395f0c8e4a
Questrade's API is half baked and can't handle concurrency.
It allows multiple concurrent requests to most endpoints *except*
for the auth endpoint used to refresh tokens:
https://www.questrade.com/api/documentation/security
I've gone through extensive dialogue with their API team and despite
making what I think are very good arguments for doing the request
serialization on the server side, they decided that I should instead
do the "locking" on the client side. Frankly it doesn't seem like they
have that competent an engineering department as it took me a long time
to explain the issue even though it's rather trivial and probably not
that hard to fix; maybe it's better this way.
This adds a few things to ensure more reliable token refreshes on
expiry:
- add a `@refresh_token_on_err` decorator which can be used on `_API`
methods that should refresh tokens on failure
- decorate most endpoints with this *except* for the auth ep
- add locking logic for the troublesome scenario as follows:
* every time a request is sent out set a "request in progress" event
variable that can be used to determine when no requests are currently
outstanding
* every time the auth end point is hit in order to refresh tokens set
an event that locks out other tasks from making requests
* only allow hitting the auth endpoint when there are no "requests in
progress" using the first event
* mutex all auth endpoint requests; there can only be one outstanding
- don't hit the accounts endpoint at client startup; we want to
eventually support keys from multiple accounts and you can disable
account info per key and just share the market data function
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| piker | ||
| tests | ||
| .gitignore | ||
| .travis.yml | ||
| LICENSE | ||
| MANIFEST.in | ||
| Pipfile | ||
| Pipfile.lock | ||
| README.rst | ||
| setup.py | ||
README.rst
piker
Trading gear for hackers.
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 shellTo start the real-time index ETF watchlist with the robinhood backend:
piker watch indexes -l infoIf you want to see super granular price changes, increase the broker quote query rate with -r:
piker watch indexes -l info -r 10It is also possible to run the broker-client micro service as a daemon:
pikerd -l infoThen start the client app as normal:
piker watch indexes -l infoLaggy 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+
triotractor