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48
README.rst
48
README.rst
|
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@ -88,60 +88,22 @@ a sane install with `uv`
|
||||||
************************
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************************
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||||||
bc why install with `python` when you can faster with `rust` ::
|
bc why install with `python` when you can faster with `rust` ::
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||||||
|
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||||||
uv sync
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uv lock
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||||||
|
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||||||
# ^ astral's docs,
|
|
||||||
# https://docs.astral.sh/uv/concepts/projects/sync/
|
|
||||||
|
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||||||
include all GUIs (ex. for charting)::
|
|
||||||
|
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||||||
uv sync --group uis
|
|
||||||
|
|
||||||
AND with **all** our normal hacking tools::
|
|
||||||
|
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||||||
uv sync --dev
|
|
||||||
|
|
||||||
AND if you want to try WIP integrations::
|
|
||||||
|
|
||||||
uv sync --all-groups
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|
||||||
|
|
||||||
Ensure you can run the root-daemon::
|
|
||||||
|
|
||||||
uv run pikerd [-l info --pdb]
|
|
||||||
|
|
||||||
|
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||||||
install on nix(os)
|
hacky install on nixos
|
||||||
******************
|
**********************
|
||||||
``NixOS`` is our core devs' distro of choice for which we offer
|
``NixOS`` is our core devs' distro of choice for which we offer
|
||||||
a stringently defined development shell envoirment that can currently
|
a stringently defined development shell envoirment that can be loaded with::
|
||||||
be applied in one of 2 ways::
|
|
||||||
|
|
||||||
# ONLY if running on X11
|
|
||||||
nix-shell default.nix
|
nix-shell default.nix
|
||||||
|
|
||||||
Or if you prefer flakes style and a modern DE::
|
|
||||||
|
|
||||||
# ONLY if also running on Wayland
|
|
||||||
nix develop # for default bash
|
|
||||||
nix develop -c uv run xonsh # for @goodboy's preferred sh B)
|
|
||||||
|
|
||||||
|
|
||||||
start a chart
|
start a chart
|
||||||
*************
|
*************
|
||||||
run a realtime OHLCV chart stand-alone::
|
run a realtime OHLCV chart stand-alone::
|
||||||
|
|
||||||
[uv run] piker -l info chart btcusdt.spot.binance xmrusdt.spot.kraken
|
piker -l info chart btcusdt.spot.binance xmrusdt.spot.kraken
|
||||||
|
|
||||||
# ^^^ iff you haven't activated the py-env,
|
|
||||||
# - https://docs.astral.sh/uv/concepts/projects/run/
|
|
||||||
#
|
|
||||||
# in order to create an explicit virt-env see,
|
|
||||||
# - https://docs.astral.sh/uv/concepts/projects/layout/#the-project-environment
|
|
||||||
# - https://docs.astral.sh/uv/pip/environments/
|
|
||||||
#
|
|
||||||
# use $UV_PROJECT_ENVIRONMENT to select any non-`.venv/`
|
|
||||||
# as the venv sudir in the repo's root.
|
|
||||||
# - https://docs.astral.sh/uv/reference/environment/#uv_project_environment
|
|
||||||
|
|
||||||
this runs a chart UI (with 1m sampled OHLCV) and shows 2 spot markets from 2 diff cexes
|
this runs a chart UI (with 1m sampled OHLCV) and shows 2 spot markets from 2 diff cexes
|
||||||
overlayed on the same graph. Use of `piker` without first starting
|
overlayed on the same graph. Use of `piker` without first starting
|
||||||
|
|
|
||||||
|
|
@ -1,5 +1,6 @@
|
||||||
|
################
|
||||||
# ---- CEXY ----
|
# ---- CEXY ----
|
||||||
|
################
|
||||||
[binance]
|
[binance]
|
||||||
accounts.paper = 'paper'
|
accounts.paper = 'paper'
|
||||||
|
|
||||||
|
|
@ -12,41 +13,28 @@ accounts.spot = 'spot'
|
||||||
spot.use_testnet = false
|
spot.use_testnet = false
|
||||||
spot.api_key = ''
|
spot.api_key = ''
|
||||||
spot.api_secret = ''
|
spot.api_secret = ''
|
||||||
# ------ binance ------
|
|
||||||
|
|
||||||
|
|
||||||
[deribit]
|
[deribit]
|
||||||
# std assets
|
|
||||||
key_id = ''
|
key_id = ''
|
||||||
key_secret = ''
|
key_secret = ''
|
||||||
# options
|
|
||||||
accounts.option = 'option'
|
|
||||||
option.use_testnet = false
|
|
||||||
option.key_id = ''
|
|
||||||
option.key_secret = ''
|
|
||||||
# aux logging from `cryptofeed`
|
|
||||||
option.log.filename = 'cryptofeed.log'
|
|
||||||
option.log.level = 'DEBUG'
|
|
||||||
option.log.disabled = true
|
|
||||||
# ------ deribit ------
|
|
||||||
|
|
||||||
|
|
||||||
[kraken]
|
[kraken]
|
||||||
key_descr = ''
|
key_descr = ''
|
||||||
api_key = ''
|
api_key = ''
|
||||||
secret = ''
|
secret = ''
|
||||||
# ------ kraken ------
|
|
||||||
|
|
||||||
|
|
||||||
[kucoin]
|
[kucoin]
|
||||||
key_id = ''
|
key_id = ''
|
||||||
key_secret = ''
|
key_secret = ''
|
||||||
key_passphrase = ''
|
key_passphrase = ''
|
||||||
# ------ kucoin ------
|
|
||||||
|
|
||||||
|
|
||||||
|
################
|
||||||
# -- BROKERZ ---
|
# -- BROKERZ ---
|
||||||
|
################
|
||||||
[questrade]
|
[questrade]
|
||||||
refresh_token = ''
|
refresh_token = ''
|
||||||
access_token = ''
|
access_token = ''
|
||||||
|
|
@ -54,55 +42,44 @@ api_server = 'https://api06.iq.questrade.com/'
|
||||||
expires_in = 1800
|
expires_in = 1800
|
||||||
token_type = 'Bearer'
|
token_type = 'Bearer'
|
||||||
expires_at = 1616095326.355846
|
expires_at = 1616095326.355846
|
||||||
# ------ questrade ------
|
|
||||||
|
|
||||||
|
|
||||||
[ib]
|
[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 = [
|
hosts = [
|
||||||
'127.0.0.1',
|
'127.0.0.1',
|
||||||
]
|
]
|
||||||
|
# XXX: the order in which ports will be scanned
|
||||||
|
# (by the `brokerd` daemon-actor)
|
||||||
|
# is determined # by the line order here.
|
||||||
|
# TODO: when we eventually spawn gateways in our
|
||||||
|
# container, we can just dynamically allocate these
|
||||||
|
# using IBC.
|
||||||
ports = [
|
ports = [
|
||||||
4002, # gw
|
4002, # gw
|
||||||
7497, # tws
|
7497, # tws
|
||||||
]
|
]
|
||||||
|
|
||||||
# When API endpoints are being scanned durin startup, the order
|
# XXX: for a paper account the flex web query service
|
||||||
# of user-defined-account "names" (as defined below) here
|
# is not supported so you have to manually download
|
||||||
# determines which py-client connection is given priority to be
|
# and XML report and put it in a location that can be
|
||||||
# used for data-feed-requests by according to whichever client
|
# accessed by the ``brokerd.ib`` backend code for parsing.
|
||||||
# connected to an API endpoing which reported the equivalent
|
flex_token = ''
|
||||||
# account number for that name.
|
flex_trades_query_id = '' # live account
|
||||||
|
|
||||||
|
# when clients are being scanned this determines
|
||||||
|
# which clients are preferred to be used for data
|
||||||
|
# feeds based on the order of account names, if
|
||||||
|
# detected as active on an API client.
|
||||||
prefer_data_account = [
|
prefer_data_account = [
|
||||||
'paper',
|
'paper',
|
||||||
'margin',
|
'margin',
|
||||||
'ira',
|
'ira',
|
||||||
]
|
]
|
||||||
|
|
||||||
# For long-term trades txn (transaction) history
|
|
||||||
# processing (i.e your txn ledger with IB) you can
|
|
||||||
# (automatically for live accounts) query the FLEX
|
|
||||||
# report system for past history.
|
|
||||||
#
|
|
||||||
# (For paper accounts the web query service
|
|
||||||
# is not supported so you have to manually download
|
|
||||||
# an XML report and put it in a location that can be
|
|
||||||
# accessed by our `brokerd.ib` backend code for parsing).
|
|
||||||
#
|
|
||||||
flex_token = ''
|
|
||||||
flex_trades_query_id = '' # live account
|
|
||||||
|
|
||||||
# define "aliases" (names) for each account number
|
|
||||||
# such that the names can be reffed and logged throughout
|
|
||||||
# `piker.accounting` subsys and more easily
|
|
||||||
# referred to by the user.
|
|
||||||
#
|
|
||||||
# These keys will be the set exposed through the order-mode
|
|
||||||
# account-selection UI so that numbers are never shown.
|
|
||||||
[ib.accounts]
|
[ib.accounts]
|
||||||
paper = 'DU0000000' # <- literal account #
|
# the order in which accounts will be selectable
|
||||||
margin = 'U0000000'
|
# in the order mode UI (if found via clients during
|
||||||
ira = 'U0000000'
|
# API-app scanning)when a new symbol is loaded.
|
||||||
# ------ ib ------
|
paper = 'XX0000000'
|
||||||
|
margin = 'X0000000'
|
||||||
|
ira = 'X0000000'
|
||||||
|
|
|
||||||
|
|
@ -1,9 +1,7 @@
|
||||||
[network]
|
[network]
|
||||||
pikerd = [
|
tsdb.backend = 'marketstore'
|
||||||
'/ipv4/127.0.0.1/tcp/6116', # std localhost daemon-actor tree
|
tsdb.host = 'localhost'
|
||||||
# '/uds/6116', # TODO std uds socket file
|
tsdb.grpc_port = 5995
|
||||||
]
|
|
||||||
|
|
||||||
|
|
||||||
[ui]
|
[ui]
|
||||||
# set custom font + size which will scale entire UI
|
# set custom font + size which will scale entire UI
|
||||||
|
|
|
||||||
37
default.nix
37
default.nix
|
|
@ -11,12 +11,11 @@ let
|
||||||
libxkbcommonStorePath = lib.getLib libxkbcommon;
|
libxkbcommonStorePath = lib.getLib libxkbcommon;
|
||||||
xcbutilcursorStorePath = lib.getLib xcb-util-cursor;
|
xcbutilcursorStorePath = lib.getLib xcb-util-cursor;
|
||||||
|
|
||||||
pypkgs = python313Packages;
|
qtpyStorePath = lib.getLib python312Packages.qtpy;
|
||||||
qtpyStorePath = lib.getLib pypkgs.qtpy;
|
pyqt6StorePath = lib.getLib python312Packages.pyqt6;
|
||||||
pyqt6StorePath = lib.getLib pypkgs.pyqt6;
|
pyqt6SipStorePath = lib.getLib python312Packages.pyqt6-sip;
|
||||||
pyqt6SipStorePath = lib.getLib pypkgs.pyqt6-sip;
|
rapidfuzzStorePath = lib.getLib python312Packages.rapidfuzz;
|
||||||
rapidfuzzStorePath = lib.getLib pypkgs.rapidfuzz;
|
qdarkstyleStorePath = lib.getLib python312Packages.qdarkstyle;
|
||||||
qdarkstyleStorePath = lib.getLib pypkgs.qdarkstyle;
|
|
||||||
|
|
||||||
xorgLibX11StorePath = lib.getLib xorg.libX11;
|
xorgLibX11StorePath = lib.getLib xorg.libX11;
|
||||||
xorgLibxcbStorePath = lib.getLib xorg.libxcb;
|
xorgLibxcbStorePath = lib.getLib xorg.libxcb;
|
||||||
|
|
@ -52,12 +51,12 @@ stdenv.mkDerivation {
|
||||||
xorg.xcbutilrenderutil
|
xorg.xcbutilrenderutil
|
||||||
|
|
||||||
# Python requirements.
|
# Python requirements.
|
||||||
python313
|
python312Full
|
||||||
uv
|
python312Packages.uv
|
||||||
pypkgs.qdarkstyle
|
python312Packages.qdarkstyle
|
||||||
pypkgs.rapidfuzz
|
python312Packages.rapidfuzz
|
||||||
pypkgs.pyqt6
|
python312Packages.pyqt6
|
||||||
pypkgs.qtpy
|
python312Packages.qtpy
|
||||||
];
|
];
|
||||||
src = null;
|
src = null;
|
||||||
shellHook = ''
|
shellHook = ''
|
||||||
|
|
@ -114,11 +113,11 @@ stdenv.mkDerivation {
|
||||||
|
|
||||||
export LD_LIBRARY_PATH
|
export LD_LIBRARY_PATH
|
||||||
|
|
||||||
RPDFUZZ_PATH="${rapidfuzzStorePath}/lib/python3.13/site-packages"
|
RPDFUZZ_PATH="${rapidfuzzStorePath}/lib/python3.12/site-packages"
|
||||||
QDRKSTYLE_PATH="${qdarkstyleStorePath}/lib/python3.13/site-packages"
|
QDRKSTYLE_PATH="${qdarkstyleStorePath}/lib/python3.12/site-packages"
|
||||||
QTPY_PATH="${qtpyStorePath}/lib/python3.13/site-packages"
|
QTPY_PATH="${qtpyStorePath}/lib/python3.12/site-packages"
|
||||||
PYQT6_PATH="${pyqt6StorePath}/lib/python3.13/site-packages"
|
PYQT6_PATH="${pyqt6StorePath}/lib/python3.12/site-packages"
|
||||||
PYQT6_SIP_PATH="${pyqt6SipStorePath}/lib/python3.13/site-packages"
|
PYQT6_SIP_PATH="${pyqt6SipStorePath}/lib/python3.12/site-packages"
|
||||||
|
|
||||||
PATCH="$PATCH:$RPDFUZZ_PATH"
|
PATCH="$PATCH:$RPDFUZZ_PATH"
|
||||||
PATCH="$PATCH:$QDRKSTYLE_PATH"
|
PATCH="$PATCH:$QDRKSTYLE_PATH"
|
||||||
|
|
@ -128,8 +127,8 @@ stdenv.mkDerivation {
|
||||||
|
|
||||||
export PATCH
|
export PATCH
|
||||||
|
|
||||||
# install all dev and extras
|
# Install deps
|
||||||
uv sync --dev --all-extras
|
uv lock
|
||||||
|
|
||||||
'';
|
'';
|
||||||
}
|
}
|
||||||
|
|
|
||||||
|
|
@ -1,138 +1,30 @@
|
||||||
running ``ib`` gateway in ``docker``
|
running ``ib`` gateway in ``docker``
|
||||||
------------------------------------
|
------------------------------------
|
||||||
We have a config based on a well maintained community
|
We have a config based on the (now defunct)
|
||||||
image from `@gnzsnz`:
|
image from "waytrade":
|
||||||
|
|
||||||
https://github.com/gnzsnz/ib-gateway-docker
|
https://github.com/waytrade/ib-gateway-docker
|
||||||
|
|
||||||
|
To startup this image with our custom settings
|
||||||
To startup this image simply run the command::
|
simply run the command::
|
||||||
|
|
||||||
docker compose up
|
docker compose up
|
||||||
|
|
||||||
(For further usage^ see the official `docker-compose`_ docs)
|
And you should have the following socket-available services:
|
||||||
|
|
||||||
|
- ``x11vnc1@127.0.0.1:3003``
|
||||||
And you should have the following socket-available services by
|
|
||||||
default:
|
|
||||||
|
|
||||||
- ``x11vnc1 @ 127.0.0.1:5900``
|
|
||||||
- ``ib-gw@127.0.0.1:4002``
|
- ``ib-gw@127.0.0.1:4002``
|
||||||
|
|
||||||
You can now attach to the container via a VNC client with password-auth;
|
You can attach to the container via a VNC client
|
||||||
here is an example using ``vncclient`` on ``linux``::
|
without password auth.
|
||||||
|
|
||||||
vncviewer localhost:5900
|
SECURITY STUFF!?!?!
|
||||||
|
-------------------
|
||||||
now enter the pw (password) you set via an (see second code blob)
|
Though "``ib``" claims they host filter connections outside
|
||||||
`.env file`_ or pw-file according to the `credentials section`_.
|
localhost (aka ``127.0.0.1``) it's probably better if you filter
|
||||||
|
the socket at the OS level using a stateless firewall rule::
|
||||||
If you want to change away from their default config see the example
|
|
||||||
`docker-compose.yml`-config issue and config-section of the readme,
|
|
||||||
|
|
||||||
- https://github.com/gnzsnz/ib-gateway-docker?tab=readme-ov-file#configuration
|
|
||||||
- https://github.com/gnzsnz/ib-gateway-docker/discussions/103
|
|
||||||
|
|
||||||
.. _.env file: https://github.com/gnzsnz/ib-gateway-docker?tab=readme-ov-file#how-to-use-it
|
|
||||||
.. _docker-compose: https://docs.docker.com/compose/
|
|
||||||
.. _credentials section: https://github.com/gnzsnz/ib-gateway-docker?tab=readme-ov-file#credentials
|
|
||||||
|
|
||||||
|
|
||||||
Connecting to the API from `piker`
|
|
||||||
---------------------------------
|
|
||||||
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),
|
|
||||||
|
|
||||||
.. code:: toml
|
|
||||||
|
|
||||||
[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 = [
|
|
||||||
'127.0.0.1',
|
|
||||||
]
|
|
||||||
ports = [
|
|
||||||
4002, # gw
|
|
||||||
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.
|
|
||||||
prefer_data_account = [
|
|
||||||
'paper',
|
|
||||||
'margin',
|
|
||||||
'ira',
|
|
||||||
]
|
|
||||||
|
|
||||||
# define "aliases" (names) for each account number
|
|
||||||
# such that the names can be reffed and logged throughout
|
|
||||||
# `piker.accounting` subsys and more easily
|
|
||||||
# referred to by the user.
|
|
||||||
#
|
|
||||||
# These keys will be the set exposed through the order-mode
|
|
||||||
# account-selection UI so that numbers are never shown.
|
|
||||||
[ib.accounts]
|
|
||||||
paper = 'XX0000000'
|
|
||||||
margin = 'X0000000'
|
|
||||||
ira = 'X0000000'
|
|
||||||
|
|
||||||
|
|
||||||
the broker daemon can also connect to the container's VNC server for
|
|
||||||
added functionalies including,
|
|
||||||
|
|
||||||
- viewing the API endpoint program's GUI for manual interventions,
|
|
||||||
- workarounds for historical data throttling using hotkey hacks,
|
|
||||||
|
|
||||||
Add a further section to `brokers.toml` which maps each API-ep's
|
|
||||||
port to a table of VNC server connection info like,
|
|
||||||
|
|
||||||
.. code:: toml
|
|
||||||
|
|
||||||
[ib.vnc_addrs]
|
|
||||||
4002 = {host = 'localhost', port = 5900, pw = 'doggy'}
|
|
||||||
|
|
||||||
The `pw = 'doggy'` here ^ should the same value as the particular
|
|
||||||
container instances `.env` file setting (when it was run),
|
|
||||||
|
|
||||||
.. code:: ini
|
|
||||||
|
|
||||||
VNC_SERVER_PASSWORD='doggy'
|
|
||||||
|
|
||||||
|
|
||||||
IF you also want to run ``TWS``
|
|
||||||
-------------------------------
|
|
||||||
You can also run it containerized,
|
|
||||||
|
|
||||||
https://github.com/gnzsnz/ib-gateway-docker?tab=readme-ov-file#using-tws
|
|
||||||
|
|
||||||
|
|
||||||
SECURITY stuff (advanced, only if you're paranoid)
|
|
||||||
--------------------------------------------------
|
|
||||||
First and foremost if doing a "distributed" container setup where you
|
|
||||||
run the ``ib-gw`` docker container and your connecting API client
|
|
||||||
(likely ``ib_async`` from python) on **different hosts** be sure to
|
|
||||||
read the `security considerations`_ section!
|
|
||||||
|
|
||||||
And for a further (somewhat paranoid) perspective from
|
|
||||||
a long-time-ago serious devops eng..
|
|
||||||
|
|
||||||
Though "``ib``" claims they filter remote host connections outside
|
|
||||||
``localhost`` (aka ``127.0.0.1`` on ipv4) it's prolly justified if
|
|
||||||
you'd like to filter the socket at the *OS level* using a stateless
|
|
||||||
firewall rule::
|
|
||||||
|
|
||||||
ip rule add not unicast iif lo to 0.0.0.0/0 dport 4002
|
ip rule add not unicast iif lo to 0.0.0.0/0 dport 4002
|
||||||
|
|
||||||
|
We will soon have this baked into our own custom image but for
|
||||||
We will soon have this either baked into our own custom derivative
|
now you'll have to do it urself dawgy.
|
||||||
image (or patched into the current upstream one after further testin)
|
|
||||||
but for now you'll have to do it urself, diggity dawg.
|
|
||||||
|
|
||||||
.. _security considerations: https://github.com/gnzsnz/ib-gateway-docker?tab=readme-ov-file#security-considerations
|
|
||||||
|
|
|
||||||
|
|
@ -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
|
|
||||||
|
|
||||||
services:
|
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
|
target: /root/scripts/run_x11_vnc.sh
|
||||||
read_only: true
|
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
|
||||||
|
|
|
||||||
|
|
@ -0,0 +1,239 @@
|
||||||
|
#!/usr/bin/env python
|
||||||
|
from decimal import (
|
||||||
|
Decimal,
|
||||||
|
)
|
||||||
|
import trio
|
||||||
|
import tractor
|
||||||
|
from datetime import datetime
|
||||||
|
from pprint import pformat
|
||||||
|
from piker.brokers.deribit.api import (
|
||||||
|
get_client,
|
||||||
|
maybe_open_oi_feed,
|
||||||
|
)
|
||||||
|
import sys
|
||||||
|
import pyqtgraph as pg
|
||||||
|
from PyQt6 import QtCore
|
||||||
|
from pyqtgraph import ScatterPlotItem, InfiniteLine
|
||||||
|
from PyQt6.QtWidgets import QApplication
|
||||||
|
|
||||||
|
def check_if_complete(
|
||||||
|
oi: dict[str, dict[str, Decimal | None]]
|
||||||
|
) -> bool:
|
||||||
|
return all(
|
||||||
|
oi[strike]['C'] is not None
|
||||||
|
and
|
||||||
|
oi[strike]['P'] is not None for strike in oi
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
async def max_pain_daemon(
|
||||||
|
) -> None:
|
||||||
|
oi_by_strikes: dict[str, dict[str, Decimal | None]]
|
||||||
|
instruments: list[Symbol] = []
|
||||||
|
expiry_dates: list[str]
|
||||||
|
expiry_date: str
|
||||||
|
currency: str = 'btc'
|
||||||
|
kind: str = 'option'
|
||||||
|
|
||||||
|
async with get_client(
|
||||||
|
) as client:
|
||||||
|
expiry_dates: list[str] = await client.get_expiration_dates(
|
||||||
|
currency=currency,
|
||||||
|
kind=kind
|
||||||
|
)
|
||||||
|
|
||||||
|
print(f'Available expiration dates for {currency}-{kind}:')
|
||||||
|
print(f'{expiry_dates}')
|
||||||
|
expiry_date = input('Please enter a valid expiration date: ').upper()
|
||||||
|
print('Starting little daemon...')
|
||||||
|
|
||||||
|
oi_by_strikes: dict[str, dict[str, Decimal]]
|
||||||
|
instruments = await client.get_instruments(
|
||||||
|
expiry_date=expiry_date,
|
||||||
|
)
|
||||||
|
oi_by_strikes = client.get_strikes_dict(instruments)
|
||||||
|
|
||||||
|
|
||||||
|
def get_total_intrinsic_values(
|
||||||
|
oi_by_strikes: dict[str, dict[str, Decimal]]
|
||||||
|
) -> dict[str, dict[str, Decimal]]:
|
||||||
|
call_cash: Decimal = Decimal(0)
|
||||||
|
put_cash: Decimal = Decimal(0)
|
||||||
|
intrinsic_values: dict[str, dict[str, Decimal]] = {}
|
||||||
|
closes: list = sorted(Decimal(close) for close in oi_by_strikes)
|
||||||
|
|
||||||
|
for strike, oi in oi_by_strikes.items():
|
||||||
|
s = Decimal(strike)
|
||||||
|
call_cash = sum(max(0, (s - c) * oi_by_strikes[str(c)]['C']) for c in closes)
|
||||||
|
put_cash = sum(max(0, (c - s) * oi_by_strikes[str(c)]['P']) for c in closes)
|
||||||
|
|
||||||
|
intrinsic_values[strike] = {
|
||||||
|
'C': call_cash,
|
||||||
|
'P': put_cash,
|
||||||
|
'total': call_cash + put_cash,
|
||||||
|
}
|
||||||
|
|
||||||
|
return intrinsic_values
|
||||||
|
|
||||||
|
def get_intrinsic_value_and_max_pain(
|
||||||
|
intrinsic_values: dict[str, dict[str, Decimal]]
|
||||||
|
):
|
||||||
|
# We meed to find the lowest value, so we start at
|
||||||
|
# infinity to ensure that, and the max_pain must be
|
||||||
|
# an amount greater than zero.
|
||||||
|
total_intrinsic_value: Decimal = Decimal('Infinity')
|
||||||
|
max_pain: Decimal = Decimal(0)
|
||||||
|
|
||||||
|
for strike, oi in oi_by_strikes.items():
|
||||||
|
s = Decimal(strike)
|
||||||
|
if intrinsic_values[strike]['total'] < total_intrinsic_value:
|
||||||
|
total_intrinsic_value = intrinsic_values[strike]['total']
|
||||||
|
max_pain = s
|
||||||
|
|
||||||
|
return total_intrinsic_value, max_pain
|
||||||
|
|
||||||
|
def plot_graph(
|
||||||
|
oi_by_strikes: dict[str, dict[str, Decimal]],
|
||||||
|
plot,
|
||||||
|
):
|
||||||
|
"""Update the bar graph with new open interest data."""
|
||||||
|
plot.clear()
|
||||||
|
|
||||||
|
intrinsic_values = get_total_intrinsic_values(oi_by_strikes)
|
||||||
|
|
||||||
|
for strike_str in sorted(oi_by_strikes, key=lambda x: int(x)):
|
||||||
|
strike = int(strike_str)
|
||||||
|
calls_val = float(oi_by_strikes[strike_str]['C'])
|
||||||
|
puts_val = float(oi_by_strikes[strike_str]['P'])
|
||||||
|
|
||||||
|
bar_c = pg.BarGraphItem(
|
||||||
|
x=[strike - 100],
|
||||||
|
height=[calls_val],
|
||||||
|
width=200,
|
||||||
|
pen='w',
|
||||||
|
brush=(0, 0, 255, 150)
|
||||||
|
)
|
||||||
|
plot.addItem(bar_c)
|
||||||
|
|
||||||
|
bar_p = pg.BarGraphItem(
|
||||||
|
x=[strike + 100],
|
||||||
|
height=[puts_val],
|
||||||
|
width=200,
|
||||||
|
pen='w',
|
||||||
|
brush=(255, 0, 0, 150)
|
||||||
|
)
|
||||||
|
plot.addItem(bar_p)
|
||||||
|
|
||||||
|
total_val = float(intrinsic_values[strike_str]['total']) / 100000
|
||||||
|
|
||||||
|
scatter_iv = ScatterPlotItem(
|
||||||
|
x=[strike],
|
||||||
|
y=[total_val],
|
||||||
|
pen=pg.mkPen(color=(0, 255, 0), width=2),
|
||||||
|
brush=pg.mkBrush(0, 255, 0, 150),
|
||||||
|
size=3,
|
||||||
|
symbol='o'
|
||||||
|
)
|
||||||
|
plot.addItem(scatter_iv)
|
||||||
|
|
||||||
|
_, max_pain = get_intrinsic_value_and_max_pain(intrinsic_values)
|
||||||
|
|
||||||
|
vertical_line = InfiniteLine(
|
||||||
|
pos=max_pain,
|
||||||
|
angle=90,
|
||||||
|
pen=pg.mkPen(color='yellow', width=1, style=QtCore.Qt.PenStyle.DotLine),
|
||||||
|
label=f'Max pain: {max_pain:,.0f}',
|
||||||
|
labelOpts={
|
||||||
|
'position': 0.85,
|
||||||
|
'color': 'yellow',
|
||||||
|
'movable': True
|
||||||
|
}
|
||||||
|
)
|
||||||
|
plot.addItem(vertical_line)
|
||||||
|
|
||||||
|
def update_oi_by_strikes(msg: tuple):
|
||||||
|
nonlocal oi_by_strikes
|
||||||
|
if 'oi' == msg[0]:
|
||||||
|
strike_price = msg[1]['strike_price']
|
||||||
|
option_type = msg[1]['option_type']
|
||||||
|
open_interest = msg[1]['open_interest']
|
||||||
|
oi_by_strikes.setdefault(
|
||||||
|
strike_price, {}
|
||||||
|
).update(
|
||||||
|
{option_type: open_interest}
|
||||||
|
)
|
||||||
|
|
||||||
|
def get_max_pain(
|
||||||
|
oi_by_strikes: dict[str, dict[str, Decimal]]
|
||||||
|
) -> dict[str, str | Decimal]:
|
||||||
|
'''
|
||||||
|
This method requires only the strike_prices and oi for call
|
||||||
|
and puts, the closes list are the same as the strike_prices
|
||||||
|
the idea is to sum all the calls and puts cash for each strike
|
||||||
|
and the ITM strikes from that strike, the lowest value is what we
|
||||||
|
are looking for the intrinsic value.
|
||||||
|
|
||||||
|
'''
|
||||||
|
|
||||||
|
nonlocal timestamp
|
||||||
|
|
||||||
|
intrinsic_values = get_total_intrinsic_values(oi_by_strikes)
|
||||||
|
|
||||||
|
total_intrinsic_value, max_pain = get_intrinsic_value_and_max_pain(intrinsic_values)
|
||||||
|
|
||||||
|
return {
|
||||||
|
'timestamp': timestamp,
|
||||||
|
'expiry_date': expiry_date,
|
||||||
|
'total_intrinsic_value': total_intrinsic_value,
|
||||||
|
'max_pain': max_pain,
|
||||||
|
}
|
||||||
|
|
||||||
|
async with maybe_open_oi_feed(
|
||||||
|
instruments,
|
||||||
|
) as oi_feed:
|
||||||
|
# Initialize QApplication
|
||||||
|
app = QApplication(sys.argv)
|
||||||
|
|
||||||
|
win = pg.GraphicsLayoutWidget(show=True)
|
||||||
|
win.setWindowTitle('Calls (blue) vs Puts (red)')
|
||||||
|
|
||||||
|
plot = win.addPlot(title='OI by Strikes')
|
||||||
|
plot.showGrid(x=True, y=True)
|
||||||
|
print('Plot initialized...')
|
||||||
|
|
||||||
|
async for msg in oi_feed:
|
||||||
|
|
||||||
|
update_oi_by_strikes(msg)
|
||||||
|
if check_if_complete(oi_by_strikes):
|
||||||
|
if 'oi' == msg[0]:
|
||||||
|
timestamp = msg[1]['timestamp']
|
||||||
|
max_pain = get_max_pain(oi_by_strikes)
|
||||||
|
intrinsic_values = get_total_intrinsic_values(oi_by_strikes)
|
||||||
|
|
||||||
|
# graph here
|
||||||
|
plot_graph(oi_by_strikes, plot)
|
||||||
|
|
||||||
|
print('-----------------------------------------------')
|
||||||
|
print(f'timestamp: {datetime.fromtimestamp(max_pain['timestamp'])}')
|
||||||
|
print(f'expiry_date: {max_pain['expiry_date']}')
|
||||||
|
print(f'max_pain: {max_pain['max_pain']:,.0f}')
|
||||||
|
print(f'total intrinsic value: {max_pain['total_intrinsic_value']:,.0f}')
|
||||||
|
print('-----------------------------------------------')
|
||||||
|
|
||||||
|
# Process GUI events to keep the window responsive
|
||||||
|
app.processEvents()
|
||||||
|
|
||||||
|
|
||||||
|
async def main():
|
||||||
|
|
||||||
|
async with tractor.open_nursery() as n:
|
||||||
|
|
||||||
|
p: tractor.Portal = await n.start_actor(
|
||||||
|
'max_pain_daemon',
|
||||||
|
enable_modules=[__name__],
|
||||||
|
infect_asyncio=True,
|
||||||
|
)
|
||||||
|
await p.run(max_pain_daemon)
|
||||||
|
|
||||||
|
if __name__ == '__main__':
|
||||||
|
trio.run(main)
|
||||||
|
|
@ -0,0 +1,19 @@
|
||||||
|
## Max Pain Calculation for Deribit Options
|
||||||
|
|
||||||
|
This feature, which calculates the max pain point for options traded on the Deribit exchange using cryptofeed library.
|
||||||
|
|
||||||
|
- Functions in the api module for fetching options data from Deribit. [commit](https://pikers.dev/pikers/piker/commit/da55856dd2876291f55a06eb0561438a912d8241)
|
||||||
|
|
||||||
|
- Compute the max pain point based on open interest data using deribit's api. [commit](https://pikers.dev/pikers/piker/commit/0d9d6e15ba0edeb662ec97f7599dd66af3046b94)
|
||||||
|
|
||||||
|
### How to test it?
|
||||||
|
|
||||||
|
**Before start:** in order to get this working with `uv`, you **must** use my `tractor` [fork](https://pikers.dev/ntorres/tractor/src/branch/aio_abandons) and this branch: `aio_abandons`, the reason is that I cherry-pick the `uv_migration` that guille made, for some reason that a didn't dive into, in my system y need tractor using `uv` too. quite hacky I guess.
|
||||||
|
|
||||||
|
1. `uv lock`
|
||||||
|
|
||||||
|
2. `uv run --no-dev python examples/max_pain.py`
|
||||||
|
|
||||||
|
3. A message should be display, enter one of the expiration date available.
|
||||||
|
|
||||||
|
4. The script should be up and running.
|
||||||
127
flake.lock
127
flake.lock
|
|
@ -1,24 +1,135 @@
|
||||||
{
|
{
|
||||||
"nodes": {
|
"nodes": {
|
||||||
"nixpkgs": {
|
"flake-utils": {
|
||||||
|
"inputs": {
|
||||||
|
"systems": "systems"
|
||||||
|
},
|
||||||
"locked": {
|
"locked": {
|
||||||
"lastModified": 1765779637,
|
"lastModified": 1689068808,
|
||||||
"narHash": "sha256-KJ2wa/BLSrTqDjbfyNx70ov/HdgNBCBBSQP3BIzKnv4=",
|
"narHash": "sha256-6ixXo3wt24N/melDWjq70UuHQLxGV8jZvooRanIHXw0=",
|
||||||
"owner": "nixos",
|
"owner": "numtide",
|
||||||
"repo": "nixpkgs",
|
"repo": "flake-utils",
|
||||||
"rev": "1306659b587dc277866c7b69eb97e5f07864d8c4",
|
"rev": "919d646de7be200f3bf08cb76ae1f09402b6f9b4",
|
||||||
"type": "github"
|
"type": "github"
|
||||||
},
|
},
|
||||||
"original": {
|
"original": {
|
||||||
"owner": "nixos",
|
"owner": "numtide",
|
||||||
|
"repo": "flake-utils",
|
||||||
|
"type": "github"
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"flake-utils_2": {
|
||||||
|
"inputs": {
|
||||||
|
"systems": "systems_2"
|
||||||
|
},
|
||||||
|
"locked": {
|
||||||
|
"lastModified": 1689068808,
|
||||||
|
"narHash": "sha256-6ixXo3wt24N/melDWjq70UuHQLxGV8jZvooRanIHXw0=",
|
||||||
|
"owner": "numtide",
|
||||||
|
"repo": "flake-utils",
|
||||||
|
"rev": "919d646de7be200f3bf08cb76ae1f09402b6f9b4",
|
||||||
|
"type": "github"
|
||||||
|
},
|
||||||
|
"original": {
|
||||||
|
"owner": "numtide",
|
||||||
|
"repo": "flake-utils",
|
||||||
|
"type": "github"
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"nix-github-actions": {
|
||||||
|
"inputs": {
|
||||||
|
"nixpkgs": [
|
||||||
|
"poetry2nix",
|
||||||
|
"nixpkgs"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
"locked": {
|
||||||
|
"lastModified": 1688870561,
|
||||||
|
"narHash": "sha256-4UYkifnPEw1nAzqqPOTL2MvWtm3sNGw1UTYTalkTcGY=",
|
||||||
|
"owner": "nix-community",
|
||||||
|
"repo": "nix-github-actions",
|
||||||
|
"rev": "165b1650b753316aa7f1787f3005a8d2da0f5301",
|
||||||
|
"type": "github"
|
||||||
|
},
|
||||||
|
"original": {
|
||||||
|
"owner": "nix-community",
|
||||||
|
"repo": "nix-github-actions",
|
||||||
|
"type": "github"
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"nixpkgs": {
|
||||||
|
"locked": {
|
||||||
|
"lastModified": 1692174805,
|
||||||
|
"narHash": "sha256-xmNPFDi/AUMIxwgOH/IVom55Dks34u1g7sFKKebxUm0=",
|
||||||
|
"owner": "NixOS",
|
||||||
|
"repo": "nixpkgs",
|
||||||
|
"rev": "caac0eb6bdcad0b32cb2522e03e4002c8975c62e",
|
||||||
|
"type": "github"
|
||||||
|
},
|
||||||
|
"original": {
|
||||||
|
"owner": "NixOS",
|
||||||
"ref": "nixos-unstable",
|
"ref": "nixos-unstable",
|
||||||
"repo": "nixpkgs",
|
"repo": "nixpkgs",
|
||||||
"type": "github"
|
"type": "github"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
|
"poetry2nix": {
|
||||||
|
"inputs": {
|
||||||
|
"flake-utils": "flake-utils_2",
|
||||||
|
"nix-github-actions": "nix-github-actions",
|
||||||
|
"nixpkgs": [
|
||||||
|
"nixpkgs"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
"locked": {
|
||||||
|
"lastModified": 1692048894,
|
||||||
|
"narHash": "sha256-cDw03rso2V4CDc3Mll0cHN+ztzysAvdI8pJ7ybbz714=",
|
||||||
|
"ref": "refs/heads/pyqt6",
|
||||||
|
"rev": "b059ad4c3051f45d6c912e17747aae37a9ec1544",
|
||||||
|
"revCount": 2276,
|
||||||
|
"type": "git",
|
||||||
|
"url": "file:///home/lord_fomo/repos/poetry2nix"
|
||||||
|
},
|
||||||
|
"original": {
|
||||||
|
"type": "git",
|
||||||
|
"url": "file:///home/lord_fomo/repos/poetry2nix"
|
||||||
|
}
|
||||||
|
},
|
||||||
"root": {
|
"root": {
|
||||||
"inputs": {
|
"inputs": {
|
||||||
"nixpkgs": "nixpkgs"
|
"flake-utils": "flake-utils",
|
||||||
|
"nixpkgs": "nixpkgs",
|
||||||
|
"poetry2nix": "poetry2nix"
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"systems": {
|
||||||
|
"locked": {
|
||||||
|
"lastModified": 1681028828,
|
||||||
|
"narHash": "sha256-Vy1rq5AaRuLzOxct8nz4T6wlgyUR7zLU309k9mBC768=",
|
||||||
|
"owner": "nix-systems",
|
||||||
|
"repo": "default",
|
||||||
|
"rev": "da67096a3b9bf56a91d16901293e51ba5b49a27e",
|
||||||
|
"type": "github"
|
||||||
|
},
|
||||||
|
"original": {
|
||||||
|
"owner": "nix-systems",
|
||||||
|
"repo": "default",
|
||||||
|
"type": "github"
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"systems_2": {
|
||||||
|
"locked": {
|
||||||
|
"lastModified": 1681028828,
|
||||||
|
"narHash": "sha256-Vy1rq5AaRuLzOxct8nz4T6wlgyUR7zLU309k9mBC768=",
|
||||||
|
"owner": "nix-systems",
|
||||||
|
"repo": "default",
|
||||||
|
"rev": "da67096a3b9bf56a91d16901293e51ba5b49a27e",
|
||||||
|
"type": "github"
|
||||||
|
},
|
||||||
|
"original": {
|
||||||
|
"owner": "nix-systems",
|
||||||
|
"repo": "default",
|
||||||
|
"type": "github"
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
|
|
|
||||||
243
flake.nix
243
flake.nix
|
|
@ -1,103 +1,180 @@
|
||||||
# An "impure" template thx to `pyproject.nix`,
|
# NOTE: to convert to a poetry2nix env like this here are the
|
||||||
# https://pyproject-nix.github.io/pyproject.nix/templates.html#impure
|
# steps:
|
||||||
# https://github.com/pyproject-nix/pyproject.nix/blob/master/templates/impure/flake.nix
|
# - install poetry in your system nix config
|
||||||
{
|
# - convert the repo to use poetry using `poetry init`:
|
||||||
description = "An impure `piker` overlay using `uv` with Nix(OS)";
|
# https://python-poetry.org/docs/basic-usage/#initialising-a-pre-existing-project
|
||||||
|
# - then manually ensuring all deps are converted over:
|
||||||
|
# - add this file to the repo and commit it
|
||||||
|
# -
|
||||||
|
|
||||||
inputs = {
|
# GROKin tips:
|
||||||
nixpkgs.url = "github:nixos/nixpkgs/nixos-unstable";
|
# - CLI eps are (ostensibly) added via an `entry_points.txt`:
|
||||||
|
# - https://packaging.python.org/en/latest/specifications/entry-points/#file-format
|
||||||
|
# - https://github.com/nix-community/poetry2nix/blob/master/editable.nix#L49
|
||||||
|
{
|
||||||
|
description = "piker: trading gear for hackers (pkged with poetry2nix)";
|
||||||
|
|
||||||
|
inputs.flake-utils.url = "github:numtide/flake-utils";
|
||||||
|
inputs.nixpkgs.url = "github:NixOS/nixpkgs/nixos-unstable";
|
||||||
|
|
||||||
|
# see https://github.com/nix-community/poetry2nix/tree/master#api
|
||||||
|
inputs.poetry2nix = {
|
||||||
|
# url = "github:nix-community/poetry2nix";
|
||||||
|
# url = "github:K900/poetry2nix/qt5-explicit-deps";
|
||||||
|
url = "/home/lord_fomo/repos/poetry2nix";
|
||||||
|
|
||||||
|
inputs.nixpkgs.follows = "nixpkgs";
|
||||||
};
|
};
|
||||||
|
|
||||||
outputs =
|
outputs = {
|
||||||
{ nixpkgs, ... }:
|
self,
|
||||||
|
nixpkgs,
|
||||||
|
flake-utils,
|
||||||
|
poetry2nix,
|
||||||
|
}:
|
||||||
|
# TODO: build cross-OS and use the `${system}` var thingy..
|
||||||
|
flake-utils.lib.eachDefaultSystem (system:
|
||||||
let
|
let
|
||||||
inherit (nixpkgs) lib;
|
# use PWD as sources
|
||||||
forAllSystems = lib.genAttrs lib.systems.flakeExposed;
|
projectDir = ./.;
|
||||||
in
|
pyproject = ./pyproject.toml;
|
||||||
{
|
poetrylock = ./poetry.lock;
|
||||||
devShells = forAllSystems (
|
|
||||||
system:
|
|
||||||
let
|
|
||||||
pkgs = nixpkgs.legacyPackages.${system};
|
|
||||||
|
|
||||||
# do store-path extractions
|
# TODO: port to 3.11 and support both versions?
|
||||||
qt6baseStorePath = lib.getLib pkgs.qt6.qtbase;
|
python = "python3.10";
|
||||||
# ?TODO? can remove below since manual linking not needed?
|
|
||||||
# qt6QtWaylandStorePath = lib.getLib pkgs.qt6.qtwayland;
|
|
||||||
|
|
||||||
# XXX NOTE XXX, for now we overlay specific pkgs via
|
# for more functions and examples.
|
||||||
# a major-version-pinned-`cpython`
|
# inherit
|
||||||
cpython = "python313";
|
# (poetry2nix.legacyPackages.${system})
|
||||||
pypkgs = pkgs."${cpython}Packages";
|
# mkPoetryApplication;
|
||||||
in
|
# pkgs = nixpkgs.legacyPackages.${system};
|
||||||
{
|
|
||||||
default = pkgs.mkShell {
|
|
||||||
|
|
||||||
packages = with pkgs; [
|
pkgs = nixpkgs.legacyPackages.x86_64-linux;
|
||||||
# XXX, ensure sh completions active!
|
lib = pkgs.lib;
|
||||||
bashInteractive
|
p2npkgs = poetry2nix.legacyPackages.x86_64-linux;
|
||||||
bash-completion
|
|
||||||
|
|
||||||
# dev utils
|
# define all pkg overrides per dep, see edgecases.md:
|
||||||
ruff
|
# https://github.com/nix-community/poetry2nix/blob/master/docs/edgecases.md
|
||||||
pypkgs.ruff
|
# TODO: add these into the json file:
|
||||||
|
# https://github.com/nix-community/poetry2nix/blob/master/overrides/build-systems.json
|
||||||
|
pypkgs-build-requirements = {
|
||||||
|
asyncvnc = [ "setuptools" ];
|
||||||
|
eventkit = [ "setuptools" ];
|
||||||
|
ib-insync = [ "setuptools" "flake8" ];
|
||||||
|
msgspec = [ "setuptools"];
|
||||||
|
pdbp = [ "setuptools" ];
|
||||||
|
pyqt6-sip = [ "setuptools" ];
|
||||||
|
tabcompleter = [ "setuptools" ];
|
||||||
|
tractor = [ "setuptools" ];
|
||||||
|
tricycle = [ "setuptools" ];
|
||||||
|
trio-typing = [ "setuptools" ];
|
||||||
|
trio-util = [ "setuptools" ];
|
||||||
|
xonsh = [ "setuptools" ];
|
||||||
|
};
|
||||||
|
|
||||||
qt6.qtwayland
|
# auto-generate override entries
|
||||||
qt6.qtbase
|
p2n-overrides = p2npkgs.defaultPoetryOverrides.extend (self: super:
|
||||||
|
builtins.mapAttrs (package: build-requirements:
|
||||||
|
(builtins.getAttr package super).overridePythonAttrs (old: {
|
||||||
|
buildInputs = (
|
||||||
|
old.buildInputs or [ ]
|
||||||
|
) ++ (
|
||||||
|
builtins.map (
|
||||||
|
pkg: if builtins.isString pkg then builtins.getAttr pkg super else pkg
|
||||||
|
) build-requirements
|
||||||
|
);
|
||||||
|
})
|
||||||
|
) pypkgs-build-requirements
|
||||||
|
);
|
||||||
|
|
||||||
uv
|
# override some ahead-of-time compiled extensions
|
||||||
python313 # ?TODO^ how to set from `cpython` above?
|
# to be built with their wheels.
|
||||||
pypkgs.pyqt6
|
ahot_overrides = p2n-overrides.extend(
|
||||||
pypkgs.pyqt6-sip
|
final: prev: {
|
||||||
pypkgs.qtpy
|
|
||||||
pypkgs.qdarkstyle
|
|
||||||
pypkgs.rapidfuzz
|
|
||||||
];
|
|
||||||
|
|
||||||
shellHook = ''
|
# llvmlite = prev.llvmlite.override {
|
||||||
# unmask to debug **this** dev-shell-hook
|
# preferWheel = false;
|
||||||
# set -e
|
# };
|
||||||
|
|
||||||
# set qt-base/plugin path(s)
|
# TODO: get this workin with p2n and nixpkgs..
|
||||||
QTBASE_PATH="${qt6baseStorePath}/lib"
|
# pyqt6 = prev.pyqt6.override {
|
||||||
QT_PLUGIN_PATH="${qt6baseStorePath}/lib/qt-6/plugins"
|
# preferWheel = true;
|
||||||
QT_QPA_PLATFORM_PLUGIN_PATH="$QT_PLUGIN_PATH/platforms"
|
# };
|
||||||
|
|
||||||
# link in Qt cc lib paths from <nixpkgs>
|
# NOTE: this DOESN'T work atm but after a fix
|
||||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QTBASE_PATH"
|
# to poetry2nix, it will and actually this line
|
||||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_PLUGIN_PATH"
|
# won't be needed - thanks @k900:
|
||||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_QPA_PLATFORM_PLUGIN_PATH"
|
# https://github.com/nix-community/poetry2nix/pull/1257
|
||||||
|
pyqt5 = prev.pyqt5.override {
|
||||||
|
# withWebkit = false;
|
||||||
|
preferWheel = true;
|
||||||
|
};
|
||||||
|
|
||||||
# link-in c++ stdlib for various AOT-ext-pkgs (numpy, etc.)
|
# see PR from @k900:
|
||||||
LD_LIBRARY_PATH="${pkgs.stdenv.cc.cc.lib}/lib:$LD_LIBRARY_PATH"
|
# https://github.com/nix-community/poetry2nix/pull/1257
|
||||||
|
# pyqt5-qt5 = prev.pyqt5-qt5.override {
|
||||||
|
# withWebkit = false;
|
||||||
|
# preferWheel = true;
|
||||||
|
# };
|
||||||
|
|
||||||
export LD_LIBRARY_PATH
|
# TODO: patch in an override for polars to build
|
||||||
|
# from src! See the details likely needed from
|
||||||
# RUNTIME-SETTINGS
|
# the cryptography entry:
|
||||||
#
|
# https://github.com/nix-community/poetry2nix/blob/master/overrides/default.nix#L426-L435
|
||||||
# ------ Qt ------
|
polars = prev.polars.override {
|
||||||
# XXX, unmask to debug qt .so linking/loading deats
|
preferWheel = true;
|
||||||
# export QT_DEBUG_PLUGINS=1
|
|
||||||
#
|
|
||||||
# ALSO, for *modern linux* DEs,
|
|
||||||
# - maybe set wayland-mode (TODO, parametrtize this!)
|
|
||||||
# * a chosen wayland-mode shell-integration
|
|
||||||
export QT_QPA_PLATFORM="wayland"
|
|
||||||
export QT_WAYLAND_SHELL_INTEGRATION="xdg-shell"
|
|
||||||
|
|
||||||
# ------ uv ------
|
|
||||||
# - always use the ./py313/ venv-subdir
|
|
||||||
export UV_PROJECT_ENVIRONMENT="py313"
|
|
||||||
# sync project-env with all extras
|
|
||||||
uv sync --dev --all-extras --no-group lint
|
|
||||||
|
|
||||||
# ------ TIPS ------
|
|
||||||
# NOTE, to launch the py-venv installed `xonsh` (like @goodboy)
|
|
||||||
# run the `nix develop` cmd with,
|
|
||||||
# >> nix develop -c uv run xonsh
|
|
||||||
'';
|
|
||||||
};
|
};
|
||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
|
# WHY!? -> output-attrs that `nix develop` scans for:
|
||||||
|
# https://nixos.org/manual/nix/stable/command-ref/new-cli/nix3-develop.html#flake-output-attributes
|
||||||
|
in
|
||||||
|
rec {
|
||||||
|
packages = {
|
||||||
|
# piker = poetry2nix.legacyPackages.x86_64-linux.mkPoetryEditablePackage {
|
||||||
|
# editablePackageSources = { piker = ./piker; };
|
||||||
|
|
||||||
|
piker = p2npkgs.mkPoetryApplication {
|
||||||
|
projectDir = projectDir;
|
||||||
|
|
||||||
|
# SEE ABOVE for auto-genned input set, override
|
||||||
|
# buncha deps with extras.. like `setuptools` mostly.
|
||||||
|
# TODO: maybe propose a patch to p2n to show that you
|
||||||
|
# can even do this in the edgecases docs?
|
||||||
|
overrides = ahot_overrides;
|
||||||
|
|
||||||
|
# XXX: won't work on llvmlite..
|
||||||
|
# preferWheels = true;
|
||||||
|
};
|
||||||
|
};
|
||||||
|
|
||||||
|
# devShells.default = pkgs.mkShell {
|
||||||
|
# projectDir = projectDir;
|
||||||
|
# python = "python3.10";
|
||||||
|
# overrides = ahot_overrides;
|
||||||
|
# inputsFrom = [ self.packages.x86_64-linux.piker ];
|
||||||
|
# packages = packages;
|
||||||
|
# # packages = [ poetry2nix.packages.${system}.poetry ];
|
||||||
|
# };
|
||||||
|
|
||||||
|
# TODO: grok the difference here..
|
||||||
|
# - avoid re-cloning git repos on every develop entry..
|
||||||
|
# - ideally allow hacking on the src code of some deps
|
||||||
|
# (tractor, pyqtgraph, tomlkit, etc.) WITHOUT having to
|
||||||
|
# re-install them every time a change is made.
|
||||||
|
# - boot a usable xonsh inside the poetry virtualenv when
|
||||||
|
# defined via a custom entry point?
|
||||||
|
devShells.default = p2npkgs.mkPoetryEnv {
|
||||||
|
# env = p2npkgs.mkPoetryEnv {
|
||||||
|
projectDir = projectDir;
|
||||||
|
python = pkgs.python310;
|
||||||
|
overrides = ahot_overrides;
|
||||||
|
editablePackageSources = packages;
|
||||||
|
# piker = "./";
|
||||||
|
# tractor = "../tractor/";
|
||||||
|
# }; # wut?
|
||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
); # end of .outputs scope
|
||||||
|
}
|
||||||
|
|
|
||||||
|
|
@ -19,10 +19,8 @@
|
||||||
for tendiez.
|
for tendiez.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
from piker.log import (
|
from ..log import get_logger
|
||||||
get_console_log,
|
|
||||||
get_logger,
|
|
||||||
)
|
|
||||||
from .calc import (
|
from .calc import (
|
||||||
iter_by_dt,
|
iter_by_dt,
|
||||||
)
|
)
|
||||||
|
|
@ -35,6 +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,
|
||||||
)
|
)
|
||||||
|
|
@ -43,6 +42,7 @@ from ._mktinfo import (
|
||||||
dec_digits,
|
dec_digits,
|
||||||
digits_to_dec,
|
digits_to_dec,
|
||||||
MktPair,
|
MktPair,
|
||||||
|
Symbol,
|
||||||
unpack_fqme,
|
unpack_fqme,
|
||||||
_derivs as DerivTypes,
|
_derivs as DerivTypes,
|
||||||
)
|
)
|
||||||
|
|
@ -53,23 +53,14 @@ from ._allocate import (
|
||||||
|
|
||||||
|
|
||||||
log = get_logger(__name__)
|
log = get_logger(__name__)
|
||||||
# ?TODO, enable console on import
|
|
||||||
# [ ] necessary? or `open_brokerd_dialog()` doing it is sufficient?
|
|
||||||
#
|
|
||||||
# bc might as well enable whenev imported by
|
|
||||||
# other sub-sys code (namely `.clearing`).
|
|
||||||
get_console_log(
|
|
||||||
level='warning',
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
# TODO, the `as <samename>` style?
|
|
||||||
__all__ = [
|
__all__ = [
|
||||||
'Account',
|
'Account',
|
||||||
'Allocator',
|
'Allocator',
|
||||||
'Asset',
|
'Asset',
|
||||||
'MktPair',
|
'MktPair',
|
||||||
'Position',
|
'Position',
|
||||||
|
'Symbol',
|
||||||
'Transaction',
|
'Transaction',
|
||||||
'TransactionLedger',
|
'TransactionLedger',
|
||||||
'dec_digits',
|
'dec_digits',
|
||||||
|
|
@ -79,6 +70,7 @@ __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',
|
||||||
|
|
|
||||||
|
|
@ -40,7 +40,7 @@ import tomli_w # for fast ledger writing
|
||||||
|
|
||||||
from piker.types import Struct
|
from piker.types import Struct
|
||||||
from piker import config
|
from piker import config
|
||||||
from piker.log import get_logger
|
from ..log import get_logger
|
||||||
from .calc import (
|
from .calc import (
|
||||||
iter_by_dt,
|
iter_by_dt,
|
||||||
)
|
)
|
||||||
|
|
@ -239,9 +239,7 @@ class TransactionLedger(UserDict):
|
||||||
|
|
||||||
symcache: SymbologyCache = self._symcache
|
symcache: SymbologyCache = self._symcache
|
||||||
towrite: dict[str, Any] = {}
|
towrite: dict[str, Any] = {}
|
||||||
for tid, txdict in self.tx_sort(
|
for tid, txdict in self.tx_sort(self.data.copy()):
|
||||||
self.data.copy()
|
|
||||||
):
|
|
||||||
# write blank-str expiry for non-expiring assets
|
# write blank-str expiry for non-expiring assets
|
||||||
if (
|
if (
|
||||||
'expiry' in txdict
|
'expiry' in txdict
|
||||||
|
|
@ -379,7 +377,7 @@ def open_trade_ledger(
|
||||||
account,
|
account,
|
||||||
dirpath=_fp,
|
dirpath=_fp,
|
||||||
)
|
)
|
||||||
cpy: dict = ledger_dict.copy()
|
cpy = ledger_dict.copy()
|
||||||
|
|
||||||
# XXX NOTE: if not provided presume we are being called from
|
# XXX NOTE: if not provided presume we are being called from
|
||||||
# sync code and need to maybe run `trio` to generate..
|
# sync code and need to maybe run `trio` to generate..
|
||||||
|
|
@ -408,13 +406,7 @@ def open_trade_ledger(
|
||||||
account=account,
|
account=account,
|
||||||
mod=mod,
|
mod=mod,
|
||||||
symcache=symcache,
|
symcache=symcache,
|
||||||
|
tx_sort=getattr(mod, 'tx_sort', tx_sort),
|
||||||
# NOTE: allow backends to provide custom ledger sorting
|
|
||||||
tx_sort=getattr(
|
|
||||||
mod,
|
|
||||||
'tx_sort',
|
|
||||||
tx_sort,
|
|
||||||
),
|
|
||||||
)
|
)
|
||||||
try:
|
try:
|
||||||
yield ledger
|
yield ledger
|
||||||
|
|
|
||||||
|
|
@ -305,8 +305,8 @@ class MktPair(Struct, frozen=True):
|
||||||
# config right?
|
# config right?
|
||||||
# src_type: AssetTypeName
|
# src_type: AssetTypeName
|
||||||
|
|
||||||
# for derivs, info describing contract, egs. strike price, call
|
# for derivs, info describing contract, egs.
|
||||||
# or put, swap type, exercise model, etc.
|
# strike price, call or put, swap type, exercise model, etc.
|
||||||
contract_info: list[str] | None = None
|
contract_info: list[str] | None = None
|
||||||
|
|
||||||
# TODO: rename to sectype since all of these can
|
# TODO: rename to sectype since all of these can
|
||||||
|
|
@ -677,3 +677,90 @@ def unpack_fqme(
|
||||||
# '.'.join([mkt_ep, venue]),
|
# '.'.join([mkt_ep, venue]),
|
||||||
suffix,
|
suffix,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
|
class Symbol(Struct):
|
||||||
|
'''
|
||||||
|
I guess this is some kinda container thing for dealing with
|
||||||
|
all the different meta-data formats from brokers?
|
||||||
|
|
||||||
|
'''
|
||||||
|
key: str
|
||||||
|
|
||||||
|
broker: str = ''
|
||||||
|
venue: str = ''
|
||||||
|
|
||||||
|
# precision descriptors for price and vlm
|
||||||
|
tick_size: Decimal = Decimal('0.01')
|
||||||
|
lot_tick_size: Decimal = Decimal('0.0')
|
||||||
|
|
||||||
|
suffix: str = ''
|
||||||
|
broker_info: dict[str, dict[str, Any]] = {}
|
||||||
|
|
||||||
|
@classmethod
|
||||||
|
def from_fqme(
|
||||||
|
cls,
|
||||||
|
fqsn: str,
|
||||||
|
info: dict[str, Any],
|
||||||
|
|
||||||
|
) -> Symbol:
|
||||||
|
broker, mktep, venue, suffix = unpack_fqme(fqsn)
|
||||||
|
tick_size = info.get('price_tick_size', 0.01)
|
||||||
|
lot_size = info.get('lot_tick_size', 0.0)
|
||||||
|
|
||||||
|
return Symbol(
|
||||||
|
broker=broker,
|
||||||
|
key=mktep,
|
||||||
|
tick_size=tick_size,
|
||||||
|
lot_tick_size=lot_size,
|
||||||
|
venue=venue,
|
||||||
|
suffix=suffix,
|
||||||
|
broker_info={broker: info},
|
||||||
|
)
|
||||||
|
|
||||||
|
@property
|
||||||
|
def type_key(self) -> str:
|
||||||
|
return list(self.broker_info.values())[0]['asset_type']
|
||||||
|
|
||||||
|
@property
|
||||||
|
def tick_size_digits(self) -> int:
|
||||||
|
return float_digits(self.tick_size)
|
||||||
|
|
||||||
|
@property
|
||||||
|
def lot_size_digits(self) -> int:
|
||||||
|
return float_digits(self.lot_tick_size)
|
||||||
|
|
||||||
|
@property
|
||||||
|
def price_tick(self) -> Decimal:
|
||||||
|
return Decimal(str(self.tick_size))
|
||||||
|
|
||||||
|
@property
|
||||||
|
def size_tick(self) -> Decimal:
|
||||||
|
return Decimal(str(self.lot_tick_size))
|
||||||
|
|
||||||
|
@property
|
||||||
|
def broker(self) -> str:
|
||||||
|
return list(self.broker_info.keys())[0]
|
||||||
|
|
||||||
|
@property
|
||||||
|
def fqme(self) -> str:
|
||||||
|
return maybe_cons_tokens([
|
||||||
|
self.key, # final "pair name" (eg. qqq[/usd], btcusdt)
|
||||||
|
self.venue,
|
||||||
|
self.suffix, # includes expiry and other con info
|
||||||
|
self.broker,
|
||||||
|
])
|
||||||
|
|
||||||
|
def quantize(
|
||||||
|
self,
|
||||||
|
size: float,
|
||||||
|
) -> Decimal:
|
||||||
|
digits = float_digits(self.lot_tick_size)
|
||||||
|
return Decimal(size).quantize(
|
||||||
|
Decimal(f'1.{"0".ljust(digits, "0")}'),
|
||||||
|
rounding=ROUND_HALF_EVEN
|
||||||
|
)
|
||||||
|
|
||||||
|
# NOTE: when cast to `str` return fqme
|
||||||
|
def __str__(self) -> str:
|
||||||
|
return self.fqme
|
||||||
|
|
|
||||||
|
|
@ -30,8 +30,7 @@ from types import ModuleType
|
||||||
from typing import (
|
from typing import (
|
||||||
Any,
|
Any,
|
||||||
Iterator,
|
Iterator,
|
||||||
Generator,
|
Generator
|
||||||
TYPE_CHECKING,
|
|
||||||
)
|
)
|
||||||
|
|
||||||
import pendulum
|
import pendulum
|
||||||
|
|
@ -60,16 +59,10 @@ from ..clearing._messages import (
|
||||||
BrokerdPosition,
|
BrokerdPosition,
|
||||||
)
|
)
|
||||||
from piker.types import Struct
|
from piker.types import Struct
|
||||||
from piker.log import (
|
|
||||||
get_logger,
|
|
||||||
)
|
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
|
||||||
from piker.data._symcache import SymbologyCache
|
from piker.data._symcache import SymbologyCache
|
||||||
|
from ..log import get_logger
|
||||||
|
|
||||||
log = get_logger(
|
log = get_logger(__name__)
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
class Position(Struct):
|
class Position(Struct):
|
||||||
|
|
@ -360,20 +353,17 @@ 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
|
||||||
|
|
@ -454,12 +444,6 @@ 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):
|
||||||
'''
|
'''
|
||||||
|
|
@ -509,17 +493,6 @@ class Account(Struct):
|
||||||
|
|
||||||
_mktmap_table: dict[str, MktPair] | None = None,
|
_mktmap_table: dict[str, MktPair] | None = None,
|
||||||
|
|
||||||
only_require: list[str]|True = True,
|
|
||||||
# ^list of fqmes that are "required" to be processed from
|
|
||||||
# this ledger pass; we often don't care about others and
|
|
||||||
# definitely shouldn't always error in such cases.
|
|
||||||
# (eg. broker backend loaded that doesn't yet supsport the
|
|
||||||
# symcache but also, inside the paper engine we don't ad-hoc
|
|
||||||
# request `get_mkt_info()` for every symbol in the ledger,
|
|
||||||
# only the one for which we're simulating against).
|
|
||||||
# TODO, not sure if there's a better soln for this, ideally
|
|
||||||
# all backends get symcache support afap i guess..
|
|
||||||
|
|
||||||
) -> dict[str, Position]:
|
) -> dict[str, Position]:
|
||||||
'''
|
'''
|
||||||
Update the internal `.pps[str, Position]` table from input
|
Update the internal `.pps[str, Position]` table from input
|
||||||
|
|
@ -562,32 +535,11 @@ class Account(Struct):
|
||||||
if _mktmap_table is None:
|
if _mktmap_table is None:
|
||||||
raise
|
raise
|
||||||
|
|
||||||
required: bool = (
|
|
||||||
only_require is True
|
|
||||||
or (
|
|
||||||
only_require is not True
|
|
||||||
and
|
|
||||||
fqme in only_require
|
|
||||||
)
|
|
||||||
)
|
|
||||||
# XXX: caller is allowed to provide a fallback
|
# XXX: caller is allowed to provide a fallback
|
||||||
# mktmap table for the case where a new position is
|
# mktmap table for the case where a new position is
|
||||||
# being added and the preloaded symcache didn't
|
# being added and the preloaded symcache didn't
|
||||||
# have this entry prior (eg. with frickin IB..)
|
# have this entry prior (eg. with frickin IB..)
|
||||||
if (
|
mkt = _mktmap_table[fqme]
|
||||||
not (mkt := _mktmap_table.get(fqme))
|
|
||||||
and
|
|
||||||
required
|
|
||||||
):
|
|
||||||
raise
|
|
||||||
|
|
||||||
elif not required:
|
|
||||||
continue
|
|
||||||
|
|
||||||
else:
|
|
||||||
# should be an entry retreived somewhere
|
|
||||||
assert mkt
|
|
||||||
|
|
||||||
|
|
||||||
if not (pos := pps.get(bs_mktid)):
|
if not (pos := pps.get(bs_mktid)):
|
||||||
|
|
||||||
|
|
@ -704,7 +656,7 @@ class Account(Struct):
|
||||||
def write_config(self) -> None:
|
def write_config(self) -> None:
|
||||||
'''
|
'''
|
||||||
Write the current account state to the user's account TOML file, normally
|
Write the current account state to the user's account TOML file, normally
|
||||||
something like `pps.toml`.
|
something like ``pps.toml``.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# TODO: show diff output?
|
# TODO: show diff output?
|
||||||
|
|
@ -744,7 +696,7 @@ 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!'
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
@ -758,7 +710,7 @@ 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,
|
||||||
|
|
@ -942,6 +894,7 @@ 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
|
||||||
|
|
@ -964,18 +917,7 @@ 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,
|
||||||
|
|
@ -987,13 +929,8 @@ 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:
|
||||||
|
|
@ -1001,6 +938,20 @@ 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 +250,33 @@ 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(
|
# XXX: should never get here..
|
||||||
f'Parser-field not found in txn\n'
|
breakpoint()
|
||||||
f'\n'
|
|
||||||
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..
|
|
||||||
# only if a ledger record has no expected sort(able)
|
|
||||||
# field will we likely hit this.. like with ze IB.
|
|
||||||
# if no sortable field just deliver epoch?
|
|
||||||
log.warning(
|
|
||||||
'No (time) sortable field for TXN:\n'
|
|
||||||
f'{tx!r}\n'
|
|
||||||
)
|
|
||||||
report: str = (
|
|
||||||
f'No supported time-field found in txn !?\n'
|
|
||||||
f'\n'
|
|
||||||
f'supported-time-fields: {parsers!r}\n'
|
|
||||||
f'\n'
|
|
||||||
f'txn: {tx!r}\n'
|
|
||||||
)
|
|
||||||
if 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 +339,6 @@ def open_ledger_dfs(
|
||||||
acctname: str,
|
acctname: str,
|
||||||
|
|
||||||
ledger: TransactionLedger | None = None,
|
ledger: TransactionLedger | None = None,
|
||||||
debug_mode: bool = False,
|
|
||||||
|
|
||||||
**kwargs,
|
**kwargs,
|
||||||
|
|
||||||
|
|
@ -421,10 +353,8 @@ 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 +446,7 @@ 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 +461,7 @@ 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 +603,7 @@ 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.
|
||||||
|
|
|
||||||
|
|
@ -21,6 +21,7 @@ CLI front end for trades ledger and position tracking management.
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
from pprint import pformat
|
from pprint import pformat
|
||||||
|
|
||||||
|
|
||||||
from rich.console import Console
|
from rich.console import Console
|
||||||
from rich.markdown import Markdown
|
from rich.markdown import Markdown
|
||||||
import polars as pl
|
import polars as pl
|
||||||
|
|
@ -28,10 +29,7 @@ import tractor
|
||||||
import trio
|
import trio
|
||||||
import typer
|
import typer
|
||||||
|
|
||||||
from piker.log import (
|
from ..log import get_logger
|
||||||
get_console_log,
|
|
||||||
get_logger,
|
|
||||||
)
|
|
||||||
from ..service import (
|
from ..service import (
|
||||||
open_piker_runtime,
|
open_piker_runtime,
|
||||||
)
|
)
|
||||||
|
|
@ -47,7 +45,6 @@ from .calc import (
|
||||||
open_ledger_dfs,
|
open_ledger_dfs,
|
||||||
)
|
)
|
||||||
|
|
||||||
log = get_logger(name=__name__)
|
|
||||||
|
|
||||||
ledger = typer.Typer()
|
ledger = typer.Typer()
|
||||||
|
|
||||||
|
|
@ -82,10 +79,7 @@ def sync(
|
||||||
"-l",
|
"-l",
|
||||||
),
|
),
|
||||||
):
|
):
|
||||||
log = get_console_log(
|
log = get_logger(loglevel)
|
||||||
level=loglevel,
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
console = Console()
|
console = Console()
|
||||||
|
|
||||||
pair: tuple[str, str]
|
pair: tuple[str, str]
|
||||||
|
|
@ -306,8 +300,7 @@ def disect(
|
||||||
assert not df.is_empty()
|
assert not df.is_empty()
|
||||||
|
|
||||||
# muck around in pdbp REPL
|
# muck around in pdbp REPL
|
||||||
# tractor.devx.mk_pdb().set_trace()
|
breakpoint()
|
||||||
# breakpoint()
|
|
||||||
|
|
||||||
# TODO: we REALLY need a better console REPL for this
|
# TODO: we REALLY need a better console REPL for this
|
||||||
# kinda thing..
|
# kinda thing..
|
||||||
|
|
|
||||||
|
|
@ -25,16 +25,15 @@ from types import ModuleType
|
||||||
|
|
||||||
from tractor.trionics import maybe_open_context
|
from tractor.trionics import maybe_open_context
|
||||||
|
|
||||||
from piker.log import (
|
|
||||||
get_logger,
|
|
||||||
)
|
|
||||||
from ._util import (
|
from ._util import (
|
||||||
|
log,
|
||||||
BrokerError,
|
BrokerError,
|
||||||
SymbolNotFound,
|
SymbolNotFound,
|
||||||
NoData,
|
NoData,
|
||||||
DataUnavailable,
|
DataUnavailable,
|
||||||
DataThrottle,
|
DataThrottle,
|
||||||
resproc,
|
resproc,
|
||||||
|
get_logger,
|
||||||
)
|
)
|
||||||
|
|
||||||
__all__: list[str] = [
|
__all__: list[str] = [
|
||||||
|
|
@ -44,6 +43,7 @@ __all__: list[str] = [
|
||||||
'DataUnavailable',
|
'DataUnavailable',
|
||||||
'DataThrottle',
|
'DataThrottle',
|
||||||
'resproc',
|
'resproc',
|
||||||
|
'get_logger',
|
||||||
]
|
]
|
||||||
|
|
||||||
__brokers__: list[str] = [
|
__brokers__: list[str] = [
|
||||||
|
|
@ -51,6 +51,7 @@ __brokers__: list[str] = [
|
||||||
'ib',
|
'ib',
|
||||||
'kraken',
|
'kraken',
|
||||||
'kucoin',
|
'kucoin',
|
||||||
|
'deribit',
|
||||||
|
|
||||||
# broken but used to work
|
# broken but used to work
|
||||||
# 'questrade',
|
# 'questrade',
|
||||||
|
|
@ -61,14 +62,9 @@ __brokers__: list[str] = [
|
||||||
# wstrade
|
# wstrade
|
||||||
# iex
|
# iex
|
||||||
|
|
||||||
# deribit
|
|
||||||
# bitso
|
# bitso
|
||||||
]
|
]
|
||||||
|
|
||||||
log = get_logger(
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
def get_brokermod(brokername: str) -> ModuleType:
|
def get_brokermod(brokername: str) -> ModuleType:
|
||||||
'''
|
'''
|
||||||
|
|
@ -102,14 +98,13 @@ async def open_cached_client(
|
||||||
If one has not been setup do it and cache it.
|
If one has not been setup do it and cache it.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
brokermod: ModuleType = get_brokermod(brokername)
|
brokermod = get_brokermod(brokername)
|
||||||
|
|
||||||
# TODO: make abstract or `typing.Protocol`
|
|
||||||
# client: Client
|
|
||||||
async with maybe_open_context(
|
async with maybe_open_context(
|
||||||
acm_func=brokermod.get_client,
|
acm_func=brokermod.get_client,
|
||||||
kwargs=kwargs,
|
kwargs=kwargs,
|
||||||
|
|
||||||
) as (cache_hit, client):
|
) as (cache_hit, client):
|
||||||
|
|
||||||
if cache_hit:
|
if cache_hit:
|
||||||
log.runtime(f'Reusing existing {client}')
|
log.runtime(f'Reusing existing {client}')
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -33,18 +33,12 @@ import exceptiongroup as eg
|
||||||
import tractor
|
import tractor
|
||||||
import trio
|
import trio
|
||||||
|
|
||||||
from piker.log import (
|
|
||||||
get_logger,
|
|
||||||
get_console_log,
|
|
||||||
)
|
|
||||||
from . import _util
|
from . import _util
|
||||||
from . import get_brokermod
|
from . import get_brokermod
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from ..data import _FeedsBus
|
from ..data import _FeedsBus
|
||||||
|
|
||||||
log = get_logger(name=__name__)
|
|
||||||
|
|
||||||
# `brokerd` enabled modules
|
# `brokerd` enabled modules
|
||||||
# TODO: move this def to the `.data` subpkg..
|
# TODO: move this def to the `.data` subpkg..
|
||||||
# NOTE: keeping this list as small as possible is part of our caps-sec
|
# NOTE: keeping this list as small as possible is part of our caps-sec
|
||||||
|
|
@ -78,14 +72,13 @@ async def _setup_persistent_brokerd(
|
||||||
# since all hosted daemon tasks will reference this same
|
# since all hosted daemon tasks will reference this same
|
||||||
# log instance's (actor local) state and thus don't require
|
# log instance's (actor local) state and thus don't require
|
||||||
# any further (level) configuration on their own B)
|
# any further (level) configuration on their own B)
|
||||||
actor: tractor.Actor = tractor.current_actor()
|
log = _util.get_console_log(
|
||||||
tll: str = actor.loglevel
|
loglevel or tractor.current_actor().loglevel,
|
||||||
log = get_console_log(
|
|
||||||
level=loglevel or tll,
|
|
||||||
name=f'{_util.subsys}.{brokername}',
|
name=f'{_util.subsys}.{brokername}',
|
||||||
with_tractor_log=bool(tll),
|
|
||||||
)
|
)
|
||||||
assert log.name == _util.subsys
|
|
||||||
|
# set global for this actor to this new process-wide instance B)
|
||||||
|
_util.log = log
|
||||||
|
|
||||||
# further, set the log level on any broker broker specific
|
# further, set the log level on any broker broker specific
|
||||||
# logger instance.
|
# logger instance.
|
||||||
|
|
@ -103,10 +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,
|
||||||
|
|
@ -200,6 +190,7 @@ def broker_init(
|
||||||
|
|
||||||
|
|
||||||
async def spawn_brokerd(
|
async def spawn_brokerd(
|
||||||
|
|
||||||
brokername: str,
|
brokername: str,
|
||||||
loglevel: str | None = None,
|
loglevel: str | None = None,
|
||||||
|
|
||||||
|
|
@ -207,10 +198,8 @@ async def spawn_brokerd(
|
||||||
|
|
||||||
) -> bool:
|
) -> bool:
|
||||||
|
|
||||||
log.info(
|
from piker.service._util import log # use service mngr log
|
||||||
f'Spawning broker-daemon,\n'
|
log.info(f'Spawning {brokername} broker daemon')
|
||||||
f'backend: {brokername!r}'
|
|
||||||
)
|
|
||||||
|
|
||||||
(
|
(
|
||||||
brokermode,
|
brokermode,
|
||||||
|
|
@ -273,7 +262,8 @@ async def maybe_spawn_brokerd(
|
||||||
from piker.service import maybe_spawn_daemon
|
from piker.service import maybe_spawn_daemon
|
||||||
|
|
||||||
async with maybe_spawn_daemon(
|
async with maybe_spawn_daemon(
|
||||||
service_name=f'brokerd.{brokername}',
|
|
||||||
|
f'brokerd.{brokername}',
|
||||||
service_task_target=spawn_brokerd,
|
service_task_target=spawn_brokerd,
|
||||||
spawn_args={
|
spawn_args={
|
||||||
'brokername': brokername,
|
'brokername': brokername,
|
||||||
|
|
|
||||||
|
|
@ -19,13 +19,15 @@ Handy cross-broker utils.
|
||||||
|
|
||||||
"""
|
"""
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
# from functools import partial
|
from functools import partial
|
||||||
|
|
||||||
import json
|
import json
|
||||||
import httpx
|
import httpx
|
||||||
import logging
|
import logging
|
||||||
|
|
||||||
from piker.log import (
|
from ..log import (
|
||||||
|
get_logger,
|
||||||
|
get_console_log,
|
||||||
colorize_json,
|
colorize_json,
|
||||||
)
|
)
|
||||||
subsys: str = 'piker.brokers'
|
subsys: str = 'piker.brokers'
|
||||||
|
|
@ -33,22 +35,12 @@ subsys: str = 'piker.brokers'
|
||||||
# NOTE: level should be reset by any actor that is spawned
|
# NOTE: level should be reset by any actor that is spawned
|
||||||
# as well as given a (more) explicit name/key such
|
# as well as given a (more) explicit name/key such
|
||||||
# as `piker.brokers.binance` matching the subpkg.
|
# as `piker.brokers.binance` matching the subpkg.
|
||||||
# log = get_logger(subsys)
|
log = get_logger(subsys)
|
||||||
|
|
||||||
# ?TODO?? we could use this approach, but we need to be able
|
get_console_log = partial(
|
||||||
# to pass multiple `name=` values so for example we can include the
|
get_console_log,
|
||||||
# emissions in `.accounting._pos` and others!
|
name=subsys,
|
||||||
# [ ] maybe we could do the `log = get_logger()` above,
|
)
|
||||||
# then cycle through the list of subsys mods we depend on
|
|
||||||
# and then get all their loggers and pass them to
|
|
||||||
# `get_console_log(logger=)`??
|
|
||||||
# [ ] OR just write THIS `get_console_log()` as a hook which does
|
|
||||||
# that based on who calls it?.. i dunno
|
|
||||||
#
|
|
||||||
# get_console_log = partial(
|
|
||||||
# get_console_log,
|
|
||||||
# name=subsys,
|
|
||||||
# )
|
|
||||||
|
|
||||||
|
|
||||||
class BrokerError(Exception):
|
class BrokerError(Exception):
|
||||||
|
|
|
||||||
|
|
@ -374,14 +374,9 @@ class Client:
|
||||||
pair: Pair = pair_type(**item)
|
pair: Pair = pair_type(**item)
|
||||||
except Exception as e:
|
except Exception as e:
|
||||||
e.add_note(
|
e.add_note(
|
||||||
f'\n'
|
"\nDon't panic, prolly stupid binance changed their symbology schema again..\n"
|
||||||
f'New or removed field we need to codify!\n'
|
'Check out their API docs here:\n\n'
|
||||||
f'pair-type: {pair_type!r}\n'
|
'https://binance-docs.github.io/apidocs/spot/en/#exchange-information'
|
||||||
f'\n'
|
|
||||||
f"Don't panic, prolly stupid binance changed their symbology schema again..\n"
|
|
||||||
f'Check out their API docs here:\n'
|
|
||||||
f'\n'
|
|
||||||
f'https://binance-docs.github.io/apidocs/spot/en/#exchange-information\n'
|
|
||||||
)
|
)
|
||||||
raise
|
raise
|
||||||
pair_table[pair.symbol.upper()] = pair
|
pair_table[pair.symbol.upper()] = pair
|
||||||
|
|
|
||||||
|
|
@ -37,9 +37,8 @@ import trio
|
||||||
from piker.accounting import (
|
from piker.accounting import (
|
||||||
Asset,
|
Asset,
|
||||||
)
|
)
|
||||||
from piker.log import (
|
from piker.brokers._util import (
|
||||||
get_logger,
|
get_logger,
|
||||||
get_console_log,
|
|
||||||
)
|
)
|
||||||
from piker.data._web_bs import (
|
from piker.data._web_bs import (
|
||||||
open_autorecon_ws,
|
open_autorecon_ws,
|
||||||
|
|
@ -70,9 +69,7 @@ from .venues import (
|
||||||
)
|
)
|
||||||
from .api import Client
|
from .api import Client
|
||||||
|
|
||||||
log = get_logger(
|
log = get_logger('piker.brokers.binance')
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
# Fee schedule template, mostly for paper engine fees modelling.
|
# Fee schedule template, mostly for paper engine fees modelling.
|
||||||
|
|
@ -248,16 +245,9 @@ async def handle_order_requests(
|
||||||
@tractor.context
|
@tractor.context
|
||||||
async def open_trade_dialog(
|
async def open_trade_dialog(
|
||||||
ctx: tractor.Context,
|
ctx: tractor.Context,
|
||||||
loglevel: str = 'warning',
|
|
||||||
|
|
||||||
) -> AsyncIterator[dict[str, Any]]:
|
) -> AsyncIterator[dict[str, Any]]:
|
||||||
|
|
||||||
# enable piker.clearing console log for *this* `brokerd` subactor
|
|
||||||
get_console_log(
|
|
||||||
level=loglevel,
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
# TODO: how do we set this from the EMS such that
|
# TODO: how do we set this from the EMS such that
|
||||||
# positions are loaded from the correct venue on the user
|
# positions are loaded from the correct venue on the user
|
||||||
# stream at startup? (that is in an attempt to support both
|
# stream at startup? (that is in an attempt to support both
|
||||||
|
|
@ -450,7 +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,
|
||||||
):
|
):
|
||||||
|
|
|
||||||
|
|
@ -64,9 +64,9 @@ from piker.data._web_bs import (
|
||||||
open_autorecon_ws,
|
open_autorecon_ws,
|
||||||
NoBsWs,
|
NoBsWs,
|
||||||
)
|
)
|
||||||
from piker.log import get_logger
|
|
||||||
from piker.brokers._util import (
|
from piker.brokers._util import (
|
||||||
DataUnavailable,
|
DataUnavailable,
|
||||||
|
get_logger,
|
||||||
)
|
)
|
||||||
|
|
||||||
from .api import (
|
from .api import (
|
||||||
|
|
@ -78,7 +78,7 @@ from .venues import (
|
||||||
get_api_eps,
|
get_api_eps,
|
||||||
)
|
)
|
||||||
|
|
||||||
log = get_logger(name=__name__)
|
log = get_logger('piker.brokers.binance')
|
||||||
|
|
||||||
|
|
||||||
class L1(Struct):
|
class L1(Struct):
|
||||||
|
|
@ -94,21 +94,18 @@ class L1(Struct):
|
||||||
|
|
||||||
|
|
||||||
# validation type
|
# validation type
|
||||||
# https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Aggregate-Trade-Streams#response-example
|
|
||||||
class AggTrade(Struct, frozen=True):
|
class AggTrade(Struct, frozen=True):
|
||||||
e: str # Event type
|
e: str # Event type
|
||||||
E: int # Event time
|
E: int # Event time
|
||||||
s: str # Symbol
|
s: str # Symbol
|
||||||
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
|
||||||
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(
|
||||||
|
|
@ -275,15 +272,9 @@ async def open_history_client(
|
||||||
f'{times}'
|
f'{times}'
|
||||||
)
|
)
|
||||||
|
|
||||||
# XXX, debug any case where the latest 1m bar we get is
|
|
||||||
# already another "sample's-step-old"..
|
|
||||||
if end_dt is None:
|
if end_dt is None:
|
||||||
inow: int = round(time.time())
|
inow: int = round(time.time())
|
||||||
if (
|
if (inow - times[-1]) > 60:
|
||||||
_time_step := (inow - times[-1])
|
|
||||||
>
|
|
||||||
timeframe * 2
|
|
||||||
):
|
|
||||||
await tractor.pause()
|
await tractor.pause()
|
||||||
|
|
||||||
start_dt = from_timestamp(times[0])
|
start_dt = from_timestamp(times[0])
|
||||||
|
|
@ -457,6 +448,7 @@ 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,
|
||||||
|
|
@ -468,7 +460,6 @@ 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,
|
||||||
):
|
):
|
||||||
|
|
|
||||||
|
|
@ -97,16 +97,6 @@ class Pair(Struct, frozen=True, kw_only=True):
|
||||||
baseAsset: str
|
baseAsset: str
|
||||||
baseAssetPrecision: int
|
baseAssetPrecision: int
|
||||||
|
|
||||||
permissionSets: list[list[str]]
|
|
||||||
|
|
||||||
# https://developers.binance.com/docs/binance-spot-api-docs#2025-08-26
|
|
||||||
# will become non-optional 2025-08-28?
|
|
||||||
# https://developers.binance.com/docs/binance-spot-api-docs#future-changes
|
|
||||||
pegInstructionsAllowed: bool = False
|
|
||||||
|
|
||||||
# https://developers.binance.com/docs/binance-spot-api-docs#2025-12-02
|
|
||||||
opoAllowed: bool = False
|
|
||||||
|
|
||||||
filters: dict[
|
filters: dict[
|
||||||
str,
|
str,
|
||||||
str | int | float,
|
str | int | float,
|
||||||
|
|
@ -152,11 +142,7 @@ class SpotPair(Pair, frozen=True):
|
||||||
defaultSelfTradePreventionMode: str
|
defaultSelfTradePreventionMode: str
|
||||||
allowedSelfTradePreventionModes: list[str]
|
allowedSelfTradePreventionModes: list[str]
|
||||||
permissions: list[str]
|
permissions: list[str]
|
||||||
|
permissionSets: list[list[str]]
|
||||||
# can the paint botz creat liq gaps even easier on this asset?
|
|
||||||
# Bp
|
|
||||||
# https://developers.binance.com/docs/binance-spot-api-docs/faqs/order_amend_keep_priority
|
|
||||||
amendAllowed: bool
|
|
||||||
|
|
||||||
# NOTE: see `.data._symcache.SymbologyCache.load()` for why
|
# NOTE: see `.data._symcache.SymbologyCache.load()` for why
|
||||||
ns_path: str = 'piker.brokers.binance:SpotPair'
|
ns_path: str = 'piker.brokers.binance:SpotPair'
|
||||||
|
|
@ -223,10 +209,7 @@ class FutesPair(Pair):
|
||||||
assert pair == self.pair # sanity
|
assert pair == self.pair # sanity
|
||||||
return f'{expiry}'
|
return f'{expiry}'
|
||||||
|
|
||||||
case (
|
case 'PERPETUAL':
|
||||||
'PERPETUAL'
|
|
||||||
| 'TRADIFI_PERPETUAL'
|
|
||||||
):
|
|
||||||
return 'PERP'
|
return 'PERP'
|
||||||
|
|
||||||
case '':
|
case '':
|
||||||
|
|
@ -255,10 +238,7 @@ class FutesPair(Pair):
|
||||||
margin: str = self.marginAsset
|
margin: str = self.marginAsset
|
||||||
|
|
||||||
match ctype:
|
match ctype:
|
||||||
case (
|
case 'PERPETUAL':
|
||||||
'PERPETUAL'
|
|
||||||
| 'TRADIFI_PERPETUAL'
|
|
||||||
):
|
|
||||||
return f'{margin}M'
|
return f'{margin}M'
|
||||||
|
|
||||||
case (
|
case (
|
||||||
|
|
|
||||||
|
|
@ -27,12 +27,14 @@ import click
|
||||||
import trio
|
import trio
|
||||||
import tractor
|
import tractor
|
||||||
|
|
||||||
from piker.cli import cli
|
from ..cli import cli
|
||||||
from piker import watchlists as wl
|
from .. import watchlists as wl
|
||||||
from piker.log import (
|
from ..log import (
|
||||||
colorize_json,
|
colorize_json,
|
||||||
|
)
|
||||||
|
from ._util import (
|
||||||
|
log,
|
||||||
get_console_log,
|
get_console_log,
|
||||||
get_logger,
|
|
||||||
)
|
)
|
||||||
from ..service import (
|
from ..service import (
|
||||||
maybe_spawn_brokerd,
|
maybe_spawn_brokerd,
|
||||||
|
|
@ -43,15 +45,12 @@ from ..brokers import (
|
||||||
get_brokermod,
|
get_brokermod,
|
||||||
data,
|
data,
|
||||||
)
|
)
|
||||||
|
|
||||||
log = get_logger(
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
DEFAULT_BROKER = 'binance'
|
DEFAULT_BROKER = 'binance'
|
||||||
|
|
||||||
_config_dir = click.get_app_dir('piker')
|
_config_dir = click.get_app_dir('piker')
|
||||||
_watchlists_data_path = os.path.join(_config_dir, 'watchlists.json')
|
_watchlists_data_path = os.path.join(_config_dir, 'watchlists.json')
|
||||||
|
|
||||||
|
|
||||||
OK = '\033[92m'
|
OK = '\033[92m'
|
||||||
WARNING = '\033[93m'
|
WARNING = '\033[93m'
|
||||||
FAIL = '\033[91m'
|
FAIL = '\033[91m'
|
||||||
|
|
@ -346,10 +345,7 @@ def contracts(ctx, loglevel, broker, symbol, ids):
|
||||||
|
|
||||||
'''
|
'''
|
||||||
brokermod = get_brokermod(broker)
|
brokermod = get_brokermod(broker)
|
||||||
get_console_log(
|
get_console_log(loglevel)
|
||||||
level=loglevel,
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
contracts = trio.run(partial(core.contracts, brokermod, symbol))
|
contracts = trio.run(partial(core.contracts, brokermod, symbol))
|
||||||
if not ids:
|
if not ids:
|
||||||
|
|
@ -475,18 +471,13 @@ def search(
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# global opts
|
# global opts
|
||||||
brokermods: list[ModuleType] = list(config['brokermods'].values())
|
brokermods = list(config['brokermods'].values())
|
||||||
|
|
||||||
# TODO: this is coming from the `search --pdb` NOT from
|
|
||||||
# the `piker --pdb` XD ..
|
|
||||||
# -[ ] pull from the parent click ctx's values..dumdum
|
|
||||||
# assert pdb
|
|
||||||
loglevel: str = config['loglevel']
|
|
||||||
|
|
||||||
# define tractor entrypoint
|
# define tractor entrypoint
|
||||||
async def main(func):
|
async def main(func):
|
||||||
|
|
||||||
async with maybe_open_pikerd(
|
async with maybe_open_pikerd(
|
||||||
loglevel=loglevel,
|
loglevel=config['loglevel'],
|
||||||
debug_mode=pdb,
|
debug_mode=pdb,
|
||||||
):
|
):
|
||||||
return await func()
|
return await func()
|
||||||
|
|
@ -499,7 +490,6 @@ def search(
|
||||||
core.symbol_search,
|
core.symbol_search,
|
||||||
brokermods,
|
brokermods,
|
||||||
pattern,
|
pattern,
|
||||||
loglevel=loglevel,
|
|
||||||
),
|
),
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -22,26 +22,20 @@ routines should be primitive data types where possible.
|
||||||
"""
|
"""
|
||||||
import inspect
|
import inspect
|
||||||
from types import ModuleType
|
from types import ModuleType
|
||||||
from typing import (
|
from typing import List, Dict, Any, Optional
|
||||||
Any,
|
|
||||||
)
|
|
||||||
|
|
||||||
import trio
|
import trio
|
||||||
|
|
||||||
from piker.log import get_logger
|
from ._util import log
|
||||||
from . import get_brokermod
|
from . import get_brokermod
|
||||||
from ..service import maybe_spawn_brokerd
|
from ..service import maybe_spawn_brokerd
|
||||||
from . import open_cached_client
|
from . import open_cached_client
|
||||||
from ..accounting import MktPair
|
from ..accounting import MktPair
|
||||||
|
|
||||||
log = get_logger(name=__name__)
|
|
||||||
|
|
||||||
|
|
||||||
async def api(brokername: str, methname: str, **kwargs) -> dict:
|
async def api(brokername: str, methname: str, **kwargs) -> dict:
|
||||||
'''
|
"""Make (proxy through) a broker API call by name and return its result.
|
||||||
Make (proxy through) a broker API call by name and return its result.
|
"""
|
||||||
|
|
||||||
'''
|
|
||||||
brokermod = get_brokermod(brokername)
|
brokermod = get_brokermod(brokername)
|
||||||
async with brokermod.get_client() as client:
|
async with brokermod.get_client() as client:
|
||||||
meth = getattr(client, methname, None)
|
meth = getattr(client, methname, None)
|
||||||
|
|
@ -68,14 +62,10 @@ async def api(brokername: str, methname: str, **kwargs) -> dict:
|
||||||
|
|
||||||
async def stocks_quote(
|
async def stocks_quote(
|
||||||
brokermod: ModuleType,
|
brokermod: ModuleType,
|
||||||
tickers: list[str]
|
tickers: List[str]
|
||||||
|
) -> Dict[str, Dict[str, Any]]:
|
||||||
) -> dict[str, dict[str, Any]]:
|
"""Return quotes dict for ``tickers``.
|
||||||
'''
|
"""
|
||||||
Return a `dict` of snapshot quotes for the provided input
|
|
||||||
`tickers`: a `list` of fqmes.
|
|
||||||
|
|
||||||
'''
|
|
||||||
async with brokermod.get_client() as client:
|
async with brokermod.get_client() as client:
|
||||||
return await client.quote(tickers)
|
return await client.quote(tickers)
|
||||||
|
|
||||||
|
|
@ -84,15 +74,13 @@ async def stocks_quote(
|
||||||
async def option_chain(
|
async def option_chain(
|
||||||
brokermod: ModuleType,
|
brokermod: ModuleType,
|
||||||
symbol: str,
|
symbol: str,
|
||||||
date: str|None = None,
|
date: Optional[str] = None,
|
||||||
) -> dict[str, dict[str, dict[str, Any]]]:
|
) -> Dict[str, Dict[str, Dict[str, Any]]]:
|
||||||
'''
|
"""Return option chain for ``symbol`` for ``date``.
|
||||||
Return option chain for ``symbol`` for ``date``.
|
|
||||||
|
|
||||||
By default all expiries are returned. If ``date`` is provided
|
By default all expiries are returned. If ``date`` is provided
|
||||||
then contract quotes for that single expiry are returned.
|
then contract quotes for that single expiry are returned.
|
||||||
|
"""
|
||||||
'''
|
|
||||||
async with brokermod.get_client() as client:
|
async with brokermod.get_client() as client:
|
||||||
if date:
|
if date:
|
||||||
id = int((await client.tickers2ids([symbol]))[symbol])
|
id = int((await client.tickers2ids([symbol]))[symbol])
|
||||||
|
|
@ -110,7 +98,7 @@ async def option_chain(
|
||||||
# async def contracts(
|
# async def contracts(
|
||||||
# brokermod: ModuleType,
|
# brokermod: ModuleType,
|
||||||
# symbol: str,
|
# symbol: str,
|
||||||
# ) -> dict[str, dict[str, dict[str, Any]]]:
|
# ) -> Dict[str, Dict[str, Dict[str, Any]]]:
|
||||||
# """Return option contracts (all expiries) for ``symbol``.
|
# """Return option contracts (all expiries) for ``symbol``.
|
||||||
# """
|
# """
|
||||||
# async with brokermod.get_client() as client:
|
# async with brokermod.get_client() as client:
|
||||||
|
|
@ -122,24 +110,15 @@ async def bars(
|
||||||
brokermod: ModuleType,
|
brokermod: ModuleType,
|
||||||
symbol: str,
|
symbol: str,
|
||||||
**kwargs,
|
**kwargs,
|
||||||
) -> dict[str, dict[str, dict[str, Any]]]:
|
) -> Dict[str, Dict[str, Dict[str, Any]]]:
|
||||||
'''
|
"""Return option contracts (all expiries) for ``symbol``.
|
||||||
Return option contracts (all expiries) for ``symbol``.
|
"""
|
||||||
|
|
||||||
'''
|
|
||||||
async with brokermod.get_client() as client:
|
async with brokermod.get_client() as client:
|
||||||
return await client.bars(symbol, **kwargs)
|
return await client.bars(symbol, **kwargs)
|
||||||
|
|
||||||
|
|
||||||
async def search_w_brokerd(
|
async def search_w_brokerd(name: str, pattern: str) -> dict:
|
||||||
name: str,
|
|
||||||
pattern: str,
|
|
||||||
) -> dict:
|
|
||||||
|
|
||||||
# TODO: WHY NOT WORK!?!
|
|
||||||
# when we `step` through the next block?
|
|
||||||
# import tractor
|
|
||||||
# await tractor.pause()
|
|
||||||
async with open_cached_client(name) as client:
|
async with open_cached_client(name) as client:
|
||||||
|
|
||||||
# TODO: support multiple asset type concurrent searches.
|
# TODO: support multiple asset type concurrent searches.
|
||||||
|
|
@ -149,15 +128,14 @@ async def search_w_brokerd(
|
||||||
async def symbol_search(
|
async def symbol_search(
|
||||||
brokermods: list[ModuleType],
|
brokermods: list[ModuleType],
|
||||||
pattern: str,
|
pattern: str,
|
||||||
loglevel: str = 'warning',
|
|
||||||
**kwargs,
|
**kwargs,
|
||||||
|
|
||||||
) -> dict[str, dict[str, dict[str, Any]]]:
|
) -> Dict[str, Dict[str, Dict[str, Any]]]:
|
||||||
'''
|
'''
|
||||||
Return symbol info from broker.
|
Return symbol info from broker.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
results: list[str] = []
|
results = []
|
||||||
|
|
||||||
async def search_backend(
|
async def search_backend(
|
||||||
brokermod: ModuleType
|
brokermod: ModuleType
|
||||||
|
|
@ -165,13 +143,6 @@ async def symbol_search(
|
||||||
|
|
||||||
brokername: str = mod.name
|
brokername: str = mod.name
|
||||||
|
|
||||||
# TODO: figure this the FUCK OUT
|
|
||||||
# -> ok so obvi in the root actor any async task that's
|
|
||||||
# spawned outside the main tractor-root-actor task needs to
|
|
||||||
# call this..
|
|
||||||
# await tractor.devx._debug.maybe_init_greenback()
|
|
||||||
# tractor.pause_from_sync()
|
|
||||||
|
|
||||||
async with maybe_spawn_brokerd(
|
async with maybe_spawn_brokerd(
|
||||||
mod.name,
|
mod.name,
|
||||||
infect_asyncio=getattr(
|
infect_asyncio=getattr(
|
||||||
|
|
@ -179,7 +150,6 @@ async def symbol_search(
|
||||||
'_infect_asyncio',
|
'_infect_asyncio',
|
||||||
False,
|
False,
|
||||||
),
|
),
|
||||||
loglevel=loglevel
|
|
||||||
) as portal:
|
) as portal:
|
||||||
|
|
||||||
results.append((
|
results.append((
|
||||||
|
|
@ -192,6 +162,7 @@ async def symbol_search(
|
||||||
))
|
))
|
||||||
|
|
||||||
async with trio.open_nursery() as n:
|
async with trio.open_nursery() as n:
|
||||||
|
|
||||||
for mod in brokermods:
|
for mod in brokermods:
|
||||||
n.start_soon(search_backend, mod.name)
|
n.start_soon(search_backend, mod.name)
|
||||||
|
|
||||||
|
|
@ -201,13 +172,11 @@ async def symbol_search(
|
||||||
async def mkt_info(
|
async def mkt_info(
|
||||||
brokermod: ModuleType,
|
brokermod: ModuleType,
|
||||||
fqme: str,
|
fqme: str,
|
||||||
|
|
||||||
**kwargs,
|
**kwargs,
|
||||||
|
|
||||||
) -> MktPair:
|
) -> MktPair:
|
||||||
'''
|
'''
|
||||||
Return the `piker.accounting.MktPair` info struct from a given
|
Return MktPair info from broker including src and dst assets.
|
||||||
backend broker tradable src/dst asset pair.
|
|
||||||
|
|
||||||
'''
|
'''
|
||||||
async with open_cached_client(brokermod.name) as client:
|
async with open_cached_client(brokermod.name) as client:
|
||||||
|
|
|
||||||
|
|
@ -41,15 +41,12 @@ import tractor
|
||||||
from tractor.experimental import msgpub
|
from tractor.experimental import msgpub
|
||||||
from async_generator import asynccontextmanager
|
from async_generator import asynccontextmanager
|
||||||
|
|
||||||
from piker.log import(
|
from ._util import (
|
||||||
get_logger,
|
log,
|
||||||
get_console_log,
|
get_console_log,
|
||||||
)
|
)
|
||||||
from . import get_brokermod
|
from . import get_brokermod
|
||||||
|
|
||||||
log = get_logger(
|
|
||||||
name='piker.brokers.binance',
|
|
||||||
)
|
|
||||||
|
|
||||||
async def wait_for_network(
|
async def wait_for_network(
|
||||||
net_func: Callable,
|
net_func: Callable,
|
||||||
|
|
@ -246,10 +243,7 @@ async def start_quote_stream(
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# XXX: why do we need this again?
|
# XXX: why do we need this again?
|
||||||
get_console_log(
|
get_console_log(tractor.current_actor().loglevel)
|
||||||
level=tractor.current_actor().loglevel,
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
# pull global vars from local actor
|
# pull global vars from local actor
|
||||||
symbols = list(symbols)
|
symbols = list(symbols)
|
||||||
|
|
|
||||||
|
|
@ -25,6 +25,7 @@ from .api import (
|
||||||
get_client,
|
get_client,
|
||||||
)
|
)
|
||||||
from .feed import (
|
from .feed import (
|
||||||
|
get_mkt_info,
|
||||||
open_history_client,
|
open_history_client,
|
||||||
open_symbol_search,
|
open_symbol_search,
|
||||||
stream_quotes,
|
stream_quotes,
|
||||||
|
|
@ -34,15 +35,20 @@ from .feed import (
|
||||||
# open_trade_dialog,
|
# open_trade_dialog,
|
||||||
# norm_trade_records,
|
# norm_trade_records,
|
||||||
# )
|
# )
|
||||||
|
from .venues import (
|
||||||
|
OptionPair,
|
||||||
|
)
|
||||||
|
|
||||||
log = get_logger(__name__)
|
log = get_logger(__name__)
|
||||||
|
|
||||||
__all__ = [
|
__all__ = [
|
||||||
'get_client',
|
'get_client',
|
||||||
# 'trades_dialogue',
|
# 'trades_dialogue',
|
||||||
|
'get_mkt_info',
|
||||||
'open_history_client',
|
'open_history_client',
|
||||||
'open_symbol_search',
|
'open_symbol_search',
|
||||||
'stream_quotes',
|
'stream_quotes',
|
||||||
|
'OptionPair',
|
||||||
# 'norm_trade_records',
|
# 'norm_trade_records',
|
||||||
]
|
]
|
||||||
|
|
||||||
|
|
|
||||||
File diff suppressed because it is too large
Load Diff
|
|
@ -18,38 +18,59 @@
|
||||||
Deribit backend.
|
Deribit backend.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
|
from __future__ import annotations
|
||||||
from contextlib import asynccontextmanager as acm
|
from contextlib import asynccontextmanager as acm
|
||||||
from datetime import datetime
|
from datetime import datetime
|
||||||
from typing import Any, Optional, Callable
|
from typing import (
|
||||||
|
# Any,
|
||||||
|
# Optional,
|
||||||
|
Callable,
|
||||||
|
)
|
||||||
|
# from pprint import pformat
|
||||||
import time
|
import time
|
||||||
|
|
||||||
|
import cryptofeed
|
||||||
import trio
|
import trio
|
||||||
from trio_typing import TaskStatus
|
from trio_typing import TaskStatus
|
||||||
import pendulum
|
from pendulum import (
|
||||||
from rapidfuzz import process as fuzzy
|
from_timestamp,
|
||||||
|
)
|
||||||
import numpy as np
|
import numpy as np
|
||||||
import tractor
|
import tractor
|
||||||
|
|
||||||
from piker.brokers import open_cached_client
|
from piker.accounting import (
|
||||||
from piker.log import get_logger, get_console_log
|
Asset,
|
||||||
from piker.data import ShmArray
|
MktPair,
|
||||||
from piker.brokers._util import (
|
unpack_fqme,
|
||||||
BrokerError,
|
)
|
||||||
|
from piker.brokers import (
|
||||||
|
open_cached_client,
|
||||||
|
NoData,
|
||||||
DataUnavailable,
|
DataUnavailable,
|
||||||
)
|
)
|
||||||
|
from piker._cacheables import (
|
||||||
from cryptofeed import FeedHandler
|
async_lifo_cache,
|
||||||
from cryptofeed.defines import (
|
|
||||||
DERIBIT, L1_BOOK, TRADES, OPTION, CALL, PUT
|
|
||||||
)
|
)
|
||||||
from cryptofeed.symbols import Symbol
|
from piker.log import (
|
||||||
|
get_logger,
|
||||||
|
mk_repr,
|
||||||
|
)
|
||||||
|
from piker.data.validate import FeedInit
|
||||||
|
|
||||||
|
|
||||||
from .api import (
|
from .api import (
|
||||||
Client, Trade,
|
Client,
|
||||||
get_config,
|
# get_config,
|
||||||
str_to_cb_sym, piker_sym_to_cb_sym, cb_sym_to_deribit_inst,
|
piker_sym_to_cb_sym,
|
||||||
|
cb_sym_to_deribit_inst,
|
||||||
|
str_to_cb_sym,
|
||||||
maybe_open_price_feed
|
maybe_open_price_feed
|
||||||
)
|
)
|
||||||
|
from .venues import (
|
||||||
|
Pair,
|
||||||
|
OptionPair,
|
||||||
|
Trade,
|
||||||
|
)
|
||||||
|
|
||||||
_spawn_kwargs = {
|
_spawn_kwargs = {
|
||||||
'infect_asyncio': True,
|
'infect_asyncio': True,
|
||||||
|
|
@ -64,90 +85,215 @@ async def open_history_client(
|
||||||
mkt: MktPair,
|
mkt: MktPair,
|
||||||
) -> tuple[Callable, int]:
|
) -> tuple[Callable, int]:
|
||||||
|
|
||||||
fnstrument: str = mkt.bs_fqme
|
|
||||||
# TODO implement history getter for the new storage layer.
|
# TODO implement history getter for the new storage layer.
|
||||||
async with open_cached_client('deribit') as client:
|
async with open_cached_client('deribit') as client:
|
||||||
|
|
||||||
|
pair: OptionPair = client._pairs[mkt.dst.name]
|
||||||
|
# XXX NOTE, the cuckers use ms !!!
|
||||||
|
creation_time_s: int = pair.creation_timestamp/1000
|
||||||
|
|
||||||
async def get_ohlc(
|
async def get_ohlc(
|
||||||
end_dt: Optional[datetime] = None,
|
timeframe: float,
|
||||||
start_dt: Optional[datetime] = None,
|
end_dt: datetime | None = None,
|
||||||
|
start_dt: datetime | None = None,
|
||||||
|
|
||||||
) -> tuple[
|
) -> tuple[
|
||||||
np.ndarray,
|
np.ndarray,
|
||||||
datetime, # start
|
datetime, # start
|
||||||
datetime, # end
|
datetime, # end
|
||||||
]:
|
]:
|
||||||
|
if timeframe != 60:
|
||||||
|
raise DataUnavailable('Only 1m bars are supported')
|
||||||
|
|
||||||
array = await client.bars(
|
array: np.ndarray = await client.bars(
|
||||||
instrument,
|
mkt,
|
||||||
start_dt=start_dt,
|
start_dt=start_dt,
|
||||||
end_dt=end_dt,
|
end_dt=end_dt,
|
||||||
)
|
)
|
||||||
if len(array) == 0:
|
if len(array) == 0:
|
||||||
raise DataUnavailable
|
if (
|
||||||
|
end_dt is None
|
||||||
|
):
|
||||||
|
raise DataUnavailable(
|
||||||
|
'No history seems to exist yet?\n\n'
|
||||||
|
f'{mkt}'
|
||||||
|
)
|
||||||
|
elif (
|
||||||
|
end_dt
|
||||||
|
and
|
||||||
|
end_dt.timestamp() < creation_time_s
|
||||||
|
):
|
||||||
|
# the contract can't have history
|
||||||
|
# before it was created.
|
||||||
|
pair_type_str: str = type(pair).__name__
|
||||||
|
create_dt: datetime = from_timestamp(creation_time_s)
|
||||||
|
raise DataUnavailable(
|
||||||
|
f'No history prior to\n'
|
||||||
|
f'`{pair_type_str}.creation_timestamp: int = '
|
||||||
|
f'{pair.creation_timestamp}\n\n'
|
||||||
|
f'------ deribit sux ------\n'
|
||||||
|
f'WHICH IN "NORMAL PEOPLE WHO USE EPOCH TIME" form is,\n'
|
||||||
|
f'creation_time_s: {creation_time_s}\n'
|
||||||
|
f'create_dt: {create_dt}\n'
|
||||||
|
)
|
||||||
|
raise NoData(
|
||||||
|
f'No frame for {start_dt} -> {end_dt}\n'
|
||||||
|
)
|
||||||
|
|
||||||
start_dt = pendulum.from_timestamp(array[0]['time'])
|
start_dt = from_timestamp(array[0]['time'])
|
||||||
end_dt = pendulum.from_timestamp(array[-1]['time'])
|
end_dt = from_timestamp(array[-1]['time'])
|
||||||
|
|
||||||
|
times = array['time']
|
||||||
|
if not times.any():
|
||||||
|
raise ValueError(
|
||||||
|
'Bad frame with null-times?\n\n'
|
||||||
|
f'{times}'
|
||||||
|
)
|
||||||
|
|
||||||
|
if end_dt is None:
|
||||||
|
inow: int = round(time.time())
|
||||||
|
if (inow - times[-1]) > 60:
|
||||||
|
await tractor.pause()
|
||||||
|
|
||||||
return array, start_dt, end_dt
|
return array, start_dt, end_dt
|
||||||
|
|
||||||
yield get_ohlc, {'erlangs': 3, 'rate': 3}
|
yield (
|
||||||
|
get_ohlc,
|
||||||
|
{ # backfill config
|
||||||
|
'erlangs': 3,
|
||||||
|
'rate': 3,
|
||||||
|
}
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
@async_lifo_cache()
|
||||||
|
async def get_mkt_info(
|
||||||
|
fqme: str,
|
||||||
|
|
||||||
|
) -> tuple[MktPair, Pair|OptionPair] | None:
|
||||||
|
|
||||||
|
# uppercase since kraken bs_mktid is always upper
|
||||||
|
if 'deribit' not in fqme.lower():
|
||||||
|
fqme += '.deribit'
|
||||||
|
|
||||||
|
mkt_mode: str = ''
|
||||||
|
broker, mkt_ep, venue, expiry = unpack_fqme(fqme)
|
||||||
|
|
||||||
|
# NOTE: we always upper case all tokens to be consistent with
|
||||||
|
# binance's symbology style for pairs, like `BTCUSDT`, but in
|
||||||
|
# theory we could also just keep things lower case; as long as
|
||||||
|
# we're consistent and the symcache matches whatever this func
|
||||||
|
# returns, always!
|
||||||
|
expiry: str = expiry.upper()
|
||||||
|
venue: str = venue.upper()
|
||||||
|
# venue_lower: str = venue.lower()
|
||||||
|
|
||||||
|
mkt_mode: str = 'option'
|
||||||
|
|
||||||
|
async with open_cached_client(
|
||||||
|
'deribit',
|
||||||
|
) as client:
|
||||||
|
|
||||||
|
assets: dict[str, Asset] = await client.get_assets()
|
||||||
|
pair_str: str = mkt_ep.lower()
|
||||||
|
|
||||||
|
pair: Pair = await client.exch_info(
|
||||||
|
sym=pair_str,
|
||||||
|
)
|
||||||
|
mkt_mode = pair.venue
|
||||||
|
client.mkt_mode = mkt_mode
|
||||||
|
|
||||||
|
dst: Asset | None = assets.get(pair.bs_dst_asset)
|
||||||
|
src: Asset | None = assets.get(pair.bs_src_asset)
|
||||||
|
|
||||||
|
mkt = MktPair(
|
||||||
|
dst=dst,
|
||||||
|
src=src,
|
||||||
|
price_tick=pair.price_tick,
|
||||||
|
size_tick=pair.size_tick,
|
||||||
|
bs_mktid=pair.symbol,
|
||||||
|
venue=mkt_mode,
|
||||||
|
broker='deribit',
|
||||||
|
_atype=mkt_mode,
|
||||||
|
_fqme_without_src=True,
|
||||||
|
|
||||||
|
# expiry=pair.expiry,
|
||||||
|
# XXX TODO, currently we don't use it since it's
|
||||||
|
# already "described" in the `OptionPair.symbol: str`
|
||||||
|
# and if we slap in the ISO repr it's kinda hideous..
|
||||||
|
# -[ ] figure out the best either std
|
||||||
|
)
|
||||||
|
return mkt, pair
|
||||||
|
|
||||||
|
|
||||||
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,
|
||||||
loglevel: str = None,
|
|
||||||
|
|
||||||
# startup sync
|
# startup sync
|
||||||
task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
|
task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
# XXX: required to propagate ``tractor`` loglevel to piker logging
|
'''
|
||||||
get_console_log(loglevel or tractor.current_actor().loglevel)
|
Open a live quote stream for the market set defined by `symbols`.
|
||||||
|
|
||||||
sym = symbols[0]
|
Internally this starts a `cryptofeed.FeedHandler` inside an `asyncio`-side
|
||||||
|
task and relays through L1 and `Trade` msgs here to our `trio.Task`.
|
||||||
|
|
||||||
|
'''
|
||||||
|
sym = symbols[0].split('.')[0]
|
||||||
|
init_msgs: list[FeedInit] = []
|
||||||
|
|
||||||
|
# multiline nested `dict` formatter (since rn quote-msgs are
|
||||||
|
# just that).
|
||||||
|
pfmt: Callable[[str], str] = mk_repr(
|
||||||
|
# so we can see `deribit`'s delightfully mega-long bs fields..
|
||||||
|
maxstring=100,
|
||||||
|
)
|
||||||
|
|
||||||
async with (
|
async with (
|
||||||
open_cached_client('deribit') as client,
|
open_cached_client('deribit') as client,
|
||||||
send_chan as send_chan
|
send_chan as send_chan
|
||||||
):
|
):
|
||||||
|
mkt: MktPair
|
||||||
|
pair: Pair
|
||||||
|
mkt, pair = await get_mkt_info(sym)
|
||||||
|
|
||||||
init_msgs = {
|
# build out init msgs according to latest spec
|
||||||
# pass back token, and bool, signalling if we're the writer
|
init_msgs.append(
|
||||||
# and that history has been written
|
FeedInit(
|
||||||
sym: {
|
mkt_info=mkt,
|
||||||
'symbol_info': {
|
)
|
||||||
'asset_type': 'option',
|
)
|
||||||
'price_tick_size': 0.0005
|
# build `cryptofeed` feed-handle
|
||||||
},
|
cf_sym: cryptofeed.Symbol = piker_sym_to_cb_sym(sym)
|
||||||
'shm_write_opts': {'sum_tick_vml': False},
|
|
||||||
'fqsn': sym,
|
|
||||||
},
|
|
||||||
}
|
|
||||||
|
|
||||||
nsym = piker_sym_to_cb_sym(sym)
|
from_cf: tractor.to_asyncio.LinkedTaskChannel
|
||||||
|
async with maybe_open_price_feed(sym) as from_cf:
|
||||||
|
|
||||||
async with maybe_open_price_feed(sym) as stream:
|
# load the "last trades" summary
|
||||||
|
last_trades_res: cryptofeed.LastTradesResult = await client.last_trades(
|
||||||
|
cb_sym_to_deribit_inst(cf_sym),
|
||||||
|
count=1,
|
||||||
|
)
|
||||||
|
last_trades: list[Trade] = last_trades_res.trades
|
||||||
|
|
||||||
cache = await client.cache_symbols()
|
# TODO, do we even need this or will the above always
|
||||||
|
# work?
|
||||||
|
# if not last_trades:
|
||||||
|
# await tractor.pause()
|
||||||
|
# async for typ, quote in from_cf:
|
||||||
|
# if typ == 'trade':
|
||||||
|
# last_trade = Trade(**(quote['data']))
|
||||||
|
# break
|
||||||
|
|
||||||
last_trades = (await client.last_trades(
|
# else:
|
||||||
cb_sym_to_deribit_inst(nsym), count=1)).trades
|
last_trade = Trade(
|
||||||
|
**(last_trades[0])
|
||||||
|
)
|
||||||
|
|
||||||
if len(last_trades) == 0:
|
first_quote: dict = {
|
||||||
last_trade = None
|
|
||||||
async for typ, quote in stream:
|
|
||||||
if typ == 'trade':
|
|
||||||
last_trade = Trade(**(quote['data']))
|
|
||||||
break
|
|
||||||
|
|
||||||
else:
|
|
||||||
last_trade = Trade(**(last_trades[0]))
|
|
||||||
|
|
||||||
first_quote = {
|
|
||||||
'symbol': sym,
|
'symbol': sym,
|
||||||
'last': last_trade.price,
|
'last': last_trade.price,
|
||||||
'brokerd_ts': last_trade.timestamp,
|
'brokerd_ts': last_trade.timestamp,
|
||||||
|
|
@ -158,13 +304,84 @@ async def stream_quotes(
|
||||||
'broker_ts': last_trade.timestamp
|
'broker_ts': last_trade.timestamp
|
||||||
}]
|
}]
|
||||||
}
|
}
|
||||||
task_status.started((init_msgs, first_quote))
|
task_status.started((
|
||||||
|
init_msgs,
|
||||||
|
first_quote,
|
||||||
|
))
|
||||||
|
|
||||||
feed_is_live.set()
|
feed_is_live.set()
|
||||||
|
|
||||||
async for typ, quote in stream:
|
# NOTE XXX, static for now!
|
||||||
topic = quote['symbol']
|
# => since this only handles ONE mkt feed at a time we
|
||||||
await send_chan.send({topic: quote})
|
# don't need a lookup table to map interleaved quotes
|
||||||
|
# from multiple possible mkt-pairs
|
||||||
|
topic: str = mkt.bs_fqme
|
||||||
|
|
||||||
|
# deliver until cancelled
|
||||||
|
async for typ, ref in from_cf:
|
||||||
|
match typ:
|
||||||
|
case 'trade':
|
||||||
|
trade: cryptofeed.types.Trade = ref
|
||||||
|
|
||||||
|
# TODO, re-impl this according to teh ideal
|
||||||
|
# fqme for opts that we choose!!
|
||||||
|
bs_fqme: str = cb_sym_to_deribit_inst(
|
||||||
|
str_to_cb_sym(trade.symbol)
|
||||||
|
).lower()
|
||||||
|
|
||||||
|
piker_quote: dict = {
|
||||||
|
'symbol': bs_fqme,
|
||||||
|
'last': trade.price,
|
||||||
|
'broker_ts': time.time(),
|
||||||
|
# ^TODO, name this `brokerd/datad_ts` and
|
||||||
|
# use `time.time_ns()` ??
|
||||||
|
'ticks': [{
|
||||||
|
'type': 'trade',
|
||||||
|
'price': float(trade.price),
|
||||||
|
'size': float(trade.amount),
|
||||||
|
'broker_ts': trade.timestamp,
|
||||||
|
}],
|
||||||
|
}
|
||||||
|
log.info(
|
||||||
|
f'deribit {typ!r} quote for {sym!r}\n\n'
|
||||||
|
f'{trade}\n\n'
|
||||||
|
f'{pfmt(piker_quote)}\n'
|
||||||
|
)
|
||||||
|
|
||||||
|
case 'l1':
|
||||||
|
book: cryptofeed.types.L1Book = ref
|
||||||
|
|
||||||
|
# TODO, so this is where we can possibly change things
|
||||||
|
# and instead lever the `MktPair.bs_fqme: str` output?
|
||||||
|
bs_fqme: str = cb_sym_to_deribit_inst(
|
||||||
|
str_to_cb_sym(book.symbol)
|
||||||
|
).lower()
|
||||||
|
|
||||||
|
piker_quote: dict = {
|
||||||
|
'symbol': bs_fqme,
|
||||||
|
'ticks': [
|
||||||
|
|
||||||
|
{'type': 'bid',
|
||||||
|
'price': float(book.bid_price),
|
||||||
|
'size': float(book.bid_size)},
|
||||||
|
|
||||||
|
{'type': 'bsize',
|
||||||
|
'price': float(book.bid_price),
|
||||||
|
'size': float(book.bid_size),},
|
||||||
|
|
||||||
|
{'type': 'ask',
|
||||||
|
'price': float(book.ask_price),
|
||||||
|
'size': float(book.ask_size),},
|
||||||
|
|
||||||
|
{'type': 'asize',
|
||||||
|
'price': float(book.ask_price),
|
||||||
|
'size': float(book.ask_size),}
|
||||||
|
]
|
||||||
|
}
|
||||||
|
|
||||||
|
await send_chan.send({
|
||||||
|
topic: piker_quote,
|
||||||
|
})
|
||||||
|
|
||||||
|
|
||||||
@tractor.context
|
@tractor.context
|
||||||
|
|
@ -174,12 +391,21 @@ async def open_symbol_search(
|
||||||
async with open_cached_client('deribit') as client:
|
async with open_cached_client('deribit') as client:
|
||||||
|
|
||||||
# load all symbols locally for fast search
|
# load all symbols locally for fast search
|
||||||
cache = await client.cache_symbols()
|
# cache = client._pairs
|
||||||
await ctx.started()
|
await ctx.started()
|
||||||
|
|
||||||
async with ctx.open_stream() as stream:
|
async with ctx.open_stream() as stream:
|
||||||
|
pattern: str
|
||||||
async for pattern in stream:
|
async for pattern in stream:
|
||||||
# repack in dict form
|
|
||||||
await stream.send(
|
# NOTE: pattern fuzzy-matching is done within
|
||||||
await client.search_symbols(pattern))
|
# the methd impl.
|
||||||
|
pairs: dict[str, Pair] = await client.search_symbols(
|
||||||
|
pattern,
|
||||||
|
)
|
||||||
|
# repack in fqme-keyed table
|
||||||
|
byfqme: dict[str, Pair] = {}
|
||||||
|
for pair in pairs.values():
|
||||||
|
byfqme[pair.bs_fqme] = pair
|
||||||
|
|
||||||
|
await stream.send(byfqme)
|
||||||
|
|
|
||||||
|
|
@ -0,0 +1,196 @@
|
||||||
|
# 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/>.
|
||||||
|
|
||||||
|
"""
|
||||||
|
Per market data-type definitions and schemas types.
|
||||||
|
|
||||||
|
"""
|
||||||
|
from __future__ import annotations
|
||||||
|
import pendulum
|
||||||
|
from typing import (
|
||||||
|
Literal,
|
||||||
|
Optional,
|
||||||
|
)
|
||||||
|
from decimal import Decimal
|
||||||
|
|
||||||
|
from piker.types import Struct
|
||||||
|
|
||||||
|
|
||||||
|
# API endpoint paths by venue / sub-API
|
||||||
|
_domain: str = 'deribit.com'
|
||||||
|
_url = f'https://www.{_domain}'
|
||||||
|
|
||||||
|
# WEBsocketz
|
||||||
|
_ws_url: str = f'wss://www.{_domain}/ws/api/v2'
|
||||||
|
|
||||||
|
# test nets
|
||||||
|
_testnet_ws_url: str = f'wss://test.{_domain}/ws/api/v2'
|
||||||
|
|
||||||
|
MarketType = Literal[
|
||||||
|
'option'
|
||||||
|
]
|
||||||
|
|
||||||
|
|
||||||
|
def get_api_eps(venue: MarketType) -> tuple[str, str]:
|
||||||
|
'''
|
||||||
|
Return API ep root paths per venue.
|
||||||
|
|
||||||
|
'''
|
||||||
|
return {
|
||||||
|
'option': (
|
||||||
|
_ws_url,
|
||||||
|
),
|
||||||
|
}[venue]
|
||||||
|
|
||||||
|
|
||||||
|
class Pair(Struct, frozen=True, kw_only=True):
|
||||||
|
|
||||||
|
symbol: str
|
||||||
|
|
||||||
|
# src
|
||||||
|
quote_currency: str # 'BTC'
|
||||||
|
|
||||||
|
# dst
|
||||||
|
base_currency: str # "BTC",
|
||||||
|
|
||||||
|
tick_size: float # 0.0001 # [{'above_price': 0.005, 'tick_size': 0.0005}]
|
||||||
|
tick_size_steps: list[dict[str, float]]
|
||||||
|
|
||||||
|
@property
|
||||||
|
def price_tick(self) -> Decimal:
|
||||||
|
return Decimal(str(self.tick_size_steps[0]['above_price']))
|
||||||
|
|
||||||
|
@property
|
||||||
|
def size_tick(self) -> Decimal:
|
||||||
|
return Decimal(str(self.tick_size))
|
||||||
|
|
||||||
|
@property
|
||||||
|
def bs_fqme(self) -> str:
|
||||||
|
return f'{self.symbol}'
|
||||||
|
|
||||||
|
@property
|
||||||
|
def bs_mktid(self) -> str:
|
||||||
|
return f'{self.symbol}.{self.venue}'
|
||||||
|
|
||||||
|
|
||||||
|
class OptionPair(Pair, frozen=True):
|
||||||
|
|
||||||
|
taker_commission: float # 0.0003
|
||||||
|
strike: float # 5000.0
|
||||||
|
settlement_period: str # 'day'
|
||||||
|
settlement_currency: str # "BTC",
|
||||||
|
rfq: bool # false
|
||||||
|
price_index: str # 'btc_usd'
|
||||||
|
option_type: str # 'call'
|
||||||
|
min_trade_amount: float # 0.1
|
||||||
|
maker_commission: float # 0.0003
|
||||||
|
kind: str # 'option'
|
||||||
|
is_active: bool # true
|
||||||
|
instrument_type: str # 'reversed'
|
||||||
|
instrument_name: str # 'BTC-1SEP24-55000-C'
|
||||||
|
instrument_id: int # 364671
|
||||||
|
expiration_timestamp: int # 1725177600000
|
||||||
|
creation_timestamp: int # 1724918461000
|
||||||
|
counter_currency: str # 'USD'
|
||||||
|
contract_size: float # '1.0'
|
||||||
|
block_trade_tick_size: float # '0.0001'
|
||||||
|
block_trade_min_trade_amount: int # '25'
|
||||||
|
block_trade_commission: float # '0.003'
|
||||||
|
|
||||||
|
# NOTE: see `.data._symcache.SymbologyCache.load()` for why
|
||||||
|
ns_path: str = 'piker.brokers.deribit:OptionPair'
|
||||||
|
|
||||||
|
# TODO, impl this without the MM:SS part of
|
||||||
|
# the `'THH:MM:SS..'` etc..
|
||||||
|
@property
|
||||||
|
def expiry(self) -> str:
|
||||||
|
iso_date = pendulum.from_timestamp(
|
||||||
|
self.expiration_timestamp / 1000
|
||||||
|
).isoformat()
|
||||||
|
return iso_date
|
||||||
|
|
||||||
|
@property
|
||||||
|
def venue(self) -> str:
|
||||||
|
return f'{self.instrument_type}_option'
|
||||||
|
|
||||||
|
@property
|
||||||
|
def bs_fqme(self) -> str:
|
||||||
|
return f'{self.symbol}'
|
||||||
|
|
||||||
|
@property
|
||||||
|
def bs_src_asset(self) -> str:
|
||||||
|
return f'{self.quote_currency}'
|
||||||
|
|
||||||
|
@property
|
||||||
|
def bs_dst_asset(self) -> str:
|
||||||
|
return f'{self.symbol}'
|
||||||
|
|
||||||
|
|
||||||
|
PAIRTYPES: dict[MarketType, Pair] = {
|
||||||
|
'option': OptionPair,
|
||||||
|
}
|
||||||
|
|
||||||
|
|
||||||
|
class JSONRPCResult(Struct):
|
||||||
|
id: int
|
||||||
|
usIn: int
|
||||||
|
usOut: int
|
||||||
|
usDiff: int
|
||||||
|
testnet: bool
|
||||||
|
jsonrpc: str = '2.0'
|
||||||
|
error: Optional[dict] = None
|
||||||
|
result: Optional[list[dict]] = None
|
||||||
|
|
||||||
|
|
||||||
|
class JSONRPCChannel(Struct):
|
||||||
|
method: str
|
||||||
|
params: dict
|
||||||
|
jsonrpc: str = '2.0'
|
||||||
|
|
||||||
|
|
||||||
|
class KLinesResult(Struct):
|
||||||
|
low: list[float]
|
||||||
|
cost: list[float]
|
||||||
|
high: list[float]
|
||||||
|
open: list[float]
|
||||||
|
close: list[float]
|
||||||
|
ticks: list[int]
|
||||||
|
status: str
|
||||||
|
volume: list[float]
|
||||||
|
|
||||||
|
|
||||||
|
class Trade(Struct):
|
||||||
|
iv: float
|
||||||
|
price: float
|
||||||
|
amount: float
|
||||||
|
trade_id: str
|
||||||
|
contracts: float
|
||||||
|
direction: str
|
||||||
|
trade_seq: int
|
||||||
|
timestamp: int
|
||||||
|
mark_price: float
|
||||||
|
index_price: float
|
||||||
|
tick_direction: int
|
||||||
|
instrument_name: str
|
||||||
|
combo_id: Optional[str] = '',
|
||||||
|
combo_trade_id: Optional[int] = 0,
|
||||||
|
block_trade_id: Optional[str] = '',
|
||||||
|
block_trade_leg_count: Optional[int] = 0,
|
||||||
|
|
||||||
|
|
||||||
|
class LastTradesResult(Struct):
|
||||||
|
trades: list[Trade]
|
||||||
|
has_more: bool
|
||||||
|
|
@ -20,11 +20,6 @@ runnable script-programs.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
from datetime import ( # noqa
|
|
||||||
datetime,
|
|
||||||
date,
|
|
||||||
tzinfo as TzInfo,
|
|
||||||
)
|
|
||||||
from functools import partial
|
from functools import partial
|
||||||
from typing import (
|
from typing import (
|
||||||
Literal,
|
Literal,
|
||||||
|
|
@ -34,13 +29,13 @@ import subprocess
|
||||||
|
|
||||||
import tractor
|
import tractor
|
||||||
|
|
||||||
from piker.log import get_logger
|
from piker.brokers._util import get_logger
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from .api import Client
|
from .api import Client
|
||||||
import i3ipc
|
from ib_insync import IB
|
||||||
|
|
||||||
log = get_logger(name=__name__)
|
log = get_logger('piker.brokers.ib')
|
||||||
|
|
||||||
_reset_tech: Literal[
|
_reset_tech: Literal[
|
||||||
'vnc',
|
'vnc',
|
||||||
|
|
@ -53,39 +48,8 @@ _reset_tech: Literal[
|
||||||
] = 'vnc'
|
] = 'vnc'
|
||||||
|
|
||||||
|
|
||||||
no_setup_msg:str = (
|
|
||||||
'No data reset hack test setup for {vnc_sockaddr}!\n'
|
|
||||||
'See config setup tips @\n'
|
|
||||||
'https://github.com/pikers/piker/tree/master/piker/brokers/ib'
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
def try_xdo_manual(
|
|
||||||
client: Client,
|
|
||||||
):
|
|
||||||
'''
|
|
||||||
Do the "manual" `xdo`-based screen switch + click
|
|
||||||
combo since apparently the `asyncvnc` client ain't workin..
|
|
||||||
|
|
||||||
Note this is only meant as a backup method for Xorg users,
|
|
||||||
ideally you can use a real vnc client and the `vnc_click_hack()`
|
|
||||||
impl!
|
|
||||||
|
|
||||||
'''
|
|
||||||
global _reset_tech
|
|
||||||
try:
|
|
||||||
i3ipc_xdotool_manual_click_hack()
|
|
||||||
_reset_tech = 'i3ipc_xdotool'
|
|
||||||
return True
|
|
||||||
except OSError:
|
|
||||||
vnc_sockaddr: str = client.conf.vnc_addrs
|
|
||||||
log.exception(
|
|
||||||
no_setup_msg.format(vnc_sockaddr=vnc_sockaddr)
|
|
||||||
)
|
|
||||||
return False
|
|
||||||
|
|
||||||
|
|
||||||
async def data_reset_hack(
|
async def data_reset_hack(
|
||||||
|
# vnc_host: str,
|
||||||
client: Client,
|
client: Client,
|
||||||
reset_type: Literal['data', 'connection'],
|
reset_type: Literal['data', 'connection'],
|
||||||
|
|
||||||
|
|
@ -117,60 +81,65 @@ async def data_reset_hack(
|
||||||
that need to be wrangle.
|
that need to be wrangle.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
|
ib_client: IB = client.ib
|
||||||
|
|
||||||
# look up any user defined vnc socket address mapped from
|
# look up any user defined vnc socket address mapped from
|
||||||
# a particular API socket port.
|
# a particular API socket port.
|
||||||
vnc_addrs: tuple[str]|None = client.conf.get('vnc_addrs')
|
api_port: str = str(ib_client.client.port)
|
||||||
if not vnc_addrs:
|
vnc_host: str
|
||||||
|
vnc_port: int
|
||||||
|
vnc_sockaddr: tuple[str] | None = client.conf.get('vnc_addrs')
|
||||||
|
|
||||||
|
no_setup_msg:str = (
|
||||||
|
f'No data reset hack test setup for {vnc_sockaddr}!\n'
|
||||||
|
'See config setup tips @\n'
|
||||||
|
'https://github.com/pikers/piker/tree/master/piker/brokers/ib'
|
||||||
|
)
|
||||||
|
|
||||||
|
if not vnc_sockaddr:
|
||||||
log.warning(
|
log.warning(
|
||||||
no_setup_msg.format(vnc_sockaddr=client.conf)
|
no_setup_msg
|
||||||
+
|
+
|
||||||
'REQUIRES A `vnc_addrs: array` ENTRY'
|
'REQUIRES A `vnc_addrs: array` ENTRY'
|
||||||
)
|
)
|
||||||
|
|
||||||
|
vnc_host, vnc_port = vnc_sockaddr.get(
|
||||||
|
api_port,
|
||||||
|
('localhost', 3003)
|
||||||
|
)
|
||||||
global _reset_tech
|
global _reset_tech
|
||||||
|
|
||||||
match _reset_tech:
|
match _reset_tech:
|
||||||
case 'vnc':
|
case 'vnc':
|
||||||
try:
|
try:
|
||||||
await tractor.to_asyncio.run_task(
|
await tractor.to_asyncio.run_task(
|
||||||
partial(
|
partial(
|
||||||
vnc_click_hack,
|
vnc_click_hack,
|
||||||
client=client,
|
host=vnc_host,
|
||||||
|
port=vnc_port,
|
||||||
)
|
)
|
||||||
)
|
)
|
||||||
except (
|
except OSError:
|
||||||
OSError, # no VNC server avail..
|
if vnc_host != 'localhost':
|
||||||
PermissionError, # asyncvnc pw fail..
|
log.warning(no_setup_msg)
|
||||||
):
|
return False
|
||||||
|
|
||||||
try:
|
try:
|
||||||
import i3ipc # noqa (since a deps dynamic check)
|
import i3ipc # noqa (since a deps dynamic check)
|
||||||
except ModuleNotFoundError:
|
except ModuleNotFoundError:
|
||||||
log.warning(
|
log.warning(no_setup_msg)
|
||||||
no_setup_msg.format(vnc_sockaddr=client.conf)
|
|
||||||
)
|
|
||||||
return False
|
return False
|
||||||
|
|
||||||
# XXX, Xorg only workaround..
|
try:
|
||||||
# TODO? remove now that we have `pyvnc`?
|
i3ipc_xdotool_manual_click_hack()
|
||||||
# if vnc_host not in {
|
_reset_tech = 'i3ipc_xdotool'
|
||||||
# 'localhost',
|
return True
|
||||||
# '127.0.0.1',
|
except OSError:
|
||||||
# }:
|
log.exception(no_setup_msg)
|
||||||
# focussed, matches = i3ipc_fin_wins_titled()
|
return False
|
||||||
# if not matches:
|
|
||||||
# log.warning(
|
|
||||||
# no_setup_msg.format(vnc_sockaddr=vnc_sockaddr)
|
|
||||||
# )
|
|
||||||
# return False
|
|
||||||
# else:
|
|
||||||
# try_xdo_manual(vnc_sockaddr)
|
|
||||||
|
|
||||||
# localhost but no vnc-client or it borked..
|
|
||||||
else:
|
|
||||||
try_xdo_manual(client)
|
|
||||||
|
|
||||||
case 'i3ipc_xdotool':
|
case 'i3ipc_xdotool':
|
||||||
try_xdo_manual(client)
|
i3ipc_xdotool_manual_click_hack()
|
||||||
# i3ipc_xdotool_manual_click_hack()
|
|
||||||
|
|
||||||
case _ as tech:
|
case _ as tech:
|
||||||
raise RuntimeError(f'{tech} is not supported for reset tech!?')
|
raise RuntimeError(f'{tech} is not supported for reset tech!?')
|
||||||
|
|
@ -180,66 +149,21 @@ async def data_reset_hack(
|
||||||
|
|
||||||
|
|
||||||
async def vnc_click_hack(
|
async def vnc_click_hack(
|
||||||
client: Client,
|
host: str,
|
||||||
reset_type: str = 'data',
|
port: int,
|
||||||
pw: str|None = None,
|
reset_type: str = 'data'
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
Reset the data or network connection for the VNC attached
|
Reset the data or network connection for the VNC attached
|
||||||
ib-gateway using a (magic) keybinding combo.
|
ib gateway using magic combos.
|
||||||
|
|
||||||
A vnc-server password can be set either by an input `pw` param or
|
|
||||||
set in the client's config with the latter loaded from the user's
|
|
||||||
`brokers.toml` in a vnc-addrs-port-mapping section,
|
|
||||||
|
|
||||||
.. code:: toml
|
|
||||||
|
|
||||||
[ib.vnc_addrs]
|
|
||||||
4002 = {host = 'localhost', port = 5900, pw = 'doggy'}
|
|
||||||
|
|
||||||
'''
|
'''
|
||||||
api_port: str = str(client.ib.client.port)
|
|
||||||
conf: dict = client.conf
|
|
||||||
vnc_addrs: dict[int, tuple] = conf.get('vnc_addrs')
|
|
||||||
if not vnc_addrs:
|
|
||||||
return None
|
|
||||||
|
|
||||||
addr_entry: dict|tuple = vnc_addrs.get(
|
|
||||||
api_port,
|
|
||||||
('localhost', 5900) # a typical default
|
|
||||||
)
|
|
||||||
if pw is None:
|
|
||||||
match addr_entry:
|
|
||||||
case (
|
|
||||||
host,
|
|
||||||
port,
|
|
||||||
):
|
|
||||||
pass
|
|
||||||
|
|
||||||
case {
|
|
||||||
'host': host,
|
|
||||||
'port': port,
|
|
||||||
'pw': pw
|
|
||||||
}:
|
|
||||||
pass
|
|
||||||
|
|
||||||
case _:
|
|
||||||
raise ValueError(
|
|
||||||
f'Invalid `ib.vnc_addrs` entry ?\n'
|
|
||||||
f'{addr_entry!r}\n'
|
|
||||||
)
|
|
||||||
try:
|
try:
|
||||||
from pyvnc import (
|
import asyncvnc
|
||||||
AsyncVNCClient,
|
|
||||||
VNCConfig,
|
|
||||||
Point,
|
|
||||||
MOUSE_BUTTON_LEFT,
|
|
||||||
)
|
|
||||||
except ModuleNotFoundError:
|
except ModuleNotFoundError:
|
||||||
log.warning(
|
log.warning(
|
||||||
"In order to leverage `piker`'s built-in data reset hacks, install "
|
"In order to leverage `piker`'s built-in data reset hacks, install "
|
||||||
"the `pyvnc` project: https://github.com/regulad/pyvnc.git"
|
"the `asyncvnc` project: https://github.com/barneygale/asyncvnc"
|
||||||
)
|
)
|
||||||
return
|
return
|
||||||
|
|
||||||
|
|
@ -250,80 +174,24 @@ async def vnc_click_hack(
|
||||||
'connection': 'r'
|
'connection': 'r'
|
||||||
}[reset_type]
|
}[reset_type]
|
||||||
|
|
||||||
with tractor.devx.open_crash_handler(
|
async with asyncvnc.connect(
|
||||||
ignore={TimeoutError,},
|
host,
|
||||||
):
|
|
||||||
client = await AsyncVNCClient.connect(
|
|
||||||
VNCConfig(
|
|
||||||
host=host,
|
|
||||||
port=port,
|
port=port,
|
||||||
password=pw,
|
|
||||||
)
|
# TODO: doesn't work see:
|
||||||
)
|
# https://github.com/barneygale/asyncvnc/issues/7
|
||||||
async with client:
|
# password='ibcansmbz',
|
||||||
|
|
||||||
|
) as client:
|
||||||
|
|
||||||
# move to middle of screen
|
# move to middle of screen
|
||||||
# 640x1800
|
# 640x1800
|
||||||
await client.move(
|
client.mouse.move(
|
||||||
Point(
|
x=500,
|
||||||
500,
|
y=500,
|
||||||
500,
|
|
||||||
)
|
|
||||||
)
|
|
||||||
# ensure the ib-gw window is active
|
|
||||||
await client.click(MOUSE_BUTTON_LEFT)
|
|
||||||
# send the hotkeys combo B)
|
|
||||||
await client.press('Ctrl', 'Alt', key) # keys are stacked
|
|
||||||
|
|
||||||
|
|
||||||
def i3ipc_fin_wins_titled(
|
|
||||||
titles: list[str] = [
|
|
||||||
'Interactive Brokers', # tws running in i3
|
|
||||||
'IB Gateway', # gw running in i3
|
|
||||||
# 'IB', # gw running in i3 (newer version?)
|
|
||||||
|
|
||||||
# !TODO, remote vnc instance
|
|
||||||
# -[ ] something in title (or other Con-props) that indicates
|
|
||||||
# this is explicitly for ibrk sw?
|
|
||||||
# |_[ ] !can use modden spawn eventually!
|
|
||||||
'TigerVNC',
|
|
||||||
# 'vncviewer', # the terminal..
|
|
||||||
],
|
|
||||||
) -> tuple[
|
|
||||||
i3ipc.Con, # orig focussed win
|
|
||||||
list[tuple[str, i3ipc.Con]], # matching wins by title
|
|
||||||
]:
|
|
||||||
'''
|
|
||||||
Attempt to find a local-DE window titled with an entry in
|
|
||||||
`titles`.
|
|
||||||
|
|
||||||
If found deliver the current focussed window and all matching
|
|
||||||
`i3ipc.Con`s in a list.
|
|
||||||
|
|
||||||
'''
|
|
||||||
import i3ipc
|
|
||||||
ipc = i3ipc.Connection()
|
|
||||||
|
|
||||||
# TODO: might be worth offering some kinda api for grabbing
|
|
||||||
# the window id from the pid?
|
|
||||||
# https://stackoverflow.com/a/2250879
|
|
||||||
tree = ipc.get_tree()
|
|
||||||
focussed: i3ipc.Con = tree.find_focused()
|
|
||||||
|
|
||||||
matches: list[i3ipc.Con] = []
|
|
||||||
for name in titles:
|
|
||||||
results = tree.find_titled(name)
|
|
||||||
print(f'results for {name}: {results}')
|
|
||||||
if results:
|
|
||||||
con = results[0]
|
|
||||||
matches.append((
|
|
||||||
name,
|
|
||||||
con,
|
|
||||||
))
|
|
||||||
|
|
||||||
return (
|
|
||||||
focussed,
|
|
||||||
matches,
|
|
||||||
)
|
)
|
||||||
|
client.mouse.click()
|
||||||
|
client.keyboard.press('Ctrl', 'Alt', key) # keys are stacked
|
||||||
|
|
||||||
|
|
||||||
def i3ipc_xdotool_manual_click_hack() -> None:
|
def i3ipc_xdotool_manual_click_hack() -> None:
|
||||||
|
|
@ -331,17 +199,29 @@ def i3ipc_xdotool_manual_click_hack() -> None:
|
||||||
Do the data reset hack but expecting a local X-window using `xdotool`.
|
Do the data reset hack but expecting a local X-window using `xdotool`.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
focussed, matches = i3ipc_fin_wins_titled()
|
import i3ipc
|
||||||
try:
|
i3 = i3ipc.Connection()
|
||||||
orig_win_id = focussed.window
|
|
||||||
except AttributeError:
|
# TODO: might be worth offering some kinda api for grabbing
|
||||||
# XXX if .window cucks we prolly aren't intending to
|
# the window id from the pid?
|
||||||
# use this and/or just woke up from suspend..
|
# https://stackoverflow.com/a/2250879
|
||||||
log.exception('xdotool invalid usage ya ??\n')
|
t = i3.get_tree()
|
||||||
return
|
|
||||||
|
orig_win_id = t.find_focused().window
|
||||||
|
|
||||||
|
# for tws
|
||||||
|
win_names: list[str] = [
|
||||||
|
'Interactive Brokers', # tws running in i3
|
||||||
|
'IB Gateway', # gw running in i3
|
||||||
|
# 'IB', # gw running in i3 (newer version?)
|
||||||
|
]
|
||||||
|
|
||||||
try:
|
try:
|
||||||
for name, con in matches:
|
for name in win_names:
|
||||||
|
results = t.find_titled(name)
|
||||||
|
print(f'results for {name}: {results}')
|
||||||
|
if results:
|
||||||
|
con = results[0]
|
||||||
print(f'Resetting data feed for {name}')
|
print(f'Resetting data feed for {name}')
|
||||||
win_id = str(con.window)
|
win_id = str(con.window)
|
||||||
w, h = con.rect.width, con.rect.height
|
w, h = con.rect.width, con.rect.height
|
||||||
|
|
|
||||||
|
|
@ -48,13 +48,11 @@ 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,
|
||||||
DateTime,
|
DateTime,
|
||||||
Duration,
|
Duration,
|
||||||
duration as mk_duration,
|
duration as mk_duration,
|
||||||
from_timestamp,
|
|
||||||
Interval,
|
|
||||||
)
|
)
|
||||||
from eventkit import Event
|
from eventkit import Event
|
||||||
from ib_insync import (
|
from ib_insync import (
|
||||||
|
|
@ -92,15 +90,10 @@ from .symbols import (
|
||||||
_exch_skip_list,
|
_exch_skip_list,
|
||||||
_futes_venues,
|
_futes_venues,
|
||||||
)
|
)
|
||||||
from ...log import get_logger
|
from ._util import (
|
||||||
from .venues import (
|
log,
|
||||||
is_venue_open,
|
# only for the ib_sync internal logging
|
||||||
sesh_times,
|
get_logger,
|
||||||
is_venue_closure,
|
|
||||||
)
|
|
||||||
|
|
||||||
log = get_logger(
|
|
||||||
name=__name__,
|
|
||||||
)
|
)
|
||||||
|
|
||||||
_bar_load_dtype: list[tuple[str, type]] = [
|
_bar_load_dtype: list[tuple[str, type]] = [
|
||||||
|
|
@ -186,7 +179,7 @@ class NonShittyIB(IB):
|
||||||
# override `ib_insync` internal loggers so we can see wtf
|
# override `ib_insync` internal loggers so we can see wtf
|
||||||
# it's doing..
|
# it's doing..
|
||||||
self._logger = get_logger(
|
self._logger = get_logger(
|
||||||
name=__name__,
|
'ib_insync.ib',
|
||||||
)
|
)
|
||||||
self._createEvents()
|
self._createEvents()
|
||||||
|
|
||||||
|
|
@ -194,7 +187,7 @@ class NonShittyIB(IB):
|
||||||
self.wrapper = NonShittyWrapper(self)
|
self.wrapper = NonShittyWrapper(self)
|
||||||
self.client = ib_client.Client(self.wrapper)
|
self.client = ib_client.Client(self.wrapper)
|
||||||
self.client._logger = get_logger(
|
self.client._logger = get_logger(
|
||||||
name='ib_insync.client',
|
'ib_insync.client',
|
||||||
)
|
)
|
||||||
|
|
||||||
# self.errorEvent += self._onError
|
# self.errorEvent += self._onError
|
||||||
|
|
@ -266,16 +259,6 @@ def remove_handler_on_err(
|
||||||
event.disconnect(handler)
|
event.disconnect(handler)
|
||||||
|
|
||||||
|
|
||||||
# (originally?) i thot that,
|
|
||||||
# > "EST in ISO 8601 format is required.."
|
|
||||||
#
|
|
||||||
# XXX, but see `ib_async`'s impl,
|
|
||||||
# - `ib_async.ib.IB.reqHistoricalDataAsync()`
|
|
||||||
# - `ib_async.util.formatIBDatetime()`
|
|
||||||
# below is EPOCH.
|
|
||||||
_iso8601_epoch_in_est: str = "1970-01-01T00:00:00.000000-05:00"
|
|
||||||
|
|
||||||
|
|
||||||
class Client:
|
class Client:
|
||||||
'''
|
'''
|
||||||
IB wrapped for our broker backend API.
|
IB wrapped for our broker backend API.
|
||||||
|
|
@ -349,11 +332,9 @@ class Client:
|
||||||
self,
|
self,
|
||||||
fqme: str,
|
fqme: str,
|
||||||
|
|
||||||
# EST in ISO 8601 format is required..
|
# EST in ISO 8601 format is required... below is EPOCH
|
||||||
# XXX, see `ib_async.ib.IB.reqHistoricalDataAsync()`
|
start_dt: datetime | str = "1970-01-01T00:00:00.000000-05:00",
|
||||||
# below is EPOCH.
|
end_dt: datetime | str = "",
|
||||||
start_dt: datetime|None = None, # _iso8601_epoch_in_est,
|
|
||||||
end_dt: datetime|None = None,
|
|
||||||
|
|
||||||
# ohlc sample period in seconds
|
# ohlc sample period in seconds
|
||||||
sample_period_s: int = 1,
|
sample_period_s: int = 1,
|
||||||
|
|
@ -364,17 +345,9 @@ class Client:
|
||||||
|
|
||||||
**kwargs,
|
**kwargs,
|
||||||
|
|
||||||
) -> tuple[
|
) -> tuple[BarDataList, np.ndarray, Duration]:
|
||||||
BarDataList,
|
|
||||||
np.ndarray,
|
|
||||||
Duration,
|
|
||||||
]:
|
|
||||||
'''
|
'''
|
||||||
Retreive the `fqme`'s OHLCV-bars for the time-range "until `end_dt`".
|
Retreive OHLCV bars for a fqme over a range to the present.
|
||||||
|
|
||||||
Notes:
|
|
||||||
- IB's api doesn't support a `start_dt` (which is why default
|
|
||||||
is null) so we only use it for bar-frame duration checking.
|
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# See API docs here:
|
# See API docs here:
|
||||||
|
|
@ -389,19 +362,13 @@ class Client:
|
||||||
|
|
||||||
dt_duration: Duration = (
|
dt_duration: Duration = (
|
||||||
duration
|
duration
|
||||||
or
|
or default_dt_duration
|
||||||
default_dt_duration
|
|
||||||
)
|
)
|
||||||
|
|
||||||
# TODO: maybe remove all this?
|
# TODO: maybe remove all this?
|
||||||
global _enters
|
global _enters
|
||||||
if end_dt is None:
|
if not end_dt:
|
||||||
end_dt: str = ''
|
end_dt = ''
|
||||||
|
|
||||||
else:
|
|
||||||
est_end_dt = end_dt.in_tz('EST')
|
|
||||||
if est_end_dt != end_dt:
|
|
||||||
breakpoint()
|
|
||||||
|
|
||||||
_enters += 1
|
_enters += 1
|
||||||
|
|
||||||
|
|
@ -470,116 +437,58 @@ class Client:
|
||||||
+ query_info
|
+ query_info
|
||||||
)
|
)
|
||||||
|
|
||||||
# TODO: we could maybe raise `NoData` instead if we
|
# TODO: we could maybe raise ``NoData`` instead if we
|
||||||
# rewrite the method in the first case?
|
# rewrite the method in the first case?
|
||||||
# right now there's no way to detect a timeout..
|
# right now there's no way to detect a timeout..
|
||||||
return [], np.empty(0), dt_duration
|
return [], np.empty(0), dt_duration
|
||||||
|
|
||||||
log.info(query_info)
|
log.info(query_info)
|
||||||
|
|
||||||
# ------ GAP-DETECTION ------
|
|
||||||
# NOTE XXX: ensure minimum duration in bars?
|
# NOTE XXX: ensure minimum duration in bars?
|
||||||
# => recursively call this method until we get at least as
|
# => recursively call this method until we get at least as
|
||||||
# many bars such that they sum in aggregate to the the
|
# many bars such that they sum in aggregate to the the
|
||||||
# desired total time (duration) at most.
|
# desired total time (duration) at most.
|
||||||
# - if you query over a gap and get no data
|
# - if you query over a gap and get no data
|
||||||
# that may short circuit the history
|
# that may short circuit the history
|
||||||
if end_dt:
|
if (
|
||||||
|
# XXX XXX XXX
|
||||||
|
# => WHY DID WE EVEN NEED THIS ORIGINALLY!? <=
|
||||||
|
# XXX XXX XXX
|
||||||
|
False
|
||||||
|
and end_dt
|
||||||
|
):
|
||||||
nparr: np.ndarray = bars_to_np(bars)
|
nparr: np.ndarray = bars_to_np(bars)
|
||||||
times: np.ndarray = nparr['time']
|
times: np.ndarray = nparr['time']
|
||||||
first: float = times[0]
|
first: float = times[0]
|
||||||
last: float = times[-1]
|
tdiff: float = times[-1] - first
|
||||||
# frame_dur: float = times[-1] - first
|
|
||||||
|
|
||||||
details: ContractDetails = (
|
|
||||||
await self.ib.reqContractDetailsAsync(contract)
|
|
||||||
)[0]
|
|
||||||
# convert to makt-native tz
|
|
||||||
tz: str = details.timeZoneId
|
|
||||||
end_dt = end_dt.in_tz(tz)
|
|
||||||
first_dt: DateTime = from_timestamp(first).in_tz(tz)
|
|
||||||
last_dt: DateTime = from_timestamp(last).in_tz(tz)
|
|
||||||
tdiff: int = (
|
|
||||||
last_dt
|
|
||||||
-
|
|
||||||
first_dt
|
|
||||||
).in_seconds() + sample_period_s
|
|
||||||
_open_now: bool = is_venue_open(
|
|
||||||
con_deats=details,
|
|
||||||
)
|
|
||||||
|
|
||||||
# XXX, do gap detections.
|
|
||||||
has_closure_gap: bool = False
|
|
||||||
if (
|
|
||||||
last_dt.add(seconds=sample_period_s)
|
|
||||||
<
|
|
||||||
end_dt
|
|
||||||
):
|
|
||||||
open_time, close_time = sesh_times(details)
|
|
||||||
# XXX, always calc gap in mkt-venue-local timezone
|
|
||||||
gap: Interval = end_dt - last_dt
|
|
||||||
if not (
|
|
||||||
has_closure_gap := is_venue_closure(
|
|
||||||
gap=gap,
|
|
||||||
con_deats=details,
|
|
||||||
time_step_s=sample_period_s,
|
|
||||||
)):
|
|
||||||
log.warning(
|
|
||||||
f'Invalid non-closure gap for {fqme!r} ?!?\n'
|
|
||||||
f'is-open-now: {_open_now}\n'
|
|
||||||
f'\n'
|
|
||||||
f'{gap}\n'
|
|
||||||
)
|
|
||||||
log.warning(
|
|
||||||
f'Detected NON venue-closure GAP ??\n'
|
|
||||||
f'{gap}\n'
|
|
||||||
)
|
|
||||||
breakpoint()
|
|
||||||
else:
|
|
||||||
assert has_closure_gap
|
|
||||||
log.debug(
|
|
||||||
f'Detected venue closure gap (weekend),\n'
|
|
||||||
f'{gap}\n'
|
|
||||||
)
|
|
||||||
|
|
||||||
if (
|
if (
|
||||||
start_dt is None
|
# len(bars) * sample_period_s) < dt_duration.in_seconds()
|
||||||
and (
|
tdiff < dt_duration.in_seconds()
|
||||||
tdiff
|
# and False
|
||||||
<
|
|
||||||
dt_duration.in_seconds()
|
|
||||||
)
|
|
||||||
and
|
|
||||||
not has_closure_gap
|
|
||||||
):
|
):
|
||||||
log.error(
|
end_dt: DateTime = from_timestamp(first)
|
||||||
|
log.warning(
|
||||||
f'Frame result was shorter then {dt_duration}!?\n'
|
f'Frame result was shorter then {dt_duration}!?\n'
|
||||||
|
'Recursing for more bars:\n'
|
||||||
f'end_dt: {end_dt}\n'
|
f'end_dt: {end_dt}\n'
|
||||||
f'dt_duration: {dt_duration}\n'
|
f'dt_duration: {dt_duration}\n'
|
||||||
# f'\n'
|
|
||||||
# f'Recursing for more bars:\n'
|
|
||||||
)
|
)
|
||||||
# XXX, debug!
|
(
|
||||||
breakpoint()
|
r_bars,
|
||||||
# XXX ? TODO? recursively try to re-request?
|
r_arr,
|
||||||
# => i think *NO* right?
|
r_duration,
|
||||||
#
|
) = await self.bars(
|
||||||
# (
|
fqme,
|
||||||
# r_bars,
|
start_dt=start_dt,
|
||||||
# r_arr,
|
end_dt=end_dt,
|
||||||
# r_duration,
|
sample_period_s=sample_period_s,
|
||||||
# ) = await self.bars(
|
|
||||||
# fqme,
|
|
||||||
# start_dt=start_dt,
|
|
||||||
# end_dt=end_dt,
|
|
||||||
# sample_period_s=sample_period_s,
|
|
||||||
|
|
||||||
# # TODO: make a table for Duration to
|
# TODO: make a table for Duration to
|
||||||
# # the ib str values in order to use this?
|
# the ib str values in order to use this?
|
||||||
# # duration=duration,
|
# duration=duration,
|
||||||
# )
|
)
|
||||||
# r_bars.extend(bars)
|
r_bars.extend(bars)
|
||||||
# bars = r_bars
|
bars = r_bars
|
||||||
|
|
||||||
nparr: np.ndarray = bars_to_np(bars)
|
nparr: np.ndarray = bars_to_np(bars)
|
||||||
|
|
||||||
|
|
@ -874,16 +783,9 @@ class Client:
|
||||||
# crypto$
|
# crypto$
|
||||||
elif exch == 'PAXOS': # btc.paxos
|
elif exch == 'PAXOS': # btc.paxos
|
||||||
con = Crypto(
|
con = Crypto(
|
||||||
symbol=symbol.upper(),
|
symbol=symbol,
|
||||||
currency='USD',
|
currency=currency,
|
||||||
exchange='PAXOS',
|
|
||||||
)
|
)
|
||||||
# XXX, on `ib_insync` when first tried this,
|
|
||||||
# > Error 10299, reqId 141: Expected what to show is
|
|
||||||
# > AGGTRADES, please use that instead of TRADES.,
|
|
||||||
# > contract: Crypto(conId=479624278, symbol='BTC',
|
|
||||||
# > exchange='PAXOS', currency='USD',
|
|
||||||
# > localSymbol='BTC.USD', tradingClass='BTC')
|
|
||||||
|
|
||||||
# stonks
|
# stonks
|
||||||
else:
|
else:
|
||||||
|
|
@ -1041,7 +943,6 @@ class Client:
|
||||||
)
|
)
|
||||||
if tkr:
|
if tkr:
|
||||||
break
|
break
|
||||||
|
|
||||||
except TimeoutError as err:
|
except TimeoutError as err:
|
||||||
timeouterr = err
|
timeouterr = err
|
||||||
await asyncio.sleep(0.01)
|
await asyncio.sleep(0.01)
|
||||||
|
|
@ -1050,9 +951,7 @@ class Client:
|
||||||
else:
|
else:
|
||||||
if not warnset:
|
if not warnset:
|
||||||
log.warning(
|
log.warning(
|
||||||
f'Quote req timed out..\n'
|
f'Quote req timed out..maybe venue is closed?\n'
|
||||||
f'Maybe the venue is closed?\n'
|
|
||||||
f'\n'
|
|
||||||
f'{asdict(contract)}'
|
f'{asdict(contract)}'
|
||||||
)
|
)
|
||||||
warnset = True
|
warnset = True
|
||||||
|
|
@ -1064,11 +963,9 @@ class Client:
|
||||||
)
|
)
|
||||||
break
|
break
|
||||||
else:
|
else:
|
||||||
if (
|
if timeouterr and raise_on_timeout:
|
||||||
timeouterr
|
import pdbp
|
||||||
and
|
pdbp.set_trace()
|
||||||
raise_on_timeout
|
|
||||||
):
|
|
||||||
raise timeouterr
|
raise timeouterr
|
||||||
|
|
||||||
if not warnset:
|
if not warnset:
|
||||||
|
|
@ -1284,7 +1181,7 @@ async def load_aio_clients(
|
||||||
# the API TCP in `ib_insync` connection can be flaky af so instead
|
# the API TCP in `ib_insync` connection can be flaky af so instead
|
||||||
# retry a few times to get the client going..
|
# retry a few times to get the client going..
|
||||||
connect_retries: int = 3,
|
connect_retries: int = 3,
|
||||||
connect_timeout: float = 30, # in case a remote-host
|
connect_timeout: float = 10,
|
||||||
disconnect_on_exit: bool = True,
|
disconnect_on_exit: bool = True,
|
||||||
|
|
||||||
) -> dict[str, Client]:
|
) -> dict[str, Client]:
|
||||||
|
|
@ -1465,20 +1362,23 @@ async def load_aio_clients(
|
||||||
|
|
||||||
|
|
||||||
async def load_clients_for_trio(
|
async def load_clients_for_trio(
|
||||||
chan: tractor.to_asyncio.LinkedTaskChannel,
|
from_trio: asyncio.Queue,
|
||||||
|
to_trio: trio.abc.SendChannel,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
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(
|
||||||
disconnect_on_exit=False,
|
disconnect_on_exit=False,
|
||||||
) as accts2clients:
|
) as accts2clients:
|
||||||
|
|
||||||
chan.started_nowait(accts2clients)
|
to_trio.send_nowait(accts2clients)
|
||||||
|
|
||||||
# TODO: maybe a sync event to wait on instead?
|
# TODO: maybe a sync event to wait on instead?
|
||||||
await asyncio.sleep(float('inf'))
|
await asyncio.sleep(float('inf'))
|
||||||
|
|
||||||
|
|
@ -1491,10 +1391,7 @@ 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?
|
||||||
|
|
@ -1625,22 +1522,23 @@ class MethodProxy:
|
||||||
|
|
||||||
|
|
||||||
async def open_aio_client_method_relay(
|
async def open_aio_client_method_relay(
|
||||||
chan: tractor.to_asyncio.LinkedTaskChannel,
|
from_trio: asyncio.Queue,
|
||||||
|
to_trio: trio.abc.SendChannel,
|
||||||
client: Client,
|
client: Client,
|
||||||
event_consumers: dict[str, trio.Event],
|
event_consumers: dict[str, trio.Event],
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
# sync with `open_client_proxy()` caller
|
# sync with `open_client_proxy()` caller
|
||||||
chan.started_nowait(client)
|
to_trio.send_nowait(client)
|
||||||
|
|
||||||
# TODO: separate channel for error handling?
|
# TODO: separate channel for error handling?
|
||||||
client.inline_errors(chan)
|
client.inline_errors(to_trio)
|
||||||
|
|
||||||
# relay all method requests to ``asyncio``-side client and deliver
|
# relay all method requests to ``asyncio``-side client and deliver
|
||||||
# back results
|
# back results
|
||||||
while not chan._to_trio._closed: # <- TODO, better check like `._web_bs`?
|
while not to_trio._closed:
|
||||||
msg: tuple[str, dict]|dict|None = await chan.get()
|
msg: tuple[str, dict] | dict | None = await from_trio.get()
|
||||||
match msg:
|
match msg:
|
||||||
case None: # termination sentinel
|
case None: # termination sentinel
|
||||||
log.info('asyncio `Client` method-proxy SHUTDOWN!')
|
log.info('asyncio `Client` method-proxy SHUTDOWN!')
|
||||||
|
|
@ -1653,7 +1551,7 @@ async def open_aio_client_method_relay(
|
||||||
try:
|
try:
|
||||||
resp = await meth(**kwargs)
|
resp = await meth(**kwargs)
|
||||||
# echo the msg back
|
# echo the msg back
|
||||||
chan.send_nowait({'result': resp})
|
to_trio.send_nowait({'result': resp})
|
||||||
|
|
||||||
except (
|
except (
|
||||||
RequestError,
|
RequestError,
|
||||||
|
|
@ -1661,10 +1559,10 @@ async def open_aio_client_method_relay(
|
||||||
# TODO: relay all errors to trio?
|
# TODO: relay all errors to trio?
|
||||||
# BaseException,
|
# BaseException,
|
||||||
) as err:
|
) as err:
|
||||||
chan.send_nowait({'exception': err})
|
to_trio.send_nowait({'exception': err})
|
||||||
|
|
||||||
case {'error': content}:
|
case {'error': content}:
|
||||||
chan.send_nowait({'exception': content})
|
to_trio.send_nowait({'exception': content})
|
||||||
|
|
||||||
case _:
|
case _:
|
||||||
raise ValueError(f'Unhandled msg {msg}')
|
raise ValueError(f'Unhandled msg {msg}')
|
||||||
|
|
@ -1686,8 +1584,7 @@ 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)
|
||||||
|
|
@ -1727,7 +1624,7 @@ 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,
|
||||||
)
|
)
|
||||||
|
|
@ -50,10 +49,6 @@ from ib_insync.objects import (
|
||||||
)
|
)
|
||||||
|
|
||||||
from piker import config
|
from piker import config
|
||||||
from piker.log import (
|
|
||||||
get_logger,
|
|
||||||
get_console_log,
|
|
||||||
)
|
|
||||||
from piker.types import Struct
|
from piker.types import Struct
|
||||||
from piker.accounting import (
|
from piker.accounting import (
|
||||||
Position,
|
Position,
|
||||||
|
|
@ -81,6 +76,7 @@ from piker.clearing._messages import (
|
||||||
BrokerdFill,
|
BrokerdFill,
|
||||||
BrokerdError,
|
BrokerdError,
|
||||||
)
|
)
|
||||||
|
from ._util import log
|
||||||
from .api import (
|
from .api import (
|
||||||
_accounts2clients,
|
_accounts2clients,
|
||||||
get_config,
|
get_config,
|
||||||
|
|
@ -98,10 +94,6 @@ from .ledger import (
|
||||||
update_ledger_from_api_trades,
|
update_ledger_from_api_trades,
|
||||||
)
|
)
|
||||||
|
|
||||||
log = get_logger(
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
def pack_position(
|
def pack_position(
|
||||||
pos: IbPosition,
|
pos: IbPosition,
|
||||||
|
|
@ -124,11 +116,7 @@ def pack_position(
|
||||||
symbol=fqme,
|
symbol=fqme,
|
||||||
currency=con.currency,
|
currency=con.currency,
|
||||||
size=float(pos.position),
|
size=float(pos.position),
|
||||||
avg_price=(
|
avg_price=float(pos.avgCost) / float(con.multiplier or 1.0),
|
||||||
float(pos.avgCost)
|
|
||||||
/
|
|
||||||
float(con.multiplier or 1.0)
|
|
||||||
),
|
|
||||||
),
|
),
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
@ -369,10 +357,6 @@ async def update_and_audit_pos_msg(
|
||||||
size=ibpos.position,
|
size=ibpos.position,
|
||||||
|
|
||||||
avg_price=pikerpos.ppu,
|
avg_price=pikerpos.ppu,
|
||||||
|
|
||||||
# XXX ensures matching even if multiple venue-names
|
|
||||||
# in `.bs_fqme`, likely from txn records..
|
|
||||||
bs_mktid=mkt.bs_mktid,
|
|
||||||
)
|
)
|
||||||
|
|
||||||
ibfmtmsg: str = pformat(ibpos._asdict())
|
ibfmtmsg: str = pformat(ibpos._asdict())
|
||||||
|
|
@ -423,7 +407,7 @@ 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'
|
||||||
|
|
@ -441,8 +425,7 @@ async def aggr_open_orders(
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
Collect all open orders from client and fill in `order_msgs:
|
Collect all open orders from client and fill in `order_msgs: list`.
|
||||||
list`.
|
|
||||||
|
|
||||||
'''
|
'''
|
||||||
trades: list[Trade] = client.ib.openTrades()
|
trades: list[Trade] = client.ib.openTrades()
|
||||||
|
|
@ -543,15 +526,9 @@ class IbAcnt(Struct):
|
||||||
@tractor.context
|
@tractor.context
|
||||||
async def open_trade_dialog(
|
async def open_trade_dialog(
|
||||||
ctx: tractor.Context,
|
ctx: tractor.Context,
|
||||||
loglevel: str = 'warning',
|
|
||||||
|
|
||||||
) -> AsyncIterator[dict[str, Any]]:
|
) -> AsyncIterator[dict[str, Any]]:
|
||||||
|
|
||||||
get_console_log(
|
|
||||||
level=loglevel,
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
# task local msg dialog tracking
|
# task local msg dialog tracking
|
||||||
flows = OrderDialogs()
|
flows = OrderDialogs()
|
||||||
accounts_def = config.load_accounts(['ib'])
|
accounts_def = config.load_accounts(['ib'])
|
||||||
|
|
@ -569,10 +546,7 @@ async def open_trade_dialog(
|
||||||
),
|
),
|
||||||
|
|
||||||
# TODO: do this as part of `open_account()`!?
|
# TODO: do this as part of `open_account()`!?
|
||||||
open_symcache(
|
open_symcache('ib', only_from_memcache=True) as symcache,
|
||||||
'ib',
|
|
||||||
only_from_memcache=True,
|
|
||||||
) as symcache,
|
|
||||||
):
|
):
|
||||||
# Open a trade ledgers stack for appending trade records over
|
# Open a trade ledgers stack for appending trade records over
|
||||||
# multiple accounts.
|
# multiple accounts.
|
||||||
|
|
@ -580,10 +554,8 @@ async def open_trade_dialog(
|
||||||
ledgers: dict[str, TransactionLedger] = {}
|
ledgers: dict[str, TransactionLedger] = {}
|
||||||
tables: dict[str, Account] = {}
|
tables: dict[str, Account] = {}
|
||||||
order_msgs: list[Status] = []
|
order_msgs: list[Status] = []
|
||||||
conf: dict = get_config()
|
conf = get_config()
|
||||||
accounts_def_inv: bidict[str, str] = bidict(
|
accounts_def_inv: bidict[str, str] = bidict(conf['accounts']).inverse
|
||||||
conf['accounts']
|
|
||||||
).inverse
|
|
||||||
|
|
||||||
with (
|
with (
|
||||||
ExitStack() as lstack,
|
ExitStack() as lstack,
|
||||||
|
|
@ -733,11 +705,7 @@ async def open_trade_dialog(
|
||||||
# client-account and build out position msgs to deliver to
|
# client-account and build out position msgs to deliver to
|
||||||
# EMS.
|
# EMS.
|
||||||
for acctid, acnt in tables.items():
|
for acctid, acnt in tables.items():
|
||||||
active_pps: dict[str, Position]
|
active_pps, closed_pps = acnt.dump_active()
|
||||||
(
|
|
||||||
active_pps,
|
|
||||||
closed_pps,
|
|
||||||
) = acnt.dump_active()
|
|
||||||
|
|
||||||
for pps in [active_pps, closed_pps]:
|
for pps in [active_pps, closed_pps]:
|
||||||
piker_pps: list[Position] = list(pps.values())
|
piker_pps: list[Position] = list(pps.values())
|
||||||
|
|
@ -753,7 +721,6 @@ async def open_trade_dialog(
|
||||||
)
|
)
|
||||||
if ibpos:
|
if ibpos:
|
||||||
bs_mktid: str = str(ibpos.contract.conId)
|
bs_mktid: str = str(ibpos.contract.conId)
|
||||||
|
|
||||||
msg = await update_and_audit_pos_msg(
|
msg = await update_and_audit_pos_msg(
|
||||||
acctid,
|
acctid,
|
||||||
pikerpos,
|
pikerpos,
|
||||||
|
|
@ -771,7 +738,7 @@ 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,
|
||||||
|
|
@ -780,22 +747,21 @@ 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,
|
||||||
|
|
@ -803,7 +769,7 @@ 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,
|
||||||
|
|
@ -1275,47 +1241,32 @@ async def deliver_trade_events(
|
||||||
# never relay errors for non-broker related issues
|
# never relay errors for non-broker related issues
|
||||||
# https://interactivebrokers.github.io/tws-api/message_codes.html
|
# https://interactivebrokers.github.io/tws-api/message_codes.html
|
||||||
code: int = err['error_code']
|
code: int = err['error_code']
|
||||||
reason: str = err['reason']
|
if code in {
|
||||||
reqid: str = str(err['reqid'])
|
200, # uhh
|
||||||
|
|
||||||
# "Warning:" msg codes,
|
|
||||||
# https://interactivebrokers.github.io/tws-api/message_codes.html#warning_codes
|
|
||||||
# - 2109: 'Outside Regular Trading Hours'
|
|
||||||
if 'Warning:' in reason:
|
|
||||||
log.warning(
|
|
||||||
f'Order-API-warning: {code!r}\n'
|
|
||||||
f'reqid: {reqid!r}\n'
|
|
||||||
f'\n'
|
|
||||||
f'{pformat(err)}\n'
|
|
||||||
# ^TODO? should we just print the `reason`
|
|
||||||
# not the full `err`-dict?
|
|
||||||
)
|
|
||||||
continue
|
|
||||||
|
|
||||||
# XXX known special (ignore) cases
|
|
||||||
elif code in {
|
|
||||||
200, # uhh.. ni idea
|
|
||||||
|
|
||||||
# hist pacing / connectivity
|
# hist pacing / connectivity
|
||||||
162,
|
162,
|
||||||
165,
|
165,
|
||||||
|
|
||||||
|
# WARNING codes:
|
||||||
|
# https://interactivebrokers.github.io/tws-api/message_codes.html#warning_codes
|
||||||
|
# Attribute 'Outside Regular Trading Hours' is
|
||||||
|
# " 'ignored based on the order type and
|
||||||
|
# destination. PlaceOrder is now ' 'being
|
||||||
|
# processed.',
|
||||||
|
2109,
|
||||||
|
|
||||||
# XXX: lol this isn't even documented..
|
# XXX: lol this isn't even documented..
|
||||||
# 'No market data during competing live session'
|
# 'No market data during competing live session'
|
||||||
1669,
|
1669,
|
||||||
}:
|
}:
|
||||||
log.error(
|
|
||||||
f'Order-API-error which is non-cancel-causing ?!\n'
|
|
||||||
f'\n'
|
|
||||||
f'{pformat(err)}\n'
|
|
||||||
)
|
|
||||||
continue
|
continue
|
||||||
|
|
||||||
|
reqid: str = str(err['reqid'])
|
||||||
|
reason: str = err['reason']
|
||||||
|
|
||||||
if err['reqid'] == -1:
|
if err['reqid'] == -1:
|
||||||
log.error(
|
log.error(f'TWS external order error:\n{pformat(err)}')
|
||||||
f'TWS external order error ??\n'
|
|
||||||
f'{pformat(err)}\n'
|
|
||||||
)
|
|
||||||
|
|
||||||
flow: dict = dict(
|
flow: dict = dict(
|
||||||
flows.get(reqid)
|
flows.get(reqid)
|
||||||
|
|
|
||||||
|
|
@ -1,5 +1,5 @@
|
||||||
# piker: trading gear for hackers
|
# piker: trading gear for hackers
|
||||||
# Copyright (C) 2018-forever Tyler Goodlet (in stewardship for pikers)
|
# Copyright (C) Tyler Goodlet (in stewardship for pikers)
|
||||||
|
|
||||||
# This program is free software: you can redistribute it and/or modify
|
# 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
|
# it under the terms of the GNU Affero General Public License as published by
|
||||||
|
|
@ -13,12 +13,10 @@
|
||||||
|
|
||||||
# You should have received a copy of the GNU Affero General Public License
|
# You should have received a copy of the GNU Affero General Public License
|
||||||
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||||
|
"""
|
||||||
|
Data feed endpoints pre-wrapped and ready for use with ``tractor``/``trio``.
|
||||||
|
|
||||||
'''
|
"""
|
||||||
Data feed endpoints pre-wrapped and ready for use with `tractor`/`trio`
|
|
||||||
via "infected-asyncio-mode".
|
|
||||||
|
|
||||||
'''
|
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
import asyncio
|
import asyncio
|
||||||
from contextlib import (
|
from contextlib import (
|
||||||
|
|
@ -28,6 +26,7 @@ from dataclasses import asdict
|
||||||
from datetime import datetime
|
from datetime import datetime
|
||||||
from functools import partial
|
from functools import partial
|
||||||
from pprint import pformat
|
from pprint import pformat
|
||||||
|
from math import isnan
|
||||||
import time
|
import time
|
||||||
from typing import (
|
from typing import (
|
||||||
Any,
|
Any,
|
||||||
|
|
@ -41,6 +40,7 @@ import numpy as np
|
||||||
from pendulum import (
|
from pendulum import (
|
||||||
now,
|
now,
|
||||||
from_timestamp,
|
from_timestamp,
|
||||||
|
# DateTime,
|
||||||
Duration,
|
Duration,
|
||||||
duration as mk_duration,
|
duration as mk_duration,
|
||||||
)
|
)
|
||||||
|
|
@ -56,11 +56,11 @@ from piker.brokers._util import (
|
||||||
NoData,
|
NoData,
|
||||||
DataUnavailable,
|
DataUnavailable,
|
||||||
)
|
)
|
||||||
from piker.log import get_logger
|
|
||||||
from .api import (
|
from .api import (
|
||||||
# _adhoc_futes_set,
|
# _adhoc_futes_set,
|
||||||
Client,
|
Client,
|
||||||
con2fqme,
|
con2fqme,
|
||||||
|
log,
|
||||||
load_aio_clients,
|
load_aio_clients,
|
||||||
MethodProxy,
|
MethodProxy,
|
||||||
open_client_proxies,
|
open_client_proxies,
|
||||||
|
|
@ -69,18 +69,12 @@ from .api import (
|
||||||
Contract,
|
Contract,
|
||||||
RequestError,
|
RequestError,
|
||||||
)
|
)
|
||||||
from .venues import is_venue_open
|
from ._util import data_reset_hack
|
||||||
from ._util import (
|
|
||||||
data_reset_hack,
|
|
||||||
)
|
|
||||||
from .symbols import get_mkt_info
|
from .symbols import get_mkt_info
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from trio._core._run import Task
|
from trio._core._run import Task
|
||||||
|
|
||||||
log = get_logger(
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
# XXX NOTE: See available types table docs:
|
# XXX NOTE: See available types table docs:
|
||||||
# https://interactivebrokers.github.io/tws-api/tick_types.html
|
# https://interactivebrokers.github.io/tws-api/tick_types.html
|
||||||
|
|
@ -190,8 +184,7 @@ async def open_history_client(
|
||||||
|
|
||||||
if (
|
if (
|
||||||
start_dt
|
start_dt
|
||||||
and
|
and start_dt.timestamp() == 0
|
||||||
start_dt.timestamp() == 0
|
|
||||||
):
|
):
|
||||||
await tractor.pause()
|
await tractor.pause()
|
||||||
|
|
||||||
|
|
@ -206,27 +199,22 @@ async def open_history_client(
|
||||||
latency = time.time() - query_start
|
latency = time.time() - query_start
|
||||||
if (
|
if (
|
||||||
not timedout
|
not timedout
|
||||||
# and
|
# and latency <= max_timeout
|
||||||
# latency <= max_timeout
|
|
||||||
):
|
):
|
||||||
count += 1
|
count += 1
|
||||||
mean += latency / count
|
mean += latency / count
|
||||||
log.debug(
|
print(
|
||||||
f'HISTORY FRAME QUERY LATENCY: {latency}\n'
|
f'HISTORY FRAME QUERY LATENCY: {latency}\n'
|
||||||
f'mean: {mean}'
|
f'mean: {mean}'
|
||||||
)
|
)
|
||||||
|
|
||||||
# could be trying to retreive bars over weekend
|
# could be trying to retreive bars over weekend
|
||||||
if out is None:
|
if out is None:
|
||||||
log.error(
|
log.error(f"Can't grab bars starting at {end_dt}!?!?")
|
||||||
f"No bars starting at {end_dt!r} !?!?"
|
|
||||||
)
|
|
||||||
if (
|
if (
|
||||||
end_dt
|
end_dt
|
||||||
and
|
and head_dt
|
||||||
head_dt
|
and end_dt <= head_dt
|
||||||
and
|
|
||||||
end_dt <= head_dt
|
|
||||||
):
|
):
|
||||||
raise DataUnavailable(
|
raise DataUnavailable(
|
||||||
f'First timestamp is {head_dt}\n'
|
f'First timestamp is {head_dt}\n'
|
||||||
|
|
@ -268,43 +256,12 @@ async def open_history_client(
|
||||||
vlm = bars_array['volume']
|
vlm = bars_array['volume']
|
||||||
vlm[vlm < 0] = 0
|
vlm[vlm < 0] = 0
|
||||||
|
|
||||||
# XXX, if a start-limit was passed ensure we only
|
return bars_array, first_dt, last_dt
|
||||||
# return history that far back!
|
|
||||||
if (
|
|
||||||
start_dt
|
|
||||||
and
|
|
||||||
first_dt < start_dt
|
|
||||||
):
|
|
||||||
trimmed_bars = bars_array[
|
|
||||||
bars_array['time'] >= start_dt.timestamp()
|
|
||||||
]
|
|
||||||
if (
|
|
||||||
trimmed_first_dt := from_timestamp(trimmed_bars['time'][0])
|
|
||||||
!=
|
|
||||||
start_dt
|
|
||||||
):
|
|
||||||
# TODO! rm this once we're more confident it never hits!
|
|
||||||
# breakpoint()
|
|
||||||
raise RuntimeError(
|
|
||||||
f'OHLC-bars array start is gt `start_dt` limit !!\n'
|
|
||||||
f'start_dt: {start_dt}\n'
|
|
||||||
f'first_dt: {first_dt}\n'
|
|
||||||
f'trimmed_first_dt: {trimmed_first_dt}\n'
|
|
||||||
)
|
|
||||||
|
|
||||||
# XXX, overwrite with start_dt-limited frame
|
|
||||||
bars_array = trimmed_bars
|
|
||||||
|
|
||||||
return (
|
|
||||||
bars_array,
|
|
||||||
first_dt,
|
|
||||||
last_dt,
|
|
||||||
)
|
|
||||||
|
|
||||||
# TODO: it seems like we can do async queries for ohlc
|
# TODO: it seems like we can do async queries for ohlc
|
||||||
# but getting the order right still isn't working and I'm not
|
# but getting the order right still isn't working and I'm not
|
||||||
# quite sure why.. needs some tinkering and probably
|
# quite sure why.. needs some tinkering and probably
|
||||||
# a lookthrough of the `ib_insync` machinery, for eg. maybe
|
# a lookthrough of the ``ib_insync`` machinery, for eg. maybe
|
||||||
# we have to do the batch queries on the `asyncio` side?
|
# we have to do the batch queries on the `asyncio` side?
|
||||||
yield (
|
yield (
|
||||||
get_hist,
|
get_hist,
|
||||||
|
|
@ -328,9 +285,8 @@ _pacing: str = (
|
||||||
|
|
||||||
async def wait_on_data_reset(
|
async def wait_on_data_reset(
|
||||||
proxy: MethodProxy,
|
proxy: MethodProxy,
|
||||||
|
|
||||||
reset_type: str = 'data',
|
reset_type: str = 'data',
|
||||||
timeout: float = 16,
|
timeout: float = 16, # float('inf'),
|
||||||
|
|
||||||
task_status: TaskStatus[
|
task_status: TaskStatus[
|
||||||
tuple[
|
tuple[
|
||||||
|
|
@ -339,47 +295,29 @@ async def wait_on_data_reset(
|
||||||
]
|
]
|
||||||
] = trio.TASK_STATUS_IGNORED,
|
] = trio.TASK_STATUS_IGNORED,
|
||||||
) -> bool:
|
) -> bool:
|
||||||
'''
|
|
||||||
Wait on a (global-ish) "data-farm" event to be emitted
|
|
||||||
by the IB api server.
|
|
||||||
|
|
||||||
Allows syncing to reconnect event-messages emitted on the API
|
# TODO: we might have to put a task lock around this
|
||||||
console, such as:
|
# method..
|
||||||
|
hist_ev = proxy.status_event(
|
||||||
- 'HMDS data farm connection is OK:ushmds'
|
|
||||||
- 'Market data farm is connecting:usfuture'
|
|
||||||
- 'Market data farm connection is OK:usfuture'
|
|
||||||
|
|
||||||
Deliver a `(cs, done: Event)` pair to the caller to support it
|
|
||||||
waiting or cancelling the associated "data-reset-request";
|
|
||||||
normally a manual data-reset-req is expected to be the cause and
|
|
||||||
thus trigger such events (such as our click-hack-magic from
|
|
||||||
`.ib._util`).
|
|
||||||
|
|
||||||
'''
|
|
||||||
# ?TODO, do we need a task-lock around this method?
|
|
||||||
#
|
|
||||||
# register for an API "status event" wrapped for `trio`-sync.
|
|
||||||
hist_ev: trio.Event = proxy.status_event(
|
|
||||||
'HMDS data farm connection is OK:ushmds'
|
'HMDS data farm connection is OK:ushmds'
|
||||||
)
|
)
|
||||||
#
|
|
||||||
# ^TODO: other event-messages we might want to support waiting-for
|
# TODO: other event messages we might want to try and
|
||||||
# but i wasn't able to get reliable..
|
# wait for but i wasn't able to get any of this
|
||||||
#
|
# reliable..
|
||||||
# reconnect_start = proxy.status_event(
|
# reconnect_start = proxy.status_event(
|
||||||
# 'Market data farm is connecting:usfuture'
|
# 'Market data farm is connecting:usfuture'
|
||||||
# )
|
# )
|
||||||
# live_ev = proxy.status_event(
|
# live_ev = proxy.status_event(
|
||||||
# 'Market data farm connection is OK:usfuture'
|
# 'Market data farm connection is OK:usfuture'
|
||||||
# )
|
# )
|
||||||
|
|
||||||
# try to wait on the reset event(s) to arrive, a timeout
|
# try to wait on the reset event(s) to arrive, a timeout
|
||||||
# will trigger a retry up to 6 times (for now).
|
# will trigger a retry up to 6 times (for now).
|
||||||
client: Client = proxy._aio_ns
|
client: Client = proxy._aio_ns
|
||||||
|
|
||||||
done = trio.Event()
|
done = trio.Event()
|
||||||
with trio.move_on_after(timeout) as cs:
|
with trio.move_on_after(timeout) as cs:
|
||||||
|
|
||||||
task_status.started((cs, done))
|
task_status.started((cs, done))
|
||||||
|
|
||||||
log.warning(
|
log.warning(
|
||||||
|
|
@ -427,13 +365,14 @@ _failed_resets: int = 0
|
||||||
|
|
||||||
|
|
||||||
async def get_bars(
|
async def get_bars(
|
||||||
|
|
||||||
proxy: MethodProxy,
|
proxy: MethodProxy,
|
||||||
fqme: str,
|
fqme: str,
|
||||||
timeframe: int,
|
timeframe: int,
|
||||||
|
|
||||||
# blank to start which tells ib to look up the latest datum
|
# blank to start which tells ib to look up the latest datum
|
||||||
end_dt: datetime|None = None,
|
end_dt: str = '',
|
||||||
start_dt: datetime|None = None,
|
start_dt: str | None = '',
|
||||||
|
|
||||||
# TODO: make this more dynamic based on measured frame rx latency?
|
# TODO: make this more dynamic based on measured frame rx latency?
|
||||||
# how long before we trigger a feed reset (seconds)
|
# how long before we trigger a feed reset (seconds)
|
||||||
|
|
@ -457,9 +396,8 @@ async def get_bars(
|
||||||
bool, # timed out hint
|
bool, # timed out hint
|
||||||
]:
|
]:
|
||||||
'''
|
'''
|
||||||
Request-n-retrieve historical data frames from a `trio.Task`
|
Retrieve historical data from a ``trio``-side task using
|
||||||
using a `MethoProxy` to query the `asyncio`-side's
|
a ``MethoProxy``.
|
||||||
`.ib.api.Client` methods.
|
|
||||||
|
|
||||||
'''
|
'''
|
||||||
global _data_resetter_task, _failed_resets
|
global _data_resetter_task, _failed_resets
|
||||||
|
|
@ -487,9 +425,6 @@ async def get_bars(
|
||||||
dt_duration,
|
dt_duration,
|
||||||
) = await proxy.bars(
|
) = await proxy.bars(
|
||||||
fqme=fqme,
|
fqme=fqme,
|
||||||
# XXX TODO! LOL we're not using this and IB dun
|
|
||||||
# support it anyway..
|
|
||||||
# start_dt=start_dt,
|
|
||||||
end_dt=end_dt,
|
end_dt=end_dt,
|
||||||
sample_period_s=timeframe,
|
sample_period_s=timeframe,
|
||||||
|
|
||||||
|
|
@ -652,7 +587,7 @@ async def get_bars(
|
||||||
data_cs.cancel()
|
data_cs.cancel()
|
||||||
|
|
||||||
# spawn new data reset task
|
# spawn new data reset task
|
||||||
data_cs, reset_done = await tn.start(
|
data_cs, reset_done = await nurse.start(
|
||||||
partial(
|
partial(
|
||||||
wait_on_data_reset,
|
wait_on_data_reset,
|
||||||
proxy,
|
proxy,
|
||||||
|
|
@ -672,14 +607,11 @@ async def get_bars(
|
||||||
# such that simultaneous symbol queries don't try data resettingn
|
# such that simultaneous symbol queries don't try data resettingn
|
||||||
# too fast..
|
# too fast..
|
||||||
unset_resetter: bool = False
|
unset_resetter: bool = False
|
||||||
async with (
|
async with trio.open_nursery() as nurse:
|
||||||
tractor.trionics.collapse_eg(),
|
|
||||||
trio.open_nursery() as tn
|
|
||||||
):
|
|
||||||
|
|
||||||
# start history request that we allow
|
# start history request that we allow
|
||||||
# to run indefinitely until a result is acquired
|
# to run indefinitely until a result is acquired
|
||||||
tn.start_soon(query)
|
nurse.start_soon(query)
|
||||||
|
|
||||||
# start history reset loop which waits up to the timeout
|
# start history reset loop which waits up to the timeout
|
||||||
# for a result before triggering a data feed reset.
|
# for a result before triggering a data feed reset.
|
||||||
|
|
@ -699,7 +631,7 @@ async def get_bars(
|
||||||
unset_resetter: bool = True
|
unset_resetter: bool = True
|
||||||
|
|
||||||
# spawn new data reset task
|
# spawn new data reset task
|
||||||
data_cs, reset_done = await tn.start(
|
data_cs, reset_done = await nurse.start(
|
||||||
partial(
|
partial(
|
||||||
wait_on_data_reset,
|
wait_on_data_reset,
|
||||||
proxy,
|
proxy,
|
||||||
|
|
@ -721,12 +653,14 @@ async def get_bars(
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
# per-actor cache of inter-eventloop-chans
|
|
||||||
_quote_streams: dict[str, trio.abc.ReceiveStream] = {}
|
_quote_streams: dict[str, trio.abc.ReceiveStream] = {}
|
||||||
|
|
||||||
|
|
||||||
async def _setup_quote_stream(
|
async def _setup_quote_stream(
|
||||||
chan: tractor.to_asyncio.LinkedTaskChannel,
|
|
||||||
|
from_trio: asyncio.Queue,
|
||||||
|
to_trio: trio.abc.SendChannel,
|
||||||
|
|
||||||
symbol: str,
|
symbol: str,
|
||||||
opts: tuple[int] = (
|
opts: tuple[int] = (
|
||||||
'375', # RT trade volume (excludes utrades)
|
'375', # RT trade volume (excludes utrades)
|
||||||
|
|
@ -744,13 +678,10 @@ async def _setup_quote_stream(
|
||||||
|
|
||||||
) -> trio.abc.ReceiveChannel:
|
) -> trio.abc.ReceiveChannel:
|
||||||
'''
|
'''
|
||||||
Stream L1 quotes via the `Ticker.updateEvent.connect(push)`
|
Stream a ticker using the std L1 api.
|
||||||
callback API by registering a `push` callback which simply
|
|
||||||
`chan.send_nowait()`s quote msgs back to the calling
|
|
||||||
parent-`trio.Task`-side.
|
|
||||||
|
|
||||||
NOTE, that this task-fn is run on the `asyncio.Task`-side ONLY
|
This task is ``asyncio``-side and must be called from
|
||||||
and is thus run via `tractor.to_asyncio.open_channel_from()`.
|
``tractor.to_asyncio.open_channel_from()``.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
global _quote_streams
|
global _quote_streams
|
||||||
|
|
@ -758,84 +689,37 @@ async def _setup_quote_stream(
|
||||||
async with load_aio_clients(
|
async with load_aio_clients(
|
||||||
disconnect_on_exit=False,
|
disconnect_on_exit=False,
|
||||||
) as accts2clients:
|
) as accts2clients:
|
||||||
|
caccount_name, client = get_preferred_data_client(accts2clients)
|
||||||
|
contract = contract or (await client.find_contract(symbol))
|
||||||
|
to_trio.send_nowait(contract) # cuz why not
|
||||||
|
ticker: Ticker = client.ib.reqMktData(contract, ','.join(opts))
|
||||||
|
|
||||||
# XXX since this is an `asyncio.Task`, we must use
|
# NOTE: it's batch-wise and slow af but I guess could
|
||||||
# tractor.pause_from_sync()
|
# be good for backchecking? Seems to be every 5s maybe?
|
||||||
|
|
||||||
(
|
|
||||||
_account_name,
|
|
||||||
client,
|
|
||||||
) = get_preferred_data_client(
|
|
||||||
accts2clients,
|
|
||||||
)
|
|
||||||
contract = (
|
|
||||||
contract
|
|
||||||
or
|
|
||||||
(await client.find_contract(symbol))
|
|
||||||
)
|
|
||||||
chan.started_nowait(contract) # cuz why not
|
|
||||||
ticker: Ticker = client.ib.reqMktData(
|
|
||||||
contract,
|
|
||||||
','.join(opts),
|
|
||||||
)
|
|
||||||
maybe_exc: BaseException|None = None
|
|
||||||
handler_tries: int = 0
|
|
||||||
aio_task: asyncio.Task = asyncio.current_task()
|
|
||||||
|
|
||||||
# ?TODO? this API is batch-wise and quite slow-af but,
|
|
||||||
# - seems to be 5s updates?
|
|
||||||
# - maybe we could use it for backchecking?
|
|
||||||
#
|
|
||||||
# ticker: Ticker = client.ib.reqTickByTickData(
|
# ticker: Ticker = client.ib.reqTickByTickData(
|
||||||
# contract, 'Last',
|
# contract, 'Last',
|
||||||
# )
|
# )
|
||||||
|
|
||||||
# define a very naive queue-pushing callback that relays
|
# # define a simple queue push routine that streams quote packets
|
||||||
# quote-packets directly the calling (parent) `trio.Task`.
|
# # to trio over the ``to_trio`` memory channel.
|
||||||
# Ensure on teardown we cancel the feed via their cancel API.
|
# to_trio, from_aio = trio.open_memory_channel(2**8) # type: ignore
|
||||||
#
|
|
||||||
def teardown():
|
def teardown():
|
||||||
'''
|
|
||||||
Disconnect our `push`-er callback and cancel the data-feed
|
|
||||||
for `contract`.
|
|
||||||
|
|
||||||
'''
|
|
||||||
nonlocal maybe_exc
|
|
||||||
ticker.updateEvent.disconnect(push)
|
ticker.updateEvent.disconnect(push)
|
||||||
report: str = f'Disconnected mkt-data for {symbol!r} due to '
|
log.error(f"Disconnected stream for `{symbol}`")
|
||||||
if maybe_exc is not None:
|
|
||||||
report += (
|
|
||||||
'error,\n'
|
|
||||||
f'{maybe_exc!r}\n'
|
|
||||||
)
|
|
||||||
log.error(report)
|
|
||||||
else:
|
|
||||||
report += (
|
|
||||||
'cancellation.\n'
|
|
||||||
)
|
|
||||||
log.cancel(report)
|
|
||||||
|
|
||||||
client.ib.cancelMktData(contract)
|
client.ib.cancelMktData(contract)
|
||||||
|
|
||||||
# decouple broadcast mem chan
|
# decouple broadcast mem chan
|
||||||
_quote_streams.pop(symbol, None)
|
_quote_streams.pop(symbol, None)
|
||||||
|
|
||||||
def push(
|
def push(t: Ticker) -> None:
|
||||||
t: Ticker,
|
"""
|
||||||
tries_before_raise: int = 6,
|
Push quotes to trio task.
|
||||||
) -> None:
|
|
||||||
'''
|
|
||||||
Push quotes verbatim to parent-side `trio.Task`.
|
|
||||||
|
|
||||||
'''
|
"""
|
||||||
nonlocal maybe_exc, handler_tries
|
# log.debug(t)
|
||||||
# log.debug(f'new IB quote: {t}\n')
|
|
||||||
try:
|
try:
|
||||||
chan.send_nowait(t)
|
to_trio.send_nowait(t)
|
||||||
|
|
||||||
# XXX TODO XXX replicate in `tractor` tests
|
|
||||||
# as per `CancelledError`-handler notes below!
|
|
||||||
# assert 0
|
|
||||||
except (
|
except (
|
||||||
trio.BrokenResourceError,
|
trio.BrokenResourceError,
|
||||||
|
|
||||||
|
|
@ -850,107 +734,35 @@ async def _setup_quote_stream(
|
||||||
# resulting in tracebacks spammed to console..
|
# resulting in tracebacks spammed to console..
|
||||||
# Manually do the dereg ourselves.
|
# Manually do the dereg ourselves.
|
||||||
teardown()
|
teardown()
|
||||||
|
|
||||||
# for slow debugging purposes to avoid clobbering prompt
|
|
||||||
# with log msgs
|
|
||||||
except trio.WouldBlock:
|
except trio.WouldBlock:
|
||||||
log.exception(
|
# log.warning(
|
||||||
f'Asyncio->Trio `chan.send_nowait()` blocked !?\n'
|
# f'channel is blocking symbol feed for {symbol}?'
|
||||||
f'\n'
|
# f'\n{to_trio.statistics}'
|
||||||
f'{chan._to_trio.statistics()}\n'
|
# )
|
||||||
)
|
pass
|
||||||
|
|
||||||
# ?TODO, handle re-connection attempts?
|
|
||||||
except BaseException as _berr:
|
|
||||||
berr = _berr
|
|
||||||
if handler_tries >= tries_before_raise:
|
|
||||||
# breakpoint()
|
|
||||||
maybe_exc = _berr
|
|
||||||
# task.set_exception(berr)
|
|
||||||
aio_task.cancel(msg=berr.args)
|
|
||||||
raise berr
|
|
||||||
else:
|
|
||||||
handler_tries += 1
|
|
||||||
|
|
||||||
log.exception(
|
|
||||||
f'Failed to push ticker quote !?\n'
|
|
||||||
f'handler_tries={handler_tries!r}\n'
|
|
||||||
f'ticker: {t!r}\n'
|
|
||||||
f'\n'
|
|
||||||
f'{chan._to_trio.statistics()}\n'
|
|
||||||
f'\n'
|
|
||||||
f'CAUSE: {berr}\n'
|
|
||||||
)
|
|
||||||
|
|
||||||
|
# except trio.WouldBlock:
|
||||||
|
# # for slow debugging purposes to avoid clobbering prompt
|
||||||
|
# # with log msgs
|
||||||
|
# pass
|
||||||
|
|
||||||
ticker.updateEvent.connect(push)
|
ticker.updateEvent.connect(push)
|
||||||
try:
|
try:
|
||||||
await asyncio.sleep(float('inf'))
|
await asyncio.sleep(float('inf'))
|
||||||
|
|
||||||
# XXX, for debug.. TODO? can we rm again?
|
|
||||||
#
|
|
||||||
# tractor.pause_from_sync()
|
|
||||||
# while True:
|
|
||||||
# await asyncio.sleep(1.6)
|
|
||||||
# if ticker.ticks:
|
|
||||||
# log.debug(
|
|
||||||
# f'ticker.ticks = \n'
|
|
||||||
# f'{ticker.ticks}\n'
|
|
||||||
# )
|
|
||||||
# else:
|
|
||||||
# log.warning(
|
|
||||||
# 'UHH no ticker.ticks ??'
|
|
||||||
# )
|
|
||||||
|
|
||||||
# XXX TODO XXX !?!?
|
|
||||||
# apparently **without this handler** and the subsequent
|
|
||||||
# re-raising of `maybe_exc from _taskc` cancelling the
|
|
||||||
# `aio_task` from the `push()`-callback will cause a very
|
|
||||||
# strange chain of exc raising that breaks alll sorts of
|
|
||||||
# downstream callers, tasks and remote-actor tasks!?
|
|
||||||
#
|
|
||||||
# -[ ] we need some lowlevel reproducting tests to replicate
|
|
||||||
# those worst-case scenarios in `tractor` core!!
|
|
||||||
# -[ ] likely we should factor-out the `tractor.to_asyncio`
|
|
||||||
# attempts at workarounds in `.translate_aio_errors()`
|
|
||||||
# for failed `asyncio.Task.set_exception()` to either
|
|
||||||
# call `aio_task.cancel()` and/or
|
|
||||||
# `aio_task._fut_waiter.set_exception()` to a re-useable
|
|
||||||
# toolset in something like a `.to_asyncio._utils`??
|
|
||||||
#
|
|
||||||
except asyncio.CancelledError as _taskc:
|
|
||||||
if maybe_exc is not None:
|
|
||||||
raise maybe_exc from _taskc
|
|
||||||
|
|
||||||
raise _taskc
|
|
||||||
|
|
||||||
except BaseException as _berr:
|
|
||||||
# stash any crash cause for reporting in `teardown()`
|
|
||||||
maybe_exc = _berr
|
|
||||||
raise _berr
|
|
||||||
|
|
||||||
finally:
|
finally:
|
||||||
# always disconnect our `push()` and cancel the
|
|
||||||
# ib-"mkt-data-feed".
|
|
||||||
teardown()
|
teardown()
|
||||||
|
|
||||||
|
# return from_aio
|
||||||
|
|
||||||
|
|
||||||
@acm
|
@acm
|
||||||
async def open_aio_quote_stream(
|
async def open_aio_quote_stream(
|
||||||
|
|
||||||
symbol: str,
|
symbol: str,
|
||||||
contract: Contract | None = None,
|
contract: Contract | None = None,
|
||||||
|
|
||||||
) -> (
|
) -> trio.abc.ReceiveStream:
|
||||||
trio.abc.Channel| # iface
|
|
||||||
tractor.to_asyncio.LinkedTaskChannel # actually
|
|
||||||
):
|
|
||||||
'''
|
|
||||||
Open a real-time `Ticker` quote stream from an `asyncio.Task`
|
|
||||||
spawned via `tractor.to_asyncio.open_channel_from()`, deliver the
|
|
||||||
inter-event-loop channel to the `trio.Task` caller and cache it
|
|
||||||
globally for re-use.
|
|
||||||
|
|
||||||
'''
|
|
||||||
from tractor.trionics import broadcast_receiver
|
from tractor.trionics import broadcast_receiver
|
||||||
global _quote_streams
|
global _quote_streams
|
||||||
|
|
||||||
|
|
@ -966,7 +778,6 @@ async def open_aio_quote_stream(
|
||||||
yield from_aio
|
yield from_aio
|
||||||
return
|
return
|
||||||
|
|
||||||
from_aio: tractor.to_asyncio.LinkedTaskChannel
|
|
||||||
async with tractor.to_asyncio.open_channel_from(
|
async with tractor.to_asyncio.open_channel_from(
|
||||||
_setup_quote_stream,
|
_setup_quote_stream,
|
||||||
symbol=symbol,
|
symbol=symbol,
|
||||||
|
|
@ -976,10 +787,6 @@ async def open_aio_quote_stream(
|
||||||
|
|
||||||
assert contract
|
assert contract
|
||||||
|
|
||||||
# TODO? de-reg on teardown of last consumer task?
|
|
||||||
# -> why aren't we using `.trionics.maybe_open_context()`
|
|
||||||
# here again?? (we are in `open_client_proxies()` tho?)
|
|
||||||
#
|
|
||||||
# cache feed for later consumers
|
# cache feed for later consumers
|
||||||
_quote_streams[symbol] = from_aio
|
_quote_streams[symbol] = from_aio
|
||||||
|
|
||||||
|
|
@ -994,12 +801,7 @@ def normalize(
|
||||||
calc_price: bool = False
|
calc_price: bool = False
|
||||||
|
|
||||||
) -> dict:
|
) -> dict:
|
||||||
'''
|
|
||||||
Translate `ib_async`'s `Ticker.ticks` values to a `piker`
|
|
||||||
normalized `dict` form for transmit to downstream `.data` layer
|
|
||||||
consumers.
|
|
||||||
|
|
||||||
'''
|
|
||||||
# check for special contract types
|
# check for special contract types
|
||||||
con = ticker.contract
|
con = ticker.contract
|
||||||
fqme, calc_price = con2fqme(con)
|
fqme, calc_price = con2fqme(con)
|
||||||
|
|
@ -1018,7 +820,7 @@ def normalize(
|
||||||
|
|
||||||
tbt = ticker.tickByTicks
|
tbt = ticker.tickByTicks
|
||||||
if tbt:
|
if tbt:
|
||||||
log.info(f'tickbyticks:\n {ticker.tickByTicks}')
|
print(f'tickbyticks:\n {ticker.tickByTicks}')
|
||||||
|
|
||||||
ticker.ticks = new_ticks
|
ticker.ticks = new_ticks
|
||||||
|
|
||||||
|
|
@ -1054,39 +856,27 @@ def normalize(
|
||||||
return data
|
return data
|
||||||
|
|
||||||
|
|
||||||
# ?TODO? feels like this task-fn could be factored to reduce some
|
|
||||||
# indentation levels?
|
|
||||||
# -[ ] the reconnect while loop on ib-gw "data farm connection.."s
|
|
||||||
# -[ ] everything embedded under the `async with aclosing(stream):`
|
|
||||||
# as the "meat" of the quote delivery once the connection is
|
|
||||||
# stable.
|
|
||||||
#
|
|
||||||
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,
|
||||||
|
loglevel: str = None,
|
||||||
# TODO? we need to hook into the `ib_async` logger like
|
|
||||||
# we can with i3ipc from modden!
|
|
||||||
# loglevel: str|None = None,
|
|
||||||
|
|
||||||
# startup sync
|
# startup sync
|
||||||
task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
|
task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
Stream `symbols[0]` quotes back via `send_chan`.
|
Stream symbol quotes.
|
||||||
|
|
||||||
The `feed_is_live: Event` is set to signal the caller that it can
|
This is a ``trio`` callable routine meant to be invoked
|
||||||
begin processing msgs from the mem-chan.
|
once the brokerd is up.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# TODO: support multiple subscriptions
|
# TODO: support multiple subscriptions
|
||||||
sym: str = symbols[0]
|
sym = symbols[0]
|
||||||
log.info(
|
log.info(f'request for real-time quotes: {sym}')
|
||||||
f'request for real-time quotes\n'
|
|
||||||
f'sym: {sym!r}\n'
|
|
||||||
)
|
|
||||||
|
|
||||||
init_msgs: list[FeedInit] = []
|
init_msgs: list[FeedInit] = []
|
||||||
|
|
||||||
|
|
@ -1095,25 +885,21 @@ async def stream_quotes(
|
||||||
details: ibis.ContractDetails
|
details: ibis.ContractDetails
|
||||||
async with (
|
async with (
|
||||||
open_data_client() as proxy,
|
open_data_client() as proxy,
|
||||||
|
# trio.open_nursery() as tn,
|
||||||
):
|
):
|
||||||
mkt, details = await get_mkt_info(
|
mkt, details = await get_mkt_info(
|
||||||
sym,
|
sym,
|
||||||
proxy=proxy, # passed to avoid implicit client load
|
proxy=proxy, # passed to avoid implicit client load
|
||||||
)
|
)
|
||||||
|
|
||||||
# is venue active rn?
|
|
||||||
venue_is_open: bool = is_venue_open(
|
|
||||||
con_deats=details,
|
|
||||||
)
|
|
||||||
init_msg = FeedInit(mkt_info=mkt)
|
init_msg = FeedInit(mkt_info=mkt)
|
||||||
|
|
||||||
# NOTE, tell sampler (via config) to skip vlm summing for dst
|
|
||||||
# assets which provide no vlm data..
|
|
||||||
if mkt.dst.atype in {
|
if mkt.dst.atype in {
|
||||||
'fiat',
|
'fiat',
|
||||||
'index',
|
'index',
|
||||||
'commodity',
|
'commodity',
|
||||||
}:
|
}:
|
||||||
|
# tell sampler config that it shouldn't do vlm summing.
|
||||||
init_msg.shm_write_opts['sum_tick_vlm'] = False
|
init_msg.shm_write_opts['sum_tick_vlm'] = False
|
||||||
init_msg.shm_write_opts['has_vlm'] = False
|
init_msg.shm_write_opts['has_vlm'] = False
|
||||||
|
|
||||||
|
|
@ -1121,22 +907,12 @@ async def stream_quotes(
|
||||||
|
|
||||||
con: Contract = details.contract
|
con: Contract = details.contract
|
||||||
first_ticker: Ticker | None = None
|
first_ticker: Ticker | None = None
|
||||||
first_quote: dict[str, Any] = {}
|
with trio.move_on_after(1):
|
||||||
|
|
||||||
timeout: float = 1.6
|
|
||||||
with trio.move_on_after(timeout) as quote_cs:
|
|
||||||
first_ticker: Ticker = await proxy.get_quote(
|
first_ticker: Ticker = await proxy.get_quote(
|
||||||
contract=con,
|
contract=con,
|
||||||
raise_on_timeout=False,
|
raise_on_timeout=False,
|
||||||
)
|
)
|
||||||
|
|
||||||
# XXX should never happen with this ep right?
|
|
||||||
# but if so then, more then likely mkt is closed?
|
|
||||||
if quote_cs.cancelled_caught:
|
|
||||||
log.warning(
|
|
||||||
f'First quote req timed out after {timeout!r}s'
|
|
||||||
)
|
|
||||||
|
|
||||||
if first_ticker:
|
if first_ticker:
|
||||||
first_quote: dict = normalize(first_ticker)
|
first_quote: dict = normalize(first_ticker)
|
||||||
|
|
||||||
|
|
@ -1148,42 +924,42 @@ async def stream_quotes(
|
||||||
f'{pformat(first_quote)}\n'
|
f'{pformat(first_quote)}\n'
|
||||||
)
|
)
|
||||||
|
|
||||||
# XXX NOTE: whenever we're "outside regular trading hours"
|
# NOTE: it might be outside regular trading hours for
|
||||||
# (only relevant for assets coming from the "legacy markets"
|
# assets with "standard venue operating hours" so we
|
||||||
# space) so we basically (from an API/runtime-operational
|
# only "pretend the feed is live" when the dst asset
|
||||||
# perspective) "pretend the feed is live" even if it's
|
# type is NOT within the NON-NORMAL-venue set: aka not
|
||||||
# actually closed.
|
# commodities, forex or crypto currencies which CAN
|
||||||
#
|
# always return a NaN on a snap quote request during
|
||||||
# IOW, we signal to the effective caller (task) that the live
|
# normal venue hours. In the case of a closed venue
|
||||||
# feed is "already up" but really we're just indicating that
|
# (equitiies, futes, bonds etc.) we at least try to
|
||||||
# the OHLCV history can start being loaded immediately by the
|
# grab the OHLC history.
|
||||||
# `piker.data`/`.tsp` layers.
|
if (
|
||||||
#
|
first_ticker
|
||||||
# XXX, deats: the "pretend we're live" is just done by
|
and
|
||||||
# a `feed_is_live.set()` even though nothing is actually live
|
isnan(first_ticker.last)
|
||||||
# Bp
|
# SO, if the last quote price value is NaN we ONLY
|
||||||
if not venue_is_open:
|
# "pretend to do" `feed_is_live.set()` if it's a known
|
||||||
log.warning(
|
# dst asset venue with a lot of closed operating hours.
|
||||||
f'Venue is closed, unable to establish real-time feed.\n'
|
and mkt.dst.atype not in {
|
||||||
f'mkt: {mkt!r}\n'
|
'commodity',
|
||||||
f'\n'
|
'fiat',
|
||||||
f'first_ticker: {first_ticker}\n'
|
'crypto',
|
||||||
)
|
}
|
||||||
|
):
|
||||||
task_status.started((
|
task_status.started((
|
||||||
init_msgs,
|
init_msgs,
|
||||||
first_quote,
|
first_quote,
|
||||||
))
|
))
|
||||||
|
|
||||||
# block and let data history backfill code run.
|
# it's not really live but this will unblock
|
||||||
# XXX obvi given the venue is closed, we never expect feed
|
# the brokerd feed task to tell the ui to update?
|
||||||
# to come up; a taskc should be the only way to
|
feed_is_live.set()
|
||||||
# terminate this task.
|
|
||||||
await trio.sleep_forever()
|
|
||||||
#
|
|
||||||
# ^^XXX^^TODO! INSTEAD impl a `trio.sleep()` for the
|
|
||||||
# duration until the venue opens!!
|
|
||||||
|
|
||||||
# ?TODO, we could instead spawn a task that waits on a feed
|
# block and let data history backfill code run.
|
||||||
|
await trio.sleep_forever()
|
||||||
|
return # we never expect feed to come up?
|
||||||
|
|
||||||
|
# TODO: we should instead spawn a task that waits on a feed
|
||||||
# to start and let it wait indefinitely..instead of this
|
# to start and let it wait indefinitely..instead of this
|
||||||
# hard coded stuff.
|
# hard coded stuff.
|
||||||
# async def wait_for_first_quote():
|
# async def wait_for_first_quote():
|
||||||
|
|
@ -1205,30 +981,23 @@ async def stream_quotes(
|
||||||
'Rxed init quote:\n'
|
'Rxed init quote:\n'
|
||||||
f'{pformat(first_quote)}'
|
f'{pformat(first_quote)}'
|
||||||
)
|
)
|
||||||
# signal `.data.feed` layer that mkt quotes are LIVE
|
|
||||||
feed_is_live.set()
|
|
||||||
|
|
||||||
cs: trio.CancelScope | None = None
|
cs: trio.CancelScope | None = None
|
||||||
startup: bool = True
|
startup: bool = True
|
||||||
iter_quotes: trio.abc.Channel
|
|
||||||
while (
|
while (
|
||||||
startup
|
startup
|
||||||
or
|
or cs.cancel_called
|
||||||
cs.cancel_called
|
|
||||||
):
|
):
|
||||||
with trio.CancelScope() as cs:
|
with trio.CancelScope() as cs:
|
||||||
async with (
|
async with (
|
||||||
tractor.trionics.collapse_eg(),
|
trio.open_nursery() as nurse,
|
||||||
trio.open_nursery() as tn,
|
|
||||||
open_aio_quote_stream(
|
open_aio_quote_stream(
|
||||||
symbol=sym,
|
symbol=sym,
|
||||||
contract=con,
|
contract=con,
|
||||||
) as iter_quotes,
|
) as stream,
|
||||||
):
|
):
|
||||||
# ?TODO? can we rm this - particularly for `ib_async`?
|
|
||||||
# ugh, clear ticks since we've consumed them
|
# ugh, clear ticks since we've consumed them
|
||||||
# (ahem, ib_insync is stateful trash)
|
# (ahem, ib_insync is stateful trash)
|
||||||
# first_ticker.ticks = []
|
first_ticker.ticks = []
|
||||||
|
|
||||||
# only on first entry at feed boot up
|
# only on first entry at feed boot up
|
||||||
if startup:
|
if startup:
|
||||||
|
|
@ -1242,8 +1011,8 @@ async def stream_quotes(
|
||||||
# data feed event.
|
# data feed event.
|
||||||
async def reset_on_feed():
|
async def reset_on_feed():
|
||||||
|
|
||||||
# ??TODO? this seems to be surpressed from the
|
# TODO: this seems to be surpressed from the
|
||||||
# traceback in `tractor`?
|
# traceback in ``tractor``?
|
||||||
# assert 0
|
# assert 0
|
||||||
|
|
||||||
rt_ev = proxy.status_event(
|
rt_ev = proxy.status_event(
|
||||||
|
|
@ -1252,28 +1021,60 @@ async def stream_quotes(
|
||||||
await rt_ev.wait()
|
await rt_ev.wait()
|
||||||
cs.cancel() # cancel called should now be set
|
cs.cancel() # cancel called should now be set
|
||||||
|
|
||||||
tn.start_soon(reset_on_feed)
|
nurse.start_soon(reset_on_feed)
|
||||||
|
|
||||||
|
async with aclosing(stream):
|
||||||
|
# if syminfo.get('no_vlm', False):
|
||||||
|
if not init_msg.shm_write_opts['has_vlm']:
|
||||||
|
|
||||||
|
# generally speaking these feeds don't
|
||||||
|
# include vlm data.
|
||||||
|
atype: str = mkt.dst.atype
|
||||||
|
log.info(
|
||||||
|
f'No-vlm {mkt.fqme}@{atype}, skipping quote poll'
|
||||||
|
)
|
||||||
|
|
||||||
|
else:
|
||||||
|
# wait for real volume on feed (trading might be
|
||||||
|
# closed)
|
||||||
|
while True:
|
||||||
|
ticker = await stream.receive()
|
||||||
|
|
||||||
|
# for a real volume contract we rait for
|
||||||
|
# the first "real" trade to take place
|
||||||
|
if (
|
||||||
|
# not calc_price
|
||||||
|
# and not ticker.rtTime
|
||||||
|
not ticker.rtTime
|
||||||
|
):
|
||||||
|
# spin consuming tickers until we
|
||||||
|
# get a real market datum
|
||||||
|
log.debug(f"New unsent ticker: {ticker}")
|
||||||
|
continue
|
||||||
|
else:
|
||||||
|
log.debug("Received first volume tick")
|
||||||
|
# ugh, clear ticks since we've
|
||||||
|
# consumed them (ahem, ib_insync is
|
||||||
|
# truly stateful trash)
|
||||||
|
ticker.ticks = []
|
||||||
|
|
||||||
|
# XXX: this works because we don't use
|
||||||
|
# ``aclosing()`` above?
|
||||||
|
break
|
||||||
|
|
||||||
async with aclosing(iter_quotes):
|
|
||||||
# tell data-layer spawner-caller that live
|
|
||||||
# quotes are now active desptie not having
|
|
||||||
# necessarily received a first vlm/clearing
|
|
||||||
# tick.
|
|
||||||
ticker = await iter_quotes.receive()
|
|
||||||
quote = normalize(ticker)
|
quote = normalize(ticker)
|
||||||
fqme: str = quote['fqme']
|
log.debug(f"First ticker received {quote}")
|
||||||
await send_chan.send({fqme: quote})
|
|
||||||
|
# tell data-layer spawner-caller that live
|
||||||
|
# quotes are now streaming.
|
||||||
|
feed_is_live.set()
|
||||||
|
|
||||||
# last = time.time()
|
# last = time.time()
|
||||||
async for ticker in iter_quotes:
|
async for ticker in stream:
|
||||||
quote = normalize(ticker)
|
quote = normalize(ticker)
|
||||||
fqme: str = quote['fqme']
|
fqme = quote['fqme']
|
||||||
log.debug(
|
|
||||||
f'Sending quote\n'
|
|
||||||
f'{quote}'
|
|
||||||
)
|
|
||||||
await send_chan.send({fqme: quote})
|
await send_chan.send({fqme: quote})
|
||||||
|
|
||||||
# ugh, clear ticks since we've consumed them
|
# ugh, clear ticks since we've consumed them
|
||||||
# ticker.ticks = []
|
ticker.ticks = []
|
||||||
# last = time.time()
|
# last = time.time()
|
||||||
|
|
|
||||||
|
|
@ -44,7 +44,6 @@ from ib_insync import (
|
||||||
CommissionReport,
|
CommissionReport,
|
||||||
)
|
)
|
||||||
|
|
||||||
from piker.log import get_logger
|
|
||||||
from piker.types import Struct
|
from piker.types import Struct
|
||||||
from piker.data import (
|
from piker.data import (
|
||||||
SymbologyCache,
|
SymbologyCache,
|
||||||
|
|
@ -58,6 +57,7 @@ from piker.accounting import (
|
||||||
iter_by_dt,
|
iter_by_dt,
|
||||||
)
|
)
|
||||||
from ._flex_reports import parse_flex_dt
|
from ._flex_reports import parse_flex_dt
|
||||||
|
from ._util import log
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from .api import (
|
from .api import (
|
||||||
|
|
@ -65,9 +65,6 @@ if TYPE_CHECKING:
|
||||||
MethodProxy,
|
MethodProxy,
|
||||||
)
|
)
|
||||||
|
|
||||||
log = get_logger(
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
tx_sort: Callable = partial(
|
tx_sort: Callable = partial(
|
||||||
iter_by_dt,
|
iter_by_dt,
|
||||||
|
|
|
||||||
|
|
@ -42,7 +42,10 @@ from piker.accounting import (
|
||||||
from piker._cacheables import (
|
from piker._cacheables import (
|
||||||
async_lifo_cache,
|
async_lifo_cache,
|
||||||
)
|
)
|
||||||
from piker.log import get_logger
|
|
||||||
|
from ._util import (
|
||||||
|
log,
|
||||||
|
)
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from .api import (
|
from .api import (
|
||||||
|
|
@ -50,10 +53,6 @@ if TYPE_CHECKING:
|
||||||
Client,
|
Client,
|
||||||
)
|
)
|
||||||
|
|
||||||
log = get_logger(
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
_futes_venues = (
|
_futes_venues = (
|
||||||
'GLOBEX',
|
'GLOBEX',
|
||||||
'NYMEX',
|
'NYMEX',
|
||||||
|
|
@ -489,6 +488,7 @@ def con2fqme(
|
||||||
@async_lifo_cache()
|
@async_lifo_cache()
|
||||||
async def get_mkt_info(
|
async def get_mkt_info(
|
||||||
fqme: str,
|
fqme: str,
|
||||||
|
|
||||||
proxy: MethodProxy | None = None,
|
proxy: MethodProxy | None = None,
|
||||||
|
|
||||||
) -> tuple[MktPair, ibis.ContractDetails]:
|
) -> tuple[MktPair, ibis.ContractDetails]:
|
||||||
|
|
@ -550,7 +550,7 @@ async def get_mkt_info(
|
||||||
size_tick: Decimal = Decimal(
|
size_tick: Decimal = Decimal(
|
||||||
str(details.minSize).rstrip('0')
|
str(details.minSize).rstrip('0')
|
||||||
)
|
)
|
||||||
# ?TODO, there is also the Contract.sizeIncrement, bt wtf is it?
|
# |-> TODO: there is also the Contract.sizeIncrement, bt wtf is it?
|
||||||
|
|
||||||
# NOTE: this is duplicate from the .broker.norm_trade_records()
|
# NOTE: this is duplicate from the .broker.norm_trade_records()
|
||||||
# routine, we should factor all this parsing somewhere..
|
# routine, we should factor all this parsing somewhere..
|
||||||
|
|
|
||||||
|
|
@ -1,312 +0,0 @@
|
||||||
# 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/>.
|
|
||||||
|
|
||||||
'''
|
|
||||||
(Multi-)venue mgmt helpers.
|
|
||||||
|
|
||||||
IB generally supports all "legacy" trading venues, those mostly owned
|
|
||||||
by ICE and friends.
|
|
||||||
|
|
||||||
'''
|
|
||||||
from __future__ import annotations
|
|
||||||
from datetime import ( # noqa
|
|
||||||
datetime,
|
|
||||||
date,
|
|
||||||
tzinfo as TzInfo,
|
|
||||||
)
|
|
||||||
from typing import (
|
|
||||||
Iterator,
|
|
||||||
TYPE_CHECKING,
|
|
||||||
)
|
|
||||||
|
|
||||||
import exchange_calendars as xcals
|
|
||||||
from pendulum import (
|
|
||||||
now,
|
|
||||||
Duration,
|
|
||||||
Interval,
|
|
||||||
Time,
|
|
||||||
)
|
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
|
||||||
from ib_insync import (
|
|
||||||
TradingSession,
|
|
||||||
ContractDetails,
|
|
||||||
)
|
|
||||||
from exchange_calendars.exchange_calendars import (
|
|
||||||
ExchangeCalendar,
|
|
||||||
)
|
|
||||||
from pandas import (
|
|
||||||
# DatetimeIndex,
|
|
||||||
TimeDelta,
|
|
||||||
Timestamp,
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
def has_weekend(
|
|
||||||
period: Interval,
|
|
||||||
) -> bool:
|
|
||||||
'''
|
|
||||||
Predicate to for a period being within
|
|
||||||
days 6->0 (sat->sun).
|
|
||||||
|
|
||||||
'''
|
|
||||||
has_weekend: bool = False
|
|
||||||
for dt in period:
|
|
||||||
if dt.day_of_week in [0, 6]: # 0=Sunday, 6=Saturday
|
|
||||||
has_weekend = True
|
|
||||||
break
|
|
||||||
|
|
||||||
return has_weekend
|
|
||||||
|
|
||||||
|
|
||||||
def has_holiday(
|
|
||||||
con_deats: ContractDetails,
|
|
||||||
period: Interval,
|
|
||||||
) -> bool:
|
|
||||||
'''
|
|
||||||
Using the `exchange_calendars` lib detect if a time-gap `period`
|
|
||||||
is contained in a known "cash hours" closure.
|
|
||||||
|
|
||||||
'''
|
|
||||||
tz: str = con_deats.timeZoneId
|
|
||||||
exch: str = con_deats.contract.primaryExchange
|
|
||||||
cal: ExchangeCalendar = xcals.get_calendar(exch)
|
|
||||||
end: datetime = period.end
|
|
||||||
# _start: datetime = period.start
|
|
||||||
# ?TODO, can rm ya?
|
|
||||||
# => not that useful?
|
|
||||||
# dti: DatetimeIndex = cal.sessions_in_range(
|
|
||||||
# _start.date(),
|
|
||||||
# end.date(),
|
|
||||||
# )
|
|
||||||
prev_close: Timestamp = cal.previous_close(
|
|
||||||
end.date()
|
|
||||||
).tz_convert(tz)
|
|
||||||
prev_open: Timestamp = cal.previous_open(
|
|
||||||
end.date()
|
|
||||||
).tz_convert(tz)
|
|
||||||
# now do relative from prev_ values ^
|
|
||||||
# to get the next open which should match
|
|
||||||
# "contain" the end of the gap.
|
|
||||||
next_open: Timestamp = cal.next_open(
|
|
||||||
prev_open,
|
|
||||||
).tz_convert(tz)
|
|
||||||
next_open: Timestamp = cal.next_open(
|
|
||||||
prev_open,
|
|
||||||
).tz_convert(tz)
|
|
||||||
_next_close: Timestamp = cal.next_close(
|
|
||||||
prev_close
|
|
||||||
).tz_convert(tz)
|
|
||||||
cash_gap: TimeDelta = next_open - prev_close
|
|
||||||
is_holiday_gap = (
|
|
||||||
cash_gap
|
|
||||||
>
|
|
||||||
period
|
|
||||||
)
|
|
||||||
# XXX, debug
|
|
||||||
# breakpoint()
|
|
||||||
return is_holiday_gap
|
|
||||||
|
|
||||||
|
|
||||||
def is_current_time_in_range(
|
|
||||||
sesh: Interval,
|
|
||||||
when: datetime|None = None,
|
|
||||||
) -> bool:
|
|
||||||
'''
|
|
||||||
Check if current time is within the datetime range.
|
|
||||||
|
|
||||||
Use any/the-same timezone as provided by `start_dt.tzinfo` value
|
|
||||||
in the range.
|
|
||||||
|
|
||||||
'''
|
|
||||||
when: datetime = when or now()
|
|
||||||
return when in sesh
|
|
||||||
|
|
||||||
|
|
||||||
def iter_sessions(
|
|
||||||
con_deats: ContractDetails,
|
|
||||||
) -> Iterator[Interval]:
|
|
||||||
'''
|
|
||||||
Yield `pendulum.Interval`s for all
|
|
||||||
`ibas.ContractDetails.tradingSessions() -> TradingSession`s.
|
|
||||||
|
|
||||||
'''
|
|
||||||
sesh: TradingSession
|
|
||||||
for sesh in con_deats.tradingSessions():
|
|
||||||
yield Interval(*sesh)
|
|
||||||
|
|
||||||
|
|
||||||
def sesh_times(
|
|
||||||
con_deats: ContractDetails,
|
|
||||||
) -> tuple[Time, Time]:
|
|
||||||
'''
|
|
||||||
Based on the earliest trading session provided by the IB API,
|
|
||||||
get the (day-agnostic) times for the start/end.
|
|
||||||
|
|
||||||
'''
|
|
||||||
earliest_sesh: Interval = next(iter_sessions(con_deats))
|
|
||||||
return (
|
|
||||||
earliest_sesh.start.time(),
|
|
||||||
earliest_sesh.end.time(),
|
|
||||||
)
|
|
||||||
# ^?TODO, use `.diff()` to get point-in-time-agnostic period?
|
|
||||||
# https://pendulum.eustace.io/docs/#difference
|
|
||||||
|
|
||||||
|
|
||||||
def is_venue_open(
|
|
||||||
con_deats: ContractDetails,
|
|
||||||
when: datetime|Duration|None = None,
|
|
||||||
) -> bool:
|
|
||||||
'''
|
|
||||||
Check if market-venue is open during `when`, which defaults to
|
|
||||||
"now".
|
|
||||||
|
|
||||||
'''
|
|
||||||
sesh: Interval
|
|
||||||
for sesh in iter_sessions(con_deats):
|
|
||||||
if is_current_time_in_range(
|
|
||||||
sesh=sesh,
|
|
||||||
when=when,
|
|
||||||
):
|
|
||||||
return True
|
|
||||||
|
|
||||||
return False
|
|
||||||
|
|
||||||
|
|
||||||
def is_venue_closure(
|
|
||||||
gap: Interval,
|
|
||||||
con_deats: ContractDetails,
|
|
||||||
time_step_s: int,
|
|
||||||
) -> bool:
|
|
||||||
'''
|
|
||||||
Check if a provided time-`gap` is just an (expected) trading
|
|
||||||
venue closure period.
|
|
||||||
|
|
||||||
'''
|
|
||||||
open: Time
|
|
||||||
close: Time
|
|
||||||
open, close = sesh_times(con_deats)
|
|
||||||
|
|
||||||
# ensure times are in mkt-native timezone
|
|
||||||
tz: str = con_deats.timeZoneId
|
|
||||||
start = gap.start.in_tz(tz)
|
|
||||||
start_t = start.time()
|
|
||||||
end = gap.end.in_tz(tz)
|
|
||||||
end_t = end.time()
|
|
||||||
if (
|
|
||||||
(
|
|
||||||
start_t in (
|
|
||||||
close,
|
|
||||||
close.subtract(seconds=time_step_s)
|
|
||||||
)
|
|
||||||
and
|
|
||||||
end_t in (
|
|
||||||
open,
|
|
||||||
open.add(seconds=time_step_s),
|
|
||||||
)
|
|
||||||
)
|
|
||||||
or
|
|
||||||
has_weekend(gap)
|
|
||||||
or
|
|
||||||
has_holiday(
|
|
||||||
con_deats=con_deats,
|
|
||||||
period=gap,
|
|
||||||
)
|
|
||||||
):
|
|
||||||
return True
|
|
||||||
|
|
||||||
# breakpoint()
|
|
||||||
return False
|
|
||||||
|
|
||||||
|
|
||||||
# TODO, put this into `._util` and call it from here!
|
|
||||||
#
|
|
||||||
# NOTE, this was generated by @guille from a gpt5 prompt
|
|
||||||
# and was originally thot to be needed before learning about
|
|
||||||
# `ib_insync.contract.ContractDetails._parseSessions()` and
|
|
||||||
# it's downstream meths..
|
|
||||||
#
|
|
||||||
# This is still likely useful to keep for now to parse the
|
|
||||||
# `.tradingHours: str` value manually if we ever decide
|
|
||||||
# to move off `ib_async` and implement our own `trio`/`anyio`
|
|
||||||
# based version Bp
|
|
||||||
#
|
|
||||||
# >attempt to parse the retarted ib "time stampy thing" they
|
|
||||||
# >do for "venue hours" with this.. written by
|
|
||||||
# >gpt5-"thinking",
|
|
||||||
#
|
|
||||||
|
|
||||||
|
|
||||||
def parse_trading_hours(
|
|
||||||
spec: str,
|
|
||||||
tz: TzInfo|None = None
|
|
||||||
) -> dict[
|
|
||||||
date,
|
|
||||||
tuple[datetime, datetime]
|
|
||||||
]|None:
|
|
||||||
'''
|
|
||||||
Parse venue hours like:
|
|
||||||
'YYYYMMDD:HHMM-YYYYMMDD:HHMM;YYYYMMDD:CLOSED;...'
|
|
||||||
|
|
||||||
Returns `dict[date] = (open_dt, close_dt)` or `None` if
|
|
||||||
closed.
|
|
||||||
|
|
||||||
'''
|
|
||||||
if (
|
|
||||||
not isinstance(spec, str)
|
|
||||||
or
|
|
||||||
not spec
|
|
||||||
):
|
|
||||||
raise ValueError('spec must be a non-empty string')
|
|
||||||
|
|
||||||
out: dict[
|
|
||||||
date,
|
|
||||||
tuple[datetime, datetime]
|
|
||||||
]|None = {}
|
|
||||||
|
|
||||||
for part in (p.strip() for p in spec.split(';') if p.strip()):
|
|
||||||
if part.endswith(':CLOSED'):
|
|
||||||
day_s, _ = part.split(':', 1)
|
|
||||||
d = datetime.strptime(day_s, '%Y%m%d').date()
|
|
||||||
out[d] = None
|
|
||||||
continue
|
|
||||||
|
|
||||||
try:
|
|
||||||
start_s, end_s = part.split('-', 1)
|
|
||||||
start_dt = datetime.strptime(start_s, '%Y%m%d:%H%M')
|
|
||||||
end_dt = datetime.strptime(end_s, '%Y%m%d:%H%M')
|
|
||||||
except ValueError as exc:
|
|
||||||
raise ValueError(f'invalid segment: {part}') from exc
|
|
||||||
|
|
||||||
if tz is not None:
|
|
||||||
start_dt = start_dt.replace(tzinfo=tz)
|
|
||||||
end_dt = end_dt.replace(tzinfo=tz)
|
|
||||||
|
|
||||||
out[start_dt.date()] = (start_dt, end_dt)
|
|
||||||
|
|
||||||
return out
|
|
||||||
|
|
||||||
|
|
||||||
# ORIG desired usage,
|
|
||||||
#
|
|
||||||
# TODO, for non-drunk tomorrow,
|
|
||||||
# - call above fn and check that `output[today] is not None`
|
|
||||||
# trading_hrs: dict = parse_trading_hours(
|
|
||||||
# details.tradingHours
|
|
||||||
# )
|
|
||||||
# liq_hrs: dict = parse_trading_hours(
|
|
||||||
# details.liquidHours
|
|
||||||
# )
|
|
||||||
|
|
@ -34,7 +34,6 @@ import urllib.parse
|
||||||
import hashlib
|
import hashlib
|
||||||
import hmac
|
import hmac
|
||||||
import base64
|
import base64
|
||||||
import tractor
|
|
||||||
import trio
|
import trio
|
||||||
|
|
||||||
from piker import config
|
from piker import config
|
||||||
|
|
@ -373,7 +372,8 @@ class Client:
|
||||||
# 1658347714, 'status': 'Success'}]}
|
# 1658347714, 'status': 'Success'}]}
|
||||||
|
|
||||||
if xfers:
|
if xfers:
|
||||||
await tractor.pause()
|
import tractor
|
||||||
|
await tractor.pp()
|
||||||
|
|
||||||
trans: dict[str, Transaction] = {}
|
trans: dict[str, Transaction] = {}
|
||||||
for entry in xfers:
|
for entry in xfers:
|
||||||
|
|
@ -501,7 +501,6 @@ class Client:
|
||||||
for xkey, data in resp['result'].items():
|
for xkey, data in resp['result'].items():
|
||||||
|
|
||||||
# NOTE: always cache in pairs tables for faster lookup
|
# NOTE: always cache in pairs tables for faster lookup
|
||||||
with tractor.devx.maybe_open_crash_handler(): # as bxerr:
|
|
||||||
pair = Pair(xname=xkey, **data)
|
pair = Pair(xname=xkey, **data)
|
||||||
|
|
||||||
# register the above `Pair` structs for all
|
# register the above `Pair` structs for all
|
||||||
|
|
|
||||||
|
|
@ -62,12 +62,9 @@ from piker.clearing._messages import (
|
||||||
from piker.brokers import (
|
from piker.brokers import (
|
||||||
open_cached_client,
|
open_cached_client,
|
||||||
)
|
)
|
||||||
from piker.log import (
|
|
||||||
get_console_log,
|
|
||||||
get_logger,
|
|
||||||
)
|
|
||||||
from piker.data import open_symcache
|
from piker.data import open_symcache
|
||||||
from .api import (
|
from .api import (
|
||||||
|
log,
|
||||||
Client,
|
Client,
|
||||||
BrokerError,
|
BrokerError,
|
||||||
)
|
)
|
||||||
|
|
@ -81,8 +78,6 @@ from .ledger import (
|
||||||
verify_balances,
|
verify_balances,
|
||||||
)
|
)
|
||||||
|
|
||||||
log = get_logger(name=__name__)
|
|
||||||
|
|
||||||
MsgUnion = Union[
|
MsgUnion = Union[
|
||||||
BrokerdCancel,
|
BrokerdCancel,
|
||||||
BrokerdError,
|
BrokerdError,
|
||||||
|
|
@ -180,8 +175,9 @@ async def handle_order_requests(
|
||||||
|
|
||||||
case {
|
case {
|
||||||
'account': 'kraken.spot' as account,
|
'account': 'kraken.spot' as account,
|
||||||
'action': 'buy'|'sell',
|
'action': action,
|
||||||
}:
|
} if action in {'buy', 'sell'}:
|
||||||
|
|
||||||
# validate
|
# validate
|
||||||
order = BrokerdOrder(**msg)
|
order = BrokerdOrder(**msg)
|
||||||
|
|
||||||
|
|
@ -266,12 +262,6 @@ async def handle_order_requests(
|
||||||
} | extra
|
} | extra
|
||||||
|
|
||||||
log.info(f'Submitting WS order request:\n{pformat(req)}')
|
log.info(f'Submitting WS order request:\n{pformat(req)}')
|
||||||
|
|
||||||
# NOTE HOWTO, debug order requests
|
|
||||||
#
|
|
||||||
# if 'XRP' in pair:
|
|
||||||
# await tractor.pause()
|
|
||||||
|
|
||||||
await ws.send_msg(req)
|
await ws.send_msg(req)
|
||||||
|
|
||||||
# placehold for sanity checking in relay loop
|
# placehold for sanity checking in relay loop
|
||||||
|
|
@ -436,15 +426,9 @@ def trades2pps(
|
||||||
@tractor.context
|
@tractor.context
|
||||||
async def open_trade_dialog(
|
async def open_trade_dialog(
|
||||||
ctx: tractor.Context,
|
ctx: tractor.Context,
|
||||||
loglevel: str = 'warning',
|
|
||||||
|
|
||||||
) -> AsyncIterator[dict[str, Any]]:
|
) -> AsyncIterator[dict[str, Any]]:
|
||||||
|
|
||||||
get_console_log(
|
|
||||||
level=loglevel,
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
async with (
|
async with (
|
||||||
# TODO: maybe bind these together and deliver
|
# TODO: maybe bind these together and deliver
|
||||||
# a tuple from `.open_cached_client()`?
|
# a tuple from `.open_cached_client()`?
|
||||||
|
|
@ -560,7 +544,7 @@ async def open_trade_dialog(
|
||||||
# to be reloaded.
|
# to be reloaded.
|
||||||
balances: dict[str, float] = await client.get_balances()
|
balances: dict[str, float] = await client.get_balances()
|
||||||
|
|
||||||
await verify_balances(
|
verify_balances(
|
||||||
acnt,
|
acnt,
|
||||||
src_fiat,
|
src_fiat,
|
||||||
balances,
|
balances,
|
||||||
|
|
@ -1101,8 +1085,6 @@ async def handle_order_updates(
|
||||||
f'Failed to {action} order {reqid}:\n'
|
f'Failed to {action} order {reqid}:\n'
|
||||||
f'{errmsg}'
|
f'{errmsg}'
|
||||||
)
|
)
|
||||||
# if tractor._state.debug_mode():
|
|
||||||
# await tractor.pause()
|
|
||||||
|
|
||||||
symbol: str = 'N/A'
|
symbol: str = 'N/A'
|
||||||
if chain := apiflows.get(reqid):
|
if chain := apiflows.get(reqid):
|
||||||
|
|
|
||||||
|
|
@ -21,6 +21,7 @@ Symbology defs and search.
|
||||||
from decimal import Decimal
|
from decimal import Decimal
|
||||||
|
|
||||||
import tractor
|
import tractor
|
||||||
|
from rapidfuzz import process as fuzzy
|
||||||
|
|
||||||
from piker._cacheables import (
|
from piker._cacheables import (
|
||||||
async_lifo_cache,
|
async_lifo_cache,
|
||||||
|
|
@ -40,13 +41,8 @@ from piker.accounting._mktinfo import (
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
|
# https://www.kraken.com/features/api#get-tradable-pairs
|
||||||
class Pair(Struct):
|
class Pair(Struct):
|
||||||
'''
|
|
||||||
A tradable asset pair as schema-defined by,
|
|
||||||
|
|
||||||
https://docs.kraken.com/api/docs/rest-api/get-tradable-asset-pairs
|
|
||||||
|
|
||||||
'''
|
|
||||||
xname: str # idiotic bs_mktid equiv i guess?
|
xname: str # idiotic bs_mktid equiv i guess?
|
||||||
altname: str # alternate pair name
|
altname: str # alternate pair name
|
||||||
wsname: str # WebSocket pair name (if available)
|
wsname: str # WebSocket pair name (if available)
|
||||||
|
|
@ -57,6 +53,7 @@ class Pair(Struct):
|
||||||
lot: str # volume lot size
|
lot: str # volume lot size
|
||||||
|
|
||||||
cost_decimals: int
|
cost_decimals: int
|
||||||
|
costmin: float
|
||||||
pair_decimals: int # scaling decimal places for pair
|
pair_decimals: int # scaling decimal places for pair
|
||||||
lot_decimals: int # scaling decimal places for volume
|
lot_decimals: int # scaling decimal places for volume
|
||||||
|
|
||||||
|
|
@ -82,7 +79,6 @@ class Pair(Struct):
|
||||||
tick_size: float # min price step size
|
tick_size: float # min price step size
|
||||||
status: str
|
status: str
|
||||||
|
|
||||||
costmin: str|None = None # XXX, only some mktpairs?
|
|
||||||
short_position_limit: float = 0
|
short_position_limit: float = 0
|
||||||
long_position_limit: float = float('inf')
|
long_position_limit: float = float('inf')
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -37,12 +37,6 @@ import tractor
|
||||||
from async_generator import asynccontextmanager
|
from async_generator import asynccontextmanager
|
||||||
import numpy as np
|
import numpy as np
|
||||||
import wrapt
|
import wrapt
|
||||||
|
|
||||||
# TODO, port to `httpx`/`trio-websocket` whenver i get back to
|
|
||||||
# writing a proper ws-api streamer for this backend (since the data
|
|
||||||
# feeds are free now) as per GH feat-req:
|
|
||||||
# https://github.com/pikers/piker/issues/509
|
|
||||||
#
|
|
||||||
import asks
|
import asks
|
||||||
|
|
||||||
from ..calc import humanize, percent_change
|
from ..calc import humanize, percent_change
|
||||||
|
|
@ -50,19 +44,13 @@ from . import open_cached_client
|
||||||
from piker._cacheables import async_lifo_cache
|
from piker._cacheables import async_lifo_cache
|
||||||
from .. import config
|
from .. import config
|
||||||
from ._util import resproc, BrokerError, SymbolNotFound
|
from ._util import resproc, BrokerError, SymbolNotFound
|
||||||
from piker.log import (
|
from ..log import (
|
||||||
colorize_json,
|
colorize_json,
|
||||||
|
)
|
||||||
|
from ._util import (
|
||||||
|
log,
|
||||||
get_console_log,
|
get_console_log,
|
||||||
)
|
)
|
||||||
from piker.log import (
|
|
||||||
get_logger,
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
log = get_logger(
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
_use_practice_account = False
|
_use_practice_account = False
|
||||||
_refresh_token_ep = 'https://{}login.questrade.com/oauth2/'
|
_refresh_token_ep = 'https://{}login.questrade.com/oauth2/'
|
||||||
|
|
@ -1211,10 +1199,7 @@ async def stream_quotes(
|
||||||
# feed_type: str = 'stock',
|
# feed_type: str = 'stock',
|
||||||
) -> AsyncGenerator[str, Dict[str, Any]]:
|
) -> AsyncGenerator[str, Dict[str, Any]]:
|
||||||
# XXX: required to propagate ``tractor`` loglevel to piker logging
|
# XXX: required to propagate ``tractor`` loglevel to piker logging
|
||||||
get_console_log(
|
get_console_log(loglevel)
|
||||||
level=loglevel,
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
async with open_cached_client('questrade') as client:
|
async with open_cached_client('questrade') as client:
|
||||||
if feed_type == 'stock':
|
if feed_type == 'stock':
|
||||||
|
|
|
||||||
|
|
@ -30,16 +30,9 @@ import asks
|
||||||
from ._util import (
|
from ._util import (
|
||||||
resproc,
|
resproc,
|
||||||
BrokerError,
|
BrokerError,
|
||||||
|
log,
|
||||||
)
|
)
|
||||||
from piker.calc import percent_change
|
from ..calc import percent_change
|
||||||
from piker.log import (
|
|
||||||
get_logger,
|
|
||||||
)
|
|
||||||
|
|
||||||
log = get_logger(
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
_service_ep = 'https://api.robinhood.com'
|
_service_ep = 'https://api.robinhood.com'
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -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
|
||||||
|
|
@ -171,6 +168,7 @@ class OrderClient(Struct):
|
||||||
|
|
||||||
|
|
||||||
async def relay_orders_from_sync_code(
|
async def relay_orders_from_sync_code(
|
||||||
|
|
||||||
client: OrderClient,
|
client: OrderClient,
|
||||||
symbol_key: str,
|
symbol_key: str,
|
||||||
to_ems_stream: tractor.MsgStream,
|
to_ems_stream: tractor.MsgStream,
|
||||||
|
|
@ -215,7 +213,7 @@ async def relay_orders_from_sync_code(
|
||||||
async def open_ems(
|
async def open_ems(
|
||||||
fqme: str,
|
fqme: str,
|
||||||
mode: str = 'live',
|
mode: str = 'live',
|
||||||
loglevel: str = 'warning',
|
loglevel: str = 'error',
|
||||||
|
|
||||||
) -> tuple[
|
) -> tuple[
|
||||||
OrderClient, # client
|
OrderClient, # client
|
||||||
|
|
@ -244,11 +242,6 @@ async def open_ems(
|
||||||
|
|
||||||
async with maybe_open_emsd(
|
async with maybe_open_emsd(
|
||||||
broker,
|
broker,
|
||||||
# XXX NOTE, LOL so this determines the daemon `emsd` loglevel
|
|
||||||
# then FYI.. that's kinda wrong no?
|
|
||||||
# -[ ] shouldn't it be set by `pikerd -l` or no?
|
|
||||||
# -[ ] would make a lot more sense to have a subsys ctl for
|
|
||||||
# levels.. like `-l emsd.info` or something?
|
|
||||||
loglevel=loglevel,
|
loglevel=loglevel,
|
||||||
) as portal:
|
) as portal:
|
||||||
|
|
||||||
|
|
@ -288,11 +281,8 @@ 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 +298,4 @@ 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()
|
||||||
|
|
|
||||||
|
|
@ -42,12 +42,10 @@ 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
|
||||||
get_console_log,
|
get_console_log,
|
||||||
subsys,
|
|
||||||
)
|
)
|
||||||
from ..accounting._mktinfo import (
|
from ..accounting._mktinfo import (
|
||||||
unpack_fqme,
|
unpack_fqme,
|
||||||
|
|
@ -78,6 +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,
|
||||||
|
|
@ -163,7 +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,
|
||||||
|
|
||||||
|
|
@ -179,7 +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
|
||||||
|
|
@ -352,21 +350,9 @@ async def open_brokerd_dialog(
|
||||||
broker backend, configuration, or client code usage.
|
broker backend, configuration, or client code usage.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
get_console_log(
|
|
||||||
level=loglevel,
|
|
||||||
name='clearing',
|
|
||||||
)
|
|
||||||
# enable `.accounting` console since normally used by
|
|
||||||
# each `brokerd`.
|
|
||||||
get_console_log(
|
|
||||||
level=loglevel,
|
|
||||||
name='piker.accounting',
|
|
||||||
)
|
|
||||||
broker: str = brokermod.name
|
broker: str = brokermod.name
|
||||||
|
|
||||||
def mk_paper_ep(
|
def mk_paper_ep():
|
||||||
loglevel: str,
|
|
||||||
):
|
|
||||||
from . import _paper_engine as paper_mod
|
from . import _paper_engine as paper_mod
|
||||||
|
|
||||||
nonlocal brokermod, exec_mode
|
nonlocal brokermod, exec_mode
|
||||||
|
|
@ -401,7 +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,
|
||||||
|
|
@ -418,21 +403,17 @@ async def open_brokerd_dialog(
|
||||||
|
|
||||||
if (
|
if (
|
||||||
trades_endpoint is not None
|
trades_endpoint is not None
|
||||||
or
|
or exec_mode != 'paper'
|
||||||
exec_mode != 'paper'
|
|
||||||
):
|
):
|
||||||
# open live brokerd trades endpoint
|
# open live brokerd trades endpoint
|
||||||
open_trades_endpoint = portal.open_context(
|
open_trades_endpoint = portal.open_context(
|
||||||
trades_endpoint,
|
trades_endpoint,
|
||||||
loglevel=loglevel,
|
|
||||||
)
|
)
|
||||||
|
|
||||||
@acm
|
@acm
|
||||||
async def maybe_open_paper_ep():
|
async def maybe_open_paper_ep():
|
||||||
if exec_mode == 'paper':
|
if exec_mode == 'paper':
|
||||||
async with mk_paper_ep(
|
async with mk_paper_ep() as msg:
|
||||||
loglevel=loglevel,
|
|
||||||
) as msg:
|
|
||||||
yield msg
|
yield msg
|
||||||
return
|
return
|
||||||
|
|
||||||
|
|
@ -443,9 +424,7 @@ async def open_brokerd_dialog(
|
||||||
# runtime indication that the backend can't support live
|
# runtime indication that the backend can't support live
|
||||||
# order ctrl yet, so boot the paperboi B0
|
# order ctrl yet, so boot the paperboi B0
|
||||||
if first == 'paper':
|
if first == 'paper':
|
||||||
async with mk_paper_ep(
|
async with mk_paper_ep() as msg:
|
||||||
loglevel=loglevel,
|
|
||||||
) as msg:
|
|
||||||
yield msg
|
yield msg
|
||||||
return
|
return
|
||||||
else:
|
else:
|
||||||
|
|
@ -521,7 +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] = {}
|
||||||
|
|
@ -674,11 +653,7 @@ class Router(Struct):
|
||||||
flume = feed.flumes[fqme]
|
flume = feed.flumes[fqme]
|
||||||
first_quote: dict = flume.first_quote
|
first_quote: dict = flume.first_quote
|
||||||
book: DarkBook = self.get_dark_book(broker)
|
book: DarkBook = self.get_dark_book(broker)
|
||||||
|
book.lasts[fqme]: float = float(first_quote['last'])
|
||||||
if not (last := first_quote.get('last')):
|
|
||||||
last: float = flume.rt_shm.array[-1]['close']
|
|
||||||
|
|
||||||
book.lasts[fqme]: float = float(last)
|
|
||||||
|
|
||||||
async with self.maybe_open_brokerd_dialog(
|
async with self.maybe_open_brokerd_dialog(
|
||||||
brokermod=brokermod,
|
brokermod=brokermod,
|
||||||
|
|
@ -691,7 +666,7 @@ 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,
|
||||||
|
|
@ -714,7 +689,7 @@ 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,
|
||||||
|
|
@ -741,14 +716,13 @@ class Router(Struct):
|
||||||
subs = self.subscribers[sub_key]
|
subs = self.subscribers[sub_key]
|
||||||
|
|
||||||
sent_some: bool = False
|
sent_some: bool = False
|
||||||
for client_stream in subs.copy():
|
for client_stream in subs:
|
||||||
try:
|
try:
|
||||||
await client_stream.send(msg)
|
await client_stream.send(msg)
|
||||||
sent_some = True
|
sent_some = True
|
||||||
except (
|
except (
|
||||||
trio.ClosedResourceError,
|
trio.ClosedResourceError,
|
||||||
trio.BrokenResourceError,
|
trio.BrokenResourceError,
|
||||||
tractor.TransportClosed,
|
|
||||||
):
|
):
|
||||||
to_remove.add(client_stream)
|
to_remove.add(client_stream)
|
||||||
log.warning(
|
log.warning(
|
||||||
|
|
@ -785,20 +759,14 @@ async def _setup_persistent_emsd(
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
if loglevel:
|
if loglevel:
|
||||||
_log = get_console_log(
|
get_console_log(loglevel)
|
||||||
level=loglevel,
|
|
||||||
name=subsys,
|
|
||||||
)
|
|
||||||
assert _log.name == 'piker.clearing'
|
|
||||||
|
|
||||||
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?
|
||||||
|
|
@ -1042,28 +1010,14 @@ async def translate_and_relay_brokerd_events(
|
||||||
status_msg.brokerd_msg = msg
|
status_msg.brokerd_msg = msg
|
||||||
status_msg.src = msg.broker_details['name']
|
status_msg.src = msg.broker_details['name']
|
||||||
|
|
||||||
if not status_msg.req:
|
|
||||||
# likely some order change state?
|
|
||||||
await tractor.pause()
|
|
||||||
else:
|
|
||||||
await router.client_broadcast(
|
await router.client_broadcast(
|
||||||
status_msg.req.symbol,
|
status_msg.req.symbol,
|
||||||
status_msg,
|
status_msg,
|
||||||
)
|
)
|
||||||
|
|
||||||
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!')
|
||||||
|
|
@ -1228,16 +1182,12 @@ 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
|
||||||
|
|
@ -1343,7 +1293,7 @@ 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'),
|
||||||
|
|
@ -1375,7 +1325,7 @@ 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,
|
||||||
)
|
)
|
||||||
|
|
@ -1397,11 +1347,7 @@ 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``
|
||||||
|
|
@ -1417,7 +1363,7 @@ 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,
|
||||||
|
|
@ -1445,12 +1391,7 @@ 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
|
||||||
|
|
@ -1557,7 +1498,7 @@ 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,
|
||||||
|
|
@ -1587,18 +1528,19 @@ 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
|
||||||
|
|
@ -1723,5 +1665,5 @@ async def _emsd_main(
|
||||||
if not client_streams:
|
if not client_streams:
|
||||||
log.warning(
|
log.warning(
|
||||||
f'Order dialog is not being monitored:\n'
|
f'Order dialog is not being monitored:\n'
|
||||||
f'{oid!r} <-> {client_stream.chan.aid.reprol()}\n'
|
f'{oid} ->\n{client_stream._ctx.chan.uid}'
|
||||||
)
|
)
|
||||||
|
|
|
||||||
|
|
@ -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
|
|
||||||
|
|
|
||||||
|
|
@ -59,9 +59,9 @@ from piker.data import (
|
||||||
open_symcache,
|
open_symcache,
|
||||||
)
|
)
|
||||||
from piker.types import Struct
|
from piker.types import Struct
|
||||||
from piker.log import (
|
from ._util import (
|
||||||
|
log, # sub-sys logger
|
||||||
get_console_log,
|
get_console_log,
|
||||||
get_logger,
|
|
||||||
)
|
)
|
||||||
from ._messages import (
|
from ._messages import (
|
||||||
BrokerdCancel,
|
BrokerdCancel,
|
||||||
|
|
@ -73,8 +73,6 @@ from ._messages import (
|
||||||
BrokerdError,
|
BrokerdError,
|
||||||
)
|
)
|
||||||
|
|
||||||
log = get_logger(name=__name__)
|
|
||||||
|
|
||||||
|
|
||||||
class PaperBoi(Struct):
|
class PaperBoi(Struct):
|
||||||
'''
|
'''
|
||||||
|
|
@ -299,8 +297,6 @@ class PaperBoi(Struct):
|
||||||
|
|
||||||
# transmit pp msg to ems
|
# transmit pp msg to ems
|
||||||
pp: Position = self.acnt.pps[bs_mktid]
|
pp: Position = self.acnt.pps[bs_mktid]
|
||||||
# TODO, this will break if `require_only=True` was passed to
|
|
||||||
# `.update_from_ledger()`
|
|
||||||
|
|
||||||
pp_msg = BrokerdPosition(
|
pp_msg = BrokerdPosition(
|
||||||
broker=self.broker,
|
broker=self.broker,
|
||||||
|
|
@ -512,7 +508,7 @@ 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
|
||||||
|
|
@ -552,6 +548,7 @@ _sells: defaultdict[
|
||||||
|
|
||||||
@tractor.context
|
@tractor.context
|
||||||
async def open_trade_dialog(
|
async def open_trade_dialog(
|
||||||
|
|
||||||
ctx: tractor.Context,
|
ctx: tractor.Context,
|
||||||
broker: str,
|
broker: str,
|
||||||
fqme: str | None = None, # if empty, we only boot broker mode
|
fqme: str | None = None, # if empty, we only boot broker mode
|
||||||
|
|
@ -559,11 +556,8 @@ async def open_trade_dialog(
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
# enable piker.clearing console log for *this* `brokerd` subactor
|
# enable piker.clearing console log for *this* subactor
|
||||||
get_console_log(
|
get_console_log(loglevel)
|
||||||
level=loglevel,
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
symcache: SymbologyCache
|
symcache: SymbologyCache
|
||||||
async with open_symcache(get_brokermod(broker)) as symcache:
|
async with open_symcache(get_brokermod(broker)) as symcache:
|
||||||
|
|
@ -659,7 +653,6 @@ async def open_trade_dialog(
|
||||||
# in) use manually constructed table from calling
|
# in) use manually constructed table from calling
|
||||||
# the `.get_mkt_info()` provider EP above.
|
# the `.get_mkt_info()` provider EP above.
|
||||||
_mktmap_table=mkt_by_fqme,
|
_mktmap_table=mkt_by_fqme,
|
||||||
only_require=list(mkt_by_fqme),
|
|
||||||
)
|
)
|
||||||
|
|
||||||
pp_msgs: list[BrokerdPosition] = []
|
pp_msgs: list[BrokerdPosition] = []
|
||||||
|
|
|
||||||
|
|
@ -28,14 +28,11 @@ from ..log import (
|
||||||
from piker.types import Struct
|
from piker.types import Struct
|
||||||
subsys: str = 'piker.clearing'
|
subsys: str = 'piker.clearing'
|
||||||
|
|
||||||
log = get_logger(
|
log = get_logger(subsys)
|
||||||
name='piker.clearing',
|
|
||||||
)
|
|
||||||
|
|
||||||
# TODO, oof doesn't this ignore the `loglevel` then???
|
|
||||||
get_console_log = partial(
|
get_console_log = partial(
|
||||||
get_console_log,
|
get_console_log,
|
||||||
name='clearing',
|
name=subsys,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -61,8 +61,7 @@ def load_trans_eps(
|
||||||
|
|
||||||
if (
|
if (
|
||||||
network
|
network
|
||||||
and
|
and not maddrs
|
||||||
not maddrs
|
|
||||||
):
|
):
|
||||||
# load network section and (attempt to) connect all endpoints
|
# load network section and (attempt to) connect all endpoints
|
||||||
# which are reachable B)
|
# which are reachable B)
|
||||||
|
|
@ -113,27 +112,31 @@ def load_trans_eps(
|
||||||
default=None,
|
default=None,
|
||||||
help='Multiaddrs to bind or contact',
|
help='Multiaddrs to bind or contact',
|
||||||
)
|
)
|
||||||
|
# @click.option(
|
||||||
|
# '--tsdb',
|
||||||
|
# is_flag=True,
|
||||||
|
# help='Enable local ``marketstore`` instance'
|
||||||
|
# )
|
||||||
|
# @click.option(
|
||||||
|
# '--es',
|
||||||
|
# is_flag=True,
|
||||||
|
# help='Enable local ``elasticsearch`` instance'
|
||||||
|
# )
|
||||||
def pikerd(
|
def pikerd(
|
||||||
maddr: list[str] | None,
|
maddr: list[str] | None,
|
||||||
loglevel: str,
|
loglevel: str,
|
||||||
tl: bool,
|
tl: bool,
|
||||||
pdb: bool,
|
pdb: bool,
|
||||||
|
# tsdb: bool,
|
||||||
|
# es: bool,
|
||||||
):
|
):
|
||||||
'''
|
'''
|
||||||
Start the "root service actor", `pikerd`, run it until
|
Spawn the piker broker-daemon.
|
||||||
cancellation.
|
|
||||||
|
|
||||||
This "root daemon" operates as the top most service-mngr and
|
|
||||||
subsys-as-subactor supervisor, think of it as the "init proc" of
|
|
||||||
any of any `piker` application or daemon-process tree.
|
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# 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(
|
log = get_console_log(loglevel, name='cli')
|
||||||
level=loglevel,
|
|
||||||
with_tractor_log=tl,
|
|
||||||
)
|
|
||||||
|
|
||||||
if pdb:
|
if pdb:
|
||||||
log.warning((
|
log.warning((
|
||||||
|
|
@ -175,18 +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)
|
||||||
|
|
@ -234,14 +258,6 @@ def cli(
|
||||||
regaddr: str,
|
regaddr: str,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
|
||||||
The "root" `piker`-cmd CLI endpoint.
|
|
||||||
|
|
||||||
NOTE, this def generally relies on and requires a sub-cmd to be
|
|
||||||
provided by the user, OW only a `--help` msg (listing said
|
|
||||||
subcmds) will be dumped to console.
|
|
||||||
|
|
||||||
'''
|
|
||||||
if configdir is not None:
|
if configdir is not None:
|
||||||
assert os.path.isdir(configdir), f"`{configdir}` is not a valid path"
|
assert os.path.isdir(configdir), f"`{configdir}` is not a valid path"
|
||||||
config._override_config_dir(configdir)
|
config._override_config_dir(configdir)
|
||||||
|
|
@ -300,93 +316,42 @@ def cli(
|
||||||
@click.option('--tl', is_flag=True, help='Enable tractor logging')
|
@click.option('--tl', is_flag=True, help='Enable tractor logging')
|
||||||
@click.argument('ports', nargs=-1, required=False)
|
@click.argument('ports', nargs=-1, required=False)
|
||||||
@click.pass_obj
|
@click.pass_obj
|
||||||
def services(
|
def services(config, tl, ports):
|
||||||
config,
|
|
||||||
tl: bool,
|
|
||||||
ports: list[int],
|
|
||||||
):
|
|
||||||
'''
|
|
||||||
List all `piker` "service deamons" to the console in
|
|
||||||
a `json`-table which maps each actor's UID in the form,
|
|
||||||
|
|
||||||
`{service_name}.{subservice_name}.{UUID}`
|
from ..service import (
|
||||||
|
|
||||||
to its (primary) IPC server address.
|
|
||||||
|
|
||||||
(^TODO, should be its multiaddr form once we support it)
|
|
||||||
|
|
||||||
Note that by convention actors which operate as "headless"
|
|
||||||
processes (those without GUIs/graphics, and which generally
|
|
||||||
parent some noteworthy subsystem) are normally suffixed by
|
|
||||||
a "d" such as,
|
|
||||||
|
|
||||||
- pikerd: the root runtime supervisor
|
|
||||||
- brokerd: a broker-backend order ctl daemon
|
|
||||||
- emsd: the internal dark-clearing and order routing daemon
|
|
||||||
- datad: a data-provider-backend data feed daemon
|
|
||||||
- samplerd: the real-time data sampling and clock-syncing daemon
|
|
||||||
|
|
||||||
"Headed units" are normally just given an obvious app-like name
|
|
||||||
with subactors indexed by `.` such as,
|
|
||||||
- chart: the primary modal charting iface, a Qt app
|
|
||||||
- chart.fsp_0: a financial-sig-proc cascade instance which
|
|
||||||
delivers graphics to a parent `chart` app.
|
|
||||||
- polars_boi: some (presumably) `polars` using console app.
|
|
||||||
|
|
||||||
'''
|
|
||||||
from piker.service import (
|
|
||||||
open_piker_runtime,
|
open_piker_runtime,
|
||||||
_default_registry_port,
|
_default_registry_port,
|
||||||
_default_registry_host,
|
_default_registry_host,
|
||||||
)
|
)
|
||||||
|
|
||||||
# !TODO, mk this to work with UDS!
|
host = _default_registry_host
|
||||||
host: str = _default_registry_host
|
|
||||||
if not ports:
|
if not ports:
|
||||||
ports: list[int] = [_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 (
|
||||||
open_piker_runtime(
|
open_piker_runtime(
|
||||||
name='service_query',
|
name='service_query',
|
||||||
loglevel=(
|
loglevel=config['loglevel'] if tl else None,
|
||||||
config['loglevel']
|
|
||||||
if tl
|
|
||||||
else None
|
|
||||||
),
|
),
|
||||||
),
|
tractor.get_arbiter(
|
||||||
tractor.get_registry(
|
host=host,
|
||||||
addr=addr,
|
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)
|
||||||
|
|
||||||
|
|
||||||
def _load_clis() -> None:
|
def _load_clis() -> None:
|
||||||
'''
|
# from ..service import elastic # noqa
|
||||||
Dynamically load and register all subsys CLI endpoints (at call
|
|
||||||
time).
|
|
||||||
|
|
||||||
NOTE, obviously this is normally expected to be called at
|
|
||||||
`import` time and implicitly relies on our use of various
|
|
||||||
`click`/`typer` decorator APIs.
|
|
||||||
|
|
||||||
'''
|
|
||||||
from ..brokers import cli # noqa
|
from ..brokers import cli # noqa
|
||||||
from ..ui import cli # noqa
|
from ..ui import cli # noqa
|
||||||
from ..watchlists import cli # noqa
|
from ..watchlists import cli # noqa
|
||||||
|
|
@ -396,5 +361,5 @@ def _load_clis() -> None:
|
||||||
from ..accounting import cli # noqa
|
from ..accounting import cli # noqa
|
||||||
|
|
||||||
|
|
||||||
# load all subsytem cli eps
|
# load downstream cli modules
|
||||||
_load_clis()
|
_load_clis()
|
||||||
|
|
|
||||||
|
|
@ -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.
|
||||||
|
|
|
||||||
|
|
@ -80,14 +80,14 @@ class Sampler:
|
||||||
This non-instantiated type is meant to be a singleton within
|
This non-instantiated type is meant to be a singleton within
|
||||||
a `samplerd` actor-service spawned once by the user wishing to
|
a `samplerd` actor-service spawned once by the user wishing to
|
||||||
time-step-sample (real-time) quote feeds, see
|
time-step-sample (real-time) quote feeds, see
|
||||||
`.service.maybe_open_samplerd()` and the below
|
``.service.maybe_open_samplerd()`` and the below
|
||||||
`register_with_sampler()`.
|
``register_with_sampler()``.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
service_nursery: None | trio.Nursery = None
|
service_nursery: None | trio.Nursery = None
|
||||||
|
|
||||||
# TODO: we could stick these in a composed type to avoid angering
|
# TODO: we could stick these in a composed type to avoid
|
||||||
# the "i hate module scoped variables crowd" (yawn).
|
# angering the "i hate module scoped variables crowd" (yawn).
|
||||||
ohlcv_shms: dict[float, list[ShmArray]] = {}
|
ohlcv_shms: dict[float, list[ShmArray]] = {}
|
||||||
|
|
||||||
# holds one-task-per-sample-period tasks which are spawned as-needed by
|
# holds one-task-per-sample-period tasks which are spawned as-needed by
|
||||||
|
|
@ -95,13 +95,6 @@ class Sampler:
|
||||||
# history loading.
|
# history loading.
|
||||||
incr_task_cs: trio.CancelScope | None = None
|
incr_task_cs: trio.CancelScope | None = None
|
||||||
|
|
||||||
bcast_errors: tuple[Exception] = (
|
|
||||||
trio.BrokenResourceError,
|
|
||||||
trio.ClosedResourceError,
|
|
||||||
trio.EndOfChannel,
|
|
||||||
tractor.TransportClosed,
|
|
||||||
)
|
|
||||||
|
|
||||||
# holds all the ``tractor.Context`` remote subscriptions for
|
# holds all the ``tractor.Context`` remote subscriptions for
|
||||||
# a particular sample period increment event: all subscribers are
|
# a particular sample period increment event: all subscribers are
|
||||||
# notified on a step.
|
# notified on a step.
|
||||||
|
|
@ -265,15 +258,14 @@ class Sampler:
|
||||||
subs: set
|
subs: set
|
||||||
last_ts, subs = pair
|
last_ts, subs = pair
|
||||||
|
|
||||||
# NOTE, for debugging pub-sub issues
|
task = trio.lowlevel.current_task()
|
||||||
# task = trio.lowlevel.current_task()
|
log.debug(
|
||||||
# log.debug(
|
f'SUBS {self.subscribers}\n'
|
||||||
# f'AlL-SUBS@{period_s!r}: {self.subscribers}\n'
|
f'PAIR {pair}\n'
|
||||||
# f'PAIR: {pair}\n'
|
f'TASK: {task}: {id(task)}\n'
|
||||||
# f'TASK: {task}: {id(task)}\n'
|
f'broadcasting {period_s} -> {last_ts}\n'
|
||||||
# f'broadcasting {period_s} -> {last_ts}\n'
|
|
||||||
# f'consumers: {subs}'
|
# f'consumers: {subs}'
|
||||||
# )
|
)
|
||||||
borked: set[MsgStream] = set()
|
borked: set[MsgStream] = set()
|
||||||
sent: set[MsgStream] = set()
|
sent: set[MsgStream] = set()
|
||||||
while True:
|
while True:
|
||||||
|
|
@ -290,12 +282,12 @@ class Sampler:
|
||||||
await stream.send(msg)
|
await stream.send(msg)
|
||||||
sent.add(stream)
|
sent.add(stream)
|
||||||
|
|
||||||
except self.bcast_errors as err:
|
except (
|
||||||
|
trio.BrokenResourceError,
|
||||||
|
trio.ClosedResourceError
|
||||||
|
):
|
||||||
log.error(
|
log.error(
|
||||||
f'Connection dropped for IPC ctx due to,\n'
|
f'{stream._ctx.chan.uid} dropped connection'
|
||||||
f'{type(err)!r}\n'
|
|
||||||
f'\n'
|
|
||||||
f'{stream._ctx}'
|
|
||||||
)
|
)
|
||||||
borked.add(stream)
|
borked.add(stream)
|
||||||
else:
|
else:
|
||||||
|
|
@ -336,18 +328,10 @@ async def register_with_sampler(
|
||||||
|
|
||||||
open_index_stream: bool = True, # open a 2way stream for sample step msgs?
|
open_index_stream: bool = True, # open a 2way stream for sample step msgs?
|
||||||
sub_for_broadcasts: bool = True, # sampler side to send step updates?
|
sub_for_broadcasts: bool = True, # sampler side to send step updates?
|
||||||
loglevel: str|None = None,
|
|
||||||
|
|
||||||
) -> set[int]:
|
) -> None:
|
||||||
|
|
||||||
get_console_log(
|
get_console_log(tractor.current_actor().loglevel)
|
||||||
level=(
|
|
||||||
loglevel
|
|
||||||
or
|
|
||||||
tractor.current_actor().loglevel
|
|
||||||
),
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
incr_was_started: bool = False
|
incr_was_started: bool = False
|
||||||
|
|
||||||
try:
|
try:
|
||||||
|
|
@ -372,12 +356,7 @@ async def register_with_sampler(
|
||||||
|
|
||||||
# insert the base 1s period (for OHLC style sampling) into
|
# insert the base 1s period (for OHLC style sampling) into
|
||||||
# the increment buffer set to update and shift every second.
|
# the increment buffer set to update and shift every second.
|
||||||
if (
|
if shms_by_period is not None:
|
||||||
shms_by_period is not None
|
|
||||||
# and
|
|
||||||
# feed_is_live.is_set()
|
|
||||||
# ^TODO? pass it in instead?
|
|
||||||
):
|
|
||||||
from ._sharedmem import (
|
from ._sharedmem import (
|
||||||
attach_shm_array,
|
attach_shm_array,
|
||||||
_Token,
|
_Token,
|
||||||
|
|
@ -391,17 +370,12 @@ async def register_with_sampler(
|
||||||
readonly=False,
|
readonly=False,
|
||||||
)
|
)
|
||||||
shms_by_period[period] = shm
|
shms_by_period[period] = shm
|
||||||
Sampler.ohlcv_shms.setdefault(
|
Sampler.ohlcv_shms.setdefault(period, []).append(shm)
|
||||||
period,
|
|
||||||
[],
|
|
||||||
).append(shm)
|
|
||||||
|
|
||||||
assert Sampler.ohlcv_shms
|
assert Sampler.ohlcv_shms
|
||||||
|
|
||||||
# unblock caller
|
# unblock caller
|
||||||
await ctx.started(
|
await ctx.started(set(Sampler.ohlcv_shms.keys()))
|
||||||
set(Sampler.ohlcv_shms.keys())
|
|
||||||
)
|
|
||||||
|
|
||||||
if open_index_stream:
|
if open_index_stream:
|
||||||
try:
|
try:
|
||||||
|
|
@ -420,8 +394,7 @@ async def register_with_sampler(
|
||||||
finally:
|
finally:
|
||||||
if (
|
if (
|
||||||
sub_for_broadcasts
|
sub_for_broadcasts
|
||||||
and
|
and subs
|
||||||
subs
|
|
||||||
):
|
):
|
||||||
try:
|
try:
|
||||||
subs.remove(stream)
|
subs.remove(stream)
|
||||||
|
|
@ -484,7 +457,6 @@ async def spawn_samplerd(
|
||||||
register_with_sampler,
|
register_with_sampler,
|
||||||
period_s=1,
|
period_s=1,
|
||||||
sub_for_broadcasts=False,
|
sub_for_broadcasts=False,
|
||||||
loglevel=loglevel,
|
|
||||||
)
|
)
|
||||||
return True
|
return True
|
||||||
|
|
||||||
|
|
@ -493,6 +465,7 @@ async def spawn_samplerd(
|
||||||
|
|
||||||
@acm
|
@acm
|
||||||
async def maybe_open_samplerd(
|
async def maybe_open_samplerd(
|
||||||
|
|
||||||
loglevel: str | None = None,
|
loglevel: str | None = None,
|
||||||
**pikerd_kwargs,
|
**pikerd_kwargs,
|
||||||
|
|
||||||
|
|
@ -521,10 +494,10 @@ async def open_sample_stream(
|
||||||
shms_by_period: dict[float, dict] | None = None,
|
shms_by_period: dict[float, dict] | None = None,
|
||||||
open_index_stream: bool = True,
|
open_index_stream: bool = True,
|
||||||
sub_for_broadcasts: bool = True,
|
sub_for_broadcasts: bool = True,
|
||||||
loglevel: str|None = None,
|
|
||||||
|
|
||||||
# cache_key: str|None = None,
|
cache_key: str | None = None,
|
||||||
# allow_new_sampler: bool = True,
|
allow_new_sampler: bool = True,
|
||||||
|
|
||||||
ensure_is_active: bool = False,
|
ensure_is_active: bool = False,
|
||||||
|
|
||||||
) -> AsyncIterator[dict[str, float]]:
|
) -> AsyncIterator[dict[str, float]]:
|
||||||
|
|
@ -553,15 +526,11 @@ async def open_sample_stream(
|
||||||
# yield bistream
|
# yield bistream
|
||||||
# else:
|
# else:
|
||||||
|
|
||||||
ctx: tractor.Context
|
|
||||||
shm_periods: set[int] # in `int`-seconds
|
|
||||||
async with (
|
async with (
|
||||||
# XXX: this should be singleton on a host,
|
# XXX: this should be singleton on a host,
|
||||||
# a lone broker-daemon per provider should be
|
# a lone broker-daemon per provider should be
|
||||||
# created for all practical purposes
|
# created for all practical purposes
|
||||||
maybe_open_samplerd(
|
maybe_open_samplerd() as portal,
|
||||||
loglevel=loglevel,
|
|
||||||
) as portal,
|
|
||||||
|
|
||||||
portal.open_context(
|
portal.open_context(
|
||||||
register_with_sampler,
|
register_with_sampler,
|
||||||
|
|
@ -570,12 +539,11 @@ async def open_sample_stream(
|
||||||
'shms_by_period': shms_by_period,
|
'shms_by_period': shms_by_period,
|
||||||
'open_index_stream': open_index_stream,
|
'open_index_stream': open_index_stream,
|
||||||
'sub_for_broadcasts': sub_for_broadcasts,
|
'sub_for_broadcasts': sub_for_broadcasts,
|
||||||
'loglevel': loglevel,
|
|
||||||
},
|
},
|
||||||
) as (ctx, shm_periods)
|
) as (ctx, first)
|
||||||
):
|
):
|
||||||
if ensure_is_active:
|
if ensure_is_active:
|
||||||
assert len(shm_periods) > 1
|
assert len(first) > 1
|
||||||
|
|
||||||
async with (
|
async with (
|
||||||
ctx.open_stream(
|
ctx.open_stream(
|
||||||
|
|
@ -593,7 +561,8 @@ async def open_sample_stream(
|
||||||
|
|
||||||
|
|
||||||
async def sample_and_broadcast(
|
async def sample_and_broadcast(
|
||||||
bus: _FeedsBus,
|
|
||||||
|
bus: _FeedsBus, # noqa
|
||||||
rt_shm: ShmArray,
|
rt_shm: ShmArray,
|
||||||
hist_shm: ShmArray,
|
hist_shm: ShmArray,
|
||||||
quote_stream: trio.abc.ReceiveChannel,
|
quote_stream: trio.abc.ReceiveChannel,
|
||||||
|
|
@ -613,33 +582,11 @@ async def sample_and_broadcast(
|
||||||
|
|
||||||
overruns = Counter()
|
overruns = Counter()
|
||||||
|
|
||||||
# NOTE, only used for debugging live-data-feed issues, though
|
|
||||||
# this should be resolved more correctly in the future using the
|
|
||||||
# new typed-msgspec feats of `tractor`!
|
|
||||||
#
|
|
||||||
# XXX, a multiline nested `dict` formatter (since rn quote-msgs
|
|
||||||
# are just that).
|
|
||||||
# pfmt: Callable[[str], str] = mk_repr()
|
|
||||||
|
|
||||||
# iterate stream delivered by broker
|
# iterate stream delivered by broker
|
||||||
async for quotes in quote_stream:
|
async for quotes in quote_stream:
|
||||||
# print(quotes)
|
# print(quotes)
|
||||||
|
|
||||||
# XXX WARNING XXX only enable for debugging bc ow can cost
|
# TODO: ``numba`` this!
|
||||||
# ALOT of perf with HF-feedz!!!
|
|
||||||
#
|
|
||||||
# log.info(
|
|
||||||
# 'Rx live quotes:\n'
|
|
||||||
# f'{pfmt(quotes)}'
|
|
||||||
# )
|
|
||||||
|
|
||||||
# TODO,
|
|
||||||
# -[ ] `numba` or `cython`-nize this loop possibly?
|
|
||||||
# |_alternatively could we do it in rust somehow by upacking
|
|
||||||
# arrow msgs instead of using `msgspec`?
|
|
||||||
# -[ ] use `msgspec.Struct` support in new typed-msging from
|
|
||||||
# `tractor` to ensure only allowed msgs are transmitted?
|
|
||||||
#
|
|
||||||
for broker_symbol, quote in quotes.items():
|
for broker_symbol, quote in quotes.items():
|
||||||
# TODO: in theory you can send the IPC msg *before* writing
|
# TODO: in theory you can send the IPC msg *before* writing
|
||||||
# to the sharedmem array to decrease latency, however, that
|
# to the sharedmem array to decrease latency, however, that
|
||||||
|
|
@ -712,21 +659,6 @@ async def sample_and_broadcast(
|
||||||
sub_key: str = broker_symbol.lower()
|
sub_key: str = broker_symbol.lower()
|
||||||
subs: set[Sub] = bus.get_subs(sub_key)
|
subs: set[Sub] = bus.get_subs(sub_key)
|
||||||
|
|
||||||
# TODO, figure out how to make this useful whilst
|
|
||||||
# incoporating feed "pausing" ..
|
|
||||||
#
|
|
||||||
# if not subs:
|
|
||||||
# all_bs_fqmes: list[str] = list(
|
|
||||||
# bus._subscribers.keys()
|
|
||||||
# )
|
|
||||||
# log.warning(
|
|
||||||
# f'No subscribers for {brokername!r} live-quote ??\n'
|
|
||||||
# f'broker_symbol: {broker_symbol}\n\n'
|
|
||||||
|
|
||||||
# f'Maybe the backend-sys symbol does not match one of,\n'
|
|
||||||
# f'{pfmt(all_bs_fqmes)}\n'
|
|
||||||
# )
|
|
||||||
|
|
||||||
# NOTE: by default the broker backend doesn't append
|
# NOTE: by default the broker backend doesn't append
|
||||||
# it's own "name" into the fqme schema (but maybe it
|
# it's own "name" into the fqme schema (but maybe it
|
||||||
# should?) so we have to manually generate the correct
|
# should?) so we have to manually generate the correct
|
||||||
|
|
@ -765,8 +697,8 @@ 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.aid.reprol()}\n'
|
f'feed @ {chan.uid}\n'
|
||||||
f'throttle = {throttle} Hz'
|
f'throttle = {throttle} Hz'
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
@ -796,14 +728,18 @@ async def sample_and_broadcast(
|
||||||
if lags > 10:
|
if lags > 10:
|
||||||
await tractor.pause()
|
await tractor.pause()
|
||||||
|
|
||||||
except Sampler.bcast_errors as ipc_err:
|
except (
|
||||||
|
trio.BrokenResourceError,
|
||||||
|
trio.ClosedResourceError,
|
||||||
|
trio.EndOfChannel,
|
||||||
|
):
|
||||||
ctx: Context = ipc._ctx
|
ctx: Context = ipc._ctx
|
||||||
chan: Channel = ctx.chan
|
chan: Channel = ctx.chan
|
||||||
if ctx:
|
if ctx:
|
||||||
log.warning(
|
log.warning(
|
||||||
f'Dropped `brokerd`-feed for {broker_symbol!r} due to,\n'
|
'Dropped `brokerd`-quotes-feed connection:\n'
|
||||||
f'x>) {ctx.cid}@{chan.uid}'
|
f'{broker_symbol}:'
|
||||||
f'|_{ipc_err!r}\n\n'
|
f'{ctx.cid}@{chan.uid}'
|
||||||
)
|
)
|
||||||
if sub.throttle_rate:
|
if sub.throttle_rate:
|
||||||
assert ipc._closed
|
assert ipc._closed
|
||||||
|
|
@ -820,11 +756,12 @@ async def sample_and_broadcast(
|
||||||
|
|
||||||
|
|
||||||
async def uniform_rate_send(
|
async def uniform_rate_send(
|
||||||
|
|
||||||
rate: float,
|
rate: float,
|
||||||
quote_stream: trio.abc.ReceiveChannel,
|
quote_stream: trio.abc.ReceiveChannel,
|
||||||
stream: MsgStream,
|
stream: MsgStream,
|
||||||
|
|
||||||
task_status: TaskStatus[None] = trio.TASK_STATUS_IGNORED,
|
task_status: TaskStatus = trio.TASK_STATUS_IGNORED,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
|
|
@ -842,16 +779,13 @@ async def uniform_rate_send(
|
||||||
https://gist.github.com/njsmith/7ea44ec07e901cb78ebe1dd8dd846cb9
|
https://gist.github.com/njsmith/7ea44ec07e901cb78ebe1dd8dd846cb9
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# ?TODO? dynamically compute the **actual** approx overhead latency per cycle
|
# TODO: compute the approx overhead latency per cycle
|
||||||
# instead of this magic # bidinezz?
|
left_to_sleep = throttle_period = 1/rate - 0.000616
|
||||||
throttle_period: float = 1/rate - 0.000616
|
|
||||||
left_to_sleep: float = throttle_period
|
|
||||||
|
|
||||||
# send cycle state
|
# send cycle state
|
||||||
first_quote: dict|None
|
|
||||||
first_quote = last_quote = None
|
first_quote = last_quote = None
|
||||||
last_send: float = time.time()
|
last_send = time.time()
|
||||||
diff: float = 0
|
diff = 0
|
||||||
|
|
||||||
task_status.started()
|
task_status.started()
|
||||||
ticks_by_type: dict[
|
ticks_by_type: dict[
|
||||||
|
|
@ -862,28 +796,22 @@ async def uniform_rate_send(
|
||||||
clear_types = _tick_groups['clears']
|
clear_types = _tick_groups['clears']
|
||||||
|
|
||||||
while True:
|
while True:
|
||||||
|
|
||||||
# compute the remaining time to sleep for this throttled cycle
|
# compute the remaining time to sleep for this throttled cycle
|
||||||
left_to_sleep: float = throttle_period - diff
|
left_to_sleep = throttle_period - diff
|
||||||
|
|
||||||
if left_to_sleep > 0:
|
if left_to_sleep > 0:
|
||||||
cs: trio.CancelScope
|
|
||||||
with trio.move_on_after(left_to_sleep) as cs:
|
with trio.move_on_after(left_to_sleep) as cs:
|
||||||
sym: str
|
|
||||||
last_quote: dict
|
|
||||||
try:
|
try:
|
||||||
sym, last_quote = await quote_stream.receive()
|
sym, last_quote = await quote_stream.receive()
|
||||||
except trio.EndOfChannel:
|
except trio.EndOfChannel:
|
||||||
log.exception(
|
log.exception(f"feed for {stream} ended?")
|
||||||
f'Live stream for feed for ended?\n'
|
|
||||||
f'<=c\n'
|
|
||||||
f' |_[{stream!r}\n'
|
|
||||||
)
|
|
||||||
break
|
break
|
||||||
|
|
||||||
diff: float = time.time() - last_send
|
diff = time.time() - last_send
|
||||||
|
|
||||||
if not first_quote:
|
if not first_quote:
|
||||||
first_quote: float = last_quote
|
first_quote = last_quote
|
||||||
# first_quote['tbt'] = ticks_by_type
|
# first_quote['tbt'] = ticks_by_type
|
||||||
|
|
||||||
if (throttle_period - diff) > 0:
|
if (throttle_period - diff) > 0:
|
||||||
|
|
@ -944,9 +872,7 @@ async def uniform_rate_send(
|
||||||
# TODO: now if only we could sync this to the display
|
# TODO: now if only we could sync this to the display
|
||||||
# rate timing exactly lul
|
# rate timing exactly lul
|
||||||
try:
|
try:
|
||||||
await stream.send({
|
await stream.send({sym: first_quote})
|
||||||
sym: first_quote
|
|
||||||
})
|
|
||||||
except tractor.RemoteActorError as rme:
|
except tractor.RemoteActorError as rme:
|
||||||
if rme.type is not tractor._exceptions.StreamOverrun:
|
if rme.type is not tractor._exceptions.StreamOverrun:
|
||||||
raise
|
raise
|
||||||
|
|
@ -957,28 +883,19 @@ async def uniform_rate_send(
|
||||||
f'{sym}:{ctx.cid}@{chan.uid}'
|
f'{sym}:{ctx.cid}@{chan.uid}'
|
||||||
)
|
)
|
||||||
|
|
||||||
# NOTE: any of these can be raised by `tractor`'s IPC
|
except (
|
||||||
|
# NOTE: any of these can be raised by ``tractor``'s IPC
|
||||||
# transport-layer and we want to be highly resilient
|
# transport-layer and we want to be highly resilient
|
||||||
# to consumers which crash or lose network connection.
|
# to consumers which crash or lose network connection.
|
||||||
# I.e. we **DO NOT** want to crash and propagate up to
|
# I.e. we **DO NOT** want to crash and propagate up to
|
||||||
# ``pikerd`` these kinds of errors!
|
# ``pikerd`` these kinds of errors!
|
||||||
except (
|
trio.ClosedResourceError,
|
||||||
|
trio.BrokenResourceError,
|
||||||
ConnectionResetError,
|
ConnectionResetError,
|
||||||
) + Sampler.bcast_errors as ipc_err:
|
):
|
||||||
match ipc_err:
|
|
||||||
case trio.EndOfChannel():
|
|
||||||
log.info(
|
|
||||||
f'{stream} terminated by peer,\n'
|
|
||||||
f'{ipc_err!r}'
|
|
||||||
)
|
|
||||||
case _:
|
|
||||||
# if the feed consumer goes down then drop
|
# if the feed consumer goes down then drop
|
||||||
# out of this rate limiter
|
# out of this rate limiter
|
||||||
log.warning(
|
log.warning(f'{stream} closed')
|
||||||
f'{stream} closed due to,\n'
|
|
||||||
f'{ipc_err!r}'
|
|
||||||
)
|
|
||||||
|
|
||||||
await stream.aclose()
|
await stream.aclose()
|
||||||
return
|
return
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -520,10 +520,7 @@ def open_shm_array(
|
||||||
|
|
||||||
# "unlink" created shm on process teardown by
|
# "unlink" created shm on process teardown by
|
||||||
# pushing teardown calls onto actor context stack
|
# pushing teardown calls onto actor context stack
|
||||||
stack = tractor.current_actor(
|
stack = tractor.current_actor().lifetime_stack
|
||||||
err_on_no_runtime=False,
|
|
||||||
).lifetime_stack
|
|
||||||
if stack:
|
|
||||||
stack.callback(shmarr.close)
|
stack.callback(shmarr.close)
|
||||||
stack.callback(shmarr.destroy)
|
stack.callback(shmarr.destroy)
|
||||||
|
|
||||||
|
|
@ -610,10 +607,7 @@ def attach_shm_array(
|
||||||
_known_tokens[key] = token
|
_known_tokens[key] = token
|
||||||
|
|
||||||
# "close" attached shm on actor teardown
|
# "close" attached shm on actor teardown
|
||||||
if (actor := tractor.current_actor(
|
tractor.current_actor().lifetime_stack.callback(sha.close)
|
||||||
err_on_no_runtime=False,
|
|
||||||
)):
|
|
||||||
actor.lifetime_stack.callback(sha.close)
|
|
||||||
|
|
||||||
return sha
|
return sha
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -31,7 +31,6 @@ from pathlib import Path
|
||||||
from pprint import pformat
|
from pprint import pformat
|
||||||
from typing import (
|
from typing import (
|
||||||
Any,
|
Any,
|
||||||
Callable,
|
|
||||||
Sequence,
|
Sequence,
|
||||||
Hashable,
|
Hashable,
|
||||||
TYPE_CHECKING,
|
TYPE_CHECKING,
|
||||||
|
|
@ -57,7 +56,7 @@ from piker.brokers import (
|
||||||
)
|
)
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from piker.accounting import (
|
from ..accounting import (
|
||||||
Asset,
|
Asset,
|
||||||
MktPair,
|
MktPair,
|
||||||
)
|
)
|
||||||
|
|
@ -91,18 +90,6 @@ 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
|
||||||
|
|
@ -162,36 +149,19 @@ class SymbologyCache(Struct):
|
||||||
'Implement `Client.get_assets()`!'
|
'Implement `Client.get_assets()`!'
|
||||||
)
|
)
|
||||||
|
|
||||||
get_mkt_pairs: Callable|None = getattr(
|
if get_mkt_pairs := getattr(client, 'get_mkt_pairs', None):
|
||||||
client,
|
|
||||||
'get_mkt_pairs',
|
|
||||||
None,
|
|
||||||
)
|
|
||||||
if not get_mkt_pairs:
|
|
||||||
log.warning(
|
|
||||||
'No symbology cache `Pair` support for `{provider}`..\n'
|
|
||||||
'Implement `Client.get_mkt_pairs()`!'
|
|
||||||
)
|
|
||||||
return self
|
|
||||||
|
|
||||||
pairs: dict[str, Struct] = await get_mkt_pairs()
|
pairs: dict[str, Struct] = await get_mkt_pairs()
|
||||||
if not pairs:
|
|
||||||
log.warning(
|
|
||||||
'No pairs from intial {provider!r} sym-cache request?\n\n'
|
|
||||||
'`Client.get_mkt_pairs()` -> {pairs!r} ?'
|
|
||||||
)
|
|
||||||
return self
|
|
||||||
|
|
||||||
for bs_fqme, pair in pairs.items():
|
for bs_fqme, pair in pairs.items():
|
||||||
|
|
||||||
|
# NOTE: every backend defined pair should
|
||||||
|
# declare it's ns path for roundtrip
|
||||||
|
# serialization lookup.
|
||||||
if not getattr(pair, 'ns_path', None):
|
if not getattr(pair, 'ns_path', None):
|
||||||
# XXX: every backend defined pair must declare
|
|
||||||
# a `.ns_path: tractor.NamespacePath` to enable
|
|
||||||
# roundtrip serialization lookup from a local
|
|
||||||
# cache file.
|
|
||||||
raise TypeError(
|
raise TypeError(
|
||||||
f'Pair-struct for {self.mod.name} MUST define a '
|
f'Pair-struct for {self.mod.name} MUST define a '
|
||||||
'`.ns_path: str`!\n\n'
|
'`.ns_path: str`!\n'
|
||||||
f'{pair!r}'
|
f'{pair}'
|
||||||
)
|
)
|
||||||
|
|
||||||
entry = await self.mod.get_mkt_info(pair.bs_fqme)
|
entry = await self.mod.get_mkt_info(pair.bs_fqme)
|
||||||
|
|
@ -225,6 +195,12 @@ class SymbologyCache(Struct):
|
||||||
pair,
|
pair,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
else:
|
||||||
|
log.warning(
|
||||||
|
'No symbology cache `Pair` support for `{provider}`..\n'
|
||||||
|
'Implement `Client.get_mkt_pairs()`!'
|
||||||
|
)
|
||||||
|
|
||||||
return self
|
return self
|
||||||
|
|
||||||
@classmethod
|
@classmethod
|
||||||
|
|
|
||||||
|
|
@ -26,9 +26,7 @@ from ..log import (
|
||||||
)
|
)
|
||||||
subsys: str = 'piker.data'
|
subsys: str = 'piker.data'
|
||||||
|
|
||||||
log = get_logger(
|
log = get_logger(subsys)
|
||||||
name=subsys,
|
|
||||||
)
|
|
||||||
|
|
||||||
get_console_log = partial(
|
get_console_log = partial(
|
||||||
get_console_log,
|
get_console_log,
|
||||||
|
|
|
||||||
|
|
@ -27,15 +27,14 @@ 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,
|
||||||
Iterable,
|
Iterable,
|
||||||
Type,
|
|
||||||
)
|
)
|
||||||
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 (
|
||||||
|
|
@ -68,7 +67,7 @@ class NoBsWs:
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# apparently we can QoS for all sorts of reasons..so catch em.
|
# apparently we can QoS for all sorts of reasons..so catch em.
|
||||||
recon_errors: tuple[Type[Exception]] = (
|
recon_errors = (
|
||||||
ConnectionClosed,
|
ConnectionClosed,
|
||||||
DisconnectionTimeout,
|
DisconnectionTimeout,
|
||||||
ConnectionRejected,
|
ConnectionRejected,
|
||||||
|
|
@ -106,10 +105,7 @@ class NoBsWs:
|
||||||
def connected(self) -> bool:
|
def connected(self) -> bool:
|
||||||
return self._connected.is_set()
|
return self._connected.is_set()
|
||||||
|
|
||||||
async def reset(
|
async def reset(self) -> None:
|
||||||
self,
|
|
||||||
timeout: float,
|
|
||||||
) -> bool:
|
|
||||||
'''
|
'''
|
||||||
Reset the underlying ws connection by cancelling
|
Reset the underlying ws connection by cancelling
|
||||||
the bg relay task and waiting for it to signal
|
the bg relay task and waiting for it to signal
|
||||||
|
|
@ -118,31 +114,18 @@ class NoBsWs:
|
||||||
'''
|
'''
|
||||||
self._connected = trio.Event()
|
self._connected = trio.Event()
|
||||||
self._cs.cancel()
|
self._cs.cancel()
|
||||||
with trio.move_on_after(timeout) as cs:
|
|
||||||
await self._connected.wait()
|
await self._connected.wait()
|
||||||
return True
|
|
||||||
|
|
||||||
assert cs.cancelled_caught
|
|
||||||
return False
|
|
||||||
|
|
||||||
async def send_msg(
|
async def send_msg(
|
||||||
self,
|
self,
|
||||||
data: Any,
|
data: Any,
|
||||||
timeout: float = 3,
|
|
||||||
) -> None:
|
) -> None:
|
||||||
while True:
|
while True:
|
||||||
try:
|
try:
|
||||||
msg: Any = self._dumps(data)
|
msg: Any = self._dumps(data)
|
||||||
return await self._ws.send_message(msg)
|
return await self._ws.send_message(msg)
|
||||||
except self.recon_errors:
|
except self.recon_errors:
|
||||||
with trio.CancelScope(shield=True):
|
await self.reset()
|
||||||
reconnected: bool = await self.reset(
|
|
||||||
timeout=timeout,
|
|
||||||
)
|
|
||||||
if not reconnected:
|
|
||||||
log.warning(
|
|
||||||
'Failed to reconnect after {timeout!r}s ??'
|
|
||||||
)
|
|
||||||
|
|
||||||
async def recv_msg(self) -> Any:
|
async def recv_msg(self) -> Any:
|
||||||
msg: Any = await self._rx.receive()
|
msg: Any = await self._rx.receive()
|
||||||
|
|
@ -184,7 +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
|
||||||
|
|
@ -208,10 +191,8 @@ async def _reconnect_forever(
|
||||||
f'{src_mod}\n'
|
f'{src_mod}\n'
|
||||||
f'{url} connection bail with:'
|
f'{url} connection bail with:'
|
||||||
)
|
)
|
||||||
with trio.CancelScope(shield=True):
|
|
||||||
await trio.sleep(0.5)
|
await trio.sleep(0.5)
|
||||||
|
pcs.cancel()
|
||||||
rent_cs.cancel()
|
|
||||||
|
|
||||||
# go back to reonnect loop in parent task
|
# go back to reonnect loop in parent task
|
||||||
return
|
return
|
||||||
|
|
@ -223,7 +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
|
||||||
|
|
@ -247,12 +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'
|
||||||
|
|
@ -261,11 +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'
|
||||||
|
|
@ -273,7 +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,
|
||||||
|
|
@ -287,7 +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,
|
||||||
|
|
@ -297,24 +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'
|
|
||||||
)
|
|
||||||
with trio.CancelScope(shield=True):
|
|
||||||
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(
|
||||||
|
|
@ -362,26 +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)
|
||||||
|
|
||||||
try:
|
async with trio.open_nursery() as n:
|
||||||
async with (
|
|
||||||
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,
|
||||||
|
|
@ -394,16 +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()
|
||||||
|
|
||||||
except NoBsWs.recon_errors as con_err:
|
|
||||||
log.warning(
|
|
||||||
f'Entire ws-channel disconnect due to,\n'
|
|
||||||
f'con_err: {con_err!r}\n'
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
'''
|
'''
|
||||||
|
|
@ -416,8 +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
|
||||||
|
|
@ -62,6 +61,7 @@ from ._util import (
|
||||||
log,
|
log,
|
||||||
get_console_log,
|
get_console_log,
|
||||||
)
|
)
|
||||||
|
from .flows import Flume
|
||||||
from .validate import (
|
from .validate import (
|
||||||
FeedInit,
|
FeedInit,
|
||||||
validate_backend,
|
validate_backend,
|
||||||
|
|
@ -75,11 +75,6 @@ from ._sampling import (
|
||||||
uniform_rate_send,
|
uniform_rate_send,
|
||||||
)
|
)
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
|
||||||
from .flows import Flume
|
|
||||||
from tractor._addr import Address
|
|
||||||
from tractor.msg.types import Aid
|
|
||||||
|
|
||||||
|
|
||||||
class Sub(Struct, frozen=True):
|
class Sub(Struct, frozen=True):
|
||||||
'''
|
'''
|
||||||
|
|
@ -239,6 +234,7 @@ async def allocate_persistent_feed(
|
||||||
|
|
||||||
brokername: str,
|
brokername: str,
|
||||||
symstr: str,
|
symstr: str,
|
||||||
|
|
||||||
loglevel: str,
|
loglevel: str,
|
||||||
start_stream: bool = True,
|
start_stream: bool = True,
|
||||||
init_timeout: float = 616,
|
init_timeout: float = 616,
|
||||||
|
|
@ -347,25 +343,18 @@ async def allocate_persistent_feed(
|
||||||
izero_rt,
|
izero_rt,
|
||||||
rt_shm,
|
rt_shm,
|
||||||
) = await bus.nursery.start(
|
) = await bus.nursery.start(
|
||||||
partial(
|
|
||||||
manage_history,
|
manage_history,
|
||||||
mod=mod,
|
mod,
|
||||||
mkt=mkt,
|
mkt,
|
||||||
some_data_ready=some_data_ready,
|
some_data_ready,
|
||||||
feed_is_live=feed_is_live,
|
feed_is_live,
|
||||||
loglevel=loglevel,
|
|
||||||
)
|
|
||||||
)
|
)
|
||||||
|
|
||||||
# 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()
|
||||||
|
|
||||||
# XXX, avoid cycle; it imports this mod.
|
|
||||||
from .flows import Flume
|
|
||||||
flume = Flume(
|
flume = Flume(
|
||||||
|
|
||||||
# TODO: we have to use this for now since currently the
|
# TODO: we have to use this for now since currently the
|
||||||
|
|
@ -462,6 +451,7 @@ async def allocate_persistent_feed(
|
||||||
|
|
||||||
@tractor.context
|
@tractor.context
|
||||||
async def open_feed_bus(
|
async def open_feed_bus(
|
||||||
|
|
||||||
ctx: tractor.Context,
|
ctx: tractor.Context,
|
||||||
brokername: str,
|
brokername: str,
|
||||||
symbols: list[str], # normally expected to the broker-specific fqme
|
symbols: list[str], # normally expected to the broker-specific fqme
|
||||||
|
|
@ -482,16 +472,13 @@ async def open_feed_bus(
|
||||||
|
|
||||||
'''
|
'''
|
||||||
if loglevel is None:
|
if loglevel is None:
|
||||||
loglevel: str = tractor.current_actor().loglevel
|
loglevel = tractor.current_actor().loglevel
|
||||||
|
|
||||||
# XXX: required to propagate ``tractor`` loglevel to piker
|
# XXX: required to propagate ``tractor`` loglevel to piker
|
||||||
# logging
|
# logging
|
||||||
get_console_log(
|
get_console_log(
|
||||||
level=(loglevel
|
loglevel
|
||||||
or
|
or tractor.current_actor().loglevel
|
||||||
tractor.current_actor().loglevel
|
|
||||||
),
|
|
||||||
name=__name__,
|
|
||||||
)
|
)
|
||||||
|
|
||||||
# local state sanity checks
|
# local state sanity checks
|
||||||
|
|
@ -506,6 +493,7 @@ async def open_feed_bus(
|
||||||
sub_registered = trio.Event()
|
sub_registered = trio.Event()
|
||||||
|
|
||||||
flumes: dict[str, Flume] = {}
|
flumes: dict[str, Flume] = {}
|
||||||
|
|
||||||
for symbol in symbols:
|
for symbol in symbols:
|
||||||
|
|
||||||
# if no cached feed for this symbol has been created for this
|
# if no cached feed for this symbol has been created for this
|
||||||
|
|
@ -689,7 +677,6 @@ class Feed(Struct):
|
||||||
'''
|
'''
|
||||||
mods: dict[str, ModuleType] = {}
|
mods: dict[str, ModuleType] = {}
|
||||||
portals: dict[ModuleType, tractor.Portal] = {}
|
portals: dict[ModuleType, tractor.Portal] = {}
|
||||||
|
|
||||||
flumes: dict[
|
flumes: dict[
|
||||||
str, # FQME
|
str, # FQME
|
||||||
Flume,
|
Flume,
|
||||||
|
|
@ -736,10 +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:
|
||||||
|
|
@ -802,6 +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,
|
||||||
|
|
||||||
|
|
@ -855,6 +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,
|
||||||
|
|
@ -887,6 +873,7 @@ async def open_feed(
|
||||||
|
|
||||||
# one actor per brokerd for now
|
# one actor per brokerd for now
|
||||||
brokerd_ctxs = []
|
brokerd_ctxs = []
|
||||||
|
|
||||||
for brokermod, bfqmes in providers.items():
|
for brokermod, bfqmes in providers.items():
|
||||||
|
|
||||||
# if no `brokerd` for this backend exists yet we spawn
|
# if no `brokerd` for this backend exists yet we spawn
|
||||||
|
|
@ -912,19 +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(
|
||||||
|
|
@ -956,8 +943,6 @@ async def open_feed(
|
||||||
|
|
||||||
assert len(feed.mods) == len(feed.portals)
|
assert len(feed.mods) == len(feed.portals)
|
||||||
|
|
||||||
# XXX, avoid cycle; it imports this mod.
|
|
||||||
from .flows import Flume
|
|
||||||
async with (
|
async with (
|
||||||
trionics.gather_contexts(bus_ctxs) as ctxs,
|
trionics.gather_contexts(bus_ctxs) as ctxs,
|
||||||
):
|
):
|
||||||
|
|
|
||||||
|
|
@ -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[
|
||||||
|
|
|
||||||
|
|
@ -24,7 +24,6 @@ from functools import partial
|
||||||
from typing import (
|
from typing import (
|
||||||
AsyncIterator,
|
AsyncIterator,
|
||||||
Callable,
|
Callable,
|
||||||
TYPE_CHECKING,
|
|
||||||
)
|
)
|
||||||
|
|
||||||
import numpy as np
|
import numpy as np
|
||||||
|
|
@ -34,12 +33,12 @@ import tractor
|
||||||
from tractor.msg import NamespacePath
|
from tractor.msg import NamespacePath
|
||||||
|
|
||||||
from piker.types import Struct
|
from piker.types import Struct
|
||||||
from ..log import (
|
from ..log import get_logger, get_console_log
|
||||||
get_logger,
|
|
||||||
get_console_log,
|
|
||||||
)
|
|
||||||
from .. import data
|
from .. import data
|
||||||
from ..data.flows import Flume
|
from ..data.feed import (
|
||||||
|
Flume,
|
||||||
|
Feed,
|
||||||
|
)
|
||||||
from ..data._sharedmem import ShmArray
|
from ..data._sharedmem import ShmArray
|
||||||
from ..data._sampling import (
|
from ..data._sampling import (
|
||||||
_default_delay_s,
|
_default_delay_s,
|
||||||
|
|
@ -53,9 +52,6 @@ from ._api import (
|
||||||
)
|
)
|
||||||
from ..toolz import Profiler
|
from ..toolz import Profiler
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
|
||||||
from ..data.feed import Feed
|
|
||||||
|
|
||||||
log = get_logger(__name__)
|
log = get_logger(__name__)
|
||||||
|
|
||||||
|
|
||||||
|
|
@ -173,10 +169,8 @@ class Cascade(Struct):
|
||||||
if not synced:
|
if not synced:
|
||||||
fsp: Fsp = self.fsp
|
fsp: Fsp = self.fsp
|
||||||
log.warning(
|
log.warning(
|
||||||
f'***DESYNCED fsp***\n'
|
'***DESYNCED FSP***\n'
|
||||||
f'------------------\n'
|
f'{fsp.ns_path}@{src_shm.token}\n'
|
||||||
f'ns-path: {fsp.ns_path!r}\n'
|
|
||||||
f'shm-token: {src_shm.token}\n'
|
|
||||||
f'step_diff: {step_diff}\n'
|
f'step_diff: {step_diff}\n'
|
||||||
f'len_diff: {len_diff}\n'
|
f'len_diff: {len_diff}\n'
|
||||||
)
|
)
|
||||||
|
|
@ -404,6 +398,7 @@ async def connect_streams(
|
||||||
|
|
||||||
@tractor.context
|
@tractor.context
|
||||||
async def cascade(
|
async def cascade(
|
||||||
|
|
||||||
ctx: tractor.Context,
|
ctx: tractor.Context,
|
||||||
|
|
||||||
# data feed key
|
# data feed key
|
||||||
|
|
@ -431,17 +426,7 @@ async def cascade(
|
||||||
)
|
)
|
||||||
|
|
||||||
if loglevel:
|
if loglevel:
|
||||||
log = get_console_log(
|
get_console_log(loglevel)
|
||||||
loglevel,
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
# XXX TODO!
|
|
||||||
# figure out why this writes a dict to,
|
|
||||||
# `tractor._state._runtime_vars['_root_mailbox']`
|
|
||||||
# XD .. wtf
|
|
||||||
# TODO, solve this as reported in,
|
|
||||||
# https://www.pikers.dev/pikers/piker/issues/70
|
|
||||||
# await tractor.pause()
|
|
||||||
|
|
||||||
src: Flume = Flume.from_msg(src_flume_addr)
|
src: Flume = Flume.from_msg(src_flume_addr)
|
||||||
dst: Flume = Flume.from_msg(
|
dst: Flume = Flume.from_msg(
|
||||||
|
|
@ -484,8 +469,7 @@ async def cascade(
|
||||||
# open a data feed stream with requested broker
|
# open a data feed stream with requested broker
|
||||||
feed: Feed
|
feed: Feed
|
||||||
async with data.feed.maybe_open_feed(
|
async with data.feed.maybe_open_feed(
|
||||||
fqmes=[fqme],
|
[fqme],
|
||||||
loglevel=loglevel,
|
|
||||||
|
|
||||||
# TODO throttle tick outputs from *this* daemon since
|
# TODO throttle tick outputs from *this* daemon since
|
||||||
# it'll emit tons of ticks due to the throttle only
|
# it'll emit tons of ticks due to the throttle only
|
||||||
|
|
@ -514,7 +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
|
||||||
|
|
@ -583,8 +566,7 @@ async def cascade(
|
||||||
# on every step msg received from the global `samplerd`
|
# on every step msg received from the global `samplerd`
|
||||||
# service.
|
# service.
|
||||||
async with open_sample_stream(
|
async with open_sample_stream(
|
||||||
period_s=float(delay_s),
|
float(delay_s)
|
||||||
loglevel=loglevel,
|
|
||||||
) as istream:
|
) as istream:
|
||||||
|
|
||||||
profiler(f'{func_name}: sample stream up')
|
profiler(f'{func_name}: sample stream up')
|
||||||
|
|
|
||||||
71
piker/log.py
71
piker/log.py
|
|
@ -18,8 +18,8 @@
|
||||||
Log like a forester!
|
Log like a forester!
|
||||||
"""
|
"""
|
||||||
import logging
|
import logging
|
||||||
import json
|
|
||||||
import reprlib
|
import reprlib
|
||||||
|
import json
|
||||||
from typing import (
|
from typing import (
|
||||||
Callable,
|
Callable,
|
||||||
)
|
)
|
||||||
|
|
@ -37,84 +37,35 @@ _proj_name: str = 'piker'
|
||||||
|
|
||||||
|
|
||||||
def get_logger(
|
def get_logger(
|
||||||
name: str|None = None,
|
name: str = None,
|
||||||
**tractor_log_kwargs,
|
|
||||||
) -> logging.Logger:
|
) -> logging.Logger:
|
||||||
'''
|
'''
|
||||||
Return the package log or a sub-logger if a `name=` is provided,
|
Return the package log or a sub-log for `name` if provided.
|
||||||
which defaults to the calling module's pkg-namespace path.
|
|
||||||
|
|
||||||
See `tractor.log.get_logger()` for details.
|
|
||||||
|
|
||||||
'''
|
'''
|
||||||
pkg_name: str = _proj_name
|
|
||||||
if (
|
|
||||||
name
|
|
||||||
and
|
|
||||||
pkg_name in name
|
|
||||||
):
|
|
||||||
name: str = name.lstrip(f'{_proj_name}.')
|
|
||||||
|
|
||||||
return tractor.log.get_logger(
|
return tractor.log.get_logger(
|
||||||
name=name,
|
name=name,
|
||||||
pkg_name=pkg_name,
|
_root_name=_proj_name,
|
||||||
**tractor_log_kwargs,
|
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
def get_console_log(
|
def get_console_log(
|
||||||
level: str | None = None,
|
level: str | None = None,
|
||||||
name: str | None = None,
|
name: str | None = None,
|
||||||
pkg_name: str|None = None,
|
|
||||||
with_tractor_log: bool = False,
|
|
||||||
# ?TODO, support a "log-spec" style `str|dict[str, str]` which
|
|
||||||
# dictates both the sublogger-key and a level?
|
|
||||||
# -> see similar idea in `modden`'s usage.
|
|
||||||
**tractor_log_kwargs,
|
|
||||||
|
|
||||||
) -> logging.Logger:
|
) -> logging.Logger:
|
||||||
'''
|
'''
|
||||||
Get the package logger and enable a handler which writes to
|
Get the package logger and enable a handler which writes to stderr.
|
||||||
stderr.
|
|
||||||
|
|
||||||
Yeah yeah, i know we can use `DictConfig`.
|
Yeah yeah, i know we can use ``DictConfig``. You do it...
|
||||||
You do it.. Bp
|
|
||||||
|
|
||||||
'''
|
'''
|
||||||
pkg_name: str = _proj_name
|
|
||||||
if (
|
|
||||||
name
|
|
||||||
and
|
|
||||||
pkg_name in name
|
|
||||||
):
|
|
||||||
name: str = name.lstrip(f'{_proj_name}.')
|
|
||||||
|
|
||||||
tll: str|None = None
|
|
||||||
if (
|
|
||||||
with_tractor_log is not False
|
|
||||||
):
|
|
||||||
tll = level
|
|
||||||
|
|
||||||
elif maybe_actor := tractor.current_actor(
|
|
||||||
err_on_no_runtime=False,
|
|
||||||
):
|
|
||||||
tll = maybe_actor.loglevel
|
|
||||||
|
|
||||||
if tll:
|
|
||||||
t_log = tractor.log.get_console_log(
|
|
||||||
level=tll,
|
|
||||||
name='tractor', # <- XXX, force root tractor log!
|
|
||||||
**tractor_log_kwargs,
|
|
||||||
)
|
|
||||||
# TODO/ allow only enabling certain tractor sub-logs?
|
|
||||||
assert t_log.name == 'tractor'
|
|
||||||
|
|
||||||
return tractor.log.get_console_log(
|
return tractor.log.get_console_log(
|
||||||
level=level,
|
level,
|
||||||
name=name,
|
name=name,
|
||||||
pkg_name=pkg_name,
|
_root_name=_proj_name,
|
||||||
**tractor_log_kwargs,
|
) # our root logger
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
def colorize_json(
|
def colorize_json(
|
||||||
|
|
@ -139,8 +90,6 @@ def colorize_json(
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
# TODO, eventually defer to the version in `modden` once
|
|
||||||
# it becomes a dep!
|
|
||||||
def mk_repr(
|
def mk_repr(
|
||||||
**repr_kws,
|
**repr_kws,
|
||||||
) -> Callable[[str], str]:
|
) -> Callable[[str], str]:
|
||||||
|
|
|
||||||
|
|
@ -21,6 +21,7 @@
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
import os
|
import os
|
||||||
from typing import (
|
from typing import (
|
||||||
|
Optional,
|
||||||
Any,
|
Any,
|
||||||
ClassVar,
|
ClassVar,
|
||||||
)
|
)
|
||||||
|
|
@ -31,11 +32,8 @@ from contextlib import (
|
||||||
import tractor
|
import tractor
|
||||||
import trio
|
import trio
|
||||||
|
|
||||||
from piker.log import (
|
|
||||||
get_console_log,
|
|
||||||
)
|
|
||||||
from ._util import (
|
from ._util import (
|
||||||
subsys,
|
get_console_log,
|
||||||
)
|
)
|
||||||
from ._mngr import (
|
from ._mngr import (
|
||||||
Services,
|
Services,
|
||||||
|
|
@ -61,7 +59,7 @@ async def open_piker_runtime(
|
||||||
registry_addrs: list[tuple[str, int]] = [],
|
registry_addrs: list[tuple[str, int]] = [],
|
||||||
|
|
||||||
enable_modules: list[str] = [],
|
enable_modules: list[str] = [],
|
||||||
loglevel: str|None = None,
|
loglevel: Optional[str] = None,
|
||||||
|
|
||||||
# XXX NOTE XXX: you should pretty much never want debug mode
|
# XXX NOTE XXX: you should pretty much never want debug mode
|
||||||
# for data daemons when running in production.
|
# for data daemons when running in production.
|
||||||
|
|
@ -99,8 +97,7 @@ async def open_piker_runtime(
|
||||||
# setting it as the root actor on localhost.
|
# setting it as the root actor on localhost.
|
||||||
registry_addrs = (
|
registry_addrs = (
|
||||||
registry_addrs
|
registry_addrs
|
||||||
or
|
or [_default_reg_addr]
|
||||||
[_default_reg_addr]
|
|
||||||
)
|
)
|
||||||
|
|
||||||
if ems := tractor_kwargs.pop('enable_modules', None):
|
if ems := tractor_kwargs.pop('enable_modules', None):
|
||||||
|
|
@ -110,22 +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,
|
||||||
|
|
@ -166,6 +158,7 @@ _root_modules: list[str] = [
|
||||||
@acm
|
@acm
|
||||||
async def open_pikerd(
|
async def open_pikerd(
|
||||||
registry_addrs: list[tuple[str, int]],
|
registry_addrs: list[tuple[str, int]],
|
||||||
|
|
||||||
loglevel: str | None = None,
|
loglevel: str | None = None,
|
||||||
|
|
||||||
# XXX: you should pretty much never want debug mode
|
# XXX: you should pretty much never want debug mode
|
||||||
|
|
@ -194,6 +187,7 @@ async def open_pikerd(
|
||||||
|
|
||||||
async with (
|
async with (
|
||||||
open_piker_runtime(
|
open_piker_runtime(
|
||||||
|
|
||||||
name=_root_dname,
|
name=_root_dname,
|
||||||
loglevel=loglevel,
|
loglevel=loglevel,
|
||||||
debug_mode=debug_mode,
|
debug_mode=debug_mode,
|
||||||
|
|
@ -206,8 +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:
|
||||||
|
|
@ -218,7 +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:
|
||||||
|
|
@ -228,7 +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?
|
||||||
|
|
@ -263,10 +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
|
||||||
|
|
@ -274,10 +264,7 @@ async def maybe_open_pikerd(
|
||||||
|
|
||||||
'''
|
'''
|
||||||
if loglevel:
|
if loglevel:
|
||||||
get_console_log(
|
get_console_log(loglevel)
|
||||||
name=subsys,
|
|
||||||
level=loglevel
|
|
||||||
)
|
|
||||||
|
|
||||||
# subtle, we must have the runtime up here or portal lookup will fail
|
# subtle, we must have the runtime up here or portal lookup will fail
|
||||||
query_name = kwargs.pop(
|
query_name = kwargs.pop(
|
||||||
|
|
@ -294,8 +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
|
||||||
|
|
|
||||||
|
|
@ -49,15 +49,13 @@ from requests.exceptions import (
|
||||||
ReadTimeout,
|
ReadTimeout,
|
||||||
)
|
)
|
||||||
|
|
||||||
from piker.log import (
|
|
||||||
get_console_log,
|
|
||||||
get_logger,
|
|
||||||
)
|
|
||||||
from ._mngr import Services
|
from ._mngr import Services
|
||||||
|
from ._util import (
|
||||||
|
log, # sub-sys logger
|
||||||
|
get_console_log,
|
||||||
|
)
|
||||||
from .. import config
|
from .. import config
|
||||||
|
|
||||||
log = get_logger(name=__name__)
|
|
||||||
|
|
||||||
|
|
||||||
class DockerNotStarted(Exception):
|
class DockerNotStarted(Exception):
|
||||||
'Prolly you dint start da daemon bruh'
|
'Prolly you dint start da daemon bruh'
|
||||||
|
|
@ -338,16 +336,13 @@ class Container:
|
||||||
async def open_ahabd(
|
async def open_ahabd(
|
||||||
ctx: tractor.Context,
|
ctx: tractor.Context,
|
||||||
endpoint: str, # ns-pointer str-msg-type
|
endpoint: str, # ns-pointer str-msg-type
|
||||||
loglevel: str = 'cancel',
|
loglevel: str | None = None,
|
||||||
|
|
||||||
**ep_kwargs,
|
**ep_kwargs,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
log = get_console_log(
|
log = get_console_log(loglevel or 'cancel')
|
||||||
level=loglevel,
|
|
||||||
name='piker.service',
|
|
||||||
)
|
|
||||||
|
|
||||||
async with open_docker() as client:
|
async with open_docker() as client:
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -28,11 +28,9 @@ from contextlib import (
|
||||||
)
|
)
|
||||||
|
|
||||||
import tractor
|
import tractor
|
||||||
from trio.lowlevel import current_task
|
|
||||||
|
|
||||||
from piker.log import (
|
from ._util import (
|
||||||
get_console_log,
|
log, # sub-sys logger
|
||||||
get_logger,
|
|
||||||
)
|
)
|
||||||
from ._mngr import (
|
from ._mngr import (
|
||||||
Services,
|
Services,
|
||||||
|
|
@ -40,11 +38,10 @@ from ._mngr import (
|
||||||
from ._actor_runtime import maybe_open_pikerd
|
from ._actor_runtime import maybe_open_pikerd
|
||||||
from ._registry import find_service
|
from ._registry import find_service
|
||||||
|
|
||||||
log = get_logger(name=__name__)
|
|
||||||
|
|
||||||
|
|
||||||
@acm
|
@acm
|
||||||
async def maybe_spawn_daemon(
|
async def maybe_spawn_daemon(
|
||||||
|
|
||||||
service_name: str,
|
service_name: str,
|
||||||
service_task_target: Callable,
|
service_task_target: Callable,
|
||||||
|
|
||||||
|
|
@ -68,18 +65,11 @@ async def maybe_spawn_daemon(
|
||||||
clients.
|
clients.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
log = get_console_log(
|
|
||||||
level=loglevel,
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
assert log.name == 'piker.service'
|
|
||||||
|
|
||||||
# serialize access to this section to avoid
|
# serialize access to this section to avoid
|
||||||
# 2 or more tasks racing to create a daemon
|
# 2 or more tasks racing to create a 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)],
|
||||||
|
|
@ -144,22 +134,9 @@ 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(
|
||||||
|
|
||||||
loglevel: str | None = None,
|
loglevel: str | None = None,
|
||||||
**extra_tractor_kwargs
|
**extra_tractor_kwargs
|
||||||
|
|
||||||
|
|
@ -197,6 +174,7 @@ async def spawn_emsd(
|
||||||
|
|
||||||
@acm
|
@acm
|
||||||
async def maybe_open_emsd(
|
async def maybe_open_emsd(
|
||||||
|
|
||||||
brokername: str,
|
brokername: str,
|
||||||
loglevel: str | None = None,
|
loglevel: str | None = None,
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -34,9 +34,9 @@ from tractor import (
|
||||||
Portal,
|
Portal,
|
||||||
)
|
)
|
||||||
|
|
||||||
from piker.log import get_logger
|
from ._util import (
|
||||||
|
log, # sub-sys logger
|
||||||
log = get_logger(name=__name__)
|
)
|
||||||
|
|
||||||
|
|
||||||
# TODO: we need remote wrapping and a general soln:
|
# TODO: we need remote wrapping and a general soln:
|
||||||
|
|
@ -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
|
||||||
|
|
|
||||||
|
|
@ -27,29 +27,15 @@ from typing import (
|
||||||
)
|
)
|
||||||
|
|
||||||
import tractor
|
import tractor
|
||||||
from tractor import (
|
from tractor import Portal
|
||||||
msg,
|
|
||||||
Actor,
|
from ._util import (
|
||||||
Portal,
|
log, # sub-sys logger
|
||||||
)
|
)
|
||||||
|
|
||||||
from piker.log import get_logger
|
|
||||||
|
|
||||||
log = get_logger(name=__name__)
|
|
||||||
|
|
||||||
# TODO? default path-space for UDS registry?
|
|
||||||
# [ ] needs to be Xplatform tho!
|
|
||||||
# _default_registry_path: Path = (
|
|
||||||
# Path(os.environ['XDG_RUNTIME_DIR'])
|
|
||||||
# /'piker'
|
|
||||||
# )
|
|
||||||
|
|
||||||
_default_registry_host: str = '127.0.0.1'
|
_default_registry_host: str = '127.0.0.1'
|
||||||
_default_registry_port: int = 6116
|
_default_registry_port: int = 6116
|
||||||
_default_reg_addr: tuple[
|
_default_reg_addr: tuple[str, int] = (
|
||||||
str,
|
|
||||||
int, # |str TODO, once we support UDS, see above.
|
|
||||||
] = (
|
|
||||||
_default_registry_host,
|
_default_registry_host,
|
||||||
_default_registry_port,
|
_default_registry_port,
|
||||||
)
|
)
|
||||||
|
|
@ -89,22 +75,16 @@ async def open_registry(
|
||||||
|
|
||||||
'''
|
'''
|
||||||
global _tractor_kwargs
|
global _tractor_kwargs
|
||||||
actor: Actor = tractor.current_actor()
|
actor = tractor.current_actor()
|
||||||
aid: msg.Aid = actor.aid
|
uid = actor.uid
|
||||||
uid: tuple[str, str] = aid.uid
|
preset_reg_addrs: list[tuple[str, int]] = Registry.addrs
|
||||||
preset_reg_addrs: list[
|
|
||||||
tuple[str, int]
|
|
||||||
] = Registry.addrs
|
|
||||||
if (
|
if (
|
||||||
preset_reg_addrs
|
preset_reg_addrs
|
||||||
and
|
and addrs
|
||||||
addrs
|
|
||||||
):
|
):
|
||||||
if preset_reg_addrs != addrs:
|
if preset_reg_addrs != addrs:
|
||||||
# if any(addr in preset_reg_addrs for addr in addrs):
|
# if any(addr in preset_reg_addrs for addr in addrs):
|
||||||
diff: set[
|
diff: set[tuple[str, int]] = set(preset_reg_addrs) - set(addrs)
|
||||||
tuple[str, int]
|
|
||||||
] = set(preset_reg_addrs) - set(addrs)
|
|
||||||
if diff:
|
if diff:
|
||||||
log.warning(
|
log.warning(
|
||||||
f'`{uid}` requested only subset of registrars: {addrs}\n'
|
f'`{uid}` requested only subset of registrars: {addrs}\n'
|
||||||
|
|
@ -118,39 +98,31 @@ async def open_registry(
|
||||||
)
|
)
|
||||||
|
|
||||||
was_set: bool = False
|
was_set: bool = False
|
||||||
|
|
||||||
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?"
|
||||||
)
|
)
|
||||||
|
|
||||||
if not Registry.addrs:
|
if (
|
||||||
|
not Registry.addrs
|
||||||
|
):
|
||||||
was_set = True
|
was_set = True
|
||||||
Registry.addrs = (
|
Registry.addrs = addrs or [_default_reg_addr]
|
||||||
addrs
|
|
||||||
or
|
|
||||||
[_default_reg_addr]
|
|
||||||
)
|
|
||||||
|
|
||||||
# NOTE: only spot this seems currently used is inside
|
# NOTE: only spot this seems currently used is inside
|
||||||
# `.ui._exec` which is the (eventual qtloops) bootstrapping
|
# `.ui._exec` which is the (eventual qtloops) bootstrapping
|
||||||
# with guest mode.
|
# with guest mode.
|
||||||
reg_addrs: list[tuple[str, str|int]] = Registry.addrs
|
_tractor_kwargs['registry_addrs'] = Registry.addrs
|
||||||
# !TODO, a struct-API to stringently allow this only in special
|
|
||||||
# cases?
|
|
||||||
# -> better would be to have some way to (atomically) rewrite
|
|
||||||
# and entire `RuntimeVars`?? ideas welcome obvi..
|
|
||||||
_tractor_kwargs['registry_addrs'] = reg_addrs
|
|
||||||
|
|
||||||
try:
|
try:
|
||||||
yield Registry.addrs
|
yield Registry.addrs
|
||||||
|
|
@ -174,8 +146,8 @@ async def find_service(
|
||||||
| list[Portal]
|
| list[Portal]
|
||||||
| None
|
| None
|
||||||
):
|
):
|
||||||
# try:
|
|
||||||
reg_addrs: list[tuple[str, int|str]]
|
reg_addrs: list[tuple[str, int]]
|
||||||
async with open_registry(
|
async with open_registry(
|
||||||
addrs=(
|
addrs=(
|
||||||
registry_addrs
|
registry_addrs
|
||||||
|
|
@ -185,40 +157,26 @@ 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(
|
|
||||||
f'Could NOT find service {service_name!r} -> {maybe_portals!r}'
|
|
||||||
)
|
|
||||||
yield None
|
yield None
|
||||||
return
|
return
|
||||||
|
|
||||||
log.info(
|
|
||||||
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,
|
||||||
|
|
||||||
) -> None | tuple[str, int]:
|
) -> None | tuple[str, int]:
|
||||||
'''
|
'''
|
||||||
Service daemon "liveness" predicate.
|
Service daemon "liveness" predicate.
|
||||||
|
|
|
||||||
|
|
@ -14,12 +14,20 @@
|
||||||
# You should have received a copy of the GNU Affero General Public License
|
# You should have received a copy of the GNU Affero General Public License
|
||||||
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||||
"""
|
"""
|
||||||
Sub-sys module commons (if any ?? Bp).
|
Sub-sys module commons.
|
||||||
|
|
||||||
"""
|
"""
|
||||||
|
from functools import partial
|
||||||
|
|
||||||
|
from ..log import (
|
||||||
|
get_logger,
|
||||||
|
get_console_log,
|
||||||
|
)
|
||||||
subsys: str = 'piker.service'
|
subsys: str = 'piker.service'
|
||||||
|
|
||||||
# ?TODO, if we were going to keep a `get_console_log()` in here to be
|
log = get_logger(subsys)
|
||||||
# invoked at `import`-time, how do we dynamically hand in the
|
|
||||||
# `level=` value? seems too early in the runtime to be injected
|
get_console_log = partial(
|
||||||
# right?
|
get_console_log,
|
||||||
|
name=subsys,
|
||||||
|
)
|
||||||
|
|
|
||||||
|
|
@ -16,7 +16,6 @@
|
||||||
|
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
from contextlib import asynccontextmanager as acm
|
from contextlib import asynccontextmanager as acm
|
||||||
from pprint import pformat
|
|
||||||
from typing import (
|
from typing import (
|
||||||
Any,
|
Any,
|
||||||
TYPE_CHECKING,
|
TYPE_CHECKING,
|
||||||
|
|
@ -27,17 +26,12 @@ import asks
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
import docker
|
import docker
|
||||||
from ._ahab import DockerContainer
|
from ._ahab import DockerContainer
|
||||||
from . import (
|
|
||||||
Services,
|
|
||||||
)
|
|
||||||
|
|
||||||
from piker.log import (
|
from ._util import log # sub-sys logger
|
||||||
|
from ._util import (
|
||||||
get_console_log,
|
get_console_log,
|
||||||
get_logger,
|
|
||||||
)
|
)
|
||||||
|
|
||||||
log = get_logger(name=__name__)
|
|
||||||
|
|
||||||
|
|
||||||
# container level config
|
# container level config
|
||||||
_config = {
|
_config = {
|
||||||
|
|
@ -73,10 +67,7 @@ def start_elasticsearch(
|
||||||
elastic
|
elastic
|
||||||
|
|
||||||
'''
|
'''
|
||||||
get_console_log(
|
get_console_log('info', name=__name__)
|
||||||
level='info',
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
dcntr: DockerContainer = client.containers.run(
|
dcntr: DockerContainer = client.containers.run(
|
||||||
'piker:elastic',
|
'piker:elastic',
|
||||||
|
|
|
||||||
|
|
@ -52,18 +52,17 @@ import pendulum
|
||||||
# TODO: import this for specific error set expected by mkts client
|
# TODO: import this for specific error set expected by mkts client
|
||||||
# import purerpc
|
# import purerpc
|
||||||
|
|
||||||
from piker.data.feed import maybe_open_feed
|
from ..data.feed import maybe_open_feed
|
||||||
from . import Services
|
from . import Services
|
||||||
from piker.log import (
|
from ._util import (
|
||||||
|
log, # sub-sys logger
|
||||||
get_console_log,
|
get_console_log,
|
||||||
get_logger,
|
|
||||||
)
|
)
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
import docker
|
import docker
|
||||||
from ._ahab import DockerContainer
|
from ._ahab import DockerContainer
|
||||||
|
|
||||||
log = get_logger(name=__name__)
|
|
||||||
|
|
||||||
|
|
||||||
# ahabd-supervisor and container level config
|
# ahabd-supervisor and container level config
|
||||||
|
|
|
||||||
|
|
@ -43,6 +43,7 @@ from typing import (
|
||||||
|
|
||||||
import numpy as np
|
import numpy as np
|
||||||
|
|
||||||
|
|
||||||
from .. import config
|
from .. import config
|
||||||
from ..service import (
|
from ..service import (
|
||||||
check_for_service,
|
check_for_service,
|
||||||
|
|
@ -151,10 +152,7 @@ class StorageConnectionError(ConnectionError):
|
||||||
|
|
||||||
'''
|
'''
|
||||||
|
|
||||||
def get_storagemod(
|
def get_storagemod(name: str) -> ModuleType:
|
||||||
name: str,
|
|
||||||
|
|
||||||
) -> ModuleType:
|
|
||||||
mod: ModuleType = import_module(
|
mod: ModuleType = import_module(
|
||||||
'.' + name,
|
'.' + name,
|
||||||
'piker.storage',
|
'piker.storage',
|
||||||
|
|
@ -169,10 +167,7 @@ def get_storagemod(
|
||||||
async def open_storage_client(
|
async def open_storage_client(
|
||||||
backend: str | None = None,
|
backend: str | None = None,
|
||||||
|
|
||||||
) -> tuple[
|
) -> tuple[ModuleType, StorageClient]:
|
||||||
ModuleType,
|
|
||||||
StorageClient,
|
|
||||||
]:
|
|
||||||
'''
|
'''
|
||||||
Load the ``StorageClient`` for named backend.
|
Load the ``StorageClient`` for named backend.
|
||||||
|
|
||||||
|
|
@ -272,10 +267,7 @@ async def open_tsdb_client(
|
||||||
from ..data.feed import maybe_open_feed
|
from ..data.feed import maybe_open_feed
|
||||||
|
|
||||||
async with (
|
async with (
|
||||||
open_storage_client() as (
|
open_storage_client() as (_, storage),
|
||||||
_,
|
|
||||||
storage,
|
|
||||||
),
|
|
||||||
|
|
||||||
maybe_open_feed(
|
maybe_open_feed(
|
||||||
[fqme],
|
[fqme],
|
||||||
|
|
@ -283,7 +275,7 @@ async def open_tsdb_client(
|
||||||
|
|
||||||
) as feed,
|
) as feed,
|
||||||
):
|
):
|
||||||
profiler(f'opened feed for {fqme!r}')
|
profiler(f'opened feed for {fqme}')
|
||||||
|
|
||||||
# to_append = feed.hist_shm.array
|
# to_append = feed.hist_shm.array
|
||||||
# to_prepend = None
|
# to_prepend = None
|
||||||
|
|
|
||||||
|
|
@ -19,10 +19,16 @@ Storage middle-ware CLIs.
|
||||||
|
|
||||||
"""
|
"""
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
# from datetime import datetime
|
||||||
|
# from contextlib import (
|
||||||
|
# AsyncExitStack,
|
||||||
|
# )
|
||||||
from pathlib import Path
|
from pathlib import Path
|
||||||
|
from math import copysign
|
||||||
import time
|
import time
|
||||||
from types import ModuleType
|
from types import ModuleType
|
||||||
from typing import (
|
from typing import (
|
||||||
|
Any,
|
||||||
TYPE_CHECKING,
|
TYPE_CHECKING,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
@ -41,6 +47,7 @@ from piker.data import (
|
||||||
ShmArray,
|
ShmArray,
|
||||||
)
|
)
|
||||||
from piker import tsp
|
from piker import tsp
|
||||||
|
from piker.data._formatters import BGM
|
||||||
from . import log
|
from . import log
|
||||||
from . import (
|
from . import (
|
||||||
__tsdbs__,
|
__tsdbs__,
|
||||||
|
|
@ -235,12 +242,122 @@ def anal(
|
||||||
trio.run(main)
|
trio.run(main)
|
||||||
|
|
||||||
|
|
||||||
|
async def markup_gaps(
|
||||||
|
fqme: str,
|
||||||
|
timeframe: float,
|
||||||
|
actl: AnnotCtl,
|
||||||
|
wdts: pl.DataFrame,
|
||||||
|
gaps: pl.DataFrame,
|
||||||
|
|
||||||
|
) -> dict[int, dict]:
|
||||||
|
'''
|
||||||
|
Remote annotate time-gaps in a dt-fielded ts (normally OHLC)
|
||||||
|
with rectangles.
|
||||||
|
|
||||||
|
'''
|
||||||
|
aids: dict[int] = {}
|
||||||
|
for i in range(gaps.height):
|
||||||
|
|
||||||
|
row: pl.DataFrame = gaps[i]
|
||||||
|
|
||||||
|
# the gap's RIGHT-most bar's OPEN value
|
||||||
|
# at that time (sample) step.
|
||||||
|
iend: int = row['index'][0]
|
||||||
|
# dt: datetime = row['dt'][0]
|
||||||
|
# dt_prev: datetime = row['dt_prev'][0]
|
||||||
|
# dt_end_t: float = dt.timestamp()
|
||||||
|
|
||||||
|
|
||||||
|
# TODO: can we eventually remove this
|
||||||
|
# once we figure out why the epoch cols
|
||||||
|
# don't match?
|
||||||
|
# TODO: FIX HOW/WHY these aren't matching
|
||||||
|
# and are instead off by 4hours (EST
|
||||||
|
# vs. UTC?!?!)
|
||||||
|
# end_t: float = row['time']
|
||||||
|
# assert (
|
||||||
|
# dt.timestamp()
|
||||||
|
# ==
|
||||||
|
# end_t
|
||||||
|
# )
|
||||||
|
|
||||||
|
# the gap's LEFT-most bar's CLOSE value
|
||||||
|
# at that time (sample) step.
|
||||||
|
prev_r: pl.DataFrame = wdts.filter(
|
||||||
|
pl.col('index') == iend - 1
|
||||||
|
)
|
||||||
|
# XXX: probably a gap in the (newly sorted or de-duplicated)
|
||||||
|
# dt-df, so we might need to re-index first..
|
||||||
|
if prev_r.is_empty():
|
||||||
|
await tractor.pause()
|
||||||
|
|
||||||
|
istart: int = prev_r['index'][0]
|
||||||
|
# dt_start_t: float = dt_prev.timestamp()
|
||||||
|
|
||||||
|
# start_t: float = prev_r['time']
|
||||||
|
# assert (
|
||||||
|
# dt_start_t
|
||||||
|
# ==
|
||||||
|
# start_t
|
||||||
|
# )
|
||||||
|
|
||||||
|
# TODO: implement px-col width measure
|
||||||
|
# and ensure at least as many px-cols
|
||||||
|
# shown per rect as configured by user.
|
||||||
|
# gap_w: float = abs((iend - istart))
|
||||||
|
# if gap_w < 6:
|
||||||
|
# margin: float = 6
|
||||||
|
# iend += margin
|
||||||
|
# istart -= margin
|
||||||
|
|
||||||
|
rect_gap: float = BGM*3/8
|
||||||
|
opn: float = row['open'][0]
|
||||||
|
ro: tuple[float, float] = (
|
||||||
|
# dt_end_t,
|
||||||
|
iend + rect_gap + 1,
|
||||||
|
opn,
|
||||||
|
)
|
||||||
|
cls: float = prev_r['close'][0]
|
||||||
|
lc: tuple[float, float] = (
|
||||||
|
# dt_start_t,
|
||||||
|
istart - rect_gap, # + 1 ,
|
||||||
|
cls,
|
||||||
|
)
|
||||||
|
|
||||||
|
color: str = 'dad_blue'
|
||||||
|
diff: float = cls - opn
|
||||||
|
sgn: float = copysign(1, diff)
|
||||||
|
color: str = {
|
||||||
|
-1: 'buy_green',
|
||||||
|
1: 'sell_red',
|
||||||
|
}[sgn]
|
||||||
|
|
||||||
|
rect_kwargs: dict[str, Any] = dict(
|
||||||
|
fqme=fqme,
|
||||||
|
timeframe=timeframe,
|
||||||
|
start_pos=lc,
|
||||||
|
end_pos=ro,
|
||||||
|
color=color,
|
||||||
|
)
|
||||||
|
|
||||||
|
aid: int = await actl.add_rect(**rect_kwargs)
|
||||||
|
assert aid
|
||||||
|
aids[aid] = rect_kwargs
|
||||||
|
|
||||||
|
# tell chart to redraw all its
|
||||||
|
# graphics view layers Bo
|
||||||
|
await actl.redraw(
|
||||||
|
fqme=fqme,
|
||||||
|
timeframe=timeframe,
|
||||||
|
)
|
||||||
|
return aids
|
||||||
|
|
||||||
|
|
||||||
@store.command()
|
@store.command()
|
||||||
def ldshm(
|
def ldshm(
|
||||||
fqme: str,
|
fqme: str,
|
||||||
write_parquet: bool = True,
|
write_parquet: bool = True,
|
||||||
reload_parquet_to_shm: bool = True,
|
reload_parquet_to_shm: bool = True,
|
||||||
pdb: bool = False, # --pdb passed?
|
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
|
|
@ -260,7 +377,7 @@ def ldshm(
|
||||||
open_piker_runtime(
|
open_piker_runtime(
|
||||||
'polars_boi',
|
'polars_boi',
|
||||||
enable_modules=['piker.data._sharedmem'],
|
enable_modules=['piker.data._sharedmem'],
|
||||||
debug_mode=pdb,
|
debug_mode=True,
|
||||||
),
|
),
|
||||||
open_storage_client() as (
|
open_storage_client() as (
|
||||||
mod,
|
mod,
|
||||||
|
|
@ -280,9 +397,6 @@ def ldshm(
|
||||||
|
|
||||||
times: np.ndarray = shm.array['time']
|
times: np.ndarray = shm.array['time']
|
||||||
d1: float = float(times[-1] - times[-2])
|
d1: float = float(times[-1] - times[-2])
|
||||||
d2: float = 0
|
|
||||||
# XXX, take a median sample rate if sufficient data
|
|
||||||
if times.size > 2:
|
|
||||||
d2: float = float(times[-2] - times[-3])
|
d2: float = float(times[-2] - times[-3])
|
||||||
med: float = np.median(np.diff(times))
|
med: float = np.median(np.diff(times))
|
||||||
if (
|
if (
|
||||||
|
|
@ -293,6 +407,7 @@ def ldshm(
|
||||||
raise ValueError(
|
raise ValueError(
|
||||||
f'Something is wrong with time period for {shm}:\n{times}'
|
f'Something is wrong with time period for {shm}:\n{times}'
|
||||||
)
|
)
|
||||||
|
|
||||||
period_s: float = float(max(d1, d2, med))
|
period_s: float = float(max(d1, d2, med))
|
||||||
|
|
||||||
null_segs: tuple = tsp.get_null_segs(
|
null_segs: tuple = tsp.get_null_segs(
|
||||||
|
|
@ -302,8 +417,6 @@ def ldshm(
|
||||||
|
|
||||||
# TODO: call null-seg fixer somehow?
|
# TODO: call null-seg fixer somehow?
|
||||||
if null_segs:
|
if null_segs:
|
||||||
|
|
||||||
if tractor._state.is_debug_mode():
|
|
||||||
await tractor.pause()
|
await tractor.pause()
|
||||||
# async with (
|
# async with (
|
||||||
# trio.open_nursery() as tn,
|
# trio.open_nursery() as tn,
|
||||||
|
|
@ -328,35 +441,9 @@ def ldshm(
|
||||||
wdts,
|
wdts,
|
||||||
deduped,
|
deduped,
|
||||||
diff,
|
diff,
|
||||||
valid_races,
|
) = tsp.dedupe(
|
||||||
dq_issues,
|
|
||||||
) = tsp.dedupe_ohlcv_smart(
|
|
||||||
shm_df,
|
shm_df,
|
||||||
)
|
period=period_s,
|
||||||
|
|
||||||
# Report duplicate analysis
|
|
||||||
if diff > 0:
|
|
||||||
log.info(
|
|
||||||
f'Removed {diff} duplicate timestamp(s)\n'
|
|
||||||
)
|
|
||||||
if valid_races is not None:
|
|
||||||
identical: int = (
|
|
||||||
valid_races
|
|
||||||
.filter(pl.col('identical_bars'))
|
|
||||||
.height
|
|
||||||
)
|
|
||||||
monotonic: int = valid_races.height - identical
|
|
||||||
log.info(
|
|
||||||
f'Valid race conditions: {valid_races.height}\n'
|
|
||||||
f' - Identical bars: {identical}\n'
|
|
||||||
f' - Volume monotonic: {monotonic}\n'
|
|
||||||
)
|
|
||||||
|
|
||||||
if dq_issues is not None:
|
|
||||||
log.warning(
|
|
||||||
f'DATA QUALITY ISSUES from provider: '
|
|
||||||
f'{dq_issues.height} timestamp(s)\n'
|
|
||||||
f'{dq_issues}\n'
|
|
||||||
)
|
)
|
||||||
|
|
||||||
# detect gaps from in expected (uniform OHLC) sample period
|
# detect gaps from in expected (uniform OHLC) sample period
|
||||||
|
|
@ -373,8 +460,7 @@ def ldshm(
|
||||||
|
|
||||||
# TODO: actually pull the exact duration
|
# TODO: actually pull the exact duration
|
||||||
# expected for each venue operational period?
|
# expected for each venue operational period?
|
||||||
# gap_dt_unit='day',
|
gap_dt_unit='days',
|
||||||
gap_dt_unit='day',
|
|
||||||
gap_thresh=1,
|
gap_thresh=1,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
@ -385,11 +471,8 @@ def ldshm(
|
||||||
if (
|
if (
|
||||||
not venue_gaps.is_empty()
|
not venue_gaps.is_empty()
|
||||||
or (
|
or (
|
||||||
not step_gaps.is_empty()
|
period_s < 60
|
||||||
# XXX, i presume i put this bc i was guarding
|
and not step_gaps.is_empty()
|
||||||
# for ib venue gaps?
|
|
||||||
# and
|
|
||||||
# period_s < 60
|
|
||||||
)
|
)
|
||||||
):
|
):
|
||||||
# write repaired ts to parquet-file?
|
# write repaired ts to parquet-file?
|
||||||
|
|
@ -438,7 +521,7 @@ def ldshm(
|
||||||
do_markup_gaps: bool = True
|
do_markup_gaps: bool = True
|
||||||
if do_markup_gaps:
|
if do_markup_gaps:
|
||||||
new_df: pl.DataFrame = tsp.np2pl(new)
|
new_df: pl.DataFrame = tsp.np2pl(new)
|
||||||
aids: dict = await tsp._annotate.markup_gaps(
|
aids: dict = await markup_gaps(
|
||||||
fqme,
|
fqme,
|
||||||
period_s,
|
period_s,
|
||||||
actl,
|
actl,
|
||||||
|
|
@ -447,23 +530,12 @@ def ldshm(
|
||||||
)
|
)
|
||||||
# last chance manual overwrites in REPL
|
# last chance manual overwrites in REPL
|
||||||
# await tractor.pause()
|
# await tractor.pause()
|
||||||
if not aids:
|
assert aids
|
||||||
log.warning(
|
|
||||||
f'No gaps were found !?\n'
|
|
||||||
f'fqme: {fqme!r}\n'
|
|
||||||
f'timeframe: {period_s!r}\n'
|
|
||||||
f"WELL THAT'S GOOD NOOZ!\n"
|
|
||||||
)
|
|
||||||
tf2aids[period_s] = aids
|
tf2aids[period_s] = aids
|
||||||
|
|
||||||
else:
|
else:
|
||||||
# No significant gaps to handle, but may have had
|
# allow interaction even when no ts problems.
|
||||||
# duplicates removed (valid race conditions are ok)
|
assert not diff
|
||||||
if diff > 0 and dq_issues is not None:
|
|
||||||
log.warning(
|
|
||||||
'Found duplicates with data quality issues '
|
|
||||||
'but no significant time gaps!\n'
|
|
||||||
)
|
|
||||||
|
|
||||||
await tractor.pause()
|
await tractor.pause()
|
||||||
log.info('Exiting TSP shm anal-izer!')
|
log.info('Exiting TSP shm anal-izer!')
|
||||||
|
|
|
||||||
File diff suppressed because it is too large
Load Diff
|
|
@ -54,10 +54,10 @@ from ..log import (
|
||||||
# for "time series processing"
|
# for "time series processing"
|
||||||
subsys: str = 'piker.tsp'
|
subsys: str = 'piker.tsp'
|
||||||
|
|
||||||
log = get_logger(name=__name__)
|
log = get_logger(subsys)
|
||||||
get_console_log = partial(
|
get_console_log = partial(
|
||||||
get_console_log,
|
get_console_log,
|
||||||
name=subsys, # activate for subsys-pkg "downward"
|
name=subsys,
|
||||||
)
|
)
|
||||||
|
|
||||||
# NOTE: union type-defs to handle generic `numpy` and `polars` types
|
# NOTE: union type-defs to handle generic `numpy` and `polars` types
|
||||||
|
|
@ -275,18 +275,6 @@ def get_null_segs(
|
||||||
# diff of abs index steps between each zeroed row
|
# diff of abs index steps between each zeroed row
|
||||||
absi_zdiff: np.ndarray = np.diff(absi_zeros)
|
absi_zdiff: np.ndarray = np.diff(absi_zeros)
|
||||||
|
|
||||||
if zero_t.size < 2:
|
|
||||||
try:
|
|
||||||
breakpoint()
|
|
||||||
except RuntimeError:
|
|
||||||
# XXX, if greenback not active from
|
|
||||||
# piker store ldshm cmd..
|
|
||||||
log.exception(
|
|
||||||
"Can't debug single-sample null!\n"
|
|
||||||
)
|
|
||||||
|
|
||||||
return None
|
|
||||||
|
|
||||||
# scan for all frame-indices where the
|
# scan for all frame-indices where the
|
||||||
# zeroed-row-abs-index-step-diff is greater then the
|
# zeroed-row-abs-index-step-diff is greater then the
|
||||||
# expected increment of 1.
|
# expected increment of 1.
|
||||||
|
|
@ -499,8 +487,7 @@ def iter_null_segs(
|
||||||
start_dt = None
|
start_dt = None
|
||||||
if (
|
if (
|
||||||
absi_start is not None
|
absi_start is not None
|
||||||
and
|
and start_t != 0
|
||||||
start_t != 0
|
|
||||||
):
|
):
|
||||||
fi_start: int = absi_start - absi_first
|
fi_start: int = absi_start - absi_first
|
||||||
start_row: Seq = frame[fi_start]
|
start_row: Seq = frame[fi_start]
|
||||||
|
|
@ -514,8 +501,8 @@ def iter_null_segs(
|
||||||
yield (
|
yield (
|
||||||
absi_start, absi_end, # abs indices
|
absi_start, absi_end, # abs indices
|
||||||
fi_start, fi_end, # relative "frame" indices
|
fi_start, fi_end, # relative "frame" indices
|
||||||
start_t, end_t, # epoch times
|
start_t, end_t,
|
||||||
start_dt, end_dt, # dts
|
start_dt, end_dt,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
|
|
@ -530,7 +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([
|
||||||
|
|
@ -591,22 +578,11 @@ def detect_time_gaps(
|
||||||
# NOTE: this flag is to indicate that on this (sampling) time
|
# NOTE: this flag is to indicate that on this (sampling) time
|
||||||
# scale we expect to only be filtering against larger venue
|
# scale we expect to only be filtering against larger venue
|
||||||
# closures-scale time gaps.
|
# closures-scale time gaps.
|
||||||
#
|
|
||||||
# Map to total_ method since `dt_diff` is a duration type,
|
|
||||||
# not datetime - modern polars requires `total_*` methods
|
|
||||||
# for duration types (e.g. `total_days()` not `day()`)
|
|
||||||
# Ensure plural form for polars API (e.g. 'day' -> 'days')
|
|
||||||
unit_plural: str = (
|
|
||||||
gap_dt_unit
|
|
||||||
if gap_dt_unit.endswith('s')
|
|
||||||
else f'{gap_dt_unit}s'
|
|
||||||
)
|
|
||||||
duration_method: str = f'total_{unit_plural}'
|
|
||||||
return step_gaps.filter(
|
return step_gaps.filter(
|
||||||
# Second by an arbitrary dt-unit step size
|
# Second by an arbitrary dt-unit step size
|
||||||
getattr(
|
getattr(
|
||||||
pl.col('dt_diff').dt,
|
pl.col('dt_diff').dt,
|
||||||
duration_method,
|
gap_dt_unit,
|
||||||
)().abs() > gap_thresh
|
)().abs() > gap_thresh
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
@ -647,7 +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
|
||||||
|
|
|
||||||
|
|
@ -1,306 +0,0 @@
|
||||||
# piker: trading gear for hackers
|
|
||||||
# Copyright (C) 2018-present Tyler Goodlet (in stewardship of 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/>.
|
|
||||||
|
|
||||||
"""
|
|
||||||
Time-series (remote) annotation APIs.
|
|
||||||
|
|
||||||
"""
|
|
||||||
from __future__ import annotations
|
|
||||||
from math import copysign
|
|
||||||
from typing import (
|
|
||||||
Any,
|
|
||||||
TYPE_CHECKING,
|
|
||||||
)
|
|
||||||
|
|
||||||
import polars as pl
|
|
||||||
import tractor
|
|
||||||
|
|
||||||
from piker.data._formatters import BGM
|
|
||||||
from piker.storage import log
|
|
||||||
from piker.ui._style import get_fonts
|
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
|
||||||
from piker.ui._remote_ctl import AnnotCtl
|
|
||||||
|
|
||||||
|
|
||||||
def humanize_duration(
|
|
||||||
seconds: float,
|
|
||||||
) -> str:
|
|
||||||
'''
|
|
||||||
Convert duration in seconds to short human-readable form.
|
|
||||||
|
|
||||||
Uses smallest appropriate time unit:
|
|
||||||
- d: days
|
|
||||||
- h: hours
|
|
||||||
- m: minutes
|
|
||||||
- s: seconds
|
|
||||||
|
|
||||||
Examples:
|
|
||||||
- 86400 -> "1d"
|
|
||||||
- 28800 -> "8h"
|
|
||||||
- 180 -> "3m"
|
|
||||||
- 45 -> "45s"
|
|
||||||
|
|
||||||
'''
|
|
||||||
abs_secs: float = abs(seconds)
|
|
||||||
|
|
||||||
if abs_secs >= 86400:
|
|
||||||
days: float = abs_secs / 86400
|
|
||||||
if days >= 10 or days == int(days):
|
|
||||||
return f'{int(days)}d'
|
|
||||||
return f'{days:.1f}d'
|
|
||||||
|
|
||||||
elif abs_secs >= 3600:
|
|
||||||
hours: float = abs_secs / 3600
|
|
||||||
if hours >= 10 or hours == int(hours):
|
|
||||||
return f'{int(hours)}h'
|
|
||||||
return f'{hours:.1f}h'
|
|
||||||
|
|
||||||
elif abs_secs >= 60:
|
|
||||||
mins: float = abs_secs / 60
|
|
||||||
if mins >= 10 or mins == int(mins):
|
|
||||||
return f'{int(mins)}m'
|
|
||||||
return f'{mins:.1f}m'
|
|
||||||
|
|
||||||
else:
|
|
||||||
if abs_secs >= 10 or abs_secs == int(abs_secs):
|
|
||||||
return f'{int(abs_secs)}s'
|
|
||||||
return f'{abs_secs:.1f}s'
|
|
||||||
|
|
||||||
|
|
||||||
async def markup_gaps(
|
|
||||||
fqme: str,
|
|
||||||
timeframe: float,
|
|
||||||
actl: AnnotCtl,
|
|
||||||
wdts: pl.DataFrame,
|
|
||||||
gaps: pl.DataFrame,
|
|
||||||
|
|
||||||
# XXX, switch on to see txt showing a "humanized" label of each
|
|
||||||
# gap's duration.
|
|
||||||
show_txt: bool = False,
|
|
||||||
|
|
||||||
) -> dict[int, dict]:
|
|
||||||
'''
|
|
||||||
Remote annotate time-gaps in a dt-fielded ts (normally OHLC)
|
|
||||||
with rectangles.
|
|
||||||
|
|
||||||
'''
|
|
||||||
# XXX: force chart redraw FIRST to ensure PlotItem coordinate
|
|
||||||
# system is properly initialized before we position annotations!
|
|
||||||
# Without this, annotations may be misaligned on first creation
|
|
||||||
# due to Qt/pyqtgraph initialization race conditions.
|
|
||||||
await actl.redraw(
|
|
||||||
fqme=fqme,
|
|
||||||
timeframe=timeframe,
|
|
||||||
)
|
|
||||||
|
|
||||||
aids: dict[int] = {}
|
|
||||||
for i in range(gaps.height):
|
|
||||||
row: pl.DataFrame = gaps[i]
|
|
||||||
|
|
||||||
# the gap's RIGHT-most bar's OPEN value
|
|
||||||
# at that time (sample) step.
|
|
||||||
iend: int = row['index'][0]
|
|
||||||
|
|
||||||
# dt: datetime = row['dt'][0]
|
|
||||||
# dt_prev: datetime = row['dt_prev'][0]
|
|
||||||
# dt_end_t: float = dt.timestamp()
|
|
||||||
|
|
||||||
|
|
||||||
# TODO: can we eventually remove this
|
|
||||||
# once we figure out why the epoch cols
|
|
||||||
# don't match?
|
|
||||||
# TODO: FIX HOW/WHY these aren't matching
|
|
||||||
# and are instead off by 4hours (EST
|
|
||||||
# vs. UTC?!?!)
|
|
||||||
# end_t: float = row['time']
|
|
||||||
# assert (
|
|
||||||
# dt.timestamp()
|
|
||||||
# ==
|
|
||||||
# end_t
|
|
||||||
# )
|
|
||||||
|
|
||||||
# the gap's LEFT-most bar's CLOSE value
|
|
||||||
# at that time (sample) step.
|
|
||||||
prev_r: pl.DataFrame = wdts.filter(
|
|
||||||
pl.col('index') == iend - 1
|
|
||||||
)
|
|
||||||
# XXX: probably a gap in the (newly sorted or de-duplicated)
|
|
||||||
# dt-df, so we might need to re-index first..
|
|
||||||
dt: pl.Series = row['dt']
|
|
||||||
dt_prev: pl.Series = row['dt_prev']
|
|
||||||
if prev_r.is_empty():
|
|
||||||
|
|
||||||
# XXX, filter out any special ignore cases,
|
|
||||||
# - UNIX-epoch stamped datums
|
|
||||||
# - first row
|
|
||||||
if (
|
|
||||||
dt_prev.dt.epoch()[0] == 0
|
|
||||||
or
|
|
||||||
dt.dt.epoch()[0] == 0
|
|
||||||
):
|
|
||||||
log.warning('Skipping row with UNIX epoch timestamp ??')
|
|
||||||
continue
|
|
||||||
|
|
||||||
if wdts[0]['index'][0] == iend: # first row
|
|
||||||
log.warning('Skipping first-row (has no previous obvi) !!')
|
|
||||||
continue
|
|
||||||
|
|
||||||
# XXX, if the previous-row by shm-index is missing,
|
|
||||||
# meaning there is a missing sample (set), get the prior
|
|
||||||
# row by df index and attempt to use it?
|
|
||||||
i_wdts: pl.DataFrame = wdts.with_row_index(name='i')
|
|
||||||
i_row: int = i_wdts.filter(pl.col('index') == iend)['i'][0]
|
|
||||||
prev_row_by_i = wdts[i_row]
|
|
||||||
prev_r: pl.DataFrame = prev_row_by_i
|
|
||||||
|
|
||||||
# debug any missing pre-row
|
|
||||||
if tractor._state.is_debug_mode():
|
|
||||||
await tractor.pause()
|
|
||||||
|
|
||||||
istart: int = prev_r['index'][0]
|
|
||||||
# TODO: implement px-col width measure
|
|
||||||
# and ensure at least as many px-cols
|
|
||||||
# shown per rect as configured by user.
|
|
||||||
# gap_w: float = abs((iend - istart))
|
|
||||||
# if gap_w < 6:
|
|
||||||
# margin: float = 6
|
|
||||||
# iend += margin
|
|
||||||
# istart -= margin
|
|
||||||
|
|
||||||
opn: float = row['open'][0]
|
|
||||||
cls: float = prev_r['close'][0]
|
|
||||||
|
|
||||||
# get gap duration for humanized label
|
|
||||||
gap_dur_s: float = row['s_diff'][0]
|
|
||||||
gap_label: str = humanize_duration(gap_dur_s)
|
|
||||||
|
|
||||||
# XXX: get timestamps for server-side index lookup
|
|
||||||
start_time: float = prev_r['time'][0]
|
|
||||||
end_time: float = row['time'][0]
|
|
||||||
|
|
||||||
# BGM=0.16 is the normal diff from overlap between bars, SO
|
|
||||||
# just go slightly "in" from that "between them".
|
|
||||||
from_idx: int = BGM - .06 # = .10
|
|
||||||
lc: tuple[float, float] = (
|
|
||||||
istart + 1 - from_idx,
|
|
||||||
cls,
|
|
||||||
)
|
|
||||||
ro: tuple[float, float] = (
|
|
||||||
iend + from_idx,
|
|
||||||
opn,
|
|
||||||
)
|
|
||||||
|
|
||||||
diff: float = cls - opn
|
|
||||||
sgn: float = copysign(1, diff)
|
|
||||||
up_gap: bool = sgn == -1
|
|
||||||
down_gap: bool = sgn == 1
|
|
||||||
flat: bool = sgn == 0
|
|
||||||
|
|
||||||
color: str = 'dad_blue'
|
|
||||||
# TODO? mks more sense to have up/down coloring?
|
|
||||||
# color: str = {
|
|
||||||
# -1: 'lilypad_green', # up-gap
|
|
||||||
# 1: 'wine', # down-gap
|
|
||||||
# }[sgn]
|
|
||||||
|
|
||||||
rect_kwargs: dict[str, Any] = dict(
|
|
||||||
fqme=fqme,
|
|
||||||
timeframe=timeframe,
|
|
||||||
start_pos=lc,
|
|
||||||
end_pos=ro,
|
|
||||||
color=color,
|
|
||||||
start_time=start_time,
|
|
||||||
end_time=end_time,
|
|
||||||
)
|
|
||||||
|
|
||||||
# add up/down rects
|
|
||||||
aid: int|None = await actl.add_rect(**rect_kwargs)
|
|
||||||
if aid is None:
|
|
||||||
log.error(
|
|
||||||
f'Failed to add rect for,\n'
|
|
||||||
f'{rect_kwargs!r}\n'
|
|
||||||
f'\n'
|
|
||||||
f'Skipping to next gap!\n'
|
|
||||||
)
|
|
||||||
continue
|
|
||||||
|
|
||||||
assert aid
|
|
||||||
aids[aid] = rect_kwargs
|
|
||||||
direction: str = (
|
|
||||||
'down' if down_gap
|
|
||||||
else 'up'
|
|
||||||
)
|
|
||||||
# TODO! mk this a `msgspec.Struct` which we deserialize
|
|
||||||
# on the server side!
|
|
||||||
# XXX: send timestamp for server-side index lookup
|
|
||||||
# to ensure alignment with current shm state
|
|
||||||
gap_time: float = row['time'][0]
|
|
||||||
arrow_kwargs: dict[str, Any] = dict(
|
|
||||||
fqme=fqme,
|
|
||||||
timeframe=timeframe,
|
|
||||||
x=iend, # fallback if timestamp lookup fails
|
|
||||||
y=cls,
|
|
||||||
time=gap_time, # for server-side index lookup
|
|
||||||
color=color,
|
|
||||||
alpha=169,
|
|
||||||
pointing=direction,
|
|
||||||
# TODO: expose these as params to markup_gaps()?
|
|
||||||
headLen=10,
|
|
||||||
headWidth=2.222,
|
|
||||||
pxMode=True,
|
|
||||||
)
|
|
||||||
|
|
||||||
aid: int = await actl.add_arrow(
|
|
||||||
**arrow_kwargs
|
|
||||||
)
|
|
||||||
|
|
||||||
# add duration label to RHS of arrow
|
|
||||||
if up_gap:
|
|
||||||
anchor = (0, 0)
|
|
||||||
# ^XXX? i dun get dese dims.. XD
|
|
||||||
elif down_gap:
|
|
||||||
anchor = (0, 1) # XXX y, x?
|
|
||||||
else: # no-gap?
|
|
||||||
assert flat
|
|
||||||
anchor = (0, 0) # up from bottom
|
|
||||||
|
|
||||||
# use a slightly smaller font for gap label txt.
|
|
||||||
font, small_font = get_fonts()
|
|
||||||
font_size: int = small_font.px_size - 1
|
|
||||||
assert isinstance(font_size, int)
|
|
||||||
|
|
||||||
if show_txt:
|
|
||||||
text_aid: int = await actl.add_text(
|
|
||||||
fqme=fqme,
|
|
||||||
timeframe=timeframe,
|
|
||||||
text=gap_label,
|
|
||||||
x=iend + 1, # fallback if timestamp lookup fails
|
|
||||||
y=cls,
|
|
||||||
time=gap_time, # server-side index lookup
|
|
||||||
color=color,
|
|
||||||
anchor=anchor,
|
|
||||||
font_size=font_size,
|
|
||||||
)
|
|
||||||
aids[text_aid] = {'text': gap_label}
|
|
||||||
|
|
||||||
# tell chart to redraw all its
|
|
||||||
# graphics view layers Bo
|
|
||||||
await actl.redraw(
|
|
||||||
fqme=fqme,
|
|
||||||
timeframe=timeframe,
|
|
||||||
)
|
|
||||||
return aids
|
|
||||||
|
|
@ -1,206 +0,0 @@
|
||||||
'''
|
|
||||||
Smart OHLCV deduplication with data quality validation.
|
|
||||||
|
|
||||||
Handles concurrent write conflicts by keeping the most complete bar
|
|
||||||
(highest volume) while detecting data quality anomalies.
|
|
||||||
|
|
||||||
'''
|
|
||||||
import polars as pl
|
|
||||||
|
|
||||||
from ._anal import with_dts
|
|
||||||
|
|
||||||
|
|
||||||
def dedupe_ohlcv_smart(
|
|
||||||
src_df: pl.DataFrame,
|
|
||||||
time_col: str = 'time',
|
|
||||||
volume_col: str = 'volume',
|
|
||||||
sort: bool = True,
|
|
||||||
|
|
||||||
) -> tuple[
|
|
||||||
pl.DataFrame, # with dts
|
|
||||||
pl.DataFrame, # deduped (keeping higher volume bars)
|
|
||||||
int, # count of dupes removed
|
|
||||||
pl.DataFrame|None, # valid race conditions
|
|
||||||
pl.DataFrame|None, # data quality violations
|
|
||||||
]:
|
|
||||||
'''
|
|
||||||
Smart OHLCV deduplication keeping most complete bars.
|
|
||||||
|
|
||||||
For duplicate timestamps, keeps bar with highest volume under
|
|
||||||
the assumption that higher volume indicates more complete/final
|
|
||||||
data from backfill vs partial live updates.
|
|
||||||
|
|
||||||
Returns
|
|
||||||
-------
|
|
||||||
Tuple of:
|
|
||||||
- wdts: original dataframe with datetime columns added
|
|
||||||
- deduped: deduplicated frame keeping highest-volume bars
|
|
||||||
- diff: number of duplicate rows removed
|
|
||||||
- valid_races: duplicates meeting expected race condition pattern
|
|
||||||
(volume monotonic, OHLC ranges valid)
|
|
||||||
- data_quality_issues: duplicates violating expected relationships
|
|
||||||
indicating provider data problems
|
|
||||||
|
|
||||||
'''
|
|
||||||
wdts: pl.DataFrame = with_dts(src_df)
|
|
||||||
|
|
||||||
# Find duplicate timestamps
|
|
||||||
dupes: pl.DataFrame = wdts.filter(
|
|
||||||
pl.col(time_col).is_duplicated()
|
|
||||||
)
|
|
||||||
|
|
||||||
if dupes.is_empty():
|
|
||||||
# No duplicates, return as-is
|
|
||||||
return (wdts, wdts, 0, None, None)
|
|
||||||
|
|
||||||
# Analyze duplicate groups for validation
|
|
||||||
dupe_analysis: pl.DataFrame = (
|
|
||||||
dupes
|
|
||||||
.sort([time_col, 'index'])
|
|
||||||
.group_by(time_col, maintain_order=True)
|
|
||||||
.agg([
|
|
||||||
pl.col('index').alias('indices'),
|
|
||||||
pl.col('volume').alias('volumes'),
|
|
||||||
pl.col('high').alias('highs'),
|
|
||||||
pl.col('low').alias('lows'),
|
|
||||||
pl.col('open').alias('opens'),
|
|
||||||
pl.col('close').alias('closes'),
|
|
||||||
pl.col('dt').first().alias('dt'),
|
|
||||||
pl.len().alias('count'),
|
|
||||||
])
|
|
||||||
)
|
|
||||||
|
|
||||||
# Validate OHLCV monotonicity for each duplicate group
|
|
||||||
def check_ohlcv_validity(row) -> dict[str, bool]:
|
|
||||||
'''
|
|
||||||
Check if duplicate bars follow expected race condition pattern.
|
|
||||||
|
|
||||||
For a valid live-update → backfill race:
|
|
||||||
- volume should be monotonically increasing
|
|
||||||
- high should be monotonically non-decreasing
|
|
||||||
- low should be monotonically non-increasing
|
|
||||||
- open should be identical (fixed at bar start)
|
|
||||||
|
|
||||||
Returns dict of violation flags.
|
|
||||||
|
|
||||||
'''
|
|
||||||
vols: list = row['volumes']
|
|
||||||
highs: list = row['highs']
|
|
||||||
lows: list = row['lows']
|
|
||||||
opens: list = row['opens']
|
|
||||||
|
|
||||||
violations: dict[str, bool] = {
|
|
||||||
'volume_non_monotonic': False,
|
|
||||||
'high_decreased': False,
|
|
||||||
'low_increased': False,
|
|
||||||
'open_mismatch': False,
|
|
||||||
'identical_bars': False,
|
|
||||||
}
|
|
||||||
|
|
||||||
# Check if all bars are identical (pure duplicate)
|
|
||||||
if (
|
|
||||||
len(set(vols)) == 1
|
|
||||||
and len(set(highs)) == 1
|
|
||||||
and len(set(lows)) == 1
|
|
||||||
and len(set(opens)) == 1
|
|
||||||
):
|
|
||||||
violations['identical_bars'] = True
|
|
||||||
return violations
|
|
||||||
|
|
||||||
# Check volume monotonicity
|
|
||||||
for i in range(1, len(vols)):
|
|
||||||
if vols[i] < vols[i-1]:
|
|
||||||
violations['volume_non_monotonic'] = True
|
|
||||||
break
|
|
||||||
|
|
||||||
# Check high monotonicity (can only increase or stay same)
|
|
||||||
for i in range(1, len(highs)):
|
|
||||||
if highs[i] < highs[i-1]:
|
|
||||||
violations['high_decreased'] = True
|
|
||||||
break
|
|
||||||
|
|
||||||
# Check low monotonicity (can only decrease or stay same)
|
|
||||||
for i in range(1, len(lows)):
|
|
||||||
if lows[i] > lows[i-1]:
|
|
||||||
violations['low_increased'] = True
|
|
||||||
break
|
|
||||||
|
|
||||||
# Check open consistency (should be fixed)
|
|
||||||
if len(set(opens)) > 1:
|
|
||||||
violations['open_mismatch'] = True
|
|
||||||
|
|
||||||
return violations
|
|
||||||
|
|
||||||
# Apply validation
|
|
||||||
dupe_analysis = dupe_analysis.with_columns([
|
|
||||||
pl.struct(['volumes', 'highs', 'lows', 'opens'])
|
|
||||||
.map_elements(
|
|
||||||
check_ohlcv_validity,
|
|
||||||
return_dtype=pl.Struct([
|
|
||||||
pl.Field('volume_non_monotonic', pl.Boolean),
|
|
||||||
pl.Field('high_decreased', pl.Boolean),
|
|
||||||
pl.Field('low_increased', pl.Boolean),
|
|
||||||
pl.Field('open_mismatch', pl.Boolean),
|
|
||||||
pl.Field('identical_bars', pl.Boolean),
|
|
||||||
])
|
|
||||||
)
|
|
||||||
.alias('validity')
|
|
||||||
])
|
|
||||||
|
|
||||||
# Unnest validity struct
|
|
||||||
dupe_analysis = dupe_analysis.unnest('validity')
|
|
||||||
|
|
||||||
# Separate valid races from data quality issues
|
|
||||||
valid_races: pl.DataFrame|None = (
|
|
||||||
dupe_analysis
|
|
||||||
.filter(
|
|
||||||
# Valid if no violations OR just identical bars
|
|
||||||
~pl.col('volume_non_monotonic')
|
|
||||||
& ~pl.col('high_decreased')
|
|
||||||
& ~pl.col('low_increased')
|
|
||||||
& ~pl.col('open_mismatch')
|
|
||||||
)
|
|
||||||
)
|
|
||||||
if valid_races.is_empty():
|
|
||||||
valid_races = None
|
|
||||||
|
|
||||||
data_quality_issues: pl.DataFrame|None = (
|
|
||||||
dupe_analysis
|
|
||||||
.filter(
|
|
||||||
# Issues if any non-identical violation exists
|
|
||||||
(
|
|
||||||
pl.col('volume_non_monotonic')
|
|
||||||
| pl.col('high_decreased')
|
|
||||||
| pl.col('low_increased')
|
|
||||||
| pl.col('open_mismatch')
|
|
||||||
)
|
|
||||||
& ~pl.col('identical_bars')
|
|
||||||
)
|
|
||||||
)
|
|
||||||
if data_quality_issues.is_empty():
|
|
||||||
data_quality_issues = None
|
|
||||||
|
|
||||||
# Deduplicate: keep highest volume bar for each timestamp
|
|
||||||
deduped: pl.DataFrame = (
|
|
||||||
wdts
|
|
||||||
.sort([time_col, volume_col])
|
|
||||||
.unique(
|
|
||||||
subset=[time_col],
|
|
||||||
keep='last',
|
|
||||||
maintain_order=False,
|
|
||||||
)
|
|
||||||
)
|
|
||||||
|
|
||||||
# Re-sort by time or index
|
|
||||||
if sort:
|
|
||||||
deduped = deduped.sort(by=time_col)
|
|
||||||
|
|
||||||
diff: int = wdts.height - deduped.height
|
|
||||||
|
|
||||||
return (
|
|
||||||
wdts,
|
|
||||||
deduped,
|
|
||||||
diff,
|
|
||||||
valid_races,
|
|
||||||
data_quality_issues,
|
|
||||||
)
|
|
||||||
File diff suppressed because it is too large
Load Diff
228
piker/types.py
228
piker/types.py
|
|
@ -21,6 +21,230 @@ Extensions to built-in or (heavily used but 3rd party) friend-lib
|
||||||
types.
|
types.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
from tractor.msg.pretty_struct import (
|
from __future__ import annotations
|
||||||
Struct as Struct,
|
from collections import UserList
|
||||||
|
from pprint import (
|
||||||
|
saferepr,
|
||||||
)
|
)
|
||||||
|
from typing import Any
|
||||||
|
|
||||||
|
from msgspec import (
|
||||||
|
msgpack,
|
||||||
|
Struct as _Struct,
|
||||||
|
structs,
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
class DiffDump(UserList):
|
||||||
|
'''
|
||||||
|
Very simple list delegator that repr() dumps (presumed) tuple
|
||||||
|
elements of the form `tuple[str, Any, Any]` in a nice
|
||||||
|
multi-line readable form for analyzing `Struct` diffs.
|
||||||
|
|
||||||
|
'''
|
||||||
|
def __repr__(self) -> str:
|
||||||
|
if not len(self):
|
||||||
|
return super().__repr__()
|
||||||
|
|
||||||
|
# format by displaying item pair's ``repr()`` on multiple,
|
||||||
|
# indented lines such that they are more easily visually
|
||||||
|
# comparable when printed to console when printed to
|
||||||
|
# console.
|
||||||
|
repstr: str = '[\n'
|
||||||
|
for k, left, right in self:
|
||||||
|
repstr += (
|
||||||
|
f'({k},\n'
|
||||||
|
f'\t{repr(left)},\n'
|
||||||
|
f'\t{repr(right)},\n'
|
||||||
|
')\n'
|
||||||
|
)
|
||||||
|
repstr += ']\n'
|
||||||
|
return repstr
|
||||||
|
|
||||||
|
|
||||||
|
class Struct(
|
||||||
|
_Struct,
|
||||||
|
|
||||||
|
# https://jcristharif.com/msgspec/structs.html#tagged-unions
|
||||||
|
# tag='pikerstruct',
|
||||||
|
# tag=True,
|
||||||
|
):
|
||||||
|
'''
|
||||||
|
A "human friendlier" (aka repl buddy) struct subtype.
|
||||||
|
|
||||||
|
'''
|
||||||
|
def _sin_props(self) -> Iterator[
|
||||||
|
tuple[
|
||||||
|
structs.FieldIinfo,
|
||||||
|
str,
|
||||||
|
Any,
|
||||||
|
]
|
||||||
|
]:
|
||||||
|
'''
|
||||||
|
Iterate over all non-@property fields of this struct.
|
||||||
|
|
||||||
|
'''
|
||||||
|
fi: structs.FieldInfo
|
||||||
|
for fi in structs.fields(self):
|
||||||
|
key: str = fi.name
|
||||||
|
val: Any = getattr(self, key)
|
||||||
|
yield fi, key, val
|
||||||
|
|
||||||
|
def to_dict(
|
||||||
|
self,
|
||||||
|
include_non_members: bool = True,
|
||||||
|
|
||||||
|
) -> dict:
|
||||||
|
'''
|
||||||
|
Like it sounds.. direct delegation to:
|
||||||
|
https://jcristharif.com/msgspec/api.html#msgspec.structs.asdict
|
||||||
|
|
||||||
|
BUT, by default we pop all non-member (aka not defined as
|
||||||
|
struct fields) fields by default.
|
||||||
|
|
||||||
|
'''
|
||||||
|
asdict: dict = structs.asdict(self)
|
||||||
|
if include_non_members:
|
||||||
|
return asdict
|
||||||
|
|
||||||
|
# only return a dict of the struct members
|
||||||
|
# which were provided as input, NOT anything
|
||||||
|
# added as type-defined `@property` methods!
|
||||||
|
sin_props: dict = {}
|
||||||
|
fi: structs.FieldInfo
|
||||||
|
for fi, k, v in self._sin_props():
|
||||||
|
sin_props[k] = asdict[k]
|
||||||
|
|
||||||
|
return sin_props
|
||||||
|
|
||||||
|
def pformat(
|
||||||
|
self,
|
||||||
|
field_indent: int = 2,
|
||||||
|
indent: int = 0,
|
||||||
|
|
||||||
|
) -> str:
|
||||||
|
'''
|
||||||
|
Recursion-safe `pprint.pformat()` style formatting of
|
||||||
|
a `msgspec.Struct` for sane reading by a human using a REPL.
|
||||||
|
|
||||||
|
'''
|
||||||
|
# global whitespace indent
|
||||||
|
ws: str = ' '*indent
|
||||||
|
|
||||||
|
# field whitespace indent
|
||||||
|
field_ws: str = ' '*(field_indent + indent)
|
||||||
|
|
||||||
|
# qtn: str = ws + self.__class__.__qualname__
|
||||||
|
qtn: str = self.__class__.__qualname__
|
||||||
|
|
||||||
|
obj_str: str = '' # accumulator
|
||||||
|
fi: structs.FieldInfo
|
||||||
|
k: str
|
||||||
|
v: Any
|
||||||
|
for fi, k, v in self._sin_props():
|
||||||
|
|
||||||
|
# TODO: how can we prefer `Literal['option1', 'option2,
|
||||||
|
# ..]` over .__name__ == `Literal` but still get only the
|
||||||
|
# latter for simple types like `str | int | None` etc..?
|
||||||
|
ft: type = fi.type
|
||||||
|
typ_name: str = getattr(ft, '__name__', str(ft))
|
||||||
|
|
||||||
|
# recurse to get sub-struct's `.pformat()` output Bo
|
||||||
|
if isinstance(v, Struct):
|
||||||
|
val_str: str = v.pformat(
|
||||||
|
indent=field_indent + indent,
|
||||||
|
field_indent=indent + field_indent,
|
||||||
|
)
|
||||||
|
|
||||||
|
else: # the `pprint` recursion-safe format:
|
||||||
|
# https://docs.python.org/3.11/library/pprint.html#pprint.saferepr
|
||||||
|
val_str: str = saferepr(v)
|
||||||
|
|
||||||
|
obj_str += (field_ws + f'{k}: {typ_name} = {val_str},\n')
|
||||||
|
|
||||||
|
return (
|
||||||
|
f'{qtn}(\n'
|
||||||
|
f'{obj_str}'
|
||||||
|
f'{ws})'
|
||||||
|
)
|
||||||
|
|
||||||
|
# TODO: use a pprint.PrettyPrinter instance around ONLY rendering
|
||||||
|
# inside a known tty?
|
||||||
|
# def __repr__(self) -> str:
|
||||||
|
# ...
|
||||||
|
|
||||||
|
# __str__ = __repr__ = pformat
|
||||||
|
__repr__ = pformat
|
||||||
|
|
||||||
|
def copy(
|
||||||
|
self,
|
||||||
|
update: dict | None = None,
|
||||||
|
|
||||||
|
) -> Struct:
|
||||||
|
'''
|
||||||
|
Validate-typecast all self defined fields, return a copy of
|
||||||
|
us with all such fields.
|
||||||
|
|
||||||
|
NOTE: This is kinda like the default behaviour in
|
||||||
|
`pydantic.BaseModel` except a copy of the object is
|
||||||
|
returned making it compat with `frozen=True`.
|
||||||
|
|
||||||
|
'''
|
||||||
|
if update:
|
||||||
|
for k, v in update.items():
|
||||||
|
setattr(self, k, v)
|
||||||
|
|
||||||
|
# NOTE: roundtrip serialize to validate
|
||||||
|
# - enode to msgpack binary format,
|
||||||
|
# - decode that back to a struct.
|
||||||
|
return msgpack.Decoder(type=type(self)).decode(
|
||||||
|
msgpack.Encoder().encode(self)
|
||||||
|
)
|
||||||
|
|
||||||
|
def typecast(
|
||||||
|
self,
|
||||||
|
|
||||||
|
# TODO: allow only casting a named subset?
|
||||||
|
# fields: set[str] | None = None,
|
||||||
|
|
||||||
|
) -> None:
|
||||||
|
'''
|
||||||
|
Cast all fields using their declared type annotations
|
||||||
|
(kinda like what `pydantic` does by default).
|
||||||
|
|
||||||
|
NOTE: this of course won't work on frozen types, use
|
||||||
|
``.copy()`` above in such cases.
|
||||||
|
|
||||||
|
'''
|
||||||
|
# https://jcristharif.com/msgspec/api.html#msgspec.structs.fields
|
||||||
|
fi: structs.FieldInfo
|
||||||
|
for fi in structs.fields(self):
|
||||||
|
setattr(
|
||||||
|
self,
|
||||||
|
fi.name,
|
||||||
|
fi.type(getattr(self, fi.name)),
|
||||||
|
)
|
||||||
|
|
||||||
|
def __sub__(
|
||||||
|
self,
|
||||||
|
other: Struct,
|
||||||
|
|
||||||
|
) -> DiffDump[tuple[str, Any, Any]]:
|
||||||
|
'''
|
||||||
|
Compare fields/items key-wise and return a ``DiffDump``
|
||||||
|
for easy visual REPL comparison B)
|
||||||
|
|
||||||
|
'''
|
||||||
|
diffs: DiffDump[tuple[str, Any, Any]] = DiffDump()
|
||||||
|
for fi in structs.fields(self):
|
||||||
|
attr_name: str = fi.name
|
||||||
|
ours: Any = getattr(self, attr_name)
|
||||||
|
theirs: Any = getattr(other, attr_name)
|
||||||
|
if ours != theirs:
|
||||||
|
diffs.append((
|
||||||
|
attr_name,
|
||||||
|
ours,
|
||||||
|
theirs,
|
||||||
|
))
|
||||||
|
|
||||||
|
return diffs
|
||||||
|
|
|
||||||
|
|
@ -21,24 +21,20 @@ 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 (
|
||||||
QEvent,
|
QEvent,
|
||||||
)
|
)
|
||||||
from . import _chart
|
|
||||||
from . import _event
|
|
||||||
from . import _search
|
|
||||||
from ..accounting import unpack_fqme
|
|
||||||
from ..data._symcache import open_symcache
|
|
||||||
from ..data.feed import install_brokerd_search
|
|
||||||
from ..log import (
|
|
||||||
get_logger,
|
|
||||||
get_console_log,
|
|
||||||
)
|
|
||||||
from ..service import maybe_spawn_brokerd
|
from ..service import maybe_spawn_brokerd
|
||||||
|
from . import _event
|
||||||
from ._exec import run_qtractor
|
from ._exec import run_qtractor
|
||||||
|
from ..data.feed import install_brokerd_search
|
||||||
|
from ..data._symcache import open_symcache
|
||||||
|
from ..accounting import unpack_fqme
|
||||||
|
from . import _search
|
||||||
|
from ._chart import GodWidget
|
||||||
|
from ..log import get_logger
|
||||||
|
|
||||||
log = get_logger(__name__)
|
log = get_logger(__name__)
|
||||||
|
|
||||||
|
|
@ -76,8 +72,8 @@ async def load_provider_search(
|
||||||
|
|
||||||
async def _async_main(
|
async def _async_main(
|
||||||
|
|
||||||
# implicit required argument provided by `qtractor_run()`
|
# implicit required argument provided by ``qtractor_run()``
|
||||||
main_widget: _chart.GodWidget,
|
main_widget: GodWidget,
|
||||||
|
|
||||||
syms: list[str],
|
syms: list[str],
|
||||||
brokers: dict[str, ModuleType],
|
brokers: dict[str, ModuleType],
|
||||||
|
|
@ -90,16 +86,6 @@ async def _async_main(
|
||||||
Provision the "main" widget with initial symbol data and root nursery.
|
Provision the "main" widget with initial symbol data and root nursery.
|
||||||
|
|
||||||
"""
|
"""
|
||||||
# enable chart's console logging
|
|
||||||
if loglevel:
|
|
||||||
get_console_log(
|
|
||||||
level=loglevel,
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
# set as singleton
|
|
||||||
_chart._godw = main_widget
|
|
||||||
|
|
||||||
from . import _display
|
from . import _display
|
||||||
from ._pg_overrides import _do_overrides
|
from ._pg_overrides import _do_overrides
|
||||||
_do_overrides()
|
_do_overrides()
|
||||||
|
|
@ -130,7 +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
|
||||||
|
|
@ -214,6 +199,6 @@ def _main(
|
||||||
brokermods,
|
brokermods,
|
||||||
piker_loglevel,
|
piker_loglevel,
|
||||||
),
|
),
|
||||||
main_widget_type=_chart.GodWidget,
|
main_widget_type=GodWidget,
|
||||||
tractor_kwargs=tractor_kwargs,
|
tractor_kwargs=tractor_kwargs,
|
||||||
)
|
)
|
||||||
|
|
|
||||||
|
|
@ -29,9 +29,11 @@ from typing import (
|
||||||
)
|
)
|
||||||
|
|
||||||
import pyqtgraph as pg
|
import pyqtgraph as pg
|
||||||
|
import trio
|
||||||
|
|
||||||
from piker.ui.qt import (
|
from piker.ui.qt import (
|
||||||
QtCore,
|
QtCore,
|
||||||
|
QtWidgets,
|
||||||
Qt,
|
Qt,
|
||||||
QLineF,
|
QLineF,
|
||||||
QFrame,
|
QFrame,
|
||||||
|
|
@ -40,7 +42,6 @@ from piker.ui.qt import (
|
||||||
QVBoxLayout,
|
QVBoxLayout,
|
||||||
QSplitter,
|
QSplitter,
|
||||||
)
|
)
|
||||||
from ._widget import GodWidget
|
|
||||||
from ._axes import (
|
from ._axes import (
|
||||||
DynamicDateAxis,
|
DynamicDateAxis,
|
||||||
PriceAxis,
|
PriceAxis,
|
||||||
|
|
@ -61,6 +62,10 @@ from ._style import (
|
||||||
_xaxis_at,
|
_xaxis_at,
|
||||||
# _min_points_to_show,
|
# _min_points_to_show,
|
||||||
)
|
)
|
||||||
|
from ..data.feed import (
|
||||||
|
Feed,
|
||||||
|
Flume,
|
||||||
|
)
|
||||||
from ..accounting import (
|
from ..accounting import (
|
||||||
MktPair,
|
MktPair,
|
||||||
)
|
)
|
||||||
|
|
@ -74,12 +79,286 @@ from . import _pg_overrides as pgo
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from ._display import DisplayState
|
from ._display import DisplayState
|
||||||
from ..data.flows import Flume
|
|
||||||
from ..data.feed import Feed
|
|
||||||
|
|
||||||
log = get_logger(__name__)
|
log = get_logger(__name__)
|
||||||
|
|
||||||
|
|
||||||
|
class GodWidget(QWidget):
|
||||||
|
'''
|
||||||
|
"Our lord and savior, the holy child of window-shua, there is no
|
||||||
|
widget above thee." - 6|6
|
||||||
|
|
||||||
|
The highest level composed widget which contains layouts for
|
||||||
|
organizing charts as well as other sub-widgets used to control or
|
||||||
|
modify them.
|
||||||
|
|
||||||
|
'''
|
||||||
|
search: SearchWidget
|
||||||
|
mode_name: str = 'god'
|
||||||
|
|
||||||
|
def __init__(
|
||||||
|
|
||||||
|
self,
|
||||||
|
parent=None,
|
||||||
|
|
||||||
|
) -> None:
|
||||||
|
|
||||||
|
super().__init__(parent)
|
||||||
|
|
||||||
|
self.search: SearchWidget | None = None
|
||||||
|
|
||||||
|
self.hbox = QHBoxLayout(self)
|
||||||
|
self.hbox.setContentsMargins(0, 0, 0, 0)
|
||||||
|
self.hbox.setSpacing(6)
|
||||||
|
self.hbox.setAlignment(Qt.AlignTop)
|
||||||
|
|
||||||
|
self.vbox = QVBoxLayout()
|
||||||
|
self.vbox.setContentsMargins(0, 0, 0, 0)
|
||||||
|
self.vbox.setSpacing(2)
|
||||||
|
self.vbox.setAlignment(Qt.AlignTop)
|
||||||
|
|
||||||
|
self.hbox.addLayout(self.vbox)
|
||||||
|
|
||||||
|
self._chart_cache: dict[
|
||||||
|
str,
|
||||||
|
tuple[LinkedSplits, LinkedSplits],
|
||||||
|
] = {}
|
||||||
|
|
||||||
|
self.hist_linked: LinkedSplits | None = None
|
||||||
|
self.rt_linked: LinkedSplits | None = None
|
||||||
|
self._active_cursor: Cursor | None = None
|
||||||
|
|
||||||
|
# assigned in the startup func `_async_main()`
|
||||||
|
self._root_n: trio.Nursery = None
|
||||||
|
|
||||||
|
self._widgets: dict[str, QWidget] = {}
|
||||||
|
self._resizing: bool = False
|
||||||
|
|
||||||
|
# TODO: do we need this, when would god get resized
|
||||||
|
# and the window does not? Never right?!
|
||||||
|
# self.reg_for_resize(self)
|
||||||
|
|
||||||
|
# TODO: strat loader/saver that we don't need yet.
|
||||||
|
# def init_strategy_ui(self):
|
||||||
|
# self.toolbar_layout = QHBoxLayout()
|
||||||
|
# self.toolbar_layout.setContentsMargins(0, 0, 0, 0)
|
||||||
|
# self.vbox.addLayout(self.toolbar_layout)
|
||||||
|
# self.strategy_box = StrategyBoxWidget(self)
|
||||||
|
# self.toolbar_layout.addWidget(self.strategy_box)
|
||||||
|
|
||||||
|
@property
|
||||||
|
def linkedsplits(self) -> LinkedSplits:
|
||||||
|
return self.rt_linked
|
||||||
|
|
||||||
|
def set_chart_symbols(
|
||||||
|
self,
|
||||||
|
group_key: tuple[str], # of form <fqme>.<providername>
|
||||||
|
all_linked: tuple[LinkedSplits, LinkedSplits], # type: ignore
|
||||||
|
|
||||||
|
) -> None:
|
||||||
|
# re-sort org cache symbol list in LIFO order
|
||||||
|
cache = self._chart_cache
|
||||||
|
cache.pop(group_key, None)
|
||||||
|
cache[group_key] = all_linked
|
||||||
|
|
||||||
|
def get_chart_symbols(
|
||||||
|
self,
|
||||||
|
symbol_key: str,
|
||||||
|
|
||||||
|
) -> tuple[LinkedSplits, LinkedSplits]: # type: ignore
|
||||||
|
return self._chart_cache.get(symbol_key)
|
||||||
|
|
||||||
|
async def load_symbols(
|
||||||
|
self,
|
||||||
|
fqmes: list[str],
|
||||||
|
loglevel: str,
|
||||||
|
reset: bool = False,
|
||||||
|
|
||||||
|
) -> trio.Event:
|
||||||
|
'''
|
||||||
|
Load a new contract into the charting app.
|
||||||
|
|
||||||
|
Expects a ``numpy`` structured array containing all the ohlcv fields.
|
||||||
|
|
||||||
|
'''
|
||||||
|
# NOTE: for now we use the first symbol in the set as the "key"
|
||||||
|
# for the overlay of feeds on the chart.
|
||||||
|
group_key: tuple[str] = tuple(fqmes)
|
||||||
|
|
||||||
|
all_linked = self.get_chart_symbols(group_key)
|
||||||
|
order_mode_started = trio.Event()
|
||||||
|
|
||||||
|
if not self.vbox.isEmpty():
|
||||||
|
|
||||||
|
# XXX: seems to make switching slower?
|
||||||
|
# qframe = self.hist_linked.chart.qframe
|
||||||
|
# if qframe.sidepane is self.search:
|
||||||
|
# qframe.hbox.removeWidget(self.search)
|
||||||
|
|
||||||
|
for linked in [self.rt_linked, self.hist_linked]:
|
||||||
|
# XXX: this is CRITICAL especially with pixel buffer caching
|
||||||
|
linked.hide()
|
||||||
|
linked.unfocus()
|
||||||
|
|
||||||
|
# XXX: pretty sure we don't need this
|
||||||
|
# remove any existing plots?
|
||||||
|
# XXX: ahh we might want to support cache unloading..
|
||||||
|
# self.vbox.removeWidget(linked)
|
||||||
|
|
||||||
|
# switching to a new viewable chart
|
||||||
|
if all_linked is None or reset:
|
||||||
|
from ._display import display_symbol_data
|
||||||
|
|
||||||
|
# we must load a fresh linked charts set
|
||||||
|
self.rt_linked = rt_charts = LinkedSplits(self)
|
||||||
|
self.hist_linked = hist_charts = LinkedSplits(self)
|
||||||
|
|
||||||
|
# spawn new task to start up and update new sub-chart instances
|
||||||
|
self._root_n.start_soon(
|
||||||
|
display_symbol_data,
|
||||||
|
self,
|
||||||
|
fqmes,
|
||||||
|
loglevel,
|
||||||
|
order_mode_started,
|
||||||
|
)
|
||||||
|
|
||||||
|
# self.vbox.addWidget(hist_charts)
|
||||||
|
self.vbox.addWidget(rt_charts)
|
||||||
|
self.set_chart_symbols(
|
||||||
|
group_key,
|
||||||
|
(hist_charts, rt_charts),
|
||||||
|
)
|
||||||
|
|
||||||
|
for linked in [hist_charts, rt_charts]:
|
||||||
|
linked.show()
|
||||||
|
linked.focus()
|
||||||
|
|
||||||
|
await trio.sleep(0)
|
||||||
|
|
||||||
|
else:
|
||||||
|
# symbol is already loaded and ems ready
|
||||||
|
order_mode_started.set()
|
||||||
|
|
||||||
|
self.hist_linked, self.rt_linked = all_linked
|
||||||
|
|
||||||
|
for linked in all_linked:
|
||||||
|
# TODO:
|
||||||
|
# - we'll probably want per-instrument/provider state here?
|
||||||
|
# change the order config form over to the new chart
|
||||||
|
|
||||||
|
# chart is already in memory so just focus it
|
||||||
|
linked.show()
|
||||||
|
linked.focus()
|
||||||
|
linked.graphics_cycle()
|
||||||
|
await trio.sleep(0)
|
||||||
|
|
||||||
|
# resume feeds *after* rendering chart view asap
|
||||||
|
chart = linked.chart
|
||||||
|
if chart:
|
||||||
|
chart.resume_all_feeds()
|
||||||
|
|
||||||
|
# TODO: we need a check to see if the chart
|
||||||
|
# last had the xlast in view, if so then shift so it's
|
||||||
|
# still in view, if the user was viewing history then
|
||||||
|
# do nothing yah?
|
||||||
|
self.rt_linked.chart.main_viz.default_view(
|
||||||
|
do_min_bars=True,
|
||||||
|
)
|
||||||
|
|
||||||
|
# if a history chart instance is already up then
|
||||||
|
# set the search widget as its sidepane.
|
||||||
|
hist_chart = self.hist_linked.chart
|
||||||
|
if hist_chart:
|
||||||
|
hist_chart.qframe.set_sidepane(self.search)
|
||||||
|
|
||||||
|
# NOTE: this is really stupid/hard to follow.
|
||||||
|
# we have to reposition the active position nav
|
||||||
|
# **AFTER** applying the search bar as a sidepane
|
||||||
|
# to the newly switched to symbol.
|
||||||
|
await trio.sleep(0)
|
||||||
|
|
||||||
|
# TODO: probably stick this in some kinda `LooknFeel` API?
|
||||||
|
for tracker in self.rt_linked.mode.trackers.values():
|
||||||
|
pp_nav = tracker.nav
|
||||||
|
if tracker.live_pp.cumsize:
|
||||||
|
pp_nav.show()
|
||||||
|
pp_nav.hide_info()
|
||||||
|
else:
|
||||||
|
pp_nav.hide()
|
||||||
|
|
||||||
|
# set window titlebar info
|
||||||
|
symbol = self.rt_linked.mkt
|
||||||
|
if symbol is not None:
|
||||||
|
self.window.setWindowTitle(
|
||||||
|
f'{symbol.fqme} '
|
||||||
|
f'tick:{symbol.size_tick}'
|
||||||
|
)
|
||||||
|
|
||||||
|
return order_mode_started
|
||||||
|
|
||||||
|
def focus(self) -> None:
|
||||||
|
'''
|
||||||
|
Focus the top level widget which in turn focusses the chart
|
||||||
|
ala "view mode".
|
||||||
|
|
||||||
|
'''
|
||||||
|
# go back to view-mode focus (aka chart focus)
|
||||||
|
self.clearFocus()
|
||||||
|
chart = self.rt_linked.chart
|
||||||
|
if chart:
|
||||||
|
chart.setFocus()
|
||||||
|
|
||||||
|
def reg_for_resize(
|
||||||
|
self,
|
||||||
|
widget: QWidget,
|
||||||
|
) -> None:
|
||||||
|
getattr(widget, 'on_resize')
|
||||||
|
self._widgets[widget.mode_name] = widget
|
||||||
|
|
||||||
|
def on_win_resize(self, event: QtCore.QEvent) -> None:
|
||||||
|
'''
|
||||||
|
Top level god widget handler from window (the real yaweh) resize
|
||||||
|
events such that any registered widgets which wish to be
|
||||||
|
notified are invoked using our pythonic `.on_resize()` method
|
||||||
|
api.
|
||||||
|
|
||||||
|
Where we do UX magic to make things not suck B)
|
||||||
|
|
||||||
|
'''
|
||||||
|
if self._resizing:
|
||||||
|
return
|
||||||
|
|
||||||
|
self._resizing = True
|
||||||
|
|
||||||
|
log.info('God widget resize')
|
||||||
|
for name, widget in self._widgets.items():
|
||||||
|
widget.on_resize()
|
||||||
|
|
||||||
|
self._resizing = False
|
||||||
|
|
||||||
|
# on_resize = on_win_resize
|
||||||
|
|
||||||
|
def get_cursor(self) -> Cursor:
|
||||||
|
return self._active_cursor
|
||||||
|
|
||||||
|
def iter_linked(self) -> Iterator[LinkedSplits]:
|
||||||
|
for linked in [self.hist_linked, self.rt_linked]:
|
||||||
|
yield linked
|
||||||
|
|
||||||
|
def resize_all(self) -> None:
|
||||||
|
'''
|
||||||
|
Dynamic resize sequence: adjusts all sub-widgets/charts to
|
||||||
|
sensible default ratios of what space is detected as available
|
||||||
|
on the display / window.
|
||||||
|
|
||||||
|
'''
|
||||||
|
rt_linked = self.rt_linked
|
||||||
|
rt_linked.set_split_sizes()
|
||||||
|
self.rt_linked.resize_sidepanes()
|
||||||
|
self.hist_linked.resize_sidepanes(from_linked=rt_linked)
|
||||||
|
self.search.on_resize()
|
||||||
|
|
||||||
|
|
||||||
class ChartnPane(QFrame):
|
class ChartnPane(QFrame):
|
||||||
'''
|
'''
|
||||||
One-off ``QFrame`` composite which pairs a chart
|
One-off ``QFrame`` composite which pairs a chart
|
||||||
|
|
@ -141,6 +420,7 @@ class LinkedSplits(QWidget):
|
||||||
|
|
||||||
'''
|
'''
|
||||||
def __init__(
|
def __init__(
|
||||||
|
|
||||||
self,
|
self,
|
||||||
godwidget: GodWidget,
|
godwidget: GodWidget,
|
||||||
|
|
||||||
|
|
@ -288,8 +568,8 @@ class LinkedSplits(QWidget):
|
||||||
|
|
||||||
# style?
|
# style?
|
||||||
self.chart.setFrameStyle(
|
self.chart.setFrameStyle(
|
||||||
QFrame.Shape.StyledPanel
|
QFrame.Shape.StyledPanel |
|
||||||
|QFrame.Shadow.Plain
|
QFrame.Shadow.Plain
|
||||||
)
|
)
|
||||||
|
|
||||||
return self.chart
|
return self.chart
|
||||||
|
|
@ -752,7 +1032,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
Increment the data view `datums`` steps toward y-axis thus
|
Increment the data view ``datums``` steps toward y-axis thus
|
||||||
"following" the current time slot/step/bar.
|
"following" the current time slot/step/bar.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
|
|
@ -762,7 +1042,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
x_shift = viz.index_step() * datums
|
x_shift = viz.index_step() * datums
|
||||||
|
|
||||||
if datums >= 300:
|
if datums >= 300:
|
||||||
log.warning('FUCKING FIX THE GLOBAL STEP BULLSHIT')
|
print("FUCKING FIX THE GLOBAL STEP BULLSHIT")
|
||||||
# breakpoint()
|
# breakpoint()
|
||||||
return
|
return
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -413,18 +413,9 @@ class Cursor(pg.GraphicsObject):
|
||||||
self,
|
self,
|
||||||
item: pg.GraphicsObject,
|
item: pg.GraphicsObject,
|
||||||
) -> None:
|
) -> None:
|
||||||
assert getattr(
|
assert getattr(item, 'delete'), f"{item} must define a ``.delete()``"
|
||||||
item,
|
|
||||||
'delete',
|
|
||||||
), f"{item} must define a ``.delete()``"
|
|
||||||
self._hovered.add(item)
|
self._hovered.add(item)
|
||||||
|
|
||||||
def is_hovered(
|
|
||||||
self,
|
|
||||||
item: pg.GraphicsObject,
|
|
||||||
) -> bool:
|
|
||||||
return item in self._hovered
|
|
||||||
|
|
||||||
def add_plot(
|
def add_plot(
|
||||||
self,
|
self,
|
||||||
plot: ChartPlotWidget, # noqa
|
plot: ChartPlotWidget, # noqa
|
||||||
|
|
|
||||||
|
|
@ -27,6 +27,7 @@ import pyqtgraph as pg
|
||||||
|
|
||||||
from piker.ui.qt import (
|
from piker.ui.qt import (
|
||||||
QtWidgets,
|
QtWidgets,
|
||||||
|
QGraphicsItem,
|
||||||
Qt,
|
Qt,
|
||||||
QLineF,
|
QLineF,
|
||||||
QRectF,
|
QRectF,
|
||||||
|
|
|
||||||
|
|
@ -45,7 +45,7 @@ from piker.ui.qt import QLineF
|
||||||
from ..data._sharedmem import (
|
from ..data._sharedmem import (
|
||||||
ShmArray,
|
ShmArray,
|
||||||
)
|
)
|
||||||
from ..data.flows import Flume
|
from ..data.feed import Flume
|
||||||
from ..data._formatters import (
|
from ..data._formatters import (
|
||||||
IncrementalFormatter,
|
IncrementalFormatter,
|
||||||
OHLCBarsFmtr, # Plain OHLC renderer
|
OHLCBarsFmtr, # Plain OHLC renderer
|
||||||
|
|
|
||||||
|
|
@ -21,7 +21,6 @@ this module ties together quote and computational (fsp) streams with
|
||||||
graphics update methods via our custom ``pyqtgraph`` charting api.
|
graphics update methods via our custom ``pyqtgraph`` charting api.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
from functools import partial
|
|
||||||
import itertools
|
import itertools
|
||||||
from math import floor
|
from math import floor
|
||||||
import time
|
import time
|
||||||
|
|
@ -209,7 +208,6 @@ class DisplayState(Struct):
|
||||||
async def increment_history_view(
|
async def increment_history_view(
|
||||||
# min_istream: tractor.MsgStream,
|
# min_istream: tractor.MsgStream,
|
||||||
ds: DisplayState,
|
ds: DisplayState,
|
||||||
loglevel: str = 'warning',
|
|
||||||
):
|
):
|
||||||
hist_chart: ChartPlotWidget = ds.hist_chart
|
hist_chart: ChartPlotWidget = ds.hist_chart
|
||||||
hist_viz: Viz = ds.hist_viz
|
hist_viz: Viz = ds.hist_viz
|
||||||
|
|
@ -231,10 +229,7 @@ async def increment_history_view(
|
||||||
hist_viz.reset_graphics()
|
hist_viz.reset_graphics()
|
||||||
# hist_viz.update_graphics(force_redraw=True)
|
# hist_viz.update_graphics(force_redraw=True)
|
||||||
|
|
||||||
async with open_sample_stream(
|
async with open_sample_stream(1.) as min_istream:
|
||||||
period_s=1.,
|
|
||||||
loglevel=loglevel,
|
|
||||||
) as min_istream:
|
|
||||||
async for msg in min_istream:
|
async for msg in min_istream:
|
||||||
|
|
||||||
profiler = Profiler(
|
profiler = Profiler(
|
||||||
|
|
@ -315,6 +310,7 @@ async def increment_history_view(
|
||||||
|
|
||||||
|
|
||||||
async def graphics_update_loop(
|
async def graphics_update_loop(
|
||||||
|
|
||||||
dss: dict[str, DisplayState],
|
dss: dict[str, DisplayState],
|
||||||
nurse: trio.Nursery,
|
nurse: trio.Nursery,
|
||||||
godwidget: GodWidget,
|
godwidget: GodWidget,
|
||||||
|
|
@ -323,7 +319,6 @@ async def graphics_update_loop(
|
||||||
|
|
||||||
pis: dict[str, list[pgo.PlotItem, pgo.PlotItem]] = {},
|
pis: dict[str, list[pgo.PlotItem, pgo.PlotItem]] = {},
|
||||||
vlm_charts: dict[str, ChartPlotWidget] = {},
|
vlm_charts: dict[str, ChartPlotWidget] = {},
|
||||||
loglevel: str = 'warning',
|
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
|
|
@ -467,12 +462,9 @@ async def graphics_update_loop(
|
||||||
# })
|
# })
|
||||||
|
|
||||||
nurse.start_soon(
|
nurse.start_soon(
|
||||||
partial(
|
|
||||||
increment_history_view,
|
increment_history_view,
|
||||||
# min_istream,
|
# min_istream,
|
||||||
ds=ds,
|
ds,
|
||||||
loglevel=loglevel,
|
|
||||||
),
|
|
||||||
)
|
)
|
||||||
await trio.sleep(0)
|
await trio.sleep(0)
|
||||||
|
|
||||||
|
|
@ -519,19 +511,14 @@ async def graphics_update_loop(
|
||||||
fast_chart.linked.isHidden()
|
fast_chart.linked.isHidden()
|
||||||
or not rt_pi.isVisible()
|
or not rt_pi.isVisible()
|
||||||
):
|
):
|
||||||
log.debug(
|
print(f'{fqme} skipping update for HIDDEN CHART')
|
||||||
f'{fqme} skipping update for HIDDEN CHART'
|
|
||||||
)
|
|
||||||
fast_chart.pause_all_feeds()
|
fast_chart.pause_all_feeds()
|
||||||
continue
|
continue
|
||||||
|
|
||||||
ic = fast_chart.view._in_interact
|
ic = fast_chart.view._in_interact
|
||||||
if ic:
|
if ic:
|
||||||
fast_chart.pause_all_feeds()
|
fast_chart.pause_all_feeds()
|
||||||
log.debug(
|
print(f'{fqme} PAUSING DURING INTERACTION')
|
||||||
f'Pausing chart updaates during interaction\n'
|
|
||||||
f'fqme: {fqme!r}'
|
|
||||||
)
|
|
||||||
await ic.wait()
|
await ic.wait()
|
||||||
fast_chart.resume_all_feeds()
|
fast_chart.resume_all_feeds()
|
||||||
|
|
||||||
|
|
@ -1458,10 +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,
|
||||||
|
|
@ -1604,18 +1588,15 @@ async def display_symbol_data(
|
||||||
# start update loop task
|
# start update loop task
|
||||||
dss: dict[str, DisplayState] = {}
|
dss: dict[str, DisplayState] = {}
|
||||||
ln.start_soon(
|
ln.start_soon(
|
||||||
partial(
|
|
||||||
graphics_update_loop,
|
graphics_update_loop,
|
||||||
dss=dss,
|
dss,
|
||||||
nurse=ln,
|
ln,
|
||||||
godwidget=godwidget,
|
godwidget,
|
||||||
feed=feed,
|
feed,
|
||||||
# min_istream,
|
# min_istream,
|
||||||
|
|
||||||
pis=pis,
|
pis,
|
||||||
vlm_charts=vlm_charts,
|
vlm_charts,
|
||||||
loglevel=loglevel,
|
|
||||||
)
|
|
||||||
)
|
)
|
||||||
|
|
||||||
# boot order-mode
|
# boot order-mode
|
||||||
|
|
|
||||||
|
|
@ -21,7 +21,6 @@ Higher level annotation editors.
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
from collections import defaultdict
|
from collections import defaultdict
|
||||||
from typing import (
|
from typing import (
|
||||||
Literal,
|
|
||||||
Sequence,
|
Sequence,
|
||||||
TYPE_CHECKING,
|
TYPE_CHECKING,
|
||||||
)
|
)
|
||||||
|
|
@ -55,11 +54,6 @@ from ._style import (
|
||||||
from ._lines import LevelLine
|
from ._lines import LevelLine
|
||||||
from ..log import get_logger
|
from ..log import get_logger
|
||||||
|
|
||||||
# TODO, rm the cycle here!
|
|
||||||
from ._widget import (
|
|
||||||
GodWidget,
|
|
||||||
)
|
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from ._chart import (
|
from ._chart import (
|
||||||
GodWidget,
|
GodWidget,
|
||||||
|
|
@ -72,18 +66,9 @@ log = get_logger(__name__)
|
||||||
|
|
||||||
|
|
||||||
class ArrowEditor(Struct):
|
class ArrowEditor(Struct):
|
||||||
'''
|
|
||||||
Annotate a chart-view with arrows most often used for indicating,
|
|
||||||
- order txns/clears,
|
|
||||||
- positions directions,
|
|
||||||
- general points-of-interest like nooz events.
|
|
||||||
|
|
||||||
'''
|
|
||||||
godw: GodWidget = None # type: ignore # noqa
|
godw: GodWidget = None # type: ignore # noqa
|
||||||
_arrows: dict[
|
_arrows: dict[str, list[pg.ArrowItem]] = {}
|
||||||
str,
|
|
||||||
list[pg.ArrowItem]
|
|
||||||
] = {}
|
|
||||||
|
|
||||||
def add(
|
def add(
|
||||||
self,
|
self,
|
||||||
|
|
@ -91,19 +76,8 @@ class ArrowEditor(Struct):
|
||||||
uid: str,
|
uid: str,
|
||||||
x: float,
|
x: float,
|
||||||
y: float,
|
y: float,
|
||||||
color: str|None = None,
|
color: str = 'default',
|
||||||
pointing: Literal[
|
pointing: str | None = None,
|
||||||
'up',
|
|
||||||
'down',
|
|
||||||
None,
|
|
||||||
] = None,
|
|
||||||
alpha: int = 255,
|
|
||||||
zval: float = 1e9,
|
|
||||||
headLen: float|None = None,
|
|
||||||
headWidth: float|None = None,
|
|
||||||
tailLen: float|None = None,
|
|
||||||
tailWidth: float|None = None,
|
|
||||||
pxMode: bool = True,
|
|
||||||
|
|
||||||
) -> pg.ArrowItem:
|
) -> pg.ArrowItem:
|
||||||
'''
|
'''
|
||||||
|
|
@ -119,83 +93,29 @@ class ArrowEditor(Struct):
|
||||||
# scale arrow sizing to dpi-aware font
|
# scale arrow sizing to dpi-aware font
|
||||||
size = _font.font.pixelSize() * 0.8
|
size = _font.font.pixelSize() * 0.8
|
||||||
|
|
||||||
# allow caller override of head dimensions
|
|
||||||
if headLen is None:
|
|
||||||
headLen = size
|
|
||||||
if headWidth is None:
|
|
||||||
headWidth = size/2
|
|
||||||
# tail params default to None (no tail)
|
|
||||||
if tailWidth is None:
|
|
||||||
tailWidth = 3
|
|
||||||
|
|
||||||
color = color or 'default'
|
|
||||||
color = QColor(hcolor(color))
|
|
||||||
color.setAlpha(alpha)
|
|
||||||
pen = fn.mkPen(color, width=1)
|
|
||||||
brush = fn.mkBrush(color)
|
|
||||||
arrow = pg.ArrowItem(
|
arrow = pg.ArrowItem(
|
||||||
angle=angle,
|
angle=angle,
|
||||||
baseAngle=0,
|
baseAngle=0,
|
||||||
headLen=headLen,
|
headLen=size,
|
||||||
headWidth=headWidth,
|
headWidth=size/2,
|
||||||
tailLen=tailLen,
|
tailLen=None,
|
||||||
tailWidth=tailWidth,
|
pxMode=True,
|
||||||
pxMode=pxMode,
|
|
||||||
# coloring
|
|
||||||
pen=pen,
|
|
||||||
brush=brush,
|
|
||||||
)
|
|
||||||
arrow.setZValue(zval)
|
|
||||||
arrow.setPos(x, y)
|
|
||||||
plot.addItem(arrow) # render to view
|
|
||||||
|
|
||||||
# register for removal
|
# coloring
|
||||||
arrow._uid = uid
|
pen=pg.mkPen(hcolor('papas_special')),
|
||||||
self._arrows.setdefault(
|
brush=pg.mkBrush(hcolor(color)),
|
||||||
uid, []
|
)
|
||||||
).append(arrow)
|
arrow.setPos(x, y)
|
||||||
|
self._arrows.setdefault(uid, []).append(arrow)
|
||||||
|
|
||||||
|
# render to view
|
||||||
|
plot.addItem(arrow)
|
||||||
|
|
||||||
return arrow
|
return arrow
|
||||||
|
|
||||||
def remove(
|
def remove(self, arrow) -> bool:
|
||||||
self,
|
|
||||||
arrow: pg.ArrowItem,
|
|
||||||
) -> None:
|
|
||||||
'''
|
|
||||||
Remove a *single arrow* from all chart views to which it was
|
|
||||||
added.
|
|
||||||
|
|
||||||
'''
|
|
||||||
uid: str = arrow._uid
|
|
||||||
arrows: list[pg.ArrowItem] = self._arrows[uid]
|
|
||||||
log.info(
|
|
||||||
f'Removing arrow from views\n'
|
|
||||||
f'uid: {uid!r}\n'
|
|
||||||
f'{arrow!r}\n'
|
|
||||||
)
|
|
||||||
for linked in self.godw.iter_linked():
|
for linked in self.godw.iter_linked():
|
||||||
if not (chart := linked.chart):
|
linked.chart.plotItem.removeItem(arrow)
|
||||||
continue
|
|
||||||
|
|
||||||
chart.plotItem.removeItem(arrow)
|
|
||||||
try:
|
|
||||||
arrows.remove(arrow)
|
|
||||||
except ValueError:
|
|
||||||
log.warning(
|
|
||||||
f'Arrow was already removed?\n'
|
|
||||||
f'uid: {uid!r}\n'
|
|
||||||
f'{arrow!r}\n'
|
|
||||||
)
|
|
||||||
|
|
||||||
def remove_all(self) -> set[pg.ArrowItem]:
|
|
||||||
'''
|
|
||||||
Remove all arrows added by this editor from all
|
|
||||||
chart-views.
|
|
||||||
|
|
||||||
'''
|
|
||||||
for uid, arrows in self._arrows.items():
|
|
||||||
for arrow in arrows:
|
|
||||||
self.remove(arrow)
|
|
||||||
|
|
||||||
|
|
||||||
class LineEditor(Struct):
|
class LineEditor(Struct):
|
||||||
|
|
@ -341,9 +261,6 @@ class LineEditor(Struct):
|
||||||
|
|
||||||
return lines
|
return lines
|
||||||
|
|
||||||
# compat with ArrowEditor
|
|
||||||
remove = remove_line
|
|
||||||
|
|
||||||
|
|
||||||
def as_point(
|
def as_point(
|
||||||
pair: Sequence[float, float] | QPointF,
|
pair: Sequence[float, float] | QPointF,
|
||||||
|
|
@ -692,6 +609,3 @@ class SelectRect(QtWidgets.QGraphicsRectItem):
|
||||||
|
|
||||||
):
|
):
|
||||||
scen.removeItem(self._label_proxy)
|
scen.removeItem(self._label_proxy)
|
||||||
|
|
||||||
# compat with ArrowEditor
|
|
||||||
remove = delete
|
|
||||||
|
|
|
||||||
|
|
@ -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(
|
||||||
|
|
|
||||||
|
|
@ -56,7 +56,7 @@ from . import _style
|
||||||
|
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from ._widget import GodWidget
|
from ._chart import GodWidget
|
||||||
|
|
||||||
|
|
||||||
log = get_logger(__name__)
|
log = get_logger(__name__)
|
||||||
|
|
@ -91,10 +91,6 @@ def run_qtractor(
|
||||||
window_type: QMainWindow = None,
|
window_type: QMainWindow = None,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
|
||||||
Run the Qt event loop and embed `trio` via guest mode on it.
|
|
||||||
|
|
||||||
'''
|
|
||||||
# avoids annoying message when entering debugger from qt loop
|
# avoids annoying message when entering debugger from qt loop
|
||||||
pyqtRemoveInputHook()
|
pyqtRemoveInputHook()
|
||||||
|
|
||||||
|
|
@ -174,7 +170,7 @@ def run_qtractor(
|
||||||
# hook into app focus change events
|
# hook into app focus change events
|
||||||
app.focusChanged.connect(window.on_focus_change)
|
app.focusChanged.connect(window.on_focus_change)
|
||||||
|
|
||||||
instance: GodWidget = main_widget_type()
|
instance = main_widget_type()
|
||||||
instance.window = window
|
instance.window = window
|
||||||
|
|
||||||
# override tractor's defaults
|
# override tractor's defaults
|
||||||
|
|
|
||||||
|
|
@ -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
|
||||||
|
|
|
||||||
|
|
@ -87,11 +87,7 @@ def update_fsp_chart(
|
||||||
|
|
||||||
# guard against unreadable case
|
# guard against unreadable case
|
||||||
if not last_row:
|
if not last_row:
|
||||||
log.warning(
|
log.warning(f'Read-race on shm array: {graphics_name}@{shm.token}')
|
||||||
f'Read-race on shm array,\n'
|
|
||||||
f'graphics_name: {graphics_name!r}\n'
|
|
||||||
f'shm.token: {shm.token}\n'
|
|
||||||
)
|
|
||||||
return
|
return
|
||||||
|
|
||||||
# update graphics
|
# update graphics
|
||||||
|
|
@ -183,17 +179,13 @@ async def open_fsp_sidepane(
|
||||||
|
|
||||||
@acm
|
@acm
|
||||||
async def open_fsp_actor_cluster(
|
async def open_fsp_actor_cluster(
|
||||||
names: list[str] = [
|
names: list[str] = ['fsp_0', 'fsp_1'],
|
||||||
'fsp_0',
|
|
||||||
'fsp_1',
|
|
||||||
],
|
|
||||||
|
|
||||||
) -> AsyncGenerator[
|
) -> AsyncGenerator[
|
||||||
int,
|
int,
|
||||||
dict[str, tractor.Portal]
|
dict[str, tractor.Portal]
|
||||||
]:
|
]:
|
||||||
|
|
||||||
# TODO! change to .experimental!
|
|
||||||
from tractor._clustering import open_actor_cluster
|
from tractor._clustering import open_actor_cluster
|
||||||
|
|
||||||
# profiler = Profiler(
|
# profiler = Profiler(
|
||||||
|
|
@ -201,7 +193,7 @@ async def open_fsp_actor_cluster(
|
||||||
# disabled=False
|
# disabled=False
|
||||||
# )
|
# )
|
||||||
async with open_actor_cluster(
|
async with open_actor_cluster(
|
||||||
count=len(names),
|
count=2,
|
||||||
names=names,
|
names=names,
|
||||||
modules=['piker.fsp._engine'],
|
modules=['piker.fsp._engine'],
|
||||||
|
|
||||||
|
|
@ -211,6 +203,7 @@ async def open_fsp_actor_cluster(
|
||||||
|
|
||||||
|
|
||||||
async def run_fsp_ui(
|
async def run_fsp_ui(
|
||||||
|
|
||||||
linkedsplits: LinkedSplits,
|
linkedsplits: LinkedSplits,
|
||||||
flume: Flume,
|
flume: Flume,
|
||||||
started: trio.Event,
|
started: trio.Event,
|
||||||
|
|
@ -501,8 +494,7 @@ class FspAdmin:
|
||||||
|
|
||||||
portal: tractor.Portal = (
|
portal: tractor.Portal = (
|
||||||
self.cluster.get(worker_name)
|
self.cluster.get(worker_name)
|
||||||
or
|
or self.rr_next_portal()
|
||||||
self.rr_next_portal()
|
|
||||||
)
|
)
|
||||||
|
|
||||||
# TODO: this should probably be turned into a
|
# TODO: this should probably be turned into a
|
||||||
|
|
@ -608,7 +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:
|
||||||
|
|
@ -622,8 +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():
|
||||||
|
|
@ -631,10 +620,8 @@ async def open_fsp_admin(
|
||||||
event.set()
|
event.set()
|
||||||
|
|
||||||
|
|
||||||
# TODO, passing in `pikerd` related settings here!
|
|
||||||
# [ ] read in the `tractor` setting for `enable_transports: list`
|
|
||||||
# from the root `conf.toml`!
|
|
||||||
async def open_vlm_displays(
|
async def open_vlm_displays(
|
||||||
|
|
||||||
linked: LinkedSplits,
|
linked: LinkedSplits,
|
||||||
flume: Flume,
|
flume: Flume,
|
||||||
dvlm: bool = True,
|
dvlm: bool = True,
|
||||||
|
|
@ -644,12 +631,12 @@ async def open_vlm_displays(
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
Vlm (volume) subchart displays.
|
Volume subchart displays.
|
||||||
|
|
||||||
Since "volume" is often included directly alongside OHLCV price
|
Since "volume" is often included directly alongside OHLCV price
|
||||||
data, we don't really need a separate FSP-actor + shm array for
|
data, we don't really need a separate FSP-actor + shm array for it
|
||||||
it since it's likely already directly adjacent to OHLC samples
|
since it's likely already directly adjacent to OHLC samples from the
|
||||||
from the data provider.
|
data provider.
|
||||||
|
|
||||||
Further only if volume data is detected (it sometimes isn't provided
|
Further only if volume data is detected (it sometimes isn't provided
|
||||||
eg. forex, certain commodities markets) will volume dependent FSPs
|
eg. forex, certain commodities markets) will volume dependent FSPs
|
||||||
|
|
|
||||||
|
|
@ -43,7 +43,6 @@ from pyqtgraph import (
|
||||||
functions as fn,
|
functions as fn,
|
||||||
)
|
)
|
||||||
import numpy as np
|
import numpy as np
|
||||||
import tractor
|
|
||||||
import trio
|
import trio
|
||||||
|
|
||||||
from piker.ui.qt import (
|
from piker.ui.qt import (
|
||||||
|
|
@ -73,10 +72,7 @@ if TYPE_CHECKING:
|
||||||
GodWidget,
|
GodWidget,
|
||||||
)
|
)
|
||||||
from ._dataviz import Viz
|
from ._dataviz import Viz
|
||||||
from .order_mode import (
|
from .order_mode import OrderMode
|
||||||
OrderMode,
|
|
||||||
Dialog,
|
|
||||||
)
|
|
||||||
from ._display import DisplayState
|
from ._display import DisplayState
|
||||||
|
|
||||||
|
|
||||||
|
|
@ -134,12 +130,7 @@ async def handle_viewmode_kb_inputs(
|
||||||
|
|
||||||
async for kbmsg in recv_chan:
|
async for kbmsg in recv_chan:
|
||||||
event, etype, key, mods, text = kbmsg.to_tuple()
|
event, etype, key, mods, text = kbmsg.to_tuple()
|
||||||
log.debug(
|
log.debug(f'key: {key}, mods: {mods}, text: {text}')
|
||||||
f'View-mode kb-msg received,\n'
|
|
||||||
f'mods: {mods!r}\n'
|
|
||||||
f'key: {key!r}\n'
|
|
||||||
f'text: {text!r}\n'
|
|
||||||
)
|
|
||||||
now = time.time()
|
now = time.time()
|
||||||
period = now - last
|
period = now - last
|
||||||
|
|
||||||
|
|
@ -167,12 +158,8 @@ async def handle_viewmode_kb_inputs(
|
||||||
# have no previous keys or we do and the min_tap period is
|
# have no previous keys or we do and the min_tap period is
|
||||||
# met
|
# met
|
||||||
if (
|
if (
|
||||||
not fast_key_seq
|
not fast_key_seq or
|
||||||
or (
|
period <= min_tap and fast_key_seq
|
||||||
period <= min_tap
|
|
||||||
and
|
|
||||||
fast_key_seq
|
|
||||||
)
|
|
||||||
):
|
):
|
||||||
fast_key_seq.append(text)
|
fast_key_seq.append(text)
|
||||||
log.debug(f'fast keys seqs {fast_key_seq}')
|
log.debug(f'fast keys seqs {fast_key_seq}')
|
||||||
|
|
@ -187,8 +174,7 @@ async def handle_viewmode_kb_inputs(
|
||||||
# UI REPL-shell, with ctrl-p (for "pause")
|
# UI REPL-shell, with ctrl-p (for "pause")
|
||||||
if (
|
if (
|
||||||
ctrl
|
ctrl
|
||||||
and
|
and key in {
|
||||||
key in {
|
|
||||||
Qt.Key_P,
|
Qt.Key_P,
|
||||||
}
|
}
|
||||||
):
|
):
|
||||||
|
|
@ -198,6 +184,7 @@ async def handle_viewmode_kb_inputs(
|
||||||
vlm_chart = chart.linked.subplots['volume'] # noqa
|
vlm_chart = chart.linked.subplots['volume'] # noqa
|
||||||
vlm_viz = vlm_chart.main_viz # noqa
|
vlm_viz = vlm_chart.main_viz # noqa
|
||||||
dvlm_pi = vlm_chart._vizs['dolla_vlm'].plot # noqa
|
dvlm_pi = vlm_chart._vizs['dolla_vlm'].plot # noqa
|
||||||
|
import tractor
|
||||||
await tractor.pause()
|
await tractor.pause()
|
||||||
view.interact_graphics_cycle()
|
view.interact_graphics_cycle()
|
||||||
|
|
||||||
|
|
@ -205,8 +192,7 @@ async def handle_viewmode_kb_inputs(
|
||||||
# shown data `Viz`s for the current chart app.
|
# shown data `Viz`s for the current chart app.
|
||||||
if (
|
if (
|
||||||
ctrl
|
ctrl
|
||||||
and
|
and key in {
|
||||||
key in {
|
|
||||||
Qt.Key_R,
|
Qt.Key_R,
|
||||||
}
|
}
|
||||||
):
|
):
|
||||||
|
|
@ -245,8 +231,7 @@ async def handle_viewmode_kb_inputs(
|
||||||
key == Qt.Key_Escape
|
key == Qt.Key_Escape
|
||||||
or (
|
or (
|
||||||
ctrl
|
ctrl
|
||||||
and
|
and key == Qt.Key_C
|
||||||
key == Qt.Key_C
|
|
||||||
)
|
)
|
||||||
):
|
):
|
||||||
# ctrl-c as cancel
|
# ctrl-c as cancel
|
||||||
|
|
@ -257,35 +242,17 @@ async def handle_viewmode_kb_inputs(
|
||||||
# cancel order or clear graphics
|
# cancel order or clear graphics
|
||||||
if (
|
if (
|
||||||
key == Qt.Key_C
|
key == Qt.Key_C
|
||||||
or
|
or key == Qt.Key_Delete
|
||||||
key == Qt.Key_Delete
|
|
||||||
):
|
):
|
||||||
# log.info('Handling <c> hotkey!')
|
|
||||||
try:
|
|
||||||
dialogs: list[Dialog] = order_mode.cancel_orders_under_cursor()
|
|
||||||
except BaseException:
|
|
||||||
log.exception('Failed to cancel orders !?\n')
|
|
||||||
await tractor.pause()
|
|
||||||
|
|
||||||
if not dialogs:
|
order_mode.cancel_orders_under_cursor()
|
||||||
log.warning(
|
|
||||||
'No orders were cancelled?\n'
|
|
||||||
'Is there an order-line under the cursor?\n'
|
|
||||||
'If you think there IS your DE might be "hiding the mouse" before '
|
|
||||||
'we rx the keyboard input via Qt..\n'
|
|
||||||
'=> Check your DE and/or TWM settings to be sure! <=\n'
|
|
||||||
)
|
|
||||||
# ^TODO?, some way to detect if there's lines and
|
|
||||||
# the DE is cuckin with things?
|
|
||||||
# await tractor.pause()
|
|
||||||
|
|
||||||
# View modes
|
# View modes
|
||||||
if (
|
if (
|
||||||
ctrl
|
ctrl
|
||||||
and (
|
and (
|
||||||
key == Qt.Key_Equal
|
key == Qt.Key_Equal
|
||||||
or
|
or key == Qt.Key_I
|
||||||
key == Qt.Key_I
|
|
||||||
)
|
)
|
||||||
):
|
):
|
||||||
view.wheelEvent(
|
view.wheelEvent(
|
||||||
|
|
@ -297,8 +264,7 @@ async def handle_viewmode_kb_inputs(
|
||||||
ctrl
|
ctrl
|
||||||
and (
|
and (
|
||||||
key == Qt.Key_Minus
|
key == Qt.Key_Minus
|
||||||
or
|
or key == Qt.Key_O
|
||||||
key == Qt.Key_O
|
|
||||||
)
|
)
|
||||||
):
|
):
|
||||||
view.wheelEvent(
|
view.wheelEvent(
|
||||||
|
|
@ -309,8 +275,7 @@ async def handle_viewmode_kb_inputs(
|
||||||
|
|
||||||
elif (
|
elif (
|
||||||
not ctrl
|
not ctrl
|
||||||
and
|
and key == Qt.Key_R
|
||||||
key == Qt.Key_R
|
|
||||||
):
|
):
|
||||||
# NOTE: seems that if we don't yield a Qt render
|
# NOTE: seems that if we don't yield a Qt render
|
||||||
# cycle then the m4 downsampled curves will show here
|
# cycle then the m4 downsampled curves will show here
|
||||||
|
|
@ -512,8 +477,7 @@ async def handle_viewmode_mouse(
|
||||||
# view.raiseContextMenu(event)
|
# view.raiseContextMenu(event)
|
||||||
|
|
||||||
if (
|
if (
|
||||||
view.order_mode.active
|
view.order_mode.active and
|
||||||
and
|
|
||||||
button == QtCore.Qt.LeftButton
|
button == QtCore.Qt.LeftButton
|
||||||
):
|
):
|
||||||
# when in order mode, submit execution
|
# when in order mode, submit execution
|
||||||
|
|
@ -817,8 +781,7 @@ class ChartView(ViewBox):
|
||||||
|
|
||||||
# Scale or translate based on mouse button
|
# Scale or translate based on mouse button
|
||||||
if btn & (
|
if btn & (
|
||||||
QtCore.Qt.LeftButton
|
QtCore.Qt.LeftButton | QtCore.Qt.MidButton
|
||||||
| QtCore.Qt.MidButton
|
|
||||||
):
|
):
|
||||||
# zoom y-axis ONLY when click-n-drag on it
|
# zoom y-axis ONLY when click-n-drag on it
|
||||||
# if axis == 1:
|
# if axis == 1:
|
||||||
|
|
|
||||||
|
|
@ -237,8 +237,8 @@ class LevelLabel(YAxisLabel):
|
||||||
class L1Label(LevelLabel):
|
class L1Label(LevelLabel):
|
||||||
|
|
||||||
text_flags = (
|
text_flags = (
|
||||||
QtCore.Qt.TextFlag.TextDontClip
|
QtCore.Qt.TextDontClip
|
||||||
| QtCore.Qt.AlignmentFlag.AlignLeft
|
| QtCore.Qt.AlignLeft
|
||||||
)
|
)
|
||||||
|
|
||||||
def set_label_str(
|
def set_label_str(
|
||||||
|
|
|
||||||
|
|
@ -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)
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -52,13 +52,10 @@ from ._anchors import (
|
||||||
from ..calc import humanize
|
from ..calc import humanize
|
||||||
from ._label import Label
|
from ._label import Label
|
||||||
from ._style import hcolor, _font
|
from ._style import hcolor, _font
|
||||||
from ..log import get_logger
|
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from ._cursor import Cursor
|
from ._cursor import Cursor
|
||||||
|
|
||||||
log = get_logger(__name__)
|
|
||||||
|
|
||||||
|
|
||||||
# TODO: probably worth investigating if we can
|
# TODO: probably worth investigating if we can
|
||||||
# make .boundingRect() faster:
|
# make .boundingRect() faster:
|
||||||
|
|
@ -350,7 +347,7 @@ class LevelLine(pg.InfiniteLine):
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
# TODO: enter labels edit mode
|
# TODO: enter labels edit mode
|
||||||
log.debug(f'double click {ev}')
|
print(f'double click {ev}')
|
||||||
|
|
||||||
def paint(
|
def paint(
|
||||||
self,
|
self,
|
||||||
|
|
@ -464,19 +461,10 @@ class LevelLine(pg.InfiniteLine):
|
||||||
# hovered
|
# hovered
|
||||||
if (
|
if (
|
||||||
not ev.isExit()
|
not ev.isExit()
|
||||||
and
|
and ev.acceptDrags(QtCore.Qt.LeftButton)
|
||||||
ev.acceptDrags(QtCore.Qt.LeftButton)
|
|
||||||
):
|
):
|
||||||
# if already hovered we don't need to run again
|
# if already hovered we don't need to run again
|
||||||
if (
|
if self.mouseHovering is True:
|
||||||
self.mouseHovering is True
|
|
||||||
and
|
|
||||||
cur.is_hovered(self)
|
|
||||||
):
|
|
||||||
log.debug(
|
|
||||||
f'Already hovering ??\n'
|
|
||||||
f'cur._hovered: {cur._hovered!r}\n'
|
|
||||||
)
|
|
||||||
return
|
return
|
||||||
|
|
||||||
if self.only_show_markers_on_hover:
|
if self.only_show_markers_on_hover:
|
||||||
|
|
@ -493,7 +481,6 @@ class LevelLine(pg.InfiniteLine):
|
||||||
cur._y_label_update = False
|
cur._y_label_update = False
|
||||||
|
|
||||||
# add us to cursor state
|
# add us to cursor state
|
||||||
log.debug(f'Adding line {self!r}\n')
|
|
||||||
cur.add_hovered(self)
|
cur.add_hovered(self)
|
||||||
|
|
||||||
if self._hide_xhair_on_hover:
|
if self._hide_xhair_on_hover:
|
||||||
|
|
@ -521,7 +508,6 @@ class LevelLine(pg.InfiniteLine):
|
||||||
|
|
||||||
self.currentPen = self.pen
|
self.currentPen = self.pen
|
||||||
|
|
||||||
log.debug(f'Removing line {self!r}\n')
|
|
||||||
cur._hovered.remove(self)
|
cur._hovered.remove(self)
|
||||||
|
|
||||||
if self.only_show_markers_on_hover:
|
if self.only_show_markers_on_hover:
|
||||||
|
|
|
||||||
|
|
@ -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
|
||||||
|
|
@ -27,14 +27,11 @@ from contextlib import (
|
||||||
from functools import partial
|
from functools import partial
|
||||||
from pprint import pformat
|
from pprint import pformat
|
||||||
from typing import (
|
from typing import (
|
||||||
|
# Any,
|
||||||
AsyncContextManager,
|
AsyncContextManager,
|
||||||
Literal,
|
|
||||||
)
|
)
|
||||||
from uuid import uuid4
|
|
||||||
|
|
||||||
import pyqtgraph as pg
|
|
||||||
import tractor
|
import tractor
|
||||||
import trio
|
|
||||||
from tractor import trionics
|
from tractor import trionics
|
||||||
from tractor import (
|
from tractor import (
|
||||||
Portal,
|
Portal,
|
||||||
|
|
@ -49,16 +46,12 @@ from piker.brokers import SymbolNotFound
|
||||||
from piker.ui.qt import (
|
from piker.ui.qt import (
|
||||||
QGraphicsItem,
|
QGraphicsItem,
|
||||||
)
|
)
|
||||||
from PyQt6.QtGui import QFont
|
|
||||||
from ._display import DisplayState
|
from ._display import DisplayState
|
||||||
from ._interaction import ChartView
|
from ._interaction import ChartView
|
||||||
from ._editors import (
|
from ._editors import SelectRect
|
||||||
SelectRect,
|
|
||||||
ArrowEditor,
|
|
||||||
)
|
|
||||||
from ._chart import ChartPlotWidget
|
from ._chart import ChartPlotWidget
|
||||||
from ._dataviz import Viz
|
from ._dataviz import Viz
|
||||||
from ._style import hcolor
|
|
||||||
|
|
||||||
log = get_logger(__name__)
|
log = get_logger(__name__)
|
||||||
|
|
||||||
|
|
@ -89,40 +82,8 @@ _ctxs: IpcCtxTable = {}
|
||||||
# the "annotations server" which actually renders to a Qt canvas).
|
# the "annotations server" which actually renders to a Qt canvas).
|
||||||
# type AnnotsTable = dict[int, QGraphicsItem]
|
# type AnnotsTable = dict[int, QGraphicsItem]
|
||||||
AnnotsTable = dict[int, QGraphicsItem]
|
AnnotsTable = dict[int, QGraphicsItem]
|
||||||
EditorsTable = dict[int, ArrowEditor]
|
|
||||||
|
|
||||||
_annots: AnnotsTable = {}
|
_annots: AnnotsTable = {}
|
||||||
_editors: EditorsTable = {}
|
|
||||||
|
|
||||||
def rm_annot(
|
|
||||||
annot: ArrowEditor|SelectRect|pg.TextItem
|
|
||||||
) -> bool:
|
|
||||||
global _editors
|
|
||||||
match annot:
|
|
||||||
case pg.ArrowItem():
|
|
||||||
editor = _editors[annot._uid]
|
|
||||||
editor.remove(annot)
|
|
||||||
# ^TODO? only remove each arrow or all?
|
|
||||||
# if editor._arrows:
|
|
||||||
# editor.remove_all()
|
|
||||||
# else:
|
|
||||||
# log.warning(
|
|
||||||
# f'Annot already removed!\n'
|
|
||||||
# f'{annot!r}\n'
|
|
||||||
# )
|
|
||||||
return True
|
|
||||||
|
|
||||||
case SelectRect():
|
|
||||||
annot.delete()
|
|
||||||
return True
|
|
||||||
|
|
||||||
case pg.TextItem():
|
|
||||||
scene = annot.scene()
|
|
||||||
if scene:
|
|
||||||
scene.removeItem(annot)
|
|
||||||
return True
|
|
||||||
|
|
||||||
return False
|
|
||||||
|
|
||||||
|
|
||||||
async def serve_rc_annots(
|
async def serve_rc_annots(
|
||||||
|
|
@ -133,12 +94,6 @@ async def serve_rc_annots(
|
||||||
annots: AnnotsTable,
|
annots: AnnotsTable,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
|
||||||
A small viz(ualization) server for remote ctl of chart
|
|
||||||
annotations.
|
|
||||||
|
|
||||||
'''
|
|
||||||
global _editors
|
|
||||||
async for msg in annot_req_stream:
|
async for msg in annot_req_stream:
|
||||||
match msg:
|
match msg:
|
||||||
case {
|
case {
|
||||||
|
|
@ -148,77 +103,14 @@ async def serve_rc_annots(
|
||||||
'meth': str(meth),
|
'meth': str(meth),
|
||||||
'kwargs': dict(kwargs),
|
'kwargs': dict(kwargs),
|
||||||
}:
|
}:
|
||||||
|
|
||||||
ds: DisplayState = _dss[fqme]
|
ds: DisplayState = _dss[fqme]
|
||||||
try:
|
|
||||||
chart: ChartPlotWidget = {
|
chart: ChartPlotWidget = {
|
||||||
60: ds.hist_chart,
|
60: ds.hist_chart,
|
||||||
1: ds.chart,
|
1: ds.chart,
|
||||||
}[timeframe]
|
}[timeframe]
|
||||||
except KeyError:
|
|
||||||
msg: str = (
|
|
||||||
f'No chart for timeframe={timeframe}s, '
|
|
||||||
f'skipping rect annotation'
|
|
||||||
)
|
|
||||||
log.exeception(msg)
|
|
||||||
await annot_req_stream.send({'error': msg})
|
|
||||||
continue
|
|
||||||
|
|
||||||
cv: ChartView = chart.cv
|
cv: ChartView = chart.cv
|
||||||
|
|
||||||
# NEW: if timestamps provided, lookup current indices
|
|
||||||
# from shm to ensure alignment with current buffer
|
|
||||||
# state
|
|
||||||
start_time = kwargs.pop('start_time', None)
|
|
||||||
end_time = kwargs.pop('end_time', None)
|
|
||||||
if (
|
|
||||||
start_time is not None
|
|
||||||
and end_time is not None
|
|
||||||
):
|
|
||||||
viz: Viz = chart.get_viz(fqme)
|
|
||||||
shm = viz.shm
|
|
||||||
arr = shm.array
|
|
||||||
|
|
||||||
# lookup start index
|
|
||||||
start_matches = arr[arr['time'] == start_time]
|
|
||||||
if len(start_matches) == 0:
|
|
||||||
msg: str = (
|
|
||||||
f'No shm entry for start_time={start_time}, '
|
|
||||||
f'skipping rect'
|
|
||||||
)
|
|
||||||
log.error(msg)
|
|
||||||
await annot_req_stream.send({'error': msg})
|
|
||||||
continue
|
|
||||||
|
|
||||||
# lookup end index
|
|
||||||
end_matches = arr[arr['time'] == end_time]
|
|
||||||
if len(end_matches) == 0:
|
|
||||||
msg: str = (
|
|
||||||
f'No shm entry for end_time={end_time}, '
|
|
||||||
f'skipping rect'
|
|
||||||
)
|
|
||||||
log.error(msg)
|
|
||||||
await annot_req_stream.send({'error': msg})
|
|
||||||
continue
|
|
||||||
|
|
||||||
# get close price from start bar, open from end
|
|
||||||
# bar
|
|
||||||
start_idx = float(start_matches[0]['index'])
|
|
||||||
end_idx = float(end_matches[0]['index'])
|
|
||||||
start_close = float(start_matches[0]['close'])
|
|
||||||
end_open = float(end_matches[0]['open'])
|
|
||||||
|
|
||||||
# reconstruct start_pos and end_pos with
|
|
||||||
# looked-up indices
|
|
||||||
from_idx: float = 0.16 - 0.06 # BGM offset
|
|
||||||
kwargs['start_pos'] = (
|
|
||||||
start_idx + 1 - from_idx,
|
|
||||||
start_close,
|
|
||||||
)
|
|
||||||
kwargs['end_pos'] = (
|
|
||||||
end_idx + from_idx,
|
|
||||||
end_open,
|
|
||||||
)
|
|
||||||
|
|
||||||
# annot type lookup from cmd
|
# annot type lookup from cmd
|
||||||
rect = SelectRect(
|
rect = SelectRect(
|
||||||
viewbox=cv,
|
viewbox=cv,
|
||||||
|
|
@ -237,207 +129,21 @@ async def serve_rc_annots(
|
||||||
# delegate generically to the requested method
|
# delegate generically to the requested method
|
||||||
getattr(rect, meth)(**kwargs)
|
getattr(rect, meth)(**kwargs)
|
||||||
rect.show()
|
rect.show()
|
||||||
|
|
||||||
# XXX: store absolute coords for repositioning
|
|
||||||
# during viz redraws (eg backfill updates)
|
|
||||||
rect._meth = meth
|
|
||||||
rect._kwargs = kwargs
|
|
||||||
|
|
||||||
aid: int = id(rect)
|
aid: int = id(rect)
|
||||||
annots[aid] = rect
|
annots[aid] = rect
|
||||||
aids: set[int] = ctxs[ipc_key][1]
|
aids: set[int] = ctxs[ipc_key][1]
|
||||||
aids.add(aid)
|
aids.add(aid)
|
||||||
await annot_req_stream.send(aid)
|
await annot_req_stream.send(aid)
|
||||||
|
|
||||||
case {
|
|
||||||
'cmd': 'ArrowEditor',
|
|
||||||
'fqme': fqme,
|
|
||||||
'timeframe': timeframe,
|
|
||||||
'meth': 'add'|'remove' as meth,
|
|
||||||
'kwargs': {
|
|
||||||
'x': float(x),
|
|
||||||
'y': float(y),
|
|
||||||
'pointing': pointing,
|
|
||||||
'color': color,
|
|
||||||
'aid': str()|None as aid,
|
|
||||||
'alpha': int(alpha),
|
|
||||||
'headLen': int()|float()|None as headLen,
|
|
||||||
'headWidth': int()|float()|None as headWidth,
|
|
||||||
'tailLen': int()|float()|None as tailLen,
|
|
||||||
'tailWidth': int()|float()|None as tailWidth,
|
|
||||||
'pxMode': bool(pxMode),
|
|
||||||
'time': int()|float()|None as timestamp,
|
|
||||||
},
|
|
||||||
# ?TODO? split based on method fn-sigs?
|
|
||||||
# 'pointing',
|
|
||||||
}:
|
|
||||||
ds: DisplayState = _dss[fqme]
|
|
||||||
try:
|
|
||||||
chart: ChartPlotWidget = {
|
|
||||||
60: ds.hist_chart,
|
|
||||||
1: ds.chart,
|
|
||||||
}[timeframe]
|
|
||||||
except KeyError:
|
|
||||||
log.warning(
|
|
||||||
f'No chart for timeframe={timeframe}s, '
|
|
||||||
f'skipping arrow annotation'
|
|
||||||
)
|
|
||||||
# return -1 to indicate failure
|
|
||||||
await annot_req_stream.send(-1)
|
|
||||||
continue
|
|
||||||
cv: ChartView = chart.cv
|
|
||||||
godw = chart.linked.godwidget
|
|
||||||
|
|
||||||
# NEW: if timestamp provided, lookup current index
|
|
||||||
# from shm to ensure alignment with current buffer
|
|
||||||
# state
|
|
||||||
if timestamp is not None:
|
|
||||||
viz: Viz = chart.get_viz(fqme)
|
|
||||||
shm = viz.shm
|
|
||||||
arr = shm.array
|
|
||||||
# find index where time matches timestamp
|
|
||||||
matches = arr[arr['time'] == timestamp]
|
|
||||||
if len(matches) == 0:
|
|
||||||
log.error(
|
|
||||||
f'No shm entry for timestamp={timestamp}, '
|
|
||||||
f'skipping arrow annotation'
|
|
||||||
)
|
|
||||||
await annot_req_stream.send(-1)
|
|
||||||
continue
|
|
||||||
# use the matched row's index as x
|
|
||||||
x = float(matches[0]['index'])
|
|
||||||
|
|
||||||
arrows = ArrowEditor(godw=godw)
|
|
||||||
# `.add/.remove()` API
|
|
||||||
if meth != 'add':
|
|
||||||
# await tractor.pause()
|
|
||||||
raise ValueError(
|
|
||||||
f'Invalid arrow-edit request ?\n'
|
|
||||||
f'{msg!r}\n'
|
|
||||||
)
|
|
||||||
|
|
||||||
aid: str = str(uuid4())
|
|
||||||
arrow: pg.ArrowItem = arrows.add(
|
|
||||||
plot=chart.plotItem,
|
|
||||||
uid=aid,
|
|
||||||
x=x,
|
|
||||||
y=y,
|
|
||||||
pointing=pointing,
|
|
||||||
color=color,
|
|
||||||
alpha=alpha,
|
|
||||||
headLen=headLen,
|
|
||||||
headWidth=headWidth,
|
|
||||||
tailLen=tailLen,
|
|
||||||
tailWidth=tailWidth,
|
|
||||||
pxMode=pxMode,
|
|
||||||
)
|
|
||||||
# XXX: store absolute coords for repositioning
|
|
||||||
# during viz redraws (eg backfill updates)
|
|
||||||
arrow._abs_x = x
|
|
||||||
arrow._abs_y = y
|
|
||||||
|
|
||||||
annots[aid] = arrow
|
|
||||||
_editors[aid] = arrows
|
|
||||||
aids: set[int] = ctxs[ipc_key][1]
|
|
||||||
aids.add(aid)
|
|
||||||
await annot_req_stream.send(aid)
|
|
||||||
|
|
||||||
case {
|
|
||||||
'cmd': 'TextItem',
|
|
||||||
'fqme': fqme,
|
|
||||||
'timeframe': timeframe,
|
|
||||||
'kwargs': {
|
|
||||||
'text': str(text),
|
|
||||||
'x': int()|float() as x,
|
|
||||||
'y': int()|float() as y,
|
|
||||||
'color': color,
|
|
||||||
'anchor': list(anchor),
|
|
||||||
'font_size': int()|None as font_size,
|
|
||||||
'time': int()|float()|None as timestamp,
|
|
||||||
},
|
|
||||||
}:
|
|
||||||
ds: DisplayState = _dss[fqme]
|
|
||||||
try:
|
|
||||||
chart: ChartPlotWidget = {
|
|
||||||
60: ds.hist_chart,
|
|
||||||
1: ds.chart,
|
|
||||||
}[timeframe]
|
|
||||||
except KeyError:
|
|
||||||
log.warning(
|
|
||||||
f'No chart for timeframe={timeframe}s, '
|
|
||||||
f'skipping text annotation'
|
|
||||||
)
|
|
||||||
await annot_req_stream.send(-1)
|
|
||||||
continue
|
|
||||||
|
|
||||||
# NEW: if timestamp provided, lookup current index
|
|
||||||
# from shm to ensure alignment with current buffer
|
|
||||||
# state
|
|
||||||
if timestamp is not None:
|
|
||||||
viz: Viz = chart.get_viz(fqme)
|
|
||||||
shm = viz.shm
|
|
||||||
arr = shm.array
|
|
||||||
# find index where time matches timestamp
|
|
||||||
matches = arr[arr['time'] == timestamp]
|
|
||||||
if len(matches) == 0:
|
|
||||||
log.error(
|
|
||||||
f'No shm entry for timestamp={timestamp}, '
|
|
||||||
f'skipping text annotation'
|
|
||||||
)
|
|
||||||
await annot_req_stream.send(-1)
|
|
||||||
continue
|
|
||||||
# use the matched row's index as x, +1 for text
|
|
||||||
# offset
|
|
||||||
x = float(matches[0]['index']) + 1
|
|
||||||
|
|
||||||
# convert named color to hex
|
|
||||||
color_hex: str = hcolor(color)
|
|
||||||
|
|
||||||
# create text item
|
|
||||||
text_item: pg.TextItem = pg.TextItem(
|
|
||||||
text=text,
|
|
||||||
color=color_hex,
|
|
||||||
anchor=anchor,
|
|
||||||
|
|
||||||
# ?TODO, pin to github:main for this?
|
|
||||||
# legacy, can have scaling ish?
|
|
||||||
# ensureInBounds=True,
|
|
||||||
)
|
|
||||||
|
|
||||||
# apply font size (default to DpiAwareFont if not
|
|
||||||
# provided)
|
|
||||||
if font_size is None:
|
|
||||||
from ._style import get_fonts
|
|
||||||
font, font_small = get_fonts()
|
|
||||||
font_size = font_small.px_size - 1
|
|
||||||
|
|
||||||
qfont: QFont = text_item.textItem.font()
|
|
||||||
qfont.setPixelSize(font_size)
|
|
||||||
text_item.setFont(qfont)
|
|
||||||
|
|
||||||
text_item.setPos(x, y)
|
|
||||||
chart.plotItem.addItem(text_item)
|
|
||||||
|
|
||||||
# XXX: store absolute coords for repositioning
|
|
||||||
# during viz redraws (eg backfill updates)
|
|
||||||
text_item._abs_x = x
|
|
||||||
text_item._abs_y = y
|
|
||||||
|
|
||||||
aid: str = str(uuid4())
|
|
||||||
annots[aid] = text_item
|
|
||||||
aids: set[int] = ctxs[ipc_key][1]
|
|
||||||
aids.add(aid)
|
|
||||||
await annot_req_stream.send(aid)
|
|
||||||
|
|
||||||
case {
|
case {
|
||||||
'cmd': 'remove',
|
'cmd': 'remove',
|
||||||
'aid': int(aid)|str(aid),
|
'aid': int(aid),
|
||||||
}:
|
}:
|
||||||
# NOTE: this is normally entered on
|
# NOTE: this is normally entered on
|
||||||
# a client's annotation de-alloc normally
|
# a client's annotation de-alloc normally
|
||||||
# prior to detach or modify.
|
# prior to detach or modify.
|
||||||
annot: QGraphicsItem = annots[aid]
|
annot: QGraphicsItem = annots[aid]
|
||||||
assert rm_annot(annot)
|
annot.delete()
|
||||||
|
|
||||||
# respond to client indicating annot
|
# respond to client indicating annot
|
||||||
# was indeed deleted.
|
# was indeed deleted.
|
||||||
|
|
@ -468,38 +174,6 @@ async def serve_rc_annots(
|
||||||
)
|
)
|
||||||
viz.reset_graphics()
|
viz.reset_graphics()
|
||||||
|
|
||||||
# XXX: reposition all annotations to ensure they
|
|
||||||
# stay aligned with viz data after reset (eg during
|
|
||||||
# backfill when abs-index range changes)
|
|
||||||
n_repositioned: int = 0
|
|
||||||
for aid, annot in annots.items():
|
|
||||||
# arrows and text items use abs x,y coords
|
|
||||||
if (
|
|
||||||
hasattr(annot, '_abs_x')
|
|
||||||
and
|
|
||||||
hasattr(annot, '_abs_y')
|
|
||||||
):
|
|
||||||
annot.setPos(
|
|
||||||
annot._abs_x,
|
|
||||||
annot._abs_y,
|
|
||||||
)
|
|
||||||
n_repositioned += 1
|
|
||||||
|
|
||||||
# rects use method + kwargs
|
|
||||||
elif (
|
|
||||||
hasattr(annot, '_meth')
|
|
||||||
and
|
|
||||||
hasattr(annot, '_kwargs')
|
|
||||||
):
|
|
||||||
getattr(annot, annot._meth)(**annot._kwargs)
|
|
||||||
n_repositioned += 1
|
|
||||||
|
|
||||||
if n_repositioned:
|
|
||||||
log.info(
|
|
||||||
f'Repositioned {n_repositioned} annotation(s) '
|
|
||||||
f'after viz redraw'
|
|
||||||
)
|
|
||||||
|
|
||||||
case _:
|
case _:
|
||||||
log.error(
|
log.error(
|
||||||
'Unknown remote annotation cmd:\n'
|
'Unknown remote annotation cmd:\n'
|
||||||
|
|
@ -513,12 +187,6 @@ async def remote_annotate(
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
global _dss, _ctxs
|
global _dss, _ctxs
|
||||||
if not _dss:
|
|
||||||
raise RuntimeError(
|
|
||||||
'Race condition on chart-init state ??\n'
|
|
||||||
'Anoter actor is trying to annoate this chart '
|
|
||||||
'before it has fully spawned.\n'
|
|
||||||
)
|
|
||||||
assert _dss
|
assert _dss
|
||||||
|
|
||||||
_ctxs[ctx.cid] = (ctx, set())
|
_ctxs[ctx.cid] = (ctx, set())
|
||||||
|
|
@ -543,7 +211,7 @@ async def remote_annotate(
|
||||||
assert _ctx is ctx
|
assert _ctx is ctx
|
||||||
for aid in aids:
|
for aid in aids:
|
||||||
annot: QGraphicsItem = _annots[aid]
|
annot: QGraphicsItem = _annots[aid]
|
||||||
assert rm_annot(annot)
|
annot.delete()
|
||||||
|
|
||||||
|
|
||||||
class AnnotCtl(Struct):
|
class AnnotCtl(Struct):
|
||||||
|
|
@ -588,18 +256,13 @@ class AnnotCtl(Struct):
|
||||||
|
|
||||||
from_acm: bool = False,
|
from_acm: bool = False,
|
||||||
|
|
||||||
# NEW: optional timestamps for server-side index lookup
|
) -> int:
|
||||||
start_time: float|None = None,
|
|
||||||
end_time: float|None = None,
|
|
||||||
|
|
||||||
) -> int|None:
|
|
||||||
'''
|
'''
|
||||||
Add a `SelectRect` annotation to the target view, return
|
Add a `SelectRect` annotation to the target view, return
|
||||||
the instances `id(obj)` from the remote UI actor.
|
the instances `id(obj)` from the remote UI actor.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
ipc: MsgStream = self._get_ipc(fqme)
|
ipc: MsgStream = self._get_ipc(fqme)
|
||||||
with trio.fail_after(3):
|
|
||||||
await ipc.send({
|
await ipc.send({
|
||||||
'fqme': fqme,
|
'fqme': fqme,
|
||||||
'cmd': 'SelectRect',
|
'cmd': 'SelectRect',
|
||||||
|
|
@ -611,15 +274,9 @@ class AnnotCtl(Struct):
|
||||||
'end_pos': tuple(end_pos),
|
'end_pos': tuple(end_pos),
|
||||||
'color': color,
|
'color': color,
|
||||||
'update_label': False,
|
'update_label': False,
|
||||||
'start_time': start_time,
|
|
||||||
'end_time': end_time,
|
|
||||||
},
|
},
|
||||||
})
|
})
|
||||||
aid: int|dict = await ipc.receive()
|
aid: int = await ipc.receive()
|
||||||
match aid:
|
|
||||||
case {'error': str(msg)}:
|
|
||||||
log.error(msg)
|
|
||||||
return None
|
|
||||||
self._ipcs[aid] = ipc
|
self._ipcs[aid] = ipc
|
||||||
if not from_acm:
|
if not from_acm:
|
||||||
self._annot_stack.push_async_callback(
|
self._annot_stack.push_async_callback(
|
||||||
|
|
@ -659,8 +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(
|
||||||
|
|
@ -676,130 +331,20 @@ class AnnotCtl(Struct):
|
||||||
'timeframe': timeframe,
|
'timeframe': timeframe,
|
||||||
})
|
})
|
||||||
|
|
||||||
async def add_arrow(
|
# TODO: do we even need this?
|
||||||
self,
|
# async def modify(
|
||||||
fqme: str,
|
# self,
|
||||||
timeframe: float,
|
# aid: int, # annotation id
|
||||||
x: float,
|
# meth: str, # far end graphics object method to invoke
|
||||||
y: float,
|
# params: dict[str, Any], # far end `meth(**kwargs)`
|
||||||
pointing: Literal[
|
# ) -> bool:
|
||||||
'up',
|
# '''
|
||||||
'down',
|
# Modify an existing (remote) annotation's graphics
|
||||||
],
|
# paramters, thus changing it's appearance / state in real
|
||||||
# TODO: a `Literal['view', 'scene']` for this?
|
# time.
|
||||||
# domain: str = 'view', # or 'scene'
|
|
||||||
color: str = 'dad_blue',
|
|
||||||
alpha: int = 116,
|
|
||||||
headLen: float|None = None,
|
|
||||||
headWidth: float|None = None,
|
|
||||||
tailLen: float|None = None,
|
|
||||||
tailWidth: float|None = None,
|
|
||||||
pxMode: bool = True,
|
|
||||||
|
|
||||||
from_acm: bool = False,
|
# '''
|
||||||
|
# raise NotImplementedError
|
||||||
# NEW: optional timestamp for server-side index lookup
|
|
||||||
time: float|None = None,
|
|
||||||
|
|
||||||
) -> int|None:
|
|
||||||
'''
|
|
||||||
Add a `SelectRect` annotation to the target view, return
|
|
||||||
the instances `id(obj)` from the remote UI actor.
|
|
||||||
|
|
||||||
'''
|
|
||||||
ipc: MsgStream = self._get_ipc(fqme)
|
|
||||||
with trio.fail_after(3):
|
|
||||||
await ipc.send({
|
|
||||||
'fqme': fqme,
|
|
||||||
'cmd': 'ArrowEditor',
|
|
||||||
'timeframe': timeframe,
|
|
||||||
# 'meth': str(meth),
|
|
||||||
'meth': 'add',
|
|
||||||
'kwargs': {
|
|
||||||
'x': float(x),
|
|
||||||
'y': float(y),
|
|
||||||
'color': color,
|
|
||||||
'pointing': pointing, # up|down
|
|
||||||
'alpha': alpha,
|
|
||||||
'aid': None,
|
|
||||||
'headLen': headLen,
|
|
||||||
'headWidth': headWidth,
|
|
||||||
'tailLen': tailLen,
|
|
||||||
'tailWidth': tailWidth,
|
|
||||||
'pxMode': pxMode,
|
|
||||||
'time': time, # for server-side index lookup
|
|
||||||
},
|
|
||||||
})
|
|
||||||
aid: int|dict = await ipc.receive()
|
|
||||||
match aid:
|
|
||||||
case {'error': str(msg)}:
|
|
||||||
log.error(msg)
|
|
||||||
return None
|
|
||||||
|
|
||||||
self._ipcs[aid] = ipc
|
|
||||||
if not from_acm:
|
|
||||||
self._annot_stack.push_async_callback(
|
|
||||||
partial(
|
|
||||||
self.remove,
|
|
||||||
aid,
|
|
||||||
)
|
|
||||||
)
|
|
||||||
return aid
|
|
||||||
|
|
||||||
async def add_text(
|
|
||||||
self,
|
|
||||||
fqme: str,
|
|
||||||
timeframe: float,
|
|
||||||
text: str,
|
|
||||||
x: float,
|
|
||||||
y: float,
|
|
||||||
color: str|tuple = 'dad_blue',
|
|
||||||
anchor: tuple[float, float] = (0, 1),
|
|
||||||
font_size: int|None = None,
|
|
||||||
|
|
||||||
from_acm: bool = False,
|
|
||||||
|
|
||||||
# NEW: optional timestamp for server-side index lookup
|
|
||||||
time: float|None = None,
|
|
||||||
|
|
||||||
) -> int|None:
|
|
||||||
'''
|
|
||||||
Add a `pg.TextItem` annotation to the target view.
|
|
||||||
|
|
||||||
anchor: (x, y) where (0,0) is upper-left, (1,1) is lower-right
|
|
||||||
font_size: pixel size for font, defaults to `_font.font.pixelSize()`
|
|
||||||
|
|
||||||
'''
|
|
||||||
ipc: MsgStream = self._get_ipc(fqme)
|
|
||||||
with trio.fail_after(3):
|
|
||||||
await ipc.send({
|
|
||||||
'fqme': fqme,
|
|
||||||
'cmd': 'TextItem',
|
|
||||||
'timeframe': timeframe,
|
|
||||||
'kwargs': {
|
|
||||||
'text': text,
|
|
||||||
'x': float(x),
|
|
||||||
'y': float(y),
|
|
||||||
'color': color,
|
|
||||||
'anchor': tuple(anchor),
|
|
||||||
'font_size': font_size,
|
|
||||||
'time': time, # for server-side index lookup
|
|
||||||
},
|
|
||||||
})
|
|
||||||
aid: int|dict = await ipc.receive()
|
|
||||||
match aid:
|
|
||||||
case {'error': str(msg)}:
|
|
||||||
log.error(msg)
|
|
||||||
return None
|
|
||||||
self._ipcs[aid] = ipc
|
|
||||||
if not from_acm:
|
|
||||||
self._annot_stack.push_async_callback(
|
|
||||||
partial(
|
|
||||||
self.remove,
|
|
||||||
aid,
|
|
||||||
)
|
|
||||||
)
|
|
||||||
return aid
|
|
||||||
|
|
||||||
|
|
||||||
@acm
|
@acm
|
||||||
|
|
@ -826,9 +371,7 @@ async def open_annot_ctl(
|
||||||
# TODO: print the current discoverable actor UID set
|
# TODO: print the current discoverable actor UID set
|
||||||
# here as well?
|
# here as well?
|
||||||
if not maybe_portals:
|
if not maybe_portals:
|
||||||
raise RuntimeError(
|
raise RuntimeError('No chart UI actors found in service domain?')
|
||||||
'No chart actors found in service domain?'
|
|
||||||
)
|
|
||||||
|
|
||||||
for portal in maybe_portals:
|
for portal in maybe_portals:
|
||||||
ctx_mngrs.append(
|
ctx_mngrs.append(
|
||||||
|
|
|
||||||
|
|
@ -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,
|
||||||
|
|
|
||||||
|
|
@ -107,22 +107,7 @@ class DpiAwareFont:
|
||||||
|
|
||||||
@property
|
@property
|
||||||
def px_size(self) -> int:
|
def px_size(self) -> int:
|
||||||
size: int = self._qfont.pixelSize()
|
return self._qfont.pixelSize()
|
||||||
|
|
||||||
# XXX, when no Qt app has been spawned this will always be
|
|
||||||
# invalid..
|
|
||||||
# SO, just return any conf.toml value.
|
|
||||||
if size == -1:
|
|
||||||
if (conf_size := self._font_size) is None:
|
|
||||||
raise ValueError(
|
|
||||||
f'No valid `{type(_font).__name__}.px_size` set?\n'
|
|
||||||
f'\n'
|
|
||||||
f'-> `ui.font_size` is NOT set in `conf.toml`\n'
|
|
||||||
f'-> no Qt app is active ??\n'
|
|
||||||
)
|
|
||||||
return conf_size
|
|
||||||
|
|
||||||
return size
|
|
||||||
|
|
||||||
def configure_to_dpi(self, screen: QtGui.QScreen | None = None):
|
def configure_to_dpi(self, screen: QtGui.QScreen | None = None):
|
||||||
'''
|
'''
|
||||||
|
|
@ -236,20 +221,6 @@ def _config_fonts_to_screen() -> None:
|
||||||
_font_small.configure_to_dpi()
|
_font_small.configure_to_dpi()
|
||||||
|
|
||||||
|
|
||||||
def get_fonts() -> tuple[
|
|
||||||
DpiAwareFont,
|
|
||||||
DpiAwareFont,
|
|
||||||
]:
|
|
||||||
'''
|
|
||||||
Get the singleton font pair (of instances) from which all other
|
|
||||||
UI/UX should be "scaled around".
|
|
||||||
|
|
||||||
See `DpiAwareFont` for (internal) deats.
|
|
||||||
|
|
||||||
'''
|
|
||||||
return _font, _font_small
|
|
||||||
|
|
||||||
|
|
||||||
# TODO: re-compute font size when main widget switches screens?
|
# TODO: re-compute font size when main widget switches screens?
|
||||||
# https://forum.qt.io/topic/54136/how-do-i-get-the-qscreen-my-widget-is-on-qapplication-desktop-screen-returns-a-qwidget-and-qobject_cast-qscreen-returns-null/3
|
# https://forum.qt.io/topic/54136/how-do-i-get-the-qscreen-my-widget-is-on-qapplication-desktop-screen-returns-a-qwidget-and-qobject_cast-qscreen-returns-null/3
|
||||||
|
|
||||||
|
|
@ -298,8 +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',
|
||||||
|
|
@ -337,7 +306,6 @@ def hcolor(name: str) -> str:
|
||||||
'cool_green': '#33b864',
|
'cool_green': '#33b864',
|
||||||
'dull_green': '#74a662',
|
'dull_green': '#74a662',
|
||||||
'hedge_green': '#518360',
|
'hedge_green': '#518360',
|
||||||
'lilypad_green': '#839c84',
|
|
||||||
|
|
||||||
# orders and alerts
|
# orders and alerts
|
||||||
'alert_yellow': '#e2d083',
|
'alert_yellow': '#e2d083',
|
||||||
|
|
@ -365,7 +333,6 @@ def hcolor(name: str) -> str:
|
||||||
'sell_red': '#b6003f',
|
'sell_red': '#b6003f',
|
||||||
# 'sell_red': '#d00048',
|
# 'sell_red': '#d00048',
|
||||||
'sell_red_light': '#f85462',
|
'sell_red_light': '#f85462',
|
||||||
'wine': '#69212d',
|
|
||||||
|
|
||||||
# 'sell_red': '#f85462',
|
# 'sell_red': '#f85462',
|
||||||
# 'sell_red_light': '#ff4d5c',
|
# 'sell_red_light': '#ff4d5c',
|
||||||
|
|
|
||||||
|
|
@ -1,352 +0,0 @@
|
||||||
# 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/>.
|
|
||||||
|
|
||||||
'''
|
|
||||||
Root-most (what they call a "central widget") of every Qt-UI-app's
|
|
||||||
window.
|
|
||||||
|
|
||||||
'''
|
|
||||||
from __future__ import annotations
|
|
||||||
from typing import (
|
|
||||||
Iterator,
|
|
||||||
TYPE_CHECKING,
|
|
||||||
)
|
|
||||||
|
|
||||||
import trio
|
|
||||||
|
|
||||||
from piker.ui.qt import (
|
|
||||||
QtCore,
|
|
||||||
Qt,
|
|
||||||
QWidget,
|
|
||||||
QHBoxLayout,
|
|
||||||
QVBoxLayout,
|
|
||||||
)
|
|
||||||
from ..log import get_logger
|
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
|
||||||
from ._search import SearchWidget
|
|
||||||
from ._chart import (
|
|
||||||
LinkedSplits,
|
|
||||||
)
|
|
||||||
from ._cursor import (
|
|
||||||
Cursor,
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
log = get_logger(__name__)
|
|
||||||
|
|
||||||
_godw: GodWidget|None = None
|
|
||||||
|
|
||||||
def get_godw() -> GodWidget:
|
|
||||||
'''
|
|
||||||
Get the top level "god widget", the root/central-most Qt
|
|
||||||
widget-object set as `QMainWindow.setCentralWidget(_godw)`.
|
|
||||||
|
|
||||||
See `piker.ui._exec` for the runtime init details and all the
|
|
||||||
machinery for running `trio` on the Qt event loop in guest mode.
|
|
||||||
|
|
||||||
'''
|
|
||||||
if _godw is None:
|
|
||||||
raise RuntimeError(
|
|
||||||
'No god-widget initialized ??\n'
|
|
||||||
'Have you called `run_qtractor()` yet?\n'
|
|
||||||
)
|
|
||||||
return _godw
|
|
||||||
|
|
||||||
|
|
||||||
class GodWidget(QWidget):
|
|
||||||
'''
|
|
||||||
"Our lord and savior, the holy child of window-shua, there is no
|
|
||||||
widget above thee." - 6|6
|
|
||||||
|
|
||||||
The highest level composed widget which contains layouts for
|
|
||||||
organizing charts as well as other sub-widgets used to control or
|
|
||||||
modify them.
|
|
||||||
|
|
||||||
'''
|
|
||||||
search: SearchWidget
|
|
||||||
mode_name: str = 'god'
|
|
||||||
|
|
||||||
def __init__(
|
|
||||||
|
|
||||||
self,
|
|
||||||
parent=None,
|
|
||||||
|
|
||||||
) -> None:
|
|
||||||
|
|
||||||
super().__init__(parent)
|
|
||||||
|
|
||||||
self.search: SearchWidget|None = None
|
|
||||||
|
|
||||||
self.hbox = QHBoxLayout(self)
|
|
||||||
self.hbox.setContentsMargins(0, 0, 0, 0)
|
|
||||||
self.hbox.setSpacing(6)
|
|
||||||
self.hbox.setAlignment(Qt.AlignTop)
|
|
||||||
|
|
||||||
self.vbox = QVBoxLayout()
|
|
||||||
self.vbox.setContentsMargins(0, 0, 0, 0)
|
|
||||||
self.vbox.setSpacing(2)
|
|
||||||
self.vbox.setAlignment(Qt.AlignTop)
|
|
||||||
|
|
||||||
self.hbox.addLayout(self.vbox)
|
|
||||||
|
|
||||||
self._chart_cache: dict[
|
|
||||||
str,
|
|
||||||
tuple[LinkedSplits, LinkedSplits],
|
|
||||||
] = {}
|
|
||||||
|
|
||||||
self.hist_linked: LinkedSplits|None = None
|
|
||||||
self.rt_linked: LinkedSplits|None = None
|
|
||||||
self._active_cursor: Cursor|None = None
|
|
||||||
|
|
||||||
# assigned in the startup func `_async_main()`
|
|
||||||
self._root_n: trio.Nursery = None
|
|
||||||
|
|
||||||
self._widgets: dict[str, QWidget] = {}
|
|
||||||
self._resizing: bool = False
|
|
||||||
|
|
||||||
# TODO: do we need this, when would god get resized
|
|
||||||
# and the window does not? Never right?!
|
|
||||||
# self.reg_for_resize(self)
|
|
||||||
|
|
||||||
# TODO: strat loader/saver that we don't need yet.
|
|
||||||
# def init_strategy_ui(self):
|
|
||||||
# self.toolbar_layout = QHBoxLayout()
|
|
||||||
# self.toolbar_layout.setContentsMargins(0, 0, 0, 0)
|
|
||||||
# self.vbox.addLayout(self.toolbar_layout)
|
|
||||||
# self.strategy_box = StrategyBoxWidget(self)
|
|
||||||
# self.toolbar_layout.addWidget(self.strategy_box)
|
|
||||||
|
|
||||||
@property
|
|
||||||
def linkedsplits(self) -> LinkedSplits:
|
|
||||||
return self.rt_linked
|
|
||||||
|
|
||||||
def set_chart_symbols(
|
|
||||||
self,
|
|
||||||
group_key: tuple[str], # of form <fqme>.<providername>
|
|
||||||
all_linked: tuple[LinkedSplits, LinkedSplits], # type: ignore
|
|
||||||
|
|
||||||
) -> None:
|
|
||||||
# re-sort org cache symbol list in LIFO order
|
|
||||||
cache = self._chart_cache
|
|
||||||
cache.pop(group_key, None)
|
|
||||||
cache[group_key] = all_linked
|
|
||||||
|
|
||||||
def get_chart_symbols(
|
|
||||||
self,
|
|
||||||
symbol_key: str,
|
|
||||||
|
|
||||||
) -> tuple[LinkedSplits, LinkedSplits]: # type: ignore
|
|
||||||
return self._chart_cache.get(symbol_key)
|
|
||||||
|
|
||||||
async def load_symbols(
|
|
||||||
self,
|
|
||||||
fqmes: list[str],
|
|
||||||
loglevel: str,
|
|
||||||
reset: bool = False,
|
|
||||||
|
|
||||||
) -> trio.Event:
|
|
||||||
'''
|
|
||||||
Load a new contract into the charting app.
|
|
||||||
|
|
||||||
Expects a ``numpy`` structured array containing all the ohlcv fields.
|
|
||||||
|
|
||||||
'''
|
|
||||||
# NOTE: for now we use the first symbol in the set as the "key"
|
|
||||||
# for the overlay of feeds on the chart.
|
|
||||||
group_key: tuple[str] = tuple(fqmes)
|
|
||||||
|
|
||||||
all_linked = self.get_chart_symbols(group_key)
|
|
||||||
order_mode_started = trio.Event()
|
|
||||||
|
|
||||||
if not self.vbox.isEmpty():
|
|
||||||
|
|
||||||
# XXX: seems to make switching slower?
|
|
||||||
# qframe = self.hist_linked.chart.qframe
|
|
||||||
# if qframe.sidepane is self.search:
|
|
||||||
# qframe.hbox.removeWidget(self.search)
|
|
||||||
|
|
||||||
for linked in [self.rt_linked, self.hist_linked]:
|
|
||||||
# XXX: this is CRITICAL especially with pixel buffer caching
|
|
||||||
linked.hide()
|
|
||||||
linked.unfocus()
|
|
||||||
|
|
||||||
# XXX: pretty sure we don't need this
|
|
||||||
# remove any existing plots?
|
|
||||||
# XXX: ahh we might want to support cache unloading..
|
|
||||||
# self.vbox.removeWidget(linked)
|
|
||||||
|
|
||||||
# switching to a new viewable chart
|
|
||||||
if all_linked is None or reset:
|
|
||||||
from ._display import display_symbol_data
|
|
||||||
|
|
||||||
# we must load a fresh linked charts set
|
|
||||||
from ._chart import LinkedSplits
|
|
||||||
self.rt_linked = rt_charts = LinkedSplits(self)
|
|
||||||
self.hist_linked = hist_charts = LinkedSplits(self)
|
|
||||||
|
|
||||||
# spawn new task to start up and update new sub-chart instances
|
|
||||||
self._root_n.start_soon(
|
|
||||||
display_symbol_data,
|
|
||||||
self,
|
|
||||||
fqmes,
|
|
||||||
loglevel,
|
|
||||||
order_mode_started,
|
|
||||||
)
|
|
||||||
|
|
||||||
# self.vbox.addWidget(hist_charts)
|
|
||||||
self.vbox.addWidget(rt_charts)
|
|
||||||
self.set_chart_symbols(
|
|
||||||
group_key,
|
|
||||||
(hist_charts, rt_charts),
|
|
||||||
)
|
|
||||||
|
|
||||||
for linked in [hist_charts, rt_charts]:
|
|
||||||
linked.show()
|
|
||||||
linked.focus()
|
|
||||||
|
|
||||||
await trio.sleep(0)
|
|
||||||
|
|
||||||
else:
|
|
||||||
# symbol is already loaded and ems ready
|
|
||||||
order_mode_started.set()
|
|
||||||
|
|
||||||
self.hist_linked, self.rt_linked = all_linked
|
|
||||||
|
|
||||||
for linked in all_linked:
|
|
||||||
# TODO:
|
|
||||||
# - we'll probably want per-instrument/provider state here?
|
|
||||||
# change the order config form over to the new chart
|
|
||||||
|
|
||||||
# chart is already in memory so just focus it
|
|
||||||
linked.show()
|
|
||||||
linked.focus()
|
|
||||||
linked.graphics_cycle()
|
|
||||||
await trio.sleep(0)
|
|
||||||
|
|
||||||
# resume feeds *after* rendering chart view asap
|
|
||||||
chart = linked.chart
|
|
||||||
if chart:
|
|
||||||
chart.resume_all_feeds()
|
|
||||||
|
|
||||||
# TODO: we need a check to see if the chart
|
|
||||||
# last had the xlast in view, if so then shift so it's
|
|
||||||
# still in view, if the user was viewing history then
|
|
||||||
# do nothing yah?
|
|
||||||
self.rt_linked.chart.main_viz.default_view(
|
|
||||||
do_min_bars=True,
|
|
||||||
)
|
|
||||||
|
|
||||||
# if a history chart instance is already up then
|
|
||||||
# set the search widget as its sidepane.
|
|
||||||
hist_chart = self.hist_linked.chart
|
|
||||||
if hist_chart:
|
|
||||||
hist_chart.qframe.set_sidepane(self.search)
|
|
||||||
|
|
||||||
# NOTE: this is really stupid/hard to follow.
|
|
||||||
# we have to reposition the active position nav
|
|
||||||
# **AFTER** applying the search bar as a sidepane
|
|
||||||
# to the newly switched to symbol.
|
|
||||||
await trio.sleep(0)
|
|
||||||
|
|
||||||
# TODO: probably stick this in some kinda `LooknFeel` API?
|
|
||||||
for tracker in self.rt_linked.mode.trackers.values():
|
|
||||||
pp_nav = tracker.nav
|
|
||||||
if tracker.live_pp.cumsize:
|
|
||||||
pp_nav.show()
|
|
||||||
pp_nav.hide_info()
|
|
||||||
else:
|
|
||||||
pp_nav.hide()
|
|
||||||
|
|
||||||
# set window titlebar info
|
|
||||||
symbol = self.rt_linked.mkt
|
|
||||||
if symbol is not None:
|
|
||||||
self.window.setWindowTitle(
|
|
||||||
f'{symbol.fqme} '
|
|
||||||
f'tick:{symbol.size_tick}'
|
|
||||||
)
|
|
||||||
|
|
||||||
return order_mode_started
|
|
||||||
|
|
||||||
def focus(self) -> None:
|
|
||||||
'''
|
|
||||||
Focus the top level widget which in turn focusses the chart
|
|
||||||
ala "view mode".
|
|
||||||
|
|
||||||
'''
|
|
||||||
# go back to view-mode focus (aka chart focus)
|
|
||||||
self.clearFocus()
|
|
||||||
chart = self.rt_linked.chart
|
|
||||||
if chart:
|
|
||||||
chart.setFocus()
|
|
||||||
|
|
||||||
def reg_for_resize(
|
|
||||||
self,
|
|
||||||
widget: QWidget,
|
|
||||||
) -> None:
|
|
||||||
getattr(widget, 'on_resize')
|
|
||||||
self._widgets[widget.mode_name] = widget
|
|
||||||
|
|
||||||
def on_win_resize(
|
|
||||||
self,
|
|
||||||
event: QtCore.QEvent,
|
|
||||||
) -> None:
|
|
||||||
'''
|
|
||||||
Top level god widget handler from window (the real yaweh) resize
|
|
||||||
events such that any registered widgets which wish to be
|
|
||||||
notified are invoked using our pythonic `.on_resize()` method
|
|
||||||
api.
|
|
||||||
|
|
||||||
Where we do UX magic to make things not suck B)
|
|
||||||
|
|
||||||
'''
|
|
||||||
if self._resizing:
|
|
||||||
return
|
|
||||||
|
|
||||||
self._resizing = True
|
|
||||||
|
|
||||||
log.debug(
|
|
||||||
f'God widget resize\n'
|
|
||||||
f'{event}\n'
|
|
||||||
)
|
|
||||||
for name, widget in self._widgets.items():
|
|
||||||
widget.on_resize()
|
|
||||||
|
|
||||||
self._resizing = False
|
|
||||||
|
|
||||||
# on_resize = on_win_resize
|
|
||||||
|
|
||||||
def get_cursor(self) -> Cursor:
|
|
||||||
return self._active_cursor
|
|
||||||
|
|
||||||
def iter_linked(self) -> Iterator[LinkedSplits]:
|
|
||||||
for linked in [self.hist_linked, self.rt_linked]:
|
|
||||||
yield linked
|
|
||||||
|
|
||||||
def resize_all(self) -> None:
|
|
||||||
'''
|
|
||||||
Dynamic resize sequence: adjusts all sub-widgets/charts to
|
|
||||||
sensible default ratios of what space is detected as available
|
|
||||||
on the display / window.
|
|
||||||
|
|
||||||
'''
|
|
||||||
rt_linked = self.rt_linked
|
|
||||||
rt_linked.set_split_sizes()
|
|
||||||
self.rt_linked.resize_sidepanes()
|
|
||||||
self.hist_linked.resize_sidepanes(from_linked=rt_linked)
|
|
||||||
self.search.on_resize()
|
|
||||||
|
|
||||||
|
|
||||||
|
|
@ -40,7 +40,7 @@ from piker.ui.qt import (
|
||||||
)
|
)
|
||||||
from ..log import get_logger
|
from ..log import get_logger
|
||||||
from ._style import _font_small, hcolor
|
from ._style import _font_small, hcolor
|
||||||
from ._widget import GodWidget
|
from ._chart import GodWidget
|
||||||
|
|
||||||
|
|
||||||
log = get_logger(__name__)
|
log = get_logger(__name__)
|
||||||
|
|
@ -255,16 +255,8 @@ class MainWindow(QMainWindow):
|
||||||
current: QWidget,
|
current: QWidget,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
|
||||||
Focus handler.
|
|
||||||
|
|
||||||
For now updates the "current mode" name.
|
log.info(f'widget focus changed from {last} -> {current}')
|
||||||
|
|
||||||
'''
|
|
||||||
log.debug(
|
|
||||||
f'widget focus changed from,\n'
|
|
||||||
f'{last} -> {current}'
|
|
||||||
)
|
|
||||||
|
|
||||||
if current is not None:
|
if current is not None:
|
||||||
# cursor left window?
|
# cursor left window?
|
||||||
|
|
|
||||||
|
|
@ -177,7 +177,7 @@ def chart(
|
||||||
return
|
return
|
||||||
|
|
||||||
# global opts
|
# global opts
|
||||||
# brokernames: list[str] = config['brokers']
|
brokernames = config['brokers']
|
||||||
brokermods = config['brokermods']
|
brokermods = config['brokermods']
|
||||||
assert brokermods
|
assert brokermods
|
||||||
tractorloglevel = config['tractorloglevel']
|
tractorloglevel = config['tractorloglevel']
|
||||||
|
|
@ -216,7 +216,6 @@ def chart(
|
||||||
layers['tcp']['port'],
|
layers['tcp']['port'],
|
||||||
))
|
))
|
||||||
|
|
||||||
# breakpoint()
|
|
||||||
from tractor.devx import maybe_open_crash_handler
|
from tractor.devx import maybe_open_crash_handler
|
||||||
pdb: bool = config['pdb']
|
pdb: bool = config['pdb']
|
||||||
with maybe_open_crash_handler(pdb=pdb):
|
with maybe_open_crash_handler(pdb=pdb):
|
||||||
|
|
|
||||||
|
|
@ -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,
|
||||||
|
|
@ -59,14 +59,8 @@ from piker.data import (
|
||||||
from piker.types import Struct
|
from piker.types import Struct
|
||||||
from piker.log import get_logger
|
from piker.log import get_logger
|
||||||
from piker.ui.qt import Qt
|
from piker.ui.qt import Qt
|
||||||
from ._editors import (
|
from ._editors import LineEditor, ArrowEditor
|
||||||
LineEditor,
|
from ._lines import order_line, LevelLine
|
||||||
ArrowEditor,
|
|
||||||
)
|
|
||||||
from ._lines import (
|
|
||||||
order_line,
|
|
||||||
LevelLine,
|
|
||||||
)
|
|
||||||
from ._position import (
|
from ._position import (
|
||||||
PositionTracker,
|
PositionTracker,
|
||||||
SettingsPane,
|
SettingsPane,
|
||||||
|
|
@ -77,6 +71,7 @@ from ._style import _font
|
||||||
from ._forms import open_form_input_handling
|
from ._forms import open_form_input_handling
|
||||||
from ._notify import notify_from_ems_status_msg
|
from ._notify import notify_from_ems_status_msg
|
||||||
|
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from ._chart import (
|
from ._chart import (
|
||||||
ChartPlotWidget,
|
ChartPlotWidget,
|
||||||
|
|
@ -148,15 +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,
|
||||||
|
|
@ -186,11 +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
|
||||||
|
|
@ -205,9 +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,
|
||||||
|
|
@ -244,11 +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
|
||||||
|
|
||||||
|
|
@ -299,31 +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,
|
||||||
|
|
@ -399,7 +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
|
||||||
|
|
@ -435,7 +414,7 @@ class OrderMode:
|
||||||
lines=lines,
|
lines=lines,
|
||||||
last_status_close=self.multistatus.open_status(
|
last_status_close=self.multistatus.open_status(
|
||||||
f'submitting {order.exec_mode}-{order.action}',
|
f'submitting {order.exec_mode}-{order.action}',
|
||||||
# final_msg=f'submitted {order.exec_mode}-{order.action}',
|
final_msg=f'submitted {order.exec_mode}-{order.action}',
|
||||||
clear_on_next=True,
|
clear_on_next=True,
|
||||||
)
|
)
|
||||||
)
|
)
|
||||||
|
|
@ -519,8 +498,7 @@ class OrderMode:
|
||||||
'''
|
'''
|
||||||
Order submitted status event handler.
|
Order submitted status event handler.
|
||||||
|
|
||||||
Commit the order line and registered order uuid, store ack
|
Commit the order line and registered order uuid, store ack time stamp.
|
||||||
time stamp.
|
|
||||||
|
|
||||||
'''
|
'''
|
||||||
lines = self.lines.commit_line(uuid)
|
lines = self.lines.commit_line(uuid)
|
||||||
|
|
@ -537,15 +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
|
||||||
|
|
@ -561,13 +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.
|
||||||
|
|
||||||
|
|
@ -580,33 +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()
|
||||||
|
|
||||||
|
|
@ -632,33 +590,30 @@ 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:
|
||||||
|
log.warning(
|
||||||
|
f'Received cancel for unsubmitted order {pformat(msg)}'
|
||||||
|
)
|
||||||
|
|
||||||
return True
|
def cancel_orders_under_cursor(self) -> list[str]:
|
||||||
|
|
||||||
|
|
||||||
def cancel_orders_under_cursor(self) -> list[Dialog]:
|
|
||||||
return self.cancel_orders(
|
return self.cancel_orders(
|
||||||
self.oids_from_lines(
|
self.oids_from_lines(
|
||||||
self.lines.lines_under_cursor()
|
self.lines.lines_under_cursor()
|
||||||
|
|
@ -687,28 +642,24 @@ class OrderMode:
|
||||||
self,
|
self,
|
||||||
oids: list[str],
|
oids: list[str],
|
||||||
|
|
||||||
) -> list[Dialog]:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
Cancel all orders from a list of order ids: `oids`.
|
Cancel all orders from a list of order ids: `oids`.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# key = self.multistatus.open_status(
|
key = self.multistatus.open_status(
|
||||||
# f'cancelling {len(oids)} orders',
|
f'cancelling {len(oids)} orders',
|
||||||
# final_msg=f'cancelled orders:\n{oids}',
|
final_msg=f'cancelled orders:\n{oids}',
|
||||||
# group_key=True
|
group_key=True
|
||||||
# )
|
)
|
||||||
dialogs: list[Dialog] = []
|
|
||||||
for oid in oids:
|
for oid in oids:
|
||||||
if dialog := self.dialogs.get(oid):
|
if dialog := self.dialogs.get(oid):
|
||||||
self.client.cancel_nowait(uuid=oid)
|
self.client.cancel_nowait(uuid=oid)
|
||||||
# cancel_status_close = self.multistatus.open_status(
|
cancel_status_close = self.multistatus.open_status(
|
||||||
# f'cancelling order {oid}',
|
f'cancelling order {oid}',
|
||||||
# group_key=key,
|
group_key=key,
|
||||||
# )
|
)
|
||||||
# dialog.last_status_close = cancel_status_close
|
dialog.last_status_close = cancel_status_close
|
||||||
dialogs.append(dialog)
|
|
||||||
|
|
||||||
return dialogs
|
|
||||||
|
|
||||||
def cancel_all_orders(self) -> None:
|
def cancel_all_orders(self) -> None:
|
||||||
'''
|
'''
|
||||||
|
|
@ -730,9 +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
|
||||||
|
|
@ -751,22 +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,
|
||||||
|
|
@ -780,6 +722,7 @@ class OrderMode:
|
||||||
|
|
||||||
@asynccontextmanager
|
@asynccontextmanager
|
||||||
async def open_order_mode(
|
async def open_order_mode(
|
||||||
|
|
||||||
feed: Feed,
|
feed: Feed,
|
||||||
godw: GodWidget,
|
godw: GodWidget,
|
||||||
fqme: str,
|
fqme: str,
|
||||||
|
|
@ -823,7 +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,
|
||||||
|
|
||||||
):
|
):
|
||||||
|
|
@ -1088,23 +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'
|
||||||
|
|
@ -1127,7 +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)
|
||||||
|
|
||||||
|
|
@ -1169,7 +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.
|
||||||
|
|
@ -1191,33 +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)
|
||||||
|
|
@ -1232,10 +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',
|
||||||
|
|
@ -1247,7 +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)
|
||||||
|
|
@ -1302,7 +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',
|
||||||
)
|
)
|
||||||
|
|
|
||||||
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