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Author SHA1 Message Date
Nelson Torres 2256cdf190 Mask `ruff` config and pin `websockets=0.12`
- the `ruff` section in the `pyproject.toml` is somehow borked? (even
  though it def was working a while back..)
- `websockets` is completely broken in latest version since it's using
  old-ass `asyncio` APIs of some sort i think??
2025-02-11 16:18:20 -03:00
Tyler Goodlet 8d00151aee `deribit.feed`: fix "trade" event streaming
The main change needed to make `piker.data.feed._FeedsBus` work was
to correctly format the `'trade'` msgs with the (new schema) expected
`'ticks': list[dict]` field which,
- we compute the `piker` quote-msg-`dict` from the (now directly proxied through)
  `cryptofeed.types.Trade`'s fields inside the body of `stream_quotes()`.
- similarly, move the `'l1'` msg processing, **out of** the `asyncio`-side
  `_l1()` callback (defined as a closure in `.api.aio_price_feed_relay()`
  and passed to the `cryptofeed.FeedHandler`) and instead mod the
  callback to simply pass through the `.types.L1Book` ref directly to
  the `piker`/`trio` side task for conversion.

In support of all that,
- mask-to-drop the alt-branch to wait on a first rt event when the
  `cryptofeed.LastTradesResult.trades: list[Trade]` is empty; doesn't
  seem like this ever even happens?
- add a buncha typing, comments and doc-strs to the routines in
  `.deribit.api` including notes on where we can choose to mod the
  `.bs_fqme` for our eventually preferred `piker` style format.
- simplify some nested `@acm` enters to the new single `async with
  <tuple>)` style.
- be particularly pedantic about typing
  `tractor.to_asyncio.LinkedTaskChannel`
- bit of pep8 line-spacing fixes in `.venues`.
2025-02-11 16:09:13 -03:00
Tyler Goodlet 05bdec7d1d Ignore non-`.parquet` (suffixed) paths for now during tsdb fs-indexing 2025-02-11 16:08:52 -03:00
Tyler Goodlet 5aad43378c `.deribit.feed`: get live quotes workin (again)
The quote-msg `'topic'` field was being set and sent as the
`OptionPair.symbol: str` value instead of as the `MktPair.bs_fqme: str`
as is required for matching on the `piker.data.feed` side. So change to
that and simplify the actual `.bs_fqme: str` value to NOT include the
ISO-format time (for now) since it's a big ugly and longer term we need
a `piker`-fqme friendly-on-ze-eyes format/style anyway..
2025-02-11 16:08:43 -03:00
Tyler Goodlet ab9789d35e Bit more `cryptofeed` adapter formatting and typing for clarity.. 2025-02-11 16:08:38 -03:00
Tyler Goodlet a6d6700b07 .deribit.venues: add todo for an ideal `OptionPair.expiry` fmt/value 2025-02-11 16:08:31 -03:00
Tyler Goodlet 8ecfbd77ac `.data._sampling`: warn about subscriber-less msgs
Since it usually means the data-provider backend is keying the msgs
incorrectly (not using the equivalent `MktPair.bs_fqme` which as
would be rendered from the delivered `FeedInit.mkt` instance..) and
reporting the subs list should make it clear how the fqme matching is
off.

Deats,
- use the new `.log.mk_repr()` for a formatter.
- add a commented info emission that can be unmasked to help debug any
  such cases as mentioned in the summary ^^.
2025-02-11 16:08:25 -03:00
Tyler Goodlet a8ca901ddd Add `.log.mk_repr()` to create `reprlib.Repr`s 2025-02-11 16:08:18 -03:00
Tyler Goodlet 4dbf5b1c10 Report the closest (via fuzzy match) pairs on unmatched input 2025-02-11 16:08:09 -03:00
Tyler Goodlet 4d92d925b6 Signal hist start using `OptionPair.creation_timestamp`
Such that the `get_hist()` query func raises `DataUnavailable` with an
explicit message regarding the start of the (option) contract's
lifetime.

Other,
- mask some unused imports (for now?)
- drop a duplicate `tractor.get_console_log()` call which was causing
  duplicate console emits (it's already setup by brokerd init now).
- comment various unused code bits i found.
- add a info log around live quotes so we can see for the moment when
  they actually occur.. XD
2025-02-11 16:08:03 -03:00
Tyler Goodlet fc40612ca6 `.deribit.api` bit of tidying/typing
There were some imports missing or unused as well as a variety of spots
that had grokability issues due to missing type hints.

Other tweaks as part some more thorough manual testing:
- always raise when not `brokers.toml` section since the API can never
  work (no free data without keys).
- inline the `Asset.atype='crypto_currency` field despite it maybe not
  being the best value for `OptionPair` instruments..
- tossed in a now-masked pause block for debugging history queries in
  `Client.bars()`.
- commented out all the live order ctl (internal) endpoints for now
  since they're unused.
2025-02-11 16:07:57 -03:00
Tyler Goodlet d0a12069eb 'Fix `Optional` and use `'linear/reverse'` in `OptionPair.venue`' 2025-02-11 16:07:46 -03:00
Tyler Goodlet d2f6a31883 Mk jsronrpc's underlying ws timeout `float('inf')`
Since currently we're only using this IPC subsys for `deribit`, and
generally speaking we're primarly supporting options markets (which are
fairly "slow moving"), flip to a default of NOT resetting the `NoBsWs`
on timeout since doing so normally breaks the jsron-rpc IPC session.
Without a proper `fixture` passed to `open_autorecon_ws()` (which we
should eventually implement!!) relying on a timeout-to-reset more or
less will just cause breakage issues - a proper reconnect sequence must
be implemented before using that feature.

Deats,
- expose and proxy through the `msg_recv_timeout` from
  `open_jsonrpc_session()` into the underlying `open_autorecon_ws()`
  call.
2025-02-11 16:07:37 -03:00
Tyler Goodlet 4f4cb29a4c Refine history gap/termination signalling
Namely handling backends which do not provide a default "frame
size-duration" in their init-config by making the backfiller guess the
value based on the first frame received.

Deats,
- adjust `start_backfill()` to take a more explicit
  `def_frame_duration: Duration` expected to be unpacked from any
  backend hist init-config by the `tsdb_backfill()` caller which now
  also computes a value from the first received frame when the config
  section isn't provided.
- in `start_backfill()` we now always expect the `def_frame_duration`
  input and always decrement the query range by this value whenever
  a `NoData` is raised by the provider-backend paired with an explicit
  `log.warning()` about the handling.
- also relay any `DataUnavailable.args[0]` message from the provider
  in the handler.
- repair "gap reporting" which checks for expected frame duration vs.
  that received with much better humanized logging on the missing
  segment using `pendulum.Interval/Duration.in_words()` output.
2025-02-11 16:07:28 -03:00
Tyler Goodlet d30cfeab2c Only use `frame_types` if delivered during enter
The `open_history_client()` provider endpoint can *optionally*
deliver a `frame_types: dict[int, pendulum.Duration]` subsection in its
`config: dict[str, dict]` (as was implemented with the `ib` backend).
This allows the `tsp` backfilling machinery to use this "recommended
frame duration" to subtract from the `last_start_dt` any time a `NoData`
gap is signalled by the `get_hist()` call allowing gaps to be ignored
safely without missing history by knowing the next earliest dt we can
query from using the `end_dt`. However, currently all crypto$ providers
haven't implemented this feat yet..

As such only try to use the `frame_types` feature if provided when
handling `NoData` conditions inside `tsp.start_backfill()` and otherwise
raise as normal.
2025-02-11 16:07:17 -03:00
Nelson Torres 8165c684e5 Deribit's feed fix
- `FeedInit` for init_msgs in `stream_quotes`.

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

- `get_mkt_info` added

- `get_ohlc` fixed to comply the new ways of the feed.
2025-02-03 19:22:26 -03:00
Nelson Torres ddf47c4555 Deribit's api fix
key changes:

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

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

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

- `get_mkt_pairs` added.

- `exch_info` added.

- `cache_symbols` fixed.

- Also a lot of reformat made in api.
2025-02-03 19:22:26 -03:00
Nelson Torres c196188eaa Venues
Moved from api to venues all the msgspecs structs, also added critical imports in api, feed and __init__ mods.
2025-02-03 19:22:26 -03:00
Tyler Goodlet dd0d2bd07f Allow ledger passes to ignore (symcache) unknown fqmes
For example in the paper-eng, if you have a backend that doesn't fully
support a symcache (yet) it's handy to be able to ignore processing
other paper-eng txns when all you care about at the moment is the
simulated symbol.

NOTE, that currently this will still result in a key-error when you load
more then one mkt with the paper engine (for which the backend does not
have the symcache implemented) since no fqme ad-hoc query was made for
the 2nd symbol (and i'm not sure we should support that kinda hackery
over just encouraging the sym-cache being added?). Def needs a little
more thought depending on how many backends are never going to be able
to (easily) support caching..
2025-02-03 19:08:13 -03:00
Tyler Goodlet 3a7a983451 .clearing._ems: Don't require `first_quote['last']`
Instead just check for the field (which i'm not huge on the key-name for
anyway) and if not found get the "last price" from the real-time shm
buffer's latest 'close' sample.

Unrelatedly, use a `subs.copy()` in the `Router.client_broadcast()` loop
such that if a `client_stream` is popped on connection failure, we don't
RTE for the "size changed on iteration".
2025-02-03 19:08:13 -03:00
Tyler Goodlet 7d62b9d5e7 `kucoin`: repair live quotes streaming..
This must have broke at some point during the new `MktPair` and thus
`.fqme: str` updates; mas-o-menos the symbol key in the quote-msg-`dict`
was NOT set to the `MktPair.bs_fqme: str` value and thus wasn't being
processed by the downstream sampling and feed subsys.

So fix that as well as a few other refinements,
- set the `topic: mkt.bs_fqme` in quote msgs obvi.
- drop the "wait for first clearing vlm" quote poll loop; going to fix
  the sampler to handle a `first_quote` without a `'last'` key.
- add some typing around calls to `get_mkt_info()`.
- rename `stream_messages()` -> `iter_normed_quotes()`.
2025-02-03 19:08:13 -03:00
Nelson Torres c96e3d377a Deleted settlePlan field from binance FutesPair. 2025-02-03 19:08:13 -03:00
Nelson Torres 04e03be475 Added missing fields for kucoin.
feeCategory, makerFeeCoefficient, takerFeeCoefficient and st.
2025-02-03 19:08:13 -03:00
Tyler Goodlet e87939e1f2 data._web_bs: try to raise jsonrpc errors in parent task 2025-02-03 18:52:11 -03:00
Nelson Torres 3630c02f48 Updated tractor method name. 2025-02-03 18:52:11 -03:00
Tyler Goodlet fdf34e51bb Drop `.cancel_actor()` from `maybe_spawn_daemon()`
Since `tractor`'s new and improved inter-actor cancellation semantics
are much more pedantic, AND bc we use the `ServiceMngr` for spawning
service actors on-demand, the caller of `maybe_spawn_daemon()` should
NEVER conduct a so called "out of band" `Actor`-runtime cancel request
since this is precisely the job of our `ServiceMngr` XD

Add a super in depth note explaining the underlying issue and adding
a todo list of how we should prolly augment `tractor` to make such cases
easier to grok and fix in the future!
2025-02-03 18:52:11 -03:00
Tyler Goodlet a0b540022e Prep service mngr for move to `tractor.hilevel`
Given it's a fairly simple yet useful abstraction, it makes sense to
offer this sub-sys alongside the core `tractor` runtime lib.

Without going into extreme detail on the impl changes (it'll come in
the commit that moves to the other repo) here is the high level summary:
------ - ------
- rename `Services` -> `ServiceMngr` and use an factory `@acm`
  to guarantee a single-instance-per-actor using a niche approach for a
  singleton object using a default keyword-arg B)
  - the mod level `open_service_mngr()` and `get_service_mngr()` are the
    new allocation/access API.
- add a `ServiceMngr.start_service()` method which does the work of both
  spawning a new subactor (for the daemon) and uses its portal to start
  the mngr side supervision task.
- open actor/task nurseries inside the `@acm` allocator.

Adjust other dependent subsystems to match:
------ - ------
- use `open_service_mngr()` when first allocated in `open_pikerd()`.
- use `get_service_mngr()` instead of importing the class ref inside
  `.service.maybe_spawn_daemon()`, `.brokers._daemon.spawn_brokerd()`
  and `.data._sampling.spawn_samplerd()` using a `partial` to pack in
  the endpoint ctx kwargs (unpacked inside `.start_service()` XD).
2025-02-03 18:52:11 -03:00
Tyler Goodlet 20f6343be2 Lel, forgot to add a `SPOT` venue for `binance`.. 2025-02-03 18:52:11 -03:00
Tyler Goodlet 2f30fc4fb8 Mask no-data pause-point, add perps to sig.
Was orig for debugging an issue with `kucoin` i think but definitely
shouldn't be left in XD

Also add `'perpetual_future'` to `start_backfill()` input literal set.
2025-02-03 18:52:11 -03:00
Nelson Torres 76b5547c2d uv migration 2025-02-03 18:49:07 -03:00
Nelson Torres 08811f9a61 Default.nix fix:
Since the last `poetry` update the command `poetry shell` have been
moved to a plugin, this affects the entire instalation, so now we
need to add more deps to the `buildInputs` and added to the
`LD_LIBRARY_PATH`

To run a command now you need to do something like this:

`poetry run piker ...`
2025-02-03 18:46:20 -03:00
Tyler Goodlet b577180773 ib: `.api` mod and log-fmt cleaning
About time we tidy'd a buncha status logging in this backend..
particularly for boot-up where there's lots of client-try-connect poll
looping with account detection from the user config.

`.api.Client` pprint and logging fmt improvements:
- add `Client.__repr__()` which shows the minimally useful set of info
  from the underlying `.ib: IB` as well as a new `.acnts: list[str]`
  of the account aliases defined in the user's `brokers.toml`.
- mk `.bars()` define a comprehensive `query_info: str` with all the
  request deats but only display if there's a problem with the response
  data.
- mk `.get_config()` report both the config file path and the acnt
  aliases (NOT the actual account #s).
- move all `.load_aio_clients()` client poll loop requests do
  `log.runtime()` statuses, only falling through to a `.warning()` when
  the loop fails to connect the client to the spec-ed API-gw addr, and
 |_ don't allow loading accounts for which the user has not defined an
    alias in `brokers.toml::[ib]`; raise a value-error in such cases
    with a message indicating how to mod the config.
 |_ only `log.info()` about acnts if some were loaded..

Other mod logging de-noising:
- better status fmting in `.symbols.open_symbol_search()` with
  `repr(Client)`.
- for `.feed.stream_quotes()` first quote reporting use `.runtime()`.
2024-06-20 14:40:21 -04:00
Tyler Goodlet f12c452d96 ib: warn about mkt precision cuckups that `Contract`s clearly deliver wrong.. 2024-06-18 12:42:21 -04:00
Tyler Goodlet 3531c2edc1 ib: mask out trade and vlm rates for now 2024-06-18 10:03:34 -04:00
Tyler Goodlet 97dd7e766a ib: more trade record edge case handling
- timestamps came as `'date'`-keyed from 2022 and before but now are
  `'datetime'`..
- some symbols seem to have no commission field, so handle that..
- when no `'price'` field found return `None` from `norm_trade()`.
- add a warn log on mid-fill commission updates.
2024-06-18 10:00:18 -04:00
Tyler Goodlet ab1463d942 Port binance to `httpx`
Like other backends use the `AsyncClient` for all venue specific
client-sessions but change to allocating them inside `get_client()`
using an `AsyncExitStack` and inserting directly in the
`Client.venue_sesh: dict` table during init.

Supporting impl tweaks:
- remove most of the API client session building logic and instead make
  `Client.__init__()` take in a `venue_sessions: dict` (set it to
  `.venue_sesh`) and `conf: dict`, instead opting to do the http client
  configuration inside `get_client()` since all that code only needs to
  be run once.
 |_load config inside `get_client()` once.
 |_move session token creation into a new util func `init_api_keys()` and
  also call it from `get_client()` factory; toss in an ex. toml section
  config to the doc string.
- define `_venue_urls: dict[str, str]` (content taken from old static
  `.venue_sesh` dict) at module level and feed them as `base_url: str`
  inputs to the client create loop.
- adjust all call sigs in httpx-sesh-using methods, namely just
  `._api()`.
- do a `.exch_info()` call in `get_client()` to cache the symbology
  set.

Unrelated changes for various other outstanding buggers:
- to get futures feeds correctly loading when selected
  from search (like 'XMRUSDT.USDTM.PERP'), expect a `MktPair` input to
  `Client.bars()` such that the exact venue-key can be looked up (via
  a new `.pair2venuekey()` meth) and then passed to `._api()`.
- adjust `.broker.open_trade_dialog()` to failover to paper engine when
  there's no `api_key` key set for the `subconf` venue-key.
2024-06-12 09:41:23 -04:00
Nelson Torres 5314cb79d4 Added note to exception when missing field in SpotPair class 2024-06-11 16:57:59 -04:00
Nelson Torres 0c0b7116e3 Added new fields to SpotPair class in venues 2024-06-11 16:57:59 -04:00
Tyler Goodlet 19c343e8b2 binance: raise `NoData` on null hist arrays
Like we do with other history backends to indicate lack of a data set.
This avoids any raise that will will bring down the backloader task with
some downstream error.

Raise a `ValueError` on no time index for now.
2024-06-11 10:28:56 -04:00
Tyler Goodlet b7883325a9 Woops, `data` can be an empty list XD 2024-05-28 16:19:28 -04:00
Tyler Goodlet 37ca081555 Woops, fix missing `api_url` ref in error log 2024-05-24 12:24:25 -04:00
Tyler Goodlet 44b8c70521 Change type-annots to use `httpx.Response` 2024-05-20 12:55:45 -04:00
Tyler Goodlet e6af97c596 Port `kucoin` backend to `httpx` 2024-05-20 11:09:30 -04:00
Tyler Goodlet 95ace5acb8 Port `kraken` backend to `httpx` 2024-05-20 11:09:10 -04:00
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piker piker
----- -----
trading gear for hackers trading gear for hackers.
|gh_actions| |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 .. |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 :target: https://actions-badge.atrox.dev/piker/pikers/goto
``piker`` is a broker agnostic, next-gen FOSS toolset and runtime for ``piker`` is a broker agnostic, next-gen FOSS toolset for real-time
real-time computational trading targeted at `hardcore Linux users computational trading targeted at `hardcore Linux users <comp_trader>`_ .
<comp_trader>`_ .
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):
- latest python for glue_ - latest python for glue_
- uv_ for packaging and distribution - trio_ & tractor_ for our distributed, multi-core, real-time streaming
- trio_ & tractor_ for our distributed `structured concurrency`_ runtime `structured concurrency`_ runtime B)
- Qt_ for pristine low latency UIs - Qt_ for pristine high performance UIs
- pyqtgraph_ (which we've extended) for real-time charting and graphics - pyqtgraph_ for real-time charting
- ``polars`` ``numpy`` and ``numba`` for redic `fast numerics`_ - ``polars`` ``numpy`` and ``numba`` for `fast numerics`_
- `apache arrow and parquet`_ for time-series storage - `apache arrow and parquet`_ for time series history management
persistence and sharing
- (prototyped) techtonicdb_ for L2 book storage
potential projects we might integrate with soon, .. |travis| image:: https://img.shields.io/travis/pikers/piker/master.svg
:target: https://travis-ci.org/pikers/piker
- (already prototyped in ) techtonicdb_ for L2 book storage
.. _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
.. _uv: https://docs.astral.sh/uv/
.. _trio: https://github.com/python-trio/trio .. _trio: https://github.com/python-trio/trio
.. _tractor: https://github.com/goodboy/tractor .. _tractor: https://github.com/goodboy/tractor
.. _structured concurrency: https://trio.discourse.group/ .. _structured concurrency: https://trio.discourse.group/
.. _marketstore: https://github.com/alpacahq/marketstore
.. _techtonicdb: https://github.com/0b01/tectonicdb
.. _Qt: https://www.qt.io/ .. _Qt: https://www.qt.io/
.. _pyqtgraph: https://github.com/pyqtgraph/pyqtgraph .. _pyqtgraph: https://github.com/pyqtgraph/pyqtgraph
.. _glue: https://numpy.org/doc/stable/user/c-info.python-as-glue.html#using-python-as-glue
.. _apache arrow and parquet: https://arrow.apache.org/faq/ .. _apache arrow and parquet: https://arrow.apache.org/faq/
.. _fast numerics: https://zerowithdot.com/python-numpy-and-pandas-performance/ .. _fast numerics: https://zerowithdot.com/python-numpy-and-pandas-performance/
.. _techtonicdb: https://github.com/0b01/tectonicdb .. _comp_trader: https://jfaleiro.wordpress.com/2019/10/09/computational-trader/
focus and feats: focus and features:
**************** *******************
fitting with these tenets, we're always open to new - 100% federated: your code, your hardware, your data feeds, your broker fills.
framework/lib/service interop suggestions and ideas! - zero web: low latency, native software that doesn't try to re-invent the OS
- maximal **privacy**: prevent brokers and mms from knowing your
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
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**: fitting with these tenets, we're always open to new framework suggestions and ideas.
your code, your hardware, your data feeds, your broker fills.
- **zero web**: building the best looking, most reliable, keyboard friendly trading
low latency as a prime objective, native UIs and modern IPC platform is the dream; join the cause.
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.
a sane install with `uv` sane install with `poetry`
************************ **************************
bc why install with `python` when you can faster with `rust` :: TODO!
uv lock
rigorous install on ``nixos`` using ``poetry2nix``
**************************************************
TODO!
hacky install on nixos 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:: 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 install wild-west style via `pip`
************* *********************************
run a realtime OHLCV chart stand-alone:: ``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 git clone git@github.com:pikers/piker.git
overlayed on the same graph. Use of `piker` without first starting cd piker
a daemon (`pikerd` - see below) means there is an implicit spawning of the virtualenv env
multi-actor-runtime (implemented as a `tractor` app). source ./env/bin/activate
pip install -r requirements.txt -e .
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
spawn a daemon standalone check out our charts
************************* ********************
we call the root actor-process the ``pikerd``. it can be (and is bet you weren't expecting this from the foss::
recommended normally to be) started separately from the ``piker
chart`` program:: 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 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 connect your chart::
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.
*using* an actor-service (aka micro-daemon) manager which dynamically piker -l info -b kraken -b binance chart xmrusdt.binance --pdb
supervises various sub-subsystems-as-services throughout the ``piker``
runtime-stack.
now you can (implicitly) connect your chart::
piker chart btcusdt.spot.binance 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
since ``pikerd`` was started separately you can now enjoy a persistent been cached and is now always running live in the background until you
real-time data stream tied to the daemon-tree's lifetime. i.e. the next kill ``pikerd``.
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``.
if anyone asks you what this project is about 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? how do i get involved?
@ -165,15 +166,6 @@ enter the matrix.
how come there ain't that many docs how come there ain't that many docs
*********************************** ***********************************
i mean we want/need them but building the core right has been higher suck it up, learn the code; no one is trying to sell you on anything.
prio then marketting (and likely will stay that way Bp). 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!
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!

View File

@ -30,7 +30,8 @@ from types import ModuleType
from typing import ( from typing import (
Any, Any,
Iterator, Iterator,
Generator Generator,
TYPE_CHECKING,
) )
import pendulum import pendulum
@ -59,8 +60,10 @@ from ..clearing._messages import (
BrokerdPosition, BrokerdPosition,
) )
from piker.types import Struct from piker.types import Struct
from piker.log import get_logger
if TYPE_CHECKING:
from piker.data._symcache import SymbologyCache from piker.data._symcache import SymbologyCache
from ..log import get_logger
log = get_logger(__name__) log = get_logger(__name__)
@ -493,6 +496,17 @@ class Account(Struct):
_mktmap_table: dict[str, MktPair] | None = None, _mktmap_table: dict[str, MktPair] | None = None,
only_require: list[str]|True = True,
# ^list of fqmes that are "required" to be processed from
# this ledger pass; we often don't care about others and
# definitely shouldn't always error in such cases.
# (eg. broker backend loaded that doesn't yet supsport the
# symcache but also, inside the paper engine we don't ad-hoc
# request `get_mkt_info()` for every symbol in the ledger,
# only the one for which we're simulating against).
# TODO, not sure if there's a better soln for this, ideally
# all backends get symcache support afap i guess..
) -> dict[str, Position]: ) -> dict[str, Position]:
''' '''
Update the internal `.pps[str, Position]` table from input Update the internal `.pps[str, Position]` table from input
@ -535,11 +549,32 @@ class Account(Struct):
if _mktmap_table is None: if _mktmap_table is None:
raise raise
required: bool = (
only_require is True
or (
only_require is not True
and
fqme in only_require
)
)
# XXX: caller is allowed to provide a fallback # XXX: caller is allowed to provide a fallback
# mktmap table for the case where a new position is # mktmap table for the case where a new position is
# being added and the preloaded symcache didn't # being added and the preloaded symcache didn't
# have this entry prior (eg. with frickin IB..) # have this entry prior (eg. with frickin IB..)
mkt = _mktmap_table[fqme] if (
not (mkt := _mktmap_table.get(fqme))
and
required
):
raise
elif not required:
continue
else:
# should be an entry retreived somewhere
assert mkt
if not (pos := pps.get(bs_mktid)): if not (pos := pps.get(bs_mktid)):
@ -656,7 +691,7 @@ class Account(Struct):
def write_config(self) -> None: def write_config(self) -> None:
''' '''
Write the current account state to the user's account TOML file, normally Write the current account state to the user's account TOML file, normally
something like ``pps.toml``. something like `pps.toml`.
''' '''
# TODO: show diff output? # TODO: show diff output?

View File

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

View File

@ -23,6 +23,7 @@ from __future__ import annotations
from contextlib import ( from contextlib import (
asynccontextmanager as acm, asynccontextmanager as acm,
) )
from functools import partial
from types import ModuleType from types import ModuleType
from typing import ( from typing import (
TYPE_CHECKING, TYPE_CHECKING,
@ -190,14 +191,17 @@ def broker_init(
async def spawn_brokerd( async def spawn_brokerd(
brokername: str, brokername: str,
loglevel: str | None = None, loglevel: str | None = None,
**tractor_kwargs, **tractor_kwargs,
) -> bool: ) -> bool:
'''
Spawn a `brokerd.<backendname>` subactor service daemon
using `pikerd`'s service mngr.
'''
from piker.service._util import log # use service mngr log from piker.service._util import log # use service mngr log
log.info(f'Spawning {brokername} broker daemon') log.info(f'Spawning {brokername} broker daemon')
@ -217,27 +221,35 @@ async def spawn_brokerd(
# ask `pikerd` to spawn a new sub-actor and manage it under its # ask `pikerd` to spawn a new sub-actor and manage it under its
# actor nursery # actor nursery
from piker.service import Services from piker.service import (
get_service_mngr,
dname: str = tractor_kwargs.pop('name') # f'brokerd.{brokername}' ServiceMngr,
portal = await Services.actor_n.start_actor(
dname,
enable_modules=_data_mods + tractor_kwargs.pop('enable_modules'),
debug_mode=Services.debug_mode,
**tractor_kwargs
) )
dname: str = tractor_kwargs.pop('name') # f'brokerd.{brokername}'
# NOTE: the service mngr expects an already spawned actor + its mngr: ServiceMngr = get_service_mngr()
# portal ref in order to do non-blocking setup of brokerd ctx: tractor.Context = await mngr.start_service(
# service nursery. daemon_name=dname,
await Services.start_service_task( ctx_ep=partial(
dname,
portal,
# signature of target root-task endpoint # signature of target root-task endpoint
daemon_fixture_ep, daemon_fixture_ep,
# passed to daemon_fixture_ep(**kwargs)
brokername=brokername, brokername=brokername,
loglevel=loglevel, loglevel=loglevel,
),
debug_mode=mngr.debug_mode,
loglevel=loglevel,
enable_modules=(
_data_mods
+
tractor_kwargs.pop('enable_modules')
),
**tractor_kwargs
)
assert (
not ctx.cancel_called
and ctx.portal # parent side
and dname in ctx.chan.uid # subactor is named as desired
) )
return True return True
@ -262,8 +274,7 @@ async def maybe_spawn_brokerd(
from piker.service import maybe_spawn_daemon from piker.service import maybe_spawn_daemon
async with maybe_spawn_daemon( async with maybe_spawn_daemon(
service_name=f'brokerd.{brokername}',
f'brokerd.{brokername}',
service_task_target=spawn_brokerd, service_task_target=spawn_brokerd,
spawn_args={ spawn_args={
'brokername': brokername, 'brokername': brokername,

View File

@ -42,6 +42,7 @@ from trio_typing import TaskStatus
from pendulum import ( from pendulum import (
from_timestamp, from_timestamp,
) )
from rapidfuzz import process as fuzzy
import numpy as np import numpy as np
import tractor import tractor
@ -110,7 +111,6 @@ class AggTrade(Struct, frozen=True):
async def stream_messages( async def stream_messages(
ws: NoBsWs, ws: NoBsWs,
) -> AsyncGenerator[NoBsWs, dict]: ) -> AsyncGenerator[NoBsWs, dict]:
# TODO: match syntax here! # TODO: match syntax here!
@ -221,8 +221,6 @@ def make_sub(pairs: list[str], sub_name: str, uid: int) -> dict[str, str]:
} }
# TODO, why aren't frame resp `log.info()`s showing in upstream
# code?!
@acm @acm
async def open_history_client( async def open_history_client(
mkt: MktPair, mkt: MktPair,
@ -465,8 +463,6 @@ async def stream_quotes(
): ):
init_msgs: list[FeedInit] = [] init_msgs: list[FeedInit] = []
for sym in symbols: for sym in symbols:
mkt: MktPair
pair: Pair
mkt, pair = await get_mkt_info(sym) mkt, pair = await get_mkt_info(sym)
# build out init msgs according to latest spec # build out init msgs according to latest spec
@ -515,6 +511,7 @@ async def stream_quotes(
# start streaming # start streaming
async for typ, quote in msg_gen: async for typ, quote in msg_gen:
# period = time.time() - last # period = time.time() - last
# hz = 1/period if period else float('inf') # hz = 1/period if period else float('inf')
# if hz > 60: # if hz > 60:
@ -550,7 +547,7 @@ async def open_symbol_search(
) )
# repack in fqme-keyed table # repack in fqme-keyed table
byfqme: dict[str, Pair] = {} byfqme: dict[start, Pair] = {}
for pair in pairs.values(): for pair in pairs.values():
byfqme[pair.bs_fqme] = pair byfqme[pair.bs_fqme] = pair

View File

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

File diff suppressed because it is too large Load Diff

View File

@ -18,38 +18,59 @@
Deribit backend. Deribit backend.
''' '''
from __future__ import annotations
from contextlib import asynccontextmanager as acm from contextlib import asynccontextmanager as acm
from datetime import datetime from datetime import datetime
from typing import Any, Optional, Callable from typing import (
# Any,
# Optional,
Callable,
)
# from pprint import pformat
import time import time
import cryptofeed
import trio import trio
from trio_typing import TaskStatus from trio_typing import TaskStatus
import pendulum from pendulum import (
from rapidfuzz import process as fuzzy from_timestamp,
)
import numpy as np import numpy as np
import tractor import tractor
from piker.brokers import open_cached_client from piker.accounting import (
from piker.log import get_logger, get_console_log Asset,
from piker.data import ShmArray MktPair,
from piker.brokers._util import ( unpack_fqme,
BrokerError, )
from piker.brokers import (
open_cached_client,
NoData,
DataUnavailable, DataUnavailable,
) )
from piker._cacheables import (
from cryptofeed import FeedHandler async_lifo_cache,
from cryptofeed.defines import (
DERIBIT, L1_BOOK, TRADES, OPTION, CALL, PUT
) )
from cryptofeed.symbols import Symbol from piker.log import (
get_logger,
mk_repr,
)
from piker.data.validate import FeedInit
from .api import ( from .api import (
Client, Trade, Client,
get_config, # get_config,
str_to_cb_sym, piker_sym_to_cb_sym, cb_sym_to_deribit_inst, piker_sym_to_cb_sym,
cb_sym_to_deribit_inst,
str_to_cb_sym,
maybe_open_price_feed maybe_open_price_feed
) )
from .venues import (
Pair,
OptionPair,
Trade,
)
_spawn_kwargs = { _spawn_kwargs = {
'infect_asyncio': True, 'infect_asyncio': True,
@ -64,90 +85,215 @@ async def open_history_client(
mkt: MktPair, mkt: MktPair,
) -> tuple[Callable, int]: ) -> tuple[Callable, int]:
fnstrument: str = mkt.bs_fqme
# TODO implement history getter for the new storage layer. # TODO implement history getter for the new storage layer.
async with open_cached_client('deribit') as client: async with open_cached_client('deribit') as client:
pair: OptionPair = client._pairs[mkt.dst.name]
# XXX NOTE, the cuckers use ms !!!
creation_time_s: int = pair.creation_timestamp/1000
async def get_ohlc( async def get_ohlc(
end_dt: Optional[datetime] = None, timeframe: float,
start_dt: Optional[datetime] = None, end_dt: datetime | None = None,
start_dt: datetime | None = None,
) -> tuple[ ) -> tuple[
np.ndarray, np.ndarray,
datetime, # start datetime, # start
datetime, # end datetime, # end
]: ]:
if timeframe != 60:
raise DataUnavailable('Only 1m bars are supported')
array = await client.bars( array: np.ndarray = await client.bars(
instrument, mkt,
start_dt=start_dt, start_dt=start_dt,
end_dt=end_dt, end_dt=end_dt,
) )
if len(array) == 0: if len(array) == 0:
raise DataUnavailable if (
end_dt is None
):
raise DataUnavailable(
'No history seems to exist yet?\n\n'
f'{mkt}'
)
elif (
end_dt
and
end_dt.timestamp() < creation_time_s
):
# the contract can't have history
# before it was created.
pair_type_str: str = type(pair).__name__
create_dt: datetime = from_timestamp(creation_time_s)
raise DataUnavailable(
f'No history prior to\n'
f'`{pair_type_str}.creation_timestamp: int = '
f'{pair.creation_timestamp}\n\n'
f'------ deribit sux ------\n'
f'WHICH IN "NORMAL PEOPLE WHO USE EPOCH TIME" form is,\n'
f'creation_time_s: {creation_time_s}\n'
f'create_dt: {create_dt}\n'
)
raise NoData(
f'No frame for {start_dt} -> {end_dt}\n'
)
start_dt = pendulum.from_timestamp(array[0]['time']) start_dt = from_timestamp(array[0]['time'])
end_dt = pendulum.from_timestamp(array[-1]['time']) end_dt = from_timestamp(array[-1]['time'])
times = array['time']
if not times.any():
raise ValueError(
'Bad frame with null-times?\n\n'
f'{times}'
)
if end_dt is None:
inow: int = round(time.time())
if (inow - times[-1]) > 60:
await tractor.pause()
return array, start_dt, end_dt return array, start_dt, end_dt
yield get_ohlc, {'erlangs': 3, 'rate': 3} yield (
get_ohlc,
{ # backfill config
'erlangs': 3,
'rate': 3,
}
)
@async_lifo_cache()
async def get_mkt_info(
fqme: str,
) -> tuple[MktPair, Pair|OptionPair] | None:
# uppercase since kraken bs_mktid is always upper
if 'deribit' not in fqme.lower():
fqme += '.deribit'
mkt_mode: str = ''
broker, mkt_ep, venue, expiry = unpack_fqme(fqme)
# NOTE: we always upper case all tokens to be consistent with
# binance's symbology style for pairs, like `BTCUSDT`, but in
# theory we could also just keep things lower case; as long as
# we're consistent and the symcache matches whatever this func
# returns, always!
expiry: str = expiry.upper()
venue: str = venue.upper()
# venue_lower: str = venue.lower()
mkt_mode: str = 'option'
async with open_cached_client(
'deribit',
) as client:
assets: dict[str, Asset] = await client.get_assets()
pair_str: str = mkt_ep.lower()
pair: Pair = await client.exch_info(
sym=pair_str,
)
mkt_mode = pair.venue
client.mkt_mode = mkt_mode
dst: Asset | None = assets.get(pair.bs_dst_asset)
src: Asset | None = assets.get(pair.bs_src_asset)
mkt = MktPair(
dst=dst,
src=src,
price_tick=pair.price_tick,
size_tick=pair.size_tick,
bs_mktid=pair.symbol,
venue=mkt_mode,
broker='deribit',
_atype=mkt_mode,
_fqme_without_src=True,
# expiry=pair.expiry,
# XXX TODO, currently we don't use it since it's
# already "described" in the `OptionPair.symbol: str`
# and if we slap in the ISO repr it's kinda hideous..
# -[ ] figure out the best either std
)
return mkt, pair
async def stream_quotes( async def stream_quotes(
send_chan: trio.abc.SendChannel, send_chan: trio.abc.SendChannel,
symbols: list[str], symbols: list[str],
feed_is_live: trio.Event, feed_is_live: trio.Event,
loglevel: str = None,
# startup sync # startup sync
task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED, task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
) -> None: ) -> None:
# XXX: required to propagate ``tractor`` loglevel to piker logging '''
get_console_log(loglevel or tractor.current_actor().loglevel) Open a live quote stream for the market set defined by `symbols`.
sym = symbols[0] Internally this starts a `cryptofeed.FeedHandler` inside an `asyncio`-side
task and relays through L1 and `Trade` msgs here to our `trio.Task`.
'''
sym = symbols[0].split('.')[0]
init_msgs: list[FeedInit] = []
# multiline nested `dict` formatter (since rn quote-msgs are
# just that).
pfmt: Callable[[str], str] = mk_repr(
# so we can see `deribit`'s delightfully mega-long bs fields..
maxstring=100,
)
async with ( async with (
open_cached_client('deribit') as client, open_cached_client('deribit') as client,
send_chan as send_chan send_chan as send_chan
): ):
mkt: MktPair
pair: Pair
mkt, pair = await get_mkt_info(sym)
init_msgs = { # build out init msgs according to latest spec
# pass back token, and bool, signalling if we're the writer init_msgs.append(
# and that history has been written FeedInit(
sym: { mkt_info=mkt,
'symbol_info': { )
'asset_type': 'option', )
'price_tick_size': 0.0005 # build `cryptofeed` feed-handle
}, cf_sym: cryptofeed.Symbol = piker_sym_to_cb_sym(sym)
'shm_write_opts': {'sum_tick_vml': False},
'fqsn': sym,
},
}
nsym = piker_sym_to_cb_sym(sym) from_cf: tractor.to_asyncio.LinkedTaskChannel
async with maybe_open_price_feed(sym) as from_cf:
async with maybe_open_price_feed(sym) as stream: # load the "last trades" summary
last_trades_res: cryptofeed.LastTradesResult = await client.last_trades(
cb_sym_to_deribit_inst(cf_sym),
count=1,
)
last_trades: list[Trade] = last_trades_res.trades
cache = await client.cache_symbols() # TODO, do we even need this or will the above always
# work?
# if not last_trades:
# await tractor.pause()
# async for typ, quote in from_cf:
# if typ == 'trade':
# last_trade = Trade(**(quote['data']))
# break
last_trades = (await client.last_trades( # else:
cb_sym_to_deribit_inst(nsym), count=1)).trades last_trade = Trade(
**(last_trades[0])
)
if len(last_trades) == 0: first_quote: dict = {
last_trade = None
async for typ, quote in stream:
if typ == 'trade':
last_trade = Trade(**(quote['data']))
break
else:
last_trade = Trade(**(last_trades[0]))
first_quote = {
'symbol': sym, 'symbol': sym,
'last': last_trade.price, 'last': last_trade.price,
'brokerd_ts': last_trade.timestamp, 'brokerd_ts': last_trade.timestamp,
@ -158,13 +304,84 @@ async def stream_quotes(
'broker_ts': last_trade.timestamp 'broker_ts': last_trade.timestamp
}] }]
} }
task_status.started((init_msgs, first_quote)) task_status.started((
init_msgs,
first_quote,
))
feed_is_live.set() feed_is_live.set()
async for typ, quote in stream: # NOTE XXX, static for now!
topic = quote['symbol'] # => since this only handles ONE mkt feed at a time we
await send_chan.send({topic: quote}) # don't need a lookup table to map interleaved quotes
# from multiple possible mkt-pairs
topic: str = mkt.bs_fqme
# deliver until cancelled
async for typ, ref in from_cf:
match typ:
case 'trade':
trade: cryptofeed.types.Trade = ref
# TODO, re-impl this according to teh ideal
# fqme for opts that we choose!!
bs_fqme: str = cb_sym_to_deribit_inst(
str_to_cb_sym(trade.symbol)
).lower()
piker_quote: dict = {
'symbol': bs_fqme,
'last': trade.price,
'broker_ts': time.time(),
# ^TODO, name this `brokerd/datad_ts` and
# use `time.time_ns()` ??
'ticks': [{
'type': 'trade',
'price': float(trade.price),
'size': float(trade.amount),
'broker_ts': trade.timestamp,
}],
}
log.info(
f'deribit {typ!r} quote for {sym!r}\n\n'
f'{trade}\n\n'
f'{pfmt(piker_quote)}\n'
)
case 'l1':
book: cryptofeed.types.L1Book = ref
# TODO, so this is where we can possibly change things
# and instead lever the `MktPair.bs_fqme: str` output?
bs_fqme: str = cb_sym_to_deribit_inst(
str_to_cb_sym(book.symbol)
).lower()
piker_quote: dict = {
'symbol': bs_fqme,
'ticks': [
{'type': 'bid',
'price': float(book.bid_price),
'size': float(book.bid_size)},
{'type': 'bsize',
'price': float(book.bid_price),
'size': float(book.bid_size),},
{'type': 'ask',
'price': float(book.ask_price),
'size': float(book.ask_size),},
{'type': 'asize',
'price': float(book.ask_price),
'size': float(book.ask_size),}
]
}
await send_chan.send({
topic: piker_quote,
})
@tractor.context @tractor.context
@ -174,12 +391,21 @@ async def open_symbol_search(
async with open_cached_client('deribit') as client: async with open_cached_client('deribit') as client:
# load all symbols locally for fast search # load all symbols locally for fast search
cache = await client.cache_symbols() # cache = client._pairs
await ctx.started() await ctx.started()
async with ctx.open_stream() as stream: async with ctx.open_stream() as stream:
pattern: str
async for pattern in stream: async for pattern in stream:
# repack in dict form
await stream.send( # NOTE: pattern fuzzy-matching is done within
await client.search_symbols(pattern)) # the methd impl.
pairs: dict[str, Pair] = await client.search_symbols(
pattern,
)
# repack in fqme-keyed table
byfqme: dict[str, Pair] = {}
for pair in pairs.values():
byfqme[pair.bs_fqme] = pair
await stream.send(byfqme)

View File

@ -0,0 +1,196 @@
# piker: trading gear for hackers
# Copyright (C) Tyler Goodlet (in stewardship for pikers)
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU Affero General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Affero General Public License for more details.
# You should have received a copy of the GNU Affero General Public License
# along with this program. If not, see <https://www.gnu.org/licenses/>.
"""
Per market data-type definitions and schemas types.
"""
from __future__ import annotations
import pendulum
from typing import (
Literal,
Optional,
)
from decimal import Decimal
from piker.types import Struct
# API endpoint paths by venue / sub-API
_domain: str = 'deribit.com'
_url = f'https://www.{_domain}'
# WEBsocketz
_ws_url: str = f'wss://www.{_domain}/ws/api/v2'
# test nets
_testnet_ws_url: str = f'wss://test.{_domain}/ws/api/v2'
MarketType = Literal[
'option'
]
def get_api_eps(venue: MarketType) -> tuple[str, str]:
'''
Return API ep root paths per venue.
'''
return {
'option': (
_ws_url,
),
}[venue]
class Pair(Struct, frozen=True, kw_only=True):
symbol: str
# src
quote_currency: str # 'BTC'
# dst
base_currency: str # "BTC",
tick_size: float # 0.0001 # [{'above_price': 0.005, 'tick_size': 0.0005}]
tick_size_steps: list[dict[str, float]]
@property
def price_tick(self) -> Decimal:
return Decimal(str(self.tick_size_steps[0]['above_price']))
@property
def size_tick(self) -> Decimal:
return Decimal(str(self.tick_size))
@property
def bs_fqme(self) -> str:
return f'{self.symbol}'
@property
def bs_mktid(self) -> str:
return f'{self.symbol}.{self.venue}'
class OptionPair(Pair, frozen=True):
taker_commission: float # 0.0003
strike: float # 5000.0
settlement_period: str # 'day'
settlement_currency: str # "BTC",
rfq: bool # false
price_index: str # 'btc_usd'
option_type: str # 'call'
min_trade_amount: float # 0.1
maker_commission: float # 0.0003
kind: str # 'option'
is_active: bool # true
instrument_type: str # 'reversed'
instrument_name: str # 'BTC-1SEP24-55000-C'
instrument_id: int # 364671
expiration_timestamp: int # 1725177600000
creation_timestamp: int # 1724918461000
counter_currency: str # 'USD'
contract_size: float # '1.0'
block_trade_tick_size: float # '0.0001'
block_trade_min_trade_amount: int # '25'
block_trade_commission: float # '0.003'
# NOTE: see `.data._symcache.SymbologyCache.load()` for why
ns_path: str = 'piker.brokers.deribit:OptionPair'
# TODO, impl this without the MM:SS part of
# the `'THH:MM:SS..'` etc..
@property
def expiry(self) -> str:
iso_date = pendulum.from_timestamp(
self.expiration_timestamp / 1000
).isoformat()
return iso_date
@property
def venue(self) -> str:
return f'{self.instrument_type}_option'
@property
def bs_fqme(self) -> str:
return f'{self.symbol}'
@property
def bs_src_asset(self) -> str:
return f'{self.quote_currency}'
@property
def bs_dst_asset(self) -> str:
return f'{self.symbol}'
PAIRTYPES: dict[MarketType, Pair] = {
'option': OptionPair,
}
class JSONRPCResult(Struct):
id: int
usIn: int
usOut: int
usDiff: int
testnet: bool
jsonrpc: str = '2.0'
error: Optional[dict] = None
result: Optional[list[dict]] = None
class JSONRPCChannel(Struct):
method: str
params: dict
jsonrpc: str = '2.0'
class KLinesResult(Struct):
low: list[float]
cost: list[float]
high: list[float]
open: list[float]
close: list[float]
ticks: list[int]
status: str
volume: list[float]
class Trade(Struct):
iv: float
price: float
amount: float
trade_id: str
contracts: float
direction: str
trade_seq: int
timestamp: int
mark_price: float
index_price: float
tick_direction: int
instrument_name: str
combo_id: Optional[str] = '',
combo_trade_id: Optional[int] = 0,
block_trade_id: Optional[str] = '',
block_trade_leg_count: Optional[int] = 0,
class LastTradesResult(Struct):
trades: list[Trade]
has_more: bool

View File

@ -1250,12 +1250,6 @@ async def load_aio_clients(
for i in range(connect_retries): for i in range(connect_retries):
try: try:
log.info(
'Trying `ib_async` connect\n'
f'{host}: {port}\n'
f'clientId: {client_id}\n'
f'timeout: {connect_timeout}\n'
)
await ib.connectAsync( await ib.connectAsync(
host, host,
port, port,
@ -1373,9 +1367,7 @@ async def load_clients_for_trio(
a ``tractor.to_asyncio.open_channel_from()``. a ``tractor.to_asyncio.open_channel_from()``.
''' '''
async with load_aio_clients( async with load_aio_clients() as accts2clients:
disconnect_on_exit=False,
) as accts2clients:
to_trio.send_nowait(accts2clients) to_trio.send_nowait(accts2clients)

View File

@ -62,7 +62,7 @@ from piker._cacheables import (
) )
from piker.log import get_logger from piker.log import get_logger
from piker.data.validate import FeedInit 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 ( from piker.data import (
def_iohlcv_fields, def_iohlcv_fields,
match_from_pairs, match_from_pairs,
@ -98,18 +98,9 @@ class KucoinMktPair(Struct, frozen=True):
def size_tick(self) -> Decimal: def size_tick(self) -> Decimal:
return Decimal(str(self.quoteMinSize)) return Decimal(str(self.quoteMinSize))
callauctionFirstStageStartTime: None|float
callauctionIsEnabled: bool
callauctionPriceCeiling: float|None
callauctionPriceFloor: float|None
callauctionSecondStageStartTime: float|None
callauctionThirdStageStartTime: float|None
enableTrading: bool enableTrading: bool
feeCategory: int
feeCurrency: str feeCurrency: str
isMarginEnabled: bool isMarginEnabled: bool
makerFeeCoefficient: float
market: str market: str
minFunds: float minFunds: float
name: str name: str
@ -119,10 +110,11 @@ class KucoinMktPair(Struct, frozen=True):
quoteIncrement: float quoteIncrement: float
quoteMaxSize: float quoteMaxSize: float
quoteMinSize: float quoteMinSize: float
st: bool
symbol: str # our bs_mktid, kucoin's internal id symbol: str # our bs_mktid, kucoin's internal id
feeCategory: int
makerFeeCoefficient: float
takerFeeCoefficient: float takerFeeCoefficient: float
tradingStartTime: float|None st: bool
class AccountTrade(Struct, frozen=True): class AccountTrade(Struct, frozen=True):
@ -404,13 +396,7 @@ class Client:
pairs: dict[str, KucoinMktPair] = {} pairs: dict[str, KucoinMktPair] = {}
fqmes2mktids: bidict[str, str] = bidict() fqmes2mktids: bidict[str, str] = bidict()
for item in entries: for item in entries:
try:
pair = pairs[item['name']] = KucoinMktPair(**item) 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
fqmes2mktids[ fqmes2mktids[
item['name'].lower().replace('-', '') item['name'].lower().replace('-', '')
] = pair.name ] = pair.name

View File

@ -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!

View File

@ -653,7 +653,11 @@ class Router(Struct):
flume = feed.flumes[fqme] flume = feed.flumes[fqme]
first_quote: dict = flume.first_quote first_quote: dict = flume.first_quote
book: DarkBook = self.get_dark_book(broker) book: DarkBook = self.get_dark_book(broker)
book.lasts[fqme]: float = float(first_quote['last'])
if not (last := first_quote.get('last')):
last: float = flume.rt_shm.array[-1]['close']
book.lasts[fqme]: float = float(last)
async with self.maybe_open_brokerd_dialog( async with self.maybe_open_brokerd_dialog(
brokermod=brokermod, brokermod=brokermod,
@ -716,7 +720,7 @@ class Router(Struct):
subs = self.subscribers[sub_key] subs = self.subscribers[sub_key]
sent_some: bool = False sent_some: bool = False
for client_stream in subs: for client_stream in subs.copy():
try: try:
await client_stream.send(msg) await client_stream.send(msg)
sent_some = True sent_some = True
@ -1010,6 +1014,10 @@ async def translate_and_relay_brokerd_events(
status_msg.brokerd_msg = msg status_msg.brokerd_msg = msg
status_msg.src = msg.broker_details['name'] status_msg.src = msg.broker_details['name']
if not status_msg.req:
# likely some order change state?
await tractor.pause()
else:
await router.client_broadcast( await router.client_broadcast(
status_msg.req.symbol, status_msg.req.symbol,
status_msg, status_msg,

View File

@ -653,6 +653,7 @@ async def open_trade_dialog(
# in) use manually constructed table from calling # in) use manually constructed table from calling
# the `.get_mkt_info()` provider EP above. # the `.get_mkt_info()` provider EP above.
_mktmap_table=mkt_by_fqme, _mktmap_table=mkt_by_fqme,
only_require=list(mkt_by_fqme),
) )
pp_msgs: list[BrokerdPosition] = [] pp_msgs: list[BrokerdPosition] = []

View File

@ -335,7 +335,7 @@ def services(config, tl, ports):
name='service_query', name='service_query',
loglevel=config['loglevel'] if tl else None, loglevel=config['loglevel'] if tl else None,
), ),
tractor.get_arbiter( tractor.get_registry(
host=host, host=host,
port=ports[0] port=ports[0]
) as portal ) as portal

View File

@ -104,15 +104,14 @@ def get_app_dir(
# `tractor`) with the testing dir and check for it whenever we # `tractor`) with the testing dir and check for it whenever we
# detect `pytest` is being used (which it isn't under normal # detect `pytest` is being used (which it isn't under normal
# operation). # operation).
# if "pytest" in sys.modules: if "pytest" in sys.modules:
# import tractor import tractor
# actor = tractor.current_actor(err_on_no_runtime=False) actor = tractor.current_actor(err_on_no_runtime=False)
# if actor: # runtime is up if actor: # runtime is up
# rvs = tractor._state._runtime_vars rvs = tractor._state._runtime_vars
# import pdbp; pdbp.set_trace() testdirpath = Path(rvs['piker_vars']['piker_test_dir'])
# testdirpath = Path(rvs['piker_vars']['piker_test_dir']) assert testdirpath.exists(), 'piker test harness might be borked!?'
# assert testdirpath.exists(), 'piker test harness might be borked!?' app_name = str(testdirpath)
# app_name = str(testdirpath)
if platform.system() == 'Windows': if platform.system() == 'Windows':
key = "APPDATA" if roaming else "LOCALAPPDATA" key = "APPDATA" if roaming else "LOCALAPPDATA"

View File

@ -25,10 +25,12 @@ from collections import (
defaultdict, defaultdict,
) )
from contextlib import asynccontextmanager as acm from contextlib import asynccontextmanager as acm
from functools import partial
import time import time
from typing import ( from typing import (
Any, Any,
AsyncIterator, AsyncIterator,
Callable,
TYPE_CHECKING, TYPE_CHECKING,
) )
@ -42,7 +44,7 @@ from tractor.trionics import (
maybe_open_nursery, maybe_open_nursery,
) )
import trio import trio
from trio_typing import TaskStatus from trio import TaskStatus
from .ticktools import ( from .ticktools import (
frame_ticks, frame_ticks,
@ -53,6 +55,9 @@ from ._util import (
get_console_log, get_console_log,
) )
from ..service import maybe_spawn_daemon from ..service import maybe_spawn_daemon
from piker.log import (
mk_repr,
)
if TYPE_CHECKING: if TYPE_CHECKING:
from ._sharedmem import ( from ._sharedmem import (
@ -70,6 +75,7 @@ if TYPE_CHECKING:
_default_delay_s: float = 1.0 _default_delay_s: float = 1.0
# TODO: use new `tractor.singleton_acm` API for this!
class Sampler: class Sampler:
''' '''
Global sampling engine registry. Global sampling engine registry.
@ -79,9 +85,9 @@ class Sampler:
This non-instantiated type is meant to be a singleton within This non-instantiated type is meant to be a singleton within
a `samplerd` actor-service spawned once by the user wishing to a `samplerd` actor-service spawned once by the user wishing to
time-step-sample (real-time) quote feeds, see time-step-sample a (real-time) quote feeds, see
``.service.maybe_open_samplerd()`` and the below `.service.maybe_open_samplerd()` and the below
``register_with_sampler()``. `register_with_sampler()`.
''' '''
service_nursery: None | trio.Nursery = None service_nursery: None | trio.Nursery = None
@ -375,7 +381,10 @@ async def register_with_sampler(
assert Sampler.ohlcv_shms assert Sampler.ohlcv_shms
# unblock caller # unblock caller
await ctx.started(set(Sampler.ohlcv_shms.keys())) await ctx.started(
# XXX bc msgpack only allows one array type!
list(Sampler.ohlcv_shms.keys())
)
if open_index_stream: if open_index_stream:
try: try:
@ -419,7 +428,6 @@ async def register_with_sampler(
async def spawn_samplerd( async def spawn_samplerd(
loglevel: str | None = None, loglevel: str | None = None,
**extra_tractor_kwargs **extra_tractor_kwargs
@ -429,7 +437,10 @@ async def spawn_samplerd(
update and increment count write and stream broadcasting. update and increment count write and stream broadcasting.
''' '''
from piker.service import Services from piker.service import (
get_service_mngr,
ServiceMngr,
)
dname = 'samplerd' dname = 'samplerd'
log.info(f'Spawning `{dname}`') log.info(f'Spawning `{dname}`')
@ -437,26 +448,33 @@ async def spawn_samplerd(
# singleton lock creation of ``samplerd`` since we only ever want # singleton lock creation of ``samplerd`` since we only ever want
# one daemon per ``pikerd`` proc tree. # one daemon per ``pikerd`` proc tree.
# TODO: make this built-into the service api? # TODO: make this built-into the service api?
async with Services.locks[dname + '_singleton']: mngr: ServiceMngr = get_service_mngr()
already_started: bool = dname in mngr.service_tasks
if dname not in Services.service_tasks: async with mngr._locks[dname + '_singleton']:
ctx: Context = await mngr.start_service(
daemon_name=dname,
ctx_ep=partial(
register_with_sampler,
period_s=1,
sub_for_broadcasts=False,
),
debug_mode=mngr.debug_mode, # set by pikerd flag
portal = await Services.actor_n.start_actor( # proxy-through to tractor
dname,
enable_modules=[ enable_modules=[
'piker.data._sampling', 'piker.data._sampling',
], ],
loglevel=loglevel, loglevel=loglevel,
debug_mode=Services.debug_mode, # set by pikerd flag
**extra_tractor_kwargs **extra_tractor_kwargs
) )
if not already_started:
await Services.start_service_task( assert (
dname, ctx
portal, and
register_with_sampler, ctx.portal
period_s=1, and
sub_for_broadcasts=False, not ctx.cancel_called
) )
return True return True
@ -561,7 +579,6 @@ async def open_sample_stream(
async def sample_and_broadcast( async def sample_and_broadcast(
bus: _FeedsBus, # noqa bus: _FeedsBus, # noqa
rt_shm: ShmArray, rt_shm: ShmArray,
hist_shm: ShmArray, hist_shm: ShmArray,
@ -582,11 +599,22 @@ async def sample_and_broadcast(
overruns = Counter() overruns = Counter()
# multiline nested `dict` formatter (since rn quote-msgs are
# just that).
pfmt: Callable[[str], str] = mk_repr()
# iterate stream delivered by broker # iterate stream delivered by broker
async for quotes in quote_stream: async for quotes in quote_stream:
# print(quotes)
# TODO: ``numba`` this! # XXX WARNING XXX only enable for debugging bc ow can cost
# ALOT of perf with HF-feedz!!!
#
# log.info(
# 'Rx live quotes:\n'
# f'{pfmt(quotes)}'
# )
# TODO: `numba` this!
for broker_symbol, quote in quotes.items(): for broker_symbol, quote in quotes.items():
# TODO: in theory you can send the IPC msg *before* writing # TODO: in theory you can send the IPC msg *before* writing
# to the sharedmem array to decrease latency, however, that # to the sharedmem array to decrease latency, however, that
@ -659,6 +687,18 @@ async def sample_and_broadcast(
sub_key: str = broker_symbol.lower() sub_key: str = broker_symbol.lower()
subs: set[Sub] = bus.get_subs(sub_key) subs: set[Sub] = bus.get_subs(sub_key)
if not subs:
all_bs_fqmes: list[str] = list(
bus._subscribers.keys()
)
log.warning(
f'No subscribers for {brokername!r} live-quote ??\n'
f'broker_symbol: {broker_symbol}\n\n'
f'Maybe the backend-sys symbol does not match one of,\n'
f'{pfmt(all_bs_fqmes)}\n'
)
# NOTE: by default the broker backend doesn't append # NOTE: by default the broker backend doesn't append
# it's own "name" into the fqme schema (but maybe it # it's own "name" into the fqme schema (but maybe it
# should?) so we have to manually generate the correct # should?) so we have to manually generate the correct
@ -889,6 +929,7 @@ async def uniform_rate_send(
# to consumers which crash or lose network connection. # to consumers which crash or lose network connection.
# I.e. we **DO NOT** want to crash and propagate up to # I.e. we **DO NOT** want to crash and propagate up to
# ``pikerd`` these kinds of errors! # ``pikerd`` these kinds of errors!
trio.EndOfChannel,
trio.ClosedResourceError, trio.ClosedResourceError,
trio.BrokenResourceError, trio.BrokenResourceError,
ConnectionResetError, ConnectionResetError,

View File

@ -387,22 +387,17 @@ async def open_jsonrpc_session(
# broken and never restored with wtv init sequence is required to # broken and never restored with wtv init sequence is required to
# re-establish a working req-resp session. # re-establish a working req-resp session.
# request_type: Optional[type] = None,
# request_hook: Optional[Callable] = None,
# error_hook: Optional[Callable] = None,
) -> Callable[[str, dict], dict]: ) -> Callable[[str, dict], dict]:
'''
Init a json-RPC-over-websocket connection to the provided `url`.
A `json_rpc: Callable[[str, dict], dict` is delivered to the
caller for sending requests and a bg-`trio.Task` handles
processing of response msgs including error reporting/raising in
the parent/caller task.
'''
# NOTE, store all request msgs so we can raise errors on the # NOTE, store all request msgs so we can raise errors on the
# caller side! # caller side!
req_msgs: dict[int, dict] = {} req_msgs: dict[int, dict] = {}
async with ( async with (
trio.open_nursery() as tn, trio.open_nursery() as n,
open_autorecon_ws( open_autorecon_ws(
url=url, url=url,
msg_recv_timeout=msg_recv_timeout, msg_recv_timeout=msg_recv_timeout,
@ -491,10 +486,15 @@ async def open_jsonrpc_session(
'params': _, 'params': _,
}: }:
log.debug(f'Recieved\n{msg}') log.debug(f'Recieved\n{msg}')
# if request_hook:
# await request_hook(request_type(**msg))
case { case {
'error': error 'error': error
}: }:
# if error_hook:
# await error_hook(response_type(**msg))
# retreive orig request msg, set error # retreive orig request msg, set error
# response in original "result" msg, # response in original "result" msg,
# THEN FINALLY set the event to signal caller # THEN FINALLY set the event to signal caller
@ -513,6 +513,6 @@ async def open_jsonrpc_session(
case _: case _:
log.warning(f'Unhandled JSON-RPC msg!?\n{msg}') log.warning(f'Unhandled JSON-RPC msg!?\n{msg}')
tn.start_soon(recv_task) n.start_soon(recv_task)
yield json_rpc yield json_rpc
tn.cancel_scope.cancel() n.cancel_scope.cancel()

View File

@ -540,7 +540,10 @@ async def open_feed_bus(
# subscription since the backend isn't (yet) expected to # subscription since the backend isn't (yet) expected to
# append it's own name to the fqme, so we filter on keys # append it's own name to the fqme, so we filter on keys
# which *do not* include that name (e.g .ib) . # which *do not* include that name (e.g .ib) .
bus._subscribers.setdefault(bs_fqme, set()) bus._subscribers.setdefault(
bs_fqme,
set(),
)
# sync feed subscribers with flume handles # sync feed subscribers with flume handles
await ctx.started( await ctx.started(

View File

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

View File

@ -30,7 +30,11 @@ Actor runtime primtives and (distributed) service APIs for,
=> TODO: maybe to (re)move elsewhere? => TODO: maybe to (re)move elsewhere?
''' '''
from ._mngr import Services as Services from ._mngr import (
get_service_mngr as get_service_mngr,
open_service_mngr as open_service_mngr,
ServiceMngr as ServiceMngr,
)
from ._registry import ( from ._registry import (
_tractor_kwargs as _tractor_kwargs, _tractor_kwargs as _tractor_kwargs,
_default_reg_addr as _default_reg_addr, _default_reg_addr as _default_reg_addr,

View File

@ -21,7 +21,6 @@
from __future__ import annotations from __future__ import annotations
import os import os
from typing import ( from typing import (
Optional,
Any, Any,
ClassVar, ClassVar,
) )
@ -30,13 +29,13 @@ from contextlib import (
) )
import tractor import tractor
import trio
from ._util import ( from ._util import (
get_console_log, get_console_log,
) )
from ._mngr import ( from ._mngr import (
Services, open_service_mngr,
ServiceMngr,
) )
from ._registry import ( # noqa from ._registry import ( # noqa
_tractor_kwargs, _tractor_kwargs,
@ -59,7 +58,7 @@ async def open_piker_runtime(
registry_addrs: list[tuple[str, int]] = [], registry_addrs: list[tuple[str, int]] = [],
enable_modules: list[str] = [], enable_modules: list[str] = [],
loglevel: Optional[str] = None, loglevel: str|None = None,
# XXX NOTE XXX: you should pretty much never want debug mode # XXX NOTE XXX: you should pretty much never want debug mode
# for data daemons when running in production. # for data daemons when running in production.
@ -119,6 +118,10 @@ async def open_piker_runtime(
# spawn other specialized daemons I think? # spawn other specialized daemons I think?
enable_modules=enable_modules, enable_modules=enable_modules,
# TODO: how to configure this?
# keep it on by default if debug mode is set?
# maybe_enable_greenback=debug_mode,
**tractor_kwargs, **tractor_kwargs,
) as actor, ) as actor,
@ -167,12 +170,13 @@ async def open_pikerd(
**kwargs, **kwargs,
) -> Services: ) -> ServiceMngr:
''' '''
Start a root piker daemon with an indefinite lifetime. Start a root piker daemon actor (aka `pikerd`) with an indefinite
lifetime.
A root actor nursery is created which can be used to create and keep A root actor-nursery is created which can be used to spawn and
alive underling services (see below). supervise underling service sub-actors (see below).
''' '''
# NOTE: for the root daemon we always enable the root # NOTE: for the root daemon we always enable the root
@ -199,8 +203,6 @@ async def open_pikerd(
root_actor, root_actor,
reg_addrs, reg_addrs,
), ),
tractor.open_nursery() as actor_nursery,
trio.open_nursery() as service_nursery,
): ):
for addr in reg_addrs: for addr in reg_addrs:
if addr not in root_actor.accept_addrs: if addr not in root_actor.accept_addrs:
@ -209,25 +211,17 @@ async def open_pikerd(
'Maybe you have another daemon already running?' 'Maybe you have another daemon already running?'
) )
# assign globally for future daemon/task creation mngr: ServiceMngr
Services.actor_n = actor_nursery async with open_service_mngr(
Services.service_n = service_nursery debug_mode=debug_mode,
Services.debug_mode = debug_mode ) as mngr:
yield mngr
try:
yield Services
finally:
# TODO: is this more clever/efficient?
# if 'samplerd' in Services.service_tasks:
# await Services.cancel_service('samplerd')
service_nursery.cancel_scope.cancel()
# TODO: do we even need this? # TODO: do we even need this?
# @acm # @acm
# async def maybe_open_runtime( # async def maybe_open_runtime(
# loglevel: Optional[str] = None, # loglevel: str|None = None,
# **kwargs, # **kwargs,
# ) -> None: # ) -> None:
@ -256,7 +250,7 @@ async def maybe_open_pikerd(
loglevel: str | None = None, loglevel: str | None = None,
**kwargs, **kwargs,
) -> tractor._portal.Portal | ClassVar[Services]: ) -> tractor._portal.Portal | ClassVar[ServiceMngr]:
''' '''
If no ``pikerd`` daemon-root-actor can be found start it and If no ``pikerd`` daemon-root-actor can be found start it and
yield up (we should probably figure out returning a portal to self yield up (we should probably figure out returning a portal to self

View File

@ -49,7 +49,7 @@ from requests.exceptions import (
ReadTimeout, ReadTimeout,
) )
from ._mngr import Services from ._mngr import ServiceMngr
from ._util import ( from ._util import (
log, # sub-sys logger log, # sub-sys logger
get_console_log, get_console_log,
@ -453,7 +453,7 @@ async def open_ahabd(
@acm @acm
async def start_ahab_service( async def start_ahab_service(
services: Services, services: ServiceMngr,
service_name: str, service_name: str,
# endpoint config passed as **kwargs # endpoint config passed as **kwargs
@ -549,7 +549,8 @@ async def start_ahab_service(
log.warning('Failed to cancel root permsed container') log.warning('Failed to cancel root permsed container')
except ( except (
trio.MultiError, # trio.MultiError,
ExceptionGroup,
) as err: ) as err:
for subexc in err.exceptions: for subexc in err.exceptions:
if isinstance(subexc, PermissionError): if isinstance(subexc, PermissionError):

View File

@ -26,14 +26,17 @@ from typing import (
from contextlib import ( from contextlib import (
asynccontextmanager as acm, asynccontextmanager as acm,
) )
from collections import defaultdict
import tractor import tractor
import trio
from ._util import ( from ._util import (
log, # sub-sys logger log, # sub-sys logger
) )
from ._mngr import ( from ._mngr import (
Services, get_service_mngr,
ServiceMngr,
) )
from ._actor_runtime import maybe_open_pikerd from ._actor_runtime import maybe_open_pikerd
from ._registry import find_service from ._registry import find_service
@ -41,15 +44,14 @@ from ._registry import find_service
@acm @acm
async def maybe_spawn_daemon( async def maybe_spawn_daemon(
service_name: str, service_name: str,
service_task_target: Callable, service_task_target: Callable,
spawn_args: dict[str, Any], spawn_args: dict[str, Any],
loglevel: str | None = None, loglevel: str | None = None,
singleton: bool = False, singleton: bool = False,
_locks = defaultdict(trio.Lock),
**pikerd_kwargs, **pikerd_kwargs,
) -> tractor.Portal: ) -> tractor.Portal:
@ -67,7 +69,7 @@ async def maybe_spawn_daemon(
''' '''
# serialize access to this section to avoid # serialize access to this section to avoid
# 2 or more tasks racing to create a daemon # 2 or more tasks racing to create a daemon
lock = Services.locks[service_name] lock = _locks[service_name]
await lock.acquire() await lock.acquire()
async with find_service( async with find_service(
@ -132,7 +134,65 @@ async def maybe_spawn_daemon(
async with tractor.wait_for_actor(service_name) as portal: async with tractor.wait_for_actor(service_name) as portal:
lock.release() lock.release()
yield portal yield portal
await portal.cancel_actor() # --- ---- ---
# XXX NOTE XXX
# --- ---- ---
# DO NOT PUT A `portal.cancel_actor()` here (as was prior)!
#
# Doing so will cause an "out-of-band" ctxc
# (`tractor.ContextCancelled`) to be raised inside the
# `ServiceMngr.open_context_in_task()`'s call to
# `ctx.wait_for_result()` AND the internal self-ctxc
# "graceful capture" WILL NOT CATCH IT!
#
# This can cause certain types of operations to raise
# that ctxc BEFORE THEY `return`, resulting in
# a "false-negative" ctxc being raised when really
# nothing actually failed, other then our semantic
# "failure" to suppress an expected, graceful,
# self-cancel scenario..
#
# bUt wHy duZ It WorK lIKe dis..
# ------------------------------
# from the perspective of the `tractor.Context` this
# cancel request was conducted "out of band" since
# `Context.cancel()` was never called and thus the
# `._cancel_called: bool` was never set. Despite the
# remote `.canceller` being set to `pikerd` (i.e. the
# same `Actor.uid` of the raising service-mngr task) the
# service-task's ctx itself was never marked as having
# requested cancellation and thus still raises the ctxc
# bc it was unaware of any such request.
#
# How to make grokin these cases easier tho?
# ------------------------------------------
# Because `Portal.cancel_actor()` was called it requests
# "full-`Actor`-runtime-cancellation" of it's peer
# process which IS NOT THE SAME as a single inter-actor
# RPC task cancelling its local context with a remote
# peer `Task` in that same peer process.
#
# ?TODO? It might be better if we do one (or all) of the
# following:
#
# -[ ] at least set a special message for the
# `ContextCancelled` when raised locally by the
# unaware ctx task such that we check for the
# `.canceller` being *our `Actor`* and in the case
# where `Context._cancel_called == False` we specially
# note that this is likely an "out-of-band"
# runtime-cancel request triggered by some call to
# `Portal.cancel_actor()`, possibly even reporting the
# exact LOC of that caller by tracking it inside our
# portal-type?
# -[ ] possibly add another field `ContextCancelled` like
# maybe a,
# `.request_type: Literal['os', 'proc', 'actor',
# 'ctx']` type thing which would allow immediately
# being able to tell what kind of cancellation caused
# the unexpected ctxc?
# -[ ] REMOVE THIS COMMENT, once we've settled on how to
# better augment `tractor` to be more explicit on this!
async def spawn_emsd( async def spawn_emsd(
@ -147,21 +207,22 @@ async def spawn_emsd(
""" """
log.info('Spawning emsd') log.info('Spawning emsd')
portal = await Services.actor_n.start_actor( smngr: ServiceMngr = get_service_mngr()
portal = await smngr.actor_n.start_actor(
'emsd', 'emsd',
enable_modules=[ enable_modules=[
'piker.clearing._ems', 'piker.clearing._ems',
'piker.clearing._client', 'piker.clearing._client',
], ],
loglevel=loglevel, loglevel=loglevel,
debug_mode=Services.debug_mode, # set by pikerd flag debug_mode=smngr.debug_mode, # set by pikerd flag
**extra_tractor_kwargs **extra_tractor_kwargs
) )
# non-blocking setup of clearing service # non-blocking setup of clearing service
from ..clearing._ems import _setup_persistent_emsd from ..clearing._ems import _setup_persistent_emsd
await Services.start_service_task( await smngr.start_service_task(
'emsd', 'emsd',
portal, portal,

View File

@ -18,16 +18,29 @@
daemon-service management API. daemon-service management API.
""" """
from __future__ import annotations
from contextlib import (
asynccontextmanager as acm,
# contextmanager as cm,
)
from collections import defaultdict from collections import defaultdict
from dataclasses import (
dataclass,
field,
)
import functools
import inspect
from typing import ( from typing import (
Callable, Callable,
Any, Any,
) )
import trio import msgspec
from trio_typing import TaskStatus
import tractor import tractor
import trio
from trio import TaskStatus
from tractor import ( from tractor import (
ActorNursery,
current_actor, current_actor,
ContextCancelled, ContextCancelled,
Context, Context,
@ -39,6 +52,130 @@ from ._util import (
) )
# TODO: implement a singleton deco-API for wrapping the below
# factory's impl for general actor-singleton use?
#
# @singleton
# async def open_service_mngr(
# **init_kwargs,
# ) -> ServiceMngr:
# '''
# Note this function body is invoke IFF no existing singleton instance already
# exists in this proc's memory.
# '''
# # setup
# yield ServiceMngr(**init_kwargs)
# # teardown
# TODO: singleton factory API instead of a class API
@acm
async def open_service_mngr(
*,
debug_mode: bool = False,
# impl deat which ensures a single global instance
_singleton: list[ServiceMngr|None] = [None],
**init_kwargs,
) -> ServiceMngr:
'''
Open a multi-subactor-as-service-daemon tree supervisor.
The delivered `ServiceMngr` is a singleton instance for each
actor-process and is allocated on first open and never
de-allocated unless explicitly deleted by al call to
`del_service_mngr()`.
'''
# TODO: factor this an allocation into
# a `._mngr.open_service_mngr()` and put in the
# once-n-only-once setup/`.__aenter__()` part!
# -[ ] how to make this only happen on the `mngr == None` case?
# |_ use `.trionics.maybe_open_context()` (for generic
# async-with-style-only-once of the factory impl, though
# what do we do for the allocation case?
# / `.maybe_open_nursery()` (since for this specific case
# it's simpler?) to activate
async with (
tractor.open_nursery() as an,
trio.open_nursery() as tn,
):
# impl specific obvi..
init_kwargs.update({
'actor_n': an,
'service_n': tn,
})
mngr: ServiceMngr|None
if (mngr := _singleton[0]) is None:
log.info('Allocating a new service mngr!')
mngr = _singleton[0] = ServiceMngr(**init_kwargs)
# TODO: put into `.__aenter__()` section of
# eventual `@singleton_acm` API wrapper.
#
# assign globally for future daemon/task creation
mngr.actor_n = an
mngr.service_n = tn
else:
assert (
mngr.actor_n
and
mngr.service_tn
)
log.info(
'Using extant service mngr!\n\n'
f'{mngr!r}\n' # it has a nice `.__repr__()` of services state
)
try:
# NOTE: this is a singleton factory impl specific detail
# which should be supported in the condensed
# `@singleton_acm` API?
mngr.debug_mode = debug_mode
yield mngr
finally:
# TODO: is this more clever/efficient?
# if 'samplerd' in mngr.service_tasks:
# await mngr.cancel_service('samplerd')
tn.cancel_scope.cancel()
def get_service_mngr() -> ServiceMngr:
'''
Try to get the singleton service-mngr for this actor presuming it
has already been allocated using,
.. code:: python
async with open_<@singleton_acm(func)>() as mngr`
... this block kept open ...
If not yet allocated raise a `ServiceError`.
'''
# https://stackoverflow.com/a/12627202
# https://docs.python.org/3/library/inspect.html#inspect.Signature
maybe_mngr: ServiceMngr|None = inspect.signature(
open_service_mngr
).parameters['_singleton'].default[0]
if maybe_mngr is None:
raise RuntimeError(
'Someone must allocate a `ServiceMngr` using\n\n'
'`async with open_service_mngr()` beforehand!!\n'
)
return maybe_mngr
# TODO: we need remote wrapping and a general soln: # TODO: we need remote wrapping and a general soln:
# - factor this into a ``tractor.highlevel`` extension # pack for the # - factor this into a ``tractor.highlevel`` extension # pack for the
# library. # library.
@ -46,31 +183,46 @@ from ._util import (
# to the pikerd actor for starting services remotely! # to the pikerd actor for starting services remotely!
# - prolly rename this to ActorServicesNursery since it spawns # - prolly rename this to ActorServicesNursery since it spawns
# new actors and supervises them to completion? # new actors and supervises them to completion?
class Services: @dataclass
class ServiceMngr:
# class ServiceMngr(msgspec.Struct):
'''
A multi-subactor-as-service manager.
actor_n: tractor._supervise.ActorNursery Spawn, supervise and monitor service/daemon subactors in a SC
process tree.
'''
actor_n: ActorNursery
service_n: trio.Nursery service_n: trio.Nursery
debug_mode: bool # tractor sub-actor debug mode flag debug_mode: bool = False # tractor sub-actor debug mode flag
service_tasks: dict[ service_tasks: dict[
str, str,
tuple[ tuple[
trio.CancelScope, trio.CancelScope,
Context,
Portal, Portal,
trio.Event, trio.Event,
] ]
] = {} ] = field(default_factory=dict)
locks = defaultdict(trio.Lock)
# internal per-service task mutexs
_locks = defaultdict(trio.Lock)
@classmethod
async def start_service_task( async def start_service_task(
self, self,
name: str, name: str,
portal: Portal, portal: Portal,
# TODO: typevar for the return type of the target and then
# use it below for `ctx_res`?
target: Callable, target: Callable,
allow_overruns: bool = False, allow_overruns: bool = False,
**ctx_kwargs, **ctx_kwargs,
) -> (trio.CancelScope, Context): ) -> (trio.CancelScope, Context, Any):
''' '''
Open a context in a service sub-actor, add to a stack Open a context in a service sub-actor, add to a stack
that gets unwound at ``pikerd`` teardown. that gets unwound at ``pikerd`` teardown.
@ -83,6 +235,7 @@ class Services:
task_status: TaskStatus[ task_status: TaskStatus[
tuple[ tuple[
trio.CancelScope, trio.CancelScope,
Context,
trio.Event, trio.Event,
Any, Any,
] ]
@ -90,64 +243,87 @@ class Services:
) -> Any: ) -> Any:
# TODO: use the ctx._scope directly here instead?
# -[ ] actually what semantics do we expect for this
# usage!?
with trio.CancelScope() as cs: with trio.CancelScope() as cs:
try:
async with portal.open_context( async with portal.open_context(
target, target,
allow_overruns=allow_overruns, allow_overruns=allow_overruns,
**ctx_kwargs, **ctx_kwargs,
) as (ctx, first): ) as (ctx, started):
# unblock once the remote context has started # unblock once the remote context has started
complete = trio.Event() complete = trio.Event()
task_status.started((cs, complete, first)) task_status.started((
cs,
ctx,
complete,
started,
))
log.info( log.info(
f'`pikerd` service {name} started with value {first}' f'`pikerd` service {name} started with value {started}'
) )
try:
# wait on any context's return value # wait on any context's return value
# and any final portal result from the # and any final portal result from the
# sub-actor. # sub-actor.
ctx_res: Any = await ctx.result() ctx_res: Any = await ctx.wait_for_result()
# NOTE: blocks indefinitely until cancelled # NOTE: blocks indefinitely until cancelled
# either by error from the target context # either by error from the target context
# function or by being cancelled here by the # function or by being cancelled here by the
# surrounding cancel scope. # surrounding cancel scope.
return (await portal.result(), ctx_res) return (
await portal.wait_for_result(),
ctx_res,
)
except ContextCancelled as ctxe: except ContextCancelled as ctxe:
canceller: tuple[str, str] = ctxe.canceller canceller: tuple[str, str] = ctxe.canceller
our_uid: tuple[str, str] = current_actor().uid our_uid: tuple[str, str] = current_actor().uid
if ( if (
canceller != portal.channel.uid canceller != portal.chan.uid
and and
canceller != our_uid canceller != our_uid
): ):
log.cancel( log.cancel(
f'Actor-service {name} was remotely cancelled?\n' f'Actor-service `{name}` was remotely cancelled by a peer?\n'
f'remote canceller: {canceller}\n'
f'Keeping {our_uid} alive, ignoring sub-actor cancel..\n' # TODO: this would be a good spot to use
# a respawn feature Bo
f'-> Keeping `pikerd` service manager alive despite this inter-peer cancel\n\n'
f'cancellee: {portal.chan.uid}\n'
f'canceller: {canceller}\n'
) )
else: else:
raise raise
finally: finally:
# NOTE: the ctx MUST be cancelled first if we
# don't want the above `ctx.wait_for_result()` to
# raise a self-ctxc. WHY, well since from the ctx's
# perspective the cancel request will have
# arrived out-out-of-band at the `Actor.cancel()`
# level, thus `Context.cancel_called == False`,
# meaning `ctx._is_self_cancelled() == False`.
# with trio.CancelScope(shield=True):
# await ctx.cancel()
await portal.cancel_actor() await portal.cancel_actor()
complete.set() complete.set()
self.service_tasks.pop(name) self.service_tasks.pop(name)
cs, complete, first = await self.service_n.start(open_context_in_task) cs, sub_ctx, complete, started = await self.service_n.start(
open_context_in_task
)
# store the cancel scope and portal for later cancellation or # store the cancel scope and portal for later cancellation or
# retstart if needed. # retstart if needed.
self.service_tasks[name] = (cs, portal, complete) self.service_tasks[name] = (cs, sub_ctx, portal, complete)
return cs, sub_ctx, started
return cs, first
@classmethod
async def cancel_service( async def cancel_service(
self, self,
name: str, name: str,
@ -158,8 +334,80 @@ class Services:
''' '''
log.info(f'Cancelling `pikerd` service {name}') log.info(f'Cancelling `pikerd` service {name}')
cs, portal, complete = self.service_tasks[name] cs, sub_ctx, portal, complete = self.service_tasks[name]
cs.cancel()
# cs.cancel()
await sub_ctx.cancel()
await complete.wait() await complete.wait()
assert name not in self.service_tasks, \
if name in self.service_tasks:
# TODO: custom err?
# raise ServiceError(
raise RuntimeError(
f'Serice task for {name} not terminated?' f'Serice task for {name} not terminated?'
)
# assert name not in self.service_tasks, \
# f'Serice task for {name} not terminated?'
async def start_service(
self,
daemon_name: str,
ctx_ep: Callable, # kwargs must `partial`-ed in!
debug_mode: bool = False,
**tractor_actor_kwargs,
) -> Context:
'''
Start a "service" task in a new sub-actor (daemon) and manage it's lifetime
indefinitely.
Services can be cancelled/shutdown using `.cancel_service()`.
'''
entry: tuple|None = self.service_tasks.get(daemon_name)
if entry:
(cs, sub_ctx, portal, complete) = entry
return sub_ctx
if daemon_name not in self.service_tasks:
portal = await self.actor_n.start_actor(
daemon_name,
debug_mode=( # maybe set globally during allocate
debug_mode
or
self.debug_mode
),
**tractor_actor_kwargs,
)
ctx_kwargs: dict[str, Any] = {}
if isinstance(ctx_ep, functools.partial):
ctx_kwargs: dict[str, Any] = ctx_ep.keywords
ctx_ep: Callable = ctx_ep.func
(cs, sub_ctx, started) = await self.start_service_task(
daemon_name,
portal,
ctx_ep,
**ctx_kwargs,
)
return sub_ctx
# TODO:
# -[ ] factor all the common shit from `.data._sampling`
# and `.brokers._daemon` into here / `ServiceMngr`
# in terms of allocating the `Portal` as part of the
# "service-in-subactor" starting!
# -[ ] move to `tractor.hilevel._service`, import and use here!
# NOTE: purposely leaks the ref to the mod-scope Bo
# import tractor
# from tractor.hilevel import (
# open_service_mngr,
# ServiceMngr,
# )
# mngr: ServiceMngr|None = None
# with tractor.hilevel.open_service_mngr() as mngr:
# Services = proxy(mngr)

View File

@ -21,11 +21,13 @@ from typing import (
TYPE_CHECKING, TYPE_CHECKING,
) )
# TODO: oof, needs to be changed to `httpx`!
import asks import asks
if TYPE_CHECKING: if TYPE_CHECKING:
import docker import docker
from ._ahab import DockerContainer from ._ahab import DockerContainer
from . import ServiceMngr
from ._util import log # sub-sys logger from ._util import log # sub-sys logger
from ._util import ( from ._util import (
@ -127,7 +129,7 @@ def start_elasticsearch(
@acm @acm
async def start_ahab_daemon( async def start_ahab_daemon(
service_mngr: Services, service_mngr: ServiceMngr,
user_config: dict | None = None, user_config: dict | None = None,
loglevel: str | None = None, loglevel: str | None = None,

View File

@ -53,7 +53,7 @@ import pendulum
# import purerpc # import purerpc
from ..data.feed import maybe_open_feed from ..data.feed import maybe_open_feed
from . import Services from . import ServiceMngr
from ._util import ( from ._util import (
log, # sub-sys logger log, # sub-sys logger
get_console_log, get_console_log,
@ -233,7 +233,7 @@ def start_marketstore(
@acm @acm
async def start_ahab_daemon( async def start_ahab_daemon(
service_mngr: Services, service_mngr: ServiceMngr,
user_config: dict | None = None, user_config: dict | None = None,
loglevel: str | None = None, loglevel: str | None = None,

View File

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

View File

@ -162,12 +162,11 @@ class NativeStorageClient:
def index_files(self): def index_files(self):
for path in self._datadir.iterdir(): for path in self._datadir.iterdir():
if ( if (
path.is_dir() path.name in {'borked', 'expired',}
or or
'.parquet' not in str(path) '.parquet' not in str(path)
# or
# path.name in {'borked', 'expired',}
): ):
# ignore all non-apache files (for now)
continue continue
key: str = path.name.rstrip('.parquet') key: str = path.name.rstrip('.parquet')

View File

@ -620,19 +620,16 @@ async def start_backfill(
f'{next_start_dt} -> {last_start_dt}' f'{next_start_dt} -> {last_start_dt}'
) )
# NOTE, always drop the src asset token for # always drop the src asset token for
# non-currency-pair like market types (for now) # non-currency-pair like market types (for now)
#
# THAT IS, for now our table key schema is NOT
# including the dst[/src] source asset token. SO,
# 'tsla.nasdaq.ib' over 'tsla/usd.nasdaq.ib' for
# historical reasons ONLY.
if mkt.dst.atype not in { if mkt.dst.atype not in {
'crypto', 'crypto',
'crypto_currency', 'crypto_currency',
'fiat', # a "forex pair" 'fiat', # a "forex pair"
'perpetual_future', # stupid "perps" from cex land 'perpetual_future', # stupid "perps" from cex land
}: }:
# for now, our table key schema is not including
# the dst[/src] source asset token.
col_sym_key: str = mkt.get_fqme( col_sym_key: str = mkt.get_fqme(
delim_char='', delim_char='',
without_src=True, without_src=True,

View File

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

366
poetry.lock generated
View File

@ -2,13 +2,13 @@
[[package]] [[package]]
name = "anyio" name = "anyio"
version = "3.7.1" version = "4.6.2.post1"
description = "High level compatibility layer for multiple asynchronous event loop implementations" description = "High level compatibility layer for multiple asynchronous event loop implementations"
optional = false optional = false
python-versions = ">=3.7" python-versions = ">=3.9"
files = [ files = [
{file = "anyio-3.7.1-py3-none-any.whl", hash = "sha256:91dee416e570e92c64041bd18b900d1d6fa78dff7048769ce5ac5ddad004fbb5"}, {file = "anyio-4.6.2.post1-py3-none-any.whl", hash = "sha256:6d170c36fba3bdd840c73d3868c1e777e33676a69c3a72cf0a0d5d6d8009b61d"},
{file = "anyio-3.7.1.tar.gz", hash = "sha256:44a3c9aba0f5defa43261a8b3efb97891f2bd7d804e0e1f56419befa1adfc780"}, {file = "anyio-4.6.2.post1.tar.gz", hash = "sha256:4c8bc31ccdb51c7f7bd251f51c609e038d63e34219b44aa86e47576389880b4c"},
] ]
[package.dependencies] [package.dependencies]
@ -50,7 +50,7 @@ files = [
[[package]] [[package]]
name = "asyncvnc" name = "asyncvnc"
version = "1.1.0" version = "1.1.0"
description = "" description = "Asynchronous VNC for Python"
optional = false optional = false
python-versions = ">= 3.7" python-versions = ">= 3.7"
files = [] files = []
@ -69,21 +69,22 @@ resolved_reference = "825447564e3af6b0d4a0996793f1ca7fb360c48f"
[[package]] [[package]]
name = "attrs" name = "attrs"
version = "23.1.0" version = "23.2.0"
description = "Classes Without Boilerplate" description = "Classes Without Boilerplate"
optional = false optional = false
python-versions = ">=3.7" python-versions = ">=3.7"
files = [ files = [
{file = "attrs-23.1.0-py3-none-any.whl", hash = "sha256:1f28b4522cdc2fb4256ac1a020c78acf9cba2c6b461ccd2c126f3aa8e8335d04"}, {file = "attrs-23.2.0-py3-none-any.whl", hash = "sha256:99b87a485a5820b23b879f04c2305b44b951b502fd64be915879d77a7e8fc6f1"},
{file = "attrs-23.1.0.tar.gz", hash = "sha256:6279836d581513a26f1bf235f9acd333bc9115683f14f7e8fae46c98fc50e015"}, {file = "attrs-23.2.0.tar.gz", hash = "sha256:935dc3b529c262f6cf76e50877d35a4bd3c1de194fd41f47a2b7ae8f19971f30"},
] ]
[package.extras] [package.extras]
cov = ["attrs[tests]", "coverage[toml] (>=5.3)"] cov = ["attrs[tests]", "coverage[toml] (>=5.3)"]
dev = ["attrs[docs,tests]", "pre-commit"] dev = ["attrs[tests]", "pre-commit"]
docs = ["furo", "myst-parser", "sphinx", "sphinx-notfound-page", "sphinxcontrib-towncrier", "towncrier", "zope-interface"] docs = ["furo", "myst-parser", "sphinx", "sphinx-notfound-page", "sphinxcontrib-towncrier", "towncrier", "zope-interface"]
tests = ["attrs[tests-no-zope]", "zope-interface"] tests = ["attrs[tests-no-zope]", "zope-interface"]
tests-no-zope = ["cloudpickle", "hypothesis", "mypy (>=1.1.1)", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "pytest-xdist[psutil]"] tests-mypy = ["mypy (>=1.6)", "pytest-mypy-plugins"]
tests-no-zope = ["attrs[tests-mypy]", "cloudpickle", "hypothesis", "pympler", "pytest (>=4.3.0)", "pytest-xdist[psutil]"]
[[package]] [[package]]
name = "bidict" name = "bidict"
@ -103,75 +104,78 @@ test = ["hypothesis", "pytest", "pytest-benchmark[histogram]", "pytest-cov", "py
[[package]] [[package]]
name = "cffi" name = "cffi"
version = "1.15.1" version = "1.17.1"
description = "Foreign Function Interface for Python calling C code." description = "Foreign Function Interface for Python calling C code."
optional = false optional = false
python-versions = "*" python-versions = ">=3.8"
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[package.dependencies] [package.dependencies]
@ -221,47 +225,51 @@ development = ["black", "flake8", "mypy", "pytest", "types-colorama"]
[[package]] [[package]]
name = "cryptography" name = "cryptography"
version = "41.0.3" version = "43.0.3"
description = "cryptography is a package which provides cryptographic recipes and primitives to Python developers." description = "cryptography is a package which provides cryptographic recipes and primitives to Python developers."
optional = false optional = false
python-versions = ">=3.7" python-versions = ">=3.7"
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[package.dependencies] [package.dependencies]
@ -897,13 +911,13 @@ files = [
[[package]] [[package]]
name = "rich" name = "rich"
version = "13.5.2" version = "13.9.4"
description = "Render rich text, tables, progress bars, syntax highlighting, markdown and more to the terminal" description = "Render rich text, tables, progress bars, syntax highlighting, markdown and more to the terminal"
optional = false optional = false
python-versions = ">=3.7.0" python-versions = ">=3.8.0"
files = [ files = [
{file = "rich-13.5.2-py3-none-any.whl", hash = "sha256:146a90b3b6b47cac4a73c12866a499e9817426423f57c5a66949c086191a8808"}, {file = "rich-13.9.4-py3-none-any.whl", hash = "sha256:6049d5e6ec054bf2779ab3358186963bac2ea89175919d699e378b99738c2a90"},
{file = "rich-13.5.2.tar.gz", hash = "sha256:fb9d6c0a0f643c99eed3875b5377a184132ba9be4d61516a55273d3554d75a39"}, {file = "rich-13.9.4.tar.gz", hash = "sha256:439594978a49a09530cff7ebc4b5c7103ef57baf48d5ea3184f21d9a2befa098"},
] ]
[package.dependencies] [package.dependencies]
@ -926,13 +940,13 @@ files = [
[[package]] [[package]]
name = "sniffio" name = "sniffio"
version = "1.3.0" version = "1.3.1"
description = "Sniff out which async library your code is running under" description = "Sniff out which async library your code is running under"
optional = false optional = false
python-versions = ">=3.7" python-versions = ">=3.7"
files = [ files = [
{file = "sniffio-1.3.0-py3-none-any.whl", hash = "sha256:eecefdce1e5bbfb7ad2eeaabf7c1eeb404d7757c379bd1f7e5cce9d8bf425384"}, {file = "sniffio-1.3.1-py3-none-any.whl", hash = "sha256:2f6da418d1f1e0fddd844478f41680e794e6051915791a034ff65e5f100525a2"},
{file = "sniffio-1.3.0.tar.gz", hash = "sha256:e60305c5e5d314f5389259b7f22aaa33d8f7dee49763119234af3755c55b9101"}, {file = "sniffio-1.3.1.tar.gz", hash = "sha256:f4324edc670a0f49750a81b895f35c3adb843cca46f0530f79fc1babb23789dc"},
] ]
[[package]] [[package]]
@ -962,24 +976,24 @@ pyreadline3 = {version = "*", markers = "platform_system == \"Windows\""}
[[package]] [[package]]
name = "tomli" name = "tomli"
version = "2.0.1" version = "2.1.0"
description = "A lil' TOML parser" description = "A lil' TOML parser"
optional = false optional = false
python-versions = ">=3.7" python-versions = ">=3.8"
files = [ files = [
{file = "tomli-2.0.1-py3-none-any.whl", hash = "sha256:939de3e7a6161af0c887ef91b7d41a53e7c5a1ca976325f429cb46ea9bc30ecc"}, {file = "tomli-2.1.0-py3-none-any.whl", hash = "sha256:a5c57c3d1c56f5ccdf89f6523458f60ef716e210fc47c4cfb188c5ba473e0391"},
{file = "tomli-2.0.1.tar.gz", hash = "sha256:de526c12914f0c550d15924c62d72abc48d6fe7364aa87328337a31007fe8a4f"}, {file = "tomli-2.1.0.tar.gz", hash = "sha256:3f646cae2aec94e17d04973e4249548320197cfabdf130015d023de4b74d8ab8"},
] ]
[[package]] [[package]]
name = "tomli-w" name = "tomli-w"
version = "1.0.0" version = "1.1.0"
description = "A lil' TOML writer" description = "A lil' TOML writer"
optional = false optional = false
python-versions = ">=3.7" python-versions = ">=3.9"
files = [ files = [
{file = "tomli_w-1.0.0-py3-none-any.whl", hash = "sha256:9f2a07e8be30a0729e533ec968016807069991ae2fd921a78d42f429ae5f4463"}, {file = "tomli_w-1.1.0-py3-none-any.whl", hash = "sha256:1403179c78193e3184bfaade390ddbd071cba48a32a2e62ba11aae47490c63f7"},
{file = "tomli_w-1.0.0.tar.gz", hash = "sha256:f463434305e0336248cac9c2dc8076b707d8a12d019dd349f5c1e382dd1ae1b9"}, {file = "tomli_w-1.1.0.tar.gz", hash = "sha256:49e847a3a304d516a169a601184932ef0f6b61623fe680f836a2aa7128ed0d33"},
] ]
[[package]] [[package]]
@ -1114,13 +1128,13 @@ wsproto = ">=0.14"
[[package]] [[package]]
name = "typer" name = "typer"
version = "0.9.0" version = "0.9.4"
description = "Typer, build great CLIs. Easy to code. Based on Python type hints." description = "Typer, build great CLIs. Easy to code. Based on Python type hints."
optional = false optional = false
python-versions = ">=3.6" python-versions = ">=3.6"
files = [ files = [
{file = "typer-0.9.0-py3-none-any.whl", hash = "sha256:5d96d986a21493606a358cae4461bd8cdf83cbf33a5aa950ae629ca3b51467ee"}, {file = "typer-0.9.4-py3-none-any.whl", hash = "sha256:aa6c4a4e2329d868b80ecbaf16f807f2b54e192209d7ac9dd42691d63f7a54eb"},
{file = "typer-0.9.0.tar.gz", hash = "sha256:50922fd79aea2f4751a8e0408ff10d2662bd0c8bbfa84755a699f3bada2978b2"}, {file = "typer-0.9.4.tar.gz", hash = "sha256:f714c2d90afae3a7929fcd72a3abb08df305e1ff61719381384211c4070af57f"},
] ]
[package.dependencies] [package.dependencies]
@ -1131,17 +1145,17 @@ typing-extensions = ">=3.7.4.3"
all = ["colorama (>=0.4.3,<0.5.0)", "rich (>=10.11.0,<14.0.0)", "shellingham (>=1.3.0,<2.0.0)"] all = ["colorama (>=0.4.3,<0.5.0)", "rich (>=10.11.0,<14.0.0)", "shellingham (>=1.3.0,<2.0.0)"]
dev = ["autoflake (>=1.3.1,<2.0.0)", "flake8 (>=3.8.3,<4.0.0)", "pre-commit (>=2.17.0,<3.0.0)"] dev = ["autoflake (>=1.3.1,<2.0.0)", "flake8 (>=3.8.3,<4.0.0)", "pre-commit (>=2.17.0,<3.0.0)"]
doc = ["cairosvg (>=2.5.2,<3.0.0)", "mdx-include (>=1.4.1,<2.0.0)", "mkdocs (>=1.1.2,<2.0.0)", "mkdocs-material (>=8.1.4,<9.0.0)", "pillow (>=9.3.0,<10.0.0)"] doc = ["cairosvg (>=2.5.2,<3.0.0)", "mdx-include (>=1.4.1,<2.0.0)", "mkdocs (>=1.1.2,<2.0.0)", "mkdocs-material (>=8.1.4,<9.0.0)", "pillow (>=9.3.0,<10.0.0)"]
test = ["black (>=22.3.0,<23.0.0)", "coverage (>=6.2,<7.0)", "isort (>=5.0.6,<6.0.0)", "mypy (==0.910)", "pytest (>=4.4.0,<8.0.0)", "pytest-cov (>=2.10.0,<5.0.0)", "pytest-sugar (>=0.9.4,<0.10.0)", "pytest-xdist (>=1.32.0,<4.0.0)", "rich (>=10.11.0,<14.0.0)", "shellingham (>=1.3.0,<2.0.0)"] test = ["black (>=22.3.0,<23.0.0)", "coverage (>=6.2,<7.0)", "isort (>=5.0.6,<6.0.0)", "mypy (==0.971)", "pytest (>=4.4.0,<8.0.0)", "pytest-cov (>=2.10.0,<5.0.0)", "pytest-sugar (>=0.9.4,<0.10.0)", "pytest-xdist (>=1.32.0,<4.0.0)", "rich (>=10.11.0,<14.0.0)", "shellingham (>=1.3.0,<2.0.0)"]
[[package]] [[package]]
name = "typing-extensions" name = "typing-extensions"
version = "4.7.1" version = "4.12.2"
description = "Backported and Experimental Type Hints for Python 3.7+" description = "Backported and Experimental Type Hints for Python 3.8+"
optional = false optional = false
python-versions = ">=3.7" python-versions = ">=3.8"
files = [ files = [
{file = "typing_extensions-4.7.1-py3-none-any.whl", hash = "sha256:440d5dd3af93b060174bf433bccd69b0babc3b15b1a8dca43789fd7f61514b36"}, {file = "typing_extensions-4.12.2-py3-none-any.whl", hash = "sha256:04e5ca0351e0f3f85c6853954072df659d0d13fac324d0072316b67d7794700d"},
{file = "typing_extensions-4.7.1.tar.gz", hash = "sha256:b75ddc264f0ba5615db7ba217daeb99701ad295353c45f9e95963337ceeeffb2"}, {file = "typing_extensions-4.12.2.tar.gz", hash = "sha256:1a7ead55c7e559dd4dee8856e3a88b41225abfe1ce8df57b7c13915fe121ffb8"},
] ]
[[package]] [[package]]
@ -1244,18 +1258,22 @@ h11 = ">=0.9.0,<1"
[[package]] [[package]]
name = "zipp" name = "zipp"
version = "3.16.2" version = "3.21.0"
description = "Backport of pathlib-compatible object wrapper for zip files" description = "Backport of pathlib-compatible object wrapper for zip files"
optional = false optional = false
python-versions = ">=3.8" python-versions = ">=3.9"
files = [ files = [
{file = "zipp-3.16.2-py3-none-any.whl", hash = "sha256:679e51dd4403591b2d6838a48de3d283f3d188412a9782faadf845f298736ba0"}, {file = "zipp-3.21.0-py3-none-any.whl", hash = "sha256:ac1bbe05fd2991f160ebce24ffbac5f6d11d83dc90891255885223d42b3cd931"},
{file = "zipp-3.16.2.tar.gz", hash = "sha256:ebc15946aa78bd63458992fc81ec3b6f7b1e92d51c35e6de1c3804e73b799147"}, {file = "zipp-3.21.0.tar.gz", hash = "sha256:2c9958f6430a2040341a52eb608ed6dd93ef4392e02ffe219417c1b28b5dd1f4"},
] ]
[package.extras] [package.extras]
docs = ["furo", "jaraco.packaging (>=9.3)", "jaraco.tidelift (>=1.4)", "rst.linker (>=1.9)", "sphinx (>=3.5)", "sphinx-lint"] check = ["pytest-checkdocs (>=2.4)", "pytest-ruff (>=0.2.1)"]
testing = ["big-O", "jaraco.functools", "jaraco.itertools", "more-itertools", "pytest (>=6)", "pytest-black (>=0.3.7)", "pytest-checkdocs (>=2.4)", "pytest-cov", "pytest-enabler (>=2.2)", "pytest-ignore-flaky", "pytest-mypy (>=0.9.1)", "pytest-ruff"] cover = ["pytest-cov"]
doc = ["furo", "jaraco.packaging (>=9.3)", "jaraco.tidelift (>=1.4)", "rst.linker (>=1.9)", "sphinx (>=3.5)", "sphinx-lint"]
enabler = ["pytest-enabler (>=2.2)"]
test = ["big-O", "importlib-resources", "jaraco.functools", "jaraco.itertools", "jaraco.test", "more-itertools", "pytest (>=6,!=8.1.*)", "pytest-ignore-flaky"]
type = ["pytest-mypy"]
[metadata] [metadata]
lock-version = "2.0" lock-version = "2.0"

View File

@ -18,6 +18,22 @@
requires = ["hatchling"] requires = ["hatchling"]
build-backend = "hatchling.build" build-backend = "hatchling.build"
# ------ - ------
[tool.ruff.lint]
# https://docs.astral.sh/ruff/settings/#lint_ignore
ignore = []
# https://docs.astral.sh/ruff/settings/#lint_per-file-ignores
# "piker/ui/qt.py" = [
# "E402",
# 'F401', # unused imports (without __all__ or blah as blah)
# # "F841", # unused variable rules
# ]
# ignore-init-module-imports = false
# ------ - ------
[project] [project]
name = "piker" name = "piker"
version = "0.1.0a0dev0" version = "0.1.0a0dev0"
@ -87,23 +103,15 @@ uis = [
"pyqt6 >=6.7.0, <7.0.0", "pyqt6 >=6.7.0, <7.0.0",
"pyqtgraph", "pyqtgraph",
# for consideration, # ------ - ------
# - 'visidata'
# TODO: add an `--only daemon` group for running non-ui / pikerd # TODO: add an `--only daemon` group for running non-ui / pikerd
# service tree in distributed mode B) # service tree in distributed mode B)
# https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies # https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies
# [project.optional-dependencies]
] ]
[dependency-groups] [dependency-groups]
# TODO: a toolset that makes debugging a `pikerd` service (tree) easy
# to hack on directly using more or less the local env:
# - xonsh + xxh
# - rsyscall + pdbp
# - actor runtime control console like BEAM/OTP
#
# console ehancements and eventually remote debugging extras/helpers.
# use `uv --dev` to enable
dev = [ dev = [
"pytest >=6.0.0, <7.0.0", "pytest >=6.0.0, <7.0.0",
"elasticsearch >=8.9.0, <9.0.0", "elasticsearch >=8.9.0, <9.0.0",
@ -111,7 +119,13 @@ dev = [
"prompt-toolkit ==3.0.40", "prompt-toolkit ==3.0.40",
"cython >=3.0.0, <4.0.0", "cython >=3.0.0, <4.0.0",
"greenback >=1.1.1, <2.0.0", "greenback >=1.1.1, <2.0.0",
"ruff>=0.9.6", # 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] [project.scripts]
@ -130,4 +144,4 @@ pyqtgraph = { git = "https://github.com/pikers/pyqtgraph.git" }
asyncvnc = { git = "https://github.com/pikers/asyncvnc.git", branch = "main" } asyncvnc = { git = "https://github.com/pikers/asyncvnc.git", branch = "main" }
tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" } tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" }
msgspec = { git = "https://github.com/jcrist/msgspec.git" } msgspec = { git = "https://github.com/jcrist/msgspec.git" }
tractor = { path = "../tractor", editable = true } tractor = { path = "../tractor" }

View File

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

View File

@ -10,7 +10,7 @@ from piker import (
config, config,
) )
from piker.service import ( from piker.service import (
Services, get_service_mngr,
) )
from piker.log import get_console_log from piker.log import get_console_log
@ -129,7 +129,7 @@ async def _open_test_pikerd(
) as service_manager, ) as service_manager,
): ):
# this proc/actor is the pikerd # this proc/actor is the pikerd
assert service_manager is Services assert service_manager is get_service_mngr()
async with tractor.wait_for_actor( async with tractor.wait_for_actor(
'pikerd', 'pikerd',

View File

@ -26,7 +26,7 @@ import pytest
import tractor import tractor
from uuid import uuid4 from uuid import uuid4
from piker.service import Services from piker.service import ServiceMngr
from piker.log import get_logger from piker.log import get_logger
from piker.clearing._messages import ( from piker.clearing._messages import (
Order, Order,
@ -158,7 +158,7 @@ def load_and_check_pos(
def test_ems_err_on_bad_broker( def test_ems_err_on_bad_broker(
open_test_pikerd: Services, open_test_pikerd: ServiceMngr,
loglevel: str, loglevel: str,
): ):
async def load_bad_fqme(): async def load_bad_fqme():

View File

@ -15,7 +15,7 @@ import tractor
from piker.service import ( from piker.service import (
find_service, find_service,
Services, ServiceMngr,
) )
from piker.data import ( from piker.data import (
open_feed, open_feed,
@ -44,7 +44,7 @@ def test_runtime_boot(
async def main(): async def main():
port = 6666 port = 6666
daemon_addr = ('127.0.0.1', port) daemon_addr = ('127.0.0.1', port)
services: Services services: ServiceMngr
async with ( async with (
open_test_pikerd( open_test_pikerd(

31
uv.lock
View File

@ -708,7 +708,6 @@ dev = [
{ name = "greenback" }, { name = "greenback" },
{ name = "prompt-toolkit" }, { name = "prompt-toolkit" },
{ name = "pytest" }, { name = "pytest" },
{ name = "ruff" },
{ name = "xonsh" }, { name = "xonsh" },
] ]
@ -740,7 +739,7 @@ requires-dist = [
{ name = "tomli", specifier = ">=2.0.1,<3.0.0" }, { name = "tomli", specifier = ">=2.0.1,<3.0.0" },
{ name = "tomli-w", specifier = ">=1.0.0,<2.0.0" }, { name = "tomli-w", specifier = ">=1.0.0,<2.0.0" },
{ name = "tomlkit", git = "https://github.com/pikers/tomlkit.git?branch=piker_pin" }, { name = "tomlkit", git = "https://github.com/pikers/tomlkit.git?branch=piker_pin" },
{ name = "tractor", editable = "../tractor" }, { name = "tractor", directory = "../tractor" },
{ name = "trio", specifier = ">=0.24,<0.25" }, { name = "trio", specifier = ">=0.24,<0.25" },
{ name = "trio-util", specifier = ">=0.7.0,<0.8.0" }, { name = "trio-util", specifier = ">=0.7.0,<0.8.0" },
{ name = "trio-websocket", specifier = ">=0.10.3,<0.11.0" }, { name = "trio-websocket", specifier = ">=0.10.3,<0.11.0" },
@ -755,7 +754,6 @@ dev = [
{ name = "greenback", specifier = ">=1.1.1,<2.0.0" }, { name = "greenback", specifier = ">=1.1.1,<2.0.0" },
{ name = "prompt-toolkit", specifier = "==3.0.40" }, { name = "prompt-toolkit", specifier = "==3.0.40" },
{ name = "pytest", specifier = ">=6.0.0,<7.0.0" }, { name = "pytest", specifier = ">=6.0.0,<7.0.0" },
{ name = "ruff", specifier = ">=0.9.6" },
{ name = "xonsh", specifier = ">=0.14.2,<0.15.0" }, { name = "xonsh", specifier = ">=0.14.2,<0.15.0" },
] ]
@ -1075,31 +1073,6 @@ wheels = [
{ url = "https://files.pythonhosted.org/packages/19/71/39c7c0d87f8d4e6c020a393182060eaefeeae6c01dab6a84ec346f2567df/rich-13.9.4-py3-none-any.whl", hash = "sha256:6049d5e6ec054bf2779ab3358186963bac2ea89175919d699e378b99738c2a90", size = 242424 }, { url = "https://files.pythonhosted.org/packages/19/71/39c7c0d87f8d4e6c020a393182060eaefeeae6c01dab6a84ec346f2567df/rich-13.9.4-py3-none-any.whl", hash = "sha256:6049d5e6ec054bf2779ab3358186963bac2ea89175919d699e378b99738c2a90", size = 242424 },
] ]
[[package]]
name = "ruff"
version = "0.9.6"
source = { registry = "https://pypi.org/simple" }
sdist = { url = "https://files.pythonhosted.org/packages/2a/e1/e265aba384343dd8ddd3083f5e33536cd17e1566c41453a5517b5dd443be/ruff-0.9.6.tar.gz", hash = "sha256:81761592f72b620ec8fa1068a6fd00e98a5ebee342a3642efd84454f3031dca9", size = 3639454 }
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@ -1215,7 +1188,7 @@ source = { git = "https://github.com/pikers/tomlkit.git?branch=piker_pin#8e0239a
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