pikers
/
piker
3
0
Fork 0
Code Issues 2 Pull Requests 5 Packages Projects Releases Wiki Activity
the FOSS computational trading platform (for non-tinas..) https://github.com/pikers/piker
564 Commits
235 Branches
0 Tags
9.1 MiB
Python 100%
 
Go to file
Tyler Goodlet fd21f4b0fe WIP initial draft of FSP subsystem 
This is a first attempt at a financial signal processing subsystem which
utilizes async generators for streaming frames of numpy array data
between actors. In this initial attempt the focus is on processing price
data and relaying it to the chart app for real-time display. So far this
seems to work (with decent latency) but much more work is likely needed
around improving the data model for even better latency and less data
duplication.

Surprisingly (or not?) a lot of simplifications to the charting code
came out of this in terms of conducting graphics updates in streaming
tasks instead of hiding them inside the obfuscated mess that is the
Qt-style-inheritance-OO-90s-trash. The goal from here on wards will be
to enforce strict semantics around reading and writing of data such that
state is kept outside "object trees" as much as possible and streaming
function semantics guide our flow model. Unsurprisingly, this reduction
in "instance state" is happening wherever we use `trio` ;)

A little summary on the technical changes:
- not going to explain the fsp system yet; it's too nascent and
  probably going to get some heavy editing.
- drop any "update" methods from the `LinkedCharts` type since each
  sub-chart will have it's own update task and thus a separate update
  loop; further individual graphics (per chart) may eventually require
  this same design.
- delete `ChartView`; moved into separate mod.
- add "stream from fsp" task to start our foray into real-time actor
  processed numpy streaming.
 		2020-10-02 12:13:28 -04:00
.github/workflows Add github actions CI; thanks @guilledk! 2020-10-02 10:40:25 -04:00
piker WIP initial draft of FSP subsystem 2020-10-02 12:13:28 -04:00
tests Create a blank config if none exists 2019-03-18 00:04:34 -04:00
.gitignore Initial commit 2018-01-15 22:58:02 -05:00
.travis.yml Deploy flag is no longer supported I guess? 2019-03-17 23:09:08 -04:00
LICENSE Relicense to AGPLv3 2020-06-16 00:12:19 -04:00
MANIFEST.in Extend install docs 2018-02-15 13:33:53 -05:00
README.rst Drop kivy stuff from docs 2020-10-02 12:13:28 -04:00
requirements.txt Switch to asyncio support branch in tractor 2020-10-02 10:40:50 -04:00
setup.py Add a couple more deps 2020-10-02 12:13:28 -04:00

README.rst

piker

Trading gear for hackers.

travis

piker is an attempt at a pro-grade, broker agnostic, next-gen FOSS toolset for real-time trading and financial analysis targetted at hardcore Linux users.

It tries to use as much bleeding edge tech as possible including (but not limited to):

  • Python 3.7+ for glue and business logic
  • 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 for fast numerics

Focus and Features:

  • 100% federated: running your code on your hardware with your broker's data feeds, privately, is the point (this is not a web-based I don't know how to run my own system project).
  • Asset class, broker, exchange agnostic.
  • Built on a highly reliable structured concurrent actor model with built in async streaming and scalability protocols allowing for a distributed architecture from the ground up.
  • Privacy: your orders, indicators, algos are all run client side and are shared only with the (groups of) traders you specify.
  • Production grade, highly attractive native UIs that feel and fit like a proper pair of skinny jeans; only meant to be used with a proper tiling window manager (no, we are not ignorant enough to roll our own).
  • Sophisticated charting capable of processing large data sets in real-time while sanely displaying complex models and strategy systems.
  • Built-in support for hipstery indicators and studies that you probably haven't heard of but that the authors know generate alpha when paired with the right strategies.
  • Emphasis on collaboration through sharing of data, ideas, and processing power. We will not host your code in the cloud nor ask you to participate in any lame "alpha competitions".
  • Adoption is very low priority, especially if you're not an experienced trader; the system is not built for sale it is built for people.
  • No, we will never have a "corporation friendly license"; if you intend to use this code base we must know about it.

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. Feel free to pipe in with your ideas and quiffs.

Install

piker is currently under heavy pre-alpha development and as such should be cloned from this repo and hacked on directly.

A couple bleeding edge components are being used atm pertaining to new components within trio.

For a development install:

git clone git@github.com:pikers/piker.git
cd piker
pipenv install --pre -e .
pipenv shell

Broker Support

For live data feeds the set of supported brokers is: - Questrade which comes with effectively free L1 - IB via ib_insync - Webull via the reverse engineered public API - Kraken for crypto over their public websocket API

If you want your broker supported and they have an API let us know.

Check out some charts

Bet you weren't expecting this from the foss:

piker chart spy.arca

It is also possible to run a specific broker's data feed as a top level micro-service daemon:

pikerd -l info -b ib

Then start the client app as normal:

piker chart -b ib ES.GLOBEX