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the FOSS computational trading platform (for non-tinas..) https://github.com/pikers/piker
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Tyler Goodlet 6e58f31fd8 Port EMS to typed messaging + bidir streaming 
This moves the entire clearing system to use typed messages using
`pydantic.BaseModel` such that the streamed request-response order
submission protocols can be explicitly viewed in terms of message
schema, flow, and sequencing. Using the explicit message formats we can
now dig into simplifying and normalizing across broker provider apis to
get the best uniformity and simplicity.

The order submission sequence is now fully async: an order request is
expected to be explicitly acked with a new message and if cancellation
is requested by the client before the ack arrives, the cancel message is
stashed and then later sent immediately on receipt of the order
submission's ack from the backend broker. Backend brokers are now
controlled using a 2-way request-response streaming dialogue which is
fully api agnostic of the clearing system's core processing; This
leverages the new bi-directional streaming apis from `tractor`.  The
clearing core (emsd) was also simplified by moving the paper engine to
it's own sub-actor and making it api-symmetric with expected `brokerd`
endpoints.

A couple of the ems status messages were changed/added:
'dark_executed' -> 'dark_triggered'
added 'alert_triggered'

More cleaning of old code to come!
 		2021-06-08 14:33:30 -04:00
.github/workflows Name the test job.. 2021-05-20 17:16:52 -04:00
data Slap in brokers.toml template if none exists 2021-05-22 15:11:39 -04:00
piker Port EMS to typed messaging + bidir streaming 2021-06-08 14:33:30 -04:00
snippets Add resource links to DPI snippet 2020-10-28 09:27:44 -04:00
tests Skip CLI tests due to questrade dependency for now 2021-05-22 15:12:12 -04:00
.gitignore Initial commit 2018-01-15 22:58:02 -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 Add disti mode instructions 2021-04-10 14:22:49 -04:00
requirements-test.txt Add seperate test job installing test deps 2021-05-20 16:23:56 -04:00
requirements.txt Go back to mainline pyqtgraph 2021-03-19 12:07:00 -04:00
setup.py Add fuzzywuzzy as dep 2021-05-27 13:05:22 -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.

install

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 .

broker Support

for live data feeds the in-progress set of supported brokers is:

  • IB via ib_insync
  • questrade which comes with effectively free L1
  • kraken for crypto over their public websocket API

coming soon...

if you want your broker supported and they have an API let us know.

check out our charts

bet you weren't expecting this from the foss bby:

piker -b kraken chart XBTUSD

run in distributed mode

start the service daemon:

pikerd -l info

connect yourt chart:

piker -b kraken chart XMRXBT

enjoy persistent real-time data feeds tied to daemon lifetime.

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.

who is piker0?

who do you think?