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Tyler Goodlet
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Tyler Goodlet
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Tyler Goodlet
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Tyler Goodlet
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Tyler Goodlet
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Tyler Goodlet
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68940e8a73 | |
 Nelson Torres
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42fdb204dc | |
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Nelson Torres
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Tyler Goodlet
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b901dce551 |
234
README.rst
234
README.rst
|
|
@ -1,161 +1,162 @@
|
|||
piker
|
||||
-----
|
||||
trading gear for hackers
|
||||
trading gear for hackers.
|
||||
|
||||
|gh_actions|
|
||||
|
||||
.. |gh_actions| image:: https://img.shields.io/endpoint.svg?url=https%3A%2F%2Factions-badge.atrox.dev%2Fpikers%2Fpiker%2Fbadge&style=popout-square
|
||||
:target: https://actions-badge.atrox.dev/piker/pikers/goto
|
||||
|
||||
``piker`` is a broker agnostic, next-gen FOSS toolset and runtime for
|
||||
real-time computational trading targeted at `hardcore Linux users
|
||||
<comp_trader>`_ .
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||||
``piker`` is a broker agnostic, next-gen FOSS toolset for real-time
|
||||
computational trading targeted at `hardcore Linux users <comp_trader>`_ .
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||||
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||||
we use much bleeding edge tech including (but not limited to):
|
||||
we use as much bleeding edge tech as possible including (but not limited to):
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||||
- latest python for glue_
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||||
- uv_ for packaging and distribution
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||||
- trio_ & tractor_ for our distributed `structured concurrency`_ runtime
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- Qt_ for pristine low latency UIs
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- pyqtgraph_ (which we've extended) for real-time charting and graphics
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||||
- ``polars`` ``numpy`` and ``numba`` for redic `fast numerics`_
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||||
- `apache arrow and parquet`_ for time-series storage
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||||
- trio_ & tractor_ for our distributed, multi-core, real-time streaming
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||||
`structured concurrency`_ runtime B)
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||||
- Qt_ for pristine high performance UIs
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||||
- pyqtgraph_ for real-time charting
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||||
- ``polars`` ``numpy`` and ``numba`` for `fast numerics`_
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||||
- `apache arrow and parquet`_ for time series history management
|
||||
persistence and sharing
|
||||
- (prototyped) techtonicdb_ for L2 book storage
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||||
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||||
potential projects we might integrate with soon,
|
||||
|
||||
- (already prototyped in ) techtonicdb_ for L2 book storage
|
||||
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||||
.. _comp_trader: https://jfaleiro.wordpress.com/2019/10/09/computational-trader/
|
||||
.. _glue: https://numpy.org/doc/stable/user/c-info.python-as-glue.html#using-python-as-glue
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||||
.. _uv: https://docs.astral.sh/uv/
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||||
.. |travis| image:: https://img.shields.io/travis/pikers/piker/master.svg
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||||
:target: https://travis-ci.org/pikers/piker
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||||
.. _trio: https://github.com/python-trio/trio
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||||
.. _tractor: https://github.com/goodboy/tractor
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||||
.. _structured concurrency: https://trio.discourse.group/
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||||
.. _marketstore: https://github.com/alpacahq/marketstore
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||||
.. _techtonicdb: https://github.com/0b01/tectonicdb
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||||
.. _Qt: https://www.qt.io/
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.. _pyqtgraph: https://github.com/pyqtgraph/pyqtgraph
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.. _glue: https://numpy.org/doc/stable/user/c-info.python-as-glue.html#using-python-as-glue
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||||
.. _apache arrow and parquet: https://arrow.apache.org/faq/
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.. _fast numerics: https://zerowithdot.com/python-numpy-and-pandas-performance/
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.. _techtonicdb: https://github.com/0b01/tectonicdb
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||||
.. _comp_trader: https://jfaleiro.wordpress.com/2019/10/09/computational-trader/
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focus and feats:
|
||||
****************
|
||||
fitting with these tenets, we're always open to new
|
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framework/lib/service interop suggestions and ideas!
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focus and features:
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||||
*******************
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- 100% federated: your code, your hardware, your data feeds, your broker fills.
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- zero web: low latency, native software that doesn't try to re-invent the OS
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- maximal **privacy**: prevent brokers and mms from knowing your
|
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planz; smack their spreads with dark volume.
|
||||
- zero clutter: modal, context oriented UIs that echew minimalism, reduce
|
||||
thought noise and encourage un-emotion.
|
||||
- first class parallelism: built from the ground up on next-gen structured concurrency
|
||||
primitives.
|
||||
- traders first: broker/exchange/asset-class agnostic
|
||||
- systems grounded: real-time financial signal processing that will
|
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make any queuing or DSP eng juice their shorts.
|
||||
- non-tina UX: sleek, powerful keyboard driven interaction with expected use in tiling wms
|
||||
- data collaboration: every process and protocol is multi-host scalable.
|
||||
- fight club ready: zero interest in adoption by suits; no corporate friendly license, ever.
|
||||
|
||||
- **100% federated**:
|
||||
your code, your hardware, your data feeds, your broker fills.
|
||||
fitting with these tenets, we're always open to new framework suggestions and ideas.
|
||||
|
||||
- **zero web**:
|
||||
low latency as a prime objective, native UIs and modern IPC
|
||||
protocols without trying to re-invent the "OS-as-an-app"..
|
||||
|
||||
- **maximal privacy**:
|
||||
prevent brokers and mms from knowing your planz; smack their
|
||||
spreads with dark volume from a VPN tunnel.
|
||||
|
||||
- **zero clutter**:
|
||||
modal, context oriented UIs that echew minimalism, reduce thought
|
||||
noise and encourage un-emotion.
|
||||
|
||||
- **first class parallelism**:
|
||||
built from the ground up on a next-gen structured concurrency
|
||||
supervision sys.
|
||||
|
||||
- **traders first**:
|
||||
broker/exchange/venue/asset-class/money-sys agnostic
|
||||
|
||||
- **systems grounded**:
|
||||
real-time financial signal processing (fsp) that will make any
|
||||
queuing or DSP eng juice their shorts.
|
||||
|
||||
- **non-tina UX**:
|
||||
sleek, powerful keyboard driven interaction with expected use in
|
||||
tiling wms (or maybe even a DDE).
|
||||
|
||||
- **data collab at scale**:
|
||||
every actor-process and protocol is multi-host aware.
|
||||
|
||||
- **fight club ready**:
|
||||
zero interest in adoption by suits; no corporate friendly license,
|
||||
ever.
|
||||
|
||||
building the hottest looking, fastest, most reliable, keyboard
|
||||
friendly FOSS trading platform is the dream; join the cause.
|
||||
building the best looking, most reliable, keyboard friendly trading
|
||||
platform is the dream; join the cause.
|
||||
|
||||
|
||||
a sane install with `uv`
|
||||
************************
|
||||
bc why install with `python` when you can faster with `rust` ::
|
||||
sane install with `poetry`
|
||||
**************************
|
||||
TODO!
|
||||
|
||||
uv lock
|
||||
|
||||
rigorous install on ``nixos`` using ``poetry2nix``
|
||||
**************************************************
|
||||
TODO!
|
||||
|
||||
|
||||
hacky install on nixos
|
||||
**********************
|
||||
``NixOS`` is our core devs' distro of choice for which we offer
|
||||
`NixOS` is our core devs' distro of choice for which we offer
|
||||
a stringently defined development shell envoirment that can be loaded with::
|
||||
|
||||
nix-shell default.nix
|
||||
nix-shell develop.nix
|
||||
|
||||
this will setup the required python environment to run piker, make sure to
|
||||
run::
|
||||
|
||||
pip install -r requirements.txt -e .
|
||||
|
||||
once after loading the shell
|
||||
|
||||
|
||||
start a chart
|
||||
*************
|
||||
run a realtime OHLCV chart stand-alone::
|
||||
install wild-west style via `pip`
|
||||
*********************************
|
||||
``piker`` is currently under heavy pre-alpha development and as such
|
||||
should be cloned from this repo and hacked on directly.
|
||||
|
||||
piker -l info chart btcusdt.spot.binance xmrusdt.spot.kraken
|
||||
for a development install::
|
||||
|
||||
this runs a chart UI (with 1m sampled OHLCV) and shows 2 spot markets from 2 diff cexes
|
||||
overlayed on the same graph. Use of `piker` without first starting
|
||||
a daemon (`pikerd` - see below) means there is an implicit spawning of the
|
||||
multi-actor-runtime (implemented as a `tractor` app).
|
||||
|
||||
For additional subsystem feats available through our chart UI see the
|
||||
various sub-readmes:
|
||||
|
||||
- order control using a mouse-n-keyboard UX B)
|
||||
- cross venue market-pair (what most call "symbol") search, select, overlay Bo
|
||||
- financial-signal-processing (`piker.fsp`) write-n-reload to sub-chart BO
|
||||
- src-asset derivatives scan for anal, like the infamous "max pain" XO
|
||||
git clone git@github.com:pikers/piker.git
|
||||
cd piker
|
||||
virtualenv env
|
||||
source ./env/bin/activate
|
||||
pip install -r requirements.txt -e .
|
||||
|
||||
|
||||
spawn a daemon standalone
|
||||
*************************
|
||||
we call the root actor-process the ``pikerd``. it can be (and is
|
||||
recommended normally to be) started separately from the ``piker
|
||||
chart`` program::
|
||||
check out our charts
|
||||
********************
|
||||
bet you weren't expecting this from the foss::
|
||||
|
||||
piker -l info -b kraken -b binance chart btcusdt.binance --pdb
|
||||
|
||||
|
||||
this runs the main chart (currently with 1m sampled OHLC) in in debug
|
||||
mode and you can practice paper trading using the following
|
||||
micro-manual:
|
||||
|
||||
``order_mode`` (
|
||||
edge triggered activation by any of the following keys,
|
||||
``mouse-click`` on y-level to submit at that price
|
||||
):
|
||||
|
||||
- ``f``/ ``ctl-f`` to stage buy
|
||||
- ``d``/ ``ctl-d`` to stage sell
|
||||
- ``a`` to stage alert
|
||||
|
||||
|
||||
``search_mode`` (
|
||||
``ctl-l`` or ``ctl-space`` to open,
|
||||
``ctl-c`` or ``ctl-space`` to close
|
||||
) :
|
||||
|
||||
- begin typing to have symbol search automatically lookup
|
||||
symbols from all loaded backend (broker) providers
|
||||
- arrow keys and mouse click to navigate selection
|
||||
- vi-like ``ctl-[hjkl]`` for navigation
|
||||
|
||||
|
||||
you can also configure your position allocation limits from the
|
||||
sidepane.
|
||||
|
||||
|
||||
run in distributed mode
|
||||
***********************
|
||||
start the service manager and data feed daemon in the background and
|
||||
connect to it::
|
||||
|
||||
pikerd -l info --pdb
|
||||
|
||||
the daemon does nothing until a ``piker``-client (like ``piker
|
||||
chart``) connects and requests some particular sub-system. for
|
||||
a connecting chart ``pikerd`` will spawn and manage at least,
|
||||
|
||||
- a data-feed daemon: ``datad`` which does all the work of comms with
|
||||
the backend provider (in this case the ``binance`` cex).
|
||||
- a paper-trading engine instance, ``paperboi.binance``, (if no live
|
||||
account has been configured) which allows for auto/manual order
|
||||
control against the live quote stream.
|
||||
connect your chart::
|
||||
|
||||
*using* an actor-service (aka micro-daemon) manager which dynamically
|
||||
supervises various sub-subsystems-as-services throughout the ``piker``
|
||||
runtime-stack.
|
||||
piker -l info -b kraken -b binance chart xmrusdt.binance --pdb
|
||||
|
||||
now you can (implicitly) connect your chart::
|
||||
|
||||
piker chart btcusdt.spot.binance
|
||||
|
||||
since ``pikerd`` was started separately you can now enjoy a persistent
|
||||
real-time data stream tied to the daemon-tree's lifetime. i.e. the next
|
||||
time you spawn a chart it will obviously not only load much faster
|
||||
(since the underlying ``datad.binance`` is left running with its
|
||||
in-memory IPC data structures) but also the data-feed and any order
|
||||
mgmt states should be persistent until you finally cancel ``pikerd``.
|
||||
enjoy persistent real-time data feeds tied to daemon lifetime. the next
|
||||
time you spawn a chart it will load much faster since the data feed has
|
||||
been cached and is now always running live in the background until you
|
||||
kill ``pikerd``.
|
||||
|
||||
|
||||
if anyone asks you what this project is about
|
||||
*********************************************
|
||||
you don't talk about it; just use it.
|
||||
you don't talk about it.
|
||||
|
||||
|
||||
how do i get involved?
|
||||
|
|
@ -165,15 +166,6 @@ enter the matrix.
|
|||
|
||||
how come there ain't that many docs
|
||||
***********************************
|
||||
i mean we want/need them but building the core right has been higher
|
||||
prio then marketting (and likely will stay that way Bp).
|
||||
|
||||
soo, suck it up bc,
|
||||
|
||||
- no one is trying to sell you on anything
|
||||
- learning the code base is prolly way more valuable
|
||||
- the UI/UXs are intended to be "intuitive" for any hacker..
|
||||
|
||||
we obviously need tonz help so if you want to start somewhere and
|
||||
can't necessarily write "advanced" concurrent python/rust code, this
|
||||
helping document literally anything might be the place for you!
|
||||
suck it up, learn the code; no one is trying to sell you on anything.
|
||||
also, we need lotsa help so if you want to start somewhere and can't
|
||||
necessarily write serious code, this might be the place for you!
|
||||
|
|
|
|||
134
default.nix
134
default.nix
|
|
@ -1,134 +0,0 @@
|
|||
with (import <nixpkgs> {});
|
||||
let
|
||||
glibStorePath = lib.getLib glib;
|
||||
zlibStorePath = lib.getLib zlib;
|
||||
zstdStorePath = lib.getLib zstd;
|
||||
dbusStorePath = lib.getLib dbus;
|
||||
libGLStorePath = lib.getLib libGL;
|
||||
freetypeStorePath = lib.getLib freetype;
|
||||
qt6baseStorePath = lib.getLib qt6.qtbase;
|
||||
fontconfigStorePath = lib.getLib fontconfig;
|
||||
libxkbcommonStorePath = lib.getLib libxkbcommon;
|
||||
xcbutilcursorStorePath = lib.getLib xcb-util-cursor;
|
||||
|
||||
qtpyStorePath = lib.getLib python312Packages.qtpy;
|
||||
pyqt6StorePath = lib.getLib python312Packages.pyqt6;
|
||||
pyqt6SipStorePath = lib.getLib python312Packages.pyqt6-sip;
|
||||
rapidfuzzStorePath = lib.getLib python312Packages.rapidfuzz;
|
||||
qdarkstyleStorePath = lib.getLib python312Packages.qdarkstyle;
|
||||
|
||||
xorgLibX11StorePath = lib.getLib xorg.libX11;
|
||||
xorgLibxcbStorePath = lib.getLib xorg.libxcb;
|
||||
xorgxcbutilwmStorePath = lib.getLib xorg.xcbutilwm;
|
||||
xorgxcbutilimageStorePath = lib.getLib xorg.xcbutilimage;
|
||||
xorgxcbutilerrorsStorePath = lib.getLib xorg.xcbutilerrors;
|
||||
xorgxcbutilkeysymsStorePath = lib.getLib xorg.xcbutilkeysyms;
|
||||
xorgxcbutilrenderutilStorePath = lib.getLib xorg.xcbutilrenderutil;
|
||||
in
|
||||
stdenv.mkDerivation {
|
||||
name = "piker-qt6-uv";
|
||||
buildInputs = [
|
||||
# System requirements.
|
||||
glib
|
||||
zlib
|
||||
dbus
|
||||
zstd
|
||||
libGL
|
||||
freetype
|
||||
qt6.qtbase
|
||||
libgcc.lib
|
||||
fontconfig
|
||||
libxkbcommon
|
||||
|
||||
# Xorg requirements
|
||||
xcb-util-cursor
|
||||
xorg.libxcb
|
||||
xorg.libX11
|
||||
xorg.xcbutilwm
|
||||
xorg.xcbutilimage
|
||||
xorg.xcbutilerrors
|
||||
xorg.xcbutilkeysyms
|
||||
xorg.xcbutilrenderutil
|
||||
|
||||
# Python requirements.
|
||||
python312Full
|
||||
python312Packages.uv
|
||||
python312Packages.qdarkstyle
|
||||
python312Packages.rapidfuzz
|
||||
python312Packages.pyqt6
|
||||
python312Packages.qtpy
|
||||
];
|
||||
src = null;
|
||||
shellHook = ''
|
||||
set -e
|
||||
|
||||
# Set the Qt plugin path
|
||||
# export QT_DEBUG_PLUGINS=1
|
||||
|
||||
QTBASE_PATH="${qt6baseStorePath}/lib"
|
||||
QT_PLUGIN_PATH="$QTBASE_PATH/qt-6/plugins"
|
||||
QT_QPA_PLATFORM_PLUGIN_PATH="$QT_PLUGIN_PATH/platforms"
|
||||
|
||||
LIB_GCC_PATH="${libgcc.lib}/lib"
|
||||
GLIB_PATH="${glibStorePath}/lib"
|
||||
ZSTD_PATH="${zstdStorePath}/lib"
|
||||
ZLIB_PATH="${zlibStorePath}/lib"
|
||||
DBUS_PATH="${dbusStorePath}/lib"
|
||||
LIBGL_PATH="${libGLStorePath}/lib"
|
||||
FREETYPE_PATH="${freetypeStorePath}/lib"
|
||||
FONTCONFIG_PATH="${fontconfigStorePath}/lib"
|
||||
LIB_XKB_COMMON_PATH="${libxkbcommonStorePath}/lib"
|
||||
|
||||
XCB_UTIL_CURSOR_PATH="${xcbutilcursorStorePath}/lib"
|
||||
XORG_LIB_X11_PATH="${xorgLibX11StorePath}/lib"
|
||||
XORG_LIB_XCB_PATH="${xorgLibxcbStorePath}/lib"
|
||||
XORG_XCB_UTIL_IMAGE_PATH="${xorgxcbutilimageStorePath}/lib"
|
||||
XORG_XCB_UTIL_WM_PATH="${xorgxcbutilwmStorePath}/lib"
|
||||
XORG_XCB_UTIL_RENDER_UTIL_PATH="${xorgxcbutilrenderutilStorePath}/lib"
|
||||
XORG_XCB_UTIL_KEYSYMS_PATH="${xorgxcbutilkeysymsStorePath}/lib"
|
||||
XORG_XCB_UTIL_ERRORS_PATH="${xorgxcbutilerrorsStorePath}/lib"
|
||||
|
||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QTBASE_PATH"
|
||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_PLUGIN_PATH"
|
||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_QPA_PLATFORM_PLUGIN_PATH"
|
||||
|
||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIB_GCC_PATH"
|
||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$DBUS_PATH"
|
||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$GLIB_PATH"
|
||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$ZLIB_PATH"
|
||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$ZSTD_PATH"
|
||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIBGL_PATH"
|
||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$FONTCONFIG_PATH"
|
||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$FREETYPE_PATH"
|
||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIB_XKB_COMMON_PATH"
|
||||
|
||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XCB_UTIL_CURSOR_PATH"
|
||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_LIB_X11_PATH"
|
||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_LIB_XCB_PATH"
|
||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_IMAGE_PATH"
|
||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_WM_PATH"
|
||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_RENDER_UTIL_PATH"
|
||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_KEYSYMS_PATH"
|
||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_ERRORS_PATH"
|
||||
|
||||
export LD_LIBRARY_PATH
|
||||
|
||||
RPDFUZZ_PATH="${rapidfuzzStorePath}/lib/python3.12/site-packages"
|
||||
QDRKSTYLE_PATH="${qdarkstyleStorePath}/lib/python3.12/site-packages"
|
||||
QTPY_PATH="${qtpyStorePath}/lib/python3.12/site-packages"
|
||||
PYQT6_PATH="${pyqt6StorePath}/lib/python3.12/site-packages"
|
||||
PYQT6_SIP_PATH="${pyqt6SipStorePath}/lib/python3.12/site-packages"
|
||||
|
||||
PATCH="$PATCH:$RPDFUZZ_PATH"
|
||||
PATCH="$PATCH:$QDRKSTYLE_PATH"
|
||||
PATCH="$PATCH:$QTPY_PATH"
|
||||
PATCH="$PATCH:$PYQT6_PATH"
|
||||
PATCH="$PATCH:$PYQT6_SIP_PATH"
|
||||
|
||||
export PATCH
|
||||
|
||||
# Install deps
|
||||
uv lock
|
||||
|
||||
'';
|
||||
}
|
||||
|
|
@ -98,14 +98,13 @@ async def open_cached_client(
|
|||
If one has not been setup do it and cache it.
|
||||
|
||||
'''
|
||||
brokermod: ModuleType = get_brokermod(brokername)
|
||||
|
||||
# TODO: make abstract or `typing.Protocol`
|
||||
# client: Client
|
||||
brokermod = get_brokermod(brokername)
|
||||
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}')
|
||||
|
||||
|
|
|
|||
|
|
@ -22,9 +22,7 @@ routines should be primitive data types where possible.
|
|||
"""
|
||||
import inspect
|
||||
from types import ModuleType
|
||||
from typing import (
|
||||
Any,
|
||||
)
|
||||
from typing import List, Dict, Any, Optional
|
||||
|
||||
import trio
|
||||
|
||||
|
|
@ -36,10 +34,8 @@ 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)
|
||||
|
|
@ -66,14 +62,10 @@ async def api(brokername: str, methname: str, **kwargs) -> dict:
|
|||
|
||||
async def stocks_quote(
|
||||
brokermod: ModuleType,
|
||||
tickers: list[str]
|
||||
|
||||
) -> dict[str, dict[str, Any]]:
|
||||
'''
|
||||
Return a `dict` of snapshot quotes for the provided input
|
||||
`tickers`: a `list` of fqmes.
|
||||
|
||||
'''
|
||||
tickers: List[str]
|
||||
) -> Dict[str, Dict[str, Any]]:
|
||||
"""Return quotes dict for ``tickers``.
|
||||
"""
|
||||
async with brokermod.get_client() as client:
|
||||
return await client.quote(tickers)
|
||||
|
||||
|
|
@ -82,15 +74,13 @@ async def stocks_quote(
|
|||
async def option_chain(
|
||||
brokermod: ModuleType,
|
||||
symbol: str,
|
||||
date: str|None = None,
|
||||
) -> dict[str, dict[str, dict[str, Any]]]:
|
||||
'''
|
||||
Return option chain for ``symbol`` for ``date``.
|
||||
date: Optional[str] = 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])
|
||||
|
|
@ -108,7 +98,7 @@ 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:
|
||||
|
|
@ -120,24 +110,15 @@ 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.
|
||||
|
|
@ -149,12 +130,12 @@ 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: list[str] = []
|
||||
results = []
|
||||
|
||||
async def search_backend(
|
||||
brokermod: ModuleType
|
||||
|
|
@ -162,13 +143,6 @@ 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(
|
||||
|
|
@ -188,6 +162,7 @@ async def symbol_search(
|
|||
))
|
||||
|
||||
async with trio.open_nursery() as n:
|
||||
|
||||
for mod in brokermods:
|
||||
n.start_soon(search_backend, mod.name)
|
||||
|
||||
|
|
@ -197,13 +172,11 @@ async def symbol_search(
|
|||
async def mkt_info(
|
||||
brokermod: ModuleType,
|
||||
fqme: str,
|
||||
|
||||
**kwargs,
|
||||
|
||||
) -> MktPair:
|
||||
'''
|
||||
Return the `piker.accounting.MktPair` info struct from a given
|
||||
backend broker tradable src/dst asset pair.
|
||||
Return MktPair info from broker including src and dst assets.
|
||||
|
||||
'''
|
||||
async with open_cached_client(brokermod.name) as client:
|
||||
|
|
|
|||
|
|
@ -62,7 +62,7 @@ from piker._cacheables import (
|
|||
)
|
||||
from piker.log import get_logger
|
||||
from piker.data.validate import FeedInit
|
||||
from piker.types import Struct # NOTE, this is already a `tractor.msg.Struct`
|
||||
from piker.types import Struct
|
||||
from piker.data import (
|
||||
def_iohlcv_fields,
|
||||
match_from_pairs,
|
||||
|
|
@ -98,18 +98,9 @@ class KucoinMktPair(Struct, frozen=True):
|
|||
def size_tick(self) -> Decimal:
|
||||
return Decimal(str(self.quoteMinSize))
|
||||
|
||||
callauctionFirstStageStartTime: None|float
|
||||
callauctionIsEnabled: bool
|
||||
callauctionPriceCeiling: float|None
|
||||
callauctionPriceFloor: float|None
|
||||
callauctionSecondStageStartTime: float|None
|
||||
callauctionThirdStageStartTime: float|None
|
||||
|
||||
enableTrading: bool
|
||||
feeCategory: int
|
||||
feeCurrency: str
|
||||
isMarginEnabled: bool
|
||||
makerFeeCoefficient: float
|
||||
market: str
|
||||
minFunds: float
|
||||
name: str
|
||||
|
|
@ -119,10 +110,11 @@ class KucoinMktPair(Struct, frozen=True):
|
|||
quoteIncrement: float
|
||||
quoteMaxSize: float
|
||||
quoteMinSize: float
|
||||
st: bool
|
||||
symbol: str # our bs_mktid, kucoin's internal id
|
||||
feeCategory: int
|
||||
makerFeeCoefficient: float
|
||||
takerFeeCoefficient: float
|
||||
tradingStartTime: float|None
|
||||
st: bool
|
||||
|
||||
|
||||
class AccountTrade(Struct, frozen=True):
|
||||
|
|
@ -404,13 +396,7 @@ class Client:
|
|||
pairs: dict[str, KucoinMktPair] = {}
|
||||
fqmes2mktids: bidict[str, str] = bidict()
|
||||
for item in entries:
|
||||
try:
|
||||
pair = pairs[item['name']] = KucoinMktPair(**item)
|
||||
except TypeError as te:
|
||||
raise TypeError(
|
||||
'`KucoinMktPair` and reponse fields do not match ??\n'
|
||||
f'{KucoinMktPair.fields_diff(item)}\n'
|
||||
) from te
|
||||
pair = pairs[item['name']] = KucoinMktPair(**item)
|
||||
fqmes2mktids[
|
||||
item['name'].lower().replace('-', '')
|
||||
] = pair.name
|
||||
|
|
|
|||
|
|
@ -1,49 +0,0 @@
|
|||
piker.clearing
|
||||
______________
|
||||
trade execution-n-control subsys for both live and paper trading as
|
||||
well as algo-trading manual override/interaction across any backend
|
||||
broker and data provider.
|
||||
|
||||
avail UIs
|
||||
*********
|
||||
|
||||
order ctl
|
||||
---------
|
||||
the `piker.clearing` subsys is exposed mainly though
|
||||
the `piker chart` GUI as a "chart trader" style UX and
|
||||
is automatically enabled whenever a chart is opened.
|
||||
|
||||
.. ^TODO, more prose here!
|
||||
|
||||
the "manual" order control features are exposed via the
|
||||
`piker.ui.order_mode` API and can pretty much always be
|
||||
used (at least) in simulated-trading mode, aka "paper"-mode, and
|
||||
the micro-manual is as follows:
|
||||
|
||||
``order_mode`` (
|
||||
edge triggered activation by any of the following keys,
|
||||
``mouse-click`` on y-level to submit at that price
|
||||
):
|
||||
|
||||
- ``f``/ ``ctl-f`` to stage buy
|
||||
- ``d``/ ``ctl-d`` to stage sell
|
||||
- ``a`` to stage alert
|
||||
|
||||
|
||||
``search_mode`` (
|
||||
``ctl-l`` or ``ctl-space`` to open,
|
||||
``ctl-c`` or ``ctl-space`` to close
|
||||
) :
|
||||
|
||||
- begin typing to have symbol search automatically lookup
|
||||
symbols from all loaded backend (broker) providers
|
||||
- arrow keys and mouse click to navigate selection
|
||||
- vi-like ``ctl-[hjkl]`` for navigation
|
||||
|
||||
|
||||
position (pp) mgmt
|
||||
------------------
|
||||
you can also configure your position allocation limits from the
|
||||
sidepane.
|
||||
|
||||
.. ^TODO, explain and provide tut once more refined!
|
||||
|
|
@ -168,6 +168,7 @@ class OrderClient(Struct):
|
|||
|
||||
|
||||
async def relay_orders_from_sync_code(
|
||||
|
||||
client: OrderClient,
|
||||
symbol_key: str,
|
||||
to_ems_stream: tractor.MsgStream,
|
||||
|
|
@ -241,11 +242,6 @@ async def open_ems(
|
|||
|
||||
async with maybe_open_emsd(
|
||||
broker,
|
||||
# XXX NOTE, LOL so this determines the daemon `emsd` loglevel
|
||||
# then FYI.. that's kinda wrong no?
|
||||
# -[ ] shouldn't it be set by `pikerd -l` or no?
|
||||
# -[ ] would make a lot more sense to have a subsys ctl for
|
||||
# levels.. like `-l emsd.info` or something?
|
||||
loglevel=loglevel,
|
||||
) as portal:
|
||||
|
||||
|
|
|
|||
|
|
@ -297,8 +297,6 @@ class PaperBoi(Struct):
|
|||
|
||||
# transmit pp msg to ems
|
||||
pp: Position = self.acnt.pps[bs_mktid]
|
||||
# TODO, this will break if `require_only=True` was passed to
|
||||
# `.update_from_ledger()`
|
||||
|
||||
pp_msg = BrokerdPosition(
|
||||
broker=self.broker,
|
||||
|
|
|
|||
|
|
@ -30,7 +30,6 @@ subsys: str = 'piker.clearing'
|
|||
|
||||
log = get_logger(subsys)
|
||||
|
||||
# TODO, oof doesn't this ignore the `loglevel` then???
|
||||
get_console_log = partial(
|
||||
get_console_log,
|
||||
name=subsys,
|
||||
|
|
|
|||
|
|
@ -95,12 +95,6 @@ class Sampler:
|
|||
# history loading.
|
||||
incr_task_cs: trio.CancelScope | None = None
|
||||
|
||||
bcast_errors: tuple[Exception] = (
|
||||
trio.BrokenResourceError,
|
||||
trio.ClosedResourceError,
|
||||
trio.EndOfChannel,
|
||||
)
|
||||
|
||||
# holds all the ``tractor.Context`` remote subscriptions for
|
||||
# a particular sample period increment event: all subscribers are
|
||||
# notified on a step.
|
||||
|
|
@ -264,15 +258,14 @@ class Sampler:
|
|||
subs: set
|
||||
last_ts, subs = pair
|
||||
|
||||
# NOTE, for debugging pub-sub issues
|
||||
# task = trio.lowlevel.current_task()
|
||||
# log.debug(
|
||||
# f'AlL-SUBS@{period_s!r}: {self.subscribers}\n'
|
||||
# f'PAIR: {pair}\n'
|
||||
# f'TASK: {task}: {id(task)}\n'
|
||||
# f'broadcasting {period_s} -> {last_ts}\n'
|
||||
# f'consumers: {subs}'
|
||||
# )
|
||||
task = trio.lowlevel.current_task()
|
||||
log.debug(
|
||||
f'SUBS {self.subscribers}\n'
|
||||
f'PAIR {pair}\n'
|
||||
f'TASK: {task}: {id(task)}\n'
|
||||
f'broadcasting {period_s} -> {last_ts}\n'
|
||||
# f'consumers: {subs}'
|
||||
)
|
||||
borked: set[MsgStream] = set()
|
||||
sent: set[MsgStream] = set()
|
||||
while True:
|
||||
|
|
@ -289,11 +282,12 @@ class Sampler:
|
|||
await stream.send(msg)
|
||||
sent.add(stream)
|
||||
|
||||
except self.bcast_errors as err:
|
||||
except (
|
||||
trio.BrokenResourceError,
|
||||
trio.ClosedResourceError
|
||||
):
|
||||
log.error(
|
||||
f'Connection dropped for IPC ctx\n'
|
||||
f'{stream._ctx}\n\n'
|
||||
f'Due to {type(err)}'
|
||||
f'{stream._ctx.chan.uid} dropped connection'
|
||||
)
|
||||
borked.add(stream)
|
||||
else:
|
||||
|
|
@ -400,8 +394,7 @@ async def register_with_sampler(
|
|||
finally:
|
||||
if (
|
||||
sub_for_broadcasts
|
||||
and
|
||||
subs
|
||||
and subs
|
||||
):
|
||||
try:
|
||||
subs.remove(stream)
|
||||
|
|
@ -568,7 +561,8 @@ async def open_sample_stream(
|
|||
|
||||
|
||||
async def sample_and_broadcast(
|
||||
bus: _FeedsBus,
|
||||
|
||||
bus: _FeedsBus, # noqa
|
||||
rt_shm: ShmArray,
|
||||
hist_shm: ShmArray,
|
||||
quote_stream: trio.abc.ReceiveChannel,
|
||||
|
|
@ -588,33 +582,11 @@ async def sample_and_broadcast(
|
|||
|
||||
overruns = Counter()
|
||||
|
||||
# NOTE, only used for debugging live-data-feed issues, though
|
||||
# this should be resolved more correctly in the future using the
|
||||
# new typed-msgspec feats of `tractor`!
|
||||
#
|
||||
# XXX, a multiline nested `dict` formatter (since rn quote-msgs
|
||||
# are just that).
|
||||
# pfmt: Callable[[str], str] = mk_repr()
|
||||
|
||||
# iterate stream delivered by broker
|
||||
async for quotes in quote_stream:
|
||||
# print(quotes)
|
||||
|
||||
# XXX WARNING XXX only enable for debugging bc ow can cost
|
||||
# ALOT of perf with HF-feedz!!!
|
||||
#
|
||||
# log.info(
|
||||
# 'Rx live quotes:\n'
|
||||
# f'{pfmt(quotes)}'
|
||||
# )
|
||||
|
||||
# TODO,
|
||||
# -[ ] `numba` or `cython`-nize this loop possibly?
|
||||
# |_alternatively could we do it in rust somehow by upacking
|
||||
# arrow msgs instead of using `msgspec`?
|
||||
# -[ ] use `msgspec.Struct` support in new typed-msging from
|
||||
# `tractor` to ensure only allowed msgs are transmitted?
|
||||
#
|
||||
# TODO: ``numba`` this!
|
||||
for broker_symbol, quote in quotes.items():
|
||||
# TODO: in theory you can send the IPC msg *before* writing
|
||||
# to the sharedmem array to decrease latency, however, that
|
||||
|
|
@ -687,21 +659,6 @@ async def sample_and_broadcast(
|
|||
sub_key: str = broker_symbol.lower()
|
||||
subs: set[Sub] = bus.get_subs(sub_key)
|
||||
|
||||
# TODO, figure out how to make this useful whilst
|
||||
# incoporating feed "pausing" ..
|
||||
#
|
||||
# if not subs:
|
||||
# all_bs_fqmes: list[str] = list(
|
||||
# bus._subscribers.keys()
|
||||
# )
|
||||
# log.warning(
|
||||
# f'No subscribers for {brokername!r} live-quote ??\n'
|
||||
# f'broker_symbol: {broker_symbol}\n\n'
|
||||
|
||||
# f'Maybe the backend-sys symbol does not match one of,\n'
|
||||
# f'{pfmt(all_bs_fqmes)}\n'
|
||||
# )
|
||||
|
||||
# NOTE: by default the broker backend doesn't append
|
||||
# it's own "name" into the fqme schema (but maybe it
|
||||
# should?) so we have to manually generate the correct
|
||||
|
|
@ -771,14 +728,18 @@ async def sample_and_broadcast(
|
|||
if lags > 10:
|
||||
await tractor.pause()
|
||||
|
||||
except Sampler.bcast_errors as ipc_err:
|
||||
except (
|
||||
trio.BrokenResourceError,
|
||||
trio.ClosedResourceError,
|
||||
trio.EndOfChannel,
|
||||
):
|
||||
ctx: Context = ipc._ctx
|
||||
chan: Channel = ctx.chan
|
||||
if ctx:
|
||||
log.warning(
|
||||
f'Dropped `brokerd`-feed for {broker_symbol!r} due to,\n'
|
||||
f'x>) {ctx.cid}@{chan.uid}'
|
||||
f'|_{ipc_err!r}\n\n'
|
||||
'Dropped `brokerd`-quotes-feed connection:\n'
|
||||
f'{broker_symbol}:'
|
||||
f'{ctx.cid}@{chan.uid}'
|
||||
)
|
||||
if sub.throttle_rate:
|
||||
assert ipc._closed
|
||||
|
|
@ -795,11 +756,12 @@ async def sample_and_broadcast(
|
|||
|
||||
|
||||
async def uniform_rate_send(
|
||||
|
||||
rate: float,
|
||||
quote_stream: trio.abc.ReceiveChannel,
|
||||
stream: MsgStream,
|
||||
|
||||
task_status: TaskStatus[None] = trio.TASK_STATUS_IGNORED,
|
||||
task_status: TaskStatus = trio.TASK_STATUS_IGNORED,
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
|
|
@ -817,16 +779,13 @@ async def uniform_rate_send(
|
|||
https://gist.github.com/njsmith/7ea44ec07e901cb78ebe1dd8dd846cb9
|
||||
|
||||
'''
|
||||
# ?TODO? dynamically compute the **actual** approx overhead latency per cycle
|
||||
# instead of this magic # bidinezz?
|
||||
throttle_period: float = 1/rate - 0.000616
|
||||
left_to_sleep: float = throttle_period
|
||||
# TODO: compute the approx overhead latency per cycle
|
||||
left_to_sleep = throttle_period = 1/rate - 0.000616
|
||||
|
||||
# send cycle state
|
||||
first_quote: dict|None
|
||||
first_quote = last_quote = None
|
||||
last_send: float = time.time()
|
||||
diff: float = 0
|
||||
last_send = time.time()
|
||||
diff = 0
|
||||
|
||||
task_status.started()
|
||||
ticks_by_type: dict[
|
||||
|
|
@ -837,28 +796,22 @@ async def uniform_rate_send(
|
|||
clear_types = _tick_groups['clears']
|
||||
|
||||
while True:
|
||||
|
||||
# compute the remaining time to sleep for this throttled cycle
|
||||
left_to_sleep: float = throttle_period - diff
|
||||
left_to_sleep = throttle_period - diff
|
||||
|
||||
if left_to_sleep > 0:
|
||||
cs: trio.CancelScope
|
||||
with trio.move_on_after(left_to_sleep) as cs:
|
||||
sym: str
|
||||
last_quote: dict
|
||||
try:
|
||||
sym, last_quote = await quote_stream.receive()
|
||||
except trio.EndOfChannel:
|
||||
log.exception(
|
||||
f'Live stream for feed for ended?\n'
|
||||
f'<=c\n'
|
||||
f' |_[{stream!r}\n'
|
||||
)
|
||||
log.exception(f"feed for {stream} ended?")
|
||||
break
|
||||
|
||||
diff: float = time.time() - last_send
|
||||
diff = time.time() - last_send
|
||||
|
||||
if not first_quote:
|
||||
first_quote: float = last_quote
|
||||
first_quote = last_quote
|
||||
# first_quote['tbt'] = ticks_by_type
|
||||
|
||||
if (throttle_period - diff) > 0:
|
||||
|
|
@ -919,9 +872,7 @@ async def uniform_rate_send(
|
|||
# TODO: now if only we could sync this to the display
|
||||
# rate timing exactly lul
|
||||
try:
|
||||
await stream.send({
|
||||
sym: first_quote
|
||||
})
|
||||
await stream.send({sym: first_quote})
|
||||
except tractor.RemoteActorError as rme:
|
||||
if rme.type is not tractor._exceptions.StreamOverrun:
|
||||
raise
|
||||
|
|
@ -932,28 +883,19 @@ async def uniform_rate_send(
|
|||
f'{sym}:{ctx.cid}@{chan.uid}'
|
||||
)
|
||||
|
||||
# NOTE: any of these can be raised by `tractor`'s IPC
|
||||
# transport-layer and we want to be highly resilient
|
||||
# to consumers which crash or lose network connection.
|
||||
# I.e. we **DO NOT** want to crash and propagate up to
|
||||
# ``pikerd`` these kinds of errors!
|
||||
except (
|
||||
# NOTE: any of these can be raised by ``tractor``'s IPC
|
||||
# transport-layer and we want to be highly resilient
|
||||
# to consumers which crash or lose network connection.
|
||||
# I.e. we **DO NOT** want to crash and propagate up to
|
||||
# ``pikerd`` these kinds of errors!
|
||||
trio.ClosedResourceError,
|
||||
trio.BrokenResourceError,
|
||||
ConnectionResetError,
|
||||
) + Sampler.bcast_errors as ipc_err:
|
||||
match ipc_err:
|
||||
case trio.EndOfChannel():
|
||||
log.info(
|
||||
f'{stream} terminated by peer,\n'
|
||||
f'{ipc_err!r}'
|
||||
)
|
||||
case _:
|
||||
# if the feed consumer goes down then drop
|
||||
# out of this rate limiter
|
||||
log.warning(
|
||||
f'{stream} closed due to,\n'
|
||||
f'{ipc_err!r}'
|
||||
)
|
||||
|
||||
):
|
||||
# if the feed consumer goes down then drop
|
||||
# out of this rate limiter
|
||||
log.warning(f'{stream} closed')
|
||||
await stream.aclose()
|
||||
return
|
||||
|
||||
|
|
|
|||
|
|
@ -31,7 +31,6 @@ from pathlib import Path
|
|||
from pprint import pformat
|
||||
from typing import (
|
||||
Any,
|
||||
Callable,
|
||||
Sequence,
|
||||
Hashable,
|
||||
TYPE_CHECKING,
|
||||
|
|
@ -57,7 +56,7 @@ from piker.brokers import (
|
|||
)
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from piker.accounting import (
|
||||
from ..accounting import (
|
||||
Asset,
|
||||
MktPair,
|
||||
)
|
||||
|
|
@ -150,68 +149,57 @@ class SymbologyCache(Struct):
|
|||
'Implement `Client.get_assets()`!'
|
||||
)
|
||||
|
||||
get_mkt_pairs: Callable|None = getattr(
|
||||
client,
|
||||
'get_mkt_pairs',
|
||||
None,
|
||||
)
|
||||
if not get_mkt_pairs:
|
||||
if get_mkt_pairs := getattr(client, 'get_mkt_pairs', None):
|
||||
|
||||
pairs: dict[str, Struct] = await get_mkt_pairs()
|
||||
for bs_fqme, pair in pairs.items():
|
||||
|
||||
# NOTE: every backend defined pair should
|
||||
# declare it's ns path for roundtrip
|
||||
# serialization lookup.
|
||||
if not getattr(pair, 'ns_path', None):
|
||||
raise TypeError(
|
||||
f'Pair-struct for {self.mod.name} MUST define a '
|
||||
'`.ns_path: str`!\n'
|
||||
f'{pair}'
|
||||
)
|
||||
|
||||
entry = await self.mod.get_mkt_info(pair.bs_fqme)
|
||||
if not entry:
|
||||
continue
|
||||
|
||||
mkt: MktPair
|
||||
pair: Struct
|
||||
mkt, _pair = entry
|
||||
assert _pair is pair, (
|
||||
f'`{self.mod.name}` backend probably has a '
|
||||
'keying-symmetry problem between the pair-`Struct` '
|
||||
'returned from `Client.get_mkt_pairs()`and the '
|
||||
'module level endpoint: `.get_mkt_info()`\n\n'
|
||||
"Here's the struct diff:\n"
|
||||
f'{_pair - pair}'
|
||||
)
|
||||
# NOTE XXX: this means backends MUST implement
|
||||
# a `Struct.bs_mktid: str` field to provide
|
||||
# a native-keyed map to their own symbol
|
||||
# set(s).
|
||||
self.pairs[pair.bs_mktid] = pair
|
||||
|
||||
# NOTE: `MktPair`s are keyed here using piker's
|
||||
# internal FQME schema so that search,
|
||||
# accounting and feed init can be accomplished
|
||||
# a sane, uniform, normalized basis.
|
||||
self.mktmaps[mkt.fqme] = mkt
|
||||
|
||||
self.pair_ns_path: str = tractor.msg.NamespacePath.from_ref(
|
||||
pair,
|
||||
)
|
||||
|
||||
else:
|
||||
log.warning(
|
||||
'No symbology cache `Pair` support for `{provider}`..\n'
|
||||
'Implement `Client.get_mkt_pairs()`!'
|
||||
)
|
||||
return self
|
||||
|
||||
pairs: dict[str, Struct] = await get_mkt_pairs()
|
||||
if not pairs:
|
||||
log.warning(
|
||||
'No pairs from intial {provider!r} sym-cache request?\n\n'
|
||||
'`Client.get_mkt_pairs()` -> {pairs!r} ?'
|
||||
)
|
||||
return self
|
||||
|
||||
for bs_fqme, pair in pairs.items():
|
||||
if not getattr(pair, 'ns_path', None):
|
||||
# XXX: every backend defined pair must declare
|
||||
# a `.ns_path: tractor.NamespacePath` to enable
|
||||
# roundtrip serialization lookup from a local
|
||||
# cache file.
|
||||
raise TypeError(
|
||||
f'Pair-struct for {self.mod.name} MUST define a '
|
||||
'`.ns_path: str`!\n\n'
|
||||
f'{pair!r}'
|
||||
)
|
||||
|
||||
entry = await self.mod.get_mkt_info(pair.bs_fqme)
|
||||
if not entry:
|
||||
continue
|
||||
|
||||
mkt: MktPair
|
||||
pair: Struct
|
||||
mkt, _pair = entry
|
||||
assert _pair is pair, (
|
||||
f'`{self.mod.name}` backend probably has a '
|
||||
'keying-symmetry problem between the pair-`Struct` '
|
||||
'returned from `Client.get_mkt_pairs()`and the '
|
||||
'module level endpoint: `.get_mkt_info()`\n\n'
|
||||
"Here's the struct diff:\n"
|
||||
f'{_pair - pair}'
|
||||
)
|
||||
# NOTE XXX: this means backends MUST implement
|
||||
# a `Struct.bs_mktid: str` field to provide
|
||||
# a native-keyed map to their own symbol
|
||||
# set(s).
|
||||
self.pairs[pair.bs_mktid] = pair
|
||||
|
||||
# NOTE: `MktPair`s are keyed here using piker's
|
||||
# internal FQME schema so that search,
|
||||
# accounting and feed init can be accomplished
|
||||
# a sane, uniform, normalized basis.
|
||||
self.mktmaps[mkt.fqme] = mkt
|
||||
|
||||
self.pair_ns_path: str = tractor.msg.NamespacePath.from_ref(
|
||||
pair,
|
||||
)
|
||||
|
||||
return self
|
||||
|
||||
|
|
|
|||
|
|
@ -786,6 +786,7 @@ async def install_brokerd_search(
|
|||
|
||||
@acm
|
||||
async def maybe_open_feed(
|
||||
|
||||
fqmes: list[str],
|
||||
loglevel: str | None = None,
|
||||
|
||||
|
|
@ -839,12 +840,13 @@ 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,
|
||||
|
||||
|
|
|
|||
|
|
@ -36,10 +36,10 @@ from ._sharedmem import (
|
|||
ShmArray,
|
||||
_Token,
|
||||
)
|
||||
from piker.accounting import MktPair
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from piker.data.feed import Feed
|
||||
from ..accounting import MktPair
|
||||
from .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:
|
||||
|
|
|
|||
|
|
@ -113,9 +113,9 @@ def validate_backend(
|
|||
)
|
||||
if ep is None:
|
||||
log.warning(
|
||||
f'Provider backend {mod.name!r} is missing '
|
||||
f'{daemon_name!r} support?\n'
|
||||
f'|_module endpoint-func missing: {name!r}\n'
|
||||
f'Provider backend {mod.name} is missing '
|
||||
f'{daemon_name} support :(\n'
|
||||
f'The following endpoint is missing: {name}'
|
||||
)
|
||||
|
||||
inits: list[
|
||||
|
|
|
|||
30
piker/log.py
30
piker/log.py
|
|
@ -19,10 +19,6 @@ Log like a forester!
|
|||
"""
|
||||
import logging
|
||||
import json
|
||||
import reprlib
|
||||
from typing import (
|
||||
Callable,
|
||||
)
|
||||
|
||||
import tractor
|
||||
from pygments import (
|
||||
|
|
@ -88,29 +84,3 @@ def colorize_json(
|
|||
# likeable styles: algol_nu, tango, monokai
|
||||
formatters.TerminalTrueColorFormatter(style=style)
|
||||
)
|
||||
|
||||
|
||||
# TODO, eventually defer to the version in `modden` once
|
||||
# it becomes a dep!
|
||||
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
|
||||
|
|
|
|||
|
|
@ -386,8 +386,6 @@ def ldshm(
|
|||
open_annot_ctl() as actl,
|
||||
):
|
||||
shm_df: pl.DataFrame | None = None
|
||||
tf2aids: dict[float, dict] = {}
|
||||
|
||||
for (
|
||||
shmfile,
|
||||
shm,
|
||||
|
|
@ -528,17 +526,16 @@ def ldshm(
|
|||
new_df,
|
||||
step_gaps,
|
||||
)
|
||||
|
||||
# last chance manual overwrites in REPL
|
||||
# await tractor.pause()
|
||||
await tractor.pause()
|
||||
assert aids
|
||||
tf2aids[period_s] = aids
|
||||
|
||||
else:
|
||||
# allow interaction even when no ts problems.
|
||||
assert not diff
|
||||
await tractor.pause()
|
||||
# assert not diff
|
||||
|
||||
await tractor.pause()
|
||||
log.info('Exiting TSP shm anal-izer!')
|
||||
|
||||
if shm_df is None:
|
||||
log.error(
|
||||
|
|
|
|||
|
|
@ -161,13 +161,7 @@ class NativeStorageClient:
|
|||
|
||||
def index_files(self):
|
||||
for path in self._datadir.iterdir():
|
||||
if (
|
||||
path.is_dir()
|
||||
or
|
||||
'.parquet' not in str(path)
|
||||
# or
|
||||
# path.name in {'borked', 'expired',}
|
||||
):
|
||||
if path.name in {'borked', 'expired',}:
|
||||
continue
|
||||
|
||||
key: str = path.name.rstrip('.parquet')
|
||||
|
|
|
|||
|
|
@ -616,18 +616,6 @@ 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(
|
||||
src_df: pl.DataFrame,
|
||||
|
|
@ -638,6 +626,7 @@ def dedupe(
|
|||
|
||||
) -> tuple[
|
||||
pl.DataFrame, # with dts
|
||||
pl.DataFrame, # gaps
|
||||
pl.DataFrame, # with deduplicated dts (aka gap/repeat removal)
|
||||
int, # len diff between input and deduped
|
||||
]:
|
||||
|
|
@ -650,22 +639,19 @@ def dedupe(
|
|||
'''
|
||||
wdts: pl.DataFrame = with_dts(src_df)
|
||||
|
||||
deduped = wdts
|
||||
|
||||
# remove duplicated datetime samples/sections
|
||||
deduped: pl.DataFrame = wdts.unique(
|
||||
# subset=['dt'],
|
||||
subset=['time'],
|
||||
maintain_order=True,
|
||||
)
|
||||
|
||||
# maybe sort on any time field
|
||||
if sort:
|
||||
deduped = deduped.sort(by='time')
|
||||
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
|
||||
deduped: pl.DataFrame = wdts.unique(
|
||||
subset=['dt'],
|
||||
maintain_order=True,
|
||||
)
|
||||
|
||||
diff: int = (
|
||||
wdts.height
|
||||
-
|
||||
|
|
|
|||
228
piker/types.py
228
piker/types.py
|
|
@ -21,4 +21,230 @@ Extensions to built-in or (heavily used but 3rd party) friend-lib
|
|||
types.
|
||||
|
||||
'''
|
||||
from tractor.msg import Struct as Struct
|
||||
from __future__ import annotations
|
||||
from collections import UserList
|
||||
from pprint import (
|
||||
saferepr,
|
||||
)
|
||||
from typing import Any
|
||||
|
||||
from msgspec import (
|
||||
msgpack,
|
||||
Struct as _Struct,
|
||||
structs,
|
||||
)
|
||||
|
||||
|
||||
class DiffDump(UserList):
|
||||
'''
|
||||
Very simple list delegator that repr() dumps (presumed) tuple
|
||||
elements of the form `tuple[str, Any, Any]` in a nice
|
||||
multi-line readable form for analyzing `Struct` diffs.
|
||||
|
||||
'''
|
||||
def __repr__(self) -> str:
|
||||
if not len(self):
|
||||
return super().__repr__()
|
||||
|
||||
# format by displaying item pair's ``repr()`` on multiple,
|
||||
# indented lines such that they are more easily visually
|
||||
# comparable when printed to console when printed to
|
||||
# console.
|
||||
repstr: str = '[\n'
|
||||
for k, left, right in self:
|
||||
repstr += (
|
||||
f'({k},\n'
|
||||
f'\t{repr(left)},\n'
|
||||
f'\t{repr(right)},\n'
|
||||
')\n'
|
||||
)
|
||||
repstr += ']\n'
|
||||
return repstr
|
||||
|
||||
|
||||
class Struct(
|
||||
_Struct,
|
||||
|
||||
# https://jcristharif.com/msgspec/structs.html#tagged-unions
|
||||
# tag='pikerstruct',
|
||||
# tag=True,
|
||||
):
|
||||
'''
|
||||
A "human friendlier" (aka repl buddy) struct subtype.
|
||||
|
||||
'''
|
||||
def _sin_props(self) -> Iterator[
|
||||
tuple[
|
||||
structs.FieldIinfo,
|
||||
str,
|
||||
Any,
|
||||
]
|
||||
]:
|
||||
'''
|
||||
Iterate over all non-@property fields of this struct.
|
||||
|
||||
'''
|
||||
fi: structs.FieldInfo
|
||||
for fi in structs.fields(self):
|
||||
key: str = fi.name
|
||||
val: Any = getattr(self, key)
|
||||
yield fi, key, val
|
||||
|
||||
def to_dict(
|
||||
self,
|
||||
include_non_members: bool = True,
|
||||
|
||||
) -> dict:
|
||||
'''
|
||||
Like it sounds.. direct delegation to:
|
||||
https://jcristharif.com/msgspec/api.html#msgspec.structs.asdict
|
||||
|
||||
BUT, by default we pop all non-member (aka not defined as
|
||||
struct fields) fields by default.
|
||||
|
||||
'''
|
||||
asdict: dict = structs.asdict(self)
|
||||
if include_non_members:
|
||||
return asdict
|
||||
|
||||
# only return a dict of the struct members
|
||||
# which were provided as input, NOT anything
|
||||
# added as type-defined `@property` methods!
|
||||
sin_props: dict = {}
|
||||
fi: structs.FieldInfo
|
||||
for fi, k, v in self._sin_props():
|
||||
sin_props[k] = asdict[k]
|
||||
|
||||
return sin_props
|
||||
|
||||
def pformat(
|
||||
self,
|
||||
field_indent: int = 2,
|
||||
indent: int = 0,
|
||||
|
||||
) -> str:
|
||||
'''
|
||||
Recursion-safe `pprint.pformat()` style formatting of
|
||||
a `msgspec.Struct` for sane reading by a human using a REPL.
|
||||
|
||||
'''
|
||||
# global whitespace indent
|
||||
ws: str = ' '*indent
|
||||
|
||||
# field whitespace indent
|
||||
field_ws: str = ' '*(field_indent + indent)
|
||||
|
||||
# qtn: str = ws + self.__class__.__qualname__
|
||||
qtn: str = self.__class__.__qualname__
|
||||
|
||||
obj_str: str = '' # accumulator
|
||||
fi: structs.FieldInfo
|
||||
k: str
|
||||
v: Any
|
||||
for fi, k, v in self._sin_props():
|
||||
|
||||
# TODO: how can we prefer `Literal['option1', 'option2,
|
||||
# ..]` over .__name__ == `Literal` but still get only the
|
||||
# latter for simple types like `str | int | None` etc..?
|
||||
ft: type = fi.type
|
||||
typ_name: str = getattr(ft, '__name__', str(ft))
|
||||
|
||||
# recurse to get sub-struct's `.pformat()` output Bo
|
||||
if isinstance(v, Struct):
|
||||
val_str: str = v.pformat(
|
||||
indent=field_indent + indent,
|
||||
field_indent=indent + field_indent,
|
||||
)
|
||||
|
||||
else: # the `pprint` recursion-safe format:
|
||||
# https://docs.python.org/3.11/library/pprint.html#pprint.saferepr
|
||||
val_str: str = saferepr(v)
|
||||
|
||||
obj_str += (field_ws + f'{k}: {typ_name} = {val_str},\n')
|
||||
|
||||
return (
|
||||
f'{qtn}(\n'
|
||||
f'{obj_str}'
|
||||
f'{ws})'
|
||||
)
|
||||
|
||||
# TODO: use a pprint.PrettyPrinter instance around ONLY rendering
|
||||
# inside a known tty?
|
||||
# def __repr__(self) -> str:
|
||||
# ...
|
||||
|
||||
# __str__ = __repr__ = pformat
|
||||
__repr__ = pformat
|
||||
|
||||
def copy(
|
||||
self,
|
||||
update: dict | None = None,
|
||||
|
||||
) -> Struct:
|
||||
'''
|
||||
Validate-typecast all self defined fields, return a copy of
|
||||
us with all such fields.
|
||||
|
||||
NOTE: This is kinda like the default behaviour in
|
||||
`pydantic.BaseModel` except a copy of the object is
|
||||
returned making it compat with `frozen=True`.
|
||||
|
||||
'''
|
||||
if update:
|
||||
for k, v in update.items():
|
||||
setattr(self, k, v)
|
||||
|
||||
# NOTE: roundtrip serialize to validate
|
||||
# - enode to msgpack binary format,
|
||||
# - decode that back to a struct.
|
||||
return msgpack.Decoder(type=type(self)).decode(
|
||||
msgpack.Encoder().encode(self)
|
||||
)
|
||||
|
||||
def typecast(
|
||||
self,
|
||||
|
||||
# TODO: allow only casting a named subset?
|
||||
# fields: set[str] | None = None,
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
Cast all fields using their declared type annotations
|
||||
(kinda like what `pydantic` does by default).
|
||||
|
||||
NOTE: this of course won't work on frozen types, use
|
||||
``.copy()`` above in such cases.
|
||||
|
||||
'''
|
||||
# https://jcristharif.com/msgspec/api.html#msgspec.structs.fields
|
||||
fi: structs.FieldInfo
|
||||
for fi in structs.fields(self):
|
||||
setattr(
|
||||
self,
|
||||
fi.name,
|
||||
fi.type(getattr(self, fi.name)),
|
||||
)
|
||||
|
||||
def __sub__(
|
||||
self,
|
||||
other: Struct,
|
||||
|
||||
) -> DiffDump[tuple[str, Any, Any]]:
|
||||
'''
|
||||
Compare fields/items key-wise and return a ``DiffDump``
|
||||
for easy visual REPL comparison B)
|
||||
|
||||
'''
|
||||
diffs: DiffDump[tuple[str, Any, Any]] = DiffDump()
|
||||
for fi in structs.fields(self):
|
||||
attr_name: str = fi.name
|
||||
ours: Any = getattr(self, attr_name)
|
||||
theirs: Any = getattr(other, attr_name)
|
||||
if ours != theirs:
|
||||
diffs.append((
|
||||
attr_name,
|
||||
ours,
|
||||
theirs,
|
||||
))
|
||||
|
||||
return diffs
|
||||
|
|
|
|||
223
pyproject.toml
223
pyproject.toml
|
|
@ -15,8 +15,8 @@
|
|||
# You should have received a copy of the GNU Affero General Public License
|
||||
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||
[build-system]
|
||||
requires = ["hatchling"]
|
||||
build-backend = "hatchling.build"
|
||||
requires = ["poetry-core"]
|
||||
build-backend = "poetry.core.masonry.api"
|
||||
|
||||
# ------ - ------
|
||||
|
||||
|
|
@ -34,114 +34,121 @@ ignore = []
|
|||
|
||||
# ------ - ------
|
||||
|
||||
[project]
|
||||
[tool.poetry]
|
||||
name = "piker"
|
||||
version = "0.1.0a0dev0"
|
||||
version = "0.1.0.alpha0.dev0"
|
||||
description = "trading gear for hackers"
|
||||
authors = [{ name = "Tyler Goodlet", email = "goodboy_foss@protonmail.com" }]
|
||||
requires-python = ">=3.12, <3.13"
|
||||
license = "AGPL-3.0-or-later"
|
||||
authors = ["Tyler Goodlet <goodboy_foss@protonmail.com>"]
|
||||
license = "AGPLv3"
|
||||
readme = "README.rst"
|
||||
keywords = [
|
||||
"async",
|
||||
"trading",
|
||||
"finance",
|
||||
"quant",
|
||||
"charting",
|
||||
|
||||
# ------ - ------
|
||||
|
||||
[tool.poetry.dependencies]
|
||||
async-generator = "^1.10"
|
||||
attrs = "^23.1.0"
|
||||
bidict = "^0.22.1"
|
||||
colorama = "^0.4.6"
|
||||
colorlog = "^6.7.0"
|
||||
cython = "^3.0.0"
|
||||
greenback = "^1.1.1"
|
||||
ib-insync = "^0.9.86"
|
||||
msgspec = "^0.18.0"
|
||||
numba = "^0.59.0"
|
||||
numpy = "^1.25"
|
||||
polars = "^0.18.13"
|
||||
pygments = "^2.16.1"
|
||||
python = ">=3.11, <3.13"
|
||||
rich = "^13.5.2"
|
||||
# setuptools = "^68.0.0"
|
||||
tomli = "^2.0.1"
|
||||
tomli-w = "^1.0.0"
|
||||
trio-util = "^0.7.0"
|
||||
trio-websocket = "^0.10.3"
|
||||
typer = "^0.9.0"
|
||||
rapidfuzz = "^3.5.2"
|
||||
pdbp = "^1.5.0"
|
||||
trio = "^0.24"
|
||||
pendulum = "^3.0.0"
|
||||
httpx = "^0.27.0"
|
||||
|
||||
[tool.poetry.dependencies.tractor]
|
||||
develop = true
|
||||
git = 'https://github.com/goodboy/tractor.git'
|
||||
branch = 'asyncio_debugger_support'
|
||||
# path = "../tractor"
|
||||
|
||||
[tool.poetry.dependencies.asyncvnc]
|
||||
git = 'https://github.com/pikers/asyncvnc.git'
|
||||
branch = 'main'
|
||||
|
||||
[tool.poetry.dependencies.tomlkit]
|
||||
develop = true
|
||||
git = 'https://github.com/pikers/tomlkit.git'
|
||||
branch = 'piker_pin'
|
||||
# path = "../tomlkit/"
|
||||
|
||||
[tool.poetry.group.uis]
|
||||
optional = true
|
||||
[tool.poetry.group.uis.dependencies]
|
||||
# https://python-poetry.org/docs/managing-dependencies/#dependency-groups
|
||||
# TODO: make sure the levenshtein shit compiles on nix..
|
||||
# rapidfuzz = {extras = ["speedup"], version = "^0.18.0"}
|
||||
rapidfuzz = "^3.2.0"
|
||||
qdarkstyle = ">=3.0.2"
|
||||
pyqtgraph = { git = 'https://github.com/pikers/pyqtgraph.git' }
|
||||
|
||||
# ------ - ------
|
||||
pyqt6 = "^6.7.0"
|
||||
|
||||
[tool.poetry.group.dev]
|
||||
optional = true
|
||||
[tool.poetry.group.dev.dependencies]
|
||||
# testing / CI
|
||||
pytest = "^6.0.0"
|
||||
elasticsearch = "^8.9.0"
|
||||
xonsh = "^0.14.2"
|
||||
prompt-toolkit = "3.0.40"
|
||||
|
||||
# console ehancements and eventually remote debugging
|
||||
# extras/helpers.
|
||||
# TODO: add a toolset that makes debugging a `pikerd` service
|
||||
# (tree) easy to hack on directly using more or less the local env:
|
||||
# - xonsh + xxh
|
||||
# - rsyscall + pdbp
|
||||
# - actor runtime control console like BEAM/OTP
|
||||
|
||||
# ------ - ------
|
||||
|
||||
# TODO: add an `--only daemon` group for running non-ui / pikerd
|
||||
# service tree in distributed mode B)
|
||||
# https://python-poetry.org/docs/managing-dependencies/#installing-group-dependencies
|
||||
# [tool.poetry.group.daemon.dependencies]
|
||||
|
||||
[tool.poetry.scripts]
|
||||
piker = 'piker.cli:cli'
|
||||
pikerd = 'piker.cli:pikerd'
|
||||
ledger = 'piker.accounting.cli:ledger'
|
||||
|
||||
|
||||
[project]
|
||||
keywords=[
|
||||
"async",
|
||||
"trading",
|
||||
"finance",
|
||||
"quant",
|
||||
"charting",
|
||||
]
|
||||
classifiers = [
|
||||
"Development Status :: 3 - Alpha",
|
||||
"License :: OSI Approved :: GNU Affero General Public License v3 or later (AGPLv3+)",
|
||||
"Operating System :: POSIX :: Linux",
|
||||
"Programming Language :: Python :: Implementation :: CPython",
|
||||
"Programming Language :: Python :: 3 :: Only",
|
||||
"Programming Language :: Python :: 3.11",
|
||||
"Programming Language :: Python :: 3.12",
|
||||
"Intended Audience :: Financial and Insurance Industry",
|
||||
"Intended Audience :: Science/Research",
|
||||
"Intended Audience :: Developers",
|
||||
"Intended Audience :: Education",
|
||||
classifiers=[
|
||||
'Development Status :: 3 - Alpha',
|
||||
"License :: OSI Approved :: GNU Affero General Public License v3 or later (AGPLv3+)",
|
||||
'Operating System :: POSIX :: Linux',
|
||||
"Programming Language :: Python :: Implementation :: CPython",
|
||||
"Programming Language :: Python :: 3 :: Only",
|
||||
"Programming Language :: Python :: 3.11",
|
||||
"Programming Language :: Python :: 3.12",
|
||||
'Intended Audience :: Financial and Insurance Industry',
|
||||
'Intended Audience :: Science/Research',
|
||||
'Intended Audience :: Developers',
|
||||
'Intended Audience :: Education',
|
||||
]
|
||||
dependencies = [
|
||||
"async-generator >=1.10, <2.0.0",
|
||||
"attrs >=23.1.0, <24.0.0",
|
||||
"bidict >=0.22.1, <0.23.0",
|
||||
"colorama >=0.4.6, <0.5.0",
|
||||
"colorlog >=6.7.0, <7.0.0",
|
||||
"ib-insync >=0.9.86, <0.10.0",
|
||||
"numba >=0.59.0, <0.60.0",
|
||||
"numpy >=1.25, <2.0",
|
||||
"polars >=0.18.13, <0.19.0",
|
||||
"pygments >=2.16.1, <3.0.0",
|
||||
"rich >=13.5.2, <14.0.0",
|
||||
"tomli >=2.0.1, <3.0.0",
|
||||
"tomli-w >=1.0.0, <2.0.0",
|
||||
"trio-util >=0.7.0, <0.8.0",
|
||||
"trio-websocket >=0.10.3, <0.11.0",
|
||||
"typer >=0.9.0, <1.0.0",
|
||||
"rapidfuzz >=3.5.2, <4.0.0",
|
||||
"pdbp >=1.5.0, <2.0.0",
|
||||
"trio >=0.24, <0.25",
|
||||
"pendulum >=3.0.0, <4.0.0",
|
||||
"httpx >=0.27.0, <0.28.0",
|
||||
"cryptofeed >=2.4.0, <3.0.0",
|
||||
"pyarrow >=17.0.0, <18.0.0",
|
||||
"websockets ==12.0",
|
||||
"msgspec",
|
||||
"tractor",
|
||||
"asyncvnc",
|
||||
"tomlkit",
|
||||
]
|
||||
|
||||
[project.optional-dependencies]
|
||||
uis = [
|
||||
# https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies
|
||||
# TODO: make sure the levenshtein shit compiles on nix..
|
||||
# rapidfuzz = {extras = ["speedup"], version = "^0.18.0"}
|
||||
"rapidfuzz >=3.2.0, <4.0.0",
|
||||
"qdarkstyle >=3.0.2, <4.0.0",
|
||||
"pyqt6 >=6.7.0, <7.0.0",
|
||||
"pyqtgraph",
|
||||
|
||||
# ------ - ------
|
||||
|
||||
# TODO: add an `--only daemon` group for running non-ui / pikerd
|
||||
# service tree in distributed mode B)
|
||||
# https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies
|
||||
# [project.optional-dependencies]
|
||||
]
|
||||
|
||||
[dependency-groups]
|
||||
dev = [
|
||||
"pytest >=6.0.0, <7.0.0",
|
||||
"elasticsearch >=8.9.0, <9.0.0",
|
||||
"xonsh >=0.14.2, <0.15.0",
|
||||
"prompt-toolkit ==3.0.40",
|
||||
"cython >=3.0.0, <4.0.0",
|
||||
"greenback >=1.1.1, <2.0.0",
|
||||
# console ehancements and eventually remote debugging
|
||||
# extras/helpers.
|
||||
# TODO: add a toolset that makes debugging a `pikerd` service
|
||||
# (tree) easy to hack on directly using more or less the local env:
|
||||
# - xonsh + xxh
|
||||
# - rsyscall + pdbp
|
||||
# - actor runtime control console like BEAM/OTP
|
||||
]
|
||||
|
||||
[project.scripts]
|
||||
piker = "piker.cli:cli"
|
||||
pikerd = "piker.cli:pikerd"
|
||||
ledger = "piker.accounting.cli:ledger"
|
||||
|
||||
[tool.hatch.build.targets.sdist]
|
||||
include = ["piker"]
|
||||
|
||||
[tool.hatch.build.targets.wheel]
|
||||
include = ["piker"]
|
||||
|
||||
[tool.uv.sources]
|
||||
pyqtgraph = { git = "https://github.com/pikers/pyqtgraph.git" }
|
||||
asyncvnc = { git = "https://github.com/pikers/asyncvnc.git", branch = "main" }
|
||||
tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" }
|
||||
msgspec = { git = "https://github.com/jcrist/msgspec.git" }
|
||||
tractor = { path = "../tractor", editable = true }
|
||||
|
|
|
|||
Loading…
Reference in New Issue