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234
README.rst
234
README.rst
|
@ -1,161 +1,162 @@
|
|||
piker
|
||||
-----
|
||||
trading gear for hackers
|
||||
trading gear for hackers.
|
||||
|
||||
|gh_actions|
|
||||
|
||||
.. |gh_actions| image:: https://img.shields.io/endpoint.svg?url=https%3A%2F%2Factions-badge.atrox.dev%2Fpikers%2Fpiker%2Fbadge&style=popout-square
|
||||
:target: https://actions-badge.atrox.dev/piker/pikers/goto
|
||||
|
||||
``piker`` is a broker agnostic, next-gen FOSS toolset and runtime for
|
||||
real-time computational trading targeted at `hardcore Linux users
|
||||
<comp_trader>`_ .
|
||||
``piker`` is a broker agnostic, next-gen FOSS toolset for real-time
|
||||
computational trading targeted at `hardcore Linux users <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_
|
||||
- uv_ for packaging and distribution
|
||||
- trio_ & tractor_ for our distributed `structured concurrency`_ runtime
|
||||
- Qt_ for pristine low latency UIs
|
||||
- pyqtgraph_ (which we've extended) for real-time charting and graphics
|
||||
- ``polars`` ``numpy`` and ``numba`` for redic `fast numerics`_
|
||||
- `apache arrow and parquet`_ for time-series storage
|
||||
- trio_ & tractor_ for our distributed, multi-core, real-time streaming
|
||||
`structured concurrency`_ runtime B)
|
||||
- Qt_ for pristine high performance UIs
|
||||
- pyqtgraph_ for real-time charting
|
||||
- ``polars`` ``numpy`` and ``numba`` for `fast numerics`_
|
||||
- `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,
|
||||
|
||||
- (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/
|
||||
.. |travis| image:: https://img.shields.io/travis/pikers/piker/master.svg
|
||||
:target: https://travis-ci.org/pikers/piker
|
||||
.. _trio: https://github.com/python-trio/trio
|
||||
.. _tractor: https://github.com/goodboy/tractor
|
||||
.. _structured concurrency: https://trio.discourse.group/
|
||||
.. _marketstore: https://github.com/alpacahq/marketstore
|
||||
.. _techtonicdb: https://github.com/0b01/tectonicdb
|
||||
.. _Qt: https://www.qt.io/
|
||||
.. _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/
|
||||
.. _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:
|
||||
****************
|
||||
fitting with these tenets, we're always open to new
|
||||
framework/lib/service interop suggestions and ideas!
|
||||
focus and features:
|
||||
*******************
|
||||
- 100% federated: your code, your hardware, your data feeds, your broker fills.
|
||||
- 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**:
|
||||
your code, your hardware, your data feeds, your broker fills.
|
||||
fitting with these tenets, we're always open to new framework suggestions and ideas.
|
||||
|
||||
- **zero web**:
|
||||
low latency as a prime objective, native UIs and modern IPC
|
||||
protocols without trying to re-invent the "OS-as-an-app"..
|
||||
|
||||
- **maximal privacy**:
|
||||
prevent brokers and mms from knowing your planz; smack their
|
||||
spreads with dark volume from a VPN tunnel.
|
||||
|
||||
- **zero clutter**:
|
||||
modal, context oriented UIs that echew minimalism, reduce thought
|
||||
noise and encourage un-emotion.
|
||||
|
||||
- **first class parallelism**:
|
||||
built from the ground up on a next-gen structured concurrency
|
||||
supervision sys.
|
||||
|
||||
- **traders first**:
|
||||
broker/exchange/venue/asset-class/money-sys agnostic
|
||||
|
||||
- **systems grounded**:
|
||||
real-time financial signal processing (fsp) that will make any
|
||||
queuing or DSP eng juice their shorts.
|
||||
|
||||
- **non-tina UX**:
|
||||
sleek, powerful keyboard driven interaction with expected use in
|
||||
tiling wms (or maybe even a DDE).
|
||||
|
||||
- **data collab at scale**:
|
||||
every actor-process and protocol is multi-host aware.
|
||||
|
||||
- **fight club ready**:
|
||||
zero interest in adoption by suits; no corporate friendly license,
|
||||
ever.
|
||||
|
||||
building the hottest looking, fastest, most reliable, keyboard
|
||||
friendly FOSS trading platform is the dream; join the cause.
|
||||
building the best looking, most reliable, keyboard friendly trading
|
||||
platform is the dream; join the cause.
|
||||
|
||||
|
||||
a sane install with `uv`
|
||||
************************
|
||||
bc why install with `python` when you can faster with `rust` ::
|
||||
sane install with `poetry`
|
||||
**************************
|
||||
TODO!
|
||||
|
||||
uv lock
|
||||
|
||||
rigorous install on ``nixos`` using ``poetry2nix``
|
||||
**************************************************
|
||||
TODO!
|
||||
|
||||
|
||||
hacky install on nixos
|
||||
**********************
|
||||
``NixOS`` is our core devs' distro of choice for which we offer
|
||||
`NixOS` is our core devs' distro of choice for which we offer
|
||||
a stringently defined development shell envoirment that can be loaded with::
|
||||
|
||||
nix-shell default.nix
|
||||
nix-shell develop.nix
|
||||
|
||||
this will setup the required python environment to run piker, make sure to
|
||||
run::
|
||||
|
||||
pip install -r requirements.txt -e .
|
||||
|
||||
once after loading the shell
|
||||
|
||||
|
||||
start a chart
|
||||
*************
|
||||
run a realtime OHLCV chart stand-alone::
|
||||
install wild-west style via `pip`
|
||||
*********************************
|
||||
``piker`` is currently under heavy pre-alpha development and as such
|
||||
should be cloned from this repo and hacked on directly.
|
||||
|
||||
piker -l info chart btcusdt.spot.binance xmrusdt.spot.kraken
|
||||
for a development install::
|
||||
|
||||
this runs a chart UI (with 1m sampled OHLCV) and shows 2 spot markets from 2 diff cexes
|
||||
overlayed on the same graph. Use of `piker` without first starting
|
||||
a daemon (`pikerd` - see below) means there is an implicit spawning of the
|
||||
multi-actor-runtime (implemented as a `tractor` app).
|
||||
|
||||
For additional subsystem feats available through our chart UI see the
|
||||
various sub-readmes:
|
||||
|
||||
- order control using a mouse-n-keyboard UX B)
|
||||
- cross venue market-pair (what most call "symbol") search, select, overlay Bo
|
||||
- financial-signal-processing (`piker.fsp`) write-n-reload to sub-chart BO
|
||||
- src-asset derivatives scan for anal, like the infamous "max pain" XO
|
||||
git clone git@github.com:pikers/piker.git
|
||||
cd piker
|
||||
virtualenv env
|
||||
source ./env/bin/activate
|
||||
pip install -r requirements.txt -e .
|
||||
|
||||
|
||||
spawn a daemon standalone
|
||||
*************************
|
||||
we call the root actor-process the ``pikerd``. it can be (and is
|
||||
recommended normally to be) started separately from the ``piker
|
||||
chart`` program::
|
||||
check out our charts
|
||||
********************
|
||||
bet you weren't expecting this from the foss::
|
||||
|
||||
piker -l info -b kraken -b binance chart btcusdt.binance --pdb
|
||||
|
||||
|
||||
this runs the main chart (currently with 1m sampled OHLC) in in debug
|
||||
mode and you can practice paper trading using the following
|
||||
micro-manual:
|
||||
|
||||
``order_mode`` (
|
||||
edge triggered activation by any of the following keys,
|
||||
``mouse-click`` on y-level to submit at that price
|
||||
):
|
||||
|
||||
- ``f``/ ``ctl-f`` to stage buy
|
||||
- ``d``/ ``ctl-d`` to stage sell
|
||||
- ``a`` to stage alert
|
||||
|
||||
|
||||
``search_mode`` (
|
||||
``ctl-l`` or ``ctl-space`` to open,
|
||||
``ctl-c`` or ``ctl-space`` to close
|
||||
) :
|
||||
|
||||
- begin typing to have symbol search automatically lookup
|
||||
symbols from all loaded backend (broker) providers
|
||||
- arrow keys and mouse click to navigate selection
|
||||
- vi-like ``ctl-[hjkl]`` for navigation
|
||||
|
||||
|
||||
you can also configure your position allocation limits from the
|
||||
sidepane.
|
||||
|
||||
|
||||
run in distributed mode
|
||||
***********************
|
||||
start the service manager and data feed daemon in the background and
|
||||
connect to it::
|
||||
|
||||
pikerd -l info --pdb
|
||||
|
||||
the daemon does nothing until a ``piker``-client (like ``piker
|
||||
chart``) connects and requests some particular sub-system. for
|
||||
a connecting chart ``pikerd`` will spawn and manage at least,
|
||||
|
||||
- a data-feed daemon: ``datad`` which does all the work of comms with
|
||||
the backend provider (in this case the ``binance`` cex).
|
||||
- a paper-trading engine instance, ``paperboi.binance``, (if no live
|
||||
account has been configured) which allows for auto/manual order
|
||||
control against the live quote stream.
|
||||
connect your chart::
|
||||
|
||||
*using* an actor-service (aka micro-daemon) manager which dynamically
|
||||
supervises various sub-subsystems-as-services throughout the ``piker``
|
||||
runtime-stack.
|
||||
piker -l info -b kraken -b binance chart xmrusdt.binance --pdb
|
||||
|
||||
now you can (implicitly) connect your chart::
|
||||
|
||||
piker chart btcusdt.spot.binance
|
||||
|
||||
since ``pikerd`` was started separately you can now enjoy a persistent
|
||||
real-time data stream tied to the daemon-tree's lifetime. i.e. the next
|
||||
time you spawn a chart it will obviously not only load much faster
|
||||
(since the underlying ``datad.binance`` is left running with its
|
||||
in-memory IPC data structures) but also the data-feed and any order
|
||||
mgmt states should be persistent until you finally cancel ``pikerd``.
|
||||
enjoy persistent real-time data feeds tied to daemon lifetime. the next
|
||||
time you spawn a chart it will load much faster since the data feed has
|
||||
been cached and is now always running live in the background until you
|
||||
kill ``pikerd``.
|
||||
|
||||
|
||||
if anyone asks you what this project is about
|
||||
*********************************************
|
||||
you don't talk about it; just use it.
|
||||
you don't talk about it.
|
||||
|
||||
|
||||
how do i get involved?
|
||||
|
@ -165,15 +166,6 @@ enter the matrix.
|
|||
|
||||
how come there ain't that many docs
|
||||
***********************************
|
||||
i mean we want/need them but building the core right has been higher
|
||||
prio then marketting (and likely will stay that way Bp).
|
||||
|
||||
soo, suck it up bc,
|
||||
|
||||
- no one is trying to sell you on anything
|
||||
- learning the code base is prolly way more valuable
|
||||
- the UI/UXs are intended to be "intuitive" for any hacker..
|
||||
|
||||
we obviously need tonz help so if you want to start somewhere and
|
||||
can't necessarily write "advanced" concurrent python/rust code, this
|
||||
helping document literally anything might be the place for you!
|
||||
suck it up, learn the code; no one is trying to sell you on anything.
|
||||
also, we need lotsa help so if you want to start somewhere and can't
|
||||
necessarily write serious code, this might be the place for you!
|
||||
|
|
|
@ -23,6 +23,7 @@ from __future__ import annotations
|
|||
from contextlib import (
|
||||
asynccontextmanager as acm,
|
||||
)
|
||||
from functools import partial
|
||||
from types import ModuleType
|
||||
from typing import (
|
||||
TYPE_CHECKING,
|
||||
|
@ -190,14 +191,17 @@ def broker_init(
|
|||
|
||||
|
||||
async def spawn_brokerd(
|
||||
|
||||
brokername: str,
|
||||
loglevel: str | None = None,
|
||||
|
||||
**tractor_kwargs,
|
||||
|
||||
) -> bool:
|
||||
'''
|
||||
Spawn a `brokerd.<backendname>` subactor service daemon
|
||||
using `pikerd`'s service mngr.
|
||||
|
||||
'''
|
||||
from piker.service._util import log # use service mngr log
|
||||
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
|
||||
# actor nursery
|
||||
from piker.service import Services
|
||||
|
||||
dname: str = tractor_kwargs.pop('name') # f'brokerd.{brokername}'
|
||||
portal = await Services.actor_n.start_actor(
|
||||
dname,
|
||||
enable_modules=_data_mods + tractor_kwargs.pop('enable_modules'),
|
||||
debug_mode=Services.debug_mode,
|
||||
**tractor_kwargs
|
||||
from piker.service import (
|
||||
get_service_mngr,
|
||||
ServiceMngr,
|
||||
)
|
||||
|
||||
# NOTE: the service mngr expects an already spawned actor + its
|
||||
# portal ref in order to do non-blocking setup of brokerd
|
||||
# service nursery.
|
||||
await Services.start_service_task(
|
||||
dname,
|
||||
portal,
|
||||
|
||||
dname: str = tractor_kwargs.pop('name') # f'brokerd.{brokername}'
|
||||
mngr: ServiceMngr = get_service_mngr()
|
||||
ctx: tractor.Context = await mngr.start_service(
|
||||
daemon_name=dname,
|
||||
ctx_ep=partial(
|
||||
# signature of target root-task endpoint
|
||||
daemon_fixture_ep,
|
||||
|
||||
# passed to daemon_fixture_ep(**kwargs)
|
||||
brokername=brokername,
|
||||
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
|
||||
|
||||
|
@ -262,8 +274,7 @@ async def maybe_spawn_brokerd(
|
|||
from piker.service import maybe_spawn_daemon
|
||||
|
||||
async with maybe_spawn_daemon(
|
||||
|
||||
f'brokerd.{brokername}',
|
||||
service_name=f'brokerd.{brokername}',
|
||||
service_task_target=spawn_brokerd,
|
||||
spawn_args={
|
||||
'brokername': brokername,
|
||||
|
|
|
@ -42,6 +42,7 @@ from trio_typing import TaskStatus
|
|||
from pendulum import (
|
||||
from_timestamp,
|
||||
)
|
||||
from rapidfuzz import process as fuzzy
|
||||
import numpy as np
|
||||
import tractor
|
||||
|
||||
|
@ -110,7 +111,6 @@ class AggTrade(Struct, frozen=True):
|
|||
|
||||
async def stream_messages(
|
||||
ws: NoBsWs,
|
||||
|
||||
) -> AsyncGenerator[NoBsWs, dict]:
|
||||
|
||||
# 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
|
||||
async def open_history_client(
|
||||
mkt: MktPair,
|
||||
|
@ -465,8 +463,6 @@ async def stream_quotes(
|
|||
):
|
||||
init_msgs: list[FeedInit] = []
|
||||
for sym in symbols:
|
||||
mkt: MktPair
|
||||
pair: Pair
|
||||
mkt, pair = await get_mkt_info(sym)
|
||||
|
||||
# build out init msgs according to latest spec
|
||||
|
@ -515,6 +511,7 @@ async def stream_quotes(
|
|||
|
||||
# start streaming
|
||||
async for typ, quote in msg_gen:
|
||||
|
||||
# period = time.time() - last
|
||||
# hz = 1/period if period else float('inf')
|
||||
# if hz > 60:
|
||||
|
@ -550,7 +547,7 @@ async def open_symbol_search(
|
|||
)
|
||||
|
||||
# repack in fqme-keyed table
|
||||
byfqme: dict[str, Pair] = {}
|
||||
byfqme: dict[start, Pair] = {}
|
||||
for pair in pairs.values():
|
||||
byfqme[pair.bs_fqme] = pair
|
||||
|
||||
|
|
|
@ -181,6 +181,7 @@ class FutesPair(Pair):
|
|||
quoteAsset: str # 'USDT',
|
||||
quotePrecision: int # 8,
|
||||
requiredMarginPercent: float # '5.0000',
|
||||
settlePlan: int # 0,
|
||||
timeInForce: list[str] # ['GTC', 'IOC', 'FOK', 'GTX'],
|
||||
triggerProtect: float # '0.0500',
|
||||
underlyingSubType: list[str] # ['PoW'],
|
||||
|
|
|
@ -1250,12 +1250,6 @@ async def load_aio_clients(
|
|||
|
||||
for i in range(connect_retries):
|
||||
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(
|
||||
host,
|
||||
port,
|
||||
|
@ -1373,9 +1367,7 @@ async def load_clients_for_trio(
|
|||
a ``tractor.to_asyncio.open_channel_from()``.
|
||||
|
||||
'''
|
||||
async with load_aio_clients(
|
||||
disconnect_on_exit=False,
|
||||
) as accts2clients:
|
||||
async with load_aio_clients() as accts2clients:
|
||||
|
||||
to_trio.send_nowait(accts2clients)
|
||||
|
||||
|
|
|
@ -62,7 +62,7 @@ from piker._cacheables import (
|
|||
)
|
||||
from piker.log import get_logger
|
||||
from piker.data.validate import FeedInit
|
||||
from piker.types import Struct # NOTE, this is already a `tractor.msg.Struct`
|
||||
from piker.types import Struct
|
||||
from piker.data import (
|
||||
def_iohlcv_fields,
|
||||
match_from_pairs,
|
||||
|
@ -98,18 +98,9 @@ class KucoinMktPair(Struct, frozen=True):
|
|||
def size_tick(self) -> Decimal:
|
||||
return Decimal(str(self.quoteMinSize))
|
||||
|
||||
callauctionFirstStageStartTime: None|float
|
||||
callauctionIsEnabled: bool
|
||||
callauctionPriceCeiling: float|None
|
||||
callauctionPriceFloor: float|None
|
||||
callauctionSecondStageStartTime: float|None
|
||||
callauctionThirdStageStartTime: float|None
|
||||
|
||||
enableTrading: bool
|
||||
feeCategory: int
|
||||
feeCurrency: str
|
||||
isMarginEnabled: bool
|
||||
makerFeeCoefficient: float
|
||||
market: str
|
||||
minFunds: float
|
||||
name: str
|
||||
|
@ -119,10 +110,7 @@ class KucoinMktPair(Struct, frozen=True):
|
|||
quoteIncrement: float
|
||||
quoteMaxSize: float
|
||||
quoteMinSize: float
|
||||
st: bool
|
||||
symbol: str # our bs_mktid, kucoin's internal id
|
||||
takerFeeCoefficient: float
|
||||
tradingStartTime: float|None
|
||||
|
||||
|
||||
class AccountTrade(Struct, frozen=True):
|
||||
|
@ -404,13 +392,7 @@ class Client:
|
|||
pairs: dict[str, KucoinMktPair] = {}
|
||||
fqmes2mktids: bidict[str, str] = bidict()
|
||||
for item in entries:
|
||||
try:
|
||||
pair = pairs[item['name']] = KucoinMktPair(**item)
|
||||
except TypeError as te:
|
||||
raise TypeError(
|
||||
'`KucoinMktPair` and reponse fields do not match ??\n'
|
||||
f'{KucoinMktPair.fields_diff(item)}\n'
|
||||
) from te
|
||||
fqmes2mktids[
|
||||
item['name'].lower().replace('-', '')
|
||||
] = pair.name
|
||||
|
@ -611,7 +593,7 @@ async def get_client() -> AsyncGenerator[Client, None]:
|
|||
'''
|
||||
async with (
|
||||
httpx.AsyncClient(
|
||||
base_url='https://api.kucoin.com/api',
|
||||
base_url=f'https://api.kucoin.com/api',
|
||||
) as trio_client,
|
||||
):
|
||||
client = Client(httpx_client=trio_client)
|
||||
|
@ -655,7 +637,7 @@ async def open_ping_task(
|
|||
await trio.sleep((ping_interval - 1000) / 1000)
|
||||
await ws.send_msg({'id': connect_id, 'type': 'ping'})
|
||||
|
||||
log.warning('Starting ping task for kucoin ws connection')
|
||||
log.info('Starting ping task for kucoin ws connection')
|
||||
n.start_soon(ping_server)
|
||||
|
||||
yield
|
||||
|
@ -667,14 +649,9 @@ async def open_ping_task(
|
|||
async def get_mkt_info(
|
||||
fqme: str,
|
||||
|
||||
) -> tuple[
|
||||
MktPair,
|
||||
KucoinMktPair,
|
||||
]:
|
||||
) -> tuple[MktPair, KucoinMktPair]:
|
||||
'''
|
||||
Query for and return both a `piker.accounting.MktPair` and
|
||||
`KucoinMktPair` from provided `fqme: str`
|
||||
(fully-qualified-market-endpoint).
|
||||
Query for and return a `MktPair` and `KucoinMktPair`.
|
||||
|
||||
'''
|
||||
async with open_cached_client('kucoin') as client:
|
||||
|
@ -749,8 +726,6 @@ async def stream_quotes(
|
|||
|
||||
log.info(f'Starting up quote stream(s) for {symbols}')
|
||||
for sym_str in symbols:
|
||||
mkt: MktPair
|
||||
pair: KucoinMktPair
|
||||
mkt, pair = await get_mkt_info(sym_str)
|
||||
init_msgs.append(
|
||||
FeedInit(mkt_info=mkt)
|
||||
|
@ -758,11 +733,7 @@ async def stream_quotes(
|
|||
|
||||
ws: NoBsWs
|
||||
token, ping_interval = await client._get_ws_token()
|
||||
log.info('API reported ping_interval: {ping_interval}\n')
|
||||
|
||||
connect_id: str = str(uuid4())
|
||||
typ: str
|
||||
quote: dict
|
||||
connect_id = str(uuid4())
|
||||
async with (
|
||||
open_autorecon_ws(
|
||||
(
|
||||
|
@ -776,37 +747,20 @@ async def stream_quotes(
|
|||
),
|
||||
) as ws,
|
||||
open_ping_task(ws, ping_interval, connect_id),
|
||||
aclosing(
|
||||
iter_normed_quotes(
|
||||
ws, sym_str
|
||||
)
|
||||
) as iter_quotes,
|
||||
aclosing(stream_messages(ws, sym_str)) as msg_gen,
|
||||
):
|
||||
typ, quote = await anext(iter_quotes)
|
||||
typ, quote = await anext(msg_gen)
|
||||
|
||||
while typ != 'trade':
|
||||
# take care to not unblock here until we get a real
|
||||
# trade quote?
|
||||
# ^TODO, remove this right?
|
||||
# -[ ] what often blocks chart boot/new-feed switching
|
||||
# since we'ere waiting for a live quote instead of just
|
||||
# loading history afap..
|
||||
# |_ XXX, not sure if we require a bit of rework to core
|
||||
# feed init logic or if backends justg gotta be
|
||||
# changed up.. feel like there was some causality
|
||||
# dilema prolly only seen with IB too..
|
||||
# while typ != 'trade':
|
||||
# typ, quote = await anext(iter_quotes)
|
||||
# trade quote
|
||||
typ, quote = await anext(msg_gen)
|
||||
|
||||
task_status.started((init_msgs, quote))
|
||||
feed_is_live.set()
|
||||
|
||||
# XXX NOTE, DO NOT include the `.<backend>` suffix!
|
||||
# OW the sampling loop will not broadcast correctly..
|
||||
# since `bus._subscribers.setdefault(bs_fqme, set())`
|
||||
# is used inside `.data.open_feed_bus()` !!!
|
||||
topic: str = mkt.bs_fqme
|
||||
async for typ, quote in iter_quotes:
|
||||
await send_chan.send({topic: quote})
|
||||
async for typ, msg in msg_gen:
|
||||
await send_chan.send({sym_str: msg})
|
||||
|
||||
|
||||
@acm
|
||||
|
@ -861,7 +815,7 @@ async def subscribe(
|
|||
)
|
||||
|
||||
|
||||
async def iter_normed_quotes(
|
||||
async def stream_messages(
|
||||
ws: NoBsWs,
|
||||
sym: str,
|
||||
|
||||
|
@ -892,9 +846,6 @@ async def iter_normed_quotes(
|
|||
|
||||
yield 'trade', {
|
||||
'symbol': sym,
|
||||
# TODO, is 'last' even used elsewhere/a-good
|
||||
# semantic? can't we just read the ticks with our
|
||||
# .data.ticktools.frame_ticks()`/
|
||||
'last': trade_data.price,
|
||||
'brokerd_ts': last_trade_ts,
|
||||
'ticks': [
|
||||
|
@ -987,7 +938,7 @@ async def open_history_client(
|
|||
if end_dt is None:
|
||||
inow = round(time.time())
|
||||
|
||||
log.debug(
|
||||
print(
|
||||
f'difference in time between load and processing'
|
||||
f'{inow - times[-1]}'
|
||||
)
|
||||
|
|
|
@ -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!
|
|
@ -335,7 +335,7 @@ def services(config, tl, ports):
|
|||
name='service_query',
|
||||
loglevel=config['loglevel'] if tl else None,
|
||||
),
|
||||
tractor.get_arbiter(
|
||||
tractor.get_registry(
|
||||
host=host,
|
||||
port=ports[0]
|
||||
) as portal
|
||||
|
|
|
@ -104,15 +104,14 @@ def get_app_dir(
|
|||
# `tractor`) with the testing dir and check for it whenever we
|
||||
# detect `pytest` is being used (which it isn't under normal
|
||||
# operation).
|
||||
# if "pytest" in sys.modules:
|
||||
# import tractor
|
||||
# actor = tractor.current_actor(err_on_no_runtime=False)
|
||||
# if actor: # runtime is up
|
||||
# rvs = tractor._state._runtime_vars
|
||||
# import pdbp; pdbp.set_trace()
|
||||
# testdirpath = Path(rvs['piker_vars']['piker_test_dir'])
|
||||
# assert testdirpath.exists(), 'piker test harness might be borked!?'
|
||||
# app_name = str(testdirpath)
|
||||
if "pytest" in sys.modules:
|
||||
import tractor
|
||||
actor = tractor.current_actor(err_on_no_runtime=False)
|
||||
if actor: # runtime is up
|
||||
rvs = tractor._state._runtime_vars
|
||||
testdirpath = Path(rvs['piker_vars']['piker_test_dir'])
|
||||
assert testdirpath.exists(), 'piker test harness might be borked!?'
|
||||
app_name = str(testdirpath)
|
||||
|
||||
if platform.system() == 'Windows':
|
||||
key = "APPDATA" if roaming else "LOCALAPPDATA"
|
||||
|
|
|
@ -25,6 +25,7 @@ from collections import (
|
|||
defaultdict,
|
||||
)
|
||||
from contextlib import asynccontextmanager as acm
|
||||
from functools import partial
|
||||
import time
|
||||
from typing import (
|
||||
Any,
|
||||
|
@ -42,7 +43,7 @@ from tractor.trionics import (
|
|||
maybe_open_nursery,
|
||||
)
|
||||
import trio
|
||||
from trio_typing import TaskStatus
|
||||
from trio import TaskStatus
|
||||
|
||||
from .ticktools import (
|
||||
frame_ticks,
|
||||
|
@ -70,6 +71,7 @@ if TYPE_CHECKING:
|
|||
_default_delay_s: float = 1.0
|
||||
|
||||
|
||||
# TODO: use new `tractor.singleton_acm` API for this!
|
||||
class Sampler:
|
||||
'''
|
||||
Global sampling engine registry.
|
||||
|
@ -79,9 +81,9 @@ class Sampler:
|
|||
|
||||
This non-instantiated type is meant to be a singleton within
|
||||
a `samplerd` actor-service spawned once by the user wishing to
|
||||
time-step-sample (real-time) quote feeds, see
|
||||
``.service.maybe_open_samplerd()`` and the below
|
||||
``register_with_sampler()``.
|
||||
time-step-sample a (real-time) quote feeds, see
|
||||
`.service.maybe_open_samplerd()` and the below
|
||||
`register_with_sampler()`.
|
||||
|
||||
'''
|
||||
service_nursery: None | trio.Nursery = None
|
||||
|
@ -375,7 +377,10 @@ async def register_with_sampler(
|
|||
assert Sampler.ohlcv_shms
|
||||
|
||||
# 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:
|
||||
try:
|
||||
|
@ -419,7 +424,6 @@ async def register_with_sampler(
|
|||
|
||||
|
||||
async def spawn_samplerd(
|
||||
|
||||
loglevel: str | None = None,
|
||||
**extra_tractor_kwargs
|
||||
|
||||
|
@ -429,7 +433,10 @@ async def spawn_samplerd(
|
|||
update and increment count write and stream broadcasting.
|
||||
|
||||
'''
|
||||
from piker.service import Services
|
||||
from piker.service import (
|
||||
get_service_mngr,
|
||||
ServiceMngr,
|
||||
)
|
||||
|
||||
dname = 'samplerd'
|
||||
log.info(f'Spawning `{dname}`')
|
||||
|
@ -437,26 +444,33 @@ async def spawn_samplerd(
|
|||
# singleton lock creation of ``samplerd`` since we only ever want
|
||||
# one daemon per ``pikerd`` proc tree.
|
||||
# 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(
|
||||
dname,
|
||||
# proxy-through to tractor
|
||||
enable_modules=[
|
||||
'piker.data._sampling',
|
||||
],
|
||||
loglevel=loglevel,
|
||||
debug_mode=Services.debug_mode, # set by pikerd flag
|
||||
**extra_tractor_kwargs
|
||||
)
|
||||
|
||||
await Services.start_service_task(
|
||||
dname,
|
||||
portal,
|
||||
register_with_sampler,
|
||||
period_s=1,
|
||||
sub_for_broadcasts=False,
|
||||
if not already_started:
|
||||
assert (
|
||||
ctx
|
||||
and
|
||||
ctx.portal
|
||||
and
|
||||
not ctx.cancel_called
|
||||
)
|
||||
return True
|
||||
|
||||
|
@ -889,6 +903,7 @@ async def uniform_rate_send(
|
|||
# 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.EndOfChannel,
|
||||
trio.ClosedResourceError,
|
||||
trio.BrokenResourceError,
|
||||
ConnectionResetError,
|
||||
|
|
|
@ -360,7 +360,7 @@ async def open_autorecon_ws(
|
|||
|
||||
'''
|
||||
JSONRPC response-request style machinery for transparent multiplexing
|
||||
of msgs over a `NoBsWs`.
|
||||
of msgs over a NoBsWs.
|
||||
|
||||
'''
|
||||
|
||||
|
@ -377,44 +377,23 @@ async def open_jsonrpc_session(
|
|||
url: str,
|
||||
start_id: int = 0,
|
||||
response_type: type = JSONRPCResult,
|
||||
msg_recv_timeout: float = float('inf'),
|
||||
# ^NOTE, since only `deribit` is using this jsonrpc stuff atm
|
||||
# and options mkts are generally "slow moving"..
|
||||
#
|
||||
# FURTHER if we break the underlying ws connection then since we
|
||||
# don't pass a `fixture` to the task that manages `NoBsWs`, i.e.
|
||||
# `_reconnect_forever()`, the jsonrpc "transport pipe" get's
|
||||
# broken and never restored with wtv init sequence is required to
|
||||
# re-establish a working req-resp session.
|
||||
|
||||
# request_type: Optional[type] = None,
|
||||
# request_hook: Optional[Callable] = None,
|
||||
# error_hook: Optional[Callable] = None,
|
||||
) -> Callable[[str, dict], dict]:
|
||||
'''
|
||||
Init a json-RPC-over-websocket connection to the provided `url`.
|
||||
|
||||
A `json_rpc: Callable[[str, dict], dict` is delivered to the
|
||||
caller for sending requests and a bg-`trio.Task` handles
|
||||
processing of response msgs including error reporting/raising in
|
||||
the parent/caller task.
|
||||
|
||||
'''
|
||||
# NOTE, store all request msgs so we can raise errors on the
|
||||
# caller side!
|
||||
req_msgs: dict[int, dict] = {}
|
||||
|
||||
async with (
|
||||
trio.open_nursery() as tn,
|
||||
open_autorecon_ws(
|
||||
url=url,
|
||||
msg_recv_timeout=msg_recv_timeout,
|
||||
) as ws
|
||||
trio.open_nursery() as n,
|
||||
open_autorecon_ws(url) as ws
|
||||
):
|
||||
rpc_id: Iterable[int] = count(start_id)
|
||||
rpc_results: dict[int, dict] = {}
|
||||
|
||||
async def json_rpc(
|
||||
method: str,
|
||||
params: dict,
|
||||
) -> dict:
|
||||
async def json_rpc(method: str, params: dict) -> dict:
|
||||
'''
|
||||
perform a json rpc call and wait for the result, raise exception in
|
||||
case of error field present on response
|
||||
|
@ -491,10 +470,15 @@ async def open_jsonrpc_session(
|
|||
'params': _,
|
||||
}:
|
||||
log.debug(f'Recieved\n{msg}')
|
||||
# if request_hook:
|
||||
# await request_hook(request_type(**msg))
|
||||
|
||||
case {
|
||||
'error': error
|
||||
}:
|
||||
# if error_hook:
|
||||
# await error_hook(response_type(**msg))
|
||||
|
||||
# retreive orig request msg, set error
|
||||
# response in original "result" msg,
|
||||
# THEN FINALLY set the event to signal caller
|
||||
|
@ -513,6 +497,6 @@ async def open_jsonrpc_session(
|
|||
case _:
|
||||
log.warning(f'Unhandled JSON-RPC msg!?\n{msg}')
|
||||
|
||||
tn.start_soon(recv_task)
|
||||
n.start_soon(recv_task)
|
||||
yield json_rpc
|
||||
tn.cancel_scope.cancel()
|
||||
n.cancel_scope.cancel()
|
||||
|
|
|
@ -30,7 +30,11 @@ Actor runtime primtives and (distributed) service APIs for,
|
|||
=> 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 (
|
||||
_tractor_kwargs as _tractor_kwargs,
|
||||
_default_reg_addr as _default_reg_addr,
|
||||
|
|
|
@ -21,7 +21,6 @@
|
|||
from __future__ import annotations
|
||||
import os
|
||||
from typing import (
|
||||
Optional,
|
||||
Any,
|
||||
ClassVar,
|
||||
)
|
||||
|
@ -30,13 +29,13 @@ from contextlib import (
|
|||
)
|
||||
|
||||
import tractor
|
||||
import trio
|
||||
|
||||
from ._util import (
|
||||
get_console_log,
|
||||
)
|
||||
from ._mngr import (
|
||||
Services,
|
||||
open_service_mngr,
|
||||
ServiceMngr,
|
||||
)
|
||||
from ._registry import ( # noqa
|
||||
_tractor_kwargs,
|
||||
|
@ -59,7 +58,7 @@ async def open_piker_runtime(
|
|||
registry_addrs: list[tuple[str, int]] = [],
|
||||
|
||||
enable_modules: list[str] = [],
|
||||
loglevel: Optional[str] = None,
|
||||
loglevel: str|None = None,
|
||||
|
||||
# XXX NOTE XXX: you should pretty much never want debug mode
|
||||
# for data daemons when running in production.
|
||||
|
@ -119,6 +118,10 @@ 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=debug_mode,
|
||||
|
||||
**tractor_kwargs,
|
||||
) as actor,
|
||||
|
||||
|
@ -167,12 +170,13 @@ async def open_pikerd(
|
|||
|
||||
**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
|
||||
alive underling services (see below).
|
||||
A root actor-nursery is created which can be used to spawn and
|
||||
supervise underling service sub-actors (see below).
|
||||
|
||||
'''
|
||||
# NOTE: for the root daemon we always enable the root
|
||||
|
@ -199,8 +203,6 @@ async def open_pikerd(
|
|||
root_actor,
|
||||
reg_addrs,
|
||||
),
|
||||
tractor.open_nursery() as actor_nursery,
|
||||
trio.open_nursery() as service_nursery,
|
||||
):
|
||||
for addr in reg_addrs:
|
||||
if addr not in root_actor.accept_addrs:
|
||||
|
@ -209,25 +211,17 @@ async def open_pikerd(
|
|||
'Maybe you have another daemon already running?'
|
||||
)
|
||||
|
||||
# assign globally for future daemon/task creation
|
||||
Services.actor_n = actor_nursery
|
||||
Services.service_n = service_nursery
|
||||
Services.debug_mode = debug_mode
|
||||
|
||||
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()
|
||||
mngr: ServiceMngr
|
||||
async with open_service_mngr(
|
||||
debug_mode=debug_mode,
|
||||
) as mngr:
|
||||
yield mngr
|
||||
|
||||
|
||||
# TODO: do we even need this?
|
||||
# @acm
|
||||
# async def maybe_open_runtime(
|
||||
# loglevel: Optional[str] = None,
|
||||
# loglevel: str|None = None,
|
||||
# **kwargs,
|
||||
|
||||
# ) -> None:
|
||||
|
@ -256,7 +250,7 @@ async def maybe_open_pikerd(
|
|||
loglevel: str | None = None,
|
||||
**kwargs,
|
||||
|
||||
) -> tractor._portal.Portal | ClassVar[Services]:
|
||||
) -> tractor._portal.Portal | ClassVar[ServiceMngr]:
|
||||
'''
|
||||
If no ``pikerd`` daemon-root-actor can be found start it and
|
||||
yield up (we should probably figure out returning a portal to self
|
||||
|
|
|
@ -49,7 +49,7 @@ from requests.exceptions import (
|
|||
ReadTimeout,
|
||||
)
|
||||
|
||||
from ._mngr import Services
|
||||
from ._mngr import ServiceMngr
|
||||
from ._util import (
|
||||
log, # sub-sys logger
|
||||
get_console_log,
|
||||
|
@ -453,7 +453,7 @@ async def open_ahabd(
|
|||
|
||||
@acm
|
||||
async def start_ahab_service(
|
||||
services: Services,
|
||||
services: ServiceMngr,
|
||||
service_name: str,
|
||||
|
||||
# endpoint config passed as **kwargs
|
||||
|
@ -549,7 +549,8 @@ async def start_ahab_service(
|
|||
log.warning('Failed to cancel root permsed container')
|
||||
|
||||
except (
|
||||
trio.MultiError,
|
||||
# trio.MultiError,
|
||||
ExceptionGroup,
|
||||
) as err:
|
||||
for subexc in err.exceptions:
|
||||
if isinstance(subexc, PermissionError):
|
||||
|
|
|
@ -26,14 +26,17 @@ from typing import (
|
|||
from contextlib import (
|
||||
asynccontextmanager as acm,
|
||||
)
|
||||
from collections import defaultdict
|
||||
|
||||
import tractor
|
||||
import trio
|
||||
|
||||
from ._util import (
|
||||
log, # sub-sys logger
|
||||
)
|
||||
from ._mngr import (
|
||||
Services,
|
||||
get_service_mngr,
|
||||
ServiceMngr,
|
||||
)
|
||||
from ._actor_runtime import maybe_open_pikerd
|
||||
from ._registry import find_service
|
||||
|
@ -41,15 +44,14 @@ from ._registry import find_service
|
|||
|
||||
@acm
|
||||
async def maybe_spawn_daemon(
|
||||
|
||||
service_name: str,
|
||||
service_task_target: Callable,
|
||||
|
||||
spawn_args: dict[str, Any],
|
||||
|
||||
loglevel: str | None = None,
|
||||
singleton: bool = False,
|
||||
|
||||
_locks = defaultdict(trio.Lock),
|
||||
**pikerd_kwargs,
|
||||
|
||||
) -> tractor.Portal:
|
||||
|
@ -67,7 +69,7 @@ async def maybe_spawn_daemon(
|
|||
'''
|
||||
# serialize access to this section to avoid
|
||||
# 2 or more tasks racing to create a daemon
|
||||
lock = Services.locks[service_name]
|
||||
lock = _locks[service_name]
|
||||
await lock.acquire()
|
||||
|
||||
async with find_service(
|
||||
|
@ -132,7 +134,65 @@ async def maybe_spawn_daemon(
|
|||
async with tractor.wait_for_actor(service_name) as portal:
|
||||
lock.release()
|
||||
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(
|
||||
|
@ -147,21 +207,22 @@ async def spawn_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',
|
||||
enable_modules=[
|
||||
'piker.clearing._ems',
|
||||
'piker.clearing._client',
|
||||
],
|
||||
loglevel=loglevel,
|
||||
debug_mode=Services.debug_mode, # set by pikerd flag
|
||||
debug_mode=smngr.debug_mode, # set by pikerd flag
|
||||
**extra_tractor_kwargs
|
||||
)
|
||||
|
||||
# non-blocking setup of clearing service
|
||||
from ..clearing._ems import _setup_persistent_emsd
|
||||
|
||||
await Services.start_service_task(
|
||||
await smngr.start_service_task(
|
||||
'emsd',
|
||||
portal,
|
||||
|
||||
|
|
|
@ -18,16 +18,29 @@
|
|||
daemon-service management API.
|
||||
|
||||
"""
|
||||
from __future__ import annotations
|
||||
from contextlib import (
|
||||
asynccontextmanager as acm,
|
||||
# contextmanager as cm,
|
||||
)
|
||||
from collections import defaultdict
|
||||
from dataclasses import (
|
||||
dataclass,
|
||||
field,
|
||||
)
|
||||
import functools
|
||||
import inspect
|
||||
from typing import (
|
||||
Callable,
|
||||
Any,
|
||||
)
|
||||
|
||||
import trio
|
||||
from trio_typing import TaskStatus
|
||||
import msgspec
|
||||
import tractor
|
||||
import trio
|
||||
from trio import TaskStatus
|
||||
from tractor import (
|
||||
ActorNursery,
|
||||
current_actor,
|
||||
ContextCancelled,
|
||||
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:
|
||||
# - factor this into a ``tractor.highlevel`` extension # pack for the
|
||||
# library.
|
||||
|
@ -46,31 +183,46 @@ from ._util import (
|
|||
# to the pikerd actor for starting services remotely!
|
||||
# - prolly rename this to ActorServicesNursery since it spawns
|
||||
# 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
|
||||
debug_mode: bool # tractor sub-actor debug mode flag
|
||||
debug_mode: bool = False # tractor sub-actor debug mode flag
|
||||
|
||||
service_tasks: dict[
|
||||
str,
|
||||
tuple[
|
||||
trio.CancelScope,
|
||||
Context,
|
||||
Portal,
|
||||
trio.Event,
|
||||
]
|
||||
] = {}
|
||||
locks = defaultdict(trio.Lock)
|
||||
] = field(default_factory=dict)
|
||||
|
||||
# internal per-service task mutexs
|
||||
_locks = defaultdict(trio.Lock)
|
||||
|
||||
@classmethod
|
||||
async def start_service_task(
|
||||
self,
|
||||
name: str,
|
||||
portal: Portal,
|
||||
|
||||
# TODO: typevar for the return type of the target and then
|
||||
# use it below for `ctx_res`?
|
||||
target: Callable,
|
||||
|
||||
allow_overruns: bool = False,
|
||||
**ctx_kwargs,
|
||||
|
||||
) -> (trio.CancelScope, Context):
|
||||
) -> (trio.CancelScope, Context, Any):
|
||||
'''
|
||||
Open a context in a service sub-actor, add to a stack
|
||||
that gets unwound at ``pikerd`` teardown.
|
||||
|
@ -83,6 +235,7 @@ class Services:
|
|||
task_status: TaskStatus[
|
||||
tuple[
|
||||
trio.CancelScope,
|
||||
Context,
|
||||
trio.Event,
|
||||
Any,
|
||||
]
|
||||
|
@ -90,64 +243,87 @@ class Services:
|
|||
|
||||
) -> Any:
|
||||
|
||||
# TODO: use the ctx._scope directly here instead?
|
||||
# -[ ] actually what semantics do we expect for this
|
||||
# usage!?
|
||||
with trio.CancelScope() as cs:
|
||||
|
||||
try:
|
||||
async with portal.open_context(
|
||||
target,
|
||||
allow_overruns=allow_overruns,
|
||||
**ctx_kwargs,
|
||||
|
||||
) as (ctx, first):
|
||||
) as (ctx, started):
|
||||
|
||||
# unblock once the remote context has started
|
||||
complete = trio.Event()
|
||||
task_status.started((cs, complete, first))
|
||||
task_status.started((
|
||||
cs,
|
||||
ctx,
|
||||
complete,
|
||||
started,
|
||||
))
|
||||
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
|
||||
# and any final portal result from the
|
||||
# sub-actor.
|
||||
ctx_res: Any = await ctx.result()
|
||||
ctx_res: Any = await ctx.wait_for_result()
|
||||
|
||||
# NOTE: blocks indefinitely until cancelled
|
||||
# either by error from the target context
|
||||
# function or by being cancelled here by the
|
||||
# surrounding cancel scope.
|
||||
return (await portal.result(), ctx_res)
|
||||
return (
|
||||
await portal.wait_for_result(),
|
||||
ctx_res,
|
||||
)
|
||||
|
||||
except ContextCancelled as ctxe:
|
||||
canceller: tuple[str, str] = ctxe.canceller
|
||||
our_uid: tuple[str, str] = current_actor().uid
|
||||
if (
|
||||
canceller != portal.channel.uid
|
||||
canceller != portal.chan.uid
|
||||
and
|
||||
canceller != our_uid
|
||||
):
|
||||
log.cancel(
|
||||
f'Actor-service {name} was remotely cancelled?\n'
|
||||
f'remote canceller: {canceller}\n'
|
||||
f'Keeping {our_uid} alive, ignoring sub-actor cancel..\n'
|
||||
f'Actor-service `{name}` was remotely cancelled by a peer?\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:
|
||||
raise
|
||||
|
||||
|
||||
|
||||
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()
|
||||
complete.set()
|
||||
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
|
||||
# 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(
|
||||
self,
|
||||
name: str,
|
||||
|
@ -158,8 +334,80 @@ class Services:
|
|||
|
||||
'''
|
||||
log.info(f'Cancelling `pikerd` service {name}')
|
||||
cs, portal, complete = self.service_tasks[name]
|
||||
cs.cancel()
|
||||
cs, sub_ctx, portal, complete = self.service_tasks[name]
|
||||
|
||||
# cs.cancel()
|
||||
await sub_ctx.cancel()
|
||||
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?'
|
||||
)
|
||||
|
||||
# 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)
|
||||
|
|
|
@ -21,11 +21,13 @@ from typing import (
|
|||
TYPE_CHECKING,
|
||||
)
|
||||
|
||||
# TODO: oof, needs to be changed to `httpx`!
|
||||
import asks
|
||||
|
||||
if TYPE_CHECKING:
|
||||
import docker
|
||||
from ._ahab import DockerContainer
|
||||
from . import ServiceMngr
|
||||
|
||||
from ._util import log # sub-sys logger
|
||||
from ._util import (
|
||||
|
@ -127,7 +129,7 @@ def start_elasticsearch(
|
|||
|
||||
@acm
|
||||
async def start_ahab_daemon(
|
||||
service_mngr: Services,
|
||||
service_mngr: ServiceMngr,
|
||||
user_config: dict | None = None,
|
||||
loglevel: str | None = None,
|
||||
|
||||
|
|
|
@ -53,7 +53,7 @@ import pendulum
|
|||
# import purerpc
|
||||
|
||||
from ..data.feed import maybe_open_feed
|
||||
from . import Services
|
||||
from . import ServiceMngr
|
||||
from ._util import (
|
||||
log, # sub-sys logger
|
||||
get_console_log,
|
||||
|
@ -233,7 +233,7 @@ def start_marketstore(
|
|||
|
||||
@acm
|
||||
async def start_ahab_daemon(
|
||||
service_mngr: Services,
|
||||
service_mngr: ServiceMngr,
|
||||
user_config: dict | None = None,
|
||||
loglevel: str | None = None,
|
||||
|
||||
|
|
|
@ -386,8 +386,6 @@ def ldshm(
|
|||
open_annot_ctl() as actl,
|
||||
):
|
||||
shm_df: pl.DataFrame | None = None
|
||||
tf2aids: dict[float, dict] = {}
|
||||
|
||||
for (
|
||||
shmfile,
|
||||
shm,
|
||||
|
@ -528,17 +526,16 @@ def ldshm(
|
|||
new_df,
|
||||
step_gaps,
|
||||
)
|
||||
|
||||
# last chance manual overwrites in REPL
|
||||
# await tractor.pause()
|
||||
await tractor.pause()
|
||||
assert aids
|
||||
tf2aids[period_s] = aids
|
||||
|
||||
else:
|
||||
# allow interaction even when no ts problems.
|
||||
assert not diff
|
||||
|
||||
await tractor.pause()
|
||||
log.info('Exiting TSP shm anal-izer!')
|
||||
# assert not diff
|
||||
|
||||
|
||||
if shm_df is None:
|
||||
log.error(
|
||||
|
|
|
@ -161,13 +161,7 @@ class NativeStorageClient:
|
|||
|
||||
def index_files(self):
|
||||
for path in self._datadir.iterdir():
|
||||
if (
|
||||
path.is_dir()
|
||||
or
|
||||
'.parquet' not in str(path)
|
||||
# or
|
||||
# path.name in {'borked', 'expired',}
|
||||
):
|
||||
if path.name in {'borked', 'expired',}:
|
||||
continue
|
||||
|
||||
key: str = path.name.rstrip('.parquet')
|
||||
|
|
|
@ -44,10 +44,8 @@ import trio
|
|||
from trio_typing import TaskStatus
|
||||
import tractor
|
||||
from pendulum import (
|
||||
Interval,
|
||||
DateTime,
|
||||
Duration,
|
||||
duration as mk_duration,
|
||||
from_timestamp,
|
||||
)
|
||||
import numpy as np
|
||||
|
@ -216,8 +214,7 @@ async def maybe_fill_null_segments(
|
|||
# pair, immediately stop backfilling?
|
||||
if (
|
||||
start_dt
|
||||
and
|
||||
end_dt < start_dt
|
||||
and end_dt < start_dt
|
||||
):
|
||||
await tractor.pause()
|
||||
break
|
||||
|
@ -265,7 +262,6 @@ async def maybe_fill_null_segments(
|
|||
except tractor.ContextCancelled:
|
||||
# log.exception
|
||||
await tractor.pause()
|
||||
raise
|
||||
|
||||
null_segs_detected.set()
|
||||
# RECHECK for more null-gaps
|
||||
|
@ -353,7 +349,7 @@ async def maybe_fill_null_segments(
|
|||
|
||||
async def start_backfill(
|
||||
get_hist,
|
||||
def_frame_duration: Duration,
|
||||
frame_types: dict[str, Duration] | None,
|
||||
mod: ModuleType,
|
||||
mkt: MktPair,
|
||||
shm: ShmArray,
|
||||
|
@ -383,23 +379,22 @@ async def start_backfill(
|
|||
update_start_on_prepend: bool = False
|
||||
if backfill_until_dt is None:
|
||||
|
||||
# TODO: per-provider default history-durations?
|
||||
# -[ ] inside the `open_history_client()` config allow
|
||||
# declaring the history duration limits instead of
|
||||
# guessing and/or applying the same limits to all?
|
||||
#
|
||||
# -[ ] allow declaring (default) per-provider backfill
|
||||
# limits inside a [storage] sub-section in conf.toml?
|
||||
#
|
||||
# NOTE, when no tsdb "last datum" is provided, we just
|
||||
# load some near-term history by presuming a "decently
|
||||
# large" 60s duration limit and a much shorter 1s range.
|
||||
# TODO: drop this right and just expose the backfill
|
||||
# limits inside a [storage] section in conf.toml?
|
||||
# when no tsdb "last datum" is provided, we just load
|
||||
# some near-term history.
|
||||
# periods = {
|
||||
# 1: {'days': 1},
|
||||
# 60: {'days': 14},
|
||||
# }
|
||||
|
||||
# do a decently sized backfill and load it into storage.
|
||||
periods = {
|
||||
1: {'days': 2},
|
||||
60: {'years': 6},
|
||||
}
|
||||
period_duration: int = periods[timeframe]
|
||||
update_start_on_prepend: bool = True
|
||||
update_start_on_prepend = True
|
||||
|
||||
# NOTE: manually set the "latest" datetime which we intend to
|
||||
# backfill history "until" so as to adhere to the history
|
||||
|
@ -421,6 +416,7 @@ async def start_backfill(
|
|||
f'backfill_until_dt: {backfill_until_dt}\n'
|
||||
f'last_start_dt: {last_start_dt}\n'
|
||||
)
|
||||
|
||||
try:
|
||||
(
|
||||
array,
|
||||
|
@ -430,58 +426,37 @@ async def start_backfill(
|
|||
timeframe,
|
||||
end_dt=last_start_dt,
|
||||
)
|
||||
|
||||
except NoData as _daterr:
|
||||
orig_last_start_dt: datetime = last_start_dt
|
||||
gap_report: str = (
|
||||
f'EMPTY FRAME for `end_dt: {last_start_dt}`?\n'
|
||||
f'{mod.name} -> tf@fqme: {timeframe}@{mkt.fqme}\n'
|
||||
f'last_start_dt: {orig_last_start_dt}\n\n'
|
||||
f'bf_until: {backfill_until_dt}\n'
|
||||
# 3 cases:
|
||||
# - frame in the middle of a legit venue gap
|
||||
# - history actually began at the `last_start_dt`
|
||||
# - some other unknown error (ib blocking the
|
||||
# history bc they don't want you seeing how they
|
||||
# cucked all the tinas..)
|
||||
if dur := frame_types.get(timeframe):
|
||||
# decrement by a frame's worth of duration and
|
||||
# retry a few times.
|
||||
last_start_dt.subtract(
|
||||
seconds=dur.total_seconds()
|
||||
)
|
||||
# EMPTY FRAME signal with 3 (likely) causes:
|
||||
#
|
||||
# 1. range contains legit gap in venue history
|
||||
# 2. history actually (edge case) **began** at the
|
||||
# value `last_start_dt`
|
||||
# 3. some other unknown error (ib blocking the
|
||||
# history-query bc they don't want you seeing how
|
||||
# they cucked all the tinas.. like with options
|
||||
# hist)
|
||||
#
|
||||
if def_frame_duration:
|
||||
# decrement by a duration's (frame) worth of time
|
||||
# as maybe indicated by the backend to see if we
|
||||
# can get older data before this possible
|
||||
# "history gap".
|
||||
last_start_dt: datetime = last_start_dt.subtract(
|
||||
seconds=def_frame_duration.total_seconds()
|
||||
log.warning(
|
||||
f'{mod.name} -> EMPTY FRAME for end_dt?\n'
|
||||
f'tf@fqme: {timeframe}@{mkt.fqme}\n'
|
||||
'bf_until <- last_start_dt:\n'
|
||||
f'{backfill_until_dt} <- {last_start_dt}\n'
|
||||
f'Decrementing `end_dt` by {dur} and retry..\n'
|
||||
)
|
||||
gap_report += (
|
||||
f'Decrementing `end_dt` and retrying with,\n'
|
||||
f'def_frame_duration: {def_frame_duration}\n'
|
||||
f'(new) last_start_dt: {last_start_dt}\n'
|
||||
)
|
||||
log.warning(gap_report)
|
||||
# skip writing to shm/tsdb and try the next
|
||||
# duration's worth of prior history.
|
||||
continue
|
||||
|
||||
else:
|
||||
# await tractor.pause()
|
||||
raise DataUnavailable(gap_report)
|
||||
|
||||
# broker says there never was or is no more history to pull
|
||||
except DataUnavailable as due:
|
||||
message: str = due.args[0]
|
||||
except DataUnavailable:
|
||||
log.warning(
|
||||
f'Provider {mod.name!r} halted backfill due to,\n\n'
|
||||
|
||||
f'{message}\n'
|
||||
|
||||
f'fqme: {mkt.fqme}\n'
|
||||
f'timeframe: {timeframe}\n'
|
||||
f'last_start_dt: {last_start_dt}\n'
|
||||
f'bf_until: {backfill_until_dt}\n'
|
||||
f'NO-MORE-DATA in range?\n'
|
||||
f'`{mod.name}` halted history:\n'
|
||||
f'tf@fqme: {timeframe}@{mkt.fqme}\n'
|
||||
'bf_until <- last_start_dt:\n'
|
||||
f'{backfill_until_dt} <- {last_start_dt}\n'
|
||||
)
|
||||
# UGH: what's a better way?
|
||||
# TODO: backends are responsible for being correct on
|
||||
|
@ -490,54 +465,34 @@ async def start_backfill(
|
|||
# to halt the request loop until the condition is
|
||||
# resolved or should the backend be entirely in
|
||||
# charge of solving such faults? yes, right?
|
||||
# if timeframe > 1:
|
||||
# await tractor.pause()
|
||||
return
|
||||
|
||||
time: np.ndarray = array['time']
|
||||
assert (
|
||||
time[0]
|
||||
array['time'][0]
|
||||
==
|
||||
next_start_dt.timestamp()
|
||||
)
|
||||
|
||||
assert time[-1] == next_end_dt.timestamp()
|
||||
|
||||
expected_dur: Interval = last_start_dt - next_start_dt
|
||||
diff = last_start_dt - next_start_dt
|
||||
frame_time_diff_s = diff.seconds
|
||||
|
||||
# frame's worth of sample-period-steps, in seconds
|
||||
frame_size_s: float = len(array) * timeframe
|
||||
recv_frame_dur: Duration = (
|
||||
from_timestamp(array[-1]['time'])
|
||||
-
|
||||
from_timestamp(array[0]['time'])
|
||||
)
|
||||
if (
|
||||
(lt_frame := (recv_frame_dur < expected_dur))
|
||||
or
|
||||
(null_frame := (frame_size_s == 0))
|
||||
# ^XXX, should NEVER hit now!
|
||||
):
|
||||
expected_frame_size_s: float = frame_size_s + timeframe
|
||||
if frame_time_diff_s > expected_frame_size_s:
|
||||
|
||||
# XXX: query result includes a start point prior to our
|
||||
# expected "frame size" and thus is likely some kind of
|
||||
# history gap (eg. market closed period, outage, etc.)
|
||||
# so just report it to console for now.
|
||||
if lt_frame:
|
||||
reason = 'Possible GAP (or first-datum)'
|
||||
else:
|
||||
assert null_frame
|
||||
reason = 'NULL-FRAME'
|
||||
|
||||
missing_dur: Interval = expected_dur.end - recv_frame_dur.end
|
||||
log.warning(
|
||||
f'{timeframe}s-series {reason} detected!\n'
|
||||
f'fqme: {mkt.fqme}\n'
|
||||
f'last_start_dt: {last_start_dt}\n\n'
|
||||
f'recv interval: {recv_frame_dur}\n'
|
||||
f'expected interval: {expected_dur}\n\n'
|
||||
|
||||
f'Missing duration of history of {missing_dur.in_words()!r}\n'
|
||||
f'{missing_dur}\n'
|
||||
'GAP DETECTED:\n'
|
||||
f'last_start_dt: {last_start_dt}\n'
|
||||
f'diff: {diff}\n'
|
||||
f'frame_time_diff_s: {frame_time_diff_s}\n'
|
||||
)
|
||||
# await tractor.pause()
|
||||
|
||||
to_push = diff_history(
|
||||
array,
|
||||
|
@ -612,27 +567,23 @@ async def start_backfill(
|
|||
# long-term storage.
|
||||
if (
|
||||
storage is not None
|
||||
and
|
||||
write_tsdb
|
||||
and write_tsdb
|
||||
):
|
||||
log.info(
|
||||
f'Writing {ln} frame to storage:\n'
|
||||
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)
|
||||
#
|
||||
# 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 {
|
||||
'crypto',
|
||||
'crypto_currency',
|
||||
'fiat', # a "forex pair"
|
||||
'perpetual_future', # stupid "perps" from cex land
|
||||
}:
|
||||
# for now, our table key schema is not including
|
||||
# the dst[/src] source asset token.
|
||||
col_sym_key: str = mkt.get_fqme(
|
||||
delim_char='',
|
||||
without_src=True,
|
||||
|
@ -737,7 +688,7 @@ async def back_load_from_tsdb(
|
|||
last_tsdb_dt
|
||||
and latest_start_dt
|
||||
):
|
||||
backfilled_size_s: Duration = (
|
||||
backfilled_size_s = (
|
||||
latest_start_dt - last_tsdb_dt
|
||||
).seconds
|
||||
# if the shm buffer len is not large enough to contain
|
||||
|
@ -960,8 +911,6 @@ async def tsdb_backfill(
|
|||
f'{pformat(config)}\n'
|
||||
)
|
||||
|
||||
# concurrently load the provider's most-recent-frame AND any
|
||||
# pre-existing tsdb history already saved in `piker` storage.
|
||||
dt_eps: list[DateTime, DateTime] = []
|
||||
async with trio.open_nursery() as tn:
|
||||
tn.start_soon(
|
||||
|
@ -972,6 +921,7 @@ async def tsdb_backfill(
|
|||
timeframe,
|
||||
config,
|
||||
)
|
||||
|
||||
tsdb_entry: tuple = await load_tsdb_hist(
|
||||
storage,
|
||||
mkt,
|
||||
|
@ -1000,25 +950,6 @@ async def tsdb_backfill(
|
|||
mr_end_dt,
|
||||
) = dt_eps
|
||||
|
||||
first_frame_dur_s: Duration = (mr_end_dt - mr_start_dt).seconds
|
||||
calced_frame_size: Duration = mk_duration(
|
||||
seconds=first_frame_dur_s,
|
||||
)
|
||||
# NOTE, attempt to use the backend declared default frame
|
||||
# sizing (as allowed by their time-series query APIs) and
|
||||
# if not provided try to construct a default from the
|
||||
# first frame received above.
|
||||
def_frame_durs: dict[
|
||||
int,
|
||||
Duration,
|
||||
]|None = config.get('frame_types', None)
|
||||
if def_frame_durs:
|
||||
def_frame_size: Duration = def_frame_durs[timeframe]
|
||||
assert def_frame_size == calced_frame_size
|
||||
else:
|
||||
# use what we calced from first frame above.
|
||||
def_frame_size = calced_frame_size
|
||||
|
||||
# NOTE: when there's no offline data, there's 2 cases:
|
||||
# - data backend doesn't support timeframe/sample
|
||||
# period (in which case `dt_eps` should be `None` and
|
||||
|
@ -1049,7 +980,7 @@ async def tsdb_backfill(
|
|||
partial(
|
||||
start_backfill,
|
||||
get_hist=get_hist,
|
||||
def_frame_duration=def_frame_size,
|
||||
frame_types=config.get('frame_types', None),
|
||||
mod=mod,
|
||||
mkt=mkt,
|
||||
shm=shm,
|
||||
|
|
|
@ -616,18 +616,6 @@ def detect_price_gaps(
|
|||
# ])
|
||||
...
|
||||
|
||||
# TODO: probably just use the null_segs impl above?
|
||||
def detect_vlm_gaps(
|
||||
df: pl.DataFrame,
|
||||
col: str = 'volume',
|
||||
|
||||
) -> pl.DataFrame:
|
||||
|
||||
vnull: pl.DataFrame = w_dts.filter(
|
||||
pl.col(col) == 0
|
||||
)
|
||||
return vnull
|
||||
|
||||
|
||||
def dedupe(
|
||||
src_df: pl.DataFrame,
|
||||
|
@ -638,6 +626,7 @@ def dedupe(
|
|||
|
||||
) -> tuple[
|
||||
pl.DataFrame, # with dts
|
||||
pl.DataFrame, # gaps
|
||||
pl.DataFrame, # with deduplicated dts (aka gap/repeat removal)
|
||||
int, # len diff between input and deduped
|
||||
]:
|
||||
|
@ -650,22 +639,19 @@ def dedupe(
|
|||
'''
|
||||
wdts: pl.DataFrame = with_dts(src_df)
|
||||
|
||||
deduped = wdts
|
||||
|
||||
# remove duplicated datetime samples/sections
|
||||
deduped: pl.DataFrame = wdts.unique(
|
||||
# subset=['dt'],
|
||||
subset=['time'],
|
||||
maintain_order=True,
|
||||
)
|
||||
|
||||
# maybe sort on any time field
|
||||
if sort:
|
||||
deduped = deduped.sort(by='time')
|
||||
wdts = wdts.sort(by='time')
|
||||
# TODO: detect out-of-order segments which were corrected!
|
||||
# -[ ] report in log msg
|
||||
# -[ ] possibly return segment sections which were moved?
|
||||
|
||||
# remove duplicated datetime samples/sections
|
||||
deduped: pl.DataFrame = wdts.unique(
|
||||
subset=['dt'],
|
||||
maintain_order=True,
|
||||
)
|
||||
|
||||
diff: int = (
|
||||
wdts.height
|
||||
-
|
||||
|
|
|
@ -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]
|
||||
|
@ -130,4 +144,4 @@ pyqtgraph = { git = "https://github.com/pikers/pyqtgraph.git" }
|
|||
asyncvnc = { git = "https://github.com/pikers/asyncvnc.git", branch = "main" }
|
||||
tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" }
|
||||
msgspec = { git = "https://github.com/jcrist/msgspec.git" }
|
||||
tractor = { path = "../tractor", editable = true }
|
||||
tractor = { path = "../tractor" }
|
||||
|
|
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"
|
|
@ -10,7 +10,7 @@ from piker import (
|
|||
config,
|
||||
)
|
||||
from piker.service import (
|
||||
Services,
|
||||
get_service_mngr,
|
||||
)
|
||||
from piker.log import get_console_log
|
||||
|
||||
|
@ -129,7 +129,7 @@ async def _open_test_pikerd(
|
|||
) as service_manager,
|
||||
):
|
||||
# this proc/actor is the pikerd
|
||||
assert service_manager is Services
|
||||
assert service_manager is get_service_mngr()
|
||||
|
||||
async with tractor.wait_for_actor(
|
||||
'pikerd',
|
||||
|
|
|
@ -26,7 +26,7 @@ import pytest
|
|||
import tractor
|
||||
from uuid import uuid4
|
||||
|
||||
from piker.service import Services
|
||||
from piker.service import ServiceMngr
|
||||
from piker.log import get_logger
|
||||
from piker.clearing._messages import (
|
||||
Order,
|
||||
|
@ -158,7 +158,7 @@ def load_and_check_pos(
|
|||
|
||||
|
||||
def test_ems_err_on_bad_broker(
|
||||
open_test_pikerd: Services,
|
||||
open_test_pikerd: ServiceMngr,
|
||||
loglevel: str,
|
||||
):
|
||||
async def load_bad_fqme():
|
||||
|
|
|
@ -15,7 +15,7 @@ import tractor
|
|||
|
||||
from piker.service import (
|
||||
find_service,
|
||||
Services,
|
||||
ServiceMngr,
|
||||
)
|
||||
from piker.data import (
|
||||
open_feed,
|
||||
|
@ -44,7 +44,7 @@ def test_runtime_boot(
|
|||
async def main():
|
||||
port = 6666
|
||||
daemon_addr = ('127.0.0.1', port)
|
||||
services: Services
|
||||
services: ServiceMngr
|
||||
|
||||
async with (
|
||||
open_test_pikerd(
|
||||
|
|
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 },
|
||||
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]
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||||
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||||
[[package]]
|
||||
name = "shellingham"
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||||
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" }
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||||
dependencies = [
|
||||
{ name = "colorlog" },
|
||||
{ name = "msgspec" },
|
||||
|
|
Loading…
Reference in New Issue