brokers_refinery: various updates/fixes/typing during options/max-pain feats dev #40

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goodboy wants to merge 6 commits from brokers_refinery into gitea_feats
6 changed files with 93 additions and 41 deletions

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@ -98,13 +98,14 @@ async def open_cached_client(
If one has not been setup do it and cache it. If one has not been setup do it and cache it.
''' '''
brokermod = get_brokermod(brokername) brokermod: ModuleType = get_brokermod(brokername)
# TODO: make abstract or `typing.Protocol`
# client: Client
async with maybe_open_context( async with maybe_open_context(
acm_func=brokermod.get_client, acm_func=brokermod.get_client,
kwargs=kwargs, kwargs=kwargs,
) as (cache_hit, client): ) as (cache_hit, client):
if cache_hit: if cache_hit:
log.runtime(f'Reusing existing {client}') log.runtime(f'Reusing existing {client}')

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@ -471,11 +471,15 @@ def search(
''' '''
# global opts # global opts
brokermods = list(config['brokermods'].values()) brokermods: list[ModuleType] = list(config['brokermods'].values())
# TODO: this is coming from the `search --pdb` NOT from
# the `piker --pdb` XD ..
# -[ ] pull from the parent click ctx's values..dumdum
# assert pdb
# define tractor entrypoint # define tractor entrypoint
async def main(func): async def main(func):
async with maybe_open_pikerd( async with maybe_open_pikerd(
loglevel=config['loglevel'], loglevel=config['loglevel'],
debug_mode=pdb, debug_mode=pdb,

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@ -22,7 +22,9 @@ routines should be primitive data types where possible.
""" """
import inspect import inspect
from types import ModuleType from types import ModuleType
from typing import List, Dict, Any, Optional from typing import (
Any,
)
import trio import trio
@ -34,8 +36,10 @@ from ..accounting import MktPair
async def api(brokername: str, methname: str, **kwargs) -> dict: async def api(brokername: str, methname: str, **kwargs) -> dict:
"""Make (proxy through) a broker API call by name and return its result. '''
""" Make (proxy through) a broker API call by name and return its result.
'''
brokermod = get_brokermod(brokername) brokermod = get_brokermod(brokername)
async with brokermod.get_client() as client: async with brokermod.get_client() as client:
meth = getattr(client, methname, None) meth = getattr(client, methname, None)
@ -62,10 +66,14 @@ async def api(brokername: str, methname: str, **kwargs) -> dict:
async def stocks_quote( async def stocks_quote(
brokermod: ModuleType, brokermod: ModuleType,
tickers: List[str] tickers: list[str]
) -> Dict[str, Dict[str, Any]]:
"""Return quotes dict for ``tickers``. ) -> dict[str, dict[str, Any]]:
""" '''
Return a `dict` of snapshot quotes for the provided input
`tickers`: a `list` of fqmes.
'''
async with brokermod.get_client() as client: async with brokermod.get_client() as client:
return await client.quote(tickers) return await client.quote(tickers)
@ -74,13 +82,15 @@ async def stocks_quote(
async def option_chain( async def option_chain(
brokermod: ModuleType, brokermod: ModuleType,
symbol: str, symbol: str,
date: Optional[str] = None, date: str|None = None,
) -> Dict[str, Dict[str, Dict[str, Any]]]: ) -> dict[str, dict[str, dict[str, Any]]]:
"""Return option chain for ``symbol`` for ``date``. '''
Return option chain for ``symbol`` for ``date``.
By default all expiries are returned. If ``date`` is provided By default all expiries are returned. If ``date`` is provided
then contract quotes for that single expiry are returned. then contract quotes for that single expiry are returned.
"""
'''
async with brokermod.get_client() as client: async with brokermod.get_client() as client:
if date: if date:
id = int((await client.tickers2ids([symbol]))[symbol]) id = int((await client.tickers2ids([symbol]))[symbol])
@ -98,7 +108,7 @@ async def option_chain(
# async def contracts( # async def contracts(
# brokermod: ModuleType, # brokermod: ModuleType,
# symbol: str, # symbol: str,
# ) -> Dict[str, Dict[str, Dict[str, Any]]]: # ) -> dict[str, dict[str, dict[str, Any]]]:
# """Return option contracts (all expiries) for ``symbol``. # """Return option contracts (all expiries) for ``symbol``.
# """ # """
# async with brokermod.get_client() as client: # async with brokermod.get_client() as client:
@ -110,15 +120,24 @@ async def bars(
brokermod: ModuleType, brokermod: ModuleType,
symbol: str, symbol: str,
**kwargs, **kwargs,
) -> Dict[str, Dict[str, Dict[str, Any]]]: ) -> dict[str, dict[str, dict[str, Any]]]:
"""Return option contracts (all expiries) for ``symbol``. '''
""" Return option contracts (all expiries) for ``symbol``.
'''
async with brokermod.get_client() as client: async with brokermod.get_client() as client:
return await client.bars(symbol, **kwargs) return await client.bars(symbol, **kwargs)
async def search_w_brokerd(name: str, pattern: str) -> dict: async def search_w_brokerd(
name: str,
pattern: str,
) -> dict:
# TODO: WHY NOT WORK!?!
# when we `step` through the next block?
# import tractor
# await tractor.pause()
async with open_cached_client(name) as client: async with open_cached_client(name) as client:
# TODO: support multiple asset type concurrent searches. # TODO: support multiple asset type concurrent searches.
@ -130,12 +149,12 @@ async def symbol_search(
pattern: str, pattern: str,
**kwargs, **kwargs,
) -> Dict[str, Dict[str, Dict[str, Any]]]: ) -> dict[str, dict[str, dict[str, Any]]]:
''' '''
Return symbol info from broker. Return symbol info from broker.
''' '''
results = [] results: list[str] = []
async def search_backend( async def search_backend(
brokermod: ModuleType brokermod: ModuleType
@ -143,6 +162,13 @@ async def symbol_search(
brokername: str = mod.name brokername: str = mod.name
# TODO: figure this the FUCK OUT
# -> ok so obvi in the root actor any async task that's
# spawned outside the main tractor-root-actor task needs to
# call this..
# await tractor.devx._debug.maybe_init_greenback()
# tractor.pause_from_sync()
async with maybe_spawn_brokerd( async with maybe_spawn_brokerd(
mod.name, mod.name,
infect_asyncio=getattr( infect_asyncio=getattr(
@ -162,7 +188,6 @@ async def symbol_search(
)) ))
async with trio.open_nursery() as n: async with trio.open_nursery() as n:
for mod in brokermods: for mod in brokermods:
n.start_soon(search_backend, mod.name) n.start_soon(search_backend, mod.name)
@ -172,11 +197,13 @@ async def symbol_search(
async def mkt_info( async def mkt_info(
brokermod: ModuleType, brokermod: ModuleType,
fqme: str, fqme: str,
**kwargs, **kwargs,
) -> MktPair: ) -> MktPair:
''' '''
Return MktPair info from broker including src and dst assets. Return the `piker.accounting.MktPair` info struct from a given
backend broker tradable src/dst asset pair.
''' '''
async with open_cached_client(brokermod.name) as client: async with open_cached_client(brokermod.name) as client:

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@ -587,7 +587,7 @@ async def get_bars(
data_cs.cancel() data_cs.cancel()
# spawn new data reset task # spawn new data reset task
data_cs, reset_done = await nurse.start( data_cs, reset_done = await tn.start(
partial( partial(
wait_on_data_reset, wait_on_data_reset,
proxy, proxy,
@ -607,11 +607,11 @@ async def get_bars(
# such that simultaneous symbol queries don't try data resettingn # such that simultaneous symbol queries don't try data resettingn
# too fast.. # too fast..
unset_resetter: bool = False unset_resetter: bool = False
async with trio.open_nursery() as nurse: async with trio.open_nursery() as tn:
# start history request that we allow # start history request that we allow
# to run indefinitely until a result is acquired # to run indefinitely until a result is acquired
nurse.start_soon(query) tn.start_soon(query)
# start history reset loop which waits up to the timeout # start history reset loop which waits up to the timeout
# for a result before triggering a data feed reset. # for a result before triggering a data feed reset.
@ -631,7 +631,7 @@ async def get_bars(
unset_resetter: bool = True unset_resetter: bool = True
# spawn new data reset task # spawn new data reset task
data_cs, reset_done = await nurse.start( data_cs, reset_done = await tn.start(
partial( partial(
wait_on_data_reset, wait_on_data_reset,
proxy, proxy,
@ -705,7 +705,9 @@ async def _setup_quote_stream(
# to_trio, from_aio = trio.open_memory_channel(2**8) # type: ignore # to_trio, from_aio = trio.open_memory_channel(2**8) # type: ignore
def teardown(): def teardown():
ticker.updateEvent.disconnect(push) ticker.updateEvent.disconnect(push)
log.error(f"Disconnected stream for `{symbol}`") log.error(
f'Disconnected stream for `{symbol}`'
)
client.ib.cancelMktData(contract) client.ib.cancelMktData(contract)
# decouple broadcast mem chan # decouple broadcast mem chan
@ -761,7 +763,10 @@ async def open_aio_quote_stream(
symbol: str, symbol: str,
contract: Contract | None = None, contract: Contract | None = None,
) -> trio.abc.ReceiveStream: ) -> (
trio.abc.Channel| # iface
tractor.to_asyncio.LinkedTaskChannel # actually
):
from tractor.trionics import broadcast_receiver from tractor.trionics import broadcast_receiver
global _quote_streams global _quote_streams
@ -778,6 +783,7 @@ async def open_aio_quote_stream(
yield from_aio yield from_aio
return return
from_aio: tractor.to_asyncio.LinkedTaskChannel
async with tractor.to_asyncio.open_channel_from( async with tractor.to_asyncio.open_channel_from(
_setup_quote_stream, _setup_quote_stream,
symbol=symbol, symbol=symbol,
@ -983,17 +989,18 @@ async def stream_quotes(
) )
cs: trio.CancelScope | None = None cs: trio.CancelScope | None = None
startup: bool = True startup: bool = True
iter_quotes: trio.abc.Channel
while ( while (
startup startup
or cs.cancel_called or cs.cancel_called
): ):
with trio.CancelScope() as cs: with trio.CancelScope() as cs:
async with ( async with (
trio.open_nursery() as nurse, trio.open_nursery() as tn,
open_aio_quote_stream( open_aio_quote_stream(
symbol=sym, symbol=sym,
contract=con, contract=con,
) as stream, ) as iter_quotes,
): ):
# ugh, clear ticks since we've consumed them # ugh, clear ticks since we've consumed them
# (ahem, ib_insync is stateful trash) # (ahem, ib_insync is stateful trash)
@ -1021,9 +1028,9 @@ async def stream_quotes(
await rt_ev.wait() await rt_ev.wait()
cs.cancel() # cancel called should now be set cs.cancel() # cancel called should now be set
nurse.start_soon(reset_on_feed) tn.start_soon(reset_on_feed)
async with aclosing(stream): async with aclosing(iter_quotes):
# if syminfo.get('no_vlm', False): # if syminfo.get('no_vlm', False):
if not init_msg.shm_write_opts['has_vlm']: if not init_msg.shm_write_opts['has_vlm']:
@ -1038,19 +1045,21 @@ async def stream_quotes(
# wait for real volume on feed (trading might be # wait for real volume on feed (trading might be
# closed) # closed)
while True: while True:
ticker = await stream.receive() ticker = await iter_quotes.receive()
# for a real volume contract we rait for # for a real volume contract we rait for
# the first "real" trade to take place # the first "real" trade to take place
if ( if (
# not calc_price # not calc_price
# and not ticker.rtTime # and not ticker.rtTime
not ticker.rtTime False
# not ticker.rtTime
): ):
# spin consuming tickers until we # spin consuming tickers until we
# get a real market datum # get a real market datum
log.debug(f"New unsent ticker: {ticker}") log.debug(f"New unsent ticker: {ticker}")
continue continue
else: else:
log.debug("Received first volume tick") log.debug("Received first volume tick")
# ugh, clear ticks since we've # ugh, clear ticks since we've
@ -1066,13 +1075,18 @@ async def stream_quotes(
log.debug(f"First ticker received {quote}") log.debug(f"First ticker received {quote}")
# tell data-layer spawner-caller that live # tell data-layer spawner-caller that live
# quotes are now streaming. # quotes are now active desptie not having
# necessarily received a first vlm/clearing
# tick.
ticker = await iter_quotes.receive()
feed_is_live.set() feed_is_live.set()
fqme: str = quote['fqme']
await send_chan.send({fqme: quote})
# last = time.time() # last = time.time()
async for ticker in stream: async for ticker in iter_quotes:
quote = normalize(ticker) quote = normalize(ticker)
fqme = quote['fqme'] fqme: str = quote['fqme']
await send_chan.send({fqme: quote}) await send_chan.send({fqme: quote})
# ugh, clear ticks since we've consumed them # ugh, clear ticks since we've consumed them

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@ -544,7 +544,7 @@ async def open_trade_dialog(
# to be reloaded. # to be reloaded.
balances: dict[str, float] = await client.get_balances() balances: dict[str, float] = await client.get_balances()
verify_balances( await verify_balances(
acnt, acnt,
src_fiat, src_fiat,
balances, balances,

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@ -37,6 +37,12 @@ import tractor
from async_generator import asynccontextmanager from async_generator import asynccontextmanager
import numpy as np import numpy as np
import wrapt import wrapt
# TODO, port to `httpx`/`trio-websocket` whenver i get back to
# writing a proper ws-api streamer for this backend (since the data
# feeds are free now) as per GH feat-req:
# https://github.com/pikers/piker/issues/509
#
import asks import asks
from ..calc import humanize, percent_change from ..calc import humanize, percent_change