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35 changed files with 1246 additions and 547 deletions

4
.gitignore vendored
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@ -102,6 +102,7 @@ ENV/
# mypy
.mypy_cache/
.vscode/settings.json
# all files under
.git/
@ -121,9 +122,6 @@ Session.vim
# wtv git hosting service tho?
gitea/
# ------ tina-land ------
.vscode/settings.json
# ------ macOS ------
# Finder metadata
**/.DS_Store

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@ -586,7 +586,7 @@ async def open_price_feed(
fh,
instrument
)
) as (chan, first):
) as (first, chan):
yield chan
@ -653,7 +653,7 @@ async def open_order_feed(
fh,
instrument
)
) as (chan, first):
) as (first, chan):
yield chan

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@ -32,7 +32,7 @@ import tractor
from piker.brokers import open_cached_client
from piker.log import get_logger, get_console_log
from tractor.ipc._shm import ShmArray
from piker.data import ShmArray
from piker.brokers._util import (
BrokerError,
DataUnavailable,

View File

@ -2,7 +2,7 @@
--------------
more or less the "everything broker" for traditional and international
markets. they are the "go to" provider for automatic retail trading
and we interface to their APIs using the `ib_async` project.
and we interface to their APIs using the `ib_insync` project.
status
******

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@ -22,7 +22,7 @@ Sub-modules within break into the core functionalities:
- ``broker.py`` part for orders / trading endpoints
- ``feed.py`` for real-time data feed endpoints
- ``api.py`` for the core API machinery which is ``trio``-ized
wrapping around `ib_async`.
wrapping around ``ib_insync``.
"""
from .api import (

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@ -111,7 +111,7 @@ def load_flex_trades(
) -> dict[str, Any]:
from ib_async import flexreport, util
from ib_insync import flexreport, util
conf = get_config()
@ -154,7 +154,8 @@ def load_flex_trades(
trade_entries,
)
ledger_dict: dict|None
ledger_dict: dict | None = None
for acctid in trades_by_account:
trades_by_id = trades_by_account[acctid]

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@ -20,7 +20,6 @@ runnable script-programs.
'''
from __future__ import annotations
import asyncio
from datetime import ( # noqa
datetime,
date,
@ -141,8 +140,7 @@ async def data_reset_hack(
except (
OSError, # no VNC server avail..
PermissionError, # asyncvnc pw fail..
) as _vnc_err:
vnc_err = _vnc_err
):
try:
import i3ipc # noqa (since a deps dynamic check)
except ModuleNotFoundError:
@ -168,22 +166,14 @@ async def data_reset_hack(
# localhost but no vnc-client or it borked..
else:
log.error(
'VNC CLICK HACK FAILE with,\n'
f'{vnc_err!r}\n'
)
# breakpoint()
# try_xdo_manual(client)
try_xdo_manual(client)
case 'i3ipc_xdotool':
try_xdo_manual(client)
# i3ipc_xdotool_manual_click_hack()
case _ as tech:
raise RuntimeError(
f'{tech!r} is not supported for reset tech!?'
)
raise RuntimeError(f'{tech} is not supported for reset tech!?')
# we don't really need the ``xdotool`` approach any more B)
return True
@ -275,39 +265,14 @@ async def vnc_click_hack(
# 640x1800
await client.move(
Point(
500, # x from left
400, # y from top
500,
500,
)
)
# in case a prior dialog win is open/active.
await client.press('ISO_Enter')
# ensure the ib-gw window is active
await client.click(MOUSE_BUTTON_LEFT)
# send the hotkeys combo B)
await client.press(
'Ctrl',
'Alt',
key,
) # NOTE, keys are stacked
# XXX, sometimes a dialog asking if you want to "simulate
# a reset" will show, in which case we want to select
# "Yes" (by tabbing) and then hit enter.
iters: int = 1
delay: float = 0.3
await asyncio.sleep(delay)
for i in range(iters):
log.info(f'Sending TAB {i}')
await client.press('Tab')
await asyncio.sleep(delay)
for i in range(iters):
log.info(f'Sending ENTER {i}')
await client.press('KP_Enter')
await asyncio.sleep(delay)
await client.press('Ctrl', 'Alt', key) # keys are stacked
def i3ipc_fin_wins_titled(

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@ -15,8 +15,7 @@
# along with this program. If not, see <https://www.gnu.org/licenses/>.
'''
Core API client machinery; mostly sane/useful wrapping around
`ib_async`..
Core API client machinery; mostly sane/useful wrapping around `ib_insync`..
'''
from __future__ import annotations
@ -58,7 +57,7 @@ from pendulum import (
Interval,
)
from eventkit import Event
from ib_async import (
from ib_insync import (
client as ib_client,
IB,
Contract,
@ -144,7 +143,7 @@ _bar_sizes = {
_show_wap_in_history: bool = False
# overrides to sidestep pretty questionable design decisions in
# ``ib_async``:
# ``ib_insync``:
class NonShittyWrapper(Wrapper):
def tcpDataArrived(self):
"""Override time stamps to be floats for now.
@ -184,7 +183,7 @@ class NonShittyIB(IB):
'''
def __init__(self):
# override `ib_async` internal loggers so we can see wtf
# override `ib_insync` internal loggers so we can see wtf
# it's doing..
self._logger = get_logger(
name=__name__,
@ -195,7 +194,7 @@ class NonShittyIB(IB):
self.wrapper = NonShittyWrapper(self)
self.client = ib_client.Client(self.wrapper)
self.client._logger = get_logger(
name='ib_async.client',
name='ib_insync.client',
)
# self.errorEvent += self._onError
@ -561,7 +560,7 @@ class Client:
# f'Recursing for more bars:\n'
)
# XXX, debug!
# breakpoint()
breakpoint()
# XXX ? TODO? recursively try to re-request?
# => i think *NO* right?
#
@ -768,48 +767,25 @@ class Client:
expiry: str = '',
front: bool = False,
) -> Contract|list[Contract]:
) -> Contract:
'''
Get an unqualifed contract for the current "continous"
future.
When input params result in a so called "ambiguous contract"
situation, we return the list of all matches provided by,
`IB.qualifyContractsAsync(..., returnAll=True)`
'''
# it's the "front" contract returned here
if front:
cons = (
await self.ib.qualifyContractsAsync(
ContFuture(symbol, exchange=exchange),
returnAll=True,
)
)
con = (await self.ib.qualifyContractsAsync(
ContFuture(symbol, exchange=exchange)
))[0]
else:
cons = (
await self.ib.qualifyContractsAsync(
Future(
symbol,
exchange=exchange,
lastTradeDateOrContractMonth=expiry,
),
returnAll=True,
con = (await self.ib.qualifyContractsAsync(
Future(
symbol,
exchange=exchange,
lastTradeDateOrContractMonth=expiry,
)
)
con = cons[0]
if isinstance(con, list):
log.warning(
f'{len(con)!r} futes cons matched for input params,\n'
f'symbol={symbol!r}\n'
f'exchange={exchange!r}\n'
f'expiry={expiry!r}\n'
f'\n'
f'cons:\n'
f'{con!r}\n'
)
))[0]
return con
@ -902,7 +878,7 @@ class Client:
currency='USD',
exchange='PAXOS',
)
# XXX, on `ib_async` when first tried this,
# XXX, on `ib_insync` when first tried this,
# > Error 10299, reqId 141: Expected what to show is
# > AGGTRADES, please use that instead of TRADES.,
# > contract: Crypto(conId=479624278, symbol='BTC',
@ -934,17 +910,11 @@ class Client:
)
exch = 'SMART' if not exch else exch
if isinstance(con, list):
contracts: list[Contract] = con
else:
contracts: list[Contract] = [con]
contracts: list[Contract] = [con]
if qualify:
try:
contracts: list[Contract] = (
await self.ib.qualifyContractsAsync(
*contracts
)
await self.ib.qualifyContractsAsync(con)
)
except RequestError as err:
msg = err.message
@ -1022,6 +992,7 @@ class Client:
async def get_sym_details(
self,
fqme: str,
) -> tuple[
Contract,
ContractDetails,
@ -1121,7 +1092,7 @@ class Client:
size: int,
account: str, # if blank the "default" tws account is used
# XXX: by default 0 tells ``ib_async`` methods that there is no
# XXX: by default 0 tells ``ib_insync`` methods that there is no
# existing order so ask the client to create a new one (which it
# seems to do by allocating an int counter - collision prone..)
reqid: int = None,
@ -1310,7 +1281,7 @@ async def load_aio_clients(
port: int = None,
client_id: int = 6116,
# the API TCP in `ib_async` connection can be flaky af so instead
# the API TCP in `ib_insync` connection can be flaky af so instead
# retry a few times to get the client going..
connect_retries: int = 3,
connect_timeout: float = 30, # in case a remote-host
@ -1318,7 +1289,7 @@ async def load_aio_clients(
) -> dict[str, Client]:
'''
Return an ``ib_async.IB`` instance wrapped in our client API.
Return an ``ib_insync.IB`` instance wrapped in our client API.
Client instances are cached for later use.
@ -1529,7 +1500,7 @@ async def open_client_proxies() -> tuple[
# TODO: maybe this should be the default in tractor?
key=tractor.current_actor().uid,
) as (cache_hit, (_, clients)),
) as (cache_hit, (clients, _)),
AsyncExitStack() as stack
):
@ -1660,7 +1631,6 @@ async def open_aio_client_method_relay(
) -> None:
# with tractor.devx.maybe_open_crash_handler() as _bxerr:
# sync with `open_client_proxy()` caller
chan.started_nowait(client)
@ -1670,11 +1640,7 @@ async def open_aio_client_method_relay(
# relay all method requests to ``asyncio``-side client and deliver
# back results
while not chan._to_trio._closed: # <- TODO, better check like `._web_bs`?
msg: (
None
|tuple[str, dict]
|dict
) = await chan.get()
msg: tuple[str, dict]|dict|None = await chan.get()
match msg:
case None: # termination sentinel
log.info('asyncio `Client` method-proxy SHUTDOWN!')
@ -1718,7 +1684,7 @@ async def open_client_proxy(
open_aio_client_method_relay,
client=client,
event_consumers=event_table,
) as (chan, first),
) as (first, chan),
trionics.collapse_eg(), # loose-ify
trio.open_nursery() as relay_tn,
@ -1776,7 +1742,7 @@ async def get_client(
) -> Client:
'''
Init the ``ib_async`` client in another actor and return
Init the ``ib_insync`` client in another actor and return
a method proxy to it.
'''

View File

@ -35,14 +35,14 @@ from trio_typing import TaskStatus
import tractor
from tractor.to_asyncio import LinkedTaskChannel
from tractor import trionics
from ib_async.contract import (
from ib_insync.contract import (
Contract,
)
from ib_async.order import (
from ib_insync.order import (
Trade,
OrderStatus,
)
from ib_async.objects import (
from ib_insync.objects import (
Fill,
Execution,
CommissionReport,
@ -181,7 +181,7 @@ async def handle_order_requests(
# validate
order = BrokerdOrder(**request_msg)
# XXX: by default 0 tells ``ib_async`` methods that
# XXX: by default 0 tells ``ib_insync`` methods that
# there is no existing order so ask the client to create
# a new one (which it seems to do by allocating an int
# counter - collision prone..)
@ -237,7 +237,7 @@ async def recv_trade_updates(
) -> None:
'''
Receive and relay order control and positioning related events
from `ib_async`, pack as tuples and push over mem-chan to our
from `ib_insync`, pack as tuples and push over mem-chan to our
trio relay task for processing and relay to EMS.
'''
@ -303,7 +303,7 @@ async def recv_trade_updates(
# much more then a few more pnl fields..
# 'updatePortfolioEvent',
# XXX: these all seem to be weird ib_async internal
# XXX: these all seem to be weird ib_insync internal
# events that we probably don't care that much about
# given the internal design is wonky af..
# 'newOrderEvent',
@ -499,7 +499,7 @@ async def open_trade_event_stream(
] = trio.TASK_STATUS_IGNORED,
):
'''
Proxy wrapper for starting trade event stream from ib_async
Proxy wrapper for starting trade event stream from ib_insync
which spawns an asyncio task that registers an internal closure
(`push_tradies()`) which in turn relays trading events through
a `tractor.to_asyncio.LinkedTaskChannel` which the parent
@ -514,8 +514,8 @@ async def open_trade_event_stream(
recv_trade_updates,
client=client,
) as (
trade_event_stream,
_, # first pushed val
trade_event_stream,
):
task_status.started(trade_event_stream)
# block forever to keep session trio-asyncio session
@ -991,9 +991,6 @@ _statuses: dict[str, str] = {
# TODO: see a current ``ib_insync`` issue around this:
# https://github.com/erdewit/ib_insync/issues/363
'Inactive': 'pending',
# XXX, uhh wut the heck is this?
'ValidationError': 'error',
}
_action_map = {
@ -1066,19 +1063,8 @@ async def deliver_trade_events(
# TODO: for some reason we can receive a ``None`` here when the
# ib-gw goes down? Not sure exactly how that's happening looking
# at the eventkit code above but we should probably handle it...
event_name: str
item: (
Trade
|tuple[Trade, Fill]
|CommissionReport
|IbPosition
|dict
)
async for event_name, item in trade_event_stream:
log.info(
f'Relaying {event_name!r}:\n'
f'{pformat(item)}\n'
)
log.info(f'Relaying `{event_name}`:\n{pformat(item)}')
match event_name:
case 'orderStatusEvent':
@ -1089,12 +1075,11 @@ async def deliver_trade_events(
trade: Trade = item
reqid: str = str(trade.order.orderId)
status: OrderStatus = trade.orderStatus
status_str: str = _statuses.get(
status.status,
'error',
)
status_str: str = _statuses[status.status]
remaining: float = status.remaining
if status_str == 'filled':
if (
status_str == 'filled'
):
fill: Fill = trade.fills[-1]
execu: Execution = fill.execution
@ -1125,12 +1110,6 @@ async def deliver_trade_events(
# all units were cleared.
status_str = 'closed'
elif status_str == 'error':
log.error(
f'IB reported error status for order ??\n'
f'{status.status!r}\n'
)
# skip duplicate filled updates - we get the deats
# from the execution details event
msg = BrokerdStatus(
@ -1291,23 +1270,13 @@ async def deliver_trade_events(
case 'error':
# NOTE: see impl deats in
# `Client.inline_errors()::push_err()`
err: dict|str = item
err: dict = item
# std case, never relay errors for non-order-control
# related issues.
# never relay errors for non-broker related issues
# https://interactivebrokers.github.io/tws-api/message_codes.html
if isinstance(err, dict):
code: int = err['error_code']
reason: str = err['reason']
reqid: str = str(err['reqid'])
# XXX, sometimes you'll get just a `str` of the form,
# '[code 104] connection failed' or something..
elif isinstance(err, str):
code_part, _, reason = err.rpartition(']')
if code_part:
_, _, code = code_part.partition('[code')
reqid: str = '<unknown>'
code: int = err['error_code']
reason: str = err['reason']
reqid: str = str(err['reqid'])
# "Warning:" msg codes,
# https://interactivebrokers.github.io/tws-api/message_codes.html#warning_codes

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@ -36,7 +36,7 @@ from typing import (
)
from async_generator import aclosing
import ib_async as ibis
import ib_insync as ibis
import numpy as np
from pendulum import (
now,
@ -100,7 +100,7 @@ tick_types = {
5: 'size',
8: 'volume',
# `ib_async` already packs these into
# ``ib_insync`` already packs these into
# quotes under the following fields.
55: 'trades_per_min', # `'tradeRate'`
56: 'vlm_per_min', # `'volumeRate'`
@ -201,15 +201,6 @@ async def open_history_client(
fqme,
timeframe,
end_dt=end_dt,
# XXX WARNING, we don't actually use this inside
# `Client.bars()` since it isn't really supported,
# the API instead supports a "duration" of time style
# from the `end_dt` (or at least that was the best
# way to get it working sanely)..
#
# SO, with that in mind be aware that any downstream
# logic based on this may be mostly futile Xp
start_dt=start_dt,
)
latency = time.time() - query_start
@ -287,27 +278,19 @@ async def open_history_client(
trimmed_bars = bars_array[
bars_array['time'] >= start_dt.timestamp()
]
# XXX, should NEVER get HERE!
if trimmed_bars.size:
trimmed_first_dt: datetime = from_timestamp(trimmed_bars['time'][0])
if (
trimmed_first_dt
>=
start_dt
):
msg: str = (
f'OHLC-bars array start is gt `start_dt` limit !!\n'
f'start_dt: {start_dt}\n'
f'first_dt: {first_dt}\n'
f'trimmed_first_dt: {trimmed_first_dt}\n'
f'\n'
f'Delivering shorted frame of {trimmed_bars.size!r}\n'
)
log.warning(msg)
# TODO! rm this once we're more confident it
# never breaks anything (in the caller)!
# breakpoint()
# raise RuntimeError(msg)
if (
trimmed_first_dt := from_timestamp(trimmed_bars['time'][0])
!=
start_dt
):
# TODO! rm this once we're more confident it never hits!
# breakpoint()
raise RuntimeError(
f'OHLC-bars array start is gt `start_dt` limit !!\n'
f'start_dt: {start_dt}\n'
f'first_dt: {first_dt}\n'
f'trimmed_first_dt: {trimmed_first_dt}\n'
)
# XXX, overwrite with start_dt-limited frame
bars_array = trimmed_bars
@ -321,7 +304,7 @@ async def open_history_client(
# TODO: it seems like we can do async queries for ohlc
# but getting the order right still isn't working and I'm not
# quite sure why.. needs some tinkering and probably
# a lookthrough of the `ib_async` machinery, for eg. maybe
# a lookthrough of the `ib_insync` machinery, for eg. maybe
# we have to do the batch queries on the `asyncio` side?
yield (
get_hist,
@ -989,7 +972,7 @@ async def open_aio_quote_stream(
symbol=symbol,
contract=contract,
) as (from_aio, contract):
) as (contract, from_aio):
assert contract
@ -1068,21 +1051,6 @@ def normalize(
# ticker.rtTime.timestamp) / 1000.
data.pop('rtTime')
# XXX, `ib_async` seems to set a
# `'timezone': datetime.timezone.utc` in this `dict`
# which is NOT IPC serializeable sin codec!
#
# pretty sure we don't need any of this field for now anyway?
data.pop('defaults')
if lts := data.get('lastTimeStamp'):
lts.replace(tzinfo=None)
log.warning(
f'Stripping `.tzinfo` from datetime\n'
f'{lts}\n'
)
# breakpoint()
return data
@ -1259,7 +1227,7 @@ async def stream_quotes(
):
# ?TODO? can we rm this - particularly for `ib_async`?
# ugh, clear ticks since we've consumed them
# (ahem, ib_async is stateful trash)
# (ahem, ib_insync is stateful trash)
# first_ticker.ticks = []
# only on first entry at feed boot up

View File

@ -36,7 +36,7 @@ from pendulum import (
parse,
from_timestamp,
)
from ib_async import (
from ib_insync import (
Contract,
Commodity,
Fill,

View File

@ -23,7 +23,6 @@ from contextlib import (
nullcontext,
)
from decimal import Decimal
from functools import partial
import time
from typing import (
Awaitable,
@ -31,9 +30,8 @@ from typing import (
)
from rapidfuzz import process as fuzzy
import ib_async as ibis
import ib_insync as ibis
import tractor
from tractor.devx.pformat import ppfmt
import trio
from piker.accounting import (
@ -217,19 +215,18 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
f'{ib_client}\n'
)
last: float = time.time()
last = time.time()
async for pattern in stream:
log.info(f'received {pattern}')
now: float = time.time()
# TODO? check this is no longer true?
# this causes tractor hang...
# assert 0
assert pattern, 'IB can not accept blank search pattern'
# throttle search requests to no faster then 1Hz
diff: float = now - last
diff = now - last
if diff < 1.0:
log.debug('throttle sleeping')
await trio.sleep(diff)
@ -240,12 +237,11 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
if (
not pattern
or
pattern.isspace()
or
or pattern.isspace()
# XXX: not sure if this is a bad assumption but it
# seems to make search snappier?
len(pattern) < 1
or len(pattern) < 1
):
log.warning('empty pattern received, skipping..')
@ -258,58 +254,36 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
# XXX: this unblocks the far end search task which may
# hold up a multi-search nursery block
await stream.send({})
continue
log.info(
f'Searching for FQME with,\n'
f'pattern: {pattern!r}\n'
)
log.info(f'searching for {pattern}')
last: float = time.time()
last = time.time()
# async batch search using api stocks endpoint and
# module defined adhoc symbol set.
stock_results: list[dict] = []
# async batch search using api stocks endpoint and module
# defined adhoc symbol set.
stock_results = []
async def extend_results(
# ?TODO, how to type async-fn!?
target: Awaitable[list],
pattern: str,
**kwargs,
target: Awaitable[list]
) -> None:
try:
results = await target(
pattern=pattern,
**kwargs,
)
client_repr: str = proxy._aio_ns.ib.client.__class__.__name__
meth_repr: str = target.keywords["meth"]
log.info(
f'Search query,\n'
f'{client_repr}.{meth_repr}(\n'
f' pattern={pattern!r}\n'
f' **kwargs={kwargs!r},\n'
f') = {ppfmt(list(results))}'
# XXX ^ just the keys since that's what
# shows in UI results table.
)
results = await target
except tractor.trionics.Lagged:
log.exception(
'IB SYM-SEARCH OVERRUN?!?\n'
)
print("IB SYM-SEARCH OVERRUN?!?")
return
stock_results.extend(results)
for _ in range(10):
with trio.move_on_after(3) as cs:
async with trio.open_nursery() as tn:
tn.start_soon(
partial(
extend_results,
async with trio.open_nursery() as sn:
sn.start_soon(
extend_results,
proxy.search_symbols(
pattern=pattern,
target=proxy.search_symbols,
upto=10,
upto=5,
),
)
@ -339,9 +313,7 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
# adhoc_match_results = {i[0]: {} for i in
# adhoc_matches}
log.debug(
f'fuzzy matching stocks {ppfmt(stock_results)}'
)
log.debug(f'fuzzy matching stocks {stock_results}')
stock_matches = fuzzy.extract(
pattern,
stock_results,
@ -355,10 +327,7 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
# TODO: we used to deliver contract details
# {item[2]: item[0] for item in stock_matches}
log.debug(
f'Sending final matches\n'
f'{matches.keys()}'
)
log.debug(f"sending matches: {matches.keys()}")
await stream.send(matches)
@ -553,11 +522,7 @@ async def get_mkt_info(
if atype == 'commodity':
venue: str = 'cmdty'
else:
venue: str = (
con.primaryExchange
or
con.exchange
)
venue = con.primaryExchange or con.exchange
price_tick: Decimal = Decimal(str(details.minTick))
ib_min_tick_gt_2: Decimal = Decimal('0.01')

View File

@ -41,9 +41,8 @@ from pendulum import (
)
if TYPE_CHECKING:
from ib_async import (
from ib_insync import (
TradingSession,
Contract,
ContractDetails,
)
from exchange_calendars.exchange_calendars import (
@ -83,20 +82,8 @@ def has_holiday(
'''
tz: str = con_deats.timeZoneId
con: Contract = con_deats.contract
exch: str = (
con.primaryExchange
or
con.exchange
)
# XXX, ad-hoc handle any IB exchange which are non-std
# via lookup table..
std_exch: dict = {
'ARCA': 'ARCX',
}.get(exch, exch)
cal: ExchangeCalendar = xcals.get_calendar(std_exch)
exch: str = con_deats.contract.primaryExchange
cal: ExchangeCalendar = xcals.get_calendar(exch)
end: datetime = period.end
# _start: datetime = period.start
# ?TODO, can rm ya?
@ -249,7 +236,7 @@ def is_venue_closure(
#
# NOTE, this was generated by @guille from a gpt5 prompt
# and was originally thot to be needed before learning about
# `ib_async.contract.ContractDetails._parseSessions()` and
# `ib_insync.contract.ContractDetails._parseSessions()` and
# it's downstream meths..
#
# This is still likely useful to keep for now to parse the

View File

@ -19,6 +19,7 @@ Platform configuration (files) mgmt.
"""
import platform
import sys
import os
import shutil
from typing import (
@ -28,7 +29,6 @@ from typing import (
from pathlib import Path
from bidict import bidict
import platformdirs
import tomlkit
try:
import tomllib
@ -41,7 +41,7 @@ from .log import get_logger
log = get_logger('broker-config')
# XXX NOTE: orig impl was taken from `click`
# XXX NOTE: taken from `click`
# |_https://github.com/pallets/click/blob/main/src/click/utils.py#L449
#
# (since apparently they have some super weirdness with SIGINT and
@ -54,21 +54,44 @@ def get_app_dir(
force_posix: bool = False,
) -> str:
'''
Returns the config folder for the application. The default behavior
r"""Returns the config folder for the application. The default behavior
is to return whatever is most appropriate for the operating system.
----
NOTE, below is originally from `click` impl fn, we can prolly remove?
----
To give you an idea, for an app called ``"Foo Bar"``, something like
the following folders could be returned:
Mac OS X:
``~/Library/Application Support/Foo Bar``
Mac OS X (POSIX):
``~/.foo-bar``
Unix:
``~/.config/foo-bar``
Unix (POSIX):
``~/.foo-bar``
Win XP (roaming):
``C:\Documents and Settings\<user>\Local Settings\Application Data\Foo``
Win XP (not roaming):
``C:\Documents and Settings\<user>\Application Data\Foo Bar``
Win 7 (roaming):
``C:\Users\<user>\AppData\Roaming\Foo Bar``
Win 7 (not roaming):
``C:\Users\<user>\AppData\Local\Foo Bar``
.. versionadded:: 2.0
:param app_name: the application name. This should be properly capitalized
and can contain whitespace.
:param roaming: controls if the folder should be roaming or not on Windows.
Has no affect otherwise.
:param force_posix: if this is set to `True` then on any POSIX system the
folder will be stored in the home folder with a leading
dot instead of the XDG config home or darwin's
application support folder.
'''
"""
def _posixify(name):
return "-".join(name.split()).lower()
# NOTE: for testing with `pytest` we leverage the `tmp_dir`
# fixture to generate (and clean up) a test-request-specific
# directory for isolated configuration files such that,
@ -94,30 +117,23 @@ def get_app_dir(
# assert testdirpath.exists(), 'piker test harness might be borked!?'
# app_name = str(testdirpath)
os_name: str = platform.system()
conf_dir: Path = platformdirs.user_config_path()
app_dir: Path = conf_dir / app_name
# ?TODO, from `click`; can remove?
if platform.system() == 'Windows':
key = "APPDATA" if roaming else "LOCALAPPDATA"
folder = os.environ.get(key)
if folder is None:
folder = os.path.expanduser("~")
return os.path.join(folder, app_name)
if force_posix:
def _posixify(name):
return "-".join(name.split()).lower()
return os.path.join(
os.path.expanduser(
"~/.{}".format(
_posixify(app_name)
)
)
os.path.expanduser("~/.{}".format(_posixify(app_name))))
if sys.platform == "darwin":
return os.path.join(
os.path.expanduser("~/Library/Application Support"), app_name
)
log.info(
f'Using user config directory,\n'
f'platform.system(): {os_name!r}\n'
f'conf_dir: {conf_dir!r}\n'
f'app_dir: {conf_dir!r}\n'
return os.path.join(
os.environ.get("XDG_CONFIG_HOME", os.path.expanduser("~/.config")),
_posixify(app_name),
)
return app_dir
_click_config_dir: Path = Path(get_app_dir('piker'))
@ -234,9 +250,7 @@ def repodir() -> Path:
repodir: Path = Path(os.environ.get('GITHUB_WORKSPACE'))
confdir: Path = repodir / 'config'
assert confdir.is_dir(), (
f'{confdir} DNE, {repodir} is likely incorrect!'
)
assert confdir.is_dir(), f'{confdir} DNE, {repodir} is likely incorrect!'
return repodir

View File

@ -23,13 +23,13 @@ sharing live streams over a network.
"""
from .ticktools import iterticks
from tractor.ipc._shm import (
ShmArray,
from ._sharedmem import (
maybe_open_shm_array,
attach_shm_array,
open_shm_array,
get_shm_token,
open_shm_ndarray as open_shm_array,
attach_shm_ndarray as attach_shm_array,
ShmArray,
)
from ._sharedmem import maybe_open_shm_array
from ._source import (
def_iohlcv_fields,
def_ohlcv_fields,

View File

@ -28,7 +28,9 @@ from msgspec import field
import numpy as np
from numpy.lib import recfunctions as rfn
from tractor.ipc._shm import ShmArray
from ._sharedmem import (
ShmArray,
)
from ._pathops import (
path_arrays_from_ohlc,
)

View File

@ -55,7 +55,9 @@ from ._util import (
from ..service import maybe_spawn_daemon
if TYPE_CHECKING:
from tractor.ipc._shm import ShmArray
from ._sharedmem import (
ShmArray,
)
from .feed import (
_FeedsBus,
Sub,
@ -376,16 +378,16 @@ async def register_with_sampler(
# feed_is_live.is_set()
# ^TODO? pass it in instead?
):
from tractor.ipc._shm import (
attach_shm_ndarray,
NDToken,
from ._sharedmem import (
attach_shm_array,
_Token,
)
for period in shms_by_period:
# load and register shm handles
shm_token_msg = shms_by_period[period]
shm = attach_shm_ndarray(
NDToken.from_msg(shm_token_msg),
shm = attach_shm_array(
_Token.from_msg(shm_token_msg),
readonly=False,
)
shms_by_period[period] = shm

View File

@ -1,106 +1,661 @@
# piker: trading gear for hackers
# Copyright (C) Tyler Goodlet (in stewardship for pikers)
# This program is free software: you can redistribute it
# and/or modify it under the terms of the GNU Affero General
# Public License as published by the Free Software
# Foundation, either version 3 of the License, or (at your
# option) any later version.
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU Affero General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
# This program is distributed in the hope that it will be
# useful, but WITHOUT ANY WARRANTY; without even the implied
# warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
# PURPOSE. See the GNU Affero General Public License for
# more details.
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Affero General Public License for more details.
# You should have received a copy of the GNU Affero General
# Public License along with this program. If not, see
# <https://www.gnu.org/licenses/>.
# You should have received a copy of the GNU Affero General Public License
# along with this program. If not, see <https://www.gnu.org/licenses/>.
'''
Piker-specific shared memory helpers.
"""
NumPy compatible shared memory buffers for real-time IPC streaming.
Thin shim providing piker-only wrappers around
``tractor.ipc._shm``; all core types and functions
are now imported directly from tractor throughout
the codebase.
"""
from __future__ import annotations
from sys import byteorder
import time
from typing import Optional
from multiprocessing.shared_memory import SharedMemory, _USE_POSIX
'''
if _USE_POSIX:
from _posixshmem import shm_unlink
# import msgspec
import numpy as np
from tractor.ipc._shm import (
NDToken,
ShmArray,
_known_tokens,
_make_token as _tractor_make_token,
open_shm_ndarray,
attach_shm_ndarray,
)
from numpy.lib import recfunctions as rfn
import tractor
from ._util import log
from ._source import def_iohlcv_fields
from piker.types import Struct
def cuckoff_mantracker():
'''
Disable all ``multiprocessing``` "resource tracking" machinery since
it's an absolute multi-threaded mess of non-SC madness.
'''
from multiprocessing import resource_tracker as mantracker
# Tell the "resource tracker" thing to fuck off.
class ManTracker(mantracker.ResourceTracker):
def register(self, name, rtype):
pass
def unregister(self, name, rtype):
pass
def ensure_running(self):
pass
# "know your land and know your prey"
# https://www.dailymotion.com/video/x6ozzco
mantracker._resource_tracker = ManTracker()
mantracker.register = mantracker._resource_tracker.register
mantracker.ensure_running = mantracker._resource_tracker.ensure_running
mantracker.unregister = mantracker._resource_tracker.unregister
mantracker.getfd = mantracker._resource_tracker.getfd
cuckoff_mantracker()
class SharedInt:
"""Wrapper around a single entry shared memory array which
holds an ``int`` value used as an index counter.
"""
def __init__(
self,
shm: SharedMemory,
) -> None:
self._shm = shm
@property
def value(self) -> int:
return int.from_bytes(self._shm.buf, byteorder)
@value.setter
def value(self, value) -> None:
self._shm.buf[:] = value.to_bytes(self._shm.size, byteorder)
def destroy(self) -> None:
if _USE_POSIX:
# We manually unlink to bypass all the "resource tracker"
# nonsense meant for non-SC systems.
name = self._shm.name
try:
shm_unlink(name)
except FileNotFoundError:
# might be a teardown race here?
log.warning(f'Shm for {name} already unlinked?')
class _Token(Struct, frozen=True):
'''
Internal represenation of a shared memory "token"
which can be used to key a system wide post shm entry.
'''
shm_name: str # this servers as a "key" value
shm_first_index_name: str
shm_last_index_name: str
dtype_descr: tuple
size: int # in struct-array index / row terms
@property
def dtype(self) -> np.dtype:
return np.dtype(list(map(tuple, self.dtype_descr))).descr
def as_msg(self):
return self.to_dict()
@classmethod
def from_msg(cls, msg: dict) -> _Token:
if isinstance(msg, _Token):
return msg
# TODO: native struct decoding
# return _token_dec.decode(msg)
msg['dtype_descr'] = tuple(map(tuple, msg['dtype_descr']))
return _Token(**msg)
# _token_dec = msgspec.msgpack.Decoder(_Token)
# TODO: this api?
# _known_tokens = tractor.ActorVar('_shm_tokens', {})
# _known_tokens = tractor.ContextStack('_known_tokens', )
# _known_tokens = trio.RunVar('shms', {})
# process-local store of keys to tokens
_known_tokens = {}
def get_shm_token(key: str) -> _Token:
"""Convenience func to check if a token
for the provided key is known by this process.
"""
return _known_tokens.get(key)
def _make_token(
key: str,
size: int,
dtype: np.dtype|None = None,
) -> NDToken:
dtype: Optional[np.dtype] = None,
) -> _Token:
'''
Wrap tractor's ``_make_token()`` with piker's
default dtype fallback to ``def_iohlcv_fields``.
Create a serializable token that can be used
to access a shared array.
'''
from ._source import def_iohlcv_fields
dtype = (
def_iohlcv_fields
if dtype is None
else dtype
dtype = def_iohlcv_fields if dtype is None else dtype
return _Token(
shm_name=key,
shm_first_index_name=key + "_first",
shm_last_index_name=key + "_last",
dtype_descr=tuple(np.dtype(dtype).descr),
size=size,
)
return _tractor_make_token(
class ShmArray:
'''
A shared memory ``numpy`` (compatible) array API.
An underlying shared memory buffer is allocated based on
a user specified ``numpy.ndarray``. This fixed size array
can be read and written to by pushing data both onto the "front"
or "back" of a set index range. The indexes for the "first" and
"last" index are themselves stored in shared memory (accessed via
``SharedInt`` interfaces) values such that multiple processes can
interact with the same array using a synchronized-index.
'''
def __init__(
self,
shmarr: np.ndarray,
first: SharedInt,
last: SharedInt,
shm: SharedMemory,
# readonly: bool = True,
) -> None:
self._array = shmarr
# indexes for first and last indices corresponding
# to fille data
self._first = first
self._last = last
self._len = len(shmarr)
self._shm = shm
self._post_init: bool = False
# pushing data does not write the index (aka primary key)
dtype = shmarr.dtype
if dtype.fields:
self._write_fields = list(shmarr.dtype.fields.keys())[1:]
else:
self._write_fields = None
# TODO: ringbuf api?
@property
def _token(self) -> _Token:
return _Token(
shm_name=self._shm.name,
shm_first_index_name=self._first._shm.name,
shm_last_index_name=self._last._shm.name,
dtype_descr=tuple(self._array.dtype.descr),
size=self._len,
)
@property
def token(self) -> dict:
"""Shared memory token that can be serialized and used by
another process to attach to this array.
"""
return self._token.as_msg()
@property
def index(self) -> int:
return self._last.value % self._len
@property
def array(self) -> np.ndarray:
'''
Return an up-to-date ``np.ndarray`` view of the
so-far-written data to the underlying shm buffer.
'''
a = self._array[self._first.value:self._last.value]
# first, last = self._first.value, self._last.value
# a = self._array[first:last]
# TODO: eventually comment this once we've not seen it in the
# wild in a long time..
# XXX: race where first/last indexes cause a reader
# to load an empty array..
if len(a) == 0 and self._post_init:
raise RuntimeError('Empty array race condition hit!?')
return a
def ustruct(
self,
fields: Optional[list[str]] = None,
# type that all field values will be cast to
# in the returned view.
common_dtype: np.dtype = float,
) -> np.ndarray:
array = self._array
if fields:
selection = array[fields]
# fcount = len(fields)
else:
selection = array
# fcount = len(array.dtype.fields)
# XXX: manual ``.view()`` attempt that also doesn't work.
# uview = selection.view(
# dtype='<f16',
# ).reshape(-1, 4, order='A')
# assert len(selection) == len(uview)
u = rfn.structured_to_unstructured(
selection,
# dtype=float,
copy=True,
)
# unstruct = np.ndarray(u.shape, dtype=a.dtype, buffer=shm.buf)
# array[:] = a[:]
return u
# return ShmArray(
# shmarr=u,
# first=self._first,
# last=self._last,
# shm=self._shm
# )
def last(
self,
length: int = 1,
) -> np.ndarray:
'''
Return the last ``length``'s worth of ("row") entries from the
array.
'''
return self.array[-length:]
def push(
self,
data: np.ndarray,
field_map: Optional[dict[str, str]] = None,
prepend: bool = False,
update_first: bool = True,
start: int | None = None,
) -> int:
'''
Ring buffer like "push" to append data
into the buffer and return updated "last" index.
NB: no actual ring logic yet to give a "loop around" on overflow
condition, lel.
'''
length = len(data)
if prepend:
index = (start or self._first.value) - length
if index < 0:
raise ValueError(
f'Array size of {self._len} was overrun during prepend.\n'
f'You have passed {abs(index)} too many datums.'
)
else:
index = start if start is not None else self._last.value
end = index + length
if field_map:
src_names, dst_names = zip(*field_map.items())
else:
dst_names = src_names = self._write_fields
try:
self._array[
list(dst_names)
][index:end] = data[list(src_names)][:]
# NOTE: there was a race here between updating
# the first and last indices and when the next reader
# tries to access ``.array`` (which due to the index
# overlap will be empty). Pretty sure we've fixed it now
# but leaving this here as a reminder.
if (
prepend
and update_first
and length
):
assert index < self._first.value
if (
index < self._first.value
and update_first
):
assert prepend, 'prepend=True not passed but index decreased?'
self._first.value = index
elif not prepend:
self._last.value = end
self._post_init = True
return end
except ValueError as err:
if field_map:
raise
# should raise if diff detected
self.diff_err_fields(data)
raise err
def diff_err_fields(
self,
data: np.ndarray,
) -> None:
# reraise with any field discrepancy
our_fields, their_fields = (
set(self._array.dtype.fields),
set(data.dtype.fields),
)
only_in_ours = our_fields - their_fields
only_in_theirs = their_fields - our_fields
if only_in_ours:
raise TypeError(
f"Input array is missing field(s): {only_in_ours}"
)
elif only_in_theirs:
raise TypeError(
f"Input array has unknown field(s): {only_in_theirs}"
)
# TODO: support "silent" prepends that don't update ._first.value?
def prepend(
self,
data: np.ndarray,
) -> int:
end = self.push(data, prepend=True)
assert end
def close(self) -> None:
self._first._shm.close()
self._last._shm.close()
self._shm.close()
def destroy(self) -> None:
if _USE_POSIX:
# We manually unlink to bypass all the "resource tracker"
# nonsense meant for non-SC systems.
shm_unlink(self._shm.name)
self._first.destroy()
self._last.destroy()
def flush(self) -> None:
# TODO: flush to storage backend like markestore?
...
def open_shm_array(
size: int,
key: str | None = None,
dtype: np.dtype | None = None,
append_start_index: int | None = None,
readonly: bool = False,
) -> ShmArray:
'''Open a memory shared ``numpy`` using the standard library.
This call unlinks (aka permanently destroys) the buffer on teardown
and thus should be used from the parent-most accessor (process).
'''
# create new shared mem segment for which we
# have write permission
a = np.zeros(size, dtype=dtype)
a['index'] = np.arange(len(a))
shm = SharedMemory(
name=key,
create=True,
size=a.nbytes
)
array = np.ndarray(
a.shape,
dtype=a.dtype,
buffer=shm.buf
)
array[:] = a[:]
array.setflags(write=int(not readonly))
token = _make_token(
key=key,
size=size,
dtype=dtype,
)
# create single entry arrays for storing an first and last indices
first = SharedInt(
shm=SharedMemory(
name=token.shm_first_index_name,
create=True,
size=4, # std int
)
)
last = SharedInt(
shm=SharedMemory(
name=token.shm_last_index_name,
create=True,
size=4, # std int
)
)
# start the "real-time" updated section after 3-days worth of 1s
# sampled OHLC. this allows appending up to a days worth from
# tick/quote feeds before having to flush to a (tsdb) storage
# backend, and looks something like,
# -------------------------
# | | i
# _________________________
# <-------------> <------->
# history real-time
#
# Once fully "prepended", the history section will leave the
# ``ShmArray._start.value: int = 0`` and the yet-to-be written
# real-time section will start at ``ShmArray.index: int``.
# this sets the index to nearly 2/3rds into the the length of
# the buffer leaving at least a "days worth of second samples"
# for the real-time section.
if append_start_index is None:
append_start_index = round(size * 0.616)
last.value = first.value = append_start_index
shmarr = ShmArray(
array,
first,
last,
shm,
)
assert shmarr._token == token
_known_tokens[key] = shmarr.token
# "unlink" created shm on process teardown by
# pushing teardown calls onto actor context stack
stack = tractor.current_actor(
err_on_no_runtime=False,
).lifetime_stack
if stack:
stack.callback(shmarr.close)
stack.callback(shmarr.destroy)
return shmarr
def attach_shm_array(
token: tuple[str, str, tuple[str, str]],
readonly: bool = True,
) -> ShmArray:
'''
Attach to an existing shared memory array previously
created by another process using ``open_shared_array``.
No new shared mem is allocated but wrapper types for read/write
access are constructed.
'''
token = _Token.from_msg(token)
key = token.shm_name
if key in _known_tokens:
assert _Token.from_msg(_known_tokens[key]) == token, "WTF"
# XXX: ugh, looks like due to the ``shm_open()`` C api we can't
# actually place files in a subdir, see discussion here:
# https://stackoverflow.com/a/11103289
# attach to array buffer and view as per dtype
_err: Optional[Exception] = None
for _ in range(3):
try:
shm = SharedMemory(
name=key,
create=False,
)
break
except OSError as oserr:
_err = oserr
time.sleep(0.1)
else:
if _err:
raise _err
shmarr = np.ndarray(
(token.size,),
dtype=token.dtype,
buffer=shm.buf
)
shmarr.setflags(write=int(not readonly))
first = SharedInt(
shm=SharedMemory(
name=token.shm_first_index_name,
create=False,
size=4, # std int
),
)
last = SharedInt(
shm=SharedMemory(
name=token.shm_last_index_name,
create=False,
size=4, # std int
),
)
# make sure we can read
first.value
sha = ShmArray(
shmarr,
first,
last,
shm,
)
# read test
sha.array
# Stash key -> token knowledge for future queries
# via `maybe_opepn_shm_array()` but only after we know
# we can attach.
if key not in _known_tokens:
_known_tokens[key] = token
# "close" attached shm on actor teardown
if (actor := tractor.current_actor(
err_on_no_runtime=False,
)):
actor.lifetime_stack.callback(sha.close)
return sha
def maybe_open_shm_array(
key: str,
size: int,
dtype: np.dtype|None = None,
append_start_index: int|None = None,
dtype: np.dtype | None = None,
append_start_index: int | None = None,
readonly: bool = False,
**kwargs,
) -> tuple[ShmArray, bool]:
'''
Attempt to attach to a shared memory block
using a "key" lookup to registered blocks in
the user's overall "system" registry (presumes
you don't have the block's explicit token).
Attempt to attach to a shared memory block using a "key" lookup
to registered blocks in the users overall "system" registry
(presumes you don't have the block's explicit token).
This is a thin wrapper around tractor's
``maybe_open_shm_ndarray()`` preserving piker's
historical defaults (``readonly=False``,
``append_start_index=None``).
This function is meant to solve the problem of discovering whether
a shared array token has been allocated or discovered by the actor
running in **this** process. Systems where multiple actors may seek
to access a common block can use this function to attempt to acquire
a token as discovered by the actors who have previously stored
a "key" -> ``_Token`` map in an actor local (aka python global)
variable.
If you know the explicit ``NDToken`` for your
memory segment instead use
``tractor.ipc._shm.attach_shm_ndarray()``.
If you know the explicit ``_Token`` for your memory segment instead
use ``attach_shm_array``.
'''
try:
# see if we already know this key
token = _known_tokens[key]
return (
attach_shm_ndarray(
attach_shm_array(
token=token,
readonly=readonly,
),
False,
)
except KeyError:
log.debug(
f'Could not find {key} in shms cache'
)
log.debug(f"Could not find {key} in shms cache")
if dtype:
token = _make_token(
key,
@ -108,18 +663,9 @@ def maybe_open_shm_array(
dtype=dtype,
)
try:
return (
attach_shm_ndarray(
token=token,
**kwargs,
),
False,
)
return attach_shm_array(token=token, **kwargs), False
except FileNotFoundError:
log.debug(
f'Could not attach to shm'
f' with token {token}'
)
log.debug(f"Could not attach to shm with token {token}")
# This actor does not know about memory
# associated with the provided "key".
@ -127,7 +673,7 @@ def maybe_open_shm_array(
# to fail if a block has been allocated
# on the OS by someone else.
return (
open_shm_ndarray(
open_shm_array(
key=key,
size=size,
dtype=dtype,
@ -137,20 +683,18 @@ def maybe_open_shm_array(
True,
)
def try_read(
array: np.ndarray,
) -> np.ndarray|None:
'''
Try to read the last row from a shared mem
array or ``None`` if the array read returns
a zero-length array result.
array: np.ndarray
Can be used to check for backfilling race
conditions where an array is currently being
(re-)written by a writer actor but the reader
is unaware and reads during the window where
the first and last indexes are being updated.
) -> Optional[np.ndarray]:
'''
Try to read the last row from a shared mem array or ``None``
if the array read returns a zero-length array result.
Can be used to check for backfilling race conditions where an array
is currently being (re-)written by a writer actor but the reader is
unaware and reads during the window where the first and last indexes
are being updated.
'''
try:
@ -158,13 +702,14 @@ def try_read(
except IndexError:
# XXX: race condition with backfilling shm.
#
# the underlying issue is that a backfill
# (aka prepend) and subsequent shm array
# first/last index update could result in an
# empty array read here since the indices may
# be updated in such a way that a read delivers
# an empty array (though it seems like we
# *should* be able to prevent that?).
# the underlying issue is that a backfill (aka prepend) and subsequent
# shm array first/last index update could result in an empty array
# read here since the indices may be updated in such a way that
# a read delivers an empty array (though it seems like we
# *should* be able to prevent that?). also, as and alt and
# something we need anyway, maybe there should be some kind of
# signal that a prepend is taking place and this consumer can
# respond (eg. redrawing graphics) accordingly.
# the array read was empty
# the array read was emtpy
return None

View File

@ -31,10 +31,10 @@ import pendulum
import numpy as np
from piker.types import Struct
from tractor.ipc._shm import (
from ._sharedmem import (
attach_shm_array,
ShmArray,
NDToken,
attach_shm_ndarray,
_Token,
)
from piker.accounting import MktPair
@ -64,11 +64,11 @@ class Flume(Struct):
'''
mkt: MktPair
first_quote: dict
_rt_shm_token: NDToken
_rt_shm_token: _Token
# optional since some data flows won't have a "downsampled" history
# buffer/stream (eg. FSPs).
_hist_shm_token: NDToken|None = None
_hist_shm_token: _Token | None = None
# private shm refs loaded dynamically from tokens
_hist_shm: ShmArray | None = None
@ -88,7 +88,7 @@ class Flume(Struct):
def rt_shm(self) -> ShmArray:
if self._rt_shm is None:
self._rt_shm = attach_shm_ndarray(
self._rt_shm = attach_shm_array(
token=self._rt_shm_token,
readonly=self._readonly,
)
@ -104,7 +104,7 @@ class Flume(Struct):
)
if self._hist_shm is None:
self._hist_shm = attach_shm_ndarray(
self._hist_shm = attach_shm_array(
token=self._hist_shm_token,
readonly=self._readonly,
)

View File

@ -37,12 +37,12 @@ import numpy as np
import tractor
from tractor.msg import NamespacePath
from tractor.ipc._shm import (
from ..data._sharedmem import (
ShmArray,
NDToken,
attach_shm_ndarray,
maybe_open_shm_array,
attach_shm_array,
_Token,
)
from ..data._sharedmem import maybe_open_shm_array
from ..log import get_logger
log = get_logger(__name__)
@ -78,8 +78,8 @@ class Fsp:
# + the consuming fsp *to* the consumers output
# shm flow.
_flow_registry: dict[
tuple[NDToken, str],
tuple[NDToken, Optional[ShmArray]],
tuple[_Token, str],
tuple[_Token, Optional[ShmArray]],
] = {}
def __init__(
@ -148,7 +148,7 @@ class Fsp:
# times as possible as per:
# - https://github.com/pikers/piker/issues/359
# - https://github.com/pikers/piker/issues/332
maybe_array := attach_shm_ndarray(dst_token)
maybe_array := attach_shm_array(dst_token)
)
return maybe_array
@ -200,13 +200,9 @@ def maybe_mk_fsp_shm(
)
# (attempt to) uniquely key the fsp shm buffers
# Use hash for macOS compatibility (31 char limit)
import hashlib
actor_name, uuid = tractor.current_actor().uid
# Create short hash of sym and target name
content = f'{sym}.{target.name}'
content_hash = hashlib.md5(content.encode()).hexdigest()[:8]
key: str = f'{uuid[:8]}_{content_hash}.fsp'
uuid_snip: str = uuid[:16]
key: str = f'piker.{actor_name}[{uuid_snip}].{sym}.{target.name}'
shm, opened = maybe_open_shm_array(
key,

View File

@ -40,7 +40,7 @@ from ..log import (
)
from .. import data
from ..data.flows import Flume
from tractor.ipc._shm import ShmArray
from ..data._sharedmem import ShmArray
from ..data._sampling import (
_default_delay_s,
open_sample_stream,
@ -49,7 +49,7 @@ from ..accounting import MktPair
from ._api import (
Fsp,
_load_builtins,
NDToken,
_Token,
)
from ..toolz import Profiler
@ -414,7 +414,7 @@ async def cascade(
dst_flume_addr: dict,
ns_path: NamespacePath,
shm_registry: dict[str, NDToken],
shm_registry: dict[str, _Token],
zero_on_step: bool = False,
loglevel: str|None = None,
@ -465,9 +465,9 @@ async def cascade(
# not sure how else to do it.
for (token, fsp_name, dst_token) in shm_registry:
Fsp._flow_registry[(
NDToken.from_msg(token),
_Token.from_msg(token),
fsp_name,
)] = NDToken.from_msg(dst_token), None
)] = _Token.from_msg(dst_token), None
fsp: Fsp = reg.get(
NamespacePath(ns_path)

View File

@ -25,7 +25,7 @@ from numba import jit, float64, optional, int64
from ._api import fsp
from ..data import iterticks
from tractor.ipc._shm import ShmArray
from ..data._sharedmem import ShmArray
@jit(

View File

@ -21,7 +21,7 @@ from tractor.trionics._broadcast import AsyncReceiver
from ._api import fsp
from ..data import iterticks
from tractor.ipc._shm import ShmArray
from ..data._sharedmem import ShmArray
from ._momo import _wma
from ..log import get_logger

View File

@ -37,7 +37,9 @@ import typer
from piker.service import open_piker_runtime
from piker.cli import cli
from tractor.ipc._shm import ShmArray
from piker.data import (
ShmArray,
)
from piker import tsp
from . import log
from . import (

View File

@ -64,8 +64,10 @@ from pendulum import (
from piker import config
from piker import tsp
from tractor.ipc._shm import ShmArray
from piker.data import def_iohlcv_fields
from piker.data import (
def_iohlcv_fields,
ShmArray,
)
from piker.log import get_logger
from . import TimeseriesNotFound

View File

@ -32,7 +32,6 @@ from __future__ import annotations
from datetime import datetime
from functools import partial
from pathlib import Path
import platform
from pprint import pformat
from types import ModuleType
from typing import (
@ -59,12 +58,11 @@ from piker.brokers import NoData
from piker.accounting import (
MktPair,
)
from piker.log import (
get_logger,
get_console_log,
from piker.log import get_logger
from ..data._sharedmem import (
maybe_open_shm_array,
ShmArray,
)
from tractor.ipc._shm import ShmArray
from ..data._sharedmem import maybe_open_shm_array
from piker.data._source import (
def_iohlcv_fields,
)
@ -250,20 +248,10 @@ async def maybe_fill_null_segments(
end_dt=end_dt,
)
if array.size == 0:
log.warning(
f'Valid gap from backend ??\n'
f'{end_dt} -> {start_dt}\n'
)
# ?TODO? do we want to remove the nulls and push
# the close price here for the gap duration?
await tractor.pause()
break
if (
frame_start_dt := (from_timestamp(array['time'][0]))
<
backfill_until_dt
frame_start_dt := (
from_timestamp(array['time'][0])
) < backfill_until_dt
):
log.error(
f'Invalid frame_start !?\n'
@ -625,17 +613,10 @@ async def start_backfill(
else:
log.warning(
f'0 BARS TO PUSH after diff!?\n'
'0 BARS TO PUSH after diff!?\n'
f'{next_start_dt} -> {last_start_dt}'
f'\n'
f'This might mean we rxed a gap frame which starts BEFORE,\n'
f'backfill_until_dt: {backfill_until_dt}\n'
f'end_dt_param: {end_dt_param}\n'
)
# XXX, to debug it and be sure.
# await tractor.pause()
break
await tractor.pause()
# Check if we're about to exceed buffer capacity BEFORE
# attempting the push
@ -1387,10 +1368,6 @@ async def manage_history(
engages.
'''
get_console_log(
name=__name__,
level=loglevel,
)
# TODO: is there a way to make each shm file key
# actor-tree-discovery-addr unique so we avoid collisions
# when doing tests which also allocate shms for certain instruments
@ -1403,20 +1380,13 @@ async def manage_history(
service: str = name.rstrip(f'.{mod.name}')
fqme: str = mkt.get_fqme(delim_char='')
key: str = f'piker.{service}[{uuid[:16]}].{fqme}'
# use a short hash of the `fqme` to deal with macOS
# file-name-len limit..
if platform.system() == 'Darwin':
import hashlib
fqme_hash: str = hashlib.md5(fqme.encode()).hexdigest()[:8]
key: str = f'{uuid[:8]}_{fqme_hash}'
# (maybe) allocate shm array for this broker/symbol which will
# be used for fast near-term history capture and processing.
hist_shm, opened = maybe_open_shm_array(
size=_default_hist_size,
append_start_index=_hist_buffer_start,
key=f'{key}.hist',
key=f'piker.{service}[{uuid[:16]}].{fqme}.hist',
# use any broker defined ohlc dtype:
dtype=getattr(mod, '_ohlc_dtype', def_iohlcv_fields),
@ -1435,7 +1405,7 @@ async def manage_history(
rt_shm, opened = maybe_open_shm_array(
size=_default_rt_size,
append_start_index=_rt_buffer_start,
key=f'{key}.rt',
key=f'piker.{service}[{uuid[:16]}].{fqme}.rt',
# use any broker defined ohlc dtype:
dtype=getattr(mod, '_ohlc_dtype', def_iohlcv_fields),

View File

@ -49,7 +49,7 @@ from ._cursor import (
Cursor,
ContentsLabel,
)
from tractor.ipc._shm import ShmArray
from ..data._sharedmem import ShmArray
from ._ohlc import BarItems
from ._curve import (
Curve,

View File

@ -42,7 +42,9 @@ from numpy import (
import pyqtgraph as pg
from piker.ui.qt import QLineF
from tractor.ipc._shm import ShmArray
from ..data._sharedmem import (
ShmArray,
)
from ..data.flows import Flume
from ..data._formatters import (
IncrementalFormatter,

View File

@ -214,8 +214,7 @@ async def increment_history_view(
hist_chart: ChartPlotWidget = ds.hist_chart
hist_viz: Viz = ds.hist_viz
# viz: Viz = ds.viz
# Ensure the "history" shm-buffer is what's reffed.
assert hist_viz.shm.token['shm_name'].endswith('.hist')
assert 'hist' in hist_viz.shm.token['shm_name']
# name: str = hist_viz.name
# TODO: seems this is more reliable at keeping the slow

View File

@ -44,12 +44,14 @@ from piker.fsp import (
dolla_vlm,
flow_rates,
)
from tractor.ipc._shm import (
from piker.data import (
Flume,
ShmArray,
NDToken,
)
from piker.data import Flume
from piker.data._sharedmem import try_read
from piker.data._sharedmem import (
_Token,
try_read,
)
from piker.log import get_logger
from piker.toolz import Profiler
from piker.types import Struct
@ -380,7 +382,7 @@ class FspAdmin:
tuple,
tuple[tractor.MsgStream, ShmArray]
] = {}
self._flow_registry: dict[NDToken, str] = {}
self._flow_registry: dict[_Token, str] = {}
# TODO: make this a `.src_flume` and add
# a `dst_flume`?

View File

@ -37,7 +37,6 @@ from piker.ui.qt import (
QStatusBar,
QScreen,
QCloseEvent,
QSettings,
)
from ..log import get_logger
from ._style import _font_small, hcolor
@ -182,13 +181,6 @@ class MainWindow(QMainWindow):
self._status_label: QLabel = None
self._size: tuple[int, int]|None = None
# restore window geometry from previous session
settings = QSettings('pikers', 'piker')
geometry = settings.value('windowGeometry')
if geometry is not None:
self.restoreGeometry(geometry)
log.debug('Restored window geometry from previous session')
@property
def mode_label(self) -> QLabel:
@ -225,11 +217,6 @@ class MainWindow(QMainWindow):
'''Cancel the root actor asap.
'''
# save window geometry for next session
settings = QSettings('pikers', 'piker')
settings.setValue('windowGeometry', self.saveGeometry())
log.debug('Saved window geometry for next session')
# raising KBI seems to get intercepted by by Qt so just use the system.
os.kill(os.getpid(), signal.SIGINT)

View File

@ -34,7 +34,6 @@ import uuid
from bidict import bidict
import tractor
from tractor.devx.pformat import ppfmt
import trio
from piker import config
@ -1208,10 +1207,11 @@ async def process_trade_msg(
f'\n'
f'=> CANCELLING ORDER DIALOG <=\n'
# from tractor.devx.pformat import ppfmt
# !TODO LOL, wtf the msg is causing
# a recursion bug!
# -[ ] get this shit on msgspec stat!
f'{ppfmt(broker_msg)}'
# f'{ppfmt(broker_msg)}'
)
# do all the things for a cancel:
# - drop order-msg dialog from client table

View File

@ -44,7 +44,6 @@ from PyQt6.QtCore import (
QItemSelectionModel,
pyqtBoundSignal,
pyqtRemoveInputHook,
QSettings,
)
align_flag: EnumType = Qt.AlignmentFlag

View File

@ -23,7 +23,7 @@ name = "piker"
version = "0.1.0a0dev0"
description = "trading gear for hackers"
authors = [{ name = "Tyler Goodlet", email = "goodboy_foss@protonmail.com" }]
requires-python = ">=3.12, <3.14"
requires-python = ">=3.12"
license = "AGPL-3.0-or-later"
readme = "README.rst"
keywords = [
@ -52,6 +52,7 @@ dependencies = [
"bidict >=0.23.1",
"colorama >=0.4.6, <0.5.0",
"colorlog >=6.7.0, <7.0.0",
"ib-insync >=0.9.86, <0.10.0",
"numpy>=2.0",
"polars >=0.20.6",
"polars-fuzzy-match>=0.1.5",
@ -75,8 +76,6 @@ dependencies = [
"numba>=0.61.0",
"pyvnc",
"exchange-calendars>=4.13.1",
"ib-async>=2.1.0",
"aeventkit>=2.1.0", # XXX, imports as eventkit?
]
# ------ dependencies ------
# NOTE, by default we ship only a "headless" deps set bc
@ -203,8 +202,9 @@ pyvnc = { git = "https://github.com/regulad/pyvnc.git" }
# xonsh = { git = 'https://github.com/xonsh/xonsh.git', branch = 'main' }
# XXX since, we're like, always hacking new shite all-the-time. Bp
tractor = { git = "https://github.com/goodboy/tractor.git", branch ="main" }
tractor = { git = "https://github.com/goodboy/tractor.git", branch ="piker_pin" }
# tractor = { git = "https://pikers.dev/goodboy/tractor", branch = "piker_pin" }
# tractor = { git = "https://pikers.dev/goodboy/tractor", branch = "main" }
# ------ goodboy ------
# hackin dev-envs, usually there's something new he's hackin in..
# tractor = { path = "../tractor", editable = true }

414
uv.lock
View File

@ -1,22 +1,13 @@
version = 1
revision = 3
requires-python = ">=3.12, <3.14"
requires-python = ">=3.12"
resolution-markers = [
"sys_platform == 'win32'",
"sys_platform == 'emscripten'",
"sys_platform != 'emscripten' and sys_platform != 'win32'",
]
[[package]]
name = "aeventkit"
version = "2.1.0"
source = { registry = "https://pypi.org/simple" }
dependencies = [
{ name = "numpy" },
]
sdist = { url = "https://files.pythonhosted.org/packages/5c/8c/c08db1a1910f8d04ec6a524de522edd0bac181bdf94dbb01183f7685cd77/aeventkit-2.1.0.tar.gz", hash = "sha256:4e7d81bb0a67227121da50a23e19e5bbf13eded541a9f4857eeb6b7b857b738a", size = 24703, upload-time = "2025-06-22T15:54:03.961Z" }
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"python_full_version >= '3.14' and sys_platform == 'win32'",
"python_full_version >= '3.14' and sys_platform == 'emscripten'",
"python_full_version >= '3.14' and sys_platform != 'emscripten' and sys_platform != 'win32'",
"python_full_version < '3.14' and sys_platform == 'win32'",
"python_full_version < '3.14' and sys_platform == 'emscripten'",
"python_full_version < '3.14' and sys_platform != 'emscripten' and sys_platform != 'win32'",
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@ -934,7 +1099,6 @@ name = "piker"
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source = { editable = "." }
dependencies = [
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{ name = "async-generator" },
{ name = "attrs" },
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@ -943,7 +1107,7 @@ dependencies = [
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{ name = "exchange-calendars" },
{ name = "httpx" },
{ name = "ib-async" },
{ name = "ib-insync" },
{ name = "msgspec" },
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