e344bdbf1b
Instead of casting to `dict`s and rewriting event names in the
`push_tradesies()` handler, be transparent with event names (also
defining and piker-equivalent mapping them in a redefined `_statuses`
table) and types
passing them directly to the `deliver_trade_events()` task and generally
make event handler blocks much easier to grok with type annotations. To
deal with the causality dilemma of *when to emit a pos msg* due to
needing all of `execDetailsEvent, commissionReportEvent, positionEvent`
but having no guarantee on received order, we implement a small task
`clears: dict[Contract, tuple[Position, Fill]]` tracker table and (as
before) only emit a position event once the "cost" can be accessed for
the fill. We now ALWAYS relay any `Position` update from IB directly to
ensure (at least) the cumsize is correct (since it appears we still have
ongoing issues with computing this correctly via `.accounting.Position`
updates..).
Further related adjustments:
- load (fiat) balances and startup positions into a new `IbAcnt` struct.
- change `update_and_audit_pos_msg()` to blindly forward ib position
event updates for the **the size** since it should always be
considered the true gospel for accounting!
- drop ib-has-no-position handling since it should never occur..
- move `update_ledger_from_api_trades()` to the `.ledger` submod and do
processing of ib_insync `Fill` related objects instead of dict-casted
versions instead doing the casting in
`api_trades_to_ledger_entries()`.
- `norm_trade()`: add `symcache.mktmaps[bs_mktid] = mkt` in since it
turns out API (and sometimes FLEX) records don't contain the listing
exchange/venue thus making it impossible to map an asset pair in the
"position sense" (i.e. over multiple venues: qqq.nasdaq, qqq.arca,
qqq.directedge) to an fqme when doing offline ledger processing;
instead use frickin IB's internal int-id so there's no discrepancy.
- also much better handle futures mkt trade flex records such that
parsed `MktPair.fqme` is consistent.
|
||
|---|---|---|
| .github/workflows | ||
| config | ||
| dockering | ||
| docs | ||
| examples | ||
| piker | ||
| scripts | ||
| snippets | ||
| tests | ||
| .gitignore | ||
| LICENSE | ||
| MANIFEST.in | ||
| README.rst | ||
| develop.nix | ||
| notes_to_self.rst | ||
| pytest.ini | ||
| 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 & tractor for our distributed, multi-core, real-time streaming structured concurrency runtime B)
- Qt for pristine high performance UIs
- pyqtgraph for real-time charting
polarsnumpyandnumbafor fast numerics- apache arrow and parquet for time series history management persistence and sharing
- (prototyped) techtonicdb for L2 book storage
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.
sane install with poetry
TODO!
rigorous install on nixos using poetry2nix
TODO!
hacky install on nixos
NixOS is our core devs' distro of choice for which we offer a stringently defined development shell envoirment that can be loaded with:
nix-shell develop.nixthis will setup the required python environment to run piker, make sure to run:
pip install -r requirements.txt -e .once after loading the shell
install wild-west style via pip
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 .check out our charts
bet you weren't expecting this from the foss:
piker -l info -b kraken -b binance chart btcusdt.binance --pdbthis 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-clickon y-level to submit at that price ):f/ctl-fto stage buyd/ctl-dto stage sellato stage alert
search_mode(ctl-lorctl-spaceto open,ctl-corctl-spaceto 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 --pdbconnect your chart:
piker -l info -b kraken -b binance chart xmrusdt.binance --pdbenjoy 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!