brokers_refinery: various updates/fixes/typing during options/max-pain feats dev #40
45
README.rst
45
README.rst
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@ -88,22 +88,57 @@ a sane install with `uv`
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************************
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************************
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bc why install with `python` when you can faster with `rust` ::
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bc why install with `python` when you can faster with `rust` ::
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uv lock
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uv sync
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# ^ astral's docs,
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# https://docs.astral.sh/uv/concepts/projects/sync/
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include all GUIs (ex. for charting)::
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uv sync --extra uis
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AND with all our hacking tools and WIP integrations::
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uv sync --dev --all-extras
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hacky install on nixos
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Ensure you can run the root-daemon::
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**********************
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uv run pikerd [-l info --pdb]
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install on nix(os)
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******************
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``NixOS`` is our core devs' distro of choice for which we offer
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``NixOS`` is our core devs' distro of choice for which we offer
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a stringently defined development shell envoirment that can be loaded with::
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a stringently defined development shell envoirment that can currently
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be applied in one of 2 ways::
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# ONLY if running on X11
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nix-shell default.nix
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nix-shell default.nix
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Or if you prefer flakes style and a modern DE::
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# ONLY if also running on Wayland
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nix develop # for default bash
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nix develop -c uv run xonsh # for @goodboy's preferred sh B)
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start a chart
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start a chart
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*************
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*************
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run a realtime OHLCV chart stand-alone::
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run a realtime OHLCV chart stand-alone::
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piker -l info chart btcusdt.spot.binance xmrusdt.spot.kraken
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[uv run] piker -l info chart btcusdt.spot.binance xmrusdt.spot.kraken
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# ^^^ iff you haven't activated the py-env,
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# - https://docs.astral.sh/uv/concepts/projects/run/
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#
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# in order to create an explicit virt-env see,
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# - https://docs.astral.sh/uv/concepts/projects/layout/#the-project-environment
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# - https://docs.astral.sh/uv/pip/environments/
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#
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# use $UV_PROJECT_ENVIRONMENT to select any non-`.venv/`
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# as the venv sudir in the repo's root.
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# - https://docs.astral.sh/uv/reference/environment/#uv_project_environment
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this runs a chart UI (with 1m sampled OHLCV) and shows 2 spot markets from 2 diff cexes
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this runs a chart UI (with 1m sampled OHLCV) and shows 2 spot markets from 2 diff cexes
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overlayed on the same graph. Use of `piker` without first starting
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overlayed on the same graph. Use of `piker` without first starting
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37
default.nix
37
default.nix
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@ -11,11 +11,12 @@ let
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libxkbcommonStorePath = lib.getLib libxkbcommon;
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libxkbcommonStorePath = lib.getLib libxkbcommon;
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xcbutilcursorStorePath = lib.getLib xcb-util-cursor;
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xcbutilcursorStorePath = lib.getLib xcb-util-cursor;
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qtpyStorePath = lib.getLib python312Packages.qtpy;
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pypkgs = python313Packages;
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pyqt6StorePath = lib.getLib python312Packages.pyqt6;
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qtpyStorePath = lib.getLib pypkgs.qtpy;
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pyqt6SipStorePath = lib.getLib python312Packages.pyqt6-sip;
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pyqt6StorePath = lib.getLib pypkgs.pyqt6;
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rapidfuzzStorePath = lib.getLib python312Packages.rapidfuzz;
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pyqt6SipStorePath = lib.getLib pypkgs.pyqt6-sip;
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qdarkstyleStorePath = lib.getLib python312Packages.qdarkstyle;
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rapidfuzzStorePath = lib.getLib pypkgs.rapidfuzz;
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qdarkstyleStorePath = lib.getLib pypkgs.qdarkstyle;
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xorgLibX11StorePath = lib.getLib xorg.libX11;
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xorgLibX11StorePath = lib.getLib xorg.libX11;
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xorgLibxcbStorePath = lib.getLib xorg.libxcb;
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xorgLibxcbStorePath = lib.getLib xorg.libxcb;
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@ -51,12 +52,12 @@ stdenv.mkDerivation {
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xorg.xcbutilrenderutil
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xorg.xcbutilrenderutil
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# Python requirements.
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# Python requirements.
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python312Full
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python313
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python312Packages.uv
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uv
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python312Packages.qdarkstyle
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pypkgs.qdarkstyle
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python312Packages.rapidfuzz
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pypkgs.rapidfuzz
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python312Packages.pyqt6
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pypkgs.pyqt6
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python312Packages.qtpy
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pypkgs.qtpy
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];
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];
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src = null;
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src = null;
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shellHook = ''
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shellHook = ''
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@ -113,11 +114,11 @@ stdenv.mkDerivation {
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export LD_LIBRARY_PATH
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export LD_LIBRARY_PATH
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RPDFUZZ_PATH="${rapidfuzzStorePath}/lib/python3.12/site-packages"
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RPDFUZZ_PATH="${rapidfuzzStorePath}/lib/python3.13/site-packages"
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QDRKSTYLE_PATH="${qdarkstyleStorePath}/lib/python3.12/site-packages"
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QDRKSTYLE_PATH="${qdarkstyleStorePath}/lib/python3.13/site-packages"
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QTPY_PATH="${qtpyStorePath}/lib/python3.12/site-packages"
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QTPY_PATH="${qtpyStorePath}/lib/python3.13/site-packages"
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PYQT6_PATH="${pyqt6StorePath}/lib/python3.12/site-packages"
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PYQT6_PATH="${pyqt6StorePath}/lib/python3.13/site-packages"
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PYQT6_SIP_PATH="${pyqt6SipStorePath}/lib/python3.12/site-packages"
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PYQT6_SIP_PATH="${pyqt6SipStorePath}/lib/python3.13/site-packages"
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PATCH="$PATCH:$RPDFUZZ_PATH"
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PATCH="$PATCH:$RPDFUZZ_PATH"
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PATCH="$PATCH:$QDRKSTYLE_PATH"
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PATCH="$PATCH:$QDRKSTYLE_PATH"
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@ -127,8 +128,8 @@ stdenv.mkDerivation {
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export PATCH
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export PATCH
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# Install deps
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# install all dev and extras
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uv lock
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uv sync --dev --all-extras
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'';
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'';
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}
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}
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@ -1,30 +1,71 @@
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running ``ib`` gateway in ``docker``
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running ``ib`` gateway in ``docker``
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------------------------------------
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------------------------------------
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We have a config based on the (now defunct)
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We have a config based on a well maintained community
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image from "waytrade":
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image from `@gnzsnz`:
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https://github.com/waytrade/ib-gateway-docker
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https://github.com/gnzsnz/ib-gateway-docker
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To startup this image with our custom settings
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simply run the command::
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To startup this image simply run the command::
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docker compose up
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docker compose up
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And you should have the following socket-available services:
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(For further usage^ see the official `docker-compose`_ docs)
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- ``x11vnc1@127.0.0.1:3003``
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- ``ib-gw@127.0.0.1:4002``
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You can attach to the container via a VNC client
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And you should have the following socket-available services by
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without password auth.
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default:
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SECURITY STUFF!?!?!
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- ``x11vnc1 @ 127.0.0.1:5900``
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-------------------
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- ``ib-gw @ 127.0.0.1:4002``
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Though "``ib``" claims they host filter connections outside
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localhost (aka ``127.0.0.1``) it's probably better if you filter
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You can now attach to the container via a VNC client with password-auth;
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the socket at the OS level using a stateless firewall rule::
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here is an example using ``vncclient`` on ``linux``::
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vncviewer localhost:5900
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now enter the pw you set via an (see second code blob) `.env file`_
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or pw-file according to the `credentials section`_.
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If you want to change away from their default config see the example
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`docker-compose.yml`-config issue and config-section of the readme,
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- https://github.com/gnzsnz/ib-gateway-docker?tab=readme-ov-file#configuration
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- https://github.com/gnzsnz/ib-gateway-docker/discussions/103
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.. _.env file: https://github.com/gnzsnz/ib-gateway-docker?tab=readme-ov-file#how-to-use-it
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.. _docker-compose: https://docs.docker.com/compose/
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.. _credentials section: https://github.com/gnzsnz/ib-gateway-docker?tab=readme-ov-file#credentials
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||||||
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IF you also want to run ``TWS``
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||||||
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-------------------------------
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You can also run it containerized,
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https://github.com/gnzsnz/ib-gateway-docker?tab=readme-ov-file#using-tws
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||||||
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SECURITY stuff (advanced, only if you're paranoid)
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||||||
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--------------------------------------------------
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First and foremost if doing a "distributed" container setup where you
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run the ``ib-gw`` docker container and your connecting API client
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(likely ``ib_async`` from python) on **different hosts** be sure to
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read the `security considerations`_ section!
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||||||
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||||||
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And for a further (somewhat paranoid) perspective from
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a long-time-ago serious devops eng..
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||||||
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Though "``ib``" claims they filter remote host connections outside
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``localhost`` (aka ``127.0.0.1`` on ipv4) it's prolly justified if
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you'd like to filter the socket at the *OS level* using a stateless
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firewall rule::
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||||||
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||||||
ip rule add not unicast iif lo to 0.0.0.0/0 dport 4002
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ip rule add not unicast iif lo to 0.0.0.0/0 dport 4002
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||||||
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||||||
We will soon have this baked into our own custom image but for
|
|
||||||
now you'll have to do it urself dawgy.
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We will soon have this either baked into our own custom derivative
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||||||
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image (or patched into the current upstream one after further testin)
|
||||||
|
but for now you'll have to do it urself, diggity dawg.
|
||||||
|
|
||||||
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.. _security considerations: https://github.com/gnzsnz/ib-gateway-docker?tab=readme-ov-file#security-considerations
|
||||||
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|
|
||||||
123
flake.lock
123
flake.lock
|
|
@ -1,135 +1,24 @@
|
||||||
{
|
{
|
||||||
"nodes": {
|
"nodes": {
|
||||||
"flake-utils": {
|
|
||||||
"inputs": {
|
|
||||||
"systems": "systems"
|
|
||||||
},
|
|
||||||
"locked": {
|
|
||||||
"lastModified": 1689068808,
|
|
||||||
"narHash": "sha256-6ixXo3wt24N/melDWjq70UuHQLxGV8jZvooRanIHXw0=",
|
|
||||||
"owner": "numtide",
|
|
||||||
"repo": "flake-utils",
|
|
||||||
"rev": "919d646de7be200f3bf08cb76ae1f09402b6f9b4",
|
|
||||||
"type": "github"
|
|
||||||
},
|
|
||||||
"original": {
|
|
||||||
"owner": "numtide",
|
|
||||||
"repo": "flake-utils",
|
|
||||||
"type": "github"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
"flake-utils_2": {
|
|
||||||
"inputs": {
|
|
||||||
"systems": "systems_2"
|
|
||||||
},
|
|
||||||
"locked": {
|
|
||||||
"lastModified": 1689068808,
|
|
||||||
"narHash": "sha256-6ixXo3wt24N/melDWjq70UuHQLxGV8jZvooRanIHXw0=",
|
|
||||||
"owner": "numtide",
|
|
||||||
"repo": "flake-utils",
|
|
||||||
"rev": "919d646de7be200f3bf08cb76ae1f09402b6f9b4",
|
|
||||||
"type": "github"
|
|
||||||
},
|
|
||||||
"original": {
|
|
||||||
"owner": "numtide",
|
|
||||||
"repo": "flake-utils",
|
|
||||||
"type": "github"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
"nix-github-actions": {
|
|
||||||
"inputs": {
|
|
||||||
"nixpkgs": [
|
|
||||||
"poetry2nix",
|
|
||||||
"nixpkgs"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
"locked": {
|
|
||||||
"lastModified": 1688870561,
|
|
||||||
"narHash": "sha256-4UYkifnPEw1nAzqqPOTL2MvWtm3sNGw1UTYTalkTcGY=",
|
|
||||||
"owner": "nix-community",
|
|
||||||
"repo": "nix-github-actions",
|
|
||||||
"rev": "165b1650b753316aa7f1787f3005a8d2da0f5301",
|
|
||||||
"type": "github"
|
|
||||||
},
|
|
||||||
"original": {
|
|
||||||
"owner": "nix-community",
|
|
||||||
"repo": "nix-github-actions",
|
|
||||||
"type": "github"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
"nixpkgs": {
|
"nixpkgs": {
|
||||||
"locked": {
|
"locked": {
|
||||||
"lastModified": 1692174805,
|
"lastModified": 1765779637,
|
||||||
"narHash": "sha256-xmNPFDi/AUMIxwgOH/IVom55Dks34u1g7sFKKebxUm0=",
|
"narHash": "sha256-KJ2wa/BLSrTqDjbfyNx70ov/HdgNBCBBSQP3BIzKnv4=",
|
||||||
"owner": "NixOS",
|
"owner": "nixos",
|
||||||
"repo": "nixpkgs",
|
"repo": "nixpkgs",
|
||||||
"rev": "caac0eb6bdcad0b32cb2522e03e4002c8975c62e",
|
"rev": "1306659b587dc277866c7b69eb97e5f07864d8c4",
|
||||||
"type": "github"
|
"type": "github"
|
||||||
},
|
},
|
||||||
"original": {
|
"original": {
|
||||||
"owner": "NixOS",
|
"owner": "nixos",
|
||||||
"ref": "nixos-unstable",
|
"ref": "nixos-unstable",
|
||||||
"repo": "nixpkgs",
|
"repo": "nixpkgs",
|
||||||
"type": "github"
|
"type": "github"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"poetry2nix": {
|
|
||||||
"inputs": {
|
|
||||||
"flake-utils": "flake-utils_2",
|
|
||||||
"nix-github-actions": "nix-github-actions",
|
|
||||||
"nixpkgs": [
|
|
||||||
"nixpkgs"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
"locked": {
|
|
||||||
"lastModified": 1692048894,
|
|
||||||
"narHash": "sha256-cDw03rso2V4CDc3Mll0cHN+ztzysAvdI8pJ7ybbz714=",
|
|
||||||
"ref": "refs/heads/pyqt6",
|
|
||||||
"rev": "b059ad4c3051f45d6c912e17747aae37a9ec1544",
|
|
||||||
"revCount": 2276,
|
|
||||||
"type": "git",
|
|
||||||
"url": "file:///home/lord_fomo/repos/poetry2nix"
|
|
||||||
},
|
|
||||||
"original": {
|
|
||||||
"type": "git",
|
|
||||||
"url": "file:///home/lord_fomo/repos/poetry2nix"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
"root": {
|
"root": {
|
||||||
"inputs": {
|
"inputs": {
|
||||||
"flake-utils": "flake-utils",
|
"nixpkgs": "nixpkgs"
|
||||||
"nixpkgs": "nixpkgs",
|
|
||||||
"poetry2nix": "poetry2nix"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
"systems": {
|
|
||||||
"locked": {
|
|
||||||
"lastModified": 1681028828,
|
|
||||||
"narHash": "sha256-Vy1rq5AaRuLzOxct8nz4T6wlgyUR7zLU309k9mBC768=",
|
|
||||||
"owner": "nix-systems",
|
|
||||||
"repo": "default",
|
|
||||||
"rev": "da67096a3b9bf56a91d16901293e51ba5b49a27e",
|
|
||||||
"type": "github"
|
|
||||||
},
|
|
||||||
"original": {
|
|
||||||
"owner": "nix-systems",
|
|
||||||
"repo": "default",
|
|
||||||
"type": "github"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
"systems_2": {
|
|
||||||
"locked": {
|
|
||||||
"lastModified": 1681028828,
|
|
||||||
"narHash": "sha256-Vy1rq5AaRuLzOxct8nz4T6wlgyUR7zLU309k9mBC768=",
|
|
||||||
"owner": "nix-systems",
|
|
||||||
"repo": "default",
|
|
||||||
"rev": "da67096a3b9bf56a91d16901293e51ba5b49a27e",
|
|
||||||
"type": "github"
|
|
||||||
},
|
|
||||||
"original": {
|
|
||||||
"owner": "nix-systems",
|
|
||||||
"repo": "default",
|
|
||||||
"type": "github"
|
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
|
|
|
||||||
243
flake.nix
243
flake.nix
|
|
@ -1,180 +1,103 @@
|
||||||
# NOTE: to convert to a poetry2nix env like this here are the
|
# An "impure" template thx to `pyproject.nix`,
|
||||||
# steps:
|
# https://pyproject-nix.github.io/pyproject.nix/templates.html#impure
|
||||||
# - install poetry in your system nix config
|
# https://github.com/pyproject-nix/pyproject.nix/blob/master/templates/impure/flake.nix
|
||||||
# - convert the repo to use poetry using `poetry init`:
|
|
||||||
# https://python-poetry.org/docs/basic-usage/#initialising-a-pre-existing-project
|
|
||||||
# - then manually ensuring all deps are converted over:
|
|
||||||
# - add this file to the repo and commit it
|
|
||||||
# -
|
|
||||||
|
|
||||||
# GROKin tips:
|
|
||||||
# - CLI eps are (ostensibly) added via an `entry_points.txt`:
|
|
||||||
# - https://packaging.python.org/en/latest/specifications/entry-points/#file-format
|
|
||||||
# - https://github.com/nix-community/poetry2nix/blob/master/editable.nix#L49
|
|
||||||
{
|
{
|
||||||
description = "piker: trading gear for hackers (pkged with poetry2nix)";
|
description = "An impure `piker` overlay using `uv` with Nix(OS)";
|
||||||
|
|
||||||
inputs.flake-utils.url = "github:numtide/flake-utils";
|
inputs = {
|
||||||
inputs.nixpkgs.url = "github:NixOS/nixpkgs/nixos-unstable";
|
nixpkgs.url = "github:nixos/nixpkgs/nixos-unstable";
|
||||||
|
|
||||||
# see https://github.com/nix-community/poetry2nix/tree/master#api
|
|
||||||
inputs.poetry2nix = {
|
|
||||||
# url = "github:nix-community/poetry2nix";
|
|
||||||
# url = "github:K900/poetry2nix/qt5-explicit-deps";
|
|
||||||
url = "/home/lord_fomo/repos/poetry2nix";
|
|
||||||
|
|
||||||
inputs.nixpkgs.follows = "nixpkgs";
|
|
||||||
};
|
};
|
||||||
|
|
||||||
outputs = {
|
outputs =
|
||||||
self,
|
{ nixpkgs, ... }:
|
||||||
nixpkgs,
|
let
|
||||||
flake-utils,
|
inherit (nixpkgs) lib;
|
||||||
poetry2nix,
|
forAllSystems = lib.genAttrs lib.systems.flakeExposed;
|
||||||
}:
|
in
|
||||||
# TODO: build cross-OS and use the `${system}` var thingy..
|
{
|
||||||
flake-utils.lib.eachDefaultSystem (system:
|
devShells = forAllSystems (
|
||||||
let
|
system:
|
||||||
# use PWD as sources
|
let
|
||||||
projectDir = ./.;
|
pkgs = nixpkgs.legacyPackages.${system};
|
||||||
pyproject = ./pyproject.toml;
|
|
||||||
poetrylock = ./poetry.lock;
|
|
||||||
|
|
||||||
# TODO: port to 3.11 and support both versions?
|
# do store-path extractions
|
||||||
python = "python3.10";
|
qt6baseStorePath = lib.getLib pkgs.qt6.qtbase;
|
||||||
|
# ?TODO? can remove below since manual linking not needed?
|
||||||
|
# qt6QtWaylandStorePath = lib.getLib pkgs.qt6.qtwayland;
|
||||||
|
|
||||||
# for more functions and examples.
|
# XXX NOTE XXX, for now we overlay specific pkgs via
|
||||||
# inherit
|
# a major-version-pinned-`cpython`
|
||||||
# (poetry2nix.legacyPackages.${system})
|
cpython = "python313";
|
||||||
# mkPoetryApplication;
|
pypkgs = pkgs."${cpython}Packages";
|
||||||
# pkgs = nixpkgs.legacyPackages.${system};
|
in
|
||||||
|
{
|
||||||
|
default = pkgs.mkShell {
|
||||||
|
|
||||||
pkgs = nixpkgs.legacyPackages.x86_64-linux;
|
packages = with pkgs; [
|
||||||
lib = pkgs.lib;
|
# XXX, ensure sh completions active!
|
||||||
p2npkgs = poetry2nix.legacyPackages.x86_64-linux;
|
bashInteractive
|
||||||
|
bash-completion
|
||||||
|
|
||||||
# define all pkg overrides per dep, see edgecases.md:
|
# dev utils
|
||||||
# https://github.com/nix-community/poetry2nix/blob/master/docs/edgecases.md
|
ruff
|
||||||
# TODO: add these into the json file:
|
pypkgs.ruff
|
||||||
# https://github.com/nix-community/poetry2nix/blob/master/overrides/build-systems.json
|
|
||||||
pypkgs-build-requirements = {
|
|
||||||
asyncvnc = [ "setuptools" ];
|
|
||||||
eventkit = [ "setuptools" ];
|
|
||||||
ib-insync = [ "setuptools" "flake8" ];
|
|
||||||
msgspec = [ "setuptools"];
|
|
||||||
pdbp = [ "setuptools" ];
|
|
||||||
pyqt6-sip = [ "setuptools" ];
|
|
||||||
tabcompleter = [ "setuptools" ];
|
|
||||||
tractor = [ "setuptools" ];
|
|
||||||
tricycle = [ "setuptools" ];
|
|
||||||
trio-typing = [ "setuptools" ];
|
|
||||||
trio-util = [ "setuptools" ];
|
|
||||||
xonsh = [ "setuptools" ];
|
|
||||||
};
|
|
||||||
|
|
||||||
# auto-generate override entries
|
qt6.qtwayland
|
||||||
p2n-overrides = p2npkgs.defaultPoetryOverrides.extend (self: super:
|
qt6.qtbase
|
||||||
builtins.mapAttrs (package: build-requirements:
|
|
||||||
(builtins.getAttr package super).overridePythonAttrs (old: {
|
|
||||||
buildInputs = (
|
|
||||||
old.buildInputs or [ ]
|
|
||||||
) ++ (
|
|
||||||
builtins.map (
|
|
||||||
pkg: if builtins.isString pkg then builtins.getAttr pkg super else pkg
|
|
||||||
) build-requirements
|
|
||||||
);
|
|
||||||
})
|
|
||||||
) pypkgs-build-requirements
|
|
||||||
);
|
|
||||||
|
|
||||||
# override some ahead-of-time compiled extensions
|
uv
|
||||||
# to be built with their wheels.
|
python313 # ?TODO^ how to set from `cpython` above?
|
||||||
ahot_overrides = p2n-overrides.extend(
|
pypkgs.pyqt6
|
||||||
final: prev: {
|
pypkgs.pyqt6-sip
|
||||||
|
pypkgs.qtpy
|
||||||
|
pypkgs.qdarkstyle
|
||||||
|
pypkgs.rapidfuzz
|
||||||
|
];
|
||||||
|
|
||||||
# llvmlite = prev.llvmlite.override {
|
shellHook = ''
|
||||||
# preferWheel = false;
|
# unmask to debug **this** dev-shell-hook
|
||||||
# };
|
# set -e
|
||||||
|
|
||||||
# TODO: get this workin with p2n and nixpkgs..
|
# set qt-base/plugin path(s)
|
||||||
# pyqt6 = prev.pyqt6.override {
|
QTBASE_PATH="${qt6baseStorePath}/lib"
|
||||||
# preferWheel = true;
|
QT_PLUGIN_PATH="${qt6baseStorePath}/lib/qt-6/plugins"
|
||||||
# };
|
QT_QPA_PLATFORM_PLUGIN_PATH="$QT_PLUGIN_PATH/platforms"
|
||||||
|
|
||||||
# NOTE: this DOESN'T work atm but after a fix
|
# link in Qt cc lib paths from <nixpkgs>
|
||||||
# to poetry2nix, it will and actually this line
|
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QTBASE_PATH"
|
||||||
# won't be needed - thanks @k900:
|
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_PLUGIN_PATH"
|
||||||
# https://github.com/nix-community/poetry2nix/pull/1257
|
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_QPA_PLATFORM_PLUGIN_PATH"
|
||||||
pyqt5 = prev.pyqt5.override {
|
|
||||||
# withWebkit = false;
|
|
||||||
preferWheel = true;
|
|
||||||
};
|
|
||||||
|
|
||||||
# see PR from @k900:
|
# link-in c++ stdlib for various AOT-ext-pkgs (numpy, etc.)
|
||||||
# https://github.com/nix-community/poetry2nix/pull/1257
|
LD_LIBRARY_PATH="${pkgs.stdenv.cc.cc.lib}/lib:$LD_LIBRARY_PATH"
|
||||||
# pyqt5-qt5 = prev.pyqt5-qt5.override {
|
|
||||||
# withWebkit = false;
|
|
||||||
# preferWheel = true;
|
|
||||||
# };
|
|
||||||
|
|
||||||
# TODO: patch in an override for polars to build
|
export LD_LIBRARY_PATH
|
||||||
# from src! See the details likely needed from
|
|
||||||
# the cryptography entry:
|
|
||||||
# https://github.com/nix-community/poetry2nix/blob/master/overrides/default.nix#L426-L435
|
|
||||||
polars = prev.polars.override {
|
|
||||||
preferWheel = true;
|
|
||||||
};
|
|
||||||
}
|
|
||||||
);
|
|
||||||
|
|
||||||
# WHY!? -> output-attrs that `nix develop` scans for:
|
# RUNTIME-SETTINGS
|
||||||
# https://nixos.org/manual/nix/stable/command-ref/new-cli/nix3-develop.html#flake-output-attributes
|
#
|
||||||
in
|
# ------ Qt ------
|
||||||
rec {
|
# XXX, unmask to debug qt .so linking/loading deats
|
||||||
packages = {
|
# export QT_DEBUG_PLUGINS=1
|
||||||
# piker = poetry2nix.legacyPackages.x86_64-linux.mkPoetryEditablePackage {
|
#
|
||||||
# editablePackageSources = { piker = ./piker; };
|
# ALSO, for *modern linux* DEs,
|
||||||
|
# - maybe set wayland-mode (TODO, parametrtize this!)
|
||||||
|
# * a chosen wayland-mode shell-integration
|
||||||
|
export QT_QPA_PLATFORM="wayland"
|
||||||
|
export QT_WAYLAND_SHELL_INTEGRATION="xdg-shell"
|
||||||
|
|
||||||
piker = p2npkgs.mkPoetryApplication {
|
# ------ uv ------
|
||||||
projectDir = projectDir;
|
# - always use the ./py313/ venv-subdir
|
||||||
|
export UV_PROJECT_ENVIRONMENT="py313"
|
||||||
|
# sync project-env with all extras
|
||||||
|
uv sync --dev --all-extras --no-group lint
|
||||||
|
|
||||||
# SEE ABOVE for auto-genned input set, override
|
# ------ TIPS ------
|
||||||
# buncha deps with extras.. like `setuptools` mostly.
|
# NOTE, to launch the py-venv installed `xonsh` (like @goodboy)
|
||||||
# TODO: maybe propose a patch to p2n to show that you
|
# run the `nix develop` cmd with,
|
||||||
# can even do this in the edgecases docs?
|
# >> nix develop -c uv run xonsh
|
||||||
overrides = ahot_overrides;
|
'';
|
||||||
|
|
||||||
# XXX: won't work on llvmlite..
|
|
||||||
# preferWheels = true;
|
|
||||||
};
|
};
|
||||||
};
|
}
|
||||||
|
);
|
||||||
# devShells.default = pkgs.mkShell {
|
};
|
||||||
# projectDir = projectDir;
|
|
||||||
# python = "python3.10";
|
|
||||||
# overrides = ahot_overrides;
|
|
||||||
# inputsFrom = [ self.packages.x86_64-linux.piker ];
|
|
||||||
# packages = packages;
|
|
||||||
# # packages = [ poetry2nix.packages.${system}.poetry ];
|
|
||||||
# };
|
|
||||||
|
|
||||||
# TODO: grok the difference here..
|
|
||||||
# - avoid re-cloning git repos on every develop entry..
|
|
||||||
# - ideally allow hacking on the src code of some deps
|
|
||||||
# (tractor, pyqtgraph, tomlkit, etc.) WITHOUT having to
|
|
||||||
# re-install them every time a change is made.
|
|
||||||
# - boot a usable xonsh inside the poetry virtualenv when
|
|
||||||
# defined via a custom entry point?
|
|
||||||
devShells.default = p2npkgs.mkPoetryEnv {
|
|
||||||
# env = p2npkgs.mkPoetryEnv {
|
|
||||||
projectDir = projectDir;
|
|
||||||
python = pkgs.python310;
|
|
||||||
overrides = ahot_overrides;
|
|
||||||
editablePackageSources = packages;
|
|
||||||
# piker = "./";
|
|
||||||
# tractor = "../tractor/";
|
|
||||||
# }; # wut?
|
|
||||||
};
|
|
||||||
}
|
|
||||||
); # end of .outputs scope
|
|
||||||
}
|
}
|
||||||
|
|
|
||||||
|
|
@ -42,7 +42,6 @@ from ._mktinfo import (
|
||||||
dec_digits,
|
dec_digits,
|
||||||
digits_to_dec,
|
digits_to_dec,
|
||||||
MktPair,
|
MktPair,
|
||||||
Symbol,
|
|
||||||
unpack_fqme,
|
unpack_fqme,
|
||||||
_derivs as DerivTypes,
|
_derivs as DerivTypes,
|
||||||
)
|
)
|
||||||
|
|
@ -60,7 +59,6 @@ __all__ = [
|
||||||
'Asset',
|
'Asset',
|
||||||
'MktPair',
|
'MktPair',
|
||||||
'Position',
|
'Position',
|
||||||
'Symbol',
|
|
||||||
'Transaction',
|
'Transaction',
|
||||||
'TransactionLedger',
|
'TransactionLedger',
|
||||||
'dec_digits',
|
'dec_digits',
|
||||||
|
|
|
||||||
|
|
@ -40,7 +40,7 @@ import tomli_w # for fast ledger writing
|
||||||
|
|
||||||
from piker.types import Struct
|
from piker.types import Struct
|
||||||
from piker import config
|
from piker import config
|
||||||
from ..log import get_logger
|
from piker.log import get_logger
|
||||||
from .calc import (
|
from .calc import (
|
||||||
iter_by_dt,
|
iter_by_dt,
|
||||||
)
|
)
|
||||||
|
|
@ -239,7 +239,9 @@ class TransactionLedger(UserDict):
|
||||||
|
|
||||||
symcache: SymbologyCache = self._symcache
|
symcache: SymbologyCache = self._symcache
|
||||||
towrite: dict[str, Any] = {}
|
towrite: dict[str, Any] = {}
|
||||||
for tid, txdict in self.tx_sort(self.data.copy()):
|
for tid, txdict in self.tx_sort(
|
||||||
|
self.data.copy()
|
||||||
|
):
|
||||||
# write blank-str expiry for non-expiring assets
|
# write blank-str expiry for non-expiring assets
|
||||||
if (
|
if (
|
||||||
'expiry' in txdict
|
'expiry' in txdict
|
||||||
|
|
@ -377,7 +379,7 @@ def open_trade_ledger(
|
||||||
account,
|
account,
|
||||||
dirpath=_fp,
|
dirpath=_fp,
|
||||||
)
|
)
|
||||||
cpy = ledger_dict.copy()
|
cpy: dict = ledger_dict.copy()
|
||||||
|
|
||||||
# XXX NOTE: if not provided presume we are being called from
|
# XXX NOTE: if not provided presume we are being called from
|
||||||
# sync code and need to maybe run `trio` to generate..
|
# sync code and need to maybe run `trio` to generate..
|
||||||
|
|
@ -406,7 +408,13 @@ def open_trade_ledger(
|
||||||
account=account,
|
account=account,
|
||||||
mod=mod,
|
mod=mod,
|
||||||
symcache=symcache,
|
symcache=symcache,
|
||||||
tx_sort=getattr(mod, 'tx_sort', tx_sort),
|
|
||||||
|
# NOTE: allow backends to provide custom ledger sorting
|
||||||
|
tx_sort=getattr(
|
||||||
|
mod,
|
||||||
|
'tx_sort',
|
||||||
|
tx_sort,
|
||||||
|
),
|
||||||
)
|
)
|
||||||
try:
|
try:
|
||||||
yield ledger
|
yield ledger
|
||||||
|
|
|
||||||
|
|
@ -305,8 +305,8 @@ class MktPair(Struct, frozen=True):
|
||||||
# config right?
|
# config right?
|
||||||
# src_type: AssetTypeName
|
# src_type: AssetTypeName
|
||||||
|
|
||||||
# for derivs, info describing contract, egs.
|
# for derivs, info describing contract, egs. strike price, call
|
||||||
# strike price, call or put, swap type, exercise model, etc.
|
# or put, swap type, exercise model, etc.
|
||||||
contract_info: list[str] | None = None
|
contract_info: list[str] | None = None
|
||||||
|
|
||||||
# TODO: rename to sectype since all of these can
|
# TODO: rename to sectype since all of these can
|
||||||
|
|
@ -390,8 +390,8 @@ class MktPair(Struct, frozen=True):
|
||||||
cls,
|
cls,
|
||||||
fqme: str,
|
fqme: str,
|
||||||
|
|
||||||
price_tick: float | str,
|
price_tick: float|str,
|
||||||
size_tick: float | str,
|
size_tick: float|str,
|
||||||
bs_mktid: str,
|
bs_mktid: str,
|
||||||
|
|
||||||
broker: str | None = None,
|
broker: str | None = None,
|
||||||
|
|
@ -677,90 +677,3 @@ def unpack_fqme(
|
||||||
# '.'.join([mkt_ep, venue]),
|
# '.'.join([mkt_ep, venue]),
|
||||||
suffix,
|
suffix,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
class Symbol(Struct):
|
|
||||||
'''
|
|
||||||
I guess this is some kinda container thing for dealing with
|
|
||||||
all the different meta-data formats from brokers?
|
|
||||||
|
|
||||||
'''
|
|
||||||
key: str
|
|
||||||
|
|
||||||
broker: str = ''
|
|
||||||
venue: str = ''
|
|
||||||
|
|
||||||
# precision descriptors for price and vlm
|
|
||||||
tick_size: Decimal = Decimal('0.01')
|
|
||||||
lot_tick_size: Decimal = Decimal('0.0')
|
|
||||||
|
|
||||||
suffix: str = ''
|
|
||||||
broker_info: dict[str, dict[str, Any]] = {}
|
|
||||||
|
|
||||||
@classmethod
|
|
||||||
def from_fqme(
|
|
||||||
cls,
|
|
||||||
fqsn: str,
|
|
||||||
info: dict[str, Any],
|
|
||||||
|
|
||||||
) -> Symbol:
|
|
||||||
broker, mktep, venue, suffix = unpack_fqme(fqsn)
|
|
||||||
tick_size = info.get('price_tick_size', 0.01)
|
|
||||||
lot_size = info.get('lot_tick_size', 0.0)
|
|
||||||
|
|
||||||
return Symbol(
|
|
||||||
broker=broker,
|
|
||||||
key=mktep,
|
|
||||||
tick_size=tick_size,
|
|
||||||
lot_tick_size=lot_size,
|
|
||||||
venue=venue,
|
|
||||||
suffix=suffix,
|
|
||||||
broker_info={broker: info},
|
|
||||||
)
|
|
||||||
|
|
||||||
@property
|
|
||||||
def type_key(self) -> str:
|
|
||||||
return list(self.broker_info.values())[0]['asset_type']
|
|
||||||
|
|
||||||
@property
|
|
||||||
def tick_size_digits(self) -> int:
|
|
||||||
return float_digits(self.tick_size)
|
|
||||||
|
|
||||||
@property
|
|
||||||
def lot_size_digits(self) -> int:
|
|
||||||
return float_digits(self.lot_tick_size)
|
|
||||||
|
|
||||||
@property
|
|
||||||
def price_tick(self) -> Decimal:
|
|
||||||
return Decimal(str(self.tick_size))
|
|
||||||
|
|
||||||
@property
|
|
||||||
def size_tick(self) -> Decimal:
|
|
||||||
return Decimal(str(self.lot_tick_size))
|
|
||||||
|
|
||||||
@property
|
|
||||||
def broker(self) -> str:
|
|
||||||
return list(self.broker_info.keys())[0]
|
|
||||||
|
|
||||||
@property
|
|
||||||
def fqme(self) -> str:
|
|
||||||
return maybe_cons_tokens([
|
|
||||||
self.key, # final "pair name" (eg. qqq[/usd], btcusdt)
|
|
||||||
self.venue,
|
|
||||||
self.suffix, # includes expiry and other con info
|
|
||||||
self.broker,
|
|
||||||
])
|
|
||||||
|
|
||||||
def quantize(
|
|
||||||
self,
|
|
||||||
size: float,
|
|
||||||
) -> Decimal:
|
|
||||||
digits = float_digits(self.lot_tick_size)
|
|
||||||
return Decimal(size).quantize(
|
|
||||||
Decimal(f'1.{"0".ljust(digits, "0")}'),
|
|
||||||
rounding=ROUND_HALF_EVEN
|
|
||||||
)
|
|
||||||
|
|
||||||
# NOTE: when cast to `str` return fqme
|
|
||||||
def __str__(self) -> str:
|
|
||||||
return self.fqme
|
|
||||||
|
|
|
||||||
|
|
@ -30,7 +30,8 @@ from types import ModuleType
|
||||||
from typing import (
|
from typing import (
|
||||||
Any,
|
Any,
|
||||||
Iterator,
|
Iterator,
|
||||||
Generator
|
Generator,
|
||||||
|
TYPE_CHECKING,
|
||||||
)
|
)
|
||||||
|
|
||||||
import pendulum
|
import pendulum
|
||||||
|
|
@ -59,8 +60,10 @@ from ..clearing._messages import (
|
||||||
BrokerdPosition,
|
BrokerdPosition,
|
||||||
)
|
)
|
||||||
from piker.types import Struct
|
from piker.types import Struct
|
||||||
from piker.data._symcache import SymbologyCache
|
from piker.log import get_logger
|
||||||
from ..log import get_logger
|
|
||||||
|
if TYPE_CHECKING:
|
||||||
|
from piker.data._symcache import SymbologyCache
|
||||||
|
|
||||||
log = get_logger(__name__)
|
log = get_logger(__name__)
|
||||||
|
|
||||||
|
|
@ -493,6 +496,17 @@ class Account(Struct):
|
||||||
|
|
||||||
_mktmap_table: dict[str, MktPair] | None = None,
|
_mktmap_table: dict[str, MktPair] | None = None,
|
||||||
|
|
||||||
|
only_require: list[str]|True = True,
|
||||||
|
# ^list of fqmes that are "required" to be processed from
|
||||||
|
# this ledger pass; we often don't care about others and
|
||||||
|
# definitely shouldn't always error in such cases.
|
||||||
|
# (eg. broker backend loaded that doesn't yet supsport the
|
||||||
|
# symcache but also, inside the paper engine we don't ad-hoc
|
||||||
|
# request `get_mkt_info()` for every symbol in the ledger,
|
||||||
|
# only the one for which we're simulating against).
|
||||||
|
# TODO, not sure if there's a better soln for this, ideally
|
||||||
|
# all backends get symcache support afap i guess..
|
||||||
|
|
||||||
) -> dict[str, Position]:
|
) -> dict[str, Position]:
|
||||||
'''
|
'''
|
||||||
Update the internal `.pps[str, Position]` table from input
|
Update the internal `.pps[str, Position]` table from input
|
||||||
|
|
@ -535,11 +549,32 @@ class Account(Struct):
|
||||||
if _mktmap_table is None:
|
if _mktmap_table is None:
|
||||||
raise
|
raise
|
||||||
|
|
||||||
|
required: bool = (
|
||||||
|
only_require is True
|
||||||
|
or (
|
||||||
|
only_require is not True
|
||||||
|
and
|
||||||
|
fqme in only_require
|
||||||
|
)
|
||||||
|
)
|
||||||
# XXX: caller is allowed to provide a fallback
|
# XXX: caller is allowed to provide a fallback
|
||||||
# mktmap table for the case where a new position is
|
# mktmap table for the case where a new position is
|
||||||
# being added and the preloaded symcache didn't
|
# being added and the preloaded symcache didn't
|
||||||
# have this entry prior (eg. with frickin IB..)
|
# have this entry prior (eg. with frickin IB..)
|
||||||
mkt = _mktmap_table[fqme]
|
if (
|
||||||
|
not (mkt := _mktmap_table.get(fqme))
|
||||||
|
and
|
||||||
|
required
|
||||||
|
):
|
||||||
|
raise
|
||||||
|
|
||||||
|
elif not required:
|
||||||
|
continue
|
||||||
|
|
||||||
|
else:
|
||||||
|
# should be an entry retreived somewhere
|
||||||
|
assert mkt
|
||||||
|
|
||||||
|
|
||||||
if not (pos := pps.get(bs_mktid)):
|
if not (pos := pps.get(bs_mktid)):
|
||||||
|
|
||||||
|
|
@ -656,7 +691,7 @@ class Account(Struct):
|
||||||
def write_config(self) -> None:
|
def write_config(self) -> None:
|
||||||
'''
|
'''
|
||||||
Write the current account state to the user's account TOML file, normally
|
Write the current account state to the user's account TOML file, normally
|
||||||
something like ``pps.toml``.
|
something like `pps.toml`.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# TODO: show diff output?
|
# TODO: show diff output?
|
||||||
|
|
|
||||||
|
|
@ -251,10 +251,16 @@ def iter_by_dt(
|
||||||
for k in parsers:
|
for k in parsers:
|
||||||
if (
|
if (
|
||||||
isdict and k in tx
|
isdict and k in tx
|
||||||
or getattr(tx, k, None)
|
or
|
||||||
|
getattr(tx, k, None)
|
||||||
):
|
):
|
||||||
v = tx[k] if isdict else tx.dt
|
v = (
|
||||||
assert v is not None, f'No valid value for `{k}`!?'
|
tx[k] if isdict
|
||||||
|
else tx.dt
|
||||||
|
)
|
||||||
|
assert v is not None, (
|
||||||
|
f'No valid value for `{k}`!?'
|
||||||
|
)
|
||||||
|
|
||||||
# only call parser on the value if not None from
|
# only call parser on the value if not None from
|
||||||
# the `parsers` table above (when NOT using
|
# the `parsers` table above (when NOT using
|
||||||
|
|
@ -269,8 +275,21 @@ def iter_by_dt(
|
||||||
return v
|
return v
|
||||||
|
|
||||||
else:
|
else:
|
||||||
# XXX: should never get here..
|
# TODO: move to top?
|
||||||
breakpoint()
|
from piker.log import get_logger
|
||||||
|
log = get_logger(__name__)
|
||||||
|
|
||||||
|
# XXX: we should really never get here..
|
||||||
|
# only if a ledger record has no expected sort(able)
|
||||||
|
# field will we likely hit this.. like with ze IB.
|
||||||
|
# if no sortable field just deliver epoch?
|
||||||
|
log.warning(
|
||||||
|
'No (time) sortable field for TXN:\n'
|
||||||
|
f'{tx}\n'
|
||||||
|
)
|
||||||
|
return from_timestamp(0)
|
||||||
|
# breakpoint()
|
||||||
|
|
||||||
|
|
||||||
entry: tuple[str, dict] | Transaction
|
entry: tuple[str, dict] | Transaction
|
||||||
for entry in sorted(
|
for entry in sorted(
|
||||||
|
|
|
||||||
|
|
@ -300,7 +300,8 @@ def disect(
|
||||||
assert not df.is_empty()
|
assert not df.is_empty()
|
||||||
|
|
||||||
# muck around in pdbp REPL
|
# muck around in pdbp REPL
|
||||||
breakpoint()
|
# tractor.devx.mk_pdb().set_trace()
|
||||||
|
# breakpoint()
|
||||||
|
|
||||||
# TODO: we REALLY need a better console REPL for this
|
# TODO: we REALLY need a better console REPL for this
|
||||||
# kinda thing..
|
# kinda thing..
|
||||||
|
|
|
||||||
|
|
@ -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}')
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -374,9 +374,14 @@ class Client:
|
||||||
pair: Pair = pair_type(**item)
|
pair: Pair = pair_type(**item)
|
||||||
except Exception as e:
|
except Exception as e:
|
||||||
e.add_note(
|
e.add_note(
|
||||||
"\nDon't panic, prolly stupid binance changed their symbology schema again..\n"
|
f'\n'
|
||||||
'Check out their API docs here:\n\n'
|
f'New or removed field we need to codify!\n'
|
||||||
'https://binance-docs.github.io/apidocs/spot/en/#exchange-information'
|
f'pair-type: {pair_type!r}\n'
|
||||||
|
f'\n'
|
||||||
|
f"Don't panic, prolly stupid binance changed their symbology schema again..\n"
|
||||||
|
f'Check out their API docs here:\n'
|
||||||
|
f'\n'
|
||||||
|
f'https://binance-docs.github.io/apidocs/spot/en/#exchange-information\n'
|
||||||
)
|
)
|
||||||
raise
|
raise
|
||||||
pair_table[pair.symbol.upper()] = pair
|
pair_table[pair.symbol.upper()] = pair
|
||||||
|
|
|
||||||
|
|
@ -94,13 +94,15 @@ class L1(Struct):
|
||||||
|
|
||||||
|
|
||||||
# validation type
|
# validation type
|
||||||
|
# https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Aggregate-Trade-Streams#response-example
|
||||||
class AggTrade(Struct, frozen=True):
|
class AggTrade(Struct, frozen=True):
|
||||||
e: str # Event type
|
e: str # Event type
|
||||||
E: int # Event time
|
E: int # Event time
|
||||||
s: str # Symbol
|
s: str # Symbol
|
||||||
a: int # Aggregate trade ID
|
a: int # Aggregate trade ID
|
||||||
p: float # Price
|
p: float # Price
|
||||||
q: float # Quantity
|
q: float # Quantity with all the market trades
|
||||||
|
nq: float # Normal quantity without the trades involving RPI orders
|
||||||
f: int # First trade ID
|
f: int # First trade ID
|
||||||
l: int # noqa Last trade ID
|
l: int # noqa Last trade ID
|
||||||
T: int # Trade time
|
T: int # Trade time
|
||||||
|
|
|
||||||
|
|
@ -97,6 +97,16 @@ class Pair(Struct, frozen=True, kw_only=True):
|
||||||
baseAsset: str
|
baseAsset: str
|
||||||
baseAssetPrecision: int
|
baseAssetPrecision: int
|
||||||
|
|
||||||
|
permissionSets: list[list[str]]
|
||||||
|
|
||||||
|
# https://developers.binance.com/docs/binance-spot-api-docs#2025-08-26
|
||||||
|
# will become non-optional 2025-08-28?
|
||||||
|
# https://developers.binance.com/docs/binance-spot-api-docs#future-changes
|
||||||
|
pegInstructionsAllowed: bool = False
|
||||||
|
|
||||||
|
# https://developers.binance.com/docs/binance-spot-api-docs#2025-12-02
|
||||||
|
opoAllowed: bool = False
|
||||||
|
|
||||||
filters: dict[
|
filters: dict[
|
||||||
str,
|
str,
|
||||||
str | int | float,
|
str | int | float,
|
||||||
|
|
@ -142,7 +152,11 @@ class SpotPair(Pair, frozen=True):
|
||||||
defaultSelfTradePreventionMode: str
|
defaultSelfTradePreventionMode: str
|
||||||
allowedSelfTradePreventionModes: list[str]
|
allowedSelfTradePreventionModes: list[str]
|
||||||
permissions: list[str]
|
permissions: list[str]
|
||||||
permissionSets: list[list[str]]
|
|
||||||
|
# can the paint botz creat liq gaps even easier on this asset?
|
||||||
|
# Bp
|
||||||
|
# https://developers.binance.com/docs/binance-spot-api-docs/faqs/order_amend_keep_priority
|
||||||
|
amendAllowed: bool
|
||||||
|
|
||||||
# NOTE: see `.data._symcache.SymbologyCache.load()` for why
|
# NOTE: see `.data._symcache.SymbologyCache.load()` for why
|
||||||
ns_path: str = 'piker.brokers.binance:SpotPair'
|
ns_path: str = 'piker.brokers.binance:SpotPair'
|
||||||
|
|
@ -209,7 +223,10 @@ class FutesPair(Pair):
|
||||||
assert pair == self.pair # sanity
|
assert pair == self.pair # sanity
|
||||||
return f'{expiry}'
|
return f'{expiry}'
|
||||||
|
|
||||||
case 'PERPETUAL':
|
case (
|
||||||
|
'PERPETUAL'
|
||||||
|
| 'TRADIFI_PERPETUAL'
|
||||||
|
):
|
||||||
return 'PERP'
|
return 'PERP'
|
||||||
|
|
||||||
case '':
|
case '':
|
||||||
|
|
@ -238,7 +255,10 @@ class FutesPair(Pair):
|
||||||
margin: str = self.marginAsset
|
margin: str = self.marginAsset
|
||||||
|
|
||||||
match ctype:
|
match ctype:
|
||||||
case 'PERPETUAL':
|
case (
|
||||||
|
'PERPETUAL'
|
||||||
|
| 'TRADIFI_PERPETUAL'
|
||||||
|
):
|
||||||
return f'{margin}M'
|
return f'{margin}M'
|
||||||
|
|
||||||
case (
|
case (
|
||||||
|
|
|
||||||
|
|
@ -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,
|
||||||
|
|
|
||||||
|
|
@ -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:
|
||||||
|
|
|
||||||
|
|
@ -20,6 +20,11 @@ runnable script-programs.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
from datetime import ( # noqa
|
||||||
|
datetime,
|
||||||
|
date,
|
||||||
|
tzinfo as TzInfo,
|
||||||
|
)
|
||||||
from functools import partial
|
from functools import partial
|
||||||
from typing import (
|
from typing import (
|
||||||
Literal,
|
Literal,
|
||||||
|
|
@ -33,7 +38,7 @@ from piker.brokers._util import get_logger
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from .api import Client
|
from .api import Client
|
||||||
from ib_insync import IB
|
import i3ipc
|
||||||
|
|
||||||
log = get_logger('piker.brokers.ib')
|
log = get_logger('piker.brokers.ib')
|
||||||
|
|
||||||
|
|
@ -48,8 +53,39 @@ _reset_tech: Literal[
|
||||||
] = 'vnc'
|
] = 'vnc'
|
||||||
|
|
||||||
|
|
||||||
|
no_setup_msg:str = (
|
||||||
|
'No data reset hack test setup for {vnc_sockaddr}!\n'
|
||||||
|
'See config setup tips @\n'
|
||||||
|
'https://github.com/pikers/piker/tree/master/piker/brokers/ib'
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
def try_xdo_manual(
|
||||||
|
client: Client,
|
||||||
|
):
|
||||||
|
'''
|
||||||
|
Do the "manual" `xdo`-based screen switch + click
|
||||||
|
combo since apparently the `asyncvnc` client ain't workin..
|
||||||
|
|
||||||
|
Note this is only meant as a backup method for Xorg users,
|
||||||
|
ideally you can use a real vnc client and the `vnc_click_hack()`
|
||||||
|
impl!
|
||||||
|
|
||||||
|
'''
|
||||||
|
global _reset_tech
|
||||||
|
try:
|
||||||
|
i3ipc_xdotool_manual_click_hack()
|
||||||
|
_reset_tech = 'i3ipc_xdotool'
|
||||||
|
return True
|
||||||
|
except OSError:
|
||||||
|
vnc_sockaddr: str = client.conf.vnc_addrs
|
||||||
|
log.exception(
|
||||||
|
no_setup_msg.format(vnc_sockaddr=vnc_sockaddr)
|
||||||
|
)
|
||||||
|
return False
|
||||||
|
|
||||||
|
|
||||||
async def data_reset_hack(
|
async def data_reset_hack(
|
||||||
# vnc_host: str,
|
|
||||||
client: Client,
|
client: Client,
|
||||||
reset_type: Literal['data', 'connection'],
|
reset_type: Literal['data', 'connection'],
|
||||||
|
|
||||||
|
|
@ -81,65 +117,60 @@ async def data_reset_hack(
|
||||||
that need to be wrangle.
|
that need to be wrangle.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
ib_client: IB = client.ib
|
|
||||||
|
|
||||||
# look up any user defined vnc socket address mapped from
|
# look up any user defined vnc socket address mapped from
|
||||||
# a particular API socket port.
|
# a particular API socket port.
|
||||||
api_port: str = str(ib_client.client.port)
|
vnc_addrs: tuple[str]|None = client.conf.get('vnc_addrs')
|
||||||
vnc_host: str
|
if not vnc_addrs:
|
||||||
vnc_port: int
|
|
||||||
vnc_sockaddr: tuple[str] | None = client.conf.get('vnc_addrs')
|
|
||||||
|
|
||||||
no_setup_msg:str = (
|
|
||||||
f'No data reset hack test setup for {vnc_sockaddr}!\n'
|
|
||||||
'See config setup tips @\n'
|
|
||||||
'https://github.com/pikers/piker/tree/master/piker/brokers/ib'
|
|
||||||
)
|
|
||||||
|
|
||||||
if not vnc_sockaddr:
|
|
||||||
log.warning(
|
log.warning(
|
||||||
no_setup_msg
|
no_setup_msg.format(vnc_sockaddr=client.conf)
|
||||||
+
|
+
|
||||||
'REQUIRES A `vnc_addrs: array` ENTRY'
|
'REQUIRES A `vnc_addrs: array` ENTRY'
|
||||||
)
|
)
|
||||||
|
|
||||||
vnc_host, vnc_port = vnc_sockaddr.get(
|
|
||||||
api_port,
|
|
||||||
('localhost', 3003)
|
|
||||||
)
|
|
||||||
global _reset_tech
|
global _reset_tech
|
||||||
|
|
||||||
match _reset_tech:
|
match _reset_tech:
|
||||||
case 'vnc':
|
case 'vnc':
|
||||||
try:
|
try:
|
||||||
await tractor.to_asyncio.run_task(
|
await tractor.to_asyncio.run_task(
|
||||||
partial(
|
partial(
|
||||||
vnc_click_hack,
|
vnc_click_hack,
|
||||||
host=vnc_host,
|
client=client,
|
||||||
port=vnc_port,
|
|
||||||
)
|
)
|
||||||
)
|
)
|
||||||
except OSError:
|
except (
|
||||||
if vnc_host != 'localhost':
|
OSError, # no VNC server avail..
|
||||||
log.warning(no_setup_msg)
|
PermissionError, # asyncvnc pw fail..
|
||||||
return False
|
):
|
||||||
|
|
||||||
try:
|
try:
|
||||||
import i3ipc # noqa (since a deps dynamic check)
|
import i3ipc # noqa (since a deps dynamic check)
|
||||||
except ModuleNotFoundError:
|
except ModuleNotFoundError:
|
||||||
log.warning(no_setup_msg)
|
log.warning(
|
||||||
|
no_setup_msg.format(vnc_sockaddr=client.conf)
|
||||||
|
)
|
||||||
return False
|
return False
|
||||||
|
|
||||||
try:
|
# XXX, Xorg only workaround..
|
||||||
i3ipc_xdotool_manual_click_hack()
|
# TODO? remove now that we have `pyvnc`?
|
||||||
_reset_tech = 'i3ipc_xdotool'
|
# if vnc_host not in {
|
||||||
return True
|
# 'localhost',
|
||||||
except OSError:
|
# '127.0.0.1',
|
||||||
log.exception(no_setup_msg)
|
# }:
|
||||||
return False
|
# focussed, matches = i3ipc_fin_wins_titled()
|
||||||
|
# if not matches:
|
||||||
|
# log.warning(
|
||||||
|
# no_setup_msg.format(vnc_sockaddr=vnc_sockaddr)
|
||||||
|
# )
|
||||||
|
# return False
|
||||||
|
# else:
|
||||||
|
# try_xdo_manual(vnc_sockaddr)
|
||||||
|
|
||||||
|
# localhost but no vnc-client or it borked..
|
||||||
|
else:
|
||||||
|
try_xdo_manual(client)
|
||||||
|
|
||||||
case 'i3ipc_xdotool':
|
case 'i3ipc_xdotool':
|
||||||
i3ipc_xdotool_manual_click_hack()
|
try_xdo_manual(client)
|
||||||
|
# i3ipc_xdotool_manual_click_hack()
|
||||||
|
|
||||||
case _ as tech:
|
case _ as tech:
|
||||||
raise RuntimeError(f'{tech} is not supported for reset tech!?')
|
raise RuntimeError(f'{tech} is not supported for reset tech!?')
|
||||||
|
|
@ -149,21 +180,66 @@ async def data_reset_hack(
|
||||||
|
|
||||||
|
|
||||||
async def vnc_click_hack(
|
async def vnc_click_hack(
|
||||||
host: str,
|
client: Client,
|
||||||
port: int,
|
reset_type: str = 'data',
|
||||||
reset_type: str = 'data'
|
pw: str|None = None,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
Reset the data or network connection for the VNC attached
|
Reset the data or network connection for the VNC attached
|
||||||
ib gateway using magic combos.
|
ib-gateway using a (magic) keybinding combo.
|
||||||
|
|
||||||
|
A vnc-server password can be set either by an input `pw` param or
|
||||||
|
set in the client's config with the latter loaded from the user's
|
||||||
|
`brokers.toml` in a vnc-addrs-port-mapping section,
|
||||||
|
|
||||||
|
.. code:: toml
|
||||||
|
|
||||||
|
[ib.vnc_addrs]
|
||||||
|
4002 = {host = 'localhost', port = 5900, pw = 'doggy'}
|
||||||
|
|
||||||
'''
|
'''
|
||||||
|
api_port: str = str(client.ib.client.port)
|
||||||
|
conf: dict = client.conf
|
||||||
|
vnc_addrs: dict[int, tuple] = conf.get('vnc_addrs')
|
||||||
|
if not vnc_addrs:
|
||||||
|
return None
|
||||||
|
|
||||||
|
addr_entry: dict|tuple = vnc_addrs.get(
|
||||||
|
api_port,
|
||||||
|
('localhost', 5900) # a typical default
|
||||||
|
)
|
||||||
|
if pw is None:
|
||||||
|
match addr_entry:
|
||||||
|
case (
|
||||||
|
host,
|
||||||
|
port,
|
||||||
|
):
|
||||||
|
pass
|
||||||
|
|
||||||
|
case {
|
||||||
|
'host': host,
|
||||||
|
'port': port,
|
||||||
|
'pw': pw
|
||||||
|
}:
|
||||||
|
pass
|
||||||
|
|
||||||
|
case _:
|
||||||
|
raise ValueError(
|
||||||
|
f'Invalid `ib.vnc_addrs` entry ?\n'
|
||||||
|
f'{addr_entry!r}\n'
|
||||||
|
)
|
||||||
try:
|
try:
|
||||||
import asyncvnc
|
from pyvnc import (
|
||||||
|
AsyncVNCClient,
|
||||||
|
VNCConfig,
|
||||||
|
Point,
|
||||||
|
MOUSE_BUTTON_LEFT,
|
||||||
|
)
|
||||||
except ModuleNotFoundError:
|
except ModuleNotFoundError:
|
||||||
log.warning(
|
log.warning(
|
||||||
"In order to leverage `piker`'s built-in data reset hacks, install "
|
"In order to leverage `piker`'s built-in data reset hacks, install "
|
||||||
"the `asyncvnc` project: https://github.com/barneygale/asyncvnc"
|
"the `pyvnc` project: https://github.com/regulad/pyvnc.git"
|
||||||
)
|
)
|
||||||
return
|
return
|
||||||
|
|
||||||
|
|
@ -174,24 +250,79 @@ async def vnc_click_hack(
|
||||||
'connection': 'r'
|
'connection': 'r'
|
||||||
}[reset_type]
|
}[reset_type]
|
||||||
|
|
||||||
async with asyncvnc.connect(
|
with tractor.devx.open_crash_handler():
|
||||||
host,
|
client = await AsyncVNCClient.connect(
|
||||||
port=port,
|
VNCConfig(
|
||||||
|
host=host,
|
||||||
# TODO: doesn't work see:
|
port=port,
|
||||||
# https://github.com/barneygale/asyncvnc/issues/7
|
password=pw,
|
||||||
# password='ibcansmbz',
|
)
|
||||||
|
|
||||||
) as client:
|
|
||||||
|
|
||||||
# move to middle of screen
|
|
||||||
# 640x1800
|
|
||||||
client.mouse.move(
|
|
||||||
x=500,
|
|
||||||
y=500,
|
|
||||||
)
|
)
|
||||||
client.mouse.click()
|
async with client:
|
||||||
client.keyboard.press('Ctrl', 'Alt', key) # keys are stacked
|
# move to middle of screen
|
||||||
|
# 640x1800
|
||||||
|
await client.move(
|
||||||
|
Point(
|
||||||
|
500,
|
||||||
|
500,
|
||||||
|
)
|
||||||
|
)
|
||||||
|
# ensure the ib-gw window is active
|
||||||
|
await client.click(MOUSE_BUTTON_LEFT)
|
||||||
|
# send the hotkeys combo B)
|
||||||
|
await client.press('Ctrl', 'Alt', key) # keys are stacked
|
||||||
|
|
||||||
|
|
||||||
|
def i3ipc_fin_wins_titled(
|
||||||
|
titles: list[str] = [
|
||||||
|
'Interactive Brokers', # tws running in i3
|
||||||
|
'IB Gateway', # gw running in i3
|
||||||
|
# 'IB', # gw running in i3 (newer version?)
|
||||||
|
|
||||||
|
# !TODO, remote vnc instance
|
||||||
|
# -[ ] something in title (or other Con-props) that indicates
|
||||||
|
# this is explicitly for ibrk sw?
|
||||||
|
# |_[ ] !can use modden spawn eventually!
|
||||||
|
'TigerVNC',
|
||||||
|
# 'vncviewer', # the terminal..
|
||||||
|
],
|
||||||
|
) -> tuple[
|
||||||
|
i3ipc.Con, # orig focussed win
|
||||||
|
list[tuple[str, i3ipc.Con]], # matching wins by title
|
||||||
|
]:
|
||||||
|
'''
|
||||||
|
Attempt to find a local-DE window titled with an entry in
|
||||||
|
`titles`.
|
||||||
|
|
||||||
|
If found deliver the current focussed window and all matching
|
||||||
|
`i3ipc.Con`s in a list.
|
||||||
|
|
||||||
|
'''
|
||||||
|
import i3ipc
|
||||||
|
ipc = i3ipc.Connection()
|
||||||
|
|
||||||
|
# TODO: might be worth offering some kinda api for grabbing
|
||||||
|
# the window id from the pid?
|
||||||
|
# https://stackoverflow.com/a/2250879
|
||||||
|
tree = ipc.get_tree()
|
||||||
|
focussed: i3ipc.Con = tree.find_focused()
|
||||||
|
|
||||||
|
matches: list[i3ipc.Con] = []
|
||||||
|
for name in titles:
|
||||||
|
results = tree.find_titled(name)
|
||||||
|
print(f'results for {name}: {results}')
|
||||||
|
if results:
|
||||||
|
con = results[0]
|
||||||
|
matches.append((
|
||||||
|
name,
|
||||||
|
con,
|
||||||
|
))
|
||||||
|
|
||||||
|
return (
|
||||||
|
focussed,
|
||||||
|
matches,
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
def i3ipc_xdotool_manual_click_hack() -> None:
|
def i3ipc_xdotool_manual_click_hack() -> None:
|
||||||
|
|
@ -199,65 +330,46 @@ def i3ipc_xdotool_manual_click_hack() -> None:
|
||||||
Do the data reset hack but expecting a local X-window using `xdotool`.
|
Do the data reset hack but expecting a local X-window using `xdotool`.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
import i3ipc
|
focussed, matches = i3ipc_fin_wins_titled()
|
||||||
i3 = i3ipc.Connection()
|
orig_win_id = focussed.window
|
||||||
|
|
||||||
# TODO: might be worth offering some kinda api for grabbing
|
|
||||||
# the window id from the pid?
|
|
||||||
# https://stackoverflow.com/a/2250879
|
|
||||||
t = i3.get_tree()
|
|
||||||
|
|
||||||
orig_win_id = t.find_focused().window
|
|
||||||
|
|
||||||
# for tws
|
|
||||||
win_names: list[str] = [
|
|
||||||
'Interactive Brokers', # tws running in i3
|
|
||||||
'IB Gateway', # gw running in i3
|
|
||||||
# 'IB', # gw running in i3 (newer version?)
|
|
||||||
]
|
|
||||||
|
|
||||||
try:
|
try:
|
||||||
for name in win_names:
|
for name, con in matches:
|
||||||
results = t.find_titled(name)
|
print(f'Resetting data feed for {name}')
|
||||||
print(f'results for {name}: {results}')
|
win_id = str(con.window)
|
||||||
if results:
|
w, h = con.rect.width, con.rect.height
|
||||||
con = results[0]
|
|
||||||
print(f'Resetting data feed for {name}')
|
|
||||||
win_id = str(con.window)
|
|
||||||
w, h = con.rect.width, con.rect.height
|
|
||||||
|
|
||||||
# TODO: seems to be a few libs for python but not sure
|
# TODO: seems to be a few libs for python but not sure
|
||||||
# if they support all the sub commands we need, order of
|
# if they support all the sub commands we need, order of
|
||||||
# most recent commit history:
|
# most recent commit history:
|
||||||
# https://github.com/rr-/pyxdotool
|
# https://github.com/rr-/pyxdotool
|
||||||
# https://github.com/ShaneHutter/pyxdotool
|
# https://github.com/ShaneHutter/pyxdotool
|
||||||
# https://github.com/cphyc/pyxdotool
|
# https://github.com/cphyc/pyxdotool
|
||||||
|
|
||||||
# TODO: only run the reconnect (2nd) kc on a detected
|
# TODO: only run the reconnect (2nd) kc on a detected
|
||||||
# disconnect?
|
# disconnect?
|
||||||
for key_combo, timeout in [
|
for key_combo, timeout in [
|
||||||
# only required if we need a connection reset.
|
# only required if we need a connection reset.
|
||||||
# ('ctrl+alt+r', 12),
|
# ('ctrl+alt+r', 12),
|
||||||
# data feed reset.
|
# data feed reset.
|
||||||
('ctrl+alt+f', 6)
|
('ctrl+alt+f', 6)
|
||||||
]:
|
]:
|
||||||
subprocess.call([
|
subprocess.call([
|
||||||
'xdotool',
|
'xdotool',
|
||||||
'windowactivate', '--sync', win_id,
|
'windowactivate', '--sync', win_id,
|
||||||
|
|
||||||
# move mouse to bottom left of window (where
|
# move mouse to bottom left of window (where
|
||||||
# there should be nothing to click).
|
# there should be nothing to click).
|
||||||
'mousemove_relative', '--sync', str(w-4), str(h-4),
|
'mousemove_relative', '--sync', str(w-4), str(h-4),
|
||||||
|
|
||||||
# NOTE: we may need to stick a `--retry 3` in here..
|
# NOTE: we may need to stick a `--retry 3` in here..
|
||||||
'click', '--window', win_id,
|
'click', '--window', win_id,
|
||||||
'--repeat', '3', '1',
|
'--repeat', '3', '1',
|
||||||
|
|
||||||
# hackzorzes
|
# hackzorzes
|
||||||
'key', key_combo,
|
'key', key_combo,
|
||||||
],
|
],
|
||||||
timeout=timeout,
|
timeout=timeout,
|
||||||
)
|
)
|
||||||
|
|
||||||
# re-activate and focus original window
|
# re-activate and focus original window
|
||||||
subprocess.call([
|
subprocess.call([
|
||||||
|
|
@ -267,3 +379,99 @@ def i3ipc_xdotool_manual_click_hack() -> None:
|
||||||
])
|
])
|
||||||
except subprocess.TimeoutExpired:
|
except subprocess.TimeoutExpired:
|
||||||
log.exception('xdotool timed out?')
|
log.exception('xdotool timed out?')
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
def is_current_time_in_range(
|
||||||
|
start_dt: datetime,
|
||||||
|
end_dt: datetime,
|
||||||
|
) -> bool:
|
||||||
|
'''
|
||||||
|
Check if current time is within the datetime range.
|
||||||
|
|
||||||
|
Use any/the-same timezone as provided by `start_dt.tzinfo` value
|
||||||
|
in the range.
|
||||||
|
|
||||||
|
'''
|
||||||
|
now: datetime = datetime.now(start_dt.tzinfo)
|
||||||
|
return start_dt <= now <= end_dt
|
||||||
|
|
||||||
|
|
||||||
|
# TODO, put this into `._util` and call it from here!
|
||||||
|
#
|
||||||
|
# NOTE, this was generated by @guille from a gpt5 prompt
|
||||||
|
# and was originally thot to be needed before learning about
|
||||||
|
# `ib_insync.contract.ContractDetails._parseSessions()` and
|
||||||
|
# it's downstream meths..
|
||||||
|
#
|
||||||
|
# This is still likely useful to keep for now to parse the
|
||||||
|
# `.tradingHours: str` value manually if we ever decide
|
||||||
|
# to move off `ib_async` and implement our own `trio`/`anyio`
|
||||||
|
# based version Bp
|
||||||
|
#
|
||||||
|
# >attempt to parse the retarted ib "time stampy thing" they
|
||||||
|
# >do for "venue hours" with this.. written by
|
||||||
|
# >gpt5-"thinking",
|
||||||
|
#
|
||||||
|
|
||||||
|
|
||||||
|
def parse_trading_hours(
|
||||||
|
spec: str,
|
||||||
|
tz: TzInfo|None = None
|
||||||
|
) -> dict[
|
||||||
|
date,
|
||||||
|
tuple[datetime, datetime]
|
||||||
|
]|None:
|
||||||
|
'''
|
||||||
|
Parse venue hours like:
|
||||||
|
'YYYYMMDD:HHMM-YYYYMMDD:HHMM;YYYYMMDD:CLOSED;...'
|
||||||
|
|
||||||
|
Returns `dict[date] = (open_dt, close_dt)` or `None` if
|
||||||
|
closed.
|
||||||
|
|
||||||
|
'''
|
||||||
|
if (
|
||||||
|
not isinstance(spec, str)
|
||||||
|
or
|
||||||
|
not spec
|
||||||
|
):
|
||||||
|
raise ValueError('spec must be a non-empty string')
|
||||||
|
|
||||||
|
out: dict[
|
||||||
|
date,
|
||||||
|
tuple[datetime, datetime]
|
||||||
|
]|None = {}
|
||||||
|
|
||||||
|
for part in (p.strip() for p in spec.split(';') if p.strip()):
|
||||||
|
if part.endswith(':CLOSED'):
|
||||||
|
day_s, _ = part.split(':', 1)
|
||||||
|
d = datetime.strptime(day_s, '%Y%m%d').date()
|
||||||
|
out[d] = None
|
||||||
|
continue
|
||||||
|
|
||||||
|
try:
|
||||||
|
start_s, end_s = part.split('-', 1)
|
||||||
|
start_dt = datetime.strptime(start_s, '%Y%m%d:%H%M')
|
||||||
|
end_dt = datetime.strptime(end_s, '%Y%m%d:%H%M')
|
||||||
|
except ValueError as exc:
|
||||||
|
raise ValueError(f'invalid segment: {part}') from exc
|
||||||
|
|
||||||
|
if tz is not None:
|
||||||
|
start_dt = start_dt.replace(tzinfo=tz)
|
||||||
|
end_dt = end_dt.replace(tzinfo=tz)
|
||||||
|
|
||||||
|
out[start_dt.date()] = (start_dt, end_dt)
|
||||||
|
|
||||||
|
return out
|
||||||
|
|
||||||
|
|
||||||
|
# ORIG desired usage,
|
||||||
|
#
|
||||||
|
# TODO, for non-drunk tomorrow,
|
||||||
|
# - call above fn and check that `output[today] is not None`
|
||||||
|
# trading_hrs: dict = parse_trading_hours(
|
||||||
|
# details.tradingHours
|
||||||
|
# )
|
||||||
|
# liq_hrs: dict = parse_trading_hours(
|
||||||
|
# details.liquidHours
|
||||||
|
# )
|
||||||
|
|
|
||||||
|
|
@ -333,15 +333,15 @@ class Client:
|
||||||
fqme: str,
|
fqme: str,
|
||||||
|
|
||||||
# EST in ISO 8601 format is required... below is EPOCH
|
# EST in ISO 8601 format is required... below is EPOCH
|
||||||
start_dt: datetime | str = "1970-01-01T00:00:00.000000-05:00",
|
start_dt: datetime|str = "1970-01-01T00:00:00.000000-05:00",
|
||||||
end_dt: datetime | str = "",
|
end_dt: datetime|str = "",
|
||||||
|
|
||||||
# ohlc sample period in seconds
|
# ohlc sample period in seconds
|
||||||
sample_period_s: int = 1,
|
sample_period_s: int = 1,
|
||||||
|
|
||||||
# optional "duration of time" equal to the
|
# optional "duration of time" equal to the
|
||||||
# length of the returned history frame.
|
# length of the returned history frame.
|
||||||
duration: str | None = None,
|
duration: str|None = None,
|
||||||
|
|
||||||
**kwargs,
|
**kwargs,
|
||||||
|
|
||||||
|
|
@ -715,8 +715,8 @@ class Client:
|
||||||
|
|
||||||
async def find_contracts(
|
async def find_contracts(
|
||||||
self,
|
self,
|
||||||
pattern: str | None = None,
|
pattern: str|None = None,
|
||||||
contract: Contract | None = None,
|
contract: Contract|None = None,
|
||||||
qualify: bool = True,
|
qualify: bool = True,
|
||||||
err_on_qualify: bool = True,
|
err_on_qualify: bool = True,
|
||||||
|
|
||||||
|
|
@ -861,7 +861,7 @@ class Client:
|
||||||
self,
|
self,
|
||||||
fqme: str,
|
fqme: str,
|
||||||
|
|
||||||
) -> datetime | None:
|
) -> datetime|None:
|
||||||
'''
|
'''
|
||||||
Return the first datetime stamp for `fqme` or `None`
|
Return the first datetime stamp for `fqme` or `None`
|
||||||
on request failure.
|
on request failure.
|
||||||
|
|
@ -917,7 +917,7 @@ class Client:
|
||||||
tries: int = 100,
|
tries: int = 100,
|
||||||
raise_on_timeout: bool = False,
|
raise_on_timeout: bool = False,
|
||||||
|
|
||||||
) -> Ticker | None:
|
) -> Ticker|None:
|
||||||
'''
|
'''
|
||||||
Return a single (snap) quote for symbol.
|
Return a single (snap) quote for symbol.
|
||||||
|
|
||||||
|
|
@ -929,7 +929,7 @@ class Client:
|
||||||
ready: ticker.TickerUpdateEvent = ticker.updateEvent
|
ready: ticker.TickerUpdateEvent = ticker.updateEvent
|
||||||
|
|
||||||
# ensure a last price gets filled in before we deliver quote
|
# ensure a last price gets filled in before we deliver quote
|
||||||
timeouterr: Exception | None = None
|
timeouterr: Exception|None = None
|
||||||
warnset: bool = False
|
warnset: bool = False
|
||||||
for _ in range(tries):
|
for _ in range(tries):
|
||||||
|
|
||||||
|
|
@ -943,6 +943,7 @@ class Client:
|
||||||
)
|
)
|
||||||
if tkr:
|
if tkr:
|
||||||
break
|
break
|
||||||
|
|
||||||
except TimeoutError as err:
|
except TimeoutError as err:
|
||||||
timeouterr = err
|
timeouterr = err
|
||||||
await asyncio.sleep(0.01)
|
await asyncio.sleep(0.01)
|
||||||
|
|
@ -951,7 +952,9 @@ class Client:
|
||||||
else:
|
else:
|
||||||
if not warnset:
|
if not warnset:
|
||||||
log.warning(
|
log.warning(
|
||||||
f'Quote req timed out..maybe venue is closed?\n'
|
f'Quote req timed out..\n'
|
||||||
|
f'Maybe the venue is closed?\n'
|
||||||
|
f'\n'
|
||||||
f'{asdict(contract)}'
|
f'{asdict(contract)}'
|
||||||
)
|
)
|
||||||
warnset = True
|
warnset = True
|
||||||
|
|
@ -963,9 +966,11 @@ class Client:
|
||||||
)
|
)
|
||||||
break
|
break
|
||||||
else:
|
else:
|
||||||
if timeouterr and raise_on_timeout:
|
if (
|
||||||
import pdbp
|
timeouterr
|
||||||
pdbp.set_trace()
|
and
|
||||||
|
raise_on_timeout
|
||||||
|
):
|
||||||
raise timeouterr
|
raise timeouterr
|
||||||
|
|
||||||
if not warnset:
|
if not warnset:
|
||||||
|
|
@ -1362,9 +1367,7 @@ async def load_aio_clients(
|
||||||
|
|
||||||
|
|
||||||
async def load_clients_for_trio(
|
async def load_clients_for_trio(
|
||||||
from_trio: asyncio.Queue,
|
chan: tractor.to_asyncio.LinkedTaskChannel,
|
||||||
to_trio: trio.abc.SendChannel,
|
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
Pure async mngr proxy to ``load_aio_clients()``.
|
Pure async mngr proxy to ``load_aio_clients()``.
|
||||||
|
|
@ -1377,8 +1380,7 @@ async def load_clients_for_trio(
|
||||||
disconnect_on_exit=False,
|
disconnect_on_exit=False,
|
||||||
) as accts2clients:
|
) as accts2clients:
|
||||||
|
|
||||||
to_trio.send_nowait(accts2clients)
|
chan.started_nowait(accts2clients)
|
||||||
|
|
||||||
# TODO: maybe a sync event to wait on instead?
|
# TODO: maybe a sync event to wait on instead?
|
||||||
await asyncio.sleep(float('inf'))
|
await asyncio.sleep(float('inf'))
|
||||||
|
|
||||||
|
|
@ -1501,7 +1503,7 @@ class MethodProxy:
|
||||||
self,
|
self,
|
||||||
pattern: str,
|
pattern: str,
|
||||||
|
|
||||||
) -> dict[str, Any] | trio.Event:
|
) -> dict[str, Any]|trio.Event:
|
||||||
|
|
||||||
ev = self.event_table.get(pattern)
|
ev = self.event_table.get(pattern)
|
||||||
|
|
||||||
|
|
@ -1522,23 +1524,22 @@ class MethodProxy:
|
||||||
|
|
||||||
|
|
||||||
async def open_aio_client_method_relay(
|
async def open_aio_client_method_relay(
|
||||||
from_trio: asyncio.Queue,
|
chan: tractor.to_asyncio.LinkedTaskChannel,
|
||||||
to_trio: trio.abc.SendChannel,
|
|
||||||
client: Client,
|
client: Client,
|
||||||
event_consumers: dict[str, trio.Event],
|
event_consumers: dict[str, trio.Event],
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
# sync with `open_client_proxy()` caller
|
# sync with `open_client_proxy()` caller
|
||||||
to_trio.send_nowait(client)
|
chan.started_nowait(client)
|
||||||
|
|
||||||
# TODO: separate channel for error handling?
|
# TODO: separate channel for error handling?
|
||||||
client.inline_errors(to_trio)
|
client.inline_errors(chan)
|
||||||
|
|
||||||
# relay all method requests to ``asyncio``-side client and deliver
|
# relay all method requests to ``asyncio``-side client and deliver
|
||||||
# back results
|
# back results
|
||||||
while not to_trio._closed:
|
while not chan._to_trio._closed: # <- TODO, better check like `._web_bs`?
|
||||||
msg: tuple[str, dict] | dict | None = await from_trio.get()
|
msg: tuple[str, dict]|dict|None = await chan.get()
|
||||||
match msg:
|
match msg:
|
||||||
case None: # termination sentinel
|
case None: # termination sentinel
|
||||||
log.info('asyncio `Client` method-proxy SHUTDOWN!')
|
log.info('asyncio `Client` method-proxy SHUTDOWN!')
|
||||||
|
|
@ -1551,7 +1552,7 @@ async def open_aio_client_method_relay(
|
||||||
try:
|
try:
|
||||||
resp = await meth(**kwargs)
|
resp = await meth(**kwargs)
|
||||||
# echo the msg back
|
# echo the msg back
|
||||||
to_trio.send_nowait({'result': resp})
|
chan.send_nowait({'result': resp})
|
||||||
|
|
||||||
except (
|
except (
|
||||||
RequestError,
|
RequestError,
|
||||||
|
|
@ -1559,10 +1560,10 @@ async def open_aio_client_method_relay(
|
||||||
# TODO: relay all errors to trio?
|
# TODO: relay all errors to trio?
|
||||||
# BaseException,
|
# BaseException,
|
||||||
) as err:
|
) as err:
|
||||||
to_trio.send_nowait({'exception': err})
|
chan.send_nowait({'exception': err})
|
||||||
|
|
||||||
case {'error': content}:
|
case {'error': content}:
|
||||||
to_trio.send_nowait({'exception': content})
|
chan.send_nowait({'exception': content})
|
||||||
|
|
||||||
case _:
|
case _:
|
||||||
raise ValueError(f'Unhandled msg {msg}')
|
raise ValueError(f'Unhandled msg {msg}')
|
||||||
|
|
|
||||||
|
|
@ -116,7 +116,11 @@ def pack_position(
|
||||||
symbol=fqme,
|
symbol=fqme,
|
||||||
currency=con.currency,
|
currency=con.currency,
|
||||||
size=float(pos.position),
|
size=float(pos.position),
|
||||||
avg_price=float(pos.avgCost) / float(con.multiplier or 1.0),
|
avg_price=(
|
||||||
|
float(pos.avgCost)
|
||||||
|
/
|
||||||
|
float(con.multiplier or 1.0)
|
||||||
|
),
|
||||||
),
|
),
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
@ -357,6 +361,10 @@ async def update_and_audit_pos_msg(
|
||||||
size=ibpos.position,
|
size=ibpos.position,
|
||||||
|
|
||||||
avg_price=pikerpos.ppu,
|
avg_price=pikerpos.ppu,
|
||||||
|
|
||||||
|
# XXX ensures matching even if multiple venue-names
|
||||||
|
# in `.bs_fqme`, likely from txn records..
|
||||||
|
bs_mktid=mkt.bs_mktid,
|
||||||
)
|
)
|
||||||
|
|
||||||
ibfmtmsg: str = pformat(ibpos._asdict())
|
ibfmtmsg: str = pformat(ibpos._asdict())
|
||||||
|
|
@ -425,7 +433,8 @@ async def aggr_open_orders(
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
Collect all open orders from client and fill in `order_msgs: list`.
|
Collect all open orders from client and fill in `order_msgs:
|
||||||
|
list`.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
trades: list[Trade] = client.ib.openTrades()
|
trades: list[Trade] = client.ib.openTrades()
|
||||||
|
|
@ -546,7 +555,10 @@ async def open_trade_dialog(
|
||||||
),
|
),
|
||||||
|
|
||||||
# TODO: do this as part of `open_account()`!?
|
# TODO: do this as part of `open_account()`!?
|
||||||
open_symcache('ib', only_from_memcache=True) as symcache,
|
open_symcache(
|
||||||
|
'ib',
|
||||||
|
only_from_memcache=True,
|
||||||
|
) as symcache,
|
||||||
):
|
):
|
||||||
# Open a trade ledgers stack for appending trade records over
|
# Open a trade ledgers stack for appending trade records over
|
||||||
# multiple accounts.
|
# multiple accounts.
|
||||||
|
|
@ -554,8 +566,10 @@ async def open_trade_dialog(
|
||||||
ledgers: dict[str, TransactionLedger] = {}
|
ledgers: dict[str, TransactionLedger] = {}
|
||||||
tables: dict[str, Account] = {}
|
tables: dict[str, Account] = {}
|
||||||
order_msgs: list[Status] = []
|
order_msgs: list[Status] = []
|
||||||
conf = get_config()
|
conf: dict = get_config()
|
||||||
accounts_def_inv: bidict[str, str] = bidict(conf['accounts']).inverse
|
accounts_def_inv: bidict[str, str] = bidict(
|
||||||
|
conf['accounts']
|
||||||
|
).inverse
|
||||||
|
|
||||||
with (
|
with (
|
||||||
ExitStack() as lstack,
|
ExitStack() as lstack,
|
||||||
|
|
@ -705,7 +719,11 @@ async def open_trade_dialog(
|
||||||
# client-account and build out position msgs to deliver to
|
# client-account and build out position msgs to deliver to
|
||||||
# EMS.
|
# EMS.
|
||||||
for acctid, acnt in tables.items():
|
for acctid, acnt in tables.items():
|
||||||
active_pps, closed_pps = acnt.dump_active()
|
active_pps: dict[str, Position]
|
||||||
|
(
|
||||||
|
active_pps,
|
||||||
|
closed_pps,
|
||||||
|
) = acnt.dump_active()
|
||||||
|
|
||||||
for pps in [active_pps, closed_pps]:
|
for pps in [active_pps, closed_pps]:
|
||||||
piker_pps: list[Position] = list(pps.values())
|
piker_pps: list[Position] = list(pps.values())
|
||||||
|
|
@ -721,6 +739,7 @@ async def open_trade_dialog(
|
||||||
)
|
)
|
||||||
if ibpos:
|
if ibpos:
|
||||||
bs_mktid: str = str(ibpos.contract.conId)
|
bs_mktid: str = str(ibpos.contract.conId)
|
||||||
|
|
||||||
msg = await update_and_audit_pos_msg(
|
msg = await update_and_audit_pos_msg(
|
||||||
acctid,
|
acctid,
|
||||||
pikerpos,
|
pikerpos,
|
||||||
|
|
@ -1241,32 +1260,47 @@ async def deliver_trade_events(
|
||||||
# never relay errors for non-broker related issues
|
# never relay errors for non-broker related issues
|
||||||
# https://interactivebrokers.github.io/tws-api/message_codes.html
|
# https://interactivebrokers.github.io/tws-api/message_codes.html
|
||||||
code: int = err['error_code']
|
code: int = err['error_code']
|
||||||
if code in {
|
reason: str = err['reason']
|
||||||
200, # uhh
|
reqid: str = str(err['reqid'])
|
||||||
|
|
||||||
|
# "Warning:" msg codes,
|
||||||
|
# https://interactivebrokers.github.io/tws-api/message_codes.html#warning_codes
|
||||||
|
# - 2109: 'Outside Regular Trading Hours'
|
||||||
|
if 'Warning:' in reason:
|
||||||
|
log.warning(
|
||||||
|
f'Order-API-warning: {code!r}\n'
|
||||||
|
f'reqid: {reqid!r}\n'
|
||||||
|
f'\n'
|
||||||
|
f'{pformat(err)}\n'
|
||||||
|
# ^TODO? should we just print the `reason`
|
||||||
|
# not the full `err`-dict?
|
||||||
|
)
|
||||||
|
continue
|
||||||
|
|
||||||
|
# XXX known special (ignore) cases
|
||||||
|
elif code in {
|
||||||
|
200, # uhh.. ni idea
|
||||||
|
|
||||||
# hist pacing / connectivity
|
# hist pacing / connectivity
|
||||||
162,
|
162,
|
||||||
165,
|
165,
|
||||||
|
|
||||||
# WARNING codes:
|
|
||||||
# https://interactivebrokers.github.io/tws-api/message_codes.html#warning_codes
|
|
||||||
# Attribute 'Outside Regular Trading Hours' is
|
|
||||||
# " 'ignored based on the order type and
|
|
||||||
# destination. PlaceOrder is now ' 'being
|
|
||||||
# processed.',
|
|
||||||
2109,
|
|
||||||
|
|
||||||
# XXX: lol this isn't even documented..
|
# XXX: lol this isn't even documented..
|
||||||
# 'No market data during competing live session'
|
# 'No market data during competing live session'
|
||||||
1669,
|
1669,
|
||||||
}:
|
}:
|
||||||
|
log.error(
|
||||||
|
f'Order-API-error which is non-cancel-causing ?!\n'
|
||||||
|
f'\n'
|
||||||
|
f'{pformat(err)}\n'
|
||||||
|
)
|
||||||
continue
|
continue
|
||||||
|
|
||||||
reqid: str = str(err['reqid'])
|
|
||||||
reason: str = err['reason']
|
|
||||||
|
|
||||||
if err['reqid'] == -1:
|
if err['reqid'] == -1:
|
||||||
log.error(f'TWS external order error:\n{pformat(err)}')
|
log.error(
|
||||||
|
f'TWS external order error ??\n'
|
||||||
|
f'{pformat(err)}\n'
|
||||||
|
)
|
||||||
|
|
||||||
flow: dict = dict(
|
flow: dict = dict(
|
||||||
flows.get(reqid)
|
flows.get(reqid)
|
||||||
|
|
|
||||||
|
|
@ -1,5 +1,5 @@
|
||||||
# piker: trading gear for hackers
|
# piker: trading gear for hackers
|
||||||
# Copyright (C) Tyler Goodlet (in stewardship for pikers)
|
# Copyright (C) 2018-forever Tyler Goodlet (in stewardship for pikers)
|
||||||
|
|
||||||
# This program is free software: you can redistribute it and/or modify
|
# This program is free software: you can redistribute it and/or modify
|
||||||
# it under the terms of the GNU Affero General Public License as published by
|
# it under the terms of the GNU Affero General Public License as published by
|
||||||
|
|
@ -13,10 +13,12 @@
|
||||||
|
|
||||||
# You should have received a copy of the GNU Affero General Public License
|
# You should have received a copy of the GNU Affero General Public License
|
||||||
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||||
"""
|
|
||||||
Data feed endpoints pre-wrapped and ready for use with ``tractor``/``trio``.
|
|
||||||
|
|
||||||
"""
|
'''
|
||||||
|
Data feed endpoints pre-wrapped and ready for use with `tractor`/`trio`
|
||||||
|
via "infected-asyncio-mode".
|
||||||
|
|
||||||
|
'''
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
import asyncio
|
import asyncio
|
||||||
from contextlib import (
|
from contextlib import (
|
||||||
|
|
@ -26,7 +28,6 @@ from dataclasses import asdict
|
||||||
from datetime import datetime
|
from datetime import datetime
|
||||||
from functools import partial
|
from functools import partial
|
||||||
from pprint import pformat
|
from pprint import pformat
|
||||||
from math import isnan
|
|
||||||
import time
|
import time
|
||||||
from typing import (
|
from typing import (
|
||||||
Any,
|
Any,
|
||||||
|
|
@ -40,7 +41,6 @@ import numpy as np
|
||||||
from pendulum import (
|
from pendulum import (
|
||||||
now,
|
now,
|
||||||
from_timestamp,
|
from_timestamp,
|
||||||
# DateTime,
|
|
||||||
Duration,
|
Duration,
|
||||||
duration as mk_duration,
|
duration as mk_duration,
|
||||||
)
|
)
|
||||||
|
|
@ -69,7 +69,10 @@ from .api import (
|
||||||
Contract,
|
Contract,
|
||||||
RequestError,
|
RequestError,
|
||||||
)
|
)
|
||||||
from ._util import data_reset_hack
|
from ._util import (
|
||||||
|
data_reset_hack,
|
||||||
|
is_current_time_in_range,
|
||||||
|
)
|
||||||
from .symbols import get_mkt_info
|
from .symbols import get_mkt_info
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
|
|
@ -184,7 +187,8 @@ async def open_history_client(
|
||||||
|
|
||||||
if (
|
if (
|
||||||
start_dt
|
start_dt
|
||||||
and start_dt.timestamp() == 0
|
and
|
||||||
|
start_dt.timestamp() == 0
|
||||||
):
|
):
|
||||||
await tractor.pause()
|
await tractor.pause()
|
||||||
|
|
||||||
|
|
@ -203,14 +207,16 @@ async def open_history_client(
|
||||||
):
|
):
|
||||||
count += 1
|
count += 1
|
||||||
mean += latency / count
|
mean += latency / count
|
||||||
print(
|
log.debug(
|
||||||
f'HISTORY FRAME QUERY LATENCY: {latency}\n'
|
f'HISTORY FRAME QUERY LATENCY: {latency}\n'
|
||||||
f'mean: {mean}'
|
f'mean: {mean}'
|
||||||
)
|
)
|
||||||
|
|
||||||
# could be trying to retreive bars over weekend
|
# could be trying to retreive bars over weekend
|
||||||
if out is None:
|
if out is None:
|
||||||
log.error(f"Can't grab bars starting at {end_dt}!?!?")
|
log.error(
|
||||||
|
f"No bars starting at {end_dt!r} !?!?"
|
||||||
|
)
|
||||||
if (
|
if (
|
||||||
end_dt
|
end_dt
|
||||||
and head_dt
|
and head_dt
|
||||||
|
|
@ -285,8 +291,9 @@ _pacing: str = (
|
||||||
|
|
||||||
async def wait_on_data_reset(
|
async def wait_on_data_reset(
|
||||||
proxy: MethodProxy,
|
proxy: MethodProxy,
|
||||||
|
|
||||||
reset_type: str = 'data',
|
reset_type: str = 'data',
|
||||||
timeout: float = 16, # float('inf'),
|
timeout: float = 16,
|
||||||
|
|
||||||
task_status: TaskStatus[
|
task_status: TaskStatus[
|
||||||
tuple[
|
tuple[
|
||||||
|
|
@ -295,29 +302,47 @@ async def wait_on_data_reset(
|
||||||
]
|
]
|
||||||
] = trio.TASK_STATUS_IGNORED,
|
] = trio.TASK_STATUS_IGNORED,
|
||||||
) -> bool:
|
) -> bool:
|
||||||
|
'''
|
||||||
|
Wait on a (global-ish) "data-farm" event to be emitted
|
||||||
|
by the IB api server.
|
||||||
|
|
||||||
# TODO: we might have to put a task lock around this
|
Allows syncing to reconnect event-messages emitted on the API
|
||||||
# method..
|
console, such as:
|
||||||
hist_ev = proxy.status_event(
|
|
||||||
|
- 'HMDS data farm connection is OK:ushmds'
|
||||||
|
- 'Market data farm is connecting:usfuture'
|
||||||
|
- 'Market data farm connection is OK:usfuture'
|
||||||
|
|
||||||
|
Deliver a `(cs, done: Event)` pair to the caller to support it
|
||||||
|
waiting or cancelling the associated "data-reset-request";
|
||||||
|
normally a manual data-reset-req is expected to be the cause and
|
||||||
|
thus trigger such events (such as our click-hack-magic from
|
||||||
|
`.ib._util`).
|
||||||
|
|
||||||
|
'''
|
||||||
|
# ?TODO, do we need a task-lock around this method?
|
||||||
|
#
|
||||||
|
# register for an API "status event" wrapped for `trio`-sync.
|
||||||
|
hist_ev: trio.Event = proxy.status_event(
|
||||||
'HMDS data farm connection is OK:ushmds'
|
'HMDS data farm connection is OK:ushmds'
|
||||||
)
|
)
|
||||||
|
#
|
||||||
# TODO: other event messages we might want to try and
|
# ^TODO: other event-messages we might want to support waiting-for
|
||||||
# wait for but i wasn't able to get any of this
|
# but i wasn't able to get reliable..
|
||||||
# reliable..
|
#
|
||||||
# reconnect_start = proxy.status_event(
|
# reconnect_start = proxy.status_event(
|
||||||
# 'Market data farm is connecting:usfuture'
|
# 'Market data farm is connecting:usfuture'
|
||||||
# )
|
# )
|
||||||
# live_ev = proxy.status_event(
|
# live_ev = proxy.status_event(
|
||||||
# 'Market data farm connection is OK:usfuture'
|
# 'Market data farm connection is OK:usfuture'
|
||||||
# )
|
# )
|
||||||
|
|
||||||
# try to wait on the reset event(s) to arrive, a timeout
|
# try to wait on the reset event(s) to arrive, a timeout
|
||||||
# will trigger a retry up to 6 times (for now).
|
# will trigger a retry up to 6 times (for now).
|
||||||
client: Client = proxy._aio_ns
|
client: Client = proxy._aio_ns
|
||||||
|
|
||||||
done = trio.Event()
|
done = trio.Event()
|
||||||
with trio.move_on_after(timeout) as cs:
|
with trio.move_on_after(timeout) as cs:
|
||||||
|
|
||||||
task_status.started((cs, done))
|
task_status.started((cs, done))
|
||||||
|
|
||||||
log.warning(
|
log.warning(
|
||||||
|
|
@ -396,8 +421,9 @@ async def get_bars(
|
||||||
bool, # timed out hint
|
bool, # timed out hint
|
||||||
]:
|
]:
|
||||||
'''
|
'''
|
||||||
Retrieve historical data from a ``trio``-side task using
|
Request-n-retrieve historical data frames from a `trio.Task`
|
||||||
a ``MethoProxy``.
|
using a `MethoProxy` to query the `asyncio`-side's
|
||||||
|
`.ib.api.Client` methods.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
global _data_resetter_task, _failed_resets
|
global _data_resetter_task, _failed_resets
|
||||||
|
|
@ -587,7 +613,7 @@ 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 +633,14 @@ 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 (
|
||||||
|
tractor.trionics.collapse_eg(),
|
||||||
|
trio.open_nursery() as tn
|
||||||
|
):
|
||||||
|
|
||||||
# start history request that we allow
|
# start history request that we allow
|
||||||
# to run indefinitely until a result is acquired
|
# to run indefinitely until a result is acquired
|
||||||
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 +660,7 @@ 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,
|
||||||
|
|
@ -653,14 +682,12 @@ async def get_bars(
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
|
# per-actor cache of inter-eventloop-chans
|
||||||
_quote_streams: dict[str, trio.abc.ReceiveStream] = {}
|
_quote_streams: dict[str, trio.abc.ReceiveStream] = {}
|
||||||
|
|
||||||
|
|
||||||
async def _setup_quote_stream(
|
async def _setup_quote_stream(
|
||||||
|
chan: tractor.to_asyncio.LinkedTaskChannel,
|
||||||
from_trio: asyncio.Queue,
|
|
||||||
to_trio: trio.abc.SendChannel,
|
|
||||||
|
|
||||||
symbol: str,
|
symbol: str,
|
||||||
opts: tuple[int] = (
|
opts: tuple[int] = (
|
||||||
'375', # RT trade volume (excludes utrades)
|
'375', # RT trade volume (excludes utrades)
|
||||||
|
|
@ -678,10 +705,13 @@ async def _setup_quote_stream(
|
||||||
|
|
||||||
) -> trio.abc.ReceiveChannel:
|
) -> trio.abc.ReceiveChannel:
|
||||||
'''
|
'''
|
||||||
Stream a ticker using the std L1 api.
|
Stream L1 quotes via the `Ticker.updateEvent.connect(push)`
|
||||||
|
callback API by registering a `push` callback which simply
|
||||||
|
`chan.send_nowait()`s quote msgs back to the calling
|
||||||
|
parent-`trio.Task`-side.
|
||||||
|
|
||||||
This task is ``asyncio``-side and must be called from
|
NOTE, that this task-fn is run on the `asyncio.Task`-side ONLY
|
||||||
``tractor.to_asyncio.open_channel_from()``.
|
and is thus run via `tractor.to_asyncio.open_channel_from()`.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
global _quote_streams
|
global _quote_streams
|
||||||
|
|
@ -689,37 +719,79 @@ async def _setup_quote_stream(
|
||||||
async with load_aio_clients(
|
async with load_aio_clients(
|
||||||
disconnect_on_exit=False,
|
disconnect_on_exit=False,
|
||||||
) as accts2clients:
|
) as accts2clients:
|
||||||
caccount_name, client = get_preferred_data_client(accts2clients)
|
|
||||||
contract = contract or (await client.find_contract(symbol))
|
|
||||||
to_trio.send_nowait(contract) # cuz why not
|
|
||||||
ticker: Ticker = client.ib.reqMktData(contract, ','.join(opts))
|
|
||||||
|
|
||||||
# NOTE: it's batch-wise and slow af but I guess could
|
# XXX since this is an `asyncio.Task`, we must use
|
||||||
# be good for backchecking? Seems to be every 5s maybe?
|
# tractor.pause_from_sync()
|
||||||
|
|
||||||
|
caccount_name, client = get_preferred_data_client(accts2clients)
|
||||||
|
contract = (
|
||||||
|
contract
|
||||||
|
or
|
||||||
|
(await client.find_contract(symbol))
|
||||||
|
)
|
||||||
|
chan.started_nowait(contract) # cuz why not
|
||||||
|
ticker: Ticker = client.ib.reqMktData(
|
||||||
|
contract,
|
||||||
|
','.join(opts),
|
||||||
|
)
|
||||||
|
maybe_exc: BaseException|None = None
|
||||||
|
handler_tries: int = 0
|
||||||
|
aio_task: asyncio.Task = asyncio.current_task()
|
||||||
|
|
||||||
|
# ?TODO? this API is batch-wise and quite slow-af but,
|
||||||
|
# - seems to be 5s updates?
|
||||||
|
# - maybe we could use it for backchecking?
|
||||||
|
#
|
||||||
# ticker: Ticker = client.ib.reqTickByTickData(
|
# ticker: Ticker = client.ib.reqTickByTickData(
|
||||||
# contract, 'Last',
|
# contract, 'Last',
|
||||||
# )
|
# )
|
||||||
|
|
||||||
# # define a simple queue push routine that streams quote packets
|
# define a very naive queue-pushing callback that relays
|
||||||
# # to trio over the ``to_trio`` memory channel.
|
# quote-packets directly the calling (parent) `trio.Task`.
|
||||||
# to_trio, from_aio = trio.open_memory_channel(2**8) # type: ignore
|
# Ensure on teardown we cancel the feed via their cancel API.
|
||||||
|
#
|
||||||
def teardown():
|
def teardown():
|
||||||
|
'''
|
||||||
|
Disconnect our `push`-er callback and cancel the data-feed
|
||||||
|
for `contract`.
|
||||||
|
|
||||||
|
'''
|
||||||
|
nonlocal maybe_exc
|
||||||
ticker.updateEvent.disconnect(push)
|
ticker.updateEvent.disconnect(push)
|
||||||
log.error(f"Disconnected stream for `{symbol}`")
|
report: str = f'Disconnected mkt-data for {symbol!r} due to '
|
||||||
|
if maybe_exc is not None:
|
||||||
|
report += (
|
||||||
|
'error,\n'
|
||||||
|
f'{maybe_exc!r}\n'
|
||||||
|
)
|
||||||
|
log.error(report)
|
||||||
|
else:
|
||||||
|
report += (
|
||||||
|
'cancellation.\n'
|
||||||
|
)
|
||||||
|
log.cancel(report)
|
||||||
|
|
||||||
client.ib.cancelMktData(contract)
|
client.ib.cancelMktData(contract)
|
||||||
|
|
||||||
# decouple broadcast mem chan
|
# decouple broadcast mem chan
|
||||||
_quote_streams.pop(symbol, None)
|
_quote_streams.pop(symbol, None)
|
||||||
|
|
||||||
def push(t: Ticker) -> None:
|
def push(
|
||||||
"""
|
t: Ticker,
|
||||||
Push quotes to trio task.
|
tries_before_raise: int = 6,
|
||||||
|
) -> None:
|
||||||
|
'''
|
||||||
|
Push quotes verbatim to parent-side `trio.Task`.
|
||||||
|
|
||||||
"""
|
'''
|
||||||
# log.debug(t)
|
nonlocal maybe_exc, handler_tries
|
||||||
|
# log.debug(f'new IB quote: {t}\n')
|
||||||
try:
|
try:
|
||||||
to_trio.send_nowait(t)
|
chan.send_nowait(t)
|
||||||
|
|
||||||
|
# XXX TODO XXX replicate in `tractor` tests
|
||||||
|
# as per `CancelledError`-handler notes below!
|
||||||
|
# assert 0
|
||||||
except (
|
except (
|
||||||
trio.BrokenResourceError,
|
trio.BrokenResourceError,
|
||||||
|
|
||||||
|
|
@ -734,35 +806,107 @@ async def _setup_quote_stream(
|
||||||
# resulting in tracebacks spammed to console..
|
# resulting in tracebacks spammed to console..
|
||||||
# Manually do the dereg ourselves.
|
# Manually do the dereg ourselves.
|
||||||
teardown()
|
teardown()
|
||||||
except trio.WouldBlock:
|
|
||||||
# log.warning(
|
|
||||||
# f'channel is blocking symbol feed for {symbol}?'
|
|
||||||
# f'\n{to_trio.statistics}'
|
|
||||||
# )
|
|
||||||
pass
|
|
||||||
|
|
||||||
# except trio.WouldBlock:
|
# for slow debugging purposes to avoid clobbering prompt
|
||||||
# # for slow debugging purposes to avoid clobbering prompt
|
# with log msgs
|
||||||
# # with log msgs
|
except trio.WouldBlock:
|
||||||
# pass
|
log.exception(
|
||||||
|
f'Asyncio->Trio `chan.send_nowait()` blocked !?\n'
|
||||||
|
f'\n'
|
||||||
|
f'{chan._to_trio.statistics()}\n'
|
||||||
|
)
|
||||||
|
|
||||||
|
# ?TODO, handle re-connection attempts?
|
||||||
|
except BaseException as _berr:
|
||||||
|
berr = _berr
|
||||||
|
if handler_tries >= tries_before_raise:
|
||||||
|
# breakpoint()
|
||||||
|
maybe_exc = _berr
|
||||||
|
# task.set_exception(berr)
|
||||||
|
aio_task.cancel(msg=berr.args)
|
||||||
|
raise berr
|
||||||
|
else:
|
||||||
|
handler_tries += 1
|
||||||
|
|
||||||
|
log.exception(
|
||||||
|
f'Failed to push ticker quote !?\n'
|
||||||
|
f'handler_tries={handler_tries!r}\n'
|
||||||
|
f'ticker: {t!r}\n'
|
||||||
|
f'\n'
|
||||||
|
f'{chan._to_trio.statistics()}\n'
|
||||||
|
f'\n'
|
||||||
|
f'CAUSE: {berr}\n'
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
ticker.updateEvent.connect(push)
|
ticker.updateEvent.connect(push)
|
||||||
try:
|
try:
|
||||||
await asyncio.sleep(float('inf'))
|
await asyncio.sleep(float('inf'))
|
||||||
finally:
|
|
||||||
teardown()
|
|
||||||
|
|
||||||
# return from_aio
|
# XXX, for debug.. TODO? can we rm again?
|
||||||
|
#
|
||||||
|
# tractor.pause_from_sync()
|
||||||
|
# while True:
|
||||||
|
# await asyncio.sleep(1.6)
|
||||||
|
# if ticker.ticks:
|
||||||
|
# log.debug(
|
||||||
|
# f'ticker.ticks = \n'
|
||||||
|
# f'{ticker.ticks}\n'
|
||||||
|
# )
|
||||||
|
# else:
|
||||||
|
# log.warning(
|
||||||
|
# 'UHH no ticker.ticks ??'
|
||||||
|
# )
|
||||||
|
|
||||||
|
# XXX TODO XXX !?!?
|
||||||
|
# apparently **without this handler** and the subsequent
|
||||||
|
# re-raising of `maybe_exc from _taskc` cancelling the
|
||||||
|
# `aio_task` from the `push()`-callback will cause a very
|
||||||
|
# strange chain of exc raising that breaks alll sorts of
|
||||||
|
# downstream callers, tasks and remote-actor tasks!?
|
||||||
|
#
|
||||||
|
# -[ ] we need some lowlevel reproducting tests to replicate
|
||||||
|
# those worst-case scenarios in `tractor` core!!
|
||||||
|
# -[ ] likely we should factor-out the `tractor.to_asyncio`
|
||||||
|
# attempts at workarounds in `.translate_aio_errors()`
|
||||||
|
# for failed `asyncio.Task.set_exception()` to either
|
||||||
|
# call `aio_task.cancel()` and/or
|
||||||
|
# `aio_task._fut_waiter.set_exception()` to a re-useable
|
||||||
|
# toolset in something like a `.to_asyncio._utils`??
|
||||||
|
#
|
||||||
|
except asyncio.CancelledError as _taskc:
|
||||||
|
if maybe_exc is not None:
|
||||||
|
raise maybe_exc from _taskc
|
||||||
|
|
||||||
|
raise _taskc
|
||||||
|
|
||||||
|
except BaseException as _berr:
|
||||||
|
# stash any crash cause for reporting in `teardown()`
|
||||||
|
maybe_exc = _berr
|
||||||
|
raise _berr
|
||||||
|
|
||||||
|
finally:
|
||||||
|
# always disconnect our `push()` and cancel the
|
||||||
|
# ib-"mkt-data-feed".
|
||||||
|
teardown()
|
||||||
|
|
||||||
|
|
||||||
@acm
|
@acm
|
||||||
async def open_aio_quote_stream(
|
async def open_aio_quote_stream(
|
||||||
|
|
||||||
symbol: str,
|
symbol: str,
|
||||||
contract: Contract | None = None,
|
contract: Contract|None = None,
|
||||||
|
|
||||||
) -> trio.abc.ReceiveStream:
|
) -> (
|
||||||
|
trio.abc.Channel| # iface
|
||||||
|
tractor.to_asyncio.LinkedTaskChannel # actually
|
||||||
|
):
|
||||||
|
'''
|
||||||
|
Open a real-time `Ticker` quote stream from an `asyncio.Task`
|
||||||
|
spawned via `tractor.to_asyncio.open_channel_from()`, deliver the
|
||||||
|
inter-event-loop channel to the `trio.Task` caller and cache it
|
||||||
|
globally for re-use.
|
||||||
|
|
||||||
|
'''
|
||||||
from tractor.trionics import broadcast_receiver
|
from tractor.trionics import broadcast_receiver
|
||||||
global _quote_streams
|
global _quote_streams
|
||||||
|
|
||||||
|
|
@ -778,6 +922,7 @@ 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,
|
||||||
|
|
@ -787,6 +932,10 @@ async def open_aio_quote_stream(
|
||||||
|
|
||||||
assert contract
|
assert contract
|
||||||
|
|
||||||
|
# TODO? de-reg on teardown of last consumer task?
|
||||||
|
# -> why aren't we using `.trionics.maybe_open_context()`
|
||||||
|
# here again?? (we are in `open_client_proxies()` tho?)
|
||||||
|
#
|
||||||
# cache feed for later consumers
|
# cache feed for later consumers
|
||||||
_quote_streams[symbol] = from_aio
|
_quote_streams[symbol] = from_aio
|
||||||
|
|
||||||
|
|
@ -801,7 +950,12 @@ def normalize(
|
||||||
calc_price: bool = False
|
calc_price: bool = False
|
||||||
|
|
||||||
) -> dict:
|
) -> dict:
|
||||||
|
'''
|
||||||
|
Translate `ib_async`'s `Ticker.ticks` values to a `piker`
|
||||||
|
normalized `dict` form for transmit to downstream `.data` layer
|
||||||
|
consumers.
|
||||||
|
|
||||||
|
'''
|
||||||
# check for special contract types
|
# check for special contract types
|
||||||
con = ticker.contract
|
con = ticker.contract
|
||||||
fqme, calc_price = con2fqme(con)
|
fqme, calc_price = con2fqme(con)
|
||||||
|
|
@ -820,7 +974,7 @@ def normalize(
|
||||||
|
|
||||||
tbt = ticker.tickByTicks
|
tbt = ticker.tickByTicks
|
||||||
if tbt:
|
if tbt:
|
||||||
print(f'tickbyticks:\n {ticker.tickByTicks}')
|
log.info(f'tickbyticks:\n {ticker.tickByTicks}')
|
||||||
|
|
||||||
ticker.ticks = new_ticks
|
ticker.ticks = new_ticks
|
||||||
|
|
||||||
|
|
@ -856,27 +1010,39 @@ def normalize(
|
||||||
return data
|
return data
|
||||||
|
|
||||||
|
|
||||||
|
# ?TODO? feels like this task-fn could be factored to reduce some
|
||||||
|
# indentation levels?
|
||||||
|
# -[ ] the reconnect while loop on ib-gw "data farm connection.."s
|
||||||
|
# -[ ] everything embedded under the `async with aclosing(stream):`
|
||||||
|
# as the "meat" of the quote delivery once the connection is
|
||||||
|
# stable.
|
||||||
|
#
|
||||||
async def stream_quotes(
|
async def stream_quotes(
|
||||||
|
|
||||||
send_chan: trio.abc.SendChannel,
|
send_chan: trio.abc.SendChannel,
|
||||||
symbols: list[str],
|
symbols: list[str],
|
||||||
feed_is_live: trio.Event,
|
feed_is_live: trio.Event,
|
||||||
loglevel: str = None,
|
|
||||||
|
# TODO? we need to hook into the `ib_async` logger like
|
||||||
|
# we can with i3ipc from modden!
|
||||||
|
# loglevel: str|None = None,
|
||||||
|
|
||||||
# startup sync
|
# startup sync
|
||||||
task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
|
task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
Stream symbol quotes.
|
Stream `symbols[0]` quotes back via `send_chan`.
|
||||||
|
|
||||||
This is a ``trio`` callable routine meant to be invoked
|
The `feed_is_live: Event` is set to signal the caller that it can
|
||||||
once the brokerd is up.
|
begin processing msgs from the mem-chan.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# TODO: support multiple subscriptions
|
# TODO: support multiple subscriptions
|
||||||
sym = symbols[0]
|
sym: str = symbols[0]
|
||||||
log.info(f'request for real-time quotes: {sym}')
|
log.info(
|
||||||
|
f'request for real-time quotes\n'
|
||||||
|
f'sym: {sym!r}\n'
|
||||||
|
)
|
||||||
|
|
||||||
init_msgs: list[FeedInit] = []
|
init_msgs: list[FeedInit] = []
|
||||||
|
|
||||||
|
|
@ -885,34 +1051,52 @@ async def stream_quotes(
|
||||||
details: ibis.ContractDetails
|
details: ibis.ContractDetails
|
||||||
async with (
|
async with (
|
||||||
open_data_client() as proxy,
|
open_data_client() as proxy,
|
||||||
# trio.open_nursery() as tn,
|
|
||||||
):
|
):
|
||||||
mkt, details = await get_mkt_info(
|
mkt, details = await get_mkt_info(
|
||||||
sym,
|
sym,
|
||||||
proxy=proxy, # passed to avoid implicit client load
|
proxy=proxy, # passed to avoid implicit client load
|
||||||
)
|
)
|
||||||
|
|
||||||
|
# is venue active rn?
|
||||||
|
venue_is_open: bool = any(
|
||||||
|
is_current_time_in_range(
|
||||||
|
start_dt=sesh.start,
|
||||||
|
end_dt=sesh.end,
|
||||||
|
)
|
||||||
|
for sesh in details.tradingSessions()
|
||||||
|
)
|
||||||
|
|
||||||
init_msg = FeedInit(mkt_info=mkt)
|
init_msg = FeedInit(mkt_info=mkt)
|
||||||
|
|
||||||
|
# NOTE, tell sampler (via config) to skip vlm summing for dst
|
||||||
|
# assets which provide no vlm data..
|
||||||
if mkt.dst.atype in {
|
if mkt.dst.atype in {
|
||||||
'fiat',
|
'fiat',
|
||||||
'index',
|
'index',
|
||||||
'commodity',
|
'commodity',
|
||||||
}:
|
}:
|
||||||
# tell sampler config that it shouldn't do vlm summing.
|
|
||||||
init_msg.shm_write_opts['sum_tick_vlm'] = False
|
init_msg.shm_write_opts['sum_tick_vlm'] = False
|
||||||
init_msg.shm_write_opts['has_vlm'] = False
|
init_msg.shm_write_opts['has_vlm'] = False
|
||||||
|
|
||||||
init_msgs.append(init_msg)
|
init_msgs.append(init_msg)
|
||||||
|
|
||||||
con: Contract = details.contract
|
con: Contract = details.contract
|
||||||
first_ticker: Ticker | None = None
|
first_ticker: Ticker|None = None
|
||||||
with trio.move_on_after(1):
|
|
||||||
|
timeout: float = 1.6
|
||||||
|
with trio.move_on_after(timeout) as quote_cs:
|
||||||
first_ticker: Ticker = await proxy.get_quote(
|
first_ticker: Ticker = await proxy.get_quote(
|
||||||
contract=con,
|
contract=con,
|
||||||
raise_on_timeout=False,
|
raise_on_timeout=False,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
# XXX should never happen with this ep right?
|
||||||
|
# but if so then, more then likely mkt is closed?
|
||||||
|
if quote_cs.cancelled_caught:
|
||||||
|
log.warning(
|
||||||
|
f'First quote req timed out after {timeout!r}s'
|
||||||
|
)
|
||||||
|
|
||||||
if first_ticker:
|
if first_ticker:
|
||||||
first_quote: dict = normalize(first_ticker)
|
first_quote: dict = normalize(first_ticker)
|
||||||
|
|
||||||
|
|
@ -924,28 +1108,27 @@ async def stream_quotes(
|
||||||
f'{pformat(first_quote)}\n'
|
f'{pformat(first_quote)}\n'
|
||||||
)
|
)
|
||||||
|
|
||||||
# NOTE: it might be outside regular trading hours for
|
# XXX NOTE: whenever we're "outside regular trading hours"
|
||||||
# assets with "standard venue operating hours" so we
|
# (only relevant for assets coming from the "legacy markets"
|
||||||
# only "pretend the feed is live" when the dst asset
|
# space) so we basically (from an API/runtime-operational
|
||||||
# type is NOT within the NON-NORMAL-venue set: aka not
|
# perspective) "pretend the feed is live" even if it's
|
||||||
# commodities, forex or crypto currencies which CAN
|
# actually closed.
|
||||||
# always return a NaN on a snap quote request during
|
#
|
||||||
# normal venue hours. In the case of a closed venue
|
# IOW, we signal to the effective caller (task) that the live
|
||||||
# (equitiies, futes, bonds etc.) we at least try to
|
# feed is "already up" but really we're just indicating that
|
||||||
# grab the OHLC history.
|
# the OHLCV history can start being loaded immediately by the
|
||||||
if (
|
# `piker.data`/`.tsp` layers.
|
||||||
first_ticker
|
#
|
||||||
and
|
# XXX, deats: the "pretend we're live" is just done by
|
||||||
isnan(first_ticker.last)
|
# a `feed_is_live.set()` even though nothing is actually live
|
||||||
# SO, if the last quote price value is NaN we ONLY
|
# Bp
|
||||||
# "pretend to do" `feed_is_live.set()` if it's a known
|
if not venue_is_open:
|
||||||
# dst asset venue with a lot of closed operating hours.
|
log.warning(
|
||||||
and mkt.dst.atype not in {
|
f'Venue is closed, unable to establish real-time feed.\n'
|
||||||
'commodity',
|
f'mkt: {mkt!r}\n'
|
||||||
'fiat',
|
f'\n'
|
||||||
'crypto',
|
f'first_ticker: {first_ticker}\n'
|
||||||
}
|
)
|
||||||
):
|
|
||||||
task_status.started((
|
task_status.started((
|
||||||
init_msgs,
|
init_msgs,
|
||||||
first_quote,
|
first_quote,
|
||||||
|
|
@ -956,10 +1139,12 @@ async def stream_quotes(
|
||||||
feed_is_live.set()
|
feed_is_live.set()
|
||||||
|
|
||||||
# block and let data history backfill code run.
|
# block and let data history backfill code run.
|
||||||
|
# XXX obvi given the venue is closed, we never expect feed
|
||||||
|
# to come up; a taskc should be the only way to
|
||||||
|
# terminate this task.
|
||||||
await trio.sleep_forever()
|
await trio.sleep_forever()
|
||||||
return # we never expect feed to come up?
|
|
||||||
|
|
||||||
# TODO: we should instead spawn a task that waits on a feed
|
# ?TODO, we could instead spawn a task that waits on a feed
|
||||||
# to start and let it wait indefinitely..instead of this
|
# to start and let it wait indefinitely..instead of this
|
||||||
# hard coded stuff.
|
# hard coded stuff.
|
||||||
# async def wait_for_first_quote():
|
# async def wait_for_first_quote():
|
||||||
|
|
@ -981,23 +1166,27 @@ async def stream_quotes(
|
||||||
'Rxed init quote:\n'
|
'Rxed init quote:\n'
|
||||||
f'{pformat(first_quote)}'
|
f'{pformat(first_quote)}'
|
||||||
)
|
)
|
||||||
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,
|
tractor.trionics.collapse_eg(),
|
||||||
|
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,
|
||||||
):
|
):
|
||||||
|
# ?TODO? can we rm this - particularly for `ib_async`?
|
||||||
# ugh, clear ticks since we've consumed them
|
# ugh, clear ticks since we've consumed them
|
||||||
# (ahem, ib_insync is stateful trash)
|
# (ahem, ib_insync is stateful trash)
|
||||||
first_ticker.ticks = []
|
# first_ticker.ticks = []
|
||||||
|
|
||||||
# only on first entry at feed boot up
|
# only on first entry at feed boot up
|
||||||
if startup:
|
if startup:
|
||||||
|
|
@ -1011,8 +1200,8 @@ async def stream_quotes(
|
||||||
# data feed event.
|
# data feed event.
|
||||||
async def reset_on_feed():
|
async def reset_on_feed():
|
||||||
|
|
||||||
# TODO: this seems to be surpressed from the
|
# ??TODO? this seems to be surpressed from the
|
||||||
# traceback in ``tractor``?
|
# traceback in `tractor`?
|
||||||
# assert 0
|
# assert 0
|
||||||
|
|
||||||
rt_ev = proxy.status_event(
|
rt_ev = proxy.status_event(
|
||||||
|
|
@ -1021,9 +1210,9 @@ 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']:
|
||||||
|
|
||||||
|
|
@ -1038,25 +1227,27 @@ 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
|
||||||
# consumed them (ahem, ib_insync is
|
# consumed them (ahem, ib_insync is
|
||||||
# truly stateful trash)
|
# truly stateful trash)
|
||||||
ticker.ticks = []
|
# ticker.ticks = []
|
||||||
|
|
||||||
# XXX: this works because we don't use
|
# XXX: this works because we don't use
|
||||||
# ``aclosing()`` above?
|
# ``aclosing()`` above?
|
||||||
|
|
@ -1066,15 +1257,24 @@ 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']
|
||||||
|
log.debug(
|
||||||
|
f'Sending quote\n'
|
||||||
|
f'{quote}'
|
||||||
|
)
|
||||||
await send_chan.send({fqme: quote})
|
await send_chan.send({fqme: quote})
|
||||||
|
|
||||||
# ugh, clear ticks since we've consumed them
|
# ugh, clear ticks since we've consumed them
|
||||||
ticker.ticks = []
|
# ticker.ticks = []
|
||||||
# last = time.time()
|
# last = time.time()
|
||||||
|
|
|
||||||
|
|
@ -34,6 +34,7 @@ import urllib.parse
|
||||||
import hashlib
|
import hashlib
|
||||||
import hmac
|
import hmac
|
||||||
import base64
|
import base64
|
||||||
|
import tractor
|
||||||
import trio
|
import trio
|
||||||
|
|
||||||
from piker import config
|
from piker import config
|
||||||
|
|
@ -372,8 +373,7 @@ class Client:
|
||||||
# 1658347714, 'status': 'Success'}]}
|
# 1658347714, 'status': 'Success'}]}
|
||||||
|
|
||||||
if xfers:
|
if xfers:
|
||||||
import tractor
|
await tractor.pause()
|
||||||
await tractor.pp()
|
|
||||||
|
|
||||||
trans: dict[str, Transaction] = {}
|
trans: dict[str, Transaction] = {}
|
||||||
for entry in xfers:
|
for entry in xfers:
|
||||||
|
|
@ -501,7 +501,8 @@ class Client:
|
||||||
for xkey, data in resp['result'].items():
|
for xkey, data in resp['result'].items():
|
||||||
|
|
||||||
# NOTE: always cache in pairs tables for faster lookup
|
# NOTE: always cache in pairs tables for faster lookup
|
||||||
pair = Pair(xname=xkey, **data)
|
with tractor.devx.maybe_open_crash_handler(): # as bxerr:
|
||||||
|
pair = Pair(xname=xkey, **data)
|
||||||
|
|
||||||
# register the above `Pair` structs for all
|
# register the above `Pair` structs for all
|
||||||
# key-sets/monikers: a set of 4 (frickin) tables
|
# key-sets/monikers: a set of 4 (frickin) tables
|
||||||
|
|
|
||||||
|
|
@ -175,9 +175,8 @@ async def handle_order_requests(
|
||||||
|
|
||||||
case {
|
case {
|
||||||
'account': 'kraken.spot' as account,
|
'account': 'kraken.spot' as account,
|
||||||
'action': action,
|
'action': 'buy'|'sell',
|
||||||
} if action in {'buy', 'sell'}:
|
}:
|
||||||
|
|
||||||
# validate
|
# validate
|
||||||
order = BrokerdOrder(**msg)
|
order = BrokerdOrder(**msg)
|
||||||
|
|
||||||
|
|
@ -262,6 +261,12 @@ async def handle_order_requests(
|
||||||
} | extra
|
} | extra
|
||||||
|
|
||||||
log.info(f'Submitting WS order request:\n{pformat(req)}')
|
log.info(f'Submitting WS order request:\n{pformat(req)}')
|
||||||
|
|
||||||
|
# NOTE HOWTO, debug order requests
|
||||||
|
#
|
||||||
|
# if 'XRP' in pair:
|
||||||
|
# await tractor.pause()
|
||||||
|
|
||||||
await ws.send_msg(req)
|
await ws.send_msg(req)
|
||||||
|
|
||||||
# placehold for sanity checking in relay loop
|
# placehold for sanity checking in relay loop
|
||||||
|
|
@ -544,7 +549,7 @@ 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,
|
||||||
|
|
@ -1085,6 +1090,8 @@ async def handle_order_updates(
|
||||||
f'Failed to {action} order {reqid}:\n'
|
f'Failed to {action} order {reqid}:\n'
|
||||||
f'{errmsg}'
|
f'{errmsg}'
|
||||||
)
|
)
|
||||||
|
# if tractor._state.debug_mode():
|
||||||
|
# await tractor.pause()
|
||||||
|
|
||||||
symbol: str = 'N/A'
|
symbol: str = 'N/A'
|
||||||
if chain := apiflows.get(reqid):
|
if chain := apiflows.get(reqid):
|
||||||
|
|
|
||||||
|
|
@ -21,7 +21,6 @@ Symbology defs and search.
|
||||||
from decimal import Decimal
|
from decimal import Decimal
|
||||||
|
|
||||||
import tractor
|
import tractor
|
||||||
from rapidfuzz import process as fuzzy
|
|
||||||
|
|
||||||
from piker._cacheables import (
|
from piker._cacheables import (
|
||||||
async_lifo_cache,
|
async_lifo_cache,
|
||||||
|
|
@ -41,8 +40,13 @@ from piker.accounting._mktinfo import (
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
# https://www.kraken.com/features/api#get-tradable-pairs
|
|
||||||
class Pair(Struct):
|
class Pair(Struct):
|
||||||
|
'''
|
||||||
|
A tradable asset pair as schema-defined by,
|
||||||
|
|
||||||
|
https://docs.kraken.com/api/docs/rest-api/get-tradable-asset-pairs
|
||||||
|
|
||||||
|
'''
|
||||||
xname: str # idiotic bs_mktid equiv i guess?
|
xname: str # idiotic bs_mktid equiv i guess?
|
||||||
altname: str # alternate pair name
|
altname: str # alternate pair name
|
||||||
wsname: str # WebSocket pair name (if available)
|
wsname: str # WebSocket pair name (if available)
|
||||||
|
|
@ -53,7 +57,6 @@ class Pair(Struct):
|
||||||
lot: str # volume lot size
|
lot: str # volume lot size
|
||||||
|
|
||||||
cost_decimals: int
|
cost_decimals: int
|
||||||
costmin: float
|
|
||||||
pair_decimals: int # scaling decimal places for pair
|
pair_decimals: int # scaling decimal places for pair
|
||||||
lot_decimals: int # scaling decimal places for volume
|
lot_decimals: int # scaling decimal places for volume
|
||||||
|
|
||||||
|
|
@ -79,6 +82,7 @@ class Pair(Struct):
|
||||||
tick_size: float # min price step size
|
tick_size: float # min price step size
|
||||||
status: str
|
status: str
|
||||||
|
|
||||||
|
costmin: str|None = None # XXX, only some mktpairs?
|
||||||
short_position_limit: float = 0
|
short_position_limit: float = 0
|
||||||
long_position_limit: float = float('inf')
|
long_position_limit: float = float('inf')
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -37,6 +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
|
||||||
|
|
|
||||||
|
|
@ -168,7 +168,6 @@ class OrderClient(Struct):
|
||||||
|
|
||||||
|
|
||||||
async def relay_orders_from_sync_code(
|
async def relay_orders_from_sync_code(
|
||||||
|
|
||||||
client: OrderClient,
|
client: OrderClient,
|
||||||
symbol_key: str,
|
symbol_key: str,
|
||||||
to_ems_stream: tractor.MsgStream,
|
to_ems_stream: tractor.MsgStream,
|
||||||
|
|
@ -242,6 +241,11 @@ async def open_ems(
|
||||||
|
|
||||||
async with maybe_open_emsd(
|
async with maybe_open_emsd(
|
||||||
broker,
|
broker,
|
||||||
|
# XXX NOTE, LOL so this determines the daemon `emsd` loglevel
|
||||||
|
# then FYI.. that's kinda wrong no?
|
||||||
|
# -[ ] shouldn't it be set by `pikerd -l` or no?
|
||||||
|
# -[ ] would make a lot more sense to have a subsys ctl for
|
||||||
|
# levels.. like `-l emsd.info` or something?
|
||||||
loglevel=loglevel,
|
loglevel=loglevel,
|
||||||
) as portal:
|
) as portal:
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -653,7 +653,11 @@ class Router(Struct):
|
||||||
flume = feed.flumes[fqme]
|
flume = feed.flumes[fqme]
|
||||||
first_quote: dict = flume.first_quote
|
first_quote: dict = flume.first_quote
|
||||||
book: DarkBook = self.get_dark_book(broker)
|
book: DarkBook = self.get_dark_book(broker)
|
||||||
book.lasts[fqme]: float = float(first_quote['last'])
|
|
||||||
|
if not (last := first_quote.get('last')):
|
||||||
|
last: float = flume.rt_shm.array[-1]['close']
|
||||||
|
|
||||||
|
book.lasts[fqme]: float = float(last)
|
||||||
|
|
||||||
async with self.maybe_open_brokerd_dialog(
|
async with self.maybe_open_brokerd_dialog(
|
||||||
brokermod=brokermod,
|
brokermod=brokermod,
|
||||||
|
|
@ -716,7 +720,7 @@ class Router(Struct):
|
||||||
subs = self.subscribers[sub_key]
|
subs = self.subscribers[sub_key]
|
||||||
|
|
||||||
sent_some: bool = False
|
sent_some: bool = False
|
||||||
for client_stream in subs:
|
for client_stream in subs.copy():
|
||||||
try:
|
try:
|
||||||
await client_stream.send(msg)
|
await client_stream.send(msg)
|
||||||
sent_some = True
|
sent_some = True
|
||||||
|
|
@ -1010,10 +1014,14 @@ async def translate_and_relay_brokerd_events(
|
||||||
status_msg.brokerd_msg = msg
|
status_msg.brokerd_msg = msg
|
||||||
status_msg.src = msg.broker_details['name']
|
status_msg.src = msg.broker_details['name']
|
||||||
|
|
||||||
await router.client_broadcast(
|
if not status_msg.req:
|
||||||
status_msg.req.symbol,
|
# likely some order change state?
|
||||||
status_msg,
|
await tractor.pause()
|
||||||
)
|
else:
|
||||||
|
await router.client_broadcast(
|
||||||
|
status_msg.req.symbol,
|
||||||
|
status_msg,
|
||||||
|
)
|
||||||
|
|
||||||
if status == 'closed':
|
if status == 'closed':
|
||||||
log.info(f'Execution for {oid} is complete!')
|
log.info(f'Execution for {oid} is complete!')
|
||||||
|
|
|
||||||
|
|
@ -297,6 +297,8 @@ class PaperBoi(Struct):
|
||||||
|
|
||||||
# transmit pp msg to ems
|
# transmit pp msg to ems
|
||||||
pp: Position = self.acnt.pps[bs_mktid]
|
pp: Position = self.acnt.pps[bs_mktid]
|
||||||
|
# TODO, this will break if `require_only=True` was passed to
|
||||||
|
# `.update_from_ledger()`
|
||||||
|
|
||||||
pp_msg = BrokerdPosition(
|
pp_msg = BrokerdPosition(
|
||||||
broker=self.broker,
|
broker=self.broker,
|
||||||
|
|
@ -653,6 +655,7 @@ async def open_trade_dialog(
|
||||||
# in) use manually constructed table from calling
|
# in) use manually constructed table from calling
|
||||||
# the `.get_mkt_info()` provider EP above.
|
# the `.get_mkt_info()` provider EP above.
|
||||||
_mktmap_table=mkt_by_fqme,
|
_mktmap_table=mkt_by_fqme,
|
||||||
|
only_require=list(mkt_by_fqme),
|
||||||
)
|
)
|
||||||
|
|
||||||
pp_msgs: list[BrokerdPosition] = []
|
pp_msgs: list[BrokerdPosition] = []
|
||||||
|
|
|
||||||
|
|
@ -30,6 +30,7 @@ subsys: str = 'piker.clearing'
|
||||||
|
|
||||||
log = get_logger(subsys)
|
log = get_logger(subsys)
|
||||||
|
|
||||||
|
# TODO, oof doesn't this ignore the `loglevel` then???
|
||||||
get_console_log = partial(
|
get_console_log = partial(
|
||||||
get_console_log,
|
get_console_log,
|
||||||
name=subsys,
|
name=subsys,
|
||||||
|
|
|
||||||
|
|
@ -95,6 +95,12 @@ class Sampler:
|
||||||
# history loading.
|
# history loading.
|
||||||
incr_task_cs: trio.CancelScope | None = None
|
incr_task_cs: trio.CancelScope | None = None
|
||||||
|
|
||||||
|
bcast_errors: tuple[Exception] = (
|
||||||
|
trio.BrokenResourceError,
|
||||||
|
trio.ClosedResourceError,
|
||||||
|
trio.EndOfChannel,
|
||||||
|
)
|
||||||
|
|
||||||
# holds all the ``tractor.Context`` remote subscriptions for
|
# holds all the ``tractor.Context`` remote subscriptions for
|
||||||
# a particular sample period increment event: all subscribers are
|
# a particular sample period increment event: all subscribers are
|
||||||
# notified on a step.
|
# notified on a step.
|
||||||
|
|
@ -258,14 +264,15 @@ class Sampler:
|
||||||
subs: set
|
subs: set
|
||||||
last_ts, subs = pair
|
last_ts, subs = pair
|
||||||
|
|
||||||
task = trio.lowlevel.current_task()
|
# NOTE, for debugging pub-sub issues
|
||||||
log.debug(
|
# task = trio.lowlevel.current_task()
|
||||||
f'SUBS {self.subscribers}\n'
|
# log.debug(
|
||||||
f'PAIR {pair}\n'
|
# f'AlL-SUBS@{period_s!r}: {self.subscribers}\n'
|
||||||
f'TASK: {task}: {id(task)}\n'
|
# f'PAIR: {pair}\n'
|
||||||
f'broadcasting {period_s} -> {last_ts}\n'
|
# f'TASK: {task}: {id(task)}\n'
|
||||||
# f'consumers: {subs}'
|
# f'broadcasting {period_s} -> {last_ts}\n'
|
||||||
)
|
# f'consumers: {subs}'
|
||||||
|
# )
|
||||||
borked: set[MsgStream] = set()
|
borked: set[MsgStream] = set()
|
||||||
sent: set[MsgStream] = set()
|
sent: set[MsgStream] = set()
|
||||||
while True:
|
while True:
|
||||||
|
|
@ -282,12 +289,11 @@ class Sampler:
|
||||||
await stream.send(msg)
|
await stream.send(msg)
|
||||||
sent.add(stream)
|
sent.add(stream)
|
||||||
|
|
||||||
except (
|
except self.bcast_errors as err:
|
||||||
trio.BrokenResourceError,
|
|
||||||
trio.ClosedResourceError
|
|
||||||
):
|
|
||||||
log.error(
|
log.error(
|
||||||
f'{stream._ctx.chan.uid} dropped connection'
|
f'Connection dropped for IPC ctx\n'
|
||||||
|
f'{stream._ctx}\n\n'
|
||||||
|
f'Due to {type(err)}'
|
||||||
)
|
)
|
||||||
borked.add(stream)
|
borked.add(stream)
|
||||||
else:
|
else:
|
||||||
|
|
@ -394,7 +400,8 @@ async def register_with_sampler(
|
||||||
finally:
|
finally:
|
||||||
if (
|
if (
|
||||||
sub_for_broadcasts
|
sub_for_broadcasts
|
||||||
and subs
|
and
|
||||||
|
subs
|
||||||
):
|
):
|
||||||
try:
|
try:
|
||||||
subs.remove(stream)
|
subs.remove(stream)
|
||||||
|
|
@ -561,8 +568,7 @@ async def open_sample_stream(
|
||||||
|
|
||||||
|
|
||||||
async def sample_and_broadcast(
|
async def sample_and_broadcast(
|
||||||
|
bus: _FeedsBus,
|
||||||
bus: _FeedsBus, # noqa
|
|
||||||
rt_shm: ShmArray,
|
rt_shm: ShmArray,
|
||||||
hist_shm: ShmArray,
|
hist_shm: ShmArray,
|
||||||
quote_stream: trio.abc.ReceiveChannel,
|
quote_stream: trio.abc.ReceiveChannel,
|
||||||
|
|
@ -582,11 +588,33 @@ async def sample_and_broadcast(
|
||||||
|
|
||||||
overruns = Counter()
|
overruns = Counter()
|
||||||
|
|
||||||
|
# NOTE, only used for debugging live-data-feed issues, though
|
||||||
|
# this should be resolved more correctly in the future using the
|
||||||
|
# new typed-msgspec feats of `tractor`!
|
||||||
|
#
|
||||||
|
# XXX, a multiline nested `dict` formatter (since rn quote-msgs
|
||||||
|
# are just that).
|
||||||
|
# pfmt: Callable[[str], str] = mk_repr()
|
||||||
|
|
||||||
# iterate stream delivered by broker
|
# iterate stream delivered by broker
|
||||||
async for quotes in quote_stream:
|
async for quotes in quote_stream:
|
||||||
# print(quotes)
|
# print(quotes)
|
||||||
|
|
||||||
# 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` or `cython`-nize this loop possibly?
|
||||||
|
# |_alternatively could we do it in rust somehow by upacking
|
||||||
|
# arrow msgs instead of using `msgspec`?
|
||||||
|
# -[ ] use `msgspec.Struct` support in new typed-msging from
|
||||||
|
# `tractor` to ensure only allowed msgs are transmitted?
|
||||||
|
#
|
||||||
for broker_symbol, quote in quotes.items():
|
for broker_symbol, quote in quotes.items():
|
||||||
# TODO: in theory you can send the IPC msg *before* writing
|
# TODO: in theory you can send the IPC msg *before* writing
|
||||||
# to the sharedmem array to decrease latency, however, that
|
# to the sharedmem array to decrease latency, however, that
|
||||||
|
|
@ -659,6 +687,21 @@ async def sample_and_broadcast(
|
||||||
sub_key: str = broker_symbol.lower()
|
sub_key: str = broker_symbol.lower()
|
||||||
subs: set[Sub] = bus.get_subs(sub_key)
|
subs: set[Sub] = bus.get_subs(sub_key)
|
||||||
|
|
||||||
|
# TODO, figure out how to make this useful whilst
|
||||||
|
# incoporating feed "pausing" ..
|
||||||
|
#
|
||||||
|
# if not subs:
|
||||||
|
# all_bs_fqmes: list[str] = list(
|
||||||
|
# bus._subscribers.keys()
|
||||||
|
# )
|
||||||
|
# log.warning(
|
||||||
|
# f'No subscribers for {brokername!r} live-quote ??\n'
|
||||||
|
# f'broker_symbol: {broker_symbol}\n\n'
|
||||||
|
|
||||||
|
# f'Maybe the backend-sys symbol does not match one of,\n'
|
||||||
|
# f'{pfmt(all_bs_fqmes)}\n'
|
||||||
|
# )
|
||||||
|
|
||||||
# NOTE: by default the broker backend doesn't append
|
# NOTE: by default the broker backend doesn't append
|
||||||
# it's own "name" into the fqme schema (but maybe it
|
# it's own "name" into the fqme schema (but maybe it
|
||||||
# should?) so we have to manually generate the correct
|
# should?) so we have to manually generate the correct
|
||||||
|
|
@ -728,18 +771,14 @@ async def sample_and_broadcast(
|
||||||
if lags > 10:
|
if lags > 10:
|
||||||
await tractor.pause()
|
await tractor.pause()
|
||||||
|
|
||||||
except (
|
except Sampler.bcast_errors as ipc_err:
|
||||||
trio.BrokenResourceError,
|
|
||||||
trio.ClosedResourceError,
|
|
||||||
trio.EndOfChannel,
|
|
||||||
):
|
|
||||||
ctx: Context = ipc._ctx
|
ctx: Context = ipc._ctx
|
||||||
chan: Channel = ctx.chan
|
chan: Channel = ctx.chan
|
||||||
if ctx:
|
if ctx:
|
||||||
log.warning(
|
log.warning(
|
||||||
'Dropped `brokerd`-quotes-feed connection:\n'
|
f'Dropped `brokerd`-feed for {broker_symbol!r} due to,\n'
|
||||||
f'{broker_symbol}:'
|
f'x>) {ctx.cid}@{chan.uid}'
|
||||||
f'{ctx.cid}@{chan.uid}'
|
f'|_{ipc_err!r}\n\n'
|
||||||
)
|
)
|
||||||
if sub.throttle_rate:
|
if sub.throttle_rate:
|
||||||
assert ipc._closed
|
assert ipc._closed
|
||||||
|
|
@ -756,12 +795,11 @@ async def sample_and_broadcast(
|
||||||
|
|
||||||
|
|
||||||
async def uniform_rate_send(
|
async def uniform_rate_send(
|
||||||
|
|
||||||
rate: float,
|
rate: float,
|
||||||
quote_stream: trio.abc.ReceiveChannel,
|
quote_stream: trio.abc.ReceiveChannel,
|
||||||
stream: MsgStream,
|
stream: MsgStream,
|
||||||
|
|
||||||
task_status: TaskStatus = trio.TASK_STATUS_IGNORED,
|
task_status: TaskStatus[None] = trio.TASK_STATUS_IGNORED,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
|
|
@ -779,13 +817,16 @@ async def uniform_rate_send(
|
||||||
https://gist.github.com/njsmith/7ea44ec07e901cb78ebe1dd8dd846cb9
|
https://gist.github.com/njsmith/7ea44ec07e901cb78ebe1dd8dd846cb9
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# TODO: compute the approx overhead latency per cycle
|
# ?TODO? dynamically compute the **actual** approx overhead latency per cycle
|
||||||
left_to_sleep = throttle_period = 1/rate - 0.000616
|
# instead of this magic # bidinezz?
|
||||||
|
throttle_period: float = 1/rate - 0.000616
|
||||||
|
left_to_sleep: float = throttle_period
|
||||||
|
|
||||||
# send cycle state
|
# send cycle state
|
||||||
|
first_quote: dict|None
|
||||||
first_quote = last_quote = None
|
first_quote = last_quote = None
|
||||||
last_send = time.time()
|
last_send: float = time.time()
|
||||||
diff = 0
|
diff: float = 0
|
||||||
|
|
||||||
task_status.started()
|
task_status.started()
|
||||||
ticks_by_type: dict[
|
ticks_by_type: dict[
|
||||||
|
|
@ -796,22 +837,28 @@ async def uniform_rate_send(
|
||||||
clear_types = _tick_groups['clears']
|
clear_types = _tick_groups['clears']
|
||||||
|
|
||||||
while True:
|
while True:
|
||||||
|
|
||||||
# compute the remaining time to sleep for this throttled cycle
|
# compute the remaining time to sleep for this throttled cycle
|
||||||
left_to_sleep = throttle_period - diff
|
left_to_sleep: float = throttle_period - diff
|
||||||
|
|
||||||
if left_to_sleep > 0:
|
if left_to_sleep > 0:
|
||||||
|
cs: trio.CancelScope
|
||||||
with trio.move_on_after(left_to_sleep) as cs:
|
with trio.move_on_after(left_to_sleep) as cs:
|
||||||
|
sym: str
|
||||||
|
last_quote: dict
|
||||||
try:
|
try:
|
||||||
sym, last_quote = await quote_stream.receive()
|
sym, last_quote = await quote_stream.receive()
|
||||||
except trio.EndOfChannel:
|
except trio.EndOfChannel:
|
||||||
log.exception(f"feed for {stream} ended?")
|
log.exception(
|
||||||
|
f'Live stream for feed for ended?\n'
|
||||||
|
f'<=c\n'
|
||||||
|
f' |_[{stream!r}\n'
|
||||||
|
)
|
||||||
break
|
break
|
||||||
|
|
||||||
diff = time.time() - last_send
|
diff: float = time.time() - last_send
|
||||||
|
|
||||||
if not first_quote:
|
if not first_quote:
|
||||||
first_quote = last_quote
|
first_quote: float = last_quote
|
||||||
# first_quote['tbt'] = ticks_by_type
|
# first_quote['tbt'] = ticks_by_type
|
||||||
|
|
||||||
if (throttle_period - diff) > 0:
|
if (throttle_period - diff) > 0:
|
||||||
|
|
@ -872,7 +919,9 @@ async def uniform_rate_send(
|
||||||
# TODO: now if only we could sync this to the display
|
# TODO: now if only we could sync this to the display
|
||||||
# rate timing exactly lul
|
# rate timing exactly lul
|
||||||
try:
|
try:
|
||||||
await stream.send({sym: first_quote})
|
await stream.send({
|
||||||
|
sym: first_quote
|
||||||
|
})
|
||||||
except tractor.RemoteActorError as rme:
|
except tractor.RemoteActorError as rme:
|
||||||
if rme.type is not tractor._exceptions.StreamOverrun:
|
if rme.type is not tractor._exceptions.StreamOverrun:
|
||||||
raise
|
raise
|
||||||
|
|
@ -883,19 +932,28 @@ async def uniform_rate_send(
|
||||||
f'{sym}:{ctx.cid}@{chan.uid}'
|
f'{sym}:{ctx.cid}@{chan.uid}'
|
||||||
)
|
)
|
||||||
|
|
||||||
|
# NOTE: any of these can be raised by `tractor`'s IPC
|
||||||
|
# transport-layer and we want to be highly resilient
|
||||||
|
# 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!
|
||||||
except (
|
except (
|
||||||
# NOTE: any of these can be raised by ``tractor``'s IPC
|
|
||||||
# transport-layer and we want to be highly resilient
|
|
||||||
# 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.ClosedResourceError,
|
|
||||||
trio.BrokenResourceError,
|
|
||||||
ConnectionResetError,
|
ConnectionResetError,
|
||||||
):
|
) + Sampler.bcast_errors as ipc_err:
|
||||||
# if the feed consumer goes down then drop
|
match ipc_err:
|
||||||
# out of this rate limiter
|
case trio.EndOfChannel():
|
||||||
log.warning(f'{stream} closed')
|
log.info(
|
||||||
|
f'{stream} terminated by peer,\n'
|
||||||
|
f'{ipc_err!r}'
|
||||||
|
)
|
||||||
|
case _:
|
||||||
|
# if the feed consumer goes down then drop
|
||||||
|
# out of this rate limiter
|
||||||
|
log.warning(
|
||||||
|
f'{stream} closed due to,\n'
|
||||||
|
f'{ipc_err!r}'
|
||||||
|
)
|
||||||
|
|
||||||
await stream.aclose()
|
await stream.aclose()
|
||||||
return
|
return
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -31,6 +31,7 @@ from pathlib import Path
|
||||||
from pprint import pformat
|
from pprint import pformat
|
||||||
from typing import (
|
from typing import (
|
||||||
Any,
|
Any,
|
||||||
|
Callable,
|
||||||
Sequence,
|
Sequence,
|
||||||
Hashable,
|
Hashable,
|
||||||
TYPE_CHECKING,
|
TYPE_CHECKING,
|
||||||
|
|
@ -56,7 +57,7 @@ from piker.brokers import (
|
||||||
)
|
)
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from ..accounting import (
|
from piker.accounting import (
|
||||||
Asset,
|
Asset,
|
||||||
MktPair,
|
MktPair,
|
||||||
)
|
)
|
||||||
|
|
@ -149,57 +150,68 @@ class SymbologyCache(Struct):
|
||||||
'Implement `Client.get_assets()`!'
|
'Implement `Client.get_assets()`!'
|
||||||
)
|
)
|
||||||
|
|
||||||
if get_mkt_pairs := getattr(client, 'get_mkt_pairs', None):
|
get_mkt_pairs: Callable|None = getattr(
|
||||||
|
client,
|
||||||
pairs: dict[str, Struct] = await get_mkt_pairs()
|
'get_mkt_pairs',
|
||||||
for bs_fqme, pair in pairs.items():
|
None,
|
||||||
|
)
|
||||||
# NOTE: every backend defined pair should
|
if not get_mkt_pairs:
|
||||||
# declare it's ns path for roundtrip
|
|
||||||
# serialization lookup.
|
|
||||||
if not getattr(pair, 'ns_path', None):
|
|
||||||
raise TypeError(
|
|
||||||
f'Pair-struct for {self.mod.name} MUST define a '
|
|
||||||
'`.ns_path: str`!\n'
|
|
||||||
f'{pair}'
|
|
||||||
)
|
|
||||||
|
|
||||||
entry = await self.mod.get_mkt_info(pair.bs_fqme)
|
|
||||||
if not entry:
|
|
||||||
continue
|
|
||||||
|
|
||||||
mkt: MktPair
|
|
||||||
pair: Struct
|
|
||||||
mkt, _pair = entry
|
|
||||||
assert _pair is pair, (
|
|
||||||
f'`{self.mod.name}` backend probably has a '
|
|
||||||
'keying-symmetry problem between the pair-`Struct` '
|
|
||||||
'returned from `Client.get_mkt_pairs()`and the '
|
|
||||||
'module level endpoint: `.get_mkt_info()`\n\n'
|
|
||||||
"Here's the struct diff:\n"
|
|
||||||
f'{_pair - pair}'
|
|
||||||
)
|
|
||||||
# NOTE XXX: this means backends MUST implement
|
|
||||||
# a `Struct.bs_mktid: str` field to provide
|
|
||||||
# a native-keyed map to their own symbol
|
|
||||||
# set(s).
|
|
||||||
self.pairs[pair.bs_mktid] = pair
|
|
||||||
|
|
||||||
# NOTE: `MktPair`s are keyed here using piker's
|
|
||||||
# internal FQME schema so that search,
|
|
||||||
# accounting and feed init can be accomplished
|
|
||||||
# a sane, uniform, normalized basis.
|
|
||||||
self.mktmaps[mkt.fqme] = mkt
|
|
||||||
|
|
||||||
self.pair_ns_path: str = tractor.msg.NamespacePath.from_ref(
|
|
||||||
pair,
|
|
||||||
)
|
|
||||||
|
|
||||||
else:
|
|
||||||
log.warning(
|
log.warning(
|
||||||
'No symbology cache `Pair` support for `{provider}`..\n'
|
'No symbology cache `Pair` support for `{provider}`..\n'
|
||||||
'Implement `Client.get_mkt_pairs()`!'
|
'Implement `Client.get_mkt_pairs()`!'
|
||||||
)
|
)
|
||||||
|
return self
|
||||||
|
|
||||||
|
pairs: dict[str, Struct] = await get_mkt_pairs()
|
||||||
|
if not pairs:
|
||||||
|
log.warning(
|
||||||
|
'No pairs from intial {provider!r} sym-cache request?\n\n'
|
||||||
|
'`Client.get_mkt_pairs()` -> {pairs!r} ?'
|
||||||
|
)
|
||||||
|
return self
|
||||||
|
|
||||||
|
for bs_fqme, pair in pairs.items():
|
||||||
|
if not getattr(pair, 'ns_path', None):
|
||||||
|
# XXX: every backend defined pair must declare
|
||||||
|
# a `.ns_path: tractor.NamespacePath` to enable
|
||||||
|
# roundtrip serialization lookup from a local
|
||||||
|
# cache file.
|
||||||
|
raise TypeError(
|
||||||
|
f'Pair-struct for {self.mod.name} MUST define a '
|
||||||
|
'`.ns_path: str`!\n\n'
|
||||||
|
f'{pair!r}'
|
||||||
|
)
|
||||||
|
|
||||||
|
entry = await self.mod.get_mkt_info(pair.bs_fqme)
|
||||||
|
if not entry:
|
||||||
|
continue
|
||||||
|
|
||||||
|
mkt: MktPair
|
||||||
|
pair: Struct
|
||||||
|
mkt, _pair = entry
|
||||||
|
assert _pair is pair, (
|
||||||
|
f'`{self.mod.name}` backend probably has a '
|
||||||
|
'keying-symmetry problem between the pair-`Struct` '
|
||||||
|
'returned from `Client.get_mkt_pairs()`and the '
|
||||||
|
'module level endpoint: `.get_mkt_info()`\n\n'
|
||||||
|
"Here's the struct diff:\n"
|
||||||
|
f'{_pair - pair}'
|
||||||
|
)
|
||||||
|
# NOTE XXX: this means backends MUST implement
|
||||||
|
# a `Struct.bs_mktid: str` field to provide
|
||||||
|
# a native-keyed map to their own symbol
|
||||||
|
# set(s).
|
||||||
|
self.pairs[pair.bs_mktid] = pair
|
||||||
|
|
||||||
|
# NOTE: `MktPair`s are keyed here using piker's
|
||||||
|
# internal FQME schema so that search,
|
||||||
|
# accounting and feed init can be accomplished
|
||||||
|
# a sane, uniform, normalized basis.
|
||||||
|
self.mktmaps[mkt.fqme] = mkt
|
||||||
|
|
||||||
|
self.pair_ns_path: str = tractor.msg.NamespacePath.from_ref(
|
||||||
|
pair,
|
||||||
|
)
|
||||||
|
|
||||||
return self
|
return self
|
||||||
|
|
||||||
|
|
|
||||||
30
piker/log.py
30
piker/log.py
|
|
@ -19,6 +19,10 @@ Log like a forester!
|
||||||
"""
|
"""
|
||||||
import logging
|
import logging
|
||||||
import json
|
import json
|
||||||
|
import reprlib
|
||||||
|
from typing import (
|
||||||
|
Callable,
|
||||||
|
)
|
||||||
|
|
||||||
import tractor
|
import tractor
|
||||||
from pygments import (
|
from pygments import (
|
||||||
|
|
@ -84,3 +88,29 @@ def colorize_json(
|
||||||
# likeable styles: algol_nu, tango, monokai
|
# likeable styles: algol_nu, tango, monokai
|
||||||
formatters.TerminalTrueColorFormatter(style=style)
|
formatters.TerminalTrueColorFormatter(style=style)
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
|
# TODO, eventually defer to the version in `modden` once
|
||||||
|
# it becomes a dep!
|
||||||
|
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
|
||||||
|
|
|
||||||
125
pyproject.toml
125
pyproject.toml
|
|
@ -23,7 +23,7 @@ name = "piker"
|
||||||
version = "0.1.0a0dev0"
|
version = "0.1.0a0dev0"
|
||||||
description = "trading gear for hackers"
|
description = "trading gear for hackers"
|
||||||
authors = [{ name = "Tyler Goodlet", email = "goodboy_foss@protonmail.com" }]
|
authors = [{ name = "Tyler Goodlet", email = "goodboy_foss@protonmail.com" }]
|
||||||
requires-python = ">=3.12, <3.13"
|
requires-python = ">=3.12"
|
||||||
license = "AGPL-3.0-or-later"
|
license = "AGPL-3.0-or-later"
|
||||||
readme = "README.rst"
|
readme = "README.rst"
|
||||||
keywords = [
|
keywords = [
|
||||||
|
|
@ -39,8 +39,8 @@ classifiers = [
|
||||||
"Operating System :: POSIX :: Linux",
|
"Operating System :: POSIX :: Linux",
|
||||||
"Programming Language :: Python :: Implementation :: CPython",
|
"Programming Language :: Python :: Implementation :: CPython",
|
||||||
"Programming Language :: Python :: 3 :: Only",
|
"Programming Language :: Python :: 3 :: Only",
|
||||||
"Programming Language :: Python :: 3.11",
|
|
||||||
"Programming Language :: Python :: 3.12",
|
"Programming Language :: Python :: 3.12",
|
||||||
|
"Programming Language :: Python :: 3.13",
|
||||||
"Intended Audience :: Financial and Insurance Industry",
|
"Intended Audience :: Financial and Insurance Industry",
|
||||||
"Intended Audience :: Science/Research",
|
"Intended Audience :: Science/Research",
|
||||||
"Intended Audience :: Developers",
|
"Intended Audience :: Developers",
|
||||||
|
|
@ -49,13 +49,13 @@ classifiers = [
|
||||||
dependencies = [
|
dependencies = [
|
||||||
"async-generator >=1.10, <2.0.0",
|
"async-generator >=1.10, <2.0.0",
|
||||||
"attrs >=23.1.0, <24.0.0",
|
"attrs >=23.1.0, <24.0.0",
|
||||||
"bidict >=0.22.1, <0.23.0",
|
"bidict >=0.23.1",
|
||||||
"colorama >=0.4.6, <0.5.0",
|
"colorama >=0.4.6, <0.5.0",
|
||||||
"colorlog >=6.7.0, <7.0.0",
|
"colorlog >=6.7.0, <7.0.0",
|
||||||
"ib-insync >=0.9.86, <0.10.0",
|
"ib-insync >=0.9.86, <0.10.0",
|
||||||
"numba >=0.59.0, <0.60.0",
|
"numpy>=2.0",
|
||||||
"numpy >=1.25, <2.0",
|
"polars >=0.20.6",
|
||||||
"polars >=0.18.13, <0.19.0",
|
"polars-fuzzy-match>=0.1.5",
|
||||||
"pygments >=2.16.1, <3.0.0",
|
"pygments >=2.16.1, <3.0.0",
|
||||||
"rich >=13.5.2, <14.0.0",
|
"rich >=13.5.2, <14.0.0",
|
||||||
"tomli >=2.0.1, <3.0.0",
|
"tomli >=2.0.1, <3.0.0",
|
||||||
|
|
@ -63,21 +63,27 @@ dependencies = [
|
||||||
"trio-util >=0.7.0, <0.8.0",
|
"trio-util >=0.7.0, <0.8.0",
|
||||||
"trio-websocket >=0.10.3, <0.11.0",
|
"trio-websocket >=0.10.3, <0.11.0",
|
||||||
"typer >=0.9.0, <1.0.0",
|
"typer >=0.9.0, <1.0.0",
|
||||||
"rapidfuzz >=3.5.2, <4.0.0",
|
"trio >=0.27",
|
||||||
"pdbp >=1.5.0, <2.0.0",
|
"pendulum",
|
||||||
"trio >=0.24, <0.25",
|
|
||||||
"pendulum >=3.0.0, <4.0.0",
|
|
||||||
"httpx >=0.27.0, <0.28.0",
|
"httpx >=0.27.0, <0.28.0",
|
||||||
"cryptofeed >=2.4.0, <3.0.0",
|
"cryptofeed >=2.4.0, <3.0.0",
|
||||||
"pyarrow >=17.0.0, <18.0.0",
|
"pyarrow>=18.0.0",
|
||||||
"websockets ==12.0",
|
"websockets ==12.0",
|
||||||
"msgspec",
|
"msgspec>=0.19.0,<0.20",
|
||||||
"tractor",
|
"tractor",
|
||||||
"asyncvnc",
|
|
||||||
"tomlkit",
|
"tomlkit",
|
||||||
|
"trio-typing>=0.10.0",
|
||||||
|
"numba>=0.61.0",
|
||||||
|
"pyvnc",
|
||||||
]
|
]
|
||||||
|
# ------ dependencies ------
|
||||||
|
|
||||||
[project.optional-dependencies]
|
|
||||||
|
# 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
|
||||||
|
|
||||||
|
[dependency-groups]
|
||||||
uis = [
|
uis = [
|
||||||
# https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies
|
# https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies
|
||||||
# TODO: make sure the levenshtein shit compiles on nix..
|
# TODO: make sure the levenshtein shit compiles on nix..
|
||||||
|
|
@ -90,12 +96,11 @@ uis = [
|
||||||
# for consideration,
|
# for consideration,
|
||||||
# - 'visidata'
|
# - 'visidata'
|
||||||
|
|
||||||
# TODO: add an `--only daemon` group for running non-ui / pikerd
|
"qdarkstyle >=3.0.2, <4.0.0",
|
||||||
# service tree in distributed mode B)
|
"pyqt6 >=6.7.0, <7.0.0",
|
||||||
# https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies
|
"pyqtgraph",
|
||||||
]
|
]
|
||||||
|
|
||||||
[dependency-groups]
|
|
||||||
# TODO: a toolset that makes debugging a `pikerd` service (tree) easy
|
# TODO: a toolset that makes debugging a `pikerd` service (tree) easy
|
||||||
# to hack on directly using more or less the local env:
|
# to hack on directly using more or less the local env:
|
||||||
# - xonsh + xxh
|
# - xonsh + xxh
|
||||||
|
|
@ -104,30 +109,92 @@ uis = [
|
||||||
#
|
#
|
||||||
# console ehancements and eventually remote debugging extras/helpers.
|
# console ehancements and eventually remote debugging extras/helpers.
|
||||||
# use `uv --dev` to enable
|
# use `uv --dev` to enable
|
||||||
dev = [
|
repl = [
|
||||||
"pytest >=6.0.0, <7.0.0",
|
# debug
|
||||||
"elasticsearch >=8.9.0, <9.0.0",
|
"pdbp >=1.5.0, <2.0.0",
|
||||||
"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",
|
"greenback >=1.1.1, <2.0.0",
|
||||||
"ruff>=0.9.6",
|
"xonsh",
|
||||||
|
"prompt-toolkit ==3.0.40",
|
||||||
|
"pyperclip>=1.9.0",
|
||||||
|
|
||||||
]
|
]
|
||||||
|
testing = [
|
||||||
|
"pytest",
|
||||||
|
]
|
||||||
|
de = [
|
||||||
|
# DE-specific
|
||||||
|
"i3ipc>=2.2.1",
|
||||||
|
]
|
||||||
|
dev = [
|
||||||
|
# https://docs.astral.sh/uv/concepts/projects/dependencies/#development-dependencies
|
||||||
|
"cython >=3.0.0, <4.0.0",
|
||||||
|
|
||||||
|
# nested deps-groups
|
||||||
|
# https://docs.astral.sh/uv/concepts/projects/dependencies/#nesting-groups
|
||||||
|
{include-group = 'uis'},
|
||||||
|
{include-group = 'repl'},
|
||||||
|
{include-group = 'testing'},
|
||||||
|
{include-group = 'de'},
|
||||||
|
]
|
||||||
|
lint = [
|
||||||
|
# XXX, with flake.nix needs to be from nixpkgs
|
||||||
|
"ruff>=0.9.6"
|
||||||
|
#
|
||||||
|
# ^TODO? these markers don't work; use deps-flags for now?
|
||||||
|
# ; os_name != 'nixos' and platform_system != 'NixOS'",
|
||||||
|
# ; defined('IN_NIX_SHELL')",
|
||||||
|
]
|
||||||
|
dbs = [
|
||||||
|
"elasticsearch >=8.9.0, <9.0.0",
|
||||||
|
]
|
||||||
|
# ------ dependency-groups ------
|
||||||
|
|
||||||
|
|
||||||
|
[tool.pytest.ini_options]
|
||||||
|
# https://docs.pytest.org/en/stable/reference/reference.html#configuration-options
|
||||||
|
testpaths = [
|
||||||
|
"tests",
|
||||||
|
]
|
||||||
|
# https://docs.pytest.org/en/stable/reference/reference.html#confval-console_output_style
|
||||||
|
console_output_style = 'progress'
|
||||||
|
|
||||||
|
# https://docs.pytest.org/en/stable/how-to/plugins.html#disabling-plugins-from-autoloading
|
||||||
|
# https://docs.pytest.org/en/stable/how-to/plugins.html#deactivating-unregistering-a-plugin-by-name
|
||||||
|
addopts = '-p no:xonsh'
|
||||||
|
# ------ tool.pytest ------
|
||||||
|
|
||||||
|
|
||||||
[project.scripts]
|
[project.scripts]
|
||||||
piker = "piker.cli:cli"
|
piker = "piker.cli:cli"
|
||||||
pikerd = "piker.cli:pikerd"
|
pikerd = "piker.cli:pikerd"
|
||||||
ledger = "piker.accounting.cli:ledger"
|
ledger = "piker.accounting.cli:ledger"
|
||||||
|
# ------ project.scripts ------
|
||||||
|
|
||||||
[tool.hatch.build.targets.sdist]
|
[tool.hatch.build.targets.sdist]
|
||||||
include = ["piker"]
|
include = ["piker"]
|
||||||
|
|
||||||
[tool.hatch.build.targets.wheel]
|
[tool.hatch.build.targets.wheel]
|
||||||
include = ["piker"]
|
include = ["piker"]
|
||||||
|
# ------ tool.hatch ------
|
||||||
|
|
||||||
|
|
||||||
|
# TODO? move to a `uv.toml`?
|
||||||
|
[tool.uv]
|
||||||
|
python-preference = 'system'
|
||||||
|
python-downloads = 'manual'
|
||||||
|
# https://docs.astral.sh/uv/concepts/projects/dependencies/#default-groups
|
||||||
|
default-groups = ['uis', 'dev']
|
||||||
|
# ------ tool.uv ------
|
||||||
|
|
||||||
|
|
||||||
[tool.uv.sources]
|
[tool.uv.sources]
|
||||||
pyqtgraph = { git = "https://github.com/pikers/pyqtgraph.git" }
|
pyqtgraph = { git = "https://github.com/pikers/pyqtgraph.git" }
|
||||||
asyncvnc = { git = "https://github.com/pikers/asyncvnc.git", branch = "main" }
|
|
||||||
tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" }
|
tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" }
|
||||||
msgspec = { git = "https://github.com/jcrist/msgspec.git" }
|
pyvnc = { git = "https://github.com/regulad/pyvnc.git" }
|
||||||
tractor = { path = "../tractor", editable = true }
|
|
||||||
|
# XXX since, we're like, always hacking new shite all-the-time. Bp
|
||||||
|
tractor = { git = "https://github.com/goodboy/tractor.git", branch ="piker_pin" }
|
||||||
|
# tractor = { git = "https://pikers.dev/goodboy/tractor", branch = "piker_pin" }
|
||||||
|
# tractor = { git = "https://pikers.dev/goodboy/tractor", branch = "main" }
|
||||||
|
# ------ goodboy ------
|
||||||
|
# hackin dev-envs, usually there's something new he's hackin in..
|
||||||
|
# tractor = { path = "../tractor", editable = true }
|
||||||
|
|
|
||||||
|
|
@ -62,8 +62,9 @@ ignore-init-module-imports = false
|
||||||
fixable = ["ALL"]
|
fixable = ["ALL"]
|
||||||
unfixable = []
|
unfixable = []
|
||||||
|
|
||||||
|
# TODO? uhh why no work!?
|
||||||
# Allow unused variables when underscore-prefixed.
|
# Allow unused variables when underscore-prefixed.
|
||||||
dummy-variable-rgx = "^(_+|(_+[a-zA-Z0-9_]*[a-zA-Z0-9]+?))$"
|
# dummy-variable-rgx = "^(_+|(_+[a-zA-Z0-9_]*[a-zA-Z0-9]+?))$"
|
||||||
|
|
||||||
[format]
|
[format]
|
||||||
# Use single quotes in `ruff format`.
|
# Use single quotes in `ruff format`.
|
||||||
|
|
|
||||||
Loading…
Reference in New Issue