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29 Commits

Author SHA1 Message Date
Tyler Goodlet b209512eb6 Add `.log.mk_repr()` to create `reprlib.Repr`s 2025-02-24 17:20:50 -03:00
Nelson Torres 8a9d21468a Deribit api key changes introduce:
- `get_timestamp_int`: added this is the hack, so we can aboid use the custom deribit date format.

- `get_currencies`: added so we could get all deribit's available currencies.

- Also a couple of format fixes.
2025-02-24 17:20:36 -03:00
Tyler Goodlet 75ddba09f7 `deribit.feed`: fix "trade" event streaming
The main change needed to make `piker.data.feed._FeedsBus` work was
to correctly format the `'trade'` msgs with the (new schema) expected
`'ticks': list[dict]` field which,
- we compute the `piker` quote-msg-`dict` from the (now directly proxied through)
  `cryptofeed.types.Trade`'s fields inside the body of `stream_quotes()`.
- similarly, move the `'l1'` msg processing, **out of** the `asyncio`-side
  `_l1()` callback (defined as a closure in `.api.aio_price_feed_relay()`
  and passed to the `cryptofeed.FeedHandler`) and instead mod the
  callback to simply pass through the `.types.L1Book` ref directly to
  the `piker`/`trio` side task for conversion.

In support of all that,
- mask-to-drop the alt-branch to wait on a first rt event when the
  `cryptofeed.LastTradesResult.trades: list[Trade]` is empty; doesn't
  seem like this ever even happens?
- add a buncha typing, comments and doc-strs to the routines in
  `.deribit.api` including notes on where we can choose to mod the
  `.bs_fqme` for our eventually preferred `piker` style format.
- simplify some nested `@acm` enters to the new single `async with
  <tuple>)` style.
- be particularly pedantic about typing
  `tractor.to_asyncio.LinkedTaskChannel`
- bit of pep8 line-spacing fixes in `.venues`.
2025-02-24 17:20:36 -03:00
Tyler Goodlet dae17bb043 `.deribit.feed`: get live quotes workin (again)
The quote-msg `'topic'` field was being set and sent as the
`OptionPair.symbol: str` value instead of as the `MktPair.bs_fqme: str`
as is required for matching on the `piker.data.feed` side. So change to
that and simplify the actual `.bs_fqme: str` value to NOT include the
ISO-format time (for now) since it's a big ugly and longer term we need
a `piker`-fqme friendly-on-ze-eyes format/style anyway..
2025-02-24 17:20:36 -03:00
Tyler Goodlet 8bd0a182cf Bit more `cryptofeed` adapter formatting and typing for clarity.. 2025-02-24 17:20:36 -03:00
Tyler Goodlet 04421e5ad2 .deribit.venues: add todo for an ideal `OptionPair.expiry` fmt/value 2025-02-24 17:20:36 -03:00
Tyler Goodlet 1e0c3da32d Report the closest (via fuzzy match) pairs on unmatched input 2025-02-24 17:20:36 -03:00
Tyler Goodlet 5b87b3c2a6 Signal hist start using `OptionPair.creation_timestamp`
Such that the `get_hist()` query func raises `DataUnavailable` with an
explicit message regarding the start of the (option) contract's
lifetime.

Other,
- mask some unused imports (for now?)
- drop a duplicate `tractor.get_console_log()` call which was causing
  duplicate console emits (it's already setup by brokerd init now).
- comment various unused code bits i found.
- add a info log around live quotes so we can see for the moment when
  they actually occur.. XD
2025-02-24 17:20:36 -03:00
Tyler Goodlet 438e69e42c `.deribit.api` bit of tidying/typing
There were some imports missing or unused as well as a variety of spots
that had grokability issues due to missing type hints.

Other tweaks as part some more thorough manual testing:
- always raise when not `brokers.toml` section since the API can never
  work (no free data without keys).
- inline the `Asset.atype='crypto_currency` field despite it maybe not
  being the best value for `OptionPair` instruments..
- tossed in a now-masked pause block for debugging history queries in
  `Client.bars()`.
- commented out all the live order ctl (internal) endpoints for now
  since they're unused.
2025-02-24 17:20:36 -03:00
Tyler Goodlet ec6dd7cafc 'Fix `Optional` and use `'linear/reverse'` in `OptionPair.venue`' 2025-02-24 17:20:36 -03:00
Nelson Torres f1436c93db Deribit's feed fix
- `FeedInit` for init_msgs in `stream_quotes`.

- new cache is `client_pairs` so is replacing the old `client.cache_symbols`.

- `get_mkt_info` added

- `get_ohlc` fixed to comply the new ways of the feed.
2025-02-24 17:20:36 -03:00
Nelson Torres 1061103f76 Deribit's api fix
key changes:

- Resolved the issue with the expiration dates from deribits, now we int instead of the crazy custom deribits format.

- The client now has a new  `_json_rpc_auth_wrapper` that adquires a first access token and then will refresh the access token when this expires.

- `get_assets` fixed, now  we use the public endpoint to check the availables assets, in the future probably this will change, but for now is working just fine.

- `get_mkt_pairs` added.

- `exch_info` added.

- `cache_symbols` fixed.

- Also a lot of reformat made in api.
2025-02-24 17:20:36 -03:00
Nelson Torres 3aea296caa Venues
Moved from api to venues all the msgspecs structs, also added critical imports in api, feed and __init__ mods.
2025-02-24 17:20:36 -03:00
goodboy 5e371f1d73 Merge pull request 'jsonrpc_err_in_rent' (#41) from jsonrpc_err_in_rent into gitea_feats
Reviewed-on: #41
2025-02-21 21:21:02 +00:00
goodboy 6c221bb348 Merge pull request 'tsp_gaps: fixes for fault-less OHLCV time-series loads' (#35) from tsp_gaps into gitea_feats
Reviewed-on: #35
2025-02-21 20:46:37 +00:00
Tyler Goodlet e391c896f8 Mk jsronrpc's underlying ws timeout `float('inf')`
Since currently we're only using this IPC subsys for `deribit`, and
generally speaking we're primarly supporting options markets (which are
fairly "slow moving"), flip to a default of NOT resetting the `NoBsWs`
on timeout since doing so normally breaks the jsron-rpc IPC session.
Without a proper `fixture` passed to `open_autorecon_ws()` (which we
should eventually implement!!) relying on a timeout-to-reset more or
less will just cause breakage issues - a proper reconnect sequence must
be implemented before using that feature.

Deats,
- expose and proxy through the `msg_recv_timeout` from
  `open_jsonrpc_session()` into the underlying `open_autorecon_ws()`
  call.
2025-02-19 17:05:13 -05:00
Tyler Goodlet 5633f5614d Doc-n-clean `.data._web_bs.open_jsonrpc_session()`
Add a doc-string reflecting recent refinements, drop all the old hook
params, rename `n: trio.Nursery` -> `tn` for "task nursery" fitting with
code base's naming style.
2025-02-19 17:05:13 -05:00
Tyler Goodlet 76735189de data._web_bs: try to raise jsonrpc errors in parent task 2025-02-19 17:05:13 -05:00
Tyler Goodlet d49608f74e Refine history gap/termination signalling
Namely handling backends which do not provide a default "frame
size-duration" in their init-config by making the backfiller guess the
value based on the first frame received.

Deats,
- adjust `start_backfill()` to take a more explicit
  `def_frame_duration: Duration` expected to be unpacked from any
  backend hist init-config by the `tsdb_backfill()` caller which now
  also computes a value from the first received frame when the config
  section isn't provided.
- in `start_backfill()` we now always expect the `def_frame_duration`
  input and always decrement the query range by this value whenever
  a `NoData` is raised by the provider-backend paired with an explicit
  `log.warning()` about the handling.
- also relay any `DataUnavailable.args[0]` message from the provider
  in the handler.
- repair "gap reporting" which checks for expected frame duration vs.
  that received with much better humanized logging on the missing
  segment using `pendulum.Interval/Duration.in_words()` output.
2025-02-19 17:01:24 -05:00
Tyler Goodlet bf0ac93aa3 Only use `frame_types` if delivered during enter
The `open_history_client()` provider endpoint can *optionally*
deliver a `frame_types: dict[int, pendulum.Duration]` subsection in its
`config: dict[str, dict]` (as was implemented with the `ib` backend).
This allows the `tsp` backfilling machinery to use this "recommended
frame duration" to subtract from the `last_start_dt` any time a `NoData`
gap is signalled by the `get_hist()` call allowing gaps to be ignored
safely without missing history by knowing the next earliest dt we can
query from using the `end_dt`. However, currently all crypto$ providers
haven't implemented this feat yet..

As such only try to use the `frame_types` feature if provided when
handling `NoData` conditions inside `tsp.start_backfill()` and otherwise
raise as normal.
2025-02-19 17:01:24 -05:00
Tyler Goodlet d7179d47b0 `.tsp._anal`: add (unused) `detect_vlm_gaps()` 2025-02-19 17:01:24 -05:00
Tyler Goodlet c390e87536 `.storage.cli`: collect gap-markup-aids into `tf2aids: dict` prior to pause for introspection 2025-02-19 17:01:24 -05:00
Tyler Goodlet 5e4a6d61c7 Ignore any non-`.parquet` files under `.config/piker/nativedb/` subdir 2025-02-19 17:01:24 -05:00
Tyler Goodlet 3caaa30b03 Mask no-data pause, add perps to no-`/src`-in-fqme asset set
Was orig for debugging an issue with `kucoin` i think but definitely
shouldn't be left in XD

Also add `'perpetual_future'` to the `.start_backfill()` input literal
set since we don't expect the 'btc/usd.perp.binance' for now.
2025-02-19 17:01:24 -05:00
goodboy 1e3942fdc2 Merge pull request 'Add `ruff` to deps, bump `uv.lock`' (#32) from add_ruff_linter into gitea_feats
Reviewed-on: #32
2025-02-17 19:55:32 +00:00
Nelson Torres 49ea380503 Add new `ruff.toml` config file
Based on the default provided in their
[docs](https://docs.astral.sh/ruff/configuration/) and migrating
previous config from the prior `poetry`-verion of our `pyproject.toml`
2025-02-17 14:48:10 -05:00
Tyler Goodlet 933f169938 Add/reorg back some content from `poetry` old config 2025-02-14 13:47:02 -05:00
Nelson Torres 51337052a4 Remove legacy `poetry` config content from pyproject.toml 2025-02-14 15:01:29 -03:00
Tyler Goodlet 8abe55dcc6 Add `ruff` to deps, bump `uv.lock`
Such that we start encouraging devs to lint code they touch and
hopefully we include a pass as part of our tests/CI eventually B)

Also, mk local `tractor` install `--editable` since without it being
a locally hackable repo it's kinda pointless to install from the local
fs Xp
2025-02-13 21:20:11 -05:00
14 changed files with 1367 additions and 509 deletions

View File

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

View File

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

File diff suppressed because it is too large Load Diff

View File

@ -18,38 +18,59 @@
Deribit backend. Deribit backend.
''' '''
from __future__ import annotations
from contextlib import asynccontextmanager as acm from contextlib import asynccontextmanager as acm
from datetime import datetime from datetime import datetime
from typing import Any, Optional, Callable from typing import (
# Any,
# Optional,
Callable,
)
# from pprint import pformat
import time import time
import cryptofeed
import trio import trio
from trio_typing import TaskStatus from trio_typing import TaskStatus
import pendulum from pendulum import (
from rapidfuzz import process as fuzzy from_timestamp,
)
import numpy as np import numpy as np
import tractor import tractor
from piker.brokers import open_cached_client from piker.accounting import (
from piker.log import get_logger, get_console_log Asset,
from piker.data import ShmArray MktPair,
from piker.brokers._util import ( unpack_fqme,
BrokerError, )
from piker.brokers import (
open_cached_client,
NoData,
DataUnavailable, DataUnavailable,
) )
from piker._cacheables import (
from cryptofeed import FeedHandler async_lifo_cache,
from cryptofeed.defines import (
DERIBIT, L1_BOOK, TRADES, OPTION, CALL, PUT
) )
from cryptofeed.symbols import Symbol from piker.log import (
get_logger,
mk_repr,
)
from piker.data.validate import FeedInit
from .api import ( from .api import (
Client, Trade, Client,
get_config, # get_config,
str_to_cb_sym, piker_sym_to_cb_sym, cb_sym_to_deribit_inst, piker_sym_to_cb_sym,
cb_sym_to_deribit_inst,
str_to_cb_sym,
maybe_open_price_feed maybe_open_price_feed
) )
from .venues import (
Pair,
OptionPair,
Trade,
)
_spawn_kwargs = { _spawn_kwargs = {
'infect_asyncio': True, 'infect_asyncio': True,
@ -64,90 +85,215 @@ async def open_history_client(
mkt: MktPair, mkt: MktPair,
) -> tuple[Callable, int]: ) -> tuple[Callable, int]:
fnstrument: str = mkt.bs_fqme
# TODO implement history getter for the new storage layer. # TODO implement history getter for the new storage layer.
async with open_cached_client('deribit') as client: async with open_cached_client('deribit') as client:
pair: OptionPair = client._pairs[mkt.dst.name]
# XXX NOTE, the cuckers use ms !!!
creation_time_s: int = pair.creation_timestamp/1000
async def get_ohlc( async def get_ohlc(
end_dt: Optional[datetime] = None, timeframe: float,
start_dt: Optional[datetime] = None, end_dt: datetime | None = None,
start_dt: datetime | None = None,
) -> tuple[ ) -> tuple[
np.ndarray, np.ndarray,
datetime, # start datetime, # start
datetime, # end datetime, # end
]: ]:
if timeframe != 60:
raise DataUnavailable('Only 1m bars are supported')
array = await client.bars( array: np.ndarray = await client.bars(
instrument, mkt,
start_dt=start_dt, start_dt=start_dt,
end_dt=end_dt, end_dt=end_dt,
) )
if len(array) == 0: 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']) start_dt = from_timestamp(array[0]['time'])
end_dt = pendulum.from_timestamp(array[-1]['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 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( async def stream_quotes(
send_chan: trio.abc.SendChannel, send_chan: trio.abc.SendChannel,
symbols: list[str], symbols: list[str],
feed_is_live: trio.Event, feed_is_live: trio.Event,
loglevel: str = None,
# startup sync # startup sync
task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED, task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
) -> None: ) -> None:
# XXX: required to propagate ``tractor`` loglevel to piker logging '''
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 ( async with (
open_cached_client('deribit') as client, open_cached_client('deribit') as client,
send_chan as send_chan send_chan as send_chan
): ):
mkt: MktPair
pair: Pair
mkt, pair = await get_mkt_info(sym)
init_msgs = { # build out init msgs according to latest spec
# pass back token, and bool, signalling if we're the writer init_msgs.append(
# and that history has been written FeedInit(
sym: { mkt_info=mkt,
'symbol_info': { )
'asset_type': 'option', )
'price_tick_size': 0.0005 # build `cryptofeed` feed-handle
}, cf_sym: cryptofeed.Symbol = piker_sym_to_cb_sym(sym)
'shm_write_opts': {'sum_tick_vml': False},
'fqsn': 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( # else:
cb_sym_to_deribit_inst(nsym), count=1)).trades last_trade = Trade(
**(last_trades[0])
)
if len(last_trades) == 0: first_quote: dict = {
last_trade = None
async for typ, quote in stream:
if typ == 'trade':
last_trade = Trade(**(quote['data']))
break
else:
last_trade = Trade(**(last_trades[0]))
first_quote = {
'symbol': sym, 'symbol': sym,
'last': last_trade.price, 'last': last_trade.price,
'brokerd_ts': last_trade.timestamp, 'brokerd_ts': last_trade.timestamp,
@ -158,13 +304,84 @@ async def stream_quotes(
'broker_ts': last_trade.timestamp 'broker_ts': last_trade.timestamp
}] }]
} }
task_status.started((init_msgs, first_quote)) task_status.started((
init_msgs,
first_quote,
))
feed_is_live.set() feed_is_live.set()
async for typ, quote in stream: # NOTE XXX, static for now!
topic = quote['symbol'] # => since this only handles ONE mkt feed at a time we
await send_chan.send({topic: quote}) # 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 @tractor.context
@ -174,12 +391,21 @@ async def open_symbol_search(
async with open_cached_client('deribit') as client: async with open_cached_client('deribit') as client:
# load all symbols locally for fast search # load all symbols locally for fast search
cache = await client.cache_symbols() # cache = client._pairs
await ctx.started() await ctx.started()
async with ctx.open_stream() as stream: async with ctx.open_stream() as stream:
pattern: str
async for pattern in stream: async for pattern in stream:
# repack in dict form
await stream.send( # NOTE: pattern fuzzy-matching is done within
await client.search_symbols(pattern)) # 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)

View File

@ -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

View File

@ -273,7 +273,7 @@ async def _reconnect_forever(
nobsws._connected.set() nobsws._connected.set()
await trio.sleep_forever() await trio.sleep_forever()
except HandshakeError: except HandshakeError:
log.exception(f'Retrying connection') log.exception('Retrying connection')
# ws & nursery block ends # ws & nursery block ends
@ -359,8 +359,8 @@ async def open_autorecon_ws(
''' '''
JSONRPC response-request style machinery for transparent multiplexing of msgs JSONRPC response-request style machinery for transparent multiplexing
over a NoBsWs. of msgs over a `NoBsWs`.
''' '''
@ -377,43 +377,82 @@ async def open_jsonrpc_session(
url: str, url: str,
start_id: int = 0, start_id: int = 0,
response_type: type = JSONRPCResult, response_type: type = JSONRPCResult,
request_type: Optional[type] = None, msg_recv_timeout: float = float('inf'),
request_hook: Optional[Callable] = None, # ^NOTE, since only `deribit` is using this jsonrpc stuff atm
error_hook: Optional[Callable] = None, # 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.
) -> Callable[[str, dict], dict]: ) -> Callable[[str, dict], dict]:
'''
Init a json-RPC-over-websocket connection to the provided `url`.
A `json_rpc: Callable[[str, dict], dict` is delivered to the
caller for sending requests and a bg-`trio.Task` handles
processing of response msgs including error reporting/raising in
the parent/caller task.
'''
# NOTE, store all request msgs so we can raise errors on the
# caller side!
req_msgs: dict[int, dict] = {}
async with ( async with (
trio.open_nursery() as n, trio.open_nursery() as tn,
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] = {} 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 perform a json rpc call and wait for the result, raise exception in
case of error field present on response case of error field present on response
''' '''
nonlocal req_msgs
req_id: int = next(rpc_id)
msg = { msg = {
'jsonrpc': '2.0', 'jsonrpc': '2.0',
'id': next(rpc_id), 'id': req_id,
'method': method, 'method': method,
'params': params 'params': params
} }
_id = msg['id'] _id = msg['id']
rpc_results[_id] = { result = rpc_results[_id] = {
'result': None, 'result': None,
'event': trio.Event() 'error': None,
'event': trio.Event(), # signal caller resp arrived
} }
req_msgs[_id] = msg
await ws.send_msg(msg) await ws.send_msg(msg)
# wait for reponse before unblocking requester code
await rpc_results[_id]['event'].wait() await rpc_results[_id]['event'].wait()
ret = rpc_results[_id]['result'] if (maybe_result := result['result']):
ret = maybe_result
del rpc_results[_id]
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: if ret.error is not None:
raise Exception(json.dumps(ret.error, indent=4)) raise Exception(json.dumps(ret.error, indent=4))
@ -428,6 +467,7 @@ async def open_jsonrpc_session(
the server side. the server side.
''' '''
nonlocal req_msgs
async for msg in ws: async for msg in ws:
match msg: match msg:
case { case {
@ -451,19 +491,28 @@ async def open_jsonrpc_session(
'params': _, 'params': _,
}: }:
log.debug(f'Recieved\n{msg}') log.debug(f'Recieved\n{msg}')
if request_hook:
await request_hook(request_type(**msg))
case { case {
'error': error 'error': error
}: }:
log.warning(f'Recieved\n{error}') # retreive orig request msg, set error
if error_hook: # response in original "result" msg,
await error_hook(response_type(**msg)) # THEN FINALLY set the event to signal caller
# to raise the error in the parent task.
req_id: int = error['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 _: case _:
log.warning(f'Unhandled JSON-RPC msg!?\n{msg}') log.warning(f'Unhandled JSON-RPC msg!?\n{msg}')
n.start_soon(recv_task) tn.start_soon(recv_task)
yield json_rpc yield json_rpc
n.cancel_scope.cancel() tn.cancel_scope.cancel()

View File

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

View File

@ -386,6 +386,8 @@ def ldshm(
open_annot_ctl() as actl, open_annot_ctl() as actl,
): ):
shm_df: pl.DataFrame | None = None shm_df: pl.DataFrame | None = None
tf2aids: dict[float, dict] = {}
for ( for (
shmfile, shmfile,
shm, shm,
@ -526,16 +528,17 @@ def ldshm(
new_df, new_df,
step_gaps, step_gaps,
) )
# last chance manual overwrites in REPL # last chance manual overwrites in REPL
await tractor.pause() # await tractor.pause()
assert aids assert aids
tf2aids[period_s] = aids
else: else:
# allow interaction even when no ts problems. # allow interaction even when no ts problems.
await tractor.pause() assert not diff
# assert not diff
await tractor.pause()
log.info('Exiting TSP shm anal-izer!')
if shm_df is None: if shm_df is None:
log.error( log.error(

View File

@ -161,7 +161,13 @@ class NativeStorageClient:
def index_files(self): def index_files(self):
for path in self._datadir.iterdir(): for path in self._datadir.iterdir():
if path.name in {'borked', 'expired',}: if (
path.is_dir()
or
'.parquet' not in str(path)
# or
# path.name in {'borked', 'expired',}
):
continue continue
key: str = path.name.rstrip('.parquet') key: str = path.name.rstrip('.parquet')

View File

@ -44,8 +44,10 @@ import trio
from trio_typing import TaskStatus from trio_typing import TaskStatus
import tractor import tractor
from pendulum import ( from pendulum import (
Interval,
DateTime, DateTime,
Duration, Duration,
duration as mk_duration,
from_timestamp, from_timestamp,
) )
import numpy as np import numpy as np
@ -214,7 +216,8 @@ async def maybe_fill_null_segments(
# pair, immediately stop backfilling? # pair, immediately stop backfilling?
if ( if (
start_dt start_dt
and end_dt < start_dt and
end_dt < start_dt
): ):
await tractor.pause() await tractor.pause()
break break
@ -262,6 +265,7 @@ async def maybe_fill_null_segments(
except tractor.ContextCancelled: except tractor.ContextCancelled:
# log.exception # log.exception
await tractor.pause() await tractor.pause()
raise
null_segs_detected.set() null_segs_detected.set()
# RECHECK for more null-gaps # RECHECK for more null-gaps
@ -349,7 +353,7 @@ async def maybe_fill_null_segments(
async def start_backfill( async def start_backfill(
get_hist, get_hist,
frame_types: dict[str, Duration] | None, def_frame_duration: Duration,
mod: ModuleType, mod: ModuleType,
mkt: MktPair, mkt: MktPair,
shm: ShmArray, shm: ShmArray,
@ -379,22 +383,23 @@ async def start_backfill(
update_start_on_prepend: bool = False update_start_on_prepend: bool = False
if backfill_until_dt is None: if backfill_until_dt is None:
# TODO: drop this right and just expose the backfill # TODO: per-provider default history-durations?
# limits inside a [storage] section in conf.toml? # -[ ] inside the `open_history_client()` config allow
# when no tsdb "last datum" is provided, we just load # declaring the history duration limits instead of
# some near-term history. # guessing and/or applying the same limits to all?
# periods = { #
# 1: {'days': 1}, # -[ ] allow declaring (default) per-provider backfill
# 60: {'days': 14}, # limits inside a [storage] sub-section in conf.toml?
# } #
# NOTE, when no tsdb "last datum" is provided, we just
# do a decently sized backfill and load it into storage. # load some near-term history by presuming a "decently
# large" 60s duration limit and a much shorter 1s range.
periods = { periods = {
1: {'days': 2}, 1: {'days': 2},
60: {'years': 6}, 60: {'years': 6},
} }
period_duration: int = periods[timeframe] 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 # NOTE: manually set the "latest" datetime which we intend to
# backfill history "until" so as to adhere to the history # 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'backfill_until_dt: {backfill_until_dt}\n'
f'last_start_dt: {last_start_dt}\n' f'last_start_dt: {last_start_dt}\n'
) )
try: try:
( (
array, array,
@ -426,71 +430,114 @@ async def start_backfill(
timeframe, timeframe,
end_dt=last_start_dt, end_dt=last_start_dt,
) )
except NoData as _daterr: except NoData as _daterr:
# 3 cases: orig_last_start_dt: datetime = last_start_dt
# - frame in the middle of a legit venue gap gap_report: str = (
# - history actually began at the `last_start_dt` f'EMPTY FRAME for `end_dt: {last_start_dt}`?\n'
# - some other unknown error (ib blocking the f'{mod.name} -> tf@fqme: {timeframe}@{mkt.fqme}\n'
# history bc they don't want you seeing how they f'last_start_dt: {orig_last_start_dt}\n\n'
# cucked all the tinas..) f'bf_until: {backfill_until_dt}\n'
if dur := frame_types.get(timeframe): )
# decrement by a frame's worth of duration and # EMPTY FRAME signal with 3 (likely) causes:
# retry a few times. #
last_start_dt.subtract( # 1. range contains legit gap in venue history
seconds=dur.total_seconds() # 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()
) )
log.warning( gap_report += (
f'{mod.name} -> EMPTY FRAME for end_dt?\n' f'Decrementing `end_dt` and retrying with,\n'
f'tf@fqme: {timeframe}@{mkt.fqme}\n' f'def_frame_duration: {def_frame_duration}\n'
'bf_until <- last_start_dt:\n' f'(new) last_start_dt: {last_start_dt}\n'
f'{backfill_until_dt} <- {last_start_dt}\n'
f'Decrementing `end_dt` by {dur} and retry..\n'
) )
log.warning(gap_report)
# skip writing to shm/tsdb and try the next
# duration's worth of prior history.
continue continue
# broker says there never was or is no more history to pull else:
except DataUnavailable: # await tractor.pause()
log.warning( raise DataUnavailable(gap_report)
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'
)
# ugh, what's a better way? # broker says there never was or is no more history to pull
# TODO: fwiw, we probably want a way to signal a throttle except DataUnavailable as due:
# condition (eg. with ib) so that we can halt the message: str = due.args[0]
# request loop until the condition is resolved? log.warning(
if timeframe > 1: f'Provider {mod.name!r} halted backfill due to,\n\n'
await tractor.pause()
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 return
time: np.ndarray = array['time']
assert ( assert (
array['time'][0] time[0]
== ==
next_start_dt.timestamp() next_start_dt.timestamp()
) )
diff = last_start_dt - next_start_dt assert time[-1] == next_end_dt.timestamp()
frame_time_diff_s = diff.seconds
expected_dur: Interval = last_start_dt - next_start_dt
# frame's worth of sample-period-steps, in seconds # frame's worth of sample-period-steps, in seconds
frame_size_s: float = len(array) * timeframe frame_size_s: float = len(array) * timeframe
expected_frame_size_s: float = frame_size_s + timeframe recv_frame_dur: Duration = (
if frame_time_diff_s > expected_frame_size_s: 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 # XXX: query result includes a start point prior to our
# expected "frame size" and thus is likely some kind of # expected "frame size" and thus is likely some kind of
# history gap (eg. market closed period, outage, etc.) # history gap (eg. market closed period, outage, etc.)
# so just report it to console for now. # 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( log.warning(
'GAP DETECTED:\n' f'{timeframe}s-series {reason} detected!\n'
f'last_start_dt: {last_start_dt}\n' f'fqme: {mkt.fqme}\n'
f'diff: {diff}\n' f'last_start_dt: {last_start_dt}\n\n'
f'frame_time_diff_s: {frame_time_diff_s}\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( to_push = diff_history(
array, array,
@ -565,22 +612,27 @@ async def start_backfill(
# long-term storage. # long-term storage.
if ( if (
storage is not None storage is not None
and write_tsdb and
write_tsdb
): ):
log.info( log.info(
f'Writing {ln} frame to storage:\n' f'Writing {ln} frame to storage:\n'
f'{next_start_dt} -> {last_start_dt}' f'{next_start_dt} -> {last_start_dt}'
) )
# always drop the src asset token for # NOTE, always drop the src asset token for
# non-currency-pair like market types (for now) # non-currency-pair like market types (for now)
#
# THAT IS, for now our table key schema is NOT
# including the dst[/src] source asset token. SO,
# 'tsla.nasdaq.ib' over 'tsla/usd.nasdaq.ib' for
# historical reasons ONLY.
if mkt.dst.atype not in { if mkt.dst.atype not in {
'crypto', 'crypto',
'crypto_currency', 'crypto_currency',
'fiat', # a "forex pair" '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.
col_sym_key: str = mkt.get_fqme( col_sym_key: str = mkt.get_fqme(
delim_char='', delim_char='',
without_src=True, without_src=True,
@ -685,7 +737,7 @@ async def back_load_from_tsdb(
last_tsdb_dt last_tsdb_dt
and latest_start_dt and latest_start_dt
): ):
backfilled_size_s = ( backfilled_size_s: Duration = (
latest_start_dt - last_tsdb_dt latest_start_dt - last_tsdb_dt
).seconds ).seconds
# if the shm buffer len is not large enough to contain # if the shm buffer len is not large enough to contain
@ -908,6 +960,8 @@ async def tsdb_backfill(
f'{pformat(config)}\n' 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] = [] dt_eps: list[DateTime, DateTime] = []
async with trio.open_nursery() as tn: async with trio.open_nursery() as tn:
tn.start_soon( tn.start_soon(
@ -918,7 +972,6 @@ async def tsdb_backfill(
timeframe, timeframe,
config, config,
) )
tsdb_entry: tuple = await load_tsdb_hist( tsdb_entry: tuple = await load_tsdb_hist(
storage, storage,
mkt, mkt,
@ -947,6 +1000,25 @@ async def tsdb_backfill(
mr_end_dt, mr_end_dt,
) = dt_eps ) = 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: # NOTE: when there's no offline data, there's 2 cases:
# - data backend doesn't support timeframe/sample # - data backend doesn't support timeframe/sample
# period (in which case `dt_eps` should be `None` and # period (in which case `dt_eps` should be `None` and
@ -977,7 +1049,7 @@ async def tsdb_backfill(
partial( partial(
start_backfill, start_backfill,
get_hist=get_hist, get_hist=get_hist,
frame_types=config.get('frame_types', None), def_frame_duration=def_frame_size,
mod=mod, mod=mod,
mkt=mkt, mkt=mkt,
shm=shm, shm=shm,

View File

@ -616,6 +616,18 @@ def detect_price_gaps(
# ]) # ])
... ...
# TODO: probably just use the null_segs impl above?
def detect_vlm_gaps(
df: pl.DataFrame,
col: str = 'volume',
) -> pl.DataFrame:
vnull: pl.DataFrame = w_dts.filter(
pl.col(col) == 0
)
return vnull
def dedupe( def dedupe(
src_df: pl.DataFrame, src_df: pl.DataFrame,
@ -626,7 +638,6 @@ def dedupe(
) -> tuple[ ) -> tuple[
pl.DataFrame, # with dts pl.DataFrame, # with dts
pl.DataFrame, # gaps
pl.DataFrame, # with deduplicated dts (aka gap/repeat removal) pl.DataFrame, # with deduplicated dts (aka gap/repeat removal)
int, # len diff between input and deduped int, # len diff between input and deduped
]: ]:
@ -639,19 +650,22 @@ def dedupe(
''' '''
wdts: pl.DataFrame = with_dts(src_df) wdts: pl.DataFrame = with_dts(src_df)
# maybe sort on any time field deduped = wdts
if sort:
wdts = wdts.sort(by='time')
# TODO: detect out-of-order segments which were corrected!
# -[ ] report in log msg
# -[ ] possibly return segment sections which were moved?
# remove duplicated datetime samples/sections # remove duplicated datetime samples/sections
deduped: pl.DataFrame = wdts.unique( deduped: pl.DataFrame = wdts.unique(
subset=['dt'], # subset=['dt'],
subset=['time'],
maintain_order=True, maintain_order=True,
) )
# maybe sort on any time field
if sort:
deduped = deduped.sort(by='time')
# TODO: detect out-of-order segments which were corrected!
# -[ ] report in log msg
# -[ ] possibly return segment sections which were moved?
diff: int = ( diff: int = (
wdts.height wdts.height
- -

View File

@ -18,22 +18,6 @@
requires = ["hatchling"] requires = ["hatchling"]
build-backend = "hatchling.build" build-backend = "hatchling.build"
# ------ - ------
[tool.ruff.lint]
# https://docs.astral.sh/ruff/settings/#lint_ignore
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
]
# ignore-init-module-imports = false
# ------ - ------
[project] [project]
name = "piker" name = "piker"
version = "0.1.0a0dev0" version = "0.1.0a0dev0"
@ -103,15 +87,23 @@ uis = [
"pyqt6 >=6.7.0, <7.0.0", "pyqt6 >=6.7.0, <7.0.0",
"pyqtgraph", "pyqtgraph",
# ------ - ------ # for consideration,
# - 'visidata'
# TODO: add an `--only daemon` group for running non-ui / pikerd # TODO: add an `--only daemon` group for running non-ui / pikerd
# service tree in distributed mode B) # service tree in distributed mode B)
# https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies # https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies
# [project.optional-dependencies]
] ]
[dependency-groups] [dependency-groups]
# TODO: 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
#
# console ehancements and eventually remote debugging extras/helpers.
# use `uv --dev` to enable
dev = [ dev = [
"pytest >=6.0.0, <7.0.0", "pytest >=6.0.0, <7.0.0",
"elasticsearch >=8.9.0, <9.0.0", "elasticsearch >=8.9.0, <9.0.0",
@ -119,13 +111,7 @@ dev = [
"prompt-toolkit ==3.0.40", "prompt-toolkit ==3.0.40",
"cython >=3.0.0, <4.0.0", "cython >=3.0.0, <4.0.0",
"greenback >=1.1.1, <2.0.0", "greenback >=1.1.1, <2.0.0",
# console ehancements and eventually remote debugging "ruff>=0.9.6",
# 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] [project.scripts]

93
ruff.toml 100644
View File

@ -0,0 +1,93 @@
# from default `ruff.toml` @
# https://docs.astral.sh/ruff/configuration/
# Exclude a variety of commonly ignored directories.
exclude = [
".bzr",
".direnv",
".eggs",
".git",
".git-rewrite",
".hg",
".ipynb_checkpoints",
".mypy_cache",
".nox",
".pants.d",
".pyenv",
".pytest_cache",
".pytype",
".ruff_cache",
".svn",
".tox",
".venv",
".vscode",
"__pypackages__",
"_build",
"buck-out",
"build",
"dist",
"node_modules",
"site-packages",
"venv",
]
# Same as Black.
line-length = 88
indent-width = 4
# Assume Python 3.9
target-version = "py312"
# ------ - ------
# TODO, stop warnings around `anext()` builtin use?
# tool.ruff.target-version = "py310"
[lint]
# Enable Pyflakes (`F`) and a subset of the pycodestyle (`E`) codes by default.
# Unlike Flake8, Ruff doesn't enable pycodestyle warnings (`W`) or
# McCabe complexity (`C901`) by default.
select = ["E4", "E7", "E9", "F"]
ignore = []
ignore-init-module-imports = false
[lint.per-file-ignores]
"piker/ui/qt.py" = [
"E402",
'F401', # unused imports (without __all__ or blah as blah)
# "F841", # unused variable rules
]
# Allow fix for all enabled rules (when `--fix`) is provided.
fixable = ["ALL"]
unfixable = []
# Allow unused variables when underscore-prefixed.
dummy-variable-rgx = "^(_+|(_+[a-zA-Z0-9_]*[a-zA-Z0-9]+?))$"
[format]
# Use single quotes in `ruff format`.
quote-style = "single"
# Like Black, indent with spaces, rather than tabs.
indent-style = "space"
# Like Black, respect magic trailing commas.
skip-magic-trailing-comma = false
# Like Black, automatically detect the appropriate line ending.
line-ending = "auto"
# Enable auto-formatting of code examples in docstrings. Markdown,
# reStructuredText code/literal blocks and doctests are all supported.
#
# This is currently disabled by default, but it is planned for this
# to be opt-out in the future.
docstring-code-format = false
# Set the line length limit used when formatting code snippets in
# docstrings.
#
# This only has an effect when the `docstring-code-format` setting is
# enabled.
docstring-code-line-length = "dynamic"

31
uv.lock
View File

@ -708,6 +708,7 @@ dev = [
{ name = "greenback" }, { name = "greenback" },
{ name = "prompt-toolkit" }, { name = "prompt-toolkit" },
{ name = "pytest" }, { name = "pytest" },
{ name = "ruff" },
{ name = "xonsh" }, { name = "xonsh" },
] ]
@ -739,7 +740,7 @@ requires-dist = [
{ name = "tomli", specifier = ">=2.0.1,<3.0.0" }, { name = "tomli", specifier = ">=2.0.1,<3.0.0" },
{ name = "tomli-w", specifier = ">=1.0.0,<2.0.0" }, { name = "tomli-w", specifier = ">=1.0.0,<2.0.0" },
{ name = "tomlkit", git = "https://github.com/pikers/tomlkit.git?branch=piker_pin" }, { name = "tomlkit", git = "https://github.com/pikers/tomlkit.git?branch=piker_pin" },
{ name = "tractor", directory = "../tractor" }, { name = "tractor", editable = "../tractor" },
{ name = "trio", specifier = ">=0.24,<0.25" }, { name = "trio", specifier = ">=0.24,<0.25" },
{ name = "trio-util", specifier = ">=0.7.0,<0.8.0" }, { name = "trio-util", specifier = ">=0.7.0,<0.8.0" },
{ name = "trio-websocket", specifier = ">=0.10.3,<0.11.0" }, { name = "trio-websocket", specifier = ">=0.10.3,<0.11.0" },
@ -754,6 +755,7 @@ dev = [
{ name = "greenback", specifier = ">=1.1.1,<2.0.0" }, { name = "greenback", specifier = ">=1.1.1,<2.0.0" },
{ name = "prompt-toolkit", specifier = "==3.0.40" }, { name = "prompt-toolkit", specifier = "==3.0.40" },
{ name = "pytest", specifier = ">=6.0.0,<7.0.0" }, { name = "pytest", specifier = ">=6.0.0,<7.0.0" },
{ name = "ruff", specifier = ">=0.9.6" },
{ name = "xonsh", specifier = ">=0.14.2,<0.15.0" }, { name = "xonsh", specifier = ">=0.14.2,<0.15.0" },
] ]
@ -1073,6 +1075,31 @@ wheels = [
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[[package]] [[package]]
name = "shellingham" name = "shellingham"
version = "1.5.4" version = "1.5.4"
@ -1188,7 +1215,7 @@ source = { git = "https://github.com/pikers/tomlkit.git?branch=piker_pin#8e0239a
[[package]] [[package]]
name = "tractor" name = "tractor"
version = "0.1.0a6.dev0" version = "0.1.0a6.dev0"
source = { directory = "../tractor" } source = { editable = "../tractor" }
dependencies = [ dependencies = [
{ name = "colorlog" }, { name = "colorlog" },
{ name = "msgspec" }, { name = "msgspec" },