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alt_tpts_f
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a743fa28b5 |
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@ -121,6 +121,7 @@ async def bot_main():
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# tick_throttle=10,
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# tick_throttle=10,
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) as feed,
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) as feed,
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|
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tractor.trionics.collapse_eg(),
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trio.open_nursery() as tn,
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trio.open_nursery() as tn,
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):
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):
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assert accounts
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assert accounts
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@ -365,7 +365,11 @@ class Position(Struct):
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# added: bool = False
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# added: bool = False
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tid: str = t.tid
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tid: str = t.tid
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if tid in self._events:
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if tid in self._events:
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log.warning(f'{t} is already added?!')
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log.debug(
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f'Txn is already added?\n'
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f'\n'
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f'{t}\n'
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)
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# return added
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# return added
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# TODO: apparently this IS possible with a dict but not
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# TODO: apparently this IS possible with a dict but not
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@ -731,7 +735,7 @@ class Account(Struct):
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else:
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else:
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# TODO: we reallly need a diff set of
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# TODO: we reallly need a diff set of
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# loglevels/colors per subsys.
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# loglevels/colors per subsys.
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log.warning(
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log.debug(
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f'Recent position for {fqme} was closed!'
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f'Recent position for {fqme} was closed!'
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)
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)
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@ -22,7 +22,9 @@ you know when you're losing money (if possible) XD
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from __future__ import annotations
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from __future__ import annotations
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from collections.abc import ValuesView
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from collections.abc import ValuesView
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from contextlib import contextmanager as cm
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from contextlib import contextmanager as cm
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from functools import partial
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from math import copysign
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from math import copysign
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from pprint import pformat
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from typing import (
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from typing import (
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Any,
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Any,
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Callable,
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Callable,
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@ -37,12 +39,16 @@ from pendulum import (
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parse,
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parse,
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)
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)
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|
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from ..log import get_logger
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if TYPE_CHECKING:
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if TYPE_CHECKING:
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from ._ledger import (
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from ._ledger import (
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Transaction,
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Transaction,
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TransactionLedger,
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TransactionLedger,
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)
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)
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|
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log = get_logger(__name__)
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def ppu(
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def ppu(
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clears: Iterator[Transaction],
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clears: Iterator[Transaction],
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@ -238,6 +244,9 @@ def iter_by_dt(
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def dyn_parse_to_dt(
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def dyn_parse_to_dt(
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tx: tuple[str, dict[str, Any]] | Transaction,
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tx: tuple[str, dict[str, Any]] | Transaction,
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|
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debug: bool = False,
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_invalid: list|None = None,
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) -> DateTime:
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) -> DateTime:
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# handle `.items()` inputs
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# handle `.items()` inputs
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@ -250,52 +259,81 @@ def iter_by_dt(
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# get best parser for this record..
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# get best parser for this record..
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for k in parsers:
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for k in parsers:
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if (
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if (
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isdict and k in tx
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(v := getattr(tx, k, None))
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or
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or
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getattr(tx, k, None)
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(
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isdict
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and
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(v := tx.get(k))
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)
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):
|
):
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v = (
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tx[k] if isdict
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else tx.dt
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)
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assert v is not None, (
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f'No valid value for `{k}`!?'
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)
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# only call parser on the value if not None from
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# only call parser on the value if not None from
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# the `parsers` table above (when NOT using
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# the `parsers` table above (when NOT using
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# `.get()`), otherwise pass through the value and
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# `.get()`), otherwise pass through the value and
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# sort on it directly
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# sort on it directly
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if (
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if (
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not isinstance(v, DateTime)
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not isinstance(v, DateTime)
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and (parser := parsers.get(k))
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and
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(parser := parsers.get(k))
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):
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):
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return parser(v)
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ret = parser(v)
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else:
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else:
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return v
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ret = v
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return ret
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else:
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else:
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# TODO: move to top?
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log.debug(
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from piker.log import get_logger
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f'Parser-field not found in txn\n'
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log = get_logger(__name__)
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f'\n'
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f'parser-field: {k!r}\n'
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f'txn: {tx!r}\n'
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f'\n'
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f'Trying next..\n'
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)
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continue
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# XXX: should never get here..
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else:
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# XXX: we should really never get here..
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# XXX: we should really never get here..
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# only if a ledger record has no expected sort(able)
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# only if a ledger record has no expected sort(able)
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# field will we likely hit this.. like with ze IB.
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# field will we likely hit this.. like with ze IB.
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# if no sortable field just deliver epoch?
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# if no sortable field just deliver epoch?
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log.warning(
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log.warning(
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'No (time) sortable field for TXN:\n'
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'No (time) sortable field for TXN:\n'
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f'{tx}\n'
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f'{tx!r}\n'
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)
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if debug:
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import tractor
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with tractor.devx.maybe_open_crash_handler():
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raise ValueError(
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f'No supported time-field found in txn !?\n'
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f'\n'
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f'supported-time-fields: {parsers!r}\n'
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f'\n'
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f'txn: {tx!r}\n'
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)
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)
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return from_timestamp(0)
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# breakpoint()
|
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|
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|
if _invalid is not None:
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_invalid.append(tx)
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return from_timestamp(0.)
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entry: tuple[str, dict] | Transaction
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entry: tuple[str, dict]|Transaction
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invalid: list = []
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for entry in sorted(
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for entry in sorted(
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records,
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records,
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key=key or dyn_parse_to_dt,
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key=key or partial(
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|
dyn_parse_to_dt,
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_invalid=invalid,
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|
),
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):
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):
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|
if entry in invalid:
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log.warning(
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f'Ignoring txn w invalid timestamp ??\n'
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|
f'{pformat(entry)}\n'
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)
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continue
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# NOTE the type sig above; either pairs or txns B)
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# NOTE the type sig above; either pairs or txns B)
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yield entry
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yield entry
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|
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@ -98,13 +98,14 @@ async def open_cached_client(
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If one has not been setup do it and cache it.
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If one has not been setup do it and cache it.
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|
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'''
|
'''
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brokermod = get_brokermod(brokername)
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brokermod: ModuleType = get_brokermod(brokername)
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|
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|
# TODO: make abstract or `typing.Protocol`
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|
# client: Client
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async with maybe_open_context(
|
async with maybe_open_context(
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acm_func=brokermod.get_client,
|
acm_func=brokermod.get_client,
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kwargs=kwargs,
|
kwargs=kwargs,
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||||||
|
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||||||
) as (cache_hit, client):
|
) as (cache_hit, client):
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|
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if cache_hit:
|
if cache_hit:
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log.runtime(f'Reusing existing {client}')
|
log.runtime(f'Reusing existing {client}')
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|
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|
|
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|
|
@ -96,7 +96,10 @@ async def _setup_persistent_brokerd(
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# - `open_symbol_search()`
|
# - `open_symbol_search()`
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# NOTE: see ep invocation details inside `.data.feed`.
|
# NOTE: see ep invocation details inside `.data.feed`.
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try:
|
try:
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async with trio.open_nursery() as service_nursery:
|
async with (
|
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|
tractor.trionics.collapse_eg(),
|
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|
trio.open_nursery() as service_nursery
|
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|
):
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bus: _FeedsBus = feed.get_feed_bus(
|
bus: _FeedsBus = feed.get_feed_bus(
|
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brokername,
|
brokername,
|
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service_nursery,
|
service_nursery,
|
||||||
|
|
|
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|
|
@ -374,9 +374,14 @@ class Client:
|
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pair: Pair = pair_type(**item)
|
pair: Pair = pair_type(**item)
|
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except Exception as e:
|
except Exception as e:
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e.add_note(
|
e.add_note(
|
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"\nDon't panic, prolly stupid binance changed their symbology schema again..\n"
|
f'\n'
|
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'Check out their API docs here:\n\n'
|
f'New or removed field we need to codify!\n'
|
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'https://binance-docs.github.io/apidocs/spot/en/#exchange-information'
|
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
|
raise
|
||||||
pair_table[pair.symbol.upper()] = pair
|
pair_table[pair.symbol.upper()] = pair
|
||||||
|
|
|
||||||
|
|
@ -440,6 +440,7 @@ async def open_trade_dialog(
|
||||||
# - ledger: TransactionLedger
|
# - ledger: TransactionLedger
|
||||||
|
|
||||||
async with (
|
async with (
|
||||||
|
tractor.trionics.collapse_eg(),
|
||||||
trio.open_nursery() as tn,
|
trio.open_nursery() as tn,
|
||||||
ctx.open_stream() as ems_stream,
|
ctx.open_stream() as ems_stream,
|
||||||
):
|
):
|
||||||
|
|
|
||||||
|
|
@ -97,6 +97,13 @@ class Pair(Struct, frozen=True, kw_only=True):
|
||||||
baseAsset: str
|
baseAsset: str
|
||||||
baseAssetPrecision: int
|
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[
|
filters: dict[
|
||||||
str,
|
str,
|
||||||
str | int | float,
|
str | int | float,
|
||||||
|
|
@ -142,7 +149,11 @@ class SpotPair(Pair, frozen=True):
|
||||||
defaultSelfTradePreventionMode: str
|
defaultSelfTradePreventionMode: str
|
||||||
allowedSelfTradePreventionModes: list[str]
|
allowedSelfTradePreventionModes: list[str]
|
||||||
permissions: 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
|
# NOTE: see `.data._symcache.SymbologyCache.load()` for why
|
||||||
ns_path: str = 'piker.brokers.binance:SpotPair'
|
ns_path: str = 'piker.brokers.binance:SpotPair'
|
||||||
|
|
|
||||||
|
|
@ -471,11 +471,15 @@ def search(
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# global opts
|
# 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
|
# define tractor entrypoint
|
||||||
async def main(func):
|
async def main(func):
|
||||||
|
|
||||||
async with maybe_open_pikerd(
|
async with maybe_open_pikerd(
|
||||||
loglevel=config['loglevel'],
|
loglevel=config['loglevel'],
|
||||||
debug_mode=pdb,
|
debug_mode=pdb,
|
||||||
|
|
|
||||||
|
|
@ -22,7 +22,9 @@ routines should be primitive data types where possible.
|
||||||
"""
|
"""
|
||||||
import inspect
|
import inspect
|
||||||
from types import ModuleType
|
from types import ModuleType
|
||||||
from typing import List, Dict, Any, Optional
|
from typing import (
|
||||||
|
Any,
|
||||||
|
)
|
||||||
|
|
||||||
import trio
|
import trio
|
||||||
|
|
||||||
|
|
@ -34,8 +36,10 @@ from ..accounting import MktPair
|
||||||
|
|
||||||
|
|
||||||
async def api(brokername: str, methname: str, **kwargs) -> dict:
|
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)
|
brokermod = get_brokermod(brokername)
|
||||||
async with brokermod.get_client() as client:
|
async with brokermod.get_client() as client:
|
||||||
meth = getattr(client, methname, None)
|
meth = getattr(client, methname, None)
|
||||||
|
|
@ -62,10 +66,14 @@ async def api(brokername: str, methname: str, **kwargs) -> dict:
|
||||||
|
|
||||||
async def stocks_quote(
|
async def stocks_quote(
|
||||||
brokermod: ModuleType,
|
brokermod: ModuleType,
|
||||||
tickers: List[str]
|
tickers: list[str]
|
||||||
) -> Dict[str, Dict[str, Any]]:
|
|
||||||
"""Return quotes dict for ``tickers``.
|
) -> 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:
|
async with brokermod.get_client() as client:
|
||||||
return await client.quote(tickers)
|
return await client.quote(tickers)
|
||||||
|
|
||||||
|
|
@ -74,13 +82,15 @@ async def stocks_quote(
|
||||||
async def option_chain(
|
async def option_chain(
|
||||||
brokermod: ModuleType,
|
brokermod: ModuleType,
|
||||||
symbol: str,
|
symbol: str,
|
||||||
date: Optional[str] = None,
|
date: str|None = None,
|
||||||
) -> Dict[str, Dict[str, Dict[str, Any]]]:
|
) -> dict[str, dict[str, dict[str, Any]]]:
|
||||||
"""Return option chain for ``symbol`` for ``date``.
|
'''
|
||||||
|
Return option chain for ``symbol`` for ``date``.
|
||||||
|
|
||||||
By default all expiries are returned. If ``date`` is provided
|
By default all expiries are returned. If ``date`` is provided
|
||||||
then contract quotes for that single expiry are returned.
|
then contract quotes for that single expiry are returned.
|
||||||
"""
|
|
||||||
|
'''
|
||||||
async with brokermod.get_client() as client:
|
async with brokermod.get_client() as client:
|
||||||
if date:
|
if date:
|
||||||
id = int((await client.tickers2ids([symbol]))[symbol])
|
id = int((await client.tickers2ids([symbol]))[symbol])
|
||||||
|
|
@ -98,7 +108,7 @@ async def option_chain(
|
||||||
# async def contracts(
|
# async def contracts(
|
||||||
# brokermod: ModuleType,
|
# brokermod: ModuleType,
|
||||||
# symbol: str,
|
# symbol: str,
|
||||||
# ) -> Dict[str, Dict[str, Dict[str, Any]]]:
|
# ) -> dict[str, dict[str, dict[str, Any]]]:
|
||||||
# """Return option contracts (all expiries) for ``symbol``.
|
# """Return option contracts (all expiries) for ``symbol``.
|
||||||
# """
|
# """
|
||||||
# async with brokermod.get_client() as client:
|
# async with brokermod.get_client() as client:
|
||||||
|
|
@ -110,15 +120,24 @@ async def bars(
|
||||||
brokermod: ModuleType,
|
brokermod: ModuleType,
|
||||||
symbol: str,
|
symbol: str,
|
||||||
**kwargs,
|
**kwargs,
|
||||||
) -> Dict[str, Dict[str, Dict[str, Any]]]:
|
) -> dict[str, dict[str, dict[str, Any]]]:
|
||||||
"""Return option contracts (all expiries) for ``symbol``.
|
'''
|
||||||
"""
|
Return option contracts (all expiries) for ``symbol``.
|
||||||
|
|
||||||
|
'''
|
||||||
async with brokermod.get_client() as client:
|
async with brokermod.get_client() as client:
|
||||||
return await client.bars(symbol, **kwargs)
|
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:
|
async with open_cached_client(name) as client:
|
||||||
|
|
||||||
# TODO: support multiple asset type concurrent searches.
|
# TODO: support multiple asset type concurrent searches.
|
||||||
|
|
@ -130,12 +149,12 @@ async def symbol_search(
|
||||||
pattern: str,
|
pattern: str,
|
||||||
**kwargs,
|
**kwargs,
|
||||||
|
|
||||||
) -> Dict[str, Dict[str, Dict[str, Any]]]:
|
) -> dict[str, dict[str, dict[str, Any]]]:
|
||||||
'''
|
'''
|
||||||
Return symbol info from broker.
|
Return symbol info from broker.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
results = []
|
results: list[str] = []
|
||||||
|
|
||||||
async def search_backend(
|
async def search_backend(
|
||||||
brokermod: ModuleType
|
brokermod: ModuleType
|
||||||
|
|
@ -143,6 +162,13 @@ async def symbol_search(
|
||||||
|
|
||||||
brokername: str = mod.name
|
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(
|
async with maybe_spawn_brokerd(
|
||||||
mod.name,
|
mod.name,
|
||||||
infect_asyncio=getattr(
|
infect_asyncio=getattr(
|
||||||
|
|
@ -162,7 +188,6 @@ async def symbol_search(
|
||||||
))
|
))
|
||||||
|
|
||||||
async with trio.open_nursery() as n:
|
async with trio.open_nursery() as n:
|
||||||
|
|
||||||
for mod in brokermods:
|
for mod in brokermods:
|
||||||
n.start_soon(search_backend, mod.name)
|
n.start_soon(search_backend, mod.name)
|
||||||
|
|
||||||
|
|
@ -172,11 +197,13 @@ async def symbol_search(
|
||||||
async def mkt_info(
|
async def mkt_info(
|
||||||
brokermod: ModuleType,
|
brokermod: ModuleType,
|
||||||
fqme: str,
|
fqme: str,
|
||||||
|
|
||||||
**kwargs,
|
**kwargs,
|
||||||
|
|
||||||
) -> MktPair:
|
) -> 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:
|
async with open_cached_client(brokermod.name) as client:
|
||||||
|
|
|
||||||
|
|
@ -31,7 +31,7 @@ from typing import (
|
||||||
Callable,
|
Callable,
|
||||||
)
|
)
|
||||||
|
|
||||||
import pendulum
|
from pendulum import now
|
||||||
import trio
|
import trio
|
||||||
from trio_typing import TaskStatus
|
from trio_typing import TaskStatus
|
||||||
from rapidfuzz import process as fuzzy
|
from rapidfuzz import process as fuzzy
|
||||||
|
|
@ -39,6 +39,7 @@ import numpy as np
|
||||||
from tractor.trionics import (
|
from tractor.trionics import (
|
||||||
broadcast_receiver,
|
broadcast_receiver,
|
||||||
maybe_open_context
|
maybe_open_context
|
||||||
|
collapse_eg,
|
||||||
)
|
)
|
||||||
from tractor import to_asyncio
|
from tractor import to_asyncio
|
||||||
# XXX WOOPS XD
|
# XXX WOOPS XD
|
||||||
|
|
@ -432,6 +433,7 @@ async def get_client(
|
||||||
) -> Client:
|
) -> Client:
|
||||||
|
|
||||||
async with (
|
async with (
|
||||||
|
collapse_eg(),
|
||||||
trio.open_nursery() as n,
|
trio.open_nursery() as n,
|
||||||
open_jsonrpc_session(
|
open_jsonrpc_session(
|
||||||
_testnet_ws_url, dtype=JSONRPCResult) as json_rpc
|
_testnet_ws_url, dtype=JSONRPCResult) as json_rpc
|
||||||
|
|
|
||||||
|
|
@ -34,6 +34,7 @@ from piker.brokers._util import get_logger
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from .api import Client
|
from .api import Client
|
||||||
from ib_insync import IB
|
from ib_insync import IB
|
||||||
|
import i3ipc
|
||||||
|
|
||||||
log = get_logger('piker.brokers.ib')
|
log = get_logger('piker.brokers.ib')
|
||||||
|
|
||||||
|
|
@ -48,6 +49,37 @@ _reset_tech: Literal[
|
||||||
] = 'vnc'
|
] = '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(
|
async def data_reset_hack(
|
||||||
# vnc_host: str,
|
# vnc_host: str,
|
||||||
client: Client,
|
client: Client,
|
||||||
|
|
@ -90,15 +122,9 @@ async def data_reset_hack(
|
||||||
vnc_port: int
|
vnc_port: int
|
||||||
vnc_sockaddr: tuple[str] | None = client.conf.get('vnc_addrs')
|
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:
|
if not vnc_sockaddr:
|
||||||
log.warning(
|
log.warning(
|
||||||
no_setup_msg
|
no_setup_msg.format(vnc_sockaddr)
|
||||||
+
|
+
|
||||||
'REQUIRES A `vnc_addrs: array` ENTRY'
|
'REQUIRES A `vnc_addrs: array` ENTRY'
|
||||||
)
|
)
|
||||||
|
|
@ -119,27 +145,38 @@ async def data_reset_hack(
|
||||||
port=vnc_port,
|
port=vnc_port,
|
||||||
)
|
)
|
||||||
)
|
)
|
||||||
except OSError:
|
except (
|
||||||
if vnc_host != 'localhost':
|
OSError, # no VNC server avail..
|
||||||
log.warning(no_setup_msg)
|
PermissionError, # asyncvnc pw fail..
|
||||||
return False
|
):
|
||||||
|
|
||||||
try:
|
try:
|
||||||
import i3ipc # noqa (since a deps dynamic check)
|
import i3ipc # noqa (since a deps dynamic check)
|
||||||
except ModuleNotFoundError:
|
except ModuleNotFoundError:
|
||||||
log.warning(no_setup_msg)
|
log.warning(
|
||||||
|
no_setup_msg.format(vnc_sockaddr)
|
||||||
|
)
|
||||||
return False
|
return False
|
||||||
|
|
||||||
try:
|
if vnc_host not in {
|
||||||
i3ipc_xdotool_manual_click_hack()
|
'localhost',
|
||||||
_reset_tech = 'i3ipc_xdotool'
|
'127.0.0.1',
|
||||||
return True
|
}:
|
||||||
except OSError:
|
focussed, matches = i3ipc_fin_wins_titled()
|
||||||
log.exception(no_setup_msg)
|
if not matches:
|
||||||
|
log.warning(
|
||||||
|
no_setup_msg.format(vnc_sockaddr)
|
||||||
|
)
|
||||||
return False
|
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':
|
case 'i3ipc_xdotool':
|
||||||
i3ipc_xdotool_manual_click_hack()
|
try_xdo_manual(vnc_sockaddr)
|
||||||
|
# i3ipc_xdotool_manual_click_hack()
|
||||||
|
|
||||||
case _ as tech:
|
case _ as tech:
|
||||||
raise RuntimeError(f'{tech} is not supported for reset tech!?')
|
raise RuntimeError(f'{tech} is not supported for reset tech!?')
|
||||||
|
|
@ -178,9 +215,9 @@ async def vnc_click_hack(
|
||||||
host,
|
host,
|
||||||
port=port,
|
port=port,
|
||||||
|
|
||||||
# TODO: doesn't work see:
|
# TODO: doesn't work?
|
||||||
# https://github.com/barneygale/asyncvnc/issues/7
|
# see, https://github.com/barneygale/asyncvnc/issues/7
|
||||||
# password='ibcansmbz',
|
password='doggy',
|
||||||
|
|
||||||
) as client:
|
) as client:
|
||||||
|
|
||||||
|
|
@ -194,34 +231,67 @@ async def vnc_click_hack(
|
||||||
client.keyboard.press('Ctrl', 'Alt', key) # keys are stacked
|
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:
|
def i3ipc_xdotool_manual_click_hack() -> None:
|
||||||
'''
|
'''
|
||||||
Do the data reset hack but expecting a local X-window using `xdotool`.
|
Do the data reset hack but expecting a local X-window using `xdotool`.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
import i3ipc
|
focussed, matches = i3ipc_fin_wins_titled()
|
||||||
i3 = i3ipc.Connection()
|
orig_win_id = focussed.window
|
||||||
|
|
||||||
# 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?)
|
|
||||||
]
|
|
||||||
|
|
||||||
try:
|
try:
|
||||||
for name in win_names:
|
for name, con in matches:
|
||||||
results = t.find_titled(name)
|
|
||||||
print(f'results for {name}: {results}')
|
|
||||||
if results:
|
|
||||||
con = results[0]
|
|
||||||
print(f'Resetting data feed for {name}')
|
print(f'Resetting data feed for {name}')
|
||||||
win_id = str(con.window)
|
win_id = str(con.window)
|
||||||
w, h = con.rect.width, con.rect.height
|
w, h = con.rect.width, con.rect.height
|
||||||
|
|
|
||||||
|
|
@ -48,6 +48,7 @@ from bidict import bidict
|
||||||
import trio
|
import trio
|
||||||
import tractor
|
import tractor
|
||||||
from tractor import to_asyncio
|
from tractor import to_asyncio
|
||||||
|
from tractor import trionics
|
||||||
from pendulum import (
|
from pendulum import (
|
||||||
from_timestamp,
|
from_timestamp,
|
||||||
DateTime,
|
DateTime,
|
||||||
|
|
@ -1369,8 +1370,8 @@ async def load_clients_for_trio(
|
||||||
'''
|
'''
|
||||||
Pure async mngr proxy to ``load_aio_clients()``.
|
Pure async mngr proxy to ``load_aio_clients()``.
|
||||||
|
|
||||||
This is a bootstrap entrypoing to call from
|
This is a bootstrap entrypoint to call from
|
||||||
a ``tractor.to_asyncio.open_channel_from()``.
|
a `tractor.to_asyncio.open_channel_from()`.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
async with load_aio_clients(
|
async with load_aio_clients(
|
||||||
|
|
@ -1391,7 +1392,10 @@ async def open_client_proxies() -> tuple[
|
||||||
async with (
|
async with (
|
||||||
tractor.trionics.maybe_open_context(
|
tractor.trionics.maybe_open_context(
|
||||||
acm_func=tractor.to_asyncio.open_channel_from,
|
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
|
# lock around current actor task access
|
||||||
# TODO: maybe this should be the default in tractor?
|
# TODO: maybe this should be the default in tractor?
|
||||||
|
|
@ -1584,7 +1588,8 @@ async def open_client_proxy(
|
||||||
event_consumers=event_table,
|
event_consumers=event_table,
|
||||||
) as (first, chan),
|
) as (first, chan),
|
||||||
|
|
||||||
trio.open_nursery() as relay_n,
|
trionics.collapse_eg(), # loose-ify
|
||||||
|
trio.open_nursery() as relay_tn,
|
||||||
):
|
):
|
||||||
|
|
||||||
assert isinstance(first, Client)
|
assert isinstance(first, Client)
|
||||||
|
|
@ -1624,7 +1629,7 @@ async def open_client_proxy(
|
||||||
|
|
||||||
continue
|
continue
|
||||||
|
|
||||||
relay_n.start_soon(relay_events)
|
relay_tn.start_soon(relay_events)
|
||||||
|
|
||||||
yield proxy
|
yield proxy
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -34,6 +34,7 @@ import trio
|
||||||
from trio_typing import TaskStatus
|
from trio_typing import TaskStatus
|
||||||
import tractor
|
import tractor
|
||||||
from tractor.to_asyncio import LinkedTaskChannel
|
from tractor.to_asyncio import LinkedTaskChannel
|
||||||
|
from tractor import trionics
|
||||||
from ib_insync.contract import (
|
from ib_insync.contract import (
|
||||||
Contract,
|
Contract,
|
||||||
)
|
)
|
||||||
|
|
@ -407,7 +408,7 @@ async def update_and_audit_pos_msg(
|
||||||
|
|
||||||
# TODO: make this a "propaganda" log level?
|
# TODO: make this a "propaganda" log level?
|
||||||
if ibpos.avgCost != msg.avg_price:
|
if ibpos.avgCost != msg.avg_price:
|
||||||
log.warning(
|
log.debug(
|
||||||
f'IB "FIFO" avg price for {msg.symbol} is DIFF:\n'
|
f'IB "FIFO" avg price for {msg.symbol} is DIFF:\n'
|
||||||
f'ib: {ibfmtmsg}\n'
|
f'ib: {ibfmtmsg}\n'
|
||||||
'---------------------------\n'
|
'---------------------------\n'
|
||||||
|
|
@ -738,7 +739,7 @@ async def open_trade_dialog(
|
||||||
f'UNEXPECTED POSITION says IB => {msg.symbol}\n'
|
f'UNEXPECTED POSITION says IB => {msg.symbol}\n'
|
||||||
'Maybe they LIQUIDATED YOU or your ledger is wrong?\n'
|
'Maybe they LIQUIDATED YOU or your ledger is wrong?\n'
|
||||||
)
|
)
|
||||||
log.error(logmsg)
|
log.debug(logmsg)
|
||||||
|
|
||||||
await ctx.started((
|
await ctx.started((
|
||||||
all_positions,
|
all_positions,
|
||||||
|
|
@ -747,21 +748,22 @@ async def open_trade_dialog(
|
||||||
|
|
||||||
async with (
|
async with (
|
||||||
ctx.open_stream() as ems_stream,
|
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
|
# relay existing open orders to ems
|
||||||
for msg in order_msgs:
|
for msg in order_msgs:
|
||||||
await ems_stream.send(msg)
|
await ems_stream.send(msg)
|
||||||
|
|
||||||
for client in set(aioclients.values()):
|
for client in set(aioclients.values()):
|
||||||
trade_event_stream: LinkedTaskChannel = await n.start(
|
trade_event_stream: LinkedTaskChannel = await tn.start(
|
||||||
open_trade_event_stream,
|
open_trade_event_stream,
|
||||||
client,
|
client,
|
||||||
)
|
)
|
||||||
|
|
||||||
# start order request handler **before** local trades
|
# start order request handler **before** local trades
|
||||||
# event loop
|
# event loop
|
||||||
n.start_soon(
|
tn.start_soon(
|
||||||
handle_order_requests,
|
handle_order_requests,
|
||||||
ems_stream,
|
ems_stream,
|
||||||
accounts_def,
|
accounts_def,
|
||||||
|
|
@ -769,7 +771,7 @@ async def open_trade_dialog(
|
||||||
)
|
)
|
||||||
|
|
||||||
# allocate event relay tasks for each client connection
|
# allocate event relay tasks for each client connection
|
||||||
n.start_soon(
|
tn.start_soon(
|
||||||
deliver_trade_events,
|
deliver_trade_events,
|
||||||
|
|
||||||
trade_event_stream,
|
trade_event_stream,
|
||||||
|
|
@ -1241,32 +1243,47 @@ async def deliver_trade_events(
|
||||||
# never relay errors for non-broker related issues
|
# never relay errors for non-broker related issues
|
||||||
# https://interactivebrokers.github.io/tws-api/message_codes.html
|
# https://interactivebrokers.github.io/tws-api/message_codes.html
|
||||||
code: int = err['error_code']
|
code: int = err['error_code']
|
||||||
if code in {
|
reason: str = err['reason']
|
||||||
200, # uhh
|
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
|
# hist pacing / connectivity
|
||||||
162,
|
162,
|
||||||
165,
|
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..
|
# XXX: lol this isn't even documented..
|
||||||
# 'No market data during competing live session'
|
# 'No market data during competing live session'
|
||||||
1669,
|
1669,
|
||||||
}:
|
}:
|
||||||
|
log.error(
|
||||||
|
f'Order-API-error which is non-cancel-causing ?!\n'
|
||||||
|
f'\n'
|
||||||
|
f'{pformat(err)}\n'
|
||||||
|
)
|
||||||
continue
|
continue
|
||||||
|
|
||||||
reqid: str = str(err['reqid'])
|
|
||||||
reason: str = err['reason']
|
|
||||||
|
|
||||||
if err['reqid'] == -1:
|
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(
|
flow: dict = dict(
|
||||||
flows.get(reqid)
|
flows.get(reqid)
|
||||||
|
|
|
||||||
|
|
@ -587,7 +587,7 @@ async def get_bars(
|
||||||
data_cs.cancel()
|
data_cs.cancel()
|
||||||
|
|
||||||
# spawn new data reset task
|
# spawn new data reset task
|
||||||
data_cs, reset_done = await nurse.start(
|
data_cs, reset_done = await tn.start(
|
||||||
partial(
|
partial(
|
||||||
wait_on_data_reset,
|
wait_on_data_reset,
|
||||||
proxy,
|
proxy,
|
||||||
|
|
@ -607,11 +607,11 @@ async def get_bars(
|
||||||
# such that simultaneous symbol queries don't try data resettingn
|
# such that simultaneous symbol queries don't try data resettingn
|
||||||
# too fast..
|
# too fast..
|
||||||
unset_resetter: bool = False
|
unset_resetter: bool = False
|
||||||
async with trio.open_nursery() as nurse:
|
async with trio.open_nursery() as tn:
|
||||||
|
|
||||||
# start history request that we allow
|
# start history request that we allow
|
||||||
# to run indefinitely until a result is acquired
|
# 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
|
# start history reset loop which waits up to the timeout
|
||||||
# for a result before triggering a data feed reset.
|
# for a result before triggering a data feed reset.
|
||||||
|
|
@ -631,7 +631,7 @@ async def get_bars(
|
||||||
unset_resetter: bool = True
|
unset_resetter: bool = True
|
||||||
|
|
||||||
# spawn new data reset task
|
# spawn new data reset task
|
||||||
data_cs, reset_done = await nurse.start(
|
data_cs, reset_done = await tn.start(
|
||||||
partial(
|
partial(
|
||||||
wait_on_data_reset,
|
wait_on_data_reset,
|
||||||
proxy,
|
proxy,
|
||||||
|
|
@ -705,7 +705,9 @@ async def _setup_quote_stream(
|
||||||
# to_trio, from_aio = trio.open_memory_channel(2**8) # type: ignore
|
# to_trio, from_aio = trio.open_memory_channel(2**8) # type: ignore
|
||||||
def teardown():
|
def teardown():
|
||||||
ticker.updateEvent.disconnect(push)
|
ticker.updateEvent.disconnect(push)
|
||||||
log.error(f"Disconnected stream for `{symbol}`")
|
log.error(
|
||||||
|
f'Disconnected stream for `{symbol}`'
|
||||||
|
)
|
||||||
client.ib.cancelMktData(contract)
|
client.ib.cancelMktData(contract)
|
||||||
|
|
||||||
# decouple broadcast mem chan
|
# decouple broadcast mem chan
|
||||||
|
|
@ -761,7 +763,10 @@ async def open_aio_quote_stream(
|
||||||
symbol: str,
|
symbol: str,
|
||||||
contract: Contract | None = None,
|
contract: Contract | None = None,
|
||||||
|
|
||||||
) -> trio.abc.ReceiveStream:
|
) -> (
|
||||||
|
trio.abc.Channel| # iface
|
||||||
|
tractor.to_asyncio.LinkedTaskChannel # actually
|
||||||
|
):
|
||||||
|
|
||||||
from tractor.trionics import broadcast_receiver
|
from tractor.trionics import broadcast_receiver
|
||||||
global _quote_streams
|
global _quote_streams
|
||||||
|
|
@ -778,6 +783,7 @@ async def open_aio_quote_stream(
|
||||||
yield from_aio
|
yield from_aio
|
||||||
return
|
return
|
||||||
|
|
||||||
|
from_aio: tractor.to_asyncio.LinkedTaskChannel
|
||||||
async with tractor.to_asyncio.open_channel_from(
|
async with tractor.to_asyncio.open_channel_from(
|
||||||
_setup_quote_stream,
|
_setup_quote_stream,
|
||||||
symbol=symbol,
|
symbol=symbol,
|
||||||
|
|
@ -983,17 +989,18 @@ async def stream_quotes(
|
||||||
)
|
)
|
||||||
cs: trio.CancelScope | None = None
|
cs: trio.CancelScope | None = None
|
||||||
startup: bool = True
|
startup: bool = True
|
||||||
|
iter_quotes: trio.abc.Channel
|
||||||
while (
|
while (
|
||||||
startup
|
startup
|
||||||
or cs.cancel_called
|
or cs.cancel_called
|
||||||
):
|
):
|
||||||
with trio.CancelScope() as cs:
|
with trio.CancelScope() as cs:
|
||||||
async with (
|
async with (
|
||||||
trio.open_nursery() as nurse,
|
trio.open_nursery() as tn,
|
||||||
open_aio_quote_stream(
|
open_aio_quote_stream(
|
||||||
symbol=sym,
|
symbol=sym,
|
||||||
contract=con,
|
contract=con,
|
||||||
) as stream,
|
) as iter_quotes,
|
||||||
):
|
):
|
||||||
# ugh, clear ticks since we've consumed them
|
# ugh, clear ticks since we've consumed them
|
||||||
# (ahem, ib_insync is stateful trash)
|
# (ahem, ib_insync is stateful trash)
|
||||||
|
|
@ -1021,9 +1028,9 @@ async def stream_quotes(
|
||||||
await rt_ev.wait()
|
await rt_ev.wait()
|
||||||
cs.cancel() # cancel called should now be set
|
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 syminfo.get('no_vlm', False):
|
||||||
if not init_msg.shm_write_opts['has_vlm']:
|
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
|
# wait for real volume on feed (trading might be
|
||||||
# closed)
|
# closed)
|
||||||
while True:
|
while True:
|
||||||
ticker = await stream.receive()
|
ticker = await iter_quotes.receive()
|
||||||
|
|
||||||
# for a real volume contract we rait for
|
# for a real volume contract we rait for
|
||||||
# the first "real" trade to take place
|
# the first "real" trade to take place
|
||||||
if (
|
if (
|
||||||
# not calc_price
|
# not calc_price
|
||||||
# and not ticker.rtTime
|
# and not ticker.rtTime
|
||||||
not ticker.rtTime
|
False
|
||||||
|
# not ticker.rtTime
|
||||||
):
|
):
|
||||||
# spin consuming tickers until we
|
# spin consuming tickers until we
|
||||||
# get a real market datum
|
# get a real market datum
|
||||||
log.debug(f"New unsent ticker: {ticker}")
|
log.debug(f"New unsent ticker: {ticker}")
|
||||||
continue
|
continue
|
||||||
|
|
||||||
else:
|
else:
|
||||||
log.debug("Received first volume tick")
|
log.debug("Received first volume tick")
|
||||||
# ugh, clear ticks since we've
|
# ugh, clear ticks since we've
|
||||||
|
|
@ -1066,13 +1075,18 @@ async def stream_quotes(
|
||||||
log.debug(f"First ticker received {quote}")
|
log.debug(f"First ticker received {quote}")
|
||||||
|
|
||||||
# tell data-layer spawner-caller that live
|
# 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()
|
feed_is_live.set()
|
||||||
|
fqme: str = quote['fqme']
|
||||||
|
await send_chan.send({fqme: quote})
|
||||||
|
|
||||||
# last = time.time()
|
# last = time.time()
|
||||||
async for ticker in stream:
|
async for ticker in iter_quotes:
|
||||||
quote = normalize(ticker)
|
quote = normalize(ticker)
|
||||||
fqme = quote['fqme']
|
fqme: str = quote['fqme']
|
||||||
await send_chan.send({fqme: quote})
|
await send_chan.send({fqme: quote})
|
||||||
|
|
||||||
# ugh, clear ticks since we've consumed them
|
# ugh, clear ticks since we've consumed them
|
||||||
|
|
|
||||||
|
|
@ -34,6 +34,7 @@ import urllib.parse
|
||||||
import hashlib
|
import hashlib
|
||||||
import hmac
|
import hmac
|
||||||
import base64
|
import base64
|
||||||
|
import tractor
|
||||||
import trio
|
import trio
|
||||||
|
|
||||||
from piker import config
|
from piker import config
|
||||||
|
|
@ -372,8 +373,7 @@ class Client:
|
||||||
# 1658347714, 'status': 'Success'}]}
|
# 1658347714, 'status': 'Success'}]}
|
||||||
|
|
||||||
if xfers:
|
if xfers:
|
||||||
import tractor
|
await tractor.pause()
|
||||||
await tractor.pp()
|
|
||||||
|
|
||||||
trans: dict[str, Transaction] = {}
|
trans: dict[str, Transaction] = {}
|
||||||
for entry in xfers:
|
for entry in xfers:
|
||||||
|
|
@ -501,6 +501,7 @@ class Client:
|
||||||
for xkey, data in resp['result'].items():
|
for xkey, data in resp['result'].items():
|
||||||
|
|
||||||
# NOTE: always cache in pairs tables for faster lookup
|
# NOTE: always cache in pairs tables for faster lookup
|
||||||
|
with tractor.devx.maybe_open_crash_handler(): # as bxerr:
|
||||||
pair = Pair(xname=xkey, **data)
|
pair = Pair(xname=xkey, **data)
|
||||||
|
|
||||||
# register the above `Pair` structs for all
|
# register the above `Pair` structs for all
|
||||||
|
|
|
||||||
|
|
@ -175,9 +175,8 @@ async def handle_order_requests(
|
||||||
|
|
||||||
case {
|
case {
|
||||||
'account': 'kraken.spot' as account,
|
'account': 'kraken.spot' as account,
|
||||||
'action': action,
|
'action': 'buy'|'sell',
|
||||||
} if action in {'buy', 'sell'}:
|
}:
|
||||||
|
|
||||||
# validate
|
# validate
|
||||||
order = BrokerdOrder(**msg)
|
order = BrokerdOrder(**msg)
|
||||||
|
|
||||||
|
|
@ -262,6 +261,12 @@ async def handle_order_requests(
|
||||||
} | extra
|
} | extra
|
||||||
|
|
||||||
log.info(f'Submitting WS order request:\n{pformat(req)}')
|
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)
|
await ws.send_msg(req)
|
||||||
|
|
||||||
# placehold for sanity checking in relay loop
|
# placehold for sanity checking in relay loop
|
||||||
|
|
@ -544,7 +549,7 @@ async def open_trade_dialog(
|
||||||
# to be reloaded.
|
# to be reloaded.
|
||||||
balances: dict[str, float] = await client.get_balances()
|
balances: dict[str, float] = await client.get_balances()
|
||||||
|
|
||||||
verify_balances(
|
await verify_balances(
|
||||||
acnt,
|
acnt,
|
||||||
src_fiat,
|
src_fiat,
|
||||||
balances,
|
balances,
|
||||||
|
|
@ -1085,6 +1090,8 @@ async def handle_order_updates(
|
||||||
f'Failed to {action} order {reqid}:\n'
|
f'Failed to {action} order {reqid}:\n'
|
||||||
f'{errmsg}'
|
f'{errmsg}'
|
||||||
)
|
)
|
||||||
|
# if tractor._state.debug_mode():
|
||||||
|
# await tractor.pause()
|
||||||
|
|
||||||
symbol: str = 'N/A'
|
symbol: str = 'N/A'
|
||||||
if chain := apiflows.get(reqid):
|
if chain := apiflows.get(reqid):
|
||||||
|
|
|
||||||
|
|
@ -21,7 +21,6 @@ Symbology defs and search.
|
||||||
from decimal import Decimal
|
from decimal import Decimal
|
||||||
|
|
||||||
import tractor
|
import tractor
|
||||||
from rapidfuzz import process as fuzzy
|
|
||||||
|
|
||||||
from piker._cacheables import (
|
from piker._cacheables import (
|
||||||
async_lifo_cache,
|
async_lifo_cache,
|
||||||
|
|
@ -41,8 +40,13 @@ from piker.accounting._mktinfo import (
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
# https://www.kraken.com/features/api#get-tradable-pairs
|
|
||||||
class Pair(Struct):
|
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?
|
xname: str # idiotic bs_mktid equiv i guess?
|
||||||
altname: str # alternate pair name
|
altname: str # alternate pair name
|
||||||
wsname: str # WebSocket pair name (if available)
|
wsname: str # WebSocket pair name (if available)
|
||||||
|
|
@ -53,7 +57,6 @@ class Pair(Struct):
|
||||||
lot: str # volume lot size
|
lot: str # volume lot size
|
||||||
|
|
||||||
cost_decimals: int
|
cost_decimals: int
|
||||||
costmin: float
|
|
||||||
pair_decimals: int # scaling decimal places for pair
|
pair_decimals: int # scaling decimal places for pair
|
||||||
lot_decimals: int # scaling decimal places for volume
|
lot_decimals: int # scaling decimal places for volume
|
||||||
|
|
||||||
|
|
@ -79,6 +82,7 @@ class Pair(Struct):
|
||||||
tick_size: float # min price step size
|
tick_size: float # min price step size
|
||||||
status: str
|
status: str
|
||||||
|
|
||||||
|
costmin: str|None = None # XXX, only some mktpairs?
|
||||||
short_position_limit: float = 0
|
short_position_limit: float = 0
|
||||||
long_position_limit: float = float('inf')
|
long_position_limit: float = float('inf')
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -37,6 +37,12 @@ import tractor
|
||||||
from async_generator import asynccontextmanager
|
from async_generator import asynccontextmanager
|
||||||
import numpy as np
|
import numpy as np
|
||||||
import wrapt
|
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
|
import asks
|
||||||
|
|
||||||
from ..calc import humanize, percent_change
|
from ..calc import humanize, percent_change
|
||||||
|
|
|
||||||
|
|
@ -25,7 +25,10 @@ from typing import TYPE_CHECKING
|
||||||
|
|
||||||
import trio
|
import trio
|
||||||
import tractor
|
import tractor
|
||||||
from tractor.trionics import broadcast_receiver
|
from tractor.trionics import (
|
||||||
|
broadcast_receiver,
|
||||||
|
collapse_eg,
|
||||||
|
)
|
||||||
|
|
||||||
from ._util import (
|
from ._util import (
|
||||||
log, # sub-sys logger
|
log, # sub-sys logger
|
||||||
|
|
@ -285,8 +288,11 @@ async def open_ems(
|
||||||
client._ems_stream = trades_stream
|
client._ems_stream = trades_stream
|
||||||
|
|
||||||
# start sync code order msg delivery task
|
# start sync code order msg delivery task
|
||||||
async with trio.open_nursery() as n:
|
async with (
|
||||||
n.start_soon(
|
collapse_eg(),
|
||||||
|
trio.open_nursery() as tn,
|
||||||
|
):
|
||||||
|
tn.start_soon(
|
||||||
relay_orders_from_sync_code,
|
relay_orders_from_sync_code,
|
||||||
client,
|
client,
|
||||||
fqme,
|
fqme,
|
||||||
|
|
@ -302,4 +308,4 @@ async def open_ems(
|
||||||
)
|
)
|
||||||
|
|
||||||
# stop the sync-msg-relay task on exit.
|
# stop the sync-msg-relay task on exit.
|
||||||
n.cancel_scope.cancel()
|
tn.cancel_scope.cancel()
|
||||||
|
|
|
||||||
|
|
@ -42,6 +42,7 @@ from bidict import bidict
|
||||||
import trio
|
import trio
|
||||||
from trio_typing import TaskStatus
|
from trio_typing import TaskStatus
|
||||||
import tractor
|
import tractor
|
||||||
|
from tractor import trionics
|
||||||
|
|
||||||
from ._util import (
|
from ._util import (
|
||||||
log, # sub-sys logger
|
log, # sub-sys logger
|
||||||
|
|
@ -76,7 +77,6 @@ if TYPE_CHECKING:
|
||||||
|
|
||||||
# TODO: numba all of this
|
# TODO: numba all of this
|
||||||
def mk_check(
|
def mk_check(
|
||||||
|
|
||||||
trigger_price: float,
|
trigger_price: float,
|
||||||
known_last: float,
|
known_last: float,
|
||||||
action: str,
|
action: str,
|
||||||
|
|
@ -162,7 +162,7 @@ async def clear_dark_triggers(
|
||||||
|
|
||||||
router: Router,
|
router: Router,
|
||||||
brokerd_orders_stream: tractor.MsgStream,
|
brokerd_orders_stream: tractor.MsgStream,
|
||||||
quote_stream: tractor.ReceiveMsgStream, # noqa
|
quote_stream: tractor.MsgStream,
|
||||||
broker: str,
|
broker: str,
|
||||||
fqme: str,
|
fqme: str,
|
||||||
|
|
||||||
|
|
@ -178,6 +178,7 @@ async def clear_dark_triggers(
|
||||||
'''
|
'''
|
||||||
# XXX: optimize this for speed!
|
# XXX: optimize this for speed!
|
||||||
# TODO:
|
# TODO:
|
||||||
|
# - port to the new ringbuf stuff in `tractor.ipc`!
|
||||||
# - numba all this!
|
# - numba all this!
|
||||||
# - this stream may eventually contain multiple symbols
|
# - this stream may eventually contain multiple symbols
|
||||||
quote_stream._raise_on_lag = False
|
quote_stream._raise_on_lag = False
|
||||||
|
|
@ -500,7 +501,7 @@ class Router(Struct):
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# setup at actor spawn time
|
# setup at actor spawn time
|
||||||
nursery: trio.Nursery
|
_tn: trio.Nursery
|
||||||
|
|
||||||
# broker to book map
|
# broker to book map
|
||||||
books: dict[str, DarkBook] = {}
|
books: dict[str, DarkBook] = {}
|
||||||
|
|
@ -670,7 +671,7 @@ class Router(Struct):
|
||||||
# dark book clearing loop, also lives with parent
|
# dark book clearing loop, also lives with parent
|
||||||
# daemon to allow dark order clearing while no
|
# daemon to allow dark order clearing while no
|
||||||
# client is connected.
|
# client is connected.
|
||||||
self.nursery.start_soon(
|
self._tn.start_soon(
|
||||||
clear_dark_triggers,
|
clear_dark_triggers,
|
||||||
self,
|
self,
|
||||||
relay.brokerd_stream,
|
relay.brokerd_stream,
|
||||||
|
|
@ -693,7 +694,7 @@ class Router(Struct):
|
||||||
|
|
||||||
# spawn a ``brokerd`` order control dialog stream
|
# spawn a ``brokerd`` order control dialog stream
|
||||||
# that syncs lifetime with the parent `emsd` daemon.
|
# that syncs lifetime with the parent `emsd` daemon.
|
||||||
self.nursery.start_soon(
|
self._tn.start_soon(
|
||||||
translate_and_relay_brokerd_events,
|
translate_and_relay_brokerd_events,
|
||||||
broker,
|
broker,
|
||||||
relay.brokerd_stream,
|
relay.brokerd_stream,
|
||||||
|
|
@ -767,10 +768,12 @@ async def _setup_persistent_emsd(
|
||||||
|
|
||||||
global _router
|
global _router
|
||||||
|
|
||||||
# open a root "service nursery" for the ``emsd`` actor
|
# open a root "service task-nursery" for the `emsd`-actor
|
||||||
async with trio.open_nursery() as service_nursery:
|
async with (
|
||||||
|
trionics.collapse_eg(),
|
||||||
_router = Router(nursery=service_nursery)
|
trio.open_nursery() as tn
|
||||||
|
):
|
||||||
|
_router = Router(_tn=tn)
|
||||||
|
|
||||||
# TODO: send back the full set of persistent
|
# TODO: send back the full set of persistent
|
||||||
# orders/execs?
|
# orders/execs?
|
||||||
|
|
@ -1190,12 +1193,16 @@ async def process_client_order_cmds(
|
||||||
submitting live orders immediately if requested by the client.
|
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:
|
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!
|
# 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
|
# register this stream as an active order dialog (msg flow) for
|
||||||
# this order id such that translated message from the brokerd
|
# this order id such that translated message from the brokerd
|
||||||
|
|
@ -1301,7 +1308,7 @@ async def process_client_order_cmds(
|
||||||
case {
|
case {
|
||||||
'oid': oid,
|
'oid': oid,
|
||||||
'symbol': fqme,
|
'symbol': fqme,
|
||||||
'price': trigger_price,
|
'price': price,
|
||||||
'size': size,
|
'size': size,
|
||||||
'action': ('buy' | 'sell') as action,
|
'action': ('buy' | 'sell') as action,
|
||||||
'exec_mode': ('live' | 'paper'),
|
'exec_mode': ('live' | 'paper'),
|
||||||
|
|
@ -1333,7 +1340,7 @@ async def process_client_order_cmds(
|
||||||
|
|
||||||
symbol=sym,
|
symbol=sym,
|
||||||
action=action,
|
action=action,
|
||||||
price=trigger_price,
|
price=price,
|
||||||
size=size,
|
size=size,
|
||||||
account=req.account,
|
account=req.account,
|
||||||
)
|
)
|
||||||
|
|
@ -1355,7 +1362,11 @@ async def process_client_order_cmds(
|
||||||
# (``translate_and_relay_brokerd_events()`` above) will
|
# (``translate_and_relay_brokerd_events()`` above) will
|
||||||
# handle relaying the ems side responses back to
|
# handle relaying the ems side responses back to
|
||||||
# the client/cmd sender from this request
|
# 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)
|
await brokerd_order_stream.send(msg)
|
||||||
|
|
||||||
# an immediate response should be ``BrokerdOrderAck``
|
# an immediate response should be ``BrokerdOrderAck``
|
||||||
|
|
@ -1371,7 +1382,7 @@ async def process_client_order_cmds(
|
||||||
case {
|
case {
|
||||||
'oid': oid,
|
'oid': oid,
|
||||||
'symbol': fqme,
|
'symbol': fqme,
|
||||||
'price': trigger_price,
|
'price': price,
|
||||||
'size': size,
|
'size': size,
|
||||||
'exec_mode': exec_mode,
|
'exec_mode': exec_mode,
|
||||||
'action': action,
|
'action': action,
|
||||||
|
|
@ -1399,7 +1410,12 @@ async def process_client_order_cmds(
|
||||||
if isnan(last):
|
if isnan(last):
|
||||||
last = flume.rt_shm.array[-1]['close']
|
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
|
# NOTE: for dark orders currently we submit
|
||||||
# the triggered live order at a price 5 ticks
|
# the triggered live order at a price 5 ticks
|
||||||
|
|
@ -1506,7 +1522,7 @@ async def maybe_open_trade_relays(
|
||||||
loglevel: str = 'info',
|
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,
|
_router.open_trade_relays,
|
||||||
fqme,
|
fqme,
|
||||||
exec_mode,
|
exec_mode,
|
||||||
|
|
@ -1539,7 +1555,7 @@ async def _emsd_main(
|
||||||
ctx: tractor.Context,
|
ctx: tractor.Context,
|
||||||
fqme: str,
|
fqme: str,
|
||||||
exec_mode: str, # ('paper', 'live')
|
exec_mode: str, # ('paper', 'live')
|
||||||
loglevel: str | None = None,
|
loglevel: str|None = None,
|
||||||
|
|
||||||
) -> tuple[
|
) -> tuple[
|
||||||
dict[
|
dict[
|
||||||
|
|
|
||||||
|
|
@ -19,6 +19,7 @@ Clearing sub-system message and protocols.
|
||||||
|
|
||||||
"""
|
"""
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
from decimal import Decimal
|
||||||
from typing import (
|
from typing import (
|
||||||
Literal,
|
Literal,
|
||||||
)
|
)
|
||||||
|
|
@ -71,7 +72,15 @@ class Order(Struct):
|
||||||
symbol: str # | MktPair
|
symbol: str # | MktPair
|
||||||
account: str # should we set a default as '' ?
|
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"
|
size: float # -ve is "sell", +ve is "buy"
|
||||||
|
|
||||||
brokers: list[str] = []
|
brokers: list[str] = []
|
||||||
|
|
@ -178,7 +187,7 @@ class BrokerdOrder(Struct):
|
||||||
time_ns: int
|
time_ns: int
|
||||||
|
|
||||||
symbol: str # fqme
|
symbol: str # fqme
|
||||||
price: float
|
price: Decimal
|
||||||
size: float
|
size: float
|
||||||
|
|
||||||
# TODO: if we instead rely on a +ve/-ve size to determine
|
# TODO: if we instead rely on a +ve/-ve size to determine
|
||||||
|
|
|
||||||
|
|
@ -510,7 +510,7 @@ async def handle_order_requests(
|
||||||
reqid = await client.submit_limit(
|
reqid = await client.submit_limit(
|
||||||
oid=order.oid,
|
oid=order.oid,
|
||||||
symbol=f'{order.symbol}.{client.broker}',
|
symbol=f'{order.symbol}.{client.broker}',
|
||||||
price=order.price,
|
price=float(order.price),
|
||||||
action=order.action,
|
action=order.action,
|
||||||
size=order.size,
|
size=order.size,
|
||||||
# XXX: by default 0 tells ``ib_insync`` methods that
|
# XXX: by default 0 tells ``ib_insync`` methods that
|
||||||
|
|
|
||||||
|
|
@ -184,33 +184,12 @@ def pikerd(
|
||||||
registry_addrs=regaddrs,
|
registry_addrs=regaddrs,
|
||||||
loglevel=loglevel,
|
loglevel=loglevel,
|
||||||
debug_mode=pdb,
|
debug_mode=pdb,
|
||||||
|
enable_transports=['uds'],
|
||||||
) as service_mngr, # normally delivers a ``Services`` handle
|
) as service_mngr,
|
||||||
|
|
||||||
# AsyncExitStack() as stack,
|
|
||||||
):
|
):
|
||||||
# TODO: spawn all other sub-actor daemons according to
|
|
||||||
# multiaddress endpoint spec defined by user config
|
|
||||||
assert service_mngr
|
assert service_mngr
|
||||||
|
# ?TODO? spawn all other sub-actor daemons according to
|
||||||
# if tsdb:
|
# multiaddress endpoint spec defined by user config
|
||||||
# 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}')
|
|
||||||
|
|
||||||
await trio.sleep_forever()
|
await trio.sleep_forever()
|
||||||
|
|
||||||
trio.run(main)
|
trio.run(main)
|
||||||
|
|
@ -335,7 +314,7 @@ def services(config, tl, ports):
|
||||||
name='service_query',
|
name='service_query',
|
||||||
loglevel=config['loglevel'] if tl else None,
|
loglevel=config['loglevel'] if tl else None,
|
||||||
),
|
),
|
||||||
tractor.get_arbiter(
|
tractor.get_registry(
|
||||||
host=host,
|
host=host,
|
||||||
port=ports[0]
|
port=ports[0]
|
||||||
) as portal
|
) as portal
|
||||||
|
|
|
||||||
|
|
@ -740,7 +740,7 @@ async def sample_and_broadcast(
|
||||||
|
|
||||||
log.warning(
|
log.warning(
|
||||||
f'Feed OVERRUN {sub_key}'
|
f'Feed OVERRUN {sub_key}'
|
||||||
'@{bus.brokername} -> \n'
|
f'@{bus.brokername} -> \n'
|
||||||
f'feed @ {chan.uid}\n'
|
f'feed @ {chan.uid}\n'
|
||||||
f'throttle = {throttle} Hz'
|
f'throttle = {throttle} Hz'
|
||||||
)
|
)
|
||||||
|
|
|
||||||
|
|
@ -39,6 +39,7 @@ from typing import (
|
||||||
AsyncContextManager,
|
AsyncContextManager,
|
||||||
Awaitable,
|
Awaitable,
|
||||||
Sequence,
|
Sequence,
|
||||||
|
TYPE_CHECKING,
|
||||||
)
|
)
|
||||||
|
|
||||||
import trio
|
import trio
|
||||||
|
|
@ -75,6 +76,10 @@ from ._sampling import (
|
||||||
uniform_rate_send,
|
uniform_rate_send,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
if TYPE_CHECKING:
|
||||||
|
from tractor._addr import Address
|
||||||
|
from tractor.msg.types import Aid
|
||||||
|
|
||||||
|
|
||||||
class Sub(Struct, frozen=True):
|
class Sub(Struct, frozen=True):
|
||||||
'''
|
'''
|
||||||
|
|
@ -723,7 +728,10 @@ class Feed(Struct):
|
||||||
async for msg in stream:
|
async for msg in stream:
|
||||||
await tx.send(msg)
|
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
|
# spawn a relay task for each stream so that they all
|
||||||
# multiplex to a common channel.
|
# multiplex to a common channel.
|
||||||
for brokername in mods:
|
for brokername in mods:
|
||||||
|
|
@ -786,7 +794,6 @@ async def install_brokerd_search(
|
||||||
|
|
||||||
@acm
|
@acm
|
||||||
async def maybe_open_feed(
|
async def maybe_open_feed(
|
||||||
|
|
||||||
fqmes: list[str],
|
fqmes: list[str],
|
||||||
loglevel: str | None = None,
|
loglevel: str | None = None,
|
||||||
|
|
||||||
|
|
@ -840,13 +847,12 @@ async def maybe_open_feed(
|
||||||
|
|
||||||
@acm
|
@acm
|
||||||
async def open_feed(
|
async def open_feed(
|
||||||
|
|
||||||
fqmes: list[str],
|
fqmes: list[str],
|
||||||
|
|
||||||
loglevel: str | None = None,
|
loglevel: str|None = None,
|
||||||
allow_overruns: bool = True,
|
allow_overruns: bool = True,
|
||||||
start_stream: bool = True,
|
start_stream: bool = True,
|
||||||
tick_throttle: float | None = None, # Hz
|
tick_throttle: float|None = None, # Hz
|
||||||
|
|
||||||
allow_remote_ctl_ui: bool = False,
|
allow_remote_ctl_ui: bool = False,
|
||||||
|
|
||||||
|
|
@ -899,19 +905,19 @@ async def open_feed(
|
||||||
feed.portals[brokermod] = portal
|
feed.portals[brokermod] = portal
|
||||||
|
|
||||||
# fill out "status info" that the UI can show
|
# fill out "status info" that the UI can show
|
||||||
host, port = portal.channel.raddr
|
chan: tractor.Channel = portal.chan
|
||||||
if host == '127.0.0.1':
|
raddr: Address = chan.raddr
|
||||||
host = 'localhost'
|
aid: Aid = chan.aid
|
||||||
|
# TAG_feed_status_update
|
||||||
feed.status.update({
|
feed.status.update({
|
||||||
'actor_name': portal.channel.uid[0],
|
'actor_id': aid,
|
||||||
'host': host,
|
'actor_short_id': f'{aid.name}@{aid.pid}',
|
||||||
'port': port,
|
'ipc': chan.raddr.proto_key,
|
||||||
|
'ipc_addr': raddr,
|
||||||
'hist_shm': 'NA',
|
'hist_shm': 'NA',
|
||||||
'rt_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
|
# (allocate and) connect to any feed bus for this broker
|
||||||
bus_ctxs.append(
|
bus_ctxs.append(
|
||||||
|
|
|
||||||
|
|
@ -36,10 +36,10 @@ from ._sharedmem import (
|
||||||
ShmArray,
|
ShmArray,
|
||||||
_Token,
|
_Token,
|
||||||
)
|
)
|
||||||
|
from piker.accounting import MktPair
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from ..accounting import MktPair
|
from piker.data.feed import Feed
|
||||||
from .feed import Feed
|
|
||||||
|
|
||||||
|
|
||||||
class Flume(Struct):
|
class Flume(Struct):
|
||||||
|
|
@ -82,7 +82,7 @@ class Flume(Struct):
|
||||||
|
|
||||||
# TODO: do we need this really if we can pull the `Portal` from
|
# TODO: do we need this really if we can pull the `Portal` from
|
||||||
# ``tractor``'s internals?
|
# ``tractor``'s internals?
|
||||||
feed: Feed | None = None
|
feed: Feed|None = None
|
||||||
|
|
||||||
@property
|
@property
|
||||||
def rt_shm(self) -> ShmArray:
|
def rt_shm(self) -> ShmArray:
|
||||||
|
|
|
||||||
|
|
@ -113,9 +113,9 @@ def validate_backend(
|
||||||
)
|
)
|
||||||
if ep is None:
|
if ep is None:
|
||||||
log.warning(
|
log.warning(
|
||||||
f'Provider backend {mod.name} is missing '
|
f'Provider backend {mod.name!r} is missing '
|
||||||
f'{daemon_name} support :(\n'
|
f'{daemon_name!r} support?\n'
|
||||||
f'The following endpoint is missing: {name}'
|
f'|_module endpoint-func missing: {name!r}\n'
|
||||||
)
|
)
|
||||||
|
|
||||||
inits: list[
|
inits: list[
|
||||||
|
|
|
||||||
|
|
@ -498,6 +498,7 @@ async def cascade(
|
||||||
|
|
||||||
func_name: str = func.__name__
|
func_name: str = func.__name__
|
||||||
async with (
|
async with (
|
||||||
|
tractor.trionics.collapse_eg(), # avoid multi-taskc tb in console
|
||||||
trio.open_nursery() as tn,
|
trio.open_nursery() as tn,
|
||||||
):
|
):
|
||||||
# TODO: might be better to just make a "restart" method where
|
# TODO: might be better to just make a "restart" method where
|
||||||
|
|
|
||||||
|
|
@ -200,7 +200,8 @@ async def open_pikerd(
|
||||||
reg_addrs,
|
reg_addrs,
|
||||||
),
|
),
|
||||||
tractor.open_nursery() as actor_nursery,
|
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:
|
for addr in reg_addrs:
|
||||||
if addr not in root_actor.accept_addrs:
|
if addr not in root_actor.accept_addrs:
|
||||||
|
|
@ -211,7 +212,7 @@ async def open_pikerd(
|
||||||
|
|
||||||
# assign globally for future daemon/task creation
|
# assign globally for future daemon/task creation
|
||||||
Services.actor_n = actor_nursery
|
Services.actor_n = actor_nursery
|
||||||
Services.service_n = service_nursery
|
Services.service_n = service_tn
|
||||||
Services.debug_mode = debug_mode
|
Services.debug_mode = debug_mode
|
||||||
|
|
||||||
try:
|
try:
|
||||||
|
|
@ -221,7 +222,7 @@ async def open_pikerd(
|
||||||
# TODO: is this more clever/efficient?
|
# TODO: is this more clever/efficient?
|
||||||
# if 'samplerd' in Services.service_tasks:
|
# if 'samplerd' in Services.service_tasks:
|
||||||
# await Services.cancel_service('samplerd')
|
# await Services.cancel_service('samplerd')
|
||||||
service_nursery.cancel_scope.cancel()
|
service_tn.cancel_scope.cancel()
|
||||||
|
|
||||||
|
|
||||||
# TODO: do we even need this?
|
# TODO: do we even need this?
|
||||||
|
|
|
||||||
|
|
@ -963,7 +963,10 @@ async def tsdb_backfill(
|
||||||
# concurrently load the provider's most-recent-frame AND any
|
# concurrently load the provider's most-recent-frame AND any
|
||||||
# pre-existing tsdb history already saved in `piker` storage.
|
# 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 (
|
||||||
|
tractor.trionics.collapse_eg(),
|
||||||
|
trio.open_nursery() as tn
|
||||||
|
):
|
||||||
tn.start_soon(
|
tn.start_soon(
|
||||||
push_latest_frame,
|
push_latest_frame,
|
||||||
dt_eps,
|
dt_eps,
|
||||||
|
|
@ -1012,9 +1015,16 @@ async def tsdb_backfill(
|
||||||
int,
|
int,
|
||||||
Duration,
|
Duration,
|
||||||
]|None = config.get('frame_types', None)
|
]|None = config.get('frame_types', None)
|
||||||
|
|
||||||
if def_frame_durs:
|
if def_frame_durs:
|
||||||
def_frame_size: Duration = def_frame_durs[timeframe]
|
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:
|
else:
|
||||||
# use what we calced from first frame above.
|
# use what we calced from first frame above.
|
||||||
def_frame_size = calced_frame_size
|
def_frame_size = calced_frame_size
|
||||||
|
|
@ -1043,7 +1053,9 @@ async def tsdb_backfill(
|
||||||
# if there is a gap to backfill from the first
|
# if there is a gap to backfill from the first
|
||||||
# history frame until the last datum loaded from the tsdb
|
# history frame until the last datum loaded from the tsdb
|
||||||
# continue that now in the background
|
# 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(
|
bf_done = await tn.start(
|
||||||
partial(
|
partial(
|
||||||
|
|
@ -1308,6 +1320,7 @@ async def manage_history(
|
||||||
# sampling period) data set since normally differently
|
# sampling period) data set since normally differently
|
||||||
# sampled timeseries can be loaded / process independently
|
# sampled timeseries can be loaded / process independently
|
||||||
# ;)
|
# ;)
|
||||||
|
tractor.trionics.collapse_eg(),
|
||||||
trio.open_nursery() as tn,
|
trio.open_nursery() as tn,
|
||||||
):
|
):
|
||||||
log.info(
|
log.info(
|
||||||
|
|
|
||||||
|
|
@ -517,7 +517,7 @@ def with_dts(
|
||||||
|
|
||||||
'''
|
'''
|
||||||
return df.with_columns([
|
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.col(time_col).diff().alias('s_diff'),
|
||||||
pl.from_epoch(pl.col(time_col)).alias('dt'),
|
pl.from_epoch(pl.col(time_col)).alias('dt'),
|
||||||
]).with_columns([
|
]).with_columns([
|
||||||
|
|
@ -623,7 +623,7 @@ def detect_vlm_gaps(
|
||||||
|
|
||||||
) -> pl.DataFrame:
|
) -> pl.DataFrame:
|
||||||
|
|
||||||
vnull: pl.DataFrame = w_dts.filter(
|
vnull: pl.DataFrame = df.filter(
|
||||||
pl.col(col) == 0
|
pl.col(col) == 0
|
||||||
)
|
)
|
||||||
return vnull
|
return vnull
|
||||||
|
|
|
||||||
|
|
@ -21,6 +21,7 @@ Main app startup and run.
|
||||||
from functools import partial
|
from functools import partial
|
||||||
from types import ModuleType
|
from types import ModuleType
|
||||||
|
|
||||||
|
import tractor
|
||||||
import trio
|
import trio
|
||||||
|
|
||||||
from piker.ui.qt import (
|
from piker.ui.qt import (
|
||||||
|
|
@ -116,6 +117,7 @@ async def _async_main(
|
||||||
needed_brokermods[brokername] = brokers[brokername]
|
needed_brokermods[brokername] = brokers[brokername]
|
||||||
|
|
||||||
async with (
|
async with (
|
||||||
|
tractor.trionics.collapse_eg(),
|
||||||
trio.open_nursery() as root_n,
|
trio.open_nursery() as root_n,
|
||||||
):
|
):
|
||||||
# set root nursery and task stack for spawning other charts/feeds
|
# set root nursery and task stack for spawning other charts/feeds
|
||||||
|
|
|
||||||
|
|
@ -33,7 +33,6 @@ import trio
|
||||||
|
|
||||||
from piker.ui.qt import (
|
from piker.ui.qt import (
|
||||||
QtCore,
|
QtCore,
|
||||||
QtWidgets,
|
|
||||||
Qt,
|
Qt,
|
||||||
QLineF,
|
QLineF,
|
||||||
QFrame,
|
QFrame,
|
||||||
|
|
|
||||||
|
|
@ -1445,7 +1445,10 @@ async def display_symbol_data(
|
||||||
# for pause/resume on mouse interaction
|
# for pause/resume on mouse interaction
|
||||||
rt_chart.feed = feed
|
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)
|
# if available load volume related built-in display(s)
|
||||||
vlm_charts: dict[
|
vlm_charts: dict[
|
||||||
str,
|
str,
|
||||||
|
|
|
||||||
|
|
@ -22,7 +22,10 @@ from contextlib import asynccontextmanager as acm
|
||||||
from typing import Callable
|
from typing import Callable
|
||||||
|
|
||||||
import trio
|
import trio
|
||||||
from tractor.trionics import gather_contexts
|
from tractor.trionics import (
|
||||||
|
gather_contexts,
|
||||||
|
collapse_eg,
|
||||||
|
)
|
||||||
|
|
||||||
from piker.ui.qt import (
|
from piker.ui.qt import (
|
||||||
QtCore,
|
QtCore,
|
||||||
|
|
@ -207,7 +210,10 @@ async def open_signal_handler(
|
||||||
async for args in recv:
|
async for args in recv:
|
||||||
await async_handler(*args)
|
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)
|
tn.start_soon(proxy_to_handler)
|
||||||
async with send:
|
async with send:
|
||||||
yield
|
yield
|
||||||
|
|
@ -242,6 +248,7 @@ async def open_handlers(
|
||||||
widget: QWidget
|
widget: QWidget
|
||||||
streams: list[trio.abc.ReceiveChannel]
|
streams: list[trio.abc.ReceiveChannel]
|
||||||
async with (
|
async with (
|
||||||
|
collapse_eg(),
|
||||||
trio.open_nursery() as tn,
|
trio.open_nursery() as tn,
|
||||||
gather_contexts([
|
gather_contexts([
|
||||||
open_event_stream(
|
open_event_stream(
|
||||||
|
|
|
||||||
|
|
@ -18,10 +18,11 @@
|
||||||
Feed status and controls widget(s) for embedding in a UI-pane.
|
Feed status and controls widget(s) for embedding in a UI-pane.
|
||||||
|
|
||||||
"""
|
"""
|
||||||
|
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
from textwrap import dedent
|
from typing import (
|
||||||
from typing import TYPE_CHECKING
|
Any,
|
||||||
|
TYPE_CHECKING,
|
||||||
|
)
|
||||||
|
|
||||||
# from PyQt5.QtCore import Qt
|
# from PyQt5.QtCore import Qt
|
||||||
|
|
||||||
|
|
@ -49,35 +50,55 @@ def mk_feed_label(
|
||||||
a feed control protocol.
|
a feed control protocol.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
status = feed.status
|
status: dict[str, Any] = feed.status
|
||||||
assert status
|
assert status
|
||||||
|
|
||||||
msg = dedent("""
|
# SO tips on ws/nls,
|
||||||
actor: **{actor_name}**\n
|
# https://stackoverflow.com/a/15721400
|
||||||
|_ @**{host}:{port}**\n
|
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():
|
# fields to select *IN* for display
|
||||||
if key in ('host', 'port', 'actor_name'):
|
# (see `.data.feed.open_feed()` status
|
||||||
continue
|
# update -> TAG_feed_status_update)
|
||||||
msg += f'\n|_ {key}: **{{{key}}}**\n'
|
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(
|
feed_label = FormatLabel(
|
||||||
fmt_str=msg,
|
fmt_str=actor_info_repr,
|
||||||
# |_ streams: **{symbols}**\n
|
|
||||||
font=_font.font,
|
font=_font.font,
|
||||||
font_size=_font_small.px_size,
|
font_size=_font_small.px_size,
|
||||||
font_color='default_lightest',
|
font_color='default_lightest',
|
||||||
)
|
)
|
||||||
|
|
||||||
|
# ?TODO, remove this?
|
||||||
# form.vbox.setAlignment(feed_label, Qt.AlignBottom)
|
# form.vbox.setAlignment(feed_label, Qt.AlignBottom)
|
||||||
# form.vbox.setAlignment(Qt.AlignBottom)
|
# form.vbox.setAlignment(Qt.AlignBottom)
|
||||||
_ = chart.height() - (
|
# _ = chart.height() - (
|
||||||
form.height() +
|
# form.height() +
|
||||||
form.fill_bar.height()
|
# form.fill_bar.height()
|
||||||
# feed_label.height()
|
# # feed_label.height()
|
||||||
)
|
# )
|
||||||
|
|
||||||
feed_label.format(**feed.status)
|
feed_label.format(**feed.status)
|
||||||
|
|
||||||
return feed_label
|
return feed_label
|
||||||
|
|
|
||||||
|
|
@ -600,6 +600,7 @@ async def open_fsp_admin(
|
||||||
kwargs=kwargs,
|
kwargs=kwargs,
|
||||||
) as (cache_hit, cluster_map),
|
) as (cache_hit, cluster_map),
|
||||||
|
|
||||||
|
tractor.trionics.collapse_eg(),
|
||||||
trio.open_nursery() as tn,
|
trio.open_nursery() as tn,
|
||||||
):
|
):
|
||||||
if cache_hit:
|
if cache_hit:
|
||||||
|
|
@ -613,6 +614,8 @@ async def open_fsp_admin(
|
||||||
)
|
)
|
||||||
try:
|
try:
|
||||||
yield admin
|
yield admin
|
||||||
|
|
||||||
|
# ??TODO, does this *need* to be inside a finally?
|
||||||
finally:
|
finally:
|
||||||
# terminate all tasks via signals
|
# terminate all tasks via signals
|
||||||
for key, entry in admin._registry.items():
|
for key, entry in admin._registry.items():
|
||||||
|
|
|
||||||
|
|
@ -285,18 +285,20 @@ class FormatLabel(QLabel):
|
||||||
font_size: int,
|
font_size: int,
|
||||||
font_color: str,
|
font_color: str,
|
||||||
|
|
||||||
|
use_md: bool = True,
|
||||||
|
|
||||||
parent=None,
|
parent=None,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
super().__init__(parent)
|
super().__init__(parent)
|
||||||
|
|
||||||
# by default set the format string verbatim and expect user to
|
# by default set the format string verbatim and expect user
|
||||||
# call ``.format()`` later (presumably they'll notice the
|
# to call ``.format()`` later (presumably they'll notice the
|
||||||
# unformatted content if ``fmt_str`` isn't meant to be
|
# unformatted content if ``fmt_str`` isn't meant to be
|
||||||
# unformatted).
|
# unformatted).
|
||||||
self.fmt_str = fmt_str
|
self.fmt_str = fmt_str
|
||||||
self.setText(fmt_str)
|
# self.setText(fmt_str) # ?TODO, why here?
|
||||||
|
|
||||||
self.setStyleSheet(
|
self.setStyleSheet(
|
||||||
f"""QLabel {{
|
f"""QLabel {{
|
||||||
|
|
@ -306,6 +308,7 @@ class FormatLabel(QLabel):
|
||||||
"""
|
"""
|
||||||
)
|
)
|
||||||
self.setFont(_font.font)
|
self.setFont(_font.font)
|
||||||
|
if use_md:
|
||||||
self.setTextFormat(
|
self.setTextFormat(
|
||||||
Qt.TextFormat.MarkdownText
|
Qt.TextFormat.MarkdownText
|
||||||
)
|
)
|
||||||
|
|
@ -316,7 +319,10 @@ class FormatLabel(QLabel):
|
||||||
size_policy.Expanding,
|
size_policy.Expanding,
|
||||||
)
|
)
|
||||||
self.setAlignment(
|
self.setAlignment(
|
||||||
Qt.AlignVCenter | Qt.AlignLeft
|
Qt.AlignLeft
|
||||||
|
|
|
||||||
|
Qt.AlignBottom
|
||||||
|
# Qt.AlignVCenter
|
||||||
)
|
)
|
||||||
self.setText(self.fmt_str)
|
self.setText(self.fmt_str)
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -269,6 +269,8 @@ def hcolor(name: str) -> str:
|
||||||
|
|
||||||
# default ohlc-bars/curve gray
|
# default ohlc-bars/curve gray
|
||||||
'bracket': '#666666', # like the logo
|
'bracket': '#666666', # like the logo
|
||||||
|
'pikers': '#616161', # a trader shade of..
|
||||||
|
'beast': '#161616', # in the dark alone.
|
||||||
|
|
||||||
# bluish
|
# bluish
|
||||||
'charcoal': '#36454F',
|
'charcoal': '#36454F',
|
||||||
|
|
|
||||||
|
|
@ -21,6 +21,7 @@ Chart trading, the only way to scalp.
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
from contextlib import asynccontextmanager
|
from contextlib import asynccontextmanager
|
||||||
from dataclasses import dataclass, field
|
from dataclasses import dataclass, field
|
||||||
|
from decimal import Decimal
|
||||||
from functools import partial
|
from functools import partial
|
||||||
from pprint import pformat
|
from pprint import pformat
|
||||||
import time
|
import time
|
||||||
|
|
@ -41,7 +42,6 @@ from piker.accounting import (
|
||||||
Position,
|
Position,
|
||||||
mk_allocator,
|
mk_allocator,
|
||||||
MktPair,
|
MktPair,
|
||||||
Symbol,
|
|
||||||
)
|
)
|
||||||
from piker.clearing import (
|
from piker.clearing import (
|
||||||
open_ems,
|
open_ems,
|
||||||
|
|
@ -143,6 +143,15 @@ class OrderMode:
|
||||||
}
|
}
|
||||||
_staged_order: Order | None = None
|
_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(
|
def on_level_change_update_next_order_info(
|
||||||
self,
|
self,
|
||||||
level: float,
|
level: float,
|
||||||
|
|
@ -172,7 +181,11 @@ class OrderMode:
|
||||||
line.update_labels(order_info)
|
line.update_labels(order_info)
|
||||||
|
|
||||||
# update bound-in staged order
|
# 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']
|
order.size = order_info['size']
|
||||||
|
|
||||||
# when an order is changed we flip the settings side-pane to
|
# when an order is changed we flip the settings side-pane to
|
||||||
|
|
@ -187,7 +200,9 @@ class OrderMode:
|
||||||
|
|
||||||
) -> LevelLine:
|
) -> 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(
|
line = order_line(
|
||||||
chart or self.chart,
|
chart or self.chart,
|
||||||
|
|
@ -224,7 +239,11 @@ class OrderMode:
|
||||||
# the order mode allocator but we still need to update the
|
# the order mode allocator but we still need to update the
|
||||||
# "staged" order message we'll send to the ems
|
# "staged" order message we'll send to the ems
|
||||||
def update_order_price(y: float) -> None:
|
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
|
line._on_level_change = update_order_price
|
||||||
|
|
||||||
|
|
@ -275,34 +294,31 @@ class OrderMode:
|
||||||
chart = cursor.linked.chart
|
chart = cursor.linked.chart
|
||||||
if (
|
if (
|
||||||
not chart
|
not chart
|
||||||
and cursor
|
and
|
||||||
and cursor.active_plot
|
cursor
|
||||||
|
and
|
||||||
|
cursor.active_plot
|
||||||
):
|
):
|
||||||
return
|
return
|
||||||
|
|
||||||
chart = cursor.active_plot
|
chart = cursor.active_plot
|
||||||
price = cursor._datum_xy[1]
|
price: float = cursor._datum_xy[1]
|
||||||
if not price:
|
if not price:
|
||||||
# zero prices are not supported by any means
|
# zero prices are not supported by any means
|
||||||
# since that's illogical / a no-op.
|
# since that's illogical / a no-op.
|
||||||
return
|
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
|
# TODO: should we be enforcing this precision
|
||||||
# at a different layer in the stack? right now
|
# at a different layer in the stack?
|
||||||
# any precision error will literally be relayed
|
# |_ might require `MktPair` tracking in the EMS?
|
||||||
# all the way back from the backend.
|
# |_ right now any precision error will be relayed
|
||||||
|
# all the way back from the backend and vice-versa..
|
||||||
price = round(
|
#
|
||||||
price,
|
mkt: MktPair = self.curr_mkt
|
||||||
ndigits=mkt.price_tick_digits,
|
price: Decimal = mkt.quantize(
|
||||||
|
size=price,
|
||||||
|
quantity_type='price',
|
||||||
)
|
)
|
||||||
|
|
||||||
order = self._staged_order = Order(
|
order = self._staged_order = Order(
|
||||||
action=action,
|
action=action,
|
||||||
price=price,
|
price=price,
|
||||||
|
|
@ -378,7 +394,7 @@ class OrderMode:
|
||||||
'oid': oid,
|
'oid': oid,
|
||||||
})
|
})
|
||||||
|
|
||||||
if order.price <= 0:
|
if float(order.price) <= 0:
|
||||||
log.error(
|
log.error(
|
||||||
'*!? Invalid `Order.price <= 0` ?!*\n'
|
'*!? Invalid `Order.price <= 0` ?!*\n'
|
||||||
# TODO: make this present multi-line in object form
|
# TODO: make this present multi-line in object form
|
||||||
|
|
@ -515,14 +531,15 @@ class OrderMode:
|
||||||
# if an order msg is provided update the line
|
# if an order msg is provided update the line
|
||||||
# **from** that msg.
|
# **from** that msg.
|
||||||
if order:
|
if order:
|
||||||
if order.price <= 0:
|
price: float = float(order.price)
|
||||||
|
if price <= 0:
|
||||||
log.error(f'Order has 0 price, cancelling..\n{order}')
|
log.error(f'Order has 0 price, cancelling..\n{order}')
|
||||||
self.cancel_orders([order.oid])
|
self.cancel_orders([order.oid])
|
||||||
return None
|
return None
|
||||||
|
|
||||||
line.set_level(order.price)
|
line.set_level(price)
|
||||||
self.on_level_change_update_next_order_info(
|
self.on_level_change_update_next_order_info(
|
||||||
level=order.price,
|
level=price,
|
||||||
line=line,
|
line=line,
|
||||||
order=order,
|
order=order,
|
||||||
# use the corresponding position tracker for the
|
# use the corresponding position tracker for the
|
||||||
|
|
@ -681,9 +698,9 @@ class OrderMode:
|
||||||
) -> Dialog | None:
|
) -> Dialog | None:
|
||||||
# NOTE: the `.order` attr **must** be set with the
|
# NOTE: the `.order` attr **must** be set with the
|
||||||
# equivalent order msg in order to be loaded.
|
# equivalent order msg in order to be loaded.
|
||||||
order = msg.req
|
order: Order = msg.req
|
||||||
oid = str(msg.oid)
|
oid = str(msg.oid)
|
||||||
symbol = order.symbol
|
symbol: str = order.symbol
|
||||||
|
|
||||||
# TODO: MEGA UGGG ZONEEEE!
|
# TODO: MEGA UGGG ZONEEEE!
|
||||||
src = msg.src
|
src = msg.src
|
||||||
|
|
@ -702,13 +719,22 @@ class OrderMode:
|
||||||
order.oid = str(order.oid)
|
order.oid = str(order.oid)
|
||||||
order.brokers = [brokername]
|
order.brokers = [brokername]
|
||||||
|
|
||||||
# TODO: change this over to `MktPair`, but it's
|
# ?TODO? change this over to `MktPair`, but it's gonna be
|
||||||
# gonna be tough since we don't have any such data
|
# tough since we don't have any such data really in our
|
||||||
# really in our clearing msg schema..
|
# clearing msg schema..
|
||||||
order.symbol = Symbol.from_fqme(
|
# BUT WAIT! WHY do we even want/need this!?
|
||||||
fqsn=fqme,
|
#
|
||||||
info={},
|
# 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(
|
maybe_dialog: Dialog | None = self.submit_order(
|
||||||
send_msg=False,
|
send_msg=False,
|
||||||
order=order,
|
order=order,
|
||||||
|
|
@ -766,6 +792,7 @@ async def open_order_mode(
|
||||||
brokerd_accounts,
|
brokerd_accounts,
|
||||||
ems_dialog_msgs,
|
ems_dialog_msgs,
|
||||||
),
|
),
|
||||||
|
tractor.trionics.collapse_eg(),
|
||||||
trio.open_nursery() as tn,
|
trio.open_nursery() as tn,
|
||||||
|
|
||||||
):
|
):
|
||||||
|
|
@ -1101,7 +1128,7 @@ async def process_trade_msg(
|
||||||
)
|
)
|
||||||
)
|
)
|
||||||
):
|
):
|
||||||
msg.req = order
|
msg.req: Order = order
|
||||||
dialog: (
|
dialog: (
|
||||||
Dialog
|
Dialog
|
||||||
# NOTE: on an invalid order submission (eg.
|
# NOTE: on an invalid order submission (eg.
|
||||||
|
|
@ -1166,7 +1193,7 @@ async def process_trade_msg(
|
||||||
tm = time.time()
|
tm = time.time()
|
||||||
mode.on_fill(
|
mode.on_fill(
|
||||||
oid,
|
oid,
|
||||||
price=req.price,
|
price=float(req.price),
|
||||||
time_s=tm,
|
time_s=tm,
|
||||||
)
|
)
|
||||||
mode.lines.remove_line(uuid=oid)
|
mode.lines.remove_line(uuid=oid)
|
||||||
|
|
@ -1221,7 +1248,7 @@ async def process_trade_msg(
|
||||||
tm = details['broker_time']
|
tm = details['broker_time']
|
||||||
mode.on_fill(
|
mode.on_fill(
|
||||||
oid,
|
oid,
|
||||||
price=details['price'],
|
price=float(details['price']),
|
||||||
time_s=tm,
|
time_s=tm,
|
||||||
pointing='up' if action == 'buy' else 'down',
|
pointing='up' if action == 'buy' else 'down',
|
||||||
)
|
)
|
||||||
|
|
|
||||||
|
|
@ -0,0 +1 @@
|
||||||
|
TAG_feed_status_update ./piker/data/feed.py /TAG_feed_status_update/
|
||||||
|
|
@ -179,7 +179,7 @@ def test_ems_err_on_bad_broker(
|
||||||
# NOTE: emsd should error on the actor's enabled modules
|
# NOTE: emsd should error on the actor's enabled modules
|
||||||
# import phase, when looking for a backend named `doggy`.
|
# import phase, when looking for a backend named `doggy`.
|
||||||
except tractor.RemoteActorError as re:
|
except tractor.RemoteActorError as re:
|
||||||
assert re.type == ModuleNotFoundError
|
assert re.type is ModuleNotFoundError
|
||||||
|
|
||||||
run_and_tollerate_cancels(load_bad_fqme)
|
run_and_tollerate_cancels(load_bad_fqme)
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -142,7 +142,12 @@ async def test_concurrent_tokens_refresh(us_symbols, loglevel):
|
||||||
# async with tractor.open_nursery() as n:
|
# async with tractor.open_nursery() as n:
|
||||||
# await n.run_in_actor('other', intermittently_refresh_tokens)
|
# 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)
|
quoter = await qt.stock_quoter(client, us_symbols)
|
||||||
|
|
||||||
|
|
@ -383,7 +388,9 @@ async def test_quote_streaming(tmx_symbols, loglevel, stream_what):
|
||||||
else:
|
else:
|
||||||
symbols = [tmx_symbols]
|
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):
|
for syms, func in zip(symbols, stream_what):
|
||||||
n.start_soon(func, feed, syms)
|
n.start_soon(func, feed, syms)
|
||||||
|
|
||||||
|
|
|
||||||
Loading…
Reference in New Issue