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brokers_re
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a1a0b9c47b |
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@ -95,15 +95,12 @@ bc why install with `python` when you can faster with `rust` ::
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include all GUIs (ex. for charting)::
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include all GUIs (ex. for charting)::
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uv sync --group uis
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uv sync --extra uis
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AND with **all** our normal hacking tools::
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AND with all our hacking tools and WIP integrations::
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uv sync --dev
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uv sync --dev --all-extras
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AND if you want to try WIP integrations::
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uv sync --all-groups
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Ensure you can run the root-daemon::
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Ensure you can run the root-daemon::
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@ -1,5 +1,6 @@
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################
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# ---- CEXY ----
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# ---- CEXY ----
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################
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[binance]
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[binance]
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accounts.paper = 'paper'
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accounts.paper = 'paper'
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@ -12,41 +13,28 @@ accounts.spot = 'spot'
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spot.use_testnet = false
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spot.use_testnet = false
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spot.api_key = ''
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spot.api_key = ''
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spot.api_secret = ''
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spot.api_secret = ''
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# ------ binance ------
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[deribit]
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[deribit]
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# std assets
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key_id = ''
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key_id = ''
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key_secret = ''
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key_secret = ''
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# options
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accounts.option = 'option'
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option.use_testnet = false
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option.key_id = ''
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option.key_secret = ''
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# aux logging from `cryptofeed`
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option.log.filename = 'cryptofeed.log'
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option.log.level = 'DEBUG'
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option.log.disabled = true
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# ------ deribit ------
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[kraken]
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[kraken]
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key_descr = ''
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key_descr = ''
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api_key = ''
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api_key = ''
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secret = ''
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secret = ''
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# ------ kraken ------
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[kucoin]
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[kucoin]
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key_id = ''
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key_id = ''
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key_secret = ''
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key_secret = ''
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key_passphrase = ''
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key_passphrase = ''
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# ------ kucoin ------
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################
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# -- BROKERZ ---
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# -- BROKERZ ---
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################
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[questrade]
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[questrade]
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refresh_token = ''
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refresh_token = ''
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access_token = ''
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access_token = ''
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@ -54,55 +42,44 @@ api_server = 'https://api06.iq.questrade.com/'
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expires_in = 1800
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expires_in = 1800
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token_type = 'Bearer'
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token_type = 'Bearer'
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expires_at = 1616095326.355846
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expires_at = 1616095326.355846
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# ------ questrade ------
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[ib]
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[ib]
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# define the (set of) host-port socketaddrs that
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# brokerd.ib will scan to connect to an API endpoint
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# (ib-gw or ib-tws listening instances)
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hosts = [
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hosts = [
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'127.0.0.1',
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'127.0.0.1',
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]
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]
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# XXX: the order in which ports will be scanned
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# (by the `brokerd` daemon-actor)
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# is determined # by the line order here.
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# TODO: when we eventually spawn gateways in our
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# container, we can just dynamically allocate these
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# using IBC.
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ports = [
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ports = [
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4002, # gw
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4002, # gw
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7497, # tws
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7497, # tws
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]
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]
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# When API endpoints are being scanned durin startup, the order
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# XXX: for a paper account the flex web query service
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# of user-defined-account "names" (as defined below) here
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# is not supported so you have to manually download
|
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# determines which py-client connection is given priority to be
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# and XML report and put it in a location that can be
|
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# used for data-feed-requests by according to whichever client
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# accessed by the ``brokerd.ib`` backend code for parsing.
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# connected to an API endpoing which reported the equivalent
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flex_token = ''
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# account number for that name.
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flex_trades_query_id = '' # live account
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# when clients are being scanned this determines
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# which clients are preferred to be used for data
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# feeds based on the order of account names, if
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# detected as active on an API client.
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prefer_data_account = [
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prefer_data_account = [
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'paper',
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'paper',
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'margin',
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'margin',
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'ira',
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'ira',
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]
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]
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# For long-term trades txn (transaction) history
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# processing (i.e your txn ledger with IB) you can
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# (automatically for live accounts) query the FLEX
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# report system for past history.
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||||||
#
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|
||||||
# (For paper accounts the web query service
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||||||
# is not supported so you have to manually download
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||||||
# an XML report and put it in a location that can be
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||||||
# accessed by our `brokerd.ib` backend code for parsing).
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||||||
#
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||||||
flex_token = ''
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flex_trades_query_id = '' # live account
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||||||
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# define "aliases" (names) for each account number
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||||||
# such that the names can be reffed and logged throughout
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# `piker.accounting` subsys and more easily
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||||||
# referred to by the user.
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|
||||||
#
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# These keys will be the set exposed through the order-mode
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# account-selection UI so that numbers are never shown.
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[ib.accounts]
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[ib.accounts]
|
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paper = 'DU0000000' # <- literal account #
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# the order in which accounts will be selectable
|
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margin = 'U0000000'
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# in the order mode UI (if found via clients during
|
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ira = 'U0000000'
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# API-app scanning)when a new symbol is loaded.
|
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# ------ ib ------
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paper = 'XX0000000'
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||||||
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margin = 'X0000000'
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||||||
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ira = 'X0000000'
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||||||
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@ -1,9 +1,7 @@
|
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[network]
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[network]
|
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pikerd = [
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tsdb.backend = 'marketstore'
|
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'/ipv4/127.0.0.1/tcp/6116', # std localhost daemon-actor tree
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tsdb.host = 'localhost'
|
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# '/uds/6116', # TODO std uds socket file
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tsdb.grpc_port = 5995
|
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]
|
|
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|
||||||
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|
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[ui]
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[ui]
|
||||||
# set custom font + size which will scale entire UI
|
# set custom font + size which will scale entire UI
|
||||||
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|
||||||
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@ -24,8 +24,9 @@ here is an example using ``vncclient`` on ``linux``::
|
||||||
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|
||||||
vncviewer localhost:5900
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vncviewer localhost:5900
|
||||||
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|
||||||
now enter the pw (password) you set via an (see second code blob)
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|
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`.env file`_ or pw-file according to the `credentials section`_.
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now enter the pw you set via an (see second code blob) `.env file`_
|
||||||
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or pw-file according to the `credentials section`_.
|
||||||
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|
||||||
If you want to change away from their default config see the example
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If you want to change away from their default config see the example
|
||||||
`docker-compose.yml`-config issue and config-section of the readme,
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`docker-compose.yml`-config issue and config-section of the readme,
|
||||||
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|
@ -38,74 +39,6 @@ If you want to change away from their default config see the example
|
||||||
.. _credentials section: https://github.com/gnzsnz/ib-gateway-docker?tab=readme-ov-file#credentials
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.. _credentials section: https://github.com/gnzsnz/ib-gateway-docker?tab=readme-ov-file#credentials
|
||||||
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|
||||||
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|
||||||
Connecting to the API from `piker`
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|
||||||
---------------------------------
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|
||||||
In order to expose the container's API endpoint to the
|
|
||||||
`brokerd/datad/ib` actor, we need to add a section to the user's
|
|
||||||
`brokers.toml` config (note the below is similar to the repo-shipped
|
|
||||||
template file),
|
|
||||||
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|
||||||
.. code:: toml
|
|
||||||
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|
||||||
[ib]
|
|
||||||
# define the (set of) host-port socketaddrs that
|
|
||||||
# brokerd.ib will scan to connect to an API endpoint
|
|
||||||
# (ib-gw or ib-tws listening instances)
|
|
||||||
hosts = [
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|
||||||
'127.0.0.1',
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|
||||||
]
|
|
||||||
ports = [
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|
||||||
4002, # gw
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|
||||||
7497, # tws
|
|
||||||
]
|
|
||||||
|
|
||||||
# When API endpoints are being scanned durin startup, the order
|
|
||||||
# of user-defined-account "names" (as defined below) here
|
|
||||||
# determines which py-client connection is given priority to be
|
|
||||||
# used for data-feed-requests by according to whichever client
|
|
||||||
# connected to an API endpoing which reported the equivalent
|
|
||||||
# account number for that name.
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|
||||||
prefer_data_account = [
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|
||||||
'paper',
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|
||||||
'margin',
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|
||||||
'ira',
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|
||||||
]
|
|
||||||
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|
||||||
# define "aliases" (names) for each account number
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|
||||||
# such that the names can be reffed and logged throughout
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|
||||||
# `piker.accounting` subsys and more easily
|
|
||||||
# referred to by the user.
|
|
||||||
#
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|
||||||
# These keys will be the set exposed through the order-mode
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|
||||||
# account-selection UI so that numbers are never shown.
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|
||||||
[ib.accounts]
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|
||||||
paper = 'XX0000000'
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|
||||||
margin = 'X0000000'
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|
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ira = 'X0000000'
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|
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|
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the broker daemon can also connect to the container's VNC server for
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|
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added functionalies including,
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|
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|
||||||
- viewing the API endpoint program's GUI for manual interventions,
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|
||||||
- workarounds for historical data throttling using hotkey hacks,
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|
||||||
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|
||||||
Add a further section to `brokers.toml` which maps each API-ep's
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|
||||||
port to a table of VNC server connection info like,
|
|
||||||
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|
||||||
.. code:: toml
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|
||||||
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|
||||||
[ib.vnc_addrs]
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|
||||||
4002 = {host = 'localhost', port = 5900, pw = 'doggy'}
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|
||||||
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|
||||||
The `pw = 'doggy'` here ^ should the same value as the particular
|
|
||||||
container instances `.env` file setting (when it was run),
|
|
||||||
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|
||||||
.. code:: ini
|
|
||||||
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|
||||||
VNC_SERVER_PASSWORD='doggy'
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|
||||||
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|
||||||
|
|
||||||
IF you also want to run ``TWS``
|
IF you also want to run ``TWS``
|
||||||
-------------------------------
|
-------------------------------
|
||||||
You can also run it containerized,
|
You can also run it containerized,
|
||||||
|
|
|
||||||
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|
@ -1,15 +1,10 @@
|
||||||
# a community maintained IB API container!
|
# rework from the original @
|
||||||
#
|
# https://github.com/waytrade/ib-gateway-docker/blob/master/docker-compose.yml
|
||||||
# https://github.com/gnzsnz/ib-gateway-docker
|
version: "3.5"
|
||||||
#
|
|
||||||
# For piker we (currently) include some minor deviations
|
|
||||||
# for some config files in the `volumes` section.
|
|
||||||
#
|
|
||||||
# See full configuration settings @
|
|
||||||
# - https://github.com/gnzsnz/ib-gateway-docker?tab=readme-ov-file#configuration
|
|
||||||
# - https://github.com/gnzsnz/ib-gateway-docker/discussions/103
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|
||||||
|
|
||||||
services:
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services:
|
||||||
|
|
||||||
ib_gw_paper:
|
ib_gw_paper:
|
||||||
|
|
||||||
# apparently java is a mega cukc:
|
# apparently java is a mega cukc:
|
||||||
|
|
@ -55,22 +50,16 @@ services:
|
||||||
target: /root/scripts/run_x11_vnc.sh
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target: /root/scripts/run_x11_vnc.sh
|
||||||
read_only: true
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read_only: true
|
||||||
|
|
||||||
# NOTE: an alt method to fill these out is to
|
# NOTE:to fill these out, define an `.env` file in the same dir as
|
||||||
# define an `.env` file in the same dir as
|
# this compose file which looks something like:
|
||||||
# this compose file.
|
# TWS_USERID='myuser'
|
||||||
|
# TWS_PASSWORD='guest'
|
||||||
environment:
|
environment:
|
||||||
TWS_USERID: ${TWS_USERID}
|
TWS_USERID: ${TWS_USERID}
|
||||||
# TWS_USERID: 'myuser'
|
|
||||||
TWS_PASSWORD: ${TWS_PASSWORD}
|
TWS_PASSWORD: ${TWS_PASSWORD}
|
||||||
# TWS_PASSWORD: 'guest'
|
TRADING_MODE: 'paper'
|
||||||
TRADING_MODE: ${TRADING_MODE}
|
VNC_SERVER_PASSWORD: 'doggy'
|
||||||
# TRADING_MODE: 'paper'
|
VNC_SERVER_PORT: '3003'
|
||||||
VNC_SERVER_PASSWORD: ${VNC_SERVER_PASSWORD}
|
|
||||||
# VNC_SERVER_PASSWORD: 'doggy'
|
|
||||||
|
|
||||||
# TODO, see if we can get this supported like it
|
|
||||||
# was on the old `waytrade` image?
|
|
||||||
# VNC_SERVER_PORT: '3003'
|
|
||||||
|
|
||||||
# ports:
|
# ports:
|
||||||
# - target: 4002
|
# - target: 4002
|
||||||
|
|
@ -87,9 +76,6 @@ services:
|
||||||
# - "127.0.0.1:4002:4002"
|
# - "127.0.0.1:4002:4002"
|
||||||
# - "127.0.0.1:5900:5900"
|
# - "127.0.0.1:5900:5900"
|
||||||
|
|
||||||
# TODO, a masked but working example of dual paper + live
|
|
||||||
# ib-gw instances running in a single app run!
|
|
||||||
#
|
|
||||||
# ib_gw_live:
|
# ib_gw_live:
|
||||||
# image: waytrade/ib-gateway:1012.2i
|
# image: waytrade/ib-gateway:1012.2i
|
||||||
# restart: no
|
# restart: no
|
||||||
|
|
|
||||||
|
|
@ -121,7 +121,6 @@ async def bot_main():
|
||||||
# tick_throttle=10,
|
# tick_throttle=10,
|
||||||
) as feed,
|
) as feed,
|
||||||
|
|
||||||
tractor.trionics.collapse_eg(),
|
|
||||||
trio.open_nursery() as tn,
|
trio.open_nursery() as tn,
|
||||||
):
|
):
|
||||||
assert accounts
|
assert accounts
|
||||||
|
|
|
||||||
|
|
@ -33,6 +33,7 @@ from ._pos import (
|
||||||
Account,
|
Account,
|
||||||
load_account,
|
load_account,
|
||||||
load_account_from_ledger,
|
load_account_from_ledger,
|
||||||
|
open_pps,
|
||||||
open_account,
|
open_account,
|
||||||
Position,
|
Position,
|
||||||
)
|
)
|
||||||
|
|
@ -67,6 +68,7 @@ __all__ = [
|
||||||
'load_account_from_ledger',
|
'load_account_from_ledger',
|
||||||
'mk_allocator',
|
'mk_allocator',
|
||||||
'open_account',
|
'open_account',
|
||||||
|
'open_pps',
|
||||||
'open_trade_ledger',
|
'open_trade_ledger',
|
||||||
'unpack_fqme',
|
'unpack_fqme',
|
||||||
'DerivTypes',
|
'DerivTypes',
|
||||||
|
|
|
||||||
|
|
@ -356,20 +356,17 @@ class Position(Struct):
|
||||||
) -> bool:
|
) -> bool:
|
||||||
'''
|
'''
|
||||||
Update clearing table by calculating the rolling ppu and
|
Update clearing table by calculating the rolling ppu and
|
||||||
(accumulative) size in both the clears entry and local attrs
|
(accumulative) size in both the clears entry and local
|
||||||
state.
|
attrs state.
|
||||||
|
|
||||||
Inserts are always done in datetime sorted order.
|
Inserts are always done in datetime sorted order.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
|
# added: bool = False
|
||||||
tid: str = t.tid
|
tid: str = t.tid
|
||||||
if tid in self._events:
|
if tid in self._events:
|
||||||
log.debug(
|
log.warning(f'{t} is already added?!')
|
||||||
f'Txn is already added?\n'
|
# return added
|
||||||
f'\n'
|
|
||||||
f'{t}\n'
|
|
||||||
)
|
|
||||||
return False
|
|
||||||
|
|
||||||
# TODO: apparently this IS possible with a dict but not
|
# TODO: apparently this IS possible with a dict but not
|
||||||
# common and probably not that beneficial unless we're also
|
# common and probably not that beneficial unless we're also
|
||||||
|
|
@ -450,12 +447,6 @@ class Position(Struct):
|
||||||
# def suggest_split(self) -> float:
|
# def suggest_split(self) -> float:
|
||||||
# ...
|
# ...
|
||||||
|
|
||||||
# ?TODO, for sending rendered state over the wire?
|
|
||||||
# def summary(self) -> PositionSummary:
|
|
||||||
# do minimal conversion to a subset of fields
|
|
||||||
# currently defined in `.clearing._messages.BrokerdPosition`
|
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
class Account(Struct):
|
class Account(Struct):
|
||||||
'''
|
'''
|
||||||
|
|
@ -740,7 +731,7 @@ class Account(Struct):
|
||||||
else:
|
else:
|
||||||
# TODO: we reallly need a diff set of
|
# TODO: we reallly need a diff set of
|
||||||
# loglevels/colors per subsys.
|
# loglevels/colors per subsys.
|
||||||
log.debug(
|
log.warning(
|
||||||
f'Recent position for {fqme} was closed!'
|
f'Recent position for {fqme} was closed!'
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
@ -754,7 +745,7 @@ class Account(Struct):
|
||||||
# XXX WTF: if we use a tomlkit.Integer here we get this
|
# XXX WTF: if we use a tomlkit.Integer here we get this
|
||||||
# super weird --1 thing going on for cumsize!?1!
|
# super weird --1 thing going on for cumsize!?1!
|
||||||
# NOTE: the fix was to always float() the size value loaded
|
# NOTE: the fix was to always float() the size value loaded
|
||||||
# in open_account() below!
|
# in open_pps() below!
|
||||||
config.write(
|
config.write(
|
||||||
config=self.conf,
|
config=self.conf,
|
||||||
path=self.conf_path,
|
path=self.conf_path,
|
||||||
|
|
@ -938,6 +929,7 @@ def open_account(
|
||||||
clears_table['dt'] = dt
|
clears_table['dt'] = dt
|
||||||
trans.append(Transaction(
|
trans.append(Transaction(
|
||||||
fqme=bs_mktid,
|
fqme=bs_mktid,
|
||||||
|
# sym=mkt,
|
||||||
bs_mktid=bs_mktid,
|
bs_mktid=bs_mktid,
|
||||||
tid=tid,
|
tid=tid,
|
||||||
# XXX: not sure why sometimes these are loaded as
|
# XXX: not sure why sometimes these are loaded as
|
||||||
|
|
@ -960,18 +952,7 @@ def open_account(
|
||||||
):
|
):
|
||||||
expiry: pendulum.DateTime = pendulum.parse(expiry)
|
expiry: pendulum.DateTime = pendulum.parse(expiry)
|
||||||
|
|
||||||
# !XXX, should never be duplicates over
|
pp = pp_objs[bs_mktid] = Position(
|
||||||
# a backend-(broker)-system's unique market-IDs!
|
|
||||||
if pos := pp_objs.get(bs_mktid):
|
|
||||||
if mkt != pos.mkt:
|
|
||||||
log.warning(
|
|
||||||
f'Duplicated position but diff `MktPair.fqme` ??\n'
|
|
||||||
f'bs_mktid: {bs_mktid!r}\n'
|
|
||||||
f'pos.mkt: {pos.mkt}\n'
|
|
||||||
f'mkt: {mkt}\n'
|
|
||||||
)
|
|
||||||
else:
|
|
||||||
pos = pp_objs[bs_mktid] = Position(
|
|
||||||
mkt,
|
mkt,
|
||||||
split_ratio=split_ratio,
|
split_ratio=split_ratio,
|
||||||
bs_mktid=bs_mktid,
|
bs_mktid=bs_mktid,
|
||||||
|
|
@ -983,13 +964,8 @@ def open_account(
|
||||||
# state, since today's records may have already been
|
# state, since today's records may have already been
|
||||||
# processed!
|
# processed!
|
||||||
for t in trans:
|
for t in trans:
|
||||||
added: bool = pos.add_clear(t)
|
pp.add_clear(t)
|
||||||
if not added:
|
|
||||||
log.warning(
|
|
||||||
f'Txn already recorded in pp ??\n'
|
|
||||||
f'\n'
|
|
||||||
f'{t}\n'
|
|
||||||
)
|
|
||||||
try:
|
try:
|
||||||
yield acnt
|
yield acnt
|
||||||
finally:
|
finally:
|
||||||
|
|
@ -997,6 +973,20 @@ def open_account(
|
||||||
acnt.write_config()
|
acnt.write_config()
|
||||||
|
|
||||||
|
|
||||||
|
# TODO: drop the old name and THIS!
|
||||||
|
@cm
|
||||||
|
def open_pps(
|
||||||
|
*args,
|
||||||
|
**kwargs,
|
||||||
|
) -> Generator[Account, None, None]:
|
||||||
|
log.warning(
|
||||||
|
'`open_pps()` is now deprecated!\n'
|
||||||
|
'Please use `with open_account() as cnt:`'
|
||||||
|
)
|
||||||
|
with open_account(*args, **kwargs) as acnt:
|
||||||
|
yield acnt
|
||||||
|
|
||||||
|
|
||||||
def load_account_from_ledger(
|
def load_account_from_ledger(
|
||||||
|
|
||||||
brokername: str,
|
brokername: str,
|
||||||
|
|
|
||||||
|
|
@ -22,9 +22,7 @@ you know when you're losing money (if possible) XD
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
from collections.abc import ValuesView
|
from collections.abc import ValuesView
|
||||||
from contextlib import contextmanager as cm
|
from contextlib import contextmanager as cm
|
||||||
from functools import partial
|
|
||||||
from math import copysign
|
from math import copysign
|
||||||
from pprint import pformat
|
|
||||||
from typing import (
|
from typing import (
|
||||||
Any,
|
Any,
|
||||||
Callable,
|
Callable,
|
||||||
|
|
@ -32,7 +30,6 @@ from typing import (
|
||||||
TYPE_CHECKING,
|
TYPE_CHECKING,
|
||||||
)
|
)
|
||||||
|
|
||||||
from tractor.devx import maybe_open_crash_handler
|
|
||||||
import polars as pl
|
import polars as pl
|
||||||
from pendulum import (
|
from pendulum import (
|
||||||
DateTime,
|
DateTime,
|
||||||
|
|
@ -40,16 +37,12 @@ from pendulum import (
|
||||||
parse,
|
parse,
|
||||||
)
|
)
|
||||||
|
|
||||||
from ..log import get_logger
|
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from ._ledger import (
|
from ._ledger import (
|
||||||
Transaction,
|
Transaction,
|
||||||
TransactionLedger,
|
TransactionLedger,
|
||||||
)
|
)
|
||||||
|
|
||||||
log = get_logger(__name__)
|
|
||||||
|
|
||||||
|
|
||||||
def ppu(
|
def ppu(
|
||||||
clears: Iterator[Transaction],
|
clears: Iterator[Transaction],
|
||||||
|
|
@ -245,9 +238,6 @@ def iter_by_dt(
|
||||||
|
|
||||||
def dyn_parse_to_dt(
|
def dyn_parse_to_dt(
|
||||||
tx: tuple[str, dict[str, Any]] | Transaction,
|
tx: tuple[str, dict[str, Any]] | Transaction,
|
||||||
|
|
||||||
debug: bool = False,
|
|
||||||
_invalid: list|None = None,
|
|
||||||
) -> DateTime:
|
) -> DateTime:
|
||||||
|
|
||||||
# handle `.items()` inputs
|
# handle `.items()` inputs
|
||||||
|
|
@ -260,90 +250,52 @@ def iter_by_dt(
|
||||||
# get best parser for this record..
|
# get best parser for this record..
|
||||||
for k in parsers:
|
for k in parsers:
|
||||||
if (
|
if (
|
||||||
(v := getattr(tx, k, None))
|
isdict and k in tx
|
||||||
or
|
or
|
||||||
(
|
getattr(tx, k, None)
|
||||||
isdict
|
|
||||||
and
|
|
||||||
(v := tx.get(k))
|
|
||||||
)
|
|
||||||
):
|
):
|
||||||
|
v = (
|
||||||
|
tx[k] if isdict
|
||||||
|
else tx.dt
|
||||||
|
)
|
||||||
|
assert v is not None, (
|
||||||
|
f'No valid value for `{k}`!?'
|
||||||
|
)
|
||||||
|
|
||||||
# only call parser on the value if not None from
|
# only call parser on the value if not None from
|
||||||
# the `parsers` table above (when NOT using
|
# the `parsers` table above (when NOT using
|
||||||
# `.get()`), otherwise pass through the value and
|
# `.get()`), otherwise pass through the value and
|
||||||
# sort on it directly
|
# sort on it directly
|
||||||
if (
|
if (
|
||||||
not isinstance(v, DateTime)
|
not isinstance(v, DateTime)
|
||||||
and
|
and (parser := parsers.get(k))
|
||||||
(parser := parsers.get(k))
|
|
||||||
):
|
):
|
||||||
ret = parser(v)
|
return parser(v)
|
||||||
else:
|
else:
|
||||||
ret = v
|
return v
|
||||||
|
|
||||||
return ret
|
|
||||||
|
|
||||||
else:
|
else:
|
||||||
log.debug(
|
# TODO: move to top?
|
||||||
f'Parser-field not found in txn\n'
|
from piker.log import get_logger
|
||||||
f'\n'
|
log = get_logger(__name__)
|
||||||
f'parser-field: {k!r}\n'
|
|
||||||
f'txn: {tx!r}\n'
|
|
||||||
f'\n'
|
|
||||||
f'Trying next..\n'
|
|
||||||
)
|
|
||||||
continue
|
|
||||||
|
|
||||||
# XXX: we should never really get here bc it means some kinda
|
|
||||||
# bad txn-record (field) data..
|
|
||||||
#
|
|
||||||
# -> set the `debug_mode = True` if you want to trace such
|
|
||||||
# cases from REPL ;)
|
|
||||||
else:
|
|
||||||
# XXX: we should really never get here..
|
# XXX: we should really never get here..
|
||||||
# only if a ledger record has no expected sort(able)
|
# only if a ledger record has no expected sort(able)
|
||||||
# field will we likely hit this.. like with ze IB.
|
# field will we likely hit this.. like with ze IB.
|
||||||
# if no sortable field just deliver epoch?
|
# if no sortable field just deliver epoch?
|
||||||
log.warning(
|
log.warning(
|
||||||
'No (time) sortable field for TXN:\n'
|
'No (time) sortable field for TXN:\n'
|
||||||
f'{tx!r}\n'
|
f'{tx}\n'
|
||||||
)
|
)
|
||||||
report: str = (
|
return from_timestamp(0)
|
||||||
f'No supported time-field found in txn !?\n'
|
# breakpoint()
|
||||||
f'\n'
|
|
||||||
f'supported-time-fields: {parsers!r}\n'
|
|
||||||
f'\n'
|
|
||||||
f'txn: {tx!r}\n'
|
|
||||||
)
|
|
||||||
if debug:
|
|
||||||
with maybe_open_crash_handler(
|
|
||||||
pdb=debug,
|
|
||||||
raise_on_exit=False,
|
|
||||||
):
|
|
||||||
raise ValueError(report)
|
|
||||||
else:
|
|
||||||
log.error(report)
|
|
||||||
|
|
||||||
if _invalid is not None:
|
|
||||||
_invalid.append(tx)
|
|
||||||
return from_timestamp(0.)
|
|
||||||
|
|
||||||
entry: tuple[str, dict] | Transaction
|
entry: tuple[str, dict] | Transaction
|
||||||
invalid: list = []
|
|
||||||
for entry in sorted(
|
for entry in sorted(
|
||||||
records,
|
records,
|
||||||
key=key or partial(
|
key=key or dyn_parse_to_dt,
|
||||||
dyn_parse_to_dt,
|
|
||||||
_invalid=invalid,
|
|
||||||
),
|
|
||||||
):
|
):
|
||||||
if entry in invalid:
|
|
||||||
log.warning(
|
|
||||||
f'Ignoring txn w invalid timestamp ??\n'
|
|
||||||
f'{pformat(entry)}\n'
|
|
||||||
)
|
|
||||||
continue
|
|
||||||
|
|
||||||
# NOTE the type sig above; either pairs or txns B)
|
# NOTE the type sig above; either pairs or txns B)
|
||||||
yield entry
|
yield entry
|
||||||
|
|
||||||
|
|
@ -406,7 +358,6 @@ def open_ledger_dfs(
|
||||||
acctname: str,
|
acctname: str,
|
||||||
|
|
||||||
ledger: TransactionLedger | None = None,
|
ledger: TransactionLedger | None = None,
|
||||||
debug_mode: bool = False,
|
|
||||||
|
|
||||||
**kwargs,
|
**kwargs,
|
||||||
|
|
||||||
|
|
@ -421,10 +372,8 @@ def open_ledger_dfs(
|
||||||
can update the ledger on exit.
|
can update the ledger on exit.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
with maybe_open_crash_handler(
|
from piker.toolz import open_crash_handler
|
||||||
pdb=debug_mode,
|
with open_crash_handler():
|
||||||
# raise_on_exit=False,
|
|
||||||
):
|
|
||||||
if not ledger:
|
if not ledger:
|
||||||
import time
|
import time
|
||||||
from ._ledger import open_trade_ledger
|
from ._ledger import open_trade_ledger
|
||||||
|
|
@ -516,7 +465,7 @@ def ledger_to_dfs(
|
||||||
|
|
||||||
df = dfs[key] = ldf.with_columns([
|
df = dfs[key] = ldf.with_columns([
|
||||||
|
|
||||||
pl.cum_sum('size').alias('cumsize'),
|
pl.cumsum('size').alias('cumsize'),
|
||||||
|
|
||||||
# amount of source asset "sent" (via buy txns in
|
# amount of source asset "sent" (via buy txns in
|
||||||
# the market) to acquire the dst asset, PER txn.
|
# the market) to acquire the dst asset, PER txn.
|
||||||
|
|
@ -531,7 +480,7 @@ def ledger_to_dfs(
|
||||||
]).with_columns([
|
]).with_columns([
|
||||||
|
|
||||||
# rolling balance in src asset units
|
# rolling balance in src asset units
|
||||||
(pl.col('dst_bot').cum_sum() * -1).alias('src_balance'),
|
(pl.col('dst_bot').cumsum() * -1).alias('src_balance'),
|
||||||
|
|
||||||
# "position operation type" in terms of increasing the
|
# "position operation type" in terms of increasing the
|
||||||
# amount in the dst asset (entering) or decreasing the
|
# amount in the dst asset (entering) or decreasing the
|
||||||
|
|
@ -673,7 +622,7 @@ def ledger_to_dfs(
|
||||||
# cost that was included in the least-recently
|
# cost that was included in the least-recently
|
||||||
# entered txn that is still part of the current CSi
|
# entered txn that is still part of the current CSi
|
||||||
# set.
|
# set.
|
||||||
# => we look up the cost-per-unit cum_sum and apply
|
# => we look up the cost-per-unit cumsum and apply
|
||||||
# if over the current txn size (by multiplication)
|
# if over the current txn size (by multiplication)
|
||||||
# and then reverse that previusly applied cost on
|
# and then reverse that previusly applied cost on
|
||||||
# the txn_cost for this record.
|
# the txn_cost for this record.
|
||||||
|
|
|
||||||
|
|
@ -96,10 +96,7 @@ async def _setup_persistent_brokerd(
|
||||||
# - `open_symbol_search()`
|
# - `open_symbol_search()`
|
||||||
# NOTE: see ep invocation details inside `.data.feed`.
|
# NOTE: see ep invocation details inside `.data.feed`.
|
||||||
try:
|
try:
|
||||||
async with (
|
async with trio.open_nursery() as service_nursery:
|
||||||
tractor.trionics.collapse_eg(),
|
|
||||||
trio.open_nursery() as service_nursery
|
|
||||||
):
|
|
||||||
bus: _FeedsBus = feed.get_feed_bus(
|
bus: _FeedsBus = feed.get_feed_bus(
|
||||||
brokername,
|
brokername,
|
||||||
service_nursery,
|
service_nursery,
|
||||||
|
|
|
||||||
|
|
@ -440,7 +440,6 @@ 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,
|
||||||
):
|
):
|
||||||
|
|
|
||||||
|
|
@ -102,13 +102,12 @@ class AggTrade(Struct, frozen=True):
|
||||||
a: int # Aggregate trade ID
|
a: int # Aggregate trade ID
|
||||||
p: float # Price
|
p: float # Price
|
||||||
q: float # Quantity with all the market trades
|
q: float # Quantity with all the market trades
|
||||||
|
nq: float # Normal quantity without the trades involving RPI orders
|
||||||
f: int # First trade ID
|
f: int # First trade ID
|
||||||
l: int # noqa Last trade ID
|
l: int # noqa Last trade ID
|
||||||
T: int # Trade time
|
T: int # Trade time
|
||||||
m: bool # Is the buyer the market maker?
|
m: bool # Is the buyer the market maker?
|
||||||
M: bool | None = None # Ignore
|
M: bool | None = None # Ignore
|
||||||
nq: float|None = None # Normal quantity without the trades involving RPI orders
|
|
||||||
# ^XXX https://developers.binance.com/docs/derivatives/change-log#2025-12-29
|
|
||||||
|
|
||||||
|
|
||||||
async def stream_messages(
|
async def stream_messages(
|
||||||
|
|
@ -451,6 +450,7 @@ async def subscribe(
|
||||||
|
|
||||||
|
|
||||||
async def stream_quotes(
|
async def stream_quotes(
|
||||||
|
|
||||||
send_chan: trio.abc.SendChannel,
|
send_chan: trio.abc.SendChannel,
|
||||||
symbols: list[str],
|
symbols: list[str],
|
||||||
feed_is_live: trio.Event,
|
feed_is_live: trio.Event,
|
||||||
|
|
@ -462,7 +462,6 @@ async def stream_quotes(
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
async with (
|
async with (
|
||||||
tractor.trionics.maybe_raise_from_masking_exc(),
|
|
||||||
send_chan as send_chan,
|
send_chan as send_chan,
|
||||||
open_cached_client('binance') as client,
|
open_cached_client('binance') as client,
|
||||||
):
|
):
|
||||||
|
|
|
||||||
|
|
@ -31,7 +31,7 @@ from typing import (
|
||||||
Callable,
|
Callable,
|
||||||
)
|
)
|
||||||
|
|
||||||
from pendulum import now
|
import pendulum
|
||||||
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
|
||||||
|
|
@ -39,7 +39,6 @@ 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
|
||||||
|
|
@ -433,7 +432,6 @@ 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
|
||||||
|
|
|
||||||
|
|
@ -48,7 +48,6 @@ 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,
|
||||||
|
|
@ -1373,8 +1372,8 @@ 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 entrypoint to call from
|
This is a bootstrap entrypoing 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(
|
||||||
|
|
@ -1394,10 +1393,7 @@ 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={
|
kwargs={'target': load_clients_for_trio},
|
||||||
'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?
|
||||||
|
|
@ -1589,8 +1585,7 @@ async def open_client_proxy(
|
||||||
event_consumers=event_table,
|
event_consumers=event_table,
|
||||||
) as (first, chan),
|
) as (first, chan),
|
||||||
|
|
||||||
trionics.collapse_eg(), # loose-ify
|
trio.open_nursery() as relay_n,
|
||||||
trio.open_nursery() as relay_tn,
|
|
||||||
):
|
):
|
||||||
|
|
||||||
assert isinstance(first, Client)
|
assert isinstance(first, Client)
|
||||||
|
|
@ -1630,7 +1625,7 @@ async def open_client_proxy(
|
||||||
|
|
||||||
continue
|
continue
|
||||||
|
|
||||||
relay_tn.start_soon(relay_events)
|
relay_n.start_soon(relay_events)
|
||||||
|
|
||||||
yield proxy
|
yield proxy
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -34,7 +34,6 @@ 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,
|
||||||
)
|
)
|
||||||
|
|
@ -416,7 +415,7 @@ 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.debug(
|
log.warning(
|
||||||
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'
|
||||||
|
|
@ -758,7 +757,7 @@ 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.debug(logmsg)
|
log.error(logmsg)
|
||||||
|
|
||||||
await ctx.started((
|
await ctx.started((
|
||||||
all_positions,
|
all_positions,
|
||||||
|
|
@ -767,22 +766,21 @@ async def open_trade_dialog(
|
||||||
|
|
||||||
async with (
|
async with (
|
||||||
ctx.open_stream() as ems_stream,
|
ctx.open_stream() as ems_stream,
|
||||||
trionics.collapse_eg(),
|
trio.open_nursery() as n,
|
||||||
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 tn.start(
|
trade_event_stream: LinkedTaskChannel = await n.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
|
||||||
tn.start_soon(
|
n.start_soon(
|
||||||
handle_order_requests,
|
handle_order_requests,
|
||||||
ems_stream,
|
ems_stream,
|
||||||
accounts_def,
|
accounts_def,
|
||||||
|
|
@ -790,7 +788,7 @@ async def open_trade_dialog(
|
||||||
)
|
)
|
||||||
|
|
||||||
# allocate event relay tasks for each client connection
|
# allocate event relay tasks for each client connection
|
||||||
tn.start_soon(
|
n.start_soon(
|
||||||
deliver_trade_events,
|
deliver_trade_events,
|
||||||
|
|
||||||
trade_event_stream,
|
trade_event_stream,
|
||||||
|
|
|
||||||
|
|
@ -25,10 +25,7 @@ from typing import TYPE_CHECKING
|
||||||
|
|
||||||
import trio
|
import trio
|
||||||
import tractor
|
import tractor
|
||||||
from tractor.trionics import (
|
from tractor.trionics import broadcast_receiver
|
||||||
broadcast_receiver,
|
|
||||||
collapse_eg,
|
|
||||||
)
|
|
||||||
|
|
||||||
from ._util import (
|
from ._util import (
|
||||||
log, # sub-sys logger
|
log, # sub-sys logger
|
||||||
|
|
@ -288,11 +285,8 @@ 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 (
|
async with trio.open_nursery() as n:
|
||||||
collapse_eg(),
|
n.start_soon(
|
||||||
trio.open_nursery() as tn,
|
|
||||||
):
|
|
||||||
tn.start_soon(
|
|
||||||
relay_orders_from_sync_code,
|
relay_orders_from_sync_code,
|
||||||
client,
|
client,
|
||||||
fqme,
|
fqme,
|
||||||
|
|
@ -308,4 +302,4 @@ async def open_ems(
|
||||||
)
|
)
|
||||||
|
|
||||||
# stop the sync-msg-relay task on exit.
|
# stop the sync-msg-relay task on exit.
|
||||||
tn.cancel_scope.cancel()
|
n.cancel_scope.cancel()
|
||||||
|
|
|
||||||
|
|
@ -42,7 +42,6 @@ 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
|
||||||
|
|
@ -77,6 +76,7 @@ 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.MsgStream,
|
quote_stream: tractor.ReceiveMsgStream, # noqa
|
||||||
broker: str,
|
broker: str,
|
||||||
fqme: str,
|
fqme: str,
|
||||||
|
|
||||||
|
|
@ -178,7 +178,6 @@ 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
|
||||||
|
|
@ -388,7 +387,6 @@ async def open_brokerd_dialog(
|
||||||
for ep_name in [
|
for ep_name in [
|
||||||
'open_trade_dialog', # probably final name?
|
'open_trade_dialog', # probably final name?
|
||||||
'trades_dialogue', # legacy
|
'trades_dialogue', # legacy
|
||||||
# ^!TODO, rm this since all backends ported no ?!?
|
|
||||||
]:
|
]:
|
||||||
trades_endpoint = getattr(
|
trades_endpoint = getattr(
|
||||||
brokermod,
|
brokermod,
|
||||||
|
|
@ -502,7 +500,7 @@ class Router(Struct):
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# setup at actor spawn time
|
# setup at actor spawn time
|
||||||
_tn: trio.Nursery
|
nursery: trio.Nursery
|
||||||
|
|
||||||
# broker to book map
|
# broker to book map
|
||||||
books: dict[str, DarkBook] = {}
|
books: dict[str, DarkBook] = {}
|
||||||
|
|
@ -672,7 +670,7 @@ 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._tn.start_soon(
|
self.nursery.start_soon(
|
||||||
clear_dark_triggers,
|
clear_dark_triggers,
|
||||||
self,
|
self,
|
||||||
relay.brokerd_stream,
|
relay.brokerd_stream,
|
||||||
|
|
@ -695,7 +693,7 @@ 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._tn.start_soon(
|
self.nursery.start_soon(
|
||||||
translate_and_relay_brokerd_events,
|
translate_and_relay_brokerd_events,
|
||||||
broker,
|
broker,
|
||||||
relay.brokerd_stream,
|
relay.brokerd_stream,
|
||||||
|
|
@ -769,12 +767,10 @@ async def _setup_persistent_emsd(
|
||||||
|
|
||||||
global _router
|
global _router
|
||||||
|
|
||||||
# open a root "service task-nursery" for the `emsd`-actor
|
# open a root "service nursery" for the ``emsd`` actor
|
||||||
async with (
|
async with trio.open_nursery() as service_nursery:
|
||||||
trionics.collapse_eg(),
|
|
||||||
trio.open_nursery() as tn
|
_router = Router(nursery=service_nursery)
|
||||||
):
|
|
||||||
_router = Router(_tn=tn)
|
|
||||||
|
|
||||||
# TODO: send back the full set of persistent
|
# TODO: send back the full set of persistent
|
||||||
# orders/execs?
|
# orders/execs?
|
||||||
|
|
@ -1028,18 +1024,8 @@ async def translate_and_relay_brokerd_events(
|
||||||
)
|
)
|
||||||
|
|
||||||
if status == 'closed':
|
if status == 'closed':
|
||||||
log.info(
|
log.info(f'Execution for {oid} is complete!')
|
||||||
f'Execution is complete!\n'
|
status_msg = book._active.pop(oid)
|
||||||
f'oid: {oid!r}\n'
|
|
||||||
)
|
|
||||||
status_msg = book._active.pop(oid, None)
|
|
||||||
if status_msg is None:
|
|
||||||
log.warning(
|
|
||||||
f'Order was already cleared from book ??\n'
|
|
||||||
f'oid: {oid!r}\n'
|
|
||||||
f'\n'
|
|
||||||
f'Maybe the order cancelled before submitted ??\n'
|
|
||||||
)
|
|
||||||
|
|
||||||
elif status == 'canceled':
|
elif status == 'canceled':
|
||||||
log.cancel(f'Cancellation for {oid} is complete!')
|
log.cancel(f'Cancellation for {oid} is complete!')
|
||||||
|
|
@ -1204,16 +1190,12 @@ async def process_client_order_cmds(
|
||||||
submitting live orders immediately if requested by the client.
|
submitting live orders immediately if requested by the client.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# TODO, only allow `msgspec.Struct` form!
|
# cmd: dict
|
||||||
cmd: dict
|
|
||||||
async for cmd in client_order_stream:
|
async for cmd in client_order_stream:
|
||||||
log.info(
|
log.info(f'Received order cmd:\n{pformat(cmd)}')
|
||||||
f'Received order cmd:\n'
|
|
||||||
f'{pformat(cmd)}\n'
|
|
||||||
)
|
|
||||||
|
|
||||||
# CAWT DAMN we need struct support!
|
# CAWT DAMN we need struct support!
|
||||||
oid: str = str(cmd['oid'])
|
oid = 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
|
||||||
|
|
@ -1319,7 +1301,7 @@ async def process_client_order_cmds(
|
||||||
case {
|
case {
|
||||||
'oid': oid,
|
'oid': oid,
|
||||||
'symbol': fqme,
|
'symbol': fqme,
|
||||||
'price': price,
|
'price': trigger_price,
|
||||||
'size': size,
|
'size': size,
|
||||||
'action': ('buy' | 'sell') as action,
|
'action': ('buy' | 'sell') as action,
|
||||||
'exec_mode': ('live' | 'paper'),
|
'exec_mode': ('live' | 'paper'),
|
||||||
|
|
@ -1351,7 +1333,7 @@ async def process_client_order_cmds(
|
||||||
|
|
||||||
symbol=sym,
|
symbol=sym,
|
||||||
action=action,
|
action=action,
|
||||||
price=price,
|
price=trigger_price,
|
||||||
size=size,
|
size=size,
|
||||||
account=req.account,
|
account=req.account,
|
||||||
)
|
)
|
||||||
|
|
@ -1373,11 +1355,7 @@ 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(
|
log.info(f'Sending live order to {broker}:\n{pformat(msg)}')
|
||||||
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``
|
||||||
|
|
@ -1393,7 +1371,7 @@ async def process_client_order_cmds(
|
||||||
case {
|
case {
|
||||||
'oid': oid,
|
'oid': oid,
|
||||||
'symbol': fqme,
|
'symbol': fqme,
|
||||||
'price': price,
|
'price': trigger_price,
|
||||||
'size': size,
|
'size': size,
|
||||||
'exec_mode': exec_mode,
|
'exec_mode': exec_mode,
|
||||||
'action': action,
|
'action': action,
|
||||||
|
|
@ -1421,12 +1399,7 @@ 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']
|
||||||
|
|
||||||
trigger_price: float = float(price)
|
pred = mk_check(trigger_price, last, action)
|
||||||
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
|
||||||
|
|
@ -1533,7 +1506,7 @@ async def maybe_open_trade_relays(
|
||||||
loglevel: str = 'info',
|
loglevel: str = 'info',
|
||||||
):
|
):
|
||||||
|
|
||||||
fqme, relay, feed, client_ready = await _router._tn.start(
|
fqme, relay, feed, client_ready = await _router.nursery.start(
|
||||||
_router.open_trade_relays,
|
_router.open_trade_relays,
|
||||||
fqme,
|
fqme,
|
||||||
exec_mode,
|
exec_mode,
|
||||||
|
|
@ -1563,18 +1536,19 @@ async def maybe_open_trade_relays(
|
||||||
|
|
||||||
@tractor.context
|
@tractor.context
|
||||||
async def _emsd_main(
|
async def _emsd_main(
|
||||||
ctx: tractor.Context, # becomes `ems_ctx` below
|
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[ # `ctx.started()` value!
|
) -> tuple[
|
||||||
dict[ # positions
|
dict[
|
||||||
tuple[str, str], # brokername, acctid
|
# brokername, acctid
|
||||||
|
tuple[str, str],
|
||||||
list[BrokerdPosition],
|
list[BrokerdPosition],
|
||||||
],
|
],
|
||||||
list[str], # accounts
|
list[str],
|
||||||
dict[str, Status], # dialogs
|
dict[str, Status],
|
||||||
]:
|
]:
|
||||||
'''
|
'''
|
||||||
EMS (sub)actor entrypoint providing the execution management
|
EMS (sub)actor entrypoint providing the execution management
|
||||||
|
|
|
||||||
|
|
@ -19,7 +19,6 @@ 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,
|
||||||
)
|
)
|
||||||
|
|
@ -72,15 +71,7 @@ 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 '' ?
|
||||||
|
|
||||||
# https://docs.python.org/3/library/decimal.html#decimal-objects
|
price: float
|
||||||
#
|
|
||||||
# ?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] = []
|
||||||
|
|
@ -187,7 +178,7 @@ class BrokerdOrder(Struct):
|
||||||
time_ns: int
|
time_ns: int
|
||||||
|
|
||||||
symbol: str # fqme
|
symbol: str # fqme
|
||||||
price: Decimal
|
price: float
|
||||||
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
|
||||||
|
|
@ -301,9 +292,6 @@ class BrokerdError(Struct):
|
||||||
|
|
||||||
# TODO: yeah, so we REALLY need to completely deprecate
|
# TODO: yeah, so we REALLY need to completely deprecate
|
||||||
# this and use the `.accounting.Position` msg-type instead..
|
# this and use the `.accounting.Position` msg-type instead..
|
||||||
# -[ ] an alternative might be to add a `Position.summary() ->
|
|
||||||
# `PositionSummary`-msg that we generate since `Position` has a lot
|
|
||||||
# of fields by default we likely don't want to send over the wire?
|
|
||||||
class BrokerdPosition(Struct):
|
class BrokerdPosition(Struct):
|
||||||
'''
|
'''
|
||||||
Position update event from brokerd.
|
Position update event from brokerd.
|
||||||
|
|
@ -316,4 +304,3 @@ class BrokerdPosition(Struct):
|
||||||
avg_price: float
|
avg_price: float
|
||||||
currency: str = ''
|
currency: str = ''
|
||||||
name: str = 'position'
|
name: str = 'position'
|
||||||
bs_mktid: str|int|None = None
|
|
||||||
|
|
|
||||||
|
|
@ -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=float(order.price),
|
price=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
|
||||||
|
|
|
||||||
|
|
@ -134,8 +134,8 @@ def pikerd(
|
||||||
Spawn the piker broker-daemon.
|
Spawn the piker broker-daemon.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# from tractor.devx import maybe_open_crash_handler
|
from tractor.devx import maybe_open_crash_handler
|
||||||
# with maybe_open_crash_handler(pdb=False):
|
with maybe_open_crash_handler(pdb=pdb):
|
||||||
log = get_console_log(loglevel, name='cli')
|
log = get_console_log(loglevel, name='cli')
|
||||||
|
|
||||||
if pdb:
|
if pdb:
|
||||||
|
|
@ -178,18 +178,39 @@ def pikerd(
|
||||||
|
|
||||||
async def main():
|
async def main():
|
||||||
service_mngr: service.Services
|
service_mngr: service.Services
|
||||||
|
|
||||||
async with (
|
async with (
|
||||||
service.open_pikerd(
|
service.open_pikerd(
|
||||||
registry_addrs=regaddrs,
|
registry_addrs=regaddrs,
|
||||||
loglevel=loglevel,
|
loglevel=loglevel,
|
||||||
debug_mode=pdb,
|
debug_mode=pdb,
|
||||||
# enable_transports=['uds'],
|
|
||||||
enable_transports=['tcp'],
|
) as service_mngr, # normally delivers a ``Services`` handle
|
||||||
) as service_mngr,
|
|
||||||
|
# AsyncExitStack() as stack,
|
||||||
):
|
):
|
||||||
assert service_mngr
|
# TODO: spawn all other sub-actor daemons according to
|
||||||
# ?TODO? spawn all other sub-actor daemons according to
|
|
||||||
# multiaddress endpoint spec defined by user config
|
# multiaddress endpoint spec defined by user config
|
||||||
|
assert service_mngr
|
||||||
|
|
||||||
|
# if tsdb:
|
||||||
|
# dname, conf = await stack.enter_async_context(
|
||||||
|
# service.marketstore.start_ahab_daemon(
|
||||||
|
# service_mngr,
|
||||||
|
# loglevel=loglevel,
|
||||||
|
# )
|
||||||
|
# )
|
||||||
|
# log.info(f'TSDB `{dname}` up with conf:\n{conf}')
|
||||||
|
|
||||||
|
# if es:
|
||||||
|
# dname, conf = await stack.enter_async_context(
|
||||||
|
# service.elastic.start_ahab_daemon(
|
||||||
|
# service_mngr,
|
||||||
|
# loglevel=loglevel,
|
||||||
|
# )
|
||||||
|
# )
|
||||||
|
# log.info(f'DB `{dname}` up with conf:\n{conf}')
|
||||||
|
|
||||||
await trio.sleep_forever()
|
await trio.sleep_forever()
|
||||||
|
|
||||||
trio.run(main)
|
trio.run(main)
|
||||||
|
|
@ -307,10 +328,6 @@ def services(config, tl, ports):
|
||||||
if not ports:
|
if not ports:
|
||||||
ports = [_default_registry_port]
|
ports = [_default_registry_port]
|
||||||
|
|
||||||
addr = tractor._addr.wrap_address(
|
|
||||||
addr=(host, ports[0])
|
|
||||||
)
|
|
||||||
|
|
||||||
async def list_services():
|
async def list_services():
|
||||||
nonlocal host
|
nonlocal host
|
||||||
async with (
|
async with (
|
||||||
|
|
@ -318,18 +335,16 @@ 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_registry(
|
tractor.get_arbiter(
|
||||||
addr=addr,
|
host=host,
|
||||||
|
port=ports[0]
|
||||||
) as portal
|
) as portal
|
||||||
):
|
):
|
||||||
registry = await portal.run_from_ns(
|
registry = await portal.run_from_ns('self', 'get_registry')
|
||||||
'self',
|
|
||||||
'get_registry',
|
|
||||||
)
|
|
||||||
json_d = {}
|
json_d = {}
|
||||||
for key, socket in registry.items():
|
for key, socket in registry.items():
|
||||||
json_d[key] = f'{socket}'
|
host, port = socket
|
||||||
|
json_d[key] = f'{host}:{port}'
|
||||||
click.echo(f"{colorize_json(json_d)}")
|
click.echo(f"{colorize_json(json_d)}")
|
||||||
|
|
||||||
trio.run(list_services)
|
trio.run(list_services)
|
||||||
|
|
|
||||||
|
|
@ -41,13 +41,10 @@ from .log import get_logger
|
||||||
log = get_logger('broker-config')
|
log = get_logger('broker-config')
|
||||||
|
|
||||||
|
|
||||||
# XXX NOTE: taken from `click`
|
# XXX NOTE: taken from ``click`` since apparently they have some
|
||||||
# |_https://github.com/pallets/click/blob/main/src/click/utils.py#L449
|
# super weirdness with sigint and sudo..no clue
|
||||||
#
|
# we're probably going to slowly just modify it to our own version over
|
||||||
# (since apparently they have some super weirdness with SIGINT and
|
# time..
|
||||||
# sudo.. no clue we're probably going to slowly just modify it to our
|
|
||||||
# own version over time..)
|
|
||||||
#
|
|
||||||
def get_app_dir(
|
def get_app_dir(
|
||||||
app_name: str,
|
app_name: str,
|
||||||
roaming: bool = True,
|
roaming: bool = True,
|
||||||
|
|
@ -264,7 +261,7 @@ def load(
|
||||||
MutableMapping,
|
MutableMapping,
|
||||||
] = tomllib.loads,
|
] = tomllib.loads,
|
||||||
|
|
||||||
touch_if_dne: bool = True,
|
touch_if_dne: bool = False,
|
||||||
|
|
||||||
**tomlkws,
|
**tomlkws,
|
||||||
|
|
||||||
|
|
@ -273,7 +270,7 @@ def load(
|
||||||
Load config file by name.
|
Load config file by name.
|
||||||
|
|
||||||
If desired config is not in the top level piker-user config path then
|
If desired config is not in the top level piker-user config path then
|
||||||
pass the `path: Path` explicitly.
|
pass the ``path: Path`` explicitly.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# create the $HOME/.config/piker dir if dne
|
# create the $HOME/.config/piker dir if dne
|
||||||
|
|
@ -288,8 +285,7 @@ def load(
|
||||||
|
|
||||||
if (
|
if (
|
||||||
not path.is_file()
|
not path.is_file()
|
||||||
and
|
and touch_if_dne
|
||||||
touch_if_dne
|
|
||||||
):
|
):
|
||||||
# only do a template if no path provided,
|
# only do a template if no path provided,
|
||||||
# just touch an empty file with same name.
|
# just touch an empty file with same name.
|
||||||
|
|
|
||||||
|
|
@ -740,7 +740,7 @@ async def sample_and_broadcast(
|
||||||
|
|
||||||
log.warning(
|
log.warning(
|
||||||
f'Feed OVERRUN {sub_key}'
|
f'Feed OVERRUN {sub_key}'
|
||||||
f'@{bus.brokername} -> \n'
|
'@{bus.brokername} -> \n'
|
||||||
f'feed @ {chan.uid}\n'
|
f'feed @ {chan.uid}\n'
|
||||||
f'throttle = {throttle} Hz'
|
f'throttle = {throttle} Hz'
|
||||||
)
|
)
|
||||||
|
|
|
||||||
|
|
@ -91,18 +91,6 @@ class SymbologyCache(Struct):
|
||||||
# provided by the backend pkg.
|
# provided by the backend pkg.
|
||||||
mktmaps: dict[str, MktPair] = field(default_factory=dict)
|
mktmaps: dict[str, MktPair] = field(default_factory=dict)
|
||||||
|
|
||||||
def pformat(self) -> str:
|
|
||||||
return (
|
|
||||||
f'<{type(self).__name__}(\n'
|
|
||||||
f' .mod: {self.mod!r}\n'
|
|
||||||
f' .assets: {len(self.assets)!r}\n'
|
|
||||||
f' .pairs: {len(self.pairs)!r}\n'
|
|
||||||
f' .mktmaps: {len(self.mktmaps)!r}\n'
|
|
||||||
f')>'
|
|
||||||
)
|
|
||||||
|
|
||||||
__repr__ = pformat
|
|
||||||
|
|
||||||
def write_config(self) -> None:
|
def write_config(self) -> None:
|
||||||
|
|
||||||
# put the backend's pair-struct type ref at the top
|
# put the backend's pair-struct type ref at the top
|
||||||
|
|
|
||||||
|
|
@ -27,6 +27,7 @@ from functools import partial
|
||||||
from types import ModuleType
|
from types import ModuleType
|
||||||
from typing import (
|
from typing import (
|
||||||
Any,
|
Any,
|
||||||
|
Optional,
|
||||||
Callable,
|
Callable,
|
||||||
AsyncContextManager,
|
AsyncContextManager,
|
||||||
AsyncGenerator,
|
AsyncGenerator,
|
||||||
|
|
@ -34,7 +35,6 @@ from typing import (
|
||||||
)
|
)
|
||||||
import json
|
import json
|
||||||
|
|
||||||
import tractor
|
|
||||||
import trio
|
import trio
|
||||||
from trio_typing import TaskStatus
|
from trio_typing import TaskStatus
|
||||||
from trio_websocket import (
|
from trio_websocket import (
|
||||||
|
|
@ -167,7 +167,7 @@ async def _reconnect_forever(
|
||||||
|
|
||||||
async def proxy_msgs(
|
async def proxy_msgs(
|
||||||
ws: WebSocketConnection,
|
ws: WebSocketConnection,
|
||||||
rent_cs: trio.CancelScope, # parent cancel scope
|
pcs: trio.CancelScope, # parent cancel scope
|
||||||
):
|
):
|
||||||
'''
|
'''
|
||||||
Receive (under `timeout` deadline) all msgs from from underlying
|
Receive (under `timeout` deadline) all msgs from from underlying
|
||||||
|
|
@ -192,7 +192,7 @@ async def _reconnect_forever(
|
||||||
f'{url} connection bail with:'
|
f'{url} connection bail with:'
|
||||||
)
|
)
|
||||||
await trio.sleep(0.5)
|
await trio.sleep(0.5)
|
||||||
rent_cs.cancel()
|
pcs.cancel()
|
||||||
|
|
||||||
# go back to reonnect loop in parent task
|
# go back to reonnect loop in parent task
|
||||||
return
|
return
|
||||||
|
|
@ -204,7 +204,7 @@ async def _reconnect_forever(
|
||||||
f'{src_mod}\n'
|
f'{src_mod}\n'
|
||||||
'WS feed seems down and slow af.. reconnecting\n'
|
'WS feed seems down and slow af.. reconnecting\n'
|
||||||
)
|
)
|
||||||
rent_cs.cancel()
|
pcs.cancel()
|
||||||
|
|
||||||
# go back to reonnect loop in parent task
|
# go back to reonnect loop in parent task
|
||||||
return
|
return
|
||||||
|
|
@ -228,12 +228,7 @@ async def _reconnect_forever(
|
||||||
nobsws._connected = trio.Event()
|
nobsws._connected = trio.Event()
|
||||||
task_status.started()
|
task_status.started()
|
||||||
|
|
||||||
mc_state: trio._channel.MemoryChannelState = snd._state
|
while not snd._closed:
|
||||||
while (
|
|
||||||
mc_state.open_receive_channels > 0
|
|
||||||
and
|
|
||||||
mc_state.open_send_channels > 0
|
|
||||||
):
|
|
||||||
log.info(
|
log.info(
|
||||||
f'{src_mod}\n'
|
f'{src_mod}\n'
|
||||||
f'{url} trying (RE)CONNECT'
|
f'{url} trying (RE)CONNECT'
|
||||||
|
|
@ -242,11 +237,10 @@ async def _reconnect_forever(
|
||||||
ws: WebSocketConnection
|
ws: WebSocketConnection
|
||||||
try:
|
try:
|
||||||
async with (
|
async with (
|
||||||
|
trio.open_nursery() as n,
|
||||||
open_websocket_url(url) as ws,
|
open_websocket_url(url) as ws,
|
||||||
tractor.trionics.collapse_eg(),
|
|
||||||
trio.open_nursery() as tn,
|
|
||||||
):
|
):
|
||||||
cs = nobsws._cs = tn.cancel_scope
|
cs = nobsws._cs = n.cancel_scope
|
||||||
nobsws._ws = ws
|
nobsws._ws = ws
|
||||||
log.info(
|
log.info(
|
||||||
f'{src_mod}\n'
|
f'{src_mod}\n'
|
||||||
|
|
@ -254,7 +248,7 @@ async def _reconnect_forever(
|
||||||
)
|
)
|
||||||
|
|
||||||
# begin relay loop to forward msgs
|
# begin relay loop to forward msgs
|
||||||
tn.start_soon(
|
n.start_soon(
|
||||||
proxy_msgs,
|
proxy_msgs,
|
||||||
ws,
|
ws,
|
||||||
cs,
|
cs,
|
||||||
|
|
@ -268,7 +262,7 @@ async def _reconnect_forever(
|
||||||
|
|
||||||
# TODO: should we return an explicit sub-cs
|
# TODO: should we return an explicit sub-cs
|
||||||
# from this fixture task?
|
# from this fixture task?
|
||||||
await tn.start(
|
await n.start(
|
||||||
open_fixture,
|
open_fixture,
|
||||||
fixture,
|
fixture,
|
||||||
nobsws,
|
nobsws,
|
||||||
|
|
@ -278,23 +272,11 @@ async def _reconnect_forever(
|
||||||
# to let tasks run **inside** the ws open block above.
|
# to let tasks run **inside** the ws open block above.
|
||||||
nobsws._connected.set()
|
nobsws._connected.set()
|
||||||
await trio.sleep_forever()
|
await trio.sleep_forever()
|
||||||
|
except HandshakeError:
|
||||||
except (
|
|
||||||
HandshakeError,
|
|
||||||
ConnectionRejected,
|
|
||||||
):
|
|
||||||
log.exception('Retrying connection')
|
log.exception('Retrying connection')
|
||||||
await trio.sleep(0.5) # throttle
|
|
||||||
|
|
||||||
except BaseException as _berr:
|
# ws & nursery block ends
|
||||||
berr = _berr
|
|
||||||
log.exception(
|
|
||||||
'Reconnect-attempt failed ??\n'
|
|
||||||
)
|
|
||||||
await trio.sleep(0.2) # throttle
|
|
||||||
raise berr
|
|
||||||
|
|
||||||
#|_ws & nursery block ends
|
|
||||||
nobsws._connected = trio.Event()
|
nobsws._connected = trio.Event()
|
||||||
if cs.cancelled_caught:
|
if cs.cancelled_caught:
|
||||||
log.cancel(
|
log.cancel(
|
||||||
|
|
@ -342,25 +324,21 @@ async def open_autorecon_ws(
|
||||||
connetivity errors, or some user defined recv timeout.
|
connetivity errors, or some user defined recv timeout.
|
||||||
|
|
||||||
You can provide a ``fixture`` async-context-manager which will be
|
You can provide a ``fixture`` async-context-manager which will be
|
||||||
entered/exitted around each connection reset; eg. for
|
entered/exitted around each connection reset; eg. for (re)requesting
|
||||||
(re)requesting subscriptions without requiring streaming setup
|
subscriptions without requiring streaming setup code to rerun.
|
||||||
code to rerun.
|
|
||||||
|
|
||||||
'''
|
'''
|
||||||
snd: trio.MemorySendChannel
|
snd: trio.MemorySendChannel
|
||||||
rcv: trio.MemoryReceiveChannel
|
rcv: trio.MemoryReceiveChannel
|
||||||
snd, rcv = trio.open_memory_channel(616)
|
snd, rcv = trio.open_memory_channel(616)
|
||||||
|
|
||||||
async with (
|
async with trio.open_nursery() as n:
|
||||||
tractor.trionics.collapse_eg(),
|
|
||||||
trio.open_nursery() as tn
|
|
||||||
):
|
|
||||||
nobsws = NoBsWs(
|
nobsws = NoBsWs(
|
||||||
url,
|
url,
|
||||||
rcv,
|
rcv,
|
||||||
msg_recv_timeout=msg_recv_timeout,
|
msg_recv_timeout=msg_recv_timeout,
|
||||||
)
|
)
|
||||||
await tn.start(
|
await n.start(
|
||||||
partial(
|
partial(
|
||||||
_reconnect_forever,
|
_reconnect_forever,
|
||||||
url,
|
url,
|
||||||
|
|
@ -373,10 +351,11 @@ async def open_autorecon_ws(
|
||||||
await nobsws._connected.wait()
|
await nobsws._connected.wait()
|
||||||
assert nobsws._cs
|
assert nobsws._cs
|
||||||
assert nobsws.connected()
|
assert nobsws.connected()
|
||||||
|
|
||||||
try:
|
try:
|
||||||
yield nobsws
|
yield nobsws
|
||||||
finally:
|
finally:
|
||||||
tn.cancel_scope.cancel()
|
n.cancel_scope.cancel()
|
||||||
|
|
||||||
|
|
||||||
'''
|
'''
|
||||||
|
|
@ -389,8 +368,8 @@ of msgs over a `NoBsWs`.
|
||||||
class JSONRPCResult(Struct):
|
class JSONRPCResult(Struct):
|
||||||
id: int
|
id: int
|
||||||
jsonrpc: str = '2.0'
|
jsonrpc: str = '2.0'
|
||||||
result: dict|None = None
|
result: Optional[dict] = None
|
||||||
error: dict|None = None
|
error: Optional[dict] = None
|
||||||
|
|
||||||
|
|
||||||
@acm
|
@acm
|
||||||
|
|
|
||||||
|
|
@ -39,7 +39,6 @@ from typing import (
|
||||||
AsyncContextManager,
|
AsyncContextManager,
|
||||||
Awaitable,
|
Awaitable,
|
||||||
Sequence,
|
Sequence,
|
||||||
TYPE_CHECKING,
|
|
||||||
)
|
)
|
||||||
|
|
||||||
import trio
|
import trio
|
||||||
|
|
@ -76,10 +75,6 @@ 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):
|
||||||
'''
|
'''
|
||||||
|
|
@ -357,9 +352,7 @@ async def allocate_persistent_feed(
|
||||||
|
|
||||||
# yield back control to starting nursery once we receive either
|
# yield back control to starting nursery once we receive either
|
||||||
# some history or a real-time quote.
|
# some history or a real-time quote.
|
||||||
log.info(
|
log.info(f'loading OHLCV history: {fqme}')
|
||||||
f'loading OHLCV history: {fqme!r}\n'
|
|
||||||
)
|
|
||||||
await some_data_ready.wait()
|
await some_data_ready.wait()
|
||||||
|
|
||||||
flume = Flume(
|
flume = Flume(
|
||||||
|
|
@ -730,10 +723,7 @@ class Feed(Struct):
|
||||||
async for msg in stream:
|
async for msg in stream:
|
||||||
await tx.send(msg)
|
await tx.send(msg)
|
||||||
|
|
||||||
async with (
|
async with trio.open_nursery() as nurse:
|
||||||
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:
|
||||||
|
|
@ -796,6 +786,7 @@ 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,
|
||||||
|
|
||||||
|
|
@ -849,6 +840,7 @@ 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,
|
||||||
|
|
@ -907,19 +899,19 @@ 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
|
||||||
chan: tractor.Channel = portal.chan
|
host, port = portal.channel.raddr
|
||||||
raddr: Address = chan.raddr
|
if host == '127.0.0.1':
|
||||||
aid: Aid = chan.aid
|
host = 'localhost'
|
||||||
# TAG_feed_status_update
|
|
||||||
feed.status.update({
|
feed.status.update({
|
||||||
'actor_id': aid,
|
'actor_name': portal.channel.uid[0],
|
||||||
'actor_short_id': f'{aid.name}@{aid.pid}',
|
'host': host,
|
||||||
'ipc': chan.raddr.proto_key,
|
'port': port,
|
||||||
'ipc_addr': raddr,
|
|
||||||
'hist_shm': 'NA',
|
'hist_shm': 'NA',
|
||||||
'rt_shm': 'NA',
|
'rt_shm': 'NA',
|
||||||
'throttle_hz': tick_throttle,
|
'throttle_rate': 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 piker.data.feed import Feed
|
from ..accounting import MktPair
|
||||||
|
from .feed import Feed
|
||||||
|
|
||||||
|
|
||||||
class Flume(Struct):
|
class Flume(Struct):
|
||||||
|
|
|
||||||
|
|
@ -113,9 +113,9 @@ def validate_backend(
|
||||||
)
|
)
|
||||||
if ep is None:
|
if ep is None:
|
||||||
log.warning(
|
log.warning(
|
||||||
f'Provider backend {mod.name!r} is missing '
|
f'Provider backend {mod.name} is missing '
|
||||||
f'{daemon_name!r} support?\n'
|
f'{daemon_name} support :(\n'
|
||||||
f'|_module endpoint-func missing: {name!r}\n'
|
f'The following endpoint is missing: {name}'
|
||||||
)
|
)
|
||||||
|
|
||||||
inits: list[
|
inits: list[
|
||||||
|
|
|
||||||
|
|
@ -498,7 +498,6 @@ 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
|
||||||
|
|
|
||||||
|
|
@ -107,22 +107,17 @@ async def open_piker_runtime(
|
||||||
async with (
|
async with (
|
||||||
tractor.open_root_actor(
|
tractor.open_root_actor(
|
||||||
|
|
||||||
# passed through to `open_root_actor`
|
# passed through to ``open_root_actor``
|
||||||
registry_addrs=registry_addrs,
|
registry_addrs=registry_addrs,
|
||||||
name=name,
|
name=name,
|
||||||
start_method=start_method,
|
|
||||||
loglevel=loglevel,
|
loglevel=loglevel,
|
||||||
debug_mode=debug_mode,
|
debug_mode=debug_mode,
|
||||||
|
start_method=start_method,
|
||||||
# XXX NOTE MEMBER DAT der's a perf hit yo!!
|
|
||||||
# https://greenback.readthedocs.io/en/latest/principle.html#performance
|
|
||||||
maybe_enable_greenback=True,
|
|
||||||
|
|
||||||
# TODO: eventually we should be able to avoid
|
# TODO: eventually we should be able to avoid
|
||||||
# having the root have more then permissions to
|
# having the root have more then permissions to
|
||||||
# spawn other specialized daemons I think?
|
# spawn other specialized daemons I think?
|
||||||
enable_modules=enable_modules,
|
enable_modules=enable_modules,
|
||||||
hide_tb=False,
|
|
||||||
|
|
||||||
**tractor_kwargs,
|
**tractor_kwargs,
|
||||||
) as actor,
|
) as actor,
|
||||||
|
|
@ -205,8 +200,7 @@ async def open_pikerd(
|
||||||
reg_addrs,
|
reg_addrs,
|
||||||
),
|
),
|
||||||
tractor.open_nursery() as actor_nursery,
|
tractor.open_nursery() as actor_nursery,
|
||||||
tractor.trionics.collapse_eg(),
|
trio.open_nursery() as service_nursery,
|
||||||
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:
|
||||||
|
|
@ -217,7 +211,7 @@ 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_tn
|
Services.service_n = service_nursery
|
||||||
Services.debug_mode = debug_mode
|
Services.debug_mode = debug_mode
|
||||||
|
|
||||||
try:
|
try:
|
||||||
|
|
@ -227,7 +221,7 @@ 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_tn.cancel_scope.cancel()
|
service_nursery.cancel_scope.cancel()
|
||||||
|
|
||||||
|
|
||||||
# TODO: do we even need this?
|
# TODO: do we even need this?
|
||||||
|
|
@ -262,10 +256,7 @@ async def maybe_open_pikerd(
|
||||||
loglevel: str | None = None,
|
loglevel: str | None = None,
|
||||||
**kwargs,
|
**kwargs,
|
||||||
|
|
||||||
) -> (
|
) -> tractor._portal.Portal | ClassVar[Services]:
|
||||||
tractor._portal.Portal
|
|
||||||
|ClassVar[Services]
|
|
||||||
):
|
|
||||||
'''
|
'''
|
||||||
If no ``pikerd`` daemon-root-actor can be found start it and
|
If no ``pikerd`` daemon-root-actor can be found start it and
|
||||||
yield up (we should probably figure out returning a portal to self
|
yield up (we should probably figure out returning a portal to self
|
||||||
|
|
@ -290,8 +281,7 @@ async def maybe_open_pikerd(
|
||||||
|
|
||||||
registry_addrs: list[tuple[str, int]] = (
|
registry_addrs: list[tuple[str, int]] = (
|
||||||
registry_addrs
|
registry_addrs
|
||||||
or
|
or [_default_reg_addr]
|
||||||
[_default_reg_addr]
|
|
||||||
)
|
)
|
||||||
|
|
||||||
pikerd_portal: tractor.Portal | None
|
pikerd_portal: tractor.Portal | None
|
||||||
|
|
|
||||||
|
|
@ -28,7 +28,6 @@ from contextlib import (
|
||||||
)
|
)
|
||||||
|
|
||||||
import tractor
|
import tractor
|
||||||
from trio.lowlevel import current_task
|
|
||||||
|
|
||||||
from ._util import (
|
from ._util import (
|
||||||
log, # sub-sys logger
|
log, # sub-sys logger
|
||||||
|
|
@ -71,7 +70,6 @@ async def maybe_spawn_daemon(
|
||||||
lock = Services.locks[service_name]
|
lock = Services.locks[service_name]
|
||||||
await lock.acquire()
|
await lock.acquire()
|
||||||
|
|
||||||
try:
|
|
||||||
async with find_service(
|
async with find_service(
|
||||||
service_name,
|
service_name,
|
||||||
registry_addrs=[('127.0.0.1', 6116)],
|
registry_addrs=[('127.0.0.1', 6116)],
|
||||||
|
|
@ -136,20 +134,6 @@ async def maybe_spawn_daemon(
|
||||||
yield portal
|
yield portal
|
||||||
await portal.cancel_actor()
|
await portal.cancel_actor()
|
||||||
|
|
||||||
except BaseException as _err:
|
|
||||||
err = _err
|
|
||||||
if (
|
|
||||||
lock.locked()
|
|
||||||
and
|
|
||||||
lock.statistics().owner is current_task()
|
|
||||||
):
|
|
||||||
log.exception(
|
|
||||||
f'Releasing stale lock after crash..?'
|
|
||||||
f'{err!r}\n'
|
|
||||||
)
|
|
||||||
lock.release()
|
|
||||||
raise err
|
|
||||||
|
|
||||||
|
|
||||||
async def spawn_emsd(
|
async def spawn_emsd(
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -109,7 +109,7 @@ class Services:
|
||||||
# wait on any context's return value
|
# wait on any context's return value
|
||||||
# and any final portal result from the
|
# and any final portal result from the
|
||||||
# sub-actor.
|
# sub-actor.
|
||||||
ctx_res: Any = await ctx.wait_for_result()
|
ctx_res: Any = await ctx.result()
|
||||||
|
|
||||||
# NOTE: blocks indefinitely until cancelled
|
# NOTE: blocks indefinitely until cancelled
|
||||||
# either by error from the target context
|
# either by error from the target context
|
||||||
|
|
|
||||||
|
|
@ -101,15 +101,13 @@ async def open_registry(
|
||||||
|
|
||||||
if (
|
if (
|
||||||
not tractor.is_root_process()
|
not tractor.is_root_process()
|
||||||
and
|
and not Registry.addrs
|
||||||
not Registry.addrs
|
|
||||||
):
|
):
|
||||||
Registry.addrs.extend(actor.reg_addrs)
|
Registry.addrs.extend(actor.reg_addrs)
|
||||||
|
|
||||||
if (
|
if (
|
||||||
ensure_exists
|
ensure_exists
|
||||||
and
|
and not Registry.addrs
|
||||||
not Registry.addrs
|
|
||||||
):
|
):
|
||||||
raise RuntimeError(
|
raise RuntimeError(
|
||||||
f"`{uid}` registry should already exist but doesn't?"
|
f"`{uid}` registry should already exist but doesn't?"
|
||||||
|
|
@ -148,7 +146,7 @@ async def find_service(
|
||||||
| list[Portal]
|
| list[Portal]
|
||||||
| None
|
| None
|
||||||
):
|
):
|
||||||
# try:
|
|
||||||
reg_addrs: list[tuple[str, int]]
|
reg_addrs: list[tuple[str, int]]
|
||||||
async with open_registry(
|
async with open_registry(
|
||||||
addrs=(
|
addrs=(
|
||||||
|
|
@ -159,39 +157,22 @@ async def find_service(
|
||||||
or Registry.addrs
|
or Registry.addrs
|
||||||
),
|
),
|
||||||
) as reg_addrs:
|
) as reg_addrs:
|
||||||
|
log.info(f'Scanning for service `{service_name}`')
|
||||||
|
|
||||||
log.info(
|
maybe_portals: list[Portal] | Portal | None
|
||||||
f'Scanning for service {service_name!r}'
|
|
||||||
)
|
|
||||||
|
|
||||||
# attach to existing daemon by name if possible
|
# attach to existing daemon by name if possible
|
||||||
maybe_portals: list[Portal]|Portal|None
|
|
||||||
async with tractor.find_actor(
|
async with tractor.find_actor(
|
||||||
service_name,
|
service_name,
|
||||||
registry_addrs=reg_addrs,
|
registry_addrs=reg_addrs,
|
||||||
only_first=first_only, # if set only returns single ref
|
only_first=first_only, # if set only returns single ref
|
||||||
) as maybe_portals:
|
) as maybe_portals:
|
||||||
if not maybe_portals:
|
if not maybe_portals:
|
||||||
# log.info(
|
|
||||||
print(
|
|
||||||
f'Could NOT find service {service_name!r} -> {maybe_portals!r}'
|
|
||||||
)
|
|
||||||
yield None
|
yield None
|
||||||
return
|
return
|
||||||
|
|
||||||
# log.info(
|
|
||||||
print(
|
|
||||||
f'Found service {service_name!r} -> {maybe_portals}'
|
|
||||||
)
|
|
||||||
yield maybe_portals
|
yield maybe_portals
|
||||||
|
|
||||||
# except BaseException as _berr:
|
|
||||||
# berr = _berr
|
|
||||||
# log.exception(
|
|
||||||
# 'tractor.find_actor() failed with,\n'
|
|
||||||
# )
|
|
||||||
# raise berr
|
|
||||||
|
|
||||||
|
|
||||||
async def check_for_service(
|
async def check_for_service(
|
||||||
service_name: str,
|
service_name: str,
|
||||||
|
|
|
||||||
|
|
@ -963,10 +963,7 @@ 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 (
|
async with trio.open_nursery() as tn:
|
||||||
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,
|
||||||
|
|
@ -1015,16 +1012,9 @@ 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
|
||||||
|
|
@ -1053,9 +1043,7 @@ 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(
|
async with trio.open_nursery() as tn:
|
||||||
strict_exception_groups=False,
|
|
||||||
) as tn:
|
|
||||||
|
|
||||||
bf_done = await tn.start(
|
bf_done = await tn.start(
|
||||||
partial(
|
partial(
|
||||||
|
|
@ -1320,7 +1308,6 @@ 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).name.suffix('_prev'),
|
pl.col(time_col).shift(1).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 = df.filter(
|
vnull: pl.DataFrame = w_dts.filter(
|
||||||
pl.col(col) == 0
|
pl.col(col) == 0
|
||||||
)
|
)
|
||||||
return vnull
|
return vnull
|
||||||
|
|
|
||||||
|
|
@ -21,7 +21,6 @@ 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 (
|
||||||
|
|
@ -117,7 +116,6 @@ 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
|
||||||
|
|
|
||||||
|
|
@ -33,6 +33,7 @@ import trio
|
||||||
|
|
||||||
from piker.ui.qt import (
|
from piker.ui.qt import (
|
||||||
QtCore,
|
QtCore,
|
||||||
|
QtWidgets,
|
||||||
Qt,
|
Qt,
|
||||||
QLineF,
|
QLineF,
|
||||||
QFrame,
|
QFrame,
|
||||||
|
|
|
||||||
|
|
@ -1445,10 +1445,7 @@ 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 (
|
async with trio.open_nursery() as ln:
|
||||||
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,
|
||||||
|
|
|
||||||
|
|
@ -22,10 +22,7 @@ from contextlib import asynccontextmanager as acm
|
||||||
from typing import Callable
|
from typing import Callable
|
||||||
|
|
||||||
import trio
|
import trio
|
||||||
from tractor.trionics import (
|
from tractor.trionics import gather_contexts
|
||||||
gather_contexts,
|
|
||||||
collapse_eg,
|
|
||||||
)
|
|
||||||
|
|
||||||
from piker.ui.qt import (
|
from piker.ui.qt import (
|
||||||
QtCore,
|
QtCore,
|
||||||
|
|
@ -210,10 +207,7 @@ 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 (
|
async with trio.open_nursery() as tn:
|
||||||
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
|
||||||
|
|
@ -248,7 +242,6 @@ 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(
|
||||||
|
|
|
||||||
|
|
@ -18,11 +18,10 @@
|
||||||
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 typing import (
|
from textwrap import dedent
|
||||||
Any,
|
from typing import TYPE_CHECKING
|
||||||
TYPE_CHECKING,
|
|
||||||
)
|
|
||||||
|
|
||||||
# from PyQt5.QtCore import Qt
|
# from PyQt5.QtCore import Qt
|
||||||
|
|
||||||
|
|
@ -50,55 +49,35 @@ def mk_feed_label(
|
||||||
a feed control protocol.
|
a feed control protocol.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
status: dict[str, Any] = feed.status
|
status = feed.status
|
||||||
assert status
|
assert status
|
||||||
|
|
||||||
# SO tips on ws/nls,
|
msg = dedent("""
|
||||||
# https://stackoverflow.com/a/15721400
|
actor: **{actor_name}**\n
|
||||||
ws: str = ' '
|
|_ @**{host}:{port}**\n
|
||||||
# nl: str = '<br>' # dun work?
|
""")
|
||||||
actor_info_repr: str = (
|
|
||||||
f')> **{status["actor_short_id"]}**\n'
|
|
||||||
'\n' # bc md?
|
|
||||||
)
|
|
||||||
|
|
||||||
# fields to select *IN* for display
|
for key, val in status.items():
|
||||||
# (see `.data.feed.open_feed()` status
|
if key in ('host', 'port', 'actor_name'):
|
||||||
# update -> TAG_feed_status_update)
|
continue
|
||||||
for key in [
|
msg += f'\n|_ {key}: **{{{key}}}**\n'
|
||||||
'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=actor_info_repr,
|
fmt_str=msg,
|
||||||
|
# |_ 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
|
||||||
|
|
|
||||||
|
|
@ -600,7 +600,6 @@ 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:
|
||||||
|
|
@ -614,8 +613,6 @@ 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():
|
||||||
|
|
|
||||||
|
|
@ -285,20 +285,18 @@ 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
|
# by default set the format string verbatim and expect user to
|
||||||
# to call ``.format()`` later (presumably they'll notice the
|
# 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) # ?TODO, why here?
|
self.setText(fmt_str)
|
||||||
|
|
||||||
self.setStyleSheet(
|
self.setStyleSheet(
|
||||||
f"""QLabel {{
|
f"""QLabel {{
|
||||||
|
|
@ -308,7 +306,6 @@ class FormatLabel(QLabel):
|
||||||
"""
|
"""
|
||||||
)
|
)
|
||||||
self.setFont(_font.font)
|
self.setFont(_font.font)
|
||||||
if use_md:
|
|
||||||
self.setTextFormat(
|
self.setTextFormat(
|
||||||
Qt.TextFormat.MarkdownText
|
Qt.TextFormat.MarkdownText
|
||||||
)
|
)
|
||||||
|
|
@ -319,10 +316,7 @@ class FormatLabel(QLabel):
|
||||||
size_policy.Expanding,
|
size_policy.Expanding,
|
||||||
)
|
)
|
||||||
self.setAlignment(
|
self.setAlignment(
|
||||||
Qt.AlignLeft
|
Qt.AlignVCenter | Qt.AlignLeft
|
||||||
|
|
|
||||||
Qt.AlignBottom
|
|
||||||
# Qt.AlignVCenter
|
|
||||||
)
|
)
|
||||||
self.setText(self.fmt_str)
|
self.setText(self.fmt_str)
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -15,8 +15,8 @@
|
||||||
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
Remote control tasks for sending annotations (and maybe more cmds) to
|
Remote control tasks for sending annotations (and maybe more cmds)
|
||||||
a chart from some other actor.
|
to a chart from some other actor.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
|
@ -32,7 +32,6 @@ from typing import (
|
||||||
)
|
)
|
||||||
|
|
||||||
import tractor
|
import tractor
|
||||||
import trio
|
|
||||||
from tractor import trionics
|
from tractor import trionics
|
||||||
from tractor import (
|
from tractor import (
|
||||||
Portal,
|
Portal,
|
||||||
|
|
@ -317,8 +316,6 @@ class AnnotCtl(Struct):
|
||||||
)
|
)
|
||||||
yield aid
|
yield aid
|
||||||
finally:
|
finally:
|
||||||
# async ipc send op
|
|
||||||
with trio.CancelScope(shield=True):
|
|
||||||
await self.remove(aid)
|
await self.remove(aid)
|
||||||
|
|
||||||
async def redraw(
|
async def redraw(
|
||||||
|
|
|
||||||
|
|
@ -15,8 +15,7 @@
|
||||||
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||||
|
|
||||||
"""
|
"""
|
||||||
qompleterz: embeddable search and complete using trio, Qt and
|
qompleterz: embeddable search and complete using trio, Qt and rapidfuzz.
|
||||||
rapidfuzz.
|
|
||||||
|
|
||||||
"""
|
"""
|
||||||
|
|
||||||
|
|
@ -47,7 +46,6 @@ import time
|
||||||
from pprint import pformat
|
from pprint import pformat
|
||||||
|
|
||||||
from rapidfuzz import process as fuzzy
|
from rapidfuzz import process as fuzzy
|
||||||
import tractor
|
|
||||||
import trio
|
import trio
|
||||||
from trio_typing import TaskStatus
|
from trio_typing import TaskStatus
|
||||||
|
|
||||||
|
|
@ -55,7 +53,7 @@ from piker.ui.qt import (
|
||||||
size_policy,
|
size_policy,
|
||||||
align_flag,
|
align_flag,
|
||||||
Qt,
|
Qt,
|
||||||
# QtCore,
|
QtCore,
|
||||||
QtWidgets,
|
QtWidgets,
|
||||||
QModelIndex,
|
QModelIndex,
|
||||||
QItemSelectionModel,
|
QItemSelectionModel,
|
||||||
|
|
@ -922,10 +920,7 @@ async def fill_results(
|
||||||
|
|
||||||
# issue multi-provider fan-out search request and place
|
# issue multi-provider fan-out search request and place
|
||||||
# "searching.." statuses on outstanding results providers
|
# "searching.." statuses on outstanding results providers
|
||||||
async with (
|
async with trio.open_nursery() as n:
|
||||||
tractor.trionics.collapse_eg(),
|
|
||||||
trio.open_nursery() as tn
|
|
||||||
):
|
|
||||||
|
|
||||||
for provider, (search, pause) in (
|
for provider, (search, pause) in (
|
||||||
_searcher_cache.copy().items()
|
_searcher_cache.copy().items()
|
||||||
|
|
@ -949,7 +944,7 @@ async def fill_results(
|
||||||
status_field='-> searchin..',
|
status_field='-> searchin..',
|
||||||
)
|
)
|
||||||
|
|
||||||
await tn.start(
|
await n.start(
|
||||||
pack_matches,
|
pack_matches,
|
||||||
view,
|
view,
|
||||||
has_results,
|
has_results,
|
||||||
|
|
@ -1009,14 +1004,12 @@ async def handle_keyboard_input(
|
||||||
view.set_font_size(searchbar.dpi_font.px_size)
|
view.set_font_size(searchbar.dpi_font.px_size)
|
||||||
send, recv = trio.open_memory_channel(616)
|
send, recv = trio.open_memory_channel(616)
|
||||||
|
|
||||||
async with (
|
async with trio.open_nursery() as n:
|
||||||
tractor.trionics.collapse_eg(), # needed?
|
|
||||||
trio.open_nursery() as tn
|
|
||||||
):
|
|
||||||
# start a background multi-searcher task which receives
|
# start a background multi-searcher task which receives
|
||||||
# patterns relayed from this keyboard input handler and
|
# patterns relayed from this keyboard input handler and
|
||||||
# async updates the completer view's results.
|
# async updates the completer view's results.
|
||||||
tn.start_soon(
|
n.start_soon(
|
||||||
partial(
|
partial(
|
||||||
fill_results,
|
fill_results,
|
||||||
searchw,
|
searchw,
|
||||||
|
|
|
||||||
|
|
@ -269,8 +269,6 @@ 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',
|
||||||
|
|
|
||||||
|
|
@ -21,7 +21,6 @@ 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
|
||||||
|
|
@ -42,6 +41,7 @@ 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,
|
||||||
|
|
@ -143,15 +143,6 @@ 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,
|
||||||
|
|
@ -181,11 +172,7 @@ class OrderMode:
|
||||||
line.update_labels(order_info)
|
line.update_labels(order_info)
|
||||||
|
|
||||||
# update bound-in staged order
|
# update bound-in staged order
|
||||||
mkt: MktPair = self.curr_mkt
|
order.price = level
|
||||||
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
|
||||||
|
|
@ -200,9 +187,7 @@ class OrderMode:
|
||||||
|
|
||||||
) -> LevelLine:
|
) -> LevelLine:
|
||||||
|
|
||||||
# TODO, if we instead just always decimalize at the ems layer
|
level = order.price
|
||||||
# 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,
|
||||||
|
|
@ -239,11 +224,7 @@ 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:
|
||||||
mkt: MktPair = self.curr_mkt
|
order.price = y
|
||||||
order.price: Decimal = mkt.quantize(
|
|
||||||
size=y,
|
|
||||||
quantity_type='price',
|
|
||||||
)
|
|
||||||
|
|
||||||
line._on_level_change = update_order_price
|
line._on_level_change = update_order_price
|
||||||
|
|
||||||
|
|
@ -294,31 +275,34 @@ class OrderMode:
|
||||||
chart = cursor.linked.chart
|
chart = cursor.linked.chart
|
||||||
if (
|
if (
|
||||||
not chart
|
not chart
|
||||||
and
|
and cursor
|
||||||
cursor
|
and cursor.active_plot
|
||||||
and
|
|
||||||
cursor.active_plot
|
|
||||||
):
|
):
|
||||||
return
|
return
|
||||||
|
|
||||||
chart = cursor.active_plot
|
chart = cursor.active_plot
|
||||||
price: float = cursor._datum_xy[1]
|
price = 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?
|
# at a different layer in the stack? right now
|
||||||
# |_ might require `MktPair` tracking in the EMS?
|
# any precision error will literally be relayed
|
||||||
# |_ right now any precision error will be relayed
|
# all the way back from the backend.
|
||||||
# all the way back from the backend and vice-versa..
|
|
||||||
#
|
price = round(
|
||||||
mkt: MktPair = self.curr_mkt
|
price,
|
||||||
price: Decimal = mkt.quantize(
|
ndigits=mkt.price_tick_digits,
|
||||||
size=price,
|
|
||||||
quantity_type='price',
|
|
||||||
)
|
)
|
||||||
|
|
||||||
order = self._staged_order = Order(
|
order = self._staged_order = Order(
|
||||||
action=action,
|
action=action,
|
||||||
price=price,
|
price=price,
|
||||||
|
|
@ -394,7 +378,7 @@ class OrderMode:
|
||||||
'oid': oid,
|
'oid': oid,
|
||||||
})
|
})
|
||||||
|
|
||||||
if float(order.price) <= 0:
|
if 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
|
||||||
|
|
@ -531,15 +515,14 @@ 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:
|
||||||
price: float = float(order.price)
|
if order.price <= 0:
|
||||||
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(price)
|
line.set_level(order.price)
|
||||||
self.on_level_change_update_next_order_info(
|
self.on_level_change_update_next_order_info(
|
||||||
level=price,
|
level=order.price,
|
||||||
line=line,
|
line=line,
|
||||||
order=order,
|
order=order,
|
||||||
# use the corresponding position tracker for the
|
# use the corresponding position tracker for the
|
||||||
|
|
@ -555,13 +538,14 @@ class OrderMode:
|
||||||
|
|
||||||
def on_fill(
|
def on_fill(
|
||||||
self,
|
self,
|
||||||
|
|
||||||
uuid: str,
|
uuid: str,
|
||||||
price: float,
|
price: float,
|
||||||
time_s: float,
|
time_s: float,
|
||||||
|
|
||||||
pointing: str | None = None,
|
pointing: str | None = None,
|
||||||
|
|
||||||
) -> bool:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
Fill msg handler.
|
Fill msg handler.
|
||||||
|
|
||||||
|
|
@ -574,33 +558,13 @@ class OrderMode:
|
||||||
- update fill bar size
|
- update fill bar size
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# XXX WARNING XXX
|
dialog = self.dialogs[uuid]
|
||||||
# if a `Status(resp='error')` arrives *before* this
|
|
||||||
# fill-status, the `.dialogs` entry may have already been
|
|
||||||
# popped and thus the below will skipped.
|
|
||||||
#
|
|
||||||
# NOTE, to avoid this confusing scenario ensure that any
|
|
||||||
# errors delivered thru from the broker-backend are not just
|
|
||||||
# "noisy reporting" (like is very common from IB..) and are
|
|
||||||
# instead ONLY errors-causing-order-dialog-cancellation!
|
|
||||||
if not (dialog := self.dialogs.get(uuid)):
|
|
||||||
log.warning(
|
|
||||||
f'Order was already cleared from `.dialogs` ??\n'
|
|
||||||
f'uuid: {uuid!r}\n'
|
|
||||||
)
|
|
||||||
return False
|
|
||||||
|
|
||||||
lines = dialog.lines
|
lines = dialog.lines
|
||||||
chart = self.chart
|
chart = self.chart
|
||||||
|
|
||||||
if not lines:
|
# XXX: seems to fail on certain types of races?
|
||||||
log.warn("No line(s) for order {uuid}!?")
|
|
||||||
return False
|
|
||||||
|
|
||||||
# update line state(s)
|
|
||||||
#
|
|
||||||
# ?XXX this fails on certain types of races?
|
|
||||||
# assert len(lines) == 2
|
# assert len(lines) == 2
|
||||||
|
if lines:
|
||||||
flume: Flume = self.feed.flumes[chart.linked.mkt.fqme]
|
flume: Flume = self.feed.flumes[chart.linked.mkt.fqme]
|
||||||
_, _, ratio = flume.get_ds_info()
|
_, _, ratio = flume.get_ds_info()
|
||||||
|
|
||||||
|
|
@ -626,31 +590,28 @@ class OrderMode:
|
||||||
pointing=pointing,
|
pointing=pointing,
|
||||||
color=lines[0].color
|
color=lines[0].color
|
||||||
)
|
)
|
||||||
|
else:
|
||||||
|
log.warn("No line(s) for order {uuid}!?")
|
||||||
|
|
||||||
def on_cancel(
|
def on_cancel(
|
||||||
self,
|
self,
|
||||||
uuid: str,
|
uuid: str
|
||||||
|
|
||||||
) -> bool:
|
) -> None:
|
||||||
|
|
||||||
msg: Order|None = self.client._sent_orders.pop(uuid, None)
|
msg: Order = self.client._sent_orders.pop(uuid, None)
|
||||||
if msg is None:
|
|
||||||
log.warning(
|
|
||||||
f'Received cancel for unsubmitted order {pformat(msg)}'
|
|
||||||
)
|
|
||||||
return False
|
|
||||||
|
|
||||||
# remove GUI line, show cursor.
|
if msg is not None:
|
||||||
self.lines.remove_line(uuid=uuid)
|
self.lines.remove_line(uuid=uuid)
|
||||||
self.chart.linked.cursor.show_xhair()
|
self.chart.linked.cursor.show_xhair()
|
||||||
|
|
||||||
# remove msg dialog (history)
|
dialog = self.dialogs.pop(uuid, None)
|
||||||
dialog: Dialog|None = self.dialogs.pop(uuid, None)
|
|
||||||
if dialog:
|
if dialog:
|
||||||
dialog.last_status_close()
|
dialog.last_status_close()
|
||||||
|
else:
|
||||||
return True
|
log.warning(
|
||||||
|
f'Received cancel for unsubmitted order {pformat(msg)}'
|
||||||
|
)
|
||||||
|
|
||||||
def cancel_orders_under_cursor(self) -> list[str]:
|
def cancel_orders_under_cursor(self) -> list[str]:
|
||||||
return self.cancel_orders(
|
return self.cancel_orders(
|
||||||
|
|
@ -720,9 +681,9 @@ 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: Order = msg.req
|
order = msg.req
|
||||||
oid = str(msg.oid)
|
oid = str(msg.oid)
|
||||||
symbol: str = order.symbol
|
symbol = order.symbol
|
||||||
|
|
||||||
# TODO: MEGA UGGG ZONEEEE!
|
# TODO: MEGA UGGG ZONEEEE!
|
||||||
src = msg.src
|
src = msg.src
|
||||||
|
|
@ -741,22 +702,13 @@ 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 gonna be
|
# TODO: change this over to `MktPair`, but it's
|
||||||
# tough since we don't have any such data really in our
|
# gonna be tough since we don't have any such data
|
||||||
# clearing msg schema..
|
# really in our clearing msg schema..
|
||||||
# BUT WAIT! WHY do we even want/need this!?
|
order.symbol = Symbol.from_fqme(
|
||||||
#
|
fqsn=fqme,
|
||||||
# order.symbol = self.curr_mkt
|
info={},
|
||||||
#
|
)
|
||||||
# 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,
|
||||||
|
|
@ -814,7 +766,6 @@ 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,
|
||||||
|
|
||||||
):
|
):
|
||||||
|
|
@ -1079,23 +1030,13 @@ async def process_trade_msg(
|
||||||
if name in (
|
if name in (
|
||||||
'position',
|
'position',
|
||||||
):
|
):
|
||||||
mkt: MktPair = mode.chart.linked.mkt
|
sym: MktPair = mode.chart.linked.mkt
|
||||||
pp_msg_symbol = msg['symbol'].lower()
|
pp_msg_symbol = msg['symbol'].lower()
|
||||||
pp_msg_bsmktid = msg['bs_mktid']
|
fqme = sym.fqme
|
||||||
fqme = mkt.fqme
|
broker = sym.broker
|
||||||
broker = mkt.broker
|
|
||||||
if (
|
if (
|
||||||
# match on any backed-specific(-unique)-ID first!
|
|
||||||
(
|
|
||||||
pp_msg_bsmktid
|
|
||||||
and
|
|
||||||
mkt.bs_mktid == pp_msg_bsmktid
|
|
||||||
)
|
|
||||||
or
|
|
||||||
# OW try against what's provided as an FQME..
|
|
||||||
pp_msg_symbol == fqme
|
pp_msg_symbol == fqme
|
||||||
or
|
or pp_msg_symbol == fqme.removesuffix(f'.{broker}')
|
||||||
pp_msg_symbol == fqme.removesuffix(f'.{broker}')
|
|
||||||
):
|
):
|
||||||
log.info(
|
log.info(
|
||||||
f'Loading position for `{fqme}`:\n'
|
f'Loading position for `{fqme}`:\n'
|
||||||
|
|
@ -1118,7 +1059,7 @@ async def process_trade_msg(
|
||||||
return
|
return
|
||||||
|
|
||||||
msg = Status(**msg)
|
msg = Status(**msg)
|
||||||
# resp: str = msg.resp
|
resp = msg.resp
|
||||||
oid = msg.oid
|
oid = msg.oid
|
||||||
dialog: Dialog = mode.dialogs.get(oid)
|
dialog: Dialog = mode.dialogs.get(oid)
|
||||||
|
|
||||||
|
|
@ -1160,7 +1101,7 @@ async def process_trade_msg(
|
||||||
)
|
)
|
||||||
)
|
)
|
||||||
):
|
):
|
||||||
msg.req: Order = order
|
msg.req = order
|
||||||
dialog: (
|
dialog: (
|
||||||
Dialog
|
Dialog
|
||||||
# NOTE: on an invalid order submission (eg.
|
# NOTE: on an invalid order submission (eg.
|
||||||
|
|
@ -1182,33 +1123,20 @@ async def process_trade_msg(
|
||||||
mode.on_submit(oid)
|
mode.on_submit(oid)
|
||||||
|
|
||||||
case Status(resp='error'):
|
case Status(resp='error'):
|
||||||
# TODO: parse into broker-side msg, or should we
|
|
||||||
# expect it to just be **that** msg verbatim (since
|
|
||||||
# we'd presumably have only 1 `Error` msg-struct)
|
|
||||||
broker_msg: dict = msg.brokerd_msg
|
|
||||||
|
|
||||||
# XXX NOTE, this presumes the rxed "error" is
|
|
||||||
# order-dialog-cancel-causing, THUS backends much ONLY
|
|
||||||
# relay errors of this "severity"!!
|
|
||||||
log.error(
|
|
||||||
f'Order errored ??\n'
|
|
||||||
f'oid: {oid!r}\n'
|
|
||||||
f'\n'
|
|
||||||
f'{pformat(broker_msg)}\n'
|
|
||||||
f'\n'
|
|
||||||
f'=> CANCELLING ORDER DIALOG <=\n'
|
|
||||||
|
|
||||||
# from tractor.devx.pformat import ppfmt
|
|
||||||
# !TODO LOL, wtf the msg is causing
|
|
||||||
# a recursion bug!
|
|
||||||
# -[ ] get this shit on msgspec stat!
|
|
||||||
# f'{ppfmt(broker_msg)}'
|
|
||||||
)
|
|
||||||
# do all the things for a cancel:
|
# do all the things for a cancel:
|
||||||
# - drop order-msg dialog from client table
|
# - drop order-msg dialog from client table
|
||||||
# - delete level line from view
|
# - delete level line from view
|
||||||
mode.on_cancel(oid)
|
mode.on_cancel(oid)
|
||||||
|
|
||||||
|
# TODO: parse into broker-side msg, or should we
|
||||||
|
# expect it to just be **that** msg verbatim (since
|
||||||
|
# we'd presumably have only 1 `Error` msg-struct)
|
||||||
|
broker_msg: dict = msg.brokerd_msg
|
||||||
|
log.error(
|
||||||
|
f'Order {oid}->{resp} with:\n{pformat(broker_msg)}'
|
||||||
|
)
|
||||||
|
|
||||||
case Status(resp='canceled'):
|
case Status(resp='canceled'):
|
||||||
# delete level line from view
|
# delete level line from view
|
||||||
mode.on_cancel(oid)
|
mode.on_cancel(oid)
|
||||||
|
|
@ -1223,10 +1151,10 @@ async def process_trade_msg(
|
||||||
# TODO: UX for a "pending" clear/live order
|
# TODO: UX for a "pending" clear/live order
|
||||||
log.info(f'Dark order triggered for {fmtmsg}')
|
log.info(f'Dark order triggered for {fmtmsg}')
|
||||||
|
|
||||||
# TODO: do the struct-msg version, blah blah..
|
|
||||||
# req=Order(exec_mode='live', action='alert') as req,
|
|
||||||
case Status(
|
case Status(
|
||||||
resp='triggered',
|
resp='triggered',
|
||||||
|
# TODO: do the struct-msg version, blah blah..
|
||||||
|
# req=Order(exec_mode='live', action='alert') as req,
|
||||||
req={
|
req={
|
||||||
'exec_mode': 'live',
|
'exec_mode': 'live',
|
||||||
'action': 'alert',
|
'action': 'alert',
|
||||||
|
|
@ -1238,7 +1166,7 @@ async def process_trade_msg(
|
||||||
tm = time.time()
|
tm = time.time()
|
||||||
mode.on_fill(
|
mode.on_fill(
|
||||||
oid,
|
oid,
|
||||||
price=float(req.price),
|
price=req.price,
|
||||||
time_s=tm,
|
time_s=tm,
|
||||||
)
|
)
|
||||||
mode.lines.remove_line(uuid=oid)
|
mode.lines.remove_line(uuid=oid)
|
||||||
|
|
@ -1293,7 +1221,7 @@ async def process_trade_msg(
|
||||||
tm = details['broker_time']
|
tm = details['broker_time']
|
||||||
mode.on_fill(
|
mode.on_fill(
|
||||||
oid,
|
oid,
|
||||||
price=float(details['price']),
|
price=details['price'],
|
||||||
time_s=tm,
|
time_s=tm,
|
||||||
pointing='up' if action == 'buy' else 'down',
|
pointing='up' if action == 'buy' else 'down',
|
||||||
)
|
)
|
||||||
|
|
|
||||||
100
pyproject.toml
100
pyproject.toml
|
|
@ -77,42 +77,54 @@ dependencies = [
|
||||||
"pyvnc",
|
"pyvnc",
|
||||||
]
|
]
|
||||||
# ------ dependencies ------
|
# ------ dependencies ------
|
||||||
# NOTE, by default we ship only a "headless" deps set bc
|
|
||||||
# the `uis` group is not listed in the optional set.
|
|
||||||
|
|
||||||
# [optional-dependencies]
|
|
||||||
# uis = []
|
# TODO: add an `--only daemon` group for running non-ui / pikerd
|
||||||
# ?TODO? really we should be able to mv this `uis` group
|
# service tree in distributed mode B)
|
||||||
# to be under [optional-dependencies] and then include
|
|
||||||
# it in the dev deps?
|
|
||||||
# https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies
|
# https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies
|
||||||
# -> uis should be included in pubbed pkgs.
|
|
||||||
# [ ] uv seems to have no way to do this though?
|
|
||||||
|
|
||||||
# TODO? move to a `uv.toml`?
|
|
||||||
[tool.uv]
|
|
||||||
# https://docs.astral.sh/uv/reference/settings/#python-preference
|
|
||||||
python-preference = 'system'
|
|
||||||
# https://docs.astral.sh/uv/reference/settings/#python-downloads
|
|
||||||
python-downloads = 'manual'
|
|
||||||
# https://docs.astral.sh/uv/concepts/projects/dependencies/#default-groups
|
|
||||||
default-groups = [
|
|
||||||
'uis',
|
|
||||||
]
|
|
||||||
# ------ tool.uv ------
|
|
||||||
|
|
||||||
[dependency-groups]
|
[dependency-groups]
|
||||||
uis = [
|
uis = [
|
||||||
"pyqtgraph",
|
# https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies
|
||||||
|
# TODO: make sure the levenshtein shit compiles on nix..
|
||||||
|
# rapidfuzz = {extras = ["speedup"], version = "^0.18.0"}
|
||||||
|
"rapidfuzz >=3.2.0, <4.0.0",
|
||||||
"qdarkstyle >=3.0.2, <4.0.0",
|
"qdarkstyle >=3.0.2, <4.0.0",
|
||||||
"pyqt6 >=6.7.0, <7.0.0",
|
"pyqt6 >=6.7.0, <7.0.0",
|
||||||
|
"pyqtgraph",
|
||||||
|
|
||||||
# fuzzy search
|
# for consideration,
|
||||||
"rapidfuzz >=3.2.0, <4.0.0",
|
# - 'visidata'
|
||||||
|
|
||||||
|
"qdarkstyle >=3.0.2, <4.0.0",
|
||||||
|
"pyqt6 >=6.7.0, <7.0.0",
|
||||||
|
"pyqtgraph",
|
||||||
]
|
]
|
||||||
|
|
||||||
# dev deps enabled by `uv --dev`
|
# TODO: a toolset that makes debugging a `pikerd` service (tree) easy
|
||||||
# https://docs.astral.sh/uv/concepts/projects/dependencies/#development-dependencies
|
# to hack on directly using more or less the local env:
|
||||||
|
# - xonsh + xxh
|
||||||
|
# - rsyscall + pdbp
|
||||||
|
# - actor runtime control console like BEAM/OTP
|
||||||
|
#
|
||||||
|
# console ehancements and eventually remote debugging extras/helpers.
|
||||||
|
# use `uv --dev` to enable
|
||||||
|
repl = [
|
||||||
|
# debug
|
||||||
|
"pdbp >=1.5.0, <2.0.0",
|
||||||
|
"greenback >=1.1.1, <2.0.0",
|
||||||
|
"xonsh",
|
||||||
|
"prompt-toolkit ==3.0.40",
|
||||||
|
"pyperclip>=1.9.0",
|
||||||
|
|
||||||
|
]
|
||||||
|
testing = [
|
||||||
|
"pytest",
|
||||||
|
]
|
||||||
|
de = [
|
||||||
|
# DE-specific
|
||||||
|
"i3ipc>=2.2.1",
|
||||||
|
]
|
||||||
dev = [
|
dev = [
|
||||||
# https://docs.astral.sh/uv/concepts/projects/dependencies/#development-dependencies
|
# https://docs.astral.sh/uv/concepts/projects/dependencies/#development-dependencies
|
||||||
"cython >=3.0.0, <4.0.0",
|
"cython >=3.0.0, <4.0.0",
|
||||||
|
|
@ -124,34 +136,13 @@ dev = [
|
||||||
{include-group = 'testing'},
|
{include-group = 'testing'},
|
||||||
{include-group = 'de'},
|
{include-group = 'de'},
|
||||||
]
|
]
|
||||||
repl = [
|
|
||||||
# `tractor`'s debugger
|
|
||||||
"pdbp >=1.8.2, <2.0.0",
|
|
||||||
"greenback >=1.1.1, <2.0.0",
|
|
||||||
|
|
||||||
# @goodboy's preferred console toolz
|
|
||||||
"xonsh",
|
|
||||||
"prompt-toolkit ==3.0.40",
|
|
||||||
"pyperclip>=1.9.0",
|
|
||||||
|
|
||||||
# ?TODO, new stuff to consider..
|
|
||||||
# "visidata" # console numerics
|
|
||||||
# "xxh" # for remote `xonsh`-ing
|
|
||||||
# "rsyscall" # (eventual) optional `tractor` backend
|
|
||||||
# - an actor-runtime-ctl console like BEAM/OTP
|
|
||||||
]
|
|
||||||
testing = [
|
|
||||||
"pytest",
|
|
||||||
]
|
|
||||||
de = [ # (linux) specific DEs
|
|
||||||
"i3ipc>=2.2.1",
|
|
||||||
]
|
|
||||||
lint = [
|
lint = [
|
||||||
# XXX, with flake.nix needs to be from nixpkgs
|
# XXX, with flake.nix needs to be from nixpkgs
|
||||||
"ruff>=0.9.6"
|
"ruff>=0.9.6"
|
||||||
|
#
|
||||||
|
# ^TODO? these markers don't work; use deps-flags for now?
|
||||||
# ; os_name != 'nixos' and platform_system != 'NixOS'",
|
# ; os_name != 'nixos' and platform_system != 'NixOS'",
|
||||||
# ?TODO? since ^ markers won't work, use a deps-flags to toggle for
|
# ; defined('IN_NIX_SHELL')",
|
||||||
# now.
|
|
||||||
]
|
]
|
||||||
dbs = [
|
dbs = [
|
||||||
"elasticsearch >=8.9.0, <9.0.0",
|
"elasticsearch >=8.9.0, <9.0.0",
|
||||||
|
|
@ -186,6 +177,15 @@ include = ["piker"]
|
||||||
# ------ tool.hatch ------
|
# ------ tool.hatch ------
|
||||||
|
|
||||||
|
|
||||||
|
# TODO? move to a `uv.toml`?
|
||||||
|
[tool.uv]
|
||||||
|
python-preference = 'system'
|
||||||
|
python-downloads = 'manual'
|
||||||
|
# https://docs.astral.sh/uv/concepts/projects/dependencies/#default-groups
|
||||||
|
default-groups = ['uis', 'dev']
|
||||||
|
# ------ tool.uv ------
|
||||||
|
|
||||||
|
|
||||||
[tool.uv.sources]
|
[tool.uv.sources]
|
||||||
pyqtgraph = { git = "https://github.com/pikers/pyqtgraph.git" }
|
pyqtgraph = { git = "https://github.com/pikers/pyqtgraph.git" }
|
||||||
tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" }
|
tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" }
|
||||||
|
|
|
||||||
|
|
@ -1,22 +1,4 @@
|
||||||
# piker: trading gear for hackers
|
"""
|
||||||
# Copyright (C) Tyler Goodlet (in stewardship for pikers)
|
|
||||||
|
|
||||||
# This program is free software: you can redistribute it and/or modify
|
|
||||||
# it under the terms of the GNU Affero General Public License as published by
|
|
||||||
# the Free Software Foundation, either version 3 of the License, or
|
|
||||||
# (at your option) any later version.
|
|
||||||
|
|
||||||
# This program is distributed in the hope that it will be useful,
|
|
||||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
|
||||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
|
||||||
# GNU Affero General Public License for more details.
|
|
||||||
|
|
||||||
# You should have received a copy of the GNU Affero General Public License
|
|
||||||
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
|
||||||
|
|
||||||
'''
|
|
||||||
A per-display, DPI (scaling) info dumper.
|
|
||||||
|
|
||||||
Resource list for mucking with DPIs on multiple screens:
|
Resource list for mucking with DPIs on multiple screens:
|
||||||
|
|
||||||
- https://stackoverflow.com/questions/42141354/convert-pixel-size-to-point-size-for-fonts-on-multiple-platforms
|
- https://stackoverflow.com/questions/42141354/convert-pixel-size-to-point-size-for-fonts-on-multiple-platforms
|
||||||
|
|
@ -30,86 +12,89 @@ Resource list for mucking with DPIs on multiple screens:
|
||||||
- https://stackoverflow.com/questions/16561879/what-is-the-difference-between-logicaldpix-and-physicaldpix-in-qt
|
- https://stackoverflow.com/questions/16561879/what-is-the-difference-between-logicaldpix-and-physicaldpix-in-qt
|
||||||
- https://doc.qt.io/qt-5/qguiapplication.html#screenAt
|
- https://doc.qt.io/qt-5/qguiapplication.html#screenAt
|
||||||
|
|
||||||
'''
|
"""
|
||||||
|
|
||||||
from pyqtgraph import QtGui
|
from pyqtgraph import QtGui
|
||||||
from PyQt6 import (
|
from PyQt5.QtCore import (
|
||||||
QtCore,
|
Qt, QCoreApplication
|
||||||
QtWidgets,
|
|
||||||
)
|
|
||||||
from PyQt6.QtCore import (
|
|
||||||
Qt,
|
|
||||||
QCoreApplication,
|
|
||||||
QSize,
|
|
||||||
QRect,
|
|
||||||
)
|
)
|
||||||
|
|
||||||
# Proper high DPI scaling is available in Qt >= 5.6.0. This attibute
|
# Proper high DPI scaling is available in Qt >= 5.6.0. This attibute
|
||||||
# must be set before creating the application
|
# must be set before creating the application
|
||||||
if hasattr(Qt, 'AA_EnableHighDpiScaling'):
|
if hasattr(Qt, 'AA_EnableHighDpiScaling'):
|
||||||
QCoreApplication.setAttribute(
|
QCoreApplication.setAttribute(Qt.AA_EnableHighDpiScaling, True)
|
||||||
Qt.AA_EnableHighDpiScaling,
|
|
||||||
True,
|
|
||||||
)
|
|
||||||
|
|
||||||
if hasattr(Qt, 'AA_UseHighDpiPixmaps'):
|
if hasattr(Qt, 'AA_UseHighDpiPixmaps'):
|
||||||
QCoreApplication.setAttribute(
|
QCoreApplication.setAttribute(Qt.AA_UseHighDpiPixmaps, True)
|
||||||
Qt.AA_UseHighDpiPixmaps,
|
|
||||||
True,
|
|
||||||
)
|
|
||||||
|
|
||||||
app = QtWidgets.QApplication([])
|
|
||||||
window = QtWidgets.QMainWindow()
|
app = QtGui.QApplication([])
|
||||||
main_widget = QtWidgets.QWidget()
|
window = QtGui.QMainWindow()
|
||||||
|
main_widget = QtGui.QWidget()
|
||||||
window.setCentralWidget(main_widget)
|
window.setCentralWidget(main_widget)
|
||||||
window.show()
|
window.show()
|
||||||
|
|
||||||
pxr: float = main_widget.devicePixelRatioF()
|
pxr = main_widget.devicePixelRatioF()
|
||||||
|
|
||||||
# explicitly get main widget and primary displays
|
# screen_num = app.desktop().screenNumber()
|
||||||
current_screen: QtGui.QScreen = app.screenAt(
|
# screen = app.screens()[screen_num]
|
||||||
main_widget.geometry().center()
|
|
||||||
)
|
|
||||||
primary_screen: QtGui.QScreen = app.primaryScreen()
|
|
||||||
|
|
||||||
screen: QtGui.QScreen
|
screen = app.screenAt(main_widget.geometry().center())
|
||||||
for screen in app.screens():
|
|
||||||
name: str = screen.name()
|
name = screen.name()
|
||||||
model: str = screen.model().rstrip()
|
size = screen.size()
|
||||||
size: QSize = screen.size()
|
geo = screen.availableGeometry()
|
||||||
geo: QRect = screen.availableGeometry()
|
phydpi = screen.physicalDotsPerInch()
|
||||||
phydpi: float = screen.physicalDotsPerInch()
|
logdpi = screen.logicalDotsPerInch()
|
||||||
logdpi: float = screen.logicalDotsPerInch()
|
|
||||||
is_primary: bool = screen is primary_screen
|
|
||||||
is_current: bool = screen is current_screen
|
|
||||||
|
|
||||||
print(
|
print(
|
||||||
f'------ screen name: {name} ------\n'
|
# f'screen number: {screen_num}\n',
|
||||||
f'|_primary: {is_primary}\n'
|
f'screen name: {name}\n'
|
||||||
f' _current: {is_current}\n'
|
f'screen size: {size}\n'
|
||||||
f' _model: {model}\n'
|
f'screen geometry: {geo}\n\n'
|
||||||
f' _screen size: {size}\n'
|
f'devicePixelRationF(): {pxr}\n'
|
||||||
f' _screen geometry: {geo}\n'
|
f'physical dpi: {phydpi}\n'
|
||||||
f' _devicePixelRationF(): {pxr}\n'
|
f'logical dpi: {logdpi}\n'
|
||||||
f' _physical dpi: {phydpi}\n'
|
|
||||||
f' _logical dpi: {logdpi}\n'
|
|
||||||
)
|
)
|
||||||
|
|
||||||
# app-wide font info
|
print('-'*50)
|
||||||
|
|
||||||
|
screen = app.primaryScreen()
|
||||||
|
|
||||||
|
name = screen.name()
|
||||||
|
size = screen.size()
|
||||||
|
geo = screen.availableGeometry()
|
||||||
|
phydpi = screen.physicalDotsPerInch()
|
||||||
|
logdpi = screen.logicalDotsPerInch()
|
||||||
|
|
||||||
|
print(
|
||||||
|
# f'screen number: {screen_num}\n',
|
||||||
|
f'screen name: {name}\n'
|
||||||
|
f'screen size: {size}\n'
|
||||||
|
f'screen geometry: {geo}\n\n'
|
||||||
|
f'devicePixelRationF(): {pxr}\n'
|
||||||
|
f'physical dpi: {phydpi}\n'
|
||||||
|
f'logical dpi: {logdpi}\n'
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
# app-wide font
|
||||||
font = QtGui.QFont("Hack")
|
font = QtGui.QFont("Hack")
|
||||||
# use pixel size to be cross-resolution compatible?
|
# use pixel size to be cross-resolution compatible?
|
||||||
font.setPixelSize(6)
|
font.setPixelSize(6)
|
||||||
|
|
||||||
fm = QtGui.QFontMetrics(font)
|
|
||||||
fontdpi: float = fm.fontDpi()
|
|
||||||
font_h: int = fm.height()
|
|
||||||
|
|
||||||
string: str = '10000'
|
fm = QtGui.QFontMetrics(font)
|
||||||
str_br: QtCore.QRect = fm.boundingRect(string)
|
fontdpi = fm.fontDpi()
|
||||||
str_w: int = str_br.width()
|
font_h = fm.height()
|
||||||
|
|
||||||
|
string = '10000'
|
||||||
|
str_br = fm.boundingRect(string)
|
||||||
|
str_w = str_br.width()
|
||||||
|
|
||||||
|
|
||||||
print(
|
print(
|
||||||
f'------ global font settings ------\n'
|
# f'screen number: {screen_num}\n',
|
||||||
f'font dpi: {fontdpi}\n'
|
f'font dpi: {fontdpi}\n'
|
||||||
f'font height: {font_h}\n'
|
f'font height: {font_h}\n'
|
||||||
f'string bounding rect: {str_br}\n'
|
f'string bounding rect: {str_br}\n'
|
||||||
|
|
|
||||||
|
|
@ -15,12 +15,6 @@ from piker.service import (
|
||||||
from piker.log import get_console_log
|
from piker.log import get_console_log
|
||||||
|
|
||||||
|
|
||||||
# include `tractor`'s built-in fixtures!
|
|
||||||
pytest_plugins: tuple[str] = (
|
|
||||||
"tractor._testing.pytest",
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
def pytest_addoption(parser):
|
def pytest_addoption(parser):
|
||||||
parser.addoption("--ll", action="store", dest='loglevel',
|
parser.addoption("--ll", action="store", dest='loglevel',
|
||||||
default=None, help="logging level to set when testing")
|
default=None, help="logging level to set when testing")
|
||||||
|
|
|
||||||
|
|
@ -12,14 +12,12 @@ from piker import config
|
||||||
from piker.accounting import (
|
from piker.accounting import (
|
||||||
Account,
|
Account,
|
||||||
calc,
|
calc,
|
||||||
open_account,
|
|
||||||
load_account,
|
|
||||||
load_account_from_ledger,
|
|
||||||
open_trade_ledger,
|
|
||||||
Position,
|
Position,
|
||||||
TransactionLedger,
|
TransactionLedger,
|
||||||
|
open_trade_ledger,
|
||||||
|
load_account,
|
||||||
|
load_account_from_ledger,
|
||||||
)
|
)
|
||||||
import tractor
|
|
||||||
|
|
||||||
|
|
||||||
def test_root_conf_networking_section(
|
def test_root_conf_networking_section(
|
||||||
|
|
@ -55,17 +53,12 @@ def test_account_file_default_empty(
|
||||||
)
|
)
|
||||||
def test_paper_ledger_position_calcs(
|
def test_paper_ledger_position_calcs(
|
||||||
fq_acnt: tuple[str, str],
|
fq_acnt: tuple[str, str],
|
||||||
debug_mode: bool,
|
|
||||||
):
|
):
|
||||||
broker: str
|
broker: str
|
||||||
acnt_name: str
|
acnt_name: str
|
||||||
broker, acnt_name = fq_acnt
|
broker, acnt_name = fq_acnt
|
||||||
|
|
||||||
accounts_path: Path = (
|
accounts_path: Path = config.repodir() / 'tests' / '_inputs'
|
||||||
config.repodir()
|
|
||||||
/ 'tests'
|
|
||||||
/ '_inputs' # tests-local-subdir
|
|
||||||
)
|
|
||||||
|
|
||||||
ldr: TransactionLedger
|
ldr: TransactionLedger
|
||||||
with (
|
with (
|
||||||
|
|
@ -84,7 +77,6 @@ def test_paper_ledger_position_calcs(
|
||||||
ledger=ldr,
|
ledger=ldr,
|
||||||
|
|
||||||
_fp=accounts_path,
|
_fp=accounts_path,
|
||||||
debug_mode=debug_mode,
|
|
||||||
|
|
||||||
) as (dfs, ledger),
|
) as (dfs, ledger),
|
||||||
|
|
||||||
|
|
@ -110,87 +102,3 @@ def test_paper_ledger_position_calcs(
|
||||||
df = dfs[xrp]
|
df = dfs[xrp]
|
||||||
assert df['cumsize'][-1] == 0
|
assert df['cumsize'][-1] == 0
|
||||||
assert pos.cumsize == 0
|
assert pos.cumsize == 0
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.mark.parametrize(
|
|
||||||
'fq_acnt',
|
|
||||||
[
|
|
||||||
('ib', 'algopaper'),
|
|
||||||
],
|
|
||||||
)
|
|
||||||
def test_ib_account_with_duplicated_mktids(
|
|
||||||
fq_acnt: tuple[str, str],
|
|
||||||
debug_mode: bool,
|
|
||||||
):
|
|
||||||
# ?TODO, once we start symcache-incremental-update-support?
|
|
||||||
# from piker.data import (
|
|
||||||
# open_symcache,
|
|
||||||
# )
|
|
||||||
#
|
|
||||||
# async def main():
|
|
||||||
# async with (
|
|
||||||
# # TODO: do this as part of `open_account()`!?
|
|
||||||
# open_symcache(
|
|
||||||
# 'ib',
|
|
||||||
# only_from_memcache=True,
|
|
||||||
# ) as symcache,
|
|
||||||
# ):
|
|
||||||
|
|
||||||
|
|
||||||
from piker.brokers.ib.ledger import (
|
|
||||||
tx_sort,
|
|
||||||
|
|
||||||
# ?TODO, once we want to pull lowlevel txns and process them?
|
|
||||||
# norm_trade_records,
|
|
||||||
# update_ledger_from_api_trades,
|
|
||||||
)
|
|
||||||
|
|
||||||
broker: str
|
|
||||||
acnt_id: str = 'algopaper'
|
|
||||||
broker, acnt_id = fq_acnt
|
|
||||||
accounts_def = config.load_accounts([broker])
|
|
||||||
assert accounts_def[f'{broker}.{acnt_id}']
|
|
||||||
|
|
||||||
ledger: TransactionLedger
|
|
||||||
acnt: Account
|
|
||||||
with (
|
|
||||||
tractor.devx.maybe_open_crash_handler(pdb=debug_mode),
|
|
||||||
|
|
||||||
open_trade_ledger(
|
|
||||||
'ib',
|
|
||||||
acnt_id,
|
|
||||||
tx_sort=tx_sort,
|
|
||||||
|
|
||||||
# TODO, eventually incrementally updated for IB..
|
|
||||||
# symcache=symcache,
|
|
||||||
symcache=None,
|
|
||||||
allow_from_sync_code=True,
|
|
||||||
|
|
||||||
) as ledger,
|
|
||||||
|
|
||||||
open_account(
|
|
||||||
'ib',
|
|
||||||
acnt_id,
|
|
||||||
write_on_exit=True,
|
|
||||||
) as acnt,
|
|
||||||
):
|
|
||||||
# per input params
|
|
||||||
symcache = ledger.symcache
|
|
||||||
assert not (
|
|
||||||
symcache.pairs
|
|
||||||
or
|
|
||||||
symcache.pairs
|
|
||||||
or
|
|
||||||
symcache.mktmaps
|
|
||||||
)
|
|
||||||
# re-compute all positions that have changed state.
|
|
||||||
# TODO: likely we should change the API to return the
|
|
||||||
# position updates from `.update_from_ledger()`?
|
|
||||||
active, closed = acnt.dump_active()
|
|
||||||
|
|
||||||
# breakpoint()
|
|
||||||
|
|
||||||
# TODO, (see above imports as well) incremental update from
|
|
||||||
# (updated) ledger?
|
|
||||||
# -[ ] pull some code from `.ib.broker` content.
|
|
||||||
|
|
|
||||||
|
|
@ -42,7 +42,7 @@ from piker.accounting import (
|
||||||
unpack_fqme,
|
unpack_fqme,
|
||||||
)
|
)
|
||||||
from piker.accounting import (
|
from piker.accounting import (
|
||||||
open_account,
|
open_pps,
|
||||||
Position,
|
Position,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
@ -136,7 +136,7 @@ def load_and_check_pos(
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
with open_account(ppmsg.broker, ppmsg.account) as table:
|
with open_pps(ppmsg.broker, ppmsg.account) as table:
|
||||||
|
|
||||||
if ppmsg.size == 0:
|
if ppmsg.size == 0:
|
||||||
assert ppmsg.symbol not in table.pps
|
assert ppmsg.symbol not in table.pps
|
||||||
|
|
@ -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 is ModuleNotFoundError
|
assert re.type == ModuleNotFoundError
|
||||||
|
|
||||||
run_and_tollerate_cancels(load_bad_fqme)
|
run_and_tollerate_cancels(load_bad_fqme)
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -142,12 +142,7 @@ 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 (
|
async with trio.open_nursery() as n:
|
||||||
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)
|
||||||
|
|
||||||
|
|
@ -388,9 +383,7 @@ async def test_quote_streaming(tmx_symbols, loglevel, stream_what):
|
||||||
else:
|
else:
|
||||||
symbols = [tmx_symbols]
|
symbols = [tmx_symbols]
|
||||||
|
|
||||||
async with trio.open_nursery(
|
async with trio.open_nursery() as n:
|
||||||
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)
|
||||||
|
|
||||||
|
|
|
||||||
10
uv.lock
10
uv.lock
|
|
@ -955,16 +955,16 @@ wheels = [
|
||||||
|
|
||||||
[[package]]
|
[[package]]
|
||||||
name = "pdbp"
|
name = "pdbp"
|
||||||
version = "1.8.2"
|
version = "1.8.1"
|
||||||
source = { registry = "https://pypi.org/simple" }
|
source = { registry = "https://pypi.org/simple" }
|
||||||
dependencies = [
|
dependencies = [
|
||||||
{ name = "colorama", marker = "sys_platform == 'win32'" },
|
{ name = "colorama", marker = "sys_platform == 'win32'" },
|
||||||
{ name = "pygments" },
|
{ name = "pygments" },
|
||||||
{ name = "tabcompleter" },
|
{ name = "tabcompleter" },
|
||||||
]
|
]
|
||||||
sdist = { url = "https://files.pythonhosted.org/packages/50/91/2d614b0db12840d646159f65510415ade0db9db595d6dee3eac60dfe9302/pdbp-1.8.2.tar.gz", hash = "sha256:367c25c17555d3ac1f024b9ad494ff50e6e20f6494a84741487f3e6596d88f94", size = 25843, upload-time = "2026-01-14T03:10:28.134Z" }
|
sdist = { url = "https://files.pythonhosted.org/packages/fc/f5/794ef06a84b4aea5619cda8956aefb838c6b4849002079dca3bc8955f6e3/pdbp-1.8.1.tar.gz", hash = "sha256:e2acef6b14567b5599f624aec7378139cba086695c13a4e7e327ccb235c3a00b", size = 25812, upload-time = "2025-11-02T18:15:27.098Z" }
|
||||||
wheels = [
|
wheels = [
|
||||||
{ url = "https://files.pythonhosted.org/packages/51/fe/53ac0cd932db5dcaf55961bc7cb7afdca8d80d8cc7406ed661f0c7dc111a/pdbp-1.8.2-py3-none-any.whl", hash = "sha256:d4fd05e177636b5ccd0b2e03e378cec57afc06149e5fd975de6f8ddb3d0109a8", size = 21969, upload-time = "2026-01-14T03:10:27.062Z" },
|
{ url = "https://files.pythonhosted.org/packages/75/58/3af430d0de0b95d5adf7e576067e07d750ba76e28d142871982464fb40db/pdbp-1.8.1-py3-none-any.whl", hash = "sha256:643e8c84df7c09542c0c7c3f0f18a6c2fb4fb372f9f054ceca80a9037db986a5", size = 21950, upload-time = "2025-11-02T18:15:25.923Z" },
|
||||||
]
|
]
|
||||||
|
|
||||||
[[package]]
|
[[package]]
|
||||||
|
|
@ -1115,7 +1115,7 @@ dev = [
|
||||||
{ name = "cython", specifier = ">=3.0.0,<4.0.0" },
|
{ name = "cython", specifier = ">=3.0.0,<4.0.0" },
|
||||||
{ name = "greenback", specifier = ">=1.1.1,<2.0.0" },
|
{ name = "greenback", specifier = ">=1.1.1,<2.0.0" },
|
||||||
{ name = "i3ipc", specifier = ">=2.2.1" },
|
{ name = "i3ipc", specifier = ">=2.2.1" },
|
||||||
{ name = "pdbp", specifier = ">=1.8.2,<2.0.0" },
|
{ name = "pdbp", specifier = ">=1.5.0,<2.0.0" },
|
||||||
{ name = "prompt-toolkit", specifier = "==3.0.40" },
|
{ name = "prompt-toolkit", specifier = "==3.0.40" },
|
||||||
{ name = "pyperclip", specifier = ">=1.9.0" },
|
{ name = "pyperclip", specifier = ">=1.9.0" },
|
||||||
{ name = "pyqt6", specifier = ">=6.7.0,<7.0.0" },
|
{ name = "pyqt6", specifier = ">=6.7.0,<7.0.0" },
|
||||||
|
|
@ -1128,7 +1128,7 @@ dev = [
|
||||||
lint = [{ name = "ruff", specifier = ">=0.9.6" }]
|
lint = [{ name = "ruff", specifier = ">=0.9.6" }]
|
||||||
repl = [
|
repl = [
|
||||||
{ name = "greenback", specifier = ">=1.1.1,<2.0.0" },
|
{ name = "greenback", specifier = ">=1.1.1,<2.0.0" },
|
||||||
{ name = "pdbp", specifier = ">=1.8.2,<2.0.0" },
|
{ name = "pdbp", specifier = ">=1.5.0,<2.0.0" },
|
||||||
{ name = "prompt-toolkit", specifier = "==3.0.40" },
|
{ name = "prompt-toolkit", specifier = "==3.0.40" },
|
||||||
{ name = "pyperclip", specifier = ">=1.9.0" },
|
{ name = "pyperclip", specifier = ">=1.9.0" },
|
||||||
{ name = "xonsh" },
|
{ name = "xonsh" },
|
||||||
|
|
|
||||||
Loading…
Reference in New Issue