self) -> Decimal:
|
||||||
return Decimal(str(self.quoteMinSize))
|
return Decimal(str(self.quoteMinSize))
|
||||||
|
|
||||||
callauctionFirstStageStartTime: None|float
|
|
||||||
callauctionIsEnabled: bool
|
|
||||||
callauctionPriceCeiling: float|None
|
|
||||||
callauctionPriceFloor: float|None
|
|
||||||
callauctionSecondStageStartTime: float|None
|
|
||||||
callauctionThirdStageStartTime: float|None
|
|
||||||
|
|
||||||
enableTrading: bool
|
enableTrading: bool
|
||||||
feeCategory: int
|
|
||||||
feeCurrency: str
|
feeCurrency: str
|
||||||
isMarginEnabled: bool
|
isMarginEnabled: bool
|
||||||
makerFeeCoefficient: float
|
|
||||||
market: str
|
market: str
|
||||||
minFunds: float
|
minFunds: float
|
||||||
name: str
|
name: str
|
||||||
|
@ -119,10 +110,7 @@ class KucoinMktPair(Struct, frozen=True):
|
||||||
quoteIncrement: float
|
quoteIncrement: float
|
||||||
quoteMaxSize: float
|
quoteMaxSize: float
|
||||||
quoteMinSize: float
|
quoteMinSize: float
|
||||||
st: bool
|
|
||||||
symbol: str # our bs_mktid, kucoin's internal id
|
symbol: str # our bs_mktid, kucoin's internal id
|
||||||
takerFeeCoefficient: float
|
|
||||||
tradingStartTime: float|None
|
|
||||||
|
|
||||||
|
|
||||||
class AccountTrade(Struct, frozen=True):
|
class AccountTrade(Struct, frozen=True):
|
||||||
|
@ -404,13 +392,7 @@ class Client:
|
||||||
pairs: dict[str, KucoinMktPair] = {}
|
pairs: dict[str, KucoinMktPair] = {}
|
||||||
fqmes2mktids: bidict[str, str] = bidict()
|
fqmes2mktids: bidict[str, str] = bidict()
|
||||||
for item in entries:
|
for item in entries:
|
||||||
try:
|
pair = pairs[item['name']] = KucoinMktPair(**item)
|
||||||
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[
|
fqmes2mktids[
|
||||||
item['name'].lower().replace('-', '')
|
item['name'].lower().replace('-', '')
|
||||||
] = pair.name
|
] = pair.name
|
||||||
|
@ -611,7 +593,7 @@ async def get_client() -> AsyncGenerator[Client, None]:
|
||||||
'''
|
'''
|
||||||
async with (
|
async with (
|
||||||
httpx.AsyncClient(
|
httpx.AsyncClient(
|
||||||
base_url='https://api.kucoin.com/api',
|
base_url=f'https://api.kucoin.com/api',
|
||||||
) as trio_client,
|
) as trio_client,
|
||||||
):
|
):
|
||||||
client = Client(httpx_client=trio_client)
|
client = Client(httpx_client=trio_client)
|
||||||
|
@ -655,7 +637,7 @@ async def open_ping_task(
|
||||||
await trio.sleep((ping_interval - 1000) / 1000)
|
await trio.sleep((ping_interval - 1000) / 1000)
|
||||||
await ws.send_msg({'id': connect_id, 'type': 'ping'})
|
await ws.send_msg({'id': connect_id, 'type': 'ping'})
|
||||||
|
|
||||||
log.warning('Starting ping task for kucoin ws connection')
|
log.info('Starting ping task for kucoin ws connection')
|
||||||
n.start_soon(ping_server)
|
n.start_soon(ping_server)
|
||||||
|
|
||||||
yield
|
yield
|
||||||
|
@ -667,14 +649,9 @@ async def open_ping_task(
|
||||||
async def get_mkt_info(
|
async def get_mkt_info(
|
||||||
fqme: str,
|
fqme: str,
|
||||||
|
|
||||||
) -> tuple[
|
) -> tuple[MktPair, KucoinMktPair]:
|
||||||
MktPair,
|
|
||||||
KucoinMktPair,
|
|
||||||
]:
|
|
||||||
'''
|
'''
|
||||||
Query for and return both a `piker.accounting.MktPair` and
|
Query for and return a `MktPair` and `KucoinMktPair`.
|
||||||
`KucoinMktPair` from provided `fqme: str`
|
|
||||||
(fully-qualified-market-endpoint).
|
|
||||||
|
|
||||||
'''
|
'''
|
||||||
async with open_cached_client('kucoin') as client:
|
async with open_cached_client('kucoin') as client:
|
||||||
|
@ -749,8 +726,6 @@ async def stream_quotes(
|
||||||
|
|
||||||
log.info(f'Starting up quote stream(s) for {symbols}')
|
log.info(f'Starting up quote stream(s) for {symbols}')
|
||||||
for sym_str in symbols:
|
for sym_str in symbols:
|
||||||
mkt: MktPair
|
|
||||||
pair: KucoinMktPair
|
|
||||||
mkt, pair = await get_mkt_info(sym_str)
|
mkt, pair = await get_mkt_info(sym_str)
|
||||||
init_msgs.append(
|
init_msgs.append(
|
||||||
FeedInit(mkt_info=mkt)
|
FeedInit(mkt_info=mkt)
|
||||||
|
@ -758,11 +733,7 @@ async def stream_quotes(
|
||||||
|
|
||||||
ws: NoBsWs
|
ws: NoBsWs
|
||||||
token, ping_interval = await client._get_ws_token()
|
token, ping_interval = await client._get_ws_token()
|
||||||
log.info('API reported ping_interval: {ping_interval}\n')
|
connect_id = str(uuid4())
|
||||||
|
|
||||||
connect_id: str = str(uuid4())
|
|
||||||
typ: str
|
|
||||||
quote: dict
|
|
||||||
async with (
|
async with (
|
||||||
open_autorecon_ws(
|
open_autorecon_ws(
|
||||||
(
|
(
|
||||||
|
@ -776,37 +747,20 @@ async def stream_quotes(
|
||||||
),
|
),
|
||||||
) as ws,
|
) as ws,
|
||||||
open_ping_task(ws, ping_interval, connect_id),
|
open_ping_task(ws, ping_interval, connect_id),
|
||||||
aclosing(
|
aclosing(stream_messages(ws, sym_str)) as msg_gen,
|
||||||
iter_normed_quotes(
|
|
||||||
ws, sym_str
|
|
||||||
)
|
|
||||||
) as iter_quotes,
|
|
||||||
):
|
):
|
||||||
typ, quote = await anext(iter_quotes)
|
typ, quote = await anext(msg_gen)
|
||||||
|
|
||||||
# take care to not unblock here until we get a real
|
while typ != 'trade':
|
||||||
# trade quote?
|
# take care to not unblock here until we get a real
|
||||||
# ^TODO, remove this right?
|
# trade quote
|
||||||
# -[ ] what often blocks chart boot/new-feed switching
|
typ, quote = await anext(msg_gen)
|
||||||
# since we'ere waiting for a live quote instead of just
|
|
||||||
# loading history afap..
|
|
||||||
# |_ XXX, not sure if we require a bit of rework to core
|
|
||||||
# feed init logic or if backends justg gotta be
|
|
||||||
# changed up.. feel like there was some causality
|
|
||||||
# dilema prolly only seen with IB too..
|
|
||||||
# while typ != 'trade':
|
|
||||||
# typ, quote = await anext(iter_quotes)
|
|
||||||
|
|
||||||
task_status.started((init_msgs, quote))
|
task_status.started((init_msgs, quote))
|
||||||
feed_is_live.set()
|
feed_is_live.set()
|
||||||
|
|
||||||
# XXX NOTE, DO NOT include the `.<backend>` suffix!
|
async for typ, msg in msg_gen:
|
||||||
# OW the sampling loop will not broadcast correctly..
|
await send_chan.send({sym_str: msg})
|
||||||
# since `bus._subscribers.setdefault(bs_fqme, set())`
|
|
||||||
# is used inside `.data.open_feed_bus()` !!!
|
|
||||||
topic: str = mkt.bs_fqme
|
|
||||||
async for typ, quote in iter_quotes:
|
|
||||||
await send_chan.send({topic: quote})
|
|
||||||
|
|
||||||
|
|
||||||
@acm
|
@acm
|
||||||
|
@ -861,7 +815,7 @@ async def subscribe(
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
async def iter_normed_quotes(
|
async def stream_messages(
|
||||||
ws: NoBsWs,
|
ws: NoBsWs,
|
||||||
sym: str,
|
sym: str,
|
||||||
|
|
||||||
|
@ -892,9 +846,6 @@ async def iter_normed_quotes(
|
||||||
|
|
||||||
yield 'trade', {
|
yield 'trade', {
|
||||||
'symbol': sym,
|
'symbol': sym,
|
||||||
# TODO, is 'last' even used elsewhere/a-good
|
|
||||||
# semantic? can't we just read the ticks with our
|
|
||||||
# .data.ticktools.frame_ticks()`/
|
|
||||||
'last': trade_data.price,
|
'last': trade_data.price,
|
||||||
'brokerd_ts': last_trade_ts,
|
'brokerd_ts': last_trade_ts,
|
||||||
'ticks': [
|
'ticks': [
|
||||||
|
@ -987,7 +938,7 @@ async def open_history_client(
|
||||||
if end_dt is None:
|
if end_dt is None:
|
||||||
inow = round(time.time())
|
inow = round(time.time())
|
||||||
|
|
||||||
log.debug(
|
print(
|
||||||
f'difference in time between load and processing'
|
f'difference in time between load and processing'
|
||||||
f'{inow - times[-1]}'
|
f'{inow - times[-1]}'
|
||||||
)
|
)
|
||||||
|
|
|
@ -1,49 +0,0 @@
|
||||||
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!
|
|
|
@ -104,15 +104,14 @@ def get_app_dir(
|
||||||
# `tractor`) with the testing dir and check for it whenever we
|
# `tractor`) with the testing dir and check for it whenever we
|
||||||
# detect `pytest` is being used (which it isn't under normal
|
# detect `pytest` is being used (which it isn't under normal
|
||||||
# operation).
|
# operation).
|
||||||
# if "pytest" in sys.modules:
|
if "pytest" in sys.modules:
|
||||||
# import tractor
|
import tractor
|
||||||
# actor = tractor.current_actor(err_on_no_runtime=False)
|
actor = tractor.current_actor(err_on_no_runtime=False)
|
||||||
# if actor: # runtime is up
|
if actor: # runtime is up
|
||||||
# rvs = tractor._state._runtime_vars
|
rvs = tractor._state._runtime_vars
|
||||||
# import pdbp; pdbp.set_trace()
|
testdirpath = Path(rvs['piker_vars']['piker_test_dir'])
|
||||||
# testdirpath = Path(rvs['piker_vars']['piker_test_dir'])
|
assert testdirpath.exists(), 'piker test harness might be borked!?'
|
||||||
# assert testdirpath.exists(), 'piker test harness might be borked!?'
|
app_name = str(testdirpath)
|
||||||
# app_name = str(testdirpath)
|
|
||||||
|
|
||||||
if platform.system() == 'Windows':
|
if platform.system() == 'Windows':
|
||||||
key = "APPDATA" if roaming else "LOCALAPPDATA"
|
key = "APPDATA" if roaming else "LOCALAPPDATA"
|
||||||
|
|
223
pyproject.toml
223
pyproject.toml
|
@ -15,8 +15,8 @@
|
||||||
# You should have received a copy of the GNU Affero General Public License
|
# 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/>.
|
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||||
[build-system]
|
[build-system]
|
||||||
requires = ["hatchling"]
|
requires = ["poetry-core"]
|
||||||
build-backend = "hatchling.build"
|
build-backend = "poetry.core.masonry.api"
|
||||||
|
|
||||||
# ------ - ------
|
# ------ - ------
|
||||||
|
|
||||||
|
@ -34,114 +34,121 @@ ignore = []
|
||||||
|
|
||||||
# ------ - ------
|
# ------ - ------
|
||||||
|
|
||||||
[project]
|
[tool.poetry]
|
||||||
name = "piker"
|
name = "piker"
|
||||||
version = "0.1.0a0dev0"
|
version = "0.1.0.alpha0.dev0"
|
||||||
description = "trading gear for hackers"
|
description = "trading gear for hackers"
|
||||||
authors = [{ name = "Tyler Goodlet", email = "goodboy_foss@protonmail.com" }]
|
authors = ["Tyler Goodlet <goodboy_foss@protonmail.com>"]
|
||||||
requires-python = ">=3.12, <3.13"
|
license = "AGPLv3"
|
||||||
license = "AGPL-3.0-or-later"
|
|
||||||
readme = "README.rst"
|
readme = "README.rst"
|
||||||
keywords = [
|
|
||||||
"async",
|
# ------ - ------
|
||||||
"trading",
|
|
||||||
"finance",
|
[tool.poetry.dependencies]
|
||||||
"quant",
|
async-generator = "^1.10"
|
||||||
"charting",
|
attrs = "^23.1.0"
|
||||||
|
bidict = "^0.22.1"
|
||||||
|
colorama = "^0.4.6"
|
||||||
|
colorlog = "^6.7.0"
|
||||||
|
cython = "^3.0.0"
|
||||||
|
greenback = "^1.1.1"
|
||||||
|
ib-insync = "^0.9.86"
|
||||||
|
msgspec = "^0.18.0"
|
||||||
|
numba = "^0.59.0"
|
||||||
|
numpy = "^1.25"
|
||||||
|
polars = "^0.18.13"
|
||||||
|
pygments = "^2.16.1"
|
||||||
|
python = ">=3.11, <3.13"
|
||||||
|
rich = "^13.5.2"
|
||||||
|
# setuptools = "^68.0.0"
|
||||||
|
tomli = "^2.0.1"
|
||||||
|
tomli-w = "^1.0.0"
|
||||||
|
trio-util = "^0.7.0"
|
||||||
|
trio-websocket = "^0.10.3"
|
||||||
|
typer = "^0.9.0"
|
||||||
|
rapidfuzz = "^3.5.2"
|
||||||
|
pdbp = "^1.5.0"
|
||||||
|
trio = "^0.24"
|
||||||
|
pendulum = "^3.0.0"
|
||||||
|
httpx = "^0.27.0"
|
||||||
|
|
||||||
|
[tool.poetry.dependencies.tractor]
|
||||||
|
develop = true
|
||||||
|
git = 'https://github.com/goodboy/tractor.git'
|
||||||
|
branch = 'asyncio_debugger_support'
|
||||||
|
# path = "../tractor"
|
||||||
|
|
||||||
|
[tool.poetry.dependencies.asyncvnc]
|
||||||
|
git = 'https://github.com/pikers/asyncvnc.git'
|
||||||
|
branch = 'main'
|
||||||
|
|
||||||
|
[tool.poetry.dependencies.tomlkit]
|
||||||
|
develop = true
|
||||||
|
git = 'https://github.com/pikers/tomlkit.git'
|
||||||
|
branch = 'piker_pin'
|
||||||
|
# path = "../tomlkit/"
|
||||||
|
|
||||||
|
[tool.poetry.group.uis]
|
||||||
|
optional = true
|
||||||
|
[tool.poetry.group.uis.dependencies]
|
||||||
|
# https://python-poetry.org/docs/managing-dependencies/#dependency-groups
|
||||||
|
# TODO: make sure the levenshtein shit compiles on nix..
|
||||||
|
# rapidfuzz = {extras = ["speedup"], version = "^0.18.0"}
|
||||||
|
rapidfuzz = "^3.2.0"
|
||||||
|
qdarkstyle = ">=3.0.2"
|
||||||
|
pyqtgraph = { git = 'https://github.com/pikers/pyqtgraph.git' }
|
||||||
|
|
||||||
|
# ------ - ------
|
||||||
|
pyqt6 = "^6.7.0"
|
||||||
|
|
||||||
|
[tool.poetry.group.dev]
|
||||||
|
optional = true
|
||||||
|
[tool.poetry.group.dev.dependencies]
|
||||||
|
# testing / CI
|
||||||
|
pytest = "^6.0.0"
|
||||||
|
elasticsearch = "^8.9.0"
|
||||||
|
xonsh = "^0.14.2"
|
||||||
|
prompt-toolkit = "3.0.40"
|
||||||
|
|
||||||
|
# console ehancements and eventually remote debugging
|
||||||
|
# extras/helpers.
|
||||||
|
# TODO: add a toolset that makes debugging a `pikerd` service
|
||||||
|
# (tree) easy to hack on directly using more or less the local env:
|
||||||
|
# - xonsh + xxh
|
||||||
|
# - rsyscall + pdbp
|
||||||
|
# - actor runtime control console like BEAM/OTP
|
||||||
|
|
||||||
|
# ------ - ------
|
||||||
|
|
||||||
|
# TODO: add an `--only daemon` group for running non-ui / pikerd
|
||||||
|
# service tree in distributed mode B)
|
||||||
|
# https://python-poetry.org/docs/managing-dependencies/#installing-group-dependencies
|
||||||
|
# [tool.poetry.group.daemon.dependencies]
|
||||||
|
|
||||||
|
[tool.poetry.scripts]
|
||||||
|
piker = 'piker.cli:cli'
|
||||||
|
pikerd = 'piker.cli:pikerd'
|
||||||
|
ledger = 'piker.accounting.cli:ledger'
|
||||||
|
|
||||||
|
|
||||||
|
[project]
|
||||||
|
keywords=[
|
||||||
|
"async",
|
||||||
|
"trading",
|
||||||
|
"finance",
|
||||||
|
"quant",
|
||||||
|
"charting",
|
||||||
]
|
]
|
||||||
classifiers = [
|
classifiers=[
|
||||||
"Development Status :: 3 - Alpha",
|
'Development Status :: 3 - Alpha',
|
||||||
"License :: OSI Approved :: GNU Affero General Public License v3 or later (AGPLv3+)",
|
"License :: OSI Approved :: GNU Affero General Public License v3 or later (AGPLv3+)",
|
||||||
"Operating System :: POSIX :: Linux",
|
'Operating System :: POSIX :: Linux',
|
||||||
"Programming Language :: Python :: Implementation :: CPython",
|
"Programming Language :: Python :: Implementation :: CPython",
|
||||||
"Programming Language :: Python :: 3 :: Only",
|
"Programming Language :: Python :: 3 :: Only",
|
||||||
"Programming Language :: Python :: 3.11",
|
"Programming Language :: Python :: 3.11",
|
||||||
"Programming Language :: Python :: 3.12",
|
"Programming Language :: Python :: 3.12",
|
||||||
"Intended Audience :: Financial and Insurance Industry",
|
'Intended Audience :: Financial and Insurance Industry',
|
||||||
"Intended Audience :: Science/Research",
|
'Intended Audience :: Science/Research',
|
||||||
"Intended Audience :: Developers",
|
'Intended Audience :: Developers',
|
||||||
"Intended Audience :: Education",
|
'Intended Audience :: Education',
|
||||||
]
|
]
|
||||||
dependencies = [
|
|
||||||
"async-generator >=1.10, <2.0.0",
|
|
||||||
"attrs >=23.1.0, <24.0.0",
|
|
||||||
"bidict >=0.22.1, <0.23.0",
|
|
||||||
"colorama >=0.4.6, <0.5.0",
|
|
||||||
"colorlog >=6.7.0, <7.0.0",
|
|
||||||
"ib-insync >=0.9.86, <0.10.0",
|
|
||||||
"numba >=0.59.0, <0.60.0",
|
|
||||||
"numpy >=1.25, <2.0",
|
|
||||||
"polars >=0.18.13, <0.19.0",
|
|
||||||
"pygments >=2.16.1, <3.0.0",
|
|
||||||
"rich >=13.5.2, <14.0.0",
|
|
||||||
"tomli >=2.0.1, <3.0.0",
|
|
||||||
"tomli-w >=1.0.0, <2.0.0",
|
|
||||||
"trio-util >=0.7.0, <0.8.0",
|
|
||||||
"trio-websocket >=0.10.3, <0.11.0",
|
|
||||||
"typer >=0.9.0, <1.0.0",
|
|
||||||
"rapidfuzz >=3.5.2, <4.0.0",
|
|
||||||
"pdbp >=1.5.0, <2.0.0",
|
|
||||||
"trio >=0.24, <0.25",
|
|
||||||
"pendulum >=3.0.0, <4.0.0",
|
|
||||||
"httpx >=0.27.0, <0.28.0",
|
|
||||||
"cryptofeed >=2.4.0, <3.0.0",
|
|
||||||
"pyarrow >=17.0.0, <18.0.0",
|
|
||||||
"websockets ==12.0",
|
|
||||||
"msgspec",
|
|
||||||
"tractor",
|
|
||||||
"asyncvnc",
|
|
||||||
"tomlkit",
|
|
||||||
]
|
|
||||||
|
|
||||||
[project.optional-dependencies]
|
|
||||||
uis = [
|
|
||||||
# https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies
|
|
||||||
# TODO: make sure the levenshtein shit compiles on nix..
|
|
||||||
# rapidfuzz = {extras = ["speedup"], version = "^0.18.0"}
|
|
||||||
"rapidfuzz >=3.2.0, <4.0.0",
|
|
||||||
"qdarkstyle >=3.0.2, <4.0.0",
|
|
||||||
"pyqt6 >=6.7.0, <7.0.0",
|
|
||||||
"pyqtgraph",
|
|
||||||
|
|
||||||
# ------ - ------
|
|
||||||
|
|
||||||
# TODO: add an `--only daemon` group for running non-ui / pikerd
|
|
||||||
# service tree in distributed mode B)
|
|
||||||
# https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies
|
|
||||||
# [project.optional-dependencies]
|
|
||||||
]
|
|
||||||
|
|
||||||
[dependency-groups]
|
|
||||||
dev = [
|
|
||||||
"pytest >=6.0.0, <7.0.0",
|
|
||||||
"elasticsearch >=8.9.0, <9.0.0",
|
|
||||||
"xonsh >=0.14.2, <0.15.0",
|
|
||||||
"prompt-toolkit ==3.0.40",
|
|
||||||
"cython >=3.0.0, <4.0.0",
|
|
||||||
"greenback >=1.1.1, <2.0.0",
|
|
||||||
# console ehancements and eventually remote debugging
|
|
||||||
# extras/helpers.
|
|
||||||
# TODO: add a toolset that makes debugging a `pikerd` service
|
|
||||||
# (tree) easy to hack on directly using more or less the local env:
|
|
||||||
# - xonsh + xxh
|
|
||||||
# - rsyscall + pdbp
|
|
||||||
# - actor runtime control console like BEAM/OTP
|
|
||||||
]
|
|
||||||
|
|
||||||
[project.scripts]
|
|
||||||
piker = "piker.cli:cli"
|
|
||||||
pikerd = "piker.cli:pikerd"
|
|
||||||
ledger = "piker.accounting.cli:ledger"
|
|
||||||
|
|
||||||
[tool.hatch.build.targets.sdist]
|
|
||||||
include = ["piker"]
|
|
||||||
|
|
||||||
[tool.hatch.build.targets.wheel]
|
|
||||||
include = ["piker"]
|
|
||||||
|
|
||||||
[tool.uv.sources]
|
|
||||||
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", editable = true }
|
|
||||||
|
|
Loading…
Reference in New Issue