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the FOSS computational trading platform (for non-tinas..) https://github.com/pikers/piker
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Tyler Goodlet 1866dd1812 Fix for adjusted contracts subscription bug 
If quotes are pushed using the adjusted contract symbol (i.e. with
trailing '-1' suffix) the subscriber won't receive them under the
normal symbol. The logic was wrong for determining whether to add
a suffix (was failing for any symbol with an exchange suffix)
which was causing normal data feed subscriptions to fail to match
in every case.

I did some testing of the `optionsIds` parameter to the option quote
endpoint and found that it limits you to 100 symbols so it's not
practical for real-time "all-strike"" chain updating; we have to stick
to filters for now. The only real downside of this is that it seems
multiple filters across multiple symbols is quite latent. I need to
toy with it more to be sure it's not something slow on the client side.
Oh, and store option contract to ids in a `dict` for now as we may want
to try the `optionsIds` thing again down the road as I coordinate with
the QT tech team.
 		2018-12-29 15:44:32 -05:00
piker Fix for adjusted contracts subscription bug 2018-12-29 15:44:32 -05:00
tests Test duplicate feed type quoting 2018-12-23 21:27:47 -05:00
.gitignore Initial commit 2018-01-15 22:58:02 -05:00
.travis.yml Screw it; go 3.7 for ``datetime.fromisoformat()`` 2018-11-11 23:12:13 -05:00
LICENSE Go GPLv3 2018-11-12 00:29:43 -05:00
MANIFEST.in Extend install docs 2018-02-15 13:33:53 -05:00
Pipfile Update Pipfiles 2018-11-12 00:30:55 -05:00
Pipfile.lock Update deps 2018-12-01 17:10:59 -05:00
README.rst Mention 3.7 in Readme 2018-11-23 11:22:44 -05:00
setup.py Go GPLv3 2018-11-12 00:29:43 -05:00

README.rst

piker

Trading gear for hackers.

travis

Install

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

A couple bleeding edge components are being used atm pertaining to async ports of libraries for use with trio.

Before installing make sure you have pipenv. For a development install:

git clone git@github.com:pikers/piker.git
cd piker
pipenv install --dev -e .
pipenv shell

To start the real-time index ETF watchlist with the robinhood backend:

piker watch indexes -l info

If you want to see super granular price changes, increase the broker quote query rate with -r:

piker watch indexes -l info -r 10

It is also possible to run the broker-client micro service as a daemon:

pikerd -l info

Then start the client app as normal:

piker watch indexes -l info

Laggy distros

For those running pop-culture distros that don't yet ship python3.7 you'll need to install it as well as kivy source build dependencies since currently there's reliance on an async development branch.

Tech

piker is an attempt at a pro-grade, next-gen open source toolset for real-time trading and financial analysis.

It tries to use as much cutting edge tech as possible including (but not limited to):

  • Python 3.7+
  • trio
  • tractor