the FOSS computational trading platform (for non-tinas..) https://github.com/pikers/piker

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Tyler Goodlet a82f43e3a5 Rework data feed API to allow for caching streams Move all feed/stream agnostic logic and shared mem writing into a new set of routines inside the ``data`` sub-package. This lets us move toward a more standard API for broker and data backends to provide cache-able persistent streams to client apps. The data layer now takes care of - starting a single background brokerd task to start a stream for as symbol if none yet exists and register that stream for later lookups - the existing broker backend actor is now always re-used if possible if it can be found in a service tree - synchronization with the brokerd stream's startup sequence is now oriented around fast startup concurrency such that client code gets a handle to historical data and quote schema as fast as possible - historical data loading is delegated to the backend more formally by starting a ``backfill_bars()`` task - write shared mem in the brokerd task and only destruct it once requested either from the parent actor or further clients - fully de-duplicate stream data by using a dynamic pub-sub strategy where new clients register for copies of the same quote set per symbol This new API is entirely working with the IB backend; others will need to be ported. That's to come shortly.		2021-04-10 14:18:40 -04:00
.github/workflows	Add github actions CI; thanks @guilledk!	2020-10-02 10:40:25 -04:00
piker	Rework data feed API to allow for caching streams	2021-04-10 14:18:40 -04:00
snippets	Add resource links to DPI snippet	2020-10-28 09:27:44 -04:00
tests	Create a blank config if none exists	2019-03-18 00:04:34 -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	Extend install docs	2018-02-15 13:33:53 -05:00
README.rst	More coherent focus list	2021-04-06 13:24:54 -04:00
requirements.txt	Go back to mainline pyqtgraph	2021-03-19 12:07:00 -04:00
setup.py	Deliver symbol info from kraken; start using pydantic	2021-02-06 14:23:27 -05:00

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 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 and numba for fast numerics

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...

webull via the reverse engineered public API
yahoo via yliveticker
coinbase through websocket feed

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

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?