the FOSS computational trading platform (for non-tinas..) https://github.com/pikers/piker
Go to file
Tyler Goodlet 0dcfcea6ee Finally get partial backfills after tsdb load workinnn
It took a little while (and a lot of commenting out of old no longer
needed code) but, this gets tsdb (from parquet file) loading *before*
final backfilling from the most recent history frame until the most
recent tsdb time stamp!

More or less all the convoluted concurrency shit we had for coping with
`marketstore` IPC junk is no longer needed, particularly all the query
size limits and accompanying load loops.. The recent frame loading
technique/order *has* now changed though since we'd like to show charts
asap once tsdb history loads.

The new load sequence is as follows:
- load mr (most recent) frame from backend.
- load existing history (one shot) from the "tsdb" aka parquet files
  with `polars`.
- backfill the gap part from the mr frame back to the tsdb start
  incrementally by making (hacky) `ShmArray.push(start=<blah>)` calls
  and *not* updating the `._first.value` while doing it XD

Dirtier deatz:
- make `tsdb_backfill()` run per timeframe in a separate task.
  - drop all the loop through timeframes and insert `dts_per_tf` crap.
  - only spawn a subtask for the `start_backfill()` call which in turn
    only does the gap backfilling as mentioned above.
- mask out all the code related to being limited to certain query sizes
  (over gRPC) as was restricted by marketstore.. not gonna go through
  what all of that was since it's probably getting deleted in a follow
  up commit.
- buncha off-by-one tweaks to do with backfilling the gap from mr frame
  to tsdb start.. mostly tinkered it to get it all right but seems to be
  working correctly B)
- still use the `broadcast_all()` msg stuff when doing the gap backfill
  though don't have it really working yet on the UI side (since
  previously we were relying on the shm first/last values.. so this will
  be "coming soon" :)
2023-06-27 13:41:47 -04:00
.github/workflows Drop elastic search container build for now since we're also skipping the test 2023-05-26 16:50:53 -04:00
config Fix reading font size from user config 2023-06-19 15:13:01 -04:00
dockering (u)Limit the fd allocation for java 8 runtime.. 2023-05-09 14:49:25 -04:00
docs Drop marketstore and tina install from readme, add polars and apache! 2023-06-27 13:41:47 -04:00
piker Finally get partial backfills after tsdb load workinnn 2023-06-27 13:41:47 -04:00
scripts `ib`: restore and (maybe) use `xdotool` + `i3ipc` reset method 2023-03-03 17:37:26 -05:00
snippets Move ib data reset script into a new `scripts/` dir 2022-05-09 11:15:13 -04:00
tests Parametrize ems service test to cancel with API and kbi 2023-05-28 14:28:56 -04:00
.gitignore Ignore snippets dir 2022-03-01 12:36:32 -05:00
LICENSE Relicense to AGPLv3 2020-06-16 00:12:19 -04:00
MANIFEST.in Slap in brokers.toml template if none exists 2021-05-22 15:11:39 -04:00
README.rst Drop marketstore and tina install from readme, add polars and apache! 2023-06-27 13:41:47 -04:00
develop.nix Auto initialize and activate virtualenv 2023-02-12 13:23:55 -03:00
notes_to_self.rst Start nts 2022-01-25 07:57:01 -05:00
pytest.ini Ensure actual pp is sent to ems 2023-02-25 18:59:40 -05:00
requirements-test.txt Add docker and elasticsearch to test deps 2023-05-23 14:16:02 -04:00
requirements.txt Change to `piker_pin` branch in `tomlkit` fork 2023-05-25 13:53:14 -04:00
setup.py First draft `.storage.nativedb.` using parquet files 2023-06-27 13:41:47 -04:00

README.rst

piker

trading gear for hackers.

gh_actions

piker is a broker agnostic, next-gen FOSS toolset for real-time computational trading targeted at hardcore Linux users .

we use as much bleeding edge tech as possible including (but not limited to):

focus and features:

  • 100% federated: your code, your hardware, your data feeds, your broker fills.
  • zero web: low latency, native software that doesn't try to re-invent the OS
  • maximal privacy: prevent brokers and mms from knowing your planz; smack their spreads with dark volume.
  • zero clutter: modal, context oriented UIs that echew minimalism, reduce thought noise and encourage un-emotion.
  • first class parallelism: built from the ground up on next-gen structured concurrency primitives.
  • traders first: broker/exchange/asset-class agnostic
  • systems grounded: real-time financial signal processing that will make any queuing or DSP eng juice their shorts.
  • non-tina UX: sleek, powerful keyboard driven interaction with expected use in tiling wms
  • data collaboration: every process and protocol is multi-host scalable.
  • fight club ready: zero interest in adoption by suits; no corporate friendly license, ever.

fitting with these tenets, we're always open to new framework suggestions and ideas.

building the best looking, most reliable, keyboard friendly trading platform is the dream; join the cause.

sane install with poetry

TODO!

rigorous install on nixos using poetry2nix

TODO!

hacky install on nixos

NixOS is our core devs' distro of choice for which we offer a stringently defined development shell envoirment that can be loaded with:

nix-shell develop.nix

this will setup the required python environment to run piker, make sure to run:

pip install -r requirements.txt -e .

once after loading the shell

install wild-west style via pip

piker is currently under heavy pre-alpha development and as such should be cloned from this repo and hacked on directly.

for a development install:

git clone git@github.com:pikers/piker.git
cd piker
virtualenv env
source ./env/bin/activate
pip install -r requirements.txt -e .

check out our charts

bet you weren't expecting this from the foss:

piker -l info -b kraken -b binance chart btcusdt.binance --pdb

this runs the main chart (currently with 1m sampled OHLC) in in debug mode and you can practice paper trading using the following micro-manual:

order_mode (

edge triggered activation by any of the following keys, mouse-click on y-level to submit at that price ):

  • f/ ctl-f to stage buy
  • d/ ctl-d to stage sell
  • a to stage alert
search_mode (

ctl-l or ctl-space to open, ctl-c or ctl-space to close ) :

  • begin typing to have symbol search automatically lookup symbols from all loaded backend (broker) providers
  • arrow keys and mouse click to navigate selection
  • vi-like ctl-[hjkl] for navigation

you can also configure your position allocation limits from the sidepane.

run in distributed mode

start the service manager and data feed daemon in the background and connect to it:

pikerd -l info --pdb

connect your chart:

piker -l info -b kraken -b binance chart xmrusdt.binance --pdb

enjoy persistent real-time data feeds tied to daemon lifetime. the next time you spawn a chart it will load much faster since the data feed has been cached and is now always running live in the background until you kill pikerd.

if anyone asks you what this project is about

you don't talk about it.

how do i get involved?

enter the matrix.

how come there ain't that many docs

suck it up, learn the code; no one is trying to sell you on anything. also, we need lotsa help so if you want to start somewhere and can't necessarily write serious code, this might be the place for you!