Compare commits

..

5 Commits

Author SHA1 Message Date
Tyler Goodlet adc0cda1e3 Official service-mngr to `tractor.hilevel` move
Such that we maintain that subsys in the actor-runtime repo (with
hopefully an extensive test suite XD).

Port deats,
- rewrite `open_service_mngr()` as a thin wrapper that delegates into
  the new `tractor.hilevel.open_service_mngr()` but with maintenance of
  the `Services` class-singleton for now.
- port `.service._daemon` usage to the new
  `ServiceMngr.start_service_ctx()` a rename from
  `.start_service_task()` which is now likely destined for the soon
  supported `tractor.trionics.TaskMngr` nursery extension.
- ref the new `ServiceMngr.an: ActorNursery` instance var name.

Other,
- always enable the `tractor.pause_from_sync()` support via `greenback`
  whenever `debug_mode` is set at `pikerd` init.
2025-02-12 08:07:51 -05:00
Nelson Torres 883b1a1051 Updated tractor method name. 2025-02-12 08:07:51 -05:00
Tyler Goodlet d8f5a132f1 More service-mngr clarity notes
Nothing changing functionally here just adding more `tractor`
operational notes, tips for debug tooling and typing fixes B)

Of particular note is adding further details about the reason we do not
need to call `Context.cancel()` inside the `finally:` block of
`.open_context_in_task()` thanks to `tractor`'s new and improved
inter-actor cancellation semantics Bo
2025-02-12 08:07:51 -05:00
Tyler Goodlet d63384ceee Drop `.cancel_actor()` from `maybe_spawn_daemon()`
Since `tractor`'s new and improved inter-actor cancellation semantics
are much more pedantic, AND bc we use the `ServiceMngr` for spawning
service actors on-demand, the caller of `maybe_spawn_daemon()` should
NEVER conduct a so called "out of band" `Actor`-runtime cancel request
since this is precisely the job of our `ServiceMngr` XD

Add a super in depth note explaining the underlying issue and adding
a todo list of how we should prolly augment `tractor` to make such cases
easier to grok and fix in the future!
2025-02-12 08:07:51 -05:00
Tyler Goodlet 1d3f453f51 Prep service mngr for move to `tractor.hilevel`
Given it's a fairly simple yet useful abstraction, it makes sense to
offer this sub-sys alongside the core `tractor` runtime lib.

Without going into extreme detail on the impl changes (it'll come in
the commit that moves to the other repo) here is the high level summary:
------ - ------
- rename `Services` -> `ServiceMngr` and use an factory `@acm`
  to guarantee a single-instance-per-actor using a niche approach for a
  singleton object using a default keyword-arg B)
  - the mod level `open_service_mngr()` and `get_service_mngr()` are the
    new allocation/access API.
- add a `ServiceMngr.start_service()` method which does the work of both
  spawning a new subactor (for the daemon) and uses its portal to start
  the mngr side supervision task.
- open actor/task nurseries inside the `@acm` allocator.

Adjust other dependent subsystems to match:
------ - ------
- use `open_service_mngr()` when first allocated in `open_pikerd()`.
- use `get_service_mngr()` instead of importing the class ref inside
  `.service.maybe_spawn_daemon()`, `.brokers._daemon.spawn_brokerd()`
  and `.data._sampling.spawn_samplerd()` using a `partial` to pack in
  the endpoint ctx kwargs (unpacked inside `.start_service()` XD).
2025-02-12 08:07:51 -05:00
10 changed files with 257 additions and 1967 deletions

View File

@ -1,161 +1,162 @@
piker piker
----- -----
trading gear for hackers trading gear for hackers.
|gh_actions| |gh_actions|
.. |gh_actions| image:: https://img.shields.io/endpoint.svg?url=https%3A%2F%2Factions-badge.atrox.dev%2Fpikers%2Fpiker%2Fbadge&style=popout-square .. |gh_actions| image:: https://img.shields.io/endpoint.svg?url=https%3A%2F%2Factions-badge.atrox.dev%2Fpikers%2Fpiker%2Fbadge&style=popout-square
:target: https://actions-badge.atrox.dev/piker/pikers/goto :target: https://actions-badge.atrox.dev/piker/pikers/goto
``piker`` is a broker agnostic, next-gen FOSS toolset and runtime for ``piker`` is a broker agnostic, next-gen FOSS toolset for real-time
real-time computational trading targeted at `hardcore Linux users computational trading targeted at `hardcore Linux users <comp_trader>`_ .
<comp_trader>`_ .
we use much bleeding edge tech including (but not limited to): we use as much bleeding edge tech as possible including (but not limited to):
- latest python for glue_ - latest python for glue_
- uv_ for packaging and distribution - trio_ & tractor_ for our distributed, multi-core, real-time streaming
- trio_ & tractor_ for our distributed `structured concurrency`_ runtime `structured concurrency`_ runtime B)
- Qt_ for pristine low latency UIs - Qt_ for pristine high performance UIs
- pyqtgraph_ (which we've extended) for real-time charting and graphics - pyqtgraph_ for real-time charting
- ``polars`` ``numpy`` and ``numba`` for redic `fast numerics`_ - ``polars`` ``numpy`` and ``numba`` for `fast numerics`_
- `apache arrow and parquet`_ for time-series storage - `apache arrow and parquet`_ for time series history management
persistence and sharing
- (prototyped) techtonicdb_ for L2 book storage
potential projects we might integrate with soon, .. |travis| image:: https://img.shields.io/travis/pikers/piker/master.svg
:target: https://travis-ci.org/pikers/piker
- (already prototyped in ) techtonicdb_ for L2 book storage
.. _comp_trader: https://jfaleiro.wordpress.com/2019/10/09/computational-trader/
.. _glue: https://numpy.org/doc/stable/user/c-info.python-as-glue.html#using-python-as-glue
.. _uv: https://docs.astral.sh/uv/
.. _trio: https://github.com/python-trio/trio .. _trio: https://github.com/python-trio/trio
.. _tractor: https://github.com/goodboy/tractor .. _tractor: https://github.com/goodboy/tractor
.. _structured concurrency: https://trio.discourse.group/ .. _structured concurrency: https://trio.discourse.group/
.. _marketstore: https://github.com/alpacahq/marketstore
.. _techtonicdb: https://github.com/0b01/tectonicdb
.. _Qt: https://www.qt.io/ .. _Qt: https://www.qt.io/
.. _pyqtgraph: https://github.com/pyqtgraph/pyqtgraph .. _pyqtgraph: https://github.com/pyqtgraph/pyqtgraph
.. _glue: https://numpy.org/doc/stable/user/c-info.python-as-glue.html#using-python-as-glue
.. _apache arrow and parquet: https://arrow.apache.org/faq/ .. _apache arrow and parquet: https://arrow.apache.org/faq/
.. _fast numerics: https://zerowithdot.com/python-numpy-and-pandas-performance/ .. _fast numerics: https://zerowithdot.com/python-numpy-and-pandas-performance/
.. _techtonicdb: https://github.com/0b01/tectonicdb .. _comp_trader: https://jfaleiro.wordpress.com/2019/10/09/computational-trader/
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.
framework/lib/service interop suggestions and ideas! - zero web: low latency, native software that doesn't try to re-invent the OS
- maximal **privacy**: prevent brokers and mms from knowing your
planz; smack their spreads with dark volume.
- zero clutter: modal, context oriented UIs that echew minimalism, reduce
thought noise and encourage un-emotion.
- first class parallelism: built from the ground up on next-gen structured concurrency
primitives.
- traders first: broker/exchange/asset-class agnostic
- systems grounded: real-time financial signal processing that will
make any queuing or DSP eng juice their shorts.
- non-tina UX: sleek, powerful keyboard driven interaction with expected use in tiling wms
- data collaboration: every process and protocol is multi-host scalable.
- fight club ready: zero interest in adoption by suits; no corporate friendly license, ever.
- **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::
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!

View File

@ -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
'';
}

View File

@ -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]

View File

@ -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

View File

@ -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'],

View File

@ -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]}'
) )

View File

@ -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!

View File

@ -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"

View File

@ -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 }

1473
uv.lock

File diff suppressed because it is too large Load Diff