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...

32 Commits

Author SHA1 Message Date
Tyler Goodlet 2074eeea4f Spurious first-draft of EG collapsing
Topically, throughout various (seemingly) console-UX-affecting or benign
spots in the code base; nothing that required more intervention beyond
things superficial. A few spots also include `trio.Nursery` ref renames
(always to something with a `tn` in it) and log-level reductions to
quiet (benign) console noise oriented around issues meant to be solved
long..

Note there's still a couple spots i left with the loose-ify flag because
i haven't fully tested them without using the latest version of
`tractor.trionics.collapse_eg()`, but more then likely they should flip
over fine.
2026-01-02 18:22:11 -05:00
Tyler Goodlet 1799171705 Use `.trionics.collapse_eg()` in `.deribit.api`
Commit this change separate from the (original) broader set applied to
the entire code base since the `.deribit.api` mod contained changes from
upstream max-pain work (from our very own @nt) which caused a noticeable
conflict and intros un-required changes from his work to re-enable
`deribit` support.

Note the original commit, "69eac7bb Spurious first-draft of EG
collapsing", applied similar changes through the rest of the code base.
AGAIN, this mod's change is only being broken out to minimize upstream
change conflicts due to updates to the `deribit` backend done earlier in
time-history.
2026-01-02 18:22:11 -05:00
Tyler Goodlet cffefac615 ib-related: cope with invalid txn timestamps
That is inside embedded `.accounting.calc.dyn_parse_to_dt()` closure add
an optional `_invalid: list` param to where we can report
bad-timestamped records which we instead override and return as
`from_timestamp(0.)` (when the parser loop falls through) and report
later (in summary ) from the `.accounting.calc.iter_by_dt()` caller. Add
some logging and an optional debug block for future tracing.

NOTE, this commit was re-edited during a conflict between the orig
branches: `dev/binance_api_3.1` & `dev/alt_tpts_for_perf`.
2026-01-02 18:19:50 -05:00
Tyler Goodlet fc2d727fdb Mk a `notes_to_self/` move orig file `ideas.rst' 2026-01-02 17:39:12 -05:00
Tyler Goodlet 05dde42f70 Drop old/masked ahab-docker daemon starting 2026-01-02 17:39:12 -05:00
Tyler Goodlet 04e423e6bd Try running daemons on UDS tpt
The root daemon, pikerd, needs to be adjusted to use diff default
registry addrs to also utilize non-TCP, but for now this gets us started
testing; so far so good B)
2026-01-02 17:37:55 -05:00
Tyler Goodlet 793a454463 Adjust feed status fields/display-pane to new actor-ID
That is to use the new `tractor.msg.types.Aid` struct to pull the
`brokerd` info from the `tractor.Channel.aid: Aid` attr as well as more
generally handling the new `Channel.raddr.proto_key: str` and no longer
assuming a TCP IPC transport; this per the recent `tractor.ipc`
subsys which adds multi-IPC-transports!

Downstream tweaks to match,
- use an "opt-in" field set to display in the `brokerd` info pane in
  `.ui._feedstatus.mk_feed_label()`.
 |_ also add some todos and drop some seemingly unneeded form sizing
    calcs?
- tweak `.ui._label` to allow not using markdown, though ended up not
  doing that since it looked too plain..
2026-01-02 17:36:13 -05:00
Tyler Goodlet b8b4f1b80f Adjust to `trio`'s strict eg nurseries throughout!
Using `tractor.trionics.collapse_eg()` as needed to avoid, at the least,
crash-worthy (in debug-mode REPL-ing terms) nested cancellation egs that
exhibit on SIGINT/ctl-c of each "app" (chart & daemon).

Also a bit of renaming of all `trio.Nursery`s to `tn`, the new "task
nursery" shorthand-var-name being used in all our other `tractor`
related projects.
2026-01-02 17:36:13 -05:00
Tyler Goodlet 1cf041d8e6 Start a manual `tags` file for internal refs 2026-01-02 17:36:13 -05:00
Tyler Goodlet 831b6cfb21 Add a couple new grays to the pallete 2026-01-02 17:25:29 -05:00
Tyler Goodlet e5f7e8de9d Bump to (latest) `polars`, the `0.20.6x` series B)
Since I was trying out the neat lookin `polars-fuzzy-match` (also added
for now as a core dep here) which requires the new plugin sys, plus it's
about time we synced with upstream!

Adjust some column syntax to the new `.name` sub-field-space and the
`uv` lock-file to match.

Other,
- add back `trio-typing` bc i guess something else needs it (debug
  tooling stuff in new `tractor`?)
- flip back to the `tractor` pre-main pin since the new `main`-branch
  requires new `trio` stuff we haven't ported yet..
2026-01-02 17:24:17 -05:00
Tyler Goodlet 871bb2620e Port to newer `tractor.get_registry()` 2026-01-02 17:00:23 -05:00
Tyler Goodlet de980a69e0 Update legacy type to `tractor.MsgStream` 2026-01-02 17:00:23 -05:00
Tyler Goodlet ab9f01caf2 Fix type-check assertion in ems test to use `is` 2026-01-02 17:00:23 -05:00
Tyler Goodlet d85632ba9b Cast to `float` as needed from order-mode and ems
Since we're not quite yet using automatic typed msging from
`tractor`/`msgspec` (i.e. still manually decoding order ctl msgs from
built-in types..`dict`s still not `msgspec.Struct`) this adds the
appropriate typecasting ops to ensure the required precision is attained
prior to processing and/or submission to a brokerd backend service.

For the `.clearing._ems`,
- flip all `trigger_price` previously presumed to be `float` to just
  the field-identical `price: Decimal` and ensure we cast to `float`
  for any `trigger_price` usage, like before passing to `mk_check()`.

For `.ui.order_mode.OrderMode`,
- add a new `.curr_mkt: MktPair` convenience property to get the
  chart-active value.
- ensure we always use the `.curr_mkt.quantize() -> Decimal` before
  setting any IPC-msg's `.price` field!
- always cast `float(Order.price)` before use in setting line-levels.
- don't bother setting `Order.symbol` to a (now fully removed) `Symbol`
  instance since it's not really required-for-use anywhere; leaving it
  a `str` (per the type-annot) is fine for now?
2026-01-02 17:00:23 -05:00
Tyler Goodlet 8294ca6487 Mk `Brokerd[Order].price` avoid `float`-errs
By re-typing to a `.price: Decimal` field on both legs of the EMS.

It seems we must do it ourselves since,
- these msg's (fields) are relayed through the clearing engine to each
  `brokerd` backend and,
- bc many (if not all) of those backends `.broker`-clients (nor their
  encapsulated "brokerage services") **are not** doing any
  precision-truncation themselves.

So, for now, instead we opt to expect rounding at the source. This means
we will explicitly require casting to/from `float` at the line-graphics
interface to the order-clearing-engine (as implemented throughout
`.ui.order_mode.OrderMode`); and this is coming shortly.
2026-01-02 17:00:23 -05:00
Tyler Goodlet 87385a4e2d ib: never relay "Warning:" errors to EMS..
You'd think they could be bothered to make either a "log" or "warning"
msg type instead of a `type='error'`.. but alas, this attempts to detect
all such "warning"-errors and never proxy them to the clearing engine
thus avoiding the cancellation of any associated (by `reqid`)
pre-existing orders (control dialogs).

Also update all surrounding log messages to a more multiline style.
2026-01-02 16:59:09 -05:00
Tyler Goodlet b3c5478017 ib: jig `.data_reset_hack()` with vnc-client failover
Since apparently porting to the new docker container enforces using
a vnc password and `asyncvnc` seems to have a bug/mis-config whenever
i've tried a pw over a wg tunnel..?

Soo, this tries out the old `i3ipc`-win-focus + `xdo` click hack when
the above fails.

Deats,
- add a mod-level `try_xdo_manual()` to wrap calling
  `i3ipc_xdotool_manual_click_hack()` with an oserr handler, ensure we
  don't bother trying if `i3ipc` import fails beforehand tho.
- call ^ from both the orig case block and the failover from the
  vnc-client case.
- factor the `+no_setup_msg: str` out to mod level and expect it to be
  `.format()`-ed.
- refresh todo around `asyncvnc` pw ish..
- add a new `i3ipc_fin_wins_titled()` window-title scanner which
  predicates input `titles` and delivers any matches alongside the orig
  focused win at call time.
- tweak `i3ipc_xdotool_manual_click_hack()` to call ^ and remove prior
  unfactored window scanning logic.
2026-01-02 16:59:09 -05:00
Tyler Goodlet 6c9a78c5a0 Add fix for binance API 3.1 rollout..
See https://developers.binance.com/docs/binance-spot-api-docs#2025-08-26
2026-01-02 16:59:09 -05:00
Tyler Goodlet da223f7a55 kraken: add crash-handling around `Pair()` init
Since it can otherwise be difficult to debug due to nursery cancellation
(we need that taskman yo!).
2026-01-02 16:59:09 -05:00
Tyler Goodlet 49fe0a3398 kraken: `Pair.costmin` is now optional?
Some pairs don't seem to define it but it's not listed as deprecated on
official API page (new one now linked in type def's doc string).
2026-01-02 16:59:09 -05:00
Tyler Goodlet 29fc3b8a8b binance: add new `permissionSets` to base `Pair` 2026-01-02 16:59:09 -05:00
Tyler Goodlet 1bfe777637 Update `binance` spot pairs with `amendAllowed`
As per API updates,
https://developers.binance.com/docs/binance-spot-api-docs
https://developers.binance.com/docs/binance-spot-api-docs/faqs/order_amend_keep_priority

I also slightly tweaked the filed mismatch exception note to include the
`repr(pair_type)` so the dev can know which pair types should be
changed.
2026-01-02 16:59:09 -05:00
Tyler Goodlet c694d915f1 `.kraken`: add masked pauses for order req debug
Such that the next time i inevitably must debug the some order-request
error status or precision discrepancy, i have the mkt-symbol branch
ready to go. Also, switch to `'action': 'buy'|'sell' as action,` style
`case` matching instead of the post-`if` predicate style.
2026-01-02 16:59:09 -05:00
Tyler Goodlet c120cb51a4 `.questrade`: link in ws-API issue! 2026-01-02 16:59:09 -05:00
Tyler Goodlet 7c20231f16 `.kraken.broker`: need to `await verify_balances()` .. 2026-01-02 16:59:09 -05:00
Tyler Goodlet d809c79788 `.brokers.ib.feed`: better `tractor.to_asyncio` typing and var naming throughout! 2026-01-02 16:59:09 -05:00
Tyler Goodlet 9f2f8a1664 `.brokers.cli`: module type and todo for `--pdb` flag to NOT src from sub-cmd 2026-01-02 16:59:09 -05:00
Tyler Goodlet 9f141635d1 Type loaded backend modules 2026-01-02 16:59:09 -05:00
Tyler Goodlet 0604ca7c82 Bump various `.brokers.core` doc string content/style 2026-01-02 16:59:09 -05:00
Tyler Goodlet 82c2256271 Add missing f-str prefix to log line 2026-01-02 16:55:15 -05:00
Tyler Goodlet a743fa28b5 Teensie `piker.data` styling tweaks
- use more compact optional value style with `|`-union
- fix `.flows` typing-only import since we need `MktPair` to be
  immediately defined for use on a `msgspec.Struct` field.
- more "tree-like" warning msg in `.validate()` reporting.
2026-01-02 16:55:15 -05:00
45 changed files with 664 additions and 334 deletions

View File

@ -121,6 +121,7 @@ async def bot_main():
# tick_throttle=10,
) as feed,
tractor.trionics.collapse_eg(),
trio.open_nursery() as tn,
):
assert accounts

View File

@ -365,7 +365,11 @@ class Position(Struct):
# added: bool = False
tid: str = t.tid
if tid in self._events:
log.warning(f'{t} is already added?!')
log.debug(
f'Txn is already added?\n'
f'\n'
f'{t}\n'
)
# return added
# TODO: apparently this IS possible with a dict but not
@ -731,7 +735,7 @@ class Account(Struct):
else:
# TODO: we reallly need a diff set of
# loglevels/colors per subsys.
log.warning(
log.debug(
f'Recent position for {fqme} was closed!'
)

View File

@ -22,7 +22,9 @@ you know when you're losing money (if possible) XD
from __future__ import annotations
from collections.abc import ValuesView
from contextlib import contextmanager as cm
from functools import partial
from math import copysign
from pprint import pformat
from typing import (
Any,
Callable,
@ -37,12 +39,16 @@ from pendulum import (
parse,
)
from ..log import get_logger
if TYPE_CHECKING:
from ._ledger import (
Transaction,
TransactionLedger,
)
log = get_logger(__name__)
def ppu(
clears: Iterator[Transaction],
@ -238,6 +244,9 @@ def iter_by_dt(
def dyn_parse_to_dt(
tx: tuple[str, dict[str, Any]] | Transaction,
debug: bool = False,
_invalid: list|None = None,
) -> DateTime:
# handle `.items()` inputs
@ -250,52 +259,81 @@ def iter_by_dt(
# get best parser for this record..
for k in parsers:
if (
isdict and k in tx
(v := getattr(tx, k, None))
or
getattr(tx, k, None)
(
isdict
and
(v := tx.get(k))
)
):
v = (
tx[k] if isdict
else tx.dt
)
assert v is not None, (
f'No valid value for `{k}`!?'
)
# only call parser on the value if not None from
# the `parsers` table above (when NOT using
# `.get()`), otherwise pass through the value and
# sort on it directly
if (
not isinstance(v, DateTime)
and (parser := parsers.get(k))
and
(parser := parsers.get(k))
):
return parser(v)
ret = parser(v)
else:
return v
ret = v
return ret
else:
log.debug(
f'Parser-field not found in txn\n'
f'\n'
f'parser-field: {k!r}\n'
f'txn: {tx!r}\n'
f'\n'
f'Trying next..\n'
)
continue
# XXX: should never get here..
else:
# TODO: move to top?
from piker.log import get_logger
log = get_logger(__name__)
# XXX: we should really never get here..
# only if a ledger record has no expected sort(able)
# field will we likely hit this.. like with ze IB.
# if no sortable field just deliver epoch?
log.warning(
'No (time) sortable field for TXN:\n'
f'{tx}\n'
f'{tx!r}\n'
)
return from_timestamp(0)
# breakpoint()
if debug:
import tractor
with tractor.devx.maybe_open_crash_handler():
raise ValueError(
f'No supported time-field found in txn !?\n'
f'\n'
f'supported-time-fields: {parsers!r}\n'
f'\n'
f'txn: {tx!r}\n'
)
if _invalid is not None:
_invalid.append(tx)
return from_timestamp(0.)
entry: tuple[str, dict] | Transaction
entry: tuple[str, dict]|Transaction
invalid: list = []
for entry in sorted(
records,
key=key or dyn_parse_to_dt,
key=key or partial(
dyn_parse_to_dt,
_invalid=invalid,
),
):
if entry in invalid:
log.warning(
f'Ignoring txn w invalid timestamp ??\n'
f'{pformat(entry)}\n'
)
continue
# NOTE the type sig above; either pairs or txns B)
yield entry

View File

@ -98,13 +98,14 @@ async def open_cached_client(
If one has not been setup do it and cache it.
'''
brokermod = get_brokermod(brokername)
brokermod: ModuleType = get_brokermod(brokername)
# TODO: make abstract or `typing.Protocol`
# client: Client
async with maybe_open_context(
acm_func=brokermod.get_client,
kwargs=kwargs,
) as (cache_hit, client):
if cache_hit:
log.runtime(f'Reusing existing {client}')

View File

@ -96,7 +96,10 @@ async def _setup_persistent_brokerd(
# - `open_symbol_search()`
# NOTE: see ep invocation details inside `.data.feed`.
try:
async with trio.open_nursery() as service_nursery:
async with (
tractor.trionics.collapse_eg(),
trio.open_nursery() as service_nursery
):
bus: _FeedsBus = feed.get_feed_bus(
brokername,
service_nursery,

View File

@ -374,9 +374,14 @@ class Client:
pair: Pair = pair_type(**item)
except Exception as e:
e.add_note(
"\nDon't panic, prolly stupid binance changed their symbology schema again..\n"
'Check out their API docs here:\n\n'
'https://binance-docs.github.io/apidocs/spot/en/#exchange-information'
f'\n'
f'New or removed field we need to codify!\n'
f'pair-type: {pair_type!r}\n'
f'\n'
f"Don't panic, prolly stupid binance changed their symbology schema again..\n"
f'Check out their API docs here:\n'
f'\n'
f'https://binance-docs.github.io/apidocs/spot/en/#exchange-information\n'
)
raise
pair_table[pair.symbol.upper()] = pair

View File

@ -440,6 +440,7 @@ async def open_trade_dialog(
# - ledger: TransactionLedger
async with (
tractor.trionics.collapse_eg(),
trio.open_nursery() as tn,
ctx.open_stream() as ems_stream,
):

View File

@ -97,6 +97,13 @@ class Pair(Struct, frozen=True, kw_only=True):
baseAsset: str
baseAssetPrecision: int
permissionSets: list[list[str]]
# https://developers.binance.com/docs/binance-spot-api-docs#2025-08-26
# will become non-optional 2025-08-28?
# https://developers.binance.com/docs/binance-spot-api-docs#future-changes
pegInstructionsAllowed: bool|None = None
filters: dict[
str,
str | int | float,
@ -142,7 +149,11 @@ class SpotPair(Pair, frozen=True):
defaultSelfTradePreventionMode: str
allowedSelfTradePreventionModes: list[str]
permissions: list[str]
permissionSets: list[list[str]]
# can the paint botz creat liq gaps even easier on this asset?
# Bp
# https://developers.binance.com/docs/binance-spot-api-docs/faqs/order_amend_keep_priority
amendAllowed: bool
# NOTE: see `.data._symcache.SymbologyCache.load()` for why
ns_path: str = 'piker.brokers.binance:SpotPair'

View File

@ -471,11 +471,15 @@ def search(
'''
# global opts
brokermods = list(config['brokermods'].values())
brokermods: list[ModuleType] = list(config['brokermods'].values())
# TODO: this is coming from the `search --pdb` NOT from
# the `piker --pdb` XD ..
# -[ ] pull from the parent click ctx's values..dumdum
# assert pdb
# define tractor entrypoint
async def main(func):
async with maybe_open_pikerd(
loglevel=config['loglevel'],
debug_mode=pdb,

View File

@ -22,7 +22,9 @@ routines should be primitive data types where possible.
"""
import inspect
from types import ModuleType
from typing import List, Dict, Any, Optional
from typing import (
Any,
)
import trio
@ -34,8 +36,10 @@ from ..accounting import MktPair
async def api(brokername: str, methname: str, **kwargs) -> dict:
"""Make (proxy through) a broker API call by name and return its result.
"""
'''
Make (proxy through) a broker API call by name and return its result.
'''
brokermod = get_brokermod(brokername)
async with brokermod.get_client() as client:
meth = getattr(client, methname, None)
@ -62,10 +66,14 @@ async def api(brokername: str, methname: str, **kwargs) -> dict:
async def stocks_quote(
brokermod: ModuleType,
tickers: List[str]
) -> Dict[str, Dict[str, Any]]:
"""Return quotes dict for ``tickers``.
"""
tickers: list[str]
) -> dict[str, dict[str, Any]]:
'''
Return a `dict` of snapshot quotes for the provided input
`tickers`: a `list` of fqmes.
'''
async with brokermod.get_client() as client:
return await client.quote(tickers)
@ -74,13 +82,15 @@ async def stocks_quote(
async def option_chain(
brokermod: ModuleType,
symbol: str,
date: Optional[str] = None,
) -> Dict[str, Dict[str, Dict[str, Any]]]:
"""Return option chain for ``symbol`` for ``date``.
date: str|None = None,
) -> dict[str, dict[str, dict[str, Any]]]:
'''
Return option chain for ``symbol`` for ``date``.
By default all expiries are returned. If ``date`` is provided
then contract quotes for that single expiry are returned.
"""
'''
async with brokermod.get_client() as client:
if date:
id = int((await client.tickers2ids([symbol]))[symbol])
@ -98,7 +108,7 @@ async def option_chain(
# async def contracts(
# brokermod: ModuleType,
# symbol: str,
# ) -> Dict[str, Dict[str, Dict[str, Any]]]:
# ) -> dict[str, dict[str, dict[str, Any]]]:
# """Return option contracts (all expiries) for ``symbol``.
# """
# async with brokermod.get_client() as client:
@ -110,15 +120,24 @@ async def bars(
brokermod: ModuleType,
symbol: str,
**kwargs,
) -> Dict[str, Dict[str, Dict[str, Any]]]:
"""Return option contracts (all expiries) for ``symbol``.
"""
) -> dict[str, dict[str, dict[str, Any]]]:
'''
Return option contracts (all expiries) for ``symbol``.
'''
async with brokermod.get_client() as client:
return await client.bars(symbol, **kwargs)
async def search_w_brokerd(name: str, pattern: str) -> dict:
async def search_w_brokerd(
name: str,
pattern: str,
) -> dict:
# TODO: WHY NOT WORK!?!
# when we `step` through the next block?
# import tractor
# await tractor.pause()
async with open_cached_client(name) as client:
# TODO: support multiple asset type concurrent searches.
@ -130,12 +149,12 @@ async def symbol_search(
pattern: str,
**kwargs,
) -> Dict[str, Dict[str, Dict[str, Any]]]:
) -> dict[str, dict[str, dict[str, Any]]]:
'''
Return symbol info from broker.
'''
results = []
results: list[str] = []
async def search_backend(
brokermod: ModuleType
@ -143,6 +162,13 @@ async def symbol_search(
brokername: str = mod.name
# TODO: figure this the FUCK OUT
# -> ok so obvi in the root actor any async task that's
# spawned outside the main tractor-root-actor task needs to
# call this..
# await tractor.devx._debug.maybe_init_greenback()
# tractor.pause_from_sync()
async with maybe_spawn_brokerd(
mod.name,
infect_asyncio=getattr(
@ -162,7 +188,6 @@ async def symbol_search(
))
async with trio.open_nursery() as n:
for mod in brokermods:
n.start_soon(search_backend, mod.name)
@ -172,11 +197,13 @@ async def symbol_search(
async def mkt_info(
brokermod: ModuleType,
fqme: str,
**kwargs,
) -> MktPair:
'''
Return MktPair info from broker including src and dst assets.
Return the `piker.accounting.MktPair` info struct from a given
backend broker tradable src/dst asset pair.
'''
async with open_cached_client(brokermod.name) as client:

View File

@ -31,7 +31,7 @@ from typing import (
Callable,
)
import pendulum
from pendulum import now
import trio
from trio_typing import TaskStatus
from rapidfuzz import process as fuzzy
@ -39,6 +39,7 @@ import numpy as np
from tractor.trionics import (
broadcast_receiver,
maybe_open_context
collapse_eg,
)
from tractor import to_asyncio
# XXX WOOPS XD
@ -432,6 +433,7 @@ async def get_client(
) -> Client:
async with (
collapse_eg(),
trio.open_nursery() as n,
open_jsonrpc_session(
_testnet_ws_url, dtype=JSONRPCResult) as json_rpc

View File

@ -34,6 +34,7 @@ from piker.brokers._util import get_logger
if TYPE_CHECKING:
from .api import Client
from ib_insync import IB
import i3ipc
log = get_logger('piker.brokers.ib')
@ -48,6 +49,37 @@ _reset_tech: Literal[
] = 'vnc'
no_setup_msg:str = (
'No data reset hack test setup for {vnc_sockaddr}!\n'
'See config setup tips @\n'
'https://github.com/pikers/piker/tree/master/piker/brokers/ib'
)
def try_xdo_manual(
vnc_sockaddr: str,
):
'''
Do the "manual" `xdo`-based screen switch + click
combo since apparently the `asyncvnc` client ain't workin..
Note this is only meant as a backup method for Xorg users,
ideally you can use a real vnc client and the `vnc_click_hack()`
impl!
'''
global _reset_tech
try:
i3ipc_xdotool_manual_click_hack()
_reset_tech = 'i3ipc_xdotool'
return True
except OSError:
log.exception(
no_setup_msg.format(vnc_sockaddr)
)
return False
async def data_reset_hack(
# vnc_host: str,
client: Client,
@ -90,15 +122,9 @@ async def data_reset_hack(
vnc_port: int
vnc_sockaddr: tuple[str] | None = client.conf.get('vnc_addrs')
no_setup_msg:str = (
f'No data reset hack test setup for {vnc_sockaddr}!\n'
'See config setup tips @\n'
'https://github.com/pikers/piker/tree/master/piker/brokers/ib'
)
if not vnc_sockaddr:
log.warning(
no_setup_msg
no_setup_msg.format(vnc_sockaddr)
+
'REQUIRES A `vnc_addrs: array` ENTRY'
)
@ -119,27 +145,38 @@ async def data_reset_hack(
port=vnc_port,
)
)
except OSError:
if vnc_host != 'localhost':
log.warning(no_setup_msg)
return False
except (
OSError, # no VNC server avail..
PermissionError, # asyncvnc pw fail..
):
try:
import i3ipc # noqa (since a deps dynamic check)
except ModuleNotFoundError:
log.warning(no_setup_msg)
log.warning(
no_setup_msg.format(vnc_sockaddr)
)
return False
try:
i3ipc_xdotool_manual_click_hack()
_reset_tech = 'i3ipc_xdotool'
return True
except OSError:
log.exception(no_setup_msg)
return False
if vnc_host not in {
'localhost',
'127.0.0.1',
}:
focussed, matches = i3ipc_fin_wins_titled()
if not matches:
log.warning(
no_setup_msg.format(vnc_sockaddr)
)
return False
else:
try_xdo_manual(vnc_sockaddr)
# localhost but no vnc-client or it borked..
else:
try_xdo_manual(vnc_sockaddr)
case 'i3ipc_xdotool':
i3ipc_xdotool_manual_click_hack()
try_xdo_manual(vnc_sockaddr)
# i3ipc_xdotool_manual_click_hack()
case _ as tech:
raise RuntimeError(f'{tech} is not supported for reset tech!?')
@ -178,9 +215,9 @@ async def vnc_click_hack(
host,
port=port,
# TODO: doesn't work see:
# https://github.com/barneygale/asyncvnc/issues/7
# password='ibcansmbz',
# TODO: doesn't work?
# see, https://github.com/barneygale/asyncvnc/issues/7
password='doggy',
) as client:
@ -194,70 +231,103 @@ async def vnc_click_hack(
client.keyboard.press('Ctrl', 'Alt', key) # keys are stacked
def i3ipc_fin_wins_titled(
titles: list[str] = [
'Interactive Brokers', # tws running in i3
'IB Gateway', # gw running in i3
# 'IB', # gw running in i3 (newer version?)
# !TODO, remote vnc instance
# -[ ] something in title (or other Con-props) that indicates
# this is explicitly for ibrk sw?
# |_[ ] !can use modden spawn eventually!
'TigerVNC',
# 'vncviewer', # the terminal..
],
) -> tuple[
i3ipc.Con, # orig focussed win
list[tuple[str, i3ipc.Con]], # matching wins by title
]:
'''
Attempt to find a local-DE window titled with an entry in
`titles`.
If found deliver the current focussed window and all matching
`i3ipc.Con`s in a list.
'''
import i3ipc
ipc = i3ipc.Connection()
# TODO: might be worth offering some kinda api for grabbing
# the window id from the pid?
# https://stackoverflow.com/a/2250879
tree = ipc.get_tree()
focussed: i3ipc.Con = tree.find_focused()
matches: list[i3ipc.Con] = []
for name in titles:
results = tree.find_titled(name)
print(f'results for {name}: {results}')
if results:
con = results[0]
matches.append((
name,
con,
))
return (
focussed,
matches,
)
def i3ipc_xdotool_manual_click_hack() -> None:
'''
Do the data reset hack but expecting a local X-window using `xdotool`.
'''
import i3ipc
i3 = i3ipc.Connection()
# TODO: might be worth offering some kinda api for grabbing
# the window id from the pid?
# https://stackoverflow.com/a/2250879
t = i3.get_tree()
orig_win_id = t.find_focused().window
# for tws
win_names: list[str] = [
'Interactive Brokers', # tws running in i3
'IB Gateway', # gw running in i3
# 'IB', # gw running in i3 (newer version?)
]
focussed, matches = i3ipc_fin_wins_titled()
orig_win_id = focussed.window
try:
for name in win_names:
results = t.find_titled(name)
print(f'results for {name}: {results}')
if results:
con = results[0]
print(f'Resetting data feed for {name}')
win_id = str(con.window)
w, h = con.rect.width, con.rect.height
for name, con in matches:
print(f'Resetting data feed for {name}')
win_id = str(con.window)
w, h = con.rect.width, con.rect.height
# TODO: seems to be a few libs for python but not sure
# if they support all the sub commands we need, order of
# most recent commit history:
# https://github.com/rr-/pyxdotool
# https://github.com/ShaneHutter/pyxdotool
# https://github.com/cphyc/pyxdotool
# TODO: seems to be a few libs for python but not sure
# if they support all the sub commands we need, order of
# most recent commit history:
# https://github.com/rr-/pyxdotool
# https://github.com/ShaneHutter/pyxdotool
# https://github.com/cphyc/pyxdotool
# TODO: only run the reconnect (2nd) kc on a detected
# disconnect?
for key_combo, timeout in [
# only required if we need a connection reset.
# ('ctrl+alt+r', 12),
# data feed reset.
('ctrl+alt+f', 6)
]:
subprocess.call([
'xdotool',
'windowactivate', '--sync', win_id,
# TODO: only run the reconnect (2nd) kc on a detected
# disconnect?
for key_combo, timeout in [
# only required if we need a connection reset.
# ('ctrl+alt+r', 12),
# data feed reset.
('ctrl+alt+f', 6)
]:
subprocess.call([
'xdotool',
'windowactivate', '--sync', win_id,
# move mouse to bottom left of window (where
# there should be nothing to click).
'mousemove_relative', '--sync', str(w-4), str(h-4),
# move mouse to bottom left of window (where
# there should be nothing to click).
'mousemove_relative', '--sync', str(w-4), str(h-4),
# NOTE: we may need to stick a `--retry 3` in here..
'click', '--window', win_id,
'--repeat', '3', '1',
# NOTE: we may need to stick a `--retry 3` in here..
'click', '--window', win_id,
'--repeat', '3', '1',
# hackzorzes
'key', key_combo,
],
timeout=timeout,
)
# hackzorzes
'key', key_combo,
],
timeout=timeout,
)
# re-activate and focus original window
subprocess.call([

View File

@ -48,6 +48,7 @@ from bidict import bidict
import trio
import tractor
from tractor import to_asyncio
from tractor import trionics
from pendulum import (
from_timestamp,
DateTime,
@ -1369,8 +1370,8 @@ async def load_clients_for_trio(
'''
Pure async mngr proxy to ``load_aio_clients()``.
This is a bootstrap entrypoing to call from
a ``tractor.to_asyncio.open_channel_from()``.
This is a bootstrap entrypoint to call from
a `tractor.to_asyncio.open_channel_from()`.
'''
async with load_aio_clients(
@ -1391,7 +1392,10 @@ async def open_client_proxies() -> tuple[
async with (
tractor.trionics.maybe_open_context(
acm_func=tractor.to_asyncio.open_channel_from,
kwargs={'target': load_clients_for_trio},
kwargs={
'target': load_clients_for_trio,
# ^XXX, kwarg to `open_channel_from()`
},
# lock around current actor task access
# TODO: maybe this should be the default in tractor?
@ -1584,7 +1588,8 @@ async def open_client_proxy(
event_consumers=event_table,
) as (first, chan),
trio.open_nursery() as relay_n,
trionics.collapse_eg(), # loose-ify
trio.open_nursery() as relay_tn,
):
assert isinstance(first, Client)
@ -1624,7 +1629,7 @@ async def open_client_proxy(
continue
relay_n.start_soon(relay_events)
relay_tn.start_soon(relay_events)
yield proxy

View File

@ -34,6 +34,7 @@ import trio
from trio_typing import TaskStatus
import tractor
from tractor.to_asyncio import LinkedTaskChannel
from tractor import trionics
from ib_insync.contract import (
Contract,
)
@ -407,7 +408,7 @@ async def update_and_audit_pos_msg(
# TODO: make this a "propaganda" log level?
if ibpos.avgCost != msg.avg_price:
log.warning(
log.debug(
f'IB "FIFO" avg price for {msg.symbol} is DIFF:\n'
f'ib: {ibfmtmsg}\n'
'---------------------------\n'
@ -738,7 +739,7 @@ async def open_trade_dialog(
f'UNEXPECTED POSITION says IB => {msg.symbol}\n'
'Maybe they LIQUIDATED YOU or your ledger is wrong?\n'
)
log.error(logmsg)
log.debug(logmsg)
await ctx.started((
all_positions,
@ -747,21 +748,22 @@ async def open_trade_dialog(
async with (
ctx.open_stream() as ems_stream,
trio.open_nursery() as n,
trionics.collapse_eg(),
trio.open_nursery() as tn,
):
# relay existing open orders to ems
for msg in order_msgs:
await ems_stream.send(msg)
for client in set(aioclients.values()):
trade_event_stream: LinkedTaskChannel = await n.start(
trade_event_stream: LinkedTaskChannel = await tn.start(
open_trade_event_stream,
client,
)
# start order request handler **before** local trades
# event loop
n.start_soon(
tn.start_soon(
handle_order_requests,
ems_stream,
accounts_def,
@ -769,7 +771,7 @@ async def open_trade_dialog(
)
# allocate event relay tasks for each client connection
n.start_soon(
tn.start_soon(
deliver_trade_events,
trade_event_stream,
@ -1241,32 +1243,47 @@ async def deliver_trade_events(
# never relay errors for non-broker related issues
# https://interactivebrokers.github.io/tws-api/message_codes.html
code: int = err['error_code']
if code in {
200, # uhh
reason: str = err['reason']
reqid: str = str(err['reqid'])
# "Warning:" msg codes,
# https://interactivebrokers.github.io/tws-api/message_codes.html#warning_codes
# - 2109: 'Outside Regular Trading Hours'
if 'Warning:' in reason:
log.warning(
f'Order-API-warning: {code!r}\n'
f'reqid: {reqid!r}\n'
f'\n'
f'{pformat(err)}\n'
# ^TODO? should we just print the `reason`
# not the full `err`-dict?
)
continue
# XXX known special (ignore) cases
elif code in {
200, # uhh.. ni idea
# hist pacing / connectivity
162,
165,
# WARNING codes:
# https://interactivebrokers.github.io/tws-api/message_codes.html#warning_codes
# Attribute 'Outside Regular Trading Hours' is
# " 'ignored based on the order type and
# destination. PlaceOrder is now ' 'being
# processed.',
2109,
# XXX: lol this isn't even documented..
# 'No market data during competing live session'
1669,
}:
log.error(
f'Order-API-error which is non-cancel-causing ?!\n'
f'\n'
f'{pformat(err)}\n'
)
continue
reqid: str = str(err['reqid'])
reason: str = err['reason']
if err['reqid'] == -1:
log.error(f'TWS external order error:\n{pformat(err)}')
log.error(
f'TWS external order error ??\n'
f'{pformat(err)}\n'
)
flow: dict = dict(
flows.get(reqid)

View File

@ -587,7 +587,7 @@ async def get_bars(
data_cs.cancel()
# spawn new data reset task
data_cs, reset_done = await nurse.start(
data_cs, reset_done = await tn.start(
partial(
wait_on_data_reset,
proxy,
@ -607,11 +607,11 @@ async def get_bars(
# such that simultaneous symbol queries don't try data resettingn
# too fast..
unset_resetter: bool = False
async with trio.open_nursery() as nurse:
async with trio.open_nursery() as tn:
# start history request that we allow
# to run indefinitely until a result is acquired
nurse.start_soon(query)
tn.start_soon(query)
# start history reset loop which waits up to the timeout
# for a result before triggering a data feed reset.
@ -631,7 +631,7 @@ async def get_bars(
unset_resetter: bool = True
# spawn new data reset task
data_cs, reset_done = await nurse.start(
data_cs, reset_done = await tn.start(
partial(
wait_on_data_reset,
proxy,
@ -705,7 +705,9 @@ async def _setup_quote_stream(
# to_trio, from_aio = trio.open_memory_channel(2**8) # type: ignore
def teardown():
ticker.updateEvent.disconnect(push)
log.error(f"Disconnected stream for `{symbol}`")
log.error(
f'Disconnected stream for `{symbol}`'
)
client.ib.cancelMktData(contract)
# decouple broadcast mem chan
@ -761,7 +763,10 @@ async def open_aio_quote_stream(
symbol: str,
contract: Contract | None = None,
) -> trio.abc.ReceiveStream:
) -> (
trio.abc.Channel| # iface
tractor.to_asyncio.LinkedTaskChannel # actually
):
from tractor.trionics import broadcast_receiver
global _quote_streams
@ -778,6 +783,7 @@ async def open_aio_quote_stream(
yield from_aio
return
from_aio: tractor.to_asyncio.LinkedTaskChannel
async with tractor.to_asyncio.open_channel_from(
_setup_quote_stream,
symbol=symbol,
@ -983,17 +989,18 @@ async def stream_quotes(
)
cs: trio.CancelScope | None = None
startup: bool = True
iter_quotes: trio.abc.Channel
while (
startup
or cs.cancel_called
):
with trio.CancelScope() as cs:
async with (
trio.open_nursery() as nurse,
trio.open_nursery() as tn,
open_aio_quote_stream(
symbol=sym,
contract=con,
) as stream,
) as iter_quotes,
):
# ugh, clear ticks since we've consumed them
# (ahem, ib_insync is stateful trash)
@ -1021,9 +1028,9 @@ async def stream_quotes(
await rt_ev.wait()
cs.cancel() # cancel called should now be set
nurse.start_soon(reset_on_feed)
tn.start_soon(reset_on_feed)
async with aclosing(stream):
async with aclosing(iter_quotes):
# if syminfo.get('no_vlm', False):
if not init_msg.shm_write_opts['has_vlm']:
@ -1038,19 +1045,21 @@ async def stream_quotes(
# wait for real volume on feed (trading might be
# closed)
while True:
ticker = await stream.receive()
ticker = await iter_quotes.receive()
# for a real volume contract we rait for
# the first "real" trade to take place
if (
# not calc_price
# and not ticker.rtTime
not ticker.rtTime
False
# not ticker.rtTime
):
# spin consuming tickers until we
# get a real market datum
log.debug(f"New unsent ticker: {ticker}")
continue
else:
log.debug("Received first volume tick")
# ugh, clear ticks since we've
@ -1066,13 +1075,18 @@ async def stream_quotes(
log.debug(f"First ticker received {quote}")
# tell data-layer spawner-caller that live
# quotes are now streaming.
# quotes are now active desptie not having
# necessarily received a first vlm/clearing
# tick.
ticker = await iter_quotes.receive()
feed_is_live.set()
fqme: str = quote['fqme']
await send_chan.send({fqme: quote})
# last = time.time()
async for ticker in stream:
async for ticker in iter_quotes:
quote = normalize(ticker)
fqme = quote['fqme']
fqme: str = quote['fqme']
await send_chan.send({fqme: quote})
# ugh, clear ticks since we've consumed them

View File

@ -34,6 +34,7 @@ import urllib.parse
import hashlib
import hmac
import base64
import tractor
import trio
from piker import config
@ -372,8 +373,7 @@ class Client:
# 1658347714, 'status': 'Success'}]}
if xfers:
import tractor
await tractor.pp()
await tractor.pause()
trans: dict[str, Transaction] = {}
for entry in xfers:
@ -501,7 +501,8 @@ class Client:
for xkey, data in resp['result'].items():
# NOTE: always cache in pairs tables for faster lookup
pair = Pair(xname=xkey, **data)
with tractor.devx.maybe_open_crash_handler(): # as bxerr:
pair = Pair(xname=xkey, **data)
# register the above `Pair` structs for all
# key-sets/monikers: a set of 4 (frickin) tables

View File

@ -175,9 +175,8 @@ async def handle_order_requests(
case {
'account': 'kraken.spot' as account,
'action': action,
} if action in {'buy', 'sell'}:
'action': 'buy'|'sell',
}:
# validate
order = BrokerdOrder(**msg)
@ -262,6 +261,12 @@ async def handle_order_requests(
} | extra
log.info(f'Submitting WS order request:\n{pformat(req)}')
# NOTE HOWTO, debug order requests
#
# if 'XRP' in pair:
# await tractor.pause()
await ws.send_msg(req)
# placehold for sanity checking in relay loop
@ -544,7 +549,7 @@ async def open_trade_dialog(
# to be reloaded.
balances: dict[str, float] = await client.get_balances()
verify_balances(
await verify_balances(
acnt,
src_fiat,
balances,
@ -1085,6 +1090,8 @@ async def handle_order_updates(
f'Failed to {action} order {reqid}:\n'
f'{errmsg}'
)
# if tractor._state.debug_mode():
# await tractor.pause()
symbol: str = 'N/A'
if chain := apiflows.get(reqid):

View File

@ -21,7 +21,6 @@ Symbology defs and search.
from decimal import Decimal
import tractor
from rapidfuzz import process as fuzzy
from piker._cacheables import (
async_lifo_cache,
@ -41,8 +40,13 @@ from piker.accounting._mktinfo import (
)
# https://www.kraken.com/features/api#get-tradable-pairs
class Pair(Struct):
'''
A tradable asset pair as schema-defined by,
https://docs.kraken.com/api/docs/rest-api/get-tradable-asset-pairs
'''
xname: str # idiotic bs_mktid equiv i guess?
altname: str # alternate pair name
wsname: str # WebSocket pair name (if available)
@ -53,7 +57,6 @@ class Pair(Struct):
lot: str # volume lot size
cost_decimals: int
costmin: float
pair_decimals: int # scaling decimal places for pair
lot_decimals: int # scaling decimal places for volume
@ -79,6 +82,7 @@ class Pair(Struct):
tick_size: float # min price step size
status: str
costmin: str|None = None # XXX, only some mktpairs?
short_position_limit: float = 0
long_position_limit: float = float('inf')

View File

@ -37,6 +37,12 @@ import tractor
from async_generator import asynccontextmanager
import numpy as np
import wrapt
# TODO, port to `httpx`/`trio-websocket` whenver i get back to
# writing a proper ws-api streamer for this backend (since the data
# feeds are free now) as per GH feat-req:
# https://github.com/pikers/piker/issues/509
#
import asks
from ..calc import humanize, percent_change

View File

@ -25,7 +25,10 @@ from typing import TYPE_CHECKING
import trio
import tractor
from tractor.trionics import broadcast_receiver
from tractor.trionics import (
broadcast_receiver,
collapse_eg,
)
from ._util import (
log, # sub-sys logger
@ -285,8 +288,11 @@ async def open_ems(
client._ems_stream = trades_stream
# start sync code order msg delivery task
async with trio.open_nursery() as n:
n.start_soon(
async with (
collapse_eg(),
trio.open_nursery() as tn,
):
tn.start_soon(
relay_orders_from_sync_code,
client,
fqme,
@ -302,4 +308,4 @@ async def open_ems(
)
# stop the sync-msg-relay task on exit.
n.cancel_scope.cancel()
tn.cancel_scope.cancel()

View File

@ -42,6 +42,7 @@ from bidict import bidict
import trio
from trio_typing import TaskStatus
import tractor
from tractor import trionics
from ._util import (
log, # sub-sys logger
@ -76,7 +77,6 @@ if TYPE_CHECKING:
# TODO: numba all of this
def mk_check(
trigger_price: float,
known_last: float,
action: str,
@ -162,7 +162,7 @@ async def clear_dark_triggers(
router: Router,
brokerd_orders_stream: tractor.MsgStream,
quote_stream: tractor.ReceiveMsgStream, # noqa
quote_stream: tractor.MsgStream,
broker: str,
fqme: str,
@ -178,6 +178,7 @@ async def clear_dark_triggers(
'''
# XXX: optimize this for speed!
# TODO:
# - port to the new ringbuf stuff in `tractor.ipc`!
# - numba all this!
# - this stream may eventually contain multiple symbols
quote_stream._raise_on_lag = False
@ -500,7 +501,7 @@ class Router(Struct):
'''
# setup at actor spawn time
nursery: trio.Nursery
_tn: trio.Nursery
# broker to book map
books: dict[str, DarkBook] = {}
@ -670,7 +671,7 @@ class Router(Struct):
# dark book clearing loop, also lives with parent
# daemon to allow dark order clearing while no
# client is connected.
self.nursery.start_soon(
self._tn.start_soon(
clear_dark_triggers,
self,
relay.brokerd_stream,
@ -693,7 +694,7 @@ class Router(Struct):
# spawn a ``brokerd`` order control dialog stream
# that syncs lifetime with the parent `emsd` daemon.
self.nursery.start_soon(
self._tn.start_soon(
translate_and_relay_brokerd_events,
broker,
relay.brokerd_stream,
@ -767,10 +768,12 @@ async def _setup_persistent_emsd(
global _router
# open a root "service nursery" for the ``emsd`` actor
async with trio.open_nursery() as service_nursery:
_router = Router(nursery=service_nursery)
# open a root "service task-nursery" for the `emsd`-actor
async with (
trionics.collapse_eg(),
trio.open_nursery() as tn
):
_router = Router(_tn=tn)
# TODO: send back the full set of persistent
# orders/execs?
@ -1190,12 +1193,16 @@ async def process_client_order_cmds(
submitting live orders immediately if requested by the client.
'''
# cmd: dict
# TODO, only allow `msgspec.Struct` form!
cmd: dict
async for cmd in client_order_stream:
log.info(f'Received order cmd:\n{pformat(cmd)}')
log.info(
f'Received order cmd:\n'
f'{pformat(cmd)}\n'
)
# CAWT DAMN we need struct support!
oid = str(cmd['oid'])
oid: str = str(cmd['oid'])
# register this stream as an active order dialog (msg flow) for
# this order id such that translated message from the brokerd
@ -1301,7 +1308,7 @@ async def process_client_order_cmds(
case {
'oid': oid,
'symbol': fqme,
'price': trigger_price,
'price': price,
'size': size,
'action': ('buy' | 'sell') as action,
'exec_mode': ('live' | 'paper'),
@ -1333,7 +1340,7 @@ async def process_client_order_cmds(
symbol=sym,
action=action,
price=trigger_price,
price=price,
size=size,
account=req.account,
)
@ -1355,7 +1362,11 @@ async def process_client_order_cmds(
# (``translate_and_relay_brokerd_events()`` above) will
# handle relaying the ems side responses back to
# the client/cmd sender from this request
log.info(f'Sending live order to {broker}:\n{pformat(msg)}')
log.info(
f'Sending live order to {broker}:\n'
f'{pformat(msg)}'
)
await brokerd_order_stream.send(msg)
# an immediate response should be ``BrokerdOrderAck``
@ -1371,7 +1382,7 @@ async def process_client_order_cmds(
case {
'oid': oid,
'symbol': fqme,
'price': trigger_price,
'price': price,
'size': size,
'exec_mode': exec_mode,
'action': action,
@ -1399,7 +1410,12 @@ async def process_client_order_cmds(
if isnan(last):
last = flume.rt_shm.array[-1]['close']
pred = mk_check(trigger_price, last, action)
trigger_price: float = float(price)
pred = mk_check(
trigger_price,
last,
action,
)
# NOTE: for dark orders currently we submit
# the triggered live order at a price 5 ticks
@ -1506,7 +1522,7 @@ async def maybe_open_trade_relays(
loglevel: str = 'info',
):
fqme, relay, feed, client_ready = await _router.nursery.start(
fqme, relay, feed, client_ready = await _router._tn.start(
_router.open_trade_relays,
fqme,
exec_mode,
@ -1539,7 +1555,7 @@ async def _emsd_main(
ctx: tractor.Context,
fqme: str,
exec_mode: str, # ('paper', 'live')
loglevel: str | None = None,
loglevel: str|None = None,
) -> tuple[
dict[

View File

@ -19,6 +19,7 @@ Clearing sub-system message and protocols.
"""
from __future__ import annotations
from decimal import Decimal
from typing import (
Literal,
)
@ -71,7 +72,15 @@ class Order(Struct):
symbol: str # | MktPair
account: str # should we set a default as '' ?
price: float
# https://docs.python.org/3/library/decimal.html#decimal-objects
#
# ?TODO? decimal usage throughout?
# -[ ] possibly leverage the `Encoder(decimal_format='number')`
# bit?
# |_https://jcristharif.com/msgspec/supported-types.html#decimal
# -[ ] should we also use it for .size?
#
price: Decimal
size: float # -ve is "sell", +ve is "buy"
brokers: list[str] = []
@ -178,7 +187,7 @@ class BrokerdOrder(Struct):
time_ns: int
symbol: str # fqme
price: float
price: Decimal
size: float
# TODO: if we instead rely on a +ve/-ve size to determine

View File

@ -510,7 +510,7 @@ async def handle_order_requests(
reqid = await client.submit_limit(
oid=order.oid,
symbol=f'{order.symbol}.{client.broker}',
price=order.price,
price=float(order.price),
action=order.action,
size=order.size,
# XXX: by default 0 tells ``ib_insync`` methods that

View File

@ -184,33 +184,12 @@ def pikerd(
registry_addrs=regaddrs,
loglevel=loglevel,
debug_mode=pdb,
) as service_mngr, # normally delivers a ``Services`` handle
# AsyncExitStack() as stack,
enable_transports=['uds'],
) as service_mngr,
):
# TODO: spawn all other sub-actor daemons according to
# multiaddress endpoint spec defined by user config
assert service_mngr
# if tsdb:
# dname, conf = await stack.enter_async_context(
# service.marketstore.start_ahab_daemon(
# service_mngr,
# loglevel=loglevel,
# )
# )
# log.info(f'TSDB `{dname}` up with conf:\n{conf}')
# if es:
# dname, conf = await stack.enter_async_context(
# service.elastic.start_ahab_daemon(
# service_mngr,
# loglevel=loglevel,
# )
# )
# log.info(f'DB `{dname}` up with conf:\n{conf}')
# ?TODO? spawn all other sub-actor daemons according to
# multiaddress endpoint spec defined by user config
await trio.sleep_forever()
trio.run(main)
@ -335,7 +314,7 @@ 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

View File

@ -740,7 +740,7 @@ async def sample_and_broadcast(
log.warning(
f'Feed OVERRUN {sub_key}'
'@{bus.brokername} -> \n'
f'@{bus.brokername} -> \n'
f'feed @ {chan.uid}\n'
f'throttle = {throttle} Hz'
)

View File

@ -39,6 +39,7 @@ from typing import (
AsyncContextManager,
Awaitable,
Sequence,
TYPE_CHECKING,
)
import trio
@ -75,6 +76,10 @@ from ._sampling import (
uniform_rate_send,
)
if TYPE_CHECKING:
from tractor._addr import Address
from tractor.msg.types import Aid
class Sub(Struct, frozen=True):
'''
@ -723,7 +728,10 @@ class Feed(Struct):
async for msg in stream:
await tx.send(msg)
async with trio.open_nursery() as nurse:
async with (
tractor.trionics.collapse_eg(),
trio.open_nursery() as nurse
):
# spawn a relay task for each stream so that they all
# multiplex to a common channel.
for brokername in mods:
@ -786,7 +794,6 @@ async def install_brokerd_search(
@acm
async def maybe_open_feed(
fqmes: list[str],
loglevel: str | None = None,
@ -840,13 +847,12 @@ async def maybe_open_feed(
@acm
async def open_feed(
fqmes: list[str],
loglevel: str | None = None,
loglevel: str|None = None,
allow_overruns: bool = True,
start_stream: bool = True,
tick_throttle: float | None = None, # Hz
tick_throttle: float|None = None, # Hz
allow_remote_ctl_ui: bool = False,
@ -899,19 +905,19 @@ async def open_feed(
feed.portals[brokermod] = portal
# fill out "status info" that the UI can show
host, port = portal.channel.raddr
if host == '127.0.0.1':
host = 'localhost'
chan: tractor.Channel = portal.chan
raddr: Address = chan.raddr
aid: Aid = chan.aid
# TAG_feed_status_update
feed.status.update({
'actor_name': portal.channel.uid[0],
'host': host,
'port': port,
'actor_id': aid,
'actor_short_id': f'{aid.name}@{aid.pid}',
'ipc': chan.raddr.proto_key,
'ipc_addr': raddr,
'hist_shm': 'NA',
'rt_shm': 'NA',
'throttle_rate': tick_throttle,
'throttle_hz': tick_throttle,
})
# feed.status.update(init_msg.pop('status', {}))
# (allocate and) connect to any feed bus for this broker
bus_ctxs.append(

View File

@ -36,10 +36,10 @@ from ._sharedmem import (
ShmArray,
_Token,
)
from piker.accounting import MktPair
if TYPE_CHECKING:
from ..accounting import MktPair
from .feed import Feed
from piker.data.feed import Feed
class Flume(Struct):
@ -82,7 +82,7 @@ class Flume(Struct):
# TODO: do we need this really if we can pull the `Portal` from
# ``tractor``'s internals?
feed: Feed | None = None
feed: Feed|None = None
@property
def rt_shm(self) -> ShmArray:

View File

@ -113,9 +113,9 @@ def validate_backend(
)
if ep is None:
log.warning(
f'Provider backend {mod.name} is missing '
f'{daemon_name} support :(\n'
f'The following endpoint is missing: {name}'
f'Provider backend {mod.name!r} is missing '
f'{daemon_name!r} support?\n'
f'|_module endpoint-func missing: {name!r}\n'
)
inits: list[

View File

@ -498,6 +498,7 @@ async def cascade(
func_name: str = func.__name__
async with (
tractor.trionics.collapse_eg(), # avoid multi-taskc tb in console
trio.open_nursery() as tn,
):
# TODO: might be better to just make a "restart" method where

View File

@ -200,7 +200,8 @@ async def open_pikerd(
reg_addrs,
),
tractor.open_nursery() as actor_nursery,
trio.open_nursery() as service_nursery,
tractor.trionics.collapse_eg(),
trio.open_nursery() as service_tn,
):
for addr in reg_addrs:
if addr not in root_actor.accept_addrs:
@ -211,7 +212,7 @@ async def open_pikerd(
# assign globally for future daemon/task creation
Services.actor_n = actor_nursery
Services.service_n = service_nursery
Services.service_n = service_tn
Services.debug_mode = debug_mode
try:
@ -221,7 +222,7 @@ async def open_pikerd(
# TODO: is this more clever/efficient?
# if 'samplerd' in Services.service_tasks:
# await Services.cancel_service('samplerd')
service_nursery.cancel_scope.cancel()
service_tn.cancel_scope.cancel()
# TODO: do we even need this?

View File

@ -963,7 +963,10 @@ async def tsdb_backfill(
# 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:
async with (
tractor.trionics.collapse_eg(),
trio.open_nursery() as tn
):
tn.start_soon(
push_latest_frame,
dt_eps,
@ -1012,9 +1015,16 @@ async def tsdb_backfill(
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
if def_frame_size != calced_frame_size:
log.warning(
f'Expected frame size {def_frame_size}\n'
f'Rxed frame {calced_frame_size}\n'
)
# await tractor.pause()
else:
# use what we calced from first frame above.
def_frame_size = calced_frame_size
@ -1043,7 +1053,9 @@ async def tsdb_backfill(
# if there is a gap to backfill from the first
# history frame until the last datum loaded from the tsdb
# continue that now in the background
async with trio.open_nursery() as tn:
async with trio.open_nursery(
strict_exception_groups=False,
) as tn:
bf_done = await tn.start(
partial(
@ -1308,6 +1320,7 @@ async def manage_history(
# sampling period) data set since normally differently
# sampled timeseries can be loaded / process independently
# ;)
tractor.trionics.collapse_eg(),
trio.open_nursery() as tn,
):
log.info(

View File

@ -517,7 +517,7 @@ def with_dts(
'''
return df.with_columns([
pl.col(time_col).shift(1).suffix('_prev'),
pl.col(time_col).shift(1).name.suffix('_prev'),
pl.col(time_col).diff().alias('s_diff'),
pl.from_epoch(pl.col(time_col)).alias('dt'),
]).with_columns([
@ -623,7 +623,7 @@ def detect_vlm_gaps(
) -> pl.DataFrame:
vnull: pl.DataFrame = w_dts.filter(
vnull: pl.DataFrame = df.filter(
pl.col(col) == 0
)
return vnull

View File

@ -21,6 +21,7 @@ Main app startup and run.
from functools import partial
from types import ModuleType
import tractor
import trio
from piker.ui.qt import (
@ -116,6 +117,7 @@ async def _async_main(
needed_brokermods[brokername] = brokers[brokername]
async with (
tractor.trionics.collapse_eg(),
trio.open_nursery() as root_n,
):
# set root nursery and task stack for spawning other charts/feeds

View File

@ -33,7 +33,6 @@ import trio
from piker.ui.qt import (
QtCore,
QtWidgets,
Qt,
QLineF,
QFrame,

View File

@ -1445,7 +1445,10 @@ async def display_symbol_data(
# for pause/resume on mouse interaction
rt_chart.feed = feed
async with trio.open_nursery() as ln:
async with (
tractor.trionics.collapse_eg(),
trio.open_nursery() as ln,
):
# if available load volume related built-in display(s)
vlm_charts: dict[
str,

View File

@ -22,7 +22,10 @@ from contextlib import asynccontextmanager as acm
from typing import Callable
import trio
from tractor.trionics import gather_contexts
from tractor.trionics import (
gather_contexts,
collapse_eg,
)
from piker.ui.qt import (
QtCore,
@ -207,7 +210,10 @@ async def open_signal_handler(
async for args in recv:
await async_handler(*args)
async with trio.open_nursery() as tn:
async with (
collapse_eg(),
trio.open_nursery() as tn
):
tn.start_soon(proxy_to_handler)
async with send:
yield
@ -242,6 +248,7 @@ async def open_handlers(
widget: QWidget
streams: list[trio.abc.ReceiveChannel]
async with (
collapse_eg(),
trio.open_nursery() as tn,
gather_contexts([
open_event_stream(

View File

@ -18,10 +18,11 @@
Feed status and controls widget(s) for embedding in a UI-pane.
"""
from __future__ import annotations
from textwrap import dedent
from typing import TYPE_CHECKING
from typing import (
Any,
TYPE_CHECKING,
)
# from PyQt5.QtCore import Qt
@ -49,35 +50,55 @@ def mk_feed_label(
a feed control protocol.
'''
status = feed.status
status: dict[str, Any] = feed.status
assert status
msg = dedent("""
actor: **{actor_name}**\n
|_ @**{host}:{port}**\n
""")
# SO tips on ws/nls,
# https://stackoverflow.com/a/15721400
ws: str = ' '
# nl: str = '<br>' # dun work?
actor_info_repr: str = (
f')> **{status["actor_short_id"]}**\n'
'\n' # bc md?
)
for key, val in status.items():
if key in ('host', 'port', 'actor_name'):
continue
msg += f'\n|_ {key}: **{{{key}}}**\n'
# fields to select *IN* for display
# (see `.data.feed.open_feed()` status
# update -> TAG_feed_status_update)
for key in [
'ipc',
'hist_shm',
'rt_shm',
'throttle_hz',
]:
# NOTE, the 2nd key is filled via `.format()` updates.
actor_info_repr += (
f'\n' # bc md?
f'{ws}|_{key}: **{{{key}}}**\n'
)
# ^TODO? formatting and content..
# -[ ] showing which fqme is "forward" on the
# chart/fsp/order-mode?
# '|_ flows: **{symbols}**\n'
#
# -[x] why isn't the indent working?
# => markdown, now solved..
feed_label = FormatLabel(
fmt_str=msg,
# |_ streams: **{symbols}**\n
fmt_str=actor_info_repr,
font=_font.font,
font_size=_font_small.px_size,
font_color='default_lightest',
)
# ?TODO, remove this?
# form.vbox.setAlignment(feed_label, Qt.AlignBottom)
# form.vbox.setAlignment(Qt.AlignBottom)
_ = chart.height() - (
form.height() +
form.fill_bar.height()
# feed_label.height()
)
# _ = chart.height() - (
# form.height() +
# form.fill_bar.height()
# # feed_label.height()
# )
feed_label.format(**feed.status)
return feed_label

View File

@ -600,6 +600,7 @@ async def open_fsp_admin(
kwargs=kwargs,
) as (cache_hit, cluster_map),
tractor.trionics.collapse_eg(),
trio.open_nursery() as tn,
):
if cache_hit:
@ -613,6 +614,8 @@ async def open_fsp_admin(
)
try:
yield admin
# ??TODO, does this *need* to be inside a finally?
finally:
# terminate all tasks via signals
for key, entry in admin._registry.items():

View File

@ -285,18 +285,20 @@ class FormatLabel(QLabel):
font_size: int,
font_color: str,
use_md: bool = True,
parent=None,
) -> None:
super().__init__(parent)
# by default set the format string verbatim and expect user to
# call ``.format()`` later (presumably they'll notice the
# by default set the format string verbatim and expect user
# to call ``.format()`` later (presumably they'll notice the
# unformatted content if ``fmt_str`` isn't meant to be
# unformatted).
self.fmt_str = fmt_str
self.setText(fmt_str)
# self.setText(fmt_str) # ?TODO, why here?
self.setStyleSheet(
f"""QLabel {{
@ -306,9 +308,10 @@ class FormatLabel(QLabel):
"""
)
self.setFont(_font.font)
self.setTextFormat(
Qt.TextFormat.MarkdownText
)
if use_md:
self.setTextFormat(
Qt.TextFormat.MarkdownText
)
self.setMargin(0)
self.setSizePolicy(
@ -316,7 +319,10 @@ class FormatLabel(QLabel):
size_policy.Expanding,
)
self.setAlignment(
Qt.AlignVCenter | Qt.AlignLeft
Qt.AlignLeft
|
Qt.AlignBottom
# Qt.AlignVCenter
)
self.setText(self.fmt_str)

View File

@ -269,6 +269,8 @@ def hcolor(name: str) -> str:
# default ohlc-bars/curve gray
'bracket': '#666666', # like the logo
'pikers': '#616161', # a trader shade of..
'beast': '#161616', # in the dark alone.
# bluish
'charcoal': '#36454F',

View File

@ -21,6 +21,7 @@ Chart trading, the only way to scalp.
from __future__ import annotations
from contextlib import asynccontextmanager
from dataclasses import dataclass, field
from decimal import Decimal
from functools import partial
from pprint import pformat
import time
@ -41,7 +42,6 @@ from piker.accounting import (
Position,
mk_allocator,
MktPair,
Symbol,
)
from piker.clearing import (
open_ems,
@ -143,6 +143,15 @@ class OrderMode:
}
_staged_order: Order | None = None
@property
def curr_mkt(self) -> MktPair:
'''
Deliver the currently selected `MktPair` according
chart state.
'''
return self.chart.linked.mkt
def on_level_change_update_next_order_info(
self,
level: float,
@ -172,7 +181,11 @@ class OrderMode:
line.update_labels(order_info)
# update bound-in staged order
order.price = level
mkt: MktPair = self.curr_mkt
order.price: Decimal = mkt.quantize(
size=level,
quantity_type='price',
)
order.size = order_info['size']
# when an order is changed we flip the settings side-pane to
@ -187,7 +200,9 @@ class OrderMode:
) -> LevelLine:
level = order.price
# TODO, if we instead just always decimalize at the ems layer
# we can avoid this back-n-forth casting?
level = float(order.price)
line = order_line(
chart or self.chart,
@ -224,7 +239,11 @@ class OrderMode:
# the order mode allocator but we still need to update the
# "staged" order message we'll send to the ems
def update_order_price(y: float) -> None:
order.price = y
mkt: MktPair = self.curr_mkt
order.price: Decimal = mkt.quantize(
size=y,
quantity_type='price',
)
line._on_level_change = update_order_price
@ -275,34 +294,31 @@ class OrderMode:
chart = cursor.linked.chart
if (
not chart
and cursor
and cursor.active_plot
and
cursor
and
cursor.active_plot
):
return
chart = cursor.active_plot
price = cursor._datum_xy[1]
price: float = cursor._datum_xy[1]
if not price:
# zero prices are not supported by any means
# since that's illogical / a no-op.
return
mkt: MktPair = self.chart.linked.mkt
# NOTE : we could also use instead,
# mkt.quantize(price, quantity_type='price')
# but it returns a Decimal and it's probably gonna
# be slower?
# TODO: should we be enforcing this precision
# at a different layer in the stack? right now
# any precision error will literally be relayed
# all the way back from the backend.
price = round(
price,
ndigits=mkt.price_tick_digits,
# at a different layer in the stack?
# |_ might require `MktPair` tracking in the EMS?
# |_ right now any precision error will be relayed
# all the way back from the backend and vice-versa..
#
mkt: MktPair = self.curr_mkt
price: Decimal = mkt.quantize(
size=price,
quantity_type='price',
)
order = self._staged_order = Order(
action=action,
price=price,
@ -378,7 +394,7 @@ class OrderMode:
'oid': oid,
})
if order.price <= 0:
if float(order.price) <= 0:
log.error(
'*!? Invalid `Order.price <= 0` ?!*\n'
# TODO: make this present multi-line in object form
@ -515,14 +531,15 @@ class OrderMode:
# if an order msg is provided update the line
# **from** that msg.
if order:
if order.price <= 0:
price: float = float(order.price)
if price <= 0:
log.error(f'Order has 0 price, cancelling..\n{order}')
self.cancel_orders([order.oid])
return None
line.set_level(order.price)
line.set_level(price)
self.on_level_change_update_next_order_info(
level=order.price,
level=price,
line=line,
order=order,
# use the corresponding position tracker for the
@ -681,9 +698,9 @@ class OrderMode:
) -> Dialog | None:
# NOTE: the `.order` attr **must** be set with the
# equivalent order msg in order to be loaded.
order = msg.req
order: Order = msg.req
oid = str(msg.oid)
symbol = order.symbol
symbol: str = order.symbol
# TODO: MEGA UGGG ZONEEEE!
src = msg.src
@ -702,13 +719,22 @@ class OrderMode:
order.oid = str(order.oid)
order.brokers = [brokername]
# TODO: change this over to `MktPair`, but it's
# gonna be tough since we don't have any such data
# really in our clearing msg schema..
order.symbol = Symbol.from_fqme(
fqsn=fqme,
info={},
)
# ?TODO? change this over to `MktPair`, but it's gonna be
# tough since we don't have any such data really in our
# clearing msg schema..
# BUT WAIT! WHY do we even want/need this!?
#
# order.symbol = self.curr_mkt
#
# XXX, the old approach.. which i don't quire member why..
# -[ ] verify we for sure don't require this any more!
# |_https://github.com/pikers/piker/issues/517
#
# order.symbol = Symbol.from_fqme(
# fqsn=fqme,
# info={},
# )
maybe_dialog: Dialog | None = self.submit_order(
send_msg=False,
order=order,
@ -766,6 +792,7 @@ async def open_order_mode(
brokerd_accounts,
ems_dialog_msgs,
),
tractor.trionics.collapse_eg(),
trio.open_nursery() as tn,
):
@ -1101,7 +1128,7 @@ async def process_trade_msg(
)
)
):
msg.req = order
msg.req: Order = order
dialog: (
Dialog
# NOTE: on an invalid order submission (eg.
@ -1166,7 +1193,7 @@ async def process_trade_msg(
tm = time.time()
mode.on_fill(
oid,
price=req.price,
price=float(req.price),
time_s=tm,
)
mode.lines.remove_line(uuid=oid)
@ -1221,7 +1248,7 @@ async def process_trade_msg(
tm = details['broker_time']
mode.on_fill(
oid,
price=details['price'],
price=float(details['price']),
time_s=tm,
pointing='up' if action == 'buy' else 'down',
)

1
tags 100644
View File

@ -0,0 +1 @@
TAG_feed_status_update ./piker/data/feed.py /TAG_feed_status_update/

View File

@ -179,7 +179,7 @@ def test_ems_err_on_bad_broker(
# NOTE: emsd should error on the actor's enabled modules
# import phase, when looking for a backend named `doggy`.
except tractor.RemoteActorError as re:
assert re.type == ModuleNotFoundError
assert re.type is ModuleNotFoundError
run_and_tollerate_cancels(load_bad_fqme)

View File

@ -142,7 +142,12 @@ async def test_concurrent_tokens_refresh(us_symbols, loglevel):
# async with tractor.open_nursery() as n:
# await n.run_in_actor('other', intermittently_refresh_tokens)
async with trio.open_nursery() as n:
async with (
tractor.trionics.collapse_eg(),
trio.open_nursery(
# strict_exception_groups=False,
) as n
):
quoter = await qt.stock_quoter(client, us_symbols)
@ -383,7 +388,9 @@ async def test_quote_streaming(tmx_symbols, loglevel, stream_what):
else:
symbols = [tmx_symbols]
async with trio.open_nursery() as n:
async with trio.open_nursery(
strict_exception_groups=False,
) as n:
for syms, func in zip(symbols, stream_what):
n.start_soon(func, feed, syms)