112 lines
2.5 KiB
Python
112 lines
2.5 KiB
Python
# piker: trading gear for hackers
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# Copyright (C) 2018-present Tyler Goodlet (in stewardship of piker0)
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# This program is free software: you can redistribute it and/or modify
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# it under the terms of the GNU Affero General Public License as published by
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# the Free Software Foundation, either version 3 of the License, or
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# (at your option) any later version.
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# This program is distributed in the hope that it will be useful,
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# but WITHOUT ANY WARRANTY; without even the implied warranty of
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# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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# GNU Affero General Public License for more details.
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# You should have received a copy of the GNU Affero General Public License
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# along with this program. If not, see <https://www.gnu.org/licenses/>.
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"""
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Broker clients, daemons and general back end machinery.
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"""
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from contextlib import (
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asynccontextmanager as acm,
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)
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from importlib import import_module
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from types import ModuleType
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from tractor.trionics import maybe_open_context
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from ._util import (
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log,
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BrokerError,
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SymbolNotFound,
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NoData,
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DataUnavailable,
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DataThrottle,
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resproc,
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get_logger,
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)
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__all__: list[str] = [
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'BrokerError',
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'SymbolNotFound',
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'NoData',
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'DataUnavailable',
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'DataThrottle',
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'resproc',
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'get_logger',
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]
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__brokers__: list[str] = [
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'binance',
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'ib',
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'kraken',
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'kucoin',
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# broken but used to work
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# 'questrade',
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# 'robinhood',
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# TODO: we should get on these stat!
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# alpaca
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# wstrade
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# iex
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# deribit
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# bitso
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]
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def get_brokermod(brokername: str) -> ModuleType:
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'''
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Return the imported broker module by name.
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'''
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module: ModuleType = import_module('.' + brokername, 'piker.brokers')
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# we only allow monkeying because it's for internal keying
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module.name = module.__name__.split('.')[-1]
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return module
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def iter_brokermods():
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'''
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Iterate all built-in broker modules.
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'''
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for name in __brokers__:
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yield get_brokermod(name)
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@acm
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async def open_cached_client(
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brokername: str,
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**kwargs,
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) -> 'Client': # noqa
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'''
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Get a cached broker client from the current actor's local vars.
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If one has not been setup do it and cache it.
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'''
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brokermod = get_brokermod(brokername)
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async with maybe_open_context(
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acm_func=brokermod.get_client,
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kwargs=kwargs,
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) as (cache_hit, client):
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if cache_hit:
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log.runtime(f'Reusing existing {client}')
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yield client
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