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go_httpx #2

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goodboy wants to merge 13 commits from go_httpx into pyqt6
pull from: go_httpx
merge into: pikers:pyqt6
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goodboy commented 2024-05-20 17:23:21 +00:00
Owner

Drop asks and port to httpx since the former is basically abandoned and doesn’t work alongside other up to date libs on py 3.12.

ToDo:

  • port kraken
  • port kucoin
  • update typing
  • port binance
Drop `asks` and port to `httpx` since the former is basically abandoned and doesn't work alongside other up to date libs on py 3.12. ---- ToDo: - [x] port kraken - [x] port kucoin - [x] update typing - [x] port binance
goodboy added 4 commits 2024-05-20 17:23:22 +00:00
129cf58d41 Bump deps for Py3.12, go PyQt6, tweak ruff rules 
Code base is already ported for `Qt6` so this removes the pyqt5 dep,
adds latest pyqt6 as well as buncha other updates:

- add `xonsh` and ptk as dev deps for those of us using wacky shells ;P
- bump compiled deps as needed for python 3.12 (`numpy`, `numba`)
- add `httpx` and drop `asks` since the latter is zombied and not compat
  with other libs on 3.12.
- add `ruff` linting ignore rules for the new `.ui.qt` shim mod layer.
- few other deps updates to latest versions.
- add in the `keywords` and `classifiers` sections from the old
  `setup.py`.
goodboy added 2 commits 2024-05-28 20:19:42 +00:00
goodboy added 4 commits 2024-06-12 14:57:24 +00:00
19c343e8b2 binance: raise `NoData` on null hist arrays 
Like we do with other history backends to indicate lack of a data set.
This avoids any raise that will will bring down the backloader task with
some downstream error.

Raise a `ValueError` on no time index for now.
ab1463d942 Port binance to `httpx` 
Like other backends use the `AsyncClient` for all venue specific
client-sessions but change to allocating them inside `get_client()`
using an `AsyncExitStack` and inserting directly in the
`Client.venue_sesh: dict` table during init.

Supporting impl tweaks:
- remove most of the API client session building logic and instead make
  `Client.__init__()` take in a `venue_sessions: dict` (set it to
  `.venue_sesh`) and `conf: dict`, instead opting to do the http client
  configuration inside `get_client()` since all that code only needs to
  be run once.
 |_load config inside `get_client()` once.
 |_move session token creation into a new util func `init_api_keys()` and
  also call it from `get_client()` factory; toss in an ex. toml section
  config to the doc string.
- define `_venue_urls: dict[str, str]` (content taken from old static
  `.venue_sesh` dict) at module level and feed them as `base_url: str`
  inputs to the client create loop.
- adjust all call sigs in httpx-sesh-using methods, namely just
  `._api()`.
- do a `.exch_info()` call in `get_client()` to cache the symbology
  set.

Unrelated changes for various other outstanding buggers:
- to get futures feeds correctly loading when selected
  from search (like 'XMRUSDT.USDTM.PERP'), expect a `MktPair` input to
  `Client.bars()` such that the exact venue-key can be looked up (via
  a new `.pair2venuekey()` meth) and then passed to `._api()`.
- adjust `.broker.open_trade_dialog()` to failover to paper engine when
  there's no `api_key` key set for the `subconf` venue-key.
goodboy commented 2024-06-12 18:27:57 +00:00
Poster
Owner

@ntorres Ok so i merged in your fixes to the symbology spec and got everything up and working with httpx.AsyncClient for the binance client B)

Just pinging you so you can see my approach to the port.

@ntorres Ok so i merged in your fixes to the symbology spec and got everything up and working with `httpx.AsyncClient` for the binance client B) Just pinging you so you can see my approach to the port.
👍 1
goodboy added 4 commits 2024-06-24 21:58:48 +00:00
97dd7e766a ib: more trade record edge case handling 
- timestamps came as `'date'`-keyed from 2022 and before but now are
  `'datetime'`..
- some symbols seem to have no commission field, so handle that..
- when no `'price'` field found return `None` from `norm_trade()`.
- add a warn log on mid-fill commission updates.
b577180773 ib: `.api` mod and log-fmt cleaning 
About time we tidy'd a buncha status logging in this backend..
particularly for boot-up where there's lots of client-try-connect poll
looping with account detection from the user config.

`.api.Client` pprint and logging fmt improvements:
- add `Client.__repr__()` which shows the minimally useful set of info
  from the underlying `.ib: IB` as well as a new `.acnts: list[str]`
  of the account aliases defined in the user's `brokers.toml`.
- mk `.bars()` define a comprehensive `query_info: str` with all the
  request deats but only display if there's a problem with the response
  data.
- mk `.get_config()` report both the config file path and the acnt
  aliases (NOT the actual account #s).
- move all `.load_aio_clients()` client poll loop requests do
  `log.runtime()` statuses, only falling through to a `.warning()` when
  the loop fails to connect the client to the spec-ed API-gw addr, and
 |_ don't allow loading accounts for which the user has not defined an
    alias in `brokers.toml::[ib]`; raise a value-error in such cases
    with a message indicating how to mod the config.
 |_ only `log.info()` about acnts if some were loaded..

Other mod logging de-noising:
- better status fmting in `.symbols.open_symbol_search()` with
  `repr(Client)`.
- for `.feed.stream_quotes()` first quote reporting use `.runtime()`.
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Step 1:

From your project repository, check out a new branch and test the changes.
git checkout -b go_httpx pyqt6
git pull origin go_httpx

Step 2:

Merge the changes and update on Gitea.
git checkout pyqt6
git merge --no-ff go_httpx
git push origin pyqt6
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