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Author SHA1 Message Date
goodboy 5e371f1d73 Merge pull request 'jsonrpc_err_in_rent' (#41) from jsonrpc_err_in_rent into gitea_feats
Reviewed-on: #41
2025-02-21 21:21:02 +00:00
goodboy 6c221bb348 Merge pull request 'tsp_gaps: fixes for fault-less OHLCV time-series loads' (#35) from tsp_gaps into gitea_feats
Reviewed-on: #35
2025-02-21 20:46:37 +00:00
Tyler Goodlet e391c896f8 Mk jsronrpc's underlying ws timeout `float('inf')`
Since currently we're only using this IPC subsys for `deribit`, and
generally speaking we're primarly supporting options markets (which are
fairly "slow moving"), flip to a default of NOT resetting the `NoBsWs`
on timeout since doing so normally breaks the jsron-rpc IPC session.
Without a proper `fixture` passed to `open_autorecon_ws()` (which we
should eventually implement!!) relying on a timeout-to-reset more or
less will just cause breakage issues - a proper reconnect sequence must
be implemented before using that feature.

Deats,
- expose and proxy through the `msg_recv_timeout` from
  `open_jsonrpc_session()` into the underlying `open_autorecon_ws()`
  call.
2025-02-19 17:05:13 -05:00
Tyler Goodlet 5633f5614d Doc-n-clean `.data._web_bs.open_jsonrpc_session()`
Add a doc-string reflecting recent refinements, drop all the old hook
params, rename `n: trio.Nursery` -> `tn` for "task nursery" fitting with
code base's naming style.
2025-02-19 17:05:13 -05:00
Tyler Goodlet 76735189de data._web_bs: try to raise jsonrpc errors in parent task 2025-02-19 17:05:13 -05:00
Tyler Goodlet d49608f74e Refine history gap/termination signalling
Namely handling backends which do not provide a default "frame
size-duration" in their init-config by making the backfiller guess the
value based on the first frame received.

Deats,
- adjust `start_backfill()` to take a more explicit
  `def_frame_duration: Duration` expected to be unpacked from any
  backend hist init-config by the `tsdb_backfill()` caller which now
  also computes a value from the first received frame when the config
  section isn't provided.
- in `start_backfill()` we now always expect the `def_frame_duration`
  input and always decrement the query range by this value whenever
  a `NoData` is raised by the provider-backend paired with an explicit
  `log.warning()` about the handling.
- also relay any `DataUnavailable.args[0]` message from the provider
  in the handler.
- repair "gap reporting" which checks for expected frame duration vs.
  that received with much better humanized logging on the missing
  segment using `pendulum.Interval/Duration.in_words()` output.
2025-02-19 17:01:24 -05:00
Tyler Goodlet bf0ac93aa3 Only use `frame_types` if delivered during enter
The `open_history_client()` provider endpoint can *optionally*
deliver a `frame_types: dict[int, pendulum.Duration]` subsection in its
`config: dict[str, dict]` (as was implemented with the `ib` backend).
This allows the `tsp` backfilling machinery to use this "recommended
frame duration" to subtract from the `last_start_dt` any time a `NoData`
gap is signalled by the `get_hist()` call allowing gaps to be ignored
safely without missing history by knowing the next earliest dt we can
query from using the `end_dt`. However, currently all crypto$ providers
haven't implemented this feat yet..

As such only try to use the `frame_types` feature if provided when
handling `NoData` conditions inside `tsp.start_backfill()` and otherwise
raise as normal.
2025-02-19 17:01:24 -05:00
Tyler Goodlet d7179d47b0 `.tsp._anal`: add (unused) `detect_vlm_gaps()` 2025-02-19 17:01:24 -05:00
Tyler Goodlet c390e87536 `.storage.cli`: collect gap-markup-aids into `tf2aids: dict` prior to pause for introspection 2025-02-19 17:01:24 -05:00
Tyler Goodlet 5e4a6d61c7 Ignore any non-`.parquet` files under `.config/piker/nativedb/` subdir 2025-02-19 17:01:24 -05:00
Tyler Goodlet 3caaa30b03 Mask no-data pause, add perps to no-`/src`-in-fqme asset set
Was orig for debugging an issue with `kucoin` i think but definitely
shouldn't be left in XD

Also add `'perpetual_future'` to the `.start_backfill()` input literal
set since we don't expect the 'btc/usd.perp.binance' for now.
2025-02-19 17:01:24 -05:00
goodboy 1e3942fdc2 Merge pull request 'Add `ruff` to deps, bump `uv.lock`' (#32) from add_ruff_linter into gitea_feats
Reviewed-on: #32
2025-02-17 19:55:32 +00:00
Nelson Torres 49ea380503 Add new `ruff.toml` config file
Based on the default provided in their
[docs](https://docs.astral.sh/ruff/configuration/) and migrating
previous config from the prior `poetry`-verion of our `pyproject.toml`
2025-02-17 14:48:10 -05:00
Tyler Goodlet 933f169938 Add/reorg back some content from `poetry` old config 2025-02-14 13:47:02 -05:00
Nelson Torres 51337052a4 Remove legacy `poetry` config content from pyproject.toml 2025-02-14 15:01:29 -03:00
Tyler Goodlet 8abe55dcc6 Add `ruff` to deps, bump `uv.lock`
Such that we start encouraging devs to lint code they touch and
hopefully we include a pass as part of our tests/CI eventually B)

Also, mk local `tractor` install `--editable` since without it being
a locally hackable repo it's kinda pointless to install from the local
fs Xp
2025-02-13 21:20:11 -05:00
goodboy c933f2ad56 Merge pull request 'kucoin_and_binance_fix' (#9) from kucoin_and_binance_fix into gitea_feats
Reviewed-on: #9
2025-02-13 19:40:50 +00:00
Tyler Goodlet 00108010c9 Mask `pytest` detection block in `piker.config`
Seems to be some kinda super weird env bug since we moved to using
`uv`? When it triggers it also seems to cause a pretty fundamental crash
that not only breaks `tractor.devx._debug` stuff but also seems to get
us in a perma-hang state where no SIGINT or other sys sig will be able
to kill the root proc!?!?

TODO, a `gitea` issue to track so we can fix the fundamental problem as
well as transitive fault in `tractor`'s core which seems to be due to
the error taking place during a sub-actor's module import phase which
prevents the runtime from booting fully and then the proc getting stuck
in a real gnarly SIG-state..
2025-02-13 13:32:11 -05:00
Tyler Goodlet 8a4901c517 `.binance.feed`: moar type fixes, drop `rapidfuzz` 2025-02-13 12:35:41 -05:00
Tyler Goodlet d7f6a5ab63 Update to latest `KucoinMktPair` spec 2025-02-12 18:08:40 -05:00
Tyler Goodlet e0fdabf651 Use `../tractor` srcs in editable mode? 2025-02-12 15:14:30 -05:00
Tyler Goodlet cb88dfc9da `kucoin`: repair live quotes streaming..
This must have broke at some point during the new `MktPair` and thus
`.fqme: str` updates; mas-o-menos the symbol key in the quote-msg-`dict`
was NOT set to the `MktPair.bs_fqme: str` value and thus wasn't being
processed by the downstream sampling and feed subsys.

So fix that as well as a few other refinements,
- set the `topic: mkt.bs_fqme` in quote msgs obvi.
- drop the "wait for first clearing vlm" quote poll loop; going to fix
  the sampler to handle a `first_quote` without a `'last'` key.
- add some typing around calls to `get_mkt_info()`.
- rename `stream_messages()` -> `iter_normed_quotes()`.
2025-02-12 15:05:22 -05:00
Nelson Torres bb41dd6d18 Deleted settlePlan field from binance FutesPair. 2025-02-12 15:05:22 -05:00
Nelson Torres 99e90129ad Added missing fields for kucoin.
feeCategory, makerFeeCoefficient, takerFeeCoefficient and st.
2025-02-12 15:05:22 -05:00
Tyler Goodlet cceb7a37b9 Lel, forgot to add a `SPOT` venue for `binance`.. 2025-02-12 15:05:22 -05:00
goodboy 5382815b2d Merge pull request 'uv migration and default.nix for qt6' (#17) from uv_migration into gitea_feats
Reviewed-on: #17
2025-02-12 20:04:02 +00:00
Tyler Goodlet cb1ba8a05f Further root readme bump, factor `.clearing` content
In line with our move to `uv` and recent `nix` support update a bunch of
the summary content and factor out the order-control section to a new
`.piker.clearing` readme file with embedded todos therein.
2025-02-12 15:01:51 -05:00
Nelson Torres 6c65ec4d3b Readme update:
- uv replace poetry
- update nix-shell command
2025-02-12 13:05:25 -03:00
Nelson Torres 12e371b027 uv migration 2025-02-12 11:19:34 -03:00
goodboy 014bd58db4 Merge pull request 'go_httpx' (#2) from go_httpx into gitea_feats
Landed-in: #2
2025-02-12 13:01:19 +00:00
16 changed files with 2326 additions and 366 deletions

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@ -1,162 +1,161 @@
piker piker
----- -----
trading gear for hackers. trading gear for hackers
|gh_actions| |gh_actions|
.. |gh_actions| image:: https://img.shields.io/endpoint.svg?url=https%3A%2F%2Factions-badge.atrox.dev%2Fpikers%2Fpiker%2Fbadge&style=popout-square .. |gh_actions| image:: https://img.shields.io/endpoint.svg?url=https%3A%2F%2Factions-badge.atrox.dev%2Fpikers%2Fpiker%2Fbadge&style=popout-square
:target: https://actions-badge.atrox.dev/piker/pikers/goto :target: https://actions-badge.atrox.dev/piker/pikers/goto
``piker`` is a broker agnostic, next-gen FOSS toolset for real-time ``piker`` is a broker agnostic, next-gen FOSS toolset and runtime for
computational trading targeted at `hardcore Linux users <comp_trader>`_ . real-time computational trading targeted at `hardcore Linux users
<comp_trader>`_ .
we use as much bleeding edge tech as possible including (but not limited to): we use much bleeding edge tech including (but not limited to):
- latest python for glue_ - latest python for glue_
- trio_ & tractor_ for our distributed, multi-core, real-time streaming - uv_ for packaging and distribution
`structured concurrency`_ runtime B) - trio_ & tractor_ for our distributed `structured concurrency`_ runtime
- Qt_ for pristine high performance UIs - Qt_ for pristine low latency UIs
- pyqtgraph_ for real-time charting - pyqtgraph_ (which we've extended) for real-time charting and graphics
- ``polars`` ``numpy`` and ``numba`` for `fast numerics`_ - ``polars`` ``numpy`` and ``numba`` for redic `fast numerics`_
- `apache arrow and parquet`_ for time series history management - `apache arrow and parquet`_ for time-series storage
persistence and sharing
- (prototyped) techtonicdb_ for L2 book storage
.. |travis| image:: https://img.shields.io/travis/pikers/piker/master.svg potential projects we might integrate with soon,
:target: https://travis-ci.org/pikers/piker
- (already prototyped in ) techtonicdb_ for L2 book storage
.. _comp_trader: https://jfaleiro.wordpress.com/2019/10/09/computational-trader/
.. _glue: https://numpy.org/doc/stable/user/c-info.python-as-glue.html#using-python-as-glue
.. _uv: https://docs.astral.sh/uv/
.. _trio: https://github.com/python-trio/trio .. _trio: https://github.com/python-trio/trio
.. _tractor: https://github.com/goodboy/tractor .. _tractor: https://github.com/goodboy/tractor
.. _structured concurrency: https://trio.discourse.group/ .. _structured concurrency: https://trio.discourse.group/
.. _marketstore: https://github.com/alpacahq/marketstore
.. _techtonicdb: https://github.com/0b01/tectonicdb
.. _Qt: https://www.qt.io/ .. _Qt: https://www.qt.io/
.. _pyqtgraph: https://github.com/pyqtgraph/pyqtgraph .. _pyqtgraph: https://github.com/pyqtgraph/pyqtgraph
.. _glue: https://numpy.org/doc/stable/user/c-info.python-as-glue.html#using-python-as-glue
.. _apache arrow and parquet: https://arrow.apache.org/faq/ .. _apache arrow and parquet: https://arrow.apache.org/faq/
.. _fast numerics: https://zerowithdot.com/python-numpy-and-pandas-performance/ .. _fast numerics: https://zerowithdot.com/python-numpy-and-pandas-performance/
.. _comp_trader: https://jfaleiro.wordpress.com/2019/10/09/computational-trader/ .. _techtonicdb: https://github.com/0b01/tectonicdb
focus and features: focus and feats:
******************* ****************
- 100% federated: your code, your hardware, your data feeds, your broker fills. fitting with these tenets, we're always open to new
- zero web: low latency, native software that doesn't try to re-invent the OS framework/lib/service interop suggestions and ideas!
- 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.
fitting with these tenets, we're always open to new framework suggestions and ideas. - **100% federated**:
your code, your hardware, your data feeds, your broker fills.
building the best looking, most reliable, keyboard friendly trading - **zero web**:
platform is the dream; join the cause. 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.
sane install with `poetry` a sane install with `uv`
************************** ************************
TODO! bc why install with `python` when you can faster with `rust` ::
uv lock
rigorous install on ``nixos`` using ``poetry2nix``
**************************************************
TODO!
hacky install on nixos hacky install on nixos
********************** **********************
`NixOS` is our core devs' distro of choice for which we offer ``NixOS`` is our core devs' distro of choice for which we offer
a stringently defined development shell envoirment that can be loaded with:: a stringently defined development shell envoirment that can be loaded with::
nix-shell develop.nix nix-shell default.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
install wild-west style via `pip` start a chart
********************************* *************
``piker`` is currently under heavy pre-alpha development and as such run a realtime OHLCV chart stand-alone::
should be cloned from this repo and hacked on directly.
for a development install:: piker -l info chart btcusdt.spot.binance xmrusdt.spot.kraken
git clone git@github.com:pikers/piker.git this runs a chart UI (with 1m sampled OHLCV) and shows 2 spot markets from 2 diff cexes
cd piker overlayed on the same graph. Use of `piker` without first starting
virtualenv env a daemon (`pikerd` - see below) means there is an implicit spawning of the
source ./env/bin/activate multi-actor-runtime (implemented as a `tractor` app).
pip install -r requirements.txt -e .
For additional subsystem feats available through our chart UI see the
various sub-readmes:
- order control using a mouse-n-keyboard UX B)
- cross venue market-pair (what most call "symbol") search, select, overlay Bo
- financial-signal-processing (`piker.fsp`) write-n-reload to sub-chart BO
- src-asset derivatives scan for anal, like the infamous "max pain" XO
check out our charts spawn a daemon standalone
******************** *************************
bet you weren't expecting this from the foss:: we call the root actor-process the ``pikerd``. it can be (and is
recommended normally to be) started separately from the ``piker
piker -l info -b kraken -b binance chart btcusdt.binance --pdb chart`` program::
this runs the main chart (currently with 1m sampled OHLC) in in debug
mode and you can practice paper trading using the following
micro-manual:
``order_mode`` (
edge triggered activation by any of the following keys,
``mouse-click`` on y-level to submit at that price
):
- ``f``/ ``ctl-f`` to stage buy
- ``d``/ ``ctl-d`` to stage sell
- ``a`` to stage alert
``search_mode`` (
``ctl-l`` or ``ctl-space`` to open,
``ctl-c`` or ``ctl-space`` to close
) :
- begin typing to have symbol search automatically lookup
symbols from all loaded backend (broker) providers
- arrow keys and mouse click to navigate selection
- vi-like ``ctl-[hjkl]`` for navigation
you can also configure your position allocation limits from the
sidepane.
run in distributed mode
***********************
start the service manager and data feed daemon in the background and
connect to it::
pikerd -l info --pdb pikerd -l info --pdb
the daemon does nothing until a ``piker``-client (like ``piker
chart``) connects and requests some particular sub-system. for
a connecting chart ``pikerd`` will spawn and manage at least,
connect your chart:: - 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.
piker -l info -b kraken -b binance chart xmrusdt.binance --pdb *using* an actor-service (aka micro-daemon) manager which dynamically
supervises various sub-subsystems-as-services throughout the ``piker``
runtime-stack.
now you can (implicitly) connect your chart::
enjoy persistent real-time data feeds tied to daemon lifetime. the next piker chart btcusdt.spot.binance
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 since ``pikerd`` was started separately you can now enjoy a persistent
kill ``pikerd``. 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``.
if anyone asks you what this project is about if anyone asks you what this project is about
********************************************* *********************************************
you don't talk about it. you don't talk about it; just use it.
how do i get involved? how do i get involved?
@ -166,6 +165,15 @@ enter the matrix.
how come there ain't that many docs how come there ain't that many docs
*********************************** ***********************************
suck it up, learn the code; no one is trying to sell you on anything. i mean we want/need them but building the core right has been higher
also, we need lotsa help so if you want to start somewhere and can't prio then marketting (and likely will stay that way Bp).
necessarily write serious code, this might be the place for you!
soo, suck it up bc,
- no one is trying to sell you on anything
- learning the code base is prolly way more valuable
- the UI/UXs are intended to be "intuitive" for any hacker..
we obviously need tonz help so if you want to start somewhere and
can't necessarily write "advanced" concurrent python/rust code, this
helping document literally anything might be the place for you!

134
default.nix 100644
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@ -0,0 +1,134 @@
with (import <nixpkgs> {});
let
glibStorePath = lib.getLib glib;
zlibStorePath = lib.getLib zlib;
zstdStorePath = lib.getLib zstd;
dbusStorePath = lib.getLib dbus;
libGLStorePath = lib.getLib libGL;
freetypeStorePath = lib.getLib freetype;
qt6baseStorePath = lib.getLib qt6.qtbase;
fontconfigStorePath = lib.getLib fontconfig;
libxkbcommonStorePath = lib.getLib libxkbcommon;
xcbutilcursorStorePath = lib.getLib xcb-util-cursor;
qtpyStorePath = lib.getLib python312Packages.qtpy;
pyqt6StorePath = lib.getLib python312Packages.pyqt6;
pyqt6SipStorePath = lib.getLib python312Packages.pyqt6-sip;
rapidfuzzStorePath = lib.getLib python312Packages.rapidfuzz;
qdarkstyleStorePath = lib.getLib python312Packages.qdarkstyle;
xorgLibX11StorePath = lib.getLib xorg.libX11;
xorgLibxcbStorePath = lib.getLib xorg.libxcb;
xorgxcbutilwmStorePath = lib.getLib xorg.xcbutilwm;
xorgxcbutilimageStorePath = lib.getLib xorg.xcbutilimage;
xorgxcbutilerrorsStorePath = lib.getLib xorg.xcbutilerrors;
xorgxcbutilkeysymsStorePath = lib.getLib xorg.xcbutilkeysyms;
xorgxcbutilrenderutilStorePath = lib.getLib xorg.xcbutilrenderutil;
in
stdenv.mkDerivation {
name = "piker-qt6-uv";
buildInputs = [
# System requirements.
glib
zlib
dbus
zstd
libGL
freetype
qt6.qtbase
libgcc.lib
fontconfig
libxkbcommon
# Xorg requirements
xcb-util-cursor
xorg.libxcb
xorg.libX11
xorg.xcbutilwm
xorg.xcbutilimage
xorg.xcbutilerrors
xorg.xcbutilkeysyms
xorg.xcbutilrenderutil
# Python requirements.
python312Full
python312Packages.uv
python312Packages.qdarkstyle
python312Packages.rapidfuzz
python312Packages.pyqt6
python312Packages.qtpy
];
src = null;
shellHook = ''
set -e
# Set the Qt plugin path
# export QT_DEBUG_PLUGINS=1
QTBASE_PATH="${qt6baseStorePath}/lib"
QT_PLUGIN_PATH="$QTBASE_PATH/qt-6/plugins"
QT_QPA_PLATFORM_PLUGIN_PATH="$QT_PLUGIN_PATH/platforms"
LIB_GCC_PATH="${libgcc.lib}/lib"
GLIB_PATH="${glibStorePath}/lib"
ZSTD_PATH="${zstdStorePath}/lib"
ZLIB_PATH="${zlibStorePath}/lib"
DBUS_PATH="${dbusStorePath}/lib"
LIBGL_PATH="${libGLStorePath}/lib"
FREETYPE_PATH="${freetypeStorePath}/lib"
FONTCONFIG_PATH="${fontconfigStorePath}/lib"
LIB_XKB_COMMON_PATH="${libxkbcommonStorePath}/lib"
XCB_UTIL_CURSOR_PATH="${xcbutilcursorStorePath}/lib"
XORG_LIB_X11_PATH="${xorgLibX11StorePath}/lib"
XORG_LIB_XCB_PATH="${xorgLibxcbStorePath}/lib"
XORG_XCB_UTIL_IMAGE_PATH="${xorgxcbutilimageStorePath}/lib"
XORG_XCB_UTIL_WM_PATH="${xorgxcbutilwmStorePath}/lib"
XORG_XCB_UTIL_RENDER_UTIL_PATH="${xorgxcbutilrenderutilStorePath}/lib"
XORG_XCB_UTIL_KEYSYMS_PATH="${xorgxcbutilkeysymsStorePath}/lib"
XORG_XCB_UTIL_ERRORS_PATH="${xorgxcbutilerrorsStorePath}/lib"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QTBASE_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_PLUGIN_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_QPA_PLATFORM_PLUGIN_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIB_GCC_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$DBUS_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$GLIB_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$ZLIB_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$ZSTD_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIBGL_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$FONTCONFIG_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$FREETYPE_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIB_XKB_COMMON_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XCB_UTIL_CURSOR_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_LIB_X11_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_LIB_XCB_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_IMAGE_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_WM_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_RENDER_UTIL_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_KEYSYMS_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_ERRORS_PATH"
export LD_LIBRARY_PATH
RPDFUZZ_PATH="${rapidfuzzStorePath}/lib/python3.12/site-packages"
QDRKSTYLE_PATH="${qdarkstyleStorePath}/lib/python3.12/site-packages"
QTPY_PATH="${qtpyStorePath}/lib/python3.12/site-packages"
PYQT6_PATH="${pyqt6StorePath}/lib/python3.12/site-packages"
PYQT6_SIP_PATH="${pyqt6SipStorePath}/lib/python3.12/site-packages"
PATCH="$PATCH:$RPDFUZZ_PATH"
PATCH="$PATCH:$QDRKSTYLE_PATH"
PATCH="$PATCH:$QTPY_PATH"
PATCH="$PATCH:$PYQT6_PATH"
PATCH="$PATCH:$PYQT6_SIP_PATH"
export PATCH
# Install deps
uv lock
'';
}

View File

@ -567,6 +567,7 @@ class Client:
) -> str: ) -> str:
return { return {
'USDTM': 'usdtm_futes', 'USDTM': 'usdtm_futes',
'SPOT': 'spot',
# 'COINM': 'coin_futes', # 'COINM': 'coin_futes',
# ^-TODO-^ bc someone might want it..? # ^-TODO-^ bc someone might want it..?
}[pair.venue] }[pair.venue]

View File

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

View File

@ -181,7 +181,6 @@ class FutesPair(Pair):
quoteAsset: str # 'USDT', quoteAsset: str # 'USDT',
quotePrecision: int # 8, quotePrecision: int # 8,
requiredMarginPercent: float # '5.0000', requiredMarginPercent: float # '5.0000',
settlePlan: int # 0,
timeInForce: list[str] # ['GTC', 'IOC', 'FOK', 'GTX'], timeInForce: list[str] # ['GTC', 'IOC', 'FOK', 'GTX'],
triggerProtect: float # '0.0500', triggerProtect: float # '0.0500',
underlyingSubType: list[str] # ['PoW'], underlyingSubType: list[str] # ['PoW'],

View File

@ -62,7 +62,7 @@ from piker._cacheables import (
) )
from piker.log import get_logger from piker.log import get_logger
from piker.data.validate import FeedInit from piker.data.validate import FeedInit
from piker.types import Struct from piker.types import Struct # NOTE, this is already a `tractor.msg.Struct`
from piker.data import ( from piker.data import (
def_iohlcv_fields, def_iohlcv_fields,
match_from_pairs, match_from_pairs,
@ -98,9 +98,18 @@ class KucoinMktPair(Struct, frozen=True):
def size_tick(self) -> Decimal: def size_tick(self) -> Decimal:
return Decimal(str(self.quoteMinSize)) return Decimal(str(self.quoteMinSize))
callauctionFirstStageStartTime: None|float
callauctionIsEnabled: bool
callauctionPriceCeiling: float|None
callauctionPriceFloor: float|None
callauctionSecondStageStartTime: float|None
callauctionThirdStageStartTime: float|None
enableTrading: bool enableTrading: bool
feeCategory: int
feeCurrency: str feeCurrency: str
isMarginEnabled: bool isMarginEnabled: bool
makerFeeCoefficient: float
market: str market: str
minFunds: float minFunds: float
name: str name: str
@ -110,7 +119,10 @@ class KucoinMktPair(Struct, frozen=True):
quoteIncrement: float quoteIncrement: float
quoteMaxSize: float quoteMaxSize: float
quoteMinSize: float quoteMinSize: float
st: bool
symbol: str # our bs_mktid, kucoin's internal id symbol: str # our bs_mktid, kucoin's internal id
takerFeeCoefficient: float
tradingStartTime: float|None
class AccountTrade(Struct, frozen=True): class AccountTrade(Struct, frozen=True):
@ -392,7 +404,13 @@ class Client:
pairs: dict[str, KucoinMktPair] = {} pairs: dict[str, KucoinMktPair] = {}
fqmes2mktids: bidict[str, str] = bidict() fqmes2mktids: bidict[str, str] = bidict()
for item in entries: for item in entries:
try:
pair = pairs[item['name']] = KucoinMktPair(**item) pair = pairs[item['name']] = KucoinMktPair(**item)
except TypeError as te:
raise TypeError(
'`KucoinMktPair` and reponse fields do not match ??\n'
f'{KucoinMktPair.fields_diff(item)}\n'
) from te
fqmes2mktids[ fqmes2mktids[
item['name'].lower().replace('-', '') item['name'].lower().replace('-', '')
] = pair.name ] = pair.name
@ -593,7 +611,7 @@ async def get_client() -> AsyncGenerator[Client, None]:
''' '''
async with ( async with (
httpx.AsyncClient( httpx.AsyncClient(
base_url=f'https://api.kucoin.com/api', base_url='https://api.kucoin.com/api',
) as trio_client, ) as trio_client,
): ):
client = Client(httpx_client=trio_client) client = Client(httpx_client=trio_client)
@ -637,7 +655,7 @@ async def open_ping_task(
await trio.sleep((ping_interval - 1000) / 1000) await trio.sleep((ping_interval - 1000) / 1000)
await ws.send_msg({'id': connect_id, 'type': 'ping'}) await ws.send_msg({'id': connect_id, 'type': 'ping'})
log.info('Starting ping task for kucoin ws connection') log.warning('Starting ping task for kucoin ws connection')
n.start_soon(ping_server) n.start_soon(ping_server)
yield yield
@ -649,9 +667,14 @@ async def open_ping_task(
async def get_mkt_info( async def get_mkt_info(
fqme: str, fqme: str,
) -> tuple[MktPair, KucoinMktPair]: ) -> tuple[
MktPair,
KucoinMktPair,
]:
''' '''
Query for and return a `MktPair` and `KucoinMktPair`. Query for and return both a `piker.accounting.MktPair` and
`KucoinMktPair` from provided `fqme: str`
(fully-qualified-market-endpoint).
''' '''
async with open_cached_client('kucoin') as client: async with open_cached_client('kucoin') as client:
@ -726,6 +749,8 @@ async def stream_quotes(
log.info(f'Starting up quote stream(s) for {symbols}') log.info(f'Starting up quote stream(s) for {symbols}')
for sym_str in symbols: for sym_str in symbols:
mkt: MktPair
pair: KucoinMktPair
mkt, pair = await get_mkt_info(sym_str) mkt, pair = await get_mkt_info(sym_str)
init_msgs.append( init_msgs.append(
FeedInit(mkt_info=mkt) FeedInit(mkt_info=mkt)
@ -733,7 +758,11 @@ async def stream_quotes(
ws: NoBsWs ws: NoBsWs
token, ping_interval = await client._get_ws_token() token, ping_interval = await client._get_ws_token()
connect_id = str(uuid4()) log.info('API reported ping_interval: {ping_interval}\n')
connect_id: str = str(uuid4())
typ: str
quote: dict
async with ( async with (
open_autorecon_ws( open_autorecon_ws(
( (
@ -747,20 +776,37 @@ async def stream_quotes(
), ),
) as ws, ) as ws,
open_ping_task(ws, ping_interval, connect_id), open_ping_task(ws, ping_interval, connect_id),
aclosing(stream_messages(ws, sym_str)) as msg_gen, aclosing(
iter_normed_quotes(
ws, sym_str
)
) as iter_quotes,
): ):
typ, quote = await anext(msg_gen) typ, quote = await anext(iter_quotes)
while typ != 'trade':
# take care to not unblock here until we get a real # take care to not unblock here until we get a real
# trade quote # trade quote?
typ, quote = await anext(msg_gen) # ^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)
task_status.started((init_msgs, quote)) task_status.started((init_msgs, quote))
feed_is_live.set() feed_is_live.set()
async for typ, msg in msg_gen: # XXX NOTE, DO NOT include the `.<backend>` suffix!
await send_chan.send({sym_str: msg}) # 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})
@acm @acm
@ -815,7 +861,7 @@ async def subscribe(
) )
async def stream_messages( async def iter_normed_quotes(
ws: NoBsWs, ws: NoBsWs,
sym: str, sym: str,
@ -846,6 +892,9 @@ async def stream_messages(
yield 'trade', { yield 'trade', {
'symbol': sym, '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, 'last': trade_data.price,
'brokerd_ts': last_trade_ts, 'brokerd_ts': last_trade_ts,
'ticks': [ 'ticks': [
@ -938,7 +987,7 @@ async def open_history_client(
if end_dt is None: if end_dt is None:
inow = round(time.time()) inow = round(time.time())
print( log.debug(
f'difference in time between load and processing' f'difference in time between load and processing'
f'{inow - times[-1]}' f'{inow - times[-1]}'
) )

View File

@ -0,0 +1,49 @@
piker.clearing
______________
trade execution-n-control subsys for both live and paper trading as
well as algo-trading manual override/interaction across any backend
broker and data provider.
avail UIs
*********
order ctl
---------
the `piker.clearing` subsys is exposed mainly though
the `piker chart` GUI as a "chart trader" style UX and
is automatically enabled whenever a chart is opened.
.. ^TODO, more prose here!
the "manual" order control features are exposed via the
`piker.ui.order_mode` API and can pretty much always be
used (at least) in simulated-trading mode, aka "paper"-mode, and
the micro-manual is as follows:
``order_mode`` (
edge triggered activation by any of the following keys,
``mouse-click`` on y-level to submit at that price
):
- ``f``/ ``ctl-f`` to stage buy
- ``d``/ ``ctl-d`` to stage sell
- ``a`` to stage alert
``search_mode`` (
``ctl-l`` or ``ctl-space`` to open,
``ctl-c`` or ``ctl-space`` to close
) :
- begin typing to have symbol search automatically lookup
symbols from all loaded backend (broker) providers
- arrow keys and mouse click to navigate selection
- vi-like ``ctl-[hjkl]`` for navigation
position (pp) mgmt
------------------
you can also configure your position allocation limits from the
sidepane.
.. ^TODO, explain and provide tut once more refined!

View File

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

View File

@ -273,7 +273,7 @@ async def _reconnect_forever(
nobsws._connected.set() nobsws._connected.set()
await trio.sleep_forever() await trio.sleep_forever()
except HandshakeError: except HandshakeError:
log.exception(f'Retrying connection') log.exception('Retrying connection')
# ws & nursery block ends # ws & nursery block ends
@ -359,8 +359,8 @@ async def open_autorecon_ws(
''' '''
JSONRPC response-request style machinery for transparent multiplexing of msgs JSONRPC response-request style machinery for transparent multiplexing
over a NoBsWs. of msgs over a `NoBsWs`.
''' '''
@ -377,44 +377,83 @@ async def open_jsonrpc_session(
url: str, url: str,
start_id: int = 0, start_id: int = 0,
response_type: type = JSONRPCResult, response_type: type = JSONRPCResult,
request_type: Optional[type] = None, msg_recv_timeout: float = float('inf'),
request_hook: Optional[Callable] = None, # ^NOTE, since only `deribit` is using this jsonrpc stuff atm
error_hook: Optional[Callable] = None, # 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.
) -> Callable[[str, dict], dict]: ) -> Callable[[str, dict], dict]:
'''
Init a json-RPC-over-websocket connection to the provided `url`.
A `json_rpc: Callable[[str, dict], dict` is delivered to the
caller for sending requests and a bg-`trio.Task` handles
processing of response msgs including error reporting/raising in
the parent/caller task.
'''
# NOTE, store all request msgs so we can raise errors on the
# caller side!
req_msgs: dict[int, dict] = {}
async with ( async with (
trio.open_nursery() as n, trio.open_nursery() as tn,
open_autorecon_ws(url) as ws open_autorecon_ws(
url=url,
msg_recv_timeout=msg_recv_timeout,
) as ws
): ):
rpc_id: Iterable = count(start_id) rpc_id: Iterable[int] = count(start_id)
rpc_results: dict[int, dict] = {} 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 perform a json rpc call and wait for the result, raise exception in
case of error field present on response case of error field present on response
''' '''
nonlocal req_msgs
req_id: int = next(rpc_id)
msg = { msg = {
'jsonrpc': '2.0', 'jsonrpc': '2.0',
'id': next(rpc_id), 'id': req_id,
'method': method, 'method': method,
'params': params 'params': params
} }
_id = msg['id'] _id = msg['id']
rpc_results[_id] = { result = rpc_results[_id] = {
'result': None, 'result': None,
'event': trio.Event() 'error': None,
'event': trio.Event(), # signal caller resp arrived
} }
req_msgs[_id] = msg
await ws.send_msg(msg) await ws.send_msg(msg)
# wait for reponse before unblocking requester code
await rpc_results[_id]['event'].wait() await rpc_results[_id]['event'].wait()
ret = rpc_results[_id]['result'] if (maybe_result := result['result']):
ret = maybe_result
del rpc_results[_id] del rpc_results[_id]
else:
err = result['error']
raise Exception(
f'JSONRPC request failed\n'
f'req: {msg}\n'
f'resp: {err}\n'
)
if ret.error is not None: if ret.error is not None:
raise Exception(json.dumps(ret.error, indent=4)) raise Exception(json.dumps(ret.error, indent=4))
@ -428,6 +467,7 @@ async def open_jsonrpc_session(
the server side. the server side.
''' '''
nonlocal req_msgs
async for msg in ws: async for msg in ws:
match msg: match msg:
case { case {
@ -451,19 +491,28 @@ async def open_jsonrpc_session(
'params': _, 'params': _,
}: }:
log.debug(f'Recieved\n{msg}') log.debug(f'Recieved\n{msg}')
if request_hook:
await request_hook(request_type(**msg))
case { case {
'error': error 'error': error
}: }:
log.warning(f'Recieved\n{error}') # retreive orig request msg, set error
if error_hook: # response in original "result" msg,
await error_hook(response_type(**msg)) # THEN FINALLY set the event to signal caller
# to raise the error in the parent task.
req_id: int = error['id']
req_msg: dict = req_msgs[req_id]
result: dict = rpc_results[req_id]
result['error'] = error
result['event'].set()
log.error(
f'JSONRPC request failed\n'
f'req: {req_msg}\n'
f'resp: {error}\n'
)
case _: case _:
log.warning(f'Unhandled JSON-RPC msg!?\n{msg}') log.warning(f'Unhandled JSON-RPC msg!?\n{msg}')
n.start_soon(recv_task) tn.start_soon(recv_task)
yield json_rpc yield json_rpc
n.cancel_scope.cancel() tn.cancel_scope.cancel()

View File

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

View File

@ -161,7 +161,13 @@ class NativeStorageClient:
def index_files(self): def index_files(self):
for path in self._datadir.iterdir(): for path in self._datadir.iterdir():
if path.name in {'borked', 'expired',}: if (
path.is_dir()
or
'.parquet' not in str(path)
# or
# path.name in {'borked', 'expired',}
):
continue continue
key: str = path.name.rstrip('.parquet') key: str = path.name.rstrip('.parquet')

View File

@ -44,8 +44,10 @@ import trio
from trio_typing import TaskStatus from trio_typing import TaskStatus
import tractor import tractor
from pendulum import ( from pendulum import (
Interval,
DateTime, DateTime,
Duration, Duration,
duration as mk_duration,
from_timestamp, from_timestamp,
) )
import numpy as np import numpy as np
@ -214,7 +216,8 @@ async def maybe_fill_null_segments(
# pair, immediately stop backfilling? # pair, immediately stop backfilling?
if ( if (
start_dt start_dt
and end_dt < start_dt and
end_dt < start_dt
): ):
await tractor.pause() await tractor.pause()
break break
@ -262,6 +265,7 @@ async def maybe_fill_null_segments(
except tractor.ContextCancelled: except tractor.ContextCancelled:
# log.exception # log.exception
await tractor.pause() await tractor.pause()
raise
null_segs_detected.set() null_segs_detected.set()
# RECHECK for more null-gaps # RECHECK for more null-gaps
@ -349,7 +353,7 @@ async def maybe_fill_null_segments(
async def start_backfill( async def start_backfill(
get_hist, get_hist,
frame_types: dict[str, Duration] | None, def_frame_duration: Duration,
mod: ModuleType, mod: ModuleType,
mkt: MktPair, mkt: MktPair,
shm: ShmArray, shm: ShmArray,
@ -379,22 +383,23 @@ async def start_backfill(
update_start_on_prepend: bool = False update_start_on_prepend: bool = False
if backfill_until_dt is None: if backfill_until_dt is None:
# TODO: drop this right and just expose the backfill # TODO: per-provider default history-durations?
# limits inside a [storage] section in conf.toml? # -[ ] inside the `open_history_client()` config allow
# when no tsdb "last datum" is provided, we just load # declaring the history duration limits instead of
# some near-term history. # guessing and/or applying the same limits to all?
# periods = { #
# 1: {'days': 1}, # -[ ] allow declaring (default) per-provider backfill
# 60: {'days': 14}, # limits inside a [storage] sub-section in conf.toml?
# } #
# NOTE, when no tsdb "last datum" is provided, we just
# do a decently sized backfill and load it into storage. # load some near-term history by presuming a "decently
# large" 60s duration limit and a much shorter 1s range.
periods = { periods = {
1: {'days': 2}, 1: {'days': 2},
60: {'years': 6}, 60: {'years': 6},
} }
period_duration: int = periods[timeframe] period_duration: int = periods[timeframe]
update_start_on_prepend = True update_start_on_prepend: bool = True
# NOTE: manually set the "latest" datetime which we intend to # NOTE: manually set the "latest" datetime which we intend to
# backfill history "until" so as to adhere to the history # backfill history "until" so as to adhere to the history
@ -416,7 +421,6 @@ async def start_backfill(
f'backfill_until_dt: {backfill_until_dt}\n' f'backfill_until_dt: {backfill_until_dt}\n'
f'last_start_dt: {last_start_dt}\n' f'last_start_dt: {last_start_dt}\n'
) )
try: try:
( (
array, array,
@ -426,71 +430,114 @@ async def start_backfill(
timeframe, timeframe,
end_dt=last_start_dt, end_dt=last_start_dt,
) )
except NoData as _daterr: except NoData as _daterr:
# 3 cases: orig_last_start_dt: datetime = last_start_dt
# - frame in the middle of a legit venue gap gap_report: str = (
# - history actually began at the `last_start_dt` f'EMPTY FRAME for `end_dt: {last_start_dt}`?\n'
# - some other unknown error (ib blocking the f'{mod.name} -> tf@fqme: {timeframe}@{mkt.fqme}\n'
# history bc they don't want you seeing how they f'last_start_dt: {orig_last_start_dt}\n\n'
# cucked all the tinas..) f'bf_until: {backfill_until_dt}\n'
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()
) )
log.warning( # EMPTY FRAME signal with 3 (likely) causes:
f'{mod.name} -> EMPTY FRAME for end_dt?\n' #
f'tf@fqme: {timeframe}@{mkt.fqme}\n' # 1. range contains legit gap in venue history
'bf_until <- last_start_dt:\n' # 2. history actually (edge case) **began** at the
f'{backfill_until_dt} <- {last_start_dt}\n' # value `last_start_dt`
f'Decrementing `end_dt` by {dur} and retry..\n' # 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()
) )
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 continue
# broker says there never was or is no more history to pull else:
except DataUnavailable: # await tractor.pause()
log.warning( raise DataUnavailable(gap_report)
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? # broker says there never was or is no more history to pull
# TODO: fwiw, we probably want a way to signal a throttle except DataUnavailable as due:
# condition (eg. with ib) so that we can halt the message: str = due.args[0]
# request loop until the condition is resolved? log.warning(
if timeframe > 1: f'Provider {mod.name!r} halted backfill due to,\n\n'
await tractor.pause()
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'
)
# UGH: what's a better way?
# TODO: backends are responsible for being correct on
# this right!?
# -[ ] in the `ib` case we could maybe offer some way
# to halt the request loop until the condition is
# resolved or should the backend be entirely in
# charge of solving such faults? yes, right?
return return
time: np.ndarray = array['time']
assert ( assert (
array['time'][0] time[0]
== ==
next_start_dt.timestamp() next_start_dt.timestamp()
) )
diff = last_start_dt - next_start_dt assert time[-1] == next_end_dt.timestamp()
frame_time_diff_s = diff.seconds
expected_dur: Interval = last_start_dt - next_start_dt
# frame's worth of sample-period-steps, in seconds # frame's worth of sample-period-steps, in seconds
frame_size_s: float = len(array) * timeframe frame_size_s: float = len(array) * timeframe
expected_frame_size_s: float = frame_size_s + timeframe recv_frame_dur: Duration = (
if frame_time_diff_s > expected_frame_size_s: 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!
):
# XXX: query result includes a start point prior to our # XXX: query result includes a start point prior to our
# expected "frame size" and thus is likely some kind of # expected "frame size" and thus is likely some kind of
# history gap (eg. market closed period, outage, etc.) # history gap (eg. market closed period, outage, etc.)
# so just report it to console for now. # 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( log.warning(
'GAP DETECTED:\n' f'{timeframe}s-series {reason} detected!\n'
f'last_start_dt: {last_start_dt}\n' f'fqme: {mkt.fqme}\n'
f'diff: {diff}\n' f'last_start_dt: {last_start_dt}\n\n'
f'frame_time_diff_s: {frame_time_diff_s}\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'
) )
# await tractor.pause()
to_push = diff_history( to_push = diff_history(
array, array,
@ -565,22 +612,27 @@ async def start_backfill(
# long-term storage. # long-term storage.
if ( if (
storage is not None storage is not None
and write_tsdb and
write_tsdb
): ):
log.info( log.info(
f'Writing {ln} frame to storage:\n' f'Writing {ln} frame to storage:\n'
f'{next_start_dt} -> {last_start_dt}' f'{next_start_dt} -> {last_start_dt}'
) )
# always drop the src asset token for # NOTE, always drop the src asset token for
# non-currency-pair like market types (for now) # non-currency-pair like market types (for now)
#
# THAT IS, for now our table key schema is NOT
# including the dst[/src] source asset token. SO,
# 'tsla.nasdaq.ib' over 'tsla/usd.nasdaq.ib' for
# historical reasons ONLY.
if mkt.dst.atype not in { if mkt.dst.atype not in {
'crypto', 'crypto',
'crypto_currency', 'crypto_currency',
'fiat', # a "forex pair" 'fiat', # a "forex pair"
'perpetual_future', # stupid "perps" from cex land
}: }:
# for now, our table key schema is not including
# the dst[/src] source asset token.
col_sym_key: str = mkt.get_fqme( col_sym_key: str = mkt.get_fqme(
delim_char='', delim_char='',
without_src=True, without_src=True,
@ -685,7 +737,7 @@ async def back_load_from_tsdb(
last_tsdb_dt last_tsdb_dt
and latest_start_dt and latest_start_dt
): ):
backfilled_size_s = ( backfilled_size_s: Duration = (
latest_start_dt - last_tsdb_dt latest_start_dt - last_tsdb_dt
).seconds ).seconds
# if the shm buffer len is not large enough to contain # if the shm buffer len is not large enough to contain
@ -908,6 +960,8 @@ async def tsdb_backfill(
f'{pformat(config)}\n' 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] = [] dt_eps: list[DateTime, DateTime] = []
async with trio.open_nursery() as tn: async with trio.open_nursery() as tn:
tn.start_soon( tn.start_soon(
@ -918,7 +972,6 @@ async def tsdb_backfill(
timeframe, timeframe,
config, config,
) )
tsdb_entry: tuple = await load_tsdb_hist( tsdb_entry: tuple = await load_tsdb_hist(
storage, storage,
mkt, mkt,
@ -947,6 +1000,25 @@ async def tsdb_backfill(
mr_end_dt, mr_end_dt,
) = dt_eps ) = 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: # NOTE: when there's no offline data, there's 2 cases:
# - data backend doesn't support timeframe/sample # - data backend doesn't support timeframe/sample
# period (in which case `dt_eps` should be `None` and # period (in which case `dt_eps` should be `None` and
@ -977,7 +1049,7 @@ async def tsdb_backfill(
partial( partial(
start_backfill, start_backfill,
get_hist=get_hist, get_hist=get_hist,
frame_types=config.get('frame_types', None), def_frame_duration=def_frame_size,
mod=mod, mod=mod,
mkt=mkt, mkt=mkt,
shm=shm, shm=shm,

View File

@ -616,6 +616,18 @@ def detect_price_gaps(
# ]) # ])
... ...
# TODO: probably just use the null_segs impl above?
def detect_vlm_gaps(
df: pl.DataFrame,
col: str = 'volume',
) -> pl.DataFrame:
vnull: pl.DataFrame = w_dts.filter(
pl.col(col) == 0
)
return vnull
def dedupe( def dedupe(
src_df: pl.DataFrame, src_df: pl.DataFrame,
@ -626,7 +638,6 @@ def dedupe(
) -> tuple[ ) -> tuple[
pl.DataFrame, # with dts pl.DataFrame, # with dts
pl.DataFrame, # gaps
pl.DataFrame, # with deduplicated dts (aka gap/repeat removal) pl.DataFrame, # with deduplicated dts (aka gap/repeat removal)
int, # len diff between input and deduped int, # len diff between input and deduped
]: ]:
@ -639,19 +650,22 @@ def dedupe(
''' '''
wdts: pl.DataFrame = with_dts(src_df) wdts: pl.DataFrame = with_dts(src_df)
# maybe sort on any time field deduped = wdts
if sort:
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 # remove duplicated datetime samples/sections
deduped: pl.DataFrame = wdts.unique( deduped: pl.DataFrame = wdts.unique(
subset=['dt'], # subset=['dt'],
subset=['time'],
maintain_order=True, maintain_order=True,
) )
# maybe sort on any time field
if sort:
deduped = deduped.sort(by='time')
# TODO: detect out-of-order segments which were corrected!
# -[ ] report in log msg
# -[ ] possibly return segment sections which were moved?
diff: int = ( diff: int = (
wdts.height wdts.height
- -

View File

@ -15,123 +15,17 @@
# You should have received a copy of the GNU Affero General Public License # 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/>. # along with this program. If not, see <https://www.gnu.org/licenses/>.
[build-system] [build-system]
requires = ["poetry-core"] requires = ["hatchling"]
build-backend = "poetry.core.masonry.api" 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
# ------ - ------
[tool.poetry]
name = "piker"
version = "0.1.0.alpha0.dev0"
description = "trading gear for hackers"
authors = ["Tyler Goodlet <goodboy_foss@protonmail.com>"]
license = "AGPLv3"
readme = "README.rst"
# ------ - ------
[tool.poetry.dependencies]
async-generator = "^1.10"
attrs = "^23.1.0"
bidict = "^0.22.1"
colorama = "^0.4.6"
colorlog = "^6.7.0"
cython = "^3.0.0"
greenback = "^1.1.1"
ib-insync = "^0.9.86"
msgspec = "^0.18.0"
numba = "^0.59.0"
numpy = "^1.25"
polars = "^0.18.13"
pygments = "^2.16.1"
python = ">=3.11, <3.13"
rich = "^13.5.2"
# setuptools = "^68.0.0"
tomli = "^2.0.1"
tomli-w = "^1.0.0"
trio-util = "^0.7.0"
trio-websocket = "^0.10.3"
typer = "^0.9.0"
rapidfuzz = "^3.5.2"
pdbp = "^1.5.0"
trio = "^0.24"
pendulum = "^3.0.0"
httpx = "^0.27.0"
[tool.poetry.dependencies.tractor]
develop = true
git = 'https://github.com/goodboy/tractor.git'
branch = 'asyncio_debugger_support'
# path = "../tractor"
[tool.poetry.dependencies.asyncvnc]
git = 'https://github.com/pikers/asyncvnc.git'
branch = 'main'
[tool.poetry.dependencies.tomlkit]
develop = true
git = 'https://github.com/pikers/tomlkit.git'
branch = 'piker_pin'
# path = "../tomlkit/"
[tool.poetry.group.uis]
optional = true
[tool.poetry.group.uis.dependencies]
# https://python-poetry.org/docs/managing-dependencies/#dependency-groups
# TODO: make sure the levenshtein shit compiles on nix..
# rapidfuzz = {extras = ["speedup"], version = "^0.18.0"}
rapidfuzz = "^3.2.0"
qdarkstyle = ">=3.0.2"
pyqtgraph = { git = 'https://github.com/pikers/pyqtgraph.git' }
# ------ - ------
pyqt6 = "^6.7.0"
[tool.poetry.group.dev]
optional = true
[tool.poetry.group.dev.dependencies]
# testing / CI
pytest = "^6.0.0"
elasticsearch = "^8.9.0"
xonsh = "^0.14.2"
prompt-toolkit = "3.0.40"
# console ehancements and eventually remote debugging
# extras/helpers.
# TODO: add a toolset that makes debugging a `pikerd` service
# (tree) easy to hack on directly using more or less the local env:
# - xonsh + xxh
# - rsyscall + pdbp
# - actor runtime control console like BEAM/OTP
# ------ - ------
# TODO: add an `--only daemon` group for running non-ui / pikerd
# service tree in distributed mode B)
# https://python-poetry.org/docs/managing-dependencies/#installing-group-dependencies
# [tool.poetry.group.daemon.dependencies]
[tool.poetry.scripts]
piker = 'piker.cli:cli'
pikerd = 'piker.cli:pikerd'
ledger = 'piker.accounting.cli:ledger'
[project] [project]
name = "piker"
version = "0.1.0a0dev0"
description = "trading gear for hackers"
authors = [{ name = "Tyler Goodlet", email = "goodboy_foss@protonmail.com" }]
requires-python = ">=3.12, <3.13"
license = "AGPL-3.0-or-later"
readme = "README.rst"
keywords = [ keywords = [
"async", "async",
"trading", "trading",
@ -140,15 +34,100 @@ keywords=[
"charting", "charting",
] ]
classifiers = [ classifiers = [
'Development Status :: 3 - Alpha', "Development Status :: 3 - Alpha",
"License :: OSI Approved :: GNU Affero General Public License v3 or later (AGPLv3+)", "License :: OSI Approved :: GNU Affero General Public License v3 or later (AGPLv3+)",
'Operating System :: POSIX :: Linux', "Operating System :: POSIX :: Linux",
"Programming Language :: Python :: Implementation :: CPython", "Programming Language :: Python :: Implementation :: CPython",
"Programming Language :: Python :: 3 :: Only", "Programming Language :: Python :: 3 :: Only",
"Programming Language :: Python :: 3.11", "Programming Language :: Python :: 3.11",
"Programming Language :: Python :: 3.12", "Programming Language :: Python :: 3.12",
'Intended Audience :: Financial and Insurance Industry', "Intended Audience :: Financial and Insurance Industry",
'Intended Audience :: Science/Research', "Intended Audience :: Science/Research",
'Intended Audience :: Developers', "Intended Audience :: Developers",
'Intended Audience :: Education', "Intended Audience :: Education",
] ]
dependencies = [
"async-generator >=1.10, <2.0.0",
"attrs >=23.1.0, <24.0.0",
"bidict >=0.22.1, <0.23.0",
"colorama >=0.4.6, <0.5.0",
"colorlog >=6.7.0, <7.0.0",
"ib-insync >=0.9.86, <0.10.0",
"numba >=0.59.0, <0.60.0",
"numpy >=1.25, <2.0",
"polars >=0.18.13, <0.19.0",
"pygments >=2.16.1, <3.0.0",
"rich >=13.5.2, <14.0.0",
"tomli >=2.0.1, <3.0.0",
"tomli-w >=1.0.0, <2.0.0",
"trio-util >=0.7.0, <0.8.0",
"trio-websocket >=0.10.3, <0.11.0",
"typer >=0.9.0, <1.0.0",
"rapidfuzz >=3.5.2, <4.0.0",
"pdbp >=1.5.0, <2.0.0",
"trio >=0.24, <0.25",
"pendulum >=3.0.0, <4.0.0",
"httpx >=0.27.0, <0.28.0",
"cryptofeed >=2.4.0, <3.0.0",
"pyarrow >=17.0.0, <18.0.0",
"websockets ==12.0",
"msgspec",
"tractor",
"asyncvnc",
"tomlkit",
]
[project.optional-dependencies]
uis = [
# https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies
# TODO: make sure the levenshtein shit compiles on nix..
# rapidfuzz = {extras = ["speedup"], version = "^0.18.0"}
"rapidfuzz >=3.2.0, <4.0.0",
"qdarkstyle >=3.0.2, <4.0.0",
"pyqt6 >=6.7.0, <7.0.0",
"pyqtgraph",
# 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
]
[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",
"xonsh >=0.14.2, <0.15.0",
"prompt-toolkit ==3.0.40",
"cython >=3.0.0, <4.0.0",
"greenback >=1.1.1, <2.0.0",
"ruff>=0.9.6",
]
[project.scripts]
piker = "piker.cli:cli"
pikerd = "piker.cli:pikerd"
ledger = "piker.accounting.cli:ledger"
[tool.hatch.build.targets.sdist]
include = ["piker"]
[tool.hatch.build.targets.wheel]
include = ["piker"]
[tool.uv.sources]
pyqtgraph = { git = "https://github.com/pikers/pyqtgraph.git" }
asyncvnc = { git = "https://github.com/pikers/asyncvnc.git", branch = "main" }
tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" }
msgspec = { git = "https://github.com/jcrist/msgspec.git" }
tractor = { path = "../tractor", editable = true }

93
ruff.toml 100644
View File

@ -0,0 +1,93 @@
# 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"

1500
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