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Migrate to uv #16

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ntorres wants to merge 61 commits from uv_magration into nix_env_fix
pull from: uv_magration
merge into: pikers:nix_env_fix
Conversation 0 Commits 61 Files Changed 31
31 changed files with 5625 additions and 1337 deletions
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130
default.nix 100644
View File

@ -0,0 +1,130 @@
with (import <nixpkgs> {});
let
glibStorePath = lib.getLib glib;
zstdStorePath = lib.getLib zstd;
dbusStorePath = lib.getLib dbus;
libGLStorePath = lib.getLib libGL;
freetypeStorePath = lib.getLib freetype;
qt6baseStorePath = lib.getLib qt6.qtbase;
fontconfigStorePath = lib.getLib fontconfig;
libxkbcommonStorePath = lib.getLib libxkbcommon;
xcbutilcursorStorePath = lib.getLib xcb-util-cursor;
qtpyStorePath = lib.getLib python312Packages.qtpy;
pyqt6StorePath = lib.getLib python312Packages.pyqt6;
pyqt6SipStorePath = lib.getLib python312Packages.pyqt6-sip;
rapidfuzzStorePath = lib.getLib python312Packages.rapidfuzz;
qdarkstyleStorePath = lib.getLib python312Packages.qdarkstyle;
xorgLibX11StorePath = lib.getLib xorg.libX11;
xorgLibxcbStorePath = lib.getLib xorg.libxcb;
xorgxcbutilwmStorePath = lib.getLib xorg.xcbutilwm;
xorgxcbutilimageStorePath = lib.getLib xorg.xcbutilimage;
xorgxcbutilerrorsStorePath = lib.getLib xorg.xcbutilerrors;
xorgxcbutilkeysymsStorePath = lib.getLib xorg.xcbutilkeysyms;
xorgxcbutilrenderutilStorePath = lib.getLib xorg.xcbutilrenderutil;
in
stdenv.mkDerivation {
name = "piker-qt6-uv";
buildInputs = [
# System requirements.
glib
dbus
zstd
libGL
freetype
qt6.qtbase
libgcc.lib
fontconfig
libxkbcommon
# Xorg requirements
xcb-util-cursor
xorg.libxcb
xorg.libX11
xorg.xcbutilwm
xorg.xcbutilimage
xorg.xcbutilerrors
xorg.xcbutilkeysyms
xorg.xcbutilrenderutil
# Python requirements.
python312Full
python312Packages.uv
python312Packages.qdarkstyle
python312Packages.rapidfuzz
python312Packages.pyqt6
python312Packages.qtpy
];
src = null;
shellHook = ''
set -e
# Set the Qt plugin path
# export QT_DEBUG_PLUGINS=1
QTBASE_PATH="${qt6baseStorePath}/lib"
QT_PLUGIN_PATH="$QTBASE_PATH/qt-6/plugins"
QT_QPA_PLATFORM_PLUGIN_PATH="$QT_PLUGIN_PATH/platforms"
LIB_GCC_PATH="${libgcc.lib}/lib"
GLIB_PATH="${glibStorePath}/lib"
ZSTD_PATH="${zstdStorePath}/lib"
DBUS_PATH="${dbusStorePath}/lib"
LIBGL_PATH="${libGLStorePath}/lib"
FREETYPE_PATH="${freetypeStorePath}/lib"
FONTCONFIG_PATH="${fontconfigStorePath}/lib"
LIB_XKB_COMMON_PATH="${libxkbcommonStorePath}/lib"
XCB_UTIL_CURSOR_PATH="${xcbutilcursorStorePath}/lib"
XORG_LIB_X11_PATH="${xorgLibX11StorePath}/lib"
XORG_LIB_XCB_PATH="${xorgLibxcbStorePath}/lib"
XORG_XCB_UTIL_IMAGE_PATH="${xorgxcbutilimageStorePath}/lib"
XORG_XCB_UTIL_WM_PATH="${xorgxcbutilwmStorePath}/lib"
XORG_XCB_UTIL_RENDER_UTIL_PATH="${xorgxcbutilrenderutilStorePath}/lib"
XORG_XCB_UTIL_KEYSYMS_PATH="${xorgxcbutilkeysymsStorePath}/lib"
XORG_XCB_UTIL_ERRORS_PATH="${xorgxcbutilerrorsStorePath}/lib"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QTBASE_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_PLUGIN_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_QPA_PLATFORM_PLUGIN_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIB_GCC_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$DBUS_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$GLIB_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$ZSTD_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIBGL_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$FONTCONFIG_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$FREETYPE_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIB_XKB_COMMON_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XCB_UTIL_CURSOR_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_LIB_X11_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_LIB_XCB_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_IMAGE_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_WM_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_RENDER_UTIL_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_KEYSYMS_PATH"
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_ERRORS_PATH"
export LD_LIBRARY_PATH
RPDFUZZ_PATH="${rapidfuzzStorePath}/lib/python3.12/site-packages"
QDRKSTYLE_PATH="${qdarkstyleStorePath}/lib/python3.12/site-packages"
QTPY_PATH="${qtpyStorePath}/lib/python3.12/site-packages"
PYQT6_PATH="${pyqt6StorePath}/lib/python3.12/site-packages"
PYQT6_SIP_PATH="${pyqt6SipStorePath}/lib/python3.12/site-packages"
PATCH="$PATCH:$RPDFUZZ_PATH"
PATCH="$PATCH:$QDRKSTYLE_PATH"
PATCH="$PATCH:$QTPY_PATH"
PATCH="$PATCH:$PYQT6_PATH"
PATCH="$PATCH:$PYQT6_SIP_PATH"
export PATCH
# Install deps
uv lock
'';
}

2
piker/brokers/__init__.py
View File

@ -51,6 +51,7 @@ __brokers__: list[str] = [
'ib',
'kraken',
'kucoin',
'deribit',
# broken but used to work
# 'questrade',
@ -61,7 +62,6 @@ __brokers__: list[str] = [
# wstrade
# iex
# deribit
# bitso
]

49
piker/brokers/_daemon.py
View File

@ -23,6 +23,7 @@ from __future__ import annotations
from contextlib import (
asynccontextmanager as acm,
)
from functools import partial
from types import ModuleType
from typing import (
TYPE_CHECKING,
@ -190,14 +191,17 @@ def broker_init(
async def spawn_brokerd(
brokername: str,
loglevel: str | None = None,
**tractor_kwargs,
) -> bool:
'''
Spawn a `brokerd.<backendname>` subactor service daemon
using `pikerd`'s service mngr.
'''
from piker.service._util import log # use service mngr log
log.info(f'Spawning {brokername} broker daemon')
@ -217,27 +221,35 @@ async def spawn_brokerd(
# ask `pikerd` to spawn a new sub-actor and manage it under its
# actor nursery
from piker.service import Services
dname: str = tractor_kwargs.pop('name') # f'brokerd.{brokername}'
portal = await Services.actor_n.start_actor(
dname,
enable_modules=_data_mods + tractor_kwargs.pop('enable_modules'),
debug_mode=Services.debug_mode,
**tractor_kwargs
from piker.service import (
get_service_mngr,
ServiceMngr,
)
# NOTE: the service mngr expects an already spawned actor + its
# portal ref in order to do non-blocking setup of brokerd
# service nursery.
await Services.start_service_task(
dname,
portal,
dname: str = tractor_kwargs.pop('name') # f'brokerd.{brokername}'
mngr: ServiceMngr = get_service_mngr()
ctx: tractor.Context = await mngr.start_service(
daemon_name=dname,
ctx_ep=partial(
# signature of target root-task endpoint
daemon_fixture_ep,
# passed to daemon_fixture_ep(**kwargs)
brokername=brokername,
loglevel=loglevel,
),
debug_mode=mngr.debug_mode,
loglevel=loglevel,
enable_modules=(
_data_mods
+
tractor_kwargs.pop('enable_modules')
),
**tractor_kwargs
)
assert (
not ctx.cancel_called
and ctx.portal # parent side
and dname in ctx.chan.uid # subactor is named as desired
)
return True
@ -262,8 +274,7 @@ async def maybe_spawn_brokerd(
from piker.service import maybe_spawn_daemon
async with maybe_spawn_daemon(
f'brokerd.{brokername}',
service_name=f'brokerd.{brokername}',
service_task_target=spawn_brokerd,
spawn_args={
'brokername': brokername,

1
piker/brokers/binance/api.py
View File

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

1
piker/brokers/binance/venues.py
View File

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

6
piker/brokers/deribit/__init__.py
View File

@ -25,6 +25,7 @@ from .api import (
get_client,
)
from .feed import (
get_mkt_info,
open_history_client,
open_symbol_search,
stream_quotes,
@ -34,15 +35,20 @@ from .feed import (
# open_trade_dialog,
# norm_trade_records,
# )
from .venues import (
OptionPair,
)
log = get_logger(__name__)
__all__ = [
'get_client',
# 'trades_dialogue',
'get_mkt_info',
'open_history_client',
'open_symbol_search',
'stream_quotes',
'OptionPair',
# 'norm_trade_records',
]

711
piker/brokers/deribit/api.py
View File

@ -19,11 +19,17 @@ Deribit backend.
'''
import asyncio
from collections import ChainMap
from contextlib import (
asynccontextmanager as acm,
)
from datetime import datetime
from decimal import (
Decimal,
)
from functools import partial
from pathlib import Path
from pprint import pformat
import time
from typing import (
Any,
@ -31,10 +37,8 @@ from typing import (
Callable,
)
import pendulum
from pendulum import now
import trio
from trio_typing import TaskStatus
from rapidfuzz import process as fuzzy
import numpy as np
from tractor.trionics import (
broadcast_receiver,
@ -52,10 +56,30 @@ from cryptofeed.defines import (
)
from cryptofeed.symbols import Symbol
# types for managing the cb callbacks.
# from cryptofeed.types import L1Book
from piker.brokers import SymbolNotFound
from .venues import (
_ws_url,
MarketType,
PAIRTYPES,
Pair,
OptionPair,
JSONRPCResult,
# JSONRPCChannel,
KLinesResult,
# Trade,
LastTradesResult,
)
from piker.accounting import (
Asset,
digits_to_dec,
MktPair,
)
from piker.data import (
def_iohlcv_fields,
match_from_pairs,
Struct,
# Struct,
)
from piker.data._web_bs import (
open_jsonrpc_session
@ -74,59 +98,8 @@ _spawn_kwargs = {
}
_url = 'https://www.deribit.com'
_ws_url = 'wss://www.deribit.com/ws/api/v2'
_testnet_ws_url = 'wss://test.deribit.com/ws/api/v2'
class JSONRPCResult(Struct):
jsonrpc: str = '2.0'
id: int
result: Optional[list[dict]] = None
error: Optional[dict] = None
usIn: int
usOut: int
usDiff: int
testnet: bool
class JSONRPCChannel(Struct):
jsonrpc: str = '2.0'
method: str
params: dict
class KLinesResult(Struct):
close: list[float]
cost: list[float]
high: list[float]
low: list[float]
open: list[float]
status: str
ticks: list[int]
volume: list[float]
class Trade(Struct):
trade_seq: int
trade_id: str
timestamp: int
tick_direction: int
price: float
mark_price: float
iv: float
instrument_name: str
index_price: float
direction: str
combo_trade_id: Optional[int] = 0,
combo_id: Optional[str] = '',
amount: float
class LastTradesResult(Struct):
trades: list[Trade]
has_more: bool
# convert datetime obj timestamp to unixtime in milliseconds
def deribit_timestamp(when):
def deribit_timestamp(when) -> int:
return int((when.timestamp() * 1000) + (when.microsecond / 1000))
@ -142,20 +115,28 @@ def str_to_cb_sym(name: str) -> Symbol:
else:
raise Exception("Couldn\'t parse option type")
new_expiry_date = get_values_from_cb_normalized_date(expiry_date)
return Symbol(
base, quote,
base=base,
quote=quote,
type=OPTION,
strike_price=strike_price,
option_type=option_type,
expiry_date=expiry_date,
expiry_normalize=False)
expiry_date=new_expiry_date
)
def piker_sym_to_cb_sym(name: str) -> Symbol:
base, expiry_date, strike_price, option_type = tuple(
(
base,
expiry_date,
strike_price,
option_type,
)= tuple(
name.upper().split('-'))
quote = base
quote: str = base
if option_type == 'P':
option_type = PUT
@ -165,77 +146,139 @@ def piker_sym_to_cb_sym(name: str) -> Symbol:
raise Exception("Couldn\'t parse option type")
return Symbol(
base, quote,
base=base,
quote=quote,
type=OPTION,
strike_price=strike_price,
option_type=option_type,
expiry_date=expiry_date.upper())
expiry_date=expiry_date
)
def cb_sym_to_deribit_inst(sym: Symbol):
# cryptofeed normalized
cb_norm = ['F', 'G', 'H', 'J', 'K', 'M', 'N', 'Q', 'U', 'V', 'X', 'Z']
# deribit specific
months = ['JAN', 'FEB', 'MAR', 'APR', 'MAY', 'JUN', 'JUL', 'AUG', 'SEP', 'OCT', 'NOV', 'DEC']
exp = sym.expiry_date
# YYMDD
# 01234
year, month, day = (
exp[:2], months[cb_norm.index(exp[2:3])], exp[3:])
new_expiry_date = get_values_from_cb_normalized_date(sym.expiry_date)
otype = 'C' if sym.option_type == CALL else 'P'
return f'{sym.base}-{day}{month}{year}-{sym.strike_price}-{otype}'
return f'{sym.base}-{new_expiry_date}-{sym.strike_price}-{otype}'
def get_values_from_cb_normalized_date(expiry_date: str) -> str:
# deribit specific
cb_norm = [
'F', 'G', 'H', 'J',
'K', 'M', 'N', 'Q',
'U', 'V', 'X', 'Z'
]
months = [
'JAN', 'FEB', 'MAR', 'APR',
'MAY', 'JUN', 'JUL', 'AUG',
'SEP', 'OCT', 'NOV', 'DEC'
]
# YYMDD
# 01234
day, month, year = (
expiry_date[3:],
months[cb_norm.index(expiry_date[2:3])],
expiry_date[:2]
)
return f'{day}{month}{year}'
def get_config() -> dict[str, Any]:
conf, path = config.load()
section = conf.get('deribit')
# TODO: document why we send this, basically because logging params for cryptofeed
conf['log'] = {}
conf['log']['disabled'] = True
conf: dict
path: Path
conf, path = config.load(
conf_name='brokers',
touch_if_dne=True,
)
section: dict|None = conf.get('deribit')
if section is None:
log.warning(f'No config section found for deribit in {path}')
raise ValueError(
f'No `[deribit]` section found in\n'
f'{path!r}\n\n'
f'See the template config from the core repo for samples..\n'
# f'<TODO put repo link here??>'
)
return conf
conf_option = section.get('option', {})
section.clear # clear the dict to reuse it
section['deribit'] = {}
section['deribit']['key_id'] = conf_option.get('api_key')
section['deribit']['key_secret'] = conf_option.get('api_secret')
section['log'] = {}
section['log']['filename'] = 'feedhandler.log'
section['log']['level'] = 'DEBUG'
return section
class Client:
'''
Hi-level interface for the jsron-RPC over websocket API.
def __init__(self, json_rpc: Callable) -> None:
self._pairs: dict[str, Any] = None
'''
def __init__(
self,
json_rpc: Callable
) -> None:
self._pairs: ChainMap[str, Pair] = ChainMap()
config = get_config().get('deribit', {})
if ('key_id' in config) and ('key_secret' in config):
self._key_id = config['key_id']
self._key_secret = config['key_secret']
else:
self._key_id = None
self._key_secret = None
self._key_id = config.get('key_id')
self._key_secret = config.get('key_secret')
self.json_rpc = json_rpc
@property
def currencies(self):
return ['btc', 'eth', 'sol', 'usd']
self._auth_ts = None
self._auth_renew_ts = 5 # seconds to renew auth
async def get_balances(self, kind: str = 'option') -> dict[str, float]:
async def _json_rpc_auth_wrapper(
self,
*args,
**kwargs,
) -> JSONRPCResult:
"""Background task that adquires a first access token and then will
refresh the access token.
https://docs.deribit.com/?python#authentication-2
"""
access_scope = 'trade:read_write'
current_ts = time.time()
if not self._auth_ts or current_ts - self._auth_ts < self._auth_renew_ts:
# if we are close to token expiry time
params = {
'grant_type': 'client_credentials',
'client_id': self._key_id,
'client_secret': self._key_secret,
'scope': access_scope
}
resp = await self.json_rpc('public/auth', params)
result = resp.result
self._auth_ts = time.time() + result['expires_in']
return await self.json_rpc(*args, **kwargs)
async def get_balances(
self,
kind: str = 'option'
) -> dict[str, float]:
"""Return the set of positions for this account
by symbol.
"""
balances = {}
for currency in self.currencies:
resp = await self.json_rpc(
resp = await self._json_rpc_auth_wrapper(
'private/get_positions', params={
'currency': currency.upper(),
'kind': kind})
@ -244,20 +287,53 @@ class Client:
return balances
async def get_assets(self) -> dict[str, float]:
"""Return the set of asset balances for this account
by symbol.
"""
balances = {}
async def get_assets(
self,
venue: str | None = None,
for currency in self.currencies:
resp = await self.json_rpc(
'private/get_account_summary', params={
'currency': currency.upper()})
) -> dict[str, Asset]:
'''
Return the set of asset balances for this account
by (deribit's) symbol.
balances[currency] = resp.result['balance']
return balances
'''
assets = {}
resp = await self._json_rpc_auth_wrapper(
'public/get_currencies',
params={}
)
currencies: list[dict] = resp.result
for currency in currencies:
name: str = currency['currency']
tx_tick: Decimal = digits_to_dec(currency['fee_precision'])
# TODO, handling of options, futures, perps etc. more
# specifically with diff `.atype`s?
assets[name] = Asset(
name=name,
atype='crypto_currency',
tx_tick=tx_tick,
)
instruments = await self.symbol_info(currency=name)
for instrument in instruments:
pair = instruments[instrument]
assets[pair.symbol] = Asset(
name=pair.symbol,
atype=pair.venue,
tx_tick=pair.size_tick,
)
return assets
async def get_mkt_pairs(self) -> dict[str, Pair]:
flat: dict[str, Pair] = {}
for key in self._pairs:
item = self._pairs.get(key)
flat[item.bs_fqme] = item
return flat
async def submit_limit(
self,
@ -274,7 +350,7 @@ class Client:
'type': 'limit',
'price': price,
}
resp = await self.json_rpc(
resp = await self._json_rpc_auth_wrapper(
f'private/{action}', params)
return resp.result
@ -282,10 +358,45 @@ class Client:
async def submit_cancel(self, oid: str):
"""Send cancel request for order id
"""
resp = await self.json_rpc(
resp = await self._json_rpc_auth_wrapper(
'private/cancel', {'order_id': oid})
return resp.result
async def exch_info(
self,
sym: str | None = None,
venue: MarketType = 'option',
expiry: str | None = None,
) -> dict[str, Pair] | Pair:
pair_table: dict[str, Pair] = self._pairs
if (
sym
and (cached_pair := pair_table.get(sym))
):
return cached_pair
if sym:
opt: OptionPair|None = pair_table.get(sym)
if not opt:
closest_matches: dict[str, Pair] = match_from_pairs(
pairs=pair_table,
query=sym,
score_cutoff=40,
)
closest_syms: list[str] = list(closest_matches.keys())
raise ValueError(
f'No contract found for {sym!r}\n\n'
f'Closest {len(closest_syms)} available contracts:\n\n'
f'{pformat(closest_syms)}\n'
)
return pair_table[sym]
else:
return self._pairs
async def symbol_info(
self,
instrument: Optional[str] = None,
@ -293,7 +404,7 @@ class Client:
kind: str = 'option',
expired: bool = False
) -> dict[str, dict]:
) -> dict[str, Pair] | Pair:
'''
Get symbol infos.
@ -305,31 +416,71 @@ class Client:
params: dict[str, str] = {
'currency': currency.upper(),
'kind': kind,
'expired': str(expired).lower()
'expired': expired,
}
resp: JSONRPCResult = await self.json_rpc(
resp: JSONRPCResult = await self._json_rpc_auth_wrapper(
'public/get_instruments',
params,
)
# convert to symbol-keyed table
pair_type: Pair = PAIRTYPES[kind]
results: list[dict] | None = resp.result
instruments: dict[str, dict] = {
item['instrument_name'].lower(): item
for item in results
}
instruments: dict[str, Pair] = {}
for item in results:
symbol=item['instrument_name'].lower()
try:
pair: Pair = pair_type(
symbol=symbol,
**item
)
except Exception as e:
e.add_note(
"\nDon't panic, prolly stupid deribit changed their symbology schema again..\n"
'Check out their API docs here:\n\n'
'https://docs.deribit.com/?python#deribit-api-v2-1-1'
)
raise
instruments[symbol] = pair
if instrument is not None:
return instruments[instrument]
return instruments[instrument.lower()]
else:
return instruments
async def cache_symbols(
self,
) -> dict:
venue: MarketType = 'option',
if not self._pairs:
self._pairs = await self.symbol_info()
) -> None:
# lookup internal mkt-specific pair table to update
pair_table: dict[str, Pair] = self._pairs
# make API request(s)
mkt_pairs = await self.symbol_info()
if not mkt_pairs:
raise SymbolNotFound(
f'No market pairs found!?:\n'
f'{mkt_pairs}'
)
pairs_view_subtable: dict[str, Pair] = {}
for instrument in mkt_pairs:
pair_type: Pair|OptionPair = PAIRTYPES[venue]
pair: Pair = pair_type(**mkt_pairs[instrument].to_dict())
pair_table[pair.symbol.upper()] = pair
# update an additional top-level-cross-venue-table
# `._pairs: ChainMap` for search B0
pairs_view_subtable[pair.bs_fqme] = pair
self._pairs.maps.append(pairs_view_subtable)
return self._pairs
@ -337,47 +488,47 @@ class Client:
self,
pattern: str,
limit: int = 30,
) -> dict[str, Any]:
) -> dict[str, Pair]:
'''
Fuzzy search symbology set for pairs matching `pattern`.
'''
pairs: dict[str, Any] = await self.symbol_info()
matches: dict[str, Pair] = match_from_pairs(
pairs: dict[str, Pair] = await self.exch_info()
return match_from_pairs(
pairs=pairs,
query=pattern.upper(),
score_cutoff=35,
limit=limit
)
# repack in name-keyed table
return {
pair['instrument_name'].lower(): pair
for pair in matches.values()
}
async def bars(
self,
symbol: str,
mkt: MktPair,
start_dt: Optional[datetime] = None,
end_dt: Optional[datetime] = None,
limit: int = 1000,
as_np: bool = True,
) -> dict:
instrument = symbol
) -> list[tuple] | np.ndarray:
instrument: str = mkt.bs_fqme.split('.')[0]
if end_dt is None:
end_dt = pendulum.now('UTC')
end_dt = now('UTC')
_orig_start_dt = start_dt
if start_dt is None:
start_dt = end_dt.start_of(
'minute').subtract(minutes=limit)
'minute'
).subtract(minutes=limit)
start_time = deribit_timestamp(start_dt)
end_time = deribit_timestamp(end_dt)
start_time: int = deribit_timestamp(start_dt)
end_time: int = deribit_timestamp(end_dt)
# https://docs.deribit.com/#public-get_tradingview_chart_data
resp = await self.json_rpc(
resp = await self._json_rpc_auth_wrapper(
'public/get_tradingview_chart_data',
params={
'instrument_name': instrument.upper(),
@ -387,36 +538,38 @@ class Client:
})
result = KLinesResult(**resp.result)
new_bars = []
new_bars: list[tuple] = []
# if _orig_start_dt is None:
# if not new_bars:
# import tractor
# await tractor.pause()
for i in range(len(result.close)):
_open = result.open[i]
high = result.high[i]
low = result.low[i]
close = result.close[i]
volume = result.volume[i]
row = [
(start_time + (i * (60 * 1000))) / 1000.0, # time
result.open[i],
result.high[i],
result.low[i],
result.close[i],
result.volume[i],
0
result.volume[i]
]
new_bars.append((i,) + tuple(row))
array = np.array(new_bars, dtype=def_iohlcv_fields) if as_np else klines
return array
if not as_np:
return result
return np.array(
new_bars,
dtype=def_iohlcv_fields
)
async def last_trades(
self,
instrument: str,
count: int = 10
):
resp = await self.json_rpc(
resp = await self._json_rpc_auth_wrapper(
'public/get_last_trades_by_instrument',
params={
'instrument_name': instrument,
@ -428,78 +581,17 @@ class Client:
@acm
async def get_client(
is_brokercheck: bool = False
is_brokercheck: bool = False,
venue: MarketType = 'option',
) -> Client:
async with (
trio.open_nursery() as n,
open_jsonrpc_session(
_testnet_ws_url, dtype=JSONRPCResult) as json_rpc
_ws_url, response_type=JSONRPCResult
) as json_rpc
):
client = Client(json_rpc)
_refresh_token: Optional[str] = None
_access_token: Optional[str] = None
async def _auth_loop(
task_status: TaskStatus = trio.TASK_STATUS_IGNORED
):
"""Background task that adquires a first access token and then will
refresh the access token while the nursery isn't cancelled.
https://docs.deribit.com/?python#authentication-2
"""
renew_time = 10
access_scope = 'trade:read_write'
_expiry_time = time.time()
got_access = False
nonlocal _refresh_token
nonlocal _access_token
while True:
if time.time() - _expiry_time < renew_time:
# if we are close to token expiry time
if _refresh_token != None:
# if we have a refresh token already dont need to send
# secret
params = {
'grant_type': 'refresh_token',
'refresh_token': _refresh_token,
'scope': access_scope
}
else:
# we don't have refresh token, send secret to initialize
params = {
'grant_type': 'client_credentials',
'client_id': client._key_id,
'client_secret': client._key_secret,
'scope': access_scope
}
resp = await json_rpc('public/auth', params)
result = resp.result
_expiry_time = time.time() + result['expires_in']
_refresh_token = result['refresh_token']
if 'access_token' in result:
_access_token = result['access_token']
if not got_access:
# first time this loop runs we must indicate task is
# started, we have auth
got_access = True
task_status.started()
else:
await trio.sleep(renew_time / 2)
# if we have client creds launch auth loop
if client._key_id is not None:
await n.start(_auth_loop)
await client.cache_symbols()
yield client
n.cancel_scope.cancel()
@ -523,40 +615,68 @@ async def maybe_open_feed_handler() -> trio.abc.ReceiveStream:
async def aio_price_feed_relay(
fh: FeedHandler,
instrument: Symbol,
instrument: str,
from_trio: asyncio.Queue,
to_trio: trio.abc.SendChannel,
) -> None:
async def _trade(data: dict, receipt_timestamp):
to_trio.send_nowait(('trade', {
async def _trade(
data: dict,
receipt_timestamp: int,
) -> None:
'''
Send `cryptofeed.FeedHandler` quotes to `piker`-side
`trio.Task`.
'''
to_trio.send_nowait((
'trade', {
'symbol': cb_sym_to_deribit_inst(
str_to_cb_sym(data.symbol)).lower(),
'last': data,
'broker_ts': time.time(),
'data': data.to_dict(),
'receipt': receipt_timestamp
}))
'receipt': receipt_timestamp,
},
))
async def _l1(data: dict, receipt_timestamp):
to_trio.send_nowait(('l1', {
async def _l1(
data: dict,
receipt_timestamp: int,
) -> None:
to_trio.send_nowait((
'l1', {
'symbol': cb_sym_to_deribit_inst(
str_to_cb_sym(data.symbol)).lower(),
'ticks': [
{'type': 'bid',
'price': float(data.bid_price), 'size': float(data.bid_size)},
{'type': 'bsize',
'price': float(data.bid_price), 'size': float(data.bid_size)},
{'type': 'ask',
'price': float(data.ask_price), 'size': float(data.ask_size)},
{'type': 'asize',
'price': float(data.ask_price), 'size': float(data.ask_size)}
{
'type': 'bid',
'price': float(data.bid_price),
'size': float(data.bid_size)
},
{
'type': 'bsize',
'price': float(data.bid_price),
'size': float(data.bid_size)
},
{
'type': 'ask',
'price': float(data.ask_price),
'size': float(data.ask_size)
},
{
'type': 'asize',
'price': float(data.ask_price),
'size': float(data.ask_size)
}
]
}))
},
))
sym: Symbol = piker_sym_to_cb_sym(instrument)
fh.add_feed(
DERIBIT,
channels=[TRADES, L1_BOOK],
symbols=[piker_sym_to_cb_sym(instrument)],
symbols=[sym],
callbacks={
TRADES: _trade,
L1_BOOK: _l1
@ -597,9 +717,9 @@ async def maybe_open_price_feed(
async with maybe_open_context(
acm_func=open_price_feed,
kwargs={
'instrument': instrument
'instrument': instrument.split('.')[0]
},
key=f'{instrument}-price',
key=f'{instrument.split('.')[0]}-price',
) as (cache_hit, feed):
if cache_hit:
yield broadcast_receiver(feed, 10)
@ -608,68 +728,69 @@ async def maybe_open_price_feed(
async def aio_order_feed_relay(
fh: FeedHandler,
instrument: Symbol,
from_trio: asyncio.Queue,
to_trio: trio.abc.SendChannel,
) -> None:
async def _fill(data: dict, receipt_timestamp):
breakpoint()
# TODO, move all to `.broker` submod!
# async def aio_order_feed_relay(
# fh: FeedHandler,
# instrument: Symbol,
# from_trio: asyncio.Queue,
# to_trio: trio.abc.SendChannel,
# ) -> None:
# async def _fill(data: dict, receipt_timestamp):
# breakpoint()
async def _order_info(data: dict, receipt_timestamp):
breakpoint()
# async def _order_info(data: dict, receipt_timestamp):
# breakpoint()
fh.add_feed(
DERIBIT,
channels=[FILLS, ORDER_INFO],
symbols=[instrument.upper()],
callbacks={
FILLS: _fill,
ORDER_INFO: _order_info,
})
# fh.add_feed(
# DERIBIT,
# channels=[FILLS, ORDER_INFO],
# symbols=[instrument.upper()],
# callbacks={
# FILLS: _fill,
# ORDER_INFO: _order_info,
# })
if not fh.running:
fh.run(
start_loop=False,
install_signal_handlers=False)
# if not fh.running:
# fh.run(
# start_loop=False,
# install_signal_handlers=False)
# sync with trio
to_trio.send_nowait(None)
# # sync with trio
# to_trio.send_nowait(None)
await asyncio.sleep(float('inf'))
# await asyncio.sleep(float('inf'))
@acm
async def open_order_feed(
instrument: list[str]
) -> trio.abc.ReceiveStream:
async with maybe_open_feed_handler() as fh:
async with to_asyncio.open_channel_from(
partial(
aio_order_feed_relay,
fh,
instrument
)
) as (first, chan):
yield chan
# @acm
# async def open_order_feed(
# instrument: list[str]
# ) -> trio.abc.ReceiveStream:
# async with maybe_open_feed_handler() as fh:
# async with to_asyncio.open_channel_from(
# partial(
# aio_order_feed_relay,
# fh,
# instrument
# )
# ) as (first, chan):
# yield chan
@acm
async def maybe_open_order_feed(
instrument: str
) -> trio.abc.ReceiveStream:
# @acm
# async def maybe_open_order_feed(
# instrument: str
# ) -> trio.abc.ReceiveStream:
# TODO: add a predicate to maybe_open_context
async with maybe_open_context(
acm_func=open_order_feed,
kwargs={
'instrument': instrument,
'fh': fh
},
key=f'{instrument}-order',
) as (cache_hit, feed):
if cache_hit:
yield broadcast_receiver(feed, 10)
else:
yield feed
# # TODO: add a predicate to maybe_open_context
# async with maybe_open_context(
# acm_func=open_order_feed,
# kwargs={
# 'instrument': instrument.split('.')[0],
# 'fh': fh
# },
# key=f'{instrument.split('.')[0]}-order',
# ) as (cache_hit, feed):
# if cache_hit:
# yield broadcast_receiver(feed, 10)
# else:
# yield feed

271
piker/brokers/deribit/feed.py
View File

@ -18,38 +18,58 @@
Deribit backend.
'''
from __future__ import annotations
from contextlib import asynccontextmanager as acm
from datetime import datetime
from typing import Any, Optional, Callable
from typing import (
# Any,
# Optional,
Callable,
)
# from pprint import pformat
import time
import cryptofeed
import trio
from trio_typing import TaskStatus
import pendulum
from rapidfuzz import process as fuzzy
from pendulum import (
from_timestamp,
)
import numpy as np
import tractor
from piker.brokers import open_cached_client
from piker.log import get_logger, get_console_log
from piker.data import ShmArray
from piker.brokers._util import (
BrokerError,
from piker.accounting import (
Asset,
MktPair,
unpack_fqme,
)
from piker.brokers import (
open_cached_client,
NoData,
DataUnavailable,
)
from cryptofeed import FeedHandler
from cryptofeed.defines import (
DERIBIT, L1_BOOK, TRADES, OPTION, CALL, PUT
from piker._cacheables import (
async_lifo_cache,
)
from cryptofeed.symbols import Symbol
from piker.log import (
get_logger,
mk_repr,
)
from piker.data.validate import FeedInit
from .api import (
Client, Trade,
get_config,
str_to_cb_sym, piker_sym_to_cb_sym, cb_sym_to_deribit_inst,
Client,
# get_config,
piker_sym_to_cb_sym,
cb_sym_to_deribit_inst,
maybe_open_price_feed
)
from .venues import (
Pair,
OptionPair,
Trade,
)
_spawn_kwargs = {
'infect_asyncio': True,
@ -64,78 +84,191 @@ async def open_history_client(
mkt: MktPair,
) -> tuple[Callable, int]:
fnstrument: str = mkt.bs_fqme
# TODO implement history getter for the new storage layer.
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(
end_dt: Optional[datetime] = None,
start_dt: Optional[datetime] = None,
timeframe: float,
end_dt: datetime | None = None,
start_dt: datetime | None = None,
) -> tuple[
np.ndarray,
datetime, # start
datetime, # end
]:
if timeframe != 60:
raise DataUnavailable('Only 1m bars are supported')
array = await client.bars(
instrument,
array: np.ndarray = await client.bars(
mkt,
start_dt=start_dt,
end_dt=end_dt,
)
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'])
end_dt = pendulum.from_timestamp(array[-1]['time'])
start_dt = from_timestamp(array[0]['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
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(
send_chan: trio.abc.SendChannel,
symbols: list[str],
feed_is_live: trio.Event,
loglevel: str = None,
# startup sync
task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
) -> 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]
'''
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()
async with (
open_cached_client('deribit') as client,
send_chan as send_chan
):
mkt: MktPair
pair: Pair
mkt, pair = await get_mkt_info(sym)
init_msgs = {
# pass back token, and bool, signalling if we're the writer
# and that history has been written
sym: {
'symbol_info': {
'asset_type': 'option',
'price_tick_size': 0.0005
},
'shm_write_opts': {'sum_tick_vml': False},
'fqsn': sym,
},
}
nsym = piker_sym_to_cb_sym(sym)
# build out init msgs according to latest spec
init_msgs.append(
FeedInit(
mkt_info=mkt,
)
)
# build `cryptofeed` feed-handle
cf_sym: cryptofeed.Symbol = piker_sym_to_cb_sym(sym)
async with maybe_open_price_feed(sym) as stream:
cache = await client.cache_symbols()
last_trades = (await client.last_trades(
cb_sym_to_deribit_inst(nsym), count=1)).trades
last_trades = (
await client.last_trades(
cb_sym_to_deribit_inst(cf_sym),
count=1,
)
).trades
if len(last_trades) == 0:
last_trade = None
@ -158,13 +291,29 @@ async def stream_quotes(
'broker_ts': last_trade.timestamp
}]
}
task_status.started((init_msgs, first_quote))
task_status.started((
init_msgs,
first_quote,
))
feed_is_live.set()
# NOTE XXX, static for now!
# => since this only handles ONE mkt feed at a time we
# 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, quote in stream:
topic = quote['symbol']
await send_chan.send({topic: quote})
sym: str = quote['symbol']
log.info(
f'deribit {typ!r} quote for {sym!r}\n\n'
f'{pfmt(quote)}\n'
)
await send_chan.send({
topic: quote,
})
@tractor.context
@ -174,12 +323,22 @@ async def open_symbol_search(
async with open_cached_client('deribit') as client:
# load all symbols locally for fast search
cache = await client.cache_symbols()
# cache = client._pairs
await ctx.started()
async with ctx.open_stream() as stream:
pattern: str
async for pattern in stream:
# repack in dict form
await stream.send(
await client.search_symbols(pattern))
# NOTE: pattern fuzzy-matching is done within
# 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)

193
piker/brokers/deribit/venues.py 100644
View File

@ -0,0 +1,193 @@
# 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

63
piker/brokers/kucoin.py
View File

@ -111,6 +111,10 @@ class KucoinMktPair(Struct, frozen=True):
quoteMaxSize: float
quoteMinSize: float
symbol: str # our bs_mktid, kucoin's internal id
feeCategory: int
makerFeeCoefficient: float
takerFeeCoefficient: float
st: bool
class AccountTrade(Struct, frozen=True):
@ -593,7 +597,7 @@ async def get_client() -> AsyncGenerator[Client, None]:
'''
async with (
httpx.AsyncClient(
base_url=f'https://api.kucoin.com/api',
base_url='https://api.kucoin.com/api',
) as trio_client,
):
client = Client(httpx_client=trio_client)
@ -637,7 +641,7 @@ async def open_ping_task(
await trio.sleep((ping_interval - 1000) / 1000)
await ws.send_msg({'id': connect_id, 'type': 'ping'})
log.info('Starting ping task for kucoin ws connection')
log.warning('Starting ping task for kucoin ws connection')
n.start_soon(ping_server)
yield
@ -649,9 +653,14 @@ async def open_ping_task(
async def get_mkt_info(
fqme: str,
) -> tuple[MktPair, KucoinMktPair]:
) -> tuple[
MktPair,
KucoinMktPair,
]:
'''
Query for and return a `MktPair` and `KucoinMktPair`.
Query for and return both a `piker.accounting.MktPair` and
`KucoinMktPair` from provided `fqme: str`
(fully-qualified-market-endpoint).
'''
async with open_cached_client('kucoin') as client:
@ -726,6 +735,8 @@ async def stream_quotes(
log.info(f'Starting up quote stream(s) for {symbols}')
for sym_str in symbols:
mkt: MktPair
pair: KucoinMktPair
mkt, pair = await get_mkt_info(sym_str)
init_msgs.append(
FeedInit(mkt_info=mkt)
@ -733,7 +744,11 @@ async def stream_quotes(
ws: NoBsWs
token, ping_interval = await client._get_ws_token()
connect_id = str(uuid4())
log.info('API reported ping_interval: {ping_interval}\n')
connect_id: str = str(uuid4())
typ: str
quote: dict
async with (
open_autorecon_ws(
(
@ -747,20 +762,37 @@ async def stream_quotes(
),
) as ws,
open_ping_task(ws, ping_interval, connect_id),
aclosing(stream_messages(ws, sym_str)) as msg_gen,
aclosing(
iter_normed_quotes(
ws, sym_str
)
) as iter_quotes,
):
typ, quote = await anext(msg_gen)
typ, quote = await anext(iter_quotes)
while typ != 'trade':
# take care to not unblock here until we get a real
# trade quote
typ, quote = await anext(msg_gen)
# trade quote?
# ^TODO, remove this right?
# -[ ] what often blocks chart boot/new-feed switching
# since we'ere waiting for a live quote instead of just
# loading history afap..
# |_ XXX, not sure if we require a bit of rework to core
# feed init logic or if backends justg gotta be
# changed up.. feel like there was some causality
# dilema prolly only seen with IB too..
# while typ != 'trade':
# typ, quote = await anext(iter_quotes)
task_status.started((init_msgs, quote))
feed_is_live.set()
async for typ, msg in msg_gen:
await send_chan.send({sym_str: msg})
# XXX NOTE, DO NOT include the `.<backend>` suffix!
# OW the sampling loop will not broadcast correctly..
# since `bus._subscribers.setdefault(bs_fqme, set())`
# is used inside `.data.open_feed_bus()` !!!
topic: str = mkt.bs_fqme
async for typ, quote in iter_quotes:
await send_chan.send({topic: quote})
@acm
@ -815,7 +847,7 @@ async def subscribe(
)
async def stream_messages(
async def iter_normed_quotes(
ws: NoBsWs,
sym: str,
@ -846,6 +878,9 @@ async def stream_messages(
yield 'trade', {
'symbol': sym,
# TODO, is 'last' even used elsewhere/a-good
# semantic? can't we just read the ticks with our
# .data.ticktools.frame_ticks()`/
'last': trade_data.price,
'brokerd_ts': last_trade_ts,
'ticks': [
@ -938,7 +973,7 @@ async def open_history_client(
if end_dt is None:
inow = round(time.time())
print(
log.debug(
f'difference in time between load and processing'
f'{inow - times[-1]}'
)

12
piker/clearing/_ems.py
View File

@ -653,7 +653,11 @@ class Router(Struct):
flume = feed.flumes[fqme]
first_quote: dict = flume.first_quote
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(
brokermod=brokermod,
@ -716,7 +720,7 @@ class Router(Struct):
subs = self.subscribers[sub_key]
sent_some: bool = False
for client_stream in subs:
for client_stream in subs.copy():
try:
await client_stream.send(msg)
sent_some = True
@ -1010,6 +1014,10 @@ async def translate_and_relay_brokerd_events(
status_msg.brokerd_msg = msg
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(
status_msg.req.symbol,
status_msg,

2
piker/cli/__init__.py
View File

@ -335,7 +335,7 @@ def services(config, tl, ports):
name='service_query',
loglevel=config['loglevel'] if tl else None,
),
tractor.get_arbiter(
tractor.get_registry(
host=host,
port=ports[0]
) as portal

85
piker/data/_sampling.py
View File

@ -25,10 +25,12 @@ from collections import (
defaultdict,
)
from contextlib import asynccontextmanager as acm
from functools import partial
import time
from typing import (
Any,
AsyncIterator,
Callable,
TYPE_CHECKING,
)
@ -42,7 +44,7 @@ from tractor.trionics import (
maybe_open_nursery,
)
import trio
from trio_typing import TaskStatus
from trio import TaskStatus
from .ticktools import (
frame_ticks,
@ -53,6 +55,9 @@ from ._util import (
get_console_log,
)
from ..service import maybe_spawn_daemon
from piker.log import (
mk_repr,
)
if TYPE_CHECKING:
from ._sharedmem import (
@ -70,6 +75,7 @@ if TYPE_CHECKING:
_default_delay_s: float = 1.0
# TODO: use new `tractor.singleton_acm` API for this!
class Sampler:
'''
Global sampling engine registry.
@ -79,9 +85,9 @@ class Sampler:
This non-instantiated type is meant to be a singleton within
a `samplerd` actor-service spawned once by the user wishing to
time-step-sample (real-time) quote feeds, see
``.service.maybe_open_samplerd()`` and the below
``register_with_sampler()``.
time-step-sample a (real-time) quote feeds, see
`.service.maybe_open_samplerd()` and the below
`register_with_sampler()`.
'''
service_nursery: None | trio.Nursery = None
@ -375,7 +381,10 @@ async def register_with_sampler(
assert Sampler.ohlcv_shms
# unblock caller
await ctx.started(set(Sampler.ohlcv_shms.keys()))
await ctx.started(
# XXX bc msgpack only allows one array type!
list(Sampler.ohlcv_shms.keys())
)
if open_index_stream:
try:
@ -419,7 +428,6 @@ async def register_with_sampler(
async def spawn_samplerd(
loglevel: str | None = None,
**extra_tractor_kwargs
@ -429,7 +437,10 @@ async def spawn_samplerd(
update and increment count write and stream broadcasting.
'''
from piker.service import Services
from piker.service import (
get_service_mngr,
ServiceMngr,
)
dname = 'samplerd'
log.info(f'Spawning `{dname}`')
@ -437,26 +448,33 @@ async def spawn_samplerd(
# singleton lock creation of ``samplerd`` since we only ever want
# one daemon per ``pikerd`` proc tree.
# TODO: make this built-into the service api?
async with Services.locks[dname + '_singleton']:
mngr: ServiceMngr = get_service_mngr()
already_started: bool = dname in mngr.service_tasks
if dname not in Services.service_tasks:
async with mngr._locks[dname + '_singleton']:
ctx: Context = await mngr.start_service(
daemon_name=dname,
ctx_ep=partial(
register_with_sampler,
period_s=1,
sub_for_broadcasts=False,
),
debug_mode=mngr.debug_mode, # set by pikerd flag
portal = await Services.actor_n.start_actor(
dname,
# proxy-through to tractor
enable_modules=[
'piker.data._sampling',
],
loglevel=loglevel,
debug_mode=Services.debug_mode, # set by pikerd flag
**extra_tractor_kwargs
)
await Services.start_service_task(
dname,
portal,
register_with_sampler,
period_s=1,
sub_for_broadcasts=False,
if not already_started:
assert (
ctx
and
ctx.portal
and
not ctx.cancel_called
)
return True
@ -561,7 +579,6 @@ async def open_sample_stream(
async def sample_and_broadcast(
bus: _FeedsBus, # noqa
rt_shm: ShmArray,
hist_shm: ShmArray,
@ -582,11 +599,22 @@ async def sample_and_broadcast(
overruns = Counter()
# multiline nested `dict` formatter (since rn quote-msgs are
# just that).
pfmt: Callable[[str], str] = mk_repr()
# iterate stream delivered by broker
async for quotes in quote_stream:
# print(quotes)
# TODO: ``numba`` this!
# XXX WARNING XXX only enable for debugging bc ow can cost
# ALOT of perf with HF-feedz!!!
#
# log.info(
# 'Rx live quotes:\n'
# f'{pfmt(quotes)}'
# )
# TODO: `numba` this!
for broker_symbol, quote in quotes.items():
# TODO: in theory you can send the IPC msg *before* writing
# to the sharedmem array to decrease latency, however, that
@ -659,6 +687,18 @@ async def sample_and_broadcast(
sub_key: str = broker_symbol.lower()
subs: set[Sub] = bus.get_subs(sub_key)
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
# it's own "name" into the fqme schema (but maybe it
# should?) so we have to manually generate the correct
@ -889,6 +929,7 @@ async def uniform_rate_send(
# to consumers which crash or lose network connection.
# I.e. we **DO NOT** want to crash and propagate up to
# ``pikerd`` these kinds of errors!
trio.EndOfChannel,
trio.ClosedResourceError,
trio.BrokenResourceError,
ConnectionResetError,

87
piker/data/_web_bs.py
View File

@ -273,7 +273,7 @@ async def _reconnect_forever(
nobsws._connected.set()
await trio.sleep_forever()
except HandshakeError:
log.exception(f'Retrying connection')
log.exception('Retrying connection')
# ws & nursery block ends
@ -359,8 +359,8 @@ async def open_autorecon_ws(
'''
JSONRPC response-request style machinery for transparent multiplexing of msgs
over a NoBsWs.
JSONRPC response-request style machinery for transparent multiplexing
of msgs over a `NoBsWs`.
'''
@ -377,44 +377,78 @@ async def open_jsonrpc_session(
url: str,
start_id: int = 0,
response_type: type = JSONRPCResult,
request_type: Optional[type] = None,
request_hook: Optional[Callable] = None,
error_hook: Optional[Callable] = None,
msg_recv_timeout: float = float('inf'),
# ^NOTE, since only `deribit` is using this jsonrpc stuff atm
# and options mkts are generally "slow moving"..
#
# FURTHER if we break the underlying ws connection then since we
# don't pass a `fixture` to the task that manages `NoBsWs`, i.e.
# `_reconnect_forever()`, the jsonrpc "transport pipe" get's
# broken and never restored with wtv init sequence is required to
# re-establish a working req-resp session.
# request_type: Optional[type] = None,
# request_hook: Optional[Callable] = None,
# error_hook: Optional[Callable] = None,
) -> Callable[[str, dict], dict]:
# NOTE, store all request msgs so we can raise errors on the
# caller side!
req_msgs: dict[int, dict] = {}
async with (
trio.open_nursery() as n,
open_autorecon_ws(url) as ws
open_autorecon_ws(
url=url,
msg_recv_timeout=msg_recv_timeout,
) as ws
):
rpc_id: Iterable = count(start_id)
rpc_id: Iterable[int] = count(start_id)
rpc_results: dict[int, dict] = {}
async def json_rpc(method: str, params: dict) -> dict:
async def json_rpc(
method: str,
params: dict,
) -> dict:
'''
perform a json rpc call and wait for the result, raise exception in
case of error field present on response
'''
nonlocal req_msgs
req_id: int = next(rpc_id)
msg = {
'jsonrpc': '2.0',
'id': next(rpc_id),
'id': req_id,
'method': method,
'params': params
}
_id = msg['id']
rpc_results[_id] = {
result = rpc_results[_id] = {
'result': None,
'event': trio.Event()
'error': None,
'event': trio.Event(), # signal caller resp arrived
}
req_msgs[_id] = msg
await ws.send_msg(msg)
# wait for reponse before unblocking requester code
await rpc_results[_id]['event'].wait()
ret = rpc_results[_id]['result']
if (maybe_result := result['result']):
ret = maybe_result
del rpc_results[_id]
else:
err = result['error']
raise Exception(
f'JSONRPC request failed\n'
f'req: {msg}\n'
f'resp: {err}\n'
)
if ret.error is not None:
raise Exception(json.dumps(ret.error, indent=4))
@ -428,6 +462,7 @@ async def open_jsonrpc_session(
the server side.
'''
nonlocal req_msgs
async for msg in ws:
match msg:
case {
@ -451,15 +486,29 @@ async def open_jsonrpc_session(
'params': _,
}:
log.debug(f'Recieved\n{msg}')
if request_hook:
await request_hook(request_type(**msg))
# if request_hook:
# await request_hook(request_type(**msg))
case {
'error': error
}:
log.warning(f'Recieved\n{error}')
if error_hook:
await error_hook(response_type(**msg))
# if error_hook:
# await error_hook(response_type(**msg))
# retreive orig request msg, set error
# response in original "result" msg,
# THEN FINALLY set the event to signal caller
# to raise the error in the parent task.
req_id: int = msg['id']
req_msg: dict = req_msgs[req_id]
result: dict = rpc_results[req_id]
result['error'] = error
result['event'].set()
log.error(
f'JSONRPC request failed\n'
f'req: {req_msg}\n'
f'resp: {error}\n'
)
case _:
log.warning(f'Unhandled JSON-RPC msg!?\n{msg}')

5
piker/data/feed.py
View File

@ -540,7 +540,10 @@ async def open_feed_bus(
# subscription since the backend isn't (yet) expected to
# append it's own name to the fqme, so we filter on keys
# which *do not* include that name (e.g .ib) .
bus._subscribers.setdefault(bs_fqme, set())
bus._subscribers.setdefault(
bs_fqme,
set(),
)
# sync feed subscribers with flume handles
await ctx.started(

28
piker/log.py
View File

@ -18,7 +18,11 @@
Log like a forester!
"""
import logging
import reprlib
import json
from typing import (
Callable,
)
import tractor
from pygments import (
@ -84,3 +88,27 @@ def colorize_json(
# likeable styles: algol_nu, tango, monokai
formatters.TerminalTrueColorFormatter(style=style)
)
def mk_repr(
**repr_kws,
) -> Callable[[str], str]:
'''
Allocate and deliver a `repr.Repr` instance with provided input
settings using the std-lib's `reprlib` mod,
* https://docs.python.org/3/library/reprlib.html
------ Ex. ------
An up to 6-layer-nested `dict` as multi-line:
- https://stackoverflow.com/a/79102479
- https://docs.python.org/3/library/reprlib.html#reprlib.Repr.maxlevel
'''
def_kws: dict[str, int] = dict(
indent=2,
maxlevel=6, # recursion levels
maxstring=66, # match editor line-len limit
)
def_kws |= repr_kws
reprr = reprlib.Repr(**def_kws)
return reprr.repr

6
piker/service/__init__.py
View File

@ -30,7 +30,11 @@ Actor runtime primtives and (distributed) service APIs for,
=> TODO: maybe to (re)move elsewhere?
'''
from ._mngr import Services as Services
from ._mngr import (
get_service_mngr as get_service_mngr,
open_service_mngr as open_service_mngr,
ServiceMngr as ServiceMngr,
)
from ._registry import (
_tractor_kwargs as _tractor_kwargs,
_default_reg_addr as _default_reg_addr,

46
piker/service/_actor_runtime.py
View File

@ -21,7 +21,6 @@
from __future__ import annotations
import os
from typing import (
Optional,
Any,
ClassVar,
)
@ -30,13 +29,13 @@ from contextlib import (
)
import tractor
import trio
from ._util import (
get_console_log,
)
from ._mngr import (
Services,
open_service_mngr,
ServiceMngr,
)
from ._registry import ( # noqa
_tractor_kwargs,
@ -59,7 +58,7 @@ async def open_piker_runtime(
registry_addrs: list[tuple[str, int]] = [],
enable_modules: list[str] = [],
loglevel: Optional[str] = None,
loglevel: str|None = None,
# XXX NOTE XXX: you should pretty much never want debug mode
# for data daemons when running in production.
@ -69,7 +68,7 @@ async def open_piker_runtime(
# and spawn the service tree distributed per that.
start_method: str = 'trio',
tractor_runtime_overrides: dict | None = None,
tractor_runtime_overrides: dict|None = None,
**tractor_kwargs,
) -> tuple[
@ -119,6 +118,10 @@ async def open_piker_runtime(
# spawn other specialized daemons I think?
enable_modules=enable_modules,
# TODO: how to configure this?
# keep it on by default if debug mode is set?
# maybe_enable_greenback=debug_mode,
**tractor_kwargs,
) as actor,
@ -167,12 +170,13 @@ async def open_pikerd(
**kwargs,
) -> Services:
) -> ServiceMngr:
'''
Start a root piker daemon with an indefinite lifetime.
Start a root piker daemon actor (aka `pikerd`) with an indefinite
lifetime.
A root actor nursery is created which can be used to create and keep
alive underling services (see below).
A root actor-nursery is created which can be used to spawn and
supervise underling service sub-actors (see below).
'''
# NOTE: for the root daemon we always enable the root
@ -199,8 +203,6 @@ async def open_pikerd(
root_actor,
reg_addrs,
),
tractor.open_nursery() as actor_nursery,
trio.open_nursery() as service_nursery,
):
for addr in reg_addrs:
if addr not in root_actor.accept_addrs:
@ -209,25 +211,17 @@ async def open_pikerd(
'Maybe you have another daemon already running?'
)
# assign globally for future daemon/task creation
Services.actor_n = actor_nursery
Services.service_n = service_nursery
Services.debug_mode = debug_mode
try:
yield Services
finally:
# TODO: is this more clever/efficient?
# if 'samplerd' in Services.service_tasks:
# await Services.cancel_service('samplerd')
service_nursery.cancel_scope.cancel()
mngr: ServiceMngr
async with open_service_mngr(
debug_mode=debug_mode,
) as mngr:
yield mngr
# TODO: do we even need this?
# @acm
# async def maybe_open_runtime(
# loglevel: Optional[str] = None,
# loglevel: str|None = None,
# **kwargs,
# ) -> None:
@ -256,7 +250,7 @@ async def maybe_open_pikerd(
loglevel: str | None = None,
**kwargs,
) -> tractor._portal.Portal | ClassVar[Services]:
) -> tractor._portal.Portal | ClassVar[ServiceMngr]:
'''
If no ``pikerd`` daemon-root-actor can be found start it and
yield up (we should probably figure out returning a portal to self

7
piker/service/_ahab.py
View File

@ -49,7 +49,7 @@ from requests.exceptions import (
ReadTimeout,
)
from ._mngr import Services
from ._mngr import ServiceMngr
from ._util import (
log, # sub-sys logger
get_console_log,
@ -453,7 +453,7 @@ async def open_ahabd(
@acm
async def start_ahab_service(
services: Services,
services: ServiceMngr,
service_name: str,
# endpoint config passed as **kwargs
@ -549,7 +549,8 @@ async def start_ahab_service(
log.warning('Failed to cancel root permsed container')
except (
trio.MultiError,
# trio.MultiError,
ExceptionGroup,
) as err:
for subexc in err.exceptions:
if isinstance(subexc, PermissionError):

77
piker/service/_daemon.py
View File

@ -26,14 +26,17 @@ from typing import (
from contextlib import (
asynccontextmanager as acm,
)
from collections import defaultdict
import tractor
import trio
from ._util import (
log, # sub-sys logger
)
from ._mngr import (
Services,
get_service_mngr,
ServiceMngr,
)
from ._actor_runtime import maybe_open_pikerd
from ._registry import find_service
@ -41,15 +44,14 @@ from ._registry import find_service
@acm
async def maybe_spawn_daemon(
service_name: str,
service_task_target: Callable,
spawn_args: dict[str, Any],
loglevel: str | None = None,
singleton: bool = False,
_locks = defaultdict(trio.Lock),
**pikerd_kwargs,
) -> tractor.Portal:
@ -67,7 +69,7 @@ async def maybe_spawn_daemon(
'''
# serialize access to this section to avoid
# 2 or more tasks racing to create a daemon
lock = Services.locks[service_name]
lock = _locks[service_name]
await lock.acquire()
async with find_service(
@ -132,7 +134,65 @@ async def maybe_spawn_daemon(
async with tractor.wait_for_actor(service_name) as portal:
lock.release()
yield portal
await portal.cancel_actor()
# --- ---- ---
# XXX NOTE XXX
# --- ---- ---
# DO NOT PUT A `portal.cancel_actor()` here (as was prior)!
#
# Doing so will cause an "out-of-band" ctxc
# (`tractor.ContextCancelled`) to be raised inside the
# `ServiceMngr.open_context_in_task()`'s call to
# `ctx.wait_for_result()` AND the internal self-ctxc
# "graceful capture" WILL NOT CATCH IT!
#
# This can cause certain types of operations to raise
# that ctxc BEFORE THEY `return`, resulting in
# a "false-negative" ctxc being raised when really
# nothing actually failed, other then our semantic
# "failure" to suppress an expected, graceful,
# self-cancel scenario..
#
# bUt wHy duZ It WorK lIKe dis..
# ------------------------------
# from the perspective of the `tractor.Context` this
# cancel request was conducted "out of band" since
# `Context.cancel()` was never called and thus the
# `._cancel_called: bool` was never set. Despite the
# remote `.canceller` being set to `pikerd` (i.e. the
# same `Actor.uid` of the raising service-mngr task) the
# service-task's ctx itself was never marked as having
# requested cancellation and thus still raises the ctxc
# bc it was unaware of any such request.
#
# How to make grokin these cases easier tho?
# ------------------------------------------
# Because `Portal.cancel_actor()` was called it requests
# "full-`Actor`-runtime-cancellation" of it's peer
# process which IS NOT THE SAME as a single inter-actor
# RPC task cancelling its local context with a remote
# peer `Task` in that same peer process.
#
# ?TODO? It might be better if we do one (or all) of the
# following:
#
# -[ ] at least set a special message for the
# `ContextCancelled` when raised locally by the
# unaware ctx task such that we check for the
# `.canceller` being *our `Actor`* and in the case
# where `Context._cancel_called == False` we specially
# note that this is likely an "out-of-band"
# runtime-cancel request triggered by some call to
# `Portal.cancel_actor()`, possibly even reporting the
# exact LOC of that caller by tracking it inside our
# portal-type?
# -[ ] possibly add another field `ContextCancelled` like
# maybe a,
# `.request_type: Literal['os', 'proc', 'actor',
# 'ctx']` type thing which would allow immediately
# being able to tell what kind of cancellation caused
# the unexpected ctxc?
# -[ ] REMOVE THIS COMMENT, once we've settled on how to
# better augment `tractor` to be more explicit on this!
async def spawn_emsd(
@ -147,21 +207,22 @@ async def spawn_emsd(
"""
log.info('Spawning emsd')
portal = await Services.actor_n.start_actor(
smngr: ServiceMngr = get_service_mngr()
portal = await smngr.actor_n.start_actor(
'emsd',
enable_modules=[
'piker.clearing._ems',
'piker.clearing._client',
],
loglevel=loglevel,
debug_mode=Services.debug_mode, # set by pikerd flag
debug_mode=smngr.debug_mode, # set by pikerd flag
**extra_tractor_kwargs
)
# non-blocking setup of clearing service
from ..clearing._ems import _setup_persistent_emsd
await Services.start_service_task(
await smngr.start_service_task(
'emsd',
portal,

308
piker/service/_mngr.py
View File

@ -18,16 +18,29 @@
daemon-service management API.
"""
from __future__ import annotations
from contextlib import (
asynccontextmanager as acm,
# contextmanager as cm,
)
from collections import defaultdict
from dataclasses import (
dataclass,
field,
)
import functools
import inspect
from typing import (
Callable,
Any,
)
import trio
from trio_typing import TaskStatus
import msgspec
import tractor
import trio
from trio import TaskStatus
from tractor import (
ActorNursery,
current_actor,
ContextCancelled,
Context,
@ -39,6 +52,130 @@ from ._util import (
)
# TODO: implement a singleton deco-API for wrapping the below
# factory's impl for general actor-singleton use?
#
# @singleton
# async def open_service_mngr(
# **init_kwargs,
# ) -> ServiceMngr:
# '''
# Note this function body is invoke IFF no existing singleton instance already
# exists in this proc's memory.
# '''
# # setup
# yield ServiceMngr(**init_kwargs)
# # teardown
# TODO: singleton factory API instead of a class API
@acm
async def open_service_mngr(
*,
debug_mode: bool = False,
# impl deat which ensures a single global instance
_singleton: list[ServiceMngr|None] = [None],
**init_kwargs,
) -> ServiceMngr:
'''
Open a multi-subactor-as-service-daemon tree supervisor.
The delivered `ServiceMngr` is a singleton instance for each
actor-process and is allocated on first open and never
de-allocated unless explicitly deleted by al call to
`del_service_mngr()`.
'''
# TODO: factor this an allocation into
# a `._mngr.open_service_mngr()` and put in the
# once-n-only-once setup/`.__aenter__()` part!
# -[ ] how to make this only happen on the `mngr == None` case?
# |_ use `.trionics.maybe_open_context()` (for generic
# async-with-style-only-once of the factory impl, though
# what do we do for the allocation case?
# / `.maybe_open_nursery()` (since for this specific case
# it's simpler?) to activate
async with (
tractor.open_nursery() as an,
trio.open_nursery() as tn,
):
# impl specific obvi..
init_kwargs.update({
'actor_n': an,
'service_n': tn,
})
mngr: ServiceMngr|None
if (mngr := _singleton[0]) is None:
log.info('Allocating a new service mngr!')
mngr = _singleton[0] = ServiceMngr(**init_kwargs)
# TODO: put into `.__aenter__()` section of
# eventual `@singleton_acm` API wrapper.
#
# assign globally for future daemon/task creation
mngr.actor_n = an
mngr.service_n = tn
else:
assert (
mngr.actor_n
and
mngr.service_tn
)
log.info(
'Using extant service mngr!\n\n'
f'{mngr!r}\n' # it has a nice `.__repr__()` of services state
)
try:
# NOTE: this is a singleton factory impl specific detail
# which should be supported in the condensed
# `@singleton_acm` API?
mngr.debug_mode = debug_mode
yield mngr
finally:
# TODO: is this more clever/efficient?
# if 'samplerd' in mngr.service_tasks:
# await mngr.cancel_service('samplerd')
tn.cancel_scope.cancel()
def get_service_mngr() -> ServiceMngr:
'''
Try to get the singleton service-mngr for this actor presuming it
has already been allocated using,
.. code:: python
async with open_<@singleton_acm(func)>() as mngr`
... this block kept open ...
If not yet allocated raise a `ServiceError`.
'''
# https://stackoverflow.com/a/12627202
# https://docs.python.org/3/library/inspect.html#inspect.Signature
maybe_mngr: ServiceMngr|None = inspect.signature(
open_service_mngr
).parameters['_singleton'].default[0]
if maybe_mngr is None:
raise RuntimeError(
'Someone must allocate a `ServiceMngr` using\n\n'
'`async with open_service_mngr()` beforehand!!\n'
)
return maybe_mngr
# TODO: we need remote wrapping and a general soln:
# - factor this into a ``tractor.highlevel`` extension # pack for the
# library.
@ -46,31 +183,46 @@ from ._util import (
# to the pikerd actor for starting services remotely!
# - prolly rename this to ActorServicesNursery since it spawns
# new actors and supervises them to completion?
class Services:
@dataclass
class ServiceMngr:
# class ServiceMngr(msgspec.Struct):
'''
A multi-subactor-as-service manager.
actor_n: tractor._supervise.ActorNursery
Spawn, supervise and monitor service/daemon subactors in a SC
process tree.
'''
actor_n: ActorNursery
service_n: trio.Nursery
debug_mode: bool # tractor sub-actor debug mode flag
debug_mode: bool = False # tractor sub-actor debug mode flag
service_tasks: dict[
str,
tuple[
trio.CancelScope,
Context,
Portal,
trio.Event,
]
] = {}
locks = defaultdict(trio.Lock)
] = field(default_factory=dict)
# internal per-service task mutexs
_locks = defaultdict(trio.Lock)
@classmethod
async def start_service_task(
self,
name: str,
portal: Portal,
# TODO: typevar for the return type of the target and then
# use it below for `ctx_res`?
target: Callable,
allow_overruns: bool = False,
**ctx_kwargs,
) -> (trio.CancelScope, Context):
) -> (trio.CancelScope, Context, Any):
'''
Open a context in a service sub-actor, add to a stack
that gets unwound at ``pikerd`` teardown.
@ -83,6 +235,7 @@ class Services:
task_status: TaskStatus[
tuple[
trio.CancelScope,
Context,
trio.Event,
Any,
]
@ -90,64 +243,87 @@ class Services:
) -> Any:
# TODO: use the ctx._scope directly here instead?
# -[ ] actually what semantics do we expect for this
# usage!?
with trio.CancelScope() as cs:
try:
async with portal.open_context(
target,
allow_overruns=allow_overruns,
**ctx_kwargs,
) as (ctx, first):
) as (ctx, started):
# unblock once the remote context has started
complete = trio.Event()
task_status.started((cs, complete, first))
task_status.started((
cs,
ctx,
complete,
started,
))
log.info(
f'`pikerd` service {name} started with value {first}'
f'`pikerd` service {name} started with value {started}'
)
try:
# wait on any context's return value
# and any final portal result from the
# sub-actor.
ctx_res: Any = await ctx.result()
ctx_res: Any = await ctx.wait_for_result()
# NOTE: blocks indefinitely until cancelled
# either by error from the target context
# function or by being cancelled here by the
# surrounding cancel scope.
return (await portal.result(), ctx_res)
return (
await portal.wait_for_result(),
ctx_res,
)
except ContextCancelled as ctxe:
canceller: tuple[str, str] = ctxe.canceller
our_uid: tuple[str, str] = current_actor().uid
if (
canceller != portal.channel.uid
canceller != portal.chan.uid
and
canceller != our_uid
):
log.cancel(
f'Actor-service {name} was remotely cancelled?\n'
f'remote canceller: {canceller}\n'
f'Keeping {our_uid} alive, ignoring sub-actor cancel..\n'
f'Actor-service `{name}` was remotely cancelled by a peer?\n'
# TODO: this would be a good spot to use
# a respawn feature Bo
f'-> Keeping `pikerd` service manager alive despite this inter-peer cancel\n\n'
f'cancellee: {portal.chan.uid}\n'
f'canceller: {canceller}\n'
)
else:
raise
finally:
# NOTE: the ctx MUST be cancelled first if we
# don't want the above `ctx.wait_for_result()` to
# raise a self-ctxc. WHY, well since from the ctx's
# perspective the cancel request will have
# arrived out-out-of-band at the `Actor.cancel()`
# level, thus `Context.cancel_called == False`,
# meaning `ctx._is_self_cancelled() == False`.
# with trio.CancelScope(shield=True):
# await ctx.cancel()
await portal.cancel_actor()
complete.set()
self.service_tasks.pop(name)
cs, complete, first = await self.service_n.start(open_context_in_task)
cs, sub_ctx, complete, started = await self.service_n.start(
open_context_in_task
)
# store the cancel scope and portal for later cancellation or
# retstart if needed.
self.service_tasks[name] = (cs, portal, complete)
self.service_tasks[name] = (cs, sub_ctx, portal, complete)
return cs, sub_ctx, started
return cs, first
@classmethod
async def cancel_service(
self,
name: str,
@ -158,8 +334,80 @@ class Services:
'''
log.info(f'Cancelling `pikerd` service {name}')
cs, portal, complete = self.service_tasks[name]
cs.cancel()
cs, sub_ctx, portal, complete = self.service_tasks[name]
# cs.cancel()
await sub_ctx.cancel()
await complete.wait()
assert name not in self.service_tasks, \
if name in self.service_tasks:
# TODO: custom err?
# raise ServiceError(
raise RuntimeError(
f'Serice task for {name} not terminated?'
)
# assert name not in self.service_tasks, \
# f'Serice task for {name} not terminated?'
async def start_service(
self,
daemon_name: str,
ctx_ep: Callable, # kwargs must `partial`-ed in!
debug_mode: bool = False,
**tractor_actor_kwargs,
) -> Context:
'''
Start a "service" task in a new sub-actor (daemon) and manage it's lifetime
indefinitely.
Services can be cancelled/shutdown using `.cancel_service()`.
'''
entry: tuple|None = self.service_tasks.get(daemon_name)
if entry:
(cs, sub_ctx, portal, complete) = entry
return sub_ctx
if daemon_name not in self.service_tasks:
portal = await self.actor_n.start_actor(
daemon_name,
debug_mode=( # maybe set globally during allocate
debug_mode
or
self.debug_mode
),
**tractor_actor_kwargs,
)
ctx_kwargs: dict[str, Any] = {}
if isinstance(ctx_ep, functools.partial):
ctx_kwargs: dict[str, Any] = ctx_ep.keywords
ctx_ep: Callable = ctx_ep.func
(cs, sub_ctx, started) = await self.start_service_task(
daemon_name,
portal,
ctx_ep,
**ctx_kwargs,
)
return sub_ctx
# TODO:
# -[ ] factor all the common shit from `.data._sampling`
# and `.brokers._daemon` into here / `ServiceMngr`
# in terms of allocating the `Portal` as part of the
# "service-in-subactor" starting!
# -[ ] move to `tractor.hilevel._service`, import and use here!
# NOTE: purposely leaks the ref to the mod-scope Bo
# import tractor
# from tractor.hilevel import (
# open_service_mngr,
# ServiceMngr,
# )
# mngr: ServiceMngr|None = None
# with tractor.hilevel.open_service_mngr() as mngr:
# Services = proxy(mngr)

4
piker/service/elastic.py
View File

@ -21,11 +21,13 @@ from typing import (
TYPE_CHECKING,
)
# TODO: oof, needs to be changed to `httpx`!
import asks
if TYPE_CHECKING:
import docker
from ._ahab import DockerContainer
from . import ServiceMngr
from ._util import log # sub-sys logger
from ._util import (
@ -127,7 +129,7 @@ def start_elasticsearch(
@acm
async def start_ahab_daemon(
service_mngr: Services,
service_mngr: ServiceMngr,
user_config: dict | None = None,
loglevel: str | None = None,

4
piker/service/marketstore.py
View File

@ -53,7 +53,7 @@ import pendulum
# import purerpc
from ..data.feed import maybe_open_feed
from . import Services
from . import ServiceMngr
from ._util import (
log, # sub-sys logger
get_console_log,
@ -233,7 +233,7 @@ def start_marketstore(
@acm
async def start_ahab_daemon(
service_mngr: Services,
service_mngr: ServiceMngr,
user_config: dict | None = None,
loglevel: str | None = None,

7
piker/storage/nativedb.py
View File

@ -161,7 +161,12 @@ class NativeStorageClient:
def index_files(self):
for path in self._datadir.iterdir():
if path.name in {'borked', 'expired',}:
if (
path.name in {'borked', 'expired',}
or
'.parquet' not in str(path)
):
# ignore all non-apache files (for now)
continue
key: str = path.name.rstrip('.parquet')

191
piker/tsp/__init__.py
View File

@ -44,8 +44,10 @@ import trio
from trio_typing import TaskStatus
import tractor
from pendulum import (
Interval,
DateTime,
Duration,
duration as mk_duration,
from_timestamp,
)
import numpy as np
@ -214,7 +216,8 @@ async def maybe_fill_null_segments(
# pair, immediately stop backfilling?
if (
start_dt
and end_dt < start_dt
and
end_dt < start_dt
):
await tractor.pause()
break
@ -262,6 +265,7 @@ async def maybe_fill_null_segments(
except tractor.ContextCancelled:
# log.exception
await tractor.pause()
raise
null_segs_detected.set()
# RECHECK for more null-gaps
@ -349,7 +353,7 @@ async def maybe_fill_null_segments(
async def start_backfill(
get_hist,
frame_types: dict[str, Duration] | None,
def_frame_duration: Duration,
mod: ModuleType,
mkt: MktPair,
shm: ShmArray,
@ -379,22 +383,23 @@ async def start_backfill(
update_start_on_prepend: bool = False
if backfill_until_dt is None:
# TODO: drop this right and just expose the backfill
# limits inside a [storage] section in conf.toml?
# when no tsdb "last datum" is provided, we just load
# some near-term history.
# periods = {
# 1: {'days': 1},
# 60: {'days': 14},
# }
# do a decently sized backfill and load it into storage.
# TODO: per-provider default history-durations?
# -[ ] inside the `open_history_client()` config allow
# declaring the history duration limits instead of
# guessing and/or applying the same limits to all?
#
# -[ ] allow declaring (default) per-provider backfill
# limits inside a [storage] sub-section in conf.toml?
#
# NOTE, when no tsdb "last datum" is provided, we just
# load some near-term history by presuming a "decently
# large" 60s duration limit and a much shorter 1s range.
periods = {
1: {'days': 2},
60: {'years': 6},
}
period_duration: int = periods[timeframe]
update_start_on_prepend = True
update_start_on_prepend: bool = True
# NOTE: manually set the "latest" datetime which we intend to
# backfill history "until" so as to adhere to the history
@ -416,7 +421,6 @@ async def start_backfill(
f'backfill_until_dt: {backfill_until_dt}\n'
f'last_start_dt: {last_start_dt}\n'
)
try:
(
array,
@ -426,71 +430,114 @@ async def start_backfill(
timeframe,
end_dt=last_start_dt,
)
except NoData as _daterr:
# 3 cases:
# - frame in the middle of a legit venue gap
# - history actually began at the `last_start_dt`
# - some other unknown error (ib blocking the
# history bc they don't want you seeing how they
# cucked all the tinas..)
if dur := frame_types.get(timeframe):
# decrement by a frame's worth of duration and
# retry a few times.
last_start_dt.subtract(
seconds=dur.total_seconds()
orig_last_start_dt: datetime = last_start_dt
gap_report: str = (
f'EMPTY FRAME for `end_dt: {last_start_dt}`?\n'
f'{mod.name} -> tf@fqme: {timeframe}@{mkt.fqme}\n'
f'last_start_dt: {orig_last_start_dt}\n\n'
f'bf_until: {backfill_until_dt}\n'
)
log.warning(
f'{mod.name} -> EMPTY FRAME for end_dt?\n'
f'tf@fqme: {timeframe}@{mkt.fqme}\n'
'bf_until <- last_start_dt:\n'
f'{backfill_until_dt} <- {last_start_dt}\n'
f'Decrementing `end_dt` by {dur} and retry..\n'
# EMPTY FRAME signal with 3 (likely) causes:
#
# 1. range contains legit gap in venue history
# 2. history actually (edge case) **began** at the
# value `last_start_dt`
# 3. some other unknown error (ib blocking the
# history-query bc they don't want you seeing how
# they cucked all the tinas.. like with options
# hist)
#
if def_frame_duration:
# decrement by a duration's (frame) worth of time
# as maybe indicated by the backend to see if we
# can get older data before this possible
# "history gap".
last_start_dt: datetime = last_start_dt.subtract(
seconds=def_frame_duration.total_seconds()
)
gap_report += (
f'Decrementing `end_dt` and retrying with,\n'
f'def_frame_duration: {def_frame_duration}\n'
f'(new) last_start_dt: {last_start_dt}\n'
)
log.warning(gap_report)
# skip writing to shm/tsdb and try the next
# duration's worth of prior history.
continue
# broker says there never was or is no more history to pull
except DataUnavailable:
log.warning(
f'NO-MORE-DATA in range?\n'
f'`{mod.name}` halted history:\n'
f'tf@fqme: {timeframe}@{mkt.fqme}\n'
'bf_until <- last_start_dt:\n'
f'{backfill_until_dt} <- {last_start_dt}\n'
)
else:
# await tractor.pause()
raise DataUnavailable(gap_report)
# ugh, what's a better way?
# TODO: fwiw, we probably want a way to signal a throttle
# condition (eg. with ib) so that we can halt the
# request loop until the condition is resolved?
if timeframe > 1:
await tractor.pause()
# broker says there never was or is no more history to pull
except DataUnavailable as due:
message: str = due.args[0]
log.warning(
f'Provider {mod.name!r} halted backfill due to,\n\n'
f'{message}\n'
f'fqme: {mkt.fqme}\n'
f'timeframe: {timeframe}\n'
f'last_start_dt: {last_start_dt}\n'
f'bf_until: {backfill_until_dt}\n'
)
# UGH: what's a better way?
# TODO: backends are responsible for being correct on
# this right!?
# -[ ] in the `ib` case we could maybe offer some way
# to halt the request loop until the condition is
# resolved or should the backend be entirely in
# charge of solving such faults? yes, right?
return
time: np.ndarray = array['time']
assert (
array['time'][0]
time[0]
==
next_start_dt.timestamp()
)
diff = last_start_dt - next_start_dt
frame_time_diff_s = diff.seconds
assert time[-1] == next_end_dt.timestamp()
expected_dur: Interval = last_start_dt - next_start_dt
# frame's worth of sample-period-steps, in seconds
frame_size_s: float = len(array) * timeframe
expected_frame_size_s: float = frame_size_s + timeframe
if frame_time_diff_s > expected_frame_size_s:
recv_frame_dur: Duration = (
from_timestamp(array[-1]['time'])
-
from_timestamp(array[0]['time'])
)
if (
(lt_frame := (recv_frame_dur < expected_dur))
or
(null_frame := (frame_size_s == 0))
# ^XXX, should NEVER hit now!
):
# XXX: query result includes a start point prior to our
# expected "frame size" and thus is likely some kind of
# history gap (eg. market closed period, outage, etc.)
# so just report it to console for now.
if lt_frame:
reason = 'Possible GAP (or first-datum)'
else:
assert null_frame
reason = 'NULL-FRAME'
missing_dur: Interval = expected_dur.end - recv_frame_dur.end
log.warning(
'GAP DETECTED:\n'
f'last_start_dt: {last_start_dt}\n'
f'diff: {diff}\n'
f'frame_time_diff_s: {frame_time_diff_s}\n'
f'{timeframe}s-series {reason} detected!\n'
f'fqme: {mkt.fqme}\n'
f'last_start_dt: {last_start_dt}\n\n'
f'recv interval: {recv_frame_dur}\n'
f'expected interval: {expected_dur}\n\n'
f'Missing duration of history of {missing_dur.in_words()!r}\n'
f'{missing_dur}\n'
)
# await tractor.pause()
to_push = diff_history(
array,
@ -565,7 +612,8 @@ async def start_backfill(
# long-term storage.
if (
storage is not None
and write_tsdb
and
write_tsdb
):
log.info(
f'Writing {ln} frame to storage:\n'
@ -578,6 +626,7 @@ async def start_backfill(
'crypto',
'crypto_currency',
'fiat', # a "forex pair"
'perpetual_future', # stupid "perps" from cex land
}:
# for now, our table key schema is not including
# the dst[/src] source asset token.
@ -685,7 +734,7 @@ async def back_load_from_tsdb(
last_tsdb_dt
and latest_start_dt
):
backfilled_size_s = (
backfilled_size_s: Duration = (
latest_start_dt - last_tsdb_dt
).seconds
# if the shm buffer len is not large enough to contain
@ -908,6 +957,8 @@ async def tsdb_backfill(
f'{pformat(config)}\n'
)
# concurrently load the provider's most-recent-frame AND any
# pre-existing tsdb history already saved in `piker` storage.
dt_eps: list[DateTime, DateTime] = []
async with trio.open_nursery() as tn:
tn.start_soon(
@ -918,7 +969,6 @@ async def tsdb_backfill(
timeframe,
config,
)
tsdb_entry: tuple = await load_tsdb_hist(
storage,
mkt,
@ -947,6 +997,25 @@ async def tsdb_backfill(
mr_end_dt,
) = dt_eps
first_frame_dur_s: Duration = (mr_end_dt - mr_start_dt).seconds
calced_frame_size: Duration = mk_duration(
seconds=first_frame_dur_s,
)
# NOTE, attempt to use the backend declared default frame
# sizing (as allowed by their time-series query APIs) and
# if not provided try to construct a default from the
# first frame received above.
def_frame_durs: dict[
int,
Duration,
]|None = config.get('frame_types', None)
if def_frame_durs:
def_frame_size: Duration = def_frame_durs[timeframe]
assert def_frame_size == calced_frame_size
else:
# use what we calced from first frame above.
def_frame_size = calced_frame_size
# NOTE: when there's no offline data, there's 2 cases:
# - data backend doesn't support timeframe/sample
# period (in which case `dt_eps` should be `None` and
@ -977,7 +1046,7 @@ async def tsdb_backfill(
partial(
start_backfill,
get_hist=get_hist,
frame_types=config.get('frame_types', None),
def_frame_duration=def_frame_size,
mod=mod,
mkt=mkt,
shm=shm,

2860
poetry.lock generated
View File

File diff suppressed because it is too large Load Diff

217
pyproject.toml
View File

@ -15,8 +15,8 @@
# 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/>.
[build-system]
requires = ["poetry-core"]
build-backend = "poetry.core.masonry.api"
requires = ["hatchling"]
build-backend = "hatchling.build"
# ------ - ------
@ -25,130 +25,123 @@ build-backend = "poetry.core.masonry.api"
ignore = []
# https://docs.astral.sh/ruff/settings/#lint_per-file-ignores
"piker/ui/qt.py" = [
"E402",
'F401', # unused imports (without __all__ or blah as blah)
# "F841", # unused variable rules
]
# "piker/ui/qt.py" = [
# "E402",
# 'F401', # unused imports (without __all__ or blah as blah)
# # "F841", # unused variable rules
# ]
# ignore-init-module-imports = false
# ------ - ------
[tool.poetry]
name = "piker"
version = "0.1.0.alpha0.dev0"
description = "trading gear for hackers"
authors = ["Tyler Goodlet <goodboy_foss@protonmail.com>"]
license = "AGPLv3"
readme = "README.rst"
# ------ - ------
[tool.poetry.dependencies]
async-generator = "^1.10"
attrs = "^23.1.0"
bidict = "^0.22.1"
colorama = "^0.4.6"
colorlog = "^6.7.0"
cython = "^3.0.0"
greenback = "^1.1.1"
ib-insync = "^0.9.86"
msgspec = "^0.18.0"
numba = "^0.59.0"
numpy = "^1.25"
polars = "^0.18.13"
pygments = "^2.16.1"
python = ">=3.11, <3.13"
rich = "^13.5.2"
# setuptools = "^68.0.0"
tomli = "^2.0.1"
tomli-w = "^1.0.0"
trio-util = "^0.7.0"
trio-websocket = "^0.10.3"
typer = "^0.9.0"
rapidfuzz = "^3.5.2"
pdbp = "^1.5.0"
trio = "^0.24"
pendulum = "^3.0.0"
httpx = "^0.27.0"
[tool.poetry.dependencies.tractor]
develop = true
git = 'https://github.com/goodboy/tractor.git'
branch = 'asyncio_debugger_support'
# path = "../tractor"
[tool.poetry.dependencies.asyncvnc]
git = 'https://github.com/pikers/asyncvnc.git'
branch = 'main'
[tool.poetry.dependencies.tomlkit]
develop = true
git = 'https://github.com/pikers/tomlkit.git'
branch = 'piker_pin'
# path = "../tomlkit/"
[tool.poetry.group.uis]
optional = true
[tool.poetry.group.uis.dependencies]
# https://python-poetry.org/docs/managing-dependencies/#dependency-groups
# TODO: make sure the levenshtein shit compiles on nix..
# rapidfuzz = {extras = ["speedup"], version = "^0.18.0"}
rapidfuzz = "^3.2.0"
qdarkstyle = ">=3.0.2"
pyqtgraph = { git = 'https://github.com/pikers/pyqtgraph.git' }
# ------ - ------
pyqt6 = "^6.7.0"
[tool.poetry.group.dev]
optional = true
[tool.poetry.group.dev.dependencies]
# testing / CI
pytest = "^6.0.0"
elasticsearch = "^8.9.0"
xonsh = "^0.14.2"
prompt-toolkit = "3.0.40"
# console ehancements and eventually remote debugging
# extras/helpers.
# TODO: add a toolset that makes debugging a `pikerd` service
# (tree) easy to hack on directly using more or less the local env:
# - xonsh + xxh
# - rsyscall + pdbp
# - actor runtime control console like BEAM/OTP
# ------ - ------
# TODO: add an `--only daemon` group for running non-ui / pikerd
# service tree in distributed mode B)
# https://python-poetry.org/docs/managing-dependencies/#installing-group-dependencies
# [tool.poetry.group.daemon.dependencies]
[tool.poetry.scripts]
piker = 'piker.cli:cli'
pikerd = 'piker.cli:pikerd'
ledger = 'piker.accounting.cli:ledger'
[project]
keywords=[
name = "piker"
version = "0.1.0a0dev0"
description = "trading gear for hackers"
authors = [{ name = "Tyler Goodlet", email = "goodboy_foss@protonmail.com" }]
requires-python = ">=3.12, <3.13"
license = "AGPL-3.0-or-later"
readme = "README.rst"
keywords = [
"async",
"trading",
"finance",
"quant",
"charting",
]
classifiers=[
'Development Status :: 3 - Alpha',
classifiers = [
"Development Status :: 3 - Alpha",
"License :: OSI Approved :: GNU Affero General Public License v3 or later (AGPLv3+)",
'Operating System :: POSIX :: Linux',
"Operating System :: POSIX :: Linux",
"Programming Language :: Python :: Implementation :: CPython",
"Programming Language :: Python :: 3 :: Only",
"Programming Language :: Python :: 3.11",
"Programming Language :: Python :: 3.12",
'Intended Audience :: Financial and Insurance Industry',
'Intended Audience :: Science/Research',
'Intended Audience :: Developers',
'Intended Audience :: Education',
"Intended Audience :: Financial and Insurance Industry",
"Intended Audience :: Science/Research",
"Intended Audience :: Developers",
"Intended Audience :: Education",
]
dependencies = [
"async-generator >=1.10, <2.0.0",
"attrs >=23.1.0, <24.0.0",
"bidict >=0.22.1, <0.23.0",
"colorama >=0.4.6, <0.5.0",
"colorlog >=6.7.0, <7.0.0",
"ib-insync >=0.9.86, <0.10.0",
"numba >=0.59.0, <0.60.0",
"numpy >=1.25, <2.0",
"polars >=0.18.13, <0.19.0",
"pygments >=2.16.1, <3.0.0",
"rich >=13.5.2, <14.0.0",
"tomli >=2.0.1, <3.0.0",
"tomli-w >=1.0.0, <2.0.0",
"trio-util >=0.7.0, <0.8.0",
"trio-websocket >=0.10.3, <0.11.0",
"typer >=0.9.0, <1.0.0",
"rapidfuzz >=3.5.2, <4.0.0",
"pdbp >=1.5.0, <2.0.0",
"trio >=0.24, <0.25",
"pendulum >=3.0.0, <4.0.0",
"httpx >=0.27.0, <0.28.0",
"cryptofeed >=2.4.0, <3.0.0",
"pyarrow >=17.0.0, <18.0.0",
"websockets ==12.0",
"msgspec",
"tractor",
"asyncvnc",
"tomlkit",
]
[project.optional-dependencies]
uis = [
# https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies
# TODO: make sure the levenshtein shit compiles on nix..
# rapidfuzz = {extras = ["speedup"], version = "^0.18.0"}
"rapidfuzz >=3.2.0, <4.0.0",
"qdarkstyle >=3.0.2, <4.0.0",
"pyqt6 >=6.7.0, <7.0.0",
"pyqtgraph",
# ------ - ------
# TODO: add an `--only daemon` group for running non-ui / pikerd
# service tree in distributed mode B)
# https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies
# [project.optional-dependencies]
]
[dependency-groups]
dev = [
"pytest >=6.0.0, <7.0.0",
"elasticsearch >=8.9.0, <9.0.0",
"xonsh >=0.14.2, <0.15.0",
"prompt-toolkit ==3.0.40",
"cython >=3.0.0, <4.0.0",
"greenback >=1.1.1, <2.0.0",
# console ehancements and eventually remote debugging
# extras/helpers.
# TODO: add a toolset that makes debugging a `pikerd` service
# (tree) easy to hack on directly using more or less the local env:
# - xonsh + xxh
# - rsyscall + pdbp
# - actor runtime control console like BEAM/OTP
]
[project.scripts]
piker = "piker.cli:cli"
pikerd = "piker.cli:pikerd"
ledger = "piker.accounting.cli:ledger"
[tool.hatch.build.targets.sdist]
include = ["piker"]
[tool.hatch.build.targets.wheel]
include = ["piker"]
[tool.uv.sources]
pyqtgraph = { git = "https://github.com/pikers/pyqtgraph.git" }
asyncvnc = { git = "https://github.com/pikers/asyncvnc.git", branch = "main" }
tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" }
msgspec = { git = "https://github.com/jcrist/msgspec.git" }
tractor = { path = "../tractor" }

4
tests/conftest.py
View File

@ -10,7 +10,7 @@ from piker import (
config,
)
from piker.service import (
Services,
get_service_mngr,
)
from piker.log import get_console_log
@ -129,7 +129,7 @@ async def _open_test_pikerd(
) as service_manager,
):
# this proc/actor is the pikerd
assert service_manager is Services
assert service_manager is get_service_mngr()
async with tractor.wait_for_actor(
'pikerd',

4
tests/test_ems.py
View File

@ -26,7 +26,7 @@ import pytest
import tractor
from uuid import uuid4
from piker.service import Services
from piker.service import ServiceMngr
from piker.log import get_logger
from piker.clearing._messages import (
Order,
@ -158,7 +158,7 @@ def load_and_check_pos(
def test_ems_err_on_bad_broker(
open_test_pikerd: Services,
open_test_pikerd: ServiceMngr,
loglevel: str,
):
async def load_bad_fqme():

4
tests/test_services.py
View File

@ -15,7 +15,7 @@ import tractor
from piker.service import (
find_service,
Services,
ServiceMngr,
)
from piker.data import (
open_feed,
@ -44,7 +44,7 @@ def test_runtime_boot(
async def main():
port = 6666
daemon_addr = ('127.0.0.1', port)
services: Services
services: ServiceMngr
async with (
open_test_pikerd(

1473
uv.lock 100644
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