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the FOSS computational trading platform (for non-tinas..) https://github.com/pikers/piker
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Tyler Goodlet abc5c382ae Use a better exit slot heuristic 
When exiting a pp toward net-zero, we may sometimes run into the issue
of having a "fractional slot" worth of units in allocator limit terms.
This is further nuanced by live orders which are submitted above the
current clearing price which get allocated a size (based on that staged
but non-cleared price) according to their limit size unit which can be
calculated to be less then the size that would have been allocated at
the actual clearing price. In the short term cope with this discrepancy
by simply using a "slot and a half" as the decision point of whether to
exit a slot's worth or the remaining pp's worth of units. In other words
if you can exit 1.5x a slot's worth or less, exit the remaining pp,
otherwise exit a slot's worth. This is a stop gap until we have a better
solution to limiting staged orders to (some range around) the currently
computed clear-able price.
 		2021-09-06 09:28:10 -04:00
.github/workflows Run CI on cross-fork PRs? 2021-07-21 20:19:28 -04:00
config Fixup missing ib section handling; drop `.api` subsection 2021-08-24 10:27:25 -04:00
piker Use a better exit slot heuristic 2021-09-06 09:28:10 -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 Fix a few QtGui -> QtWidget issues 2021-07-21 18:26:24 -07:00
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 Readme bump to include latest cli symbol syntax and add binance to provider list 2021-07-21 20:37:40 -04:00
requirements-test.txt Add seperate test job installing test deps 2021-05-20 16:23:56 -04:00
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setup.py Port styling to latest `qtdarkstyle` version 2021-06-10 13:23:28 -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 .

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...

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

this runs the main chart in in debug mode.

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.

key-bindings and mouse interaction is currently only documented in the doce base. help us write some docs dawg.

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.