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6 changed files with 41 additions and 93 deletions

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@ -98,14 +98,13 @@ async def open_cached_client(
If one has not been setup do it and cache it. If one has not been setup do it and cache it.
''' '''
brokermod: ModuleType = get_brokermod(brokername) brokermod = get_brokermod(brokername)
# TODO: make abstract or `typing.Protocol`
# client: Client
async with maybe_open_context( async with maybe_open_context(
acm_func=brokermod.get_client, acm_func=brokermod.get_client,
kwargs=kwargs, kwargs=kwargs,
) as (cache_hit, client): ) as (cache_hit, client):
if cache_hit: if cache_hit:
log.runtime(f'Reusing existing {client}') log.runtime(f'Reusing existing {client}')

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@ -471,15 +471,11 @@ def search(
''' '''
# global opts # global opts
brokermods: list[ModuleType] = list(config['brokermods'].values()) brokermods = list(config['brokermods'].values())
# TODO: this is coming from the `search --pdb` NOT from
# the `piker --pdb` XD ..
# -[ ] pull from the parent click ctx's values..dumdum
# assert pdb
# define tractor entrypoint # define tractor entrypoint
async def main(func): async def main(func):
async with maybe_open_pikerd( async with maybe_open_pikerd(
loglevel=config['loglevel'], loglevel=config['loglevel'],
debug_mode=pdb, debug_mode=pdb,

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@ -22,9 +22,7 @@ routines should be primitive data types where possible.
""" """
import inspect import inspect
from types import ModuleType from types import ModuleType
from typing import ( from typing import List, Dict, Any, Optional
Any,
)
import trio import trio
@ -36,10 +34,8 @@ from ..accounting import MktPair
async def api(brokername: str, methname: str, **kwargs) -> dict: async def api(brokername: str, methname: str, **kwargs) -> dict:
''' """Make (proxy through) a broker API call by name and return its result.
Make (proxy through) a broker API call by name and return its result. """
'''
brokermod = get_brokermod(brokername) brokermod = get_brokermod(brokername)
async with brokermod.get_client() as client: async with brokermod.get_client() as client:
meth = getattr(client, methname, None) meth = getattr(client, methname, None)
@ -66,14 +62,10 @@ async def api(brokername: str, methname: str, **kwargs) -> dict:
async def stocks_quote( async def stocks_quote(
brokermod: ModuleType, brokermod: ModuleType,
tickers: list[str] tickers: List[str]
) -> Dict[str, Dict[str, Any]]:
) -> dict[str, dict[str, Any]]: """Return quotes dict for ``tickers``.
''' """
Return a `dict` of snapshot quotes for the provided input
`tickers`: a `list` of fqmes.
'''
async with brokermod.get_client() as client: async with brokermod.get_client() as client:
return await client.quote(tickers) return await client.quote(tickers)
@ -82,15 +74,13 @@ async def stocks_quote(
async def option_chain( async def option_chain(
brokermod: ModuleType, brokermod: ModuleType,
symbol: str, symbol: str,
date: str|None = None, date: Optional[str] = None,
) -> dict[str, dict[str, dict[str, Any]]]: ) -> Dict[str, Dict[str, Dict[str, Any]]]:
''' """Return option chain for ``symbol`` for ``date``.
Return option chain for ``symbol`` for ``date``.
By default all expiries are returned. If ``date`` is provided By default all expiries are returned. If ``date`` is provided
then contract quotes for that single expiry are returned. then contract quotes for that single expiry are returned.
"""
'''
async with brokermod.get_client() as client: async with brokermod.get_client() as client:
if date: if date:
id = int((await client.tickers2ids([symbol]))[symbol]) id = int((await client.tickers2ids([symbol]))[symbol])
@ -108,7 +98,7 @@ async def option_chain(
# async def contracts( # async def contracts(
# brokermod: ModuleType, # brokermod: ModuleType,
# symbol: str, # symbol: str,
# ) -> dict[str, dict[str, dict[str, Any]]]: # ) -> Dict[str, Dict[str, Dict[str, Any]]]:
# """Return option contracts (all expiries) for ``symbol``. # """Return option contracts (all expiries) for ``symbol``.
# """ # """
# async with brokermod.get_client() as client: # async with brokermod.get_client() as client:
@ -120,24 +110,15 @@ async def bars(
brokermod: ModuleType, brokermod: ModuleType,
symbol: str, symbol: str,
**kwargs, **kwargs,
) -> dict[str, dict[str, dict[str, Any]]]: ) -> Dict[str, Dict[str, Dict[str, Any]]]:
''' """Return option contracts (all expiries) for ``symbol``.
Return option contracts (all expiries) for ``symbol``. """
'''
async with brokermod.get_client() as client: async with brokermod.get_client() as client:
return await client.bars(symbol, **kwargs) return await client.bars(symbol, **kwargs)
async def search_w_brokerd( async def search_w_brokerd(name: str, pattern: str) -> dict:
name: str,
pattern: str,
) -> dict:
# TODO: WHY NOT WORK!?!
# when we `step` through the next block?
# import tractor
# await tractor.pause()
async with open_cached_client(name) as client: async with open_cached_client(name) as client:
# TODO: support multiple asset type concurrent searches. # TODO: support multiple asset type concurrent searches.
@ -149,12 +130,12 @@ async def symbol_search(
pattern: str, pattern: str,
**kwargs, **kwargs,
) -> dict[str, dict[str, dict[str, Any]]]: ) -> Dict[str, Dict[str, Dict[str, Any]]]:
''' '''
Return symbol info from broker. Return symbol info from broker.
''' '''
results: list[str] = [] results = []
async def search_backend( async def search_backend(
brokermod: ModuleType brokermod: ModuleType
@ -162,13 +143,6 @@ async def symbol_search(
brokername: str = mod.name brokername: str = mod.name
# TODO: figure this the FUCK OUT
# -> ok so obvi in the root actor any async task that's
# spawned outside the main tractor-root-actor task needs to
# call this..
# await tractor.devx._debug.maybe_init_greenback()
# tractor.pause_from_sync()
async with maybe_spawn_brokerd( async with maybe_spawn_brokerd(
mod.name, mod.name,
infect_asyncio=getattr( infect_asyncio=getattr(
@ -188,6 +162,7 @@ async def symbol_search(
)) ))
async with trio.open_nursery() as n: async with trio.open_nursery() as n:
for mod in brokermods: for mod in brokermods:
n.start_soon(search_backend, mod.name) n.start_soon(search_backend, mod.name)
@ -197,13 +172,11 @@ async def symbol_search(
async def mkt_info( async def mkt_info(
brokermod: ModuleType, brokermod: ModuleType,
fqme: str, fqme: str,
**kwargs, **kwargs,
) -> MktPair: ) -> MktPair:
''' '''
Return the `piker.accounting.MktPair` info struct from a given Return MktPair info from broker including src and dst assets.
backend broker tradable src/dst asset pair.
''' '''
async with open_cached_client(brokermod.name) as client: async with open_cached_client(brokermod.name) as client:

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@ -587,7 +587,7 @@ async def get_bars(
data_cs.cancel() data_cs.cancel()
# spawn new data reset task # spawn new data reset task
data_cs, reset_done = await tn.start( data_cs, reset_done = await nurse.start(
partial( partial(
wait_on_data_reset, wait_on_data_reset,
proxy, proxy,
@ -607,11 +607,11 @@ async def get_bars(
# such that simultaneous symbol queries don't try data resettingn # such that simultaneous symbol queries don't try data resettingn
# too fast.. # too fast..
unset_resetter: bool = False unset_resetter: bool = False
async with trio.open_nursery() as tn: async with trio.open_nursery() as nurse:
# start history request that we allow # start history request that we allow
# to run indefinitely until a result is acquired # to run indefinitely until a result is acquired
tn.start_soon(query) nurse.start_soon(query)
# start history reset loop which waits up to the timeout # start history reset loop which waits up to the timeout
# for a result before triggering a data feed reset. # for a result before triggering a data feed reset.
@ -631,7 +631,7 @@ async def get_bars(
unset_resetter: bool = True unset_resetter: bool = True
# spawn new data reset task # spawn new data reset task
data_cs, reset_done = await tn.start( data_cs, reset_done = await nurse.start(
partial( partial(
wait_on_data_reset, wait_on_data_reset,
proxy, proxy,
@ -705,9 +705,7 @@ async def _setup_quote_stream(
# to_trio, from_aio = trio.open_memory_channel(2**8) # type: ignore # to_trio, from_aio = trio.open_memory_channel(2**8) # type: ignore
def teardown(): def teardown():
ticker.updateEvent.disconnect(push) ticker.updateEvent.disconnect(push)
log.error( log.error(f"Disconnected stream for `{symbol}`")
f'Disconnected stream for `{symbol}`'
)
client.ib.cancelMktData(contract) client.ib.cancelMktData(contract)
# decouple broadcast mem chan # decouple broadcast mem chan
@ -763,10 +761,7 @@ async def open_aio_quote_stream(
symbol: str, symbol: str,
contract: Contract | None = None, contract: Contract | None = None,
) -> ( ) -> trio.abc.ReceiveStream:
trio.abc.Channel| # iface
tractor.to_asyncio.LinkedTaskChannel # actually
):
from tractor.trionics import broadcast_receiver from tractor.trionics import broadcast_receiver
global _quote_streams global _quote_streams
@ -783,7 +778,6 @@ async def open_aio_quote_stream(
yield from_aio yield from_aio
return return
from_aio: tractor.to_asyncio.LinkedTaskChannel
async with tractor.to_asyncio.open_channel_from( async with tractor.to_asyncio.open_channel_from(
_setup_quote_stream, _setup_quote_stream,
symbol=symbol, symbol=symbol,
@ -989,18 +983,17 @@ async def stream_quotes(
) )
cs: trio.CancelScope | None = None cs: trio.CancelScope | None = None
startup: bool = True startup: bool = True
iter_quotes: trio.abc.Channel
while ( while (
startup startup
or cs.cancel_called or cs.cancel_called
): ):
with trio.CancelScope() as cs: with trio.CancelScope() as cs:
async with ( async with (
trio.open_nursery() as tn, trio.open_nursery() as nurse,
open_aio_quote_stream( open_aio_quote_stream(
symbol=sym, symbol=sym,
contract=con, contract=con,
) as iter_quotes, ) as stream,
): ):
# ugh, clear ticks since we've consumed them # ugh, clear ticks since we've consumed them
# (ahem, ib_insync is stateful trash) # (ahem, ib_insync is stateful trash)
@ -1028,9 +1021,9 @@ async def stream_quotes(
await rt_ev.wait() await rt_ev.wait()
cs.cancel() # cancel called should now be set cs.cancel() # cancel called should now be set
tn.start_soon(reset_on_feed) nurse.start_soon(reset_on_feed)
async with aclosing(iter_quotes): async with aclosing(stream):
# if syminfo.get('no_vlm', False): # if syminfo.get('no_vlm', False):
if not init_msg.shm_write_opts['has_vlm']: if not init_msg.shm_write_opts['has_vlm']:
@ -1045,21 +1038,19 @@ async def stream_quotes(
# wait for real volume on feed (trading might be # wait for real volume on feed (trading might be
# closed) # closed)
while True: while True:
ticker = await iter_quotes.receive() ticker = await stream.receive()
# for a real volume contract we rait for # for a real volume contract we rait for
# the first "real" trade to take place # the first "real" trade to take place
if ( if (
# not calc_price # not calc_price
# and not ticker.rtTime # and not ticker.rtTime
False not ticker.rtTime
# not ticker.rtTime
): ):
# spin consuming tickers until we # spin consuming tickers until we
# get a real market datum # get a real market datum
log.debug(f"New unsent ticker: {ticker}") log.debug(f"New unsent ticker: {ticker}")
continue continue
else: else:
log.debug("Received first volume tick") log.debug("Received first volume tick")
# ugh, clear ticks since we've # ugh, clear ticks since we've
@ -1075,18 +1066,13 @@ async def stream_quotes(
log.debug(f"First ticker received {quote}") log.debug(f"First ticker received {quote}")
# tell data-layer spawner-caller that live # tell data-layer spawner-caller that live
# quotes are now active desptie not having # quotes are now streaming.
# necessarily received a first vlm/clearing
# tick.
ticker = await iter_quotes.receive()
feed_is_live.set() feed_is_live.set()
fqme: str = quote['fqme']
await send_chan.send({fqme: quote})
# last = time.time() # last = time.time()
async for ticker in iter_quotes: async for ticker in stream:
quote = normalize(ticker) quote = normalize(ticker)
fqme: str = quote['fqme'] fqme = quote['fqme']
await send_chan.send({fqme: quote}) await send_chan.send({fqme: quote})
# ugh, clear ticks since we've consumed them # ugh, clear ticks since we've consumed them

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@ -544,7 +544,7 @@ async def open_trade_dialog(
# to be reloaded. # to be reloaded.
balances: dict[str, float] = await client.get_balances() balances: dict[str, float] = await client.get_balances()
await verify_balances( verify_balances(
acnt, acnt,
src_fiat, src_fiat,
balances, balances,

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@ -37,12 +37,6 @@ import tractor
from async_generator import asynccontextmanager from async_generator import asynccontextmanager
import numpy as np import numpy as np
import wrapt import wrapt
# TODO, port to `httpx`/`trio-websocket` whenver i get back to
# writing a proper ws-api streamer for this backend (since the data
# feeds are free now) as per GH feat-req:
# https://github.com/pikers/piker/issues/509
#
import asks import asks
from ..calc import humanize, percent_change from ..calc import humanize, percent_change