piker/README.rst

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piker
-----
Trading gear for hackers.
|travis|
``piker`` is an attempt at a pro-grade, broker agnostic, next-gen FOSS toolset for real-time
trading and financial analysis targetted at hardcore Linux users.
It tries to use as much bleeding edge tech as possible including (but not limited to):
- Python 3.7+ for glue_ and business logic
- trio_ for structured concurrency
- tractor_ for distributed, multi-core, real-time streaming
- marketstore_ for historical and real-time tick data persistence and sharing
- techtonicdb_ for L2 book storage
- Qt_ for pristine high performance UIs
- pyqtgraph_ for real-time charting
- ``numpy`` for `fast numerics`_
.. |travis| image:: https://img.shields.io/travis/pikers/piker/master.svg
:target: https://travis-ci.org/pikers/piker
.. _trio: https://github.com/python-trio/trio
.. _tractor: https://github.com/goodboy/tractor
.. _marketstore: https://github.com/alpacahq/marketstore
.. _techtonicdb: https://github.com/0b01/tectonicdb
.. _Qt: https://www.qt.io/
.. _glue: https://numpy.org/doc/stable/user/c-info.python-as-glue.html#using-python-as-glue
.. _fast numerics: https://zerowithdot.com/python-numpy-and-pandas-performance/
Focus and Features:
*******************
- 100% federated: running your code on your hardware with your
broker's data feeds, privately, **is the point** (this is not a web-based *I
don't know how to run my own system* project).
- Asset class, broker, exchange agnostic.
- Built on a highly reliable `structured concurrent actor model
<tractor>`_ with built in async streaming and scalability protocols
allowing for a distributed architecture from the ground up.
- Privacy: your orders, indicators, algos are all run client side and
are shared only with the (groups of) traders you specify.
- Production grade, highly attractive native UIs that feel and fit like
a proper pair of skinny jeans; only meant to be used with a proper
tiling window manager (no, we are not ignorant enough to roll our own).
- Sophisticated charting capable of processing large data sets in real-time
while sanely displaying complex models and strategy systems.
- Built-in support for *hipstery* indicators and studies that you
probably haven't heard of but that the authors **know** generate alpha
when paired with the right strategies.
- Emphasis on collaboration through sharing of data, ideas, and processing
power. We will not host your code in the cloud nor ask you to
participate in any lame "alpha competitions".
- Adoption is very low priority, especially if you're not an experienced
trader; the system is not built for sale it is built for *people*.
- No, we will never have a "corporation friendly license"; if you intend to use
this code base we must know about it.
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.
Feel free to pipe in with your ideas and quiffs.
Install
*******
``piker`` is currently under heavy pre-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
new components within `trio`_.
For a development install::
git clone git@github.com:pikers/piker.git
cd piker
pipenv install --pre -e .
pipenv shell
Broker Support
**************
For live data feeds the set of supported brokers is:
- Questrade_ which comes with effectively free L1
- IB_ via ib_insync
- Webull_ via the reverse engineered public API
- Kraken_ for crypto over their public websocket API
If you want your broker supported and they have an API let us know.
.. _Questrade: https://www.questrade.com/api/documentation
.. _IB: https://interactivebrokers.github.io/tws-api/index.html
.. _Webull: https://www.kraken.com/features/api#public-market-data
.. _Kraken: https://www.kraken.com/features/api#public-market-data
Check out some charts
*********************
Bet you weren't expecting this from the foss::
piker chart spy.arca
It is also possible to run a specific broker's data feed as a top
level micro-service daemon::
pikerd -l info -b ib
Then start the client app as normal::
piker chart -b ib ES.GLOBEX
.. _pipenv: https://docs.pipenv.org/