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26 Commits

Author SHA1 Message Date
Tyler Goodlet 793a454463 Adjust feed status fields/display-pane to new actor-ID
That is to use the new `tractor.msg.types.Aid` struct to pull the
`brokerd` info from the `tractor.Channel.aid: Aid` attr as well as more
generally handling the new `Channel.raddr.proto_key: str` and no longer
assuming a TCP IPC transport; this per the recent `tractor.ipc`
subsys which adds multi-IPC-transports!

Downstream tweaks to match,
- use an "opt-in" field set to display in the `brokerd` info pane in
  `.ui._feedstatus.mk_feed_label()`.
 |_ also add some todos and drop some seemingly unneeded form sizing
    calcs?
- tweak `.ui._label` to allow not using markdown, though ended up not
  doing that since it looked too plain..
2026-01-02 17:36:13 -05:00
Tyler Goodlet b8b4f1b80f Adjust to `trio`'s strict eg nurseries throughout!
Using `tractor.trionics.collapse_eg()` as needed to avoid, at the least,
crash-worthy (in debug-mode REPL-ing terms) nested cancellation egs that
exhibit on SIGINT/ctl-c of each "app" (chart & daemon).

Also a bit of renaming of all `trio.Nursery`s to `tn`, the new "task
nursery" shorthand-var-name being used in all our other `tractor`
related projects.
2026-01-02 17:36:13 -05:00
Tyler Goodlet 1cf041d8e6 Start a manual `tags` file for internal refs 2026-01-02 17:36:13 -05:00
Tyler Goodlet 831b6cfb21 Add a couple new grays to the pallete 2026-01-02 17:25:29 -05:00
Tyler Goodlet e5f7e8de9d Bump to (latest) `polars`, the `0.20.6x` series B)
Since I was trying out the neat lookin `polars-fuzzy-match` (also added
for now as a core dep here) which requires the new plugin sys, plus it's
about time we synced with upstream!

Adjust some column syntax to the new `.name` sub-field-space and the
`uv` lock-file to match.

Other,
- add back `trio-typing` bc i guess something else needs it (debug
  tooling stuff in new `tractor`?)
- flip back to the `tractor` pre-main pin since the new `main`-branch
  requires new `trio` stuff we haven't ported yet..
2026-01-02 17:24:17 -05:00
Tyler Goodlet 871bb2620e Port to newer `tractor.get_registry()` 2026-01-02 17:00:23 -05:00
Tyler Goodlet de980a69e0 Update legacy type to `tractor.MsgStream` 2026-01-02 17:00:23 -05:00
Tyler Goodlet ab9f01caf2 Fix type-check assertion in ems test to use `is` 2026-01-02 17:00:23 -05:00
Tyler Goodlet d85632ba9b Cast to `float` as needed from order-mode and ems
Since we're not quite yet using automatic typed msging from
`tractor`/`msgspec` (i.e. still manually decoding order ctl msgs from
built-in types..`dict`s still not `msgspec.Struct`) this adds the
appropriate typecasting ops to ensure the required precision is attained
prior to processing and/or submission to a brokerd backend service.

For the `.clearing._ems`,
- flip all `trigger_price` previously presumed to be `float` to just
  the field-identical `price: Decimal` and ensure we cast to `float`
  for any `trigger_price` usage, like before passing to `mk_check()`.

For `.ui.order_mode.OrderMode`,
- add a new `.curr_mkt: MktPair` convenience property to get the
  chart-active value.
- ensure we always use the `.curr_mkt.quantize() -> Decimal` before
  setting any IPC-msg's `.price` field!
- always cast `float(Order.price)` before use in setting line-levels.
- don't bother setting `Order.symbol` to a (now fully removed) `Symbol`
  instance since it's not really required-for-use anywhere; leaving it
  a `str` (per the type-annot) is fine for now?
2026-01-02 17:00:23 -05:00
Tyler Goodlet 8294ca6487 Mk `Brokerd[Order].price` avoid `float`-errs
By re-typing to a `.price: Decimal` field on both legs of the EMS.

It seems we must do it ourselves since,
- these msg's (fields) are relayed through the clearing engine to each
  `brokerd` backend and,
- bc many (if not all) of those backends `.broker`-clients (nor their
  encapsulated "brokerage services") **are not** doing any
  precision-truncation themselves.

So, for now, instead we opt to expect rounding at the source. This means
we will explicitly require casting to/from `float` at the line-graphics
interface to the order-clearing-engine (as implemented throughout
`.ui.order_mode.OrderMode`); and this is coming shortly.
2026-01-02 17:00:23 -05:00
Tyler Goodlet 87385a4e2d ib: never relay "Warning:" errors to EMS..
You'd think they could be bothered to make either a "log" or "warning"
msg type instead of a `type='error'`.. but alas, this attempts to detect
all such "warning"-errors and never proxy them to the clearing engine
thus avoiding the cancellation of any associated (by `reqid`)
pre-existing orders (control dialogs).

Also update all surrounding log messages to a more multiline style.
2026-01-02 16:59:09 -05:00
Tyler Goodlet b3c5478017 ib: jig `.data_reset_hack()` with vnc-client failover
Since apparently porting to the new docker container enforces using
a vnc password and `asyncvnc` seems to have a bug/mis-config whenever
i've tried a pw over a wg tunnel..?

Soo, this tries out the old `i3ipc`-win-focus + `xdo` click hack when
the above fails.

Deats,
- add a mod-level `try_xdo_manual()` to wrap calling
  `i3ipc_xdotool_manual_click_hack()` with an oserr handler, ensure we
  don't bother trying if `i3ipc` import fails beforehand tho.
- call ^ from both the orig case block and the failover from the
  vnc-client case.
- factor the `+no_setup_msg: str` out to mod level and expect it to be
  `.format()`-ed.
- refresh todo around `asyncvnc` pw ish..
- add a new `i3ipc_fin_wins_titled()` window-title scanner which
  predicates input `titles` and delivers any matches alongside the orig
  focused win at call time.
- tweak `i3ipc_xdotool_manual_click_hack()` to call ^ and remove prior
  unfactored window scanning logic.
2026-01-02 16:59:09 -05:00
Tyler Goodlet 6c9a78c5a0 Add fix for binance API 3.1 rollout..
See https://developers.binance.com/docs/binance-spot-api-docs#2025-08-26
2026-01-02 16:59:09 -05:00
Tyler Goodlet da223f7a55 kraken: add crash-handling around `Pair()` init
Since it can otherwise be difficult to debug due to nursery cancellation
(we need that taskman yo!).
2026-01-02 16:59:09 -05:00
Tyler Goodlet 49fe0a3398 kraken: `Pair.costmin` is now optional?
Some pairs don't seem to define it but it's not listed as deprecated on
official API page (new one now linked in type def's doc string).
2026-01-02 16:59:09 -05:00
Tyler Goodlet 29fc3b8a8b binance: add new `permissionSets` to base `Pair` 2026-01-02 16:59:09 -05:00
Tyler Goodlet 1bfe777637 Update `binance` spot pairs with `amendAllowed`
As per API updates,
https://developers.binance.com/docs/binance-spot-api-docs
https://developers.binance.com/docs/binance-spot-api-docs/faqs/order_amend_keep_priority

I also slightly tweaked the filed mismatch exception note to include the
`repr(pair_type)` so the dev can know which pair types should be
changed.
2026-01-02 16:59:09 -05:00
Tyler Goodlet c694d915f1 `.kraken`: add masked pauses for order req debug
Such that the next time i inevitably must debug the some order-request
error status or precision discrepancy, i have the mkt-symbol branch
ready to go. Also, switch to `'action': 'buy'|'sell' as action,` style
`case` matching instead of the post-`if` predicate style.
2026-01-02 16:59:09 -05:00
Tyler Goodlet c120cb51a4 `.questrade`: link in ws-API issue! 2026-01-02 16:59:09 -05:00
Tyler Goodlet 7c20231f16 `.kraken.broker`: need to `await verify_balances()` .. 2026-01-02 16:59:09 -05:00
Tyler Goodlet d809c79788 `.brokers.ib.feed`: better `tractor.to_asyncio` typing and var naming throughout! 2026-01-02 16:59:09 -05:00
Tyler Goodlet 9f2f8a1664 `.brokers.cli`: module type and todo for `--pdb` flag to NOT src from sub-cmd 2026-01-02 16:59:09 -05:00
Tyler Goodlet 9f141635d1 Type loaded backend modules 2026-01-02 16:59:09 -05:00
Tyler Goodlet 0604ca7c82 Bump various `.brokers.core` doc string content/style 2026-01-02 16:59:09 -05:00
Tyler Goodlet 82c2256271 Add missing f-str prefix to log line 2026-01-02 16:55:15 -05:00
Tyler Goodlet a743fa28b5 Teensie `piker.data` styling tweaks
- use more compact optional value style with `|`-union
- fix `.flows` typing-only import since we need `MktPair` to be
  immediately defined for use on a `msgspec.Struct` field.
- more "tree-like" warning msg in `.validate()` reporting.
2026-01-02 16:55:15 -05:00
36 changed files with 531 additions and 259 deletions

View File

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

View File

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

View File

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

View File

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

View File

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

View File

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

View File

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

View File

@ -1241,32 +1241,47 @@ async def deliver_trade_events(
# never relay errors for non-broker related issues
# https://interactivebrokers.github.io/tws-api/message_codes.html
code: int = err['error_code']
if code in {
200, # uhh
reason: str = err['reason']
reqid: str = str(err['reqid'])
# "Warning:" msg codes,
# https://interactivebrokers.github.io/tws-api/message_codes.html#warning_codes
# - 2109: 'Outside Regular Trading Hours'
if 'Warning:' in reason:
log.warning(
f'Order-API-warning: {code!r}\n'
f'reqid: {reqid!r}\n'
f'\n'
f'{pformat(err)}\n'
# ^TODO? should we just print the `reason`
# not the full `err`-dict?
)
continue
# XXX known special (ignore) cases
elif code in {
200, # uhh.. ni idea
# hist pacing / connectivity
162,
165,
# WARNING codes:
# https://interactivebrokers.github.io/tws-api/message_codes.html#warning_codes
# Attribute 'Outside Regular Trading Hours' is
# " 'ignored based on the order type and
# destination. PlaceOrder is now ' 'being
# processed.',
2109,
# XXX: lol this isn't even documented..
# 'No market data during competing live session'
1669,
}:
log.error(
f'Order-API-error which is non-cancel-causing ?!\n'
f'\n'
f'{pformat(err)}\n'
)
continue
reqid: str = str(err['reqid'])
reason: str = err['reason']
if err['reqid'] == -1:
log.error(f'TWS external order error:\n{pformat(err)}')
log.error(
f'TWS external order error ??\n'
f'{pformat(err)}\n'
)
flow: dict = dict(
flows.get(reqid)

View File

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

View File

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

View File

@ -175,9 +175,8 @@ async def handle_order_requests(
case {
'account': 'kraken.spot' as account,
'action': action,
} if action in {'buy', 'sell'}:
'action': 'buy'|'sell',
}:
# validate
order = BrokerdOrder(**msg)
@ -262,6 +261,12 @@ async def handle_order_requests(
} | extra
log.info(f'Submitting WS order request:\n{pformat(req)}')
# NOTE HOWTO, debug order requests
#
# if 'XRP' in pair:
# await tractor.pause()
await ws.send_msg(req)
# placehold for sanity checking in relay loop
@ -544,7 +549,7 @@ async def open_trade_dialog(
# to be reloaded.
balances: dict[str, float] = await client.get_balances()
verify_balances(
await verify_balances(
acnt,
src_fiat,
balances,
@ -1085,6 +1090,8 @@ async def handle_order_updates(
f'Failed to {action} order {reqid}:\n'
f'{errmsg}'
)
# if tractor._state.debug_mode():
# await tractor.pause()
symbol: str = 'N/A'
if chain := apiflows.get(reqid):

View File

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

View File

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

View File

@ -25,7 +25,10 @@ from typing import TYPE_CHECKING
import trio
import tractor
from tractor.trionics import broadcast_receiver
from tractor.trionics import (
broadcast_receiver,
collapse_eg,
)
from ._util import (
log, # sub-sys logger
@ -285,8 +288,11 @@ async def open_ems(
client._ems_stream = trades_stream
# start sync code order msg delivery task
async with trio.open_nursery() as n:
n.start_soon(
async with (
collapse_eg(),
trio.open_nursery() as tn,
):
tn.start_soon(
relay_orders_from_sync_code,
client,
fqme,
@ -302,4 +308,4 @@ async def open_ems(
)
# stop the sync-msg-relay task on exit.
n.cancel_scope.cancel()
tn.cancel_scope.cancel()

View File

@ -76,7 +76,6 @@ if TYPE_CHECKING:
# TODO: numba all of this
def mk_check(
trigger_price: float,
known_last: float,
action: str,
@ -162,7 +161,7 @@ async def clear_dark_triggers(
router: Router,
brokerd_orders_stream: tractor.MsgStream,
quote_stream: tractor.ReceiveMsgStream, # noqa
quote_stream: tractor.MsgStream,
broker: str,
fqme: str,
@ -178,6 +177,7 @@ async def clear_dark_triggers(
'''
# XXX: optimize this for speed!
# TODO:
# - port to the new ringbuf stuff in `tractor.ipc`!
# - numba all this!
# - this stream may eventually contain multiple symbols
quote_stream._raise_on_lag = False
@ -1190,12 +1190,16 @@ async def process_client_order_cmds(
submitting live orders immediately if requested by the client.
'''
# cmd: dict
# TODO, only allow `msgspec.Struct` form!
cmd: dict
async for cmd in client_order_stream:
log.info(f'Received order cmd:\n{pformat(cmd)}')
log.info(
f'Received order cmd:\n'
f'{pformat(cmd)}\n'
)
# CAWT DAMN we need struct support!
oid = str(cmd['oid'])
oid: str = str(cmd['oid'])
# register this stream as an active order dialog (msg flow) for
# this order id such that translated message from the brokerd
@ -1301,7 +1305,7 @@ async def process_client_order_cmds(
case {
'oid': oid,
'symbol': fqme,
'price': trigger_price,
'price': price,
'size': size,
'action': ('buy' | 'sell') as action,
'exec_mode': ('live' | 'paper'),
@ -1333,7 +1337,7 @@ async def process_client_order_cmds(
symbol=sym,
action=action,
price=trigger_price,
price=price,
size=size,
account=req.account,
)
@ -1355,7 +1359,11 @@ async def process_client_order_cmds(
# (``translate_and_relay_brokerd_events()`` above) will
# handle relaying the ems side responses back to
# the client/cmd sender from this request
log.info(f'Sending live order to {broker}:\n{pformat(msg)}')
log.info(
f'Sending live order to {broker}:\n'
f'{pformat(msg)}'
)
await brokerd_order_stream.send(msg)
# an immediate response should be ``BrokerdOrderAck``
@ -1371,7 +1379,7 @@ async def process_client_order_cmds(
case {
'oid': oid,
'symbol': fqme,
'price': trigger_price,
'price': price,
'size': size,
'exec_mode': exec_mode,
'action': action,
@ -1399,7 +1407,12 @@ async def process_client_order_cmds(
if isnan(last):
last = flume.rt_shm.array[-1]['close']
pred = mk_check(trigger_price, last, action)
trigger_price: float = float(price)
pred = mk_check(
trigger_price,
last,
action,
)
# NOTE: for dark orders currently we submit
# the triggered live order at a price 5 ticks
@ -1539,7 +1552,7 @@ async def _emsd_main(
ctx: tractor.Context,
fqme: str,
exec_mode: str, # ('paper', 'live')
loglevel: str | None = None,
loglevel: str|None = None,
) -> tuple[
dict[

View File

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

View File

@ -510,7 +510,7 @@ async def handle_order_requests(
reqid = await client.submit_limit(
oid=order.oid,
symbol=f'{order.symbol}.{client.broker}',
price=order.price,
price=float(order.price),
action=order.action,
size=order.size,
# XXX: by default 0 tells ``ib_insync`` methods that

View File

@ -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

View File

@ -740,7 +740,7 @@ async def sample_and_broadcast(
log.warning(
f'Feed OVERRUN {sub_key}'
'@{bus.brokername} -> \n'
f'@{bus.brokername} -> \n'
f'feed @ {chan.uid}\n'
f'throttle = {throttle} Hz'
)

View File

@ -39,6 +39,7 @@ from typing import (
AsyncContextManager,
Awaitable,
Sequence,
TYPE_CHECKING,
)
import trio
@ -75,6 +76,10 @@ from ._sampling import (
uniform_rate_send,
)
if TYPE_CHECKING:
from tractor._addr import Address
from tractor.msg.types import Aid
class Sub(Struct, frozen=True):
'''
@ -786,7 +791,6 @@ async def install_brokerd_search(
@acm
async def maybe_open_feed(
fqmes: list[str],
loglevel: str | None = None,
@ -840,13 +844,12 @@ async def maybe_open_feed(
@acm
async def open_feed(
fqmes: list[str],
loglevel: str | None = None,
loglevel: str|None = None,
allow_overruns: bool = True,
start_stream: bool = True,
tick_throttle: float | None = None, # Hz
tick_throttle: float|None = None, # Hz
allow_remote_ctl_ui: bool = False,
@ -899,19 +902,19 @@ async def open_feed(
feed.portals[brokermod] = portal
# fill out "status info" that the UI can show
host, port = portal.channel.raddr
if host == '127.0.0.1':
host = 'localhost'
chan: tractor.Channel = portal.chan
raddr: Address = chan.raddr
aid: Aid = chan.aid
# TAG_feed_status_update
feed.status.update({
'actor_name': portal.channel.uid[0],
'host': host,
'port': port,
'actor_id': aid,
'actor_short_id': f'{aid.name}@{aid.pid}',
'ipc': chan.raddr.proto_key,
'ipc_addr': raddr,
'hist_shm': 'NA',
'rt_shm': 'NA',
'throttle_rate': tick_throttle,
'throttle_hz': tick_throttle,
})
# feed.status.update(init_msg.pop('status', {}))
# (allocate and) connect to any feed bus for this broker
bus_ctxs.append(

View File

@ -36,10 +36,10 @@ from ._sharedmem import (
ShmArray,
_Token,
)
from piker.accounting import MktPair
if TYPE_CHECKING:
from ..accounting import MktPair
from .feed import Feed
from piker.data.feed import Feed
class Flume(Struct):
@ -82,7 +82,7 @@ class Flume(Struct):
# TODO: do we need this really if we can pull the `Portal` from
# ``tractor``'s internals?
feed: Feed | None = None
feed: Feed|None = None
@property
def rt_shm(self) -> ShmArray:

View File

@ -113,9 +113,9 @@ def validate_backend(
)
if ep is None:
log.warning(
f'Provider backend {mod.name} is missing '
f'{daemon_name} support :(\n'
f'The following endpoint is missing: {name}'
f'Provider backend {mod.name!r} is missing '
f'{daemon_name!r} support?\n'
f'|_module endpoint-func missing: {name!r}\n'
)
inits: list[

View File

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

View File

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

View File

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

View File

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

View File

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

View File

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

View File

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

View File

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

View File

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

View File

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

View File

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

View File

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

1
tags 100644
View File

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

View File

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