Compare commits
39 Commits
gitea_feat
...
max_pain_c
Author | SHA1 | Date |
---|---|---|
|
91d174b95f | |
|
63187e7345 | |
|
e1ea85ce3b | |
|
b1cae45cab | |
|
2b9300103d | |
|
fdde87c2d0 | |
|
dc57569f1c | |
|
dc2b5a37d1 | |
|
f1675181d8 | |
|
1ae1c3c059 | |
|
f3a74b279e | |
|
ce2945d6b0 | |
|
40fbccd667 | |
|
08e8fb48f4 | |
|
0dcd1236c4 | |
|
f12a6f7438 | |
|
bda23c25b9 | |
|
4c6c1029d6 | |
|
3ab9a9b741 | |
|
6aedacd1b4 | |
|
b549e0fe67 | |
|
0a42f07d17 | |
|
004870d1b5 | |
|
11e4e3b6d9 | |
|
ce4bab43cb | |
|
d1bd73ec8c | |
|
03e21e1f85 | |
|
a21b2dc854 | |
|
8564676ed3 | |
|
37dcb6e6be | |
|
6ada638e62 | |
|
3828a4eb03 | |
|
14bd7d5fd6 | |
|
a2f73258ca | |
|
dcbf8c0eeb | |
|
b773961471 | |
|
dfdcaea337 | |
|
f675c3cfb6 | |
|
eb86bfef76 |
|
@ -0,0 +1,239 @@
|
|||
#!/usr/bin/env python
|
||||
from decimal import (
|
||||
Decimal,
|
||||
)
|
||||
import trio
|
||||
import tractor
|
||||
from datetime import datetime
|
||||
from pprint import pformat
|
||||
from piker.brokers.deribit.api import (
|
||||
get_client,
|
||||
maybe_open_oi_feed,
|
||||
)
|
||||
import sys
|
||||
import pyqtgraph as pg
|
||||
from PyQt6 import QtCore
|
||||
from pyqtgraph import ScatterPlotItem, InfiniteLine
|
||||
from PyQt6.QtWidgets import QApplication
|
||||
|
||||
def check_if_complete(
|
||||
oi: dict[str, dict[str, Decimal | None]]
|
||||
) -> bool:
|
||||
return all(
|
||||
oi[strike]['C'] is not None
|
||||
and
|
||||
oi[strike]['P'] is not None for strike in oi
|
||||
)
|
||||
|
||||
|
||||
async def max_pain_daemon(
|
||||
) -> None:
|
||||
oi_by_strikes: dict[str, dict[str, Decimal | None]]
|
||||
instruments: list[Symbol] = []
|
||||
expiry_dates: list[str]
|
||||
expiry_date: str
|
||||
currency: str = 'btc'
|
||||
kind: str = 'option'
|
||||
|
||||
async with get_client(
|
||||
) as client:
|
||||
expiry_dates: list[str] = await client.get_expiration_dates(
|
||||
currency=currency,
|
||||
kind=kind
|
||||
)
|
||||
|
||||
print(f'Available expiration dates for {currency}-{kind}:')
|
||||
print(f'{expiry_dates}')
|
||||
expiry_date = input('Please enter a valid expiration date: ').upper()
|
||||
print('Starting little daemon...')
|
||||
|
||||
oi_by_strikes: dict[str, dict[str, Decimal]]
|
||||
instruments = await client.get_instruments(
|
||||
expiry_date=expiry_date,
|
||||
)
|
||||
oi_by_strikes = client.get_strikes_dict(instruments)
|
||||
|
||||
|
||||
def get_total_intrinsic_values(
|
||||
oi_by_strikes: dict[str, dict[str, Decimal]]
|
||||
) -> dict[str, dict[str, Decimal]]:
|
||||
call_cash: Decimal = Decimal(0)
|
||||
put_cash: Decimal = Decimal(0)
|
||||
intrinsic_values: dict[str, dict[str, Decimal]] = {}
|
||||
closes: list = sorted(Decimal(close) for close in oi_by_strikes)
|
||||
|
||||
for strike, oi in oi_by_strikes.items():
|
||||
s = Decimal(strike)
|
||||
call_cash = sum(max(0, (s - c) * oi_by_strikes[str(c)]['C']) for c in closes)
|
||||
put_cash = sum(max(0, (c - s) * oi_by_strikes[str(c)]['P']) for c in closes)
|
||||
|
||||
intrinsic_values[strike] = {
|
||||
'C': call_cash,
|
||||
'P': put_cash,
|
||||
'total': call_cash + put_cash,
|
||||
}
|
||||
|
||||
return intrinsic_values
|
||||
|
||||
def get_intrinsic_value_and_max_pain(
|
||||
intrinsic_values: dict[str, dict[str, Decimal]]
|
||||
):
|
||||
# We meed to find the lowest value, so we start at
|
||||
# infinity to ensure that, and the max_pain must be
|
||||
# an amount greater than zero.
|
||||
total_intrinsic_value: Decimal = Decimal('Infinity')
|
||||
max_pain: Decimal = Decimal(0)
|
||||
|
||||
for strike, oi in oi_by_strikes.items():
|
||||
s = Decimal(strike)
|
||||
if intrinsic_values[strike]['total'] < total_intrinsic_value:
|
||||
total_intrinsic_value = intrinsic_values[strike]['total']
|
||||
max_pain = s
|
||||
|
||||
return total_intrinsic_value, max_pain
|
||||
|
||||
def plot_graph(
|
||||
oi_by_strikes: dict[str, dict[str, Decimal]],
|
||||
plot,
|
||||
):
|
||||
"""Update the bar graph with new open interest data."""
|
||||
plot.clear()
|
||||
|
||||
intrinsic_values = get_total_intrinsic_values(oi_by_strikes)
|
||||
|
||||
for strike_str in sorted(oi_by_strikes, key=lambda x: int(x)):
|
||||
strike = int(strike_str)
|
||||
calls_val = float(oi_by_strikes[strike_str]['C'])
|
||||
puts_val = float(oi_by_strikes[strike_str]['P'])
|
||||
|
||||
bar_c = pg.BarGraphItem(
|
||||
x=[strike - 100],
|
||||
height=[calls_val],
|
||||
width=200,
|
||||
pen='w',
|
||||
brush=(0, 0, 255, 150)
|
||||
)
|
||||
plot.addItem(bar_c)
|
||||
|
||||
bar_p = pg.BarGraphItem(
|
||||
x=[strike + 100],
|
||||
height=[puts_val],
|
||||
width=200,
|
||||
pen='w',
|
||||
brush=(255, 0, 0, 150)
|
||||
)
|
||||
plot.addItem(bar_p)
|
||||
|
||||
total_val = float(intrinsic_values[strike_str]['total']) / 100000
|
||||
|
||||
scatter_iv = ScatterPlotItem(
|
||||
x=[strike],
|
||||
y=[total_val],
|
||||
pen=pg.mkPen(color=(0, 255, 0), width=2),
|
||||
brush=pg.mkBrush(0, 255, 0, 150),
|
||||
size=3,
|
||||
symbol='o'
|
||||
)
|
||||
plot.addItem(scatter_iv)
|
||||
|
||||
_, max_pain = get_intrinsic_value_and_max_pain(intrinsic_values)
|
||||
|
||||
vertical_line = InfiniteLine(
|
||||
pos=max_pain,
|
||||
angle=90,
|
||||
pen=pg.mkPen(color='yellow', width=1, style=QtCore.Qt.PenStyle.DotLine),
|
||||
label=f'Max pain: {max_pain:,.0f}',
|
||||
labelOpts={
|
||||
'position': 0.85,
|
||||
'color': 'yellow',
|
||||
'movable': True
|
||||
}
|
||||
)
|
||||
plot.addItem(vertical_line)
|
||||
|
||||
def update_oi_by_strikes(msg: tuple):
|
||||
nonlocal oi_by_strikes
|
||||
if 'oi' == msg[0]:
|
||||
strike_price = msg[1]['strike_price']
|
||||
option_type = msg[1]['option_type']
|
||||
open_interest = msg[1]['open_interest']
|
||||
oi_by_strikes.setdefault(
|
||||
strike_price, {}
|
||||
).update(
|
||||
{option_type: open_interest}
|
||||
)
|
||||
|
||||
def get_max_pain(
|
||||
oi_by_strikes: dict[str, dict[str, Decimal]]
|
||||
) -> dict[str, str | Decimal]:
|
||||
'''
|
||||
This method requires only the strike_prices and oi for call
|
||||
and puts, the closes list are the same as the strike_prices
|
||||
the idea is to sum all the calls and puts cash for each strike
|
||||
and the ITM strikes from that strike, the lowest value is what we
|
||||
are looking for the intrinsic value.
|
||||
|
||||
'''
|
||||
|
||||
nonlocal timestamp
|
||||
|
||||
intrinsic_values = get_total_intrinsic_values(oi_by_strikes)
|
||||
|
||||
total_intrinsic_value, max_pain = get_intrinsic_value_and_max_pain(intrinsic_values)
|
||||
|
||||
return {
|
||||
'timestamp': timestamp,
|
||||
'expiry_date': expiry_date,
|
||||
'total_intrinsic_value': total_intrinsic_value,
|
||||
'max_pain': max_pain,
|
||||
}
|
||||
|
||||
async with maybe_open_oi_feed(
|
||||
instruments,
|
||||
) as oi_feed:
|
||||
# Initialize QApplication
|
||||
app = QApplication(sys.argv)
|
||||
|
||||
win = pg.GraphicsLayoutWidget(show=True)
|
||||
win.setWindowTitle('Calls (blue) vs Puts (red)')
|
||||
|
||||
plot = win.addPlot(title='OI by Strikes')
|
||||
plot.showGrid(x=True, y=True)
|
||||
print('Plot initialized...')
|
||||
|
||||
async for msg in oi_feed:
|
||||
|
||||
update_oi_by_strikes(msg)
|
||||
if check_if_complete(oi_by_strikes):
|
||||
if 'oi' == msg[0]:
|
||||
timestamp = msg[1]['timestamp']
|
||||
max_pain = get_max_pain(oi_by_strikes)
|
||||
intrinsic_values = get_total_intrinsic_values(oi_by_strikes)
|
||||
|
||||
# graph here
|
||||
plot_graph(oi_by_strikes, plot)
|
||||
|
||||
print('-----------------------------------------------')
|
||||
print(f'timestamp: {datetime.fromtimestamp(max_pain['timestamp'])}')
|
||||
print(f'expiry_date: {max_pain['expiry_date']}')
|
||||
print(f'max_pain: {max_pain['max_pain']:,.0f}')
|
||||
print(f'total intrinsic value: {max_pain['total_intrinsic_value']:,.0f}')
|
||||
print('-----------------------------------------------')
|
||||
|
||||
# Process GUI events to keep the window responsive
|
||||
app.processEvents()
|
||||
|
||||
|
||||
async def main():
|
||||
|
||||
async with tractor.open_nursery() as n:
|
||||
|
||||
p: tractor.Portal = await n.start_actor(
|
||||
'max_pain_daemon',
|
||||
enable_modules=[__name__],
|
||||
infect_asyncio=True,
|
||||
)
|
||||
await p.run(max_pain_daemon)
|
||||
|
||||
if __name__ == '__main__':
|
||||
trio.run(main)
|
|
@ -0,0 +1,19 @@
|
|||
## Max Pain Calculation for Deribit Options
|
||||
|
||||
This feature, which calculates the max pain point for options traded on the Deribit exchange using cryptofeed library.
|
||||
|
||||
- Functions in the api module for fetching options data from Deribit. [commit](https://pikers.dev/pikers/piker/commit/da55856dd2876291f55a06eb0561438a912d8241)
|
||||
|
||||
- Compute the max pain point based on open interest data using deribit's api. [commit](https://pikers.dev/pikers/piker/commit/0d9d6e15ba0edeb662ec97f7599dd66af3046b94)
|
||||
|
||||
### How to test it?
|
||||
|
||||
**Before start:** in order to get this working with `uv`, you **must** use my `tractor` [fork](https://pikers.dev/ntorres/tractor/src/branch/aio_abandons) and this branch: `aio_abandons`, the reason is that I cherry-pick the `uv_migration` that guille made, for some reason that a didn't dive into, in my system y need tractor using `uv` too. quite hacky I guess.
|
||||
|
||||
1. `uv lock`
|
||||
|
||||
2. `uv run --no-dev python examples/max_pain.py`
|
||||
|
||||
3. A message should be display, enter one of the expiration date available.
|
||||
|
||||
4. The script should be up and running.
|
|
@ -30,7 +30,8 @@ from types import ModuleType
|
|||
from typing import (
|
||||
Any,
|
||||
Iterator,
|
||||
Generator
|
||||
Generator,
|
||||
TYPE_CHECKING,
|
||||
)
|
||||
|
||||
import pendulum
|
||||
|
@ -59,8 +60,10 @@ from ..clearing._messages import (
|
|||
BrokerdPosition,
|
||||
)
|
||||
from piker.types import Struct
|
||||
from piker.data._symcache import SymbologyCache
|
||||
from ..log import get_logger
|
||||
from piker.log import get_logger
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from piker.data._symcache import SymbologyCache
|
||||
|
||||
log = get_logger(__name__)
|
||||
|
||||
|
@ -493,6 +496,17 @@ class Account(Struct):
|
|||
|
||||
_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]:
|
||||
'''
|
||||
Update the internal `.pps[str, Position]` table from input
|
||||
|
@ -535,11 +549,32 @@ class Account(Struct):
|
|||
if _mktmap_table is None:
|
||||
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
|
||||
# mktmap table for the case where a new position is
|
||||
# being added and the preloaded symcache didn't
|
||||
# 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)):
|
||||
|
||||
|
@ -656,7 +691,7 @@ class Account(Struct):
|
|||
def write_config(self) -> None:
|
||||
'''
|
||||
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?
|
||||
|
|
|
@ -51,6 +51,7 @@ __brokers__: list[str] = [
|
|||
'ib',
|
||||
'kraken',
|
||||
'kucoin',
|
||||
'deribit',
|
||||
|
||||
# broken but used to work
|
||||
# 'questrade',
|
||||
|
@ -61,7 +62,6 @@ __brokers__: list[str] = [
|
|||
# wstrade
|
||||
# iex
|
||||
|
||||
# deribit
|
||||
# bitso
|
||||
]
|
||||
|
||||
|
@ -98,13 +98,14 @@ async def open_cached_client(
|
|||
If one has not been setup do it and cache it.
|
||||
|
||||
'''
|
||||
brokermod = get_brokermod(brokername)
|
||||
brokermod: ModuleType = get_brokermod(brokername)
|
||||
|
||||
# TODO: make abstract or `typing.Protocol`
|
||||
# client: Client
|
||||
async with maybe_open_context(
|
||||
acm_func=brokermod.get_client,
|
||||
kwargs=kwargs,
|
||||
|
||||
) as (cache_hit, client):
|
||||
|
||||
if cache_hit:
|
||||
log.runtime(f'Reusing existing {client}')
|
||||
|
||||
|
|
|
@ -471,11 +471,15 @@ def search(
|
|||
|
||||
'''
|
||||
# global opts
|
||||
brokermods = list(config['brokermods'].values())
|
||||
brokermods: list[ModuleType] = list(config['brokermods'].values())
|
||||
|
||||
# TODO: this is coming from the `search --pdb` NOT from
|
||||
# the `piker --pdb` XD ..
|
||||
# -[ ] pull from the parent click ctx's values..dumdum
|
||||
# assert pdb
|
||||
|
||||
# define tractor entrypoint
|
||||
async def main(func):
|
||||
|
||||
async with maybe_open_pikerd(
|
||||
loglevel=config['loglevel'],
|
||||
debug_mode=pdb,
|
||||
|
|
|
@ -22,7 +22,9 @@ routines should be primitive data types where possible.
|
|||
"""
|
||||
import inspect
|
||||
from types import ModuleType
|
||||
from typing import List, Dict, Any, Optional
|
||||
from typing import (
|
||||
Any,
|
||||
)
|
||||
|
||||
import trio
|
||||
|
||||
|
@ -34,8 +36,10 @@ from ..accounting import MktPair
|
|||
|
||||
|
||||
async def api(brokername: str, methname: str, **kwargs) -> dict:
|
||||
"""Make (proxy through) a broker API call by name and return its result.
|
||||
"""
|
||||
'''
|
||||
Make (proxy through) a broker API call by name and return its result.
|
||||
|
||||
'''
|
||||
brokermod = get_brokermod(brokername)
|
||||
async with brokermod.get_client() as client:
|
||||
meth = getattr(client, methname, None)
|
||||
|
@ -62,10 +66,14 @@ async def api(brokername: str, methname: str, **kwargs) -> dict:
|
|||
|
||||
async def stocks_quote(
|
||||
brokermod: ModuleType,
|
||||
tickers: List[str]
|
||||
) -> Dict[str, Dict[str, Any]]:
|
||||
"""Return quotes dict for ``tickers``.
|
||||
"""
|
||||
tickers: list[str]
|
||||
|
||||
) -> dict[str, dict[str, Any]]:
|
||||
'''
|
||||
Return a `dict` of snapshot quotes for the provided input
|
||||
`tickers`: a `list` of fqmes.
|
||||
|
||||
'''
|
||||
async with brokermod.get_client() as client:
|
||||
return await client.quote(tickers)
|
||||
|
||||
|
@ -74,13 +82,15 @@ async def stocks_quote(
|
|||
async def option_chain(
|
||||
brokermod: ModuleType,
|
||||
symbol: str,
|
||||
date: Optional[str] = None,
|
||||
) -> Dict[str, Dict[str, Dict[str, Any]]]:
|
||||
"""Return option chain for ``symbol`` for ``date``.
|
||||
date: str|None = None,
|
||||
) -> dict[str, dict[str, dict[str, Any]]]:
|
||||
'''
|
||||
Return option chain for ``symbol`` for ``date``.
|
||||
|
||||
By default all expiries are returned. If ``date`` is provided
|
||||
then contract quotes for that single expiry are returned.
|
||||
"""
|
||||
|
||||
'''
|
||||
async with brokermod.get_client() as client:
|
||||
if date:
|
||||
id = int((await client.tickers2ids([symbol]))[symbol])
|
||||
|
@ -98,7 +108,7 @@ async def option_chain(
|
|||
# async def contracts(
|
||||
# brokermod: ModuleType,
|
||||
# symbol: str,
|
||||
# ) -> Dict[str, Dict[str, Dict[str, Any]]]:
|
||||
# ) -> dict[str, dict[str, dict[str, Any]]]:
|
||||
# """Return option contracts (all expiries) for ``symbol``.
|
||||
# """
|
||||
# async with brokermod.get_client() as client:
|
||||
|
@ -110,15 +120,24 @@ async def bars(
|
|||
brokermod: ModuleType,
|
||||
symbol: str,
|
||||
**kwargs,
|
||||
) -> Dict[str, Dict[str, Dict[str, Any]]]:
|
||||
"""Return option contracts (all expiries) for ``symbol``.
|
||||
"""
|
||||
) -> dict[str, dict[str, dict[str, Any]]]:
|
||||
'''
|
||||
Return option contracts (all expiries) for ``symbol``.
|
||||
|
||||
'''
|
||||
async with brokermod.get_client() as client:
|
||||
return await client.bars(symbol, **kwargs)
|
||||
|
||||
|
||||
async def search_w_brokerd(name: str, pattern: str) -> dict:
|
||||
async def search_w_brokerd(
|
||||
name: str,
|
||||
pattern: str,
|
||||
) -> dict:
|
||||
|
||||
# TODO: WHY NOT WORK!?!
|
||||
# when we `step` through the next block?
|
||||
# import tractor
|
||||
# await tractor.pause()
|
||||
async with open_cached_client(name) as client:
|
||||
|
||||
# TODO: support multiple asset type concurrent searches.
|
||||
|
@ -130,12 +149,12 @@ async def symbol_search(
|
|||
pattern: str,
|
||||
**kwargs,
|
||||
|
||||
) -> Dict[str, Dict[str, Dict[str, Any]]]:
|
||||
) -> dict[str, dict[str, dict[str, Any]]]:
|
||||
'''
|
||||
Return symbol info from broker.
|
||||
|
||||
'''
|
||||
results = []
|
||||
results: list[str] = []
|
||||
|
||||
async def search_backend(
|
||||
brokermod: ModuleType
|
||||
|
@ -143,6 +162,13 @@ async def symbol_search(
|
|||
|
||||
brokername: str = mod.name
|
||||
|
||||
# TODO: figure this the FUCK OUT
|
||||
# -> ok so obvi in the root actor any async task that's
|
||||
# spawned outside the main tractor-root-actor task needs to
|
||||
# call this..
|
||||
# await tractor.devx._debug.maybe_init_greenback()
|
||||
# tractor.pause_from_sync()
|
||||
|
||||
async with maybe_spawn_brokerd(
|
||||
mod.name,
|
||||
infect_asyncio=getattr(
|
||||
|
@ -162,7 +188,6 @@ async def symbol_search(
|
|||
))
|
||||
|
||||
async with trio.open_nursery() as n:
|
||||
|
||||
for mod in brokermods:
|
||||
n.start_soon(search_backend, mod.name)
|
||||
|
||||
|
@ -172,11 +197,13 @@ async def symbol_search(
|
|||
async def mkt_info(
|
||||
brokermod: ModuleType,
|
||||
fqme: str,
|
||||
|
||||
**kwargs,
|
||||
|
||||
) -> MktPair:
|
||||
'''
|
||||
Return MktPair info from broker including src and dst assets.
|
||||
Return the `piker.accounting.MktPair` info struct from a given
|
||||
backend broker tradable src/dst asset pair.
|
||||
|
||||
'''
|
||||
async with open_cached_client(brokermod.name) as client:
|
||||
|
|
|
@ -25,6 +25,7 @@ from .api import (
|
|||
get_client,
|
||||
)
|
||||
from .feed import (
|
||||
get_mkt_info,
|
||||
open_history_client,
|
||||
open_symbol_search,
|
||||
stream_quotes,
|
||||
|
@ -34,15 +35,20 @@ from .feed import (
|
|||
# open_trade_dialog,
|
||||
# norm_trade_records,
|
||||
# )
|
||||
from .venues import (
|
||||
OptionPair,
|
||||
)
|
||||
|
||||
log = get_logger(__name__)
|
||||
|
||||
__all__ = [
|
||||
'get_client',
|
||||
# 'trades_dialogue',
|
||||
'get_mkt_info',
|
||||
'open_history_client',
|
||||
'open_symbol_search',
|
||||
'stream_quotes',
|
||||
'OptionPair',
|
||||
# 'norm_trade_records',
|
||||
]
|
||||
|
||||
|
|
File diff suppressed because it is too large
Load Diff
|
@ -18,38 +18,59 @@
|
|||
Deribit backend.
|
||||
|
||||
'''
|
||||
from __future__ import annotations
|
||||
from contextlib import asynccontextmanager as acm
|
||||
from datetime import datetime
|
||||
from typing import Any, Optional, Callable
|
||||
from typing import (
|
||||
# Any,
|
||||
# Optional,
|
||||
Callable,
|
||||
)
|
||||
# from pprint import pformat
|
||||
import time
|
||||
|
||||
import cryptofeed
|
||||
import trio
|
||||
from trio_typing import TaskStatus
|
||||
import pendulum
|
||||
from rapidfuzz import process as fuzzy
|
||||
from pendulum import (
|
||||
from_timestamp,
|
||||
)
|
||||
import numpy as np
|
||||
import tractor
|
||||
|
||||
from piker.brokers import open_cached_client
|
||||
from piker.log import get_logger, get_console_log
|
||||
from piker.data import ShmArray
|
||||
from piker.brokers._util import (
|
||||
BrokerError,
|
||||
from piker.accounting import (
|
||||
Asset,
|
||||
MktPair,
|
||||
unpack_fqme,
|
||||
)
|
||||
from piker.brokers import (
|
||||
open_cached_client,
|
||||
NoData,
|
||||
DataUnavailable,
|
||||
)
|
||||
|
||||
from cryptofeed import FeedHandler
|
||||
from cryptofeed.defines import (
|
||||
DERIBIT, L1_BOOK, TRADES, OPTION, CALL, PUT
|
||||
from piker._cacheables import (
|
||||
async_lifo_cache,
|
||||
)
|
||||
from cryptofeed.symbols import Symbol
|
||||
from piker.log import (
|
||||
get_logger,
|
||||
mk_repr,
|
||||
)
|
||||
from piker.data.validate import FeedInit
|
||||
|
||||
|
||||
from .api import (
|
||||
Client, Trade,
|
||||
get_config,
|
||||
str_to_cb_sym, piker_sym_to_cb_sym, cb_sym_to_deribit_inst,
|
||||
Client,
|
||||
# get_config,
|
||||
piker_sym_to_cb_sym,
|
||||
cb_sym_to_deribit_inst,
|
||||
str_to_cb_sym,
|
||||
maybe_open_price_feed
|
||||
)
|
||||
from .venues import (
|
||||
Pair,
|
||||
OptionPair,
|
||||
Trade,
|
||||
)
|
||||
|
||||
_spawn_kwargs = {
|
||||
'infect_asyncio': True,
|
||||
|
@ -64,90 +85,215 @@ async def open_history_client(
|
|||
mkt: MktPair,
|
||||
) -> tuple[Callable, int]:
|
||||
|
||||
fnstrument: str = mkt.bs_fqme
|
||||
# TODO implement history getter for the new storage layer.
|
||||
async with open_cached_client('deribit') as client:
|
||||
|
||||
pair: OptionPair = client._pairs[mkt.dst.name]
|
||||
# XXX NOTE, the cuckers use ms !!!
|
||||
creation_time_s: int = pair.creation_timestamp/1000
|
||||
|
||||
async def get_ohlc(
|
||||
end_dt: Optional[datetime] = None,
|
||||
start_dt: Optional[datetime] = None,
|
||||
timeframe: float,
|
||||
end_dt: datetime | None = None,
|
||||
start_dt: datetime | None = None,
|
||||
|
||||
) -> tuple[
|
||||
np.ndarray,
|
||||
datetime, # start
|
||||
datetime, # end
|
||||
]:
|
||||
if timeframe != 60:
|
||||
raise DataUnavailable('Only 1m bars are supported')
|
||||
|
||||
array = await client.bars(
|
||||
instrument,
|
||||
array: np.ndarray = await client.bars(
|
||||
mkt,
|
||||
start_dt=start_dt,
|
||||
end_dt=end_dt,
|
||||
)
|
||||
if len(array) == 0:
|
||||
raise DataUnavailable
|
||||
if (
|
||||
end_dt is None
|
||||
):
|
||||
raise DataUnavailable(
|
||||
'No history seems to exist yet?\n\n'
|
||||
f'{mkt}'
|
||||
)
|
||||
elif (
|
||||
end_dt
|
||||
and
|
||||
end_dt.timestamp() < creation_time_s
|
||||
):
|
||||
# the contract can't have history
|
||||
# before it was created.
|
||||
pair_type_str: str = type(pair).__name__
|
||||
create_dt: datetime = from_timestamp(creation_time_s)
|
||||
raise DataUnavailable(
|
||||
f'No history prior to\n'
|
||||
f'`{pair_type_str}.creation_timestamp: int = '
|
||||
f'{pair.creation_timestamp}\n\n'
|
||||
f'------ deribit sux ------\n'
|
||||
f'WHICH IN "NORMAL PEOPLE WHO USE EPOCH TIME" form is,\n'
|
||||
f'creation_time_s: {creation_time_s}\n'
|
||||
f'create_dt: {create_dt}\n'
|
||||
)
|
||||
raise NoData(
|
||||
f'No frame for {start_dt} -> {end_dt}\n'
|
||||
)
|
||||
|
||||
start_dt = pendulum.from_timestamp(array[0]['time'])
|
||||
end_dt = pendulum.from_timestamp(array[-1]['time'])
|
||||
start_dt = from_timestamp(array[0]['time'])
|
||||
end_dt = from_timestamp(array[-1]['time'])
|
||||
|
||||
times = array['time']
|
||||
if not times.any():
|
||||
raise ValueError(
|
||||
'Bad frame with null-times?\n\n'
|
||||
f'{times}'
|
||||
)
|
||||
|
||||
if end_dt is None:
|
||||
inow: int = round(time.time())
|
||||
if (inow - times[-1]) > 60:
|
||||
await tractor.pause()
|
||||
|
||||
return array, start_dt, end_dt
|
||||
|
||||
yield get_ohlc, {'erlangs': 3, 'rate': 3}
|
||||
yield (
|
||||
get_ohlc,
|
||||
{ # backfill config
|
||||
'erlangs': 3,
|
||||
'rate': 3,
|
||||
}
|
||||
)
|
||||
|
||||
|
||||
@async_lifo_cache()
|
||||
async def get_mkt_info(
|
||||
fqme: str,
|
||||
|
||||
) -> tuple[MktPair, Pair|OptionPair] | None:
|
||||
|
||||
# uppercase since kraken bs_mktid is always upper
|
||||
if 'deribit' not in fqme.lower():
|
||||
fqme += '.deribit'
|
||||
|
||||
mkt_mode: str = ''
|
||||
broker, mkt_ep, venue, expiry = unpack_fqme(fqme)
|
||||
|
||||
# NOTE: we always upper case all tokens to be consistent with
|
||||
# binance's symbology style for pairs, like `BTCUSDT`, but in
|
||||
# theory we could also just keep things lower case; as long as
|
||||
# we're consistent and the symcache matches whatever this func
|
||||
# returns, always!
|
||||
expiry: str = expiry.upper()
|
||||
venue: str = venue.upper()
|
||||
# venue_lower: str = venue.lower()
|
||||
|
||||
mkt_mode: str = 'option'
|
||||
|
||||
async with open_cached_client(
|
||||
'deribit',
|
||||
) as client:
|
||||
|
||||
assets: dict[str, Asset] = await client.get_assets()
|
||||
pair_str: str = mkt_ep.lower()
|
||||
|
||||
pair: Pair = await client.exch_info(
|
||||
sym=pair_str,
|
||||
)
|
||||
mkt_mode = pair.venue
|
||||
client.mkt_mode = mkt_mode
|
||||
|
||||
dst: Asset | None = assets.get(pair.bs_dst_asset)
|
||||
src: Asset | None = assets.get(pair.bs_src_asset)
|
||||
|
||||
mkt = MktPair(
|
||||
dst=dst,
|
||||
src=src,
|
||||
price_tick=pair.price_tick,
|
||||
size_tick=pair.size_tick,
|
||||
bs_mktid=pair.symbol,
|
||||
venue=mkt_mode,
|
||||
broker='deribit',
|
||||
_atype=mkt_mode,
|
||||
_fqme_without_src=True,
|
||||
|
||||
# expiry=pair.expiry,
|
||||
# XXX TODO, currently we don't use it since it's
|
||||
# already "described" in the `OptionPair.symbol: str`
|
||||
# and if we slap in the ISO repr it's kinda hideous..
|
||||
# -[ ] figure out the best either std
|
||||
)
|
||||
return mkt, pair
|
||||
|
||||
|
||||
async def stream_quotes(
|
||||
|
||||
send_chan: trio.abc.SendChannel,
|
||||
symbols: list[str],
|
||||
feed_is_live: trio.Event,
|
||||
loglevel: str = None,
|
||||
|
||||
# startup sync
|
||||
task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
|
||||
|
||||
) -> None:
|
||||
# XXX: required to propagate ``tractor`` loglevel to piker logging
|
||||
get_console_log(loglevel or tractor.current_actor().loglevel)
|
||||
'''
|
||||
Open a live quote stream for the market set defined by `symbols`.
|
||||
|
||||
sym = symbols[0]
|
||||
Internally this starts a `cryptofeed.FeedHandler` inside an `asyncio`-side
|
||||
task and relays through L1 and `Trade` msgs here to our `trio.Task`.
|
||||
|
||||
'''
|
||||
sym = symbols[0].split('.')[0]
|
||||
init_msgs: list[FeedInit] = []
|
||||
|
||||
# multiline nested `dict` formatter (since rn quote-msgs are
|
||||
# just that).
|
||||
pfmt: Callable[[str], str] = mk_repr(
|
||||
# so we can see `deribit`'s delightfully mega-long bs fields..
|
||||
maxstring=100,
|
||||
)
|
||||
|
||||
async with (
|
||||
open_cached_client('deribit') as client,
|
||||
send_chan as send_chan
|
||||
):
|
||||
mkt: MktPair
|
||||
pair: Pair
|
||||
mkt, pair = await get_mkt_info(sym)
|
||||
|
||||
init_msgs = {
|
||||
# pass back token, and bool, signalling if we're the writer
|
||||
# and that history has been written
|
||||
sym: {
|
||||
'symbol_info': {
|
||||
'asset_type': 'option',
|
||||
'price_tick_size': 0.0005
|
||||
},
|
||||
'shm_write_opts': {'sum_tick_vml': False},
|
||||
'fqsn': sym,
|
||||
},
|
||||
}
|
||||
# build out init msgs according to latest spec
|
||||
init_msgs.append(
|
||||
FeedInit(
|
||||
mkt_info=mkt,
|
||||
)
|
||||
)
|
||||
# build `cryptofeed` feed-handle
|
||||
cf_sym: cryptofeed.Symbol = piker_sym_to_cb_sym(sym)
|
||||
|
||||
nsym = piker_sym_to_cb_sym(sym)
|
||||
from_cf: tractor.to_asyncio.LinkedTaskChannel
|
||||
async with maybe_open_price_feed(sym) as from_cf:
|
||||
|
||||
async with maybe_open_price_feed(sym) as stream:
|
||||
# load the "last trades" summary
|
||||
last_trades_res: cryptofeed.LastTradesResult = await client.last_trades(
|
||||
cb_sym_to_deribit_inst(cf_sym),
|
||||
count=1,
|
||||
)
|
||||
last_trades: list[Trade] = last_trades_res.trades
|
||||
|
||||
cache = await client.cache_symbols()
|
||||
# TODO, do we even need this or will the above always
|
||||
# work?
|
||||
# if not last_trades:
|
||||
# await tractor.pause()
|
||||
# async for typ, quote in from_cf:
|
||||
# if typ == 'trade':
|
||||
# last_trade = Trade(**(quote['data']))
|
||||
# break
|
||||
|
||||
last_trades = (await client.last_trades(
|
||||
cb_sym_to_deribit_inst(nsym), count=1)).trades
|
||||
# else:
|
||||
last_trade = Trade(
|
||||
**(last_trades[0])
|
||||
)
|
||||
|
||||
if len(last_trades) == 0:
|
||||
last_trade = None
|
||||
async for typ, quote in stream:
|
||||
if typ == 'trade':
|
||||
last_trade = Trade(**(quote['data']))
|
||||
break
|
||||
|
||||
else:
|
||||
last_trade = Trade(**(last_trades[0]))
|
||||
|
||||
first_quote = {
|
||||
first_quote: dict = {
|
||||
'symbol': sym,
|
||||
'last': last_trade.price,
|
||||
'brokerd_ts': last_trade.timestamp,
|
||||
|
@ -158,13 +304,84 @@ async def stream_quotes(
|
|||
'broker_ts': last_trade.timestamp
|
||||
}]
|
||||
}
|
||||
task_status.started((init_msgs, first_quote))
|
||||
task_status.started((
|
||||
init_msgs,
|
||||
first_quote,
|
||||
))
|
||||
|
||||
feed_is_live.set()
|
||||
|
||||
async for typ, quote in stream:
|
||||
topic = quote['symbol']
|
||||
await send_chan.send({topic: quote})
|
||||
# NOTE XXX, static for now!
|
||||
# => since this only handles ONE mkt feed at a time we
|
||||
# don't need a lookup table to map interleaved quotes
|
||||
# from multiple possible mkt-pairs
|
||||
topic: str = mkt.bs_fqme
|
||||
|
||||
# deliver until cancelled
|
||||
async for typ, ref in from_cf:
|
||||
match typ:
|
||||
case 'trade':
|
||||
trade: cryptofeed.types.Trade = ref
|
||||
|
||||
# TODO, re-impl this according to teh ideal
|
||||
# fqme for opts that we choose!!
|
||||
bs_fqme: str = cb_sym_to_deribit_inst(
|
||||
str_to_cb_sym(trade.symbol)
|
||||
).lower()
|
||||
|
||||
piker_quote: dict = {
|
||||
'symbol': bs_fqme,
|
||||
'last': trade.price,
|
||||
'broker_ts': time.time(),
|
||||
# ^TODO, name this `brokerd/datad_ts` and
|
||||
# use `time.time_ns()` ??
|
||||
'ticks': [{
|
||||
'type': 'trade',
|
||||
'price': float(trade.price),
|
||||
'size': float(trade.amount),
|
||||
'broker_ts': trade.timestamp,
|
||||
}],
|
||||
}
|
||||
log.info(
|
||||
f'deribit {typ!r} quote for {sym!r}\n\n'
|
||||
f'{trade}\n\n'
|
||||
f'{pfmt(piker_quote)}\n'
|
||||
)
|
||||
|
||||
case 'l1':
|
||||
book: cryptofeed.types.L1Book = ref
|
||||
|
||||
# TODO, so this is where we can possibly change things
|
||||
# and instead lever the `MktPair.bs_fqme: str` output?
|
||||
bs_fqme: str = cb_sym_to_deribit_inst(
|
||||
str_to_cb_sym(book.symbol)
|
||||
).lower()
|
||||
|
||||
piker_quote: dict = {
|
||||
'symbol': bs_fqme,
|
||||
'ticks': [
|
||||
|
||||
{'type': 'bid',
|
||||
'price': float(book.bid_price),
|
||||
'size': float(book.bid_size)},
|
||||
|
||||
{'type': 'bsize',
|
||||
'price': float(book.bid_price),
|
||||
'size': float(book.bid_size),},
|
||||
|
||||
{'type': 'ask',
|
||||
'price': float(book.ask_price),
|
||||
'size': float(book.ask_size),},
|
||||
|
||||
{'type': 'asize',
|
||||
'price': float(book.ask_price),
|
||||
'size': float(book.ask_size),}
|
||||
]
|
||||
}
|
||||
|
||||
await send_chan.send({
|
||||
topic: piker_quote,
|
||||
})
|
||||
|
||||
|
||||
@tractor.context
|
||||
|
@ -174,12 +391,21 @@ async def open_symbol_search(
|
|||
async with open_cached_client('deribit') as client:
|
||||
|
||||
# load all symbols locally for fast search
|
||||
cache = await client.cache_symbols()
|
||||
# cache = client._pairs
|
||||
await ctx.started()
|
||||
|
||||
async with ctx.open_stream() as stream:
|
||||
|
||||
pattern: str
|
||||
async for pattern in stream:
|
||||
# repack in dict form
|
||||
await stream.send(
|
||||
await client.search_symbols(pattern))
|
||||
|
||||
# NOTE: pattern fuzzy-matching is done within
|
||||
# the methd impl.
|
||||
pairs: dict[str, Pair] = await client.search_symbols(
|
||||
pattern,
|
||||
)
|
||||
# repack in fqme-keyed table
|
||||
byfqme: dict[str, Pair] = {}
|
||||
for pair in pairs.values():
|
||||
byfqme[pair.bs_fqme] = pair
|
||||
|
||||
await stream.send(byfqme)
|
||||
|
|
|
@ -0,0 +1,196 @@
|
|||
# piker: trading gear for hackers
|
||||
# Copyright (C) Tyler Goodlet (in stewardship for pikers)
|
||||
|
||||
# This program is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU Affero General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
|
||||
# This program is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU Affero General Public License for more details.
|
||||
|
||||
# You should have received a copy of the GNU Affero General Public License
|
||||
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||
|
||||
"""
|
||||
Per market data-type definitions and schemas types.
|
||||
|
||||
"""
|
||||
from __future__ import annotations
|
||||
import pendulum
|
||||
from typing import (
|
||||
Literal,
|
||||
Optional,
|
||||
)
|
||||
from decimal import Decimal
|
||||
|
||||
from piker.types import Struct
|
||||
|
||||
|
||||
# API endpoint paths by venue / sub-API
|
||||
_domain: str = 'deribit.com'
|
||||
_url = f'https://www.{_domain}'
|
||||
|
||||
# WEBsocketz
|
||||
_ws_url: str = f'wss://www.{_domain}/ws/api/v2'
|
||||
|
||||
# test nets
|
||||
_testnet_ws_url: str = f'wss://test.{_domain}/ws/api/v2'
|
||||
|
||||
MarketType = Literal[
|
||||
'option'
|
||||
]
|
||||
|
||||
|
||||
def get_api_eps(venue: MarketType) -> tuple[str, str]:
|
||||
'''
|
||||
Return API ep root paths per venue.
|
||||
|
||||
'''
|
||||
return {
|
||||
'option': (
|
||||
_ws_url,
|
||||
),
|
||||
}[venue]
|
||||
|
||||
|
||||
class Pair(Struct, frozen=True, kw_only=True):
|
||||
|
||||
symbol: str
|
||||
|
||||
# src
|
||||
quote_currency: str # 'BTC'
|
||||
|
||||
# dst
|
||||
base_currency: str # "BTC",
|
||||
|
||||
tick_size: float # 0.0001 # [{'above_price': 0.005, 'tick_size': 0.0005}]
|
||||
tick_size_steps: list[dict[str, float]]
|
||||
|
||||
@property
|
||||
def price_tick(self) -> Decimal:
|
||||
return Decimal(str(self.tick_size_steps[0]['above_price']))
|
||||
|
||||
@property
|
||||
def size_tick(self) -> Decimal:
|
||||
return Decimal(str(self.tick_size))
|
||||
|
||||
@property
|
||||
def bs_fqme(self) -> str:
|
||||
return f'{self.symbol}'
|
||||
|
||||
@property
|
||||
def bs_mktid(self) -> str:
|
||||
return f'{self.symbol}.{self.venue}'
|
||||
|
||||
|
||||
class OptionPair(Pair, frozen=True):
|
||||
|
||||
taker_commission: float # 0.0003
|
||||
strike: float # 5000.0
|
||||
settlement_period: str # 'day'
|
||||
settlement_currency: str # "BTC",
|
||||
rfq: bool # false
|
||||
price_index: str # 'btc_usd'
|
||||
option_type: str # 'call'
|
||||
min_trade_amount: float # 0.1
|
||||
maker_commission: float # 0.0003
|
||||
kind: str # 'option'
|
||||
is_active: bool # true
|
||||
instrument_type: str # 'reversed'
|
||||
instrument_name: str # 'BTC-1SEP24-55000-C'
|
||||
instrument_id: int # 364671
|
||||
expiration_timestamp: int # 1725177600000
|
||||
creation_timestamp: int # 1724918461000
|
||||
counter_currency: str # 'USD'
|
||||
contract_size: float # '1.0'
|
||||
block_trade_tick_size: float # '0.0001'
|
||||
block_trade_min_trade_amount: int # '25'
|
||||
block_trade_commission: float # '0.003'
|
||||
|
||||
# NOTE: see `.data._symcache.SymbologyCache.load()` for why
|
||||
ns_path: str = 'piker.brokers.deribit:OptionPair'
|
||||
|
||||
# TODO, impl this without the MM:SS part of
|
||||
# the `'THH:MM:SS..'` etc..
|
||||
@property
|
||||
def expiry(self) -> str:
|
||||
iso_date = pendulum.from_timestamp(
|
||||
self.expiration_timestamp / 1000
|
||||
).isoformat()
|
||||
return iso_date
|
||||
|
||||
@property
|
||||
def venue(self) -> str:
|
||||
return f'{self.instrument_type}_option'
|
||||
|
||||
@property
|
||||
def bs_fqme(self) -> str:
|
||||
return f'{self.symbol}'
|
||||
|
||||
@property
|
||||
def bs_src_asset(self) -> str:
|
||||
return f'{self.quote_currency}'
|
||||
|
||||
@property
|
||||
def bs_dst_asset(self) -> str:
|
||||
return f'{self.symbol}'
|
||||
|
||||
|
||||
PAIRTYPES: dict[MarketType, Pair] = {
|
||||
'option': OptionPair,
|
||||
}
|
||||
|
||||
|
||||
class JSONRPCResult(Struct):
|
||||
id: int
|
||||
usIn: int
|
||||
usOut: int
|
||||
usDiff: int
|
||||
testnet: bool
|
||||
jsonrpc: str = '2.0'
|
||||
error: Optional[dict] = None
|
||||
result: Optional[list[dict]] = None
|
||||
|
||||
|
||||
class JSONRPCChannel(Struct):
|
||||
method: str
|
||||
params: dict
|
||||
jsonrpc: str = '2.0'
|
||||
|
||||
|
||||
class KLinesResult(Struct):
|
||||
low: list[float]
|
||||
cost: list[float]
|
||||
high: list[float]
|
||||
open: list[float]
|
||||
close: list[float]
|
||||
ticks: list[int]
|
||||
status: str
|
||||
volume: list[float]
|
||||
|
||||
|
||||
class Trade(Struct):
|
||||
iv: float
|
||||
price: float
|
||||
amount: float
|
||||
trade_id: str
|
||||
contracts: float
|
||||
direction: str
|
||||
trade_seq: int
|
||||
timestamp: int
|
||||
mark_price: float
|
||||
index_price: float
|
||||
tick_direction: int
|
||||
instrument_name: str
|
||||
combo_id: Optional[str] = '',
|
||||
combo_trade_id: Optional[int] = 0,
|
||||
block_trade_id: Optional[str] = '',
|
||||
block_trade_leg_count: Optional[int] = 0,
|
||||
|
||||
|
||||
class LastTradesResult(Struct):
|
||||
trades: list[Trade]
|
||||
has_more: bool
|
|
@ -168,7 +168,6 @@ class OrderClient(Struct):
|
|||
|
||||
|
||||
async def relay_orders_from_sync_code(
|
||||
|
||||
client: OrderClient,
|
||||
symbol_key: str,
|
||||
to_ems_stream: tractor.MsgStream,
|
||||
|
@ -242,6 +241,11 @@ async def open_ems(
|
|||
|
||||
async with maybe_open_emsd(
|
||||
broker,
|
||||
# XXX NOTE, LOL so this determines the daemon `emsd` loglevel
|
||||
# then FYI.. that's kinda wrong no?
|
||||
# -[ ] shouldn't it be set by `pikerd -l` or no?
|
||||
# -[ ] would make a lot more sense to have a subsys ctl for
|
||||
# levels.. like `-l emsd.info` or something?
|
||||
loglevel=loglevel,
|
||||
) as portal:
|
||||
|
||||
|
|
|
@ -653,7 +653,11 @@ class Router(Struct):
|
|||
flume = feed.flumes[fqme]
|
||||
first_quote: dict = flume.first_quote
|
||||
book: DarkBook = self.get_dark_book(broker)
|
||||
book.lasts[fqme]: float = float(first_quote['last'])
|
||||
|
||||
if not (last := first_quote.get('last')):
|
||||
last: float = flume.rt_shm.array[-1]['close']
|
||||
|
||||
book.lasts[fqme]: float = float(last)
|
||||
|
||||
async with self.maybe_open_brokerd_dialog(
|
||||
brokermod=brokermod,
|
||||
|
@ -716,7 +720,7 @@ class Router(Struct):
|
|||
subs = self.subscribers[sub_key]
|
||||
|
||||
sent_some: bool = False
|
||||
for client_stream in subs:
|
||||
for client_stream in subs.copy():
|
||||
try:
|
||||
await client_stream.send(msg)
|
||||
sent_some = True
|
||||
|
@ -1010,6 +1014,10 @@ async def translate_and_relay_brokerd_events(
|
|||
status_msg.brokerd_msg = msg
|
||||
status_msg.src = msg.broker_details['name']
|
||||
|
||||
if not status_msg.req:
|
||||
# likely some order change state?
|
||||
await tractor.pause()
|
||||
else:
|
||||
await router.client_broadcast(
|
||||
status_msg.req.symbol,
|
||||
status_msg,
|
||||
|
|
|
@ -297,6 +297,8 @@ class PaperBoi(Struct):
|
|||
|
||||
# transmit pp msg to ems
|
||||
pp: Position = self.acnt.pps[bs_mktid]
|
||||
# TODO, this will break if `require_only=True` was passed to
|
||||
# `.update_from_ledger()`
|
||||
|
||||
pp_msg = BrokerdPosition(
|
||||
broker=self.broker,
|
||||
|
@ -653,6 +655,7 @@ async def open_trade_dialog(
|
|||
# in) use manually constructed table from calling
|
||||
# the `.get_mkt_info()` provider EP above.
|
||||
_mktmap_table=mkt_by_fqme,
|
||||
only_require=list(mkt_by_fqme),
|
||||
)
|
||||
|
||||
pp_msgs: list[BrokerdPosition] = []
|
||||
|
|
|
@ -30,6 +30,7 @@ subsys: str = 'piker.clearing'
|
|||
|
||||
log = get_logger(subsys)
|
||||
|
||||
# TODO, oof doesn't this ignore the `loglevel` then???
|
||||
get_console_log = partial(
|
||||
get_console_log,
|
||||
name=subsys,
|
||||
|
|
|
@ -140,11 +140,10 @@ def pikerd(
|
|||
|
||||
if pdb:
|
||||
log.warning((
|
||||
"\n"
|
||||
"!!! YOU HAVE ENABLED DAEMON DEBUG MODE !!!\n"
|
||||
"When a `piker` daemon crashes it will block the "
|
||||
"task-thread until resumed from console!\n"
|
||||
"\n"
|
||||
'\n\n'
|
||||
'!!! YOU HAVE ENABLED DAEMON DEBUG MODE !!!\n'
|
||||
'When a `piker` daemon crashes it will block the '
|
||||
'task-thread until resumed from console!\n'
|
||||
))
|
||||
|
||||
# service-actor registry endpoint socket-address set
|
||||
|
@ -177,7 +176,7 @@ def pikerd(
|
|||
from .. import service
|
||||
|
||||
async def main():
|
||||
service_mngr: service.Services
|
||||
service_mngr: service.ServiceMngr
|
||||
|
||||
async with (
|
||||
service.open_pikerd(
|
||||
|
|
|
@ -95,6 +95,12 @@ class Sampler:
|
|||
# history loading.
|
||||
incr_task_cs: trio.CancelScope | None = None
|
||||
|
||||
bcast_errors: tuple[Exception] = (
|
||||
trio.BrokenResourceError,
|
||||
trio.ClosedResourceError,
|
||||
trio.EndOfChannel,
|
||||
)
|
||||
|
||||
# holds all the ``tractor.Context`` remote subscriptions for
|
||||
# a particular sample period increment event: all subscribers are
|
||||
# notified on a step.
|
||||
|
@ -258,14 +264,15 @@ class Sampler:
|
|||
subs: set
|
||||
last_ts, subs = pair
|
||||
|
||||
task = trio.lowlevel.current_task()
|
||||
log.debug(
|
||||
f'SUBS {self.subscribers}\n'
|
||||
f'PAIR {pair}\n'
|
||||
f'TASK: {task}: {id(task)}\n'
|
||||
f'broadcasting {period_s} -> {last_ts}\n'
|
||||
# NOTE, for debugging pub-sub issues
|
||||
# task = trio.lowlevel.current_task()
|
||||
# log.debug(
|
||||
# f'AlL-SUBS@{period_s!r}: {self.subscribers}\n'
|
||||
# f'PAIR: {pair}\n'
|
||||
# f'TASK: {task}: {id(task)}\n'
|
||||
# f'broadcasting {period_s} -> {last_ts}\n'
|
||||
# f'consumers: {subs}'
|
||||
)
|
||||
# )
|
||||
borked: set[MsgStream] = set()
|
||||
sent: set[MsgStream] = set()
|
||||
while True:
|
||||
|
@ -282,12 +289,11 @@ class Sampler:
|
|||
await stream.send(msg)
|
||||
sent.add(stream)
|
||||
|
||||
except (
|
||||
trio.BrokenResourceError,
|
||||
trio.ClosedResourceError
|
||||
):
|
||||
except self.bcast_errors as err:
|
||||
log.error(
|
||||
f'{stream._ctx.chan.uid} dropped connection'
|
||||
f'Connection dropped for IPC ctx\n'
|
||||
f'{stream._ctx}\n\n'
|
||||
f'Due to {type(err)}'
|
||||
)
|
||||
borked.add(stream)
|
||||
else:
|
||||
|
@ -394,7 +400,8 @@ async def register_with_sampler(
|
|||
finally:
|
||||
if (
|
||||
sub_for_broadcasts
|
||||
and subs
|
||||
and
|
||||
subs
|
||||
):
|
||||
try:
|
||||
subs.remove(stream)
|
||||
|
@ -561,8 +568,7 @@ async def open_sample_stream(
|
|||
|
||||
|
||||
async def sample_and_broadcast(
|
||||
|
||||
bus: _FeedsBus, # noqa
|
||||
bus: _FeedsBus,
|
||||
rt_shm: ShmArray,
|
||||
hist_shm: ShmArray,
|
||||
quote_stream: trio.abc.ReceiveChannel,
|
||||
|
@ -582,11 +588,33 @@ async def sample_and_broadcast(
|
|||
|
||||
overruns = Counter()
|
||||
|
||||
# NOTE, only used for debugging live-data-feed issues, though
|
||||
# this should be resolved more correctly in the future using the
|
||||
# new typed-msgspec feats of `tractor`!
|
||||
#
|
||||
# XXX, a multiline nested `dict` formatter (since rn quote-msgs
|
||||
# are just that).
|
||||
# pfmt: Callable[[str], str] = mk_repr()
|
||||
|
||||
# iterate stream delivered by broker
|
||||
async for quotes in quote_stream:
|
||||
# print(quotes)
|
||||
|
||||
# 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` or `cython`-nize this loop possibly?
|
||||
# |_alternatively could we do it in rust somehow by upacking
|
||||
# arrow msgs instead of using `msgspec`?
|
||||
# -[ ] use `msgspec.Struct` support in new typed-msging from
|
||||
# `tractor` to ensure only allowed msgs are transmitted?
|
||||
#
|
||||
for broker_symbol, quote in quotes.items():
|
||||
# TODO: in theory you can send the IPC msg *before* writing
|
||||
# to the sharedmem array to decrease latency, however, that
|
||||
|
@ -659,6 +687,21 @@ async def sample_and_broadcast(
|
|||
sub_key: str = broker_symbol.lower()
|
||||
subs: set[Sub] = bus.get_subs(sub_key)
|
||||
|
||||
# TODO, figure out how to make this useful whilst
|
||||
# incoporating feed "pausing" ..
|
||||
#
|
||||
# if not subs:
|
||||
# all_bs_fqmes: list[str] = list(
|
||||
# bus._subscribers.keys()
|
||||
# )
|
||||
# log.warning(
|
||||
# f'No subscribers for {brokername!r} live-quote ??\n'
|
||||
# f'broker_symbol: {broker_symbol}\n\n'
|
||||
|
||||
# f'Maybe the backend-sys symbol does not match one of,\n'
|
||||
# f'{pfmt(all_bs_fqmes)}\n'
|
||||
# )
|
||||
|
||||
# NOTE: by default the broker backend doesn't append
|
||||
# it's own "name" into the fqme schema (but maybe it
|
||||
# should?) so we have to manually generate the correct
|
||||
|
@ -728,18 +771,14 @@ async def sample_and_broadcast(
|
|||
if lags > 10:
|
||||
await tractor.pause()
|
||||
|
||||
except (
|
||||
trio.BrokenResourceError,
|
||||
trio.ClosedResourceError,
|
||||
trio.EndOfChannel,
|
||||
):
|
||||
except Sampler.bcast_errors as ipc_err:
|
||||
ctx: Context = ipc._ctx
|
||||
chan: Channel = ctx.chan
|
||||
if ctx:
|
||||
log.warning(
|
||||
'Dropped `brokerd`-quotes-feed connection:\n'
|
||||
f'{broker_symbol}:'
|
||||
f'{ctx.cid}@{chan.uid}'
|
||||
f'Dropped `brokerd`-feed for {broker_symbol!r} due to,\n'
|
||||
f'x>) {ctx.cid}@{chan.uid}'
|
||||
f'|_{ipc_err!r}\n\n'
|
||||
)
|
||||
if sub.throttle_rate:
|
||||
assert ipc._closed
|
||||
|
@ -756,12 +795,11 @@ async def sample_and_broadcast(
|
|||
|
||||
|
||||
async def uniform_rate_send(
|
||||
|
||||
rate: float,
|
||||
quote_stream: trio.abc.ReceiveChannel,
|
||||
stream: MsgStream,
|
||||
|
||||
task_status: TaskStatus = trio.TASK_STATUS_IGNORED,
|
||||
task_status: TaskStatus[None] = trio.TASK_STATUS_IGNORED,
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
|
@ -779,13 +817,16 @@ async def uniform_rate_send(
|
|||
https://gist.github.com/njsmith/7ea44ec07e901cb78ebe1dd8dd846cb9
|
||||
|
||||
'''
|
||||
# TODO: compute the approx overhead latency per cycle
|
||||
left_to_sleep = throttle_period = 1/rate - 0.000616
|
||||
# ?TODO? dynamically compute the **actual** approx overhead latency per cycle
|
||||
# instead of this magic # bidinezz?
|
||||
throttle_period: float = 1/rate - 0.000616
|
||||
left_to_sleep: float = throttle_period
|
||||
|
||||
# send cycle state
|
||||
first_quote: dict|None
|
||||
first_quote = last_quote = None
|
||||
last_send = time.time()
|
||||
diff = 0
|
||||
last_send: float = time.time()
|
||||
diff: float = 0
|
||||
|
||||
task_status.started()
|
||||
ticks_by_type: dict[
|
||||
|
@ -796,22 +837,28 @@ async def uniform_rate_send(
|
|||
clear_types = _tick_groups['clears']
|
||||
|
||||
while True:
|
||||
|
||||
# compute the remaining time to sleep for this throttled cycle
|
||||
left_to_sleep = throttle_period - diff
|
||||
left_to_sleep: float = throttle_period - diff
|
||||
|
||||
if left_to_sleep > 0:
|
||||
cs: trio.CancelScope
|
||||
with trio.move_on_after(left_to_sleep) as cs:
|
||||
sym: str
|
||||
last_quote: dict
|
||||
try:
|
||||
sym, last_quote = await quote_stream.receive()
|
||||
except trio.EndOfChannel:
|
||||
log.exception(f"feed for {stream} ended?")
|
||||
log.exception(
|
||||
f'Live stream for feed for ended?\n'
|
||||
f'<=c\n'
|
||||
f' |_[{stream!r}\n'
|
||||
)
|
||||
break
|
||||
|
||||
diff = time.time() - last_send
|
||||
diff: float = time.time() - last_send
|
||||
|
||||
if not first_quote:
|
||||
first_quote = last_quote
|
||||
first_quote: float = last_quote
|
||||
# first_quote['tbt'] = ticks_by_type
|
||||
|
||||
if (throttle_period - diff) > 0:
|
||||
|
@ -872,7 +919,9 @@ async def uniform_rate_send(
|
|||
# TODO: now if only we could sync this to the display
|
||||
# rate timing exactly lul
|
||||
try:
|
||||
await stream.send({sym: first_quote})
|
||||
await stream.send({
|
||||
sym: first_quote
|
||||
})
|
||||
except tractor.RemoteActorError as rme:
|
||||
if rme.type is not tractor._exceptions.StreamOverrun:
|
||||
raise
|
||||
|
@ -883,19 +932,28 @@ async def uniform_rate_send(
|
|||
f'{sym}:{ctx.cid}@{chan.uid}'
|
||||
)
|
||||
|
||||
except (
|
||||
# NOTE: any of these can be raised by ``tractor``'s IPC
|
||||
# NOTE: any of these can be raised by `tractor`'s IPC
|
||||
# transport-layer and we want to be highly resilient
|
||||
# to consumers which crash or lose network connection.
|
||||
# I.e. we **DO NOT** want to crash and propagate up to
|
||||
# ``pikerd`` these kinds of errors!
|
||||
trio.ClosedResourceError,
|
||||
trio.BrokenResourceError,
|
||||
except (
|
||||
ConnectionResetError,
|
||||
):
|
||||
) + Sampler.bcast_errors as ipc_err:
|
||||
match ipc_err:
|
||||
case trio.EndOfChannel():
|
||||
log.info(
|
||||
f'{stream} terminated by peer,\n'
|
||||
f'{ipc_err!r}'
|
||||
)
|
||||
case _:
|
||||
# if the feed consumer goes down then drop
|
||||
# out of this rate limiter
|
||||
log.warning(f'{stream} closed')
|
||||
log.warning(
|
||||
f'{stream} closed due to,\n'
|
||||
f'{ipc_err!r}'
|
||||
)
|
||||
|
||||
await stream.aclose()
|
||||
return
|
||||
|
||||
|
|
|
@ -31,6 +31,7 @@ from pathlib import Path
|
|||
from pprint import pformat
|
||||
from typing import (
|
||||
Any,
|
||||
Callable,
|
||||
Sequence,
|
||||
Hashable,
|
||||
TYPE_CHECKING,
|
||||
|
@ -56,7 +57,7 @@ from piker.brokers import (
|
|||
)
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from ..accounting import (
|
||||
from piker.accounting import (
|
||||
Asset,
|
||||
MktPair,
|
||||
)
|
||||
|
@ -149,19 +150,36 @@ class SymbologyCache(Struct):
|
|||
'Implement `Client.get_assets()`!'
|
||||
)
|
||||
|
||||
if get_mkt_pairs := getattr(client, 'get_mkt_pairs', None):
|
||||
get_mkt_pairs: Callable|None = getattr(
|
||||
client,
|
||||
'get_mkt_pairs',
|
||||
None,
|
||||
)
|
||||
if not get_mkt_pairs:
|
||||
log.warning(
|
||||
'No symbology cache `Pair` support for `{provider}`..\n'
|
||||
'Implement `Client.get_mkt_pairs()`!'
|
||||
)
|
||||
return self
|
||||
|
||||
pairs: dict[str, Struct] = await get_mkt_pairs()
|
||||
for bs_fqme, pair in pairs.items():
|
||||
if not pairs:
|
||||
log.warning(
|
||||
'No pairs from intial {provider!r} sym-cache request?\n\n'
|
||||
'`Client.get_mkt_pairs()` -> {pairs!r} ?'
|
||||
)
|
||||
return self
|
||||
|
||||
# NOTE: every backend defined pair should
|
||||
# declare it's ns path for roundtrip
|
||||
# serialization lookup.
|
||||
for bs_fqme, pair in pairs.items():
|
||||
if not getattr(pair, 'ns_path', None):
|
||||
# XXX: every backend defined pair must declare
|
||||
# a `.ns_path: tractor.NamespacePath` to enable
|
||||
# roundtrip serialization lookup from a local
|
||||
# cache file.
|
||||
raise TypeError(
|
||||
f'Pair-struct for {self.mod.name} MUST define a '
|
||||
'`.ns_path: str`!\n'
|
||||
f'{pair}'
|
||||
'`.ns_path: str`!\n\n'
|
||||
f'{pair!r}'
|
||||
)
|
||||
|
||||
entry = await self.mod.get_mkt_info(pair.bs_fqme)
|
||||
|
@ -195,12 +213,6 @@ class SymbologyCache(Struct):
|
|||
pair,
|
||||
)
|
||||
|
||||
else:
|
||||
log.warning(
|
||||
'No symbology cache `Pair` support for `{provider}`..\n'
|
||||
'Implement `Client.get_mkt_pairs()`!'
|
||||
)
|
||||
|
||||
return self
|
||||
|
||||
@classmethod
|
||||
|
|
|
@ -786,7 +786,6 @@ async def install_brokerd_search(
|
|||
|
||||
@acm
|
||||
async def maybe_open_feed(
|
||||
|
||||
fqmes: list[str],
|
||||
loglevel: str | None = None,
|
||||
|
||||
|
@ -840,13 +839,12 @@ async def maybe_open_feed(
|
|||
|
||||
@acm
|
||||
async def open_feed(
|
||||
|
||||
fqmes: list[str],
|
||||
|
||||
loglevel: str | None = None,
|
||||
loglevel: str|None = None,
|
||||
allow_overruns: bool = True,
|
||||
start_stream: bool = True,
|
||||
tick_throttle: float | None = None, # Hz
|
||||
tick_throttle: float|None = None, # Hz
|
||||
|
||||
allow_remote_ctl_ui: bool = False,
|
||||
|
||||
|
|
|
@ -36,10 +36,10 @@ from ._sharedmem import (
|
|||
ShmArray,
|
||||
_Token,
|
||||
)
|
||||
from piker.accounting import MktPair
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from ..accounting import MktPair
|
||||
from .feed import Feed
|
||||
from piker.data.feed import Feed
|
||||
|
||||
|
||||
class Flume(Struct):
|
||||
|
@ -82,7 +82,7 @@ class Flume(Struct):
|
|||
|
||||
# TODO: do we need this really if we can pull the `Portal` from
|
||||
# ``tractor``'s internals?
|
||||
feed: Feed | None = None
|
||||
feed: Feed|None = None
|
||||
|
||||
@property
|
||||
def rt_shm(self) -> ShmArray:
|
||||
|
|
|
@ -113,9 +113,9 @@ def validate_backend(
|
|||
)
|
||||
if ep is None:
|
||||
log.warning(
|
||||
f'Provider backend {mod.name} is missing '
|
||||
f'{daemon_name} support :(\n'
|
||||
f'The following endpoint is missing: {name}'
|
||||
f'Provider backend {mod.name!r} is missing '
|
||||
f'{daemon_name!r} support?\n'
|
||||
f'|_module endpoint-func missing: {name!r}\n'
|
||||
)
|
||||
|
||||
inits: list[
|
||||
|
|
30
piker/log.py
30
piker/log.py
|
@ -19,6 +19,10 @@ Log like a forester!
|
|||
"""
|
||||
import logging
|
||||
import json
|
||||
import reprlib
|
||||
from typing import (
|
||||
Callable,
|
||||
)
|
||||
|
||||
import tractor
|
||||
from pygments import (
|
||||
|
@ -84,3 +88,29 @@ def colorize_json(
|
|||
# likeable styles: algol_nu, tango, monokai
|
||||
formatters.TerminalTrueColorFormatter(style=style)
|
||||
)
|
||||
|
||||
|
||||
# TODO, eventually defer to the version in `modden` once
|
||||
# it becomes a dep!
|
||||
def mk_repr(
|
||||
**repr_kws,
|
||||
) -> Callable[[str], str]:
|
||||
'''
|
||||
Allocate and deliver a `repr.Repr` instance with provided input
|
||||
settings using the std-lib's `reprlib` mod,
|
||||
* https://docs.python.org/3/library/reprlib.html
|
||||
|
||||
------ Ex. ------
|
||||
An up to 6-layer-nested `dict` as multi-line:
|
||||
- https://stackoverflow.com/a/79102479
|
||||
- https://docs.python.org/3/library/reprlib.html#reprlib.Repr.maxlevel
|
||||
|
||||
'''
|
||||
def_kws: dict[str, int] = dict(
|
||||
indent=2,
|
||||
maxlevel=6, # recursion levels
|
||||
maxstring=66, # match editor line-len limit
|
||||
)
|
||||
def_kws |= repr_kws
|
||||
reprr = reprlib.Repr(**def_kws)
|
||||
return reprr.repr
|
||||
|
|
|
@ -119,6 +119,10 @@ async def open_piker_runtime(
|
|||
# spawn other specialized daemons I think?
|
||||
enable_modules=enable_modules,
|
||||
|
||||
# TODO: how to configure this?
|
||||
# keep it on by default if debug mode is set?
|
||||
maybe_enable_greenback=False,
|
||||
|
||||
**tractor_kwargs,
|
||||
) as actor,
|
||||
|
||||
|
|
228
piker/types.py
228
piker/types.py
|
@ -21,230 +21,4 @@ Extensions to built-in or (heavily used but 3rd party) friend-lib
|
|||
types.
|
||||
|
||||
'''
|
||||
from __future__ import annotations
|
||||
from collections import UserList
|
||||
from pprint import (
|
||||
saferepr,
|
||||
)
|
||||
from typing import Any
|
||||
|
||||
from msgspec import (
|
||||
msgpack,
|
||||
Struct as _Struct,
|
||||
structs,
|
||||
)
|
||||
|
||||
|
||||
class DiffDump(UserList):
|
||||
'''
|
||||
Very simple list delegator that repr() dumps (presumed) tuple
|
||||
elements of the form `tuple[str, Any, Any]` in a nice
|
||||
multi-line readable form for analyzing `Struct` diffs.
|
||||
|
||||
'''
|
||||
def __repr__(self) -> str:
|
||||
if not len(self):
|
||||
return super().__repr__()
|
||||
|
||||
# format by displaying item pair's ``repr()`` on multiple,
|
||||
# indented lines such that they are more easily visually
|
||||
# comparable when printed to console when printed to
|
||||
# console.
|
||||
repstr: str = '[\n'
|
||||
for k, left, right in self:
|
||||
repstr += (
|
||||
f'({k},\n'
|
||||
f'\t{repr(left)},\n'
|
||||
f'\t{repr(right)},\n'
|
||||
')\n'
|
||||
)
|
||||
repstr += ']\n'
|
||||
return repstr
|
||||
|
||||
|
||||
class Struct(
|
||||
_Struct,
|
||||
|
||||
# https://jcristharif.com/msgspec/structs.html#tagged-unions
|
||||
# tag='pikerstruct',
|
||||
# tag=True,
|
||||
):
|
||||
'''
|
||||
A "human friendlier" (aka repl buddy) struct subtype.
|
||||
|
||||
'''
|
||||
def _sin_props(self) -> Iterator[
|
||||
tuple[
|
||||
structs.FieldIinfo,
|
||||
str,
|
||||
Any,
|
||||
]
|
||||
]:
|
||||
'''
|
||||
Iterate over all non-@property fields of this struct.
|
||||
|
||||
'''
|
||||
fi: structs.FieldInfo
|
||||
for fi in structs.fields(self):
|
||||
key: str = fi.name
|
||||
val: Any = getattr(self, key)
|
||||
yield fi, key, val
|
||||
|
||||
def to_dict(
|
||||
self,
|
||||
include_non_members: bool = True,
|
||||
|
||||
) -> dict:
|
||||
'''
|
||||
Like it sounds.. direct delegation to:
|
||||
https://jcristharif.com/msgspec/api.html#msgspec.structs.asdict
|
||||
|
||||
BUT, by default we pop all non-member (aka not defined as
|
||||
struct fields) fields by default.
|
||||
|
||||
'''
|
||||
asdict: dict = structs.asdict(self)
|
||||
if include_non_members:
|
||||
return asdict
|
||||
|
||||
# only return a dict of the struct members
|
||||
# which were provided as input, NOT anything
|
||||
# added as type-defined `@property` methods!
|
||||
sin_props: dict = {}
|
||||
fi: structs.FieldInfo
|
||||
for fi, k, v in self._sin_props():
|
||||
sin_props[k] = asdict[k]
|
||||
|
||||
return sin_props
|
||||
|
||||
def pformat(
|
||||
self,
|
||||
field_indent: int = 2,
|
||||
indent: int = 0,
|
||||
|
||||
) -> str:
|
||||
'''
|
||||
Recursion-safe `pprint.pformat()` style formatting of
|
||||
a `msgspec.Struct` for sane reading by a human using a REPL.
|
||||
|
||||
'''
|
||||
# global whitespace indent
|
||||
ws: str = ' '*indent
|
||||
|
||||
# field whitespace indent
|
||||
field_ws: str = ' '*(field_indent + indent)
|
||||
|
||||
# qtn: str = ws + self.__class__.__qualname__
|
||||
qtn: str = self.__class__.__qualname__
|
||||
|
||||
obj_str: str = '' # accumulator
|
||||
fi: structs.FieldInfo
|
||||
k: str
|
||||
v: Any
|
||||
for fi, k, v in self._sin_props():
|
||||
|
||||
# TODO: how can we prefer `Literal['option1', 'option2,
|
||||
# ..]` over .__name__ == `Literal` but still get only the
|
||||
# latter for simple types like `str | int | None` etc..?
|
||||
ft: type = fi.type
|
||||
typ_name: str = getattr(ft, '__name__', str(ft))
|
||||
|
||||
# recurse to get sub-struct's `.pformat()` output Bo
|
||||
if isinstance(v, Struct):
|
||||
val_str: str = v.pformat(
|
||||
indent=field_indent + indent,
|
||||
field_indent=indent + field_indent,
|
||||
)
|
||||
|
||||
else: # the `pprint` recursion-safe format:
|
||||
# https://docs.python.org/3.11/library/pprint.html#pprint.saferepr
|
||||
val_str: str = saferepr(v)
|
||||
|
||||
obj_str += (field_ws + f'{k}: {typ_name} = {val_str},\n')
|
||||
|
||||
return (
|
||||
f'{qtn}(\n'
|
||||
f'{obj_str}'
|
||||
f'{ws})'
|
||||
)
|
||||
|
||||
# TODO: use a pprint.PrettyPrinter instance around ONLY rendering
|
||||
# inside a known tty?
|
||||
# def __repr__(self) -> str:
|
||||
# ...
|
||||
|
||||
# __str__ = __repr__ = pformat
|
||||
__repr__ = pformat
|
||||
|
||||
def copy(
|
||||
self,
|
||||
update: dict | None = None,
|
||||
|
||||
) -> Struct:
|
||||
'''
|
||||
Validate-typecast all self defined fields, return a copy of
|
||||
us with all such fields.
|
||||
|
||||
NOTE: This is kinda like the default behaviour in
|
||||
`pydantic.BaseModel` except a copy of the object is
|
||||
returned making it compat with `frozen=True`.
|
||||
|
||||
'''
|
||||
if update:
|
||||
for k, v in update.items():
|
||||
setattr(self, k, v)
|
||||
|
||||
# NOTE: roundtrip serialize to validate
|
||||
# - enode to msgpack binary format,
|
||||
# - decode that back to a struct.
|
||||
return msgpack.Decoder(type=type(self)).decode(
|
||||
msgpack.Encoder().encode(self)
|
||||
)
|
||||
|
||||
def typecast(
|
||||
self,
|
||||
|
||||
# TODO: allow only casting a named subset?
|
||||
# fields: set[str] | None = None,
|
||||
|
||||
) -> None:
|
||||
'''
|
||||
Cast all fields using their declared type annotations
|
||||
(kinda like what `pydantic` does by default).
|
||||
|
||||
NOTE: this of course won't work on frozen types, use
|
||||
``.copy()`` above in such cases.
|
||||
|
||||
'''
|
||||
# https://jcristharif.com/msgspec/api.html#msgspec.structs.fields
|
||||
fi: structs.FieldInfo
|
||||
for fi in structs.fields(self):
|
||||
setattr(
|
||||
self,
|
||||
fi.name,
|
||||
fi.type(getattr(self, fi.name)),
|
||||
)
|
||||
|
||||
def __sub__(
|
||||
self,
|
||||
other: Struct,
|
||||
|
||||
) -> DiffDump[tuple[str, Any, Any]]:
|
||||
'''
|
||||
Compare fields/items key-wise and return a ``DiffDump``
|
||||
for easy visual REPL comparison B)
|
||||
|
||||
'''
|
||||
diffs: DiffDump[tuple[str, Any, Any]] = DiffDump()
|
||||
for fi in structs.fields(self):
|
||||
attr_name: str = fi.name
|
||||
ours: Any = getattr(self, attr_name)
|
||||
theirs: Any = getattr(other, attr_name)
|
||||
if ours != theirs:
|
||||
diffs.append((
|
||||
attr_name,
|
||||
ours,
|
||||
theirs,
|
||||
))
|
||||
|
||||
return diffs
|
||||
from tractor.msg import Struct as Struct
|
||||
|
|
|
@ -18,6 +18,22 @@
|
|||
requires = ["hatchling"]
|
||||
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]
|
||||
name = "piker"
|
||||
version = "0.1.0a0dev0"
|
||||
|
@ -87,23 +103,15 @@ uis = [
|
|||
"pyqt6 >=6.7.0, <7.0.0",
|
||||
"pyqtgraph",
|
||||
|
||||
# for consideration,
|
||||
# - 'visidata'
|
||||
# ------ - ------
|
||||
|
||||
# TODO: add an `--only daemon` group for running non-ui / pikerd
|
||||
# service tree in distributed mode B)
|
||||
# https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies
|
||||
# [project.optional-dependencies]
|
||||
]
|
||||
|
||||
[dependency-groups]
|
||||
# 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 = [
|
||||
"pytest >=6.0.0, <7.0.0",
|
||||
"elasticsearch >=8.9.0, <9.0.0",
|
||||
|
@ -111,7 +119,13 @@ dev = [
|
|||
"prompt-toolkit ==3.0.40",
|
||||
"cython >=3.0.0, <4.0.0",
|
||||
"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]
|
||||
|
|
93
ruff.toml
93
ruff.toml
|
@ -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"
|
31
uv.lock
31
uv.lock
|
@ -708,7 +708,6 @@ dev = [
|
|||
{ name = "greenback" },
|
||||
{ name = "prompt-toolkit" },
|
||||
{ name = "pytest" },
|
||||
{ name = "ruff" },
|
||||
{ name = "xonsh" },
|
||||
]
|
||||
|
||||
|
@ -740,7 +739,7 @@ requires-dist = [
|
|||
{ name = "tomli", specifier = ">=2.0.1,<3.0.0" },
|
||||
{ name = "tomli-w", specifier = ">=1.0.0,<2.0.0" },
|
||||
{ name = "tomlkit", git = "https://github.com/pikers/tomlkit.git?branch=piker_pin" },
|
||||
{ name = "tractor", editable = "../tractor" },
|
||||
{ name = "tractor", directory = "../tractor" },
|
||||
{ name = "trio", specifier = ">=0.24,<0.25" },
|
||||
{ name = "trio-util", specifier = ">=0.7.0,<0.8.0" },
|
||||
{ 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 = "prompt-toolkit", specifier = "==3.0.40" },
|
||||
{ name = "pytest", specifier = ">=6.0.0,<7.0.0" },
|
||||
{ name = "ruff", specifier = ">=0.9.6" },
|
||||
{ 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 },
|
||||
]
|
||||
|
||||
[[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 }
|
||||
wheels = [
|
||||
{ url = "https://files.pythonhosted.org/packages/76/e3/3d2c022e687e18cf5d93d6bfa2722d46afc64eaa438c7fbbdd603b3597be/ruff-0.9.6-py3-none-linux_armv6l.whl", hash = "sha256:2f218f356dd2d995839f1941322ff021c72a492c470f0b26a34f844c29cdf5ba", size = 11714128 },
|
||||
{ url = "https://files.pythonhosted.org/packages/e1/22/aff073b70f95c052e5c58153cba735748c9e70107a77d03420d7850710a0/ruff-0.9.6-py3-none-macosx_10_12_x86_64.whl", hash = "sha256:b908ff4df65dad7b251c9968a2e4560836d8f5487c2f0cc238321ed951ea0504", size = 11682539 },
|
||||
{ url = "https://files.pythonhosted.org/packages/75/a7/f5b7390afd98a7918582a3d256cd3e78ba0a26165a467c1820084587cbf9/ruff-0.9.6-py3-none-macosx_11_0_arm64.whl", hash = "sha256:b109c0ad2ececf42e75fa99dc4043ff72a357436bb171900714a9ea581ddef83", size = 11132512 },
|
||||
{ url = "https://files.pythonhosted.org/packages/a6/e3/45de13ef65047fea2e33f7e573d848206e15c715e5cd56095589a7733d04/ruff-0.9.6-py3-none-manylinux_2_17_aarch64.manylinux2014_aarch64.whl", hash = "sha256:1de4367cca3dac99bcbd15c161404e849bb0bfd543664db39232648dc00112dc", size = 11929275 },
|
||||
{ url = "https://files.pythonhosted.org/packages/7d/f2/23d04cd6c43b2e641ab961ade8d0b5edb212ecebd112506188c91f2a6e6c/ruff-0.9.6-py3-none-manylinux_2_17_armv7l.manylinux2014_armv7l.whl", hash = "sha256:ac3ee4d7c2c92ddfdaedf0bf31b2b176fa7aa8950efc454628d477394d35638b", size = 11466502 },
|
||||
{ url = "https://files.pythonhosted.org/packages/b5/6f/3a8cf166f2d7f1627dd2201e6cbc4cb81f8b7d58099348f0c1ff7b733792/ruff-0.9.6-py3-none-manylinux_2_17_i686.manylinux2014_i686.whl", hash = "sha256:5dc1edd1775270e6aa2386119aea692039781429f0be1e0949ea5884e011aa8e", size = 12676364 },
|
||||
{ url = "https://files.pythonhosted.org/packages/f5/c4/db52e2189983c70114ff2b7e3997e48c8318af44fe83e1ce9517570a50c6/ruff-0.9.6-py3-none-manylinux_2_17_ppc64.manylinux2014_ppc64.whl", hash = "sha256:4a091729086dffa4bd070aa5dab7e39cc6b9d62eb2bef8f3d91172d30d599666", size = 13335518 },
|
||||
{ url = "https://files.pythonhosted.org/packages/66/44/545f8a4d136830f08f4d24324e7db957c5374bf3a3f7a6c0bc7be4623a37/ruff-0.9.6-py3-none-manylinux_2_17_ppc64le.manylinux2014_ppc64le.whl", hash = "sha256:d1bbc6808bf7b15796cef0815e1dfb796fbd383e7dbd4334709642649625e7c5", size = 12823287 },
|
||||
{ url = "https://files.pythonhosted.org/packages/c5/26/8208ef9ee7431032c143649a9967c3ae1aae4257d95e6f8519f07309aa66/ruff-0.9.6-py3-none-manylinux_2_17_s390x.manylinux2014_s390x.whl", hash = "sha256:589d1d9f25b5754ff230dce914a174a7c951a85a4e9270613a2b74231fdac2f5", size = 14592374 },
|
||||
{ url = "https://files.pythonhosted.org/packages/31/70/e917781e55ff39c5b5208bda384fd397ffd76605e68544d71a7e40944945/ruff-0.9.6-py3-none-manylinux_2_17_x86_64.manylinux2014_x86_64.whl", hash = "sha256:dc61dd5131742e21103fbbdcad683a8813be0e3c204472d520d9a5021ca8b217", size = 12500173 },
|
||||
{ url = "https://files.pythonhosted.org/packages/84/f5/e4ddee07660f5a9622a9c2b639afd8f3104988dc4f6ba0b73ffacffa9a8c/ruff-0.9.6-py3-none-musllinux_1_2_aarch64.whl", hash = "sha256:5e2d9126161d0357e5c8f30b0bd6168d2c3872372f14481136d13de9937f79b6", size = 11906555 },
|
||||
{ url = "https://files.pythonhosted.org/packages/f1/2b/6ff2fe383667075eef8656b9892e73dd9b119b5e3add51298628b87f6429/ruff-0.9.6-py3-none-musllinux_1_2_armv7l.whl", hash = "sha256:68660eab1a8e65babb5229a1f97b46e3120923757a68b5413d8561f8a85d4897", size = 11538958 },
|
||||
{ url = "https://files.pythonhosted.org/packages/3c/db/98e59e90de45d1eb46649151c10a062d5707b5b7f76f64eb1e29edf6ebb1/ruff-0.9.6-py3-none-musllinux_1_2_i686.whl", hash = "sha256:c4cae6c4cc7b9b4017c71114115db0445b00a16de3bcde0946273e8392856f08", size = 12117247 },
|
||||
{ url = "https://files.pythonhosted.org/packages/ec/bc/54e38f6d219013a9204a5a2015c09e7a8c36cedcd50a4b01ac69a550b9d9/ruff-0.9.6-py3-none-musllinux_1_2_x86_64.whl", hash = "sha256:19f505b643228b417c1111a2a536424ddde0db4ef9023b9e04a46ed8a1cb4656", size = 12554647 },
|
||||
{ url = "https://files.pythonhosted.org/packages/a5/7d/7b461ab0e2404293c0627125bb70ac642c2e8d55bf590f6fce85f508f1b2/ruff-0.9.6-py3-none-win32.whl", hash = "sha256:194d8402bceef1b31164909540a597e0d913c0e4952015a5b40e28c146121b5d", size = 9949214 },
|
||||
{ url = "https://files.pythonhosted.org/packages/ee/30/c3cee10f915ed75a5c29c1e57311282d1a15855551a64795c1b2bbe5cf37/ruff-0.9.6-py3-none-win_amd64.whl", hash = "sha256:03482d5c09d90d4ee3f40d97578423698ad895c87314c4de39ed2af945633caa", size = 10999914 },
|
||||
{ url = "https://files.pythonhosted.org/packages/e8/a8/d71f44b93e3aa86ae232af1f2126ca7b95c0f515ec135462b3e1f351441c/ruff-0.9.6-py3-none-win_arm64.whl", hash = "sha256:0e2bb706a2be7ddfea4a4af918562fdc1bcb16df255e5fa595bbd800ce322a5a", size = 10177499 },
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "shellingham"
|
||||
version = "1.5.4"
|
||||
|
@ -1215,7 +1188,7 @@ source = { git = "https://github.com/pikers/tomlkit.git?branch=piker_pin#8e0239a
|
|||
[[package]]
|
||||
name = "tractor"
|
||||
version = "0.1.0a6.dev0"
|
||||
source = { editable = "../tractor" }
|
||||
source = { directory = "../tractor" }
|
||||
dependencies = [
|
||||
{ name = "colorlog" },
|
||||
{ name = "msgspec" },
|
||||
|
|
Loading…
Reference in New Issue