diff --git a/default.nix b/default.nix index 33b2d5da..2c7d8215 100644 --- a/default.nix +++ b/default.nix @@ -1,130 +1,82 @@ with (import {}); +with python312Packages; let glibStorePath = lib.getLib glib; - zstdStorePath = lib.getLib zstd; - dbusStorePath = lib.getLib dbus; - libGLStorePath = lib.getLib libGL; - freetypeStorePath = lib.getLib freetype; + qtpyStorePath = lib.getLib qtpy; + pyqt6StorePath = lib.getLib pyqt6; + pyqt6SipStorePath = lib.getLib pyqt6-sip; qt6baseStorePath = lib.getLib qt6.qtbase; - fontconfigStorePath = lib.getLib fontconfig; - libxkbcommonStorePath = lib.getLib libxkbcommon; - xcbutilcursorStorePath = lib.getLib xcb-util-cursor; - - qtpyStorePath = lib.getLib python312Packages.qtpy; - pyqt6StorePath = lib.getLib python312Packages.pyqt6; - pyqt6SipStorePath = lib.getLib python312Packages.pyqt6-sip; - rapidfuzzStorePath = lib.getLib python312Packages.rapidfuzz; - qdarkstyleStorePath = lib.getLib python312Packages.qdarkstyle; - - xorgLibX11StorePath = lib.getLib xorg.libX11; - xorgLibxcbStorePath = lib.getLib xorg.libxcb; - xorgxcbutilwmStorePath = lib.getLib xorg.xcbutilwm; - xorgxcbutilimageStorePath = lib.getLib xorg.xcbutilimage; - xorgxcbutilerrorsStorePath = lib.getLib xorg.xcbutilerrors; - xorgxcbutilkeysymsStorePath = lib.getLib xorg.xcbutilkeysyms; - xorgxcbutilrenderutilStorePath = lib.getLib xorg.xcbutilrenderutil; + rapidfuzzStorePath = lib.getLib rapidfuzz; + qdarkstyleStorePath = lib.getLib qdarkstyle; in stdenv.mkDerivation { - name = "piker-qt6-uv"; + name = "piker-qt6-poetry-shell"; buildInputs = [ # System requirements. glib - dbus - zstd - libGL - freetype qt6.qtbase libgcc.lib - fontconfig - libxkbcommon - - # Xorg requirements - xcb-util-cursor - xorg.libxcb - xorg.libX11 - xorg.xcbutilwm - xorg.xcbutilimage - xorg.xcbutilerrors - xorg.xcbutilkeysyms - xorg.xcbutilrenderutil # Python requirements. python312Full - python312Packages.uv - python312Packages.qdarkstyle - python312Packages.rapidfuzz - python312Packages.pyqt6 - python312Packages.qtpy + poetry-core + qdarkstyle + rapidfuzz + pyqt6 + qtpy ]; src = null; shellHook = '' set -e + export LD_LIBRARY_PATH=$LD_LIBRARY_PATH:${libgcc.lib}/lib:${glibStorePath}/lib + # Set the Qt plugin path # export QT_DEBUG_PLUGINS=1 - QTBASE_PATH="${qt6baseStorePath}/lib" - QT_PLUGIN_PATH="$QTBASE_PATH/qt-6/plugins" - QT_QPA_PLATFORM_PLUGIN_PATH="$QT_PLUGIN_PATH/platforms" + QTBASE_PATH="${qt6baseStorePath}" + echo "qtbase path: $QTBASE_PATH" + echo "" + export QT_PLUGIN_PATH="$QTBASE_PATH/lib/qt-6/plugins" + export QT_QPA_PLATFORM_PLUGIN_PATH="$QT_PLUGIN_PATH/platforms" + echo "qt plugin path: $QT_PLUGIN_PATH" + echo "" - LIB_GCC_PATH="${libgcc.lib}/lib" - GLIB_PATH="${glibStorePath}/lib" - ZSTD_PATH="${zstdStorePath}/lib" - DBUS_PATH="${dbusStorePath}/lib" - LIBGL_PATH="${libGLStorePath}/lib" - FREETYPE_PATH="${freetypeStorePath}/lib" - FONTCONFIG_PATH="${fontconfigStorePath}/lib" - LIB_XKB_COMMON_PATH="${libxkbcommonStorePath}/lib" + # Maybe create venv & install deps + poetry install --with uis - XCB_UTIL_CURSOR_PATH="${xcbutilcursorStorePath}/lib" - XORG_LIB_X11_PATH="${xorgLibX11StorePath}/lib" - XORG_LIB_XCB_PATH="${xorgLibxcbStorePath}/lib" - XORG_XCB_UTIL_IMAGE_PATH="${xorgxcbutilimageStorePath}/lib" - XORG_XCB_UTIL_WM_PATH="${xorgxcbutilwmStorePath}/lib" - XORG_XCB_UTIL_RENDER_UTIL_PATH="${xorgxcbutilrenderutilStorePath}/lib" - XORG_XCB_UTIL_KEYSYMS_PATH="${xorgxcbutilkeysymsStorePath}/lib" - XORG_XCB_UTIL_ERRORS_PATH="${xorgxcbutilerrorsStorePath}/lib" + # Use pyqt6 from System, patch activate script + ACTIVATE_SCRIPT_PATH="$(poetry env info --path)/bin/activate" - LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QTBASE_PATH" - LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_PLUGIN_PATH" - LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_QPA_PLATFORM_PLUGIN_PATH" + export RPDFUZZ_PATH="${rapidfuzzStorePath}/lib/python3.12/site-packages" + export QDRKSTYLE_PATH="${qdarkstyleStorePath}/lib/python3.12/site-packages" + export QTPY_PATH="${qtpyStorePath}/lib/python3.12/site-packages" + export PYQT6_PATH="${pyqt6StorePath}/lib/python3.12/site-packages" + export PYQT6_SIP_PATH="${pyqt6SipStorePath}/lib/python3.12/site-packages" + echo "rapidfuzz at: $RPDFUZZ_PATH" + echo "qdarkstyle at: $QDRKSTYLE_PATH" + echo "qtpy at: $QTPY_PATH" + echo "pyqt6 at: $PYQT6_PATH" + echo "pyqt6-sip at: $PYQT6_SIP_PATH" + echo "" - LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIB_GCC_PATH" - LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$DBUS_PATH" - LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$GLIB_PATH" - LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$ZSTD_PATH" - LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIBGL_PATH" - LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$FONTCONFIG_PATH" - LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$FREETYPE_PATH" - LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIB_XKB_COMMON_PATH" + PATCH="export PYTHONPATH=\"" - LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XCB_UTIL_CURSOR_PATH" - LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_LIB_X11_PATH" - LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_LIB_XCB_PATH" - LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_IMAGE_PATH" - LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_WM_PATH" - LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_RENDER_UTIL_PATH" - LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_KEYSYMS_PATH" - LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_ERRORS_PATH" + PATCH="$PATCH\$RPDFUZZ_PATH" + PATCH="$PATCH:\$QDRKSTYLE_PATH" + PATCH="$PATCH:\$QTPY_PATH" + PATCH="$PATCH:\$PYQT6_PATH" + PATCH="$PATCH:\$PYQT6_SIP_PATH" - export LD_LIBRARY_PATH + PATCH="$PATCH\"" - RPDFUZZ_PATH="${rapidfuzzStorePath}/lib/python3.12/site-packages" - QDRKSTYLE_PATH="${qdarkstyleStorePath}/lib/python3.12/site-packages" - QTPY_PATH="${qtpyStorePath}/lib/python3.12/site-packages" - PYQT6_PATH="${pyqt6StorePath}/lib/python3.12/site-packages" - PYQT6_SIP_PATH="${pyqt6SipStorePath}/lib/python3.12/site-packages" - - PATCH="$PATCH:$RPDFUZZ_PATH" - PATCH="$PATCH:$QDRKSTYLE_PATH" - PATCH="$PATCH:$QTPY_PATH" - PATCH="$PATCH:$PYQT6_PATH" - PATCH="$PATCH:$PYQT6_SIP_PATH" - - export PATCH - - # Install deps - uv lock + if grep -q "$PATCH" "$ACTIVATE_SCRIPT_PATH"; then + echo "venv is already patched." + else + echo "patching $ACTIVATE_SCRIPT_PATH to use pyqt6 from nixos..." + sed -i "\$i$PATCH" $ACTIVATE_SCRIPT_PATH + fi + poetry shell ''; } diff --git a/piker/accounting/_pos.py b/piker/accounting/_pos.py index 1b305009..5952418f 100644 --- a/piker/accounting/_pos.py +++ b/piker/accounting/_pos.py @@ -30,7 +30,8 @@ from types import ModuleType from typing import ( Any, Iterator, - Generator + Generator, + TYPE_CHECKING, ) import pendulum @@ -59,8 +60,10 @@ from ..clearing._messages import ( BrokerdPosition, ) from piker.types import Struct -from piker.data._symcache import SymbologyCache -from ..log import get_logger +from piker.log import get_logger + +if TYPE_CHECKING: + from piker.data._symcache import SymbologyCache log = get_logger(__name__) @@ -493,6 +496,17 @@ class Account(Struct): _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]: ''' Update the internal `.pps[str, Position]` table from input @@ -535,11 +549,32 @@ class Account(Struct): if _mktmap_table is None: 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 # mktmap table for the case where a new position is # being added and the preloaded symcache didn't # 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)): @@ -656,7 +691,7 @@ class Account(Struct): def write_config(self) -> None: ''' 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? diff --git a/piker/brokers/__init__.py b/piker/brokers/__init__.py index 0c328d9f..e096af16 100644 --- a/piker/brokers/__init__.py +++ b/piker/brokers/__init__.py @@ -51,6 +51,7 @@ __brokers__: list[str] = [ 'ib', 'kraken', 'kucoin', + 'deribit', # broken but used to work # 'questrade', @@ -61,7 +62,6 @@ __brokers__: list[str] = [ # wstrade # iex - # deribit # bitso ] diff --git a/piker/brokers/_daemon.py b/piker/brokers/_daemon.py index 5efb03dd..da92f246 100644 --- a/piker/brokers/_daemon.py +++ b/piker/brokers/_daemon.py @@ -23,6 +23,7 @@ from __future__ import annotations from contextlib import ( asynccontextmanager as acm, ) +from functools import partial from types import ModuleType from typing import ( TYPE_CHECKING, @@ -190,14 +191,17 @@ def broker_init( async def spawn_brokerd( - brokername: str, loglevel: str | None = None, **tractor_kwargs, ) -> bool: + ''' + Spawn a `brokerd.` subactor service daemon + using `pikerd`'s service mngr. + ''' from piker.service._util import log # use service mngr log log.info(f'Spawning {brokername} broker daemon') @@ -217,27 +221,35 @@ async def spawn_brokerd( # ask `pikerd` to spawn a new sub-actor and manage it under its # actor nursery - from piker.service import Services - + from piker.service import ( + get_service_mngr, + ServiceMngr, + ) dname: str = tractor_kwargs.pop('name') # f'brokerd.{brokername}' - portal = await Services.actor_n.start_actor( - dname, - enable_modules=_data_mods + tractor_kwargs.pop('enable_modules'), - debug_mode=Services.debug_mode, + mngr: ServiceMngr = get_service_mngr() + ctx: tractor.Context = await mngr.start_service( + daemon_name=dname, + ctx_ep=partial( + # signature of target root-task endpoint + daemon_fixture_ep, + + # passed to daemon_fixture_ep(**kwargs) + brokername=brokername, + loglevel=loglevel, + ), + debug_mode=mngr.debug_mode, + loglevel=loglevel, + enable_modules=( + _data_mods + + + tractor_kwargs.pop('enable_modules') + ), **tractor_kwargs ) - - # NOTE: the service mngr expects an already spawned actor + its - # portal ref in order to do non-blocking setup of brokerd - # service nursery. - await Services.start_service_task( - dname, - portal, - - # signature of target root-task endpoint - daemon_fixture_ep, - brokername=brokername, - loglevel=loglevel, + assert ( + not ctx.cancel_called + and ctx.portal # parent side + and dname in ctx.chan.uid # subactor is named as desired ) return True @@ -262,8 +274,7 @@ async def maybe_spawn_brokerd( from piker.service import maybe_spawn_daemon async with maybe_spawn_daemon( - - f'brokerd.{brokername}', + service_name=f'brokerd.{brokername}', service_task_target=spawn_brokerd, spawn_args={ 'brokername': brokername, diff --git a/piker/brokers/binance/api.py b/piker/brokers/binance/api.py index 2d1c4ee6..f163162e 100644 --- a/piker/brokers/binance/api.py +++ b/piker/brokers/binance/api.py @@ -567,6 +567,7 @@ class Client: ) -> str: return { 'USDTM': 'usdtm_futes', + 'SPOT': 'spot', # 'COINM': 'coin_futes', # ^-TODO-^ bc someone might want it..? }[pair.venue] diff --git a/piker/brokers/binance/venues.py b/piker/brokers/binance/venues.py index dce0ea95..2c025fe1 100644 --- a/piker/brokers/binance/venues.py +++ b/piker/brokers/binance/venues.py @@ -181,7 +181,6 @@ class FutesPair(Pair): quoteAsset: str # 'USDT', quotePrecision: int # 8, requiredMarginPercent: float # '5.0000', - settlePlan: int # 0, timeInForce: list[str] # ['GTC', 'IOC', 'FOK', 'GTX'], triggerProtect: float # '0.0500', underlyingSubType: list[str] # ['PoW'], diff --git a/piker/brokers/deribit/__init__.py b/piker/brokers/deribit/__init__.py index 4c0c1850..5e87a708 100644 --- a/piker/brokers/deribit/__init__.py +++ b/piker/brokers/deribit/__init__.py @@ -25,6 +25,7 @@ from .api import ( get_client, ) from .feed import ( + get_mkt_info, open_history_client, open_symbol_search, stream_quotes, @@ -34,15 +35,20 @@ from .feed import ( # open_trade_dialog, # norm_trade_records, # ) +from .venues import ( + OptionPair, +) log = get_logger(__name__) __all__ = [ 'get_client', # 'trades_dialogue', + 'get_mkt_info', 'open_history_client', 'open_symbol_search', 'stream_quotes', + 'OptionPair', # 'norm_trade_records', ] diff --git a/piker/brokers/deribit/api.py b/piker/brokers/deribit/api.py index 03cc301e..3b19ff59 100644 --- a/piker/brokers/deribit/api.py +++ b/piker/brokers/deribit/api.py @@ -19,10 +19,14 @@ Deribit backend. ''' import asyncio +from collections import ChainMap from contextlib import ( asynccontextmanager as acm, ) from datetime import datetime +from decimal import ( + Decimal, +) from functools import partial import time from typing import ( @@ -31,7 +35,7 @@ from typing import ( Callable, ) -import pendulum +from pendulum import now import trio from trio_typing import TaskStatus from rapidfuzz import process as fuzzy @@ -51,7 +55,25 @@ from cryptofeed.defines import ( OPTION, CALL, PUT ) from cryptofeed.symbols import Symbol - +# types for managing the cb callbacks. +# from cryptofeed.types import L1Book +from .venues import ( + _ws_url, + MarketType, + PAIRTYPES, + Pair, + OptionPair, + JSONRPCResult, + JSONRPCChannel, + KLinesResult, + Trade, + LastTradesResult, +) +from piker.accounting import ( + Asset, + digits_to_dec, + MktPair, +) from piker.data import ( def_iohlcv_fields, match_from_pairs, @@ -74,57 +96,6 @@ _spawn_kwargs = { } -_url = 'https://www.deribit.com' -_ws_url = 'wss://www.deribit.com/ws/api/v2' -_testnet_ws_url = 'wss://test.deribit.com/ws/api/v2' - - -class JSONRPCResult(Struct): - jsonrpc: str = '2.0' - id: int - result: Optional[list[dict]] = None - error: Optional[dict] = None - usIn: int - usOut: int - usDiff: int - testnet: bool - -class JSONRPCChannel(Struct): - jsonrpc: str = '2.0' - method: str - params: dict - - -class KLinesResult(Struct): - close: list[float] - cost: list[float] - high: list[float] - low: list[float] - open: list[float] - status: str - ticks: list[int] - volume: list[float] - -class Trade(Struct): - trade_seq: int - trade_id: str - timestamp: int - tick_direction: int - price: float - mark_price: float - iv: float - instrument_name: str - index_price: float - direction: str - combo_trade_id: Optional[int] = 0, - combo_id: Optional[str] = '', - amount: float - -class LastTradesResult(Struct): - trades: list[Trade] - has_more: bool - - # convert datetime obj timestamp to unixtime in milliseconds def deribit_timestamp(when): return int((when.timestamp() * 1000) + (when.microsecond / 1000)) @@ -142,13 +113,15 @@ def str_to_cb_sym(name: str) -> Symbol: else: raise Exception("Couldn\'t parse option type") + new_expiry_date = get_values_from_cb_normalized_date(expiry_date) + return Symbol( - base, quote, + base=base, + quote=quote, type=OPTION, strike_price=strike_price, option_type=option_type, - expiry_date=expiry_date, - expiry_normalize=False) + expiry_date=new_expiry_date) def piker_sym_to_cb_sym(name: str) -> Symbol: @@ -159,83 +132,138 @@ def piker_sym_to_cb_sym(name: str) -> Symbol: if option_type == 'P': option_type = PUT - elif option_type == 'C': + elif option_type == 'C': option_type = CALL else: raise Exception("Couldn\'t parse option type") return Symbol( - base, quote, + base=base, + quote=quote, type=OPTION, strike_price=strike_price, option_type=option_type, - expiry_date=expiry_date.upper()) + expiry_date=expiry_date) def cb_sym_to_deribit_inst(sym: Symbol): - # cryptofeed normalized - cb_norm = ['F', 'G', 'H', 'J', 'K', 'M', 'N', 'Q', 'U', 'V', 'X', 'Z'] - - # deribit specific - months = ['JAN', 'FEB', 'MAR', 'APR', 'MAY', 'JUN', 'JUL', 'AUG', 'SEP', 'OCT', 'NOV', 'DEC'] - - exp = sym.expiry_date - - # YYMDD - # 01234 - year, month, day = ( - exp[:2], months[cb_norm.index(exp[2:3])], exp[3:]) - + new_expiry_date = get_values_from_cb_normalized_date(sym.expiry_date) otype = 'C' if sym.option_type == CALL else 'P' - return f'{sym.base}-{day}{month}{year}-{sym.strike_price}-{otype}' + return f'{sym.base}-{new_expiry_date}-{sym.strike_price}-{otype}' + + +def get_values_from_cb_normalized_date(expiry_date: str) -> str: + # deribit specific + cb_norm = [ + 'F', 'G', 'H', 'J', + 'K', 'M', 'N', 'Q', + 'U', 'V', 'X', 'Z' + ] + months = [ + 'JAN', 'FEB', 'MAR', 'APR', + 'MAY', 'JUN', 'JUL', 'AUG', + 'SEP', 'OCT', 'NOV', 'DEC' + ] + # YYMDD + # 01234 + day, month, year = ( + expiry_date[3:], + months[cb_norm.index(expiry_date[2:3])], + expiry_date[:2] + ) + return f'{day}{month}{year}' def get_config() -> dict[str, Any]: - conf, path = config.load() + conf: dict + path: Path + conf, path = config.load( + conf_name='brokers', + touch_if_dne=True, + ) + section: dict = {} section = conf.get('deribit') - - # TODO: document why we send this, basically because logging params for cryptofeed - conf['log'] = {} - conf['log']['disabled'] = True - if section is None: log.warning(f'No config section found for deribit in {path}') + return {} - return conf + conf_option = section.get('option', {}) + section.clear # clear the dict to reuse it + section['deribit'] = {} + section['deribit']['key_id'] = conf_option.get('api_key') + section['deribit']['key_secret'] = conf_option.get('api_secret') + + section['log'] = {} + section['log']['filename'] = 'feedhandler.log' + section['log']['level'] = 'DEBUG' + + return section class Client: - def __init__(self, json_rpc: Callable) -> None: - self._pairs: dict[str, Any] = None + def __init__( + self, + + json_rpc: Callable + + ) -> None: + self._pairs: ChainMap[str, Pair] = ChainMap() config = get_config().get('deribit', {}) - if ('key_id' in config) and ('key_secret' in config): - self._key_id = config['key_id'] - self._key_secret = config['key_secret'] - - else: - self._key_id = None - self._key_secret = None + self._key_id = config.get('key_id') + self._key_secret = config.get('key_secret') self.json_rpc = json_rpc - @property - def currencies(self): - return ['btc', 'eth', 'sol', 'usd'] + self._auth_ts = None + self._auth_renew_ts = 5 # seconds to renew auth - async def get_balances(self, kind: str = 'option') -> dict[str, float]: + async def _json_rpc_auth_wrapper(self, *args, **kwargs) -> JSONRPCResult: + + """Background task that adquires a first access token and then will + refresh the access token. + + https://docs.deribit.com/?python#authentication-2 + """ + access_scope = 'trade:read_write' + current_ts = time.time() + + if not self._auth_ts or current_ts - self._auth_ts < self._auth_renew_ts: + # if we are close to token expiry time + + params = { + 'grant_type': 'client_credentials', + 'client_id': self._key_id, + 'client_secret': self._key_secret, + 'scope': access_scope + } + + resp = await self.json_rpc('public/auth', params) + result = resp.result + + self._auth_ts = time.time() + result['expires_in'] + + return await self.json_rpc(*args, **kwargs) + + + + + async def get_balances( + self, + kind: str = 'option' + ) -> dict[str, float]: """Return the set of positions for this account by symbol. """ balances = {} for currency in self.currencies: - resp = await self.json_rpc( + resp = await self._json_rpc_auth_wrapper( 'private/get_positions', params={ 'currency': currency.upper(), 'kind': kind}) @@ -244,20 +272,46 @@ class Client: return balances - async def get_assets(self) -> dict[str, float]: + async def get_assets( + self, + venue: str | None = None, + + ) -> dict[str, Asset]: """Return the set of asset balances for this account by symbol. """ - balances = {} + assets = {} + resp = await self._json_rpc_auth_wrapper( + 'public/get_currencies', + params={} + ) + currencies = resp.result + for currency in currencies: + name = currency['currency'] + tx_tick = digits_to_dec(currency['fee_precision']) + atype='crypto_currency' + assets[name] = Asset( + name=name, + atype=atype, + tx_tick=tx_tick) - for currency in self.currencies: - resp = await self.json_rpc( - 'private/get_account_summary', params={ - 'currency': currency.upper()}) + instruments = await self.symbol_info(currency=name) + for instrument in instruments: + pair = instruments[instrument] + assets[pair.symbol] = Asset( + name=pair.symbol, + atype=pair.venue, + tx_tick=pair.size_tick) - balances[currency] = resp.result['balance'] + return assets - return balances + async def get_mkt_pairs(self) -> dict[str, Pair]: + flat: dict[str, Pair] = {} + for key in self._pairs: + item = self._pairs.get(key) + flat[item.bs_fqme] = item + + return flat async def submit_limit( self, @@ -274,7 +328,7 @@ class Client: 'type': 'limit', 'price': price, } - resp = await self.json_rpc( + resp = await self._json_rpc_auth_wrapper( f'private/{action}', params) return resp.result @@ -282,10 +336,32 @@ class Client: async def submit_cancel(self, oid: str): """Send cancel request for order id """ - resp = await self.json_rpc( + resp = await self._json_rpc_auth_wrapper( 'private/cancel', {'order_id': oid}) return resp.result + async def exch_info( + self, + sym: str | None = None, + + venue: MarketType = 'option', + expiry: str | None = None, + + ) -> dict[str, Pair] | Pair: + + pair_table: dict[str, Pair] = self._pairs + + if ( + sym + and (cached_pair := pair_table.get(sym)) + ): + return cached_pair + + if sym: + return pair_table[sym] + else: + return self._pairs + async def symbol_info( self, instrument: Optional[str] = None, @@ -293,7 +369,7 @@ class Client: kind: str = 'option', expired: bool = False - ) -> dict[str, dict]: + ) -> dict[str, Pair] | Pair: ''' Get symbol infos. @@ -308,28 +384,65 @@ class Client: 'expired': str(expired).lower() } - resp: JSONRPCResult = await self.json_rpc( + resp: JSONRPCResult = await self._json_rpc_auth_wrapper( 'public/get_instruments', params, ) # convert to symbol-keyed table + pair_type: Type = PAIRTYPES[kind] results: list[dict] | None = resp.result - instruments: dict[str, dict] = { - item['instrument_name'].lower(): item - for item in results - } + + instruments: dict[str, Pair] = {} + for item in results: + symbol=item['instrument_name'].lower() + try: + pair: Pair = pair_type( + symbol=symbol, + **item + ) + except Exception as e: + e.add_note( + "\nDon't panic, prolly stupid deribit changed their symbology schema again..\n" + 'Check out their API docs here:\n\n' + 'https://docs.deribit.com/?python#deribit-api-v2-1-1' + ) + raise + + instruments[symbol] = pair if instrument is not None: - return instruments[instrument] + return instruments[instrument.lower()] else: return instruments async def cache_symbols( self, - ) -> dict: + venue: MarketType = 'option', - if not self._pairs: - self._pairs = await self.symbol_info() + ) -> None: + # lookup internal mkt-specific pair table to update + pair_table: dict[str, Pair] = self._pairs + + # make API request(s) + mkt_pairs = await self.symbol_info() + + if not mkt_pairs: + raise SymbolNotFound(f'No market pairs found!?:\n{resp}') + + pairs_view_subtable: dict[str, Pair] = {} + + for instrument in mkt_pairs: + pair_type: Type = PAIRTYPES[venue] + + pair: Pair = pair_type(**mkt_pairs[instrument].to_dict()) + + pair_table[pair.symbol.upper()] = pair + + # update an additional top-level-cross-venue-table + # `._pairs: ChainMap` for search B0 + pairs_view_subtable[pair.bs_fqme] = pair + + self._pairs.maps.append(pairs_view_subtable) return self._pairs @@ -337,37 +450,35 @@ class Client: self, pattern: str, limit: int = 30, - ) -> dict[str, Any]: + ) -> dict[str, Pair]: ''' Fuzzy search symbology set for pairs matching `pattern`. ''' - pairs: dict[str, Any] = await self.symbol_info() - matches: dict[str, Pair] = match_from_pairs( + pairs: dict[str, Pair] = await self.exch_info() + + return match_from_pairs( pairs=pairs, query=pattern.upper(), score_cutoff=35, limit=limit ) - # repack in name-keyed table - return { - pair['instrument_name'].lower(): pair - for pair in matches.values() - } - async def bars( self, - symbol: str, + mkt: MktPair, + start_dt: Optional[datetime] = None, end_dt: Optional[datetime] = None, + limit: int = 1000, as_np: bool = True, - ) -> dict: - instrument = symbol + + ) -> list[tuple] | np.ndarray: + instrument: str = mkt.bs_fqme.split('.')[0] if end_dt is None: - end_dt = pendulum.now('UTC') + end_dt = now('UTC') if start_dt is None: start_dt = end_dt.start_of( @@ -377,7 +488,7 @@ class Client: end_time = deribit_timestamp(end_dt) # https://docs.deribit.com/#public-get_tradingview_chart_data - resp = await self.json_rpc( + resp = await self._json_rpc_auth_wrapper( 'public/get_tradingview_chart_data', params={ 'instrument_name': instrument.upper(), @@ -387,36 +498,34 @@ class Client: }) result = KLinesResult(**resp.result) - new_bars = [] + new_bars: list[tuple] = [] for i in range(len(result.close)): - _open = result.open[i] - high = result.high[i] - low = result.low[i] - close = result.close[i] - volume = result.volume[i] - - row = [ + row = [ (start_time + (i * (60 * 1000))) / 1000.0, # time result.open[i], result.high[i], result.low[i], result.close[i], - result.volume[i], - 0 + result.volume[i] ] new_bars.append((i,) + tuple(row)) - array = np.array(new_bars, dtype=def_iohlcv_fields) if as_np else klines - return array + if not as_np: + return result + + return np.array( + new_bars, + dtype=def_iohlcv_fields + ) async def last_trades( self, instrument: str, count: int = 10 ): - resp = await self.json_rpc( + resp = await self._json_rpc_auth_wrapper( 'public/get_last_trades_by_instrument', params={ 'instrument_name': instrument, @@ -428,78 +537,17 @@ class Client: @acm async def get_client( - is_brokercheck: bool = False + is_brokercheck: bool = False, + venue: MarketType = 'option', ) -> Client: async with ( trio.open_nursery() as n, open_jsonrpc_session( - _testnet_ws_url, dtype=JSONRPCResult) as json_rpc + _ws_url, response_type=JSONRPCResult + ) as json_rpc ): client = Client(json_rpc) - - _refresh_token: Optional[str] = None - _access_token: Optional[str] = None - - async def _auth_loop( - task_status: TaskStatus = trio.TASK_STATUS_IGNORED - ): - """Background task that adquires a first access token and then will - refresh the access token while the nursery isn't cancelled. - - https://docs.deribit.com/?python#authentication-2 - """ - renew_time = 10 - access_scope = 'trade:read_write' - _expiry_time = time.time() - got_access = False - nonlocal _refresh_token - nonlocal _access_token - - while True: - if time.time() - _expiry_time < renew_time: - # if we are close to token expiry time - - if _refresh_token != None: - # if we have a refresh token already dont need to send - # secret - params = { - 'grant_type': 'refresh_token', - 'refresh_token': _refresh_token, - 'scope': access_scope - } - - else: - # we don't have refresh token, send secret to initialize - params = { - 'grant_type': 'client_credentials', - 'client_id': client._key_id, - 'client_secret': client._key_secret, - 'scope': access_scope - } - - resp = await json_rpc('public/auth', params) - result = resp.result - - _expiry_time = time.time() + result['expires_in'] - _refresh_token = result['refresh_token'] - - if 'access_token' in result: - _access_token = result['access_token'] - - if not got_access: - # first time this loop runs we must indicate task is - # started, we have auth - got_access = True - task_status.started() - - else: - await trio.sleep(renew_time / 2) - - # if we have client creds launch auth loop - if client._key_id is not None: - await n.start(_auth_loop) - await client.cache_symbols() yield client n.cancel_scope.cancel() @@ -523,7 +571,7 @@ async def maybe_open_feed_handler() -> trio.abc.ReceiveStream: async def aio_price_feed_relay( fh: FeedHandler, - instrument: Symbol, + instrument: str, from_trio: asyncio.Queue, to_trio: trio.abc.SendChannel, ) -> None: @@ -542,21 +590,33 @@ async def aio_price_feed_relay( 'symbol': cb_sym_to_deribit_inst( str_to_cb_sym(data.symbol)).lower(), 'ticks': [ - {'type': 'bid', - 'price': float(data.bid_price), 'size': float(data.bid_size)}, - {'type': 'bsize', - 'price': float(data.bid_price), 'size': float(data.bid_size)}, - {'type': 'ask', - 'price': float(data.ask_price), 'size': float(data.ask_size)}, - {'type': 'asize', - 'price': float(data.ask_price), 'size': float(data.ask_size)} + { + 'type': 'bid', + 'price': float(data.bid_price), + 'size': float(data.bid_size) + }, + { + 'type': 'bsize', + 'price': float(data.bid_price), + 'size': float(data.bid_size) + }, + { + 'type': 'ask', + 'price': float(data.ask_price), + 'size': float(data.ask_size) + }, + { + 'type': 'asize', + 'price': float(data.ask_price), + 'size': float(data.ask_size) + } ] })) - + sym: Symbol = piker_sym_to_cb_sym(instrument) fh.add_feed( DERIBIT, channels=[TRADES, L1_BOOK], - symbols=[piker_sym_to_cb_sym(instrument)], + symbols=[sym], callbacks={ TRADES: _trade, L1_BOOK: _l1 @@ -597,9 +657,9 @@ async def maybe_open_price_feed( async with maybe_open_context( acm_func=open_price_feed, kwargs={ - 'instrument': instrument + 'instrument': instrument.split('.')[0] }, - key=f'{instrument}-price', + key=f'{instrument.split('.')[0]}-price', ) as (cache_hit, feed): if cache_hit: yield broadcast_receiver(feed, 10) @@ -664,10 +724,10 @@ async def maybe_open_order_feed( async with maybe_open_context( acm_func=open_order_feed, kwargs={ - 'instrument': instrument, + 'instrument': instrument.split('.')[0], 'fh': fh }, - key=f'{instrument}-order', + key=f'{instrument.split('.')[0]}-order', ) as (cache_hit, feed): if cache_hit: yield broadcast_receiver(feed, 10) diff --git a/piker/brokers/deribit/feed.py b/piker/brokers/deribit/feed.py index 821aab87..e32e31d2 100644 --- a/piker/brokers/deribit/feed.py +++ b/piker/brokers/deribit/feed.py @@ -21,18 +21,33 @@ Deribit backend. from contextlib import asynccontextmanager as acm from datetime import datetime from typing import Any, Optional, Callable +from pprint import pformat import time import trio from trio_typing import TaskStatus -import pendulum +from pendulum import ( + from_timestamp, + now, +) from rapidfuzz import process as fuzzy import numpy as np import tractor -from piker.brokers import open_cached_client +from piker.accounting import ( + MktPair, + unpack_fqme, +) +from piker.brokers import ( + open_cached_client, + NoData, +) +from piker._cacheables import ( + async_lifo_cache, +) from piker.log import get_logger, get_console_log from piker.data import ShmArray +from piker.data.validate import FeedInit from piker.brokers._util import ( BrokerError, DataUnavailable, @@ -47,9 +62,13 @@ from cryptofeed.symbols import Symbol from .api import ( Client, Trade, get_config, - str_to_cb_sym, piker_sym_to_cb_sym, cb_sym_to_deribit_inst, + piker_sym_to_cb_sym, cb_sym_to_deribit_inst, maybe_open_price_feed ) +from .venues import ( + Pair, + OptionPair, +) _spawn_kwargs = { 'infect_asyncio': True, @@ -64,36 +83,107 @@ async def open_history_client( mkt: MktPair, ) -> tuple[Callable, int]: - fnstrument: str = mkt.bs_fqme # TODO implement history getter for the new storage layer. async with open_cached_client('deribit') as client: async def get_ohlc( - end_dt: Optional[datetime] = None, - start_dt: Optional[datetime] = None, + timeframe: float, + end_dt: datetime | None = None, + start_dt: datetime | None = None, ) -> tuple[ np.ndarray, datetime, # start datetime, # end ]: + if timeframe != 60: + raise DataUnavailable('Only 1m bars are supported') - array = await client.bars( - instrument, + array: np.ndarray = await client.bars( + mkt, start_dt=start_dt, end_dt=end_dt, ) if len(array) == 0: - raise DataUnavailable + raise NoData( + f'No frame for {start_dt} -> {end_dt}\n' + ) - start_dt = pendulum.from_timestamp(array[0]['time']) - end_dt = pendulum.from_timestamp(array[-1]['time']) + start_dt = from_timestamp(array[0]['time']) + end_dt = from_timestamp(array[-1]['time']) + + times = array['time'] + if not times.any(): + raise ValueError( + 'Bad frame with null-times?\n\n' + f'{times}' + ) + + if end_dt is None: + inow: int = round(time.time()) + if (inow - times[-1]) > 60: + await tractor.pause() return array, start_dt, end_dt yield get_ohlc, {'erlangs': 3, 'rate': 3} +@async_lifo_cache() +async def get_mkt_info( + fqme: str, + +) -> tuple[MktPair, Pair] | None: + + # uppercase since kraken bs_mktid is always upper + if 'deribit' not in fqme.lower(): + fqme += '.deribit' + + mkt_mode: str = '' + broker, mkt_ep, venue, expiry = unpack_fqme(fqme) + + # NOTE: we always upper case all tokens to be consistent with + # binance's symbology style for pairs, like `BTCUSDT`, but in + # theory we could also just keep things lower case; as long as + # we're consistent and the symcache matches whatever this func + # returns, always! + expiry: str = expiry.upper() + venue: str = venue.upper() + venue_lower: str = venue.lower() + + mkt_mode: str = 'option' + + async with open_cached_client( + 'deribit', + ) as client: + + assets: dict[str, Asset] = await client.get_assets() + pair_str: str = mkt_ep.lower() + + pair: Pair = await client.exch_info( + sym=pair_str, + ) + mkt_mode = pair.venue + client.mkt_mode = mkt_mode + + dst: Asset | None = assets.get(pair.bs_dst_asset) + src: Asset | None = assets.get(pair.bs_src_asset) + + mkt = MktPair( + dst=dst, + src=src, + price_tick=pair.price_tick, + size_tick=pair.size_tick, + bs_mktid=pair.symbol, + expiry=pair.expiry, + venue=mkt_mode, + broker='deribit', + _atype=mkt_mode, + _fqme_without_src=True, + ) + return mkt, pair + + async def stream_quotes( send_chan: trio.abc.SendChannel, @@ -108,31 +198,26 @@ async def stream_quotes( # XXX: required to propagate ``tractor`` loglevel to piker logging get_console_log(loglevel or tractor.current_actor().loglevel) - sym = symbols[0] + sym = symbols[0].split('.')[0] + + init_msgs: list[FeedInit] = [] async with ( open_cached_client('deribit') as client, send_chan as send_chan ): - init_msgs = { - # pass back token, and bool, signalling if we're the writer - # and that history has been written - sym: { - 'symbol_info': { - 'asset_type': 'option', - 'price_tick_size': 0.0005 - }, - 'shm_write_opts': {'sum_tick_vml': False}, - 'fqsn': sym, - }, - } + mkt, pair = await get_mkt_info(sym) + # build out init msgs according to latest spec + init_msgs.append( + FeedInit(mkt_info=mkt) + ) nsym = piker_sym_to_cb_sym(sym) async with maybe_open_price_feed(sym) as stream: - cache = await client.cache_symbols() + cache = client._pairs last_trades = (await client.last_trades( cb_sym_to_deribit_inst(nsym), count=1)).trades @@ -174,12 +259,21 @@ async def open_symbol_search( async with open_cached_client('deribit') as client: # load all symbols locally for fast search - cache = await client.cache_symbols() + cache = client._pairs await ctx.started() async with ctx.open_stream() as stream: + pattern: str async for pattern in stream: - # repack in dict form - await stream.send( - await client.search_symbols(pattern)) + # NOTE: pattern fuzzy-matching is done within + # the methd impl. + pairs: dict[str, Pair] = await client.search_symbols( + pattern, + ) + # repack in fqme-keyed table + byfqme: dict[str, Pair] = {} + for pair in pairs.values(): + byfqme[pair.bs_fqme] = pair + + await stream.send(byfqme) diff --git a/piker/brokers/deribit/venues.py b/piker/brokers/deribit/venues.py new file mode 100644 index 00000000..91a1583f --- /dev/null +++ b/piker/brokers/deribit/venues.py @@ -0,0 +1,191 @@ +# piker: trading gear for hackers +# Copyright (C) Tyler Goodlet (in stewardship for pikers) + +# This program is free software: you can redistribute it and/or modify +# it under the terms of the GNU Affero General Public License as published by +# the Free Software Foundation, either version 3 of the License, or +# (at your option) any later version. + +# This program is distributed in the hope that it will be useful, +# but WITHOUT ANY WARRANTY; without even the implied warranty of +# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the +# GNU Affero General Public License for more details. + +# You should have received a copy of the GNU Affero General Public License +# along with this program. If not, see . + +""" +Per market data-type definitions and schemas types. + +""" +from __future__ import annotations +import pendulum +from typing import ( + Literal, +) +from decimal import Decimal + +from msgspec import field + +from piker.types import Struct + + +# API endpoint paths by venue / sub-API +_domain: str = 'deribit.com' +_url = f'https://www.{_domain}' + +# WEBsocketz +_ws_url: str = f'wss://www.{_domain}/ws/api/v2' + +# test nets +_testnet_ws_url: str = f'wss://test.{_domain}/ws/api/v2' + +MarketType = Literal[ + 'option' +] + + +def get_api_eps(venue: MarketType) -> tuple[str, str]: + ''' + Return API ep root paths per venue. + + ''' + return { + 'option': ( + _ws_url, + ), + }[venue] + + +class Pair(Struct, frozen=True, kw_only=True): + + symbol: str + + # src + quote_currency: str # 'BTC' + + # dst + base_currency: str # "BTC", + + tick_size: float # 0.0001 # [{'above_price': 0.005, 'tick_size': 0.0005}] + tick_size_steps: list[dict[str, float]] + + @property + def price_tick(self) -> Decimal: + return Decimal(str(self.tick_size_steps[0]['above_price'])) + + @property + def size_tick(self) -> Decimal: + return Decimal(str(self.tick_size)) + + @property + def bs_fqme(self) -> str: + return f'{self.symbol}' + + @property + def bs_mktid(self) -> str: + return f'{self.symbol}.{self.venue}' + + +class OptionPair(Pair, frozen=True): + + taker_commission: float # 0.0003 + strike: float # 5000.0 + settlement_period: str # 'day' + settlement_currency: str # "BTC", + rfq: bool # false + price_index: str # 'btc_usd' + option_type: str # 'call' + min_trade_amount: float # 0.1 + maker_commission: float # 0.0003 + kind: str # 'option' + is_active: bool # true + instrument_type: str # 'reversed' + instrument_name: str # 'BTC-1SEP24-55000-C' + instrument_id: int # 364671 + expiration_timestamp: int # 1725177600000 + creation_timestamp: int # 1724918461000 + counter_currency: str # 'USD' + contract_size: float # '1.0' + block_trade_tick_size: float # '0.0001' + block_trade_min_trade_amount: int # '25' + block_trade_commission: float # '0.003' + + + # NOTE: see `.data._symcache.SymbologyCache.load()` for why + ns_path: str = 'piker.brokers.deribit:OptionPair' + + @property + def expiry(self) -> str: + iso_date = pendulum.from_timestamp(self.expiration_timestamp / 1000).isoformat() + return iso_date + + @property + def venue(self) -> str: + return 'option' + + @property + def bs_fqme(self) -> str: + return f'{self.symbol}' + + @property + def bs_src_asset(self) -> str: + return f'{self.quote_currency}' + + @property + def bs_dst_asset(self) -> str: + return f'{self.symbol}' + + +PAIRTYPES: dict[MarketType, Pair] = { + 'option': OptionPair, +} + + +class JSONRPCResult(Struct): + id: int + usIn: int + usOut: int + usDiff: int + testnet: bool + jsonrpc: str = '2.0' + error: Optional[dict] = None + result: Optional[list[dict]] = None + +class JSONRPCChannel(Struct): + method: str + params: dict + jsonrpc: str = '2.0' + + +class KLinesResult(Struct): + low: list[float] + cost: list[float] + high: list[float] + open: list[float] + close: list[float] + ticks: list[int] + status: str + volume: list[float] + +class Trade(Struct): + iv: float + price: float + amount: float + trade_id: str + contracts: float + direction: str + trade_seq: int + timestamp: int + mark_price: float + index_price: float + tick_direction: int + instrument_name: str + combo_id: Optional[str] = '', + combo_trade_id: Optional[int] = 0, + block_trade_id: Optional[str] = '', + block_trade_leg_count: Optional[int] = 0, + +class LastTradesResult(Struct): + trades: list[Trade] + has_more: bool diff --git a/piker/brokers/kucoin.py b/piker/brokers/kucoin.py index 0f5961ae..1dda64e7 100755 --- a/piker/brokers/kucoin.py +++ b/piker/brokers/kucoin.py @@ -111,6 +111,10 @@ class KucoinMktPair(Struct, frozen=True): quoteMaxSize: float quoteMinSize: float symbol: str # our bs_mktid, kucoin's internal id + feeCategory: int + makerFeeCoefficient: float + takerFeeCoefficient: float + st: bool class AccountTrade(Struct, frozen=True): @@ -593,7 +597,7 @@ async def get_client() -> AsyncGenerator[Client, None]: ''' async with ( httpx.AsyncClient( - base_url=f'https://api.kucoin.com/api', + base_url='https://api.kucoin.com/api', ) as trio_client, ): client = Client(httpx_client=trio_client) @@ -637,7 +641,7 @@ async def open_ping_task( await trio.sleep((ping_interval - 1000) / 1000) await ws.send_msg({'id': connect_id, 'type': 'ping'}) - log.info('Starting ping task for kucoin ws connection') + log.warning('Starting ping task for kucoin ws connection') n.start_soon(ping_server) yield @@ -649,9 +653,14 @@ async def open_ping_task( async def get_mkt_info( fqme: str, -) -> tuple[MktPair, KucoinMktPair]: +) -> tuple[ + MktPair, + KucoinMktPair, +]: ''' - Query for and return a `MktPair` and `KucoinMktPair`. + Query for and return both a `piker.accounting.MktPair` and + `KucoinMktPair` from provided `fqme: str` + (fully-qualified-market-endpoint). ''' async with open_cached_client('kucoin') as client: @@ -726,6 +735,8 @@ async def stream_quotes( log.info(f'Starting up quote stream(s) for {symbols}') for sym_str in symbols: + mkt: MktPair + pair: KucoinMktPair mkt, pair = await get_mkt_info(sym_str) init_msgs.append( FeedInit(mkt_info=mkt) @@ -733,7 +744,11 @@ async def stream_quotes( ws: NoBsWs token, ping_interval = await client._get_ws_token() - connect_id = str(uuid4()) + log.info('API reported ping_interval: {ping_interval}\n') + + connect_id: str = str(uuid4()) + typ: str + quote: dict async with ( open_autorecon_ws( ( @@ -747,20 +762,37 @@ async def stream_quotes( ), ) as ws, open_ping_task(ws, ping_interval, connect_id), - aclosing(stream_messages(ws, sym_str)) as msg_gen, + aclosing( + iter_normed_quotes( + ws, sym_str + ) + ) as iter_quotes, ): - typ, quote = await anext(msg_gen) + typ, quote = await anext(iter_quotes) - while typ != 'trade': - # take care to not unblock here until we get a real - # trade quote - typ, quote = await anext(msg_gen) + # take care to not unblock here until we get a real + # trade quote? + # ^TODO, remove this right? + # -[ ] what often blocks chart boot/new-feed switching + # since we'ere waiting for a live quote instead of just + # loading history afap.. + # |_ XXX, not sure if we require a bit of rework to core + # feed init logic or if backends justg gotta be + # changed up.. feel like there was some causality + # dilema prolly only seen with IB too.. + # while typ != 'trade': + # typ, quote = await anext(iter_quotes) task_status.started((init_msgs, quote)) feed_is_live.set() - async for typ, msg in msg_gen: - await send_chan.send({sym_str: msg}) + # XXX NOTE, DO NOT include the `.` suffix! + # OW the sampling loop will not broadcast correctly.. + # since `bus._subscribers.setdefault(bs_fqme, set())` + # is used inside `.data.open_feed_bus()` !!! + topic: str = mkt.bs_fqme + async for typ, quote in iter_quotes: + await send_chan.send({topic: quote}) @acm @@ -815,7 +847,7 @@ async def subscribe( ) -async def stream_messages( +async def iter_normed_quotes( ws: NoBsWs, sym: str, @@ -846,6 +878,9 @@ async def stream_messages( yield 'trade', { 'symbol': sym, + # TODO, is 'last' even used elsewhere/a-good + # semantic? can't we just read the ticks with our + # .data.ticktools.frame_ticks()`/ 'last': trade_data.price, 'brokerd_ts': last_trade_ts, 'ticks': [ @@ -938,7 +973,7 @@ async def open_history_client( if end_dt is None: inow = round(time.time()) - print( + log.debug( f'difference in time between load and processing' f'{inow - times[-1]}' ) diff --git a/piker/clearing/_ems.py b/piker/clearing/_ems.py index 3f7045fa..af5fe690 100644 --- a/piker/clearing/_ems.py +++ b/piker/clearing/_ems.py @@ -653,7 +653,11 @@ class Router(Struct): flume = feed.flumes[fqme] first_quote: dict = flume.first_quote book: DarkBook = self.get_dark_book(broker) - book.lasts[fqme]: float = float(first_quote['last']) + + if not (last := first_quote.get('last')): + last: float = flume.rt_shm.array[-1]['close'] + + book.lasts[fqme]: float = float(last) async with self.maybe_open_brokerd_dialog( brokermod=brokermod, @@ -716,7 +720,7 @@ class Router(Struct): subs = self.subscribers[sub_key] sent_some: bool = False - for client_stream in subs: + for client_stream in subs.copy(): try: await client_stream.send(msg) sent_some = True @@ -1010,10 +1014,14 @@ async def translate_and_relay_brokerd_events( status_msg.brokerd_msg = msg status_msg.src = msg.broker_details['name'] - await router.client_broadcast( - status_msg.req.symbol, - status_msg, - ) + if not status_msg.req: + # likely some order change state? + await tractor.pause() + else: + await router.client_broadcast( + status_msg.req.symbol, + status_msg, + ) if status == 'closed': log.info(f'Execution for {oid} is complete!') diff --git a/piker/clearing/_paper_engine.py b/piker/clearing/_paper_engine.py index 0393b2e6..fea9ff8e 100644 --- a/piker/clearing/_paper_engine.py +++ b/piker/clearing/_paper_engine.py @@ -653,6 +653,7 @@ async def open_trade_dialog( # in) use manually constructed table from calling # the `.get_mkt_info()` provider EP above. _mktmap_table=mkt_by_fqme, + only_require=list(mkt_by_fqme), ) pp_msgs: list[BrokerdPosition] = [] diff --git a/piker/cli/__init__.py b/piker/cli/__init__.py index dde7f83c..c88d9b5c 100644 --- a/piker/cli/__init__.py +++ b/piker/cli/__init__.py @@ -335,7 +335,7 @@ def services(config, tl, ports): name='service_query', loglevel=config['loglevel'] if tl else None, ), - tractor.get_arbiter( + tractor.get_registry( host=host, port=ports[0] ) as portal diff --git a/piker/data/_sampling.py b/piker/data/_sampling.py index 7bb0231d..83cd363d 100644 --- a/piker/data/_sampling.py +++ b/piker/data/_sampling.py @@ -25,6 +25,7 @@ from collections import ( defaultdict, ) from contextlib import asynccontextmanager as acm +from functools import partial import time from typing import ( Any, @@ -42,7 +43,7 @@ from tractor.trionics import ( maybe_open_nursery, ) import trio -from trio_typing import TaskStatus +from trio import TaskStatus from .ticktools import ( frame_ticks, @@ -70,6 +71,7 @@ if TYPE_CHECKING: _default_delay_s: float = 1.0 +# TODO: use new `tractor.singleton_acm` API for this! class Sampler: ''' Global sampling engine registry. @@ -79,9 +81,9 @@ class Sampler: This non-instantiated type is meant to be a singleton within a `samplerd` actor-service spawned once by the user wishing to - time-step-sample (real-time) quote feeds, see - ``.service.maybe_open_samplerd()`` and the below - ``register_with_sampler()``. + time-step-sample a (real-time) quote feeds, see + `.service.maybe_open_samplerd()` and the below + `register_with_sampler()`. ''' service_nursery: None | trio.Nursery = None @@ -375,7 +377,10 @@ async def register_with_sampler( assert Sampler.ohlcv_shms # unblock caller - await ctx.started(set(Sampler.ohlcv_shms.keys())) + await ctx.started( + # XXX bc msgpack only allows one array type! + list(Sampler.ohlcv_shms.keys()) + ) if open_index_stream: try: @@ -419,7 +424,6 @@ async def register_with_sampler( async def spawn_samplerd( - loglevel: str | None = None, **extra_tractor_kwargs @@ -429,7 +433,10 @@ async def spawn_samplerd( update and increment count write and stream broadcasting. ''' - from piker.service import Services + from piker.service import ( + get_service_mngr, + ServiceMngr, + ) dname = 'samplerd' log.info(f'Spawning `{dname}`') @@ -437,26 +444,33 @@ async def spawn_samplerd( # singleton lock creation of ``samplerd`` since we only ever want # one daemon per ``pikerd`` proc tree. # TODO: make this built-into the service api? - async with Services.locks[dname + '_singleton']: + mngr: ServiceMngr = get_service_mngr() + already_started: bool = dname in mngr.service_tasks - if dname not in Services.service_tasks: - - portal = await Services.actor_n.start_actor( - dname, - enable_modules=[ - 'piker.data._sampling', - ], - loglevel=loglevel, - debug_mode=Services.debug_mode, # set by pikerd flag - **extra_tractor_kwargs - ) - - await Services.start_service_task( - dname, - portal, + async with mngr._locks[dname + '_singleton']: + ctx: Context = await mngr.start_service( + daemon_name=dname, + ctx_ep=partial( register_with_sampler, period_s=1, sub_for_broadcasts=False, + ), + debug_mode=mngr.debug_mode, # set by pikerd flag + + # proxy-through to tractor + enable_modules=[ + 'piker.data._sampling', + ], + loglevel=loglevel, + **extra_tractor_kwargs + ) + if not already_started: + assert ( + ctx + and + ctx.portal + and + not ctx.cancel_called ) return True @@ -889,6 +903,7 @@ async def uniform_rate_send( # to consumers which crash or lose network connection. # I.e. we **DO NOT** want to crash and propagate up to # ``pikerd`` these kinds of errors! + trio.EndOfChannel, trio.ClosedResourceError, trio.BrokenResourceError, ConnectionResetError, diff --git a/piker/data/_web_bs.py b/piker/data/_web_bs.py index 256b35af..aaca7b41 100644 --- a/piker/data/_web_bs.py +++ b/piker/data/_web_bs.py @@ -273,7 +273,7 @@ async def _reconnect_forever( nobsws._connected.set() await trio.sleep_forever() except HandshakeError: - log.exception(f'Retrying connection') + log.exception('Retrying connection') # ws & nursery block ends @@ -359,8 +359,8 @@ async def open_autorecon_ws( ''' -JSONRPC response-request style machinery for transparent multiplexing of msgs -over a NoBsWs. +JSONRPC response-request style machinery for transparent multiplexing +of msgs over a NoBsWs. ''' @@ -377,16 +377,20 @@ async def open_jsonrpc_session( url: str, start_id: int = 0, response_type: type = JSONRPCResult, - request_type: Optional[type] = None, - request_hook: Optional[Callable] = None, - error_hook: Optional[Callable] = None, + # request_type: Optional[type] = None, + # request_hook: Optional[Callable] = None, + # error_hook: Optional[Callable] = None, ) -> Callable[[str, dict], dict]: + # NOTE, store all request msgs so we can raise errors on the + # caller side! + req_msgs: dict[int, dict] = {} + async with ( trio.open_nursery() as n, open_autorecon_ws(url) as ws ): - rpc_id: Iterable = count(start_id) + rpc_id: Iterable[int] = count(start_id) rpc_results: dict[int, dict] = {} async def json_rpc(method: str, params: dict) -> dict: @@ -394,26 +398,40 @@ async def open_jsonrpc_session( perform a json rpc call and wait for the result, raise exception in case of error field present on response ''' + nonlocal req_msgs + + req_id: int = next(rpc_id) msg = { 'jsonrpc': '2.0', - 'id': next(rpc_id), + 'id': req_id, 'method': method, 'params': params } _id = msg['id'] - rpc_results[_id] = { + result = rpc_results[_id] = { 'result': None, - 'event': trio.Event() + 'error': None, + 'event': trio.Event(), # signal caller resp arrived } + req_msgs[_id] = msg await ws.send_msg(msg) + # wait for reponse before unblocking requester code await rpc_results[_id]['event'].wait() - ret = rpc_results[_id]['result'] + if (maybe_result := result['result']): + ret = maybe_result + del rpc_results[_id] - del rpc_results[_id] + else: + err = result['error'] + raise Exception( + f'JSONRPC request failed\n' + f'req: {msg}\n' + f'resp: {err}\n' + ) if ret.error is not None: raise Exception(json.dumps(ret.error, indent=4)) @@ -428,6 +446,7 @@ async def open_jsonrpc_session( the server side. ''' + nonlocal req_msgs async for msg in ws: match msg: case { @@ -451,15 +470,29 @@ async def open_jsonrpc_session( 'params': _, }: log.debug(f'Recieved\n{msg}') - if request_hook: - await request_hook(request_type(**msg)) + # if request_hook: + # await request_hook(request_type(**msg)) case { 'error': error }: - log.warning(f'Recieved\n{error}') - if error_hook: - await error_hook(response_type(**msg)) + # if error_hook: + # await error_hook(response_type(**msg)) + + # retreive orig request msg, set error + # response in original "result" msg, + # THEN FINALLY set the event to signal caller + # to raise the error in the parent task. + req_id: int = msg['id'] + req_msg: dict = req_msgs[req_id] + result: dict = rpc_results[req_id] + result['error'] = error + result['event'].set() + log.error( + f'JSONRPC request failed\n' + f'req: {req_msg}\n' + f'resp: {error}\n' + ) case _: log.warning(f'Unhandled JSON-RPC msg!?\n{msg}') diff --git a/piker/service/__init__.py b/piker/service/__init__.py index 29360620..beb9c70b 100644 --- a/piker/service/__init__.py +++ b/piker/service/__init__.py @@ -30,7 +30,11 @@ Actor runtime primtives and (distributed) service APIs for, => TODO: maybe to (re)move elsewhere? ''' -from ._mngr import Services as Services +from ._mngr import ( + get_service_mngr as get_service_mngr, + open_service_mngr as open_service_mngr, + ServiceMngr as ServiceMngr, +) from ._registry import ( _tractor_kwargs as _tractor_kwargs, _default_reg_addr as _default_reg_addr, diff --git a/piker/service/_actor_runtime.py b/piker/service/_actor_runtime.py index a4e3ccf2..42440f82 100644 --- a/piker/service/_actor_runtime.py +++ b/piker/service/_actor_runtime.py @@ -21,7 +21,6 @@ from __future__ import annotations import os from typing import ( - Optional, Any, ClassVar, ) @@ -30,13 +29,13 @@ from contextlib import ( ) import tractor -import trio from ._util import ( get_console_log, ) from ._mngr import ( - Services, + open_service_mngr, + ServiceMngr, ) from ._registry import ( # noqa _tractor_kwargs, @@ -59,7 +58,7 @@ async def open_piker_runtime( registry_addrs: list[tuple[str, int]] = [], enable_modules: list[str] = [], - loglevel: Optional[str] = None, + loglevel: str|None = None, # XXX NOTE XXX: you should pretty much never want debug mode # for data daemons when running in production. @@ -69,7 +68,7 @@ async def open_piker_runtime( # and spawn the service tree distributed per that. start_method: str = 'trio', - tractor_runtime_overrides: dict | None = None, + tractor_runtime_overrides: dict|None = None, **tractor_kwargs, ) -> tuple[ @@ -119,6 +118,10 @@ async def open_piker_runtime( # spawn other specialized daemons I think? enable_modules=enable_modules, + # TODO: how to configure this? + # keep it on by default if debug mode is set? + # maybe_enable_greenback=debug_mode, + **tractor_kwargs, ) as actor, @@ -167,12 +170,13 @@ async def open_pikerd( **kwargs, -) -> Services: +) -> ServiceMngr: ''' - Start a root piker daemon with an indefinite lifetime. + Start a root piker daemon actor (aka `pikerd`) with an indefinite + lifetime. - A root actor nursery is created which can be used to create and keep - alive underling services (see below). + A root actor-nursery is created which can be used to spawn and + supervise underling service sub-actors (see below). ''' # NOTE: for the root daemon we always enable the root @@ -199,8 +203,6 @@ async def open_pikerd( root_actor, reg_addrs, ), - tractor.open_nursery() as actor_nursery, - trio.open_nursery() as service_nursery, ): for addr in reg_addrs: if addr not in root_actor.accept_addrs: @@ -209,25 +211,17 @@ async def open_pikerd( 'Maybe you have another daemon already running?' ) - # assign globally for future daemon/task creation - Services.actor_n = actor_nursery - Services.service_n = service_nursery - Services.debug_mode = debug_mode - - try: - yield Services - - finally: - # TODO: is this more clever/efficient? - # if 'samplerd' in Services.service_tasks: - # await Services.cancel_service('samplerd') - service_nursery.cancel_scope.cancel() + mngr: ServiceMngr + async with open_service_mngr( + debug_mode=debug_mode, + ) as mngr: + yield mngr # TODO: do we even need this? # @acm # async def maybe_open_runtime( -# loglevel: Optional[str] = None, +# loglevel: str|None = None, # **kwargs, # ) -> None: @@ -256,7 +250,7 @@ async def maybe_open_pikerd( loglevel: str | None = None, **kwargs, -) -> tractor._portal.Portal | ClassVar[Services]: +) -> tractor._portal.Portal | ClassVar[ServiceMngr]: ''' If no ``pikerd`` daemon-root-actor can be found start it and yield up (we should probably figure out returning a portal to self diff --git a/piker/service/_ahab.py b/piker/service/_ahab.py index 4cccf855..0bdd1688 100644 --- a/piker/service/_ahab.py +++ b/piker/service/_ahab.py @@ -49,7 +49,7 @@ from requests.exceptions import ( ReadTimeout, ) -from ._mngr import Services +from ._mngr import ServiceMngr from ._util import ( log, # sub-sys logger get_console_log, @@ -453,7 +453,7 @@ async def open_ahabd( @acm async def start_ahab_service( - services: Services, + services: ServiceMngr, service_name: str, # endpoint config passed as **kwargs @@ -549,7 +549,8 @@ async def start_ahab_service( log.warning('Failed to cancel root permsed container') except ( - trio.MultiError, + # trio.MultiError, + ExceptionGroup, ) as err: for subexc in err.exceptions: if isinstance(subexc, PermissionError): diff --git a/piker/service/_daemon.py b/piker/service/_daemon.py index 1e7ff096..0cb57291 100644 --- a/piker/service/_daemon.py +++ b/piker/service/_daemon.py @@ -26,14 +26,17 @@ from typing import ( from contextlib import ( asynccontextmanager as acm, ) +from collections import defaultdict import tractor +import trio from ._util import ( log, # sub-sys logger ) from ._mngr import ( - Services, + get_service_mngr, + ServiceMngr, ) from ._actor_runtime import maybe_open_pikerd from ._registry import find_service @@ -41,15 +44,14 @@ from ._registry import find_service @acm async def maybe_spawn_daemon( - service_name: str, service_task_target: Callable, - spawn_args: dict[str, Any], loglevel: str | None = None, singleton: bool = False, + _locks = defaultdict(trio.Lock), **pikerd_kwargs, ) -> tractor.Portal: @@ -67,7 +69,7 @@ async def maybe_spawn_daemon( ''' # serialize access to this section to avoid # 2 or more tasks racing to create a daemon - lock = Services.locks[service_name] + lock = _locks[service_name] await lock.acquire() async with find_service( @@ -132,7 +134,65 @@ async def maybe_spawn_daemon( async with tractor.wait_for_actor(service_name) as portal: lock.release() yield portal - await portal.cancel_actor() + # --- ---- --- + # XXX NOTE XXX + # --- ---- --- + # DO NOT PUT A `portal.cancel_actor()` here (as was prior)! + # + # Doing so will cause an "out-of-band" ctxc + # (`tractor.ContextCancelled`) to be raised inside the + # `ServiceMngr.open_context_in_task()`'s call to + # `ctx.wait_for_result()` AND the internal self-ctxc + # "graceful capture" WILL NOT CATCH IT! + # + # This can cause certain types of operations to raise + # that ctxc BEFORE THEY `return`, resulting in + # a "false-negative" ctxc being raised when really + # nothing actually failed, other then our semantic + # "failure" to suppress an expected, graceful, + # self-cancel scenario.. + # + # bUt wHy duZ It WorK lIKe dis.. + # ------------------------------ + # from the perspective of the `tractor.Context` this + # cancel request was conducted "out of band" since + # `Context.cancel()` was never called and thus the + # `._cancel_called: bool` was never set. Despite the + # remote `.canceller` being set to `pikerd` (i.e. the + # same `Actor.uid` of the raising service-mngr task) the + # service-task's ctx itself was never marked as having + # requested cancellation and thus still raises the ctxc + # bc it was unaware of any such request. + # + # How to make grokin these cases easier tho? + # ------------------------------------------ + # Because `Portal.cancel_actor()` was called it requests + # "full-`Actor`-runtime-cancellation" of it's peer + # process which IS NOT THE SAME as a single inter-actor + # RPC task cancelling its local context with a remote + # peer `Task` in that same peer process. + # + # ?TODO? It might be better if we do one (or all) of the + # following: + # + # -[ ] at least set a special message for the + # `ContextCancelled` when raised locally by the + # unaware ctx task such that we check for the + # `.canceller` being *our `Actor`* and in the case + # where `Context._cancel_called == False` we specially + # note that this is likely an "out-of-band" + # runtime-cancel request triggered by some call to + # `Portal.cancel_actor()`, possibly even reporting the + # exact LOC of that caller by tracking it inside our + # portal-type? + # -[ ] possibly add another field `ContextCancelled` like + # maybe a, + # `.request_type: Literal['os', 'proc', 'actor', + # 'ctx']` type thing which would allow immediately + # being able to tell what kind of cancellation caused + # the unexpected ctxc? + # -[ ] REMOVE THIS COMMENT, once we've settled on how to + # better augment `tractor` to be more explicit on this! async def spawn_emsd( @@ -147,21 +207,22 @@ async def spawn_emsd( """ log.info('Spawning emsd') - portal = await Services.actor_n.start_actor( + smngr: ServiceMngr = get_service_mngr() + portal = await smngr.actor_n.start_actor( 'emsd', enable_modules=[ 'piker.clearing._ems', 'piker.clearing._client', ], loglevel=loglevel, - debug_mode=Services.debug_mode, # set by pikerd flag + debug_mode=smngr.debug_mode, # set by pikerd flag **extra_tractor_kwargs ) # non-blocking setup of clearing service from ..clearing._ems import _setup_persistent_emsd - await Services.start_service_task( + await smngr.start_service_task( 'emsd', portal, diff --git a/piker/service/_mngr.py b/piker/service/_mngr.py index 89e98411..3197bef3 100644 --- a/piker/service/_mngr.py +++ b/piker/service/_mngr.py @@ -18,16 +18,29 @@ daemon-service management API. """ +from __future__ import annotations +from contextlib import ( + asynccontextmanager as acm, + # contextmanager as cm, +) from collections import defaultdict +from dataclasses import ( + dataclass, + field, +) +import functools +import inspect from typing import ( Callable, Any, ) -import trio -from trio_typing import TaskStatus +import msgspec import tractor +import trio +from trio import TaskStatus from tractor import ( + ActorNursery, current_actor, ContextCancelled, Context, @@ -39,6 +52,130 @@ from ._util import ( ) +# TODO: implement a singleton deco-API for wrapping the below +# factory's impl for general actor-singleton use? +# +# @singleton +# async def open_service_mngr( +# **init_kwargs, +# ) -> ServiceMngr: +# ''' +# Note this function body is invoke IFF no existing singleton instance already +# exists in this proc's memory. + +# ''' +# # setup +# yield ServiceMngr(**init_kwargs) +# # teardown + + + +# TODO: singleton factory API instead of a class API +@acm +async def open_service_mngr( + *, + debug_mode: bool = False, + + # impl deat which ensures a single global instance + _singleton: list[ServiceMngr|None] = [None], + **init_kwargs, + +) -> ServiceMngr: + ''' + Open a multi-subactor-as-service-daemon tree supervisor. + + The delivered `ServiceMngr` is a singleton instance for each + actor-process and is allocated on first open and never + de-allocated unless explicitly deleted by al call to + `del_service_mngr()`. + + ''' + # TODO: factor this an allocation into + # a `._mngr.open_service_mngr()` and put in the + # once-n-only-once setup/`.__aenter__()` part! + # -[ ] how to make this only happen on the `mngr == None` case? + # |_ use `.trionics.maybe_open_context()` (for generic + # async-with-style-only-once of the factory impl, though + # what do we do for the allocation case? + # / `.maybe_open_nursery()` (since for this specific case + # it's simpler?) to activate + async with ( + tractor.open_nursery() as an, + trio.open_nursery() as tn, + ): + # impl specific obvi.. + init_kwargs.update({ + 'actor_n': an, + 'service_n': tn, + }) + + mngr: ServiceMngr|None + if (mngr := _singleton[0]) is None: + + log.info('Allocating a new service mngr!') + mngr = _singleton[0] = ServiceMngr(**init_kwargs) + + # TODO: put into `.__aenter__()` section of + # eventual `@singleton_acm` API wrapper. + # + # assign globally for future daemon/task creation + mngr.actor_n = an + mngr.service_n = tn + + else: + assert ( + mngr.actor_n + and + mngr.service_tn + ) + log.info( + 'Using extant service mngr!\n\n' + f'{mngr!r}\n' # it has a nice `.__repr__()` of services state + ) + + try: + # NOTE: this is a singleton factory impl specific detail + # which should be supported in the condensed + # `@singleton_acm` API? + mngr.debug_mode = debug_mode + + yield mngr + finally: + # TODO: is this more clever/efficient? + # if 'samplerd' in mngr.service_tasks: + # await mngr.cancel_service('samplerd') + tn.cancel_scope.cancel() + + + +def get_service_mngr() -> ServiceMngr: + ''' + Try to get the singleton service-mngr for this actor presuming it + has already been allocated using, + + .. code:: python + + async with open_<@singleton_acm(func)>() as mngr` + ... this block kept open ... + + If not yet allocated raise a `ServiceError`. + + ''' + # https://stackoverflow.com/a/12627202 + # https://docs.python.org/3/library/inspect.html#inspect.Signature + maybe_mngr: ServiceMngr|None = inspect.signature( + open_service_mngr + ).parameters['_singleton'].default[0] + + if maybe_mngr is None: + raise RuntimeError( + 'Someone must allocate a `ServiceMngr` using\n\n' + '`async with open_service_mngr()` beforehand!!\n' + ) + + return maybe_mngr + + # TODO: we need remote wrapping and a general soln: # - factor this into a ``tractor.highlevel`` extension # pack for the # library. @@ -46,31 +183,46 @@ from ._util import ( # to the pikerd actor for starting services remotely! # - prolly rename this to ActorServicesNursery since it spawns # new actors and supervises them to completion? -class Services: +@dataclass +class ServiceMngr: +# class ServiceMngr(msgspec.Struct): + ''' + A multi-subactor-as-service manager. - actor_n: tractor._supervise.ActorNursery + Spawn, supervise and monitor service/daemon subactors in a SC + process tree. + + ''' + actor_n: ActorNursery service_n: trio.Nursery - debug_mode: bool # tractor sub-actor debug mode flag + debug_mode: bool = False # tractor sub-actor debug mode flag + service_tasks: dict[ str, tuple[ trio.CancelScope, + Context, Portal, trio.Event, ] - ] = {} - locks = defaultdict(trio.Lock) + ] = field(default_factory=dict) + + # internal per-service task mutexs + _locks = defaultdict(trio.Lock) - @classmethod async def start_service_task( self, name: str, portal: Portal, + + # TODO: typevar for the return type of the target and then + # use it below for `ctx_res`? target: Callable, + allow_overruns: bool = False, **ctx_kwargs, - ) -> (trio.CancelScope, Context): + ) -> (trio.CancelScope, Context, Any): ''' Open a context in a service sub-actor, add to a stack that gets unwound at ``pikerd`` teardown. @@ -83,6 +235,7 @@ class Services: task_status: TaskStatus[ tuple[ trio.CancelScope, + Context, trio.Event, Any, ] @@ -90,64 +243,87 @@ class Services: ) -> Any: + # TODO: use the ctx._scope directly here instead? + # -[ ] actually what semantics do we expect for this + # usage!? with trio.CancelScope() as cs: + try: + async with portal.open_context( + target, + allow_overruns=allow_overruns, + **ctx_kwargs, - async with portal.open_context( - target, - allow_overruns=allow_overruns, - **ctx_kwargs, + ) as (ctx, started): - ) as (ctx, first): - - # unblock once the remote context has started - complete = trio.Event() - task_status.started((cs, complete, first)) - log.info( - f'`pikerd` service {name} started with value {first}' - ) - try: + # unblock once the remote context has started + complete = trio.Event() + task_status.started(( + cs, + ctx, + complete, + started, + )) + log.info( + f'`pikerd` service {name} started with value {started}' + ) # wait on any context's return value # and any final portal result from the # sub-actor. - ctx_res: Any = await ctx.result() + ctx_res: Any = await ctx.wait_for_result() # NOTE: blocks indefinitely until cancelled # either by error from the target context # function or by being cancelled here by the # surrounding cancel scope. - return (await portal.result(), ctx_res) - except ContextCancelled as ctxe: - canceller: tuple[str, str] = ctxe.canceller - our_uid: tuple[str, str] = current_actor().uid - if ( - canceller != portal.channel.uid - and - canceller != our_uid - ): - log.cancel( - f'Actor-service {name} was remotely cancelled?\n' - f'remote canceller: {canceller}\n' - f'Keeping {our_uid} alive, ignoring sub-actor cancel..\n' - ) - else: - raise + return ( + await portal.wait_for_result(), + ctx_res, + ) + except ContextCancelled as ctxe: + canceller: tuple[str, str] = ctxe.canceller + our_uid: tuple[str, str] = current_actor().uid + if ( + canceller != portal.chan.uid + and + canceller != our_uid + ): + log.cancel( + f'Actor-service `{name}` was remotely cancelled by a peer?\n' + # TODO: this would be a good spot to use + # a respawn feature Bo + f'-> Keeping `pikerd` service manager alive despite this inter-peer cancel\n\n' - finally: - await portal.cancel_actor() - complete.set() - self.service_tasks.pop(name) + f'cancellee: {portal.chan.uid}\n' + f'canceller: {canceller}\n' + ) + else: + raise - cs, complete, first = await self.service_n.start(open_context_in_task) + finally: + # NOTE: the ctx MUST be cancelled first if we + # don't want the above `ctx.wait_for_result()` to + # raise a self-ctxc. WHY, well since from the ctx's + # perspective the cancel request will have + # arrived out-out-of-band at the `Actor.cancel()` + # level, thus `Context.cancel_called == False`, + # meaning `ctx._is_self_cancelled() == False`. + # with trio.CancelScope(shield=True): + # await ctx.cancel() + await portal.cancel_actor() + complete.set() + self.service_tasks.pop(name) + + cs, sub_ctx, complete, started = await self.service_n.start( + open_context_in_task + ) # store the cancel scope and portal for later cancellation or # retstart if needed. - self.service_tasks[name] = (cs, portal, complete) + self.service_tasks[name] = (cs, sub_ctx, portal, complete) + return cs, sub_ctx, started - return cs, first - - @classmethod async def cancel_service( self, name: str, @@ -158,8 +334,80 @@ class Services: ''' log.info(f'Cancelling `pikerd` service {name}') - cs, portal, complete = self.service_tasks[name] - cs.cancel() + cs, sub_ctx, portal, complete = self.service_tasks[name] + + # cs.cancel() + await sub_ctx.cancel() await complete.wait() - assert name not in self.service_tasks, \ - f'Serice task for {name} not terminated?' + + if name in self.service_tasks: + # TODO: custom err? + # raise ServiceError( + raise RuntimeError( + f'Serice task for {name} not terminated?' + ) + + # assert name not in self.service_tasks, \ + # f'Serice task for {name} not terminated?' + + async def start_service( + self, + daemon_name: str, + ctx_ep: Callable, # kwargs must `partial`-ed in! + + debug_mode: bool = False, + **tractor_actor_kwargs, + + ) -> Context: + ''' + Start a "service" task in a new sub-actor (daemon) and manage it's lifetime + indefinitely. + + Services can be cancelled/shutdown using `.cancel_service()`. + + ''' + entry: tuple|None = self.service_tasks.get(daemon_name) + if entry: + (cs, sub_ctx, portal, complete) = entry + return sub_ctx + + if daemon_name not in self.service_tasks: + portal = await self.actor_n.start_actor( + daemon_name, + debug_mode=( # maybe set globally during allocate + debug_mode + or + self.debug_mode + ), + **tractor_actor_kwargs, + ) + ctx_kwargs: dict[str, Any] = {} + if isinstance(ctx_ep, functools.partial): + ctx_kwargs: dict[str, Any] = ctx_ep.keywords + ctx_ep: Callable = ctx_ep.func + + (cs, sub_ctx, started) = await self.start_service_task( + daemon_name, + portal, + ctx_ep, + **ctx_kwargs, + ) + + return sub_ctx + + +# TODO: +# -[ ] factor all the common shit from `.data._sampling` +# and `.brokers._daemon` into here / `ServiceMngr` +# in terms of allocating the `Portal` as part of the +# "service-in-subactor" starting! +# -[ ] move to `tractor.hilevel._service`, import and use here! +# NOTE: purposely leaks the ref to the mod-scope Bo +# import tractor +# from tractor.hilevel import ( +# open_service_mngr, +# ServiceMngr, +# ) +# mngr: ServiceMngr|None = None +# with tractor.hilevel.open_service_mngr() as mngr: +# Services = proxy(mngr) diff --git a/piker/service/elastic.py b/piker/service/elastic.py index 902f4fde..b1a13722 100644 --- a/piker/service/elastic.py +++ b/piker/service/elastic.py @@ -21,11 +21,13 @@ from typing import ( TYPE_CHECKING, ) +# TODO: oof, needs to be changed to `httpx`! import asks if TYPE_CHECKING: import docker from ._ahab import DockerContainer + from . import ServiceMngr from ._util import log # sub-sys logger from ._util import ( @@ -127,7 +129,7 @@ def start_elasticsearch( @acm async def start_ahab_daemon( - service_mngr: Services, + service_mngr: ServiceMngr, user_config: dict | None = None, loglevel: str | None = None, diff --git a/piker/service/marketstore.py b/piker/service/marketstore.py index c9f49420..852b967c 100644 --- a/piker/service/marketstore.py +++ b/piker/service/marketstore.py @@ -53,7 +53,7 @@ import pendulum # import purerpc from ..data.feed import maybe_open_feed -from . import Services +from . import ServiceMngr from ._util import ( log, # sub-sys logger get_console_log, @@ -233,7 +233,7 @@ def start_marketstore( @acm async def start_ahab_daemon( - service_mngr: Services, + service_mngr: ServiceMngr, user_config: dict | None = None, loglevel: str | None = None, diff --git a/piker/tsp/__init__.py b/piker/tsp/__init__.py index adbe484e..7e0b4953 100644 --- a/piker/tsp/__init__.py +++ b/piker/tsp/__init__.py @@ -458,13 +458,15 @@ async def start_backfill( 'bf_until <- last_start_dt:\n' f'{backfill_until_dt} <- {last_start_dt}\n' ) - - # ugh, what's a better way? - # TODO: fwiw, we probably want a way to signal a throttle - # condition (eg. with ib) so that we can halt the - # request loop until the condition is resolved? - if timeframe > 1: - await tractor.pause() + # UGH: what's a better way? + # TODO: backends are responsible for being correct on + # this right!? + # -[ ] in the `ib` case we could maybe offer some way + # to halt the request loop until the condition is + # resolved or should the backend be entirely in + # charge of solving such faults? yes, right? + # if timeframe > 1: + # await 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--- a/pyproject.toml +++ b/pyproject.toml @@ -15,8 +15,8 @@ # You should have received a copy of the GNU Affero General Public License # along with this program. If not, see . [build-system] -requires = ["hatchling"] -build-backend = "hatchling.build" +requires = ["poetry-core"] +build-backend = "poetry.core.masonry.api" # ------ - ------ @@ -34,114 +34,123 @@ ignore = [] # ------ - ------ -[project] +[tool.poetry] name = "piker" -version = "0.1.0a0dev0" +version = "0.1.0.alpha0.dev0" description = "trading gear for hackers" -authors = [{ name = "Tyler Goodlet", email = "goodboy_foss@protonmail.com" }] -requires-python = ">=3.12, <3.13" -license = "AGPL-3.0-or-later" +authors = ["Tyler Goodlet "] +license = "AGPLv3" readme = "README.rst" -keywords = [ - "async", - "trading", - "finance", - "quant", - "charting", + +# ------ - ------ + +[tool.poetry.dependencies] +async-generator = "^1.10" +attrs = "^23.1.0" +bidict = "^0.22.1" +colorama = "^0.4.6" +colorlog = "^6.7.0" +ib-insync = "^0.9.86" +msgspec = "^0.18.6" +numba = "^0.59.0" +numpy = "^1.25" +polars = "^0.18.13" +pygments = "^2.16.1" +python = ">=3.11, <3.13" +rich = "^13.5.2" +# setuptools = "^68.0.0" +tomli = "^2.0.1" +tomli-w = "^1.0.0" +trio-util = "^0.7.0" +trio-websocket = "^0.10.3" +typer = "^0.9.0" +rapidfuzz = "^3.5.2" +pdbp = "^1.5.0" +trio = "^0.24" +pendulum = "^3.0.0" +httpx = "^0.27.0" +cryptofeed = "^2.4.0" +pyarrow = "^17.0.0" + +[tool.poetry.dependencies.tractor] +develop = true +git = 'https://pikers.dev/goodboy/tractor.git' +branch = 'aio_abandons' +# path = "../tractor" + +[tool.poetry.dependencies.asyncvnc] +git = 'https://github.com/pikers/asyncvnc.git' +branch = 'main' + +[tool.poetry.dependencies.tomlkit] +develop = true +git = 'https://github.com/pikers/tomlkit.git' +branch = 'piker_pin' +# path = "../tomlkit/" + +[tool.poetry.group.uis] +optional = true +[tool.poetry.group.uis.dependencies] +# https://python-poetry.org/docs/managing-dependencies/#dependency-groups +# TODO: make sure the levenshtein shit compiles on nix.. +# rapidfuzz = {extras = ["speedup"], version = "^0.18.0"} +rapidfuzz = "^3.2.0" +qdarkstyle = ">=3.0.2" +pyqtgraph = { git = 'https://github.com/pikers/pyqtgraph.git' } + +# ------ - ------ +pyqt6 = "^6.7.0" + +[tool.poetry.group.dev] +optional = true +[tool.poetry.group.dev.dependencies] +# testing / CI +pytest = "^6.0.0" +elasticsearch = "^8.9.0" +xonsh = "^0.14.2" +prompt-toolkit = "3.0.40" +cython = "^3.0.0" +greenback = "^1.1.1" + +# console ehancements and eventually remote debugging +# extras/helpers. +# TODO: add a toolset that makes debugging a `pikerd` service +# (tree) easy to hack on directly using more or less the local env: +# - xonsh + xxh +# - rsyscall + pdbp +# - actor runtime control console like BEAM/OTP + +# ------ - ------ + +# TODO: add an `--only daemon` group for running non-ui / pikerd +# service tree in distributed mode B) +# https://python-poetry.org/docs/managing-dependencies/#installing-group-dependencies +# [tool.poetry.group.daemon.dependencies] + +[tool.poetry.scripts] +piker = 'piker.cli:cli' +pikerd = 'piker.cli:pikerd' +ledger = 'piker.accounting.cli:ledger' + + +[project] +keywords=[ + "async", + "trading", + "finance", + "quant", + "charting", ] -classifiers = [ - "Development Status :: 3 - Alpha", - "License :: OSI Approved :: GNU Affero General Public License v3 or later (AGPLv3+)", - "Operating System :: POSIX :: Linux", - "Programming Language :: Python :: Implementation :: CPython", - "Programming Language :: Python :: 3 :: Only", - "Programming Language :: Python :: 3.11", - "Programming Language :: Python :: 3.12", - "Intended Audience :: Financial and Insurance Industry", - "Intended Audience :: Science/Research", - "Intended Audience :: Developers", - "Intended Audience :: Education", +classifiers=[ + 'Development Status :: 3 - Alpha', + "License :: OSI Approved :: GNU Affero General Public License v3 or later (AGPLv3+)", + 'Operating System :: POSIX :: Linux', + "Programming Language :: Python :: Implementation :: CPython", + "Programming Language :: Python :: 3 :: Only", + "Programming Language :: Python :: 3.11", + "Programming Language :: Python :: 3.12", + 'Intended Audience :: Financial and Insurance Industry', + 'Intended Audience :: Science/Research', + 'Intended Audience :: Developers', + 'Intended Audience :: Education', ] -dependencies = [ - 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"rapidfuzz >=3.2.0, <4.0.0", - "qdarkstyle >=3.0.2, <4.0.0", - "pyqt6 >=6.7.0, <7.0.0", - "pyqtgraph", - - # ------ - ------ - - # TODO: add an `--only daemon` group for running non-ui / pikerd - # service tree in distributed mode B) - # https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies - # [project.optional-dependencies] -] - -[dependency-groups] -dev = [ - "pytest >=6.0.0, <7.0.0", - "elasticsearch >=8.9.0, <9.0.0", - "xonsh >=0.14.2, <0.15.0", - "prompt-toolkit ==3.0.40", - "cython >=3.0.0, <4.0.0", - "greenback >=1.1.1, <2.0.0", - # console ehancements and eventually remote debugging - # extras/helpers. - # TODO: add a toolset that makes debugging a `pikerd` service - # (tree) easy to hack on directly using more or less the local env: - # - xonsh + xxh - # - rsyscall + pdbp - # - actor runtime control console like BEAM/OTP -] - -[project.scripts] -piker = "piker.cli:cli" -pikerd = "piker.cli:pikerd" -ledger = "piker.accounting.cli:ledger" - -[tool.hatch.build.targets.sdist] -include = ["piker"] - 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open_test_pikerd: Services, + open_test_pikerd: ServiceMngr, loglevel: str, ): async def load_bad_fqme(): diff --git a/tests/test_services.py b/tests/test_services.py index 433e97f3..ca093929 100644 --- a/tests/test_services.py +++ b/tests/test_services.py @@ -15,7 +15,7 @@ import tractor from piker.service import ( find_service, - Services, + ServiceMngr, ) from piker.data import ( open_feed, @@ -44,7 +44,7 @@ def test_runtime_boot( async def main(): port = 6666 daemon_addr = ('127.0.0.1', port) - services: Services + services: ServiceMngr async with ( open_test_pikerd( diff --git a/uv.lock b/uv.lock deleted file mode 100644 index 0f0b8ff0..00000000 --- a/uv.lock +++ /dev/null @@ -1,1473 +0,0 @@ -version = 1 -requires-python = "==3.12.*" - -[[package]] -name = "aiodns" -version = "3.2.0" -source = { registry = "https://pypi.org/simple" } -dependencies = [ - { name = "pycares" }, -] -sdist = { url = "https://files.pythonhosted.org/packages/e7/84/41a6a2765abc124563f5380e76b9b24118977729e25a84112f8dfb2b33dc/aiodns-3.2.0.tar.gz", hash = "sha256:62869b23409349c21b072883ec8998316b234c9a9e36675756e8e317e8768f72", size = 7823 } -wheels = [ - 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