ccf81520cb
Adding binance's "hft" ws feeds has resulted in a lot of context switching in our Qt charts, so much so it's chewin CPU and definitely worth it to throttle to the detected display rate as per discussion in issue #192. This is a first very very naive attempt at throttling L1 tick feeds on the `brokerd` end (producer side) using a constant and uniform delivery rate by way of a `trio` task + mem chan. The new func is `data._sampling.uniform_rate_send()`. Basically if a client request a feed and provides a throttle rate we just spawn a task and queue up ticks until approximately the next display rate's worth period of time has passed before forwarding. It's definitely nothing fancy but does provide fodder and a start point for an up and coming queueing eng to start digging into both #107 and #109 ;) |
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| .github/workflows | ||
| data | ||
| piker | ||
| snippets | ||
| tests | ||
| .gitignore | ||
| LICENSE | ||
| MANIFEST.in | ||
| README.rst | ||
| requirements-test.txt | ||
| requirements.txt | ||
| setup.py | ||
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
numpyandnumbafor 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 XBTUSDrun in distributed mode
start the service daemon:
pikerd -l infoconnect yourt chart:
piker -b kraken chart XMRXBTenjoy persistent real-time data feeds tied to daemon lifetime.
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?