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

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Tyler Goodlet a8cb6c2056 Make the data feed layer "fqsn" aware In order to support instruments with lifetimes (aka derivatives) we need generally need special symbol annotations which detail such meta data (such as `MNQ.GLOBEX.20220717` for daq futes). Further there is really no reason for the public api for this feed layer to care about getting a special "brokername" field since generally the data is coming directly from UIs (eg. search selection) so we might as well accept a fqsn (fully qualified symbol name) which includes the broker name; for now a suffix like `'.ib'`. We may change this schema (soon) but this at least gets us to a point where we expect the full name including broker/provider. An additional detail: for certain "generic" symbol names (like for futes) we will pull a so called "front contract" and map this to a specific fqsn underneath, so there is a double (cached) entry for that entry such that other consumers can use it the same way if desired. Some other machinery changes: - expect the `stream_quotes()` endpoint to deliver it's `.started()` msg almost immediately since we now need it deliver any fqsn asap (yes this means the ep should no longer wait on a "live" first quote and instead deliver what quote data it can right away. - expect the quotes ohlc sampler task to add in the broker name before broadcast to remote (actor) consumers since the backend isn't (yet) expected to do that add in itself. - obviously we start using all the new fqsn related `Symbol` apis		2022-03-18 14:47:28 -04:00
.github/workflows	Run CI on cross-fork PRs?	2021-07-21 20:19:28 -04:00
config	Tweak accounts schema to be per-provider	2021-09-09 10:46:39 -04:00
piker	Make the data feed layer "fqsn" aware	2022-03-18 14:47:28 -04:00
scripts	Comment each special key combo	2022-03-11 19:50:58 -05:00
snippets	Move ib data reset script into a new `scripts/` dir	2022-03-11 19:50:58 -05:00
tests	Fix conftest config mod import	2021-09-11 18:15:42 -04:00
.gitignore	Ignore snippets dir	2022-03-01 12:36:32 -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	Draft tina install section	2021-12-09 16:26:18 -05:00
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requirements-test.txt	Add seperate test job installing test deps	2021-05-20 16:23:56 -04:00
requirements.txt	Add `anyio-marketstore` as requirements.txt dep	2022-03-11 19:50:58 -05:00
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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 .

install for tinas

for windows peeps you can start by getting conda installed and the C++ build toolz on your system.

then, crack a conda shell and run the following commands:

conda create piker --python=3.9
conda activate piker
conda install pip
pip install --upgrade setuptools
cd dIreCToRieZ\oF\cODez\piker\
pip install -r requirements -e .

in order to look coolio in front of all ur tina friends (and maybe want to help us with testin, hackzing or configgin), install vscode and setup a coolio tiled wm console so you can start living the life of the tech literate..

provider support

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

IB via ib_insync
binance and kraken for crypto over their public websocket API
questrade (ish) which comes with effectively free L1

coming soon...

webull via the reverse engineered public API
yahoo via yliveticker

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:

piker -l info -b kraken -b binance chart btcusdt.binance --pdb

this 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-click on y-level to submit at that price ):

f/ ctl-f to stage buy
d/ ctl-d to stage sell
a to stage alert

search_mode (

ctl-l or ctl-space to open, ctl-c or ctl-space to 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 --pdb

connect your chart:

piker -l info -b kraken -b binance chart xmrusdt.binance --pdb

enjoy 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!