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54 changed files with 1244 additions and 3051 deletions

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@ -88,23 +88,7 @@ a sane install with `uv`
************************ ************************
bc why install with `python` when you can faster with `rust` :: bc why install with `python` when you can faster with `rust` ::
uv sync uv lock
# ^ astral's docs,
# https://docs.astral.sh/uv/concepts/projects/sync/
include all GUIs ::
uv sync --extra uis
AND with all our hacking tools::
uv sync --dev --extra uis
Ensure you can run the root-daemon::
uv run pikerd [-l info --pdb]
hacky install on nixos hacky install on nixos
@ -119,18 +103,7 @@ start a chart
************* *************
run a realtime OHLCV chart stand-alone:: run a realtime OHLCV chart stand-alone::
[uv run] piker -l info chart btcusdt.spot.binance xmrusdt.spot.kraken piker -l info chart btcusdt.spot.binance xmrusdt.spot.kraken
# ^^^ iff you haven't activated the py-env,
# - https://docs.astral.sh/uv/concepts/projects/run/
#
# in order to create an explicit virt-env see,
# - https://docs.astral.sh/uv/concepts/projects/layout/#the-project-environment
# - https://docs.astral.sh/uv/pip/environments/
#
# use $UV_PROJECT_ENVIRONMENT to select any non-`.venv/`
# as the venv sudir in the repo's root.
# - https://docs.astral.sh/uv/reference/environment/#uv_project_environment
this runs a chart UI (with 1m sampled OHLCV) and shows 2 spot markets from 2 diff cexes this runs a chart UI (with 1m sampled OHLCV) and shows 2 spot markets from 2 diff cexes
overlayed on the same graph. Use of `piker` without first starting overlayed on the same graph. Use of `piker` without first starting

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@ -121,7 +121,6 @@ async def bot_main():
# tick_throttle=10, # tick_throttle=10,
) as feed, ) as feed,
tractor.trionics.collapse_eg(),
trio.open_nursery() as tn, trio.open_nursery() as tn,
): ):
assert accounts assert accounts

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@ -1,338 +0,0 @@
#!/usr/bin/env python
from decimal import (
Decimal,
)
from pathlib import Path
import numpy as np
# import polars as pl
import trio
import tractor
from datetime import datetime
# from pprint import pformat
from piker.brokers.deribit.api import (
get_client,
maybe_open_oi_feed,
)
from piker.storage import open_storage_client, StorageClient
from piker.log import get_logger
import sys
import pyqtgraph as pg
from PyQt6 import QtCore
from pyqtgraph import ScatterPlotItem, InfiniteLine
from PyQt6.QtWidgets import QApplication
from cryptofeed.symbols import Symbol
log = get_logger(__name__)
# XXX, use 2 newlines between top level LOC (even between these
# imports and the next function line ;)
def check_if_complete(
oi: dict[str, dict[str, Decimal | None]]
) -> bool:
return all(
oi[strike]['C'] is not None
and
oi[strike]['P'] is not None for strike in oi
)
async def max_pain_daemon(
) -> None:
oi_by_strikes: dict[str, dict[str, Decimal | None]]
instruments: list[Symbol] = []
expiry_dates: list[str]
expiry_date: str
currency: str = 'btc'
kind: str = 'option'
async with get_client(
) as client:
expiry_dates: list[str] = await client.get_expiration_dates(
currency=currency,
kind=kind
)
log.info(
f'Available expiries for {currency!r}-{kind}:\n'
f'{expiry_dates}\n'
)
expiry_date: str = input(
'Please enter a valid expiration date: '
).upper()
print('Starting little daemon...')
# maybe move this type annot down to the assignment line?
oi_by_strikes: dict[str, dict[str, Decimal]]
instruments = await client.get_instruments(
expiry_date=expiry_date,
)
oi_by_strikes = client.get_strikes_dict(instruments)
def get_total_intrinsic_values(
oi_by_strikes: dict[str, dict[str, Decimal]]
) -> dict[str, dict[str, Decimal]]:
call_cash: Decimal = Decimal(0)
put_cash: Decimal = Decimal(0)
intrinsic_values: dict[str, dict[str, Decimal]] = {}
closes: list = sorted(Decimal(close) for close in oi_by_strikes)
for strike, oi in oi_by_strikes.items():
s = Decimal(strike)
call_cash = sum(max(0, (s - c) * oi_by_strikes[str(c)]['C']) for c in closes)
put_cash = sum(max(0, (c - s) * oi_by_strikes[str(c)]['P']) for c in closes)
intrinsic_values[strike] = {
'C': call_cash,
'P': put_cash,
'total': call_cash + put_cash,
}
return intrinsic_values
def get_intrinsic_value_and_max_pain(
intrinsic_values: dict[str, dict[str, Decimal]]
):
# We meed to find the lowest value, so we start at
# infinity to ensure that, and the max_pain must be
# an amount greater than zero.
total_intrinsic_value: Decimal = Decimal('Infinity')
max_pain: Decimal = Decimal(0)
for strike, oi in oi_by_strikes.items():
s = Decimal(strike)
if intrinsic_values[strike]['total'] < total_intrinsic_value:
total_intrinsic_value = intrinsic_values[strike]['total']
max_pain = s
return total_intrinsic_value, max_pain
def plot_graph(
oi_by_strikes: dict[str, dict[str, Decimal]],
plot,
):
"""Update the bar graph with new open interest data."""
plot.clear()
intrinsic_values = get_total_intrinsic_values(oi_by_strikes)
for strike_str in sorted(oi_by_strikes, key=lambda x: int(x)):
strike = int(strike_str)
calls_val = float(oi_by_strikes[strike_str]['C'])
puts_val = float(oi_by_strikes[strike_str]['P'])
bar_c = pg.BarGraphItem(
x=[strike - 100],
height=[calls_val],
width=200,
pen='w',
brush=(0, 0, 255, 150)
)
plot.addItem(bar_c)
bar_p = pg.BarGraphItem(
x=[strike + 100],
height=[puts_val],
width=200,
pen='w',
brush=(255, 0, 0, 150)
)
plot.addItem(bar_p)
total_val = float(intrinsic_values[strike_str]['total']) / 100000
scatter_iv = ScatterPlotItem(
x=[strike],
y=[total_val],
pen=pg.mkPen(color=(0, 255, 0), width=2),
brush=pg.mkBrush(0, 255, 0, 150),
size=3,
symbol='o'
)
plot.addItem(scatter_iv)
_, max_pain = get_intrinsic_value_and_max_pain(intrinsic_values)
vertical_line = InfiniteLine(
pos=max_pain,
angle=90,
pen=pg.mkPen(color='yellow', width=1, style=QtCore.Qt.PenStyle.DotLine),
label=f'Max pain: {max_pain:,.0f}',
labelOpts={
'position': 0.85,
'color': 'yellow',
'movable': True
}
)
plot.addItem(vertical_line)
def update_oi_by_strikes(msg: tuple):
nonlocal oi_by_strikes
if 'oi' == msg[0]:
strike_price = msg[1]['strike_price']
option_type = msg[1]['option_type']
open_interest = msg[1]['open_interest']
oi_by_strikes.setdefault(
strike_price, {}
).update(
{option_type: open_interest}
)
# Define the structured dtype
dtype = np.dtype([
('time', int),
('oi', float),
('oi_calc', float),
])
async def write_open_interest_on_file(msg: tuple, client: StorageClient):
if 'oi' == msg[0]:
nonlocal expiry_date
timestamp = msg[1]['timestamp']
strike_price = msg[1]["strike_price"]
option_type = msg[1]['option_type'].lower()
col_sym_key = f'btc-{expiry_date.lower()}-{strike_price}-{option_type}'
# Create the numpy array with sample data
data = np.array([
(
int(timestamp),
float(msg[1]['open_interest']),
np.nan,
),
], dtype=dtype)
path: Path = await client.write_oi(
col_sym_key,
data,
)
# TODO, use std logging like this throughout for status
# emissions on console!
log.info(f'Wrote OI history to {path}')
def get_max_pain(
oi_by_strikes: dict[str, dict[str, Decimal]]
) -> dict[str, str | Decimal]:
'''
This method requires only the strike_prices and oi for call
and puts, the closes list are the same as the strike_prices
the idea is to sum all the calls and puts cash for each strike
and the ITM strikes from that strike, the lowest value is what we
are looking for the intrinsic value.
'''
nonlocal timestamp
intrinsic_values = get_total_intrinsic_values(oi_by_strikes)
total_intrinsic_value, max_pain = get_intrinsic_value_and_max_pain(intrinsic_values)
return {
'timestamp': timestamp,
'expiry_date': expiry_date,
'total_intrinsic_value': total_intrinsic_value,
'max_pain': max_pain,
}
async with (
open_storage_client() as (_, storage),
maybe_open_oi_feed(
instruments,
) as oi_feed,
):
# Initialize QApplication
app = QApplication(sys.argv)
win = pg.GraphicsLayoutWidget(show=True)
win.setWindowTitle('Calls (blue) vs Puts (red)')
plot = win.addPlot(title='OI by Strikes')
plot.showGrid(x=True, y=True)
print('Plot initialized...')
async for msg in oi_feed:
# In memory oi_by_strikes dict, all message are filtered here
# and the dict is updated with the open interest data
update_oi_by_strikes(msg)
# Write on file using storage client
await write_open_interest_on_file(msg, storage)
# Max pain calcs, before start we must gather all the open interest for
# all the strike prices and option types available for a expiration date
if check_if_complete(oi_by_strikes):
if 'oi' == msg[0]:
# Here we must read for the filesystem all the latest open interest value for
# each instrument for that specific expiration date, that means look up for the
# last update got the instrument btc-{expity_date}-*oi1s.parquet (1s because is
# hardcoded to something, sorry.)
timestamp = msg[1]['timestamp']
max_pain = get_max_pain(oi_by_strikes)
# intrinsic_values = get_total_intrinsic_values(oi_by_strikes)
# graph here
plot_graph(oi_by_strikes, plot)
# TODO, use a single multiline string with `()`
# and drop the multiple `print()` calls (this
# should be done elsewhere in this file as well!
#
# As per the docs,
# https://docs.python.org/3/reference/lexical_analysis.html#string-literal-concatenation
# you could instead do,
# print(
# '-----------------------------------------------\n'
# f'timestamp: {datetime.fromtimestamp(max_pain['timestamp'])}\n'
# )
# WHY?
# |_ less ctx-switches/calls to `print()`
# |_ the `str` can then be modified / passed
# around as a variable more easily if needed in
# the future ;)
#
# ALSO, i believe there already is a stdlib
# module to do "alignment" of text which you
# could try for doing the right-side alignment,
# https://docs.python.org/3/library/textwrap.html#textwrap.indent
#
print('-----------------------------------------------')
print(f'timestamp: {datetime.fromtimestamp(max_pain['timestamp'])}')
print(f'expiry_date: {max_pain['expiry_date']}')
print(f'max_pain: {max_pain['max_pain']:,.0f}')
print(f'total intrinsic value: {max_pain['total_intrinsic_value']:,.0f}')
print('-----------------------------------------------')
# Process GUI events to keep the window responsive
app.processEvents()
async def main():
async with tractor.open_nursery(
debug_mode=True,
loglevel='info',
) as an:
from tractor import log
log.get_console_log(level='info')
ptl: tractor.Portal = await an.start_actor(
'max_pain_daemon',
enable_modules=[__name__],
infect_asyncio=True,
# ^TODO, we can actually run this in the root-actor now
# if needed as per 2nd "section" in,
# https://pikers.dev/goodboy/tractor/pulls/2
#
# NOTE, will first require us porting to modern
# `tractor:main` though ofc!
)
await ptl.run(max_pain_daemon)
if __name__ == '__main__':
trio.run(main)

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@ -1,29 +0,0 @@
## Max Pain Calculation for Deribit Options
This feature, which calculates the max pain point for options traded
on the Deribit exchange using cryptofeed library.
- Functions in the api module for fetching options data from Deribit.
[commit](https://pikers.dev/pikers/piker/commit/da55856dd2876291f55a06eb0561438a912d8241)
- Compute the max pain point based on open interest data using
deribit's api.
[commit](https://pikers.dev/pikers/piker/commit/0d9d6e15ba0edeb662ec97f7599dd66af3046b94)
### How to test it?
**Before start:** in order to get this working with `uv`, you
**must** use my [`tractor` fork](https://pikers.dev/ntorres/tractor/src/branch/aio_abandons)
and this branch: `aio_abandons`, the reason is that I cherry-pick the
`uv_migration` that guille made, for some reason that a didn't dive
into, in my system y need tractor using `uv` too. quite hacky
I guess.
1. `uv lock`
2. `uv run --no-dev python examples/max_pain.py`
3. A message should be display, enter one of the expiration date
available.
4. The script should be up and running.

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@ -42,6 +42,7 @@ from ._mktinfo import (
dec_digits, dec_digits,
digits_to_dec, digits_to_dec,
MktPair, MktPair,
Symbol,
unpack_fqme, unpack_fqme,
_derivs as DerivTypes, _derivs as DerivTypes,
) )
@ -59,6 +60,7 @@ __all__ = [
'Asset', 'Asset',
'MktPair', 'MktPair',
'Position', 'Position',
'Symbol',
'Transaction', 'Transaction',
'TransactionLedger', 'TransactionLedger',
'dec_digits', 'dec_digits',

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@ -390,8 +390,8 @@ class MktPair(Struct, frozen=True):
cls, cls,
fqme: str, fqme: str,
price_tick: float|str, price_tick: float | str,
size_tick: float|str, size_tick: float | str,
bs_mktid: str, bs_mktid: str,
broker: str | None = None, broker: str | None = None,
@ -677,3 +677,90 @@ def unpack_fqme(
# '.'.join([mkt_ep, venue]), # '.'.join([mkt_ep, venue]),
suffix, suffix,
) )
class Symbol(Struct):
'''
I guess this is some kinda container thing for dealing with
all the different meta-data formats from brokers?
'''
key: str
broker: str = ''
venue: str = ''
# precision descriptors for price and vlm
tick_size: Decimal = Decimal('0.01')
lot_tick_size: Decimal = Decimal('0.0')
suffix: str = ''
broker_info: dict[str, dict[str, Any]] = {}
@classmethod
def from_fqme(
cls,
fqsn: str,
info: dict[str, Any],
) -> Symbol:
broker, mktep, venue, suffix = unpack_fqme(fqsn)
tick_size = info.get('price_tick_size', 0.01)
lot_size = info.get('lot_tick_size', 0.0)
return Symbol(
broker=broker,
key=mktep,
tick_size=tick_size,
lot_tick_size=lot_size,
venue=venue,
suffix=suffix,
broker_info={broker: info},
)
@property
def type_key(self) -> str:
return list(self.broker_info.values())[0]['asset_type']
@property
def tick_size_digits(self) -> int:
return float_digits(self.tick_size)
@property
def lot_size_digits(self) -> int:
return float_digits(self.lot_tick_size)
@property
def price_tick(self) -> Decimal:
return Decimal(str(self.tick_size))
@property
def size_tick(self) -> Decimal:
return Decimal(str(self.lot_tick_size))
@property
def broker(self) -> str:
return list(self.broker_info.keys())[0]
@property
def fqme(self) -> str:
return maybe_cons_tokens([
self.key, # final "pair name" (eg. qqq[/usd], btcusdt)
self.venue,
self.suffix, # includes expiry and other con info
self.broker,
])
def quantize(
self,
size: float,
) -> Decimal:
digits = float_digits(self.lot_tick_size)
return Decimal(size).quantize(
Decimal(f'1.{"0".ljust(digits, "0")}'),
rounding=ROUND_HALF_EVEN
)
# NOTE: when cast to `str` return fqme
def __str__(self) -> str:
return self.fqme

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@ -362,11 +362,7 @@ class Position(Struct):
# added: bool = False # added: bool = False
tid: str = t.tid tid: str = t.tid
if tid in self._events: if tid in self._events:
log.debug( log.warning(f'{t} is already added?!')
f'Txn is already added?\n'
f'\n'
f'{t}\n'
)
# return added # return added
# TODO: apparently this IS possible with a dict but not # TODO: apparently this IS possible with a dict but not
@ -700,7 +696,7 @@ class Account(Struct):
else: else:
# TODO: we reallly need a diff set of # TODO: we reallly need a diff set of
# loglevels/colors per subsys. # loglevels/colors per subsys.
log.debug( log.warning(
f'Recent position for {fqme} was closed!' f'Recent position for {fqme} was closed!'
) )

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@ -22,9 +22,7 @@ you know when you're losing money (if possible) XD
from __future__ import annotations from __future__ import annotations
from collections.abc import ValuesView from collections.abc import ValuesView
from contextlib import contextmanager as cm from contextlib import contextmanager as cm
from functools import partial
from math import copysign from math import copysign
from pprint import pformat
from typing import ( from typing import (
Any, Any,
Callable, Callable,
@ -39,16 +37,12 @@ from pendulum import (
parse, parse,
) )
from ..log import get_logger
if TYPE_CHECKING: if TYPE_CHECKING:
from ._ledger import ( from ._ledger import (
Transaction, Transaction,
TransactionLedger, TransactionLedger,
) )
log = get_logger(__name__)
def ppu( def ppu(
clears: Iterator[Transaction], clears: Iterator[Transaction],
@ -244,9 +238,6 @@ def iter_by_dt(
def dyn_parse_to_dt( def dyn_parse_to_dt(
tx: tuple[str, dict[str, Any]] | Transaction, tx: tuple[str, dict[str, Any]] | Transaction,
debug: bool = False,
_invalid: list|None = None,
) -> DateTime: ) -> DateTime:
# handle `.items()` inputs # handle `.items()` inputs
@ -259,16 +250,11 @@ def iter_by_dt(
# get best parser for this record.. # get best parser for this record..
for k in parsers: for k in parsers:
if ( if (
(v := getattr(tx, k, None)) isdict and k in tx
or or getattr(tx, k, None)
(
isdict
and
(v := tx.get(k))
)
): ):
# TODO? remove yah? v = tx[k] if isdict else tx.dt
# v = tx[k] if isdict else tx.dt assert v is not None, f'No valid value for `{k}`!?'
# only call parser on the value if not None from # only call parser on the value if not None from
# the `parsers` table above (when NOT using # the `parsers` table above (when NOT using
@ -276,54 +262,21 @@ def iter_by_dt(
# sort on it directly # sort on it directly
if ( if (
not isinstance(v, DateTime) not isinstance(v, DateTime)
and and (parser := parsers.get(k))
(parser := parsers.get(k))
): ):
ret = parser(v) return parser(v)
else: else:
ret = v return v
return ret
else:
continue
# XXX: should never get here..
else: else:
if debug: # XXX: should never get here..
import tractor breakpoint()
with tractor.devx.maybe_open_crash_handler():
raise ValueError(
f'Invalid txn time ??\n'
f'txn-id: {k!r}\n'
f'{k!r}: {v!r}\n'
)
# assert v is not None, f'No valid value for `{k}`!?'
if _invalid is not None: entry: tuple[str, dict] | Transaction
_invalid.append(tx)
return from_timestamp(0.)
# breakpoint()
entry: tuple[str, dict]|Transaction
invalid: list = []
for entry in sorted( for entry in sorted(
records, records,
key=key or partial( key=key or dyn_parse_to_dt,
dyn_parse_to_dt,
_invalid=invalid,
),
): ):
if entry in invalid:
log.warning(
f'Ignoring txn w invalid timestamp ??\n'
f'{pformat(entry)}\n'
# f'txn-id: {k!r}\n'
# f'{k!r}: {v!r}\n'
)
continue
# NOTE the type sig above; either pairs or txns B) # NOTE the type sig above; either pairs or txns B)
yield entry yield entry

View File

@ -51,7 +51,6 @@ __brokers__: list[str] = [
'ib', 'ib',
'kraken', 'kraken',
'kucoin', 'kucoin',
'deribit',
# broken but used to work # broken but used to work
# 'questrade', # 'questrade',
@ -62,6 +61,7 @@ __brokers__: list[str] = [
# wstrade # wstrade
# iex # iex
# deribit
# bitso # bitso
] ]

View File

@ -96,10 +96,7 @@ async def _setup_persistent_brokerd(
# - `open_symbol_search()` # - `open_symbol_search()`
# NOTE: see ep invocation details inside `.data.feed`. # NOTE: see ep invocation details inside `.data.feed`.
try: try:
async with ( async with trio.open_nursery() as service_nursery:
tractor.trionics.collapse_eg(),
trio.open_nursery() as service_nursery
):
bus: _FeedsBus = feed.get_feed_bus( bus: _FeedsBus = feed.get_feed_bus(
brokername, brokername,
service_nursery, service_nursery,

View File

@ -374,14 +374,9 @@ class Client:
pair: Pair = pair_type(**item) pair: Pair = pair_type(**item)
except Exception as e: except Exception as e:
e.add_note( e.add_note(
f'\n' "\nDon't panic, prolly stupid binance changed their symbology schema again..\n"
f'New or removed field we need to codify!\n' 'Check out their API docs here:\n\n'
f'pair-type: {pair_type!r}\n' 'https://binance-docs.github.io/apidocs/spot/en/#exchange-information'
f'\n'
f"Don't panic, prolly stupid binance changed their symbology schema again..\n"
f'Check out their API docs here:\n'
f'\n'
f'https://binance-docs.github.io/apidocs/spot/en/#exchange-information\n'
) )
raise raise
pair_table[pair.symbol.upper()] = pair pair_table[pair.symbol.upper()] = pair

View File

@ -440,7 +440,6 @@ async def open_trade_dialog(
# - ledger: TransactionLedger # - ledger: TransactionLedger
async with ( async with (
tractor.trionics.collapse_eg(),
trio.open_nursery() as tn, trio.open_nursery() as tn,
ctx.open_stream() as ems_stream, ctx.open_stream() as ems_stream,
): ):

View File

@ -97,13 +97,6 @@ class Pair(Struct, frozen=True, kw_only=True):
baseAsset: str baseAsset: str
baseAssetPrecision: int baseAssetPrecision: int
permissionSets: list[list[str]]
# https://developers.binance.com/docs/binance-spot-api-docs#2025-08-26
# will become non-optional 2025-08-28?
# https://developers.binance.com/docs/binance-spot-api-docs#future-changes
pegInstructionsAllowed: bool|None = None
filters: dict[ filters: dict[
str, str,
str | int | float, str | int | float,
@ -149,11 +142,7 @@ class SpotPair(Pair, frozen=True):
defaultSelfTradePreventionMode: str defaultSelfTradePreventionMode: str
allowedSelfTradePreventionModes: list[str] allowedSelfTradePreventionModes: list[str]
permissions: list[str] permissions: list[str]
permissionSets: list[list[str]]
# can the paint botz creat liq gaps even easier on this asset?
# Bp
# https://developers.binance.com/docs/binance-spot-api-docs/faqs/order_amend_keep_priority
amendAllowed: bool
# NOTE: see `.data._symcache.SymbologyCache.load()` for why # NOTE: see `.data._symcache.SymbologyCache.load()` for why
ns_path: str = 'piker.brokers.binance:SpotPair' ns_path: str = 'piker.brokers.binance:SpotPair'

View File

@ -25,7 +25,6 @@ from .api import (
get_client, get_client,
) )
from .feed import ( from .feed import (
get_mkt_info,
open_history_client, open_history_client,
open_symbol_search, open_symbol_search,
stream_quotes, stream_quotes,
@ -35,20 +34,15 @@ from .feed import (
# open_trade_dialog, # open_trade_dialog,
# norm_trade_records, # norm_trade_records,
# ) # )
from .venues import (
OptionPair,
)
log = get_logger(__name__) log = get_logger(__name__)
__all__ = [ __all__ = [
'get_client', 'get_client',
# 'trades_dialogue', # 'trades_dialogue',
'get_mkt_info',
'open_history_client', 'open_history_client',
'open_symbol_search', 'open_symbol_search',
'stream_quotes', 'stream_quotes',
'OptionPair',
# 'norm_trade_records', # 'norm_trade_records',
] ]

File diff suppressed because it is too large Load Diff

View File

@ -18,59 +18,38 @@
Deribit backend. Deribit backend.
''' '''
from __future__ import annotations
from contextlib import asynccontextmanager as acm from contextlib import asynccontextmanager as acm
from datetime import datetime from datetime import datetime
from typing import ( from typing import Any, Optional, Callable
# Any,
# Optional,
Callable,
)
# from pprint import pformat
import time import time
import cryptofeed
import trio import trio
from trio_typing import TaskStatus from trio_typing import TaskStatus
from pendulum import ( import pendulum
from_timestamp, from rapidfuzz import process as fuzzy
)
import numpy as np import numpy as np
import tractor import tractor
from piker.accounting import ( from piker.brokers import open_cached_client
Asset, from piker.log import get_logger, get_console_log
MktPair, from piker.data import ShmArray
unpack_fqme, from piker.brokers._util import (
) BrokerError,
from piker.brokers import (
open_cached_client,
NoData,
DataUnavailable, DataUnavailable,
) )
from piker._cacheables import (
async_lifo_cache,
)
from piker.log import (
get_logger,
mk_repr,
)
from piker.data.validate import FeedInit
from cryptofeed import FeedHandler
from cryptofeed.defines import (
DERIBIT, L1_BOOK, TRADES, OPTION, CALL, PUT
)
from cryptofeed.symbols import Symbol
from .api import ( from .api import (
Client, Client, Trade,
# get_config, get_config,
piker_sym_to_cb_sym, str_to_cb_sym, piker_sym_to_cb_sym, cb_sym_to_deribit_inst,
cb_sym_to_deribit_inst,
str_to_cb_sym,
maybe_open_price_feed maybe_open_price_feed
) )
from .venues import (
Pair,
OptionPair,
Trade,
)
_spawn_kwargs = { _spawn_kwargs = {
'infect_asyncio': True, 'infect_asyncio': True,
@ -85,215 +64,90 @@ async def open_history_client(
mkt: MktPair, mkt: MktPair,
) -> tuple[Callable, int]: ) -> tuple[Callable, int]:
fnstrument: str = mkt.bs_fqme
# TODO implement history getter for the new storage layer. # TODO implement history getter for the new storage layer.
async with open_cached_client('deribit') as client: async with open_cached_client('deribit') as client:
pair: OptionPair = client._pairs[mkt.dst.name]
# XXX NOTE, the cuckers use ms !!!
creation_time_s: int = pair.creation_timestamp/1000
async def get_ohlc( async def get_ohlc(
timeframe: float, end_dt: Optional[datetime] = None,
end_dt: datetime | None = None, start_dt: Optional[datetime] = None,
start_dt: datetime | None = None,
) -> tuple[ ) -> tuple[
np.ndarray, np.ndarray,
datetime, # start datetime, # start
datetime, # end datetime, # end
]: ]:
if timeframe != 60:
raise DataUnavailable('Only 1m bars are supported')
array: np.ndarray = await client.bars( array = await client.bars(
mkt, instrument,
start_dt=start_dt, start_dt=start_dt,
end_dt=end_dt, end_dt=end_dt,
) )
if len(array) == 0: if len(array) == 0:
if ( raise DataUnavailable
end_dt is None
):
raise DataUnavailable(
'No history seems to exist yet?\n\n'
f'{mkt}'
)
elif (
end_dt
and
end_dt.timestamp() < creation_time_s
):
# the contract can't have history
# before it was created.
pair_type_str: str = type(pair).__name__
create_dt: datetime = from_timestamp(creation_time_s)
raise DataUnavailable(
f'No history prior to\n'
f'`{pair_type_str}.creation_timestamp: int = '
f'{pair.creation_timestamp}\n\n'
f'------ deribit sux ------\n'
f'WHICH IN "NORMAL PEOPLE WHO USE EPOCH TIME" form is,\n'
f'creation_time_s: {creation_time_s}\n'
f'create_dt: {create_dt}\n'
)
raise NoData(
f'No frame for {start_dt} -> {end_dt}\n'
)
start_dt = from_timestamp(array[0]['time']) start_dt = pendulum.from_timestamp(array[0]['time'])
end_dt = from_timestamp(array[-1]['time']) end_dt = pendulum.from_timestamp(array[-1]['time'])
times = array['time']
if not times.any():
raise ValueError(
'Bad frame with null-times?\n\n'
f'{times}'
)
if end_dt is None:
inow: int = round(time.time())
if (inow - times[-1]) > 60:
await tractor.pause()
return array, start_dt, end_dt return array, start_dt, end_dt
yield ( yield get_ohlc, {'erlangs': 3, 'rate': 3}
get_ohlc,
{ # backfill config
'erlangs': 3,
'rate': 3,
}
)
@async_lifo_cache()
async def get_mkt_info(
fqme: str,
) -> tuple[MktPair, Pair|OptionPair] | None:
# uppercase since kraken bs_mktid is always upper
if 'deribit' not in fqme.lower():
fqme += '.deribit'
mkt_mode: str = ''
broker, mkt_ep, venue, expiry = unpack_fqme(fqme)
# NOTE: we always upper case all tokens to be consistent with
# binance's symbology style for pairs, like `BTCUSDT`, but in
# theory we could also just keep things lower case; as long as
# we're consistent and the symcache matches whatever this func
# returns, always!
expiry: str = expiry.upper()
venue: str = venue.upper()
# venue_lower: str = venue.lower()
mkt_mode: str = 'option'
async with open_cached_client(
'deribit',
) as client:
assets: dict[str, Asset] = await client.get_assets()
pair_str: str = mkt_ep.lower()
pair: Pair = await client.exch_info(
sym=pair_str,
)
mkt_mode = pair.venue
client.mkt_mode = mkt_mode
dst: Asset | None = assets.get(pair.bs_dst_asset)
src: Asset | None = assets.get(pair.bs_src_asset)
mkt = MktPair(
dst=dst,
src=src,
price_tick=pair.price_tick,
size_tick=pair.size_tick,
bs_mktid=pair.symbol,
venue=mkt_mode,
broker='deribit',
_atype=mkt_mode,
_fqme_without_src=True,
# expiry=pair.expiry,
# XXX TODO, currently we don't use it since it's
# already "described" in the `OptionPair.symbol: str`
# and if we slap in the ISO repr it's kinda hideous..
# -[ ] figure out the best either std
)
return mkt, pair
async def stream_quotes( async def stream_quotes(
send_chan: trio.abc.SendChannel, send_chan: trio.abc.SendChannel,
symbols: list[str], symbols: list[str],
feed_is_live: trio.Event, feed_is_live: trio.Event,
loglevel: str = None,
# startup sync # startup sync
task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED, task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
) -> None: ) -> None:
''' # XXX: required to propagate ``tractor`` loglevel to piker logging
Open a live quote stream for the market set defined by `symbols`. get_console_log(loglevel or tractor.current_actor().loglevel)
Internally this starts a `cryptofeed.FeedHandler` inside an `asyncio`-side sym = symbols[0]
task and relays through L1 and `Trade` msgs here to our `trio.Task`.
'''
sym = symbols[0].split('.')[0]
init_msgs: list[FeedInit] = []
# multiline nested `dict` formatter (since rn quote-msgs are
# just that).
pfmt: Callable[[str], str] = mk_repr(
# so we can see `deribit`'s delightfully mega-long bs fields..
maxstring=100,
)
async with ( async with (
open_cached_client('deribit') as client, open_cached_client('deribit') as client,
send_chan as send_chan send_chan as send_chan
): ):
mkt: MktPair
pair: Pair
mkt, pair = await get_mkt_info(sym)
# build out init msgs according to latest spec init_msgs = {
init_msgs.append( # pass back token, and bool, signalling if we're the writer
FeedInit( # and that history has been written
mkt_info=mkt, sym: {
) 'symbol_info': {
) 'asset_type': 'option',
# build `cryptofeed` feed-handle 'price_tick_size': 0.0005
cf_sym: cryptofeed.Symbol = piker_sym_to_cb_sym(sym) },
'shm_write_opts': {'sum_tick_vml': False},
'fqsn': sym,
},
}
from_cf: tractor.to_asyncio.LinkedTaskChannel nsym = piker_sym_to_cb_sym(sym)
async with maybe_open_price_feed(sym) as from_cf:
# load the "last trades" summary async with maybe_open_price_feed(sym) as stream:
last_trades_res: cryptofeed.LastTradesResult = await client.last_trades(
cb_sym_to_deribit_inst(cf_sym),
count=1,
)
last_trades: list[Trade] = last_trades_res.trades
# TODO, do we even need this or will the above always cache = await client.cache_symbols()
# work?
# if not last_trades:
# await tractor.pause()
# async for typ, quote in from_cf:
# if typ == 'trade':
# last_trade = Trade(**(quote['data']))
# break
# else: last_trades = (await client.last_trades(
last_trade = Trade( cb_sym_to_deribit_inst(nsym), count=1)).trades
**(last_trades[0])
)
first_quote: dict = { if len(last_trades) == 0:
last_trade = None
async for typ, quote in stream:
if typ == 'trade':
last_trade = Trade(**(quote['data']))
break
else:
last_trade = Trade(**(last_trades[0]))
first_quote = {
'symbol': sym, 'symbol': sym,
'last': last_trade.price, 'last': last_trade.price,
'brokerd_ts': last_trade.timestamp, 'brokerd_ts': last_trade.timestamp,
@ -304,84 +158,13 @@ async def stream_quotes(
'broker_ts': last_trade.timestamp 'broker_ts': last_trade.timestamp
}] }]
} }
task_status.started(( task_status.started((init_msgs, first_quote))
init_msgs,
first_quote,
))
feed_is_live.set() feed_is_live.set()
# NOTE XXX, static for now! async for typ, quote in stream:
# => since this only handles ONE mkt feed at a time we topic = quote['symbol']
# don't need a lookup table to map interleaved quotes await send_chan.send({topic: quote})
# from multiple possible mkt-pairs
topic: str = mkt.bs_fqme
# deliver until cancelled
async for typ, ref in from_cf:
match typ:
case 'trade':
trade: cryptofeed.types.Trade = ref
# TODO, re-impl this according to teh ideal
# fqme for opts that we choose!!
bs_fqme: str = cb_sym_to_deribit_inst(
str_to_cb_sym(trade.symbol)
).lower()
piker_quote: dict = {
'symbol': bs_fqme,
'last': trade.price,
'broker_ts': time.time(),
# ^TODO, name this `brokerd/datad_ts` and
# use `time.time_ns()` ??
'ticks': [{
'type': 'trade',
'price': float(trade.price),
'size': float(trade.amount),
'broker_ts': trade.timestamp,
}],
}
log.info(
f'deribit {typ!r} quote for {sym!r}\n\n'
f'{trade}\n\n'
f'{pfmt(piker_quote)}\n'
)
case 'l1':
book: cryptofeed.types.L1Book = ref
# TODO, so this is where we can possibly change things
# and instead lever the `MktPair.bs_fqme: str` output?
bs_fqme: str = cb_sym_to_deribit_inst(
str_to_cb_sym(book.symbol)
).lower()
piker_quote: dict = {
'symbol': bs_fqme,
'ticks': [
{'type': 'bid',
'price': float(book.bid_price),
'size': float(book.bid_size)},
{'type': 'bsize',
'price': float(book.bid_price),
'size': float(book.bid_size),},
{'type': 'ask',
'price': float(book.ask_price),
'size': float(book.ask_size),},
{'type': 'asize',
'price': float(book.ask_price),
'size': float(book.ask_size),}
]
}
await send_chan.send({
topic: piker_quote,
})
@tractor.context @tractor.context
@ -391,21 +174,12 @@ async def open_symbol_search(
async with open_cached_client('deribit') as client: async with open_cached_client('deribit') as client:
# load all symbols locally for fast search # load all symbols locally for fast search
# cache = client._pairs cache = await client.cache_symbols()
await ctx.started() await ctx.started()
async with ctx.open_stream() as stream: async with ctx.open_stream() as stream:
pattern: str
async for pattern in stream: async for pattern in stream:
# repack in dict form
# NOTE: pattern fuzzy-matching is done within await stream.send(
# the methd impl. await client.search_symbols(pattern))
pairs: dict[str, Pair] = await client.search_symbols(
pattern,
)
# repack in fqme-keyed table
byfqme: dict[str, Pair] = {}
for pair in pairs.values():
byfqme[pair.bs_fqme] = pair
await stream.send(byfqme)

View File

@ -1,196 +0,0 @@
# piker: trading gear for hackers
# Copyright (C) Tyler Goodlet (in stewardship for pikers)
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU Affero General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Affero General Public License for more details.
# 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/>.
"""
Per market data-type definitions and schemas types.
"""
from __future__ import annotations
import pendulum
from typing import (
Literal,
Optional,
)
from decimal import Decimal
from piker.types import Struct
# API endpoint paths by venue / sub-API
_domain: str = 'deribit.com'
_url = f'https://www.{_domain}'
# WEBsocketz
_ws_url: str = f'wss://www.{_domain}/ws/api/v2'
# test nets
_testnet_ws_url: str = f'wss://test.{_domain}/ws/api/v2'
MarketType = Literal[
'option'
]
def get_api_eps(venue: MarketType) -> tuple[str, str]:
'''
Return API ep root paths per venue.
'''
return {
'option': (
_ws_url,
),
}[venue]
class Pair(Struct, frozen=True, kw_only=True):
symbol: str
# src
quote_currency: str # 'BTC'
# dst
base_currency: str # "BTC",
tick_size: float # 0.0001 # [{'above_price': 0.005, 'tick_size': 0.0005}]
tick_size_steps: list[dict[str, float]]
@property
def price_tick(self) -> Decimal:
return Decimal(str(self.tick_size_steps[0]['above_price']))
@property
def size_tick(self) -> Decimal:
return Decimal(str(self.tick_size))
@property
def bs_fqme(self) -> str:
return f'{self.symbol}'
@property
def bs_mktid(self) -> str:
return f'{self.symbol}.{self.venue}'
class OptionPair(Pair, frozen=True):
taker_commission: float # 0.0003
strike: float # 5000.0
settlement_period: str # 'day'
settlement_currency: str # "BTC",
rfq: bool # false
price_index: str # 'btc_usd'
option_type: str # 'call'
min_trade_amount: float # 0.1
maker_commission: float # 0.0003
kind: str # 'option'
is_active: bool # true
instrument_type: str # 'reversed'
instrument_name: str # 'BTC-1SEP24-55000-C'
instrument_id: int # 364671
expiration_timestamp: int # 1725177600000
creation_timestamp: int # 1724918461000
counter_currency: str # 'USD'
contract_size: float # '1.0'
block_trade_tick_size: float # '0.0001'
block_trade_min_trade_amount: int # '25'
block_trade_commission: float # '0.003'
# NOTE: see `.data._symcache.SymbologyCache.load()` for why
ns_path: str = 'piker.brokers.deribit:OptionPair'
# TODO, impl this without the MM:SS part of
# the `'THH:MM:SS..'` etc..
@property
def expiry(self) -> str:
iso_date = pendulum.from_timestamp(
self.expiration_timestamp / 1000
).isoformat()
return iso_date
@property
def venue(self) -> str:
return f'{self.instrument_type}_option'
@property
def bs_fqme(self) -> str:
return f'{self.symbol}'
@property
def bs_src_asset(self) -> str:
return f'{self.quote_currency}'
@property
def bs_dst_asset(self) -> str:
return f'{self.symbol}'
PAIRTYPES: dict[MarketType, Pair] = {
'option': OptionPair,
}
class JSONRPCResult(Struct):
id: int
usIn: int
usOut: int
usDiff: int
testnet: bool
jsonrpc: str = '2.0'
error: Optional[dict] = None
result: Optional[list[dict]] = None
class JSONRPCChannel(Struct):
method: str
params: dict
jsonrpc: str = '2.0'
class KLinesResult(Struct):
low: list[float]
cost: list[float]
high: list[float]
open: list[float]
close: list[float]
ticks: list[int]
status: str
volume: list[float]
class Trade(Struct):
iv: float
price: float
amount: float
trade_id: str
contracts: float
direction: str
trade_seq: int
timestamp: int
mark_price: float
index_price: float
tick_direction: int
instrument_name: str
combo_id: Optional[str] = '',
combo_trade_id: Optional[int] = 0,
block_trade_id: Optional[str] = '',
block_trade_leg_count: Optional[int] = 0,
class LastTradesResult(Struct):
trades: list[Trade]
has_more: bool

View File

@ -34,7 +34,6 @@ from piker.brokers._util import get_logger
if TYPE_CHECKING: if TYPE_CHECKING:
from .api import Client from .api import Client
from ib_insync import IB from ib_insync import IB
import i3ipc
log = get_logger('piker.brokers.ib') log = get_logger('piker.brokers.ib')
@ -49,37 +48,6 @@ _reset_tech: Literal[
] = 'vnc' ] = 'vnc'
no_setup_msg:str = (
'No data reset hack test setup for {vnc_sockaddr}!\n'
'See config setup tips @\n'
'https://github.com/pikers/piker/tree/master/piker/brokers/ib'
)
def try_xdo_manual(
vnc_sockaddr: str,
):
'''
Do the "manual" `xdo`-based screen switch + click
combo since apparently the `asyncvnc` client ain't workin..
Note this is only meant as a backup method for Xorg users,
ideally you can use a real vnc client and the `vnc_click_hack()`
impl!
'''
global _reset_tech
try:
i3ipc_xdotool_manual_click_hack()
_reset_tech = 'i3ipc_xdotool'
return True
except OSError:
log.exception(
no_setup_msg.format(vnc_sockaddr)
)
return False
async def data_reset_hack( async def data_reset_hack(
# vnc_host: str, # vnc_host: str,
client: Client, client: Client,
@ -122,9 +90,15 @@ async def data_reset_hack(
vnc_port: int vnc_port: int
vnc_sockaddr: tuple[str] | None = client.conf.get('vnc_addrs') vnc_sockaddr: tuple[str] | None = client.conf.get('vnc_addrs')
no_setup_msg:str = (
f'No data reset hack test setup for {vnc_sockaddr}!\n'
'See config setup tips @\n'
'https://github.com/pikers/piker/tree/master/piker/brokers/ib'
)
if not vnc_sockaddr: if not vnc_sockaddr:
log.warning( log.warning(
no_setup_msg.format(vnc_sockaddr) no_setup_msg
+ +
'REQUIRES A `vnc_addrs: array` ENTRY' 'REQUIRES A `vnc_addrs: array` ENTRY'
) )
@ -145,38 +119,27 @@ async def data_reset_hack(
port=vnc_port, port=vnc_port,
) )
) )
except ( except OSError:
OSError, # no VNC server avail.. if vnc_host != 'localhost':
PermissionError, # asyncvnc pw fail.. log.warning(no_setup_msg)
): return False
try: try:
import i3ipc # noqa (since a deps dynamic check) import i3ipc # noqa (since a deps dynamic check)
except ModuleNotFoundError: except ModuleNotFoundError:
log.warning( log.warning(no_setup_msg)
no_setup_msg.format(vnc_sockaddr)
)
return False return False
if vnc_host not in { try:
'localhost', i3ipc_xdotool_manual_click_hack()
'127.0.0.1', _reset_tech = 'i3ipc_xdotool'
}: return True
focussed, matches = i3ipc_fin_wins_titled() except OSError:
if not matches: log.exception(no_setup_msg)
log.warning( return False
no_setup_msg.format(vnc_sockaddr)
)
return False
else:
try_xdo_manual(vnc_sockaddr)
# localhost but no vnc-client or it borked..
else:
try_xdo_manual(vnc_sockaddr)
case 'i3ipc_xdotool': case 'i3ipc_xdotool':
try_xdo_manual(vnc_sockaddr) i3ipc_xdotool_manual_click_hack()
# i3ipc_xdotool_manual_click_hack()
case _ as tech: case _ as tech:
raise RuntimeError(f'{tech} is not supported for reset tech!?') raise RuntimeError(f'{tech} is not supported for reset tech!?')
@ -215,9 +178,9 @@ async def vnc_click_hack(
host, host,
port=port, port=port,
# TODO: doesn't work? # TODO: doesn't work see:
# see, https://github.com/barneygale/asyncvnc/issues/7 # https://github.com/barneygale/asyncvnc/issues/7
password='doggy', # password='ibcansmbz',
) as client: ) as client:
@ -231,103 +194,70 @@ async def vnc_click_hack(
client.keyboard.press('Ctrl', 'Alt', key) # keys are stacked client.keyboard.press('Ctrl', 'Alt', key) # keys are stacked
def i3ipc_fin_wins_titled(
titles: list[str] = [
'Interactive Brokers', # tws running in i3
'IB Gateway', # gw running in i3
# 'IB', # gw running in i3 (newer version?)
# !TODO, remote vnc instance
# -[ ] something in title (or other Con-props) that indicates
# this is explicitly for ibrk sw?
# |_[ ] !can use modden spawn eventually!
'TigerVNC',
# 'vncviewer', # the terminal..
],
) -> tuple[
i3ipc.Con, # orig focussed win
list[tuple[str, i3ipc.Con]], # matching wins by title
]:
'''
Attempt to find a local-DE window titled with an entry in
`titles`.
If found deliver the current focussed window and all matching
`i3ipc.Con`s in a list.
'''
import i3ipc
ipc = i3ipc.Connection()
# TODO: might be worth offering some kinda api for grabbing
# the window id from the pid?
# https://stackoverflow.com/a/2250879
tree = ipc.get_tree()
focussed: i3ipc.Con = tree.find_focused()
matches: list[i3ipc.Con] = []
for name in titles:
results = tree.find_titled(name)
print(f'results for {name}: {results}')
if results:
con = results[0]
matches.append((
name,
con,
))
return (
focussed,
matches,
)
def i3ipc_xdotool_manual_click_hack() -> None: def i3ipc_xdotool_manual_click_hack() -> None:
''' '''
Do the data reset hack but expecting a local X-window using `xdotool`. Do the data reset hack but expecting a local X-window using `xdotool`.
''' '''
focussed, matches = i3ipc_fin_wins_titled() import i3ipc
orig_win_id = focussed.window i3 = i3ipc.Connection()
# TODO: might be worth offering some kinda api for grabbing
# the window id from the pid?
# https://stackoverflow.com/a/2250879
t = i3.get_tree()
orig_win_id = t.find_focused().window
# for tws
win_names: list[str] = [
'Interactive Brokers', # tws running in i3
'IB Gateway', # gw running in i3
# 'IB', # gw running in i3 (newer version?)
]
try: try:
for name, con in matches: for name in win_names:
print(f'Resetting data feed for {name}') results = t.find_titled(name)
win_id = str(con.window) print(f'results for {name}: {results}')
w, h = con.rect.width, con.rect.height if results:
con = results[0]
print(f'Resetting data feed for {name}')
win_id = str(con.window)
w, h = con.rect.width, con.rect.height
# TODO: seems to be a few libs for python but not sure # TODO: seems to be a few libs for python but not sure
# if they support all the sub commands we need, order of # if they support all the sub commands we need, order of
# most recent commit history: # most recent commit history:
# https://github.com/rr-/pyxdotool # https://github.com/rr-/pyxdotool
# https://github.com/ShaneHutter/pyxdotool # https://github.com/ShaneHutter/pyxdotool
# https://github.com/cphyc/pyxdotool # https://github.com/cphyc/pyxdotool
# TODO: only run the reconnect (2nd) kc on a detected # TODO: only run the reconnect (2nd) kc on a detected
# disconnect? # disconnect?
for key_combo, timeout in [ for key_combo, timeout in [
# only required if we need a connection reset. # only required if we need a connection reset.
# ('ctrl+alt+r', 12), # ('ctrl+alt+r', 12),
# data feed reset. # data feed reset.
('ctrl+alt+f', 6) ('ctrl+alt+f', 6)
]: ]:
subprocess.call([ subprocess.call([
'xdotool', 'xdotool',
'windowactivate', '--sync', win_id, 'windowactivate', '--sync', win_id,
# move mouse to bottom left of window (where # move mouse to bottom left of window (where
# there should be nothing to click). # there should be nothing to click).
'mousemove_relative', '--sync', str(w-4), str(h-4), 'mousemove_relative', '--sync', str(w-4), str(h-4),
# NOTE: we may need to stick a `--retry 3` in here.. # NOTE: we may need to stick a `--retry 3` in here..
'click', '--window', win_id, 'click', '--window', win_id,
'--repeat', '3', '1', '--repeat', '3', '1',
# hackzorzes # hackzorzes
'key', key_combo, 'key', key_combo,
], ],
timeout=timeout, timeout=timeout,
) )
# re-activate and focus original window # re-activate and focus original window
subprocess.call([ subprocess.call([

View File

@ -48,7 +48,6 @@ from bidict import bidict
import trio import trio
import tractor import tractor
from tractor import to_asyncio from tractor import to_asyncio
from tractor import trionics
from pendulum import ( from pendulum import (
from_timestamp, from_timestamp,
DateTime, DateTime,
@ -97,10 +96,6 @@ from ._util import (
get_logger, get_logger,
) )
# ?TODO? this can now be removed since it was originally to extend
# with a `bar_vwap` field that we removed from the default ohlcv
# dtype since it's better calculated in an FSP func
#
_bar_load_dtype: list[tuple[str, type]] = [ _bar_load_dtype: list[tuple[str, type]] = [
# NOTE XXX: only part that's diff # NOTE XXX: only part that's diff
# from our default fields where # from our default fields where
@ -1374,8 +1369,8 @@ async def load_clients_for_trio(
''' '''
Pure async mngr proxy to ``load_aio_clients()``. Pure async mngr proxy to ``load_aio_clients()``.
This is a bootstrap entrypoint to call from This is a bootstrap entrypoing to call from
a `tractor.to_asyncio.open_channel_from()`. a ``tractor.to_asyncio.open_channel_from()``.
''' '''
async with load_aio_clients( async with load_aio_clients(
@ -1396,10 +1391,7 @@ async def open_client_proxies() -> tuple[
async with ( async with (
tractor.trionics.maybe_open_context( tractor.trionics.maybe_open_context(
acm_func=tractor.to_asyncio.open_channel_from, acm_func=tractor.to_asyncio.open_channel_from,
kwargs={ kwargs={'target': load_clients_for_trio},
'target': load_clients_for_trio,
# ^XXX, kwarg to `open_channel_from()`
},
# lock around current actor task access # lock around current actor task access
# TODO: maybe this should be the default in tractor? # TODO: maybe this should be the default in tractor?
@ -1592,8 +1584,7 @@ async def open_client_proxy(
event_consumers=event_table, event_consumers=event_table,
) as (first, chan), ) as (first, chan),
trionics.collapse_eg(), # loose-ify trio.open_nursery() as relay_n,
trio.open_nursery() as relay_tn,
): ):
assert isinstance(first, Client) assert isinstance(first, Client)
@ -1633,7 +1624,7 @@ async def open_client_proxy(
continue continue
relay_tn.start_soon(relay_events) relay_n.start_soon(relay_events)
yield proxy yield proxy

View File

@ -34,7 +34,6 @@ import trio
from trio_typing import TaskStatus from trio_typing import TaskStatus
import tractor import tractor
from tractor.to_asyncio import LinkedTaskChannel from tractor.to_asyncio import LinkedTaskChannel
from tractor import trionics
from ib_insync.contract import ( from ib_insync.contract import (
Contract, Contract,
) )
@ -408,7 +407,7 @@ async def update_and_audit_pos_msg(
# TODO: make this a "propaganda" log level? # TODO: make this a "propaganda" log level?
if ibpos.avgCost != msg.avg_price: if ibpos.avgCost != msg.avg_price:
log.debug( log.warning(
f'IB "FIFO" avg price for {msg.symbol} is DIFF:\n' f'IB "FIFO" avg price for {msg.symbol} is DIFF:\n'
f'ib: {ibfmtmsg}\n' f'ib: {ibfmtmsg}\n'
'---------------------------\n' '---------------------------\n'
@ -739,7 +738,7 @@ async def open_trade_dialog(
f'UNEXPECTED POSITION says IB => {msg.symbol}\n' f'UNEXPECTED POSITION says IB => {msg.symbol}\n'
'Maybe they LIQUIDATED YOU or your ledger is wrong?\n' 'Maybe they LIQUIDATED YOU or your ledger is wrong?\n'
) )
log.debug(logmsg) log.error(logmsg)
await ctx.started(( await ctx.started((
all_positions, all_positions,
@ -748,22 +747,21 @@ async def open_trade_dialog(
async with ( async with (
ctx.open_stream() as ems_stream, ctx.open_stream() as ems_stream,
trionics.collapse_eg(), trio.open_nursery() as n,
trio.open_nursery() as tn,
): ):
# relay existing open orders to ems # relay existing open orders to ems
for msg in order_msgs: for msg in order_msgs:
await ems_stream.send(msg) await ems_stream.send(msg)
for client in set(aioclients.values()): for client in set(aioclients.values()):
trade_event_stream: LinkedTaskChannel = await tn.start( trade_event_stream: LinkedTaskChannel = await n.start(
open_trade_event_stream, open_trade_event_stream,
client, client,
) )
# start order request handler **before** local trades # start order request handler **before** local trades
# event loop # event loop
tn.start_soon( n.start_soon(
handle_order_requests, handle_order_requests,
ems_stream, ems_stream,
accounts_def, accounts_def,
@ -771,7 +769,7 @@ async def open_trade_dialog(
) )
# allocate event relay tasks for each client connection # allocate event relay tasks for each client connection
tn.start_soon( n.start_soon(
deliver_trade_events, deliver_trade_events,
trade_event_stream, trade_event_stream,
@ -1243,47 +1241,32 @@ async def deliver_trade_events(
# never relay errors for non-broker related issues # never relay errors for non-broker related issues
# https://interactivebrokers.github.io/tws-api/message_codes.html # https://interactivebrokers.github.io/tws-api/message_codes.html
code: int = err['error_code'] code: int = err['error_code']
reason: str = err['reason'] if code in {
reqid: str = str(err['reqid']) 200, # uhh
# "Warning:" msg codes,
# https://interactivebrokers.github.io/tws-api/message_codes.html#warning_codes
# - 2109: 'Outside Regular Trading Hours'
if 'Warning:' in reason:
log.warning(
f'Order-API-warning: {code!r}\n'
f'reqid: {reqid!r}\n'
f'\n'
f'{pformat(err)}\n'
# ^TODO? should we just print the `reason`
# not the full `err`-dict?
)
continue
# XXX known special (ignore) cases
elif code in {
200, # uhh.. ni idea
# hist pacing / connectivity # hist pacing / connectivity
162, 162,
165, 165,
# WARNING codes:
# https://interactivebrokers.github.io/tws-api/message_codes.html#warning_codes
# Attribute 'Outside Regular Trading Hours' is
# " 'ignored based on the order type and
# destination. PlaceOrder is now ' 'being
# processed.',
2109,
# XXX: lol this isn't even documented.. # XXX: lol this isn't even documented..
# 'No market data during competing live session' # 'No market data during competing live session'
1669, 1669,
}: }:
log.error(
f'Order-API-error which is non-cancel-causing ?!\n'
f'\n'
f'{pformat(err)}\n'
)
continue continue
reqid: str = str(err['reqid'])
reason: str = err['reason']
if err['reqid'] == -1: if err['reqid'] == -1:
log.error( log.error(f'TWS external order error:\n{pformat(err)}')
f'TWS external order error ??\n'
f'{pformat(err)}\n'
)
flow: dict = dict( flow: dict = dict(
flows.get(reqid) flows.get(reqid)

View File

@ -34,7 +34,6 @@ import urllib.parse
import hashlib import hashlib
import hmac import hmac
import base64 import base64
import tractor
import trio import trio
from piker import config from piker import config
@ -373,7 +372,8 @@ class Client:
# 1658347714, 'status': 'Success'}]} # 1658347714, 'status': 'Success'}]}
if xfers: if xfers:
await tractor.pause() import tractor
await tractor.pp()
trans: dict[str, Transaction] = {} trans: dict[str, Transaction] = {}
for entry in xfers: for entry in xfers:
@ -501,8 +501,7 @@ class Client:
for xkey, data in resp['result'].items(): for xkey, data in resp['result'].items():
# NOTE: always cache in pairs tables for faster lookup # NOTE: always cache in pairs tables for faster lookup
with tractor.devx.maybe_open_crash_handler(): # as bxerr: pair = Pair(xname=xkey, **data)
pair = Pair(xname=xkey, **data)
# register the above `Pair` structs for all # register the above `Pair` structs for all
# key-sets/monikers: a set of 4 (frickin) tables # key-sets/monikers: a set of 4 (frickin) tables

View File

@ -175,8 +175,9 @@ async def handle_order_requests(
case { case {
'account': 'kraken.spot' as account, 'account': 'kraken.spot' as account,
'action': 'buy'|'sell', 'action': action,
}: } if action in {'buy', 'sell'}:
# validate # validate
order = BrokerdOrder(**msg) order = BrokerdOrder(**msg)
@ -261,12 +262,6 @@ async def handle_order_requests(
} | extra } | extra
log.info(f'Submitting WS order request:\n{pformat(req)}') log.info(f'Submitting WS order request:\n{pformat(req)}')
# NOTE HOWTO, debug order requests
#
# if 'XRP' in pair:
# await tractor.pause()
await ws.send_msg(req) await ws.send_msg(req)
# placehold for sanity checking in relay loop # placehold for sanity checking in relay loop
@ -1090,8 +1085,6 @@ async def handle_order_updates(
f'Failed to {action} order {reqid}:\n' f'Failed to {action} order {reqid}:\n'
f'{errmsg}' f'{errmsg}'
) )
# if tractor._state.debug_mode():
# await tractor.pause()
symbol: str = 'N/A' symbol: str = 'N/A'
if chain := apiflows.get(reqid): if chain := apiflows.get(reqid):

View File

@ -21,6 +21,7 @@ Symbology defs and search.
from decimal import Decimal from decimal import Decimal
import tractor import tractor
from rapidfuzz import process as fuzzy
from piker._cacheables import ( from piker._cacheables import (
async_lifo_cache, async_lifo_cache,
@ -40,13 +41,8 @@ from piker.accounting._mktinfo import (
) )
# https://www.kraken.com/features/api#get-tradable-pairs
class Pair(Struct): class Pair(Struct):
'''
A tradable asset pair as schema-defined by,
https://docs.kraken.com/api/docs/rest-api/get-tradable-asset-pairs
'''
xname: str # idiotic bs_mktid equiv i guess? xname: str # idiotic bs_mktid equiv i guess?
altname: str # alternate pair name altname: str # alternate pair name
wsname: str # WebSocket pair name (if available) wsname: str # WebSocket pair name (if available)
@ -57,6 +53,7 @@ class Pair(Struct):
lot: str # volume lot size lot: str # volume lot size
cost_decimals: int cost_decimals: int
costmin: float
pair_decimals: int # scaling decimal places for pair pair_decimals: int # scaling decimal places for pair
lot_decimals: int # scaling decimal places for volume lot_decimals: int # scaling decimal places for volume
@ -82,7 +79,6 @@ class Pair(Struct):
tick_size: float # min price step size tick_size: float # min price step size
status: str status: str
costmin: str|None = None # XXX, only some mktpairs?
short_position_limit: float = 0 short_position_limit: float = 0
long_position_limit: float = float('inf') long_position_limit: float = float('inf')

View File

@ -25,10 +25,7 @@ from typing import TYPE_CHECKING
import trio import trio
import tractor import tractor
from tractor.trionics import ( from tractor.trionics import broadcast_receiver
broadcast_receiver,
collapse_eg,
)
from ._util import ( from ._util import (
log, # sub-sys logger log, # sub-sys logger
@ -284,11 +281,8 @@ async def open_ems(
client._ems_stream = trades_stream client._ems_stream = trades_stream
# start sync code order msg delivery task # start sync code order msg delivery task
async with ( async with trio.open_nursery() as n:
collapse_eg(), n.start_soon(
trio.open_nursery() as tn,
):
tn.start_soon(
relay_orders_from_sync_code, relay_orders_from_sync_code,
client, client,
fqme, fqme,
@ -304,4 +298,4 @@ async def open_ems(
) )
# stop the sync-msg-relay task on exit. # stop the sync-msg-relay task on exit.
tn.cancel_scope.cancel() n.cancel_scope.cancel()

View File

@ -42,7 +42,6 @@ from bidict import bidict
import trio import trio
from trio_typing import TaskStatus from trio_typing import TaskStatus
import tractor import tractor
from tractor import trionics
from ._util import ( from ._util import (
log, # sub-sys logger log, # sub-sys logger
@ -77,6 +76,7 @@ if TYPE_CHECKING:
# TODO: numba all of this # TODO: numba all of this
def mk_check( def mk_check(
trigger_price: float, trigger_price: float,
known_last: float, known_last: float,
action: str, action: str,
@ -162,7 +162,7 @@ async def clear_dark_triggers(
router: Router, router: Router,
brokerd_orders_stream: tractor.MsgStream, brokerd_orders_stream: tractor.MsgStream,
quote_stream: tractor.MsgStream, quote_stream: tractor.ReceiveMsgStream, # noqa
broker: str, broker: str,
fqme: str, fqme: str,
@ -178,7 +178,6 @@ async def clear_dark_triggers(
''' '''
# XXX: optimize this for speed! # XXX: optimize this for speed!
# TODO: # TODO:
# - port to the new ringbuf stuff in `tractor.ipc`!
# - numba all this! # - numba all this!
# - this stream may eventually contain multiple symbols # - this stream may eventually contain multiple symbols
quote_stream._raise_on_lag = False quote_stream._raise_on_lag = False
@ -501,7 +500,7 @@ class Router(Struct):
''' '''
# setup at actor spawn time # setup at actor spawn time
_tn: trio.Nursery nursery: trio.Nursery
# broker to book map # broker to book map
books: dict[str, DarkBook] = {} books: dict[str, DarkBook] = {}
@ -667,7 +666,7 @@ class Router(Struct):
# dark book clearing loop, also lives with parent # dark book clearing loop, also lives with parent
# daemon to allow dark order clearing while no # daemon to allow dark order clearing while no
# client is connected. # client is connected.
self._tn.start_soon( self.nursery.start_soon(
clear_dark_triggers, clear_dark_triggers,
self, self,
relay.brokerd_stream, relay.brokerd_stream,
@ -690,7 +689,7 @@ class Router(Struct):
# spawn a ``brokerd`` order control dialog stream # spawn a ``brokerd`` order control dialog stream
# that syncs lifetime with the parent `emsd` daemon. # that syncs lifetime with the parent `emsd` daemon.
self._tn.start_soon( self.nursery.start_soon(
translate_and_relay_brokerd_events, translate_and_relay_brokerd_events,
broker, broker,
relay.brokerd_stream, relay.brokerd_stream,
@ -764,12 +763,10 @@ async def _setup_persistent_emsd(
global _router global _router
# open a root "service task-nursery" for the `emsd`-actor # open a root "service nursery" for the ``emsd`` actor
async with ( async with trio.open_nursery() as service_nursery:
trionics.collapse_eg(),
trio.open_nursery() as tn _router = Router(nursery=service_nursery)
):
_router = Router(_tn=tn)
# TODO: send back the full set of persistent # TODO: send back the full set of persistent
# orders/execs? # orders/execs?
@ -1185,16 +1182,12 @@ async def process_client_order_cmds(
submitting live orders immediately if requested by the client. submitting live orders immediately if requested by the client.
''' '''
# TODO, only allow `msgspec.Struct` form! # cmd: dict
cmd: dict
async for cmd in client_order_stream: async for cmd in client_order_stream:
log.info( log.info(f'Received order cmd:\n{pformat(cmd)}')
f'Received order cmd:\n'
f'{pformat(cmd)}\n'
)
# CAWT DAMN we need struct support! # CAWT DAMN we need struct support!
oid: str = str(cmd['oid']) oid = str(cmd['oid'])
# register this stream as an active order dialog (msg flow) for # register this stream as an active order dialog (msg flow) for
# this order id such that translated message from the brokerd # this order id such that translated message from the brokerd
@ -1300,7 +1293,7 @@ async def process_client_order_cmds(
case { case {
'oid': oid, 'oid': oid,
'symbol': fqme, 'symbol': fqme,
'price': price, 'price': trigger_price,
'size': size, 'size': size,
'action': ('buy' | 'sell') as action, 'action': ('buy' | 'sell') as action,
'exec_mode': ('live' | 'paper'), 'exec_mode': ('live' | 'paper'),
@ -1332,7 +1325,7 @@ async def process_client_order_cmds(
symbol=sym, symbol=sym,
action=action, action=action,
price=price, price=trigger_price,
size=size, size=size,
account=req.account, account=req.account,
) )
@ -1354,11 +1347,7 @@ async def process_client_order_cmds(
# (``translate_and_relay_brokerd_events()`` above) will # (``translate_and_relay_brokerd_events()`` above) will
# handle relaying the ems side responses back to # handle relaying the ems side responses back to
# the client/cmd sender from this request # the client/cmd sender from this request
log.info( log.info(f'Sending live order to {broker}:\n{pformat(msg)}')
f'Sending live order to {broker}:\n'
f'{pformat(msg)}'
)
await brokerd_order_stream.send(msg) await brokerd_order_stream.send(msg)
# an immediate response should be ``BrokerdOrderAck`` # an immediate response should be ``BrokerdOrderAck``
@ -1374,7 +1363,7 @@ async def process_client_order_cmds(
case { case {
'oid': oid, 'oid': oid,
'symbol': fqme, 'symbol': fqme,
'price': price, 'price': trigger_price,
'size': size, 'size': size,
'exec_mode': exec_mode, 'exec_mode': exec_mode,
'action': action, 'action': action,
@ -1402,12 +1391,7 @@ async def process_client_order_cmds(
if isnan(last): if isnan(last):
last = flume.rt_shm.array[-1]['close'] last = flume.rt_shm.array[-1]['close']
trigger_price: float = float(price) pred = mk_check(trigger_price, last, action)
pred = mk_check(
trigger_price,
last,
action,
)
# NOTE: for dark orders currently we submit # NOTE: for dark orders currently we submit
# the triggered live order at a price 5 ticks # the triggered live order at a price 5 ticks
@ -1514,7 +1498,7 @@ async def maybe_open_trade_relays(
loglevel: str = 'info', loglevel: str = 'info',
): ):
fqme, relay, feed, client_ready = await _router._tn.start( fqme, relay, feed, client_ready = await _router.nursery.start(
_router.open_trade_relays, _router.open_trade_relays,
fqme, fqme,
exec_mode, exec_mode,
@ -1547,7 +1531,7 @@ async def _emsd_main(
ctx: tractor.Context, ctx: tractor.Context,
fqme: str, fqme: str,
exec_mode: str, # ('paper', 'live') exec_mode: str, # ('paper', 'live')
loglevel: str|None = None, loglevel: str | None = None,
) -> tuple[ ) -> tuple[
dict[ dict[

View File

@ -19,7 +19,6 @@ Clearing sub-system message and protocols.
""" """
from __future__ import annotations from __future__ import annotations
from decimal import Decimal
from typing import ( from typing import (
Literal, Literal,
) )
@ -72,15 +71,7 @@ class Order(Struct):
symbol: str # | MktPair symbol: str # | MktPair
account: str # should we set a default as '' ? account: str # should we set a default as '' ?
# https://docs.python.org/3/library/decimal.html#decimal-objects price: float
#
# ?TODO? decimal usage throughout?
# -[ ] possibly leverage the `Encoder(decimal_format='number')`
# bit?
# |_https://jcristharif.com/msgspec/supported-types.html#decimal
# -[ ] should we also use it for .size?
#
price: Decimal
size: float # -ve is "sell", +ve is "buy" size: float # -ve is "sell", +ve is "buy"
brokers: list[str] = [] brokers: list[str] = []
@ -187,7 +178,7 @@ class BrokerdOrder(Struct):
time_ns: int time_ns: int
symbol: str # fqme symbol: str # fqme
price: Decimal price: float
size: float size: float
# TODO: if we instead rely on a +ve/-ve size to determine # TODO: if we instead rely on a +ve/-ve size to determine

View File

@ -508,7 +508,7 @@ async def handle_order_requests(
reqid = await client.submit_limit( reqid = await client.submit_limit(
oid=order.oid, oid=order.oid,
symbol=f'{order.symbol}.{client.broker}', symbol=f'{order.symbol}.{client.broker}',
price=float(order.price), price=order.price,
action=order.action, action=order.action,
size=order.size, size=order.size,
# XXX: by default 0 tells ``ib_insync`` methods that # XXX: by default 0 tells ``ib_insync`` methods that

View File

@ -184,12 +184,33 @@ def pikerd(
registry_addrs=regaddrs, registry_addrs=regaddrs,
loglevel=loglevel, loglevel=loglevel,
debug_mode=pdb, debug_mode=pdb,
enable_transports=['uds'],
) as service_mngr, ) as service_mngr, # normally delivers a ``Services`` handle
# AsyncExitStack() as stack,
): ):
assert service_mngr # TODO: spawn all other sub-actor daemons according to
# ?TODO? spawn all other sub-actor daemons according to
# multiaddress endpoint spec defined by user config # multiaddress endpoint spec defined by user config
assert service_mngr
# if tsdb:
# dname, conf = await stack.enter_async_context(
# service.marketstore.start_ahab_daemon(
# service_mngr,
# loglevel=loglevel,
# )
# )
# log.info(f'TSDB `{dname}` up with conf:\n{conf}')
# if es:
# dname, conf = await stack.enter_async_context(
# service.elastic.start_ahab_daemon(
# service_mngr,
# loglevel=loglevel,
# )
# )
# log.info(f'DB `{dname}` up with conf:\n{conf}')
await trio.sleep_forever() await trio.sleep_forever()
trio.run(main) trio.run(main)
@ -314,7 +335,7 @@ def services(config, tl, ports):
name='service_query', name='service_query',
loglevel=config['loglevel'] if tl else None, loglevel=config['loglevel'] if tl else None,
), ),
tractor.get_registry( tractor.get_arbiter(
host=host, host=host,
port=ports[0] port=ports[0]
) as portal ) as portal

View File

@ -284,8 +284,7 @@ class Sampler:
except ( except (
trio.BrokenResourceError, trio.BrokenResourceError,
trio.ClosedResourceError, trio.ClosedResourceError
trio.EndOfChannel,
): ):
log.error( log.error(
f'{stream._ctx.chan.uid} dropped connection' f'{stream._ctx.chan.uid} dropped connection'
@ -698,7 +697,7 @@ async def sample_and_broadcast(
log.warning( log.warning(
f'Feed OVERRUN {sub_key}' f'Feed OVERRUN {sub_key}'
f'@{bus.brokername} -> \n' '@{bus.brokername} -> \n'
f'feed @ {chan.uid}\n' f'feed @ {chan.uid}\n'
f'throttle = {throttle} Hz' f'throttle = {throttle} Hz'
) )
@ -877,7 +876,6 @@ async def uniform_rate_send(
except tractor.RemoteActorError as rme: except tractor.RemoteActorError as rme:
if rme.type is not tractor._exceptions.StreamOverrun: if rme.type is not tractor._exceptions.StreamOverrun:
raise raise
ctx = stream._ctx ctx = stream._ctx
chan = ctx.chan chan = ctx.chan
log.warning( log.warning(
@ -894,7 +892,6 @@ async def uniform_rate_send(
trio.ClosedResourceError, trio.ClosedResourceError,
trio.BrokenResourceError, trio.BrokenResourceError,
ConnectionResetError, ConnectionResetError,
trio.EndOfChannel,
): ):
# if the feed consumer goes down then drop # if the feed consumer goes down then drop
# out of this rate limiter # out of this rate limiter

View File

@ -39,7 +39,6 @@ from typing import (
AsyncContextManager, AsyncContextManager,
Awaitable, Awaitable,
Sequence, Sequence,
TYPE_CHECKING,
) )
import trio import trio
@ -76,10 +75,6 @@ from ._sampling import (
uniform_rate_send, uniform_rate_send,
) )
if TYPE_CHECKING:
from tractor._addr import Address
from tractor.msg.types import Aid
class Sub(Struct, frozen=True): class Sub(Struct, frozen=True):
''' '''
@ -728,10 +723,7 @@ class Feed(Struct):
async for msg in stream: async for msg in stream:
await tx.send(msg) await tx.send(msg)
async with ( async with trio.open_nursery() as nurse:
tractor.trionics.collapse_eg(),
trio.open_nursery() as nurse
):
# spawn a relay task for each stream so that they all # spawn a relay task for each stream so that they all
# multiplex to a common channel. # multiplex to a common channel.
for brokername in mods: for brokername in mods:
@ -907,19 +899,19 @@ async def open_feed(
feed.portals[brokermod] = portal feed.portals[brokermod] = portal
# fill out "status info" that the UI can show # fill out "status info" that the UI can show
chan: tractor.Channel = portal.chan host, port = portal.channel.raddr
raddr: Address = chan.raddr if host == '127.0.0.1':
aid: Aid = chan.aid host = 'localhost'
# TAG_feed_status_update
feed.status.update({ feed.status.update({
'actor_id': aid, 'actor_name': portal.channel.uid[0],
'actor_short_id': f'{aid.name}@{aid.pid}', 'host': host,
'ipc': chan.raddr.proto_key, 'port': port,
'ipc_addr': raddr,
'hist_shm': 'NA', 'hist_shm': 'NA',
'rt_shm': 'NA', 'rt_shm': 'NA',
'throttle_hz': tick_throttle, 'throttle_rate': tick_throttle,
}) })
# feed.status.update(init_msg.pop('status', {}))
# (allocate and) connect to any feed bus for this broker # (allocate and) connect to any feed bus for this broker
bus_ctxs.append( bus_ctxs.append(

View File

@ -498,7 +498,6 @@ async def cascade(
func_name: str = func.__name__ func_name: str = func.__name__
async with ( async with (
tractor.trionics.collapse_eg(), # avoid multi-taskc tb in console
trio.open_nursery() as tn, trio.open_nursery() as tn,
): ):
# TODO: might be better to just make a "restart" method where # TODO: might be better to just make a "restart" method where

View File

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

View File

@ -200,8 +200,7 @@ async def open_pikerd(
reg_addrs, reg_addrs,
), ),
tractor.open_nursery() as actor_nursery, tractor.open_nursery() as actor_nursery,
tractor.trionics.collapse_eg(), trio.open_nursery() as service_nursery,
trio.open_nursery() as service_tn,
): ):
for addr in reg_addrs: for addr in reg_addrs:
if addr not in root_actor.accept_addrs: if addr not in root_actor.accept_addrs:
@ -212,7 +211,7 @@ async def open_pikerd(
# assign globally for future daemon/task creation # assign globally for future daemon/task creation
Services.actor_n = actor_nursery Services.actor_n = actor_nursery
Services.service_n = service_tn Services.service_n = service_nursery
Services.debug_mode = debug_mode Services.debug_mode = debug_mode
try: try:
@ -222,7 +221,7 @@ async def open_pikerd(
# TODO: is this more clever/efficient? # TODO: is this more clever/efficient?
# if 'samplerd' in Services.service_tasks: # if 'samplerd' in Services.service_tasks:
# await Services.cancel_service('samplerd') # await Services.cancel_service('samplerd')
service_tn.cancel_scope.cancel() service_nursery.cancel_scope.cancel()
# TODO: do we even need this? # TODO: do we even need this?

View File

@ -138,16 +138,6 @@ class StorageClient(
) -> None: ) -> None:
... ...
async def write_oi(
self,
fqme: str,
oi: np.ndarray,
append_and_duplicate: bool = True,
limit: int = int(800e3),
) -> None:
...
class TimeseriesNotFound(Exception): class TimeseriesNotFound(Exception):
''' '''

View File

@ -111,24 +111,6 @@ def mk_ohlcv_shm_keyed_filepath(
return path return path
def mk_oi_shm_keyed_filepath(
fqme: str,
period: float | int,
datadir: Path,
) -> Path:
if period < 1.:
raise ValueError('Sample period should be >= 1.!?')
path: Path = (
datadir
/
f'{fqme}.oi{int(period)}s.parquet'
)
return path
def unpack_fqme_from_parquet_filepath(path: Path) -> str: def unpack_fqme_from_parquet_filepath(path: Path) -> str:
filename: str = str(path.name) filename: str = str(path.name)
@ -190,11 +172,7 @@ class NativeStorageClient:
key: str = path.name.rstrip('.parquet') key: str = path.name.rstrip('.parquet')
fqme, _, descr = key.rpartition('.') fqme, _, descr = key.rpartition('.')
if 'ohlcv' in descr: prefix, _, suffix = descr.partition('ohlcv')
prefix, _, suffix = descr.partition('ohlcv')
elif 'oi' in descr:
prefix, _, suffix = descr.partition('oi')
period: int = int(suffix.strip('s')) period: int = int(suffix.strip('s'))
# cache description data # cache description data
@ -391,61 +369,6 @@ class NativeStorageClient:
timeframe, timeframe,
) )
def _write_oi(
self,
fqme: str,
oi: np.ndarray,
) -> Path:
'''
Sync version of the public interface meth, since we don't
currently actually need or support an async impl.
'''
path: Path = mk_oi_shm_keyed_filepath(
fqme=fqme,
period=1,
datadir=self._datadir,
)
if isinstance(oi, np.ndarray):
new_df: pl.DataFrame = tsp.np2pl(oi)
else:
new_df = oi
if path.exists():
old_df = pl.read_parquet(path)
df = pl.concat([old_df, new_df])
else:
df = new_df
start = time.time()
df.write_parquet(path)
delay: float = round(
time.time() - start,
ndigits=6,
)
log.info(
f'parquet write took {delay} secs\n'
f'file path: {path}'
)
return path
async def write_oi(
self,
fqme: str,
oi: np.ndarray,
) -> Path:
'''
Write input oi time series for fqme and sampling period
to (local) disk.
'''
return self._write_oi(
fqme,
oi,
)
async def delete_ts( async def delete_ts(
self, self,
key: str, key: str,

View File

@ -963,10 +963,7 @@ async def tsdb_backfill(
# concurrently load the provider's most-recent-frame AND any # concurrently load the provider's most-recent-frame AND any
# pre-existing tsdb history already saved in `piker` storage. # pre-existing tsdb history already saved in `piker` storage.
dt_eps: list[DateTime, DateTime] = [] dt_eps: list[DateTime, DateTime] = []
async with ( async with trio.open_nursery() as tn:
tractor.trionics.collapse_eg(),
trio.open_nursery() as tn
):
tn.start_soon( tn.start_soon(
push_latest_frame, push_latest_frame,
dt_eps, dt_eps,
@ -1015,16 +1012,9 @@ async def tsdb_backfill(
int, int,
Duration, Duration,
]|None = config.get('frame_types', None) ]|None = config.get('frame_types', None)
if def_frame_durs: if def_frame_durs:
def_frame_size: Duration = def_frame_durs[timeframe] def_frame_size: Duration = def_frame_durs[timeframe]
assert def_frame_size == calced_frame_size
if def_frame_size != calced_frame_size:
log.warning(
f'Expected frame size {def_frame_size}\n'
f'Rxed frame {calced_frame_size}\n'
)
# await tractor.pause()
else: else:
# use what we calced from first frame above. # use what we calced from first frame above.
def_frame_size = calced_frame_size def_frame_size = calced_frame_size
@ -1053,9 +1043,7 @@ async def tsdb_backfill(
# if there is a gap to backfill from the first # if there is a gap to backfill from the first
# history frame until the last datum loaded from the tsdb # history frame until the last datum loaded from the tsdb
# continue that now in the background # continue that now in the background
async with trio.open_nursery( async with trio.open_nursery() as tn:
strict_exception_groups=False,
) as tn:
bf_done = await tn.start( bf_done = await tn.start(
partial( partial(
@ -1320,7 +1308,6 @@ async def manage_history(
# sampling period) data set since normally differently # sampling period) data set since normally differently
# sampled timeseries can be loaded / process independently # sampled timeseries can be loaded / process independently
# ;) # ;)
tractor.trionics.collapse_eg(),
trio.open_nursery() as tn, trio.open_nursery() as tn,
): ):
log.info( log.info(

View File

@ -517,7 +517,7 @@ def with_dts(
''' '''
return df.with_columns([ return df.with_columns([
pl.col(time_col).shift(1).name.suffix('_prev'), pl.col(time_col).shift(1).suffix('_prev'),
pl.col(time_col).diff().alias('s_diff'), pl.col(time_col).diff().alias('s_diff'),
pl.from_epoch(pl.col(time_col)).alias('dt'), pl.from_epoch(pl.col(time_col)).alias('dt'),
]).with_columns([ ]).with_columns([
@ -623,7 +623,7 @@ def detect_vlm_gaps(
) -> pl.DataFrame: ) -> pl.DataFrame:
vnull: pl.DataFrame = df.filter( vnull: pl.DataFrame = w_dts.filter(
pl.col(col) == 0 pl.col(col) == 0
) )
return vnull return vnull

View File

@ -21,7 +21,6 @@ Main app startup and run.
from functools import partial from functools import partial
from types import ModuleType from types import ModuleType
import tractor
import trio import trio
from piker.ui.qt import ( from piker.ui.qt import (
@ -117,7 +116,6 @@ async def _async_main(
needed_brokermods[brokername] = brokers[brokername] needed_brokermods[brokername] = brokers[brokername]
async with ( async with (
tractor.trionics.collapse_eg(),
trio.open_nursery() as root_n, trio.open_nursery() as root_n,
): ):
# set root nursery and task stack for spawning other charts/feeds # set root nursery and task stack for spawning other charts/feeds

View File

@ -33,6 +33,7 @@ import trio
from piker.ui.qt import ( from piker.ui.qt import (
QtCore, QtCore,
QtWidgets,
Qt, Qt,
QLineF, QLineF,
QFrame, QFrame,

View File

@ -1445,10 +1445,7 @@ async def display_symbol_data(
# for pause/resume on mouse interaction # for pause/resume on mouse interaction
rt_chart.feed = feed rt_chart.feed = feed
async with ( async with trio.open_nursery() as ln:
tractor.trionics.collapse_eg(),
trio.open_nursery() as ln,
):
# if available load volume related built-in display(s) # if available load volume related built-in display(s)
vlm_charts: dict[ vlm_charts: dict[
str, str,

View File

@ -22,10 +22,7 @@ from contextlib import asynccontextmanager as acm
from typing import Callable from typing import Callable
import trio import trio
from tractor.trionics import ( from tractor.trionics import gather_contexts
gather_contexts,
collapse_eg,
)
from piker.ui.qt import ( from piker.ui.qt import (
QtCore, QtCore,
@ -210,10 +207,7 @@ async def open_signal_handler(
async for args in recv: async for args in recv:
await async_handler(*args) await async_handler(*args)
async with ( async with trio.open_nursery() as tn:
collapse_eg(),
trio.open_nursery() as tn
):
tn.start_soon(proxy_to_handler) tn.start_soon(proxy_to_handler)
async with send: async with send:
yield yield
@ -248,7 +242,6 @@ async def open_handlers(
widget: QWidget widget: QWidget
streams: list[trio.abc.ReceiveChannel] streams: list[trio.abc.ReceiveChannel]
async with ( async with (
collapse_eg(),
trio.open_nursery() as tn, trio.open_nursery() as tn,
gather_contexts([ gather_contexts([
open_event_stream( open_event_stream(

View File

@ -18,11 +18,10 @@
Feed status and controls widget(s) for embedding in a UI-pane. Feed status and controls widget(s) for embedding in a UI-pane.
""" """
from __future__ import annotations from __future__ import annotations
from typing import ( from textwrap import dedent
Any, from typing import TYPE_CHECKING
TYPE_CHECKING,
)
# from PyQt5.QtCore import Qt # from PyQt5.QtCore import Qt
@ -50,55 +49,35 @@ def mk_feed_label(
a feed control protocol. a feed control protocol.
''' '''
status: dict[str, Any] = feed.status status = feed.status
assert status assert status
# SO tips on ws/nls, msg = dedent("""
# https://stackoverflow.com/a/15721400 actor: **{actor_name}**\n
ws: str = '&nbsp;' |_ @**{host}:{port}**\n
# nl: str = '<br>' # dun work? """)
actor_info_repr: str = (
f')> **{status["actor_short_id"]}**\n'
'\n' # bc md?
)
# fields to select *IN* for display for key, val in status.items():
# (see `.data.feed.open_feed()` status if key in ('host', 'port', 'actor_name'):
# update -> TAG_feed_status_update) continue
for key in [ msg += f'\n|_ {key}: **{{{key}}}**\n'
'ipc',
'hist_shm',
'rt_shm',
'throttle_hz',
]:
# NOTE, the 2nd key is filled via `.format()` updates.
actor_info_repr += (
f'\n' # bc md?
f'{ws}|_{key}: **{{{key}}}**\n'
)
# ^TODO? formatting and content..
# -[ ] showing which fqme is "forward" on the
# chart/fsp/order-mode?
# '|_ flows: **{symbols}**\n'
#
# -[x] why isn't the indent working?
# => markdown, now solved..
feed_label = FormatLabel( feed_label = FormatLabel(
fmt_str=actor_info_repr, fmt_str=msg,
# |_ streams: **{symbols}**\n
font=_font.font, font=_font.font,
font_size=_font_small.px_size, font_size=_font_small.px_size,
font_color='default_lightest', font_color='default_lightest',
) )
# ?TODO, remove this?
# form.vbox.setAlignment(feed_label, Qt.AlignBottom) # form.vbox.setAlignment(feed_label, Qt.AlignBottom)
# form.vbox.setAlignment(Qt.AlignBottom) # form.vbox.setAlignment(Qt.AlignBottom)
# _ = chart.height() - ( _ = chart.height() - (
# form.height() + form.height() +
# form.fill_bar.height() form.fill_bar.height()
# # feed_label.height() # feed_label.height()
# ) )
feed_label.format(**feed.status) feed_label.format(**feed.status)
return feed_label return feed_label

View File

@ -600,7 +600,6 @@ async def open_fsp_admin(
kwargs=kwargs, kwargs=kwargs,
) as (cache_hit, cluster_map), ) as (cache_hit, cluster_map),
tractor.trionics.collapse_eg(),
trio.open_nursery() as tn, trio.open_nursery() as tn,
): ):
if cache_hit: if cache_hit:
@ -614,8 +613,6 @@ async def open_fsp_admin(
) )
try: try:
yield admin yield admin
# ??TODO, does this *need* to be inside a finally?
finally: finally:
# terminate all tasks via signals # terminate all tasks via signals
for key, entry in admin._registry.items(): for key, entry in admin._registry.items():

View File

@ -285,20 +285,18 @@ class FormatLabel(QLabel):
font_size: int, font_size: int,
font_color: str, font_color: str,
use_md: bool = True,
parent=None, parent=None,
) -> None: ) -> None:
super().__init__(parent) super().__init__(parent)
# by default set the format string verbatim and expect user # by default set the format string verbatim and expect user to
# to call ``.format()`` later (presumably they'll notice the # call ``.format()`` later (presumably they'll notice the
# unformatted content if ``fmt_str`` isn't meant to be # unformatted content if ``fmt_str`` isn't meant to be
# unformatted). # unformatted).
self.fmt_str = fmt_str self.fmt_str = fmt_str
# self.setText(fmt_str) # ?TODO, why here? self.setText(fmt_str)
self.setStyleSheet( self.setStyleSheet(
f"""QLabel {{ f"""QLabel {{
@ -308,10 +306,9 @@ class FormatLabel(QLabel):
""" """
) )
self.setFont(_font.font) self.setFont(_font.font)
if use_md: self.setTextFormat(
self.setTextFormat( Qt.TextFormat.MarkdownText
Qt.TextFormat.MarkdownText )
)
self.setMargin(0) self.setMargin(0)
self.setSizePolicy( self.setSizePolicy(
@ -319,10 +316,7 @@ class FormatLabel(QLabel):
size_policy.Expanding, size_policy.Expanding,
) )
self.setAlignment( self.setAlignment(
Qt.AlignLeft Qt.AlignVCenter | Qt.AlignLeft
|
Qt.AlignBottom
# Qt.AlignVCenter
) )
self.setText(self.fmt_str) self.setText(self.fmt_str)

View File

@ -269,8 +269,6 @@ def hcolor(name: str) -> str:
# default ohlc-bars/curve gray # default ohlc-bars/curve gray
'bracket': '#666666', # like the logo 'bracket': '#666666', # like the logo
'pikers': '#616161', # a trader shade of..
'beast': '#161616', # in the dark alone.
# bluish # bluish
'charcoal': '#36454F', 'charcoal': '#36454F',

View File

@ -21,7 +21,6 @@ Chart trading, the only way to scalp.
from __future__ import annotations from __future__ import annotations
from contextlib import asynccontextmanager from contextlib import asynccontextmanager
from dataclasses import dataclass, field from dataclasses import dataclass, field
from decimal import Decimal
from functools import partial from functools import partial
from pprint import pformat from pprint import pformat
import time import time
@ -42,6 +41,7 @@ from piker.accounting import (
Position, Position,
mk_allocator, mk_allocator,
MktPair, MktPair,
Symbol,
) )
from piker.clearing import ( from piker.clearing import (
open_ems, open_ems,
@ -143,15 +143,6 @@ class OrderMode:
} }
_staged_order: Order | None = None _staged_order: Order | None = None
@property
def curr_mkt(self) -> MktPair:
'''
Deliver the currently selected `MktPair` according
chart state.
'''
return self.chart.linked.mkt
def on_level_change_update_next_order_info( def on_level_change_update_next_order_info(
self, self,
level: float, level: float,
@ -181,11 +172,7 @@ class OrderMode:
line.update_labels(order_info) line.update_labels(order_info)
# update bound-in staged order # update bound-in staged order
mkt: MktPair = self.curr_mkt order.price = level
order.price: Decimal = mkt.quantize(
size=level,
quantity_type='price',
)
order.size = order_info['size'] order.size = order_info['size']
# when an order is changed we flip the settings side-pane to # when an order is changed we flip the settings side-pane to
@ -200,9 +187,7 @@ class OrderMode:
) -> LevelLine: ) -> LevelLine:
# TODO, if we instead just always decimalize at the ems layer level = order.price
# we can avoid this back-n-forth casting?
level = float(order.price)
line = order_line( line = order_line(
chart or self.chart, chart or self.chart,
@ -239,11 +224,7 @@ class OrderMode:
# the order mode allocator but we still need to update the # the order mode allocator but we still need to update the
# "staged" order message we'll send to the ems # "staged" order message we'll send to the ems
def update_order_price(y: float) -> None: def update_order_price(y: float) -> None:
mkt: MktPair = self.curr_mkt order.price = y
order.price: Decimal = mkt.quantize(
size=y,
quantity_type='price',
)
line._on_level_change = update_order_price line._on_level_change = update_order_price
@ -294,31 +275,34 @@ class OrderMode:
chart = cursor.linked.chart chart = cursor.linked.chart
if ( if (
not chart not chart
and and cursor
cursor and cursor.active_plot
and
cursor.active_plot
): ):
return return
chart = cursor.active_plot chart = cursor.active_plot
price: float = cursor._datum_xy[1] price = cursor._datum_xy[1]
if not price: if not price:
# zero prices are not supported by any means # zero prices are not supported by any means
# since that's illogical / a no-op. # since that's illogical / a no-op.
return return
mkt: MktPair = self.chart.linked.mkt
# NOTE : we could also use instead,
# mkt.quantize(price, quantity_type='price')
# but it returns a Decimal and it's probably gonna
# be slower?
# TODO: should we be enforcing this precision # TODO: should we be enforcing this precision
# at a different layer in the stack? # at a different layer in the stack? right now
# |_ might require `MktPair` tracking in the EMS? # any precision error will literally be relayed
# |_ right now any precision error will be relayed # all the way back from the backend.
# all the way back from the backend and vice-versa..
# price = round(
mkt: MktPair = self.curr_mkt price,
price: Decimal = mkt.quantize( ndigits=mkt.price_tick_digits,
size=price,
quantity_type='price',
) )
order = self._staged_order = Order( order = self._staged_order = Order(
action=action, action=action,
price=price, price=price,
@ -394,7 +378,7 @@ class OrderMode:
'oid': oid, 'oid': oid,
}) })
if float(order.price) <= 0: if order.price <= 0:
log.error( log.error(
'*!? Invalid `Order.price <= 0` ?!*\n' '*!? Invalid `Order.price <= 0` ?!*\n'
# TODO: make this present multi-line in object form # TODO: make this present multi-line in object form
@ -531,15 +515,14 @@ class OrderMode:
# if an order msg is provided update the line # if an order msg is provided update the line
# **from** that msg. # **from** that msg.
if order: if order:
price: float = float(order.price) if order.price <= 0:
if price <= 0:
log.error(f'Order has 0 price, cancelling..\n{order}') log.error(f'Order has 0 price, cancelling..\n{order}')
self.cancel_orders([order.oid]) self.cancel_orders([order.oid])
return None return None
line.set_level(price) line.set_level(order.price)
self.on_level_change_update_next_order_info( self.on_level_change_update_next_order_info(
level=price, level=order.price,
line=line, line=line,
order=order, order=order,
# use the corresponding position tracker for the # use the corresponding position tracker for the
@ -698,9 +681,9 @@ class OrderMode:
) -> Dialog | None: ) -> Dialog | None:
# NOTE: the `.order` attr **must** be set with the # NOTE: the `.order` attr **must** be set with the
# equivalent order msg in order to be loaded. # equivalent order msg in order to be loaded.
order: Order = msg.req order = msg.req
oid = str(msg.oid) oid = str(msg.oid)
symbol: str = order.symbol symbol = order.symbol
# TODO: MEGA UGGG ZONEEEE! # TODO: MEGA UGGG ZONEEEE!
src = msg.src src = msg.src
@ -719,22 +702,13 @@ class OrderMode:
order.oid = str(order.oid) order.oid = str(order.oid)
order.brokers = [brokername] order.brokers = [brokername]
# ?TODO? change this over to `MktPair`, but it's gonna be # TODO: change this over to `MktPair`, but it's
# tough since we don't have any such data really in our # gonna be tough since we don't have any such data
# clearing msg schema.. # really in our clearing msg schema..
# BUT WAIT! WHY do we even want/need this!? order.symbol = Symbol.from_fqme(
# fqsn=fqme,
# order.symbol = self.curr_mkt info={},
# )
# XXX, the old approach.. which i don't quire member why..
# -[ ] verify we for sure don't require this any more!
# |_https://github.com/pikers/piker/issues/517
#
# order.symbol = Symbol.from_fqme(
# fqsn=fqme,
# info={},
# )
maybe_dialog: Dialog | None = self.submit_order( maybe_dialog: Dialog | None = self.submit_order(
send_msg=False, send_msg=False,
order=order, order=order,
@ -792,7 +766,6 @@ async def open_order_mode(
brokerd_accounts, brokerd_accounts,
ems_dialog_msgs, ems_dialog_msgs,
), ),
tractor.trionics.collapse_eg(),
trio.open_nursery() as tn, trio.open_nursery() as tn,
): ):
@ -1128,7 +1101,7 @@ async def process_trade_msg(
) )
) )
): ):
msg.req: Order = order msg.req = order
dialog: ( dialog: (
Dialog Dialog
# NOTE: on an invalid order submission (eg. # NOTE: on an invalid order submission (eg.
@ -1193,7 +1166,7 @@ async def process_trade_msg(
tm = time.time() tm = time.time()
mode.on_fill( mode.on_fill(
oid, oid,
price=float(req.price), price=req.price,
time_s=tm, time_s=tm,
) )
mode.lines.remove_line(uuid=oid) mode.lines.remove_line(uuid=oid)
@ -1248,7 +1221,7 @@ async def process_trade_msg(
tm = details['broker_time'] tm = details['broker_time']
mode.on_fill( mode.on_fill(
oid, oid,
price=float(details['price']), price=details['price'],
time_s=tm, time_s=tm,
pointing='up' if action == 'buy' else 'down', pointing='up' if action == 'buy' else 'down',
) )

View File

@ -23,7 +23,7 @@ name = "piker"
version = "0.1.0a0dev0" version = "0.1.0a0dev0"
description = "trading gear for hackers" description = "trading gear for hackers"
authors = [{ name = "Tyler Goodlet", email = "goodboy_foss@protonmail.com" }] authors = [{ name = "Tyler Goodlet", email = "goodboy_foss@protonmail.com" }]
requires-python = ">=3.12" requires-python = ">=3.12, <3.13"
license = "AGPL-3.0-or-later" license = "AGPL-3.0-or-later"
readme = "README.rst" readme = "README.rst"
keywords = [ keywords = [
@ -39,8 +39,8 @@ classifiers = [
"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 :: 3.12", "Programming Language :: Python :: 3.12",
"Programming Language :: Python :: 3.13",
"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",
@ -49,13 +49,13 @@ classifiers = [
dependencies = [ dependencies = [
"async-generator >=1.10, <2.0.0", "async-generator >=1.10, <2.0.0",
"attrs >=23.1.0, <24.0.0", "attrs >=23.1.0, <24.0.0",
"bidict >=0.23.1", "bidict >=0.22.1, <0.23.0",
"colorama >=0.4.6, <0.5.0", "colorama >=0.4.6, <0.5.0",
"colorlog >=6.7.0, <7.0.0", "colorlog >=6.7.0, <7.0.0",
"ib-insync >=0.9.86, <0.10.0", "ib-insync >=0.9.86, <0.10.0",
"numpy>=2.0", "numba >=0.59.0, <0.60.0",
"polars >=0.20.6", "numpy >=1.25, <2.0",
"polars-fuzzy-match>=0.1.5", "polars >=0.18.13, <0.19.0",
"pygments >=2.16.1, <3.0.0", "pygments >=2.16.1, <3.0.0",
"rich >=13.5.2, <14.0.0", "rich >=13.5.2, <14.0.0",
"tomli >=2.0.1, <3.0.0", "tomli >=2.0.1, <3.0.0",
@ -65,18 +65,16 @@ dependencies = [
"typer >=0.9.0, <1.0.0", "typer >=0.9.0, <1.0.0",
"rapidfuzz >=3.5.2, <4.0.0", "rapidfuzz >=3.5.2, <4.0.0",
"pdbp >=1.5.0, <2.0.0", "pdbp >=1.5.0, <2.0.0",
"trio >=0.27", "trio >=0.24, <0.25",
"pendulum >=3.0.0, <4.0.0", "pendulum >=3.0.0, <4.0.0",
"httpx >=0.27.0, <0.28.0", "httpx >=0.27.0, <0.28.0",
"cryptofeed >=2.4.0, <3.0.0", "cryptofeed >=2.4.0, <3.0.0",
"pyarrow>=18.0.0", "pyarrow >=17.0.0, <18.0.0",
"websockets ==12.0", "websockets ==12.0",
"msgspec>=0.19.0,<0.20", "msgspec",
"tractor", "tractor",
"asyncvnc", "asyncvnc",
"tomlkit", "tomlkit",
"trio-typing>=0.10.0",
"numba>=0.61.0",
] ]
[project.optional-dependencies] [project.optional-dependencies]
@ -114,7 +112,6 @@ dev = [
"cython >=3.0.0, <4.0.0", "cython >=3.0.0, <4.0.0",
"greenback >=1.1.1, <2.0.0", "greenback >=1.1.1, <2.0.0",
"ruff>=0.9.6", "ruff>=0.9.6",
"pyperclip>=1.9.0",
] ]
[project.scripts] [project.scripts]
@ -128,21 +125,9 @@ include = ["piker"]
[tool.hatch.build.targets.wheel] [tool.hatch.build.targets.wheel]
include = ["piker"] include = ["piker"]
# TODO? move to a `uv.toml`?
[tool.uv]
python-preference = 'system'
python-downloads = 'manual'
[tool.uv.sources] [tool.uv.sources]
pyqtgraph = { git = "https://github.com/pikers/pyqtgraph.git" } pyqtgraph = { git = "https://github.com/pikers/pyqtgraph.git" }
asyncvnc = { git = "https://github.com/pikers/asyncvnc.git", branch = "main" } asyncvnc = { git = "https://github.com/pikers/asyncvnc.git", branch = "main" }
tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" } tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" }
msgspec = { git = "https://github.com/jcrist/msgspec.git" }
# tractor = { git = "https://pikers.dev/goodboy/tractor", branch = "main" }
# tractor = { git = "https://pikers.dev/goodboy/tractor", branch = "moar_eg_smoothing" }
# XXX for @goodboy's hackin, usually there's something new in the
# runtime being seriously tested here Bp
tractor = { path = "../tractor", editable = true } tractor = { path = "../tractor", editable = true }

View File

@ -62,9 +62,8 @@ ignore-init-module-imports = false
fixable = ["ALL"] fixable = ["ALL"]
unfixable = [] unfixable = []
# TODO? uhh why no work!?
# Allow unused variables when underscore-prefixed. # Allow unused variables when underscore-prefixed.
# dummy-variable-rgx = "^(_+|(_+[a-zA-Z0-9_]*[a-zA-Z0-9]+?))$" dummy-variable-rgx = "^(_+|(_+[a-zA-Z0-9_]*[a-zA-Z0-9]+?))$"
[format] [format]
# Use single quotes in `ruff format`. # Use single quotes in `ruff format`.

1
tags
View File

@ -1 +0,0 @@
TAG_feed_status_update ./piker/data/feed.py /TAG_feed_status_update/

View File

@ -179,7 +179,7 @@ def test_ems_err_on_bad_broker(
# NOTE: emsd should error on the actor's enabled modules # NOTE: emsd should error on the actor's enabled modules
# import phase, when looking for a backend named `doggy`. # import phase, when looking for a backend named `doggy`.
except tractor.RemoteActorError as re: except tractor.RemoteActorError as re:
assert re.type is ModuleNotFoundError assert re.type == ModuleNotFoundError
run_and_tollerate_cancels(load_bad_fqme) run_and_tollerate_cancels(load_bad_fqme)

View File

@ -142,12 +142,7 @@ async def test_concurrent_tokens_refresh(us_symbols, loglevel):
# async with tractor.open_nursery() as n: # async with tractor.open_nursery() as n:
# await n.run_in_actor('other', intermittently_refresh_tokens) # await n.run_in_actor('other', intermittently_refresh_tokens)
async with ( async with trio.open_nursery() as n:
tractor.trionics.collapse_eg(),
trio.open_nursery(
# strict_exception_groups=False,
) as n
):
quoter = await qt.stock_quoter(client, us_symbols) quoter = await qt.stock_quoter(client, us_symbols)
@ -388,9 +383,7 @@ async def test_quote_streaming(tmx_symbols, loglevel, stream_what):
else: else:
symbols = [tmx_symbols] symbols = [tmx_symbols]
async with trio.open_nursery( async with trio.open_nursery() as n:
strict_exception_groups=False,
) as n:
for syms, func in zip(symbols, stream_what): for syms, func in zip(symbols, stream_what):
n.start_soon(func, feed, syms) n.start_soon(func, feed, syms)

1326
uv.lock

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