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

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Tyler Goodlet bcc8d8a0d5 Simplify throttle loop to a single while block This should in theory result in increased burstiness since we remove the plain `trio.sleep()` and instead always wait on the receive channel as much as possible until the `trio.move_on_after()` (+ time diffing calcs) times out and signals the next throttled send cycle. This also is slightly easier to grok code-wise instead of the `try, except` and another tight while loop until a `trio.WouldBlock`. The only simpler way i can think to do it is with 2 tasks: 1 to collect ticks and the other to read and send at the throttle rate. Comment out the log msg for now to avoid latency and add much more detailed comments. Add an overrun log msg to the main sample loop.		2021-12-09 08:23:59 -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 .

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!