the FOSS computational trading platform (for non-tinas..) https://github.com/pikers/piker
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Tyler Goodlet 2eeef2a123 Add `dedupe()` to help with gap detection/resolution
Think i finally figured out the weird issue without out-of-order OHLC
history getting jammed in the wrong place:
- gap is detected in parquet/offline ts (likely due to a zero dt or
  other gap),
- query for history in the gap is made BUT that frame is then inserted
  in the shm buffer **at the end** (likely using array int-entry
  indexing) which inserts it at the wrong location,
- later this out-of-order frame is written to the storage layer
  (parquet) and then is repeated on further reboots with the original
  gap causing further queries for the same frame on every history
  backfill.

A set of tools useful for detecting these issues and annotating them
nicely on chart part of this patch's intent:
- `dedupe()` will detect any dt gaps, deduplicate datetime rows and
  return the de-duplicated df along with gaps table.
- use this in both `piker store anal` such that we potentially
  resolve and backfill the gaps correctly if some rows were removed.
- possibly also use this to detect the backfilling error in logic at
  the time of backfilling the frame instead of after the fact (which
  would require re-writing the shm array from something like `store
  ldshm` and would be a manual post-hoc solution, not a fix to the
  original issue..
2023-12-08 15:11:34 -05:00
.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 Adjust default `[binance]` config to use paper and disable testnets 2023-07-17 14:58:15 -04:00
dockering ib: update ibc.ini from latest upstream template 2023-12-05 16:57:38 -05:00
docs Drop marketstore and tina install from readme, add polars and apache! 2023-06-27 13:41:47 -04:00
examples basic bot: iter latest ticks first to decide new submission price per quote 2023-06-27 15:47:23 -04:00
piker Add `dedupe()` to help with gap detection/resolution 2023-12-08 15:11:34 -05:00
scripts Add example mtr prober from `mtrpacket` 2023-08-10 11:49:09 -04:00
snippets Move ib data reset script into a new `scripts/` dir 2022-05-09 11:15:13 -04:00
tests Parametrize account names for offline ledger tests 2023-08-03 17:28:08 -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 Muck with `develop.nix` to try and hack it with `poetry` venv, go py3.11 2023-09-22 16:39:54 -04:00
flake.lock Factor prefer wheels deps into new `ahot_overrides` 2023-08-17 15:56:28 -04:00
flake.nix Try using `.mkPoetryEnv` instead for devving (dont work yet..) 2023-09-22 16:39:54 -04:00
notes_to_self.rst Start nts 2022-01-25 07:57:01 -05:00
poetry.lock Attempt to generate .uis deps free lock file 2023-09-07 14:17:01 -04:00
pyproject.toml Swap out `fuzzywuzzy` for the newer `rapidfuzz` lib 2023-09-13 11:57:02 -04:00
pytest.ini Ensure actual pp is sent to ems 2023-02-25 18:59:40 -05:00

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!