176 lines
5.2 KiB
Python
176 lines
5.2 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 high level cross-process API layer.
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This API should be kept "remote service compatible" meaning inputs to
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routines should be primitive data types where possible.
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"""
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import inspect
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from types import ModuleType
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from typing import List, Dict, Any, Optional
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import trio
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from ._util import log
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from . import get_brokermod
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from ..service import maybe_spawn_brokerd
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from .._cacheables import open_cached_client
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async def api(brokername: str, methname: str, **kwargs) -> dict:
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"""Make (proxy through) a broker API call by name and return its result.
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"""
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brokermod = get_brokermod(brokername)
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async with brokermod.get_client() as client:
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meth = getattr(client, methname, None)
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if meth is None:
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log.debug(
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f"Couldn't find API method {methname} looking up on client")
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meth = getattr(client.api, methname, None)
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if meth is None:
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log.error(f"No api method `{methname}` could be found?")
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return
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if not kwargs:
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# verify kwargs requirements are met
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sig = inspect.signature(meth)
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if sig.parameters:
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log.error(
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f"Argument(s) are required by the `{methname}` method: "
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f"{tuple(sig.parameters.keys())}")
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return
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return await meth(**kwargs)
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async def stocks_quote(
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brokermod: ModuleType,
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tickers: List[str]
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) -> Dict[str, Dict[str, Any]]:
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"""Return quotes dict for ``tickers``.
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"""
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async with brokermod.get_client() as client:
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return await client.quote(tickers)
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# TODO: these need tests
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async def option_chain(
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brokermod: ModuleType,
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symbol: str,
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date: Optional[str] = None,
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) -> Dict[str, Dict[str, Dict[str, Any]]]:
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"""Return option chain for ``symbol`` for ``date``.
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By default all expiries are returned. If ``date`` is provided
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then contract quotes for that single expiry are returned.
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"""
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async with brokermod.get_client() as client:
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if date:
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id = int((await client.tickers2ids([symbol]))[symbol])
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# build contracts dict for single expiry
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return await client.option_chains(
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{(symbol, id, date): {}})
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else:
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# get all contract expiries
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# (takes a long-ass time on QT fwiw)
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contracts = await client.get_all_contracts([symbol])
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# return chains for all dates
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return await client.option_chains(contracts)
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async def contracts(
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brokermod: ModuleType,
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symbol: str,
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) -> Dict[str, Dict[str, Dict[str, Any]]]:
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"""Return option contracts (all expiries) for ``symbol``.
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"""
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async with brokermod.get_client() as client:
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# return await client.get_all_contracts([symbol])
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return await client.get_all_contracts([symbol])
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async def bars(
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brokermod: ModuleType,
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symbol: str,
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**kwargs,
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) -> Dict[str, Dict[str, Dict[str, Any]]]:
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"""Return option contracts (all expiries) for ``symbol``.
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"""
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async with brokermod.get_client() as client:
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return await client.bars(symbol, **kwargs)
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async def symbol_info(
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brokermod: ModuleType,
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symbol: str,
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**kwargs,
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) -> Dict[str, Dict[str, Dict[str, Any]]]:
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"""Return symbol info from broker.
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"""
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async with brokermod.get_client() as client:
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return await client.symbol_info(symbol, **kwargs)
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async def search_w_brokerd(name: str, pattern: str) -> dict:
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async with open_cached_client(name) as client:
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# TODO: support multiple asset type concurrent searches.
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return await client.search_symbols(pattern=pattern)
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async def symbol_search(
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brokermods: list[ModuleType],
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pattern: str,
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**kwargs,
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) -> Dict[str, Dict[str, Dict[str, Any]]]:
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'''
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Return symbol info from broker.
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'''
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results = []
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async def search_backend(
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brokermod: ModuleType
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) -> None:
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brokername: str = mod.name
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async with maybe_spawn_brokerd(
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mod.name,
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infect_asyncio=getattr(mod, '_infect_asyncio', False),
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) as portal:
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results.append((
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brokername,
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await portal.run(
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search_w_brokerd,
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name=brokername,
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pattern=pattern,
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),
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))
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async with trio.open_nursery() as n:
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for mod in brokermods:
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n.start_soon(search_backend, mod.name)
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return results
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