8e4d1a48ed
Turns out this was the main source of all sorts of gaps and overlaps in history frame backfilling. The original idea was that when a gap causes not enough (1m) bars to be delivered (like over a weekend or holiday) when we just implicitly do another frame query to try and at least fill out the default duration (normally 1-2 days). Doing the recursion sloppily was causing all sorts of stupid problems.. It's kinda obvious now what was wrong in hindsight: - always pass the sampling period (timeframe) when recursing - adjust the logic to not be mutex with the no-data case (since it already is mutex..) - pack to the `numpy` array BEFORE the recursive call to ensure the `end_dt: DateTime` is selected and passed correctly! Toss in some other helpfuls: - more explicit `pendulum` typing imports - some masked out sorted-diffing checks (that can be enabled when debugging out-of-order frame issues) - always error log about less-than time step mismatches since we should never have time-diff steps **smaller** then specified in the `sample_period_s`! |
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| .github/workflows | ||
| config | ||
| dockering | ||
| docs | ||
| examples | ||
| piker | ||
| scripts | ||
| snippets | ||
| tests | ||
| .gitignore | ||
| LICENSE | ||
| MANIFEST.in | ||
| README.rst | ||
| develop.nix | ||
| flake.lock | ||
| flake.nix | ||
| notes_to_self.rst | ||
| poetry.lock | ||
| pyproject.toml | ||
| pytest.ini | ||
README.rst
piker
trading gear for hackers.
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):
- latest python for glue
- trio & tractor for our distributed, multi-core, real-time streaming structured concurrency runtime B)
- Qt for pristine high performance UIs
- pyqtgraph for real-time charting
polarsnumpyandnumbafor fast numerics- apache arrow and parquet for time series history management persistence and sharing
- (prototyped) techtonicdb for L2 book storage
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.nixthis 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 --pdbthis 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-clickon y-level to submit at that price ):f/ctl-fto stage buyd/ctl-dto stage sellato stage alert
search_mode(ctl-lorctl-spaceto open,ctl-corctl-spaceto 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 --pdbconnect your chart:
piker -l info -b kraken -b binance chart xmrusdt.binance --pdbenjoy 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!