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|  | @ -0,0 +1,130 @@ | |||
| with (import <nixpkgs> {}); | ||||
| let | ||||
|   glibStorePath = lib.getLib glib; | ||||
|   zstdStorePath = lib.getLib zstd; | ||||
|   dbusStorePath = lib.getLib dbus; | ||||
|   libGLStorePath = lib.getLib libGL; | ||||
|   freetypeStorePath = lib.getLib freetype; | ||||
|   qt6baseStorePath = lib.getLib qt6.qtbase; | ||||
|   fontconfigStorePath = lib.getLib fontconfig; | ||||
|   libxkbcommonStorePath = lib.getLib libxkbcommon; | ||||
|   xcbutilcursorStorePath = lib.getLib xcb-util-cursor; | ||||
| 
 | ||||
|   qtpyStorePath = lib.getLib python312Packages.qtpy; | ||||
|   pyqt6StorePath = lib.getLib python312Packages.pyqt6; | ||||
|   pyqt6SipStorePath = lib.getLib python312Packages.pyqt6-sip; | ||||
|   rapidfuzzStorePath = lib.getLib python312Packages.rapidfuzz; | ||||
|   qdarkstyleStorePath = lib.getLib python312Packages.qdarkstyle; | ||||
| 
 | ||||
|   xorgLibX11StorePath = lib.getLib xorg.libX11; | ||||
|   xorgLibxcbStorePath = lib.getLib xorg.libxcb; | ||||
|   xorgxcbutilwmStorePath = lib.getLib xorg.xcbutilwm; | ||||
|   xorgxcbutilimageStorePath = lib.getLib xorg.xcbutilimage; | ||||
|   xorgxcbutilerrorsStorePath = lib.getLib xorg.xcbutilerrors; | ||||
|   xorgxcbutilkeysymsStorePath = lib.getLib xorg.xcbutilkeysyms; | ||||
|   xorgxcbutilrenderutilStorePath = lib.getLib xorg.xcbutilrenderutil; | ||||
| in | ||||
| stdenv.mkDerivation { | ||||
|   name = "piker-qt6-uv"; | ||||
|   buildInputs = [ | ||||
|     # System requirements. | ||||
|     glib | ||||
|     dbus | ||||
|     zstd | ||||
|     libGL | ||||
|     freetype | ||||
|     qt6.qtbase | ||||
|     libgcc.lib | ||||
|     fontconfig | ||||
|     libxkbcommon | ||||
| 
 | ||||
|     # Xorg requirements | ||||
|     xcb-util-cursor | ||||
|     xorg.libxcb | ||||
|     xorg.libX11 | ||||
|     xorg.xcbutilwm | ||||
|     xorg.xcbutilimage | ||||
|     xorg.xcbutilerrors | ||||
|     xorg.xcbutilkeysyms | ||||
|     xorg.xcbutilrenderutil | ||||
| 
 | ||||
|     # Python requirements. | ||||
|     python312Full | ||||
|     python312Packages.uv | ||||
|     python312Packages.qdarkstyle | ||||
|     python312Packages.rapidfuzz | ||||
|     python312Packages.pyqt6 | ||||
|     python312Packages.qtpy | ||||
|   ]; | ||||
|   src = null; | ||||
|   shellHook = '' | ||||
|     set -e | ||||
| 
 | ||||
|     # Set the Qt plugin path | ||||
|     # export QT_DEBUG_PLUGINS=1 | ||||
|      | ||||
|     QTBASE_PATH="${qt6baseStorePath}/lib" | ||||
|     QT_PLUGIN_PATH="$QTBASE_PATH/qt-6/plugins" | ||||
|     QT_QPA_PLATFORM_PLUGIN_PATH="$QT_PLUGIN_PATH/platforms" | ||||
| 
 | ||||
|     LIB_GCC_PATH="${libgcc.lib}/lib" | ||||
|     GLIB_PATH="${glibStorePath}/lib" | ||||
|     ZSTD_PATH="${zstdStorePath}/lib" | ||||
|     DBUS_PATH="${dbusStorePath}/lib" | ||||
|     LIBGL_PATH="${libGLStorePath}/lib" | ||||
|     FREETYPE_PATH="${freetypeStorePath}/lib" | ||||
|     FONTCONFIG_PATH="${fontconfigStorePath}/lib" | ||||
|     LIB_XKB_COMMON_PATH="${libxkbcommonStorePath}/lib" | ||||
| 
 | ||||
|     XCB_UTIL_CURSOR_PATH="${xcbutilcursorStorePath}/lib" | ||||
|     XORG_LIB_X11_PATH="${xorgLibX11StorePath}/lib" | ||||
|     XORG_LIB_XCB_PATH="${xorgLibxcbStorePath}/lib" | ||||
|     XORG_XCB_UTIL_IMAGE_PATH="${xorgxcbutilimageStorePath}/lib" | ||||
|     XORG_XCB_UTIL_WM_PATH="${xorgxcbutilwmStorePath}/lib" | ||||
|     XORG_XCB_UTIL_RENDER_UTIL_PATH="${xorgxcbutilrenderutilStorePath}/lib" | ||||
|     XORG_XCB_UTIL_KEYSYMS_PATH="${xorgxcbutilkeysymsStorePath}/lib" | ||||
|     XORG_XCB_UTIL_ERRORS_PATH="${xorgxcbutilerrorsStorePath}/lib" | ||||
| 
 | ||||
|     LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QTBASE_PATH" | ||||
|     LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_PLUGIN_PATH" | ||||
|     LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_QPA_PLATFORM_PLUGIN_PATH" | ||||
| 
 | ||||
|     LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIB_GCC_PATH" | ||||
|     LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$DBUS_PATH" | ||||
|     LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$GLIB_PATH" | ||||
|     LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$ZSTD_PATH" | ||||
|     LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIBGL_PATH" | ||||
|     LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$FONTCONFIG_PATH" | ||||
|     LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$FREETYPE_PATH" | ||||
|     LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIB_XKB_COMMON_PATH" | ||||
| 
 | ||||
|     LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XCB_UTIL_CURSOR_PATH" | ||||
|     LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_LIB_X11_PATH" | ||||
|     LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_LIB_XCB_PATH" | ||||
|     LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_IMAGE_PATH" | ||||
|     LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_WM_PATH" | ||||
|     LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_RENDER_UTIL_PATH" | ||||
|     LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_KEYSYMS_PATH" | ||||
|     LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_ERRORS_PATH" | ||||
| 
 | ||||
|     export LD_LIBRARY_PATH | ||||
| 
 | ||||
|     RPDFUZZ_PATH="${rapidfuzzStorePath}/lib/python3.12/site-packages" | ||||
|     QDRKSTYLE_PATH="${qdarkstyleStorePath}/lib/python3.12/site-packages" | ||||
|     QTPY_PATH="${qtpyStorePath}/lib/python3.12/site-packages" | ||||
|     PYQT6_PATH="${pyqt6StorePath}/lib/python3.12/site-packages" | ||||
|     PYQT6_SIP_PATH="${pyqt6SipStorePath}/lib/python3.12/site-packages" | ||||
| 
 | ||||
|     PATCH="$PATCH:$RPDFUZZ_PATH" | ||||
|     PATCH="$PATCH:$QDRKSTYLE_PATH" | ||||
|     PATCH="$PATCH:$QTPY_PATH" | ||||
|     PATCH="$PATCH:$PYQT6_PATH" | ||||
|     PATCH="$PATCH:$PYQT6_SIP_PATH" | ||||
| 
 | ||||
|     export PATCH | ||||
| 
 | ||||
|     # Install deps | ||||
|     uv lock | ||||
| 
 | ||||
|   ''; | ||||
| } | ||||
|  | @ -0,0 +1,139 @@ | |||
| #!/usr/bin/env python | ||||
| from decimal import ( | ||||
|     Decimal, | ||||
| ) | ||||
| import trio | ||||
| import tractor | ||||
| from datetime import datetime | ||||
| from pprint import pformat | ||||
| from piker.brokers.deribit.api import ( | ||||
|     get_client, | ||||
|     maybe_open_oi_feed, | ||||
| ) | ||||
| 
 | ||||
| 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]] | ||||
|     expiry_dates: list[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 | ||||
|         ) | ||||
| 
 | ||||
|     print(f'Available expiration dates for {currency}-{kind}:') | ||||
|     print(f'{expiry_dates}') | ||||
|     expiry_date: str = input('Please enter a valid expiration date: ').upper() | ||||
|     print('Starting little daemon...') | ||||
|     instruments: list[Symbol] = [] | ||||
|     oi_by_strikes: dict[str, dict[str, Decimal]] | ||||
| 
 | ||||
|     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} | ||||
|             ) | ||||
| 
 | ||||
|     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 | ||||
|         # 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) | ||||
|         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, | ||||
|             } | ||||
| 
 | ||||
|             if intrinsic_values[strike]['total'] < total_intrinsic_value: | ||||
|                 total_intrinsic_value = intrinsic_values[strike]['total'] | ||||
|                 max_pain = s | ||||
| 
 | ||||
|         return { | ||||
|             'timestamp': timestamp, | ||||
|             'expiry_date': expiry_date, | ||||
|             'total_intrinsic_value': total_intrinsic_value, | ||||
|             'max_pain': max_pain, | ||||
|         } | ||||
| 
 | ||||
|     async with get_client( | ||||
|     ) as client: | ||||
|         instruments = await client.get_instruments( | ||||
|             expiry_date=expiry_date, | ||||
|         ) | ||||
|         oi_by_strikes = client.get_strikes_dict(instruments) | ||||
| 
 | ||||
|     async with maybe_open_oi_feed( | ||||
|         instruments, | ||||
|     ) as oi_feed: | ||||
|         async for msg in oi_feed: | ||||
| 
 | ||||
|             update_oi_by_strikes(msg) | ||||
|             if check_if_complete(oi_by_strikes): | ||||
|                 if 'oi' == msg[0]: | ||||
|                     timestamp = msg[1]['timestamp'] | ||||
|                     max_pain = get_max_pain(oi_by_strikes) | ||||
|                     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']}') | ||||
|                     print(f'total intrinsic value: {max_pain['total_intrinsic_value']}') | ||||
|                     print('-----------------------------------------------') | ||||
| 
 | ||||
| 
 | ||||
| async def main(): | ||||
| 
 | ||||
|     async with tractor.open_nursery() as n: | ||||
|          | ||||
|         p: tractor.Portal = await n.start_actor( | ||||
|             'max_pain_daemon', | ||||
|             enable_modules=[__name__], | ||||
|             infect_asyncio=True, | ||||
|         ) | ||||
|         await p.run(max_pain_daemon) | ||||
| 
 | ||||
| if __name__ == '__main__': | ||||
|     trio.run(main) | ||||
|  | @ -0,0 +1,19 @@ | |||
| ## 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. | ||||
|  | @ -51,6 +51,7 @@ __brokers__: list[str] = [ | |||
|     'ib', | ||||
|     'kraken', | ||||
|     'kucoin', | ||||
|     'deribit', | ||||
| 
 | ||||
|     # broken but used to work | ||||
|     # 'questrade', | ||||
|  | @ -61,7 +62,6 @@ __brokers__: list[str] = [ | |||
|     # wstrade | ||||
|     # iex | ||||
| 
 | ||||
|     # deribit | ||||
|     # bitso | ||||
| ] | ||||
| 
 | ||||
|  |  | |||
|  | @ -23,6 +23,7 @@ from __future__ import annotations | |||
| from contextlib import ( | ||||
|     asynccontextmanager as acm, | ||||
| ) | ||||
| from functools import partial | ||||
| from types import ModuleType | ||||
| from typing import ( | ||||
|     TYPE_CHECKING, | ||||
|  | @ -190,14 +191,17 @@ def broker_init( | |||
| 
 | ||||
| 
 | ||||
| async def spawn_brokerd( | ||||
| 
 | ||||
|     brokername: str, | ||||
|     loglevel: str | None = None, | ||||
| 
 | ||||
|     **tractor_kwargs, | ||||
| 
 | ||||
| ) -> bool: | ||||
|     ''' | ||||
|     Spawn a `brokerd.<backendname>` subactor service daemon | ||||
|     using `pikerd`'s service mngr. | ||||
| 
 | ||||
|     ''' | ||||
|     from piker.service._util import log  # use service mngr log | ||||
|     log.info(f'Spawning {brokername} broker daemon') | ||||
| 
 | ||||
|  | @ -217,27 +221,35 @@ async def spawn_brokerd( | |||
| 
 | ||||
|     # ask `pikerd` to spawn a new sub-actor and manage it under its | ||||
|     # actor nursery | ||||
|     from piker.service import Services | ||||
| 
 | ||||
|     dname: str = tractor_kwargs.pop('name')  # f'brokerd.{brokername}' | ||||
|     portal = await Services.actor_n.start_actor( | ||||
|         dname, | ||||
|         enable_modules=_data_mods + tractor_kwargs.pop('enable_modules'), | ||||
|         debug_mode=Services.debug_mode, | ||||
|         **tractor_kwargs | ||||
|     from piker.service import ( | ||||
|         get_service_mngr, | ||||
|         ServiceMngr, | ||||
|     ) | ||||
| 
 | ||||
|     # NOTE: the service mngr expects an already spawned actor + its | ||||
|     # portal ref in order to do non-blocking setup of brokerd | ||||
|     # service nursery. | ||||
|     await Services.start_service_task( | ||||
|         dname, | ||||
|         portal, | ||||
| 
 | ||||
|     dname: str = tractor_kwargs.pop('name')  # f'brokerd.{brokername}' | ||||
|     mngr: ServiceMngr = get_service_mngr() | ||||
|     ctx: tractor.Context = await mngr.start_service( | ||||
|         daemon_name=dname, | ||||
|         ctx_ep=partial( | ||||
|             # signature of target root-task endpoint | ||||
|             daemon_fixture_ep, | ||||
| 
 | ||||
|             # passed to daemon_fixture_ep(**kwargs) | ||||
|             brokername=brokername, | ||||
|             loglevel=loglevel, | ||||
|         ), | ||||
|         debug_mode=mngr.debug_mode, | ||||
|         loglevel=loglevel, | ||||
|         enable_modules=( | ||||
|             _data_mods | ||||
|             + | ||||
|             tractor_kwargs.pop('enable_modules') | ||||
|         ), | ||||
|         **tractor_kwargs | ||||
|     ) | ||||
|     assert ( | ||||
|         not ctx.cancel_called | ||||
|         and ctx.portal  # parent side | ||||
|         and dname in ctx.chan.uid  # subactor is named as desired | ||||
|     ) | ||||
|     return True | ||||
| 
 | ||||
|  | @ -262,8 +274,7 @@ async def maybe_spawn_brokerd( | |||
|     from piker.service import maybe_spawn_daemon | ||||
| 
 | ||||
|     async with maybe_spawn_daemon( | ||||
| 
 | ||||
|         f'brokerd.{brokername}', | ||||
|         service_name=f'brokerd.{brokername}', | ||||
|         service_task_target=spawn_brokerd, | ||||
|         spawn_args={ | ||||
|             'brokername': brokername, | ||||
|  |  | |||
|  | @ -567,6 +567,7 @@ class Client: | |||
|     ) -> str: | ||||
|         return { | ||||
|             'USDTM': 'usdtm_futes', | ||||
|             'SPOT': 'spot', | ||||
|             # 'COINM': 'coin_futes', | ||||
|             # ^-TODO-^ bc someone might want it..? | ||||
|         }[pair.venue] | ||||
|  |  | |||
|  | @ -181,7 +181,6 @@ class FutesPair(Pair): | |||
|     quoteAsset: str  # 'USDT', | ||||
|     quotePrecision: int  # 8, | ||||
|     requiredMarginPercent: float  # '5.0000', | ||||
|     settlePlan: int  # 0, | ||||
|     timeInForce: list[str]  # ['GTC', 'IOC', 'FOK', 'GTX'], | ||||
|     triggerProtect: float  # '0.0500', | ||||
|     underlyingSubType: list[str]  # ['PoW'], | ||||
|  |  | |||
|  | @ -25,6 +25,7 @@ from .api import ( | |||
|     get_client, | ||||
| ) | ||||
| from .feed import ( | ||||
|     get_mkt_info, | ||||
|     open_history_client, | ||||
|     open_symbol_search, | ||||
|     stream_quotes, | ||||
|  | @ -34,15 +35,20 @@ from .feed import ( | |||
|     # open_trade_dialog, | ||||
|     # norm_trade_records, | ||||
| # ) | ||||
| from .venues import ( | ||||
|     OptionPair, | ||||
| ) | ||||
| 
 | ||||
| log = get_logger(__name__) | ||||
| 
 | ||||
| __all__ = [ | ||||
|     'get_client', | ||||
| #    'trades_dialogue', | ||||
|     'get_mkt_info', | ||||
|     'open_history_client', | ||||
|     'open_symbol_search', | ||||
|     'stream_quotes', | ||||
|     'OptionPair', | ||||
| #    'norm_trade_records', | ||||
| ] | ||||
| 
 | ||||
|  |  | |||
										
											
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							|  | @ -18,38 +18,59 @@ | |||
| Deribit backend. | ||||
| 
 | ||||
| ''' | ||||
| from __future__ import annotations | ||||
| from contextlib import asynccontextmanager as acm | ||||
| from datetime import datetime | ||||
| from typing import Any, Optional, Callable | ||||
| from typing import ( | ||||
|     # Any, | ||||
|     # Optional, | ||||
|     Callable, | ||||
| ) | ||||
| # from pprint import pformat | ||||
| import time | ||||
| 
 | ||||
| import cryptofeed | ||||
| import trio | ||||
| from trio_typing import TaskStatus | ||||
| import pendulum | ||||
| from rapidfuzz import process as fuzzy | ||||
| from pendulum import ( | ||||
|     from_timestamp, | ||||
| ) | ||||
| import numpy as np | ||||
| import tractor | ||||
| 
 | ||||
| from piker.brokers import open_cached_client | ||||
| from piker.log import get_logger, get_console_log | ||||
| from piker.data import ShmArray | ||||
| from piker.brokers._util import ( | ||||
|     BrokerError, | ||||
| from piker.accounting import ( | ||||
|     Asset, | ||||
|     MktPair, | ||||
|     unpack_fqme, | ||||
| ) | ||||
| from piker.brokers import ( | ||||
|     open_cached_client, | ||||
|     NoData, | ||||
|     DataUnavailable, | ||||
| ) | ||||
| 
 | ||||
| from cryptofeed import FeedHandler | ||||
| from cryptofeed.defines import ( | ||||
|     DERIBIT, L1_BOOK, TRADES, OPTION, CALL, PUT | ||||
| from piker._cacheables import ( | ||||
|     async_lifo_cache, | ||||
| ) | ||||
| from cryptofeed.symbols import Symbol | ||||
| from piker.log import ( | ||||
|     get_logger, | ||||
|     mk_repr, | ||||
| ) | ||||
| from piker.data.validate import FeedInit | ||||
| 
 | ||||
| 
 | ||||
| from .api import ( | ||||
|     Client, Trade, | ||||
|     get_config, | ||||
|     str_to_cb_sym, piker_sym_to_cb_sym, cb_sym_to_deribit_inst, | ||||
|     Client, | ||||
|     # get_config, | ||||
|     piker_sym_to_cb_sym, | ||||
|     cb_sym_to_deribit_inst, | ||||
|     str_to_cb_sym, | ||||
|     maybe_open_price_feed | ||||
| ) | ||||
| from .venues import ( | ||||
|     Pair, | ||||
|     OptionPair, | ||||
|     Trade, | ||||
| ) | ||||
| 
 | ||||
| _spawn_kwargs = { | ||||
|     'infect_asyncio': True, | ||||
|  | @ -64,90 +85,215 @@ async def open_history_client( | |||
|     mkt: MktPair, | ||||
| ) -> tuple[Callable, int]: | ||||
| 
 | ||||
|     fnstrument: str = mkt.bs_fqme | ||||
|     # TODO implement history getter for the new storage layer. | ||||
|     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( | ||||
|             end_dt: Optional[datetime] = None, | ||||
|             start_dt: Optional[datetime] = None, | ||||
|             timeframe: float, | ||||
|             end_dt: datetime | None = None, | ||||
|             start_dt: datetime | None = None, | ||||
| 
 | ||||
|         ) -> tuple[ | ||||
|             np.ndarray, | ||||
|             datetime,  # start | ||||
|             datetime,  # end | ||||
|         ]: | ||||
|             if timeframe != 60: | ||||
|                 raise DataUnavailable('Only 1m bars are supported') | ||||
| 
 | ||||
|             array = await client.bars( | ||||
|                 instrument, | ||||
|             array: np.ndarray = await client.bars( | ||||
|                 mkt, | ||||
|                 start_dt=start_dt, | ||||
|                 end_dt=end_dt, | ||||
|             ) | ||||
|             if len(array) == 0: | ||||
|                 raise DataUnavailable | ||||
|                 if ( | ||||
|                     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 = pendulum.from_timestamp(array[0]['time']) | ||||
|             end_dt = pendulum.from_timestamp(array[-1]['time']) | ||||
|             start_dt = from_timestamp(array[0]['time']) | ||||
|             end_dt = 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 | ||||
| 
 | ||||
|         yield get_ohlc, {'erlangs': 3, 'rate': 3} | ||||
|         yield ( | ||||
|             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( | ||||
| 
 | ||||
|     send_chan: trio.abc.SendChannel, | ||||
|     symbols: list[str], | ||||
|     feed_is_live: trio.Event, | ||||
|     loglevel: str = None, | ||||
| 
 | ||||
|     # startup sync | ||||
|     task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED, | ||||
| 
 | ||||
| ) -> None: | ||||
|     # XXX: required to propagate ``tractor`` loglevel to piker logging | ||||
|     get_console_log(loglevel or tractor.current_actor().loglevel) | ||||
|     ''' | ||||
|     Open a live quote stream for the market set defined by `symbols`. | ||||
| 
 | ||||
|     sym = symbols[0] | ||||
|     Internally this starts a `cryptofeed.FeedHandler` inside an `asyncio`-side | ||||
|     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 ( | ||||
|         open_cached_client('deribit') as client, | ||||
|         send_chan as send_chan | ||||
|     ): | ||||
|         mkt: MktPair | ||||
|         pair: Pair | ||||
|         mkt, pair = await get_mkt_info(sym) | ||||
| 
 | ||||
|         init_msgs = { | ||||
|             # pass back token, and bool, signalling if we're the writer | ||||
|             # and that history has been written | ||||
|             sym: { | ||||
|                 'symbol_info': { | ||||
|                     'asset_type': 'option', | ||||
|                     'price_tick_size': 0.0005 | ||||
|                 }, | ||||
|                 'shm_write_opts': {'sum_tick_vml': False}, | ||||
|                 'fqsn': sym, | ||||
|             }, | ||||
|         } | ||||
|         # build out init msgs according to latest spec | ||||
|         init_msgs.append( | ||||
|             FeedInit( | ||||
|                 mkt_info=mkt, | ||||
|             ) | ||||
|         ) | ||||
|         # build `cryptofeed` feed-handle | ||||
|         cf_sym: cryptofeed.Symbol = piker_sym_to_cb_sym(sym) | ||||
| 
 | ||||
|         nsym = piker_sym_to_cb_sym(sym) | ||||
|         from_cf: tractor.to_asyncio.LinkedTaskChannel | ||||
|         async with maybe_open_price_feed(sym) as from_cf: | ||||
| 
 | ||||
|         async with maybe_open_price_feed(sym) as stream: | ||||
|             # load the "last trades" summary | ||||
|             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 | ||||
| 
 | ||||
|             cache = await client.cache_symbols() | ||||
|             # TODO, do we even need this or will the above always | ||||
|             # work? | ||||
|             # if not last_trades: | ||||
|             #     await tractor.pause() | ||||
|             #     async for typ, quote in from_cf: | ||||
|             #         if typ == 'trade': | ||||
|             #             last_trade = Trade(**(quote['data'])) | ||||
|             #             break | ||||
| 
 | ||||
|             last_trades = (await client.last_trades( | ||||
|                 cb_sym_to_deribit_inst(nsym), count=1)).trades | ||||
|             # else: | ||||
|             last_trade = Trade( | ||||
|                 **(last_trades[0]) | ||||
|             ) | ||||
| 
 | ||||
|             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 = { | ||||
|             first_quote: dict = { | ||||
|                 'symbol': sym, | ||||
|                 'last': last_trade.price, | ||||
|                 'brokerd_ts': last_trade.timestamp, | ||||
|  | @ -158,13 +304,84 @@ async def stream_quotes( | |||
|                     'broker_ts': last_trade.timestamp | ||||
|                 }] | ||||
|             } | ||||
|             task_status.started((init_msgs,  first_quote)) | ||||
|             task_status.started(( | ||||
|                 init_msgs, | ||||
|                 first_quote, | ||||
|             )) | ||||
| 
 | ||||
|             feed_is_live.set() | ||||
| 
 | ||||
|             async for typ, quote in stream: | ||||
|                 topic = quote['symbol'] | ||||
|                 await send_chan.send({topic: quote}) | ||||
|             # NOTE XXX, static for now! | ||||
|             # => since this only handles ONE mkt feed at a time we | ||||
|             # don't need a lookup table to map interleaved quotes | ||||
|             # 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 | ||||
|  | @ -174,12 +391,21 @@ async def open_symbol_search( | |||
|     async with open_cached_client('deribit') as client: | ||||
| 
 | ||||
|         # load all symbols locally for fast search | ||||
|         cache = await client.cache_symbols() | ||||
|         # cache = client._pairs | ||||
|         await ctx.started() | ||||
| 
 | ||||
|         async with ctx.open_stream() as stream: | ||||
| 
 | ||||
|             pattern: str | ||||
|             async for pattern in stream: | ||||
|                 # repack in dict form | ||||
|                 await stream.send( | ||||
|                     await client.search_symbols(pattern)) | ||||
| 
 | ||||
|                 # NOTE: pattern fuzzy-matching is done within | ||||
|                 # the methd impl. | ||||
|                 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) | ||||
|  |  | |||
|  | @ -0,0 +1,196 @@ | |||
| # 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 | ||||
|  | @ -111,6 +111,10 @@ class KucoinMktPair(Struct, frozen=True): | |||
|     quoteMaxSize: float | ||||
|     quoteMinSize: float | ||||
|     symbol: str  # our bs_mktid, kucoin's internal id | ||||
|     feeCategory: int | ||||
|     makerFeeCoefficient: float | ||||
|     takerFeeCoefficient: float | ||||
|     st: bool | ||||
| 
 | ||||
| 
 | ||||
| class AccountTrade(Struct, frozen=True): | ||||
|  | @ -593,7 +597,7 @@ async def get_client() -> AsyncGenerator[Client, None]: | |||
|     ''' | ||||
|     async with ( | ||||
|         httpx.AsyncClient( | ||||
|             base_url=f'https://api.kucoin.com/api', | ||||
|             base_url='https://api.kucoin.com/api', | ||||
|         ) as trio_client, | ||||
|     ): | ||||
|         client = Client(httpx_client=trio_client) | ||||
|  | @ -637,7 +641,7 @@ async def open_ping_task( | |||
|                 await trio.sleep((ping_interval - 1000) / 1000) | ||||
|                 await ws.send_msg({'id': connect_id, 'type': 'ping'}) | ||||
| 
 | ||||
|         log.info('Starting ping task for kucoin ws connection') | ||||
|         log.warning('Starting ping task for kucoin ws connection') | ||||
|         n.start_soon(ping_server) | ||||
| 
 | ||||
|         yield | ||||
|  | @ -649,9 +653,14 @@ async def open_ping_task( | |||
| async def get_mkt_info( | ||||
|     fqme: str, | ||||
| 
 | ||||
| ) -> tuple[MktPair, KucoinMktPair]: | ||||
| ) -> tuple[ | ||||
|     MktPair, | ||||
|     KucoinMktPair, | ||||
| ]: | ||||
|     ''' | ||||
|     Query for and return a `MktPair` and `KucoinMktPair`. | ||||
|     Query for and return both a `piker.accounting.MktPair` and | ||||
|     `KucoinMktPair` from provided `fqme: str` | ||||
|     (fully-qualified-market-endpoint). | ||||
| 
 | ||||
|     ''' | ||||
|     async with open_cached_client('kucoin') as client: | ||||
|  | @ -726,6 +735,8 @@ async def stream_quotes( | |||
| 
 | ||||
|         log.info(f'Starting up quote stream(s) for {symbols}') | ||||
|         for sym_str in symbols: | ||||
|             mkt: MktPair | ||||
|             pair: KucoinMktPair | ||||
|             mkt, pair = await get_mkt_info(sym_str) | ||||
|             init_msgs.append( | ||||
|                 FeedInit(mkt_info=mkt) | ||||
|  | @ -733,7 +744,11 @@ async def stream_quotes( | |||
| 
 | ||||
|         ws: NoBsWs | ||||
|         token, ping_interval = await client._get_ws_token() | ||||
|         connect_id = str(uuid4()) | ||||
|         log.info('API reported ping_interval: {ping_interval}\n') | ||||
| 
 | ||||
|         connect_id: str = str(uuid4()) | ||||
|         typ: str | ||||
|         quote: dict | ||||
|         async with ( | ||||
|             open_autorecon_ws( | ||||
|                 ( | ||||
|  | @ -747,20 +762,37 @@ async def stream_quotes( | |||
|                 ), | ||||
|             ) as ws, | ||||
|             open_ping_task(ws, ping_interval, connect_id), | ||||
|             aclosing(stream_messages(ws, sym_str)) as msg_gen, | ||||
|             aclosing( | ||||
|                 iter_normed_quotes( | ||||
|                     ws, sym_str | ||||
|                 ) | ||||
|             ) as iter_quotes, | ||||
|         ): | ||||
|             typ, quote = await anext(msg_gen) | ||||
|             typ, quote = await anext(iter_quotes) | ||||
| 
 | ||||
|             while typ != 'trade': | ||||
|             # take care to not unblock here until we get a real | ||||
|                 # trade quote | ||||
|                 typ, quote = await anext(msg_gen) | ||||
|             # trade quote? | ||||
|             # ^TODO, remove this right? | ||||
|             # -[ ] what often blocks chart boot/new-feed switching | ||||
|             #   since we'ere waiting for a live quote instead of just | ||||
|             #   loading history afap.. | ||||
|             #  |_ XXX, not sure if we require a bit of rework to core | ||||
|             #    feed init logic or if backends justg gotta be | ||||
|             #    changed up.. feel like there was some causality | ||||
|             #    dilema prolly only seen with IB too.. | ||||
|             # while typ != 'trade': | ||||
|             #     typ, quote = await anext(iter_quotes) | ||||
| 
 | ||||
|             task_status.started((init_msgs, quote)) | ||||
|             feed_is_live.set() | ||||
| 
 | ||||
|             async for typ, msg in msg_gen: | ||||
|                 await send_chan.send({sym_str: msg}) | ||||
|             # XXX NOTE, DO NOT include the `.<backend>` suffix! | ||||
|             # OW the sampling loop will not broadcast correctly.. | ||||
|             # since `bus._subscribers.setdefault(bs_fqme, set())` | ||||
|             # is used inside `.data.open_feed_bus()` !!! | ||||
|             topic: str = mkt.bs_fqme | ||||
|             async for typ, quote in iter_quotes: | ||||
|                 await send_chan.send({topic: quote}) | ||||
| 
 | ||||
| 
 | ||||
| @acm | ||||
|  | @ -815,7 +847,7 @@ async def subscribe( | |||
|             ) | ||||
| 
 | ||||
| 
 | ||||
| async def stream_messages( | ||||
| async def iter_normed_quotes( | ||||
|     ws: NoBsWs, | ||||
|     sym: str, | ||||
| 
 | ||||
|  | @ -846,6 +878,9 @@ async def stream_messages( | |||
| 
 | ||||
|                 yield 'trade', { | ||||
|                     'symbol': sym, | ||||
|                     # TODO, is 'last' even used elsewhere/a-good | ||||
|                     # semantic? can't we just read the ticks with our | ||||
|                     # .data.ticktools.frame_ticks()`/ | ||||
|                     'last': trade_data.price, | ||||
|                     'brokerd_ts': last_trade_ts, | ||||
|                     'ticks': [ | ||||
|  | @ -938,7 +973,7 @@ async def open_history_client( | |||
|             if end_dt is None: | ||||
|                 inow = round(time.time()) | ||||
| 
 | ||||
|                 print( | ||||
|                 log.debug( | ||||
|                     f'difference in time between load and processing' | ||||
|                     f'{inow - times[-1]}' | ||||
|                 ) | ||||
|  |  | |||
|  | @ -653,7 +653,11 @@ class Router(Struct): | |||
|             flume = feed.flumes[fqme] | ||||
|             first_quote: dict = flume.first_quote | ||||
|             book: DarkBook = self.get_dark_book(broker) | ||||
|             book.lasts[fqme]: float = float(first_quote['last']) | ||||
| 
 | ||||
|             if not (last := first_quote.get('last')): | ||||
|                 last: float = flume.rt_shm.array[-1]['close'] | ||||
| 
 | ||||
|             book.lasts[fqme]: float = float(last) | ||||
| 
 | ||||
|             async with self.maybe_open_brokerd_dialog( | ||||
|                 brokermod=brokermod, | ||||
|  | @ -716,7 +720,7 @@ class Router(Struct): | |||
|             subs = self.subscribers[sub_key] | ||||
| 
 | ||||
|         sent_some: bool = False | ||||
|         for client_stream in subs: | ||||
|         for client_stream in subs.copy(): | ||||
|             try: | ||||
|                 await client_stream.send(msg) | ||||
|                 sent_some = True | ||||
|  | @ -1010,6 +1014,10 @@ async def translate_and_relay_brokerd_events( | |||
|                 status_msg.brokerd_msg = msg | ||||
|                 status_msg.src = msg.broker_details['name'] | ||||
| 
 | ||||
|                 if not status_msg.req: | ||||
|                     # likely some order change state? | ||||
|                     await tractor.pause() | ||||
|                 else: | ||||
|                     await router.client_broadcast( | ||||
|                         status_msg.req.symbol, | ||||
|                         status_msg, | ||||
|  |  | |||
|  | @ -335,7 +335,7 @@ def services(config, tl, ports): | |||
|                 name='service_query', | ||||
|                 loglevel=config['loglevel'] if tl else None, | ||||
|             ), | ||||
|             tractor.get_arbiter( | ||||
|             tractor.get_registry( | ||||
|                 host=host, | ||||
|                 port=ports[0] | ||||
|             ) as portal | ||||
|  |  | |||
|  | @ -25,10 +25,12 @@ from collections import ( | |||
|     defaultdict, | ||||
| ) | ||||
| from contextlib import asynccontextmanager as acm | ||||
| from functools import partial | ||||
| import time | ||||
| from typing import ( | ||||
|     Any, | ||||
|     AsyncIterator, | ||||
|     Callable, | ||||
|     TYPE_CHECKING, | ||||
| ) | ||||
| 
 | ||||
|  | @ -42,7 +44,7 @@ from tractor.trionics import ( | |||
|     maybe_open_nursery, | ||||
| ) | ||||
| import trio | ||||
| from trio_typing import TaskStatus | ||||
| from trio import TaskStatus | ||||
| 
 | ||||
| from .ticktools import ( | ||||
|     frame_ticks, | ||||
|  | @ -53,6 +55,9 @@ from ._util import ( | |||
|     get_console_log, | ||||
| ) | ||||
| from ..service import maybe_spawn_daemon | ||||
| from piker.log import ( | ||||
|     mk_repr, | ||||
| ) | ||||
| 
 | ||||
| if TYPE_CHECKING: | ||||
|     from ._sharedmem import ( | ||||
|  | @ -70,6 +75,7 @@ if TYPE_CHECKING: | |||
| _default_delay_s: float = 1.0 | ||||
| 
 | ||||
| 
 | ||||
| # TODO: use new `tractor.singleton_acm` API for this! | ||||
| class Sampler: | ||||
|     ''' | ||||
|     Global sampling engine registry. | ||||
|  | @ -79,9 +85,9 @@ class Sampler: | |||
| 
 | ||||
|     This non-instantiated type is meant to be a singleton within | ||||
|     a `samplerd` actor-service spawned once by the user wishing to | ||||
|     time-step-sample (real-time) quote feeds, see | ||||
|     ``.service.maybe_open_samplerd()`` and the below | ||||
|     ``register_with_sampler()``. | ||||
|     time-step-sample a (real-time) quote feeds, see | ||||
|     `.service.maybe_open_samplerd()` and the below | ||||
|     `register_with_sampler()`. | ||||
| 
 | ||||
|     ''' | ||||
|     service_nursery: None | trio.Nursery = None | ||||
|  | @ -375,7 +381,10 @@ async def register_with_sampler( | |||
|                 assert Sampler.ohlcv_shms | ||||
| 
 | ||||
|             # unblock caller | ||||
|             await ctx.started(set(Sampler.ohlcv_shms.keys())) | ||||
|             await ctx.started( | ||||
|                 # XXX bc msgpack only allows one array type! | ||||
|                 list(Sampler.ohlcv_shms.keys()) | ||||
|             ) | ||||
| 
 | ||||
|             if open_index_stream: | ||||
|                 try: | ||||
|  | @ -419,7 +428,6 @@ async def register_with_sampler( | |||
| 
 | ||||
| 
 | ||||
| async def spawn_samplerd( | ||||
| 
 | ||||
|     loglevel: str | None = None, | ||||
|     **extra_tractor_kwargs | ||||
| 
 | ||||
|  | @ -429,7 +437,10 @@ async def spawn_samplerd( | |||
|     update and increment count write and stream broadcasting. | ||||
| 
 | ||||
|     ''' | ||||
|     from piker.service import Services | ||||
|     from piker.service import ( | ||||
|         get_service_mngr, | ||||
|         ServiceMngr, | ||||
|     ) | ||||
| 
 | ||||
|     dname = 'samplerd' | ||||
|     log.info(f'Spawning `{dname}`') | ||||
|  | @ -437,26 +448,33 @@ async def spawn_samplerd( | |||
|     # singleton lock creation of ``samplerd`` since we only ever want | ||||
|     # one daemon per ``pikerd`` proc tree. | ||||
|     # TODO: make this built-into the service api? | ||||
|     async with Services.locks[dname + '_singleton']: | ||||
|     mngr: ServiceMngr = get_service_mngr() | ||||
|     already_started: bool = dname in mngr.service_tasks | ||||
| 
 | ||||
|         if dname not in Services.service_tasks: | ||||
|     async with mngr._locks[dname + '_singleton']: | ||||
|         ctx: Context = await mngr.start_service( | ||||
|             daemon_name=dname, | ||||
|             ctx_ep=partial( | ||||
|                 register_with_sampler, | ||||
|                 period_s=1, | ||||
|                 sub_for_broadcasts=False, | ||||
|             ), | ||||
|             debug_mode=mngr.debug_mode,  # set by pikerd flag | ||||
| 
 | ||||
|             portal = await Services.actor_n.start_actor( | ||||
|                 dname, | ||||
|             # proxy-through to tractor | ||||
|             enable_modules=[ | ||||
|                 'piker.data._sampling', | ||||
|             ], | ||||
|             loglevel=loglevel, | ||||
|                 debug_mode=Services.debug_mode,  # set by pikerd flag | ||||
|             **extra_tractor_kwargs | ||||
|         ) | ||||
| 
 | ||||
|             await Services.start_service_task( | ||||
|                 dname, | ||||
|                 portal, | ||||
|                 register_with_sampler, | ||||
|                 period_s=1, | ||||
|                 sub_for_broadcasts=False, | ||||
|         if not already_started: | ||||
|             assert ( | ||||
|                 ctx | ||||
|                 and | ||||
|                 ctx.portal | ||||
|                 and | ||||
|                 not ctx.cancel_called | ||||
|             ) | ||||
|             return True | ||||
| 
 | ||||
|  | @ -561,7 +579,6 @@ async def open_sample_stream( | |||
| 
 | ||||
| 
 | ||||
| async def sample_and_broadcast( | ||||
| 
 | ||||
|     bus: _FeedsBus,  # noqa | ||||
|     rt_shm: ShmArray, | ||||
|     hist_shm: ShmArray, | ||||
|  | @ -582,11 +599,22 @@ async def sample_and_broadcast( | |||
| 
 | ||||
|     overruns = Counter() | ||||
| 
 | ||||
|     # multiline nested `dict` formatter (since rn quote-msgs are | ||||
|     # just that). | ||||
|     pfmt: Callable[[str], str] = mk_repr() | ||||
| 
 | ||||
|     # iterate stream delivered by broker | ||||
|     async for quotes in quote_stream: | ||||
|         # print(quotes) | ||||
| 
 | ||||
|         # TODO: ``numba`` this! | ||||
|         # XXX WARNING XXX only enable for debugging bc ow can cost | ||||
|         # ALOT of perf with HF-feedz!!! | ||||
|         # | ||||
|         # log.info( | ||||
|         #     'Rx live quotes:\n' | ||||
|         #     f'{pfmt(quotes)}' | ||||
|         # ) | ||||
| 
 | ||||
|         # TODO: `numba` this! | ||||
|         for broker_symbol, quote in quotes.items(): | ||||
|             # TODO: in theory you can send the IPC msg *before* writing | ||||
|             # to the sharedmem array to decrease latency, however, that | ||||
|  | @ -659,6 +687,18 @@ async def sample_and_broadcast( | |||
|             sub_key: str = broker_symbol.lower() | ||||
|             subs: set[Sub] = bus.get_subs(sub_key) | ||||
| 
 | ||||
|             if not subs: | ||||
|                 all_bs_fqmes: list[str] = list( | ||||
|                     bus._subscribers.keys() | ||||
|                 ) | ||||
|                 log.warning( | ||||
|                     f'No subscribers for {brokername!r} live-quote ??\n' | ||||
|                     f'broker_symbol: {broker_symbol}\n\n' | ||||
| 
 | ||||
|                     f'Maybe the backend-sys symbol does not match one of,\n' | ||||
|                     f'{pfmt(all_bs_fqmes)}\n' | ||||
|                 ) | ||||
| 
 | ||||
|             # NOTE: by default the broker backend doesn't append | ||||
|             # it's own "name" into the fqme schema (but maybe it | ||||
|             # should?) so we have to manually generate the correct | ||||
|  | @ -889,6 +929,7 @@ async def uniform_rate_send( | |||
|             # to consumers which crash or lose network connection. | ||||
|             # I.e. we **DO NOT** want to crash and propagate up to | ||||
|             # ``pikerd`` these kinds of errors! | ||||
|             trio.EndOfChannel, | ||||
|             trio.ClosedResourceError, | ||||
|             trio.BrokenResourceError, | ||||
|             ConnectionResetError, | ||||
|  |  | |||
|  | @ -273,7 +273,7 @@ async def _reconnect_forever( | |||
|                 nobsws._connected.set() | ||||
|                 await trio.sleep_forever() | ||||
|         except HandshakeError: | ||||
|             log.exception(f'Retrying connection') | ||||
|             log.exception('Retrying connection') | ||||
| 
 | ||||
|         # ws & nursery block ends | ||||
| 
 | ||||
|  | @ -359,8 +359,8 @@ async def open_autorecon_ws( | |||
| 
 | ||||
| 
 | ||||
| ''' | ||||
| JSONRPC response-request style machinery for transparent multiplexing of msgs | ||||
| over a NoBsWs. | ||||
| JSONRPC response-request style machinery for transparent multiplexing | ||||
| of msgs over a `NoBsWs`. | ||||
| 
 | ||||
| ''' | ||||
| 
 | ||||
|  | @ -377,44 +377,78 @@ async def open_jsonrpc_session( | |||
|     url: str, | ||||
|     start_id: int = 0, | ||||
|     response_type: type = JSONRPCResult, | ||||
|     request_type: Optional[type] = None, | ||||
|     request_hook: Optional[Callable] = None, | ||||
|     error_hook: Optional[Callable] = None, | ||||
|     msg_recv_timeout: float = float('inf'), | ||||
|     # ^NOTE, since only `deribit` is using this jsonrpc stuff atm | ||||
|     # and options mkts are generally "slow moving".. | ||||
|     # | ||||
|     # FURTHER if we break the underlying ws connection then since we | ||||
|     # don't pass a `fixture` to the task that manages `NoBsWs`, i.e. | ||||
|     # `_reconnect_forever()`, the jsonrpc "transport pipe" get's | ||||
|     # broken and never restored with wtv init sequence is required to | ||||
|     # re-establish a working req-resp session. | ||||
| 
 | ||||
|     # request_type: Optional[type] = None, | ||||
|     # request_hook: Optional[Callable] = None, | ||||
|     # error_hook: Optional[Callable] = None, | ||||
| ) -> Callable[[str, dict], dict]: | ||||
| 
 | ||||
|     # NOTE, store all request msgs so we can raise errors on the | ||||
|     # caller side! | ||||
|     req_msgs: dict[int, dict] = {} | ||||
| 
 | ||||
|     async with ( | ||||
|         trio.open_nursery() as n, | ||||
|         open_autorecon_ws(url) as ws | ||||
|         open_autorecon_ws( | ||||
|             url=url, | ||||
|             msg_recv_timeout=msg_recv_timeout, | ||||
|         ) as ws | ||||
|     ): | ||||
|         rpc_id: Iterable = count(start_id) | ||||
|         rpc_id: Iterable[int] = count(start_id) | ||||
|         rpc_results: dict[int, dict] = {} | ||||
| 
 | ||||
|         async def json_rpc(method: str, params: dict) -> dict: | ||||
|         async def json_rpc( | ||||
|             method: str, | ||||
|             params: dict, | ||||
|         ) -> dict: | ||||
|             ''' | ||||
|             perform a json rpc call and wait for the result, raise exception in | ||||
|             case of error field present on response | ||||
|             ''' | ||||
|             nonlocal req_msgs | ||||
| 
 | ||||
|             req_id: int = next(rpc_id) | ||||
|             msg = { | ||||
|                 'jsonrpc': '2.0', | ||||
|                 'id': next(rpc_id), | ||||
|                 'id': req_id, | ||||
|                 'method': method, | ||||
|                 'params': params | ||||
|             } | ||||
|             _id = msg['id'] | ||||
| 
 | ||||
|             rpc_results[_id] = { | ||||
|             result = rpc_results[_id] = { | ||||
|                 'result': None, | ||||
|                 'event': trio.Event() | ||||
|                 'error': None, | ||||
|                 'event': trio.Event(),  # signal caller resp arrived | ||||
|             } | ||||
|             req_msgs[_id] = msg | ||||
| 
 | ||||
|             await ws.send_msg(msg) | ||||
| 
 | ||||
|             # wait for reponse before unblocking requester code | ||||
|             await rpc_results[_id]['event'].wait() | ||||
| 
 | ||||
|             ret = rpc_results[_id]['result'] | ||||
| 
 | ||||
|             if (maybe_result := result['result']): | ||||
|                 ret = maybe_result | ||||
|                 del rpc_results[_id] | ||||
| 
 | ||||
|             else: | ||||
|                 err = result['error'] | ||||
|                 raise Exception( | ||||
|                     f'JSONRPC request failed\n' | ||||
|                     f'req: {msg}\n' | ||||
|                     f'resp: {err}\n' | ||||
|                 ) | ||||
| 
 | ||||
|             if ret.error is not None: | ||||
|                 raise Exception(json.dumps(ret.error, indent=4)) | ||||
| 
 | ||||
|  | @ -428,6 +462,7 @@ async def open_jsonrpc_session( | |||
|             the server side. | ||||
| 
 | ||||
|             ''' | ||||
|             nonlocal req_msgs | ||||
|             async for msg in ws: | ||||
|                 match msg: | ||||
|                     case { | ||||
|  | @ -451,15 +486,29 @@ async def open_jsonrpc_session( | |||
|                         'params': _, | ||||
|                     }: | ||||
|                         log.debug(f'Recieved\n{msg}') | ||||
|                         if request_hook: | ||||
|                             await request_hook(request_type(**msg)) | ||||
|                         # if request_hook: | ||||
|                         #     await request_hook(request_type(**msg)) | ||||
| 
 | ||||
|                     case { | ||||
|                         'error': error | ||||
|                     }: | ||||
|                         log.warning(f'Recieved\n{error}') | ||||
|                         if error_hook: | ||||
|                             await error_hook(response_type(**msg)) | ||||
|                         # if error_hook: | ||||
|                         #     await error_hook(response_type(**msg)) | ||||
| 
 | ||||
|                         # retreive orig request msg, set error | ||||
|                         # response in original "result" msg, | ||||
|                         # THEN FINALLY set the event to signal caller | ||||
|                         # to raise the error in the parent task. | ||||
|                         req_id: int = msg['id'] | ||||
|                         req_msg: dict = req_msgs[req_id] | ||||
|                         result: dict = rpc_results[req_id] | ||||
|                         result['error'] = error | ||||
|                         result['event'].set() | ||||
|                         log.error( | ||||
|                             f'JSONRPC request failed\n' | ||||
|                             f'req: {req_msg}\n' | ||||
|                             f'resp: {error}\n' | ||||
|                         ) | ||||
| 
 | ||||
|                     case _: | ||||
|                         log.warning(f'Unhandled JSON-RPC msg!?\n{msg}') | ||||
|  |  | |||
|  | @ -540,7 +540,10 @@ async def open_feed_bus( | |||
|         # subscription since the backend isn't (yet) expected to | ||||
|         # append it's own name to the fqme, so we filter on keys | ||||
|         # which *do not* include that name (e.g .ib) . | ||||
|         bus._subscribers.setdefault(bs_fqme, set()) | ||||
|         bus._subscribers.setdefault( | ||||
|             bs_fqme, | ||||
|             set(), | ||||
|         ) | ||||
| 
 | ||||
|     # sync feed subscribers with flume handles | ||||
|     await ctx.started( | ||||
|  |  | |||
							
								
								
									
										28
									
								
								piker/log.py
								
								
								
								
							
							
						
						
									
										28
									
								
								piker/log.py
								
								
								
								
							|  | @ -18,7 +18,11 @@ | |||
| Log like a forester! | ||||
| """ | ||||
| import logging | ||||
| import reprlib | ||||
| import json | ||||
| from typing import ( | ||||
|     Callable, | ||||
| ) | ||||
| 
 | ||||
| import tractor | ||||
| from pygments import ( | ||||
|  | @ -84,3 +88,27 @@ def colorize_json( | |||
|         # likeable styles: algol_nu, tango, monokai | ||||
|         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 | ||||
|  |  | |||
|  | @ -30,7 +30,11 @@ Actor runtime primtives and (distributed) service APIs for, | |||
|   => TODO: maybe to (re)move elsewhere? | ||||
| 
 | ||||
| ''' | ||||
| from ._mngr import Services as Services | ||||
| from ._mngr import ( | ||||
|     get_service_mngr as get_service_mngr, | ||||
|     open_service_mngr as open_service_mngr, | ||||
|     ServiceMngr as ServiceMngr, | ||||
| ) | ||||
| from ._registry import ( | ||||
|     _tractor_kwargs as _tractor_kwargs, | ||||
|     _default_reg_addr as _default_reg_addr, | ||||
|  |  | |||
|  | @ -21,7 +21,6 @@ | |||
| from __future__ import annotations | ||||
| import os | ||||
| from typing import ( | ||||
|     Optional, | ||||
|     Any, | ||||
|     ClassVar, | ||||
| ) | ||||
|  | @ -30,13 +29,13 @@ from contextlib import ( | |||
| ) | ||||
| 
 | ||||
| import tractor | ||||
| import trio | ||||
| 
 | ||||
| from ._util import ( | ||||
|     get_console_log, | ||||
| ) | ||||
| from ._mngr import ( | ||||
|     Services, | ||||
|     open_service_mngr, | ||||
|     ServiceMngr, | ||||
| ) | ||||
| from ._registry import (  # noqa | ||||
|     _tractor_kwargs, | ||||
|  | @ -59,7 +58,7 @@ async def open_piker_runtime( | |||
|     registry_addrs: list[tuple[str, int]] = [], | ||||
| 
 | ||||
|     enable_modules: list[str] = [], | ||||
|     loglevel: Optional[str] = None, | ||||
|     loglevel: str|None = None, | ||||
| 
 | ||||
|     # XXX NOTE XXX: you should pretty much never want debug mode | ||||
|     # for data daemons when running in production. | ||||
|  | @ -69,7 +68,7 @@ async def open_piker_runtime( | |||
|     # and spawn the service tree distributed per that. | ||||
|     start_method: str = 'trio', | ||||
| 
 | ||||
|     tractor_runtime_overrides: dict | None = None, | ||||
|     tractor_runtime_overrides: dict|None = None, | ||||
|     **tractor_kwargs, | ||||
| 
 | ||||
| ) -> tuple[ | ||||
|  | @ -119,6 +118,10 @@ async def open_piker_runtime( | |||
|                 # spawn other specialized daemons I think? | ||||
|                 enable_modules=enable_modules, | ||||
| 
 | ||||
|                 # TODO: how to configure this? | ||||
|                 # keep it on by default if debug mode is set? | ||||
|                 # maybe_enable_greenback=debug_mode, | ||||
| 
 | ||||
|                 **tractor_kwargs, | ||||
|             ) as actor, | ||||
| 
 | ||||
|  | @ -167,12 +170,13 @@ async def open_pikerd( | |||
| 
 | ||||
|     **kwargs, | ||||
| 
 | ||||
| ) -> Services: | ||||
| ) -> ServiceMngr: | ||||
|     ''' | ||||
|     Start a root piker daemon with an indefinite lifetime. | ||||
|     Start a root piker daemon actor (aka `pikerd`) with an indefinite | ||||
|     lifetime. | ||||
| 
 | ||||
|     A root actor nursery is created which can be used to create and keep | ||||
|     alive underling services (see below). | ||||
|     A root actor-nursery is created which can be used to spawn and | ||||
|     supervise underling service sub-actors (see below). | ||||
| 
 | ||||
|     ''' | ||||
|     # NOTE: for the root daemon we always enable the root | ||||
|  | @ -199,8 +203,6 @@ async def open_pikerd( | |||
|             root_actor, | ||||
|             reg_addrs, | ||||
|         ), | ||||
|         tractor.open_nursery() as actor_nursery, | ||||
|         trio.open_nursery() as service_nursery, | ||||
|     ): | ||||
|         for addr in reg_addrs: | ||||
|             if addr not in root_actor.accept_addrs: | ||||
|  | @ -209,25 +211,17 @@ async def open_pikerd( | |||
|                     'Maybe you have another daemon already running?' | ||||
|                 ) | ||||
| 
 | ||||
|         # assign globally for future daemon/task creation | ||||
|         Services.actor_n = actor_nursery | ||||
|         Services.service_n = service_nursery | ||||
|         Services.debug_mode = debug_mode | ||||
| 
 | ||||
|         try: | ||||
|             yield Services | ||||
| 
 | ||||
|         finally: | ||||
|             # TODO: is this more clever/efficient? | ||||
|             # if 'samplerd' in Services.service_tasks: | ||||
|             #     await Services.cancel_service('samplerd') | ||||
|             service_nursery.cancel_scope.cancel() | ||||
|         mngr: ServiceMngr | ||||
|         async with open_service_mngr( | ||||
|             debug_mode=debug_mode, | ||||
|         ) as mngr: | ||||
|             yield mngr | ||||
| 
 | ||||
| 
 | ||||
| # TODO: do we even need this? | ||||
| # @acm | ||||
| # async def maybe_open_runtime( | ||||
| #     loglevel: Optional[str] = None, | ||||
| #     loglevel: str|None = None, | ||||
| #     **kwargs, | ||||
| 
 | ||||
| # ) -> None: | ||||
|  | @ -256,7 +250,7 @@ async def maybe_open_pikerd( | |||
|     loglevel: str | None = None, | ||||
|     **kwargs, | ||||
| 
 | ||||
| ) -> tractor._portal.Portal | ClassVar[Services]: | ||||
| ) -> tractor._portal.Portal | ClassVar[ServiceMngr]: | ||||
|     ''' | ||||
|     If no ``pikerd`` daemon-root-actor can be found start it and | ||||
|     yield up (we should probably figure out returning a portal to self | ||||
|  |  | |||
|  | @ -49,7 +49,7 @@ from requests.exceptions import ( | |||
|     ReadTimeout, | ||||
| ) | ||||
| 
 | ||||
| from ._mngr import Services | ||||
| from ._mngr import ServiceMngr | ||||
| from ._util import ( | ||||
|     log,  # sub-sys logger | ||||
|     get_console_log, | ||||
|  | @ -453,7 +453,7 @@ async def open_ahabd( | |||
| 
 | ||||
| @acm | ||||
| async def start_ahab_service( | ||||
|     services: Services, | ||||
|     services: ServiceMngr, | ||||
|     service_name: str, | ||||
| 
 | ||||
|     # endpoint config passed as **kwargs | ||||
|  | @ -549,7 +549,8 @@ async def start_ahab_service( | |||
|         log.warning('Failed to cancel root permsed container') | ||||
| 
 | ||||
|     except ( | ||||
|         trio.MultiError, | ||||
|         # trio.MultiError, | ||||
|         ExceptionGroup, | ||||
|     ) as err: | ||||
|         for subexc in err.exceptions: | ||||
|             if isinstance(subexc, PermissionError): | ||||
|  |  | |||
|  | @ -26,14 +26,17 @@ from typing import ( | |||
| from contextlib import ( | ||||
|     asynccontextmanager as acm, | ||||
| ) | ||||
| from collections import defaultdict | ||||
| 
 | ||||
| import tractor | ||||
| import trio | ||||
| 
 | ||||
| from ._util import ( | ||||
|     log,  # sub-sys logger | ||||
| ) | ||||
| from ._mngr import ( | ||||
|     Services, | ||||
|     get_service_mngr, | ||||
|     ServiceMngr, | ||||
| ) | ||||
| from ._actor_runtime import maybe_open_pikerd | ||||
| from ._registry import find_service | ||||
|  | @ -41,15 +44,14 @@ from ._registry import find_service | |||
| 
 | ||||
| @acm | ||||
| async def maybe_spawn_daemon( | ||||
| 
 | ||||
|     service_name: str, | ||||
|     service_task_target: Callable, | ||||
| 
 | ||||
|     spawn_args: dict[str, Any], | ||||
| 
 | ||||
|     loglevel: str | None = None, | ||||
|     singleton: bool = False, | ||||
| 
 | ||||
|     _locks = defaultdict(trio.Lock), | ||||
|     **pikerd_kwargs, | ||||
| 
 | ||||
| ) -> tractor.Portal: | ||||
|  | @ -67,7 +69,7 @@ async def maybe_spawn_daemon( | |||
|     ''' | ||||
|     # serialize access to this section to avoid | ||||
|     # 2 or more tasks racing to create a daemon | ||||
|     lock = Services.locks[service_name] | ||||
|     lock = _locks[service_name] | ||||
|     await lock.acquire() | ||||
| 
 | ||||
|     async with find_service( | ||||
|  | @ -132,7 +134,65 @@ async def maybe_spawn_daemon( | |||
|         async with tractor.wait_for_actor(service_name) as portal: | ||||
|             lock.release() | ||||
|             yield portal | ||||
|             await portal.cancel_actor() | ||||
|             # --- ---- --- | ||||
|             # XXX NOTE XXX | ||||
|             # --- ---- --- | ||||
|             # DO NOT PUT A `portal.cancel_actor()` here (as was prior)! | ||||
|             # | ||||
|             # Doing so will cause an "out-of-band" ctxc | ||||
|             # (`tractor.ContextCancelled`) to be raised inside the | ||||
|             # `ServiceMngr.open_context_in_task()`'s call to | ||||
|             # `ctx.wait_for_result()` AND the internal self-ctxc | ||||
|             # "graceful capture" WILL NOT CATCH IT! | ||||
|             # | ||||
|             # This can cause certain types of operations to raise | ||||
|             # that ctxc BEFORE THEY `return`, resulting in | ||||
|             # a "false-negative" ctxc being raised when really | ||||
|             # nothing actually failed, other then our semantic | ||||
|             # "failure" to suppress an expected, graceful, | ||||
|             # self-cancel scenario.. | ||||
|             # | ||||
|             # bUt wHy duZ It WorK lIKe dis.. | ||||
|             # ------------------------------ | ||||
|             # from the perspective of the `tractor.Context` this | ||||
|             # cancel request was conducted "out of band" since | ||||
|             # `Context.cancel()` was never called and thus the | ||||
|             # `._cancel_called: bool` was never set. Despite the | ||||
|             # remote `.canceller` being set to `pikerd` (i.e. the | ||||
|             # same `Actor.uid` of the raising service-mngr task) the | ||||
|             # service-task's ctx itself was never marked as having | ||||
|             # requested cancellation and thus still raises the ctxc | ||||
|             # bc it was unaware of any such request. | ||||
|             # | ||||
|             # How to make grokin these cases easier tho? | ||||
|             # ------------------------------------------ | ||||
|             # Because `Portal.cancel_actor()` was called it requests | ||||
|             # "full-`Actor`-runtime-cancellation" of it's peer | ||||
|             # process which IS NOT THE SAME as a single inter-actor | ||||
|             # RPC task cancelling its local context with a remote | ||||
|             # peer `Task` in that same peer process. | ||||
|             # | ||||
|             # ?TODO? It might be better if we do one (or all) of the | ||||
|             # following: | ||||
|             # | ||||
|             # -[ ] at least set a special message for the | ||||
|             #    `ContextCancelled` when raised locally by the | ||||
|             #    unaware ctx task such that we check for the | ||||
|             #    `.canceller` being *our `Actor`* and in the case | ||||
|             #    where `Context._cancel_called == False` we specially | ||||
|             #    note that this is likely an "out-of-band" | ||||
|             #    runtime-cancel request triggered by some call to | ||||
|             #    `Portal.cancel_actor()`, possibly even reporting the | ||||
|             #    exact LOC of that caller by tracking it inside our | ||||
|             #    portal-type? | ||||
|             # -[ ] possibly add another field `ContextCancelled` like | ||||
|             #    maybe a, | ||||
|             #    `.request_type: Literal['os', 'proc', 'actor', | ||||
|             #    'ctx']` type thing which would allow immediately | ||||
|             #    being able to tell what kind of cancellation caused | ||||
|             #    the unexpected ctxc? | ||||
|             # -[ ] REMOVE THIS COMMENT, once we've settled on how to | ||||
|             #     better augment `tractor` to be more explicit on this! | ||||
| 
 | ||||
| 
 | ||||
| async def spawn_emsd( | ||||
|  | @ -147,21 +207,22 @@ async def spawn_emsd( | |||
|     """ | ||||
|     log.info('Spawning emsd') | ||||
| 
 | ||||
|     portal = await Services.actor_n.start_actor( | ||||
|     smngr: ServiceMngr = get_service_mngr() | ||||
|     portal = await smngr.actor_n.start_actor( | ||||
|         'emsd', | ||||
|         enable_modules=[ | ||||
|             'piker.clearing._ems', | ||||
|             'piker.clearing._client', | ||||
|         ], | ||||
|         loglevel=loglevel, | ||||
|         debug_mode=Services.debug_mode,  # set by pikerd flag | ||||
|         debug_mode=smngr.debug_mode,  # set by pikerd flag | ||||
|         **extra_tractor_kwargs | ||||
|     ) | ||||
| 
 | ||||
|     # non-blocking setup of clearing service | ||||
|     from ..clearing._ems import _setup_persistent_emsd | ||||
| 
 | ||||
|     await Services.start_service_task( | ||||
|     await smngr.start_service_task( | ||||
|         'emsd', | ||||
|         portal, | ||||
| 
 | ||||
|  |  | |||
|  | @ -18,16 +18,29 @@ | |||
| daemon-service management API. | ||||
| 
 | ||||
| """ | ||||
| from __future__ import annotations | ||||
| from contextlib import ( | ||||
|     asynccontextmanager as acm, | ||||
|     # contextmanager as cm, | ||||
| ) | ||||
| from collections import defaultdict | ||||
| from dataclasses import ( | ||||
|     dataclass, | ||||
|     field, | ||||
| ) | ||||
| import functools | ||||
| import inspect | ||||
| from typing import ( | ||||
|     Callable, | ||||
|     Any, | ||||
| ) | ||||
| 
 | ||||
| import trio | ||||
| from trio_typing import TaskStatus | ||||
| import msgspec | ||||
| import tractor | ||||
| import trio | ||||
| from trio import TaskStatus | ||||
| from tractor import ( | ||||
|     ActorNursery, | ||||
|     current_actor, | ||||
|     ContextCancelled, | ||||
|     Context, | ||||
|  | @ -39,6 +52,130 @@ from ._util import ( | |||
| ) | ||||
| 
 | ||||
| 
 | ||||
| # TODO: implement a singleton deco-API for wrapping the below | ||||
| # factory's impl for general actor-singleton use? | ||||
| # | ||||
| # @singleton | ||||
| # async def open_service_mngr( | ||||
| #     **init_kwargs, | ||||
| # ) -> ServiceMngr: | ||||
| #     ''' | ||||
| #     Note this function body is invoke IFF no existing singleton instance already | ||||
| #     exists in this proc's memory. | ||||
| 
 | ||||
| #     ''' | ||||
| #     # setup | ||||
| #     yield ServiceMngr(**init_kwargs) | ||||
| #     # teardown | ||||
| 
 | ||||
| 
 | ||||
| 
 | ||||
| # TODO: singleton factory API instead of a class API | ||||
| @acm | ||||
| async def open_service_mngr( | ||||
|     *, | ||||
|     debug_mode: bool = False, | ||||
| 
 | ||||
|     # impl deat which ensures a single global instance | ||||
|     _singleton: list[ServiceMngr|None] = [None], | ||||
|     **init_kwargs, | ||||
| 
 | ||||
| ) -> ServiceMngr: | ||||
|     ''' | ||||
|     Open a multi-subactor-as-service-daemon tree supervisor. | ||||
| 
 | ||||
|     The delivered `ServiceMngr` is a singleton instance for each | ||||
|     actor-process and is allocated on first open and never | ||||
|     de-allocated unless explicitly deleted by al call to | ||||
|     `del_service_mngr()`. | ||||
| 
 | ||||
|     ''' | ||||
|     # TODO: factor this an allocation into | ||||
|     # a `._mngr.open_service_mngr()` and put in the | ||||
|     # once-n-only-once setup/`.__aenter__()` part! | ||||
|     # -[ ] how to make this only happen on the `mngr == None` case? | ||||
|     #  |_ use `.trionics.maybe_open_context()` (for generic | ||||
|     #     async-with-style-only-once of the factory impl, though | ||||
|     #     what do we do for the allocation case? | ||||
|     #    / `.maybe_open_nursery()` (since for this specific case | ||||
|     #    it's simpler?) to activate | ||||
|     async with ( | ||||
|         tractor.open_nursery() as an, | ||||
|         trio.open_nursery() as tn, | ||||
|     ): | ||||
|         # impl specific obvi.. | ||||
|         init_kwargs.update({ | ||||
|             'actor_n': an, | ||||
|             'service_n': tn, | ||||
|         }) | ||||
| 
 | ||||
|         mngr: ServiceMngr|None | ||||
|         if (mngr := _singleton[0]) is None: | ||||
| 
 | ||||
|             log.info('Allocating a new service mngr!') | ||||
|             mngr = _singleton[0] = ServiceMngr(**init_kwargs) | ||||
| 
 | ||||
|             # TODO: put into `.__aenter__()` section of | ||||
|             # eventual `@singleton_acm` API wrapper. | ||||
|             # | ||||
|             # assign globally for future daemon/task creation | ||||
|             mngr.actor_n = an | ||||
|             mngr.service_n = tn | ||||
| 
 | ||||
|         else: | ||||
|             assert ( | ||||
|                 mngr.actor_n | ||||
|                 and | ||||
|                 mngr.service_tn | ||||
|             ) | ||||
|             log.info( | ||||
|                 'Using extant service mngr!\n\n' | ||||
|                 f'{mngr!r}\n'  # it has a nice `.__repr__()` of services state | ||||
|             ) | ||||
| 
 | ||||
|         try: | ||||
|             # NOTE: this is a singleton factory impl specific detail | ||||
|             # which should be supported in the condensed | ||||
|             # `@singleton_acm` API? | ||||
|             mngr.debug_mode = debug_mode | ||||
| 
 | ||||
|             yield mngr | ||||
|         finally: | ||||
|             # TODO: is this more clever/efficient? | ||||
|             # if 'samplerd' in mngr.service_tasks: | ||||
|             #     await mngr.cancel_service('samplerd') | ||||
|             tn.cancel_scope.cancel() | ||||
| 
 | ||||
| 
 | ||||
| 
 | ||||
| def get_service_mngr() -> ServiceMngr: | ||||
|     ''' | ||||
|     Try to get the singleton service-mngr for this actor presuming it | ||||
|     has already been allocated using, | ||||
| 
 | ||||
|     .. code:: python | ||||
| 
 | ||||
|         async with open_<@singleton_acm(func)>() as mngr` | ||||
|             ... this block kept open ... | ||||
| 
 | ||||
|     If not yet allocated raise a `ServiceError`. | ||||
| 
 | ||||
|     ''' | ||||
|     # https://stackoverflow.com/a/12627202 | ||||
|     # https://docs.python.org/3/library/inspect.html#inspect.Signature | ||||
|     maybe_mngr: ServiceMngr|None = inspect.signature( | ||||
|         open_service_mngr | ||||
|     ).parameters['_singleton'].default[0] | ||||
| 
 | ||||
|     if maybe_mngr is None: | ||||
|         raise RuntimeError( | ||||
|             'Someone must allocate a `ServiceMngr` using\n\n' | ||||
|             '`async with open_service_mngr()` beforehand!!\n' | ||||
|         ) | ||||
| 
 | ||||
|     return maybe_mngr | ||||
| 
 | ||||
| 
 | ||||
| # TODO: we need remote wrapping and a general soln: | ||||
| # - factor this into a ``tractor.highlevel`` extension # pack for the | ||||
| #   library. | ||||
|  | @ -46,31 +183,46 @@ from ._util import ( | |||
| #   to the pikerd actor for starting services remotely! | ||||
| # - prolly rename this to ActorServicesNursery since it spawns | ||||
| #   new actors and supervises them to completion? | ||||
| class Services: | ||||
| @dataclass | ||||
| class ServiceMngr: | ||||
| # class ServiceMngr(msgspec.Struct): | ||||
|     ''' | ||||
|     A multi-subactor-as-service manager. | ||||
| 
 | ||||
|     actor_n: tractor._supervise.ActorNursery | ||||
|     Spawn, supervise and monitor service/daemon subactors in a SC | ||||
|     process tree. | ||||
| 
 | ||||
|     ''' | ||||
|     actor_n: ActorNursery | ||||
|     service_n: trio.Nursery | ||||
|     debug_mode: bool  # tractor sub-actor debug mode flag | ||||
|     debug_mode: bool = False # tractor sub-actor debug mode flag | ||||
| 
 | ||||
|     service_tasks: dict[ | ||||
|         str, | ||||
|         tuple[ | ||||
|             trio.CancelScope, | ||||
|             Context, | ||||
|             Portal, | ||||
|             trio.Event, | ||||
|         ] | ||||
|     ] = {} | ||||
|     locks = defaultdict(trio.Lock) | ||||
|     ] = field(default_factory=dict) | ||||
| 
 | ||||
|     # internal per-service task mutexs | ||||
|     _locks = defaultdict(trio.Lock) | ||||
| 
 | ||||
|     @classmethod | ||||
|     async def start_service_task( | ||||
|         self, | ||||
|         name: str, | ||||
|         portal: Portal, | ||||
| 
 | ||||
|         # TODO: typevar for the return type of the target and then | ||||
|         # use it below for `ctx_res`? | ||||
|         target: Callable, | ||||
| 
 | ||||
|         allow_overruns: bool = False, | ||||
|         **ctx_kwargs, | ||||
| 
 | ||||
|     ) -> (trio.CancelScope, Context): | ||||
|     ) -> (trio.CancelScope, Context, Any): | ||||
|         ''' | ||||
|         Open a context in a service sub-actor, add to a stack | ||||
|         that gets unwound at ``pikerd`` teardown. | ||||
|  | @ -83,6 +235,7 @@ class Services: | |||
|             task_status: TaskStatus[ | ||||
|                 tuple[ | ||||
|                     trio.CancelScope, | ||||
|                     Context, | ||||
|                     trio.Event, | ||||
|                     Any, | ||||
|                 ] | ||||
|  | @ -90,64 +243,87 @@ class Services: | |||
| 
 | ||||
|         ) -> Any: | ||||
| 
 | ||||
|             # TODO: use the ctx._scope directly here instead? | ||||
|             # -[ ] actually what semantics do we expect for this | ||||
|             #   usage!? | ||||
|             with trio.CancelScope() as cs: | ||||
| 
 | ||||
|                 try: | ||||
|                     async with portal.open_context( | ||||
|                         target, | ||||
|                         allow_overruns=allow_overruns, | ||||
|                         **ctx_kwargs, | ||||
| 
 | ||||
|                 ) as (ctx, first): | ||||
|                     ) as (ctx, started): | ||||
| 
 | ||||
|                         # unblock once the remote context has started | ||||
|                         complete = trio.Event() | ||||
|                     task_status.started((cs, complete, first)) | ||||
|                         task_status.started(( | ||||
|                             cs, | ||||
|                             ctx, | ||||
|                             complete, | ||||
|                             started, | ||||
|                         )) | ||||
|                         log.info( | ||||
|                         f'`pikerd` service {name} started with value {first}' | ||||
|                             f'`pikerd` service {name} started with value {started}' | ||||
|                         ) | ||||
|                     try: | ||||
|                         # wait on any context's return value | ||||
|                         # and any final portal result from the | ||||
|                         # sub-actor. | ||||
|                         ctx_res: Any = await ctx.result() | ||||
|                         ctx_res: Any = await ctx.wait_for_result() | ||||
| 
 | ||||
|                         # NOTE: blocks indefinitely until cancelled | ||||
|                         # either by error from the target context | ||||
|                         # function or by being cancelled here by the | ||||
|                         # surrounding cancel scope. | ||||
|                         return (await portal.result(), ctx_res) | ||||
|                         return ( | ||||
|                             await portal.wait_for_result(), | ||||
|                             ctx_res, | ||||
|                         ) | ||||
| 
 | ||||
|                 except ContextCancelled as ctxe: | ||||
|                     canceller: tuple[str, str] = ctxe.canceller | ||||
|                     our_uid: tuple[str, str] = current_actor().uid | ||||
|                     if ( | ||||
|                             canceller != portal.channel.uid | ||||
|                         canceller != portal.chan.uid | ||||
|                         and | ||||
|                         canceller != our_uid | ||||
|                     ): | ||||
|                         log.cancel( | ||||
|                                 f'Actor-service {name} was remotely cancelled?\n' | ||||
|                                 f'remote canceller: {canceller}\n' | ||||
|                                 f'Keeping {our_uid} alive, ignoring sub-actor cancel..\n' | ||||
|                             f'Actor-service `{name}` was remotely cancelled by a peer?\n' | ||||
| 
 | ||||
|                             # TODO: this would be a good spot to use | ||||
|                             # a respawn feature Bo | ||||
|                             f'-> Keeping `pikerd` service manager alive despite this inter-peer cancel\n\n' | ||||
| 
 | ||||
|                             f'cancellee: {portal.chan.uid}\n' | ||||
|                             f'canceller: {canceller}\n' | ||||
|                         ) | ||||
|                     else: | ||||
|                         raise | ||||
| 
 | ||||
| 
 | ||||
| 
 | ||||
|                 finally: | ||||
|                     # NOTE: the ctx MUST be cancelled first if we | ||||
|                     # don't want the above `ctx.wait_for_result()` to | ||||
|                     # raise a self-ctxc. WHY, well since from the ctx's | ||||
|                     # perspective the cancel request will have | ||||
|                     # arrived out-out-of-band at the `Actor.cancel()` | ||||
|                     # level, thus `Context.cancel_called == False`, | ||||
|                     # meaning `ctx._is_self_cancelled() == False`. | ||||
|                     # with trio.CancelScope(shield=True): | ||||
|                     # await ctx.cancel() | ||||
|                     await portal.cancel_actor() | ||||
|                     complete.set() | ||||
|                     self.service_tasks.pop(name) | ||||
| 
 | ||||
|         cs, complete, first = await self.service_n.start(open_context_in_task) | ||||
|         cs, sub_ctx, complete, started = await self.service_n.start( | ||||
|             open_context_in_task | ||||
|         ) | ||||
| 
 | ||||
|         # store the cancel scope and portal for later cancellation or | ||||
|         # retstart if needed. | ||||
|         self.service_tasks[name] = (cs, portal, complete) | ||||
|         self.service_tasks[name] = (cs, sub_ctx, portal, complete) | ||||
|         return cs, sub_ctx, started | ||||
| 
 | ||||
|         return cs, first | ||||
| 
 | ||||
|     @classmethod | ||||
|     async def cancel_service( | ||||
|         self, | ||||
|         name: str, | ||||
|  | @ -158,8 +334,80 @@ class Services: | |||
| 
 | ||||
|         ''' | ||||
|         log.info(f'Cancelling `pikerd` service {name}') | ||||
|         cs, portal, complete = self.service_tasks[name] | ||||
|         cs.cancel() | ||||
|         cs, sub_ctx, portal, complete = self.service_tasks[name] | ||||
| 
 | ||||
|         # cs.cancel() | ||||
|         await sub_ctx.cancel() | ||||
|         await complete.wait() | ||||
|         assert name not in self.service_tasks, \ | ||||
| 
 | ||||
|         if name in self.service_tasks: | ||||
|             # TODO: custom err? | ||||
|             # raise ServiceError( | ||||
|             raise RuntimeError( | ||||
|                 f'Serice task for {name} not terminated?' | ||||
|             ) | ||||
| 
 | ||||
|         # assert name not in self.service_tasks, \ | ||||
|         #     f'Serice task for {name} not terminated?' | ||||
| 
 | ||||
|     async def start_service( | ||||
|         self, | ||||
|         daemon_name: str, | ||||
|         ctx_ep: Callable,  # kwargs must `partial`-ed in! | ||||
| 
 | ||||
|         debug_mode: bool = False, | ||||
|         **tractor_actor_kwargs, | ||||
| 
 | ||||
|     ) -> Context: | ||||
|         ''' | ||||
|         Start a "service" task in a new sub-actor (daemon) and manage it's lifetime | ||||
|         indefinitely. | ||||
| 
 | ||||
|         Services can be cancelled/shutdown using `.cancel_service()`. | ||||
| 
 | ||||
|         ''' | ||||
|         entry: tuple|None = self.service_tasks.get(daemon_name) | ||||
|         if entry: | ||||
|             (cs, sub_ctx, portal, complete) = entry | ||||
|             return sub_ctx | ||||
| 
 | ||||
|         if daemon_name not in self.service_tasks: | ||||
|             portal = await self.actor_n.start_actor( | ||||
|                 daemon_name, | ||||
|                 debug_mode=(  # maybe set globally during allocate | ||||
|                     debug_mode | ||||
|                     or | ||||
|                     self.debug_mode | ||||
|                 ), | ||||
|                 **tractor_actor_kwargs, | ||||
|             ) | ||||
|             ctx_kwargs: dict[str, Any] = {} | ||||
|             if isinstance(ctx_ep, functools.partial): | ||||
|                 ctx_kwargs: dict[str, Any] = ctx_ep.keywords | ||||
|                 ctx_ep: Callable = ctx_ep.func | ||||
| 
 | ||||
|             (cs, sub_ctx, started) = await self.start_service_task( | ||||
|                 daemon_name, | ||||
|                 portal, | ||||
|                 ctx_ep, | ||||
|                 **ctx_kwargs, | ||||
|             ) | ||||
| 
 | ||||
|             return sub_ctx | ||||
| 
 | ||||
| 
 | ||||
| # TODO: | ||||
| # -[ ] factor all the common shit from `.data._sampling` | ||||
| #   and `.brokers._daemon` into here / `ServiceMngr` | ||||
| #   in terms of allocating the `Portal` as part of the | ||||
| #   "service-in-subactor" starting! | ||||
| # -[ ] move to `tractor.hilevel._service`, import and use here! | ||||
| # NOTE: purposely leaks the ref to the mod-scope Bo | ||||
| # import tractor | ||||
| # from tractor.hilevel import ( | ||||
| #     open_service_mngr, | ||||
| #     ServiceMngr, | ||||
| # ) | ||||
| # mngr: ServiceMngr|None = None | ||||
| # with tractor.hilevel.open_service_mngr() as mngr: | ||||
| #     Services = proxy(mngr) | ||||
|  |  | |||
|  | @ -21,11 +21,13 @@ from typing import ( | |||
|     TYPE_CHECKING, | ||||
| ) | ||||
| 
 | ||||
| # TODO: oof, needs to be changed to `httpx`! | ||||
| import asks | ||||
| 
 | ||||
| if TYPE_CHECKING: | ||||
|     import docker | ||||
|     from ._ahab import DockerContainer | ||||
|     from . import ServiceMngr | ||||
| 
 | ||||
| from ._util import log  # sub-sys logger | ||||
| from ._util import ( | ||||
|  | @ -127,7 +129,7 @@ def start_elasticsearch( | |||
| 
 | ||||
| @acm | ||||
| async def start_ahab_daemon( | ||||
|     service_mngr: Services, | ||||
|     service_mngr: ServiceMngr, | ||||
|     user_config: dict | None = None, | ||||
|     loglevel: str | None = None, | ||||
| 
 | ||||
|  |  | |||
|  | @ -53,7 +53,7 @@ import pendulum | |||
| # import purerpc | ||||
| 
 | ||||
| from ..data.feed import maybe_open_feed | ||||
| from . import Services | ||||
| from . import ServiceMngr | ||||
| from ._util import ( | ||||
|     log,  # sub-sys logger | ||||
|     get_console_log, | ||||
|  | @ -233,7 +233,7 @@ def start_marketstore( | |||
| 
 | ||||
| @acm | ||||
| async def start_ahab_daemon( | ||||
|     service_mngr: Services, | ||||
|     service_mngr: ServiceMngr, | ||||
|     user_config: dict | None = None, | ||||
|     loglevel: str | None = None, | ||||
| 
 | ||||
|  |  | |||
|  | @ -161,7 +161,12 @@ class NativeStorageClient: | |||
| 
 | ||||
|     def index_files(self): | ||||
|         for path in self._datadir.iterdir(): | ||||
|             if path.name in {'borked', 'expired',}: | ||||
|             if ( | ||||
|                 path.name in {'borked', 'expired',} | ||||
|                 or | ||||
|                 '.parquet' not in str(path) | ||||
|             ): | ||||
|                 # ignore all non-apache files (for now) | ||||
|                 continue | ||||
| 
 | ||||
|             key: str = path.name.rstrip('.parquet') | ||||
|  |  | |||
|  | @ -44,8 +44,10 @@ import trio | |||
| from trio_typing import TaskStatus | ||||
| import tractor | ||||
| from pendulum import ( | ||||
|     Interval, | ||||
|     DateTime, | ||||
|     Duration, | ||||
|     duration as mk_duration, | ||||
|     from_timestamp, | ||||
| ) | ||||
| import numpy as np | ||||
|  | @ -214,7 +216,8 @@ async def maybe_fill_null_segments( | |||
|         # pair, immediately stop backfilling? | ||||
|         if ( | ||||
|             start_dt | ||||
|             and end_dt < start_dt | ||||
|             and | ||||
|             end_dt < start_dt | ||||
|         ): | ||||
|             await tractor.pause() | ||||
|             break | ||||
|  | @ -262,6 +265,7 @@ async def maybe_fill_null_segments( | |||
|         except tractor.ContextCancelled: | ||||
|             # log.exception | ||||
|             await tractor.pause() | ||||
|             raise | ||||
| 
 | ||||
|     null_segs_detected.set() | ||||
|     # RECHECK for more null-gaps | ||||
|  | @ -349,7 +353,7 @@ async def maybe_fill_null_segments( | |||
| 
 | ||||
| async def start_backfill( | ||||
|     get_hist, | ||||
|     frame_types: dict[str, Duration] | None, | ||||
|     def_frame_duration: Duration, | ||||
|     mod: ModuleType, | ||||
|     mkt: MktPair, | ||||
|     shm: ShmArray, | ||||
|  | @ -379,22 +383,23 @@ async def start_backfill( | |||
|         update_start_on_prepend: bool = False | ||||
|         if backfill_until_dt is None: | ||||
| 
 | ||||
|             # TODO: drop this right and just expose the backfill | ||||
|             # limits inside a [storage] section in conf.toml? | ||||
|             # when no tsdb "last datum" is provided, we just load | ||||
|             # some near-term history. | ||||
|             # periods = { | ||||
|             #     1: {'days': 1}, | ||||
|             #     60: {'days': 14}, | ||||
|             # } | ||||
| 
 | ||||
|             # do a decently sized backfill and load it into storage. | ||||
|             # TODO: per-provider default history-durations? | ||||
|             # -[ ] inside the `open_history_client()` config allow | ||||
|             #    declaring the history duration limits instead of | ||||
|             #    guessing and/or applying the same limits to all? | ||||
|             # | ||||
|             # -[ ] allow declaring (default) per-provider backfill | ||||
|             #     limits inside a [storage] sub-section in conf.toml? | ||||
|             # | ||||
|             # NOTE, when no tsdb "last datum" is provided, we just | ||||
|             # load some near-term history by presuming a "decently | ||||
|             # large" 60s duration limit and a much shorter 1s range. | ||||
|             periods = { | ||||
|                 1: {'days': 2}, | ||||
|                 60: {'years': 6}, | ||||
|             } | ||||
|             period_duration: int = periods[timeframe] | ||||
|             update_start_on_prepend = True | ||||
|             update_start_on_prepend: bool = True | ||||
| 
 | ||||
|             # NOTE: manually set the "latest" datetime which we intend to | ||||
|             # backfill history "until" so as to adhere to the history | ||||
|  | @ -416,7 +421,6 @@ async def start_backfill( | |||
|                 f'backfill_until_dt: {backfill_until_dt}\n' | ||||
|                 f'last_start_dt: {last_start_dt}\n' | ||||
|             ) | ||||
| 
 | ||||
|             try: | ||||
|                 ( | ||||
|                     array, | ||||
|  | @ -426,71 +430,114 @@ async def start_backfill( | |||
|                     timeframe, | ||||
|                     end_dt=last_start_dt, | ||||
|                 ) | ||||
| 
 | ||||
|             except NoData as _daterr: | ||||
|                 # 3 cases: | ||||
|                 # - frame in the middle of a legit venue gap | ||||
|                 # - history actually began at the `last_start_dt` | ||||
|                 # - some other unknown error (ib blocking the | ||||
|                 #   history bc they don't want you seeing how they | ||||
|                 #   cucked all the tinas..) | ||||
|                 if dur := frame_types.get(timeframe): | ||||
|                     # decrement by a frame's worth of duration and | ||||
|                     # retry a few times. | ||||
|                     last_start_dt.subtract( | ||||
|                         seconds=dur.total_seconds() | ||||
|                 orig_last_start_dt: datetime = last_start_dt | ||||
|                 gap_report: str = ( | ||||
|                     f'EMPTY FRAME for `end_dt: {last_start_dt}`?\n' | ||||
|                     f'{mod.name} -> tf@fqme: {timeframe}@{mkt.fqme}\n' | ||||
|                     f'last_start_dt: {orig_last_start_dt}\n\n' | ||||
|                     f'bf_until: {backfill_until_dt}\n' | ||||
|                 ) | ||||
|                     log.warning( | ||||
|                         f'{mod.name} -> EMPTY FRAME for end_dt?\n' | ||||
|                         f'tf@fqme: {timeframe}@{mkt.fqme}\n' | ||||
|                         'bf_until <- last_start_dt:\n' | ||||
|                         f'{backfill_until_dt} <- {last_start_dt}\n' | ||||
|                         f'Decrementing `end_dt` by {dur} and retry..\n' | ||||
|                 # EMPTY FRAME signal with 3 (likely) causes: | ||||
|                 # | ||||
|                 # 1. range contains legit gap in venue history | ||||
|                 # 2. history actually (edge case) **began** at the | ||||
|                 #    value `last_start_dt` | ||||
|                 # 3. some other unknown error (ib blocking the | ||||
|                 #    history-query bc they don't want you seeing how | ||||
|                 #    they cucked all the tinas.. like with options | ||||
|                 #    hist) | ||||
|                 # | ||||
|                 if def_frame_duration: | ||||
|                     # decrement by a duration's (frame) worth of time | ||||
|                     # as maybe indicated by the backend to see if we | ||||
|                     # can get older data before this possible | ||||
|                     # "history gap". | ||||
|                     last_start_dt: datetime = last_start_dt.subtract( | ||||
|                         seconds=def_frame_duration.total_seconds() | ||||
|                     ) | ||||
|                     gap_report += ( | ||||
|                         f'Decrementing `end_dt` and retrying with,\n' | ||||
|                         f'def_frame_duration: {def_frame_duration}\n' | ||||
|                         f'(new) last_start_dt: {last_start_dt}\n' | ||||
|                     ) | ||||
|                     log.warning(gap_report) | ||||
|                     # skip writing to shm/tsdb and try the next | ||||
|                     # duration's worth of prior history. | ||||
|                     continue | ||||
| 
 | ||||
|             # broker says there never was or is no more history to pull | ||||
|             except DataUnavailable: | ||||
|                 log.warning( | ||||
|                     f'NO-MORE-DATA in range?\n' | ||||
|                     f'`{mod.name}` halted history:\n' | ||||
|                     f'tf@fqme: {timeframe}@{mkt.fqme}\n' | ||||
|                     'bf_until <- last_start_dt:\n' | ||||
|                     f'{backfill_until_dt} <- {last_start_dt}\n' | ||||
|                 ) | ||||
|                 else: | ||||
|                     # await tractor.pause() | ||||
|                     raise DataUnavailable(gap_report) | ||||
| 
 | ||||
|                 # ugh, what's a better way? | ||||
|                 # TODO: fwiw, we probably want a way to signal a throttle | ||||
|                 # condition (eg. with ib) so that we can halt the | ||||
|                 # request loop until the condition is resolved? | ||||
|                 if timeframe > 1: | ||||
|                     await tractor.pause() | ||||
|             # broker says there never was or is no more history to pull | ||||
|             except DataUnavailable as due: | ||||
|                 message: str = due.args[0] | ||||
|                 log.warning( | ||||
|                     f'Provider {mod.name!r} halted backfill due to,\n\n' | ||||
| 
 | ||||
|                     f'{message}\n' | ||||
| 
 | ||||
|                     f'fqme: {mkt.fqme}\n' | ||||
|                     f'timeframe: {timeframe}\n' | ||||
|                     f'last_start_dt: {last_start_dt}\n' | ||||
|                     f'bf_until: {backfill_until_dt}\n' | ||||
|                 ) | ||||
|                 # UGH: what's a better way? | ||||
|                 # TODO: backends are responsible for being correct on | ||||
|                 # this right!? | ||||
|                 # -[ ] in the `ib` case we could maybe offer some way | ||||
|                 #     to halt the request loop until the condition is | ||||
|                 #     resolved or should the backend be entirely in | ||||
|                 #     charge of solving such faults? yes, right? | ||||
|                 return | ||||
| 
 | ||||
|             time: np.ndarray = array['time'] | ||||
|             assert ( | ||||
|                 array['time'][0] | ||||
|                 time[0] | ||||
|                 == | ||||
|                 next_start_dt.timestamp() | ||||
|             ) | ||||
| 
 | ||||
|             diff = last_start_dt - next_start_dt | ||||
|             frame_time_diff_s = diff.seconds | ||||
|             assert time[-1] == next_end_dt.timestamp() | ||||
| 
 | ||||
|             expected_dur: Interval = last_start_dt - next_start_dt | ||||
| 
 | ||||
|             # frame's worth of sample-period-steps, in seconds | ||||
|             frame_size_s: float = len(array) * timeframe | ||||
|             expected_frame_size_s: float = frame_size_s + timeframe | ||||
|             if frame_time_diff_s > expected_frame_size_s: | ||||
| 
 | ||||
|             recv_frame_dur: Duration = ( | ||||
|                 from_timestamp(array[-1]['time']) | ||||
|                 - | ||||
|                 from_timestamp(array[0]['time']) | ||||
|             ) | ||||
|             if ( | ||||
|                 (lt_frame := (recv_frame_dur < expected_dur)) | ||||
|                 or | ||||
|                 (null_frame := (frame_size_s == 0)) | ||||
|                 # ^XXX, should NEVER hit now! | ||||
|             ): | ||||
|                 # XXX: query result includes a start point prior to our | ||||
|                 # expected "frame size" and thus is likely some kind of | ||||
|                 # history gap (eg. market closed period, outage, etc.) | ||||
|                 # so just report it to console for now. | ||||
|                 if lt_frame: | ||||
|                     reason = 'Possible GAP (or first-datum)' | ||||
|                 else: | ||||
|                     assert null_frame | ||||
|                     reason = 'NULL-FRAME' | ||||
| 
 | ||||
|                 missing_dur: Interval = expected_dur.end - recv_frame_dur.end | ||||
|                 log.warning( | ||||
|                     'GAP DETECTED:\n' | ||||
|                     f'last_start_dt: {last_start_dt}\n' | ||||
|                     f'diff: {diff}\n' | ||||
|                     f'frame_time_diff_s: {frame_time_diff_s}\n' | ||||
|                     f'{timeframe}s-series {reason} detected!\n' | ||||
|                     f'fqme: {mkt.fqme}\n' | ||||
|                     f'last_start_dt: {last_start_dt}\n\n' | ||||
|                     f'recv interval: {recv_frame_dur}\n' | ||||
|                     f'expected interval: {expected_dur}\n\n' | ||||
| 
 | ||||
|                     f'Missing duration of history of {missing_dur.in_words()!r}\n' | ||||
|                     f'{missing_dur}\n' | ||||
|                 ) | ||||
|                 # await tractor.pause() | ||||
| 
 | ||||
|             to_push = diff_history( | ||||
|                 array, | ||||
|  | @ -565,7 +612,8 @@ async def start_backfill( | |||
|             # long-term storage. | ||||
|             if ( | ||||
|                 storage is not None | ||||
|                 and write_tsdb | ||||
|                 and | ||||
|                 write_tsdb | ||||
|             ): | ||||
|                 log.info( | ||||
|                     f'Writing {ln} frame to storage:\n' | ||||
|  | @ -578,6 +626,7 @@ async def start_backfill( | |||
|                     'crypto', | ||||
|                     'crypto_currency', | ||||
|                     'fiat',  # a "forex pair" | ||||
|                     'perpetual_future',  # stupid "perps" from cex land | ||||
|                 }: | ||||
|                     # for now, our table key schema is not including | ||||
|                     # the dst[/src] source asset token. | ||||
|  | @ -685,7 +734,7 @@ async def back_load_from_tsdb( | |||
|         last_tsdb_dt | ||||
|         and latest_start_dt | ||||
|     ): | ||||
|         backfilled_size_s = ( | ||||
|         backfilled_size_s: Duration = ( | ||||
|             latest_start_dt - last_tsdb_dt | ||||
|         ).seconds | ||||
|         # if the shm buffer len is not large enough to contain | ||||
|  | @ -908,6 +957,8 @@ async def tsdb_backfill( | |||
|             f'{pformat(config)}\n' | ||||
|         ) | ||||
| 
 | ||||
|         # concurrently load the provider's most-recent-frame AND any | ||||
|         # pre-existing tsdb history already saved in `piker` storage. | ||||
|         dt_eps: list[DateTime, DateTime] = [] | ||||
|         async with trio.open_nursery() as tn: | ||||
|             tn.start_soon( | ||||
|  | @ -918,7 +969,6 @@ async def tsdb_backfill( | |||
|                 timeframe, | ||||
|                 config, | ||||
|             ) | ||||
| 
 | ||||
|             tsdb_entry: tuple = await load_tsdb_hist( | ||||
|                 storage, | ||||
|                 mkt, | ||||
|  | @ -947,6 +997,25 @@ async def tsdb_backfill( | |||
|                 mr_end_dt, | ||||
|             ) = dt_eps | ||||
| 
 | ||||
|             first_frame_dur_s: Duration = (mr_end_dt - mr_start_dt).seconds | ||||
|             calced_frame_size: Duration = mk_duration( | ||||
|                 seconds=first_frame_dur_s, | ||||
|             ) | ||||
|             # NOTE, attempt to use the backend declared default frame | ||||
|             # sizing (as allowed by their time-series query APIs) and | ||||
|             # if not provided try to construct a default from the | ||||
|             # first frame received above. | ||||
|             def_frame_durs: dict[ | ||||
|                 int, | ||||
|                 Duration, | ||||
|             ]|None = config.get('frame_types', None) | ||||
|             if def_frame_durs: | ||||
|                 def_frame_size: Duration = def_frame_durs[timeframe] | ||||
|                 assert def_frame_size == calced_frame_size | ||||
|             else: | ||||
|                 # use what we calced from first frame above. | ||||
|                 def_frame_size = calced_frame_size | ||||
| 
 | ||||
|             # NOTE: when there's no offline data, there's 2 cases: | ||||
|             # - data backend doesn't support timeframe/sample | ||||
|             #   period (in which case `dt_eps` should be `None` and | ||||
|  | @ -977,7 +1046,7 @@ async def tsdb_backfill( | |||
|                     partial( | ||||
|                         start_backfill, | ||||
|                         get_hist=get_hist, | ||||
|                         frame_types=config.get('frame_types', None), | ||||
|                         def_frame_duration=def_frame_size, | ||||
|                         mod=mod, | ||||
|                         mkt=mkt, | ||||
|                         shm=shm, | ||||
|  |  | |||
										
											
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								pyproject.toml
								
								
								
								
							
							
						
						
									
										217
									
								
								pyproject.toml
								
								
								
								
							|  | @ -15,8 +15,8 @@ | |||
| # 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/>. | ||||
| [build-system] | ||||
| requires = ["poetry-core"] | ||||
| build-backend = "poetry.core.masonry.api" | ||||
| requires = ["hatchling"] | ||||
| build-backend = "hatchling.build" | ||||
| 
 | ||||
| # ------ - ------ | ||||
| 
 | ||||
|  | @ -25,130 +25,123 @@ build-backend = "poetry.core.masonry.api" | |||
| ignore = [] | ||||
| 
 | ||||
| # https://docs.astral.sh/ruff/settings/#lint_per-file-ignores | ||||
| "piker/ui/qt.py" = [ | ||||
|   "E402", | ||||
|   'F401',  # unused imports (without __all__ or blah as blah) | ||||
|   # "F841", # unused variable rules | ||||
| ] | ||||
| # "piker/ui/qt.py" = [ | ||||
| #   "E402", | ||||
| #   'F401',  # unused imports (without __all__ or blah as blah) | ||||
| #   # "F841", # unused variable rules | ||||
| # ] | ||||
| # ignore-init-module-imports = false | ||||
| 
 | ||||
| # ------ - ------ | ||||
| 
 | ||||
| [tool.poetry] | ||||
| name = "piker" | ||||
| version = "0.1.0.alpha0.dev0" | ||||
| description = "trading gear for hackers" | ||||
| authors = ["Tyler Goodlet <goodboy_foss@protonmail.com>"] | ||||
| license = "AGPLv3" | ||||
| readme = "README.rst" | ||||
| 
 | ||||
| # ------ - ------ | ||||
| 
 | ||||
| [tool.poetry.dependencies] | ||||
| async-generator = "^1.10" | ||||
| attrs = "^23.1.0" | ||||
| bidict = "^0.22.1" | ||||
| colorama = "^0.4.6" | ||||
| colorlog = "^6.7.0" | ||||
| cython = "^3.0.0" | ||||
| greenback = "^1.1.1" | ||||
| ib-insync = "^0.9.86" | ||||
| msgspec = "^0.18.0" | ||||
| numba = "^0.59.0" | ||||
| numpy = "^1.25" | ||||
| polars = "^0.18.13" | ||||
| pygments = "^2.16.1" | ||||
| python = ">=3.11, <3.13" | ||||
| rich = "^13.5.2" | ||||
| # setuptools = "^68.0.0" | ||||
| tomli = "^2.0.1" | ||||
| tomli-w = "^1.0.0" | ||||
| trio-util = "^0.7.0" | ||||
| trio-websocket = "^0.10.3" | ||||
| typer = "^0.9.0" | ||||
| rapidfuzz = "^3.5.2" | ||||
| pdbp = "^1.5.0" | ||||
| trio = "^0.24" | ||||
| pendulum = "^3.0.0" | ||||
| httpx = "^0.27.0" | ||||
| 
 | ||||
| [tool.poetry.dependencies.tractor] | ||||
| develop = true | ||||
| git = 'https://github.com/goodboy/tractor.git' | ||||
| branch = 'asyncio_debugger_support' | ||||
| # path = "../tractor" | ||||
| 
 | ||||
| [tool.poetry.dependencies.asyncvnc] | ||||
| git = 'https://github.com/pikers/asyncvnc.git' | ||||
| branch = 'main' | ||||
| 
 | ||||
| [tool.poetry.dependencies.tomlkit] | ||||
| develop = true | ||||
| git = 'https://github.com/pikers/tomlkit.git' | ||||
| branch = 'piker_pin' | ||||
| # path = "../tomlkit/" | ||||
| 
 | ||||
| [tool.poetry.group.uis] | ||||
| optional = true | ||||
| [tool.poetry.group.uis.dependencies] | ||||
| # https://python-poetry.org/docs/managing-dependencies/#dependency-groups | ||||
| # TODO: make sure the levenshtein shit compiles on nix.. | ||||
| # rapidfuzz = {extras = ["speedup"], version = "^0.18.0"} | ||||
| rapidfuzz = "^3.2.0" | ||||
| qdarkstyle = ">=3.0.2" | ||||
| pyqtgraph = { git = 'https://github.com/pikers/pyqtgraph.git' } | ||||
| 
 | ||||
| # ------ - ------ | ||||
| pyqt6 = "^6.7.0" | ||||
| 
 | ||||
| [tool.poetry.group.dev] | ||||
| optional = true | ||||
| [tool.poetry.group.dev.dependencies] | ||||
| # testing / CI | ||||
| pytest = "^6.0.0" | ||||
| elasticsearch = "^8.9.0" | ||||
| xonsh = "^0.14.2" | ||||
| prompt-toolkit = "3.0.40" | ||||
| 
 | ||||
| # console ehancements and eventually remote debugging | ||||
| # extras/helpers. | ||||
| # TODO: add a toolset that makes debugging a `pikerd` service | ||||
| # (tree) easy to hack on directly using more or less the local env: | ||||
| # - xonsh + xxh | ||||
| # - rsyscall + pdbp | ||||
| # - actor runtime control console like BEAM/OTP | ||||
| 
 | ||||
| # ------ - ------ | ||||
| 
 | ||||
| # TODO: add an `--only daemon` group for running non-ui / pikerd | ||||
| # service tree in distributed mode B) | ||||
| # https://python-poetry.org/docs/managing-dependencies/#installing-group-dependencies | ||||
| # [tool.poetry.group.daemon.dependencies] | ||||
| 
 | ||||
| [tool.poetry.scripts] | ||||
| piker = 'piker.cli:cli' | ||||
| pikerd = 'piker.cli:pikerd' | ||||
| ledger = 'piker.accounting.cli:ledger' | ||||
| 
 | ||||
| 
 | ||||
| [project] | ||||
| keywords=[ | ||||
| name = "piker" | ||||
| version = "0.1.0a0dev0" | ||||
| description = "trading gear for hackers" | ||||
| authors = [{ name = "Tyler Goodlet", email = "goodboy_foss@protonmail.com" }] | ||||
| requires-python = ">=3.12, <3.13" | ||||
| license = "AGPL-3.0-or-later" | ||||
| readme = "README.rst" | ||||
| keywords = [ | ||||
|     "async", | ||||
|     "trading", | ||||
|     "finance", | ||||
|     "quant", | ||||
|     "charting", | ||||
| ] | ||||
| classifiers=[ | ||||
|   'Development Status :: 3 - Alpha', | ||||
| classifiers = [ | ||||
|     "Development Status :: 3 - Alpha", | ||||
|     "License :: OSI Approved :: GNU Affero General Public License v3 or later (AGPLv3+)", | ||||
|   'Operating System :: POSIX :: Linux', | ||||
|     "Operating System :: POSIX :: Linux", | ||||
|     "Programming Language :: Python :: Implementation :: CPython", | ||||
|     "Programming Language :: Python :: 3 :: Only", | ||||
|     "Programming Language :: Python :: 3.11", | ||||
|     "Programming Language :: Python :: 3.12", | ||||
|   'Intended Audience :: Financial and Insurance Industry', | ||||
|   'Intended Audience :: Science/Research', | ||||
|   'Intended Audience :: Developers', | ||||
|   'Intended Audience :: Education', | ||||
|     "Intended Audience :: Financial and Insurance Industry", | ||||
|     "Intended Audience :: Science/Research", | ||||
|     "Intended Audience :: Developers", | ||||
|     "Intended Audience :: Education", | ||||
| ] | ||||
| dependencies = [ | ||||
|     "async-generator >=1.10, <2.0.0", | ||||
|     "attrs >=23.1.0, <24.0.0", | ||||
|     "bidict >=0.22.1, <0.23.0", | ||||
|     "colorama >=0.4.6, <0.5.0", | ||||
|     "colorlog >=6.7.0, <7.0.0", | ||||
|     "ib-insync >=0.9.86, <0.10.0", | ||||
|     "numba >=0.59.0, <0.60.0", | ||||
|     "numpy >=1.25, <2.0", | ||||
|     "polars >=0.18.13, <0.19.0", | ||||
|     "pygments >=2.16.1, <3.0.0", | ||||
|     "rich >=13.5.2, <14.0.0", | ||||
|     "tomli >=2.0.1, <3.0.0", | ||||
|     "tomli-w >=1.0.0, <2.0.0", | ||||
|     "trio-util >=0.7.0, <0.8.0", | ||||
|     "trio-websocket >=0.10.3, <0.11.0", | ||||
|     "typer >=0.9.0, <1.0.0", | ||||
|     "rapidfuzz >=3.5.2, <4.0.0", | ||||
|     "pdbp >=1.5.0, <2.0.0", | ||||
|     "trio >=0.24, <0.25", | ||||
|     "pendulum >=3.0.0, <4.0.0", | ||||
|     "httpx >=0.27.0, <0.28.0", | ||||
|     "cryptofeed >=2.4.0, <3.0.0", | ||||
|     "pyarrow >=17.0.0, <18.0.0", | ||||
|     "websockets ==12.0", | ||||
|     "msgspec", | ||||
|     "tractor", | ||||
|     "asyncvnc", | ||||
|     "tomlkit", | ||||
| ] | ||||
| 
 | ||||
| [project.optional-dependencies] | ||||
| uis = [ | ||||
|     # https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies | ||||
|     # TODO: make sure the levenshtein shit compiles on nix.. | ||||
|     # rapidfuzz = {extras = ["speedup"], version = "^0.18.0"} | ||||
|     "rapidfuzz >=3.2.0, <4.0.0", | ||||
|     "qdarkstyle >=3.0.2, <4.0.0", | ||||
|     "pyqt6 >=6.7.0, <7.0.0", | ||||
|     "pyqtgraph", | ||||
|      | ||||
|     # ------ - ------ | ||||
|      | ||||
|     # TODO: add an `--only daemon` group for running non-ui / pikerd | ||||
|     # service tree in distributed mode B) | ||||
|     # https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies | ||||
|     # [project.optional-dependencies] | ||||
| ] | ||||
| 
 | ||||
| [dependency-groups] | ||||
| dev = [ | ||||
|     "pytest >=6.0.0, <7.0.0", | ||||
|     "elasticsearch >=8.9.0, <9.0.0", | ||||
|     "xonsh >=0.14.2, <0.15.0", | ||||
|     "prompt-toolkit ==3.0.40", | ||||
|     "cython >=3.0.0, <4.0.0", | ||||
|     "greenback >=1.1.1, <2.0.0", | ||||
|     # console ehancements and eventually remote debugging | ||||
|     # extras/helpers. | ||||
|     # TODO: add a toolset that makes debugging a `pikerd` service | ||||
|     # (tree) easy to hack on directly using more or less the local env: | ||||
|     # - xonsh + xxh | ||||
|     # - rsyscall + pdbp | ||||
|     # - actor runtime control console like BEAM/OTP | ||||
| ] | ||||
| 
 | ||||
| [project.scripts] | ||||
| piker = "piker.cli:cli" | ||||
| pikerd = "piker.cli:pikerd" | ||||
| ledger = "piker.accounting.cli:ledger" | ||||
| 
 | ||||
| [tool.hatch.build.targets.sdist] | ||||
| include = ["piker"] | ||||
| 
 | ||||
| [tool.hatch.build.targets.wheel] | ||||
| include = ["piker"] | ||||
| 
 | ||||
| [tool.uv.sources] | ||||
| pyqtgraph = { git = "https://github.com/pikers/pyqtgraph.git" } | ||||
| asyncvnc = { git = "https://github.com/pikers/asyncvnc.git", branch = "main" } | ||||
| tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" } | ||||
| msgspec = { git = "https://github.com/jcrist/msgspec.git" } | ||||
| tractor = { path = "../tractor" } | ||||
|  |  | |||
|  | @ -10,7 +10,7 @@ from piker import ( | |||
|     config, | ||||
| ) | ||||
| from piker.service import ( | ||||
|     Services, | ||||
|     get_service_mngr, | ||||
| ) | ||||
| from piker.log import get_console_log | ||||
| 
 | ||||
|  | @ -129,7 +129,7 @@ async def _open_test_pikerd( | |||
|         ) as service_manager, | ||||
|     ): | ||||
|         # this proc/actor is the pikerd | ||||
|         assert service_manager is Services | ||||
|         assert service_manager is get_service_mngr() | ||||
| 
 | ||||
|         async with tractor.wait_for_actor( | ||||
|             'pikerd', | ||||
|  |  | |||
|  | @ -26,7 +26,7 @@ import pytest | |||
| import tractor | ||||
| from uuid import uuid4 | ||||
| 
 | ||||
| from piker.service import Services | ||||
| from piker.service import ServiceMngr | ||||
| from piker.log import get_logger | ||||
| from piker.clearing._messages import ( | ||||
|     Order, | ||||
|  | @ -158,7 +158,7 @@ def load_and_check_pos( | |||
| 
 | ||||
| 
 | ||||
| def test_ems_err_on_bad_broker( | ||||
|     open_test_pikerd: Services, | ||||
|     open_test_pikerd: ServiceMngr, | ||||
|     loglevel: str, | ||||
| ): | ||||
|     async def load_bad_fqme(): | ||||
|  |  | |||
|  | @ -15,7 +15,7 @@ import tractor | |||
| 
 | ||||
| from piker.service import ( | ||||
|     find_service, | ||||
|     Services, | ||||
|     ServiceMngr, | ||||
| ) | ||||
| from piker.data import ( | ||||
|     open_feed, | ||||
|  | @ -44,7 +44,7 @@ def test_runtime_boot( | |||
|     async def main(): | ||||
|         port = 6666 | ||||
|         daemon_addr = ('127.0.0.1', port) | ||||
|         services: Services | ||||
|         services: ServiceMngr | ||||
| 
 | ||||
|         async with ( | ||||
|             open_test_pikerd( | ||||
|  |  | |||
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		Reference in New Issue