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25
README.rst
25
README.rst
|
|
@ -93,38 +93,27 @@ bc why install with `python` when you can faster with `rust` ::
|
||||||
# ^ astral's docs,
|
# ^ astral's docs,
|
||||||
# https://docs.astral.sh/uv/concepts/projects/sync/
|
# https://docs.astral.sh/uv/concepts/projects/sync/
|
||||||
|
|
||||||
include all GUIs (ex. for charting)::
|
include all GUIs ::
|
||||||
|
|
||||||
uv sync --group uis
|
uv sync --extra uis
|
||||||
|
|
||||||
AND with **all** our normal hacking tools::
|
AND with all our hacking tools::
|
||||||
|
|
||||||
uv sync --dev
|
uv sync --dev --extra uis
|
||||||
|
|
||||||
AND if you want to try WIP integrations::
|
|
||||||
|
|
||||||
uv sync --all-groups
|
|
||||||
|
|
||||||
Ensure you can run the root-daemon::
|
Ensure you can run the root-daemon::
|
||||||
|
|
||||||
uv run pikerd [-l info --pdb]
|
uv run pikerd [-l info --pdb]
|
||||||
|
|
||||||
|
|
||||||
install on nix(os)
|
hacky install on nixos
|
||||||
******************
|
**********************
|
||||||
``NixOS`` is our core devs' distro of choice for which we offer
|
``NixOS`` is our core devs' distro of choice for which we offer
|
||||||
a stringently defined development shell envoirment that can currently
|
a stringently defined development shell envoirment that can be loaded with::
|
||||||
be applied in one of 2 ways::
|
|
||||||
|
|
||||||
# ONLY if running on X11
|
|
||||||
nix-shell default.nix
|
nix-shell default.nix
|
||||||
|
|
||||||
Or if you prefer flakes style and a modern DE::
|
|
||||||
|
|
||||||
# ONLY if also running on Wayland
|
|
||||||
nix develop # for default bash
|
|
||||||
nix develop -c uv run xonsh # for @goodboy's preferred sh B)
|
|
||||||
|
|
||||||
|
|
||||||
start a chart
|
start a chart
|
||||||
*************
|
*************
|
||||||
|
|
|
||||||
|
|
@ -1,5 +1,6 @@
|
||||||
|
################
|
||||||
# ---- CEXY ----
|
# ---- CEXY ----
|
||||||
|
################
|
||||||
[binance]
|
[binance]
|
||||||
accounts.paper = 'paper'
|
accounts.paper = 'paper'
|
||||||
|
|
||||||
|
|
@ -12,41 +13,28 @@ accounts.spot = 'spot'
|
||||||
spot.use_testnet = false
|
spot.use_testnet = false
|
||||||
spot.api_key = ''
|
spot.api_key = ''
|
||||||
spot.api_secret = ''
|
spot.api_secret = ''
|
||||||
# ------ binance ------
|
|
||||||
|
|
||||||
|
|
||||||
[deribit]
|
[deribit]
|
||||||
# std assets
|
|
||||||
key_id = ''
|
key_id = ''
|
||||||
key_secret = ''
|
key_secret = ''
|
||||||
# options
|
|
||||||
accounts.option = 'option'
|
|
||||||
option.use_testnet = false
|
|
||||||
option.key_id = ''
|
|
||||||
option.key_secret = ''
|
|
||||||
# aux logging from `cryptofeed`
|
|
||||||
option.log.filename = 'cryptofeed.log'
|
|
||||||
option.log.level = 'DEBUG'
|
|
||||||
option.log.disabled = true
|
|
||||||
# ------ deribit ------
|
|
||||||
|
|
||||||
|
|
||||||
[kraken]
|
[kraken]
|
||||||
key_descr = ''
|
key_descr = ''
|
||||||
api_key = ''
|
api_key = ''
|
||||||
secret = ''
|
secret = ''
|
||||||
# ------ kraken ------
|
|
||||||
|
|
||||||
|
|
||||||
[kucoin]
|
[kucoin]
|
||||||
key_id = ''
|
key_id = ''
|
||||||
key_secret = ''
|
key_secret = ''
|
||||||
key_passphrase = ''
|
key_passphrase = ''
|
||||||
# ------ kucoin ------
|
|
||||||
|
|
||||||
|
|
||||||
|
################
|
||||||
# -- BROKERZ ---
|
# -- BROKERZ ---
|
||||||
|
################
|
||||||
[questrade]
|
[questrade]
|
||||||
refresh_token = ''
|
refresh_token = ''
|
||||||
access_token = ''
|
access_token = ''
|
||||||
|
|
@ -54,55 +42,44 @@ api_server = 'https://api06.iq.questrade.com/'
|
||||||
expires_in = 1800
|
expires_in = 1800
|
||||||
token_type = 'Bearer'
|
token_type = 'Bearer'
|
||||||
expires_at = 1616095326.355846
|
expires_at = 1616095326.355846
|
||||||
# ------ questrade ------
|
|
||||||
|
|
||||||
|
|
||||||
[ib]
|
[ib]
|
||||||
# define the (set of) host-port socketaddrs that
|
|
||||||
# brokerd.ib will scan to connect to an API endpoint
|
|
||||||
# (ib-gw or ib-tws listening instances)
|
|
||||||
hosts = [
|
hosts = [
|
||||||
'127.0.0.1',
|
'127.0.0.1',
|
||||||
]
|
]
|
||||||
|
# XXX: the order in which ports will be scanned
|
||||||
|
# (by the `brokerd` daemon-actor)
|
||||||
|
# is determined # by the line order here.
|
||||||
|
# TODO: when we eventually spawn gateways in our
|
||||||
|
# container, we can just dynamically allocate these
|
||||||
|
# using IBC.
|
||||||
ports = [
|
ports = [
|
||||||
4002, # gw
|
4002, # gw
|
||||||
7497, # tws
|
7497, # tws
|
||||||
]
|
]
|
||||||
|
|
||||||
# When API endpoints are being scanned durin startup, the order
|
# XXX: for a paper account the flex web query service
|
||||||
# of user-defined-account "names" (as defined below) here
|
# is not supported so you have to manually download
|
||||||
# determines which py-client connection is given priority to be
|
# and XML report and put it in a location that can be
|
||||||
# used for data-feed-requests by according to whichever client
|
# accessed by the ``brokerd.ib`` backend code for parsing.
|
||||||
# connected to an API endpoing which reported the equivalent
|
flex_token = ''
|
||||||
# account number for that name.
|
flex_trades_query_id = '' # live account
|
||||||
|
|
||||||
|
# when clients are being scanned this determines
|
||||||
|
# which clients are preferred to be used for data
|
||||||
|
# feeds based on the order of account names, if
|
||||||
|
# detected as active on an API client.
|
||||||
prefer_data_account = [
|
prefer_data_account = [
|
||||||
'paper',
|
'paper',
|
||||||
'margin',
|
'margin',
|
||||||
'ira',
|
'ira',
|
||||||
]
|
]
|
||||||
|
|
||||||
# For long-term trades txn (transaction) history
|
|
||||||
# processing (i.e your txn ledger with IB) you can
|
|
||||||
# (automatically for live accounts) query the FLEX
|
|
||||||
# report system for past history.
|
|
||||||
#
|
|
||||||
# (For paper accounts the web query service
|
|
||||||
# is not supported so you have to manually download
|
|
||||||
# an XML report and put it in a location that can be
|
|
||||||
# accessed by our `brokerd.ib` backend code for parsing).
|
|
||||||
#
|
|
||||||
flex_token = ''
|
|
||||||
flex_trades_query_id = '' # live account
|
|
||||||
|
|
||||||
# define "aliases" (names) for each account number
|
|
||||||
# such that the names can be reffed and logged throughout
|
|
||||||
# `piker.accounting` subsys and more easily
|
|
||||||
# referred to by the user.
|
|
||||||
#
|
|
||||||
# These keys will be the set exposed through the order-mode
|
|
||||||
# account-selection UI so that numbers are never shown.
|
|
||||||
[ib.accounts]
|
[ib.accounts]
|
||||||
paper = 'DU0000000' # <- literal account #
|
# the order in which accounts will be selectable
|
||||||
margin = 'U0000000'
|
# in the order mode UI (if found via clients during
|
||||||
ira = 'U0000000'
|
# API-app scanning)when a new symbol is loaded.
|
||||||
# ------ ib ------
|
paper = 'XX0000000'
|
||||||
|
margin = 'X0000000'
|
||||||
|
ira = 'X0000000'
|
||||||
|
|
|
||||||
37
default.nix
37
default.nix
|
|
@ -11,12 +11,11 @@ let
|
||||||
libxkbcommonStorePath = lib.getLib libxkbcommon;
|
libxkbcommonStorePath = lib.getLib libxkbcommon;
|
||||||
xcbutilcursorStorePath = lib.getLib xcb-util-cursor;
|
xcbutilcursorStorePath = lib.getLib xcb-util-cursor;
|
||||||
|
|
||||||
pypkgs = python313Packages;
|
qtpyStorePath = lib.getLib python312Packages.qtpy;
|
||||||
qtpyStorePath = lib.getLib pypkgs.qtpy;
|
pyqt6StorePath = lib.getLib python312Packages.pyqt6;
|
||||||
pyqt6StorePath = lib.getLib pypkgs.pyqt6;
|
pyqt6SipStorePath = lib.getLib python312Packages.pyqt6-sip;
|
||||||
pyqt6SipStorePath = lib.getLib pypkgs.pyqt6-sip;
|
rapidfuzzStorePath = lib.getLib python312Packages.rapidfuzz;
|
||||||
rapidfuzzStorePath = lib.getLib pypkgs.rapidfuzz;
|
qdarkstyleStorePath = lib.getLib python312Packages.qdarkstyle;
|
||||||
qdarkstyleStorePath = lib.getLib pypkgs.qdarkstyle;
|
|
||||||
|
|
||||||
xorgLibX11StorePath = lib.getLib xorg.libX11;
|
xorgLibX11StorePath = lib.getLib xorg.libX11;
|
||||||
xorgLibxcbStorePath = lib.getLib xorg.libxcb;
|
xorgLibxcbStorePath = lib.getLib xorg.libxcb;
|
||||||
|
|
@ -52,12 +51,12 @@ stdenv.mkDerivation {
|
||||||
xorg.xcbutilrenderutil
|
xorg.xcbutilrenderutil
|
||||||
|
|
||||||
# Python requirements.
|
# Python requirements.
|
||||||
python313
|
python312Full
|
||||||
uv
|
python312Packages.uv
|
||||||
pypkgs.qdarkstyle
|
python312Packages.qdarkstyle
|
||||||
pypkgs.rapidfuzz
|
python312Packages.rapidfuzz
|
||||||
pypkgs.pyqt6
|
python312Packages.pyqt6
|
||||||
pypkgs.qtpy
|
python312Packages.qtpy
|
||||||
];
|
];
|
||||||
src = null;
|
src = null;
|
||||||
shellHook = ''
|
shellHook = ''
|
||||||
|
|
@ -114,11 +113,11 @@ stdenv.mkDerivation {
|
||||||
|
|
||||||
export LD_LIBRARY_PATH
|
export LD_LIBRARY_PATH
|
||||||
|
|
||||||
RPDFUZZ_PATH="${rapidfuzzStorePath}/lib/python3.13/site-packages"
|
RPDFUZZ_PATH="${rapidfuzzStorePath}/lib/python3.12/site-packages"
|
||||||
QDRKSTYLE_PATH="${qdarkstyleStorePath}/lib/python3.13/site-packages"
|
QDRKSTYLE_PATH="${qdarkstyleStorePath}/lib/python3.12/site-packages"
|
||||||
QTPY_PATH="${qtpyStorePath}/lib/python3.13/site-packages"
|
QTPY_PATH="${qtpyStorePath}/lib/python3.12/site-packages"
|
||||||
PYQT6_PATH="${pyqt6StorePath}/lib/python3.13/site-packages"
|
PYQT6_PATH="${pyqt6StorePath}/lib/python3.12/site-packages"
|
||||||
PYQT6_SIP_PATH="${pyqt6SipStorePath}/lib/python3.13/site-packages"
|
PYQT6_SIP_PATH="${pyqt6SipStorePath}/lib/python3.12/site-packages"
|
||||||
|
|
||||||
PATCH="$PATCH:$RPDFUZZ_PATH"
|
PATCH="$PATCH:$RPDFUZZ_PATH"
|
||||||
PATCH="$PATCH:$QDRKSTYLE_PATH"
|
PATCH="$PATCH:$QDRKSTYLE_PATH"
|
||||||
|
|
@ -128,8 +127,8 @@ stdenv.mkDerivation {
|
||||||
|
|
||||||
export PATCH
|
export PATCH
|
||||||
|
|
||||||
# install all dev and extras
|
# Install deps
|
||||||
uv sync --dev --all-extras
|
uv lock
|
||||||
|
|
||||||
'';
|
'';
|
||||||
}
|
}
|
||||||
|
|
|
||||||
|
|
@ -24,8 +24,9 @@ here is an example using ``vncclient`` on ``linux``::
|
||||||
|
|
||||||
vncviewer localhost:5900
|
vncviewer localhost:5900
|
||||||
|
|
||||||
now enter the pw (password) you set via an (see second code blob)
|
|
||||||
`.env file`_ or pw-file according to the `credentials section`_.
|
now enter the pw you set via an (see second code blob) `.env file`_
|
||||||
|
or pw-file according to the `credentials section`_.
|
||||||
|
|
||||||
If you want to change away from their default config see the example
|
If you want to change away from their default config see the example
|
||||||
`docker-compose.yml`-config issue and config-section of the readme,
|
`docker-compose.yml`-config issue and config-section of the readme,
|
||||||
|
|
@ -38,74 +39,6 @@ If you want to change away from their default config see the example
|
||||||
.. _credentials section: https://github.com/gnzsnz/ib-gateway-docker?tab=readme-ov-file#credentials
|
.. _credentials section: https://github.com/gnzsnz/ib-gateway-docker?tab=readme-ov-file#credentials
|
||||||
|
|
||||||
|
|
||||||
Connecting to the API from `piker`
|
|
||||||
---------------------------------
|
|
||||||
In order to expose the container's API endpoint to the
|
|
||||||
`brokerd/datad/ib` actor, we need to add a section to the user's
|
|
||||||
`brokers.toml` config (note the below is similar to the repo-shipped
|
|
||||||
template file),
|
|
||||||
|
|
||||||
.. code:: toml
|
|
||||||
|
|
||||||
[ib]
|
|
||||||
# define the (set of) host-port socketaddrs that
|
|
||||||
# brokerd.ib will scan to connect to an API endpoint
|
|
||||||
# (ib-gw or ib-tws listening instances)
|
|
||||||
hosts = [
|
|
||||||
'127.0.0.1',
|
|
||||||
]
|
|
||||||
ports = [
|
|
||||||
4002, # gw
|
|
||||||
7497, # tws
|
|
||||||
]
|
|
||||||
|
|
||||||
# When API endpoints are being scanned durin startup, the order
|
|
||||||
# of user-defined-account "names" (as defined below) here
|
|
||||||
# determines which py-client connection is given priority to be
|
|
||||||
# used for data-feed-requests by according to whichever client
|
|
||||||
# connected to an API endpoing which reported the equivalent
|
|
||||||
# account number for that name.
|
|
||||||
prefer_data_account = [
|
|
||||||
'paper',
|
|
||||||
'margin',
|
|
||||||
'ira',
|
|
||||||
]
|
|
||||||
|
|
||||||
# define "aliases" (names) for each account number
|
|
||||||
# such that the names can be reffed and logged throughout
|
|
||||||
# `piker.accounting` subsys and more easily
|
|
||||||
# referred to by the user.
|
|
||||||
#
|
|
||||||
# These keys will be the set exposed through the order-mode
|
|
||||||
# account-selection UI so that numbers are never shown.
|
|
||||||
[ib.accounts]
|
|
||||||
paper = 'XX0000000'
|
|
||||||
margin = 'X0000000'
|
|
||||||
ira = 'X0000000'
|
|
||||||
|
|
||||||
|
|
||||||
the broker daemon can also connect to the container's VNC server for
|
|
||||||
added functionalies including,
|
|
||||||
|
|
||||||
- viewing the API endpoint program's GUI for manual interventions,
|
|
||||||
- workarounds for historical data throttling using hotkey hacks,
|
|
||||||
|
|
||||||
Add a further section to `brokers.toml` which maps each API-ep's
|
|
||||||
port to a table of VNC server connection info like,
|
|
||||||
|
|
||||||
.. code:: toml
|
|
||||||
|
|
||||||
[ib.vnc_addrs]
|
|
||||||
4002 = {host = 'localhost', port = 5900, pw = 'doggy'}
|
|
||||||
|
|
||||||
The `pw = 'doggy'` here ^ should the same value as the particular
|
|
||||||
container instances `.env` file setting (when it was run),
|
|
||||||
|
|
||||||
.. code:: ini
|
|
||||||
|
|
||||||
VNC_SERVER_PASSWORD='doggy'
|
|
||||||
|
|
||||||
|
|
||||||
IF you also want to run ``TWS``
|
IF you also want to run ``TWS``
|
||||||
-------------------------------
|
-------------------------------
|
||||||
You can also run it containerized,
|
You can also run it containerized,
|
||||||
|
|
|
||||||
|
|
@ -1,15 +1,10 @@
|
||||||
# a community maintained IB API container!
|
# rework from the original @
|
||||||
#
|
# https://github.com/waytrade/ib-gateway-docker/blob/master/docker-compose.yml
|
||||||
# https://github.com/gnzsnz/ib-gateway-docker
|
version: "3.5"
|
||||||
#
|
|
||||||
# For piker we (currently) include some minor deviations
|
|
||||||
# for some config files in the `volumes` section.
|
|
||||||
#
|
|
||||||
# See full configuration settings @
|
|
||||||
# - https://github.com/gnzsnz/ib-gateway-docker?tab=readme-ov-file#configuration
|
|
||||||
# - https://github.com/gnzsnz/ib-gateway-docker/discussions/103
|
|
||||||
|
|
||||||
services:
|
services:
|
||||||
|
|
||||||
ib_gw_paper:
|
ib_gw_paper:
|
||||||
|
|
||||||
# apparently java is a mega cukc:
|
# apparently java is a mega cukc:
|
||||||
|
|
@ -55,22 +50,16 @@ services:
|
||||||
target: /root/scripts/run_x11_vnc.sh
|
target: /root/scripts/run_x11_vnc.sh
|
||||||
read_only: true
|
read_only: true
|
||||||
|
|
||||||
# NOTE: an alt method to fill these out is to
|
# NOTE:to fill these out, define an `.env` file in the same dir as
|
||||||
# define an `.env` file in the same dir as
|
# this compose file which looks something like:
|
||||||
# this compose file.
|
# TWS_USERID='myuser'
|
||||||
|
# TWS_PASSWORD='guest'
|
||||||
environment:
|
environment:
|
||||||
TWS_USERID: ${TWS_USERID}
|
TWS_USERID: ${TWS_USERID}
|
||||||
# TWS_USERID: 'myuser'
|
|
||||||
TWS_PASSWORD: ${TWS_PASSWORD}
|
TWS_PASSWORD: ${TWS_PASSWORD}
|
||||||
# TWS_PASSWORD: 'guest'
|
TRADING_MODE: 'paper'
|
||||||
TRADING_MODE: ${TRADING_MODE}
|
VNC_SERVER_PASSWORD: 'doggy'
|
||||||
# TRADING_MODE: 'paper'
|
VNC_SERVER_PORT: '3003'
|
||||||
VNC_SERVER_PASSWORD: ${VNC_SERVER_PASSWORD}
|
|
||||||
# VNC_SERVER_PASSWORD: 'doggy'
|
|
||||||
|
|
||||||
# TODO, see if we can get this supported like it
|
|
||||||
# was on the old `waytrade` image?
|
|
||||||
# VNC_SERVER_PORT: '3003'
|
|
||||||
|
|
||||||
# ports:
|
# ports:
|
||||||
# - target: 4002
|
# - target: 4002
|
||||||
|
|
@ -87,9 +76,6 @@ services:
|
||||||
# - "127.0.0.1:4002:4002"
|
# - "127.0.0.1:4002:4002"
|
||||||
# - "127.0.0.1:5900:5900"
|
# - "127.0.0.1:5900:5900"
|
||||||
|
|
||||||
# TODO, a masked but working example of dual paper + live
|
|
||||||
# ib-gw instances running in a single app run!
|
|
||||||
#
|
|
||||||
# ib_gw_live:
|
# ib_gw_live:
|
||||||
# image: waytrade/ib-gateway:1012.2i
|
# image: waytrade/ib-gateway:1012.2i
|
||||||
# restart: no
|
# restart: no
|
||||||
|
|
|
||||||
|
|
@ -0,0 +1,338 @@
|
||||||
|
#!/usr/bin/env python
|
||||||
|
from decimal import (
|
||||||
|
Decimal,
|
||||||
|
)
|
||||||
|
from pathlib import Path
|
||||||
|
|
||||||
|
import numpy as np
|
||||||
|
# import polars as pl
|
||||||
|
import trio
|
||||||
|
import tractor
|
||||||
|
from datetime import datetime
|
||||||
|
# from pprint import pformat
|
||||||
|
from piker.brokers.deribit.api import (
|
||||||
|
get_client,
|
||||||
|
maybe_open_oi_feed,
|
||||||
|
)
|
||||||
|
from piker.storage import open_storage_client, StorageClient
|
||||||
|
from piker.log import get_logger
|
||||||
|
import sys
|
||||||
|
import pyqtgraph as pg
|
||||||
|
from PyQt6 import QtCore
|
||||||
|
from pyqtgraph import ScatterPlotItem, InfiniteLine
|
||||||
|
from PyQt6.QtWidgets import QApplication
|
||||||
|
from cryptofeed.symbols import Symbol
|
||||||
|
|
||||||
|
|
||||||
|
log = get_logger(__name__)
|
||||||
|
# XXX, use 2 newlines between top level LOC (even between these
|
||||||
|
# imports and the next function line ;)
|
||||||
|
|
||||||
|
def check_if_complete(
|
||||||
|
oi: dict[str, dict[str, Decimal | None]]
|
||||||
|
) -> bool:
|
||||||
|
return all(
|
||||||
|
oi[strike]['C'] is not None
|
||||||
|
and
|
||||||
|
oi[strike]['P'] is not None for strike in oi
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
async def max_pain_daemon(
|
||||||
|
) -> None:
|
||||||
|
oi_by_strikes: dict[str, dict[str, Decimal | None]]
|
||||||
|
instruments: list[Symbol] = []
|
||||||
|
expiry_dates: list[str]
|
||||||
|
expiry_date: str
|
||||||
|
currency: str = 'btc'
|
||||||
|
kind: str = 'option'
|
||||||
|
|
||||||
|
async with get_client(
|
||||||
|
) as client:
|
||||||
|
expiry_dates: list[str] = await client.get_expiration_dates(
|
||||||
|
currency=currency,
|
||||||
|
kind=kind
|
||||||
|
)
|
||||||
|
|
||||||
|
log.info(
|
||||||
|
f'Available expiries for {currency!r}-{kind}:\n'
|
||||||
|
f'{expiry_dates}\n'
|
||||||
|
)
|
||||||
|
expiry_date: str = input(
|
||||||
|
'Please enter a valid expiration date: '
|
||||||
|
).upper()
|
||||||
|
print('Starting little daemon...')
|
||||||
|
|
||||||
|
# maybe move this type annot down to the assignment line?
|
||||||
|
oi_by_strikes: dict[str, dict[str, Decimal]]
|
||||||
|
instruments = await client.get_instruments(
|
||||||
|
expiry_date=expiry_date,
|
||||||
|
)
|
||||||
|
oi_by_strikes = client.get_strikes_dict(instruments)
|
||||||
|
|
||||||
|
|
||||||
|
def get_total_intrinsic_values(
|
||||||
|
oi_by_strikes: dict[str, dict[str, Decimal]]
|
||||||
|
) -> dict[str, dict[str, Decimal]]:
|
||||||
|
call_cash: Decimal = Decimal(0)
|
||||||
|
put_cash: Decimal = Decimal(0)
|
||||||
|
intrinsic_values: dict[str, dict[str, Decimal]] = {}
|
||||||
|
closes: list = sorted(Decimal(close) for close in oi_by_strikes)
|
||||||
|
|
||||||
|
for strike, oi in oi_by_strikes.items():
|
||||||
|
s = Decimal(strike)
|
||||||
|
call_cash = sum(max(0, (s - c) * oi_by_strikes[str(c)]['C']) for c in closes)
|
||||||
|
put_cash = sum(max(0, (c - s) * oi_by_strikes[str(c)]['P']) for c in closes)
|
||||||
|
|
||||||
|
intrinsic_values[strike] = {
|
||||||
|
'C': call_cash,
|
||||||
|
'P': put_cash,
|
||||||
|
'total': call_cash + put_cash,
|
||||||
|
}
|
||||||
|
|
||||||
|
return intrinsic_values
|
||||||
|
|
||||||
|
def get_intrinsic_value_and_max_pain(
|
||||||
|
intrinsic_values: dict[str, dict[str, Decimal]]
|
||||||
|
):
|
||||||
|
# We meed to find the lowest value, so we start at
|
||||||
|
# infinity to ensure that, and the max_pain must be
|
||||||
|
# an amount greater than zero.
|
||||||
|
total_intrinsic_value: Decimal = Decimal('Infinity')
|
||||||
|
max_pain: Decimal = Decimal(0)
|
||||||
|
|
||||||
|
for strike, oi in oi_by_strikes.items():
|
||||||
|
s = Decimal(strike)
|
||||||
|
if intrinsic_values[strike]['total'] < total_intrinsic_value:
|
||||||
|
total_intrinsic_value = intrinsic_values[strike]['total']
|
||||||
|
max_pain = s
|
||||||
|
|
||||||
|
return total_intrinsic_value, max_pain
|
||||||
|
|
||||||
|
def plot_graph(
|
||||||
|
oi_by_strikes: dict[str, dict[str, Decimal]],
|
||||||
|
plot,
|
||||||
|
):
|
||||||
|
"""Update the bar graph with new open interest data."""
|
||||||
|
plot.clear()
|
||||||
|
|
||||||
|
intrinsic_values = get_total_intrinsic_values(oi_by_strikes)
|
||||||
|
|
||||||
|
for strike_str in sorted(oi_by_strikes, key=lambda x: int(x)):
|
||||||
|
strike = int(strike_str)
|
||||||
|
calls_val = float(oi_by_strikes[strike_str]['C'])
|
||||||
|
puts_val = float(oi_by_strikes[strike_str]['P'])
|
||||||
|
|
||||||
|
bar_c = pg.BarGraphItem(
|
||||||
|
x=[strike - 100],
|
||||||
|
height=[calls_val],
|
||||||
|
width=200,
|
||||||
|
pen='w',
|
||||||
|
brush=(0, 0, 255, 150)
|
||||||
|
)
|
||||||
|
plot.addItem(bar_c)
|
||||||
|
|
||||||
|
bar_p = pg.BarGraphItem(
|
||||||
|
x=[strike + 100],
|
||||||
|
height=[puts_val],
|
||||||
|
width=200,
|
||||||
|
pen='w',
|
||||||
|
brush=(255, 0, 0, 150)
|
||||||
|
)
|
||||||
|
plot.addItem(bar_p)
|
||||||
|
|
||||||
|
total_val = float(intrinsic_values[strike_str]['total']) / 100000
|
||||||
|
|
||||||
|
scatter_iv = ScatterPlotItem(
|
||||||
|
x=[strike],
|
||||||
|
y=[total_val],
|
||||||
|
pen=pg.mkPen(color=(0, 255, 0), width=2),
|
||||||
|
brush=pg.mkBrush(0, 255, 0, 150),
|
||||||
|
size=3,
|
||||||
|
symbol='o'
|
||||||
|
)
|
||||||
|
plot.addItem(scatter_iv)
|
||||||
|
|
||||||
|
_, max_pain = get_intrinsic_value_and_max_pain(intrinsic_values)
|
||||||
|
|
||||||
|
vertical_line = InfiniteLine(
|
||||||
|
pos=max_pain,
|
||||||
|
angle=90,
|
||||||
|
pen=pg.mkPen(color='yellow', width=1, style=QtCore.Qt.PenStyle.DotLine),
|
||||||
|
label=f'Max pain: {max_pain:,.0f}',
|
||||||
|
labelOpts={
|
||||||
|
'position': 0.85,
|
||||||
|
'color': 'yellow',
|
||||||
|
'movable': True
|
||||||
|
}
|
||||||
|
)
|
||||||
|
plot.addItem(vertical_line)
|
||||||
|
|
||||||
|
def update_oi_by_strikes(msg: tuple):
|
||||||
|
nonlocal oi_by_strikes
|
||||||
|
if 'oi' == msg[0]:
|
||||||
|
strike_price = msg[1]['strike_price']
|
||||||
|
option_type = msg[1]['option_type']
|
||||||
|
open_interest = msg[1]['open_interest']
|
||||||
|
oi_by_strikes.setdefault(
|
||||||
|
strike_price, {}
|
||||||
|
).update(
|
||||||
|
{option_type: open_interest}
|
||||||
|
)
|
||||||
|
|
||||||
|
# Define the structured dtype
|
||||||
|
dtype = np.dtype([
|
||||||
|
('time', int),
|
||||||
|
('oi', float),
|
||||||
|
('oi_calc', float),
|
||||||
|
])
|
||||||
|
async def write_open_interest_on_file(msg: tuple, client: StorageClient):
|
||||||
|
if 'oi' == msg[0]:
|
||||||
|
nonlocal expiry_date
|
||||||
|
timestamp = msg[1]['timestamp']
|
||||||
|
strike_price = msg[1]["strike_price"]
|
||||||
|
option_type = msg[1]['option_type'].lower()
|
||||||
|
col_sym_key = f'btc-{expiry_date.lower()}-{strike_price}-{option_type}'
|
||||||
|
|
||||||
|
# Create the numpy array with sample data
|
||||||
|
data = np.array([
|
||||||
|
(
|
||||||
|
int(timestamp),
|
||||||
|
float(msg[1]['open_interest']),
|
||||||
|
np.nan,
|
||||||
|
),
|
||||||
|
], dtype=dtype)
|
||||||
|
|
||||||
|
path: Path = await client.write_oi(
|
||||||
|
col_sym_key,
|
||||||
|
data,
|
||||||
|
)
|
||||||
|
# TODO, use std logging like this throughout for status
|
||||||
|
# emissions on console!
|
||||||
|
log.info(f'Wrote OI history to {path}')
|
||||||
|
|
||||||
|
def get_max_pain(
|
||||||
|
oi_by_strikes: dict[str, dict[str, Decimal]]
|
||||||
|
) -> dict[str, str | Decimal]:
|
||||||
|
'''
|
||||||
|
This method requires only the strike_prices and oi for call
|
||||||
|
and puts, the closes list are the same as the strike_prices
|
||||||
|
the idea is to sum all the calls and puts cash for each strike
|
||||||
|
and the ITM strikes from that strike, the lowest value is what we
|
||||||
|
are looking for the intrinsic value.
|
||||||
|
|
||||||
|
'''
|
||||||
|
|
||||||
|
nonlocal timestamp
|
||||||
|
|
||||||
|
intrinsic_values = get_total_intrinsic_values(oi_by_strikes)
|
||||||
|
|
||||||
|
total_intrinsic_value, max_pain = get_intrinsic_value_and_max_pain(intrinsic_values)
|
||||||
|
|
||||||
|
return {
|
||||||
|
'timestamp': timestamp,
|
||||||
|
'expiry_date': expiry_date,
|
||||||
|
'total_intrinsic_value': total_intrinsic_value,
|
||||||
|
'max_pain': max_pain,
|
||||||
|
}
|
||||||
|
|
||||||
|
async with (
|
||||||
|
open_storage_client() as (_, storage),
|
||||||
|
|
||||||
|
maybe_open_oi_feed(
|
||||||
|
instruments,
|
||||||
|
) as oi_feed,
|
||||||
|
):
|
||||||
|
# Initialize QApplication
|
||||||
|
app = QApplication(sys.argv)
|
||||||
|
|
||||||
|
win = pg.GraphicsLayoutWidget(show=True)
|
||||||
|
win.setWindowTitle('Calls (blue) vs Puts (red)')
|
||||||
|
|
||||||
|
plot = win.addPlot(title='OI by Strikes')
|
||||||
|
plot.showGrid(x=True, y=True)
|
||||||
|
print('Plot initialized...')
|
||||||
|
|
||||||
|
async for msg in oi_feed:
|
||||||
|
|
||||||
|
# In memory oi_by_strikes dict, all message are filtered here
|
||||||
|
# and the dict is updated with the open interest data
|
||||||
|
update_oi_by_strikes(msg)
|
||||||
|
|
||||||
|
# Write on file using storage client
|
||||||
|
await write_open_interest_on_file(msg, storage)
|
||||||
|
|
||||||
|
# Max pain calcs, before start we must gather all the open interest for
|
||||||
|
# all the strike prices and option types available for a expiration date
|
||||||
|
if check_if_complete(oi_by_strikes):
|
||||||
|
if 'oi' == msg[0]:
|
||||||
|
# Here we must read for the filesystem all the latest open interest value for
|
||||||
|
# each instrument for that specific expiration date, that means look up for the
|
||||||
|
# last update got the instrument btc-{expity_date}-*oi1s.parquet (1s because is
|
||||||
|
# hardcoded to something, sorry.)
|
||||||
|
timestamp = msg[1]['timestamp']
|
||||||
|
max_pain = get_max_pain(oi_by_strikes)
|
||||||
|
# intrinsic_values = get_total_intrinsic_values(oi_by_strikes)
|
||||||
|
|
||||||
|
# graph here
|
||||||
|
plot_graph(oi_by_strikes, plot)
|
||||||
|
|
||||||
|
# TODO, use a single multiline string with `()`
|
||||||
|
# and drop the multiple `print()` calls (this
|
||||||
|
# should be done elsewhere in this file as well!
|
||||||
|
#
|
||||||
|
# As per the docs,
|
||||||
|
# https://docs.python.org/3/reference/lexical_analysis.html#string-literal-concatenation
|
||||||
|
# you could instead do,
|
||||||
|
# print(
|
||||||
|
# '-----------------------------------------------\n'
|
||||||
|
# f'timestamp: {datetime.fromtimestamp(max_pain['timestamp'])}\n'
|
||||||
|
# )
|
||||||
|
# WHY?
|
||||||
|
# |_ less ctx-switches/calls to `print()`
|
||||||
|
# |_ the `str` can then be modified / passed
|
||||||
|
# around as a variable more easily if needed in
|
||||||
|
# the future ;)
|
||||||
|
#
|
||||||
|
# ALSO, i believe there already is a stdlib
|
||||||
|
# module to do "alignment" of text which you
|
||||||
|
# could try for doing the right-side alignment,
|
||||||
|
# https://docs.python.org/3/library/textwrap.html#textwrap.indent
|
||||||
|
#
|
||||||
|
print('-----------------------------------------------')
|
||||||
|
print(f'timestamp: {datetime.fromtimestamp(max_pain['timestamp'])}')
|
||||||
|
print(f'expiry_date: {max_pain['expiry_date']}')
|
||||||
|
print(f'max_pain: {max_pain['max_pain']:,.0f}')
|
||||||
|
print(f'total intrinsic value: {max_pain['total_intrinsic_value']:,.0f}')
|
||||||
|
print('-----------------------------------------------')
|
||||||
|
|
||||||
|
# Process GUI events to keep the window responsive
|
||||||
|
app.processEvents()
|
||||||
|
|
||||||
|
|
||||||
|
async def main():
|
||||||
|
|
||||||
|
async with tractor.open_nursery(
|
||||||
|
debug_mode=True,
|
||||||
|
loglevel='info',
|
||||||
|
) as an:
|
||||||
|
from tractor import log
|
||||||
|
log.get_console_log(level='info')
|
||||||
|
|
||||||
|
ptl: tractor.Portal = await an.start_actor(
|
||||||
|
'max_pain_daemon',
|
||||||
|
enable_modules=[__name__],
|
||||||
|
infect_asyncio=True,
|
||||||
|
# ^TODO, we can actually run this in the root-actor now
|
||||||
|
# if needed as per 2nd "section" in,
|
||||||
|
# https://pikers.dev/goodboy/tractor/pulls/2
|
||||||
|
#
|
||||||
|
# NOTE, will first require us porting to modern
|
||||||
|
# `tractor:main` though ofc!
|
||||||
|
|
||||||
|
)
|
||||||
|
await ptl.run(max_pain_daemon)
|
||||||
|
|
||||||
|
|
||||||
|
if __name__ == '__main__':
|
||||||
|
trio.run(main)
|
||||||
|
|
@ -0,0 +1,29 @@
|
||||||
|
## Max Pain Calculation for Deribit Options
|
||||||
|
|
||||||
|
This feature, which calculates the max pain point for options traded
|
||||||
|
on the Deribit exchange using cryptofeed library.
|
||||||
|
|
||||||
|
- Functions in the api module for fetching options data from Deribit.
|
||||||
|
[commit](https://pikers.dev/pikers/piker/commit/da55856dd2876291f55a06eb0561438a912d8241)
|
||||||
|
|
||||||
|
- Compute the max pain point based on open interest data using
|
||||||
|
deribit's api.
|
||||||
|
[commit](https://pikers.dev/pikers/piker/commit/0d9d6e15ba0edeb662ec97f7599dd66af3046b94)
|
||||||
|
|
||||||
|
### How to test it?
|
||||||
|
|
||||||
|
**Before start:** in order to get this working with `uv`, you
|
||||||
|
**must** use my [`tractor` fork](https://pikers.dev/ntorres/tractor/src/branch/aio_abandons)
|
||||||
|
and this branch: `aio_abandons`, the reason is that I cherry-pick the
|
||||||
|
`uv_migration` that guille made, for some reason that a didn't dive
|
||||||
|
into, in my system y need tractor using `uv` too. quite hacky
|
||||||
|
I guess.
|
||||||
|
|
||||||
|
1. `uv lock`
|
||||||
|
|
||||||
|
2. `uv run --no-dev python examples/max_pain.py`
|
||||||
|
|
||||||
|
3. A message should be display, enter one of the expiration date
|
||||||
|
available.
|
||||||
|
|
||||||
|
4. The script should be up and running.
|
||||||
127
flake.lock
127
flake.lock
|
|
@ -1,24 +1,135 @@
|
||||||
{
|
{
|
||||||
"nodes": {
|
"nodes": {
|
||||||
"nixpkgs": {
|
"flake-utils": {
|
||||||
|
"inputs": {
|
||||||
|
"systems": "systems"
|
||||||
|
},
|
||||||
"locked": {
|
"locked": {
|
||||||
"lastModified": 1765779637,
|
"lastModified": 1689068808,
|
||||||
"narHash": "sha256-KJ2wa/BLSrTqDjbfyNx70ov/HdgNBCBBSQP3BIzKnv4=",
|
"narHash": "sha256-6ixXo3wt24N/melDWjq70UuHQLxGV8jZvooRanIHXw0=",
|
||||||
"owner": "nixos",
|
"owner": "numtide",
|
||||||
"repo": "nixpkgs",
|
"repo": "flake-utils",
|
||||||
"rev": "1306659b587dc277866c7b69eb97e5f07864d8c4",
|
"rev": "919d646de7be200f3bf08cb76ae1f09402b6f9b4",
|
||||||
"type": "github"
|
"type": "github"
|
||||||
},
|
},
|
||||||
"original": {
|
"original": {
|
||||||
"owner": "nixos",
|
"owner": "numtide",
|
||||||
|
"repo": "flake-utils",
|
||||||
|
"type": "github"
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"flake-utils_2": {
|
||||||
|
"inputs": {
|
||||||
|
"systems": "systems_2"
|
||||||
|
},
|
||||||
|
"locked": {
|
||||||
|
"lastModified": 1689068808,
|
||||||
|
"narHash": "sha256-6ixXo3wt24N/melDWjq70UuHQLxGV8jZvooRanIHXw0=",
|
||||||
|
"owner": "numtide",
|
||||||
|
"repo": "flake-utils",
|
||||||
|
"rev": "919d646de7be200f3bf08cb76ae1f09402b6f9b4",
|
||||||
|
"type": "github"
|
||||||
|
},
|
||||||
|
"original": {
|
||||||
|
"owner": "numtide",
|
||||||
|
"repo": "flake-utils",
|
||||||
|
"type": "github"
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"nix-github-actions": {
|
||||||
|
"inputs": {
|
||||||
|
"nixpkgs": [
|
||||||
|
"poetry2nix",
|
||||||
|
"nixpkgs"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
"locked": {
|
||||||
|
"lastModified": 1688870561,
|
||||||
|
"narHash": "sha256-4UYkifnPEw1nAzqqPOTL2MvWtm3sNGw1UTYTalkTcGY=",
|
||||||
|
"owner": "nix-community",
|
||||||
|
"repo": "nix-github-actions",
|
||||||
|
"rev": "165b1650b753316aa7f1787f3005a8d2da0f5301",
|
||||||
|
"type": "github"
|
||||||
|
},
|
||||||
|
"original": {
|
||||||
|
"owner": "nix-community",
|
||||||
|
"repo": "nix-github-actions",
|
||||||
|
"type": "github"
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"nixpkgs": {
|
||||||
|
"locked": {
|
||||||
|
"lastModified": 1692174805,
|
||||||
|
"narHash": "sha256-xmNPFDi/AUMIxwgOH/IVom55Dks34u1g7sFKKebxUm0=",
|
||||||
|
"owner": "NixOS",
|
||||||
|
"repo": "nixpkgs",
|
||||||
|
"rev": "caac0eb6bdcad0b32cb2522e03e4002c8975c62e",
|
||||||
|
"type": "github"
|
||||||
|
},
|
||||||
|
"original": {
|
||||||
|
"owner": "NixOS",
|
||||||
"ref": "nixos-unstable",
|
"ref": "nixos-unstable",
|
||||||
"repo": "nixpkgs",
|
"repo": "nixpkgs",
|
||||||
"type": "github"
|
"type": "github"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
|
"poetry2nix": {
|
||||||
|
"inputs": {
|
||||||
|
"flake-utils": "flake-utils_2",
|
||||||
|
"nix-github-actions": "nix-github-actions",
|
||||||
|
"nixpkgs": [
|
||||||
|
"nixpkgs"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
"locked": {
|
||||||
|
"lastModified": 1692048894,
|
||||||
|
"narHash": "sha256-cDw03rso2V4CDc3Mll0cHN+ztzysAvdI8pJ7ybbz714=",
|
||||||
|
"ref": "refs/heads/pyqt6",
|
||||||
|
"rev": "b059ad4c3051f45d6c912e17747aae37a9ec1544",
|
||||||
|
"revCount": 2276,
|
||||||
|
"type": "git",
|
||||||
|
"url": "file:///home/lord_fomo/repos/poetry2nix"
|
||||||
|
},
|
||||||
|
"original": {
|
||||||
|
"type": "git",
|
||||||
|
"url": "file:///home/lord_fomo/repos/poetry2nix"
|
||||||
|
}
|
||||||
|
},
|
||||||
"root": {
|
"root": {
|
||||||
"inputs": {
|
"inputs": {
|
||||||
"nixpkgs": "nixpkgs"
|
"flake-utils": "flake-utils",
|
||||||
|
"nixpkgs": "nixpkgs",
|
||||||
|
"poetry2nix": "poetry2nix"
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"systems": {
|
||||||
|
"locked": {
|
||||||
|
"lastModified": 1681028828,
|
||||||
|
"narHash": "sha256-Vy1rq5AaRuLzOxct8nz4T6wlgyUR7zLU309k9mBC768=",
|
||||||
|
"owner": "nix-systems",
|
||||||
|
"repo": "default",
|
||||||
|
"rev": "da67096a3b9bf56a91d16901293e51ba5b49a27e",
|
||||||
|
"type": "github"
|
||||||
|
},
|
||||||
|
"original": {
|
||||||
|
"owner": "nix-systems",
|
||||||
|
"repo": "default",
|
||||||
|
"type": "github"
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"systems_2": {
|
||||||
|
"locked": {
|
||||||
|
"lastModified": 1681028828,
|
||||||
|
"narHash": "sha256-Vy1rq5AaRuLzOxct8nz4T6wlgyUR7zLU309k9mBC768=",
|
||||||
|
"owner": "nix-systems",
|
||||||
|
"repo": "default",
|
||||||
|
"rev": "da67096a3b9bf56a91d16901293e51ba5b49a27e",
|
||||||
|
"type": "github"
|
||||||
|
},
|
||||||
|
"original": {
|
||||||
|
"owner": "nix-systems",
|
||||||
|
"repo": "default",
|
||||||
|
"type": "github"
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
|
|
|
||||||
243
flake.nix
243
flake.nix
|
|
@ -1,103 +1,180 @@
|
||||||
# An "impure" template thx to `pyproject.nix`,
|
# NOTE: to convert to a poetry2nix env like this here are the
|
||||||
# https://pyproject-nix.github.io/pyproject.nix/templates.html#impure
|
# steps:
|
||||||
# https://github.com/pyproject-nix/pyproject.nix/blob/master/templates/impure/flake.nix
|
# - install poetry in your system nix config
|
||||||
{
|
# - convert the repo to use poetry using `poetry init`:
|
||||||
description = "An impure `piker` overlay using `uv` with Nix(OS)";
|
# https://python-poetry.org/docs/basic-usage/#initialising-a-pre-existing-project
|
||||||
|
# - then manually ensuring all deps are converted over:
|
||||||
|
# - add this file to the repo and commit it
|
||||||
|
# -
|
||||||
|
|
||||||
inputs = {
|
# GROKin tips:
|
||||||
nixpkgs.url = "github:nixos/nixpkgs/nixos-unstable";
|
# - CLI eps are (ostensibly) added via an `entry_points.txt`:
|
||||||
|
# - https://packaging.python.org/en/latest/specifications/entry-points/#file-format
|
||||||
|
# - https://github.com/nix-community/poetry2nix/blob/master/editable.nix#L49
|
||||||
|
{
|
||||||
|
description = "piker: trading gear for hackers (pkged with poetry2nix)";
|
||||||
|
|
||||||
|
inputs.flake-utils.url = "github:numtide/flake-utils";
|
||||||
|
inputs.nixpkgs.url = "github:NixOS/nixpkgs/nixos-unstable";
|
||||||
|
|
||||||
|
# see https://github.com/nix-community/poetry2nix/tree/master#api
|
||||||
|
inputs.poetry2nix = {
|
||||||
|
# url = "github:nix-community/poetry2nix";
|
||||||
|
# url = "github:K900/poetry2nix/qt5-explicit-deps";
|
||||||
|
url = "/home/lord_fomo/repos/poetry2nix";
|
||||||
|
|
||||||
|
inputs.nixpkgs.follows = "nixpkgs";
|
||||||
};
|
};
|
||||||
|
|
||||||
outputs =
|
outputs = {
|
||||||
{ nixpkgs, ... }:
|
self,
|
||||||
|
nixpkgs,
|
||||||
|
flake-utils,
|
||||||
|
poetry2nix,
|
||||||
|
}:
|
||||||
|
# TODO: build cross-OS and use the `${system}` var thingy..
|
||||||
|
flake-utils.lib.eachDefaultSystem (system:
|
||||||
let
|
let
|
||||||
inherit (nixpkgs) lib;
|
# use PWD as sources
|
||||||
forAllSystems = lib.genAttrs lib.systems.flakeExposed;
|
projectDir = ./.;
|
||||||
in
|
pyproject = ./pyproject.toml;
|
||||||
{
|
poetrylock = ./poetry.lock;
|
||||||
devShells = forAllSystems (
|
|
||||||
system:
|
|
||||||
let
|
|
||||||
pkgs = nixpkgs.legacyPackages.${system};
|
|
||||||
|
|
||||||
# do store-path extractions
|
# TODO: port to 3.11 and support both versions?
|
||||||
qt6baseStorePath = lib.getLib pkgs.qt6.qtbase;
|
python = "python3.10";
|
||||||
# ?TODO? can remove below since manual linking not needed?
|
|
||||||
# qt6QtWaylandStorePath = lib.getLib pkgs.qt6.qtwayland;
|
|
||||||
|
|
||||||
# XXX NOTE XXX, for now we overlay specific pkgs via
|
# for more functions and examples.
|
||||||
# a major-version-pinned-`cpython`
|
# inherit
|
||||||
cpython = "python313";
|
# (poetry2nix.legacyPackages.${system})
|
||||||
pypkgs = pkgs."${cpython}Packages";
|
# mkPoetryApplication;
|
||||||
in
|
# pkgs = nixpkgs.legacyPackages.${system};
|
||||||
{
|
|
||||||
default = pkgs.mkShell {
|
|
||||||
|
|
||||||
packages = with pkgs; [
|
pkgs = nixpkgs.legacyPackages.x86_64-linux;
|
||||||
# XXX, ensure sh completions active!
|
lib = pkgs.lib;
|
||||||
bashInteractive
|
p2npkgs = poetry2nix.legacyPackages.x86_64-linux;
|
||||||
bash-completion
|
|
||||||
|
|
||||||
# dev utils
|
# define all pkg overrides per dep, see edgecases.md:
|
||||||
ruff
|
# https://github.com/nix-community/poetry2nix/blob/master/docs/edgecases.md
|
||||||
pypkgs.ruff
|
# TODO: add these into the json file:
|
||||||
|
# https://github.com/nix-community/poetry2nix/blob/master/overrides/build-systems.json
|
||||||
|
pypkgs-build-requirements = {
|
||||||
|
asyncvnc = [ "setuptools" ];
|
||||||
|
eventkit = [ "setuptools" ];
|
||||||
|
ib-insync = [ "setuptools" "flake8" ];
|
||||||
|
msgspec = [ "setuptools"];
|
||||||
|
pdbp = [ "setuptools" ];
|
||||||
|
pyqt6-sip = [ "setuptools" ];
|
||||||
|
tabcompleter = [ "setuptools" ];
|
||||||
|
tractor = [ "setuptools" ];
|
||||||
|
tricycle = [ "setuptools" ];
|
||||||
|
trio-typing = [ "setuptools" ];
|
||||||
|
trio-util = [ "setuptools" ];
|
||||||
|
xonsh = [ "setuptools" ];
|
||||||
|
};
|
||||||
|
|
||||||
qt6.qtwayland
|
# auto-generate override entries
|
||||||
qt6.qtbase
|
p2n-overrides = p2npkgs.defaultPoetryOverrides.extend (self: super:
|
||||||
|
builtins.mapAttrs (package: build-requirements:
|
||||||
|
(builtins.getAttr package super).overridePythonAttrs (old: {
|
||||||
|
buildInputs = (
|
||||||
|
old.buildInputs or [ ]
|
||||||
|
) ++ (
|
||||||
|
builtins.map (
|
||||||
|
pkg: if builtins.isString pkg then builtins.getAttr pkg super else pkg
|
||||||
|
) build-requirements
|
||||||
|
);
|
||||||
|
})
|
||||||
|
) pypkgs-build-requirements
|
||||||
|
);
|
||||||
|
|
||||||
uv
|
# override some ahead-of-time compiled extensions
|
||||||
python313 # ?TODO^ how to set from `cpython` above?
|
# to be built with their wheels.
|
||||||
pypkgs.pyqt6
|
ahot_overrides = p2n-overrides.extend(
|
||||||
pypkgs.pyqt6-sip
|
final: prev: {
|
||||||
pypkgs.qtpy
|
|
||||||
pypkgs.qdarkstyle
|
|
||||||
pypkgs.rapidfuzz
|
|
||||||
];
|
|
||||||
|
|
||||||
shellHook = ''
|
# llvmlite = prev.llvmlite.override {
|
||||||
# unmask to debug **this** dev-shell-hook
|
# preferWheel = false;
|
||||||
# set -e
|
# };
|
||||||
|
|
||||||
# set qt-base/plugin path(s)
|
# TODO: get this workin with p2n and nixpkgs..
|
||||||
QTBASE_PATH="${qt6baseStorePath}/lib"
|
# pyqt6 = prev.pyqt6.override {
|
||||||
QT_PLUGIN_PATH="${qt6baseStorePath}/lib/qt-6/plugins"
|
# preferWheel = true;
|
||||||
QT_QPA_PLATFORM_PLUGIN_PATH="$QT_PLUGIN_PATH/platforms"
|
# };
|
||||||
|
|
||||||
# link in Qt cc lib paths from <nixpkgs>
|
# NOTE: this DOESN'T work atm but after a fix
|
||||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QTBASE_PATH"
|
# to poetry2nix, it will and actually this line
|
||||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_PLUGIN_PATH"
|
# won't be needed - thanks @k900:
|
||||||
LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_QPA_PLATFORM_PLUGIN_PATH"
|
# https://github.com/nix-community/poetry2nix/pull/1257
|
||||||
|
pyqt5 = prev.pyqt5.override {
|
||||||
|
# withWebkit = false;
|
||||||
|
preferWheel = true;
|
||||||
|
};
|
||||||
|
|
||||||
# link-in c++ stdlib for various AOT-ext-pkgs (numpy, etc.)
|
# see PR from @k900:
|
||||||
LD_LIBRARY_PATH="${pkgs.stdenv.cc.cc.lib}/lib:$LD_LIBRARY_PATH"
|
# https://github.com/nix-community/poetry2nix/pull/1257
|
||||||
|
# pyqt5-qt5 = prev.pyqt5-qt5.override {
|
||||||
|
# withWebkit = false;
|
||||||
|
# preferWheel = true;
|
||||||
|
# };
|
||||||
|
|
||||||
export LD_LIBRARY_PATH
|
# TODO: patch in an override for polars to build
|
||||||
|
# from src! See the details likely needed from
|
||||||
# RUNTIME-SETTINGS
|
# the cryptography entry:
|
||||||
#
|
# https://github.com/nix-community/poetry2nix/blob/master/overrides/default.nix#L426-L435
|
||||||
# ------ Qt ------
|
polars = prev.polars.override {
|
||||||
# XXX, unmask to debug qt .so linking/loading deats
|
preferWheel = true;
|
||||||
# export QT_DEBUG_PLUGINS=1
|
|
||||||
#
|
|
||||||
# ALSO, for *modern linux* DEs,
|
|
||||||
# - maybe set wayland-mode (TODO, parametrtize this!)
|
|
||||||
# * a chosen wayland-mode shell-integration
|
|
||||||
export QT_QPA_PLATFORM="wayland"
|
|
||||||
export QT_WAYLAND_SHELL_INTEGRATION="xdg-shell"
|
|
||||||
|
|
||||||
# ------ uv ------
|
|
||||||
# - always use the ./py313/ venv-subdir
|
|
||||||
export UV_PROJECT_ENVIRONMENT="py313"
|
|
||||||
# sync project-env with all extras
|
|
||||||
uv sync --dev --all-extras --no-group lint
|
|
||||||
|
|
||||||
# ------ TIPS ------
|
|
||||||
# NOTE, to launch the py-venv installed `xonsh` (like @goodboy)
|
|
||||||
# run the `nix develop` cmd with,
|
|
||||||
# >> nix develop -c uv run xonsh
|
|
||||||
'';
|
|
||||||
};
|
};
|
||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
|
# WHY!? -> output-attrs that `nix develop` scans for:
|
||||||
|
# https://nixos.org/manual/nix/stable/command-ref/new-cli/nix3-develop.html#flake-output-attributes
|
||||||
|
in
|
||||||
|
rec {
|
||||||
|
packages = {
|
||||||
|
# piker = poetry2nix.legacyPackages.x86_64-linux.mkPoetryEditablePackage {
|
||||||
|
# editablePackageSources = { piker = ./piker; };
|
||||||
|
|
||||||
|
piker = p2npkgs.mkPoetryApplication {
|
||||||
|
projectDir = projectDir;
|
||||||
|
|
||||||
|
# SEE ABOVE for auto-genned input set, override
|
||||||
|
# buncha deps with extras.. like `setuptools` mostly.
|
||||||
|
# TODO: maybe propose a patch to p2n to show that you
|
||||||
|
# can even do this in the edgecases docs?
|
||||||
|
overrides = ahot_overrides;
|
||||||
|
|
||||||
|
# XXX: won't work on llvmlite..
|
||||||
|
# preferWheels = true;
|
||||||
};
|
};
|
||||||
|
};
|
||||||
|
|
||||||
|
# devShells.default = pkgs.mkShell {
|
||||||
|
# projectDir = projectDir;
|
||||||
|
# python = "python3.10";
|
||||||
|
# overrides = ahot_overrides;
|
||||||
|
# inputsFrom = [ self.packages.x86_64-linux.piker ];
|
||||||
|
# packages = packages;
|
||||||
|
# # packages = [ poetry2nix.packages.${system}.poetry ];
|
||||||
|
# };
|
||||||
|
|
||||||
|
# TODO: grok the difference here..
|
||||||
|
# - avoid re-cloning git repos on every develop entry..
|
||||||
|
# - ideally allow hacking on the src code of some deps
|
||||||
|
# (tractor, pyqtgraph, tomlkit, etc.) WITHOUT having to
|
||||||
|
# re-install them every time a change is made.
|
||||||
|
# - boot a usable xonsh inside the poetry virtualenv when
|
||||||
|
# defined via a custom entry point?
|
||||||
|
devShells.default = p2npkgs.mkPoetryEnv {
|
||||||
|
# env = p2npkgs.mkPoetryEnv {
|
||||||
|
projectDir = projectDir;
|
||||||
|
python = pkgs.python310;
|
||||||
|
overrides = ahot_overrides;
|
||||||
|
editablePackageSources = packages;
|
||||||
|
# piker = "./";
|
||||||
|
# tractor = "../tractor/";
|
||||||
|
# }; # wut?
|
||||||
|
};
|
||||||
|
}
|
||||||
|
); # end of .outputs scope
|
||||||
}
|
}
|
||||||
|
|
|
||||||
|
|
@ -19,10 +19,8 @@
|
||||||
for tendiez.
|
for tendiez.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
from piker.log import (
|
from ..log import get_logger
|
||||||
get_console_log,
|
|
||||||
get_logger,
|
|
||||||
)
|
|
||||||
from .calc import (
|
from .calc import (
|
||||||
iter_by_dt,
|
iter_by_dt,
|
||||||
)
|
)
|
||||||
|
|
@ -53,17 +51,7 @@ from ._allocate import (
|
||||||
|
|
||||||
|
|
||||||
log = get_logger(__name__)
|
log = get_logger(__name__)
|
||||||
# ?TODO, enable console on import
|
|
||||||
# [ ] necessary? or `open_brokerd_dialog()` doing it is sufficient?
|
|
||||||
#
|
|
||||||
# bc might as well enable whenev imported by
|
|
||||||
# other sub-sys code (namely `.clearing`).
|
|
||||||
get_console_log(
|
|
||||||
level='warning',
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
# TODO, the `as <samename>` style?
|
|
||||||
__all__ = [
|
__all__ = [
|
||||||
'Account',
|
'Account',
|
||||||
'Allocator',
|
'Allocator',
|
||||||
|
|
|
||||||
|
|
@ -40,7 +40,7 @@ import tomli_w # for fast ledger writing
|
||||||
|
|
||||||
from piker.types import Struct
|
from piker.types import Struct
|
||||||
from piker import config
|
from piker import config
|
||||||
from piker.log import get_logger
|
from ..log import get_logger
|
||||||
from .calc import (
|
from .calc import (
|
||||||
iter_by_dt,
|
iter_by_dt,
|
||||||
)
|
)
|
||||||
|
|
@ -239,9 +239,7 @@ class TransactionLedger(UserDict):
|
||||||
|
|
||||||
symcache: SymbologyCache = self._symcache
|
symcache: SymbologyCache = self._symcache
|
||||||
towrite: dict[str, Any] = {}
|
towrite: dict[str, Any] = {}
|
||||||
for tid, txdict in self.tx_sort(
|
for tid, txdict in self.tx_sort(self.data.copy()):
|
||||||
self.data.copy()
|
|
||||||
):
|
|
||||||
# write blank-str expiry for non-expiring assets
|
# write blank-str expiry for non-expiring assets
|
||||||
if (
|
if (
|
||||||
'expiry' in txdict
|
'expiry' in txdict
|
||||||
|
|
@ -379,7 +377,7 @@ def open_trade_ledger(
|
||||||
account,
|
account,
|
||||||
dirpath=_fp,
|
dirpath=_fp,
|
||||||
)
|
)
|
||||||
cpy: dict = ledger_dict.copy()
|
cpy = ledger_dict.copy()
|
||||||
|
|
||||||
# XXX NOTE: if not provided presume we are being called from
|
# XXX NOTE: if not provided presume we are being called from
|
||||||
# sync code and need to maybe run `trio` to generate..
|
# sync code and need to maybe run `trio` to generate..
|
||||||
|
|
@ -408,13 +406,7 @@ def open_trade_ledger(
|
||||||
account=account,
|
account=account,
|
||||||
mod=mod,
|
mod=mod,
|
||||||
symcache=symcache,
|
symcache=symcache,
|
||||||
|
tx_sort=getattr(mod, 'tx_sort', tx_sort),
|
||||||
# NOTE: allow backends to provide custom ledger sorting
|
|
||||||
tx_sort=getattr(
|
|
||||||
mod,
|
|
||||||
'tx_sort',
|
|
||||||
tx_sort,
|
|
||||||
),
|
|
||||||
)
|
)
|
||||||
try:
|
try:
|
||||||
yield ledger
|
yield ledger
|
||||||
|
|
|
||||||
|
|
@ -305,8 +305,8 @@ class MktPair(Struct, frozen=True):
|
||||||
# config right?
|
# config right?
|
||||||
# src_type: AssetTypeName
|
# src_type: AssetTypeName
|
||||||
|
|
||||||
# for derivs, info describing contract, egs. strike price, call
|
# for derivs, info describing contract, egs.
|
||||||
# or put, swap type, exercise model, etc.
|
# strike price, call or put, swap type, exercise model, etc.
|
||||||
contract_info: list[str] | None = None
|
contract_info: list[str] | None = None
|
||||||
|
|
||||||
# TODO: rename to sectype since all of these can
|
# TODO: rename to sectype since all of these can
|
||||||
|
|
|
||||||
|
|
@ -30,8 +30,7 @@ from types import ModuleType
|
||||||
from typing import (
|
from typing import (
|
||||||
Any,
|
Any,
|
||||||
Iterator,
|
Iterator,
|
||||||
Generator,
|
Generator
|
||||||
TYPE_CHECKING,
|
|
||||||
)
|
)
|
||||||
|
|
||||||
import pendulum
|
import pendulum
|
||||||
|
|
@ -60,16 +59,10 @@ from ..clearing._messages import (
|
||||||
BrokerdPosition,
|
BrokerdPosition,
|
||||||
)
|
)
|
||||||
from piker.types import Struct
|
from piker.types import Struct
|
||||||
from piker.log import (
|
from piker.data._symcache import SymbologyCache
|
||||||
get_logger,
|
from ..log import get_logger
|
||||||
)
|
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
log = get_logger(__name__)
|
||||||
from piker.data._symcache import SymbologyCache
|
|
||||||
|
|
||||||
log = get_logger(
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
class Position(Struct):
|
class Position(Struct):
|
||||||
|
|
@ -509,17 +502,6 @@ class Account(Struct):
|
||||||
|
|
||||||
_mktmap_table: dict[str, MktPair] | None = None,
|
_mktmap_table: dict[str, MktPair] | None = None,
|
||||||
|
|
||||||
only_require: list[str]|True = True,
|
|
||||||
# ^list of fqmes that are "required" to be processed from
|
|
||||||
# this ledger pass; we often don't care about others and
|
|
||||||
# definitely shouldn't always error in such cases.
|
|
||||||
# (eg. broker backend loaded that doesn't yet supsport the
|
|
||||||
# symcache but also, inside the paper engine we don't ad-hoc
|
|
||||||
# request `get_mkt_info()` for every symbol in the ledger,
|
|
||||||
# only the one for which we're simulating against).
|
|
||||||
# TODO, not sure if there's a better soln for this, ideally
|
|
||||||
# all backends get symcache support afap i guess..
|
|
||||||
|
|
||||||
) -> dict[str, Position]:
|
) -> dict[str, Position]:
|
||||||
'''
|
'''
|
||||||
Update the internal `.pps[str, Position]` table from input
|
Update the internal `.pps[str, Position]` table from input
|
||||||
|
|
@ -562,32 +544,11 @@ class Account(Struct):
|
||||||
if _mktmap_table is None:
|
if _mktmap_table is None:
|
||||||
raise
|
raise
|
||||||
|
|
||||||
required: bool = (
|
|
||||||
only_require is True
|
|
||||||
or (
|
|
||||||
only_require is not True
|
|
||||||
and
|
|
||||||
fqme in only_require
|
|
||||||
)
|
|
||||||
)
|
|
||||||
# XXX: caller is allowed to provide a fallback
|
# XXX: caller is allowed to provide a fallback
|
||||||
# mktmap table for the case where a new position is
|
# mktmap table for the case where a new position is
|
||||||
# being added and the preloaded symcache didn't
|
# being added and the preloaded symcache didn't
|
||||||
# have this entry prior (eg. with frickin IB..)
|
# have this entry prior (eg. with frickin IB..)
|
||||||
if (
|
mkt = _mktmap_table[fqme]
|
||||||
not (mkt := _mktmap_table.get(fqme))
|
|
||||||
and
|
|
||||||
required
|
|
||||||
):
|
|
||||||
raise
|
|
||||||
|
|
||||||
elif not required:
|
|
||||||
continue
|
|
||||||
|
|
||||||
else:
|
|
||||||
# should be an entry retreived somewhere
|
|
||||||
assert mkt
|
|
||||||
|
|
||||||
|
|
||||||
if not (pos := pps.get(bs_mktid)):
|
if not (pos := pps.get(bs_mktid)):
|
||||||
|
|
||||||
|
|
@ -704,7 +665,7 @@ class Account(Struct):
|
||||||
def write_config(self) -> None:
|
def write_config(self) -> None:
|
||||||
'''
|
'''
|
||||||
Write the current account state to the user's account TOML file, normally
|
Write the current account state to the user's account TOML file, normally
|
||||||
something like `pps.toml`.
|
something like ``pps.toml``.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# TODO: show diff output?
|
# TODO: show diff output?
|
||||||
|
|
|
||||||
|
|
@ -268,6 +268,9 @@ def iter_by_dt(
|
||||||
(v := tx.get(k))
|
(v := tx.get(k))
|
||||||
)
|
)
|
||||||
):
|
):
|
||||||
|
# TODO? remove yah?
|
||||||
|
# v = tx[k] if isdict else tx.dt
|
||||||
|
|
||||||
# only call parser on the value if not None from
|
# only call parser on the value if not None from
|
||||||
# the `parsers` table above (when NOT using
|
# the `parsers` table above (when NOT using
|
||||||
# `.get()`), otherwise pass through the value and
|
# `.get()`), otherwise pass through the value and
|
||||||
|
|
@ -284,50 +287,24 @@ def iter_by_dt(
|
||||||
return ret
|
return ret
|
||||||
|
|
||||||
else:
|
else:
|
||||||
log.debug(
|
|
||||||
f'Parser-field not found in txn\n'
|
|
||||||
f'\n'
|
|
||||||
f'parser-field: {k!r}\n'
|
|
||||||
f'txn: {tx!r}\n'
|
|
||||||
f'\n'
|
|
||||||
f'Trying next..\n'
|
|
||||||
)
|
|
||||||
continue
|
continue
|
||||||
|
|
||||||
# XXX: we should never really get here bc it means some kinda
|
# XXX: should never get here..
|
||||||
# bad txn-record (field) data..
|
|
||||||
#
|
|
||||||
# -> set the `debug_mode = True` if you want to trace such
|
|
||||||
# cases from REPL ;)
|
|
||||||
else:
|
else:
|
||||||
# XXX: we should really never get here..
|
with maybe_open_crash_handler(pdb=True):
|
||||||
# only if a ledger record has no expected sort(able)
|
raise ValueError(
|
||||||
# field will we likely hit this.. like with ze IB.
|
f'Invalid txn time ??\n'
|
||||||
# if no sortable field just deliver epoch?
|
f'txn-id: {k!r}\n'
|
||||||
log.warning(
|
f'{k!r}: {v!r}\n'
|
||||||
'No (time) sortable field for TXN:\n'
|
|
||||||
f'{tx!r}\n'
|
|
||||||
)
|
)
|
||||||
report: str = (
|
# assert v is not None, f'No valid value for `{k}`!?'
|
||||||
f'No supported time-field found in txn !?\n'
|
|
||||||
f'\n'
|
|
||||||
f'supported-time-fields: {parsers!r}\n'
|
|
||||||
f'\n'
|
|
||||||
f'txn: {tx!r}\n'
|
|
||||||
)
|
|
||||||
if debug:
|
|
||||||
with maybe_open_crash_handler(
|
|
||||||
pdb=debug,
|
|
||||||
raise_on_exit=False,
|
|
||||||
):
|
|
||||||
raise ValueError(report)
|
|
||||||
else:
|
|
||||||
log.error(report)
|
|
||||||
|
|
||||||
if _invalid is not None:
|
if _invalid is not None:
|
||||||
_invalid.append(tx)
|
_invalid.append(tx)
|
||||||
return from_timestamp(0.)
|
return from_timestamp(0.)
|
||||||
|
|
||||||
|
# breakpoint()
|
||||||
|
|
||||||
entry: tuple[str, dict]|Transaction
|
entry: tuple[str, dict]|Transaction
|
||||||
invalid: list = []
|
invalid: list = []
|
||||||
for entry in sorted(
|
for entry in sorted(
|
||||||
|
|
@ -341,6 +318,8 @@ def iter_by_dt(
|
||||||
log.warning(
|
log.warning(
|
||||||
f'Ignoring txn w invalid timestamp ??\n'
|
f'Ignoring txn w invalid timestamp ??\n'
|
||||||
f'{pformat(entry)}\n'
|
f'{pformat(entry)}\n'
|
||||||
|
# f'txn-id: {k!r}\n'
|
||||||
|
# f'{k!r}: {v!r}\n'
|
||||||
)
|
)
|
||||||
continue
|
continue
|
||||||
|
|
||||||
|
|
@ -421,10 +400,7 @@ def open_ledger_dfs(
|
||||||
can update the ledger on exit.
|
can update the ledger on exit.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
with maybe_open_crash_handler(
|
with maybe_open_crash_handler(pdb=debug_mode):
|
||||||
pdb=debug_mode,
|
|
||||||
# raise_on_exit=False,
|
|
||||||
):
|
|
||||||
if not ledger:
|
if not ledger:
|
||||||
import time
|
import time
|
||||||
from ._ledger import open_trade_ledger
|
from ._ledger import open_trade_ledger
|
||||||
|
|
|
||||||
|
|
@ -21,6 +21,7 @@ CLI front end for trades ledger and position tracking management.
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
from pprint import pformat
|
from pprint import pformat
|
||||||
|
|
||||||
|
|
||||||
from rich.console import Console
|
from rich.console import Console
|
||||||
from rich.markdown import Markdown
|
from rich.markdown import Markdown
|
||||||
import polars as pl
|
import polars as pl
|
||||||
|
|
@ -28,10 +29,7 @@ import tractor
|
||||||
import trio
|
import trio
|
||||||
import typer
|
import typer
|
||||||
|
|
||||||
from piker.log import (
|
from ..log import get_logger
|
||||||
get_console_log,
|
|
||||||
get_logger,
|
|
||||||
)
|
|
||||||
from ..service import (
|
from ..service import (
|
||||||
open_piker_runtime,
|
open_piker_runtime,
|
||||||
)
|
)
|
||||||
|
|
@ -47,7 +45,6 @@ from .calc import (
|
||||||
open_ledger_dfs,
|
open_ledger_dfs,
|
||||||
)
|
)
|
||||||
|
|
||||||
log = get_logger(name=__name__)
|
|
||||||
|
|
||||||
ledger = typer.Typer()
|
ledger = typer.Typer()
|
||||||
|
|
||||||
|
|
@ -82,10 +79,7 @@ def sync(
|
||||||
"-l",
|
"-l",
|
||||||
),
|
),
|
||||||
):
|
):
|
||||||
log = get_console_log(
|
log = get_logger(loglevel)
|
||||||
level=loglevel,
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
console = Console()
|
console = Console()
|
||||||
|
|
||||||
pair: tuple[str, str]
|
pair: tuple[str, str]
|
||||||
|
|
@ -306,8 +300,7 @@ def disect(
|
||||||
assert not df.is_empty()
|
assert not df.is_empty()
|
||||||
|
|
||||||
# muck around in pdbp REPL
|
# muck around in pdbp REPL
|
||||||
# tractor.devx.mk_pdb().set_trace()
|
breakpoint()
|
||||||
# breakpoint()
|
|
||||||
|
|
||||||
# TODO: we REALLY need a better console REPL for this
|
# TODO: we REALLY need a better console REPL for this
|
||||||
# kinda thing..
|
# kinda thing..
|
||||||
|
|
|
||||||
|
|
@ -25,16 +25,15 @@ from types import ModuleType
|
||||||
|
|
||||||
from tractor.trionics import maybe_open_context
|
from tractor.trionics import maybe_open_context
|
||||||
|
|
||||||
from piker.log import (
|
|
||||||
get_logger,
|
|
||||||
)
|
|
||||||
from ._util import (
|
from ._util import (
|
||||||
|
log,
|
||||||
BrokerError,
|
BrokerError,
|
||||||
SymbolNotFound,
|
SymbolNotFound,
|
||||||
NoData,
|
NoData,
|
||||||
DataUnavailable,
|
DataUnavailable,
|
||||||
DataThrottle,
|
DataThrottle,
|
||||||
resproc,
|
resproc,
|
||||||
|
get_logger,
|
||||||
)
|
)
|
||||||
|
|
||||||
__all__: list[str] = [
|
__all__: list[str] = [
|
||||||
|
|
@ -44,6 +43,7 @@ __all__: list[str] = [
|
||||||
'DataUnavailable',
|
'DataUnavailable',
|
||||||
'DataThrottle',
|
'DataThrottle',
|
||||||
'resproc',
|
'resproc',
|
||||||
|
'get_logger',
|
||||||
]
|
]
|
||||||
|
|
||||||
__brokers__: list[str] = [
|
__brokers__: list[str] = [
|
||||||
|
|
@ -51,6 +51,7 @@ __brokers__: list[str] = [
|
||||||
'ib',
|
'ib',
|
||||||
'kraken',
|
'kraken',
|
||||||
'kucoin',
|
'kucoin',
|
||||||
|
'deribit',
|
||||||
|
|
||||||
# broken but used to work
|
# broken but used to work
|
||||||
# 'questrade',
|
# 'questrade',
|
||||||
|
|
@ -61,14 +62,9 @@ __brokers__: list[str] = [
|
||||||
# wstrade
|
# wstrade
|
||||||
# iex
|
# iex
|
||||||
|
|
||||||
# deribit
|
|
||||||
# bitso
|
# bitso
|
||||||
]
|
]
|
||||||
|
|
||||||
log = get_logger(
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
def get_brokermod(brokername: str) -> ModuleType:
|
def get_brokermod(brokername: str) -> ModuleType:
|
||||||
'''
|
'''
|
||||||
|
|
@ -102,14 +98,13 @@ async def open_cached_client(
|
||||||
If one has not been setup do it and cache it.
|
If one has not been setup do it and cache it.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
brokermod: ModuleType = get_brokermod(brokername)
|
brokermod = get_brokermod(brokername)
|
||||||
|
|
||||||
# TODO: make abstract or `typing.Protocol`
|
|
||||||
# client: Client
|
|
||||||
async with maybe_open_context(
|
async with maybe_open_context(
|
||||||
acm_func=brokermod.get_client,
|
acm_func=brokermod.get_client,
|
||||||
kwargs=kwargs,
|
kwargs=kwargs,
|
||||||
|
|
||||||
) as (cache_hit, client):
|
) as (cache_hit, client):
|
||||||
|
|
||||||
if cache_hit:
|
if cache_hit:
|
||||||
log.runtime(f'Reusing existing {client}')
|
log.runtime(f'Reusing existing {client}')
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -33,18 +33,12 @@ import exceptiongroup as eg
|
||||||
import tractor
|
import tractor
|
||||||
import trio
|
import trio
|
||||||
|
|
||||||
from piker.log import (
|
|
||||||
get_logger,
|
|
||||||
get_console_log,
|
|
||||||
)
|
|
||||||
from . import _util
|
from . import _util
|
||||||
from . import get_brokermod
|
from . import get_brokermod
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from ..data import _FeedsBus
|
from ..data import _FeedsBus
|
||||||
|
|
||||||
log = get_logger(name=__name__)
|
|
||||||
|
|
||||||
# `brokerd` enabled modules
|
# `brokerd` enabled modules
|
||||||
# TODO: move this def to the `.data` subpkg..
|
# TODO: move this def to the `.data` subpkg..
|
||||||
# NOTE: keeping this list as small as possible is part of our caps-sec
|
# NOTE: keeping this list as small as possible is part of our caps-sec
|
||||||
|
|
@ -65,7 +59,7 @@ _data_mods: str = [
|
||||||
async def _setup_persistent_brokerd(
|
async def _setup_persistent_brokerd(
|
||||||
ctx: tractor.Context,
|
ctx: tractor.Context,
|
||||||
brokername: str,
|
brokername: str,
|
||||||
loglevel: str|None = None,
|
loglevel: str | None = None,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
|
|
@ -78,14 +72,13 @@ async def _setup_persistent_brokerd(
|
||||||
# since all hosted daemon tasks will reference this same
|
# since all hosted daemon tasks will reference this same
|
||||||
# log instance's (actor local) state and thus don't require
|
# log instance's (actor local) state and thus don't require
|
||||||
# any further (level) configuration on their own B)
|
# any further (level) configuration on their own B)
|
||||||
actor: tractor.Actor = tractor.current_actor()
|
log = _util.get_console_log(
|
||||||
tll: str = actor.loglevel
|
loglevel or tractor.current_actor().loglevel,
|
||||||
log = get_console_log(
|
|
||||||
level=loglevel or tll,
|
|
||||||
name=f'{_util.subsys}.{brokername}',
|
name=f'{_util.subsys}.{brokername}',
|
||||||
with_tractor_log=bool(tll),
|
|
||||||
)
|
)
|
||||||
assert log.name == _util.subsys
|
|
||||||
|
# set global for this actor to this new process-wide instance B)
|
||||||
|
_util.log = log
|
||||||
|
|
||||||
# further, set the log level on any broker broker specific
|
# further, set the log level on any broker broker specific
|
||||||
# logger instance.
|
# logger instance.
|
||||||
|
|
@ -104,7 +97,7 @@ async def _setup_persistent_brokerd(
|
||||||
# NOTE: see ep invocation details inside `.data.feed`.
|
# NOTE: see ep invocation details inside `.data.feed`.
|
||||||
try:
|
try:
|
||||||
async with (
|
async with (
|
||||||
# tractor.trionics.collapse_eg(),
|
tractor.trionics.collapse_eg(),
|
||||||
trio.open_nursery() as service_nursery
|
trio.open_nursery() as service_nursery
|
||||||
):
|
):
|
||||||
bus: _FeedsBus = feed.get_feed_bus(
|
bus: _FeedsBus = feed.get_feed_bus(
|
||||||
|
|
@ -200,6 +193,7 @@ def broker_init(
|
||||||
|
|
||||||
|
|
||||||
async def spawn_brokerd(
|
async def spawn_brokerd(
|
||||||
|
|
||||||
brokername: str,
|
brokername: str,
|
||||||
loglevel: str | None = None,
|
loglevel: str | None = None,
|
||||||
|
|
||||||
|
|
@ -207,10 +201,8 @@ async def spawn_brokerd(
|
||||||
|
|
||||||
) -> bool:
|
) -> bool:
|
||||||
|
|
||||||
log.info(
|
from piker.service._util import log # use service mngr log
|
||||||
f'Spawning broker-daemon,\n'
|
log.info(f'Spawning {brokername} broker daemon')
|
||||||
f'backend: {brokername!r}'
|
|
||||||
)
|
|
||||||
|
|
||||||
(
|
(
|
||||||
brokermode,
|
brokermode,
|
||||||
|
|
@ -257,7 +249,7 @@ async def spawn_brokerd(
|
||||||
async def maybe_spawn_brokerd(
|
async def maybe_spawn_brokerd(
|
||||||
|
|
||||||
brokername: str,
|
brokername: str,
|
||||||
loglevel: str|None = None,
|
loglevel: str | None = None,
|
||||||
|
|
||||||
**pikerd_kwargs,
|
**pikerd_kwargs,
|
||||||
|
|
||||||
|
|
@ -273,7 +265,8 @@ async def maybe_spawn_brokerd(
|
||||||
from piker.service import maybe_spawn_daemon
|
from piker.service import maybe_spawn_daemon
|
||||||
|
|
||||||
async with maybe_spawn_daemon(
|
async with maybe_spawn_daemon(
|
||||||
service_name=f'brokerd.{brokername}',
|
|
||||||
|
f'brokerd.{brokername}',
|
||||||
service_task_target=spawn_brokerd,
|
service_task_target=spawn_brokerd,
|
||||||
spawn_args={
|
spawn_args={
|
||||||
'brokername': brokername,
|
'brokername': brokername,
|
||||||
|
|
|
||||||
|
|
@ -19,13 +19,15 @@ Handy cross-broker utils.
|
||||||
|
|
||||||
"""
|
"""
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
# from functools import partial
|
from functools import partial
|
||||||
|
|
||||||
import json
|
import json
|
||||||
import httpx
|
import httpx
|
||||||
import logging
|
import logging
|
||||||
|
|
||||||
from piker.log import (
|
from ..log import (
|
||||||
|
get_logger,
|
||||||
|
get_console_log,
|
||||||
colorize_json,
|
colorize_json,
|
||||||
)
|
)
|
||||||
subsys: str = 'piker.brokers'
|
subsys: str = 'piker.brokers'
|
||||||
|
|
@ -33,22 +35,12 @@ subsys: str = 'piker.brokers'
|
||||||
# NOTE: level should be reset by any actor that is spawned
|
# NOTE: level should be reset by any actor that is spawned
|
||||||
# as well as given a (more) explicit name/key such
|
# as well as given a (more) explicit name/key such
|
||||||
# as `piker.brokers.binance` matching the subpkg.
|
# as `piker.brokers.binance` matching the subpkg.
|
||||||
# log = get_logger(subsys)
|
log = get_logger(subsys)
|
||||||
|
|
||||||
# ?TODO?? we could use this approach, but we need to be able
|
get_console_log = partial(
|
||||||
# to pass multiple `name=` values so for example we can include the
|
get_console_log,
|
||||||
# emissions in `.accounting._pos` and others!
|
name=subsys,
|
||||||
# [ ] maybe we could do the `log = get_logger()` above,
|
)
|
||||||
# then cycle through the list of subsys mods we depend on
|
|
||||||
# and then get all their loggers and pass them to
|
|
||||||
# `get_console_log(logger=)`??
|
|
||||||
# [ ] OR just write THIS `get_console_log()` as a hook which does
|
|
||||||
# that based on who calls it?.. i dunno
|
|
||||||
#
|
|
||||||
# get_console_log = partial(
|
|
||||||
# get_console_log,
|
|
||||||
# name=subsys,
|
|
||||||
# )
|
|
||||||
|
|
||||||
|
|
||||||
class BrokerError(Exception):
|
class BrokerError(Exception):
|
||||||
|
|
|
||||||
|
|
@ -37,9 +37,8 @@ import trio
|
||||||
from piker.accounting import (
|
from piker.accounting import (
|
||||||
Asset,
|
Asset,
|
||||||
)
|
)
|
||||||
from piker.log import (
|
from piker.brokers._util import (
|
||||||
get_logger,
|
get_logger,
|
||||||
get_console_log,
|
|
||||||
)
|
)
|
||||||
from piker.data._web_bs import (
|
from piker.data._web_bs import (
|
||||||
open_autorecon_ws,
|
open_autorecon_ws,
|
||||||
|
|
@ -70,9 +69,7 @@ from .venues import (
|
||||||
)
|
)
|
||||||
from .api import Client
|
from .api import Client
|
||||||
|
|
||||||
log = get_logger(
|
log = get_logger('piker.brokers.binance')
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
# Fee schedule template, mostly for paper engine fees modelling.
|
# Fee schedule template, mostly for paper engine fees modelling.
|
||||||
|
|
@ -248,16 +245,9 @@ async def handle_order_requests(
|
||||||
@tractor.context
|
@tractor.context
|
||||||
async def open_trade_dialog(
|
async def open_trade_dialog(
|
||||||
ctx: tractor.Context,
|
ctx: tractor.Context,
|
||||||
loglevel: str = 'warning',
|
|
||||||
|
|
||||||
) -> AsyncIterator[dict[str, Any]]:
|
) -> AsyncIterator[dict[str, Any]]:
|
||||||
|
|
||||||
# enable piker.clearing console log for *this* `brokerd` subactor
|
|
||||||
get_console_log(
|
|
||||||
level=loglevel,
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
# TODO: how do we set this from the EMS such that
|
# TODO: how do we set this from the EMS such that
|
||||||
# positions are loaded from the correct venue on the user
|
# positions are loaded from the correct venue on the user
|
||||||
# stream at startup? (that is in an attempt to support both
|
# stream at startup? (that is in an attempt to support both
|
||||||
|
|
|
||||||
|
|
@ -64,9 +64,9 @@ from piker.data._web_bs import (
|
||||||
open_autorecon_ws,
|
open_autorecon_ws,
|
||||||
NoBsWs,
|
NoBsWs,
|
||||||
)
|
)
|
||||||
from piker.log import get_logger
|
|
||||||
from piker.brokers._util import (
|
from piker.brokers._util import (
|
||||||
DataUnavailable,
|
DataUnavailable,
|
||||||
|
get_logger,
|
||||||
)
|
)
|
||||||
|
|
||||||
from .api import (
|
from .api import (
|
||||||
|
|
@ -78,7 +78,7 @@ from .venues import (
|
||||||
get_api_eps,
|
get_api_eps,
|
||||||
)
|
)
|
||||||
|
|
||||||
log = get_logger(name=__name__)
|
log = get_logger('piker.brokers.binance')
|
||||||
|
|
||||||
|
|
||||||
class L1(Struct):
|
class L1(Struct):
|
||||||
|
|
@ -94,21 +94,18 @@ class L1(Struct):
|
||||||
|
|
||||||
|
|
||||||
# validation type
|
# validation type
|
||||||
# https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Aggregate-Trade-Streams#response-example
|
|
||||||
class AggTrade(Struct, frozen=True):
|
class AggTrade(Struct, frozen=True):
|
||||||
e: str # Event type
|
e: str # Event type
|
||||||
E: int # Event time
|
E: int # Event time
|
||||||
s: str # Symbol
|
s: str # Symbol
|
||||||
a: int # Aggregate trade ID
|
a: int # Aggregate trade ID
|
||||||
p: float # Price
|
p: float # Price
|
||||||
q: float # Quantity with all the market trades
|
q: float # Quantity
|
||||||
f: int # First trade ID
|
f: int # First trade ID
|
||||||
l: int # noqa Last trade ID
|
l: int # noqa Last trade ID
|
||||||
T: int # Trade time
|
T: int # Trade time
|
||||||
m: bool # Is the buyer the market maker?
|
m: bool # Is the buyer the market maker?
|
||||||
M: bool|None = None # Ignore
|
M: bool | None = None # Ignore
|
||||||
nq: float|None = None # Normal quantity without the trades involving RPI orders
|
|
||||||
# ^XXX https://developers.binance.com/docs/derivatives/change-log#2025-12-29
|
|
||||||
|
|
||||||
|
|
||||||
async def stream_messages(
|
async def stream_messages(
|
||||||
|
|
@ -237,8 +234,8 @@ async def open_history_client(
|
||||||
|
|
||||||
async def get_ohlc(
|
async def get_ohlc(
|
||||||
timeframe: float,
|
timeframe: float,
|
||||||
end_dt: datetime|None = None,
|
end_dt: datetime | None = None,
|
||||||
start_dt: datetime|None = None,
|
start_dt: datetime | None = None,
|
||||||
|
|
||||||
) -> tuple[
|
) -> tuple[
|
||||||
np.ndarray,
|
np.ndarray,
|
||||||
|
|
@ -275,15 +272,9 @@ async def open_history_client(
|
||||||
f'{times}'
|
f'{times}'
|
||||||
)
|
)
|
||||||
|
|
||||||
# XXX, debug any case where the latest 1m bar we get is
|
|
||||||
# already another "sample's-step-old"..
|
|
||||||
if end_dt is None:
|
if end_dt is None:
|
||||||
inow: int = round(time.time())
|
inow: int = round(time.time())
|
||||||
if (
|
if (inow - times[-1]) > 60:
|
||||||
_time_step := (inow - times[-1])
|
|
||||||
>
|
|
||||||
timeframe * 2
|
|
||||||
):
|
|
||||||
await tractor.pause()
|
await tractor.pause()
|
||||||
|
|
||||||
start_dt = from_timestamp(times[0])
|
start_dt = from_timestamp(times[0])
|
||||||
|
|
@ -297,7 +288,7 @@ async def open_history_client(
|
||||||
async def get_mkt_info(
|
async def get_mkt_info(
|
||||||
fqme: str,
|
fqme: str,
|
||||||
|
|
||||||
) -> tuple[MktPair, Pair]|None:
|
) -> tuple[MktPair, Pair] | None:
|
||||||
|
|
||||||
# uppercase since kraken bs_mktid is always upper
|
# uppercase since kraken bs_mktid is always upper
|
||||||
if 'binance' not in fqme.lower():
|
if 'binance' not in fqme.lower():
|
||||||
|
|
@ -374,7 +365,7 @@ async def get_mkt_info(
|
||||||
if 'futes' in mkt_mode:
|
if 'futes' in mkt_mode:
|
||||||
assert isinstance(pair, FutesPair)
|
assert isinstance(pair, FutesPair)
|
||||||
|
|
||||||
dst: Asset|None = assets.get(pair.bs_dst_asset)
|
dst: Asset | None = assets.get(pair.bs_dst_asset)
|
||||||
if (
|
if (
|
||||||
not dst
|
not dst
|
||||||
# TODO: a known asset DNE list?
|
# TODO: a known asset DNE list?
|
||||||
|
|
@ -433,7 +424,7 @@ async def subscribe(
|
||||||
# might get ack from ws server, or maybe some
|
# might get ack from ws server, or maybe some
|
||||||
# other msg still in transit..
|
# other msg still in transit..
|
||||||
res = await ws.recv_msg()
|
res = await ws.recv_msg()
|
||||||
subid: str|None = res.get('id')
|
subid: str | None = res.get('id')
|
||||||
if subid:
|
if subid:
|
||||||
assert res['id'] == subid
|
assert res['id'] == subid
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -104,9 +104,6 @@ class Pair(Struct, frozen=True, kw_only=True):
|
||||||
# https://developers.binance.com/docs/binance-spot-api-docs#future-changes
|
# https://developers.binance.com/docs/binance-spot-api-docs#future-changes
|
||||||
pegInstructionsAllowed: bool = False
|
pegInstructionsAllowed: bool = False
|
||||||
|
|
||||||
# https://developers.binance.com/docs/binance-spot-api-docs#2025-12-02
|
|
||||||
opoAllowed: bool = False
|
|
||||||
|
|
||||||
filters: dict[
|
filters: dict[
|
||||||
str,
|
str,
|
||||||
str | int | float,
|
str | int | float,
|
||||||
|
|
@ -223,10 +220,7 @@ class FutesPair(Pair):
|
||||||
assert pair == self.pair # sanity
|
assert pair == self.pair # sanity
|
||||||
return f'{expiry}'
|
return f'{expiry}'
|
||||||
|
|
||||||
case (
|
case 'PERPETUAL':
|
||||||
'PERPETUAL'
|
|
||||||
| 'TRADIFI_PERPETUAL'
|
|
||||||
):
|
|
||||||
return 'PERP'
|
return 'PERP'
|
||||||
|
|
||||||
case '':
|
case '':
|
||||||
|
|
@ -255,10 +249,7 @@ class FutesPair(Pair):
|
||||||
margin: str = self.marginAsset
|
margin: str = self.marginAsset
|
||||||
|
|
||||||
match ctype:
|
match ctype:
|
||||||
case (
|
case 'PERPETUAL':
|
||||||
'PERPETUAL'
|
|
||||||
| 'TRADIFI_PERPETUAL'
|
|
||||||
):
|
|
||||||
return f'{margin}M'
|
return f'{margin}M'
|
||||||
|
|
||||||
case (
|
case (
|
||||||
|
|
|
||||||
|
|
@ -27,12 +27,14 @@ import click
|
||||||
import trio
|
import trio
|
||||||
import tractor
|
import tractor
|
||||||
|
|
||||||
from piker.cli import cli
|
from ..cli import cli
|
||||||
from piker import watchlists as wl
|
from .. import watchlists as wl
|
||||||
from piker.log import (
|
from ..log import (
|
||||||
colorize_json,
|
colorize_json,
|
||||||
|
)
|
||||||
|
from ._util import (
|
||||||
|
log,
|
||||||
get_console_log,
|
get_console_log,
|
||||||
get_logger,
|
|
||||||
)
|
)
|
||||||
from ..service import (
|
from ..service import (
|
||||||
maybe_spawn_brokerd,
|
maybe_spawn_brokerd,
|
||||||
|
|
@ -43,15 +45,12 @@ from ..brokers import (
|
||||||
get_brokermod,
|
get_brokermod,
|
||||||
data,
|
data,
|
||||||
)
|
)
|
||||||
|
|
||||||
log = get_logger(
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
DEFAULT_BROKER = 'binance'
|
DEFAULT_BROKER = 'binance'
|
||||||
|
|
||||||
_config_dir = click.get_app_dir('piker')
|
_config_dir = click.get_app_dir('piker')
|
||||||
_watchlists_data_path = os.path.join(_config_dir, 'watchlists.json')
|
_watchlists_data_path = os.path.join(_config_dir, 'watchlists.json')
|
||||||
|
|
||||||
|
|
||||||
OK = '\033[92m'
|
OK = '\033[92m'
|
||||||
WARNING = '\033[93m'
|
WARNING = '\033[93m'
|
||||||
FAIL = '\033[91m'
|
FAIL = '\033[91m'
|
||||||
|
|
@ -346,10 +345,7 @@ def contracts(ctx, loglevel, broker, symbol, ids):
|
||||||
|
|
||||||
'''
|
'''
|
||||||
brokermod = get_brokermod(broker)
|
brokermod = get_brokermod(broker)
|
||||||
get_console_log(
|
get_console_log(loglevel)
|
||||||
level=loglevel,
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
contracts = trio.run(partial(core.contracts, brokermod, symbol))
|
contracts = trio.run(partial(core.contracts, brokermod, symbol))
|
||||||
if not ids:
|
if not ids:
|
||||||
|
|
@ -475,18 +471,13 @@ def search(
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# global opts
|
# global opts
|
||||||
brokermods: list[ModuleType] = list(config['brokermods'].values())
|
brokermods = list(config['brokermods'].values())
|
||||||
|
|
||||||
# TODO: this is coming from the `search --pdb` NOT from
|
|
||||||
# the `piker --pdb` XD ..
|
|
||||||
# -[ ] pull from the parent click ctx's values..dumdum
|
|
||||||
# assert pdb
|
|
||||||
loglevel: str = config['loglevel']
|
|
||||||
|
|
||||||
# define tractor entrypoint
|
# define tractor entrypoint
|
||||||
async def main(func):
|
async def main(func):
|
||||||
|
|
||||||
async with maybe_open_pikerd(
|
async with maybe_open_pikerd(
|
||||||
loglevel=loglevel,
|
loglevel=config['loglevel'],
|
||||||
debug_mode=pdb,
|
debug_mode=pdb,
|
||||||
):
|
):
|
||||||
return await func()
|
return await func()
|
||||||
|
|
@ -499,7 +490,6 @@ def search(
|
||||||
core.symbol_search,
|
core.symbol_search,
|
||||||
brokermods,
|
brokermods,
|
||||||
pattern,
|
pattern,
|
||||||
loglevel=loglevel,
|
|
||||||
),
|
),
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -22,26 +22,20 @@ routines should be primitive data types where possible.
|
||||||
"""
|
"""
|
||||||
import inspect
|
import inspect
|
||||||
from types import ModuleType
|
from types import ModuleType
|
||||||
from typing import (
|
from typing import List, Dict, Any, Optional
|
||||||
Any,
|
|
||||||
)
|
|
||||||
|
|
||||||
import trio
|
import trio
|
||||||
|
|
||||||
from piker.log import get_logger
|
from ._util import log
|
||||||
from . import get_brokermod
|
from . import get_brokermod
|
||||||
from ..service import maybe_spawn_brokerd
|
from ..service import maybe_spawn_brokerd
|
||||||
from . import open_cached_client
|
from . import open_cached_client
|
||||||
from ..accounting import MktPair
|
from ..accounting import MktPair
|
||||||
|
|
||||||
log = get_logger(name=__name__)
|
|
||||||
|
|
||||||
|
|
||||||
async def api(brokername: str, methname: str, **kwargs) -> dict:
|
async def api(brokername: str, methname: str, **kwargs) -> dict:
|
||||||
'''
|
"""Make (proxy through) a broker API call by name and return its result.
|
||||||
Make (proxy through) a broker API call by name and return its result.
|
"""
|
||||||
|
|
||||||
'''
|
|
||||||
brokermod = get_brokermod(brokername)
|
brokermod = get_brokermod(brokername)
|
||||||
async with brokermod.get_client() as client:
|
async with brokermod.get_client() as client:
|
||||||
meth = getattr(client, methname, None)
|
meth = getattr(client, methname, None)
|
||||||
|
|
@ -68,14 +62,10 @@ async def api(brokername: str, methname: str, **kwargs) -> dict:
|
||||||
|
|
||||||
async def stocks_quote(
|
async def stocks_quote(
|
||||||
brokermod: ModuleType,
|
brokermod: ModuleType,
|
||||||
tickers: list[str]
|
tickers: List[str]
|
||||||
|
) -> Dict[str, Dict[str, Any]]:
|
||||||
) -> dict[str, dict[str, Any]]:
|
"""Return quotes dict for ``tickers``.
|
||||||
'''
|
"""
|
||||||
Return a `dict` of snapshot quotes for the provided input
|
|
||||||
`tickers`: a `list` of fqmes.
|
|
||||||
|
|
||||||
'''
|
|
||||||
async with brokermod.get_client() as client:
|
async with brokermod.get_client() as client:
|
||||||
return await client.quote(tickers)
|
return await client.quote(tickers)
|
||||||
|
|
||||||
|
|
@ -84,15 +74,13 @@ async def stocks_quote(
|
||||||
async def option_chain(
|
async def option_chain(
|
||||||
brokermod: ModuleType,
|
brokermod: ModuleType,
|
||||||
symbol: str,
|
symbol: str,
|
||||||
date: str|None = None,
|
date: Optional[str] = None,
|
||||||
) -> dict[str, dict[str, dict[str, Any]]]:
|
) -> Dict[str, Dict[str, Dict[str, Any]]]:
|
||||||
'''
|
"""Return option chain for ``symbol`` for ``date``.
|
||||||
Return option chain for ``symbol`` for ``date``.
|
|
||||||
|
|
||||||
By default all expiries are returned. If ``date`` is provided
|
By default all expiries are returned. If ``date`` is provided
|
||||||
then contract quotes for that single expiry are returned.
|
then contract quotes for that single expiry are returned.
|
||||||
|
"""
|
||||||
'''
|
|
||||||
async with brokermod.get_client() as client:
|
async with brokermod.get_client() as client:
|
||||||
if date:
|
if date:
|
||||||
id = int((await client.tickers2ids([symbol]))[symbol])
|
id = int((await client.tickers2ids([symbol]))[symbol])
|
||||||
|
|
@ -110,7 +98,7 @@ async def option_chain(
|
||||||
# async def contracts(
|
# async def contracts(
|
||||||
# brokermod: ModuleType,
|
# brokermod: ModuleType,
|
||||||
# symbol: str,
|
# symbol: str,
|
||||||
# ) -> dict[str, dict[str, dict[str, Any]]]:
|
# ) -> Dict[str, Dict[str, Dict[str, Any]]]:
|
||||||
# """Return option contracts (all expiries) for ``symbol``.
|
# """Return option contracts (all expiries) for ``symbol``.
|
||||||
# """
|
# """
|
||||||
# async with brokermod.get_client() as client:
|
# async with brokermod.get_client() as client:
|
||||||
|
|
@ -122,24 +110,15 @@ async def bars(
|
||||||
brokermod: ModuleType,
|
brokermod: ModuleType,
|
||||||
symbol: str,
|
symbol: str,
|
||||||
**kwargs,
|
**kwargs,
|
||||||
) -> dict[str, dict[str, dict[str, Any]]]:
|
) -> Dict[str, Dict[str, Dict[str, Any]]]:
|
||||||
'''
|
"""Return option contracts (all expiries) for ``symbol``.
|
||||||
Return option contracts (all expiries) for ``symbol``.
|
"""
|
||||||
|
|
||||||
'''
|
|
||||||
async with brokermod.get_client() as client:
|
async with brokermod.get_client() as client:
|
||||||
return await client.bars(symbol, **kwargs)
|
return await client.bars(symbol, **kwargs)
|
||||||
|
|
||||||
|
|
||||||
async def search_w_brokerd(
|
async def search_w_brokerd(name: str, pattern: str) -> dict:
|
||||||
name: str,
|
|
||||||
pattern: str,
|
|
||||||
) -> dict:
|
|
||||||
|
|
||||||
# TODO: WHY NOT WORK!?!
|
|
||||||
# when we `step` through the next block?
|
|
||||||
# import tractor
|
|
||||||
# await tractor.pause()
|
|
||||||
async with open_cached_client(name) as client:
|
async with open_cached_client(name) as client:
|
||||||
|
|
||||||
# TODO: support multiple asset type concurrent searches.
|
# TODO: support multiple asset type concurrent searches.
|
||||||
|
|
@ -149,15 +128,14 @@ async def search_w_brokerd(
|
||||||
async def symbol_search(
|
async def symbol_search(
|
||||||
brokermods: list[ModuleType],
|
brokermods: list[ModuleType],
|
||||||
pattern: str,
|
pattern: str,
|
||||||
loglevel: str = 'warning',
|
|
||||||
**kwargs,
|
**kwargs,
|
||||||
|
|
||||||
) -> dict[str, dict[str, dict[str, Any]]]:
|
) -> Dict[str, Dict[str, Dict[str, Any]]]:
|
||||||
'''
|
'''
|
||||||
Return symbol info from broker.
|
Return symbol info from broker.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
results: list[str] = []
|
results = []
|
||||||
|
|
||||||
async def search_backend(
|
async def search_backend(
|
||||||
brokermod: ModuleType
|
brokermod: ModuleType
|
||||||
|
|
@ -165,13 +143,6 @@ async def symbol_search(
|
||||||
|
|
||||||
brokername: str = mod.name
|
brokername: str = mod.name
|
||||||
|
|
||||||
# TODO: figure this the FUCK OUT
|
|
||||||
# -> ok so obvi in the root actor any async task that's
|
|
||||||
# spawned outside the main tractor-root-actor task needs to
|
|
||||||
# call this..
|
|
||||||
# await tractor.devx._debug.maybe_init_greenback()
|
|
||||||
# tractor.pause_from_sync()
|
|
||||||
|
|
||||||
async with maybe_spawn_brokerd(
|
async with maybe_spawn_brokerd(
|
||||||
mod.name,
|
mod.name,
|
||||||
infect_asyncio=getattr(
|
infect_asyncio=getattr(
|
||||||
|
|
@ -179,7 +150,6 @@ async def symbol_search(
|
||||||
'_infect_asyncio',
|
'_infect_asyncio',
|
||||||
False,
|
False,
|
||||||
),
|
),
|
||||||
loglevel=loglevel
|
|
||||||
) as portal:
|
) as portal:
|
||||||
|
|
||||||
results.append((
|
results.append((
|
||||||
|
|
@ -192,6 +162,7 @@ async def symbol_search(
|
||||||
))
|
))
|
||||||
|
|
||||||
async with trio.open_nursery() as n:
|
async with trio.open_nursery() as n:
|
||||||
|
|
||||||
for mod in brokermods:
|
for mod in brokermods:
|
||||||
n.start_soon(search_backend, mod.name)
|
n.start_soon(search_backend, mod.name)
|
||||||
|
|
||||||
|
|
@ -201,13 +172,11 @@ async def symbol_search(
|
||||||
async def mkt_info(
|
async def mkt_info(
|
||||||
brokermod: ModuleType,
|
brokermod: ModuleType,
|
||||||
fqme: str,
|
fqme: str,
|
||||||
|
|
||||||
**kwargs,
|
**kwargs,
|
||||||
|
|
||||||
) -> MktPair:
|
) -> MktPair:
|
||||||
'''
|
'''
|
||||||
Return the `piker.accounting.MktPair` info struct from a given
|
Return MktPair info from broker including src and dst assets.
|
||||||
backend broker tradable src/dst asset pair.
|
|
||||||
|
|
||||||
'''
|
'''
|
||||||
async with open_cached_client(brokermod.name) as client:
|
async with open_cached_client(brokermod.name) as client:
|
||||||
|
|
|
||||||
|
|
@ -41,15 +41,12 @@ import tractor
|
||||||
from tractor.experimental import msgpub
|
from tractor.experimental import msgpub
|
||||||
from async_generator import asynccontextmanager
|
from async_generator import asynccontextmanager
|
||||||
|
|
||||||
from piker.log import(
|
from ._util import (
|
||||||
get_logger,
|
log,
|
||||||
get_console_log,
|
get_console_log,
|
||||||
)
|
)
|
||||||
from . import get_brokermod
|
from . import get_brokermod
|
||||||
|
|
||||||
log = get_logger(
|
|
||||||
name='piker.brokers.binance',
|
|
||||||
)
|
|
||||||
|
|
||||||
async def wait_for_network(
|
async def wait_for_network(
|
||||||
net_func: Callable,
|
net_func: Callable,
|
||||||
|
|
@ -246,10 +243,7 @@ async def start_quote_stream(
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# XXX: why do we need this again?
|
# XXX: why do we need this again?
|
||||||
get_console_log(
|
get_console_log(tractor.current_actor().loglevel)
|
||||||
level=tractor.current_actor().loglevel,
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
# pull global vars from local actor
|
# pull global vars from local actor
|
||||||
symbols = list(symbols)
|
symbols = list(symbols)
|
||||||
|
|
|
||||||
|
|
@ -25,6 +25,7 @@ from .api import (
|
||||||
get_client,
|
get_client,
|
||||||
)
|
)
|
||||||
from .feed import (
|
from .feed import (
|
||||||
|
get_mkt_info,
|
||||||
open_history_client,
|
open_history_client,
|
||||||
open_symbol_search,
|
open_symbol_search,
|
||||||
stream_quotes,
|
stream_quotes,
|
||||||
|
|
@ -34,15 +35,20 @@ from .feed import (
|
||||||
# open_trade_dialog,
|
# open_trade_dialog,
|
||||||
# norm_trade_records,
|
# norm_trade_records,
|
||||||
# )
|
# )
|
||||||
|
from .venues import (
|
||||||
|
OptionPair,
|
||||||
|
)
|
||||||
|
|
||||||
log = get_logger(__name__)
|
log = get_logger(__name__)
|
||||||
|
|
||||||
__all__ = [
|
__all__ = [
|
||||||
'get_client',
|
'get_client',
|
||||||
# 'trades_dialogue',
|
# 'trades_dialogue',
|
||||||
|
'get_mkt_info',
|
||||||
'open_history_client',
|
'open_history_client',
|
||||||
'open_symbol_search',
|
'open_symbol_search',
|
||||||
'stream_quotes',
|
'stream_quotes',
|
||||||
|
'OptionPair',
|
||||||
# 'norm_trade_records',
|
# 'norm_trade_records',
|
||||||
]
|
]
|
||||||
|
|
||||||
|
|
|
||||||
File diff suppressed because it is too large
Load Diff
|
|
@ -18,38 +18,59 @@
|
||||||
Deribit backend.
|
Deribit backend.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
|
from __future__ import annotations
|
||||||
from contextlib import asynccontextmanager as acm
|
from contextlib import asynccontextmanager as acm
|
||||||
from datetime import datetime
|
from datetime import datetime
|
||||||
from typing import Any, Optional, Callable
|
from typing import (
|
||||||
|
# Any,
|
||||||
|
# Optional,
|
||||||
|
Callable,
|
||||||
|
)
|
||||||
|
# from pprint import pformat
|
||||||
import time
|
import time
|
||||||
|
|
||||||
|
import cryptofeed
|
||||||
import trio
|
import trio
|
||||||
from trio_typing import TaskStatus
|
from trio_typing import TaskStatus
|
||||||
import pendulum
|
from pendulum import (
|
||||||
from rapidfuzz import process as fuzzy
|
from_timestamp,
|
||||||
|
)
|
||||||
import numpy as np
|
import numpy as np
|
||||||
import tractor
|
import tractor
|
||||||
|
|
||||||
from piker.brokers import open_cached_client
|
from piker.accounting import (
|
||||||
from piker.log import get_logger, get_console_log
|
Asset,
|
||||||
from piker.data import ShmArray
|
MktPair,
|
||||||
from piker.brokers._util import (
|
unpack_fqme,
|
||||||
BrokerError,
|
)
|
||||||
|
from piker.brokers import (
|
||||||
|
open_cached_client,
|
||||||
|
NoData,
|
||||||
DataUnavailable,
|
DataUnavailable,
|
||||||
)
|
)
|
||||||
|
from piker._cacheables import (
|
||||||
from cryptofeed import FeedHandler
|
async_lifo_cache,
|
||||||
from cryptofeed.defines import (
|
|
||||||
DERIBIT, L1_BOOK, TRADES, OPTION, CALL, PUT
|
|
||||||
)
|
)
|
||||||
from cryptofeed.symbols import Symbol
|
from piker.log import (
|
||||||
|
get_logger,
|
||||||
|
mk_repr,
|
||||||
|
)
|
||||||
|
from piker.data.validate import FeedInit
|
||||||
|
|
||||||
|
|
||||||
from .api import (
|
from .api import (
|
||||||
Client, Trade,
|
Client,
|
||||||
get_config,
|
# get_config,
|
||||||
str_to_cb_sym, piker_sym_to_cb_sym, cb_sym_to_deribit_inst,
|
piker_sym_to_cb_sym,
|
||||||
|
cb_sym_to_deribit_inst,
|
||||||
|
str_to_cb_sym,
|
||||||
maybe_open_price_feed
|
maybe_open_price_feed
|
||||||
)
|
)
|
||||||
|
from .venues import (
|
||||||
|
Pair,
|
||||||
|
OptionPair,
|
||||||
|
Trade,
|
||||||
|
)
|
||||||
|
|
||||||
_spawn_kwargs = {
|
_spawn_kwargs = {
|
||||||
'infect_asyncio': True,
|
'infect_asyncio': True,
|
||||||
|
|
@ -64,90 +85,215 @@ async def open_history_client(
|
||||||
mkt: MktPair,
|
mkt: MktPair,
|
||||||
) -> tuple[Callable, int]:
|
) -> tuple[Callable, int]:
|
||||||
|
|
||||||
fnstrument: str = mkt.bs_fqme
|
|
||||||
# TODO implement history getter for the new storage layer.
|
# TODO implement history getter for the new storage layer.
|
||||||
async with open_cached_client('deribit') as client:
|
async with open_cached_client('deribit') as client:
|
||||||
|
|
||||||
|
pair: OptionPair = client._pairs[mkt.dst.name]
|
||||||
|
# XXX NOTE, the cuckers use ms !!!
|
||||||
|
creation_time_s: int = pair.creation_timestamp/1000
|
||||||
|
|
||||||
async def get_ohlc(
|
async def get_ohlc(
|
||||||
end_dt: Optional[datetime] = None,
|
timeframe: float,
|
||||||
start_dt: Optional[datetime] = None,
|
end_dt: datetime | None = None,
|
||||||
|
start_dt: datetime | None = None,
|
||||||
|
|
||||||
) -> tuple[
|
) -> tuple[
|
||||||
np.ndarray,
|
np.ndarray,
|
||||||
datetime, # start
|
datetime, # start
|
||||||
datetime, # end
|
datetime, # end
|
||||||
]:
|
]:
|
||||||
|
if timeframe != 60:
|
||||||
|
raise DataUnavailable('Only 1m bars are supported')
|
||||||
|
|
||||||
array = await client.bars(
|
array: np.ndarray = await client.bars(
|
||||||
instrument,
|
mkt,
|
||||||
start_dt=start_dt,
|
start_dt=start_dt,
|
||||||
end_dt=end_dt,
|
end_dt=end_dt,
|
||||||
)
|
)
|
||||||
if len(array) == 0:
|
if len(array) == 0:
|
||||||
raise DataUnavailable
|
if (
|
||||||
|
end_dt is None
|
||||||
|
):
|
||||||
|
raise DataUnavailable(
|
||||||
|
'No history seems to exist yet?\n\n'
|
||||||
|
f'{mkt}'
|
||||||
|
)
|
||||||
|
elif (
|
||||||
|
end_dt
|
||||||
|
and
|
||||||
|
end_dt.timestamp() < creation_time_s
|
||||||
|
):
|
||||||
|
# the contract can't have history
|
||||||
|
# before it was created.
|
||||||
|
pair_type_str: str = type(pair).__name__
|
||||||
|
create_dt: datetime = from_timestamp(creation_time_s)
|
||||||
|
raise DataUnavailable(
|
||||||
|
f'No history prior to\n'
|
||||||
|
f'`{pair_type_str}.creation_timestamp: int = '
|
||||||
|
f'{pair.creation_timestamp}\n\n'
|
||||||
|
f'------ deribit sux ------\n'
|
||||||
|
f'WHICH IN "NORMAL PEOPLE WHO USE EPOCH TIME" form is,\n'
|
||||||
|
f'creation_time_s: {creation_time_s}\n'
|
||||||
|
f'create_dt: {create_dt}\n'
|
||||||
|
)
|
||||||
|
raise NoData(
|
||||||
|
f'No frame for {start_dt} -> {end_dt}\n'
|
||||||
|
)
|
||||||
|
|
||||||
start_dt = pendulum.from_timestamp(array[0]['time'])
|
start_dt = from_timestamp(array[0]['time'])
|
||||||
end_dt = pendulum.from_timestamp(array[-1]['time'])
|
end_dt = from_timestamp(array[-1]['time'])
|
||||||
|
|
||||||
|
times = array['time']
|
||||||
|
if not times.any():
|
||||||
|
raise ValueError(
|
||||||
|
'Bad frame with null-times?\n\n'
|
||||||
|
f'{times}'
|
||||||
|
)
|
||||||
|
|
||||||
|
if end_dt is None:
|
||||||
|
inow: int = round(time.time())
|
||||||
|
if (inow - times[-1]) > 60:
|
||||||
|
await tractor.pause()
|
||||||
|
|
||||||
return array, start_dt, end_dt
|
return array, start_dt, end_dt
|
||||||
|
|
||||||
yield get_ohlc, {'erlangs': 3, 'rate': 3}
|
yield (
|
||||||
|
get_ohlc,
|
||||||
|
{ # backfill config
|
||||||
|
'erlangs': 3,
|
||||||
|
'rate': 3,
|
||||||
|
}
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
@async_lifo_cache()
|
||||||
|
async def get_mkt_info(
|
||||||
|
fqme: str,
|
||||||
|
|
||||||
|
) -> tuple[MktPair, Pair|OptionPair] | None:
|
||||||
|
|
||||||
|
# uppercase since kraken bs_mktid is always upper
|
||||||
|
if 'deribit' not in fqme.lower():
|
||||||
|
fqme += '.deribit'
|
||||||
|
|
||||||
|
mkt_mode: str = ''
|
||||||
|
broker, mkt_ep, venue, expiry = unpack_fqme(fqme)
|
||||||
|
|
||||||
|
# NOTE: we always upper case all tokens to be consistent with
|
||||||
|
# binance's symbology style for pairs, like `BTCUSDT`, but in
|
||||||
|
# theory we could also just keep things lower case; as long as
|
||||||
|
# we're consistent and the symcache matches whatever this func
|
||||||
|
# returns, always!
|
||||||
|
expiry: str = expiry.upper()
|
||||||
|
venue: str = venue.upper()
|
||||||
|
# venue_lower: str = venue.lower()
|
||||||
|
|
||||||
|
mkt_mode: str = 'option'
|
||||||
|
|
||||||
|
async with open_cached_client(
|
||||||
|
'deribit',
|
||||||
|
) as client:
|
||||||
|
|
||||||
|
assets: dict[str, Asset] = await client.get_assets()
|
||||||
|
pair_str: str = mkt_ep.lower()
|
||||||
|
|
||||||
|
pair: Pair = await client.exch_info(
|
||||||
|
sym=pair_str,
|
||||||
|
)
|
||||||
|
mkt_mode = pair.venue
|
||||||
|
client.mkt_mode = mkt_mode
|
||||||
|
|
||||||
|
dst: Asset | None = assets.get(pair.bs_dst_asset)
|
||||||
|
src: Asset | None = assets.get(pair.bs_src_asset)
|
||||||
|
|
||||||
|
mkt = MktPair(
|
||||||
|
dst=dst,
|
||||||
|
src=src,
|
||||||
|
price_tick=pair.price_tick,
|
||||||
|
size_tick=pair.size_tick,
|
||||||
|
bs_mktid=pair.symbol,
|
||||||
|
venue=mkt_mode,
|
||||||
|
broker='deribit',
|
||||||
|
_atype=mkt_mode,
|
||||||
|
_fqme_without_src=True,
|
||||||
|
|
||||||
|
# expiry=pair.expiry,
|
||||||
|
# XXX TODO, currently we don't use it since it's
|
||||||
|
# already "described" in the `OptionPair.symbol: str`
|
||||||
|
# and if we slap in the ISO repr it's kinda hideous..
|
||||||
|
# -[ ] figure out the best either std
|
||||||
|
)
|
||||||
|
return mkt, pair
|
||||||
|
|
||||||
|
|
||||||
async def stream_quotes(
|
async def stream_quotes(
|
||||||
|
|
||||||
send_chan: trio.abc.SendChannel,
|
send_chan: trio.abc.SendChannel,
|
||||||
symbols: list[str],
|
symbols: list[str],
|
||||||
feed_is_live: trio.Event,
|
feed_is_live: trio.Event,
|
||||||
loglevel: str = None,
|
|
||||||
|
|
||||||
# startup sync
|
# startup sync
|
||||||
task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
|
task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
# XXX: required to propagate ``tractor`` loglevel to piker logging
|
'''
|
||||||
get_console_log(loglevel or tractor.current_actor().loglevel)
|
Open a live quote stream for the market set defined by `symbols`.
|
||||||
|
|
||||||
sym = symbols[0]
|
Internally this starts a `cryptofeed.FeedHandler` inside an `asyncio`-side
|
||||||
|
task and relays through L1 and `Trade` msgs here to our `trio.Task`.
|
||||||
|
|
||||||
|
'''
|
||||||
|
sym = symbols[0].split('.')[0]
|
||||||
|
init_msgs: list[FeedInit] = []
|
||||||
|
|
||||||
|
# multiline nested `dict` formatter (since rn quote-msgs are
|
||||||
|
# just that).
|
||||||
|
pfmt: Callable[[str], str] = mk_repr(
|
||||||
|
# so we can see `deribit`'s delightfully mega-long bs fields..
|
||||||
|
maxstring=100,
|
||||||
|
)
|
||||||
|
|
||||||
async with (
|
async with (
|
||||||
open_cached_client('deribit') as client,
|
open_cached_client('deribit') as client,
|
||||||
send_chan as send_chan
|
send_chan as send_chan
|
||||||
):
|
):
|
||||||
|
mkt: MktPair
|
||||||
|
pair: Pair
|
||||||
|
mkt, pair = await get_mkt_info(sym)
|
||||||
|
|
||||||
init_msgs = {
|
# build out init msgs according to latest spec
|
||||||
# pass back token, and bool, signalling if we're the writer
|
init_msgs.append(
|
||||||
# and that history has been written
|
FeedInit(
|
||||||
sym: {
|
mkt_info=mkt,
|
||||||
'symbol_info': {
|
)
|
||||||
'asset_type': 'option',
|
)
|
||||||
'price_tick_size': 0.0005
|
# build `cryptofeed` feed-handle
|
||||||
},
|
cf_sym: cryptofeed.Symbol = piker_sym_to_cb_sym(sym)
|
||||||
'shm_write_opts': {'sum_tick_vml': False},
|
|
||||||
'fqsn': sym,
|
|
||||||
},
|
|
||||||
}
|
|
||||||
|
|
||||||
nsym = piker_sym_to_cb_sym(sym)
|
from_cf: tractor.to_asyncio.LinkedTaskChannel
|
||||||
|
async with maybe_open_price_feed(sym) as from_cf:
|
||||||
|
|
||||||
async with maybe_open_price_feed(sym) as stream:
|
# load the "last trades" summary
|
||||||
|
last_trades_res: cryptofeed.LastTradesResult = await client.last_trades(
|
||||||
|
cb_sym_to_deribit_inst(cf_sym),
|
||||||
|
count=1,
|
||||||
|
)
|
||||||
|
last_trades: list[Trade] = last_trades_res.trades
|
||||||
|
|
||||||
cache = await client.cache_symbols()
|
# TODO, do we even need this or will the above always
|
||||||
|
# work?
|
||||||
|
# if not last_trades:
|
||||||
|
# await tractor.pause()
|
||||||
|
# async for typ, quote in from_cf:
|
||||||
|
# if typ == 'trade':
|
||||||
|
# last_trade = Trade(**(quote['data']))
|
||||||
|
# break
|
||||||
|
|
||||||
last_trades = (await client.last_trades(
|
# else:
|
||||||
cb_sym_to_deribit_inst(nsym), count=1)).trades
|
last_trade = Trade(
|
||||||
|
**(last_trades[0])
|
||||||
|
)
|
||||||
|
|
||||||
if len(last_trades) == 0:
|
first_quote: dict = {
|
||||||
last_trade = None
|
|
||||||
async for typ, quote in stream:
|
|
||||||
if typ == 'trade':
|
|
||||||
last_trade = Trade(**(quote['data']))
|
|
||||||
break
|
|
||||||
|
|
||||||
else:
|
|
||||||
last_trade = Trade(**(last_trades[0]))
|
|
||||||
|
|
||||||
first_quote = {
|
|
||||||
'symbol': sym,
|
'symbol': sym,
|
||||||
'last': last_trade.price,
|
'last': last_trade.price,
|
||||||
'brokerd_ts': last_trade.timestamp,
|
'brokerd_ts': last_trade.timestamp,
|
||||||
|
|
@ -158,13 +304,84 @@ async def stream_quotes(
|
||||||
'broker_ts': last_trade.timestamp
|
'broker_ts': last_trade.timestamp
|
||||||
}]
|
}]
|
||||||
}
|
}
|
||||||
task_status.started((init_msgs, first_quote))
|
task_status.started((
|
||||||
|
init_msgs,
|
||||||
|
first_quote,
|
||||||
|
))
|
||||||
|
|
||||||
feed_is_live.set()
|
feed_is_live.set()
|
||||||
|
|
||||||
async for typ, quote in stream:
|
# NOTE XXX, static for now!
|
||||||
topic = quote['symbol']
|
# => since this only handles ONE mkt feed at a time we
|
||||||
await send_chan.send({topic: quote})
|
# don't need a lookup table to map interleaved quotes
|
||||||
|
# from multiple possible mkt-pairs
|
||||||
|
topic: str = mkt.bs_fqme
|
||||||
|
|
||||||
|
# deliver until cancelled
|
||||||
|
async for typ, ref in from_cf:
|
||||||
|
match typ:
|
||||||
|
case 'trade':
|
||||||
|
trade: cryptofeed.types.Trade = ref
|
||||||
|
|
||||||
|
# TODO, re-impl this according to teh ideal
|
||||||
|
# fqme for opts that we choose!!
|
||||||
|
bs_fqme: str = cb_sym_to_deribit_inst(
|
||||||
|
str_to_cb_sym(trade.symbol)
|
||||||
|
).lower()
|
||||||
|
|
||||||
|
piker_quote: dict = {
|
||||||
|
'symbol': bs_fqme,
|
||||||
|
'last': trade.price,
|
||||||
|
'broker_ts': time.time(),
|
||||||
|
# ^TODO, name this `brokerd/datad_ts` and
|
||||||
|
# use `time.time_ns()` ??
|
||||||
|
'ticks': [{
|
||||||
|
'type': 'trade',
|
||||||
|
'price': float(trade.price),
|
||||||
|
'size': float(trade.amount),
|
||||||
|
'broker_ts': trade.timestamp,
|
||||||
|
}],
|
||||||
|
}
|
||||||
|
log.info(
|
||||||
|
f'deribit {typ!r} quote for {sym!r}\n\n'
|
||||||
|
f'{trade}\n\n'
|
||||||
|
f'{pfmt(piker_quote)}\n'
|
||||||
|
)
|
||||||
|
|
||||||
|
case 'l1':
|
||||||
|
book: cryptofeed.types.L1Book = ref
|
||||||
|
|
||||||
|
# TODO, so this is where we can possibly change things
|
||||||
|
# and instead lever the `MktPair.bs_fqme: str` output?
|
||||||
|
bs_fqme: str = cb_sym_to_deribit_inst(
|
||||||
|
str_to_cb_sym(book.symbol)
|
||||||
|
).lower()
|
||||||
|
|
||||||
|
piker_quote: dict = {
|
||||||
|
'symbol': bs_fqme,
|
||||||
|
'ticks': [
|
||||||
|
|
||||||
|
{'type': 'bid',
|
||||||
|
'price': float(book.bid_price),
|
||||||
|
'size': float(book.bid_size)},
|
||||||
|
|
||||||
|
{'type': 'bsize',
|
||||||
|
'price': float(book.bid_price),
|
||||||
|
'size': float(book.bid_size),},
|
||||||
|
|
||||||
|
{'type': 'ask',
|
||||||
|
'price': float(book.ask_price),
|
||||||
|
'size': float(book.ask_size),},
|
||||||
|
|
||||||
|
{'type': 'asize',
|
||||||
|
'price': float(book.ask_price),
|
||||||
|
'size': float(book.ask_size),}
|
||||||
|
]
|
||||||
|
}
|
||||||
|
|
||||||
|
await send_chan.send({
|
||||||
|
topic: piker_quote,
|
||||||
|
})
|
||||||
|
|
||||||
|
|
||||||
@tractor.context
|
@tractor.context
|
||||||
|
|
@ -174,12 +391,21 @@ async def open_symbol_search(
|
||||||
async with open_cached_client('deribit') as client:
|
async with open_cached_client('deribit') as client:
|
||||||
|
|
||||||
# load all symbols locally for fast search
|
# load all symbols locally for fast search
|
||||||
cache = await client.cache_symbols()
|
# cache = client._pairs
|
||||||
await ctx.started()
|
await ctx.started()
|
||||||
|
|
||||||
async with ctx.open_stream() as stream:
|
async with ctx.open_stream() as stream:
|
||||||
|
pattern: str
|
||||||
async for pattern in stream:
|
async for pattern in stream:
|
||||||
# repack in dict form
|
|
||||||
await stream.send(
|
# NOTE: pattern fuzzy-matching is done within
|
||||||
await client.search_symbols(pattern))
|
# the methd impl.
|
||||||
|
pairs: dict[str, Pair] = await client.search_symbols(
|
||||||
|
pattern,
|
||||||
|
)
|
||||||
|
# repack in fqme-keyed table
|
||||||
|
byfqme: dict[str, Pair] = {}
|
||||||
|
for pair in pairs.values():
|
||||||
|
byfqme[pair.bs_fqme] = pair
|
||||||
|
|
||||||
|
await stream.send(byfqme)
|
||||||
|
|
|
||||||
|
|
@ -0,0 +1,196 @@
|
||||||
|
# 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 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/>.
|
||||||
|
|
||||||
|
"""
|
||||||
|
Per market data-type definitions and schemas types.
|
||||||
|
|
||||||
|
"""
|
||||||
|
from __future__ import annotations
|
||||||
|
import pendulum
|
||||||
|
from typing import (
|
||||||
|
Literal,
|
||||||
|
Optional,
|
||||||
|
)
|
||||||
|
from decimal import Decimal
|
||||||
|
|
||||||
|
from piker.types import Struct
|
||||||
|
|
||||||
|
|
||||||
|
# API endpoint paths by venue / sub-API
|
||||||
|
_domain: str = 'deribit.com'
|
||||||
|
_url = f'https://www.{_domain}'
|
||||||
|
|
||||||
|
# WEBsocketz
|
||||||
|
_ws_url: str = f'wss://www.{_domain}/ws/api/v2'
|
||||||
|
|
||||||
|
# test nets
|
||||||
|
_testnet_ws_url: str = f'wss://test.{_domain}/ws/api/v2'
|
||||||
|
|
||||||
|
MarketType = Literal[
|
||||||
|
'option'
|
||||||
|
]
|
||||||
|
|
||||||
|
|
||||||
|
def get_api_eps(venue: MarketType) -> tuple[str, str]:
|
||||||
|
'''
|
||||||
|
Return API ep root paths per venue.
|
||||||
|
|
||||||
|
'''
|
||||||
|
return {
|
||||||
|
'option': (
|
||||||
|
_ws_url,
|
||||||
|
),
|
||||||
|
}[venue]
|
||||||
|
|
||||||
|
|
||||||
|
class Pair(Struct, frozen=True, kw_only=True):
|
||||||
|
|
||||||
|
symbol: str
|
||||||
|
|
||||||
|
# src
|
||||||
|
quote_currency: str # 'BTC'
|
||||||
|
|
||||||
|
# dst
|
||||||
|
base_currency: str # "BTC",
|
||||||
|
|
||||||
|
tick_size: float # 0.0001 # [{'above_price': 0.005, 'tick_size': 0.0005}]
|
||||||
|
tick_size_steps: list[dict[str, float]]
|
||||||
|
|
||||||
|
@property
|
||||||
|
def price_tick(self) -> Decimal:
|
||||||
|
return Decimal(str(self.tick_size_steps[0]['above_price']))
|
||||||
|
|
||||||
|
@property
|
||||||
|
def size_tick(self) -> Decimal:
|
||||||
|
return Decimal(str(self.tick_size))
|
||||||
|
|
||||||
|
@property
|
||||||
|
def bs_fqme(self) -> str:
|
||||||
|
return f'{self.symbol}'
|
||||||
|
|
||||||
|
@property
|
||||||
|
def bs_mktid(self) -> str:
|
||||||
|
return f'{self.symbol}.{self.venue}'
|
||||||
|
|
||||||
|
|
||||||
|
class OptionPair(Pair, frozen=True):
|
||||||
|
|
||||||
|
taker_commission: float # 0.0003
|
||||||
|
strike: float # 5000.0
|
||||||
|
settlement_period: str # 'day'
|
||||||
|
settlement_currency: str # "BTC",
|
||||||
|
rfq: bool # false
|
||||||
|
price_index: str # 'btc_usd'
|
||||||
|
option_type: str # 'call'
|
||||||
|
min_trade_amount: float # 0.1
|
||||||
|
maker_commission: float # 0.0003
|
||||||
|
kind: str # 'option'
|
||||||
|
is_active: bool # true
|
||||||
|
instrument_type: str # 'reversed'
|
||||||
|
instrument_name: str # 'BTC-1SEP24-55000-C'
|
||||||
|
instrument_id: int # 364671
|
||||||
|
expiration_timestamp: int # 1725177600000
|
||||||
|
creation_timestamp: int # 1724918461000
|
||||||
|
counter_currency: str # 'USD'
|
||||||
|
contract_size: float # '1.0'
|
||||||
|
block_trade_tick_size: float # '0.0001'
|
||||||
|
block_trade_min_trade_amount: int # '25'
|
||||||
|
block_trade_commission: float # '0.003'
|
||||||
|
|
||||||
|
# NOTE: see `.data._symcache.SymbologyCache.load()` for why
|
||||||
|
ns_path: str = 'piker.brokers.deribit:OptionPair'
|
||||||
|
|
||||||
|
# TODO, impl this without the MM:SS part of
|
||||||
|
# the `'THH:MM:SS..'` etc..
|
||||||
|
@property
|
||||||
|
def expiry(self) -> str:
|
||||||
|
iso_date = pendulum.from_timestamp(
|
||||||
|
self.expiration_timestamp / 1000
|
||||||
|
).isoformat()
|
||||||
|
return iso_date
|
||||||
|
|
||||||
|
@property
|
||||||
|
def venue(self) -> str:
|
||||||
|
return f'{self.instrument_type}_option'
|
||||||
|
|
||||||
|
@property
|
||||||
|
def bs_fqme(self) -> str:
|
||||||
|
return f'{self.symbol}'
|
||||||
|
|
||||||
|
@property
|
||||||
|
def bs_src_asset(self) -> str:
|
||||||
|
return f'{self.quote_currency}'
|
||||||
|
|
||||||
|
@property
|
||||||
|
def bs_dst_asset(self) -> str:
|
||||||
|
return f'{self.symbol}'
|
||||||
|
|
||||||
|
|
||||||
|
PAIRTYPES: dict[MarketType, Pair] = {
|
||||||
|
'option': OptionPair,
|
||||||
|
}
|
||||||
|
|
||||||
|
|
||||||
|
class JSONRPCResult(Struct):
|
||||||
|
id: int
|
||||||
|
usIn: int
|
||||||
|
usOut: int
|
||||||
|
usDiff: int
|
||||||
|
testnet: bool
|
||||||
|
jsonrpc: str = '2.0'
|
||||||
|
error: Optional[dict] = None
|
||||||
|
result: Optional[list[dict]] = None
|
||||||
|
|
||||||
|
|
||||||
|
class JSONRPCChannel(Struct):
|
||||||
|
method: str
|
||||||
|
params: dict
|
||||||
|
jsonrpc: str = '2.0'
|
||||||
|
|
||||||
|
|
||||||
|
class KLinesResult(Struct):
|
||||||
|
low: list[float]
|
||||||
|
cost: list[float]
|
||||||
|
high: list[float]
|
||||||
|
open: list[float]
|
||||||
|
close: list[float]
|
||||||
|
ticks: list[int]
|
||||||
|
status: str
|
||||||
|
volume: list[float]
|
||||||
|
|
||||||
|
|
||||||
|
class Trade(Struct):
|
||||||
|
iv: float
|
||||||
|
price: float
|
||||||
|
amount: float
|
||||||
|
trade_id: str
|
||||||
|
contracts: float
|
||||||
|
direction: str
|
||||||
|
trade_seq: int
|
||||||
|
timestamp: int
|
||||||
|
mark_price: float
|
||||||
|
index_price: float
|
||||||
|
tick_direction: int
|
||||||
|
instrument_name: str
|
||||||
|
combo_id: Optional[str] = '',
|
||||||
|
combo_trade_id: Optional[int] = 0,
|
||||||
|
block_trade_id: Optional[str] = '',
|
||||||
|
block_trade_leg_count: Optional[int] = 0,
|
||||||
|
|
||||||
|
|
||||||
|
class LastTradesResult(Struct):
|
||||||
|
trades: list[Trade]
|
||||||
|
has_more: bool
|
||||||
|
|
@ -34,13 +34,14 @@ import subprocess
|
||||||
|
|
||||||
import tractor
|
import tractor
|
||||||
|
|
||||||
from piker.log import get_logger
|
from piker.brokers._util import get_logger
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from .api import Client
|
from .api import Client
|
||||||
|
from ib_insync import IB
|
||||||
import i3ipc
|
import i3ipc
|
||||||
|
|
||||||
log = get_logger(name=__name__)
|
log = get_logger('piker.brokers.ib')
|
||||||
|
|
||||||
_reset_tech: Literal[
|
_reset_tech: Literal[
|
||||||
'vnc',
|
'vnc',
|
||||||
|
|
@ -61,7 +62,7 @@ no_setup_msg:str = (
|
||||||
|
|
||||||
|
|
||||||
def try_xdo_manual(
|
def try_xdo_manual(
|
||||||
client: Client,
|
vnc_sockaddr: str,
|
||||||
):
|
):
|
||||||
'''
|
'''
|
||||||
Do the "manual" `xdo`-based screen switch + click
|
Do the "manual" `xdo`-based screen switch + click
|
||||||
|
|
@ -78,7 +79,6 @@ def try_xdo_manual(
|
||||||
_reset_tech = 'i3ipc_xdotool'
|
_reset_tech = 'i3ipc_xdotool'
|
||||||
return True
|
return True
|
||||||
except OSError:
|
except OSError:
|
||||||
vnc_sockaddr: str = client.conf.vnc_addrs
|
|
||||||
log.exception(
|
log.exception(
|
||||||
no_setup_msg.format(vnc_sockaddr=vnc_sockaddr)
|
no_setup_msg.format(vnc_sockaddr=vnc_sockaddr)
|
||||||
)
|
)
|
||||||
|
|
@ -86,6 +86,7 @@ def try_xdo_manual(
|
||||||
|
|
||||||
|
|
||||||
async def data_reset_hack(
|
async def data_reset_hack(
|
||||||
|
# vnc_host: str,
|
||||||
client: Client,
|
client: Client,
|
||||||
reset_type: Literal['data', 'connection'],
|
reset_type: Literal['data', 'connection'],
|
||||||
|
|
||||||
|
|
@ -117,24 +118,36 @@ async def data_reset_hack(
|
||||||
that need to be wrangle.
|
that need to be wrangle.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
|
ib_client: IB = client.ib
|
||||||
|
|
||||||
# look up any user defined vnc socket address mapped from
|
# look up any user defined vnc socket address mapped from
|
||||||
# a particular API socket port.
|
# a particular API socket port.
|
||||||
vnc_addrs: tuple[str]|None = client.conf.get('vnc_addrs')
|
api_port: str = str(ib_client.client.port)
|
||||||
if not vnc_addrs:
|
vnc_host: str
|
||||||
|
vnc_port: int
|
||||||
|
vnc_sockaddr: tuple[str] | None = client.conf.get('vnc_addrs')
|
||||||
|
|
||||||
|
if not vnc_sockaddr:
|
||||||
log.warning(
|
log.warning(
|
||||||
no_setup_msg.format(vnc_sockaddr=client.conf)
|
no_setup_msg.format(vnc_sockaddr=vnc_sockaddr)
|
||||||
+
|
+
|
||||||
'REQUIRES A `vnc_addrs: array` ENTRY'
|
'REQUIRES A `vnc_addrs: array` ENTRY'
|
||||||
)
|
)
|
||||||
|
|
||||||
|
vnc_host, vnc_port = vnc_sockaddr.get(
|
||||||
|
api_port,
|
||||||
|
('localhost', 3003)
|
||||||
|
)
|
||||||
global _reset_tech
|
global _reset_tech
|
||||||
|
|
||||||
match _reset_tech:
|
match _reset_tech:
|
||||||
case 'vnc':
|
case 'vnc':
|
||||||
try:
|
try:
|
||||||
await tractor.to_asyncio.run_task(
|
await tractor.to_asyncio.run_task(
|
||||||
partial(
|
partial(
|
||||||
vnc_click_hack,
|
vnc_click_hack,
|
||||||
client=client,
|
host=vnc_host,
|
||||||
|
port=vnc_port,
|
||||||
)
|
)
|
||||||
)
|
)
|
||||||
except (
|
except (
|
||||||
|
|
@ -145,31 +158,29 @@ async def data_reset_hack(
|
||||||
import i3ipc # noqa (since a deps dynamic check)
|
import i3ipc # noqa (since a deps dynamic check)
|
||||||
except ModuleNotFoundError:
|
except ModuleNotFoundError:
|
||||||
log.warning(
|
log.warning(
|
||||||
no_setup_msg.format(vnc_sockaddr=client.conf)
|
no_setup_msg.format(vnc_sockaddr=vnc_sockaddr)
|
||||||
)
|
)
|
||||||
return False
|
return False
|
||||||
|
|
||||||
# XXX, Xorg only workaround..
|
if vnc_host not in {
|
||||||
# TODO? remove now that we have `pyvnc`?
|
'localhost',
|
||||||
# if vnc_host not in {
|
'127.0.0.1',
|
||||||
# 'localhost',
|
}:
|
||||||
# '127.0.0.1',
|
focussed, matches = i3ipc_fin_wins_titled()
|
||||||
# }:
|
if not matches:
|
||||||
# focussed, matches = i3ipc_fin_wins_titled()
|
log.warning(
|
||||||
# if not matches:
|
no_setup_msg.format(vnc_sockaddr=vnc_sockaddr)
|
||||||
# log.warning(
|
)
|
||||||
# no_setup_msg.format(vnc_sockaddr=vnc_sockaddr)
|
return False
|
||||||
# )
|
else:
|
||||||
# return False
|
try_xdo_manual(vnc_sockaddr)
|
||||||
# else:
|
|
||||||
# try_xdo_manual(vnc_sockaddr)
|
|
||||||
|
|
||||||
# localhost but no vnc-client or it borked..
|
# localhost but no vnc-client or it borked..
|
||||||
else:
|
else:
|
||||||
try_xdo_manual(client)
|
try_xdo_manual(vnc_sockaddr)
|
||||||
|
|
||||||
case 'i3ipc_xdotool':
|
case 'i3ipc_xdotool':
|
||||||
try_xdo_manual(client)
|
try_xdo_manual(vnc_sockaddr)
|
||||||
# i3ipc_xdotool_manual_click_hack()
|
# i3ipc_xdotool_manual_click_hack()
|
||||||
|
|
||||||
case _ as tech:
|
case _ as tech:
|
||||||
|
|
@ -180,55 +191,15 @@ async def data_reset_hack(
|
||||||
|
|
||||||
|
|
||||||
async def vnc_click_hack(
|
async def vnc_click_hack(
|
||||||
client: Client,
|
host: str,
|
||||||
reset_type: str = 'data',
|
port: int,
|
||||||
pw: str|None = None,
|
reset_type: str = 'data'
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
Reset the data or network connection for the VNC attached
|
Reset the data or network connection for the VNC attached
|
||||||
ib-gateway using a (magic) keybinding combo.
|
ib-gateway using a (magic) keybinding combo.
|
||||||
|
|
||||||
A vnc-server password can be set either by an input `pw` param or
|
|
||||||
set in the client's config with the latter loaded from the user's
|
|
||||||
`brokers.toml` in a vnc-addrs-port-mapping section,
|
|
||||||
|
|
||||||
.. code:: toml
|
|
||||||
|
|
||||||
[ib.vnc_addrs]
|
|
||||||
4002 = {host = 'localhost', port = 5900, pw = 'doggy'}
|
|
||||||
|
|
||||||
'''
|
'''
|
||||||
api_port: str = str(client.ib.client.port)
|
|
||||||
conf: dict = client.conf
|
|
||||||
vnc_addrs: dict[int, tuple] = conf.get('vnc_addrs')
|
|
||||||
if not vnc_addrs:
|
|
||||||
return None
|
|
||||||
|
|
||||||
addr_entry: dict|tuple = vnc_addrs.get(
|
|
||||||
api_port,
|
|
||||||
('localhost', 5900) # a typical default
|
|
||||||
)
|
|
||||||
if pw is None:
|
|
||||||
match addr_entry:
|
|
||||||
case (
|
|
||||||
host,
|
|
||||||
port,
|
|
||||||
):
|
|
||||||
pass
|
|
||||||
|
|
||||||
case {
|
|
||||||
'host': host,
|
|
||||||
'port': port,
|
|
||||||
'pw': pw
|
|
||||||
}:
|
|
||||||
pass
|
|
||||||
|
|
||||||
case _:
|
|
||||||
raise ValueError(
|
|
||||||
f'Invalid `ib.vnc_addrs` entry ?\n'
|
|
||||||
f'{addr_entry!r}\n'
|
|
||||||
)
|
|
||||||
try:
|
try:
|
||||||
from pyvnc import (
|
from pyvnc import (
|
||||||
AsyncVNCClient,
|
AsyncVNCClient,
|
||||||
|
|
@ -250,14 +221,12 @@ async def vnc_click_hack(
|
||||||
'connection': 'r'
|
'connection': 'r'
|
||||||
}[reset_type]
|
}[reset_type]
|
||||||
|
|
||||||
with tractor.devx.open_crash_handler(
|
with tractor.devx.open_crash_handler():
|
||||||
ignore={TimeoutError,},
|
|
||||||
):
|
|
||||||
client = await AsyncVNCClient.connect(
|
client = await AsyncVNCClient.connect(
|
||||||
VNCConfig(
|
VNCConfig(
|
||||||
host=host,
|
host=host,
|
||||||
port=port,
|
port=port,
|
||||||
password=pw,
|
password='doggy',
|
||||||
)
|
)
|
||||||
)
|
)
|
||||||
async with client:
|
async with client:
|
||||||
|
|
@ -326,20 +295,14 @@ def i3ipc_fin_wins_titled(
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
def i3ipc_xdotool_manual_click_hack() -> None:
|
def i3ipc_xdotool_manual_click_hack() -> None:
|
||||||
'''
|
'''
|
||||||
Do the data reset hack but expecting a local X-window using `xdotool`.
|
Do the data reset hack but expecting a local X-window using `xdotool`.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
focussed, matches = i3ipc_fin_wins_titled()
|
focussed, matches = i3ipc_fin_wins_titled()
|
||||||
try:
|
|
||||||
orig_win_id = focussed.window
|
orig_win_id = focussed.window
|
||||||
except AttributeError:
|
|
||||||
# XXX if .window cucks we prolly aren't intending to
|
|
||||||
# use this and/or just woke up from suspend..
|
|
||||||
log.exception('xdotool invalid usage ya ??\n')
|
|
||||||
return
|
|
||||||
|
|
||||||
try:
|
try:
|
||||||
for name, con in matches:
|
for name, con in matches:
|
||||||
print(f'Resetting data feed for {name}')
|
print(f'Resetting data feed for {name}')
|
||||||
|
|
@ -387,3 +350,99 @@ def i3ipc_xdotool_manual_click_hack() -> None:
|
||||||
])
|
])
|
||||||
except subprocess.TimeoutExpired:
|
except subprocess.TimeoutExpired:
|
||||||
log.exception('xdotool timed out?')
|
log.exception('xdotool timed out?')
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
def is_current_time_in_range(
|
||||||
|
start_dt: datetime,
|
||||||
|
end_dt: datetime,
|
||||||
|
) -> bool:
|
||||||
|
'''
|
||||||
|
Check if current time is within the datetime range.
|
||||||
|
|
||||||
|
Use any/the-same timezone as provided by `start_dt.tzinfo` value
|
||||||
|
in the range.
|
||||||
|
|
||||||
|
'''
|
||||||
|
now: datetime = datetime.now(start_dt.tzinfo)
|
||||||
|
return start_dt <= now <= end_dt
|
||||||
|
|
||||||
|
|
||||||
|
# TODO, put this into `._util` and call it from here!
|
||||||
|
#
|
||||||
|
# NOTE, this was generated by @guille from a gpt5 prompt
|
||||||
|
# and was originally thot to be needed before learning about
|
||||||
|
# `ib_insync.contract.ContractDetails._parseSessions()` and
|
||||||
|
# it's downstream meths..
|
||||||
|
#
|
||||||
|
# This is still likely useful to keep for now to parse the
|
||||||
|
# `.tradingHours: str` value manually if we ever decide
|
||||||
|
# to move off `ib_async` and implement our own `trio`/`anyio`
|
||||||
|
# based version Bp
|
||||||
|
#
|
||||||
|
# >attempt to parse the retarted ib "time stampy thing" they
|
||||||
|
# >do for "venue hours" with this.. written by
|
||||||
|
# >gpt5-"thinking",
|
||||||
|
#
|
||||||
|
|
||||||
|
|
||||||
|
def parse_trading_hours(
|
||||||
|
spec: str,
|
||||||
|
tz: TzInfo|None = None
|
||||||
|
) -> dict[
|
||||||
|
date,
|
||||||
|
tuple[datetime, datetime]
|
||||||
|
]|None:
|
||||||
|
'''
|
||||||
|
Parse venue hours like:
|
||||||
|
'YYYYMMDD:HHMM-YYYYMMDD:HHMM;YYYYMMDD:CLOSED;...'
|
||||||
|
|
||||||
|
Returns `dict[date] = (open_dt, close_dt)` or `None` if
|
||||||
|
closed.
|
||||||
|
|
||||||
|
'''
|
||||||
|
if (
|
||||||
|
not isinstance(spec, str)
|
||||||
|
or
|
||||||
|
not spec
|
||||||
|
):
|
||||||
|
raise ValueError('spec must be a non-empty string')
|
||||||
|
|
||||||
|
out: dict[
|
||||||
|
date,
|
||||||
|
tuple[datetime, datetime]
|
||||||
|
]|None = {}
|
||||||
|
|
||||||
|
for part in (p.strip() for p in spec.split(';') if p.strip()):
|
||||||
|
if part.endswith(':CLOSED'):
|
||||||
|
day_s, _ = part.split(':', 1)
|
||||||
|
d = datetime.strptime(day_s, '%Y%m%d').date()
|
||||||
|
out[d] = None
|
||||||
|
continue
|
||||||
|
|
||||||
|
try:
|
||||||
|
start_s, end_s = part.split('-', 1)
|
||||||
|
start_dt = datetime.strptime(start_s, '%Y%m%d:%H%M')
|
||||||
|
end_dt = datetime.strptime(end_s, '%Y%m%d:%H%M')
|
||||||
|
except ValueError as exc:
|
||||||
|
raise ValueError(f'invalid segment: {part}') from exc
|
||||||
|
|
||||||
|
if tz is not None:
|
||||||
|
start_dt = start_dt.replace(tzinfo=tz)
|
||||||
|
end_dt = end_dt.replace(tzinfo=tz)
|
||||||
|
|
||||||
|
out[start_dt.date()] = (start_dt, end_dt)
|
||||||
|
|
||||||
|
return out
|
||||||
|
|
||||||
|
|
||||||
|
# ORIG desired usage,
|
||||||
|
#
|
||||||
|
# TODO, for non-drunk tomorrow,
|
||||||
|
# - call above fn and check that `output[today] is not None`
|
||||||
|
# trading_hrs: dict = parse_trading_hours(
|
||||||
|
# details.tradingHours
|
||||||
|
# )
|
||||||
|
# liq_hrs: dict = parse_trading_hours(
|
||||||
|
# details.liquidHours
|
||||||
|
# )
|
||||||
|
|
|
||||||
|
|
@ -50,11 +50,10 @@ import tractor
|
||||||
from tractor import to_asyncio
|
from tractor import to_asyncio
|
||||||
from tractor import trionics
|
from tractor import trionics
|
||||||
from pendulum import (
|
from pendulum import (
|
||||||
|
from_timestamp,
|
||||||
DateTime,
|
DateTime,
|
||||||
Duration,
|
Duration,
|
||||||
duration as mk_duration,
|
duration as mk_duration,
|
||||||
from_timestamp,
|
|
||||||
Interval,
|
|
||||||
)
|
)
|
||||||
from eventkit import Event
|
from eventkit import Event
|
||||||
from ib_insync import (
|
from ib_insync import (
|
||||||
|
|
@ -92,17 +91,16 @@ from .symbols import (
|
||||||
_exch_skip_list,
|
_exch_skip_list,
|
||||||
_futes_venues,
|
_futes_venues,
|
||||||
)
|
)
|
||||||
from ...log import get_logger
|
from ._util import (
|
||||||
from .venues import (
|
log,
|
||||||
is_venue_open,
|
# only for the ib_sync internal logging
|
||||||
sesh_times,
|
get_logger,
|
||||||
is_venue_closure,
|
|
||||||
)
|
|
||||||
|
|
||||||
log = get_logger(
|
|
||||||
name=__name__,
|
|
||||||
)
|
)
|
||||||
|
|
||||||
|
# ?TODO? this can now be removed since it was originally to extend
|
||||||
|
# with a `bar_vwap` field that we removed from the default ohlcv
|
||||||
|
# dtype since it's better calculated in an FSP func
|
||||||
|
#
|
||||||
_bar_load_dtype: list[tuple[str, type]] = [
|
_bar_load_dtype: list[tuple[str, type]] = [
|
||||||
# NOTE XXX: only part that's diff
|
# NOTE XXX: only part that's diff
|
||||||
# from our default fields where
|
# from our default fields where
|
||||||
|
|
@ -186,7 +184,7 @@ class NonShittyIB(IB):
|
||||||
# override `ib_insync` internal loggers so we can see wtf
|
# override `ib_insync` internal loggers so we can see wtf
|
||||||
# it's doing..
|
# it's doing..
|
||||||
self._logger = get_logger(
|
self._logger = get_logger(
|
||||||
name=__name__,
|
'ib_insync.ib',
|
||||||
)
|
)
|
||||||
self._createEvents()
|
self._createEvents()
|
||||||
|
|
||||||
|
|
@ -194,7 +192,7 @@ class NonShittyIB(IB):
|
||||||
self.wrapper = NonShittyWrapper(self)
|
self.wrapper = NonShittyWrapper(self)
|
||||||
self.client = ib_client.Client(self.wrapper)
|
self.client = ib_client.Client(self.wrapper)
|
||||||
self.client._logger = get_logger(
|
self.client._logger = get_logger(
|
||||||
name='ib_insync.client',
|
'ib_insync.client',
|
||||||
)
|
)
|
||||||
|
|
||||||
# self.errorEvent += self._onError
|
# self.errorEvent += self._onError
|
||||||
|
|
@ -266,16 +264,6 @@ def remove_handler_on_err(
|
||||||
event.disconnect(handler)
|
event.disconnect(handler)
|
||||||
|
|
||||||
|
|
||||||
# (originally?) i thot that,
|
|
||||||
# > "EST in ISO 8601 format is required.."
|
|
||||||
#
|
|
||||||
# XXX, but see `ib_async`'s impl,
|
|
||||||
# - `ib_async.ib.IB.reqHistoricalDataAsync()`
|
|
||||||
# - `ib_async.util.formatIBDatetime()`
|
|
||||||
# below is EPOCH.
|
|
||||||
_iso8601_epoch_in_est: str = "1970-01-01T00:00:00.000000-05:00"
|
|
||||||
|
|
||||||
|
|
||||||
class Client:
|
class Client:
|
||||||
'''
|
'''
|
||||||
IB wrapped for our broker backend API.
|
IB wrapped for our broker backend API.
|
||||||
|
|
@ -349,11 +337,9 @@ class Client:
|
||||||
self,
|
self,
|
||||||
fqme: str,
|
fqme: str,
|
||||||
|
|
||||||
# EST in ISO 8601 format is required..
|
# EST in ISO 8601 format is required... below is EPOCH
|
||||||
# XXX, see `ib_async.ib.IB.reqHistoricalDataAsync()`
|
start_dt: datetime|str = "1970-01-01T00:00:00.000000-05:00",
|
||||||
# below is EPOCH.
|
end_dt: datetime|str = "",
|
||||||
start_dt: datetime|None = None, # _iso8601_epoch_in_est,
|
|
||||||
end_dt: datetime|None = None,
|
|
||||||
|
|
||||||
# ohlc sample period in seconds
|
# ohlc sample period in seconds
|
||||||
sample_period_s: int = 1,
|
sample_period_s: int = 1,
|
||||||
|
|
@ -364,17 +350,9 @@ class Client:
|
||||||
|
|
||||||
**kwargs,
|
**kwargs,
|
||||||
|
|
||||||
) -> tuple[
|
) -> tuple[BarDataList, np.ndarray, Duration]:
|
||||||
BarDataList,
|
|
||||||
np.ndarray,
|
|
||||||
Duration,
|
|
||||||
]:
|
|
||||||
'''
|
'''
|
||||||
Retreive the `fqme`'s OHLCV-bars for the time-range "until `end_dt`".
|
Retreive OHLCV bars for a fqme over a range to the present.
|
||||||
|
|
||||||
Notes:
|
|
||||||
- IB's api doesn't support a `start_dt` (which is why default
|
|
||||||
is null) so we only use it for bar-frame duration checking.
|
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# See API docs here:
|
# See API docs here:
|
||||||
|
|
@ -389,19 +367,13 @@ class Client:
|
||||||
|
|
||||||
dt_duration: Duration = (
|
dt_duration: Duration = (
|
||||||
duration
|
duration
|
||||||
or
|
or default_dt_duration
|
||||||
default_dt_duration
|
|
||||||
)
|
)
|
||||||
|
|
||||||
# TODO: maybe remove all this?
|
# TODO: maybe remove all this?
|
||||||
global _enters
|
global _enters
|
||||||
if end_dt is None:
|
if not end_dt:
|
||||||
end_dt: str = ''
|
end_dt = ''
|
||||||
|
|
||||||
else:
|
|
||||||
est_end_dt = end_dt.in_tz('EST')
|
|
||||||
if est_end_dt != end_dt:
|
|
||||||
breakpoint()
|
|
||||||
|
|
||||||
_enters += 1
|
_enters += 1
|
||||||
|
|
||||||
|
|
@ -470,116 +442,58 @@ class Client:
|
||||||
+ query_info
|
+ query_info
|
||||||
)
|
)
|
||||||
|
|
||||||
# TODO: we could maybe raise `NoData` instead if we
|
# TODO: we could maybe raise ``NoData`` instead if we
|
||||||
# rewrite the method in the first case?
|
# rewrite the method in the first case?
|
||||||
# right now there's no way to detect a timeout..
|
# right now there's no way to detect a timeout..
|
||||||
return [], np.empty(0), dt_duration
|
return [], np.empty(0), dt_duration
|
||||||
|
|
||||||
log.info(query_info)
|
log.info(query_info)
|
||||||
|
|
||||||
# ------ GAP-DETECTION ------
|
|
||||||
# NOTE XXX: ensure minimum duration in bars?
|
# NOTE XXX: ensure minimum duration in bars?
|
||||||
# => recursively call this method until we get at least as
|
# => recursively call this method until we get at least as
|
||||||
# many bars such that they sum in aggregate to the the
|
# many bars such that they sum in aggregate to the the
|
||||||
# desired total time (duration) at most.
|
# desired total time (duration) at most.
|
||||||
# - if you query over a gap and get no data
|
# - if you query over a gap and get no data
|
||||||
# that may short circuit the history
|
# that may short circuit the history
|
||||||
if end_dt:
|
if (
|
||||||
|
# XXX XXX XXX
|
||||||
|
# => WHY DID WE EVEN NEED THIS ORIGINALLY!? <=
|
||||||
|
# XXX XXX XXX
|
||||||
|
False
|
||||||
|
and end_dt
|
||||||
|
):
|
||||||
nparr: np.ndarray = bars_to_np(bars)
|
nparr: np.ndarray = bars_to_np(bars)
|
||||||
times: np.ndarray = nparr['time']
|
times: np.ndarray = nparr['time']
|
||||||
first: float = times[0]
|
first: float = times[0]
|
||||||
last: float = times[-1]
|
tdiff: float = times[-1] - first
|
||||||
# frame_dur: float = times[-1] - first
|
|
||||||
|
|
||||||
details: ContractDetails = (
|
|
||||||
await self.ib.reqContractDetailsAsync(contract)
|
|
||||||
)[0]
|
|
||||||
# convert to makt-native tz
|
|
||||||
tz: str = details.timeZoneId
|
|
||||||
end_dt = end_dt.in_tz(tz)
|
|
||||||
first_dt: DateTime = from_timestamp(first).in_tz(tz)
|
|
||||||
last_dt: DateTime = from_timestamp(last).in_tz(tz)
|
|
||||||
tdiff: int = (
|
|
||||||
last_dt
|
|
||||||
-
|
|
||||||
first_dt
|
|
||||||
).in_seconds() + sample_period_s
|
|
||||||
_open_now: bool = is_venue_open(
|
|
||||||
con_deats=details,
|
|
||||||
)
|
|
||||||
|
|
||||||
# XXX, do gap detections.
|
|
||||||
has_closure_gap: bool = False
|
|
||||||
if (
|
|
||||||
last_dt.add(seconds=sample_period_s)
|
|
||||||
<
|
|
||||||
end_dt
|
|
||||||
):
|
|
||||||
open_time, close_time = sesh_times(details)
|
|
||||||
# XXX, always calc gap in mkt-venue-local timezone
|
|
||||||
gap: Interval = end_dt - last_dt
|
|
||||||
if not (
|
|
||||||
has_closure_gap := is_venue_closure(
|
|
||||||
gap=gap,
|
|
||||||
con_deats=details,
|
|
||||||
time_step_s=sample_period_s,
|
|
||||||
)):
|
|
||||||
log.warning(
|
|
||||||
f'Invalid non-closure gap for {fqme!r} ?!?\n'
|
|
||||||
f'is-open-now: {_open_now}\n'
|
|
||||||
f'\n'
|
|
||||||
f'{gap}\n'
|
|
||||||
)
|
|
||||||
log.warning(
|
|
||||||
f'Detected NON venue-closure GAP ??\n'
|
|
||||||
f'{gap}\n'
|
|
||||||
)
|
|
||||||
breakpoint()
|
|
||||||
else:
|
|
||||||
assert has_closure_gap
|
|
||||||
log.debug(
|
|
||||||
f'Detected venue closure gap (weekend),\n'
|
|
||||||
f'{gap}\n'
|
|
||||||
)
|
|
||||||
|
|
||||||
if (
|
if (
|
||||||
start_dt is None
|
# len(bars) * sample_period_s) < dt_duration.in_seconds()
|
||||||
and (
|
tdiff < dt_duration.in_seconds()
|
||||||
tdiff
|
# and False
|
||||||
<
|
|
||||||
dt_duration.in_seconds()
|
|
||||||
)
|
|
||||||
and
|
|
||||||
not has_closure_gap
|
|
||||||
):
|
):
|
||||||
log.error(
|
end_dt: DateTime = from_timestamp(first)
|
||||||
|
log.warning(
|
||||||
f'Frame result was shorter then {dt_duration}!?\n'
|
f'Frame result was shorter then {dt_duration}!?\n'
|
||||||
|
'Recursing for more bars:\n'
|
||||||
f'end_dt: {end_dt}\n'
|
f'end_dt: {end_dt}\n'
|
||||||
f'dt_duration: {dt_duration}\n'
|
f'dt_duration: {dt_duration}\n'
|
||||||
# f'\n'
|
|
||||||
# f'Recursing for more bars:\n'
|
|
||||||
)
|
)
|
||||||
# XXX, debug!
|
(
|
||||||
breakpoint()
|
r_bars,
|
||||||
# XXX ? TODO? recursively try to re-request?
|
r_arr,
|
||||||
# => i think *NO* right?
|
r_duration,
|
||||||
#
|
) = await self.bars(
|
||||||
# (
|
fqme,
|
||||||
# r_bars,
|
start_dt=start_dt,
|
||||||
# r_arr,
|
end_dt=end_dt,
|
||||||
# r_duration,
|
sample_period_s=sample_period_s,
|
||||||
# ) = await self.bars(
|
|
||||||
# fqme,
|
|
||||||
# start_dt=start_dt,
|
|
||||||
# end_dt=end_dt,
|
|
||||||
# sample_period_s=sample_period_s,
|
|
||||||
|
|
||||||
# # TODO: make a table for Duration to
|
# TODO: make a table for Duration to
|
||||||
# # the ib str values in order to use this?
|
# the ib str values in order to use this?
|
||||||
# # duration=duration,
|
# duration=duration,
|
||||||
# )
|
)
|
||||||
# r_bars.extend(bars)
|
r_bars.extend(bars)
|
||||||
# bars = r_bars
|
bars = r_bars
|
||||||
|
|
||||||
nparr: np.ndarray = bars_to_np(bars)
|
nparr: np.ndarray = bars_to_np(bars)
|
||||||
|
|
||||||
|
|
@ -874,16 +788,9 @@ class Client:
|
||||||
# crypto$
|
# crypto$
|
||||||
elif exch == 'PAXOS': # btc.paxos
|
elif exch == 'PAXOS': # btc.paxos
|
||||||
con = Crypto(
|
con = Crypto(
|
||||||
symbol=symbol.upper(),
|
symbol=symbol,
|
||||||
currency='USD',
|
currency=currency,
|
||||||
exchange='PAXOS',
|
|
||||||
)
|
)
|
||||||
# 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',
|
|
||||||
# > exchange='PAXOS', currency='USD',
|
|
||||||
# > localSymbol='BTC.USD', tradingClass='BTC')
|
|
||||||
|
|
||||||
# stonks
|
# stonks
|
||||||
else:
|
else:
|
||||||
|
|
@ -1041,7 +948,6 @@ class Client:
|
||||||
)
|
)
|
||||||
if tkr:
|
if tkr:
|
||||||
break
|
break
|
||||||
|
|
||||||
except TimeoutError as err:
|
except TimeoutError as err:
|
||||||
timeouterr = err
|
timeouterr = err
|
||||||
await asyncio.sleep(0.01)
|
await asyncio.sleep(0.01)
|
||||||
|
|
@ -1050,9 +956,7 @@ class Client:
|
||||||
else:
|
else:
|
||||||
if not warnset:
|
if not warnset:
|
||||||
log.warning(
|
log.warning(
|
||||||
f'Quote req timed out..\n'
|
f'Quote req timed out..maybe venue is closed?\n'
|
||||||
f'Maybe the venue is closed?\n'
|
|
||||||
f'\n'
|
|
||||||
f'{asdict(contract)}'
|
f'{asdict(contract)}'
|
||||||
)
|
)
|
||||||
warnset = True
|
warnset = True
|
||||||
|
|
@ -1064,11 +968,9 @@ class Client:
|
||||||
)
|
)
|
||||||
break
|
break
|
||||||
else:
|
else:
|
||||||
if (
|
if timeouterr and raise_on_timeout:
|
||||||
timeouterr
|
import pdbp
|
||||||
and
|
pdbp.set_trace()
|
||||||
raise_on_timeout
|
|
||||||
):
|
|
||||||
raise timeouterr
|
raise timeouterr
|
||||||
|
|
||||||
if not warnset:
|
if not warnset:
|
||||||
|
|
@ -1284,7 +1186,7 @@ async def load_aio_clients(
|
||||||
# the API TCP in `ib_insync` 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..
|
# retry a few times to get the client going..
|
||||||
connect_retries: int = 3,
|
connect_retries: int = 3,
|
||||||
connect_timeout: float = 30, # in case a remote-host
|
connect_timeout: float = 10,
|
||||||
disconnect_on_exit: bool = True,
|
disconnect_on_exit: bool = True,
|
||||||
|
|
||||||
) -> dict[str, Client]:
|
) -> dict[str, Client]:
|
||||||
|
|
|
||||||
|
|
@ -50,10 +50,6 @@ from ib_insync.objects import (
|
||||||
)
|
)
|
||||||
|
|
||||||
from piker import config
|
from piker import config
|
||||||
from piker.log import (
|
|
||||||
get_logger,
|
|
||||||
get_console_log,
|
|
||||||
)
|
|
||||||
from piker.types import Struct
|
from piker.types import Struct
|
||||||
from piker.accounting import (
|
from piker.accounting import (
|
||||||
Position,
|
Position,
|
||||||
|
|
@ -81,6 +77,7 @@ from piker.clearing._messages import (
|
||||||
BrokerdFill,
|
BrokerdFill,
|
||||||
BrokerdError,
|
BrokerdError,
|
||||||
)
|
)
|
||||||
|
from ._util import log
|
||||||
from .api import (
|
from .api import (
|
||||||
_accounts2clients,
|
_accounts2clients,
|
||||||
get_config,
|
get_config,
|
||||||
|
|
@ -98,10 +95,6 @@ from .ledger import (
|
||||||
update_ledger_from_api_trades,
|
update_ledger_from_api_trades,
|
||||||
)
|
)
|
||||||
|
|
||||||
log = get_logger(
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
def pack_position(
|
def pack_position(
|
||||||
pos: IbPosition,
|
pos: IbPosition,
|
||||||
|
|
@ -124,11 +117,7 @@ def pack_position(
|
||||||
symbol=fqme,
|
symbol=fqme,
|
||||||
currency=con.currency,
|
currency=con.currency,
|
||||||
size=float(pos.position),
|
size=float(pos.position),
|
||||||
avg_price=(
|
avg_price=float(pos.avgCost) / float(con.multiplier or 1.0),
|
||||||
float(pos.avgCost)
|
|
||||||
/
|
|
||||||
float(con.multiplier or 1.0)
|
|
||||||
),
|
|
||||||
),
|
),
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
@ -543,15 +532,9 @@ class IbAcnt(Struct):
|
||||||
@tractor.context
|
@tractor.context
|
||||||
async def open_trade_dialog(
|
async def open_trade_dialog(
|
||||||
ctx: tractor.Context,
|
ctx: tractor.Context,
|
||||||
loglevel: str = 'warning',
|
|
||||||
|
|
||||||
) -> AsyncIterator[dict[str, Any]]:
|
) -> AsyncIterator[dict[str, Any]]:
|
||||||
|
|
||||||
get_console_log(
|
|
||||||
level=loglevel,
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
# task local msg dialog tracking
|
# task local msg dialog tracking
|
||||||
flows = OrderDialogs()
|
flows = OrderDialogs()
|
||||||
accounts_def = config.load_accounts(['ib'])
|
accounts_def = config.load_accounts(['ib'])
|
||||||
|
|
@ -580,7 +563,7 @@ async def open_trade_dialog(
|
||||||
ledgers: dict[str, TransactionLedger] = {}
|
ledgers: dict[str, TransactionLedger] = {}
|
||||||
tables: dict[str, Account] = {}
|
tables: dict[str, Account] = {}
|
||||||
order_msgs: list[Status] = []
|
order_msgs: list[Status] = []
|
||||||
conf: dict = get_config()
|
conf = get_config()
|
||||||
accounts_def_inv: bidict[str, str] = bidict(
|
accounts_def_inv: bidict[str, str] = bidict(
|
||||||
conf['accounts']
|
conf['accounts']
|
||||||
).inverse
|
).inverse
|
||||||
|
|
|
||||||
|
|
@ -56,11 +56,11 @@ from piker.brokers._util import (
|
||||||
NoData,
|
NoData,
|
||||||
DataUnavailable,
|
DataUnavailable,
|
||||||
)
|
)
|
||||||
from piker.log import get_logger
|
|
||||||
from .api import (
|
from .api import (
|
||||||
# _adhoc_futes_set,
|
# _adhoc_futes_set,
|
||||||
Client,
|
Client,
|
||||||
con2fqme,
|
con2fqme,
|
||||||
|
log,
|
||||||
load_aio_clients,
|
load_aio_clients,
|
||||||
MethodProxy,
|
MethodProxy,
|
||||||
open_client_proxies,
|
open_client_proxies,
|
||||||
|
|
@ -69,18 +69,15 @@ from .api import (
|
||||||
Contract,
|
Contract,
|
||||||
RequestError,
|
RequestError,
|
||||||
)
|
)
|
||||||
from .venues import is_venue_open
|
|
||||||
from ._util import (
|
from ._util import (
|
||||||
data_reset_hack,
|
data_reset_hack,
|
||||||
|
is_current_time_in_range,
|
||||||
)
|
)
|
||||||
from .symbols import get_mkt_info
|
from .symbols import get_mkt_info
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from trio._core._run import Task
|
from trio._core._run import Task
|
||||||
|
|
||||||
log = get_logger(
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
# XXX NOTE: See available types table docs:
|
# XXX NOTE: See available types table docs:
|
||||||
# https://interactivebrokers.github.io/tws-api/tick_types.html
|
# https://interactivebrokers.github.io/tws-api/tick_types.html
|
||||||
|
|
@ -181,8 +178,8 @@ async def open_history_client(
|
||||||
|
|
||||||
async def get_hist(
|
async def get_hist(
|
||||||
timeframe: float,
|
timeframe: float,
|
||||||
end_dt: datetime|None = None,
|
end_dt: datetime | None = None,
|
||||||
start_dt: datetime|None = None,
|
start_dt: datetime | None = None,
|
||||||
|
|
||||||
) -> tuple[np.ndarray, str]:
|
) -> tuple[np.ndarray, str]:
|
||||||
|
|
||||||
|
|
@ -206,8 +203,7 @@ async def open_history_client(
|
||||||
latency = time.time() - query_start
|
latency = time.time() - query_start
|
||||||
if (
|
if (
|
||||||
not timedout
|
not timedout
|
||||||
# and
|
# and latency <= max_timeout
|
||||||
# latency <= max_timeout
|
|
||||||
):
|
):
|
||||||
count += 1
|
count += 1
|
||||||
mean += latency / count
|
mean += latency / count
|
||||||
|
|
@ -223,10 +219,8 @@ async def open_history_client(
|
||||||
)
|
)
|
||||||
if (
|
if (
|
||||||
end_dt
|
end_dt
|
||||||
and
|
and head_dt
|
||||||
head_dt
|
and end_dt <= head_dt
|
||||||
and
|
|
||||||
end_dt <= head_dt
|
|
||||||
):
|
):
|
||||||
raise DataUnavailable(
|
raise DataUnavailable(
|
||||||
f'First timestamp is {head_dt}\n'
|
f'First timestamp is {head_dt}\n'
|
||||||
|
|
@ -268,43 +262,12 @@ async def open_history_client(
|
||||||
vlm = bars_array['volume']
|
vlm = bars_array['volume']
|
||||||
vlm[vlm < 0] = 0
|
vlm[vlm < 0] = 0
|
||||||
|
|
||||||
# XXX, if a start-limit was passed ensure we only
|
return bars_array, first_dt, last_dt
|
||||||
# return history that far back!
|
|
||||||
if (
|
|
||||||
start_dt
|
|
||||||
and
|
|
||||||
first_dt < start_dt
|
|
||||||
):
|
|
||||||
trimmed_bars = bars_array[
|
|
||||||
bars_array['time'] >= start_dt.timestamp()
|
|
||||||
]
|
|
||||||
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
|
|
||||||
|
|
||||||
return (
|
|
||||||
bars_array,
|
|
||||||
first_dt,
|
|
||||||
last_dt,
|
|
||||||
)
|
|
||||||
|
|
||||||
# TODO: it seems like we can do async queries for ohlc
|
# TODO: it seems like we can do async queries for ohlc
|
||||||
# but getting the order right still isn't working and I'm not
|
# but getting the order right still isn't working and I'm not
|
||||||
# quite sure why.. needs some tinkering and probably
|
# quite sure why.. needs some tinkering and probably
|
||||||
# a lookthrough of the `ib_insync` 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?
|
# we have to do the batch queries on the `asyncio` side?
|
||||||
yield (
|
yield (
|
||||||
get_hist,
|
get_hist,
|
||||||
|
|
@ -427,13 +390,14 @@ _failed_resets: int = 0
|
||||||
|
|
||||||
|
|
||||||
async def get_bars(
|
async def get_bars(
|
||||||
|
|
||||||
proxy: MethodProxy,
|
proxy: MethodProxy,
|
||||||
fqme: str,
|
fqme: str,
|
||||||
timeframe: int,
|
timeframe: int,
|
||||||
|
|
||||||
# blank to start which tells ib to look up the latest datum
|
# blank to start which tells ib to look up the latest datum
|
||||||
end_dt: datetime|None = None,
|
end_dt: str = '',
|
||||||
start_dt: datetime|None = None,
|
start_dt: str | None = '',
|
||||||
|
|
||||||
# TODO: make this more dynamic based on measured frame rx latency?
|
# TODO: make this more dynamic based on measured frame rx latency?
|
||||||
# how long before we trigger a feed reset (seconds)
|
# how long before we trigger a feed reset (seconds)
|
||||||
|
|
@ -487,9 +451,6 @@ async def get_bars(
|
||||||
dt_duration,
|
dt_duration,
|
||||||
) = await proxy.bars(
|
) = await proxy.bars(
|
||||||
fqme=fqme,
|
fqme=fqme,
|
||||||
# XXX TODO! LOL we're not using this and IB dun
|
|
||||||
# support it anyway..
|
|
||||||
# start_dt=start_dt,
|
|
||||||
end_dt=end_dt,
|
end_dt=end_dt,
|
||||||
sample_period_s=timeframe,
|
sample_period_s=timeframe,
|
||||||
|
|
||||||
|
|
@ -652,7 +613,7 @@ async def get_bars(
|
||||||
data_cs.cancel()
|
data_cs.cancel()
|
||||||
|
|
||||||
# spawn new data reset task
|
# spawn new data reset task
|
||||||
data_cs, reset_done = await tn.start(
|
data_cs, reset_done = await nurse.start(
|
||||||
partial(
|
partial(
|
||||||
wait_on_data_reset,
|
wait_on_data_reset,
|
||||||
proxy,
|
proxy,
|
||||||
|
|
@ -674,12 +635,12 @@ async def get_bars(
|
||||||
unset_resetter: bool = False
|
unset_resetter: bool = False
|
||||||
async with (
|
async with (
|
||||||
tractor.trionics.collapse_eg(),
|
tractor.trionics.collapse_eg(),
|
||||||
trio.open_nursery() as tn
|
trio.open_nursery() as nurse
|
||||||
):
|
):
|
||||||
|
|
||||||
# start history request that we allow
|
# start history request that we allow
|
||||||
# to run indefinitely until a result is acquired
|
# to run indefinitely until a result is acquired
|
||||||
tn.start_soon(query)
|
nurse.start_soon(query)
|
||||||
|
|
||||||
# start history reset loop which waits up to the timeout
|
# start history reset loop which waits up to the timeout
|
||||||
# for a result before triggering a data feed reset.
|
# for a result before triggering a data feed reset.
|
||||||
|
|
@ -699,7 +660,7 @@ async def get_bars(
|
||||||
unset_resetter: bool = True
|
unset_resetter: bool = True
|
||||||
|
|
||||||
# spawn new data reset task
|
# spawn new data reset task
|
||||||
data_cs, reset_done = await tn.start(
|
data_cs, reset_done = await nurse.start(
|
||||||
partial(
|
partial(
|
||||||
wait_on_data_reset,
|
wait_on_data_reset,
|
||||||
proxy,
|
proxy,
|
||||||
|
|
@ -740,7 +701,7 @@ async def _setup_quote_stream(
|
||||||
# '294', # Trade rate / minute
|
# '294', # Trade rate / minute
|
||||||
# '295', # Vlm rate / minute
|
# '295', # Vlm rate / minute
|
||||||
),
|
),
|
||||||
contract: Contract|None = None,
|
contract: Contract | None = None,
|
||||||
|
|
||||||
) -> trio.abc.ReceiveChannel:
|
) -> trio.abc.ReceiveChannel:
|
||||||
'''
|
'''
|
||||||
|
|
@ -762,12 +723,7 @@ async def _setup_quote_stream(
|
||||||
# XXX since this is an `asyncio.Task`, we must use
|
# XXX since this is an `asyncio.Task`, we must use
|
||||||
# tractor.pause_from_sync()
|
# tractor.pause_from_sync()
|
||||||
|
|
||||||
(
|
caccount_name, client = get_preferred_data_client(accts2clients)
|
||||||
_account_name,
|
|
||||||
client,
|
|
||||||
) = get_preferred_data_client(
|
|
||||||
accts2clients,
|
|
||||||
)
|
|
||||||
contract = (
|
contract = (
|
||||||
contract
|
contract
|
||||||
or
|
or
|
||||||
|
|
@ -940,10 +896,7 @@ async def open_aio_quote_stream(
|
||||||
symbol: str,
|
symbol: str,
|
||||||
contract: Contract|None = None,
|
contract: Contract|None = None,
|
||||||
|
|
||||||
) -> (
|
) -> trio.abc.ReceiveStream:
|
||||||
trio.abc.Channel| # iface
|
|
||||||
tractor.to_asyncio.LinkedTaskChannel # actually
|
|
||||||
):
|
|
||||||
'''
|
'''
|
||||||
Open a real-time `Ticker` quote stream from an `asyncio.Task`
|
Open a real-time `Ticker` quote stream from an `asyncio.Task`
|
||||||
spawned via `tractor.to_asyncio.open_channel_from()`, deliver the
|
spawned via `tractor.to_asyncio.open_channel_from()`, deliver the
|
||||||
|
|
@ -966,7 +919,6 @@ async def open_aio_quote_stream(
|
||||||
yield from_aio
|
yield from_aio
|
||||||
return
|
return
|
||||||
|
|
||||||
from_aio: tractor.to_asyncio.LinkedTaskChannel
|
|
||||||
async with tractor.to_asyncio.open_channel_from(
|
async with tractor.to_asyncio.open_channel_from(
|
||||||
_setup_quote_stream,
|
_setup_quote_stream,
|
||||||
symbol=symbol,
|
symbol=symbol,
|
||||||
|
|
@ -1102,9 +1054,14 @@ async def stream_quotes(
|
||||||
)
|
)
|
||||||
|
|
||||||
# is venue active rn?
|
# is venue active rn?
|
||||||
venue_is_open: bool = is_venue_open(
|
venue_is_open: bool = any(
|
||||||
con_deats=details,
|
is_current_time_in_range(
|
||||||
|
start_dt=sesh.start,
|
||||||
|
end_dt=sesh.end,
|
||||||
)
|
)
|
||||||
|
for sesh in details.tradingSessions()
|
||||||
|
)
|
||||||
|
|
||||||
init_msg = FeedInit(mkt_info=mkt)
|
init_msg = FeedInit(mkt_info=mkt)
|
||||||
|
|
||||||
# NOTE, tell sampler (via config) to skip vlm summing for dst
|
# NOTE, tell sampler (via config) to skip vlm summing for dst
|
||||||
|
|
@ -1121,10 +1078,8 @@ async def stream_quotes(
|
||||||
|
|
||||||
con: Contract = details.contract
|
con: Contract = details.contract
|
||||||
first_ticker: Ticker|None = None
|
first_ticker: Ticker|None = None
|
||||||
first_quote: dict[str, Any] = {}
|
|
||||||
|
|
||||||
timeout: float = 1.6
|
with trio.move_on_after(1.6) as quote_cs:
|
||||||
with trio.move_on_after(timeout) as quote_cs:
|
|
||||||
first_ticker: Ticker = await proxy.get_quote(
|
first_ticker: Ticker = await proxy.get_quote(
|
||||||
contract=con,
|
contract=con,
|
||||||
raise_on_timeout=False,
|
raise_on_timeout=False,
|
||||||
|
|
@ -1133,9 +1088,7 @@ async def stream_quotes(
|
||||||
# XXX should never happen with this ep right?
|
# XXX should never happen with this ep right?
|
||||||
# but if so then, more then likely mkt is closed?
|
# but if so then, more then likely mkt is closed?
|
||||||
if quote_cs.cancelled_caught:
|
if quote_cs.cancelled_caught:
|
||||||
log.warning(
|
await tractor.pause()
|
||||||
f'First quote req timed out after {timeout!r}s'
|
|
||||||
)
|
|
||||||
|
|
||||||
if first_ticker:
|
if first_ticker:
|
||||||
first_quote: dict = normalize(first_ticker)
|
first_quote: dict = normalize(first_ticker)
|
||||||
|
|
@ -1174,14 +1127,15 @@ async def stream_quotes(
|
||||||
first_quote,
|
first_quote,
|
||||||
))
|
))
|
||||||
|
|
||||||
|
# it's not really live but this will unblock
|
||||||
|
# the brokerd feed task to tell the ui to update?
|
||||||
|
feed_is_live.set()
|
||||||
|
|
||||||
# block and let data history backfill code run.
|
# block and let data history backfill code run.
|
||||||
# XXX obvi given the venue is closed, we never expect feed
|
# XXX obvi given the venue is closed, we never expect feed
|
||||||
# to come up; a taskc should be the only way to
|
# to come up; a taskc should be the only way to
|
||||||
# terminate this task.
|
# terminate this task.
|
||||||
await trio.sleep_forever()
|
await trio.sleep_forever()
|
||||||
#
|
|
||||||
# ^^XXX^^TODO! INSTEAD impl a `trio.sleep()` for the
|
|
||||||
# duration until the venue opens!!
|
|
||||||
|
|
||||||
# ?TODO, we could instead spawn a task that waits on a feed
|
# ?TODO, we could instead spawn a task that waits on a feed
|
||||||
# to start and let it wait indefinitely..instead of this
|
# to start and let it wait indefinitely..instead of this
|
||||||
|
|
@ -1205,12 +1159,8 @@ async def stream_quotes(
|
||||||
'Rxed init quote:\n'
|
'Rxed init quote:\n'
|
||||||
f'{pformat(first_quote)}'
|
f'{pformat(first_quote)}'
|
||||||
)
|
)
|
||||||
# signal `.data.feed` layer that mkt quotes are LIVE
|
|
||||||
feed_is_live.set()
|
|
||||||
|
|
||||||
cs: trio.CancelScope|None = None
|
cs: trio.CancelScope|None = None
|
||||||
startup: bool = True
|
startup: bool = True
|
||||||
iter_quotes: trio.abc.Channel
|
|
||||||
while (
|
while (
|
||||||
startup
|
startup
|
||||||
or
|
or
|
||||||
|
|
@ -1219,11 +1169,11 @@ async def stream_quotes(
|
||||||
with trio.CancelScope() as cs:
|
with trio.CancelScope() as cs:
|
||||||
async with (
|
async with (
|
||||||
tractor.trionics.collapse_eg(),
|
tractor.trionics.collapse_eg(),
|
||||||
trio.open_nursery() as tn,
|
trio.open_nursery() as nurse,
|
||||||
open_aio_quote_stream(
|
open_aio_quote_stream(
|
||||||
symbol=sym,
|
symbol=sym,
|
||||||
contract=con,
|
contract=con,
|
||||||
) as iter_quotes,
|
) as stream,
|
||||||
):
|
):
|
||||||
# ?TODO? can we rm this - particularly for `ib_async`?
|
# ?TODO? can we rm this - particularly for `ib_async`?
|
||||||
# ugh, clear ticks since we've consumed them
|
# ugh, clear ticks since we've consumed them
|
||||||
|
|
@ -1252,22 +1202,58 @@ async def stream_quotes(
|
||||||
await rt_ev.wait()
|
await rt_ev.wait()
|
||||||
cs.cancel() # cancel called should now be set
|
cs.cancel() # cancel called should now be set
|
||||||
|
|
||||||
tn.start_soon(reset_on_feed)
|
nurse.start_soon(reset_on_feed)
|
||||||
|
|
||||||
|
async with aclosing(stream):
|
||||||
|
# if syminfo.get('no_vlm', False):
|
||||||
|
if not init_msg.shm_write_opts['has_vlm']:
|
||||||
|
|
||||||
|
# generally speaking these feeds don't
|
||||||
|
# include vlm data.
|
||||||
|
atype: str = mkt.dst.atype
|
||||||
|
log.info(
|
||||||
|
f'No-vlm {mkt.fqme}@{atype}, skipping quote poll'
|
||||||
|
)
|
||||||
|
|
||||||
|
else:
|
||||||
|
# wait for real volume on feed (trading might be
|
||||||
|
# closed)
|
||||||
|
while True:
|
||||||
|
ticker = await stream.receive()
|
||||||
|
|
||||||
|
# for a real volume contract we rait for
|
||||||
|
# the first "real" trade to take place
|
||||||
|
if (
|
||||||
|
# not calc_price
|
||||||
|
# and not ticker.rtTime
|
||||||
|
not ticker.rtTime
|
||||||
|
):
|
||||||
|
# spin consuming tickers until we
|
||||||
|
# get a real market datum
|
||||||
|
log.debug(f"New unsent ticker: {ticker}")
|
||||||
|
continue
|
||||||
|
else:
|
||||||
|
log.debug("Received first volume tick")
|
||||||
|
# ugh, clear ticks since we've
|
||||||
|
# consumed them (ahem, ib_insync is
|
||||||
|
# truly stateful trash)
|
||||||
|
# ticker.ticks = []
|
||||||
|
|
||||||
|
# XXX: this works because we don't use
|
||||||
|
# ``aclosing()`` above?
|
||||||
|
break
|
||||||
|
|
||||||
async with aclosing(iter_quotes):
|
|
||||||
# tell data-layer spawner-caller that live
|
|
||||||
# quotes are now active desptie not having
|
|
||||||
# necessarily received a first vlm/clearing
|
|
||||||
# tick.
|
|
||||||
ticker = await iter_quotes.receive()
|
|
||||||
quote = normalize(ticker)
|
quote = normalize(ticker)
|
||||||
fqme: str = quote['fqme']
|
log.debug(f"First ticker received {quote}")
|
||||||
await send_chan.send({fqme: quote})
|
|
||||||
|
# tell data-layer spawner-caller that live
|
||||||
|
# quotes are now streaming.
|
||||||
|
feed_is_live.set()
|
||||||
|
|
||||||
# last = time.time()
|
# last = time.time()
|
||||||
async for ticker in iter_quotes:
|
async for ticker in stream:
|
||||||
quote = normalize(ticker)
|
quote = normalize(ticker)
|
||||||
fqme: str = quote['fqme']
|
fqme = quote['fqme']
|
||||||
log.debug(
|
log.debug(
|
||||||
f'Sending quote\n'
|
f'Sending quote\n'
|
||||||
f'{quote}'
|
f'{quote}'
|
||||||
|
|
|
||||||
|
|
@ -44,7 +44,6 @@ from ib_insync import (
|
||||||
CommissionReport,
|
CommissionReport,
|
||||||
)
|
)
|
||||||
|
|
||||||
from piker.log import get_logger
|
|
||||||
from piker.types import Struct
|
from piker.types import Struct
|
||||||
from piker.data import (
|
from piker.data import (
|
||||||
SymbologyCache,
|
SymbologyCache,
|
||||||
|
|
@ -58,6 +57,7 @@ from piker.accounting import (
|
||||||
iter_by_dt,
|
iter_by_dt,
|
||||||
)
|
)
|
||||||
from ._flex_reports import parse_flex_dt
|
from ._flex_reports import parse_flex_dt
|
||||||
|
from ._util import log
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from .api import (
|
from .api import (
|
||||||
|
|
@ -65,9 +65,6 @@ if TYPE_CHECKING:
|
||||||
MethodProxy,
|
MethodProxy,
|
||||||
)
|
)
|
||||||
|
|
||||||
log = get_logger(
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
tx_sort: Callable = partial(
|
tx_sort: Callable = partial(
|
||||||
iter_by_dt,
|
iter_by_dt,
|
||||||
|
|
|
||||||
|
|
@ -42,7 +42,10 @@ from piker.accounting import (
|
||||||
from piker._cacheables import (
|
from piker._cacheables import (
|
||||||
async_lifo_cache,
|
async_lifo_cache,
|
||||||
)
|
)
|
||||||
from piker.log import get_logger
|
|
||||||
|
from ._util import (
|
||||||
|
log,
|
||||||
|
)
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from .api import (
|
from .api import (
|
||||||
|
|
@ -50,10 +53,6 @@ if TYPE_CHECKING:
|
||||||
Client,
|
Client,
|
||||||
)
|
)
|
||||||
|
|
||||||
log = get_logger(
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
_futes_venues = (
|
_futes_venues = (
|
||||||
'GLOBEX',
|
'GLOBEX',
|
||||||
'NYMEX',
|
'NYMEX',
|
||||||
|
|
@ -135,7 +134,7 @@ _adhoc_fiat_set = set((
|
||||||
|
|
||||||
# manually discovered tick discrepancies,
|
# manually discovered tick discrepancies,
|
||||||
# onl god knows how or why they'd cuck these up..
|
# onl god knows how or why they'd cuck these up..
|
||||||
_adhoc_mkt_infos: dict[int|str, dict] = {
|
_adhoc_mkt_infos: dict[int | str, dict] = {
|
||||||
'vtgn.nasdaq': {'price_tick': Decimal('0.01')},
|
'vtgn.nasdaq': {'price_tick': Decimal('0.01')},
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|
@ -489,7 +488,8 @@ def con2fqme(
|
||||||
@async_lifo_cache()
|
@async_lifo_cache()
|
||||||
async def get_mkt_info(
|
async def get_mkt_info(
|
||||||
fqme: str,
|
fqme: str,
|
||||||
proxy: MethodProxy|None = None,
|
|
||||||
|
proxy: MethodProxy | None = None,
|
||||||
|
|
||||||
) -> tuple[MktPair, ibis.ContractDetails]:
|
) -> tuple[MktPair, ibis.ContractDetails]:
|
||||||
|
|
||||||
|
|
@ -550,7 +550,7 @@ async def get_mkt_info(
|
||||||
size_tick: Decimal = Decimal(
|
size_tick: Decimal = Decimal(
|
||||||
str(details.minSize).rstrip('0')
|
str(details.minSize).rstrip('0')
|
||||||
)
|
)
|
||||||
# ?TODO, there is also the Contract.sizeIncrement, bt wtf is it?
|
# |-> TODO: there is also the Contract.sizeIncrement, bt wtf is it?
|
||||||
|
|
||||||
# NOTE: this is duplicate from the .broker.norm_trade_records()
|
# NOTE: this is duplicate from the .broker.norm_trade_records()
|
||||||
# routine, we should factor all this parsing somewhere..
|
# routine, we should factor all this parsing somewhere..
|
||||||
|
|
|
||||||
|
|
@ -1,312 +0,0 @@
|
||||||
# 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 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/>.
|
|
||||||
|
|
||||||
'''
|
|
||||||
(Multi-)venue mgmt helpers.
|
|
||||||
|
|
||||||
IB generally supports all "legacy" trading venues, those mostly owned
|
|
||||||
by ICE and friends.
|
|
||||||
|
|
||||||
'''
|
|
||||||
from __future__ import annotations
|
|
||||||
from datetime import ( # noqa
|
|
||||||
datetime,
|
|
||||||
date,
|
|
||||||
tzinfo as TzInfo,
|
|
||||||
)
|
|
||||||
from typing import (
|
|
||||||
Iterator,
|
|
||||||
TYPE_CHECKING,
|
|
||||||
)
|
|
||||||
|
|
||||||
import exchange_calendars as xcals
|
|
||||||
from pendulum import (
|
|
||||||
now,
|
|
||||||
Duration,
|
|
||||||
Interval,
|
|
||||||
Time,
|
|
||||||
)
|
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
|
||||||
from ib_insync import (
|
|
||||||
TradingSession,
|
|
||||||
ContractDetails,
|
|
||||||
)
|
|
||||||
from exchange_calendars.exchange_calendars import (
|
|
||||||
ExchangeCalendar,
|
|
||||||
)
|
|
||||||
from pandas import (
|
|
||||||
# DatetimeIndex,
|
|
||||||
TimeDelta,
|
|
||||||
Timestamp,
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
def has_weekend(
|
|
||||||
period: Interval,
|
|
||||||
) -> bool:
|
|
||||||
'''
|
|
||||||
Predicate to for a period being within
|
|
||||||
days 6->0 (sat->sun).
|
|
||||||
|
|
||||||
'''
|
|
||||||
has_weekend: bool = False
|
|
||||||
for dt in period:
|
|
||||||
if dt.day_of_week in [0, 6]: # 0=Sunday, 6=Saturday
|
|
||||||
has_weekend = True
|
|
||||||
break
|
|
||||||
|
|
||||||
return has_weekend
|
|
||||||
|
|
||||||
|
|
||||||
def has_holiday(
|
|
||||||
con_deats: ContractDetails,
|
|
||||||
period: Interval,
|
|
||||||
) -> bool:
|
|
||||||
'''
|
|
||||||
Using the `exchange_calendars` lib detect if a time-gap `period`
|
|
||||||
is contained in a known "cash hours" closure.
|
|
||||||
|
|
||||||
'''
|
|
||||||
tz: str = con_deats.timeZoneId
|
|
||||||
exch: str = con_deats.contract.primaryExchange
|
|
||||||
cal: ExchangeCalendar = xcals.get_calendar(exch)
|
|
||||||
end: datetime = period.end
|
|
||||||
# _start: datetime = period.start
|
|
||||||
# ?TODO, can rm ya?
|
|
||||||
# => not that useful?
|
|
||||||
# dti: DatetimeIndex = cal.sessions_in_range(
|
|
||||||
# _start.date(),
|
|
||||||
# end.date(),
|
|
||||||
# )
|
|
||||||
prev_close: Timestamp = cal.previous_close(
|
|
||||||
end.date()
|
|
||||||
).tz_convert(tz)
|
|
||||||
prev_open: Timestamp = cal.previous_open(
|
|
||||||
end.date()
|
|
||||||
).tz_convert(tz)
|
|
||||||
# now do relative from prev_ values ^
|
|
||||||
# to get the next open which should match
|
|
||||||
# "contain" the end of the gap.
|
|
||||||
next_open: Timestamp = cal.next_open(
|
|
||||||
prev_open,
|
|
||||||
).tz_convert(tz)
|
|
||||||
next_open: Timestamp = cal.next_open(
|
|
||||||
prev_open,
|
|
||||||
).tz_convert(tz)
|
|
||||||
_next_close: Timestamp = cal.next_close(
|
|
||||||
prev_close
|
|
||||||
).tz_convert(tz)
|
|
||||||
cash_gap: TimeDelta = next_open - prev_close
|
|
||||||
is_holiday_gap = (
|
|
||||||
cash_gap
|
|
||||||
>
|
|
||||||
period
|
|
||||||
)
|
|
||||||
# XXX, debug
|
|
||||||
# breakpoint()
|
|
||||||
return is_holiday_gap
|
|
||||||
|
|
||||||
|
|
||||||
def is_current_time_in_range(
|
|
||||||
sesh: Interval,
|
|
||||||
when: datetime|None = None,
|
|
||||||
) -> bool:
|
|
||||||
'''
|
|
||||||
Check if current time is within the datetime range.
|
|
||||||
|
|
||||||
Use any/the-same timezone as provided by `start_dt.tzinfo` value
|
|
||||||
in the range.
|
|
||||||
|
|
||||||
'''
|
|
||||||
when: datetime = when or now()
|
|
||||||
return when in sesh
|
|
||||||
|
|
||||||
|
|
||||||
def iter_sessions(
|
|
||||||
con_deats: ContractDetails,
|
|
||||||
) -> Iterator[Interval]:
|
|
||||||
'''
|
|
||||||
Yield `pendulum.Interval`s for all
|
|
||||||
`ibas.ContractDetails.tradingSessions() -> TradingSession`s.
|
|
||||||
|
|
||||||
'''
|
|
||||||
sesh: TradingSession
|
|
||||||
for sesh in con_deats.tradingSessions():
|
|
||||||
yield Interval(*sesh)
|
|
||||||
|
|
||||||
|
|
||||||
def sesh_times(
|
|
||||||
con_deats: ContractDetails,
|
|
||||||
) -> tuple[Time, Time]:
|
|
||||||
'''
|
|
||||||
Based on the earliest trading session provided by the IB API,
|
|
||||||
get the (day-agnostic) times for the start/end.
|
|
||||||
|
|
||||||
'''
|
|
||||||
earliest_sesh: Interval = next(iter_sessions(con_deats))
|
|
||||||
return (
|
|
||||||
earliest_sesh.start.time(),
|
|
||||||
earliest_sesh.end.time(),
|
|
||||||
)
|
|
||||||
# ^?TODO, use `.diff()` to get point-in-time-agnostic period?
|
|
||||||
# https://pendulum.eustace.io/docs/#difference
|
|
||||||
|
|
||||||
|
|
||||||
def is_venue_open(
|
|
||||||
con_deats: ContractDetails,
|
|
||||||
when: datetime|Duration|None = None,
|
|
||||||
) -> bool:
|
|
||||||
'''
|
|
||||||
Check if market-venue is open during `when`, which defaults to
|
|
||||||
"now".
|
|
||||||
|
|
||||||
'''
|
|
||||||
sesh: Interval
|
|
||||||
for sesh in iter_sessions(con_deats):
|
|
||||||
if is_current_time_in_range(
|
|
||||||
sesh=sesh,
|
|
||||||
when=when,
|
|
||||||
):
|
|
||||||
return True
|
|
||||||
|
|
||||||
return False
|
|
||||||
|
|
||||||
|
|
||||||
def is_venue_closure(
|
|
||||||
gap: Interval,
|
|
||||||
con_deats: ContractDetails,
|
|
||||||
time_step_s: int,
|
|
||||||
) -> bool:
|
|
||||||
'''
|
|
||||||
Check if a provided time-`gap` is just an (expected) trading
|
|
||||||
venue closure period.
|
|
||||||
|
|
||||||
'''
|
|
||||||
open: Time
|
|
||||||
close: Time
|
|
||||||
open, close = sesh_times(con_deats)
|
|
||||||
|
|
||||||
# ensure times are in mkt-native timezone
|
|
||||||
tz: str = con_deats.timeZoneId
|
|
||||||
start = gap.start.in_tz(tz)
|
|
||||||
start_t = start.time()
|
|
||||||
end = gap.end.in_tz(tz)
|
|
||||||
end_t = end.time()
|
|
||||||
if (
|
|
||||||
(
|
|
||||||
start_t in (
|
|
||||||
close,
|
|
||||||
close.subtract(seconds=time_step_s)
|
|
||||||
)
|
|
||||||
and
|
|
||||||
end_t in (
|
|
||||||
open,
|
|
||||||
open.add(seconds=time_step_s),
|
|
||||||
)
|
|
||||||
)
|
|
||||||
or
|
|
||||||
has_weekend(gap)
|
|
||||||
or
|
|
||||||
has_holiday(
|
|
||||||
con_deats=con_deats,
|
|
||||||
period=gap,
|
|
||||||
)
|
|
||||||
):
|
|
||||||
return True
|
|
||||||
|
|
||||||
# breakpoint()
|
|
||||||
return False
|
|
||||||
|
|
||||||
|
|
||||||
# TODO, put this into `._util` and call it from here!
|
|
||||||
#
|
|
||||||
# NOTE, this was generated by @guille from a gpt5 prompt
|
|
||||||
# and was originally thot to be needed before learning about
|
|
||||||
# `ib_insync.contract.ContractDetails._parseSessions()` and
|
|
||||||
# it's downstream meths..
|
|
||||||
#
|
|
||||||
# This is still likely useful to keep for now to parse the
|
|
||||||
# `.tradingHours: str` value manually if we ever decide
|
|
||||||
# to move off `ib_async` and implement our own `trio`/`anyio`
|
|
||||||
# based version Bp
|
|
||||||
#
|
|
||||||
# >attempt to parse the retarted ib "time stampy thing" they
|
|
||||||
# >do for "venue hours" with this.. written by
|
|
||||||
# >gpt5-"thinking",
|
|
||||||
#
|
|
||||||
|
|
||||||
|
|
||||||
def parse_trading_hours(
|
|
||||||
spec: str,
|
|
||||||
tz: TzInfo|None = None
|
|
||||||
) -> dict[
|
|
||||||
date,
|
|
||||||
tuple[datetime, datetime]
|
|
||||||
]|None:
|
|
||||||
'''
|
|
||||||
Parse venue hours like:
|
|
||||||
'YYYYMMDD:HHMM-YYYYMMDD:HHMM;YYYYMMDD:CLOSED;...'
|
|
||||||
|
|
||||||
Returns `dict[date] = (open_dt, close_dt)` or `None` if
|
|
||||||
closed.
|
|
||||||
|
|
||||||
'''
|
|
||||||
if (
|
|
||||||
not isinstance(spec, str)
|
|
||||||
or
|
|
||||||
not spec
|
|
||||||
):
|
|
||||||
raise ValueError('spec must be a non-empty string')
|
|
||||||
|
|
||||||
out: dict[
|
|
||||||
date,
|
|
||||||
tuple[datetime, datetime]
|
|
||||||
]|None = {}
|
|
||||||
|
|
||||||
for part in (p.strip() for p in spec.split(';') if p.strip()):
|
|
||||||
if part.endswith(':CLOSED'):
|
|
||||||
day_s, _ = part.split(':', 1)
|
|
||||||
d = datetime.strptime(day_s, '%Y%m%d').date()
|
|
||||||
out[d] = None
|
|
||||||
continue
|
|
||||||
|
|
||||||
try:
|
|
||||||
start_s, end_s = part.split('-', 1)
|
|
||||||
start_dt = datetime.strptime(start_s, '%Y%m%d:%H%M')
|
|
||||||
end_dt = datetime.strptime(end_s, '%Y%m%d:%H%M')
|
|
||||||
except ValueError as exc:
|
|
||||||
raise ValueError(f'invalid segment: {part}') from exc
|
|
||||||
|
|
||||||
if tz is not None:
|
|
||||||
start_dt = start_dt.replace(tzinfo=tz)
|
|
||||||
end_dt = end_dt.replace(tzinfo=tz)
|
|
||||||
|
|
||||||
out[start_dt.date()] = (start_dt, end_dt)
|
|
||||||
|
|
||||||
return out
|
|
||||||
|
|
||||||
|
|
||||||
# ORIG desired usage,
|
|
||||||
#
|
|
||||||
# TODO, for non-drunk tomorrow,
|
|
||||||
# - call above fn and check that `output[today] is not None`
|
|
||||||
# trading_hrs: dict = parse_trading_hours(
|
|
||||||
# details.tradingHours
|
|
||||||
# )
|
|
||||||
# liq_hrs: dict = parse_trading_hours(
|
|
||||||
# details.liquidHours
|
|
||||||
# )
|
|
||||||
|
|
@ -62,12 +62,9 @@ from piker.clearing._messages import (
|
||||||
from piker.brokers import (
|
from piker.brokers import (
|
||||||
open_cached_client,
|
open_cached_client,
|
||||||
)
|
)
|
||||||
from piker.log import (
|
|
||||||
get_console_log,
|
|
||||||
get_logger,
|
|
||||||
)
|
|
||||||
from piker.data import open_symcache
|
from piker.data import open_symcache
|
||||||
from .api import (
|
from .api import (
|
||||||
|
log,
|
||||||
Client,
|
Client,
|
||||||
BrokerError,
|
BrokerError,
|
||||||
)
|
)
|
||||||
|
|
@ -81,8 +78,6 @@ from .ledger import (
|
||||||
verify_balances,
|
verify_balances,
|
||||||
)
|
)
|
||||||
|
|
||||||
log = get_logger(name=__name__)
|
|
||||||
|
|
||||||
MsgUnion = Union[
|
MsgUnion = Union[
|
||||||
BrokerdCancel,
|
BrokerdCancel,
|
||||||
BrokerdError,
|
BrokerdError,
|
||||||
|
|
@ -436,15 +431,9 @@ def trades2pps(
|
||||||
@tractor.context
|
@tractor.context
|
||||||
async def open_trade_dialog(
|
async def open_trade_dialog(
|
||||||
ctx: tractor.Context,
|
ctx: tractor.Context,
|
||||||
loglevel: str = 'warning',
|
|
||||||
|
|
||||||
) -> AsyncIterator[dict[str, Any]]:
|
) -> AsyncIterator[dict[str, Any]]:
|
||||||
|
|
||||||
get_console_log(
|
|
||||||
level=loglevel,
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
async with (
|
async with (
|
||||||
# TODO: maybe bind these together and deliver
|
# TODO: maybe bind these together and deliver
|
||||||
# a tuple from `.open_cached_client()`?
|
# a tuple from `.open_cached_client()`?
|
||||||
|
|
@ -560,7 +549,7 @@ async def open_trade_dialog(
|
||||||
# to be reloaded.
|
# to be reloaded.
|
||||||
balances: dict[str, float] = await client.get_balances()
|
balances: dict[str, float] = await client.get_balances()
|
||||||
|
|
||||||
await verify_balances(
|
verify_balances(
|
||||||
acnt,
|
acnt,
|
||||||
src_fiat,
|
src_fiat,
|
||||||
balances,
|
balances,
|
||||||
|
|
|
||||||
|
|
@ -37,12 +37,6 @@ import tractor
|
||||||
from async_generator import asynccontextmanager
|
from async_generator import asynccontextmanager
|
||||||
import numpy as np
|
import numpy as np
|
||||||
import wrapt
|
import wrapt
|
||||||
|
|
||||||
# TODO, port to `httpx`/`trio-websocket` whenver i get back to
|
|
||||||
# writing a proper ws-api streamer for this backend (since the data
|
|
||||||
# feeds are free now) as per GH feat-req:
|
|
||||||
# https://github.com/pikers/piker/issues/509
|
|
||||||
#
|
|
||||||
import asks
|
import asks
|
||||||
|
|
||||||
from ..calc import humanize, percent_change
|
from ..calc import humanize, percent_change
|
||||||
|
|
@ -50,19 +44,13 @@ from . import open_cached_client
|
||||||
from piker._cacheables import async_lifo_cache
|
from piker._cacheables import async_lifo_cache
|
||||||
from .. import config
|
from .. import config
|
||||||
from ._util import resproc, BrokerError, SymbolNotFound
|
from ._util import resproc, BrokerError, SymbolNotFound
|
||||||
from piker.log import (
|
from ..log import (
|
||||||
colorize_json,
|
colorize_json,
|
||||||
|
)
|
||||||
|
from ._util import (
|
||||||
|
log,
|
||||||
get_console_log,
|
get_console_log,
|
||||||
)
|
)
|
||||||
from piker.log import (
|
|
||||||
get_logger,
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
log = get_logger(
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
_use_practice_account = False
|
_use_practice_account = False
|
||||||
_refresh_token_ep = 'https://{}login.questrade.com/oauth2/'
|
_refresh_token_ep = 'https://{}login.questrade.com/oauth2/'
|
||||||
|
|
@ -1211,10 +1199,7 @@ async def stream_quotes(
|
||||||
# feed_type: str = 'stock',
|
# feed_type: str = 'stock',
|
||||||
) -> AsyncGenerator[str, Dict[str, Any]]:
|
) -> AsyncGenerator[str, Dict[str, Any]]:
|
||||||
# XXX: required to propagate ``tractor`` loglevel to piker logging
|
# XXX: required to propagate ``tractor`` loglevel to piker logging
|
||||||
get_console_log(
|
get_console_log(loglevel)
|
||||||
level=loglevel,
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
async with open_cached_client('questrade') as client:
|
async with open_cached_client('questrade') as client:
|
||||||
if feed_type == 'stock':
|
if feed_type == 'stock':
|
||||||
|
|
|
||||||
|
|
@ -30,16 +30,9 @@ import asks
|
||||||
from ._util import (
|
from ._util import (
|
||||||
resproc,
|
resproc,
|
||||||
BrokerError,
|
BrokerError,
|
||||||
|
log,
|
||||||
)
|
)
|
||||||
from piker.calc import percent_change
|
from ..calc import percent_change
|
||||||
from piker.log import (
|
|
||||||
get_logger,
|
|
||||||
)
|
|
||||||
|
|
||||||
log = get_logger(
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
_service_ep = 'https://api.robinhood.com'
|
_service_ep = 'https://api.robinhood.com'
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -171,6 +171,7 @@ class OrderClient(Struct):
|
||||||
|
|
||||||
|
|
||||||
async def relay_orders_from_sync_code(
|
async def relay_orders_from_sync_code(
|
||||||
|
|
||||||
client: OrderClient,
|
client: OrderClient,
|
||||||
symbol_key: str,
|
symbol_key: str,
|
||||||
to_ems_stream: tractor.MsgStream,
|
to_ems_stream: tractor.MsgStream,
|
||||||
|
|
@ -215,7 +216,7 @@ async def relay_orders_from_sync_code(
|
||||||
async def open_ems(
|
async def open_ems(
|
||||||
fqme: str,
|
fqme: str,
|
||||||
mode: str = 'live',
|
mode: str = 'live',
|
||||||
loglevel: str = 'warning',
|
loglevel: str = 'error',
|
||||||
|
|
||||||
) -> tuple[
|
) -> tuple[
|
||||||
OrderClient, # client
|
OrderClient, # client
|
||||||
|
|
@ -244,11 +245,6 @@ async def open_ems(
|
||||||
|
|
||||||
async with maybe_open_emsd(
|
async with maybe_open_emsd(
|
||||||
broker,
|
broker,
|
||||||
# XXX NOTE, LOL so this determines the daemon `emsd` loglevel
|
|
||||||
# then FYI.. that's kinda wrong no?
|
|
||||||
# -[ ] shouldn't it be set by `pikerd -l` or no?
|
|
||||||
# -[ ] would make a lot more sense to have a subsys ctl for
|
|
||||||
# levels.. like `-l emsd.info` or something?
|
|
||||||
loglevel=loglevel,
|
loglevel=loglevel,
|
||||||
) as portal:
|
) as portal:
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -47,7 +47,6 @@ from tractor import trionics
|
||||||
from ._util import (
|
from ._util import (
|
||||||
log, # sub-sys logger
|
log, # sub-sys logger
|
||||||
get_console_log,
|
get_console_log,
|
||||||
subsys,
|
|
||||||
)
|
)
|
||||||
from ..accounting._mktinfo import (
|
from ..accounting._mktinfo import (
|
||||||
unpack_fqme,
|
unpack_fqme,
|
||||||
|
|
@ -137,7 +136,7 @@ class DarkBook(Struct):
|
||||||
tuple[
|
tuple[
|
||||||
Callable[[float], bool], # predicate
|
Callable[[float], bool], # predicate
|
||||||
tuple[str, ...], # tickfilter
|
tuple[str, ...], # tickfilter
|
||||||
dict|Order, # cmd / msg type
|
dict | Order, # cmd / msg type
|
||||||
|
|
||||||
# live submission constraint parameters
|
# live submission constraint parameters
|
||||||
float, # percent_away max price diff
|
float, # percent_away max price diff
|
||||||
|
|
@ -279,7 +278,7 @@ async def clear_dark_triggers(
|
||||||
|
|
||||||
# remove exec-condition from set
|
# remove exec-condition from set
|
||||||
log.info(f'Removing trigger for {oid}')
|
log.info(f'Removing trigger for {oid}')
|
||||||
trigger: tuple|None = execs.pop(oid, None)
|
trigger: tuple | None = execs.pop(oid, None)
|
||||||
if not trigger:
|
if not trigger:
|
||||||
log.warning(
|
log.warning(
|
||||||
f'trigger for {oid} was already removed!?'
|
f'trigger for {oid} was already removed!?'
|
||||||
|
|
@ -337,8 +336,8 @@ async def open_brokerd_dialog(
|
||||||
brokermod: ModuleType,
|
brokermod: ModuleType,
|
||||||
portal: tractor.Portal,
|
portal: tractor.Portal,
|
||||||
exec_mode: str,
|
exec_mode: str,
|
||||||
fqme: str|None = None,
|
fqme: str | None = None,
|
||||||
loglevel: str|None = None,
|
loglevel: str | None = None,
|
||||||
|
|
||||||
) -> tuple[
|
) -> tuple[
|
||||||
tractor.MsgStream,
|
tractor.MsgStream,
|
||||||
|
|
@ -352,21 +351,9 @@ async def open_brokerd_dialog(
|
||||||
broker backend, configuration, or client code usage.
|
broker backend, configuration, or client code usage.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
get_console_log(
|
|
||||||
level=loglevel,
|
|
||||||
name='clearing',
|
|
||||||
)
|
|
||||||
# enable `.accounting` console since normally used by
|
|
||||||
# each `brokerd`.
|
|
||||||
get_console_log(
|
|
||||||
level=loglevel,
|
|
||||||
name='piker.accounting',
|
|
||||||
)
|
|
||||||
broker: str = brokermod.name
|
broker: str = brokermod.name
|
||||||
|
|
||||||
def mk_paper_ep(
|
def mk_paper_ep():
|
||||||
loglevel: str,
|
|
||||||
):
|
|
||||||
from . import _paper_engine as paper_mod
|
from . import _paper_engine as paper_mod
|
||||||
|
|
||||||
nonlocal brokermod, exec_mode
|
nonlocal brokermod, exec_mode
|
||||||
|
|
@ -418,21 +405,17 @@ async def open_brokerd_dialog(
|
||||||
|
|
||||||
if (
|
if (
|
||||||
trades_endpoint is not None
|
trades_endpoint is not None
|
||||||
or
|
or exec_mode != 'paper'
|
||||||
exec_mode != 'paper'
|
|
||||||
):
|
):
|
||||||
# open live brokerd trades endpoint
|
# open live brokerd trades endpoint
|
||||||
open_trades_endpoint = portal.open_context(
|
open_trades_endpoint = portal.open_context(
|
||||||
trades_endpoint,
|
trades_endpoint,
|
||||||
loglevel=loglevel,
|
|
||||||
)
|
)
|
||||||
|
|
||||||
@acm
|
@acm
|
||||||
async def maybe_open_paper_ep():
|
async def maybe_open_paper_ep():
|
||||||
if exec_mode == 'paper':
|
if exec_mode == 'paper':
|
||||||
async with mk_paper_ep(
|
async with mk_paper_ep() as msg:
|
||||||
loglevel=loglevel,
|
|
||||||
) as msg:
|
|
||||||
yield msg
|
yield msg
|
||||||
return
|
return
|
||||||
|
|
||||||
|
|
@ -443,9 +426,7 @@ async def open_brokerd_dialog(
|
||||||
# runtime indication that the backend can't support live
|
# runtime indication that the backend can't support live
|
||||||
# order ctrl yet, so boot the paperboi B0
|
# order ctrl yet, so boot the paperboi B0
|
||||||
if first == 'paper':
|
if first == 'paper':
|
||||||
async with mk_paper_ep(
|
async with mk_paper_ep() as msg:
|
||||||
loglevel=loglevel,
|
|
||||||
) as msg:
|
|
||||||
yield msg
|
yield msg
|
||||||
return
|
return
|
||||||
else:
|
else:
|
||||||
|
|
@ -674,11 +655,7 @@ class Router(Struct):
|
||||||
flume = feed.flumes[fqme]
|
flume = feed.flumes[fqme]
|
||||||
first_quote: dict = flume.first_quote
|
first_quote: dict = flume.first_quote
|
||||||
book: DarkBook = self.get_dark_book(broker)
|
book: DarkBook = self.get_dark_book(broker)
|
||||||
|
book.lasts[fqme]: float = float(first_quote['last'])
|
||||||
if not (last := first_quote.get('last')):
|
|
||||||
last: float = flume.rt_shm.array[-1]['close']
|
|
||||||
|
|
||||||
book.lasts[fqme]: float = float(last)
|
|
||||||
|
|
||||||
async with self.maybe_open_brokerd_dialog(
|
async with self.maybe_open_brokerd_dialog(
|
||||||
brokermod=brokermod,
|
brokermod=brokermod,
|
||||||
|
|
@ -741,14 +718,13 @@ class Router(Struct):
|
||||||
subs = self.subscribers[sub_key]
|
subs = self.subscribers[sub_key]
|
||||||
|
|
||||||
sent_some: bool = False
|
sent_some: bool = False
|
||||||
for client_stream in subs.copy():
|
for client_stream in subs:
|
||||||
try:
|
try:
|
||||||
await client_stream.send(msg)
|
await client_stream.send(msg)
|
||||||
sent_some = True
|
sent_some = True
|
||||||
except (
|
except (
|
||||||
trio.ClosedResourceError,
|
trio.ClosedResourceError,
|
||||||
trio.BrokenResourceError,
|
trio.BrokenResourceError,
|
||||||
tractor.TransportClosed,
|
|
||||||
):
|
):
|
||||||
to_remove.add(client_stream)
|
to_remove.add(client_stream)
|
||||||
log.warning(
|
log.warning(
|
||||||
|
|
@ -780,16 +756,12 @@ _router: Router = None
|
||||||
@tractor.context
|
@tractor.context
|
||||||
async def _setup_persistent_emsd(
|
async def _setup_persistent_emsd(
|
||||||
ctx: tractor.Context,
|
ctx: tractor.Context,
|
||||||
loglevel: str|None = None,
|
loglevel: str | None = None,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
if loglevel:
|
if loglevel:
|
||||||
_log = get_console_log(
|
get_console_log(loglevel)
|
||||||
level=loglevel,
|
|
||||||
name=subsys,
|
|
||||||
)
|
|
||||||
assert _log.name == 'piker.clearing'
|
|
||||||
|
|
||||||
global _router
|
global _router
|
||||||
|
|
||||||
|
|
@ -845,7 +817,7 @@ async def translate_and_relay_brokerd_events(
|
||||||
f'Rx brokerd trade msg:\n'
|
f'Rx brokerd trade msg:\n'
|
||||||
f'{fmsg}'
|
f'{fmsg}'
|
||||||
)
|
)
|
||||||
status_msg: Status|None = None
|
status_msg: Status | None = None
|
||||||
|
|
||||||
match brokerd_msg:
|
match brokerd_msg:
|
||||||
# BrokerdPosition
|
# BrokerdPosition
|
||||||
|
|
@ -1042,10 +1014,6 @@ async def translate_and_relay_brokerd_events(
|
||||||
status_msg.brokerd_msg = msg
|
status_msg.brokerd_msg = msg
|
||||||
status_msg.src = msg.broker_details['name']
|
status_msg.src = msg.broker_details['name']
|
||||||
|
|
||||||
if not status_msg.req:
|
|
||||||
# likely some order change state?
|
|
||||||
await tractor.pause()
|
|
||||||
else:
|
|
||||||
await router.client_broadcast(
|
await router.client_broadcast(
|
||||||
status_msg.req.symbol,
|
status_msg.req.symbol,
|
||||||
status_msg,
|
status_msg,
|
||||||
|
|
@ -1306,7 +1274,7 @@ async def process_client_order_cmds(
|
||||||
and status.resp == 'dark_open'
|
and status.resp == 'dark_open'
|
||||||
):
|
):
|
||||||
# remove from dark book clearing
|
# remove from dark book clearing
|
||||||
entry: tuple|None = dark_book.triggers[fqme].pop(oid, None)
|
entry: tuple | None = dark_book.triggers[fqme].pop(oid, None)
|
||||||
if entry:
|
if entry:
|
||||||
(
|
(
|
||||||
pred,
|
pred,
|
||||||
|
|
@ -1723,5 +1691,5 @@ async def _emsd_main(
|
||||||
if not client_streams:
|
if not client_streams:
|
||||||
log.warning(
|
log.warning(
|
||||||
f'Order dialog is not being monitored:\n'
|
f'Order dialog is not being monitored:\n'
|
||||||
f'{oid!r} <-> {client_stream.chan.aid.reprol()}\n'
|
f'{oid} ->\n{client_stream._ctx.chan.uid}'
|
||||||
)
|
)
|
||||||
|
|
|
||||||
|
|
@ -59,9 +59,9 @@ from piker.data import (
|
||||||
open_symcache,
|
open_symcache,
|
||||||
)
|
)
|
||||||
from piker.types import Struct
|
from piker.types import Struct
|
||||||
from piker.log import (
|
from ._util import (
|
||||||
|
log, # sub-sys logger
|
||||||
get_console_log,
|
get_console_log,
|
||||||
get_logger,
|
|
||||||
)
|
)
|
||||||
from ._messages import (
|
from ._messages import (
|
||||||
BrokerdCancel,
|
BrokerdCancel,
|
||||||
|
|
@ -73,8 +73,6 @@ from ._messages import (
|
||||||
BrokerdError,
|
BrokerdError,
|
||||||
)
|
)
|
||||||
|
|
||||||
log = get_logger(name=__name__)
|
|
||||||
|
|
||||||
|
|
||||||
class PaperBoi(Struct):
|
class PaperBoi(Struct):
|
||||||
'''
|
'''
|
||||||
|
|
@ -299,8 +297,6 @@ class PaperBoi(Struct):
|
||||||
|
|
||||||
# transmit pp msg to ems
|
# transmit pp msg to ems
|
||||||
pp: Position = self.acnt.pps[bs_mktid]
|
pp: Position = self.acnt.pps[bs_mktid]
|
||||||
# TODO, this will break if `require_only=True` was passed to
|
|
||||||
# `.update_from_ledger()`
|
|
||||||
|
|
||||||
pp_msg = BrokerdPosition(
|
pp_msg = BrokerdPosition(
|
||||||
broker=self.broker,
|
broker=self.broker,
|
||||||
|
|
@ -552,18 +548,16 @@ _sells: defaultdict[
|
||||||
|
|
||||||
@tractor.context
|
@tractor.context
|
||||||
async def open_trade_dialog(
|
async def open_trade_dialog(
|
||||||
|
|
||||||
ctx: tractor.Context,
|
ctx: tractor.Context,
|
||||||
broker: str,
|
broker: str,
|
||||||
fqme: str|None = None, # if empty, we only boot broker mode
|
fqme: str | None = None, # if empty, we only boot broker mode
|
||||||
loglevel: str = 'warning',
|
loglevel: str = 'warning',
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
# enable piker.clearing console log for *this* `brokerd` subactor
|
# enable piker.clearing console log for *this* subactor
|
||||||
get_console_log(
|
get_console_log(loglevel)
|
||||||
level=loglevel,
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
symcache: SymbologyCache
|
symcache: SymbologyCache
|
||||||
async with open_symcache(get_brokermod(broker)) as symcache:
|
async with open_symcache(get_brokermod(broker)) as symcache:
|
||||||
|
|
@ -659,7 +653,6 @@ async def open_trade_dialog(
|
||||||
# in) use manually constructed table from calling
|
# in) use manually constructed table from calling
|
||||||
# the `.get_mkt_info()` provider EP above.
|
# the `.get_mkt_info()` provider EP above.
|
||||||
_mktmap_table=mkt_by_fqme,
|
_mktmap_table=mkt_by_fqme,
|
||||||
only_require=list(mkt_by_fqme),
|
|
||||||
)
|
)
|
||||||
|
|
||||||
pp_msgs: list[BrokerdPosition] = []
|
pp_msgs: list[BrokerdPosition] = []
|
||||||
|
|
|
||||||
|
|
@ -28,14 +28,11 @@ from ..log import (
|
||||||
from piker.types import Struct
|
from piker.types import Struct
|
||||||
subsys: str = 'piker.clearing'
|
subsys: str = 'piker.clearing'
|
||||||
|
|
||||||
log = get_logger(
|
log = get_logger(subsys)
|
||||||
name='piker.clearing',
|
|
||||||
)
|
|
||||||
|
|
||||||
# TODO, oof doesn't this ignore the `loglevel` then???
|
|
||||||
get_console_log = partial(
|
get_console_log = partial(
|
||||||
get_console_log,
|
get_console_log,
|
||||||
name='clearing',
|
name=subsys,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -61,8 +61,7 @@ def load_trans_eps(
|
||||||
|
|
||||||
if (
|
if (
|
||||||
network
|
network
|
||||||
and
|
and not maddrs
|
||||||
not maddrs
|
|
||||||
):
|
):
|
||||||
# load network section and (attempt to) connect all endpoints
|
# load network section and (attempt to) connect all endpoints
|
||||||
# which are reachable B)
|
# which are reachable B)
|
||||||
|
|
@ -113,27 +112,31 @@ def load_trans_eps(
|
||||||
default=None,
|
default=None,
|
||||||
help='Multiaddrs to bind or contact',
|
help='Multiaddrs to bind or contact',
|
||||||
)
|
)
|
||||||
|
# @click.option(
|
||||||
|
# '--tsdb',
|
||||||
|
# is_flag=True,
|
||||||
|
# help='Enable local ``marketstore`` instance'
|
||||||
|
# )
|
||||||
|
# @click.option(
|
||||||
|
# '--es',
|
||||||
|
# is_flag=True,
|
||||||
|
# help='Enable local ``elasticsearch`` instance'
|
||||||
|
# )
|
||||||
def pikerd(
|
def pikerd(
|
||||||
maddr: list[str] | None,
|
maddr: list[str] | None,
|
||||||
loglevel: str,
|
loglevel: str,
|
||||||
tl: bool,
|
tl: bool,
|
||||||
pdb: bool,
|
pdb: bool,
|
||||||
|
# tsdb: bool,
|
||||||
|
# es: bool,
|
||||||
):
|
):
|
||||||
'''
|
'''
|
||||||
Start the "root service actor", `pikerd`, run it until
|
Spawn the piker broker-daemon.
|
||||||
cancellation.
|
|
||||||
|
|
||||||
This "root daemon" operates as the top most service-mngr and
|
|
||||||
subsys-as-subactor supervisor, think of it as the "init proc" of
|
|
||||||
any of any `piker` application or daemon-process tree.
|
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# from tractor.devx import maybe_open_crash_handler
|
# from tractor.devx import maybe_open_crash_handler
|
||||||
# with maybe_open_crash_handler(pdb=False):
|
# with maybe_open_crash_handler(pdb=False):
|
||||||
log = get_console_log(
|
log = get_console_log(loglevel, name='cli')
|
||||||
level=loglevel,
|
|
||||||
with_tractor_log=tl,
|
|
||||||
)
|
|
||||||
|
|
||||||
if pdb:
|
if pdb:
|
||||||
log.warning((
|
log.warning((
|
||||||
|
|
@ -180,8 +183,8 @@ def pikerd(
|
||||||
registry_addrs=regaddrs,
|
registry_addrs=regaddrs,
|
||||||
loglevel=loglevel,
|
loglevel=loglevel,
|
||||||
debug_mode=pdb,
|
debug_mode=pdb,
|
||||||
# enable_transports=['uds'],
|
enable_transports=['uds'],
|
||||||
enable_transports=['tcp'],
|
# enable_transports=['tcp'],
|
||||||
) as service_mngr,
|
) as service_mngr,
|
||||||
):
|
):
|
||||||
assert service_mngr
|
assert service_mngr
|
||||||
|
|
@ -234,14 +237,6 @@ def cli(
|
||||||
regaddr: str,
|
regaddr: str,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
|
||||||
The "root" `piker`-cmd CLI endpoint.
|
|
||||||
|
|
||||||
NOTE, this def generally relies on and requires a sub-cmd to be
|
|
||||||
provided by the user, OW only a `--help` msg (listing said
|
|
||||||
subcmds) will be dumped to console.
|
|
||||||
|
|
||||||
'''
|
|
||||||
if configdir is not None:
|
if configdir is not None:
|
||||||
assert os.path.isdir(configdir), f"`{configdir}` is not a valid path"
|
assert os.path.isdir(configdir), f"`{configdir}` is not a valid path"
|
||||||
config._override_config_dir(configdir)
|
config._override_config_dir(configdir)
|
||||||
|
|
@ -300,50 +295,17 @@ def cli(
|
||||||
@click.option('--tl', is_flag=True, help='Enable tractor logging')
|
@click.option('--tl', is_flag=True, help='Enable tractor logging')
|
||||||
@click.argument('ports', nargs=-1, required=False)
|
@click.argument('ports', nargs=-1, required=False)
|
||||||
@click.pass_obj
|
@click.pass_obj
|
||||||
def services(
|
def services(config, tl, ports):
|
||||||
config,
|
|
||||||
tl: bool,
|
|
||||||
ports: list[int],
|
|
||||||
):
|
|
||||||
'''
|
|
||||||
List all `piker` "service deamons" to the console in
|
|
||||||
a `json`-table which maps each actor's UID in the form,
|
|
||||||
|
|
||||||
`{service_name}.{subservice_name}.{UUID}`
|
from ..service import (
|
||||||
|
|
||||||
to its (primary) IPC server address.
|
|
||||||
|
|
||||||
(^TODO, should be its multiaddr form once we support it)
|
|
||||||
|
|
||||||
Note that by convention actors which operate as "headless"
|
|
||||||
processes (those without GUIs/graphics, and which generally
|
|
||||||
parent some noteworthy subsystem) are normally suffixed by
|
|
||||||
a "d" such as,
|
|
||||||
|
|
||||||
- pikerd: the root runtime supervisor
|
|
||||||
- brokerd: a broker-backend order ctl daemon
|
|
||||||
- emsd: the internal dark-clearing and order routing daemon
|
|
||||||
- datad: a data-provider-backend data feed daemon
|
|
||||||
- samplerd: the real-time data sampling and clock-syncing daemon
|
|
||||||
|
|
||||||
"Headed units" are normally just given an obvious app-like name
|
|
||||||
with subactors indexed by `.` such as,
|
|
||||||
- chart: the primary modal charting iface, a Qt app
|
|
||||||
- chart.fsp_0: a financial-sig-proc cascade instance which
|
|
||||||
delivers graphics to a parent `chart` app.
|
|
||||||
- polars_boi: some (presumably) `polars` using console app.
|
|
||||||
|
|
||||||
'''
|
|
||||||
from piker.service import (
|
|
||||||
open_piker_runtime,
|
open_piker_runtime,
|
||||||
_default_registry_port,
|
_default_registry_port,
|
||||||
_default_registry_host,
|
_default_registry_host,
|
||||||
)
|
)
|
||||||
|
|
||||||
# !TODO, mk this to work with UDS!
|
host = _default_registry_host
|
||||||
host: str = _default_registry_host
|
|
||||||
if not ports:
|
if not ports:
|
||||||
ports: list[int] = [_default_registry_port]
|
ports = [_default_registry_port]
|
||||||
|
|
||||||
addr = tractor._addr.wrap_address(
|
addr = tractor._addr.wrap_address(
|
||||||
addr=(host, ports[0])
|
addr=(host, ports[0])
|
||||||
|
|
@ -354,11 +316,7 @@ def services(
|
||||||
async with (
|
async with (
|
||||||
open_piker_runtime(
|
open_piker_runtime(
|
||||||
name='service_query',
|
name='service_query',
|
||||||
loglevel=(
|
loglevel=config['loglevel'] if tl else None,
|
||||||
config['loglevel']
|
|
||||||
if tl
|
|
||||||
else None
|
|
||||||
),
|
|
||||||
),
|
),
|
||||||
tractor.get_registry(
|
tractor.get_registry(
|
||||||
addr=addr,
|
addr=addr,
|
||||||
|
|
@ -378,15 +336,7 @@ def services(
|
||||||
|
|
||||||
|
|
||||||
def _load_clis() -> None:
|
def _load_clis() -> None:
|
||||||
'''
|
# from ..service import elastic # noqa
|
||||||
Dynamically load and register all subsys CLI endpoints (at call
|
|
||||||
time).
|
|
||||||
|
|
||||||
NOTE, obviously this is normally expected to be called at
|
|
||||||
`import` time and implicitly relies on our use of various
|
|
||||||
`click`/`typer` decorator APIs.
|
|
||||||
|
|
||||||
'''
|
|
||||||
from ..brokers import cli # noqa
|
from ..brokers import cli # noqa
|
||||||
from ..ui import cli # noqa
|
from ..ui import cli # noqa
|
||||||
from ..watchlists import cli # noqa
|
from ..watchlists import cli # noqa
|
||||||
|
|
@ -396,5 +346,5 @@ def _load_clis() -> None:
|
||||||
from ..accounting import cli # noqa
|
from ..accounting import cli # noqa
|
||||||
|
|
||||||
|
|
||||||
# load all subsytem cli eps
|
# load downstream cli modules
|
||||||
_load_clis()
|
_load_clis()
|
||||||
|
|
|
||||||
|
|
@ -41,13 +41,10 @@ from .log import get_logger
|
||||||
log = get_logger('broker-config')
|
log = get_logger('broker-config')
|
||||||
|
|
||||||
|
|
||||||
# XXX NOTE: taken from `click`
|
# XXX NOTE: taken from ``click`` since apparently they have some
|
||||||
# |_https://github.com/pallets/click/blob/main/src/click/utils.py#L449
|
# super weirdness with sigint and sudo..no clue
|
||||||
#
|
# we're probably going to slowly just modify it to our own version over
|
||||||
# (since apparently they have some super weirdness with SIGINT and
|
# time..
|
||||||
# sudo.. no clue we're probably going to slowly just modify it to our
|
|
||||||
# own version over time..)
|
|
||||||
#
|
|
||||||
def get_app_dir(
|
def get_app_dir(
|
||||||
app_name: str,
|
app_name: str,
|
||||||
roaming: bool = True,
|
roaming: bool = True,
|
||||||
|
|
@ -264,7 +261,7 @@ def load(
|
||||||
MutableMapping,
|
MutableMapping,
|
||||||
] = tomllib.loads,
|
] = tomllib.loads,
|
||||||
|
|
||||||
touch_if_dne: bool = True,
|
touch_if_dne: bool = False,
|
||||||
|
|
||||||
**tomlkws,
|
**tomlkws,
|
||||||
|
|
||||||
|
|
@ -273,7 +270,7 @@ def load(
|
||||||
Load config file by name.
|
Load config file by name.
|
||||||
|
|
||||||
If desired config is not in the top level piker-user config path then
|
If desired config is not in the top level piker-user config path then
|
||||||
pass the `path: Path` explicitly.
|
pass the ``path: Path`` explicitly.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# create the $HOME/.config/piker dir if dne
|
# create the $HOME/.config/piker dir if dne
|
||||||
|
|
@ -288,8 +285,7 @@ def load(
|
||||||
|
|
||||||
if (
|
if (
|
||||||
not path.is_file()
|
not path.is_file()
|
||||||
and
|
and touch_if_dne
|
||||||
touch_if_dne
|
|
||||||
):
|
):
|
||||||
# only do a template if no path provided,
|
# only do a template if no path provided,
|
||||||
# just touch an empty file with same name.
|
# just touch an empty file with same name.
|
||||||
|
|
|
||||||
|
|
@ -80,27 +80,20 @@ class Sampler:
|
||||||
This non-instantiated type is meant to be a singleton within
|
This non-instantiated type is meant to be a singleton within
|
||||||
a `samplerd` actor-service spawned once by the user wishing to
|
a `samplerd` actor-service spawned once by the user wishing to
|
||||||
time-step-sample (real-time) quote feeds, see
|
time-step-sample (real-time) quote feeds, see
|
||||||
`.service.maybe_open_samplerd()` and the below
|
``.service.maybe_open_samplerd()`` and the below
|
||||||
`register_with_sampler()`.
|
``register_with_sampler()``.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
service_nursery: None|trio.Nursery = None
|
service_nursery: None | trio.Nursery = None
|
||||||
|
|
||||||
# TODO: we could stick these in a composed type to avoid angering
|
# TODO: we could stick these in a composed type to avoid
|
||||||
# the "i hate module scoped variables crowd" (yawn).
|
# angering the "i hate module scoped variables crowd" (yawn).
|
||||||
ohlcv_shms: dict[float, list[ShmArray]] = {}
|
ohlcv_shms: dict[float, list[ShmArray]] = {}
|
||||||
|
|
||||||
# holds one-task-per-sample-period tasks which are spawned as-needed by
|
# holds one-task-per-sample-period tasks which are spawned as-needed by
|
||||||
# data feed requests with a given detected time step usually from
|
# data feed requests with a given detected time step usually from
|
||||||
# history loading.
|
# history loading.
|
||||||
incr_task_cs: trio.CancelScope|None = None
|
incr_task_cs: trio.CancelScope | None = None
|
||||||
|
|
||||||
bcast_errors: tuple[Exception] = (
|
|
||||||
trio.BrokenResourceError,
|
|
||||||
trio.ClosedResourceError,
|
|
||||||
trio.EndOfChannel,
|
|
||||||
tractor.TransportClosed,
|
|
||||||
)
|
|
||||||
|
|
||||||
# holds all the ``tractor.Context`` remote subscriptions for
|
# holds all the ``tractor.Context`` remote subscriptions for
|
||||||
# a particular sample period increment event: all subscribers are
|
# a particular sample period increment event: all subscribers are
|
||||||
|
|
@ -249,8 +242,8 @@ class Sampler:
|
||||||
async def broadcast(
|
async def broadcast(
|
||||||
self,
|
self,
|
||||||
period_s: float,
|
period_s: float,
|
||||||
time_stamp: float|None = None,
|
time_stamp: float | None = None,
|
||||||
info: dict|None = None,
|
info: dict | None = None,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
|
|
@ -265,15 +258,14 @@ class Sampler:
|
||||||
subs: set
|
subs: set
|
||||||
last_ts, subs = pair
|
last_ts, subs = pair
|
||||||
|
|
||||||
# NOTE, for debugging pub-sub issues
|
task = trio.lowlevel.current_task()
|
||||||
# task = trio.lowlevel.current_task()
|
log.debug(
|
||||||
# log.debug(
|
f'SUBS {self.subscribers}\n'
|
||||||
# f'AlL-SUBS@{period_s!r}: {self.subscribers}\n'
|
f'PAIR {pair}\n'
|
||||||
# f'PAIR: {pair}\n'
|
f'TASK: {task}: {id(task)}\n'
|
||||||
# f'TASK: {task}: {id(task)}\n'
|
f'broadcasting {period_s} -> {last_ts}\n'
|
||||||
# f'broadcasting {period_s} -> {last_ts}\n'
|
|
||||||
# f'consumers: {subs}'
|
# f'consumers: {subs}'
|
||||||
# )
|
)
|
||||||
borked: set[MsgStream] = set()
|
borked: set[MsgStream] = set()
|
||||||
sent: set[MsgStream] = set()
|
sent: set[MsgStream] = set()
|
||||||
while True:
|
while True:
|
||||||
|
|
@ -290,12 +282,13 @@ class Sampler:
|
||||||
await stream.send(msg)
|
await stream.send(msg)
|
||||||
sent.add(stream)
|
sent.add(stream)
|
||||||
|
|
||||||
except self.bcast_errors as err:
|
except (
|
||||||
|
trio.BrokenResourceError,
|
||||||
|
trio.ClosedResourceError,
|
||||||
|
trio.EndOfChannel,
|
||||||
|
):
|
||||||
log.error(
|
log.error(
|
||||||
f'Connection dropped for IPC ctx due to,\n'
|
f'{stream._ctx.chan.uid} dropped connection'
|
||||||
f'{type(err)!r}\n'
|
|
||||||
f'\n'
|
|
||||||
f'{stream._ctx}'
|
|
||||||
)
|
)
|
||||||
borked.add(stream)
|
borked.add(stream)
|
||||||
else:
|
else:
|
||||||
|
|
@ -315,7 +308,7 @@ class Sampler:
|
||||||
@classmethod
|
@classmethod
|
||||||
async def broadcast_all(
|
async def broadcast_all(
|
||||||
self,
|
self,
|
||||||
info: dict|None = None,
|
info: dict | None = None,
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
# NOTE: take a copy of subs since removals can happen
|
# NOTE: take a copy of subs since removals can happen
|
||||||
|
|
@ -332,22 +325,14 @@ class Sampler:
|
||||||
async def register_with_sampler(
|
async def register_with_sampler(
|
||||||
ctx: Context,
|
ctx: Context,
|
||||||
period_s: float,
|
period_s: float,
|
||||||
shms_by_period: dict[float, dict]|None = None,
|
shms_by_period: dict[float, dict] | None = None,
|
||||||
|
|
||||||
open_index_stream: bool = True, # open a 2way stream for sample step msgs?
|
open_index_stream: bool = True, # open a 2way stream for sample step msgs?
|
||||||
sub_for_broadcasts: bool = True, # sampler side to send step updates?
|
sub_for_broadcasts: bool = True, # sampler side to send step updates?
|
||||||
loglevel: str|None = None,
|
|
||||||
|
|
||||||
) -> set[int]:
|
) -> None:
|
||||||
|
|
||||||
get_console_log(
|
get_console_log(tractor.current_actor().loglevel)
|
||||||
level=(
|
|
||||||
loglevel
|
|
||||||
or
|
|
||||||
tractor.current_actor().loglevel
|
|
||||||
),
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
incr_was_started: bool = False
|
incr_was_started: bool = False
|
||||||
|
|
||||||
try:
|
try:
|
||||||
|
|
@ -372,12 +357,7 @@ async def register_with_sampler(
|
||||||
|
|
||||||
# insert the base 1s period (for OHLC style sampling) into
|
# insert the base 1s period (for OHLC style sampling) into
|
||||||
# the increment buffer set to update and shift every second.
|
# the increment buffer set to update and shift every second.
|
||||||
if (
|
if shms_by_period is not None:
|
||||||
shms_by_period is not None
|
|
||||||
# and
|
|
||||||
# feed_is_live.is_set()
|
|
||||||
# ^TODO? pass it in instead?
|
|
||||||
):
|
|
||||||
from ._sharedmem import (
|
from ._sharedmem import (
|
||||||
attach_shm_array,
|
attach_shm_array,
|
||||||
_Token,
|
_Token,
|
||||||
|
|
@ -391,17 +371,12 @@ async def register_with_sampler(
|
||||||
readonly=False,
|
readonly=False,
|
||||||
)
|
)
|
||||||
shms_by_period[period] = shm
|
shms_by_period[period] = shm
|
||||||
Sampler.ohlcv_shms.setdefault(
|
Sampler.ohlcv_shms.setdefault(period, []).append(shm)
|
||||||
period,
|
|
||||||
[],
|
|
||||||
).append(shm)
|
|
||||||
|
|
||||||
assert Sampler.ohlcv_shms
|
assert Sampler.ohlcv_shms
|
||||||
|
|
||||||
# unblock caller
|
# unblock caller
|
||||||
await ctx.started(
|
await ctx.started(set(Sampler.ohlcv_shms.keys()))
|
||||||
set(Sampler.ohlcv_shms.keys())
|
|
||||||
)
|
|
||||||
|
|
||||||
if open_index_stream:
|
if open_index_stream:
|
||||||
try:
|
try:
|
||||||
|
|
@ -420,8 +395,7 @@ async def register_with_sampler(
|
||||||
finally:
|
finally:
|
||||||
if (
|
if (
|
||||||
sub_for_broadcasts
|
sub_for_broadcasts
|
||||||
and
|
and subs
|
||||||
subs
|
|
||||||
):
|
):
|
||||||
try:
|
try:
|
||||||
subs.remove(stream)
|
subs.remove(stream)
|
||||||
|
|
@ -447,7 +421,7 @@ async def register_with_sampler(
|
||||||
|
|
||||||
async def spawn_samplerd(
|
async def spawn_samplerd(
|
||||||
|
|
||||||
loglevel: str|None = None,
|
loglevel: str | None = None,
|
||||||
**extra_tractor_kwargs
|
**extra_tractor_kwargs
|
||||||
|
|
||||||
) -> bool:
|
) -> bool:
|
||||||
|
|
@ -484,7 +458,6 @@ async def spawn_samplerd(
|
||||||
register_with_sampler,
|
register_with_sampler,
|
||||||
period_s=1,
|
period_s=1,
|
||||||
sub_for_broadcasts=False,
|
sub_for_broadcasts=False,
|
||||||
loglevel=loglevel,
|
|
||||||
)
|
)
|
||||||
return True
|
return True
|
||||||
|
|
||||||
|
|
@ -493,7 +466,8 @@ async def spawn_samplerd(
|
||||||
|
|
||||||
@acm
|
@acm
|
||||||
async def maybe_open_samplerd(
|
async def maybe_open_samplerd(
|
||||||
loglevel: str|None = None,
|
|
||||||
|
loglevel: str | None = None,
|
||||||
**pikerd_kwargs,
|
**pikerd_kwargs,
|
||||||
|
|
||||||
) -> tractor.Portal: # noqa
|
) -> tractor.Portal: # noqa
|
||||||
|
|
@ -518,13 +492,13 @@ async def maybe_open_samplerd(
|
||||||
@acm
|
@acm
|
||||||
async def open_sample_stream(
|
async def open_sample_stream(
|
||||||
period_s: float,
|
period_s: float,
|
||||||
shms_by_period: dict[float, dict]|None = None,
|
shms_by_period: dict[float, dict] | None = None,
|
||||||
open_index_stream: bool = True,
|
open_index_stream: bool = True,
|
||||||
sub_for_broadcasts: bool = True,
|
sub_for_broadcasts: bool = True,
|
||||||
loglevel: str|None = None,
|
|
||||||
|
|
||||||
# cache_key: str|None = None,
|
cache_key: str | None = None,
|
||||||
# allow_new_sampler: bool = True,
|
allow_new_sampler: bool = True,
|
||||||
|
|
||||||
ensure_is_active: bool = False,
|
ensure_is_active: bool = False,
|
||||||
|
|
||||||
) -> AsyncIterator[dict[str, float]]:
|
) -> AsyncIterator[dict[str, float]]:
|
||||||
|
|
@ -553,15 +527,11 @@ async def open_sample_stream(
|
||||||
# yield bistream
|
# yield bistream
|
||||||
# else:
|
# else:
|
||||||
|
|
||||||
ctx: tractor.Context
|
|
||||||
shm_periods: set[int] # in `int`-seconds
|
|
||||||
async with (
|
async with (
|
||||||
# XXX: this should be singleton on a host,
|
# XXX: this should be singleton on a host,
|
||||||
# a lone broker-daemon per provider should be
|
# a lone broker-daemon per provider should be
|
||||||
# created for all practical purposes
|
# created for all practical purposes
|
||||||
maybe_open_samplerd(
|
maybe_open_samplerd() as portal,
|
||||||
loglevel=loglevel,
|
|
||||||
) as portal,
|
|
||||||
|
|
||||||
portal.open_context(
|
portal.open_context(
|
||||||
register_with_sampler,
|
register_with_sampler,
|
||||||
|
|
@ -570,12 +540,11 @@ async def open_sample_stream(
|
||||||
'shms_by_period': shms_by_period,
|
'shms_by_period': shms_by_period,
|
||||||
'open_index_stream': open_index_stream,
|
'open_index_stream': open_index_stream,
|
||||||
'sub_for_broadcasts': sub_for_broadcasts,
|
'sub_for_broadcasts': sub_for_broadcasts,
|
||||||
'loglevel': loglevel,
|
|
||||||
},
|
},
|
||||||
) as (ctx, shm_periods)
|
) as (ctx, first)
|
||||||
):
|
):
|
||||||
if ensure_is_active:
|
if ensure_is_active:
|
||||||
assert len(shm_periods) > 1
|
assert len(first) > 1
|
||||||
|
|
||||||
async with (
|
async with (
|
||||||
ctx.open_stream(
|
ctx.open_stream(
|
||||||
|
|
@ -593,7 +562,8 @@ async def open_sample_stream(
|
||||||
|
|
||||||
|
|
||||||
async def sample_and_broadcast(
|
async def sample_and_broadcast(
|
||||||
bus: _FeedsBus,
|
|
||||||
|
bus: _FeedsBus, # noqa
|
||||||
rt_shm: ShmArray,
|
rt_shm: ShmArray,
|
||||||
hist_shm: ShmArray,
|
hist_shm: ShmArray,
|
||||||
quote_stream: trio.abc.ReceiveChannel,
|
quote_stream: trio.abc.ReceiveChannel,
|
||||||
|
|
@ -613,33 +583,11 @@ async def sample_and_broadcast(
|
||||||
|
|
||||||
overruns = Counter()
|
overruns = Counter()
|
||||||
|
|
||||||
# NOTE, only used for debugging live-data-feed issues, though
|
|
||||||
# this should be resolved more correctly in the future using the
|
|
||||||
# new typed-msgspec feats of `tractor`!
|
|
||||||
#
|
|
||||||
# XXX, a multiline nested `dict` formatter (since rn quote-msgs
|
|
||||||
# are just that).
|
|
||||||
# pfmt: Callable[[str], str] = mk_repr()
|
|
||||||
|
|
||||||
# iterate stream delivered by broker
|
# iterate stream delivered by broker
|
||||||
async for quotes in quote_stream:
|
async for quotes in quote_stream:
|
||||||
# print(quotes)
|
# print(quotes)
|
||||||
|
|
||||||
# XXX WARNING XXX only enable for debugging bc ow can cost
|
# TODO: ``numba`` this!
|
||||||
# ALOT of perf with HF-feedz!!!
|
|
||||||
#
|
|
||||||
# log.info(
|
|
||||||
# 'Rx live quotes:\n'
|
|
||||||
# f'{pfmt(quotes)}'
|
|
||||||
# )
|
|
||||||
|
|
||||||
# TODO,
|
|
||||||
# -[ ] `numba` or `cython`-nize this loop possibly?
|
|
||||||
# |_alternatively could we do it in rust somehow by upacking
|
|
||||||
# arrow msgs instead of using `msgspec`?
|
|
||||||
# -[ ] use `msgspec.Struct` support in new typed-msging from
|
|
||||||
# `tractor` to ensure only allowed msgs are transmitted?
|
|
||||||
#
|
|
||||||
for broker_symbol, quote in quotes.items():
|
for broker_symbol, quote in quotes.items():
|
||||||
# TODO: in theory you can send the IPC msg *before* writing
|
# TODO: in theory you can send the IPC msg *before* writing
|
||||||
# to the sharedmem array to decrease latency, however, that
|
# to the sharedmem array to decrease latency, however, that
|
||||||
|
|
@ -712,21 +660,6 @@ async def sample_and_broadcast(
|
||||||
sub_key: str = broker_symbol.lower()
|
sub_key: str = broker_symbol.lower()
|
||||||
subs: set[Sub] = bus.get_subs(sub_key)
|
subs: set[Sub] = bus.get_subs(sub_key)
|
||||||
|
|
||||||
# TODO, figure out how to make this useful whilst
|
|
||||||
# incoporating feed "pausing" ..
|
|
||||||
#
|
|
||||||
# if not subs:
|
|
||||||
# all_bs_fqmes: list[str] = list(
|
|
||||||
# bus._subscribers.keys()
|
|
||||||
# )
|
|
||||||
# log.warning(
|
|
||||||
# f'No subscribers for {brokername!r} live-quote ??\n'
|
|
||||||
# f'broker_symbol: {broker_symbol}\n\n'
|
|
||||||
|
|
||||||
# f'Maybe the backend-sys symbol does not match one of,\n'
|
|
||||||
# f'{pfmt(all_bs_fqmes)}\n'
|
|
||||||
# )
|
|
||||||
|
|
||||||
# NOTE: by default the broker backend doesn't append
|
# NOTE: by default the broker backend doesn't append
|
||||||
# it's own "name" into the fqme schema (but maybe it
|
# it's own "name" into the fqme schema (but maybe it
|
||||||
# should?) so we have to manually generate the correct
|
# should?) so we have to manually generate the correct
|
||||||
|
|
@ -766,7 +699,7 @@ async def sample_and_broadcast(
|
||||||
log.warning(
|
log.warning(
|
||||||
f'Feed OVERRUN {sub_key}'
|
f'Feed OVERRUN {sub_key}'
|
||||||
f'@{bus.brokername} -> \n'
|
f'@{bus.brokername} -> \n'
|
||||||
f'feed @ {chan.aid.reprol()}\n'
|
f'feed @ {chan.uid}\n'
|
||||||
f'throttle = {throttle} Hz'
|
f'throttle = {throttle} Hz'
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
@ -796,14 +729,18 @@ async def sample_and_broadcast(
|
||||||
if lags > 10:
|
if lags > 10:
|
||||||
await tractor.pause()
|
await tractor.pause()
|
||||||
|
|
||||||
except Sampler.bcast_errors as ipc_err:
|
except (
|
||||||
|
trio.BrokenResourceError,
|
||||||
|
trio.ClosedResourceError,
|
||||||
|
trio.EndOfChannel,
|
||||||
|
):
|
||||||
ctx: Context = ipc._ctx
|
ctx: Context = ipc._ctx
|
||||||
chan: Channel = ctx.chan
|
chan: Channel = ctx.chan
|
||||||
if ctx:
|
if ctx:
|
||||||
log.warning(
|
log.warning(
|
||||||
f'Dropped `brokerd`-feed for {broker_symbol!r} due to,\n'
|
'Dropped `brokerd`-quotes-feed connection:\n'
|
||||||
f'x>) {ctx.cid}@{chan.uid}'
|
f'{broker_symbol}:'
|
||||||
f'|_{ipc_err!r}\n\n'
|
f'{ctx.cid}@{chan.uid}'
|
||||||
)
|
)
|
||||||
if sub.throttle_rate:
|
if sub.throttle_rate:
|
||||||
assert ipc._closed
|
assert ipc._closed
|
||||||
|
|
@ -820,11 +757,12 @@ async def sample_and_broadcast(
|
||||||
|
|
||||||
|
|
||||||
async def uniform_rate_send(
|
async def uniform_rate_send(
|
||||||
|
|
||||||
rate: float,
|
rate: float,
|
||||||
quote_stream: trio.abc.ReceiveChannel,
|
quote_stream: trio.abc.ReceiveChannel,
|
||||||
stream: MsgStream,
|
stream: MsgStream,
|
||||||
|
|
||||||
task_status: TaskStatus[None] = trio.TASK_STATUS_IGNORED,
|
task_status: TaskStatus = trio.TASK_STATUS_IGNORED,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
|
|
@ -842,16 +780,13 @@ async def uniform_rate_send(
|
||||||
https://gist.github.com/njsmith/7ea44ec07e901cb78ebe1dd8dd846cb9
|
https://gist.github.com/njsmith/7ea44ec07e901cb78ebe1dd8dd846cb9
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# ?TODO? dynamically compute the **actual** approx overhead latency per cycle
|
# TODO: compute the approx overhead latency per cycle
|
||||||
# instead of this magic # bidinezz?
|
left_to_sleep = throttle_period = 1/rate - 0.000616
|
||||||
throttle_period: float = 1/rate - 0.000616
|
|
||||||
left_to_sleep: float = throttle_period
|
|
||||||
|
|
||||||
# send cycle state
|
# send cycle state
|
||||||
first_quote: dict|None
|
|
||||||
first_quote = last_quote = None
|
first_quote = last_quote = None
|
||||||
last_send: float = time.time()
|
last_send = time.time()
|
||||||
diff: float = 0
|
diff = 0
|
||||||
|
|
||||||
task_status.started()
|
task_status.started()
|
||||||
ticks_by_type: dict[
|
ticks_by_type: dict[
|
||||||
|
|
@ -862,28 +797,22 @@ async def uniform_rate_send(
|
||||||
clear_types = _tick_groups['clears']
|
clear_types = _tick_groups['clears']
|
||||||
|
|
||||||
while True:
|
while True:
|
||||||
|
|
||||||
# compute the remaining time to sleep for this throttled cycle
|
# compute the remaining time to sleep for this throttled cycle
|
||||||
left_to_sleep: float = throttle_period - diff
|
left_to_sleep = throttle_period - diff
|
||||||
|
|
||||||
if left_to_sleep > 0:
|
if left_to_sleep > 0:
|
||||||
cs: trio.CancelScope
|
|
||||||
with trio.move_on_after(left_to_sleep) as cs:
|
with trio.move_on_after(left_to_sleep) as cs:
|
||||||
sym: str
|
|
||||||
last_quote: dict
|
|
||||||
try:
|
try:
|
||||||
sym, last_quote = await quote_stream.receive()
|
sym, last_quote = await quote_stream.receive()
|
||||||
except trio.EndOfChannel:
|
except trio.EndOfChannel:
|
||||||
log.exception(
|
log.exception(f"feed for {stream} ended?")
|
||||||
f'Live stream for feed for ended?\n'
|
|
||||||
f'<=c\n'
|
|
||||||
f' |_[{stream!r}\n'
|
|
||||||
)
|
|
||||||
break
|
break
|
||||||
|
|
||||||
diff: float = time.time() - last_send
|
diff = time.time() - last_send
|
||||||
|
|
||||||
if not first_quote:
|
if not first_quote:
|
||||||
first_quote: float = last_quote
|
first_quote = last_quote
|
||||||
# first_quote['tbt'] = ticks_by_type
|
# first_quote['tbt'] = ticks_by_type
|
||||||
|
|
||||||
if (throttle_period - diff) > 0:
|
if (throttle_period - diff) > 0:
|
||||||
|
|
@ -944,12 +873,11 @@ async def uniform_rate_send(
|
||||||
# TODO: now if only we could sync this to the display
|
# TODO: now if only we could sync this to the display
|
||||||
# rate timing exactly lul
|
# rate timing exactly lul
|
||||||
try:
|
try:
|
||||||
await stream.send({
|
await stream.send({sym: first_quote})
|
||||||
sym: first_quote
|
|
||||||
})
|
|
||||||
except tractor.RemoteActorError as rme:
|
except tractor.RemoteActorError as rme:
|
||||||
if rme.type is not tractor._exceptions.StreamOverrun:
|
if rme.type is not tractor._exceptions.StreamOverrun:
|
||||||
raise
|
raise
|
||||||
|
|
||||||
ctx = stream._ctx
|
ctx = stream._ctx
|
||||||
chan = ctx.chan
|
chan = ctx.chan
|
||||||
log.warning(
|
log.warning(
|
||||||
|
|
@ -957,28 +885,20 @@ async def uniform_rate_send(
|
||||||
f'{sym}:{ctx.cid}@{chan.uid}'
|
f'{sym}:{ctx.cid}@{chan.uid}'
|
||||||
)
|
)
|
||||||
|
|
||||||
# NOTE: any of these can be raised by `tractor`'s IPC
|
except (
|
||||||
|
# NOTE: any of these can be raised by ``tractor``'s IPC
|
||||||
# transport-layer and we want to be highly resilient
|
# transport-layer and we want to be highly resilient
|
||||||
# to consumers which crash or lose network connection.
|
# to consumers which crash or lose network connection.
|
||||||
# I.e. we **DO NOT** want to crash and propagate up to
|
# I.e. we **DO NOT** want to crash and propagate up to
|
||||||
# ``pikerd`` these kinds of errors!
|
# ``pikerd`` these kinds of errors!
|
||||||
except (
|
trio.ClosedResourceError,
|
||||||
|
trio.BrokenResourceError,
|
||||||
ConnectionResetError,
|
ConnectionResetError,
|
||||||
) + Sampler.bcast_errors as ipc_err:
|
trio.EndOfChannel,
|
||||||
match ipc_err:
|
):
|
||||||
case trio.EndOfChannel():
|
|
||||||
log.info(
|
|
||||||
f'{stream} terminated by peer,\n'
|
|
||||||
f'{ipc_err!r}'
|
|
||||||
)
|
|
||||||
case _:
|
|
||||||
# if the feed consumer goes down then drop
|
# if the feed consumer goes down then drop
|
||||||
# out of this rate limiter
|
# out of this rate limiter
|
||||||
log.warning(
|
log.warning(f'{stream} closed')
|
||||||
f'{stream} closed due to,\n'
|
|
||||||
f'{ipc_err!r}'
|
|
||||||
)
|
|
||||||
|
|
||||||
await stream.aclose()
|
await stream.aclose()
|
||||||
return
|
return
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -520,10 +520,7 @@ def open_shm_array(
|
||||||
|
|
||||||
# "unlink" created shm on process teardown by
|
# "unlink" created shm on process teardown by
|
||||||
# pushing teardown calls onto actor context stack
|
# pushing teardown calls onto actor context stack
|
||||||
stack = tractor.current_actor(
|
stack = tractor.current_actor().lifetime_stack
|
||||||
err_on_no_runtime=False,
|
|
||||||
).lifetime_stack
|
|
||||||
if stack:
|
|
||||||
stack.callback(shmarr.close)
|
stack.callback(shmarr.close)
|
||||||
stack.callback(shmarr.destroy)
|
stack.callback(shmarr.destroy)
|
||||||
|
|
||||||
|
|
@ -610,10 +607,7 @@ def attach_shm_array(
|
||||||
_known_tokens[key] = token
|
_known_tokens[key] = token
|
||||||
|
|
||||||
# "close" attached shm on actor teardown
|
# "close" attached shm on actor teardown
|
||||||
if (actor := tractor.current_actor(
|
tractor.current_actor().lifetime_stack.callback(sha.close)
|
||||||
err_on_no_runtime=False,
|
|
||||||
)):
|
|
||||||
actor.lifetime_stack.callback(sha.close)
|
|
||||||
|
|
||||||
return sha
|
return sha
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -31,7 +31,6 @@ from pathlib import Path
|
||||||
from pprint import pformat
|
from pprint import pformat
|
||||||
from typing import (
|
from typing import (
|
||||||
Any,
|
Any,
|
||||||
Callable,
|
|
||||||
Sequence,
|
Sequence,
|
||||||
Hashable,
|
Hashable,
|
||||||
TYPE_CHECKING,
|
TYPE_CHECKING,
|
||||||
|
|
@ -57,7 +56,7 @@ from piker.brokers import (
|
||||||
)
|
)
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from piker.accounting import (
|
from ..accounting import (
|
||||||
Asset,
|
Asset,
|
||||||
MktPair,
|
MktPair,
|
||||||
)
|
)
|
||||||
|
|
@ -162,36 +161,19 @@ class SymbologyCache(Struct):
|
||||||
'Implement `Client.get_assets()`!'
|
'Implement `Client.get_assets()`!'
|
||||||
)
|
)
|
||||||
|
|
||||||
get_mkt_pairs: Callable|None = getattr(
|
if get_mkt_pairs := getattr(client, 'get_mkt_pairs', None):
|
||||||
client,
|
|
||||||
'get_mkt_pairs',
|
|
||||||
None,
|
|
||||||
)
|
|
||||||
if not get_mkt_pairs:
|
|
||||||
log.warning(
|
|
||||||
'No symbology cache `Pair` support for `{provider}`..\n'
|
|
||||||
'Implement `Client.get_mkt_pairs()`!'
|
|
||||||
)
|
|
||||||
return self
|
|
||||||
|
|
||||||
pairs: dict[str, Struct] = await get_mkt_pairs()
|
pairs: dict[str, Struct] = await get_mkt_pairs()
|
||||||
if not pairs:
|
|
||||||
log.warning(
|
|
||||||
'No pairs from intial {provider!r} sym-cache request?\n\n'
|
|
||||||
'`Client.get_mkt_pairs()` -> {pairs!r} ?'
|
|
||||||
)
|
|
||||||
return self
|
|
||||||
|
|
||||||
for bs_fqme, pair in pairs.items():
|
for bs_fqme, pair in pairs.items():
|
||||||
|
|
||||||
|
# NOTE: every backend defined pair should
|
||||||
|
# declare it's ns path for roundtrip
|
||||||
|
# serialization lookup.
|
||||||
if not getattr(pair, 'ns_path', None):
|
if not getattr(pair, 'ns_path', None):
|
||||||
# XXX: every backend defined pair must declare
|
|
||||||
# a `.ns_path: tractor.NamespacePath` to enable
|
|
||||||
# roundtrip serialization lookup from a local
|
|
||||||
# cache file.
|
|
||||||
raise TypeError(
|
raise TypeError(
|
||||||
f'Pair-struct for {self.mod.name} MUST define a '
|
f'Pair-struct for {self.mod.name} MUST define a '
|
||||||
'`.ns_path: str`!\n\n'
|
'`.ns_path: str`!\n'
|
||||||
f'{pair!r}'
|
f'{pair}'
|
||||||
)
|
)
|
||||||
|
|
||||||
entry = await self.mod.get_mkt_info(pair.bs_fqme)
|
entry = await self.mod.get_mkt_info(pair.bs_fqme)
|
||||||
|
|
@ -225,6 +207,12 @@ class SymbologyCache(Struct):
|
||||||
pair,
|
pair,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
else:
|
||||||
|
log.warning(
|
||||||
|
'No symbology cache `Pair` support for `{provider}`..\n'
|
||||||
|
'Implement `Client.get_mkt_pairs()`!'
|
||||||
|
)
|
||||||
|
|
||||||
return self
|
return self
|
||||||
|
|
||||||
@classmethod
|
@classmethod
|
||||||
|
|
|
||||||
|
|
@ -26,9 +26,7 @@ from ..log import (
|
||||||
)
|
)
|
||||||
subsys: str = 'piker.data'
|
subsys: str = 'piker.data'
|
||||||
|
|
||||||
log = get_logger(
|
log = get_logger(subsys)
|
||||||
name=subsys,
|
|
||||||
)
|
|
||||||
|
|
||||||
get_console_log = partial(
|
get_console_log = partial(
|
||||||
get_console_log,
|
get_console_log,
|
||||||
|
|
|
||||||
|
|
@ -31,7 +31,6 @@ from typing import (
|
||||||
AsyncContextManager,
|
AsyncContextManager,
|
||||||
AsyncGenerator,
|
AsyncGenerator,
|
||||||
Iterable,
|
Iterable,
|
||||||
Type,
|
|
||||||
)
|
)
|
||||||
import json
|
import json
|
||||||
|
|
||||||
|
|
@ -68,7 +67,7 @@ class NoBsWs:
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# apparently we can QoS for all sorts of reasons..so catch em.
|
# apparently we can QoS for all sorts of reasons..so catch em.
|
||||||
recon_errors: tuple[Type[Exception]] = (
|
recon_errors = (
|
||||||
ConnectionClosed,
|
ConnectionClosed,
|
||||||
DisconnectionTimeout,
|
DisconnectionTimeout,
|
||||||
ConnectionRejected,
|
ConnectionRejected,
|
||||||
|
|
@ -106,10 +105,7 @@ class NoBsWs:
|
||||||
def connected(self) -> bool:
|
def connected(self) -> bool:
|
||||||
return self._connected.is_set()
|
return self._connected.is_set()
|
||||||
|
|
||||||
async def reset(
|
async def reset(self) -> None:
|
||||||
self,
|
|
||||||
timeout: float,
|
|
||||||
) -> bool:
|
|
||||||
'''
|
'''
|
||||||
Reset the underlying ws connection by cancelling
|
Reset the underlying ws connection by cancelling
|
||||||
the bg relay task and waiting for it to signal
|
the bg relay task and waiting for it to signal
|
||||||
|
|
@ -118,31 +114,18 @@ class NoBsWs:
|
||||||
'''
|
'''
|
||||||
self._connected = trio.Event()
|
self._connected = trio.Event()
|
||||||
self._cs.cancel()
|
self._cs.cancel()
|
||||||
with trio.move_on_after(timeout) as cs:
|
|
||||||
await self._connected.wait()
|
await self._connected.wait()
|
||||||
return True
|
|
||||||
|
|
||||||
assert cs.cancelled_caught
|
|
||||||
return False
|
|
||||||
|
|
||||||
async def send_msg(
|
async def send_msg(
|
||||||
self,
|
self,
|
||||||
data: Any,
|
data: Any,
|
||||||
timeout: float = 3,
|
|
||||||
) -> None:
|
) -> None:
|
||||||
while True:
|
while True:
|
||||||
try:
|
try:
|
||||||
msg: Any = self._dumps(data)
|
msg: Any = self._dumps(data)
|
||||||
return await self._ws.send_message(msg)
|
return await self._ws.send_message(msg)
|
||||||
except self.recon_errors:
|
except self.recon_errors:
|
||||||
with trio.CancelScope(shield=True):
|
await self.reset()
|
||||||
reconnected: bool = await self.reset(
|
|
||||||
timeout=timeout,
|
|
||||||
)
|
|
||||||
if not reconnected:
|
|
||||||
log.warning(
|
|
||||||
'Failed to reconnect after {timeout!r}s ??'
|
|
||||||
)
|
|
||||||
|
|
||||||
async def recv_msg(self) -> Any:
|
async def recv_msg(self) -> Any:
|
||||||
msg: Any = await self._rx.receive()
|
msg: Any = await self._rx.receive()
|
||||||
|
|
@ -208,9 +191,7 @@ async def _reconnect_forever(
|
||||||
f'{src_mod}\n'
|
f'{src_mod}\n'
|
||||||
f'{url} connection bail with:'
|
f'{url} connection bail with:'
|
||||||
)
|
)
|
||||||
with trio.CancelScope(shield=True):
|
|
||||||
await trio.sleep(0.5)
|
await trio.sleep(0.5)
|
||||||
|
|
||||||
rent_cs.cancel()
|
rent_cs.cancel()
|
||||||
|
|
||||||
# go back to reonnect loop in parent task
|
# go back to reonnect loop in parent task
|
||||||
|
|
@ -310,7 +291,6 @@ async def _reconnect_forever(
|
||||||
log.exception(
|
log.exception(
|
||||||
'Reconnect-attempt failed ??\n'
|
'Reconnect-attempt failed ??\n'
|
||||||
)
|
)
|
||||||
with trio.CancelScope(shield=True):
|
|
||||||
await trio.sleep(0.2) # throttle
|
await trio.sleep(0.2) # throttle
|
||||||
raise berr
|
raise berr
|
||||||
|
|
||||||
|
|
@ -371,7 +351,6 @@ async def open_autorecon_ws(
|
||||||
rcv: trio.MemoryReceiveChannel
|
rcv: trio.MemoryReceiveChannel
|
||||||
snd, rcv = trio.open_memory_channel(616)
|
snd, rcv = trio.open_memory_channel(616)
|
||||||
|
|
||||||
try:
|
|
||||||
async with (
|
async with (
|
||||||
tractor.trionics.collapse_eg(),
|
tractor.trionics.collapse_eg(),
|
||||||
trio.open_nursery() as tn
|
trio.open_nursery() as tn
|
||||||
|
|
@ -399,12 +378,6 @@ async def open_autorecon_ws(
|
||||||
finally:
|
finally:
|
||||||
tn.cancel_scope.cancel()
|
tn.cancel_scope.cancel()
|
||||||
|
|
||||||
except NoBsWs.recon_errors as con_err:
|
|
||||||
log.warning(
|
|
||||||
f'Entire ws-channel disconnect due to,\n'
|
|
||||||
f'con_err: {con_err!r}\n'
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
'''
|
'''
|
||||||
JSONRPC response-request style machinery for transparent multiplexing
|
JSONRPC response-request style machinery for transparent multiplexing
|
||||||
|
|
|
||||||
|
|
@ -62,6 +62,7 @@ from ._util import (
|
||||||
log,
|
log,
|
||||||
get_console_log,
|
get_console_log,
|
||||||
)
|
)
|
||||||
|
from .flows import Flume
|
||||||
from .validate import (
|
from .validate import (
|
||||||
FeedInit,
|
FeedInit,
|
||||||
validate_backend,
|
validate_backend,
|
||||||
|
|
@ -76,7 +77,6 @@ from ._sampling import (
|
||||||
)
|
)
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from .flows import Flume
|
|
||||||
from tractor._addr import Address
|
from tractor._addr import Address
|
||||||
from tractor.msg.types import Aid
|
from tractor.msg.types import Aid
|
||||||
|
|
||||||
|
|
@ -239,6 +239,7 @@ async def allocate_persistent_feed(
|
||||||
|
|
||||||
brokername: str,
|
brokername: str,
|
||||||
symstr: str,
|
symstr: str,
|
||||||
|
|
||||||
loglevel: str,
|
loglevel: str,
|
||||||
start_stream: bool = True,
|
start_stream: bool = True,
|
||||||
init_timeout: float = 616,
|
init_timeout: float = 616,
|
||||||
|
|
@ -277,7 +278,7 @@ async def allocate_persistent_feed(
|
||||||
# ``stream_quotes()``, a required broker backend endpoint.
|
# ``stream_quotes()``, a required broker backend endpoint.
|
||||||
init_msgs: (
|
init_msgs: (
|
||||||
list[FeedInit] # new
|
list[FeedInit] # new
|
||||||
|dict[str, dict[str, str]] # legacy / deprecated
|
| dict[str, dict[str, str]] # legacy / deprecated
|
||||||
)
|
)
|
||||||
|
|
||||||
# TODO: probably make a struct msg type for this as well
|
# TODO: probably make a struct msg type for this as well
|
||||||
|
|
@ -347,25 +348,18 @@ async def allocate_persistent_feed(
|
||||||
izero_rt,
|
izero_rt,
|
||||||
rt_shm,
|
rt_shm,
|
||||||
) = await bus.nursery.start(
|
) = await bus.nursery.start(
|
||||||
partial(
|
|
||||||
manage_history,
|
manage_history,
|
||||||
mod=mod,
|
mod,
|
||||||
mkt=mkt,
|
mkt,
|
||||||
some_data_ready=some_data_ready,
|
some_data_ready,
|
||||||
feed_is_live=feed_is_live,
|
feed_is_live,
|
||||||
loglevel=loglevel,
|
|
||||||
)
|
|
||||||
)
|
)
|
||||||
|
|
||||||
# yield back control to starting nursery once we receive either
|
# yield back control to starting nursery once we receive either
|
||||||
# some history or a real-time quote.
|
# some history or a real-time quote.
|
||||||
log.info(
|
log.info(f'loading OHLCV history: {fqme}')
|
||||||
f'loading OHLCV history: {fqme!r}\n'
|
|
||||||
)
|
|
||||||
await some_data_ready.wait()
|
await some_data_ready.wait()
|
||||||
|
|
||||||
# XXX, avoid cycle; it imports this mod.
|
|
||||||
from .flows import Flume
|
|
||||||
flume = Flume(
|
flume = Flume(
|
||||||
|
|
||||||
# TODO: we have to use this for now since currently the
|
# TODO: we have to use this for now since currently the
|
||||||
|
|
@ -462,6 +456,7 @@ async def allocate_persistent_feed(
|
||||||
|
|
||||||
@tractor.context
|
@tractor.context
|
||||||
async def open_feed_bus(
|
async def open_feed_bus(
|
||||||
|
|
||||||
ctx: tractor.Context,
|
ctx: tractor.Context,
|
||||||
brokername: str,
|
brokername: str,
|
||||||
symbols: list[str], # normally expected to the broker-specific fqme
|
symbols: list[str], # normally expected to the broker-specific fqme
|
||||||
|
|
@ -482,16 +477,13 @@ async def open_feed_bus(
|
||||||
|
|
||||||
'''
|
'''
|
||||||
if loglevel is None:
|
if loglevel is None:
|
||||||
loglevel: str = tractor.current_actor().loglevel
|
loglevel = tractor.current_actor().loglevel
|
||||||
|
|
||||||
# XXX: required to propagate ``tractor`` loglevel to piker
|
# XXX: required to propagate ``tractor`` loglevel to piker
|
||||||
# logging
|
# logging
|
||||||
get_console_log(
|
get_console_log(
|
||||||
level=(loglevel
|
loglevel
|
||||||
or
|
or tractor.current_actor().loglevel
|
||||||
tractor.current_actor().loglevel
|
|
||||||
),
|
|
||||||
name=__name__,
|
|
||||||
)
|
)
|
||||||
|
|
||||||
# local state sanity checks
|
# local state sanity checks
|
||||||
|
|
@ -506,6 +498,7 @@ async def open_feed_bus(
|
||||||
sub_registered = trio.Event()
|
sub_registered = trio.Event()
|
||||||
|
|
||||||
flumes: dict[str, Flume] = {}
|
flumes: dict[str, Flume] = {}
|
||||||
|
|
||||||
for symbol in symbols:
|
for symbol in symbols:
|
||||||
|
|
||||||
# if no cached feed for this symbol has been created for this
|
# if no cached feed for this symbol has been created for this
|
||||||
|
|
@ -689,7 +682,6 @@ class Feed(Struct):
|
||||||
'''
|
'''
|
||||||
mods: dict[str, ModuleType] = {}
|
mods: dict[str, ModuleType] = {}
|
||||||
portals: dict[ModuleType, tractor.Portal] = {}
|
portals: dict[ModuleType, tractor.Portal] = {}
|
||||||
|
|
||||||
flumes: dict[
|
flumes: dict[
|
||||||
str, # FQME
|
str, # FQME
|
||||||
Flume,
|
Flume,
|
||||||
|
|
@ -802,8 +794,9 @@ async def install_brokerd_search(
|
||||||
|
|
||||||
@acm
|
@acm
|
||||||
async def maybe_open_feed(
|
async def maybe_open_feed(
|
||||||
|
|
||||||
fqmes: list[str],
|
fqmes: list[str],
|
||||||
loglevel: str|None = None,
|
loglevel: str | None = None,
|
||||||
|
|
||||||
**kwargs,
|
**kwargs,
|
||||||
|
|
||||||
|
|
@ -855,12 +848,13 @@ async def maybe_open_feed(
|
||||||
|
|
||||||
@acm
|
@acm
|
||||||
async def open_feed(
|
async def open_feed(
|
||||||
|
|
||||||
fqmes: list[str],
|
fqmes: list[str],
|
||||||
|
|
||||||
loglevel: str|None = None,
|
loglevel: str | None = None,
|
||||||
allow_overruns: bool = True,
|
allow_overruns: bool = True,
|
||||||
start_stream: bool = True,
|
start_stream: bool = True,
|
||||||
tick_throttle: float|None = None, # Hz
|
tick_throttle: float | None = None, # Hz
|
||||||
|
|
||||||
allow_remote_ctl_ui: bool = False,
|
allow_remote_ctl_ui: bool = False,
|
||||||
|
|
||||||
|
|
@ -887,6 +881,7 @@ async def open_feed(
|
||||||
|
|
||||||
# one actor per brokerd for now
|
# one actor per brokerd for now
|
||||||
brokerd_ctxs = []
|
brokerd_ctxs = []
|
||||||
|
|
||||||
for brokermod, bfqmes in providers.items():
|
for brokermod, bfqmes in providers.items():
|
||||||
|
|
||||||
# if no `brokerd` for this backend exists yet we spawn
|
# if no `brokerd` for this backend exists yet we spawn
|
||||||
|
|
@ -956,8 +951,6 @@ async def open_feed(
|
||||||
|
|
||||||
assert len(feed.mods) == len(feed.portals)
|
assert len(feed.mods) == len(feed.portals)
|
||||||
|
|
||||||
# XXX, avoid cycle; it imports this mod.
|
|
||||||
from .flows import Flume
|
|
||||||
async with (
|
async with (
|
||||||
trionics.gather_contexts(bus_ctxs) as ctxs,
|
trionics.gather_contexts(bus_ctxs) as ctxs,
|
||||||
):
|
):
|
||||||
|
|
|
||||||
|
|
@ -36,10 +36,10 @@ from ._sharedmem import (
|
||||||
ShmArray,
|
ShmArray,
|
||||||
_Token,
|
_Token,
|
||||||
)
|
)
|
||||||
from piker.accounting import MktPair
|
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from piker.data.feed import Feed
|
from ..accounting import MktPair
|
||||||
|
from .feed import Feed
|
||||||
|
|
||||||
|
|
||||||
class Flume(Struct):
|
class Flume(Struct):
|
||||||
|
|
@ -82,7 +82,7 @@ class Flume(Struct):
|
||||||
|
|
||||||
# TODO: do we need this really if we can pull the `Portal` from
|
# TODO: do we need this really if we can pull the `Portal` from
|
||||||
# ``tractor``'s internals?
|
# ``tractor``'s internals?
|
||||||
feed: Feed|None = None
|
feed: Feed | None = None
|
||||||
|
|
||||||
@property
|
@property
|
||||||
def rt_shm(self) -> ShmArray:
|
def rt_shm(self) -> ShmArray:
|
||||||
|
|
|
||||||
|
|
@ -113,9 +113,9 @@ def validate_backend(
|
||||||
)
|
)
|
||||||
if ep is None:
|
if ep is None:
|
||||||
log.warning(
|
log.warning(
|
||||||
f'Provider backend {mod.name!r} is missing '
|
f'Provider backend {mod.name} is missing '
|
||||||
f'{daemon_name!r} support?\n'
|
f'{daemon_name} support :(\n'
|
||||||
f'|_module endpoint-func missing: {name!r}\n'
|
f'The following endpoint is missing: {name}'
|
||||||
)
|
)
|
||||||
|
|
||||||
inits: list[
|
inits: list[
|
||||||
|
|
|
||||||
|
|
@ -24,7 +24,6 @@ from functools import partial
|
||||||
from typing import (
|
from typing import (
|
||||||
AsyncIterator,
|
AsyncIterator,
|
||||||
Callable,
|
Callable,
|
||||||
TYPE_CHECKING,
|
|
||||||
)
|
)
|
||||||
|
|
||||||
import numpy as np
|
import numpy as np
|
||||||
|
|
@ -34,12 +33,12 @@ import tractor
|
||||||
from tractor.msg import NamespacePath
|
from tractor.msg import NamespacePath
|
||||||
|
|
||||||
from piker.types import Struct
|
from piker.types import Struct
|
||||||
from ..log import (
|
from ..log import get_logger, get_console_log
|
||||||
get_logger,
|
|
||||||
get_console_log,
|
|
||||||
)
|
|
||||||
from .. import data
|
from .. import data
|
||||||
from ..data.flows import Flume
|
from ..data.feed import (
|
||||||
|
Flume,
|
||||||
|
Feed,
|
||||||
|
)
|
||||||
from ..data._sharedmem import ShmArray
|
from ..data._sharedmem import ShmArray
|
||||||
from ..data._sampling import (
|
from ..data._sampling import (
|
||||||
_default_delay_s,
|
_default_delay_s,
|
||||||
|
|
@ -53,9 +52,6 @@ from ._api import (
|
||||||
)
|
)
|
||||||
from ..toolz import Profiler
|
from ..toolz import Profiler
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
|
||||||
from ..data.feed import Feed
|
|
||||||
|
|
||||||
log = get_logger(__name__)
|
log = get_logger(__name__)
|
||||||
|
|
||||||
|
|
||||||
|
|
@ -173,10 +169,8 @@ class Cascade(Struct):
|
||||||
if not synced:
|
if not synced:
|
||||||
fsp: Fsp = self.fsp
|
fsp: Fsp = self.fsp
|
||||||
log.warning(
|
log.warning(
|
||||||
f'***DESYNCED fsp***\n'
|
'***DESYNCED FSP***\n'
|
||||||
f'------------------\n'
|
f'{fsp.ns_path}@{src_shm.token}\n'
|
||||||
f'ns-path: {fsp.ns_path!r}\n'
|
|
||||||
f'shm-token: {src_shm.token}\n'
|
|
||||||
f'step_diff: {step_diff}\n'
|
f'step_diff: {step_diff}\n'
|
||||||
f'len_diff: {len_diff}\n'
|
f'len_diff: {len_diff}\n'
|
||||||
)
|
)
|
||||||
|
|
@ -404,6 +398,7 @@ async def connect_streams(
|
||||||
|
|
||||||
@tractor.context
|
@tractor.context
|
||||||
async def cascade(
|
async def cascade(
|
||||||
|
|
||||||
ctx: tractor.Context,
|
ctx: tractor.Context,
|
||||||
|
|
||||||
# data feed key
|
# data feed key
|
||||||
|
|
@ -417,7 +412,7 @@ async def cascade(
|
||||||
shm_registry: dict[str, _Token],
|
shm_registry: dict[str, _Token],
|
||||||
|
|
||||||
zero_on_step: bool = False,
|
zero_on_step: bool = False,
|
||||||
loglevel: str|None = None,
|
loglevel: str | None = None,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
|
|
@ -431,17 +426,7 @@ async def cascade(
|
||||||
)
|
)
|
||||||
|
|
||||||
if loglevel:
|
if loglevel:
|
||||||
log = get_console_log(
|
get_console_log(loglevel)
|
||||||
loglevel,
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
# XXX TODO!
|
|
||||||
# figure out why this writes a dict to,
|
|
||||||
# `tractor._state._runtime_vars['_root_mailbox']`
|
|
||||||
# XD .. wtf
|
|
||||||
# TODO, solve this as reported in,
|
|
||||||
# https://www.pikers.dev/pikers/piker/issues/70
|
|
||||||
# await tractor.pause()
|
|
||||||
|
|
||||||
src: Flume = Flume.from_msg(src_flume_addr)
|
src: Flume = Flume.from_msg(src_flume_addr)
|
||||||
dst: Flume = Flume.from_msg(
|
dst: Flume = Flume.from_msg(
|
||||||
|
|
@ -484,8 +469,7 @@ async def cascade(
|
||||||
# open a data feed stream with requested broker
|
# open a data feed stream with requested broker
|
||||||
feed: Feed
|
feed: Feed
|
||||||
async with data.feed.maybe_open_feed(
|
async with data.feed.maybe_open_feed(
|
||||||
fqmes=[fqme],
|
[fqme],
|
||||||
loglevel=loglevel,
|
|
||||||
|
|
||||||
# TODO throttle tick outputs from *this* daemon since
|
# TODO throttle tick outputs from *this* daemon since
|
||||||
# it'll emit tons of ticks due to the throttle only
|
# it'll emit tons of ticks due to the throttle only
|
||||||
|
|
@ -583,8 +567,7 @@ async def cascade(
|
||||||
# on every step msg received from the global `samplerd`
|
# on every step msg received from the global `samplerd`
|
||||||
# service.
|
# service.
|
||||||
async with open_sample_stream(
|
async with open_sample_stream(
|
||||||
period_s=float(delay_s),
|
float(delay_s)
|
||||||
loglevel=loglevel,
|
|
||||||
) as istream:
|
) as istream:
|
||||||
|
|
||||||
profiler(f'{func_name}: sample stream up')
|
profiler(f'{func_name}: sample stream up')
|
||||||
|
|
|
||||||
75
piker/log.py
75
piker/log.py
|
|
@ -18,8 +18,8 @@
|
||||||
Log like a forester!
|
Log like a forester!
|
||||||
"""
|
"""
|
||||||
import logging
|
import logging
|
||||||
import json
|
|
||||||
import reprlib
|
import reprlib
|
||||||
|
import json
|
||||||
from typing import (
|
from typing import (
|
||||||
Callable,
|
Callable,
|
||||||
)
|
)
|
||||||
|
|
@ -37,84 +37,35 @@ _proj_name: str = 'piker'
|
||||||
|
|
||||||
|
|
||||||
def get_logger(
|
def get_logger(
|
||||||
name: str|None = None,
|
name: str = None,
|
||||||
**tractor_log_kwargs,
|
|
||||||
) -> logging.Logger:
|
) -> logging.Logger:
|
||||||
'''
|
'''
|
||||||
Return the package log or a sub-logger if a `name=` is provided,
|
Return the package log or a sub-log for `name` if provided.
|
||||||
which defaults to the calling module's pkg-namespace path.
|
|
||||||
|
|
||||||
See `tractor.log.get_logger()` for details.
|
|
||||||
|
|
||||||
'''
|
'''
|
||||||
pkg_name: str = _proj_name
|
|
||||||
if (
|
|
||||||
name
|
|
||||||
and
|
|
||||||
pkg_name in name
|
|
||||||
):
|
|
||||||
name: str = name.lstrip(f'{_proj_name}.')
|
|
||||||
|
|
||||||
return tractor.log.get_logger(
|
return tractor.log.get_logger(
|
||||||
name=name,
|
name=name,
|
||||||
pkg_name=pkg_name,
|
_root_name=_proj_name,
|
||||||
**tractor_log_kwargs,
|
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
def get_console_log(
|
def get_console_log(
|
||||||
level: str|None = None,
|
level: str | None = None,
|
||||||
name: str|None = None,
|
name: str | None = None,
|
||||||
pkg_name: str|None = None,
|
|
||||||
with_tractor_log: bool = False,
|
|
||||||
# ?TODO, support a "log-spec" style `str|dict[str, str]` which
|
|
||||||
# dictates both the sublogger-key and a level?
|
|
||||||
# -> see similar idea in `modden`'s usage.
|
|
||||||
**tractor_log_kwargs,
|
|
||||||
|
|
||||||
) -> logging.Logger:
|
) -> logging.Logger:
|
||||||
'''
|
'''
|
||||||
Get the package logger and enable a handler which writes to
|
Get the package logger and enable a handler which writes to stderr.
|
||||||
stderr.
|
|
||||||
|
|
||||||
Yeah yeah, i know we can use `DictConfig`.
|
Yeah yeah, i know we can use ``DictConfig``. You do it...
|
||||||
You do it.. Bp
|
|
||||||
|
|
||||||
'''
|
'''
|
||||||
pkg_name: str = _proj_name
|
|
||||||
if (
|
|
||||||
name
|
|
||||||
and
|
|
||||||
pkg_name in name
|
|
||||||
):
|
|
||||||
name: str = name.lstrip(f'{_proj_name}.')
|
|
||||||
|
|
||||||
tll: str|None = None
|
|
||||||
if (
|
|
||||||
with_tractor_log is not False
|
|
||||||
):
|
|
||||||
tll = level
|
|
||||||
|
|
||||||
elif maybe_actor := tractor.current_actor(
|
|
||||||
err_on_no_runtime=False,
|
|
||||||
):
|
|
||||||
tll = maybe_actor.loglevel
|
|
||||||
|
|
||||||
if tll:
|
|
||||||
t_log = tractor.log.get_console_log(
|
|
||||||
level=tll,
|
|
||||||
name='tractor', # <- XXX, force root tractor log!
|
|
||||||
**tractor_log_kwargs,
|
|
||||||
)
|
|
||||||
# TODO/ allow only enabling certain tractor sub-logs?
|
|
||||||
assert t_log.name == 'tractor'
|
|
||||||
|
|
||||||
return tractor.log.get_console_log(
|
return tractor.log.get_console_log(
|
||||||
level=level,
|
level,
|
||||||
name=name,
|
name=name,
|
||||||
pkg_name=pkg_name,
|
_root_name=_proj_name,
|
||||||
**tractor_log_kwargs,
|
) # our root logger
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
def colorize_json(
|
def colorize_json(
|
||||||
|
|
@ -139,8 +90,6 @@ def colorize_json(
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
# TODO, eventually defer to the version in `modden` once
|
|
||||||
# it becomes a dep!
|
|
||||||
def mk_repr(
|
def mk_repr(
|
||||||
**repr_kws,
|
**repr_kws,
|
||||||
) -> Callable[[str], str]:
|
) -> Callable[[str], str]:
|
||||||
|
|
|
||||||
|
|
@ -21,6 +21,7 @@
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
import os
|
import os
|
||||||
from typing import (
|
from typing import (
|
||||||
|
Optional,
|
||||||
Any,
|
Any,
|
||||||
ClassVar,
|
ClassVar,
|
||||||
)
|
)
|
||||||
|
|
@ -31,11 +32,8 @@ from contextlib import (
|
||||||
import tractor
|
import tractor
|
||||||
import trio
|
import trio
|
||||||
|
|
||||||
from piker.log import (
|
|
||||||
get_console_log,
|
|
||||||
)
|
|
||||||
from ._util import (
|
from ._util import (
|
||||||
subsys,
|
get_console_log,
|
||||||
)
|
)
|
||||||
from ._mngr import (
|
from ._mngr import (
|
||||||
Services,
|
Services,
|
||||||
|
|
@ -61,7 +59,7 @@ async def open_piker_runtime(
|
||||||
registry_addrs: list[tuple[str, int]] = [],
|
registry_addrs: list[tuple[str, int]] = [],
|
||||||
|
|
||||||
enable_modules: list[str] = [],
|
enable_modules: list[str] = [],
|
||||||
loglevel: str|None = None,
|
loglevel: Optional[str] = None,
|
||||||
|
|
||||||
# XXX NOTE XXX: you should pretty much never want debug mode
|
# XXX NOTE XXX: you should pretty much never want debug mode
|
||||||
# for data daemons when running in production.
|
# for data daemons when running in production.
|
||||||
|
|
@ -71,7 +69,7 @@ async def open_piker_runtime(
|
||||||
# and spawn the service tree distributed per that.
|
# and spawn the service tree distributed per that.
|
||||||
start_method: str = 'trio',
|
start_method: str = 'trio',
|
||||||
|
|
||||||
tractor_runtime_overrides: dict|None = None,
|
tractor_runtime_overrides: dict | None = None,
|
||||||
**tractor_kwargs,
|
**tractor_kwargs,
|
||||||
|
|
||||||
) -> tuple[
|
) -> tuple[
|
||||||
|
|
@ -99,8 +97,7 @@ async def open_piker_runtime(
|
||||||
# setting it as the root actor on localhost.
|
# setting it as the root actor on localhost.
|
||||||
registry_addrs = (
|
registry_addrs = (
|
||||||
registry_addrs
|
registry_addrs
|
||||||
or
|
or [_default_reg_addr]
|
||||||
[_default_reg_addr]
|
|
||||||
)
|
)
|
||||||
|
|
||||||
if ems := tractor_kwargs.pop('enable_modules', None):
|
if ems := tractor_kwargs.pop('enable_modules', None):
|
||||||
|
|
@ -166,7 +163,8 @@ _root_modules: list[str] = [
|
||||||
@acm
|
@acm
|
||||||
async def open_pikerd(
|
async def open_pikerd(
|
||||||
registry_addrs: list[tuple[str, int]],
|
registry_addrs: list[tuple[str, int]],
|
||||||
loglevel: str|None = None,
|
|
||||||
|
loglevel: str | None = None,
|
||||||
|
|
||||||
# XXX: you should pretty much never want debug mode
|
# XXX: you should pretty much never want debug mode
|
||||||
# for data daemons when running in production.
|
# for data daemons when running in production.
|
||||||
|
|
@ -194,6 +192,7 @@ async def open_pikerd(
|
||||||
|
|
||||||
async with (
|
async with (
|
||||||
open_piker_runtime(
|
open_piker_runtime(
|
||||||
|
|
||||||
name=_root_dname,
|
name=_root_dname,
|
||||||
loglevel=loglevel,
|
loglevel=loglevel,
|
||||||
debug_mode=debug_mode,
|
debug_mode=debug_mode,
|
||||||
|
|
@ -274,10 +273,7 @@ async def maybe_open_pikerd(
|
||||||
|
|
||||||
'''
|
'''
|
||||||
if loglevel:
|
if loglevel:
|
||||||
get_console_log(
|
get_console_log(loglevel)
|
||||||
name=subsys,
|
|
||||||
level=loglevel
|
|
||||||
)
|
|
||||||
|
|
||||||
# subtle, we must have the runtime up here or portal lookup will fail
|
# subtle, we must have the runtime up here or portal lookup will fail
|
||||||
query_name = kwargs.pop(
|
query_name = kwargs.pop(
|
||||||
|
|
|
||||||
|
|
@ -49,15 +49,13 @@ from requests.exceptions import (
|
||||||
ReadTimeout,
|
ReadTimeout,
|
||||||
)
|
)
|
||||||
|
|
||||||
from piker.log import (
|
|
||||||
get_console_log,
|
|
||||||
get_logger,
|
|
||||||
)
|
|
||||||
from ._mngr import Services
|
from ._mngr import Services
|
||||||
|
from ._util import (
|
||||||
|
log, # sub-sys logger
|
||||||
|
get_console_log,
|
||||||
|
)
|
||||||
from .. import config
|
from .. import config
|
||||||
|
|
||||||
log = get_logger(name=__name__)
|
|
||||||
|
|
||||||
|
|
||||||
class DockerNotStarted(Exception):
|
class DockerNotStarted(Exception):
|
||||||
'Prolly you dint start da daemon bruh'
|
'Prolly you dint start da daemon bruh'
|
||||||
|
|
@ -338,16 +336,13 @@ class Container:
|
||||||
async def open_ahabd(
|
async def open_ahabd(
|
||||||
ctx: tractor.Context,
|
ctx: tractor.Context,
|
||||||
endpoint: str, # ns-pointer str-msg-type
|
endpoint: str, # ns-pointer str-msg-type
|
||||||
loglevel: str = 'cancel',
|
loglevel: str | None = None,
|
||||||
|
|
||||||
**ep_kwargs,
|
**ep_kwargs,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
log = get_console_log(
|
log = get_console_log(loglevel or 'cancel')
|
||||||
level=loglevel,
|
|
||||||
name='piker.service',
|
|
||||||
)
|
|
||||||
|
|
||||||
async with open_docker() as client:
|
async with open_docker() as client:
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -30,9 +30,8 @@ from contextlib import (
|
||||||
import tractor
|
import tractor
|
||||||
from trio.lowlevel import current_task
|
from trio.lowlevel import current_task
|
||||||
|
|
||||||
from piker.log import (
|
from ._util import (
|
||||||
get_console_log,
|
log, # sub-sys logger
|
||||||
get_logger,
|
|
||||||
)
|
)
|
||||||
from ._mngr import (
|
from ._mngr import (
|
||||||
Services,
|
Services,
|
||||||
|
|
@ -40,17 +39,16 @@ from ._mngr import (
|
||||||
from ._actor_runtime import maybe_open_pikerd
|
from ._actor_runtime import maybe_open_pikerd
|
||||||
from ._registry import find_service
|
from ._registry import find_service
|
||||||
|
|
||||||
log = get_logger(name=__name__)
|
|
||||||
|
|
||||||
|
|
||||||
@acm
|
@acm
|
||||||
async def maybe_spawn_daemon(
|
async def maybe_spawn_daemon(
|
||||||
|
|
||||||
service_name: str,
|
service_name: str,
|
||||||
service_task_target: Callable,
|
service_task_target: Callable,
|
||||||
|
|
||||||
spawn_args: dict[str, Any],
|
spawn_args: dict[str, Any],
|
||||||
|
|
||||||
loglevel: str|None = None,
|
loglevel: str | None = None,
|
||||||
singleton: bool = False,
|
singleton: bool = False,
|
||||||
|
|
||||||
**pikerd_kwargs,
|
**pikerd_kwargs,
|
||||||
|
|
@ -68,12 +66,6 @@ async def maybe_spawn_daemon(
|
||||||
clients.
|
clients.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
log = get_console_log(
|
|
||||||
level=loglevel,
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
assert log.name == 'piker.service'
|
|
||||||
|
|
||||||
# serialize access to this section to avoid
|
# serialize access to this section to avoid
|
||||||
# 2 or more tasks racing to create a daemon
|
# 2 or more tasks racing to create a daemon
|
||||||
lock = Services.locks[service_name]
|
lock = Services.locks[service_name]
|
||||||
|
|
@ -160,7 +152,8 @@ async def maybe_spawn_daemon(
|
||||||
|
|
||||||
|
|
||||||
async def spawn_emsd(
|
async def spawn_emsd(
|
||||||
loglevel: str|None = None,
|
|
||||||
|
loglevel: str | None = None,
|
||||||
**extra_tractor_kwargs
|
**extra_tractor_kwargs
|
||||||
|
|
||||||
) -> bool:
|
) -> bool:
|
||||||
|
|
@ -197,8 +190,9 @@ async def spawn_emsd(
|
||||||
|
|
||||||
@acm
|
@acm
|
||||||
async def maybe_open_emsd(
|
async def maybe_open_emsd(
|
||||||
|
|
||||||
brokername: str,
|
brokername: str,
|
||||||
loglevel: str|None = None,
|
loglevel: str | None = None,
|
||||||
|
|
||||||
**pikerd_kwargs,
|
**pikerd_kwargs,
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -34,9 +34,9 @@ from tractor import (
|
||||||
Portal,
|
Portal,
|
||||||
)
|
)
|
||||||
|
|
||||||
from piker.log import get_logger
|
from ._util import (
|
||||||
|
log, # sub-sys logger
|
||||||
log = get_logger(name=__name__)
|
)
|
||||||
|
|
||||||
|
|
||||||
# TODO: we need remote wrapping and a general soln:
|
# TODO: we need remote wrapping and a general soln:
|
||||||
|
|
|
||||||
|
|
@ -27,29 +27,15 @@ from typing import (
|
||||||
)
|
)
|
||||||
|
|
||||||
import tractor
|
import tractor
|
||||||
from tractor import (
|
from tractor import Portal
|
||||||
msg,
|
|
||||||
Actor,
|
from ._util import (
|
||||||
Portal,
|
log, # sub-sys logger
|
||||||
)
|
)
|
||||||
|
|
||||||
from piker.log import get_logger
|
|
||||||
|
|
||||||
log = get_logger(name=__name__)
|
|
||||||
|
|
||||||
# TODO? default path-space for UDS registry?
|
|
||||||
# [ ] needs to be Xplatform tho!
|
|
||||||
# _default_registry_path: Path = (
|
|
||||||
# Path(os.environ['XDG_RUNTIME_DIR'])
|
|
||||||
# /'piker'
|
|
||||||
# )
|
|
||||||
|
|
||||||
_default_registry_host: str = '127.0.0.1'
|
_default_registry_host: str = '127.0.0.1'
|
||||||
_default_registry_port: int = 6116
|
_default_registry_port: int = 6116
|
||||||
_default_reg_addr: tuple[
|
_default_reg_addr: tuple[str, int] = (
|
||||||
str,
|
|
||||||
int, # |str TODO, once we support UDS, see above.
|
|
||||||
] = (
|
|
||||||
_default_registry_host,
|
_default_registry_host,
|
||||||
_default_registry_port,
|
_default_registry_port,
|
||||||
)
|
)
|
||||||
|
|
@ -89,22 +75,16 @@ async def open_registry(
|
||||||
|
|
||||||
'''
|
'''
|
||||||
global _tractor_kwargs
|
global _tractor_kwargs
|
||||||
actor: Actor = tractor.current_actor()
|
actor = tractor.current_actor()
|
||||||
aid: msg.Aid = actor.aid
|
uid = actor.uid
|
||||||
uid: tuple[str, str] = aid.uid
|
preset_reg_addrs: list[tuple[str, int]] = Registry.addrs
|
||||||
preset_reg_addrs: list[
|
|
||||||
tuple[str, int]
|
|
||||||
] = Registry.addrs
|
|
||||||
if (
|
if (
|
||||||
preset_reg_addrs
|
preset_reg_addrs
|
||||||
and
|
and addrs
|
||||||
addrs
|
|
||||||
):
|
):
|
||||||
if preset_reg_addrs != addrs:
|
if preset_reg_addrs != addrs:
|
||||||
# if any(addr in preset_reg_addrs for addr in addrs):
|
# if any(addr in preset_reg_addrs for addr in addrs):
|
||||||
diff: set[
|
diff: set[tuple[str, int]] = set(preset_reg_addrs) - set(addrs)
|
||||||
tuple[str, int]
|
|
||||||
] = set(preset_reg_addrs) - set(addrs)
|
|
||||||
if diff:
|
if diff:
|
||||||
log.warning(
|
log.warning(
|
||||||
f'`{uid}` requested only subset of registrars: {addrs}\n'
|
f'`{uid}` requested only subset of registrars: {addrs}\n'
|
||||||
|
|
@ -118,6 +98,7 @@ async def open_registry(
|
||||||
)
|
)
|
||||||
|
|
||||||
was_set: bool = False
|
was_set: bool = False
|
||||||
|
|
||||||
if (
|
if (
|
||||||
not tractor.is_root_process()
|
not tractor.is_root_process()
|
||||||
and
|
and
|
||||||
|
|
@ -134,23 +115,16 @@ async def open_registry(
|
||||||
f"`{uid}` registry should already exist but doesn't?"
|
f"`{uid}` registry should already exist but doesn't?"
|
||||||
)
|
)
|
||||||
|
|
||||||
if not Registry.addrs:
|
if (
|
||||||
|
not Registry.addrs
|
||||||
|
):
|
||||||
was_set = True
|
was_set = True
|
||||||
Registry.addrs = (
|
Registry.addrs = addrs or [_default_reg_addr]
|
||||||
addrs
|
|
||||||
or
|
|
||||||
[_default_reg_addr]
|
|
||||||
)
|
|
||||||
|
|
||||||
# NOTE: only spot this seems currently used is inside
|
# NOTE: only spot this seems currently used is inside
|
||||||
# `.ui._exec` which is the (eventual qtloops) bootstrapping
|
# `.ui._exec` which is the (eventual qtloops) bootstrapping
|
||||||
# with guest mode.
|
# with guest mode.
|
||||||
reg_addrs: list[tuple[str, str|int]] = Registry.addrs
|
_tractor_kwargs['registry_addrs'] = Registry.addrs
|
||||||
# !TODO, a struct-API to stringently allow this only in special
|
|
||||||
# cases?
|
|
||||||
# -> better would be to have some way to (atomically) rewrite
|
|
||||||
# and entire `RuntimeVars`?? ideas welcome obvi..
|
|
||||||
_tractor_kwargs['registry_addrs'] = reg_addrs
|
|
||||||
|
|
||||||
try:
|
try:
|
||||||
yield Registry.addrs
|
yield Registry.addrs
|
||||||
|
|
@ -175,7 +149,7 @@ async def find_service(
|
||||||
| None
|
| None
|
||||||
):
|
):
|
||||||
# try:
|
# try:
|
||||||
reg_addrs: list[tuple[str, int|str]]
|
reg_addrs: list[tuple[str, int]]
|
||||||
async with open_registry(
|
async with open_registry(
|
||||||
addrs=(
|
addrs=(
|
||||||
registry_addrs
|
registry_addrs
|
||||||
|
|
@ -198,13 +172,15 @@ async def find_service(
|
||||||
only_first=first_only, # if set only returns single ref
|
only_first=first_only, # if set only returns single ref
|
||||||
) as maybe_portals:
|
) as maybe_portals:
|
||||||
if not maybe_portals:
|
if not maybe_portals:
|
||||||
log.info(
|
# log.info(
|
||||||
|
print(
|
||||||
f'Could NOT find service {service_name!r} -> {maybe_portals!r}'
|
f'Could NOT find service {service_name!r} -> {maybe_portals!r}'
|
||||||
)
|
)
|
||||||
yield None
|
yield None
|
||||||
return
|
return
|
||||||
|
|
||||||
log.info(
|
# log.info(
|
||||||
|
print(
|
||||||
f'Found service {service_name!r} -> {maybe_portals}'
|
f'Found service {service_name!r} -> {maybe_portals}'
|
||||||
)
|
)
|
||||||
yield maybe_portals
|
yield maybe_portals
|
||||||
|
|
@ -219,7 +195,8 @@ async def find_service(
|
||||||
|
|
||||||
async def check_for_service(
|
async def check_for_service(
|
||||||
service_name: str,
|
service_name: str,
|
||||||
) -> None|tuple[str, int]:
|
|
||||||
|
) -> None | tuple[str, int]:
|
||||||
'''
|
'''
|
||||||
Service daemon "liveness" predicate.
|
Service daemon "liveness" predicate.
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -14,12 +14,20 @@
|
||||||
# You should have received a copy of the GNU Affero General Public License
|
# 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/>.
|
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||||
"""
|
"""
|
||||||
Sub-sys module commons (if any ?? Bp).
|
Sub-sys module commons.
|
||||||
|
|
||||||
"""
|
"""
|
||||||
|
from functools import partial
|
||||||
|
|
||||||
|
from ..log import (
|
||||||
|
get_logger,
|
||||||
|
get_console_log,
|
||||||
|
)
|
||||||
subsys: str = 'piker.service'
|
subsys: str = 'piker.service'
|
||||||
|
|
||||||
# ?TODO, if we were going to keep a `get_console_log()` in here to be
|
log = get_logger(subsys)
|
||||||
# invoked at `import`-time, how do we dynamically hand in the
|
|
||||||
# `level=` value? seems too early in the runtime to be injected
|
get_console_log = partial(
|
||||||
# right?
|
get_console_log,
|
||||||
|
name=subsys,
|
||||||
|
)
|
||||||
|
|
|
||||||
|
|
@ -16,7 +16,6 @@
|
||||||
|
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
from contextlib import asynccontextmanager as acm
|
from contextlib import asynccontextmanager as acm
|
||||||
from pprint import pformat
|
|
||||||
from typing import (
|
from typing import (
|
||||||
Any,
|
Any,
|
||||||
TYPE_CHECKING,
|
TYPE_CHECKING,
|
||||||
|
|
@ -27,17 +26,12 @@ import asks
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
import docker
|
import docker
|
||||||
from ._ahab import DockerContainer
|
from ._ahab import DockerContainer
|
||||||
from . import (
|
|
||||||
Services,
|
|
||||||
)
|
|
||||||
|
|
||||||
from piker.log import (
|
from ._util import log # sub-sys logger
|
||||||
|
from ._util import (
|
||||||
get_console_log,
|
get_console_log,
|
||||||
get_logger,
|
|
||||||
)
|
)
|
||||||
|
|
||||||
log = get_logger(name=__name__)
|
|
||||||
|
|
||||||
|
|
||||||
# container level config
|
# container level config
|
||||||
_config = {
|
_config = {
|
||||||
|
|
@ -73,10 +67,7 @@ def start_elasticsearch(
|
||||||
elastic
|
elastic
|
||||||
|
|
||||||
'''
|
'''
|
||||||
get_console_log(
|
get_console_log('info', name=__name__)
|
||||||
level='info',
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
dcntr: DockerContainer = client.containers.run(
|
dcntr: DockerContainer = client.containers.run(
|
||||||
'piker:elastic',
|
'piker:elastic',
|
||||||
|
|
|
||||||
|
|
@ -52,18 +52,17 @@ import pendulum
|
||||||
# TODO: import this for specific error set expected by mkts client
|
# TODO: import this for specific error set expected by mkts client
|
||||||
# import purerpc
|
# import purerpc
|
||||||
|
|
||||||
from piker.data.feed import maybe_open_feed
|
from ..data.feed import maybe_open_feed
|
||||||
from . import Services
|
from . import Services
|
||||||
from piker.log import (
|
from ._util import (
|
||||||
|
log, # sub-sys logger
|
||||||
get_console_log,
|
get_console_log,
|
||||||
get_logger,
|
|
||||||
)
|
)
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
import docker
|
import docker
|
||||||
from ._ahab import DockerContainer
|
from ._ahab import DockerContainer
|
||||||
|
|
||||||
log = get_logger(name=__name__)
|
|
||||||
|
|
||||||
|
|
||||||
# ahabd-supervisor and container level config
|
# ahabd-supervisor and container level config
|
||||||
|
|
|
||||||
|
|
@ -43,6 +43,7 @@ from typing import (
|
||||||
|
|
||||||
import numpy as np
|
import numpy as np
|
||||||
|
|
||||||
|
|
||||||
from .. import config
|
from .. import config
|
||||||
from ..service import (
|
from ..service import (
|
||||||
check_for_service,
|
check_for_service,
|
||||||
|
|
@ -137,6 +138,16 @@ class StorageClient(
|
||||||
) -> None:
|
) -> None:
|
||||||
...
|
...
|
||||||
|
|
||||||
|
async def write_oi(
|
||||||
|
self,
|
||||||
|
fqme: str,
|
||||||
|
oi: np.ndarray,
|
||||||
|
append_and_duplicate: bool = True,
|
||||||
|
limit: int = int(800e3),
|
||||||
|
|
||||||
|
) -> None:
|
||||||
|
...
|
||||||
|
|
||||||
|
|
||||||
class TimeseriesNotFound(Exception):
|
class TimeseriesNotFound(Exception):
|
||||||
'''
|
'''
|
||||||
|
|
@ -151,10 +162,7 @@ class StorageConnectionError(ConnectionError):
|
||||||
|
|
||||||
'''
|
'''
|
||||||
|
|
||||||
def get_storagemod(
|
def get_storagemod(name: str) -> ModuleType:
|
||||||
name: str,
|
|
||||||
|
|
||||||
) -> ModuleType:
|
|
||||||
mod: ModuleType = import_module(
|
mod: ModuleType = import_module(
|
||||||
'.' + name,
|
'.' + name,
|
||||||
'piker.storage',
|
'piker.storage',
|
||||||
|
|
@ -167,12 +175,9 @@ def get_storagemod(
|
||||||
|
|
||||||
@acm
|
@acm
|
||||||
async def open_storage_client(
|
async def open_storage_client(
|
||||||
backend: str|None = None,
|
backend: str | None = None,
|
||||||
|
|
||||||
) -> tuple[
|
) -> tuple[ModuleType, StorageClient]:
|
||||||
ModuleType,
|
|
||||||
StorageClient,
|
|
||||||
]:
|
|
||||||
'''
|
'''
|
||||||
Load the ``StorageClient`` for named backend.
|
Load the ``StorageClient`` for named backend.
|
||||||
|
|
||||||
|
|
@ -272,10 +277,7 @@ async def open_tsdb_client(
|
||||||
from ..data.feed import maybe_open_feed
|
from ..data.feed import maybe_open_feed
|
||||||
|
|
||||||
async with (
|
async with (
|
||||||
open_storage_client() as (
|
open_storage_client() as (_, storage),
|
||||||
_,
|
|
||||||
storage,
|
|
||||||
),
|
|
||||||
|
|
||||||
maybe_open_feed(
|
maybe_open_feed(
|
||||||
[fqme],
|
[fqme],
|
||||||
|
|
@ -283,7 +285,7 @@ async def open_tsdb_client(
|
||||||
|
|
||||||
) as feed,
|
) as feed,
|
||||||
):
|
):
|
||||||
profiler(f'opened feed for {fqme!r}')
|
profiler(f'opened feed for {fqme}')
|
||||||
|
|
||||||
# to_append = feed.hist_shm.array
|
# to_append = feed.hist_shm.array
|
||||||
# to_prepend = None
|
# to_prepend = None
|
||||||
|
|
|
||||||
|
|
@ -19,10 +19,16 @@ Storage middle-ware CLIs.
|
||||||
|
|
||||||
"""
|
"""
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
# from datetime import datetime
|
||||||
|
# from contextlib import (
|
||||||
|
# AsyncExitStack,
|
||||||
|
# )
|
||||||
from pathlib import Path
|
from pathlib import Path
|
||||||
|
from math import copysign
|
||||||
import time
|
import time
|
||||||
from types import ModuleType
|
from types import ModuleType
|
||||||
from typing import (
|
from typing import (
|
||||||
|
Any,
|
||||||
TYPE_CHECKING,
|
TYPE_CHECKING,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
@ -41,6 +47,7 @@ from piker.data import (
|
||||||
ShmArray,
|
ShmArray,
|
||||||
)
|
)
|
||||||
from piker import tsp
|
from piker import tsp
|
||||||
|
from piker.data._formatters import BGM
|
||||||
from . import log
|
from . import log
|
||||||
from . import (
|
from . import (
|
||||||
__tsdbs__,
|
__tsdbs__,
|
||||||
|
|
@ -235,12 +242,122 @@ def anal(
|
||||||
trio.run(main)
|
trio.run(main)
|
||||||
|
|
||||||
|
|
||||||
|
async def markup_gaps(
|
||||||
|
fqme: str,
|
||||||
|
timeframe: float,
|
||||||
|
actl: AnnotCtl,
|
||||||
|
wdts: pl.DataFrame,
|
||||||
|
gaps: pl.DataFrame,
|
||||||
|
|
||||||
|
) -> dict[int, dict]:
|
||||||
|
'''
|
||||||
|
Remote annotate time-gaps in a dt-fielded ts (normally OHLC)
|
||||||
|
with rectangles.
|
||||||
|
|
||||||
|
'''
|
||||||
|
aids: dict[int] = {}
|
||||||
|
for i in range(gaps.height):
|
||||||
|
|
||||||
|
row: pl.DataFrame = gaps[i]
|
||||||
|
|
||||||
|
# the gap's RIGHT-most bar's OPEN value
|
||||||
|
# at that time (sample) step.
|
||||||
|
iend: int = row['index'][0]
|
||||||
|
# dt: datetime = row['dt'][0]
|
||||||
|
# dt_prev: datetime = row['dt_prev'][0]
|
||||||
|
# dt_end_t: float = dt.timestamp()
|
||||||
|
|
||||||
|
|
||||||
|
# TODO: can we eventually remove this
|
||||||
|
# once we figure out why the epoch cols
|
||||||
|
# don't match?
|
||||||
|
# TODO: FIX HOW/WHY these aren't matching
|
||||||
|
# and are instead off by 4hours (EST
|
||||||
|
# vs. UTC?!?!)
|
||||||
|
# end_t: float = row['time']
|
||||||
|
# assert (
|
||||||
|
# dt.timestamp()
|
||||||
|
# ==
|
||||||
|
# end_t
|
||||||
|
# )
|
||||||
|
|
||||||
|
# the gap's LEFT-most bar's CLOSE value
|
||||||
|
# at that time (sample) step.
|
||||||
|
prev_r: pl.DataFrame = wdts.filter(
|
||||||
|
pl.col('index') == iend - 1
|
||||||
|
)
|
||||||
|
# XXX: probably a gap in the (newly sorted or de-duplicated)
|
||||||
|
# dt-df, so we might need to re-index first..
|
||||||
|
if prev_r.is_empty():
|
||||||
|
await tractor.pause()
|
||||||
|
|
||||||
|
istart: int = prev_r['index'][0]
|
||||||
|
# dt_start_t: float = dt_prev.timestamp()
|
||||||
|
|
||||||
|
# start_t: float = prev_r['time']
|
||||||
|
# assert (
|
||||||
|
# dt_start_t
|
||||||
|
# ==
|
||||||
|
# start_t
|
||||||
|
# )
|
||||||
|
|
||||||
|
# TODO: implement px-col width measure
|
||||||
|
# and ensure at least as many px-cols
|
||||||
|
# shown per rect as configured by user.
|
||||||
|
# gap_w: float = abs((iend - istart))
|
||||||
|
# if gap_w < 6:
|
||||||
|
# margin: float = 6
|
||||||
|
# iend += margin
|
||||||
|
# istart -= margin
|
||||||
|
|
||||||
|
rect_gap: float = BGM*3/8
|
||||||
|
opn: float = row['open'][0]
|
||||||
|
ro: tuple[float, float] = (
|
||||||
|
# dt_end_t,
|
||||||
|
iend + rect_gap + 1,
|
||||||
|
opn,
|
||||||
|
)
|
||||||
|
cls: float = prev_r['close'][0]
|
||||||
|
lc: tuple[float, float] = (
|
||||||
|
# dt_start_t,
|
||||||
|
istart - rect_gap, # + 1 ,
|
||||||
|
cls,
|
||||||
|
)
|
||||||
|
|
||||||
|
color: str = 'dad_blue'
|
||||||
|
diff: float = cls - opn
|
||||||
|
sgn: float = copysign(1, diff)
|
||||||
|
color: str = {
|
||||||
|
-1: 'buy_green',
|
||||||
|
1: 'sell_red',
|
||||||
|
}[sgn]
|
||||||
|
|
||||||
|
rect_kwargs: dict[str, Any] = dict(
|
||||||
|
fqme=fqme,
|
||||||
|
timeframe=timeframe,
|
||||||
|
start_pos=lc,
|
||||||
|
end_pos=ro,
|
||||||
|
color=color,
|
||||||
|
)
|
||||||
|
|
||||||
|
aid: int = await actl.add_rect(**rect_kwargs)
|
||||||
|
assert aid
|
||||||
|
aids[aid] = rect_kwargs
|
||||||
|
|
||||||
|
# tell chart to redraw all its
|
||||||
|
# graphics view layers Bo
|
||||||
|
await actl.redraw(
|
||||||
|
fqme=fqme,
|
||||||
|
timeframe=timeframe,
|
||||||
|
)
|
||||||
|
return aids
|
||||||
|
|
||||||
|
|
||||||
@store.command()
|
@store.command()
|
||||||
def ldshm(
|
def ldshm(
|
||||||
fqme: str,
|
fqme: str,
|
||||||
write_parquet: bool = True,
|
write_parquet: bool = True,
|
||||||
reload_parquet_to_shm: bool = True,
|
reload_parquet_to_shm: bool = True,
|
||||||
pdb: bool = False, # --pdb passed?
|
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
|
|
@ -260,7 +377,7 @@ def ldshm(
|
||||||
open_piker_runtime(
|
open_piker_runtime(
|
||||||
'polars_boi',
|
'polars_boi',
|
||||||
enable_modules=['piker.data._sharedmem'],
|
enable_modules=['piker.data._sharedmem'],
|
||||||
debug_mode=pdb,
|
debug_mode=True,
|
||||||
),
|
),
|
||||||
open_storage_client() as (
|
open_storage_client() as (
|
||||||
mod,
|
mod,
|
||||||
|
|
@ -280,9 +397,6 @@ def ldshm(
|
||||||
|
|
||||||
times: np.ndarray = shm.array['time']
|
times: np.ndarray = shm.array['time']
|
||||||
d1: float = float(times[-1] - times[-2])
|
d1: float = float(times[-1] - times[-2])
|
||||||
d2: float = 0
|
|
||||||
# XXX, take a median sample rate if sufficient data
|
|
||||||
if times.size > 2:
|
|
||||||
d2: float = float(times[-2] - times[-3])
|
d2: float = float(times[-2] - times[-3])
|
||||||
med: float = np.median(np.diff(times))
|
med: float = np.median(np.diff(times))
|
||||||
if (
|
if (
|
||||||
|
|
@ -293,6 +407,7 @@ def ldshm(
|
||||||
raise ValueError(
|
raise ValueError(
|
||||||
f'Something is wrong with time period for {shm}:\n{times}'
|
f'Something is wrong with time period for {shm}:\n{times}'
|
||||||
)
|
)
|
||||||
|
|
||||||
period_s: float = float(max(d1, d2, med))
|
period_s: float = float(max(d1, d2, med))
|
||||||
|
|
||||||
null_segs: tuple = tsp.get_null_segs(
|
null_segs: tuple = tsp.get_null_segs(
|
||||||
|
|
@ -302,8 +417,6 @@ def ldshm(
|
||||||
|
|
||||||
# TODO: call null-seg fixer somehow?
|
# TODO: call null-seg fixer somehow?
|
||||||
if null_segs:
|
if null_segs:
|
||||||
|
|
||||||
if tractor._state.is_debug_mode():
|
|
||||||
await tractor.pause()
|
await tractor.pause()
|
||||||
# async with (
|
# async with (
|
||||||
# trio.open_nursery() as tn,
|
# trio.open_nursery() as tn,
|
||||||
|
|
@ -328,35 +441,9 @@ def ldshm(
|
||||||
wdts,
|
wdts,
|
||||||
deduped,
|
deduped,
|
||||||
diff,
|
diff,
|
||||||
valid_races,
|
) = tsp.dedupe(
|
||||||
dq_issues,
|
|
||||||
) = tsp.dedupe_ohlcv_smart(
|
|
||||||
shm_df,
|
shm_df,
|
||||||
)
|
period=period_s,
|
||||||
|
|
||||||
# Report duplicate analysis
|
|
||||||
if diff > 0:
|
|
||||||
log.info(
|
|
||||||
f'Removed {diff} duplicate timestamp(s)\n'
|
|
||||||
)
|
|
||||||
if valid_races is not None:
|
|
||||||
identical: int = (
|
|
||||||
valid_races
|
|
||||||
.filter(pl.col('identical_bars'))
|
|
||||||
.height
|
|
||||||
)
|
|
||||||
monotonic: int = valid_races.height - identical
|
|
||||||
log.info(
|
|
||||||
f'Valid race conditions: {valid_races.height}\n'
|
|
||||||
f' - Identical bars: {identical}\n'
|
|
||||||
f' - Volume monotonic: {monotonic}\n'
|
|
||||||
)
|
|
||||||
|
|
||||||
if dq_issues is not None:
|
|
||||||
log.warning(
|
|
||||||
f'DATA QUALITY ISSUES from provider: '
|
|
||||||
f'{dq_issues.height} timestamp(s)\n'
|
|
||||||
f'{dq_issues}\n'
|
|
||||||
)
|
)
|
||||||
|
|
||||||
# detect gaps from in expected (uniform OHLC) sample period
|
# detect gaps from in expected (uniform OHLC) sample period
|
||||||
|
|
@ -373,8 +460,7 @@ def ldshm(
|
||||||
|
|
||||||
# TODO: actually pull the exact duration
|
# TODO: actually pull the exact duration
|
||||||
# expected for each venue operational period?
|
# expected for each venue operational period?
|
||||||
# gap_dt_unit='day',
|
gap_dt_unit='days',
|
||||||
gap_dt_unit='day',
|
|
||||||
gap_thresh=1,
|
gap_thresh=1,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
@ -385,11 +471,8 @@ def ldshm(
|
||||||
if (
|
if (
|
||||||
not venue_gaps.is_empty()
|
not venue_gaps.is_empty()
|
||||||
or (
|
or (
|
||||||
not step_gaps.is_empty()
|
period_s < 60
|
||||||
# XXX, i presume i put this bc i was guarding
|
and not step_gaps.is_empty()
|
||||||
# for ib venue gaps?
|
|
||||||
# and
|
|
||||||
# period_s < 60
|
|
||||||
)
|
)
|
||||||
):
|
):
|
||||||
# write repaired ts to parquet-file?
|
# write repaired ts to parquet-file?
|
||||||
|
|
@ -438,7 +521,7 @@ def ldshm(
|
||||||
do_markup_gaps: bool = True
|
do_markup_gaps: bool = True
|
||||||
if do_markup_gaps:
|
if do_markup_gaps:
|
||||||
new_df: pl.DataFrame = tsp.np2pl(new)
|
new_df: pl.DataFrame = tsp.np2pl(new)
|
||||||
aids: dict = await tsp._annotate.markup_gaps(
|
aids: dict = await markup_gaps(
|
||||||
fqme,
|
fqme,
|
||||||
period_s,
|
period_s,
|
||||||
actl,
|
actl,
|
||||||
|
|
@ -447,23 +530,12 @@ def ldshm(
|
||||||
)
|
)
|
||||||
# last chance manual overwrites in REPL
|
# last chance manual overwrites in REPL
|
||||||
# await tractor.pause()
|
# await tractor.pause()
|
||||||
if not aids:
|
assert aids
|
||||||
log.warning(
|
|
||||||
f'No gaps were found !?\n'
|
|
||||||
f'fqme: {fqme!r}\n'
|
|
||||||
f'timeframe: {period_s!r}\n'
|
|
||||||
f"WELL THAT'S GOOD NOOZ!\n"
|
|
||||||
)
|
|
||||||
tf2aids[period_s] = aids
|
tf2aids[period_s] = aids
|
||||||
|
|
||||||
else:
|
else:
|
||||||
# No significant gaps to handle, but may have had
|
# allow interaction even when no ts problems.
|
||||||
# duplicates removed (valid race conditions are ok)
|
assert not diff
|
||||||
if diff > 0 and dq_issues is not None:
|
|
||||||
log.warning(
|
|
||||||
'Found duplicates with data quality issues '
|
|
||||||
'but no significant time gaps!\n'
|
|
||||||
)
|
|
||||||
|
|
||||||
await tractor.pause()
|
await tractor.pause()
|
||||||
log.info('Exiting TSP shm anal-izer!')
|
log.info('Exiting TSP shm anal-izer!')
|
||||||
|
|
|
||||||
|
|
@ -111,6 +111,24 @@ def mk_ohlcv_shm_keyed_filepath(
|
||||||
return path
|
return path
|
||||||
|
|
||||||
|
|
||||||
|
def mk_oi_shm_keyed_filepath(
|
||||||
|
fqme: str,
|
||||||
|
period: float | int,
|
||||||
|
datadir: Path,
|
||||||
|
|
||||||
|
) -> Path:
|
||||||
|
|
||||||
|
if period < 1.:
|
||||||
|
raise ValueError('Sample period should be >= 1.!?')
|
||||||
|
|
||||||
|
path: Path = (
|
||||||
|
datadir
|
||||||
|
/
|
||||||
|
f'{fqme}.oi{int(period)}s.parquet'
|
||||||
|
)
|
||||||
|
return path
|
||||||
|
|
||||||
|
|
||||||
def unpack_fqme_from_parquet_filepath(path: Path) -> str:
|
def unpack_fqme_from_parquet_filepath(path: Path) -> str:
|
||||||
|
|
||||||
filename: str = str(path.name)
|
filename: str = str(path.name)
|
||||||
|
|
@ -172,7 +190,11 @@ class NativeStorageClient:
|
||||||
|
|
||||||
key: str = path.name.rstrip('.parquet')
|
key: str = path.name.rstrip('.parquet')
|
||||||
fqme, _, descr = key.rpartition('.')
|
fqme, _, descr = key.rpartition('.')
|
||||||
|
if 'ohlcv' in descr:
|
||||||
prefix, _, suffix = descr.partition('ohlcv')
|
prefix, _, suffix = descr.partition('ohlcv')
|
||||||
|
elif 'oi' in descr:
|
||||||
|
prefix, _, suffix = descr.partition('oi')
|
||||||
|
|
||||||
period: int = int(suffix.strip('s'))
|
period: int = int(suffix.strip('s'))
|
||||||
|
|
||||||
# cache description data
|
# cache description data
|
||||||
|
|
@ -369,6 +391,61 @@ class NativeStorageClient:
|
||||||
timeframe,
|
timeframe,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
def _write_oi(
|
||||||
|
self,
|
||||||
|
fqme: str,
|
||||||
|
oi: np.ndarray,
|
||||||
|
|
||||||
|
) -> Path:
|
||||||
|
'''
|
||||||
|
Sync version of the public interface meth, since we don't
|
||||||
|
currently actually need or support an async impl.
|
||||||
|
|
||||||
|
'''
|
||||||
|
path: Path = mk_oi_shm_keyed_filepath(
|
||||||
|
fqme=fqme,
|
||||||
|
period=1,
|
||||||
|
datadir=self._datadir,
|
||||||
|
)
|
||||||
|
if isinstance(oi, np.ndarray):
|
||||||
|
new_df: pl.DataFrame = tsp.np2pl(oi)
|
||||||
|
else:
|
||||||
|
new_df = oi
|
||||||
|
|
||||||
|
if path.exists():
|
||||||
|
old_df = pl.read_parquet(path)
|
||||||
|
df = pl.concat([old_df, new_df])
|
||||||
|
else:
|
||||||
|
df = new_df
|
||||||
|
|
||||||
|
start = time.time()
|
||||||
|
df.write_parquet(path)
|
||||||
|
delay: float = round(
|
||||||
|
time.time() - start,
|
||||||
|
ndigits=6,
|
||||||
|
)
|
||||||
|
log.info(
|
||||||
|
f'parquet write took {delay} secs\n'
|
||||||
|
f'file path: {path}'
|
||||||
|
)
|
||||||
|
return path
|
||||||
|
|
||||||
|
async def write_oi(
|
||||||
|
self,
|
||||||
|
fqme: str,
|
||||||
|
oi: np.ndarray,
|
||||||
|
|
||||||
|
) -> Path:
|
||||||
|
'''
|
||||||
|
Write input oi time series for fqme and sampling period
|
||||||
|
to (local) disk.
|
||||||
|
|
||||||
|
'''
|
||||||
|
return self._write_oi(
|
||||||
|
fqme,
|
||||||
|
oi,
|
||||||
|
)
|
||||||
|
|
||||||
async def delete_ts(
|
async def delete_ts(
|
||||||
self,
|
self,
|
||||||
key: str,
|
key: str,
|
||||||
|
|
|
||||||
File diff suppressed because it is too large
Load Diff
|
|
@ -54,10 +54,10 @@ from ..log import (
|
||||||
# for "time series processing"
|
# for "time series processing"
|
||||||
subsys: str = 'piker.tsp'
|
subsys: str = 'piker.tsp'
|
||||||
|
|
||||||
log = get_logger(name=__name__)
|
log = get_logger(subsys)
|
||||||
get_console_log = partial(
|
get_console_log = partial(
|
||||||
get_console_log,
|
get_console_log,
|
||||||
name=subsys, # activate for subsys-pkg "downward"
|
name=subsys,
|
||||||
)
|
)
|
||||||
|
|
||||||
# NOTE: union type-defs to handle generic `numpy` and `polars` types
|
# NOTE: union type-defs to handle generic `numpy` and `polars` types
|
||||||
|
|
@ -275,18 +275,6 @@ def get_null_segs(
|
||||||
# diff of abs index steps between each zeroed row
|
# diff of abs index steps between each zeroed row
|
||||||
absi_zdiff: np.ndarray = np.diff(absi_zeros)
|
absi_zdiff: np.ndarray = np.diff(absi_zeros)
|
||||||
|
|
||||||
if zero_t.size < 2:
|
|
||||||
try:
|
|
||||||
breakpoint()
|
|
||||||
except RuntimeError:
|
|
||||||
# XXX, if greenback not active from
|
|
||||||
# piker store ldshm cmd..
|
|
||||||
log.exception(
|
|
||||||
"Can't debug single-sample null!\n"
|
|
||||||
)
|
|
||||||
|
|
||||||
return None
|
|
||||||
|
|
||||||
# scan for all frame-indices where the
|
# scan for all frame-indices where the
|
||||||
# zeroed-row-abs-index-step-diff is greater then the
|
# zeroed-row-abs-index-step-diff is greater then the
|
||||||
# expected increment of 1.
|
# expected increment of 1.
|
||||||
|
|
@ -446,8 +434,8 @@ def get_null_segs(
|
||||||
|
|
||||||
def iter_null_segs(
|
def iter_null_segs(
|
||||||
timeframe: float,
|
timeframe: float,
|
||||||
frame: Frame|None = None,
|
frame: Frame | None = None,
|
||||||
null_segs: tuple|None = None,
|
null_segs: tuple | None = None,
|
||||||
|
|
||||||
) -> Generator[
|
) -> Generator[
|
||||||
tuple[
|
tuple[
|
||||||
|
|
@ -499,8 +487,7 @@ def iter_null_segs(
|
||||||
start_dt = None
|
start_dt = None
|
||||||
if (
|
if (
|
||||||
absi_start is not None
|
absi_start is not None
|
||||||
and
|
and start_t != 0
|
||||||
start_t != 0
|
|
||||||
):
|
):
|
||||||
fi_start: int = absi_start - absi_first
|
fi_start: int = absi_start - absi_first
|
||||||
start_row: Seq = frame[fi_start]
|
start_row: Seq = frame[fi_start]
|
||||||
|
|
@ -514,8 +501,8 @@ def iter_null_segs(
|
||||||
yield (
|
yield (
|
||||||
absi_start, absi_end, # abs indices
|
absi_start, absi_end, # abs indices
|
||||||
fi_start, fi_end, # relative "frame" indices
|
fi_start, fi_end, # relative "frame" indices
|
||||||
start_t, end_t, # epoch times
|
start_t, end_t,
|
||||||
start_dt, end_dt, # dts
|
start_dt, end_dt,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
|
|
@ -591,22 +578,11 @@ def detect_time_gaps(
|
||||||
# NOTE: this flag is to indicate that on this (sampling) time
|
# NOTE: this flag is to indicate that on this (sampling) time
|
||||||
# scale we expect to only be filtering against larger venue
|
# scale we expect to only be filtering against larger venue
|
||||||
# closures-scale time gaps.
|
# closures-scale time gaps.
|
||||||
#
|
|
||||||
# Map to total_ method since `dt_diff` is a duration type,
|
|
||||||
# not datetime - modern polars requires `total_*` methods
|
|
||||||
# for duration types (e.g. `total_days()` not `day()`)
|
|
||||||
# Ensure plural form for polars API (e.g. 'day' -> 'days')
|
|
||||||
unit_plural: str = (
|
|
||||||
gap_dt_unit
|
|
||||||
if gap_dt_unit.endswith('s')
|
|
||||||
else f'{gap_dt_unit}s'
|
|
||||||
)
|
|
||||||
duration_method: str = f'total_{unit_plural}'
|
|
||||||
return step_gaps.filter(
|
return step_gaps.filter(
|
||||||
# Second by an arbitrary dt-unit step size
|
# Second by an arbitrary dt-unit step size
|
||||||
getattr(
|
getattr(
|
||||||
pl.col('dt_diff').dt,
|
pl.col('dt_diff').dt,
|
||||||
duration_method,
|
gap_dt_unit,
|
||||||
)().abs() > gap_thresh
|
)().abs() > gap_thresh
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -1,306 +0,0 @@
|
||||||
# piker: trading gear for hackers
|
|
||||||
# Copyright (C) 2018-present Tyler Goodlet (in stewardship of 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 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/>.
|
|
||||||
|
|
||||||
"""
|
|
||||||
Time-series (remote) annotation APIs.
|
|
||||||
|
|
||||||
"""
|
|
||||||
from __future__ import annotations
|
|
||||||
from math import copysign
|
|
||||||
from typing import (
|
|
||||||
Any,
|
|
||||||
TYPE_CHECKING,
|
|
||||||
)
|
|
||||||
|
|
||||||
import polars as pl
|
|
||||||
import tractor
|
|
||||||
|
|
||||||
from piker.data._formatters import BGM
|
|
||||||
from piker.storage import log
|
|
||||||
from piker.ui._style import get_fonts
|
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
|
||||||
from piker.ui._remote_ctl import AnnotCtl
|
|
||||||
|
|
||||||
|
|
||||||
def humanize_duration(
|
|
||||||
seconds: float,
|
|
||||||
) -> str:
|
|
||||||
'''
|
|
||||||
Convert duration in seconds to short human-readable form.
|
|
||||||
|
|
||||||
Uses smallest appropriate time unit:
|
|
||||||
- d: days
|
|
||||||
- h: hours
|
|
||||||
- m: minutes
|
|
||||||
- s: seconds
|
|
||||||
|
|
||||||
Examples:
|
|
||||||
- 86400 -> "1d"
|
|
||||||
- 28800 -> "8h"
|
|
||||||
- 180 -> "3m"
|
|
||||||
- 45 -> "45s"
|
|
||||||
|
|
||||||
'''
|
|
||||||
abs_secs: float = abs(seconds)
|
|
||||||
|
|
||||||
if abs_secs >= 86400:
|
|
||||||
days: float = abs_secs / 86400
|
|
||||||
if days >= 10 or days == int(days):
|
|
||||||
return f'{int(days)}d'
|
|
||||||
return f'{days:.1f}d'
|
|
||||||
|
|
||||||
elif abs_secs >= 3600:
|
|
||||||
hours: float = abs_secs / 3600
|
|
||||||
if hours >= 10 or hours == int(hours):
|
|
||||||
return f'{int(hours)}h'
|
|
||||||
return f'{hours:.1f}h'
|
|
||||||
|
|
||||||
elif abs_secs >= 60:
|
|
||||||
mins: float = abs_secs / 60
|
|
||||||
if mins >= 10 or mins == int(mins):
|
|
||||||
return f'{int(mins)}m'
|
|
||||||
return f'{mins:.1f}m'
|
|
||||||
|
|
||||||
else:
|
|
||||||
if abs_secs >= 10 or abs_secs == int(abs_secs):
|
|
||||||
return f'{int(abs_secs)}s'
|
|
||||||
return f'{abs_secs:.1f}s'
|
|
||||||
|
|
||||||
|
|
||||||
async def markup_gaps(
|
|
||||||
fqme: str,
|
|
||||||
timeframe: float,
|
|
||||||
actl: AnnotCtl,
|
|
||||||
wdts: pl.DataFrame,
|
|
||||||
gaps: pl.DataFrame,
|
|
||||||
|
|
||||||
# XXX, switch on to see txt showing a "humanized" label of each
|
|
||||||
# gap's duration.
|
|
||||||
show_txt: bool = False,
|
|
||||||
|
|
||||||
) -> dict[int, dict]:
|
|
||||||
'''
|
|
||||||
Remote annotate time-gaps in a dt-fielded ts (normally OHLC)
|
|
||||||
with rectangles.
|
|
||||||
|
|
||||||
'''
|
|
||||||
# XXX: force chart redraw FIRST to ensure PlotItem coordinate
|
|
||||||
# system is properly initialized before we position annotations!
|
|
||||||
# Without this, annotations may be misaligned on first creation
|
|
||||||
# due to Qt/pyqtgraph initialization race conditions.
|
|
||||||
await actl.redraw(
|
|
||||||
fqme=fqme,
|
|
||||||
timeframe=timeframe,
|
|
||||||
)
|
|
||||||
|
|
||||||
aids: dict[int] = {}
|
|
||||||
for i in range(gaps.height):
|
|
||||||
row: pl.DataFrame = gaps[i]
|
|
||||||
|
|
||||||
# the gap's RIGHT-most bar's OPEN value
|
|
||||||
# at that time (sample) step.
|
|
||||||
iend: int = row['index'][0]
|
|
||||||
|
|
||||||
# dt: datetime = row['dt'][0]
|
|
||||||
# dt_prev: datetime = row['dt_prev'][0]
|
|
||||||
# dt_end_t: float = dt.timestamp()
|
|
||||||
|
|
||||||
|
|
||||||
# TODO: can we eventually remove this
|
|
||||||
# once we figure out why the epoch cols
|
|
||||||
# don't match?
|
|
||||||
# TODO: FIX HOW/WHY these aren't matching
|
|
||||||
# and are instead off by 4hours (EST
|
|
||||||
# vs. UTC?!?!)
|
|
||||||
# end_t: float = row['time']
|
|
||||||
# assert (
|
|
||||||
# dt.timestamp()
|
|
||||||
# ==
|
|
||||||
# end_t
|
|
||||||
# )
|
|
||||||
|
|
||||||
# the gap's LEFT-most bar's CLOSE value
|
|
||||||
# at that time (sample) step.
|
|
||||||
prev_r: pl.DataFrame = wdts.filter(
|
|
||||||
pl.col('index') == iend - 1
|
|
||||||
)
|
|
||||||
# XXX: probably a gap in the (newly sorted or de-duplicated)
|
|
||||||
# dt-df, so we might need to re-index first..
|
|
||||||
dt: pl.Series = row['dt']
|
|
||||||
dt_prev: pl.Series = row['dt_prev']
|
|
||||||
if prev_r.is_empty():
|
|
||||||
|
|
||||||
# XXX, filter out any special ignore cases,
|
|
||||||
# - UNIX-epoch stamped datums
|
|
||||||
# - first row
|
|
||||||
if (
|
|
||||||
dt_prev.dt.epoch()[0] == 0
|
|
||||||
or
|
|
||||||
dt.dt.epoch()[0] == 0
|
|
||||||
):
|
|
||||||
log.warning('Skipping row with UNIX epoch timestamp ??')
|
|
||||||
continue
|
|
||||||
|
|
||||||
if wdts[0]['index'][0] == iend: # first row
|
|
||||||
log.warning('Skipping first-row (has no previous obvi) !!')
|
|
||||||
continue
|
|
||||||
|
|
||||||
# XXX, if the previous-row by shm-index is missing,
|
|
||||||
# meaning there is a missing sample (set), get the prior
|
|
||||||
# row by df index and attempt to use it?
|
|
||||||
i_wdts: pl.DataFrame = wdts.with_row_index(name='i')
|
|
||||||
i_row: int = i_wdts.filter(pl.col('index') == iend)['i'][0]
|
|
||||||
prev_row_by_i = wdts[i_row]
|
|
||||||
prev_r: pl.DataFrame = prev_row_by_i
|
|
||||||
|
|
||||||
# debug any missing pre-row
|
|
||||||
if tractor._state.is_debug_mode():
|
|
||||||
await tractor.pause()
|
|
||||||
|
|
||||||
istart: int = prev_r['index'][0]
|
|
||||||
# TODO: implement px-col width measure
|
|
||||||
# and ensure at least as many px-cols
|
|
||||||
# shown per rect as configured by user.
|
|
||||||
# gap_w: float = abs((iend - istart))
|
|
||||||
# if gap_w < 6:
|
|
||||||
# margin: float = 6
|
|
||||||
# iend += margin
|
|
||||||
# istart -= margin
|
|
||||||
|
|
||||||
opn: float = row['open'][0]
|
|
||||||
cls: float = prev_r['close'][0]
|
|
||||||
|
|
||||||
# get gap duration for humanized label
|
|
||||||
gap_dur_s: float = row['s_diff'][0]
|
|
||||||
gap_label: str = humanize_duration(gap_dur_s)
|
|
||||||
|
|
||||||
# XXX: get timestamps for server-side index lookup
|
|
||||||
start_time: float = prev_r['time'][0]
|
|
||||||
end_time: float = row['time'][0]
|
|
||||||
|
|
||||||
# BGM=0.16 is the normal diff from overlap between bars, SO
|
|
||||||
# just go slightly "in" from that "between them".
|
|
||||||
from_idx: int = BGM - .06 # = .10
|
|
||||||
lc: tuple[float, float] = (
|
|
||||||
istart + 1 - from_idx,
|
|
||||||
cls,
|
|
||||||
)
|
|
||||||
ro: tuple[float, float] = (
|
|
||||||
iend + from_idx,
|
|
||||||
opn,
|
|
||||||
)
|
|
||||||
|
|
||||||
diff: float = cls - opn
|
|
||||||
sgn: float = copysign(1, diff)
|
|
||||||
up_gap: bool = sgn == -1
|
|
||||||
down_gap: bool = sgn == 1
|
|
||||||
flat: bool = sgn == 0
|
|
||||||
|
|
||||||
color: str = 'dad_blue'
|
|
||||||
# TODO? mks more sense to have up/down coloring?
|
|
||||||
# color: str = {
|
|
||||||
# -1: 'lilypad_green', # up-gap
|
|
||||||
# 1: 'wine', # down-gap
|
|
||||||
# }[sgn]
|
|
||||||
|
|
||||||
rect_kwargs: dict[str, Any] = dict(
|
|
||||||
fqme=fqme,
|
|
||||||
timeframe=timeframe,
|
|
||||||
start_pos=lc,
|
|
||||||
end_pos=ro,
|
|
||||||
color=color,
|
|
||||||
start_time=start_time,
|
|
||||||
end_time=end_time,
|
|
||||||
)
|
|
||||||
|
|
||||||
# add up/down rects
|
|
||||||
aid: int|None = await actl.add_rect(**rect_kwargs)
|
|
||||||
if aid is None:
|
|
||||||
log.error(
|
|
||||||
f'Failed to add rect for,\n'
|
|
||||||
f'{rect_kwargs!r}\n'
|
|
||||||
f'\n'
|
|
||||||
f'Skipping to next gap!\n'
|
|
||||||
)
|
|
||||||
continue
|
|
||||||
|
|
||||||
assert aid
|
|
||||||
aids[aid] = rect_kwargs
|
|
||||||
direction: str = (
|
|
||||||
'down' if down_gap
|
|
||||||
else 'up'
|
|
||||||
)
|
|
||||||
# TODO! mk this a `msgspec.Struct` which we deserialize
|
|
||||||
# on the server side!
|
|
||||||
# XXX: send timestamp for server-side index lookup
|
|
||||||
# to ensure alignment with current shm state
|
|
||||||
gap_time: float = row['time'][0]
|
|
||||||
arrow_kwargs: dict[str, Any] = dict(
|
|
||||||
fqme=fqme,
|
|
||||||
timeframe=timeframe,
|
|
||||||
x=iend, # fallback if timestamp lookup fails
|
|
||||||
y=cls,
|
|
||||||
time=gap_time, # for server-side index lookup
|
|
||||||
color=color,
|
|
||||||
alpha=169,
|
|
||||||
pointing=direction,
|
|
||||||
# TODO: expose these as params to markup_gaps()?
|
|
||||||
headLen=10,
|
|
||||||
headWidth=2.222,
|
|
||||||
pxMode=True,
|
|
||||||
)
|
|
||||||
|
|
||||||
aid: int = await actl.add_arrow(
|
|
||||||
**arrow_kwargs
|
|
||||||
)
|
|
||||||
|
|
||||||
# add duration label to RHS of arrow
|
|
||||||
if up_gap:
|
|
||||||
anchor = (0, 0)
|
|
||||||
# ^XXX? i dun get dese dims.. XD
|
|
||||||
elif down_gap:
|
|
||||||
anchor = (0, 1) # XXX y, x?
|
|
||||||
else: # no-gap?
|
|
||||||
assert flat
|
|
||||||
anchor = (0, 0) # up from bottom
|
|
||||||
|
|
||||||
# use a slightly smaller font for gap label txt.
|
|
||||||
font, small_font = get_fonts()
|
|
||||||
font_size: int = small_font.px_size - 1
|
|
||||||
assert isinstance(font_size, int)
|
|
||||||
|
|
||||||
if show_txt:
|
|
||||||
text_aid: int = await actl.add_text(
|
|
||||||
fqme=fqme,
|
|
||||||
timeframe=timeframe,
|
|
||||||
text=gap_label,
|
|
||||||
x=iend + 1, # fallback if timestamp lookup fails
|
|
||||||
y=cls,
|
|
||||||
time=gap_time, # server-side index lookup
|
|
||||||
color=color,
|
|
||||||
anchor=anchor,
|
|
||||||
font_size=font_size,
|
|
||||||
)
|
|
||||||
aids[text_aid] = {'text': gap_label}
|
|
||||||
|
|
||||||
# tell chart to redraw all its
|
|
||||||
# graphics view layers Bo
|
|
||||||
await actl.redraw(
|
|
||||||
fqme=fqme,
|
|
||||||
timeframe=timeframe,
|
|
||||||
)
|
|
||||||
return aids
|
|
||||||
|
|
@ -1,206 +0,0 @@
|
||||||
'''
|
|
||||||
Smart OHLCV deduplication with data quality validation.
|
|
||||||
|
|
||||||
Handles concurrent write conflicts by keeping the most complete bar
|
|
||||||
(highest volume) while detecting data quality anomalies.
|
|
||||||
|
|
||||||
'''
|
|
||||||
import polars as pl
|
|
||||||
|
|
||||||
from ._anal import with_dts
|
|
||||||
|
|
||||||
|
|
||||||
def dedupe_ohlcv_smart(
|
|
||||||
src_df: pl.DataFrame,
|
|
||||||
time_col: str = 'time',
|
|
||||||
volume_col: str = 'volume',
|
|
||||||
sort: bool = True,
|
|
||||||
|
|
||||||
) -> tuple[
|
|
||||||
pl.DataFrame, # with dts
|
|
||||||
pl.DataFrame, # deduped (keeping higher volume bars)
|
|
||||||
int, # count of dupes removed
|
|
||||||
pl.DataFrame|None, # valid race conditions
|
|
||||||
pl.DataFrame|None, # data quality violations
|
|
||||||
]:
|
|
||||||
'''
|
|
||||||
Smart OHLCV deduplication keeping most complete bars.
|
|
||||||
|
|
||||||
For duplicate timestamps, keeps bar with highest volume under
|
|
||||||
the assumption that higher volume indicates more complete/final
|
|
||||||
data from backfill vs partial live updates.
|
|
||||||
|
|
||||||
Returns
|
|
||||||
-------
|
|
||||||
Tuple of:
|
|
||||||
- wdts: original dataframe with datetime columns added
|
|
||||||
- deduped: deduplicated frame keeping highest-volume bars
|
|
||||||
- diff: number of duplicate rows removed
|
|
||||||
- valid_races: duplicates meeting expected race condition pattern
|
|
||||||
(volume monotonic, OHLC ranges valid)
|
|
||||||
- data_quality_issues: duplicates violating expected relationships
|
|
||||||
indicating provider data problems
|
|
||||||
|
|
||||||
'''
|
|
||||||
wdts: pl.DataFrame = with_dts(src_df)
|
|
||||||
|
|
||||||
# Find duplicate timestamps
|
|
||||||
dupes: pl.DataFrame = wdts.filter(
|
|
||||||
pl.col(time_col).is_duplicated()
|
|
||||||
)
|
|
||||||
|
|
||||||
if dupes.is_empty():
|
|
||||||
# No duplicates, return as-is
|
|
||||||
return (wdts, wdts, 0, None, None)
|
|
||||||
|
|
||||||
# Analyze duplicate groups for validation
|
|
||||||
dupe_analysis: pl.DataFrame = (
|
|
||||||
dupes
|
|
||||||
.sort([time_col, 'index'])
|
|
||||||
.group_by(time_col, maintain_order=True)
|
|
||||||
.agg([
|
|
||||||
pl.col('index').alias('indices'),
|
|
||||||
pl.col('volume').alias('volumes'),
|
|
||||||
pl.col('high').alias('highs'),
|
|
||||||
pl.col('low').alias('lows'),
|
|
||||||
pl.col('open').alias('opens'),
|
|
||||||
pl.col('close').alias('closes'),
|
|
||||||
pl.col('dt').first().alias('dt'),
|
|
||||||
pl.len().alias('count'),
|
|
||||||
])
|
|
||||||
)
|
|
||||||
|
|
||||||
# Validate OHLCV monotonicity for each duplicate group
|
|
||||||
def check_ohlcv_validity(row) -> dict[str, bool]:
|
|
||||||
'''
|
|
||||||
Check if duplicate bars follow expected race condition pattern.
|
|
||||||
|
|
||||||
For a valid live-update → backfill race:
|
|
||||||
- volume should be monotonically increasing
|
|
||||||
- high should be monotonically non-decreasing
|
|
||||||
- low should be monotonically non-increasing
|
|
||||||
- open should be identical (fixed at bar start)
|
|
||||||
|
|
||||||
Returns dict of violation flags.
|
|
||||||
|
|
||||||
'''
|
|
||||||
vols: list = row['volumes']
|
|
||||||
highs: list = row['highs']
|
|
||||||
lows: list = row['lows']
|
|
||||||
opens: list = row['opens']
|
|
||||||
|
|
||||||
violations: dict[str, bool] = {
|
|
||||||
'volume_non_monotonic': False,
|
|
||||||
'high_decreased': False,
|
|
||||||
'low_increased': False,
|
|
||||||
'open_mismatch': False,
|
|
||||||
'identical_bars': False,
|
|
||||||
}
|
|
||||||
|
|
||||||
# Check if all bars are identical (pure duplicate)
|
|
||||||
if (
|
|
||||||
len(set(vols)) == 1
|
|
||||||
and len(set(highs)) == 1
|
|
||||||
and len(set(lows)) == 1
|
|
||||||
and len(set(opens)) == 1
|
|
||||||
):
|
|
||||||
violations['identical_bars'] = True
|
|
||||||
return violations
|
|
||||||
|
|
||||||
# Check volume monotonicity
|
|
||||||
for i in range(1, len(vols)):
|
|
||||||
if vols[i] < vols[i-1]:
|
|
||||||
violations['volume_non_monotonic'] = True
|
|
||||||
break
|
|
||||||
|
|
||||||
# Check high monotonicity (can only increase or stay same)
|
|
||||||
for i in range(1, len(highs)):
|
|
||||||
if highs[i] < highs[i-1]:
|
|
||||||
violations['high_decreased'] = True
|
|
||||||
break
|
|
||||||
|
|
||||||
# Check low monotonicity (can only decrease or stay same)
|
|
||||||
for i in range(1, len(lows)):
|
|
||||||
if lows[i] > lows[i-1]:
|
|
||||||
violations['low_increased'] = True
|
|
||||||
break
|
|
||||||
|
|
||||||
# Check open consistency (should be fixed)
|
|
||||||
if len(set(opens)) > 1:
|
|
||||||
violations['open_mismatch'] = True
|
|
||||||
|
|
||||||
return violations
|
|
||||||
|
|
||||||
# Apply validation
|
|
||||||
dupe_analysis = dupe_analysis.with_columns([
|
|
||||||
pl.struct(['volumes', 'highs', 'lows', 'opens'])
|
|
||||||
.map_elements(
|
|
||||||
check_ohlcv_validity,
|
|
||||||
return_dtype=pl.Struct([
|
|
||||||
pl.Field('volume_non_monotonic', pl.Boolean),
|
|
||||||
pl.Field('high_decreased', pl.Boolean),
|
|
||||||
pl.Field('low_increased', pl.Boolean),
|
|
||||||
pl.Field('open_mismatch', pl.Boolean),
|
|
||||||
pl.Field('identical_bars', pl.Boolean),
|
|
||||||
])
|
|
||||||
)
|
|
||||||
.alias('validity')
|
|
||||||
])
|
|
||||||
|
|
||||||
# Unnest validity struct
|
|
||||||
dupe_analysis = dupe_analysis.unnest('validity')
|
|
||||||
|
|
||||||
# Separate valid races from data quality issues
|
|
||||||
valid_races: pl.DataFrame|None = (
|
|
||||||
dupe_analysis
|
|
||||||
.filter(
|
|
||||||
# Valid if no violations OR just identical bars
|
|
||||||
~pl.col('volume_non_monotonic')
|
|
||||||
& ~pl.col('high_decreased')
|
|
||||||
& ~pl.col('low_increased')
|
|
||||||
& ~pl.col('open_mismatch')
|
|
||||||
)
|
|
||||||
)
|
|
||||||
if valid_races.is_empty():
|
|
||||||
valid_races = None
|
|
||||||
|
|
||||||
data_quality_issues: pl.DataFrame|None = (
|
|
||||||
dupe_analysis
|
|
||||||
.filter(
|
|
||||||
# Issues if any non-identical violation exists
|
|
||||||
(
|
|
||||||
pl.col('volume_non_monotonic')
|
|
||||||
| pl.col('high_decreased')
|
|
||||||
| pl.col('low_increased')
|
|
||||||
| pl.col('open_mismatch')
|
|
||||||
)
|
|
||||||
& ~pl.col('identical_bars')
|
|
||||||
)
|
|
||||||
)
|
|
||||||
if data_quality_issues.is_empty():
|
|
||||||
data_quality_issues = None
|
|
||||||
|
|
||||||
# Deduplicate: keep highest volume bar for each timestamp
|
|
||||||
deduped: pl.DataFrame = (
|
|
||||||
wdts
|
|
||||||
.sort([time_col, volume_col])
|
|
||||||
.unique(
|
|
||||||
subset=[time_col],
|
|
||||||
keep='last',
|
|
||||||
maintain_order=False,
|
|
||||||
)
|
|
||||||
)
|
|
||||||
|
|
||||||
# Re-sort by time or index
|
|
||||||
if sort:
|
|
||||||
deduped = deduped.sort(by=time_col)
|
|
||||||
|
|
||||||
diff: int = wdts.height - deduped.height
|
|
||||||
|
|
||||||
return (
|
|
||||||
wdts,
|
|
||||||
deduped,
|
|
||||||
diff,
|
|
||||||
valid_races,
|
|
||||||
data_quality_issues,
|
|
||||||
)
|
|
||||||
File diff suppressed because it is too large
Load Diff
228
piker/types.py
228
piker/types.py
|
|
@ -21,6 +21,230 @@ Extensions to built-in or (heavily used but 3rd party) friend-lib
|
||||||
types.
|
types.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
from tractor.msg.pretty_struct import (
|
from __future__ import annotations
|
||||||
Struct as Struct,
|
from collections import UserList
|
||||||
|
from pprint import (
|
||||||
|
saferepr,
|
||||||
)
|
)
|
||||||
|
from typing import Any
|
||||||
|
|
||||||
|
from msgspec import (
|
||||||
|
msgpack,
|
||||||
|
Struct as _Struct,
|
||||||
|
structs,
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
class DiffDump(UserList):
|
||||||
|
'''
|
||||||
|
Very simple list delegator that repr() dumps (presumed) tuple
|
||||||
|
elements of the form `tuple[str, Any, Any]` in a nice
|
||||||
|
multi-line readable form for analyzing `Struct` diffs.
|
||||||
|
|
||||||
|
'''
|
||||||
|
def __repr__(self) -> str:
|
||||||
|
if not len(self):
|
||||||
|
return super().__repr__()
|
||||||
|
|
||||||
|
# format by displaying item pair's ``repr()`` on multiple,
|
||||||
|
# indented lines such that they are more easily visually
|
||||||
|
# comparable when printed to console when printed to
|
||||||
|
# console.
|
||||||
|
repstr: str = '[\n'
|
||||||
|
for k, left, right in self:
|
||||||
|
repstr += (
|
||||||
|
f'({k},\n'
|
||||||
|
f'\t{repr(left)},\n'
|
||||||
|
f'\t{repr(right)},\n'
|
||||||
|
')\n'
|
||||||
|
)
|
||||||
|
repstr += ']\n'
|
||||||
|
return repstr
|
||||||
|
|
||||||
|
|
||||||
|
class Struct(
|
||||||
|
_Struct,
|
||||||
|
|
||||||
|
# https://jcristharif.com/msgspec/structs.html#tagged-unions
|
||||||
|
# tag='pikerstruct',
|
||||||
|
# tag=True,
|
||||||
|
):
|
||||||
|
'''
|
||||||
|
A "human friendlier" (aka repl buddy) struct subtype.
|
||||||
|
|
||||||
|
'''
|
||||||
|
def _sin_props(self) -> Iterator[
|
||||||
|
tuple[
|
||||||
|
structs.FieldIinfo,
|
||||||
|
str,
|
||||||
|
Any,
|
||||||
|
]
|
||||||
|
]:
|
||||||
|
'''
|
||||||
|
Iterate over all non-@property fields of this struct.
|
||||||
|
|
||||||
|
'''
|
||||||
|
fi: structs.FieldInfo
|
||||||
|
for fi in structs.fields(self):
|
||||||
|
key: str = fi.name
|
||||||
|
val: Any = getattr(self, key)
|
||||||
|
yield fi, key, val
|
||||||
|
|
||||||
|
def to_dict(
|
||||||
|
self,
|
||||||
|
include_non_members: bool = True,
|
||||||
|
|
||||||
|
) -> dict:
|
||||||
|
'''
|
||||||
|
Like it sounds.. direct delegation to:
|
||||||
|
https://jcristharif.com/msgspec/api.html#msgspec.structs.asdict
|
||||||
|
|
||||||
|
BUT, by default we pop all non-member (aka not defined as
|
||||||
|
struct fields) fields by default.
|
||||||
|
|
||||||
|
'''
|
||||||
|
asdict: dict = structs.asdict(self)
|
||||||
|
if include_non_members:
|
||||||
|
return asdict
|
||||||
|
|
||||||
|
# only return a dict of the struct members
|
||||||
|
# which were provided as input, NOT anything
|
||||||
|
# added as type-defined `@property` methods!
|
||||||
|
sin_props: dict = {}
|
||||||
|
fi: structs.FieldInfo
|
||||||
|
for fi, k, v in self._sin_props():
|
||||||
|
sin_props[k] = asdict[k]
|
||||||
|
|
||||||
|
return sin_props
|
||||||
|
|
||||||
|
def pformat(
|
||||||
|
self,
|
||||||
|
field_indent: int = 2,
|
||||||
|
indent: int = 0,
|
||||||
|
|
||||||
|
) -> str:
|
||||||
|
'''
|
||||||
|
Recursion-safe `pprint.pformat()` style formatting of
|
||||||
|
a `msgspec.Struct` for sane reading by a human using a REPL.
|
||||||
|
|
||||||
|
'''
|
||||||
|
# global whitespace indent
|
||||||
|
ws: str = ' '*indent
|
||||||
|
|
||||||
|
# field whitespace indent
|
||||||
|
field_ws: str = ' '*(field_indent + indent)
|
||||||
|
|
||||||
|
# qtn: str = ws + self.__class__.__qualname__
|
||||||
|
qtn: str = self.__class__.__qualname__
|
||||||
|
|
||||||
|
obj_str: str = '' # accumulator
|
||||||
|
fi: structs.FieldInfo
|
||||||
|
k: str
|
||||||
|
v: Any
|
||||||
|
for fi, k, v in self._sin_props():
|
||||||
|
|
||||||
|
# TODO: how can we prefer `Literal['option1', 'option2,
|
||||||
|
# ..]` over .__name__ == `Literal` but still get only the
|
||||||
|
# latter for simple types like `str | int | None` etc..?
|
||||||
|
ft: type = fi.type
|
||||||
|
typ_name: str = getattr(ft, '__name__', str(ft))
|
||||||
|
|
||||||
|
# recurse to get sub-struct's `.pformat()` output Bo
|
||||||
|
if isinstance(v, Struct):
|
||||||
|
val_str: str = v.pformat(
|
||||||
|
indent=field_indent + indent,
|
||||||
|
field_indent=indent + field_indent,
|
||||||
|
)
|
||||||
|
|
||||||
|
else: # the `pprint` recursion-safe format:
|
||||||
|
# https://docs.python.org/3.11/library/pprint.html#pprint.saferepr
|
||||||
|
val_str: str = saferepr(v)
|
||||||
|
|
||||||
|
obj_str += (field_ws + f'{k}: {typ_name} = {val_str},\n')
|
||||||
|
|
||||||
|
return (
|
||||||
|
f'{qtn}(\n'
|
||||||
|
f'{obj_str}'
|
||||||
|
f'{ws})'
|
||||||
|
)
|
||||||
|
|
||||||
|
# TODO: use a pprint.PrettyPrinter instance around ONLY rendering
|
||||||
|
# inside a known tty?
|
||||||
|
# def __repr__(self) -> str:
|
||||||
|
# ...
|
||||||
|
|
||||||
|
# __str__ = __repr__ = pformat
|
||||||
|
__repr__ = pformat
|
||||||
|
|
||||||
|
def copy(
|
||||||
|
self,
|
||||||
|
update: dict | None = None,
|
||||||
|
|
||||||
|
) -> Struct:
|
||||||
|
'''
|
||||||
|
Validate-typecast all self defined fields, return a copy of
|
||||||
|
us with all such fields.
|
||||||
|
|
||||||
|
NOTE: This is kinda like the default behaviour in
|
||||||
|
`pydantic.BaseModel` except a copy of the object is
|
||||||
|
returned making it compat with `frozen=True`.
|
||||||
|
|
||||||
|
'''
|
||||||
|
if update:
|
||||||
|
for k, v in update.items():
|
||||||
|
setattr(self, k, v)
|
||||||
|
|
||||||
|
# NOTE: roundtrip serialize to validate
|
||||||
|
# - enode to msgpack binary format,
|
||||||
|
# - decode that back to a struct.
|
||||||
|
return msgpack.Decoder(type=type(self)).decode(
|
||||||
|
msgpack.Encoder().encode(self)
|
||||||
|
)
|
||||||
|
|
||||||
|
def typecast(
|
||||||
|
self,
|
||||||
|
|
||||||
|
# TODO: allow only casting a named subset?
|
||||||
|
# fields: set[str] | None = None,
|
||||||
|
|
||||||
|
) -> None:
|
||||||
|
'''
|
||||||
|
Cast all fields using their declared type annotations
|
||||||
|
(kinda like what `pydantic` does by default).
|
||||||
|
|
||||||
|
NOTE: this of course won't work on frozen types, use
|
||||||
|
``.copy()`` above in such cases.
|
||||||
|
|
||||||
|
'''
|
||||||
|
# https://jcristharif.com/msgspec/api.html#msgspec.structs.fields
|
||||||
|
fi: structs.FieldInfo
|
||||||
|
for fi in structs.fields(self):
|
||||||
|
setattr(
|
||||||
|
self,
|
||||||
|
fi.name,
|
||||||
|
fi.type(getattr(self, fi.name)),
|
||||||
|
)
|
||||||
|
|
||||||
|
def __sub__(
|
||||||
|
self,
|
||||||
|
other: Struct,
|
||||||
|
|
||||||
|
) -> DiffDump[tuple[str, Any, Any]]:
|
||||||
|
'''
|
||||||
|
Compare fields/items key-wise and return a ``DiffDump``
|
||||||
|
for easy visual REPL comparison B)
|
||||||
|
|
||||||
|
'''
|
||||||
|
diffs: DiffDump[tuple[str, Any, Any]] = DiffDump()
|
||||||
|
for fi in structs.fields(self):
|
||||||
|
attr_name: str = fi.name
|
||||||
|
ours: Any = getattr(self, attr_name)
|
||||||
|
theirs: Any = getattr(other, attr_name)
|
||||||
|
if ours != theirs:
|
||||||
|
diffs.append((
|
||||||
|
attr_name,
|
||||||
|
ours,
|
||||||
|
theirs,
|
||||||
|
))
|
||||||
|
|
||||||
|
return diffs
|
||||||
|
|
|
||||||
|
|
@ -27,18 +27,15 @@ import trio
|
||||||
from piker.ui.qt import (
|
from piker.ui.qt import (
|
||||||
QEvent,
|
QEvent,
|
||||||
)
|
)
|
||||||
from . import _chart
|
|
||||||
from . import _event
|
|
||||||
from . import _search
|
|
||||||
from ..accounting import unpack_fqme
|
|
||||||
from ..data._symcache import open_symcache
|
|
||||||
from ..data.feed import install_brokerd_search
|
|
||||||
from ..log import (
|
|
||||||
get_logger,
|
|
||||||
get_console_log,
|
|
||||||
)
|
|
||||||
from ..service import maybe_spawn_brokerd
|
from ..service import maybe_spawn_brokerd
|
||||||
|
from . import _event
|
||||||
from ._exec import run_qtractor
|
from ._exec import run_qtractor
|
||||||
|
from ..data.feed import install_brokerd_search
|
||||||
|
from ..data._symcache import open_symcache
|
||||||
|
from ..accounting import unpack_fqme
|
||||||
|
from . import _search
|
||||||
|
from ._chart import GodWidget
|
||||||
|
from ..log import get_logger
|
||||||
|
|
||||||
log = get_logger(__name__)
|
log = get_logger(__name__)
|
||||||
|
|
||||||
|
|
@ -76,8 +73,8 @@ async def load_provider_search(
|
||||||
|
|
||||||
async def _async_main(
|
async def _async_main(
|
||||||
|
|
||||||
# implicit required argument provided by `qtractor_run()`
|
# implicit required argument provided by ``qtractor_run()``
|
||||||
main_widget: _chart.GodWidget,
|
main_widget: GodWidget,
|
||||||
|
|
||||||
syms: list[str],
|
syms: list[str],
|
||||||
brokers: dict[str, ModuleType],
|
brokers: dict[str, ModuleType],
|
||||||
|
|
@ -90,16 +87,6 @@ async def _async_main(
|
||||||
Provision the "main" widget with initial symbol data and root nursery.
|
Provision the "main" widget with initial symbol data and root nursery.
|
||||||
|
|
||||||
"""
|
"""
|
||||||
# enable chart's console logging
|
|
||||||
if loglevel:
|
|
||||||
get_console_log(
|
|
||||||
level=loglevel,
|
|
||||||
name=__name__,
|
|
||||||
)
|
|
||||||
|
|
||||||
# set as singleton
|
|
||||||
_chart._godw = main_widget
|
|
||||||
|
|
||||||
from . import _display
|
from . import _display
|
||||||
from ._pg_overrides import _do_overrides
|
from ._pg_overrides import _do_overrides
|
||||||
_do_overrides()
|
_do_overrides()
|
||||||
|
|
@ -214,6 +201,6 @@ def _main(
|
||||||
brokermods,
|
brokermods,
|
||||||
piker_loglevel,
|
piker_loglevel,
|
||||||
),
|
),
|
||||||
main_widget_type=_chart.GodWidget,
|
main_widget_type=GodWidget,
|
||||||
tractor_kwargs=tractor_kwargs,
|
tractor_kwargs=tractor_kwargs,
|
||||||
)
|
)
|
||||||
|
|
|
||||||
|
|
@ -29,6 +29,7 @@ from typing import (
|
||||||
)
|
)
|
||||||
|
|
||||||
import pyqtgraph as pg
|
import pyqtgraph as pg
|
||||||
|
import trio
|
||||||
|
|
||||||
from piker.ui.qt import (
|
from piker.ui.qt import (
|
||||||
QtCore,
|
QtCore,
|
||||||
|
|
@ -40,7 +41,6 @@ from piker.ui.qt import (
|
||||||
QVBoxLayout,
|
QVBoxLayout,
|
||||||
QSplitter,
|
QSplitter,
|
||||||
)
|
)
|
||||||
from ._widget import GodWidget
|
|
||||||
from ._axes import (
|
from ._axes import (
|
||||||
DynamicDateAxis,
|
DynamicDateAxis,
|
||||||
PriceAxis,
|
PriceAxis,
|
||||||
|
|
@ -61,6 +61,10 @@ from ._style import (
|
||||||
_xaxis_at,
|
_xaxis_at,
|
||||||
# _min_points_to_show,
|
# _min_points_to_show,
|
||||||
)
|
)
|
||||||
|
from ..data.feed import (
|
||||||
|
Feed,
|
||||||
|
Flume,
|
||||||
|
)
|
||||||
from ..accounting import (
|
from ..accounting import (
|
||||||
MktPair,
|
MktPair,
|
||||||
)
|
)
|
||||||
|
|
@ -74,12 +78,286 @@ from . import _pg_overrides as pgo
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from ._display import DisplayState
|
from ._display import DisplayState
|
||||||
from ..data.flows import Flume
|
|
||||||
from ..data.feed import Feed
|
|
||||||
|
|
||||||
log = get_logger(__name__)
|
log = get_logger(__name__)
|
||||||
|
|
||||||
|
|
||||||
|
class GodWidget(QWidget):
|
||||||
|
'''
|
||||||
|
"Our lord and savior, the holy child of window-shua, there is no
|
||||||
|
widget above thee." - 6|6
|
||||||
|
|
||||||
|
The highest level composed widget which contains layouts for
|
||||||
|
organizing charts as well as other sub-widgets used to control or
|
||||||
|
modify them.
|
||||||
|
|
||||||
|
'''
|
||||||
|
search: SearchWidget
|
||||||
|
mode_name: str = 'god'
|
||||||
|
|
||||||
|
def __init__(
|
||||||
|
|
||||||
|
self,
|
||||||
|
parent=None,
|
||||||
|
|
||||||
|
) -> None:
|
||||||
|
|
||||||
|
super().__init__(parent)
|
||||||
|
|
||||||
|
self.search: SearchWidget | None = None
|
||||||
|
|
||||||
|
self.hbox = QHBoxLayout(self)
|
||||||
|
self.hbox.setContentsMargins(0, 0, 0, 0)
|
||||||
|
self.hbox.setSpacing(6)
|
||||||
|
self.hbox.setAlignment(Qt.AlignTop)
|
||||||
|
|
||||||
|
self.vbox = QVBoxLayout()
|
||||||
|
self.vbox.setContentsMargins(0, 0, 0, 0)
|
||||||
|
self.vbox.setSpacing(2)
|
||||||
|
self.vbox.setAlignment(Qt.AlignTop)
|
||||||
|
|
||||||
|
self.hbox.addLayout(self.vbox)
|
||||||
|
|
||||||
|
self._chart_cache: dict[
|
||||||
|
str,
|
||||||
|
tuple[LinkedSplits, LinkedSplits],
|
||||||
|
] = {}
|
||||||
|
|
||||||
|
self.hist_linked: LinkedSplits | None = None
|
||||||
|
self.rt_linked: LinkedSplits | None = None
|
||||||
|
self._active_cursor: Cursor | None = None
|
||||||
|
|
||||||
|
# assigned in the startup func `_async_main()`
|
||||||
|
self._root_n: trio.Nursery = None
|
||||||
|
|
||||||
|
self._widgets: dict[str, QWidget] = {}
|
||||||
|
self._resizing: bool = False
|
||||||
|
|
||||||
|
# TODO: do we need this, when would god get resized
|
||||||
|
# and the window does not? Never right?!
|
||||||
|
# self.reg_for_resize(self)
|
||||||
|
|
||||||
|
# TODO: strat loader/saver that we don't need yet.
|
||||||
|
# def init_strategy_ui(self):
|
||||||
|
# self.toolbar_layout = QHBoxLayout()
|
||||||
|
# self.toolbar_layout.setContentsMargins(0, 0, 0, 0)
|
||||||
|
# self.vbox.addLayout(self.toolbar_layout)
|
||||||
|
# self.strategy_box = StrategyBoxWidget(self)
|
||||||
|
# self.toolbar_layout.addWidget(self.strategy_box)
|
||||||
|
|
||||||
|
@property
|
||||||
|
def linkedsplits(self) -> LinkedSplits:
|
||||||
|
return self.rt_linked
|
||||||
|
|
||||||
|
def set_chart_symbols(
|
||||||
|
self,
|
||||||
|
group_key: tuple[str], # of form <fqme>.<providername>
|
||||||
|
all_linked: tuple[LinkedSplits, LinkedSplits], # type: ignore
|
||||||
|
|
||||||
|
) -> None:
|
||||||
|
# re-sort org cache symbol list in LIFO order
|
||||||
|
cache = self._chart_cache
|
||||||
|
cache.pop(group_key, None)
|
||||||
|
cache[group_key] = all_linked
|
||||||
|
|
||||||
|
def get_chart_symbols(
|
||||||
|
self,
|
||||||
|
symbol_key: str,
|
||||||
|
|
||||||
|
) -> tuple[LinkedSplits, LinkedSplits]: # type: ignore
|
||||||
|
return self._chart_cache.get(symbol_key)
|
||||||
|
|
||||||
|
async def load_symbols(
|
||||||
|
self,
|
||||||
|
fqmes: list[str],
|
||||||
|
loglevel: str,
|
||||||
|
reset: bool = False,
|
||||||
|
|
||||||
|
) -> trio.Event:
|
||||||
|
'''
|
||||||
|
Load a new contract into the charting app.
|
||||||
|
|
||||||
|
Expects a ``numpy`` structured array containing all the ohlcv fields.
|
||||||
|
|
||||||
|
'''
|
||||||
|
# NOTE: for now we use the first symbol in the set as the "key"
|
||||||
|
# for the overlay of feeds on the chart.
|
||||||
|
group_key: tuple[str] = tuple(fqmes)
|
||||||
|
|
||||||
|
all_linked = self.get_chart_symbols(group_key)
|
||||||
|
order_mode_started = trio.Event()
|
||||||
|
|
||||||
|
if not self.vbox.isEmpty():
|
||||||
|
|
||||||
|
# XXX: seems to make switching slower?
|
||||||
|
# qframe = self.hist_linked.chart.qframe
|
||||||
|
# if qframe.sidepane is self.search:
|
||||||
|
# qframe.hbox.removeWidget(self.search)
|
||||||
|
|
||||||
|
for linked in [self.rt_linked, self.hist_linked]:
|
||||||
|
# XXX: this is CRITICAL especially with pixel buffer caching
|
||||||
|
linked.hide()
|
||||||
|
linked.unfocus()
|
||||||
|
|
||||||
|
# XXX: pretty sure we don't need this
|
||||||
|
# remove any existing plots?
|
||||||
|
# XXX: ahh we might want to support cache unloading..
|
||||||
|
# self.vbox.removeWidget(linked)
|
||||||
|
|
||||||
|
# switching to a new viewable chart
|
||||||
|
if all_linked is None or reset:
|
||||||
|
from ._display import display_symbol_data
|
||||||
|
|
||||||
|
# we must load a fresh linked charts set
|
||||||
|
self.rt_linked = rt_charts = LinkedSplits(self)
|
||||||
|
self.hist_linked = hist_charts = LinkedSplits(self)
|
||||||
|
|
||||||
|
# spawn new task to start up and update new sub-chart instances
|
||||||
|
self._root_n.start_soon(
|
||||||
|
display_symbol_data,
|
||||||
|
self,
|
||||||
|
fqmes,
|
||||||
|
loglevel,
|
||||||
|
order_mode_started,
|
||||||
|
)
|
||||||
|
|
||||||
|
# self.vbox.addWidget(hist_charts)
|
||||||
|
self.vbox.addWidget(rt_charts)
|
||||||
|
self.set_chart_symbols(
|
||||||
|
group_key,
|
||||||
|
(hist_charts, rt_charts),
|
||||||
|
)
|
||||||
|
|
||||||
|
for linked in [hist_charts, rt_charts]:
|
||||||
|
linked.show()
|
||||||
|
linked.focus()
|
||||||
|
|
||||||
|
await trio.sleep(0)
|
||||||
|
|
||||||
|
else:
|
||||||
|
# symbol is already loaded and ems ready
|
||||||
|
order_mode_started.set()
|
||||||
|
|
||||||
|
self.hist_linked, self.rt_linked = all_linked
|
||||||
|
|
||||||
|
for linked in all_linked:
|
||||||
|
# TODO:
|
||||||
|
# - we'll probably want per-instrument/provider state here?
|
||||||
|
# change the order config form over to the new chart
|
||||||
|
|
||||||
|
# chart is already in memory so just focus it
|
||||||
|
linked.show()
|
||||||
|
linked.focus()
|
||||||
|
linked.graphics_cycle()
|
||||||
|
await trio.sleep(0)
|
||||||
|
|
||||||
|
# resume feeds *after* rendering chart view asap
|
||||||
|
chart = linked.chart
|
||||||
|
if chart:
|
||||||
|
chart.resume_all_feeds()
|
||||||
|
|
||||||
|
# TODO: we need a check to see if the chart
|
||||||
|
# last had the xlast in view, if so then shift so it's
|
||||||
|
# still in view, if the user was viewing history then
|
||||||
|
# do nothing yah?
|
||||||
|
self.rt_linked.chart.main_viz.default_view(
|
||||||
|
do_min_bars=True,
|
||||||
|
)
|
||||||
|
|
||||||
|
# if a history chart instance is already up then
|
||||||
|
# set the search widget as its sidepane.
|
||||||
|
hist_chart = self.hist_linked.chart
|
||||||
|
if hist_chart:
|
||||||
|
hist_chart.qframe.set_sidepane(self.search)
|
||||||
|
|
||||||
|
# NOTE: this is really stupid/hard to follow.
|
||||||
|
# we have to reposition the active position nav
|
||||||
|
# **AFTER** applying the search bar as a sidepane
|
||||||
|
# to the newly switched to symbol.
|
||||||
|
await trio.sleep(0)
|
||||||
|
|
||||||
|
# TODO: probably stick this in some kinda `LooknFeel` API?
|
||||||
|
for tracker in self.rt_linked.mode.trackers.values():
|
||||||
|
pp_nav = tracker.nav
|
||||||
|
if tracker.live_pp.cumsize:
|
||||||
|
pp_nav.show()
|
||||||
|
pp_nav.hide_info()
|
||||||
|
else:
|
||||||
|
pp_nav.hide()
|
||||||
|
|
||||||
|
# set window titlebar info
|
||||||
|
symbol = self.rt_linked.mkt
|
||||||
|
if symbol is not None:
|
||||||
|
self.window.setWindowTitle(
|
||||||
|
f'{symbol.fqme} '
|
||||||
|
f'tick:{symbol.size_tick}'
|
||||||
|
)
|
||||||
|
|
||||||
|
return order_mode_started
|
||||||
|
|
||||||
|
def focus(self) -> None:
|
||||||
|
'''
|
||||||
|
Focus the top level widget which in turn focusses the chart
|
||||||
|
ala "view mode".
|
||||||
|
|
||||||
|
'''
|
||||||
|
# go back to view-mode focus (aka chart focus)
|
||||||
|
self.clearFocus()
|
||||||
|
chart = self.rt_linked.chart
|
||||||
|
if chart:
|
||||||
|
chart.setFocus()
|
||||||
|
|
||||||
|
def reg_for_resize(
|
||||||
|
self,
|
||||||
|
widget: QWidget,
|
||||||
|
) -> None:
|
||||||
|
getattr(widget, 'on_resize')
|
||||||
|
self._widgets[widget.mode_name] = widget
|
||||||
|
|
||||||
|
def on_win_resize(self, event: QtCore.QEvent) -> None:
|
||||||
|
'''
|
||||||
|
Top level god widget handler from window (the real yaweh) resize
|
||||||
|
events such that any registered widgets which wish to be
|
||||||
|
notified are invoked using our pythonic `.on_resize()` method
|
||||||
|
api.
|
||||||
|
|
||||||
|
Where we do UX magic to make things not suck B)
|
||||||
|
|
||||||
|
'''
|
||||||
|
if self._resizing:
|
||||||
|
return
|
||||||
|
|
||||||
|
self._resizing = True
|
||||||
|
|
||||||
|
log.info('God widget resize')
|
||||||
|
for name, widget in self._widgets.items():
|
||||||
|
widget.on_resize()
|
||||||
|
|
||||||
|
self._resizing = False
|
||||||
|
|
||||||
|
# on_resize = on_win_resize
|
||||||
|
|
||||||
|
def get_cursor(self) -> Cursor:
|
||||||
|
return self._active_cursor
|
||||||
|
|
||||||
|
def iter_linked(self) -> Iterator[LinkedSplits]:
|
||||||
|
for linked in [self.hist_linked, self.rt_linked]:
|
||||||
|
yield linked
|
||||||
|
|
||||||
|
def resize_all(self) -> None:
|
||||||
|
'''
|
||||||
|
Dynamic resize sequence: adjusts all sub-widgets/charts to
|
||||||
|
sensible default ratios of what space is detected as available
|
||||||
|
on the display / window.
|
||||||
|
|
||||||
|
'''
|
||||||
|
rt_linked = self.rt_linked
|
||||||
|
rt_linked.set_split_sizes()
|
||||||
|
self.rt_linked.resize_sidepanes()
|
||||||
|
self.hist_linked.resize_sidepanes(from_linked=rt_linked)
|
||||||
|
self.search.on_resize()
|
||||||
|
|
||||||
|
|
||||||
class ChartnPane(QFrame):
|
class ChartnPane(QFrame):
|
||||||
'''
|
'''
|
||||||
One-off ``QFrame`` composite which pairs a chart
|
One-off ``QFrame`` composite which pairs a chart
|
||||||
|
|
@ -91,9 +369,9 @@ class ChartnPane(QFrame):
|
||||||
https://doc.qt.io/qt-5/qwidget.html#composite-widgets
|
https://doc.qt.io/qt-5/qwidget.html#composite-widgets
|
||||||
|
|
||||||
'''
|
'''
|
||||||
sidepane: FieldsForm|SearchWidget
|
sidepane: FieldsForm | SearchWidget
|
||||||
hbox: QHBoxLayout
|
hbox: QHBoxLayout
|
||||||
chart: ChartPlotWidget|None = None
|
chart: ChartPlotWidget | None = None
|
||||||
|
|
||||||
def __init__(
|
def __init__(
|
||||||
self,
|
self,
|
||||||
|
|
@ -109,13 +387,13 @@ class ChartnPane(QFrame):
|
||||||
self.chart = None
|
self.chart = None
|
||||||
|
|
||||||
hbox = self.hbox = QHBoxLayout(self)
|
hbox = self.hbox = QHBoxLayout(self)
|
||||||
hbox.setAlignment(Qt.AlignTop|Qt.AlignLeft)
|
hbox.setAlignment(Qt.AlignTop | Qt.AlignLeft)
|
||||||
hbox.setContentsMargins(0, 0, 0, 0)
|
hbox.setContentsMargins(0, 0, 0, 0)
|
||||||
hbox.setSpacing(3)
|
hbox.setSpacing(3)
|
||||||
|
|
||||||
def set_sidepane(
|
def set_sidepane(
|
||||||
self,
|
self,
|
||||||
sidepane: FieldsForm|SearchWidget,
|
sidepane: FieldsForm | SearchWidget,
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
# add sidepane **after** chart; place it on axis side
|
# add sidepane **after** chart; place it on axis side
|
||||||
|
|
@ -126,7 +404,7 @@ class ChartnPane(QFrame):
|
||||||
self._sidepane = sidepane
|
self._sidepane = sidepane
|
||||||
|
|
||||||
@property
|
@property
|
||||||
def sidepane(self) -> FieldsForm|SearchWidget:
|
def sidepane(self) -> FieldsForm | SearchWidget:
|
||||||
return self._sidepane
|
return self._sidepane
|
||||||
|
|
||||||
|
|
||||||
|
|
@ -141,6 +419,7 @@ class LinkedSplits(QWidget):
|
||||||
|
|
||||||
'''
|
'''
|
||||||
def __init__(
|
def __init__(
|
||||||
|
|
||||||
self,
|
self,
|
||||||
godwidget: GodWidget,
|
godwidget: GodWidget,
|
||||||
|
|
||||||
|
|
@ -171,7 +450,7 @@ class LinkedSplits(QWidget):
|
||||||
# chart-local graphics state that can be passed to
|
# chart-local graphics state that can be passed to
|
||||||
# a ``graphic_update_cycle()`` call by any task wishing to
|
# a ``graphic_update_cycle()`` call by any task wishing to
|
||||||
# update the UI for a given "chart instance".
|
# update the UI for a given "chart instance".
|
||||||
self.display_state: DisplayState|None = None
|
self.display_state: DisplayState | None = None
|
||||||
|
|
||||||
self._mkt: MktPair = None
|
self._mkt: MktPair = None
|
||||||
|
|
||||||
|
|
@ -207,7 +486,7 @@ class LinkedSplits(QWidget):
|
||||||
|
|
||||||
def set_split_sizes(
|
def set_split_sizes(
|
||||||
self,
|
self,
|
||||||
prop: float|None = None,
|
prop: float | None = None,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
|
|
@ -288,8 +567,8 @@ class LinkedSplits(QWidget):
|
||||||
|
|
||||||
# style?
|
# style?
|
||||||
self.chart.setFrameStyle(
|
self.chart.setFrameStyle(
|
||||||
QFrame.Shape.StyledPanel
|
QFrame.Shape.StyledPanel |
|
||||||
|QFrame.Shadow.Plain
|
QFrame.Shadow.Plain
|
||||||
)
|
)
|
||||||
|
|
||||||
return self.chart
|
return self.chart
|
||||||
|
|
@ -301,11 +580,11 @@ class LinkedSplits(QWidget):
|
||||||
shm: ShmArray,
|
shm: ShmArray,
|
||||||
flume: Flume,
|
flume: Flume,
|
||||||
|
|
||||||
array_key: str|None = None,
|
array_key: str | None = None,
|
||||||
style: str = 'line',
|
style: str = 'line',
|
||||||
_is_main: bool = False,
|
_is_main: bool = False,
|
||||||
|
|
||||||
sidepane: QWidget|None = None,
|
sidepane: QWidget | None = None,
|
||||||
draw_kwargs: dict = {},
|
draw_kwargs: dict = {},
|
||||||
|
|
||||||
**cpw_kwargs,
|
**cpw_kwargs,
|
||||||
|
|
@ -408,7 +687,7 @@ class LinkedSplits(QWidget):
|
||||||
cpw.plotItem.vb.linked = self
|
cpw.plotItem.vb.linked = self
|
||||||
cpw.setFrameStyle(
|
cpw.setFrameStyle(
|
||||||
QFrame.Shape.StyledPanel
|
QFrame.Shape.StyledPanel
|
||||||
# |QFrame.Shadow.Plain
|
# | QFrame.Shadow.Plain
|
||||||
)
|
)
|
||||||
|
|
||||||
# don't show the little "autoscale" A label.
|
# don't show the little "autoscale" A label.
|
||||||
|
|
@ -521,7 +800,7 @@ class LinkedSplits(QWidget):
|
||||||
|
|
||||||
def resize_sidepanes(
|
def resize_sidepanes(
|
||||||
self,
|
self,
|
||||||
from_linked: LinkedSplits|None = None,
|
from_linked: LinkedSplits | None = None,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
|
|
@ -595,7 +874,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
# TODO: load from config
|
# TODO: load from config
|
||||||
use_open_gl: bool = False,
|
use_open_gl: bool = False,
|
||||||
|
|
||||||
static_yrange: tuple[float, float]|None = None,
|
static_yrange: tuple[float, float] | None = None,
|
||||||
|
|
||||||
parent=None,
|
parent=None,
|
||||||
**kwargs,
|
**kwargs,
|
||||||
|
|
@ -610,7 +889,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
|
|
||||||
# NOTE: must be set bfore calling ``.mk_vb()``
|
# NOTE: must be set bfore calling ``.mk_vb()``
|
||||||
self.linked = linkedsplits
|
self.linked = linkedsplits
|
||||||
self.sidepane: FieldsForm|None = None
|
self.sidepane: FieldsForm | None = None
|
||||||
|
|
||||||
# source of our custom interactions
|
# source of our custom interactions
|
||||||
self.cv = self.mk_vb(name)
|
self.cv = self.mk_vb(name)
|
||||||
|
|
@ -644,7 +923,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
self.useOpenGL(use_open_gl)
|
self.useOpenGL(use_open_gl)
|
||||||
self.name = name
|
self.name = name
|
||||||
self.data_key = data_key or name
|
self.data_key = data_key or name
|
||||||
self.qframe: ChartnPane|None = None
|
self.qframe: ChartnPane | None = None
|
||||||
|
|
||||||
# scene-local placeholder for book graphics
|
# scene-local placeholder for book graphics
|
||||||
# sizing to avoid overlap with data contents
|
# sizing to avoid overlap with data contents
|
||||||
|
|
@ -655,7 +934,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
# registry of overlay curve names
|
# registry of overlay curve names
|
||||||
self._vizs: dict[str, Viz] = {}
|
self._vizs: dict[str, Viz] = {}
|
||||||
|
|
||||||
self.feed: Feed|None = None
|
self.feed: Feed | None = None
|
||||||
|
|
||||||
self._labels = {} # registry of underlying graphics
|
self._labels = {} # registry of underlying graphics
|
||||||
self._ysticks = {} # registry of underlying graphics
|
self._ysticks = {} # registry of underlying graphics
|
||||||
|
|
@ -748,11 +1027,11 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
def increment_view(
|
def increment_view(
|
||||||
self,
|
self,
|
||||||
datums: int = 1,
|
datums: int = 1,
|
||||||
vb: ChartView|None = None,
|
vb: ChartView | None = None,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
Increment the data view `datums`` steps toward y-axis thus
|
Increment the data view ``datums``` steps toward y-axis thus
|
||||||
"following" the current time slot/step/bar.
|
"following" the current time slot/step/bar.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
|
|
@ -762,7 +1041,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
x_shift = viz.index_step() * datums
|
x_shift = viz.index_step() * datums
|
||||||
|
|
||||||
if datums >= 300:
|
if datums >= 300:
|
||||||
log.warning('FUCKING FIX THE GLOBAL STEP BULLSHIT')
|
print("FUCKING FIX THE GLOBAL STEP BULLSHIT")
|
||||||
# breakpoint()
|
# breakpoint()
|
||||||
return
|
return
|
||||||
|
|
||||||
|
|
@ -779,8 +1058,8 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
def overlay_plotitem(
|
def overlay_plotitem(
|
||||||
self,
|
self,
|
||||||
name: str,
|
name: str,
|
||||||
index: int|None = None,
|
index: int | None = None,
|
||||||
axis_title: str|None = None,
|
axis_title: str | None = None,
|
||||||
axis_side: str = 'right',
|
axis_side: str = 'right',
|
||||||
axis_kwargs: dict = {},
|
axis_kwargs: dict = {},
|
||||||
|
|
||||||
|
|
@ -868,14 +1147,14 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
shm: ShmArray,
|
shm: ShmArray,
|
||||||
flume: Flume,
|
flume: Flume,
|
||||||
|
|
||||||
array_key: str|None = None,
|
array_key: str | None = None,
|
||||||
overlay: bool = False,
|
overlay: bool = False,
|
||||||
color: str|None = None,
|
color: str | None = None,
|
||||||
add_label: bool = True,
|
add_label: bool = True,
|
||||||
pi: pg.PlotItem|None = None,
|
pi: pg.PlotItem | None = None,
|
||||||
step_mode: bool = False,
|
step_mode: bool = False,
|
||||||
is_ohlc: bool = False,
|
is_ohlc: bool = False,
|
||||||
add_sticky: None|str = 'right',
|
add_sticky: None | str = 'right',
|
||||||
|
|
||||||
**graphics_kwargs,
|
**graphics_kwargs,
|
||||||
|
|
||||||
|
|
@ -973,7 +1252,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
# use the tick size precision for display
|
# use the tick size precision for display
|
||||||
name = name or pi.name
|
name = name or pi.name
|
||||||
mkt: MktPair = self.linked.mkt
|
mkt: MktPair = self.linked.mkt
|
||||||
digits: int|None = None
|
digits: int | None = None
|
||||||
if name in mkt.fqme:
|
if name in mkt.fqme:
|
||||||
digits = mkt.price_tick_digits
|
digits = mkt.price_tick_digits
|
||||||
|
|
||||||
|
|
@ -1007,7 +1286,7 @@ class ChartPlotWidget(pg.PlotWidget):
|
||||||
shm: ShmArray,
|
shm: ShmArray,
|
||||||
flume: Flume,
|
flume: Flume,
|
||||||
|
|
||||||
array_key: str|None = None,
|
array_key: str | None = None,
|
||||||
**draw_curve_kwargs,
|
**draw_curve_kwargs,
|
||||||
|
|
||||||
) -> Viz:
|
) -> Viz:
|
||||||
|
|
|
||||||
|
|
@ -413,18 +413,9 @@ class Cursor(pg.GraphicsObject):
|
||||||
self,
|
self,
|
||||||
item: pg.GraphicsObject,
|
item: pg.GraphicsObject,
|
||||||
) -> None:
|
) -> None:
|
||||||
assert getattr(
|
assert getattr(item, 'delete'), f"{item} must define a ``.delete()``"
|
||||||
item,
|
|
||||||
'delete',
|
|
||||||
), f"{item} must define a ``.delete()``"
|
|
||||||
self._hovered.add(item)
|
self._hovered.add(item)
|
||||||
|
|
||||||
def is_hovered(
|
|
||||||
self,
|
|
||||||
item: pg.GraphicsObject,
|
|
||||||
) -> bool:
|
|
||||||
return item in self._hovered
|
|
||||||
|
|
||||||
def add_plot(
|
def add_plot(
|
||||||
self,
|
self,
|
||||||
plot: ChartPlotWidget, # noqa
|
plot: ChartPlotWidget, # noqa
|
||||||
|
|
|
||||||
|
|
@ -27,6 +27,7 @@ import pyqtgraph as pg
|
||||||
|
|
||||||
from piker.ui.qt import (
|
from piker.ui.qt import (
|
||||||
QtWidgets,
|
QtWidgets,
|
||||||
|
QGraphicsItem,
|
||||||
Qt,
|
Qt,
|
||||||
QLineF,
|
QLineF,
|
||||||
QRectF,
|
QRectF,
|
||||||
|
|
|
||||||
|
|
@ -45,7 +45,7 @@ from piker.ui.qt import QLineF
|
||||||
from ..data._sharedmem import (
|
from ..data._sharedmem import (
|
||||||
ShmArray,
|
ShmArray,
|
||||||
)
|
)
|
||||||
from ..data.flows import Flume
|
from ..data.feed import Flume
|
||||||
from ..data._formatters import (
|
from ..data._formatters import (
|
||||||
IncrementalFormatter,
|
IncrementalFormatter,
|
||||||
OHLCBarsFmtr, # Plain OHLC renderer
|
OHLCBarsFmtr, # Plain OHLC renderer
|
||||||
|
|
|
||||||
|
|
@ -21,7 +21,6 @@ this module ties together quote and computational (fsp) streams with
|
||||||
graphics update methods via our custom ``pyqtgraph`` charting api.
|
graphics update methods via our custom ``pyqtgraph`` charting api.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
from functools import partial
|
|
||||||
import itertools
|
import itertools
|
||||||
from math import floor
|
from math import floor
|
||||||
import time
|
import time
|
||||||
|
|
@ -209,7 +208,6 @@ class DisplayState(Struct):
|
||||||
async def increment_history_view(
|
async def increment_history_view(
|
||||||
# min_istream: tractor.MsgStream,
|
# min_istream: tractor.MsgStream,
|
||||||
ds: DisplayState,
|
ds: DisplayState,
|
||||||
loglevel: str = 'warning',
|
|
||||||
):
|
):
|
||||||
hist_chart: ChartPlotWidget = ds.hist_chart
|
hist_chart: ChartPlotWidget = ds.hist_chart
|
||||||
hist_viz: Viz = ds.hist_viz
|
hist_viz: Viz = ds.hist_viz
|
||||||
|
|
@ -231,10 +229,7 @@ async def increment_history_view(
|
||||||
hist_viz.reset_graphics()
|
hist_viz.reset_graphics()
|
||||||
# hist_viz.update_graphics(force_redraw=True)
|
# hist_viz.update_graphics(force_redraw=True)
|
||||||
|
|
||||||
async with open_sample_stream(
|
async with open_sample_stream(1.) as min_istream:
|
||||||
period_s=1.,
|
|
||||||
loglevel=loglevel,
|
|
||||||
) as min_istream:
|
|
||||||
async for msg in min_istream:
|
async for msg in min_istream:
|
||||||
|
|
||||||
profiler = Profiler(
|
profiler = Profiler(
|
||||||
|
|
@ -315,6 +310,7 @@ async def increment_history_view(
|
||||||
|
|
||||||
|
|
||||||
async def graphics_update_loop(
|
async def graphics_update_loop(
|
||||||
|
|
||||||
dss: dict[str, DisplayState],
|
dss: dict[str, DisplayState],
|
||||||
nurse: trio.Nursery,
|
nurse: trio.Nursery,
|
||||||
godwidget: GodWidget,
|
godwidget: GodWidget,
|
||||||
|
|
@ -323,7 +319,6 @@ async def graphics_update_loop(
|
||||||
|
|
||||||
pis: dict[str, list[pgo.PlotItem, pgo.PlotItem]] = {},
|
pis: dict[str, list[pgo.PlotItem, pgo.PlotItem]] = {},
|
||||||
vlm_charts: dict[str, ChartPlotWidget] = {},
|
vlm_charts: dict[str, ChartPlotWidget] = {},
|
||||||
loglevel: str = 'warning',
|
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
|
|
@ -467,12 +462,9 @@ async def graphics_update_loop(
|
||||||
# })
|
# })
|
||||||
|
|
||||||
nurse.start_soon(
|
nurse.start_soon(
|
||||||
partial(
|
|
||||||
increment_history_view,
|
increment_history_view,
|
||||||
# min_istream,
|
# min_istream,
|
||||||
ds=ds,
|
ds,
|
||||||
loglevel=loglevel,
|
|
||||||
),
|
|
||||||
)
|
)
|
||||||
await trio.sleep(0)
|
await trio.sleep(0)
|
||||||
|
|
||||||
|
|
@ -519,19 +511,14 @@ async def graphics_update_loop(
|
||||||
fast_chart.linked.isHidden()
|
fast_chart.linked.isHidden()
|
||||||
or not rt_pi.isVisible()
|
or not rt_pi.isVisible()
|
||||||
):
|
):
|
||||||
log.debug(
|
print(f'{fqme} skipping update for HIDDEN CHART')
|
||||||
f'{fqme} skipping update for HIDDEN CHART'
|
|
||||||
)
|
|
||||||
fast_chart.pause_all_feeds()
|
fast_chart.pause_all_feeds()
|
||||||
continue
|
continue
|
||||||
|
|
||||||
ic = fast_chart.view._in_interact
|
ic = fast_chart.view._in_interact
|
||||||
if ic:
|
if ic:
|
||||||
fast_chart.pause_all_feeds()
|
fast_chart.pause_all_feeds()
|
||||||
log.debug(
|
print(f'{fqme} PAUSING DURING INTERACTION')
|
||||||
f'Pausing chart updaates during interaction\n'
|
|
||||||
f'fqme: {fqme!r}'
|
|
||||||
)
|
|
||||||
await ic.wait()
|
await ic.wait()
|
||||||
fast_chart.resume_all_feeds()
|
fast_chart.resume_all_feeds()
|
||||||
|
|
||||||
|
|
@ -1604,18 +1591,15 @@ async def display_symbol_data(
|
||||||
# start update loop task
|
# start update loop task
|
||||||
dss: dict[str, DisplayState] = {}
|
dss: dict[str, DisplayState] = {}
|
||||||
ln.start_soon(
|
ln.start_soon(
|
||||||
partial(
|
|
||||||
graphics_update_loop,
|
graphics_update_loop,
|
||||||
dss=dss,
|
dss,
|
||||||
nurse=ln,
|
ln,
|
||||||
godwidget=godwidget,
|
godwidget,
|
||||||
feed=feed,
|
feed,
|
||||||
# min_istream,
|
# min_istream,
|
||||||
|
|
||||||
pis=pis,
|
pis,
|
||||||
vlm_charts=vlm_charts,
|
vlm_charts,
|
||||||
loglevel=loglevel,
|
|
||||||
)
|
|
||||||
)
|
)
|
||||||
|
|
||||||
# boot order-mode
|
# boot order-mode
|
||||||
|
|
|
||||||
|
|
@ -21,7 +21,6 @@ Higher level annotation editors.
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
from collections import defaultdict
|
from collections import defaultdict
|
||||||
from typing import (
|
from typing import (
|
||||||
Literal,
|
|
||||||
Sequence,
|
Sequence,
|
||||||
TYPE_CHECKING,
|
TYPE_CHECKING,
|
||||||
)
|
)
|
||||||
|
|
@ -55,11 +54,6 @@ from ._style import (
|
||||||
from ._lines import LevelLine
|
from ._lines import LevelLine
|
||||||
from ..log import get_logger
|
from ..log import get_logger
|
||||||
|
|
||||||
# TODO, rm the cycle here!
|
|
||||||
from ._widget import (
|
|
||||||
GodWidget,
|
|
||||||
)
|
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from ._chart import (
|
from ._chart import (
|
||||||
GodWidget,
|
GodWidget,
|
||||||
|
|
@ -72,18 +66,9 @@ log = get_logger(__name__)
|
||||||
|
|
||||||
|
|
||||||
class ArrowEditor(Struct):
|
class ArrowEditor(Struct):
|
||||||
'''
|
|
||||||
Annotate a chart-view with arrows most often used for indicating,
|
|
||||||
- order txns/clears,
|
|
||||||
- positions directions,
|
|
||||||
- general points-of-interest like nooz events.
|
|
||||||
|
|
||||||
'''
|
|
||||||
godw: GodWidget = None # type: ignore # noqa
|
godw: GodWidget = None # type: ignore # noqa
|
||||||
_arrows: dict[
|
_arrows: dict[str, list[pg.ArrowItem]] = {}
|
||||||
str,
|
|
||||||
list[pg.ArrowItem]
|
|
||||||
] = {}
|
|
||||||
|
|
||||||
def add(
|
def add(
|
||||||
self,
|
self,
|
||||||
|
|
@ -91,19 +76,8 @@ class ArrowEditor(Struct):
|
||||||
uid: str,
|
uid: str,
|
||||||
x: float,
|
x: float,
|
||||||
y: float,
|
y: float,
|
||||||
color: str|None = None,
|
color: str = 'default',
|
||||||
pointing: Literal[
|
pointing: str | None = None,
|
||||||
'up',
|
|
||||||
'down',
|
|
||||||
None,
|
|
||||||
] = None,
|
|
||||||
alpha: int = 255,
|
|
||||||
zval: float = 1e9,
|
|
||||||
headLen: float|None = None,
|
|
||||||
headWidth: float|None = None,
|
|
||||||
tailLen: float|None = None,
|
|
||||||
tailWidth: float|None = None,
|
|
||||||
pxMode: bool = True,
|
|
||||||
|
|
||||||
) -> pg.ArrowItem:
|
) -> pg.ArrowItem:
|
||||||
'''
|
'''
|
||||||
|
|
@ -119,83 +93,29 @@ class ArrowEditor(Struct):
|
||||||
# scale arrow sizing to dpi-aware font
|
# scale arrow sizing to dpi-aware font
|
||||||
size = _font.font.pixelSize() * 0.8
|
size = _font.font.pixelSize() * 0.8
|
||||||
|
|
||||||
# allow caller override of head dimensions
|
|
||||||
if headLen is None:
|
|
||||||
headLen = size
|
|
||||||
if headWidth is None:
|
|
||||||
headWidth = size/2
|
|
||||||
# tail params default to None (no tail)
|
|
||||||
if tailWidth is None:
|
|
||||||
tailWidth = 3
|
|
||||||
|
|
||||||
color = color or 'default'
|
|
||||||
color = QColor(hcolor(color))
|
|
||||||
color.setAlpha(alpha)
|
|
||||||
pen = fn.mkPen(color, width=1)
|
|
||||||
brush = fn.mkBrush(color)
|
|
||||||
arrow = pg.ArrowItem(
|
arrow = pg.ArrowItem(
|
||||||
angle=angle,
|
angle=angle,
|
||||||
baseAngle=0,
|
baseAngle=0,
|
||||||
headLen=headLen,
|
headLen=size,
|
||||||
headWidth=headWidth,
|
headWidth=size/2,
|
||||||
tailLen=tailLen,
|
tailLen=None,
|
||||||
tailWidth=tailWidth,
|
pxMode=True,
|
||||||
pxMode=pxMode,
|
|
||||||
# coloring
|
|
||||||
pen=pen,
|
|
||||||
brush=brush,
|
|
||||||
)
|
|
||||||
arrow.setZValue(zval)
|
|
||||||
arrow.setPos(x, y)
|
|
||||||
plot.addItem(arrow) # render to view
|
|
||||||
|
|
||||||
# register for removal
|
# coloring
|
||||||
arrow._uid = uid
|
pen=pg.mkPen(hcolor('papas_special')),
|
||||||
self._arrows.setdefault(
|
brush=pg.mkBrush(hcolor(color)),
|
||||||
uid, []
|
)
|
||||||
).append(arrow)
|
arrow.setPos(x, y)
|
||||||
|
self._arrows.setdefault(uid, []).append(arrow)
|
||||||
|
|
||||||
|
# render to view
|
||||||
|
plot.addItem(arrow)
|
||||||
|
|
||||||
return arrow
|
return arrow
|
||||||
|
|
||||||
def remove(
|
def remove(self, arrow) -> bool:
|
||||||
self,
|
|
||||||
arrow: pg.ArrowItem,
|
|
||||||
) -> None:
|
|
||||||
'''
|
|
||||||
Remove a *single arrow* from all chart views to which it was
|
|
||||||
added.
|
|
||||||
|
|
||||||
'''
|
|
||||||
uid: str = arrow._uid
|
|
||||||
arrows: list[pg.ArrowItem] = self._arrows[uid]
|
|
||||||
log.info(
|
|
||||||
f'Removing arrow from views\n'
|
|
||||||
f'uid: {uid!r}\n'
|
|
||||||
f'{arrow!r}\n'
|
|
||||||
)
|
|
||||||
for linked in self.godw.iter_linked():
|
for linked in self.godw.iter_linked():
|
||||||
if not (chart := linked.chart):
|
linked.chart.plotItem.removeItem(arrow)
|
||||||
continue
|
|
||||||
|
|
||||||
chart.plotItem.removeItem(arrow)
|
|
||||||
try:
|
|
||||||
arrows.remove(arrow)
|
|
||||||
except ValueError:
|
|
||||||
log.warning(
|
|
||||||
f'Arrow was already removed?\n'
|
|
||||||
f'uid: {uid!r}\n'
|
|
||||||
f'{arrow!r}\n'
|
|
||||||
)
|
|
||||||
|
|
||||||
def remove_all(self) -> set[pg.ArrowItem]:
|
|
||||||
'''
|
|
||||||
Remove all arrows added by this editor from all
|
|
||||||
chart-views.
|
|
||||||
|
|
||||||
'''
|
|
||||||
for uid, arrows in self._arrows.items():
|
|
||||||
for arrow in arrows:
|
|
||||||
self.remove(arrow)
|
|
||||||
|
|
||||||
|
|
||||||
class LineEditor(Struct):
|
class LineEditor(Struct):
|
||||||
|
|
@ -341,9 +261,6 @@ class LineEditor(Struct):
|
||||||
|
|
||||||
return lines
|
return lines
|
||||||
|
|
||||||
# compat with ArrowEditor
|
|
||||||
remove = remove_line
|
|
||||||
|
|
||||||
|
|
||||||
def as_point(
|
def as_point(
|
||||||
pair: Sequence[float, float] | QPointF,
|
pair: Sequence[float, float] | QPointF,
|
||||||
|
|
@ -376,7 +293,7 @@ class SelectRect(QtWidgets.QGraphicsRectItem):
|
||||||
def __init__(
|
def __init__(
|
||||||
self,
|
self,
|
||||||
viewbox: ViewBox,
|
viewbox: ViewBox,
|
||||||
color: str|None = None,
|
color: str | None = None,
|
||||||
) -> None:
|
) -> None:
|
||||||
super().__init__(0, 0, 1, 1)
|
super().__init__(0, 0, 1, 1)
|
||||||
|
|
||||||
|
|
@ -692,6 +609,3 @@ class SelectRect(QtWidgets.QGraphicsRectItem):
|
||||||
|
|
||||||
):
|
):
|
||||||
scen.removeItem(self._label_proxy)
|
scen.removeItem(self._label_proxy)
|
||||||
|
|
||||||
# compat with ArrowEditor
|
|
||||||
remove = delete
|
|
||||||
|
|
|
||||||
|
|
@ -56,7 +56,7 @@ from . import _style
|
||||||
|
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from ._widget import GodWidget
|
from ._chart import GodWidget
|
||||||
|
|
||||||
|
|
||||||
log = get_logger(__name__)
|
log = get_logger(__name__)
|
||||||
|
|
@ -91,10 +91,6 @@ def run_qtractor(
|
||||||
window_type: QMainWindow = None,
|
window_type: QMainWindow = None,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
|
||||||
Run the Qt event loop and embed `trio` via guest mode on it.
|
|
||||||
|
|
||||||
'''
|
|
||||||
# avoids annoying message when entering debugger from qt loop
|
# avoids annoying message when entering debugger from qt loop
|
||||||
pyqtRemoveInputHook()
|
pyqtRemoveInputHook()
|
||||||
|
|
||||||
|
|
@ -174,7 +170,7 @@ def run_qtractor(
|
||||||
# hook into app focus change events
|
# hook into app focus change events
|
||||||
app.focusChanged.connect(window.on_focus_change)
|
app.focusChanged.connect(window.on_focus_change)
|
||||||
|
|
||||||
instance: GodWidget = main_widget_type()
|
instance = main_widget_type()
|
||||||
instance.window = window
|
instance.window = window
|
||||||
|
|
||||||
# override tractor's defaults
|
# override tractor's defaults
|
||||||
|
|
|
||||||
|
|
@ -73,7 +73,7 @@ log = get_logger(__name__)
|
||||||
def update_fsp_chart(
|
def update_fsp_chart(
|
||||||
viz,
|
viz,
|
||||||
graphics_name: str,
|
graphics_name: str,
|
||||||
array_key: str|None,
|
array_key: str | None,
|
||||||
**kwargs,
|
**kwargs,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
@ -87,11 +87,7 @@ def update_fsp_chart(
|
||||||
|
|
||||||
# guard against unreadable case
|
# guard against unreadable case
|
||||||
if not last_row:
|
if not last_row:
|
||||||
log.warning(
|
log.warning(f'Read-race on shm array: {graphics_name}@{shm.token}')
|
||||||
f'Read-race on shm array,\n'
|
|
||||||
f'graphics_name: {graphics_name!r}\n'
|
|
||||||
f'shm.token: {shm.token}\n'
|
|
||||||
)
|
|
||||||
return
|
return
|
||||||
|
|
||||||
# update graphics
|
# update graphics
|
||||||
|
|
@ -183,17 +179,13 @@ async def open_fsp_sidepane(
|
||||||
|
|
||||||
@acm
|
@acm
|
||||||
async def open_fsp_actor_cluster(
|
async def open_fsp_actor_cluster(
|
||||||
names: list[str] = [
|
names: list[str] = ['fsp_0', 'fsp_1'],
|
||||||
'fsp_0',
|
|
||||||
'fsp_1',
|
|
||||||
],
|
|
||||||
|
|
||||||
) -> AsyncGenerator[
|
) -> AsyncGenerator[
|
||||||
int,
|
int,
|
||||||
dict[str, tractor.Portal]
|
dict[str, tractor.Portal]
|
||||||
]:
|
]:
|
||||||
|
|
||||||
# TODO! change to .experimental!
|
|
||||||
from tractor._clustering import open_actor_cluster
|
from tractor._clustering import open_actor_cluster
|
||||||
|
|
||||||
# profiler = Profiler(
|
# profiler = Profiler(
|
||||||
|
|
@ -201,7 +193,7 @@ async def open_fsp_actor_cluster(
|
||||||
# disabled=False
|
# disabled=False
|
||||||
# )
|
# )
|
||||||
async with open_actor_cluster(
|
async with open_actor_cluster(
|
||||||
count=len(names),
|
count=2,
|
||||||
names=names,
|
names=names,
|
||||||
modules=['piker.fsp._engine'],
|
modules=['piker.fsp._engine'],
|
||||||
|
|
||||||
|
|
@ -211,6 +203,7 @@ async def open_fsp_actor_cluster(
|
||||||
|
|
||||||
|
|
||||||
async def run_fsp_ui(
|
async def run_fsp_ui(
|
||||||
|
|
||||||
linkedsplits: LinkedSplits,
|
linkedsplits: LinkedSplits,
|
||||||
flume: Flume,
|
flume: Flume,
|
||||||
started: trio.Event,
|
started: trio.Event,
|
||||||
|
|
@ -478,7 +471,7 @@ class FspAdmin:
|
||||||
target: Fsp,
|
target: Fsp,
|
||||||
conf: dict[str, dict[str, Any]],
|
conf: dict[str, dict[str, Any]],
|
||||||
|
|
||||||
worker_name: str|None = None,
|
worker_name: str | None = None,
|
||||||
loglevel: str = 'info',
|
loglevel: str = 'info',
|
||||||
|
|
||||||
) -> (Flume, trio.Event):
|
) -> (Flume, trio.Event):
|
||||||
|
|
@ -501,8 +494,7 @@ class FspAdmin:
|
||||||
|
|
||||||
portal: tractor.Portal = (
|
portal: tractor.Portal = (
|
||||||
self.cluster.get(worker_name)
|
self.cluster.get(worker_name)
|
||||||
or
|
or self.rr_next_portal()
|
||||||
self.rr_next_portal()
|
|
||||||
)
|
)
|
||||||
|
|
||||||
# TODO: this should probably be turned into a
|
# TODO: this should probably be turned into a
|
||||||
|
|
@ -631,10 +623,8 @@ async def open_fsp_admin(
|
||||||
event.set()
|
event.set()
|
||||||
|
|
||||||
|
|
||||||
# TODO, passing in `pikerd` related settings here!
|
|
||||||
# [ ] read in the `tractor` setting for `enable_transports: list`
|
|
||||||
# from the root `conf.toml`!
|
|
||||||
async def open_vlm_displays(
|
async def open_vlm_displays(
|
||||||
|
|
||||||
linked: LinkedSplits,
|
linked: LinkedSplits,
|
||||||
flume: Flume,
|
flume: Flume,
|
||||||
dvlm: bool = True,
|
dvlm: bool = True,
|
||||||
|
|
@ -644,12 +634,12 @@ async def open_vlm_displays(
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
Vlm (volume) subchart displays.
|
Volume subchart displays.
|
||||||
|
|
||||||
Since "volume" is often included directly alongside OHLCV price
|
Since "volume" is often included directly alongside OHLCV price
|
||||||
data, we don't really need a separate FSP-actor + shm array for
|
data, we don't really need a separate FSP-actor + shm array for it
|
||||||
it since it's likely already directly adjacent to OHLC samples
|
since it's likely already directly adjacent to OHLC samples from the
|
||||||
from the data provider.
|
data provider.
|
||||||
|
|
||||||
Further only if volume data is detected (it sometimes isn't provided
|
Further only if volume data is detected (it sometimes isn't provided
|
||||||
eg. forex, certain commodities markets) will volume dependent FSPs
|
eg. forex, certain commodities markets) will volume dependent FSPs
|
||||||
|
|
|
||||||
|
|
@ -43,7 +43,6 @@ from pyqtgraph import (
|
||||||
functions as fn,
|
functions as fn,
|
||||||
)
|
)
|
||||||
import numpy as np
|
import numpy as np
|
||||||
import tractor
|
|
||||||
import trio
|
import trio
|
||||||
|
|
||||||
from piker.ui.qt import (
|
from piker.ui.qt import (
|
||||||
|
|
@ -73,10 +72,7 @@ if TYPE_CHECKING:
|
||||||
GodWidget,
|
GodWidget,
|
||||||
)
|
)
|
||||||
from ._dataviz import Viz
|
from ._dataviz import Viz
|
||||||
from .order_mode import (
|
from .order_mode import OrderMode
|
||||||
OrderMode,
|
|
||||||
Dialog,
|
|
||||||
)
|
|
||||||
from ._display import DisplayState
|
from ._display import DisplayState
|
||||||
|
|
||||||
|
|
||||||
|
|
@ -134,12 +130,7 @@ async def handle_viewmode_kb_inputs(
|
||||||
|
|
||||||
async for kbmsg in recv_chan:
|
async for kbmsg in recv_chan:
|
||||||
event, etype, key, mods, text = kbmsg.to_tuple()
|
event, etype, key, mods, text = kbmsg.to_tuple()
|
||||||
log.debug(
|
log.debug(f'key: {key}, mods: {mods}, text: {text}')
|
||||||
f'View-mode kb-msg received,\n'
|
|
||||||
f'mods: {mods!r}\n'
|
|
||||||
f'key: {key!r}\n'
|
|
||||||
f'text: {text!r}\n'
|
|
||||||
)
|
|
||||||
now = time.time()
|
now = time.time()
|
||||||
period = now - last
|
period = now - last
|
||||||
|
|
||||||
|
|
@ -167,12 +158,8 @@ async def handle_viewmode_kb_inputs(
|
||||||
# have no previous keys or we do and the min_tap period is
|
# have no previous keys or we do and the min_tap period is
|
||||||
# met
|
# met
|
||||||
if (
|
if (
|
||||||
not fast_key_seq
|
not fast_key_seq or
|
||||||
or (
|
period <= min_tap and fast_key_seq
|
||||||
period <= min_tap
|
|
||||||
and
|
|
||||||
fast_key_seq
|
|
||||||
)
|
|
||||||
):
|
):
|
||||||
fast_key_seq.append(text)
|
fast_key_seq.append(text)
|
||||||
log.debug(f'fast keys seqs {fast_key_seq}')
|
log.debug(f'fast keys seqs {fast_key_seq}')
|
||||||
|
|
@ -187,8 +174,7 @@ async def handle_viewmode_kb_inputs(
|
||||||
# UI REPL-shell, with ctrl-p (for "pause")
|
# UI REPL-shell, with ctrl-p (for "pause")
|
||||||
if (
|
if (
|
||||||
ctrl
|
ctrl
|
||||||
and
|
and key in {
|
||||||
key in {
|
|
||||||
Qt.Key_P,
|
Qt.Key_P,
|
||||||
}
|
}
|
||||||
):
|
):
|
||||||
|
|
@ -198,6 +184,7 @@ async def handle_viewmode_kb_inputs(
|
||||||
vlm_chart = chart.linked.subplots['volume'] # noqa
|
vlm_chart = chart.linked.subplots['volume'] # noqa
|
||||||
vlm_viz = vlm_chart.main_viz # noqa
|
vlm_viz = vlm_chart.main_viz # noqa
|
||||||
dvlm_pi = vlm_chart._vizs['dolla_vlm'].plot # noqa
|
dvlm_pi = vlm_chart._vizs['dolla_vlm'].plot # noqa
|
||||||
|
import tractor
|
||||||
await tractor.pause()
|
await tractor.pause()
|
||||||
view.interact_graphics_cycle()
|
view.interact_graphics_cycle()
|
||||||
|
|
||||||
|
|
@ -205,8 +192,7 @@ async def handle_viewmode_kb_inputs(
|
||||||
# shown data `Viz`s for the current chart app.
|
# shown data `Viz`s for the current chart app.
|
||||||
if (
|
if (
|
||||||
ctrl
|
ctrl
|
||||||
and
|
and key in {
|
||||||
key in {
|
|
||||||
Qt.Key_R,
|
Qt.Key_R,
|
||||||
}
|
}
|
||||||
):
|
):
|
||||||
|
|
@ -245,8 +231,7 @@ async def handle_viewmode_kb_inputs(
|
||||||
key == Qt.Key_Escape
|
key == Qt.Key_Escape
|
||||||
or (
|
or (
|
||||||
ctrl
|
ctrl
|
||||||
and
|
and key == Qt.Key_C
|
||||||
key == Qt.Key_C
|
|
||||||
)
|
)
|
||||||
):
|
):
|
||||||
# ctrl-c as cancel
|
# ctrl-c as cancel
|
||||||
|
|
@ -257,35 +242,17 @@ async def handle_viewmode_kb_inputs(
|
||||||
# cancel order or clear graphics
|
# cancel order or clear graphics
|
||||||
if (
|
if (
|
||||||
key == Qt.Key_C
|
key == Qt.Key_C
|
||||||
or
|
or key == Qt.Key_Delete
|
||||||
key == Qt.Key_Delete
|
|
||||||
):
|
):
|
||||||
# log.info('Handling <c> hotkey!')
|
|
||||||
try:
|
|
||||||
dialogs: list[Dialog] = order_mode.cancel_orders_under_cursor()
|
|
||||||
except BaseException:
|
|
||||||
log.exception('Failed to cancel orders !?\n')
|
|
||||||
await tractor.pause()
|
|
||||||
|
|
||||||
if not dialogs:
|
order_mode.cancel_orders_under_cursor()
|
||||||
log.warning(
|
|
||||||
'No orders were cancelled?\n'
|
|
||||||
'Is there an order-line under the cursor?\n'
|
|
||||||
'If you think there IS your DE might be "hiding the mouse" before '
|
|
||||||
'we rx the keyboard input via Qt..\n'
|
|
||||||
'=> Check your DE and/or TWM settings to be sure! <=\n'
|
|
||||||
)
|
|
||||||
# ^TODO?, some way to detect if there's lines and
|
|
||||||
# the DE is cuckin with things?
|
|
||||||
# await tractor.pause()
|
|
||||||
|
|
||||||
# View modes
|
# View modes
|
||||||
if (
|
if (
|
||||||
ctrl
|
ctrl
|
||||||
and (
|
and (
|
||||||
key == Qt.Key_Equal
|
key == Qt.Key_Equal
|
||||||
or
|
or key == Qt.Key_I
|
||||||
key == Qt.Key_I
|
|
||||||
)
|
)
|
||||||
):
|
):
|
||||||
view.wheelEvent(
|
view.wheelEvent(
|
||||||
|
|
@ -297,8 +264,7 @@ async def handle_viewmode_kb_inputs(
|
||||||
ctrl
|
ctrl
|
||||||
and (
|
and (
|
||||||
key == Qt.Key_Minus
|
key == Qt.Key_Minus
|
||||||
or
|
or key == Qt.Key_O
|
||||||
key == Qt.Key_O
|
|
||||||
)
|
)
|
||||||
):
|
):
|
||||||
view.wheelEvent(
|
view.wheelEvent(
|
||||||
|
|
@ -309,8 +275,7 @@ async def handle_viewmode_kb_inputs(
|
||||||
|
|
||||||
elif (
|
elif (
|
||||||
not ctrl
|
not ctrl
|
||||||
and
|
and key == Qt.Key_R
|
||||||
key == Qt.Key_R
|
|
||||||
):
|
):
|
||||||
# NOTE: seems that if we don't yield a Qt render
|
# NOTE: seems that if we don't yield a Qt render
|
||||||
# cycle then the m4 downsampled curves will show here
|
# cycle then the m4 downsampled curves will show here
|
||||||
|
|
@ -512,8 +477,7 @@ async def handle_viewmode_mouse(
|
||||||
# view.raiseContextMenu(event)
|
# view.raiseContextMenu(event)
|
||||||
|
|
||||||
if (
|
if (
|
||||||
view.order_mode.active
|
view.order_mode.active and
|
||||||
and
|
|
||||||
button == QtCore.Qt.LeftButton
|
button == QtCore.Qt.LeftButton
|
||||||
):
|
):
|
||||||
# when in order mode, submit execution
|
# when in order mode, submit execution
|
||||||
|
|
@ -817,8 +781,7 @@ class ChartView(ViewBox):
|
||||||
|
|
||||||
# Scale or translate based on mouse button
|
# Scale or translate based on mouse button
|
||||||
if btn & (
|
if btn & (
|
||||||
QtCore.Qt.LeftButton
|
QtCore.Qt.LeftButton | QtCore.Qt.MidButton
|
||||||
| QtCore.Qt.MidButton
|
|
||||||
):
|
):
|
||||||
# zoom y-axis ONLY when click-n-drag on it
|
# zoom y-axis ONLY when click-n-drag on it
|
||||||
# if axis == 1:
|
# if axis == 1:
|
||||||
|
|
|
||||||
|
|
@ -237,8 +237,8 @@ class LevelLabel(YAxisLabel):
|
||||||
class L1Label(LevelLabel):
|
class L1Label(LevelLabel):
|
||||||
|
|
||||||
text_flags = (
|
text_flags = (
|
||||||
QtCore.Qt.TextFlag.TextDontClip
|
QtCore.Qt.TextDontClip
|
||||||
| QtCore.Qt.AlignmentFlag.AlignLeft
|
| QtCore.Qt.AlignLeft
|
||||||
)
|
)
|
||||||
|
|
||||||
def set_label_str(
|
def set_label_str(
|
||||||
|
|
|
||||||
|
|
@ -52,13 +52,10 @@ from ._anchors import (
|
||||||
from ..calc import humanize
|
from ..calc import humanize
|
||||||
from ._label import Label
|
from ._label import Label
|
||||||
from ._style import hcolor, _font
|
from ._style import hcolor, _font
|
||||||
from ..log import get_logger
|
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from ._cursor import Cursor
|
from ._cursor import Cursor
|
||||||
|
|
||||||
log = get_logger(__name__)
|
|
||||||
|
|
||||||
|
|
||||||
# TODO: probably worth investigating if we can
|
# TODO: probably worth investigating if we can
|
||||||
# make .boundingRect() faster:
|
# make .boundingRect() faster:
|
||||||
|
|
@ -350,7 +347,7 @@ class LevelLine(pg.InfiniteLine):
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
# TODO: enter labels edit mode
|
# TODO: enter labels edit mode
|
||||||
log.debug(f'double click {ev}')
|
print(f'double click {ev}')
|
||||||
|
|
||||||
def paint(
|
def paint(
|
||||||
self,
|
self,
|
||||||
|
|
@ -464,19 +461,10 @@ class LevelLine(pg.InfiniteLine):
|
||||||
# hovered
|
# hovered
|
||||||
if (
|
if (
|
||||||
not ev.isExit()
|
not ev.isExit()
|
||||||
and
|
and ev.acceptDrags(QtCore.Qt.LeftButton)
|
||||||
ev.acceptDrags(QtCore.Qt.LeftButton)
|
|
||||||
):
|
):
|
||||||
# if already hovered we don't need to run again
|
# if already hovered we don't need to run again
|
||||||
if (
|
if self.mouseHovering is True:
|
||||||
self.mouseHovering is True
|
|
||||||
and
|
|
||||||
cur.is_hovered(self)
|
|
||||||
):
|
|
||||||
log.debug(
|
|
||||||
f'Already hovering ??\n'
|
|
||||||
f'cur._hovered: {cur._hovered!r}\n'
|
|
||||||
)
|
|
||||||
return
|
return
|
||||||
|
|
||||||
if self.only_show_markers_on_hover:
|
if self.only_show_markers_on_hover:
|
||||||
|
|
@ -493,7 +481,6 @@ class LevelLine(pg.InfiniteLine):
|
||||||
cur._y_label_update = False
|
cur._y_label_update = False
|
||||||
|
|
||||||
# add us to cursor state
|
# add us to cursor state
|
||||||
log.debug(f'Adding line {self!r}\n')
|
|
||||||
cur.add_hovered(self)
|
cur.add_hovered(self)
|
||||||
|
|
||||||
if self._hide_xhair_on_hover:
|
if self._hide_xhair_on_hover:
|
||||||
|
|
@ -521,7 +508,6 @@ class LevelLine(pg.InfiniteLine):
|
||||||
|
|
||||||
self.currentPen = self.pen
|
self.currentPen = self.pen
|
||||||
|
|
||||||
log.debug(f'Removing line {self!r}\n')
|
|
||||||
cur._hovered.remove(self)
|
cur._hovered.remove(self)
|
||||||
|
|
||||||
if self.only_show_markers_on_hover:
|
if self.only_show_markers_on_hover:
|
||||||
|
|
|
||||||
|
|
@ -27,12 +27,10 @@ from contextlib import (
|
||||||
from functools import partial
|
from functools import partial
|
||||||
from pprint import pformat
|
from pprint import pformat
|
||||||
from typing import (
|
from typing import (
|
||||||
|
# Any,
|
||||||
AsyncContextManager,
|
AsyncContextManager,
|
||||||
Literal,
|
|
||||||
)
|
)
|
||||||
from uuid import uuid4
|
|
||||||
|
|
||||||
import pyqtgraph as pg
|
|
||||||
import tractor
|
import tractor
|
||||||
import trio
|
import trio
|
||||||
from tractor import trionics
|
from tractor import trionics
|
||||||
|
|
@ -49,16 +47,12 @@ from piker.brokers import SymbolNotFound
|
||||||
from piker.ui.qt import (
|
from piker.ui.qt import (
|
||||||
QGraphicsItem,
|
QGraphicsItem,
|
||||||
)
|
)
|
||||||
from PyQt6.QtGui import QFont
|
|
||||||
from ._display import DisplayState
|
from ._display import DisplayState
|
||||||
from ._interaction import ChartView
|
from ._interaction import ChartView
|
||||||
from ._editors import (
|
from ._editors import SelectRect
|
||||||
SelectRect,
|
|
||||||
ArrowEditor,
|
|
||||||
)
|
|
||||||
from ._chart import ChartPlotWidget
|
from ._chart import ChartPlotWidget
|
||||||
from ._dataviz import Viz
|
from ._dataviz import Viz
|
||||||
from ._style import hcolor
|
|
||||||
|
|
||||||
log = get_logger(__name__)
|
log = get_logger(__name__)
|
||||||
|
|
||||||
|
|
@ -89,40 +83,8 @@ _ctxs: IpcCtxTable = {}
|
||||||
# the "annotations server" which actually renders to a Qt canvas).
|
# the "annotations server" which actually renders to a Qt canvas).
|
||||||
# type AnnotsTable = dict[int, QGraphicsItem]
|
# type AnnotsTable = dict[int, QGraphicsItem]
|
||||||
AnnotsTable = dict[int, QGraphicsItem]
|
AnnotsTable = dict[int, QGraphicsItem]
|
||||||
EditorsTable = dict[int, ArrowEditor]
|
|
||||||
|
|
||||||
_annots: AnnotsTable = {}
|
_annots: AnnotsTable = {}
|
||||||
_editors: EditorsTable = {}
|
|
||||||
|
|
||||||
def rm_annot(
|
|
||||||
annot: ArrowEditor|SelectRect|pg.TextItem
|
|
||||||
) -> bool:
|
|
||||||
global _editors
|
|
||||||
match annot:
|
|
||||||
case pg.ArrowItem():
|
|
||||||
editor = _editors[annot._uid]
|
|
||||||
editor.remove(annot)
|
|
||||||
# ^TODO? only remove each arrow or all?
|
|
||||||
# if editor._arrows:
|
|
||||||
# editor.remove_all()
|
|
||||||
# else:
|
|
||||||
# log.warning(
|
|
||||||
# f'Annot already removed!\n'
|
|
||||||
# f'{annot!r}\n'
|
|
||||||
# )
|
|
||||||
return True
|
|
||||||
|
|
||||||
case SelectRect():
|
|
||||||
annot.delete()
|
|
||||||
return True
|
|
||||||
|
|
||||||
case pg.TextItem():
|
|
||||||
scene = annot.scene()
|
|
||||||
if scene:
|
|
||||||
scene.removeItem(annot)
|
|
||||||
return True
|
|
||||||
|
|
||||||
return False
|
|
||||||
|
|
||||||
|
|
||||||
async def serve_rc_annots(
|
async def serve_rc_annots(
|
||||||
|
|
@ -133,12 +95,6 @@ async def serve_rc_annots(
|
||||||
annots: AnnotsTable,
|
annots: AnnotsTable,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
|
||||||
A small viz(ualization) server for remote ctl of chart
|
|
||||||
annotations.
|
|
||||||
|
|
||||||
'''
|
|
||||||
global _editors
|
|
||||||
async for msg in annot_req_stream:
|
async for msg in annot_req_stream:
|
||||||
match msg:
|
match msg:
|
||||||
case {
|
case {
|
||||||
|
|
@ -148,77 +104,14 @@ async def serve_rc_annots(
|
||||||
'meth': str(meth),
|
'meth': str(meth),
|
||||||
'kwargs': dict(kwargs),
|
'kwargs': dict(kwargs),
|
||||||
}:
|
}:
|
||||||
|
|
||||||
ds: DisplayState = _dss[fqme]
|
ds: DisplayState = _dss[fqme]
|
||||||
try:
|
|
||||||
chart: ChartPlotWidget = {
|
chart: ChartPlotWidget = {
|
||||||
60: ds.hist_chart,
|
60: ds.hist_chart,
|
||||||
1: ds.chart,
|
1: ds.chart,
|
||||||
}[timeframe]
|
}[timeframe]
|
||||||
except KeyError:
|
|
||||||
msg: str = (
|
|
||||||
f'No chart for timeframe={timeframe}s, '
|
|
||||||
f'skipping rect annotation'
|
|
||||||
)
|
|
||||||
log.exeception(msg)
|
|
||||||
await annot_req_stream.send({'error': msg})
|
|
||||||
continue
|
|
||||||
|
|
||||||
cv: ChartView = chart.cv
|
cv: ChartView = chart.cv
|
||||||
|
|
||||||
# NEW: if timestamps provided, lookup current indices
|
|
||||||
# from shm to ensure alignment with current buffer
|
|
||||||
# state
|
|
||||||
start_time = kwargs.pop('start_time', None)
|
|
||||||
end_time = kwargs.pop('end_time', None)
|
|
||||||
if (
|
|
||||||
start_time is not None
|
|
||||||
and end_time is not None
|
|
||||||
):
|
|
||||||
viz: Viz = chart.get_viz(fqme)
|
|
||||||
shm = viz.shm
|
|
||||||
arr = shm.array
|
|
||||||
|
|
||||||
# lookup start index
|
|
||||||
start_matches = arr[arr['time'] == start_time]
|
|
||||||
if len(start_matches) == 0:
|
|
||||||
msg: str = (
|
|
||||||
f'No shm entry for start_time={start_time}, '
|
|
||||||
f'skipping rect'
|
|
||||||
)
|
|
||||||
log.error(msg)
|
|
||||||
await annot_req_stream.send({'error': msg})
|
|
||||||
continue
|
|
||||||
|
|
||||||
# lookup end index
|
|
||||||
end_matches = arr[arr['time'] == end_time]
|
|
||||||
if len(end_matches) == 0:
|
|
||||||
msg: str = (
|
|
||||||
f'No shm entry for end_time={end_time}, '
|
|
||||||
f'skipping rect'
|
|
||||||
)
|
|
||||||
log.error(msg)
|
|
||||||
await annot_req_stream.send({'error': msg})
|
|
||||||
continue
|
|
||||||
|
|
||||||
# get close price from start bar, open from end
|
|
||||||
# bar
|
|
||||||
start_idx = float(start_matches[0]['index'])
|
|
||||||
end_idx = float(end_matches[0]['index'])
|
|
||||||
start_close = float(start_matches[0]['close'])
|
|
||||||
end_open = float(end_matches[0]['open'])
|
|
||||||
|
|
||||||
# reconstruct start_pos and end_pos with
|
|
||||||
# looked-up indices
|
|
||||||
from_idx: float = 0.16 - 0.06 # BGM offset
|
|
||||||
kwargs['start_pos'] = (
|
|
||||||
start_idx + 1 - from_idx,
|
|
||||||
start_close,
|
|
||||||
)
|
|
||||||
kwargs['end_pos'] = (
|
|
||||||
end_idx + from_idx,
|
|
||||||
end_open,
|
|
||||||
)
|
|
||||||
|
|
||||||
# annot type lookup from cmd
|
# annot type lookup from cmd
|
||||||
rect = SelectRect(
|
rect = SelectRect(
|
||||||
viewbox=cv,
|
viewbox=cv,
|
||||||
|
|
@ -237,207 +130,21 @@ async def serve_rc_annots(
|
||||||
# delegate generically to the requested method
|
# delegate generically to the requested method
|
||||||
getattr(rect, meth)(**kwargs)
|
getattr(rect, meth)(**kwargs)
|
||||||
rect.show()
|
rect.show()
|
||||||
|
|
||||||
# XXX: store absolute coords for repositioning
|
|
||||||
# during viz redraws (eg backfill updates)
|
|
||||||
rect._meth = meth
|
|
||||||
rect._kwargs = kwargs
|
|
||||||
|
|
||||||
aid: int = id(rect)
|
aid: int = id(rect)
|
||||||
annots[aid] = rect
|
annots[aid] = rect
|
||||||
aids: set[int] = ctxs[ipc_key][1]
|
aids: set[int] = ctxs[ipc_key][1]
|
||||||
aids.add(aid)
|
aids.add(aid)
|
||||||
await annot_req_stream.send(aid)
|
await annot_req_stream.send(aid)
|
||||||
|
|
||||||
case {
|
|
||||||
'cmd': 'ArrowEditor',
|
|
||||||
'fqme': fqme,
|
|
||||||
'timeframe': timeframe,
|
|
||||||
'meth': 'add'|'remove' as meth,
|
|
||||||
'kwargs': {
|
|
||||||
'x': float(x),
|
|
||||||
'y': float(y),
|
|
||||||
'pointing': pointing,
|
|
||||||
'color': color,
|
|
||||||
'aid': str()|None as aid,
|
|
||||||
'alpha': int(alpha),
|
|
||||||
'headLen': int()|float()|None as headLen,
|
|
||||||
'headWidth': int()|float()|None as headWidth,
|
|
||||||
'tailLen': int()|float()|None as tailLen,
|
|
||||||
'tailWidth': int()|float()|None as tailWidth,
|
|
||||||
'pxMode': bool(pxMode),
|
|
||||||
'time': int()|float()|None as timestamp,
|
|
||||||
},
|
|
||||||
# ?TODO? split based on method fn-sigs?
|
|
||||||
# 'pointing',
|
|
||||||
}:
|
|
||||||
ds: DisplayState = _dss[fqme]
|
|
||||||
try:
|
|
||||||
chart: ChartPlotWidget = {
|
|
||||||
60: ds.hist_chart,
|
|
||||||
1: ds.chart,
|
|
||||||
}[timeframe]
|
|
||||||
except KeyError:
|
|
||||||
log.warning(
|
|
||||||
f'No chart for timeframe={timeframe}s, '
|
|
||||||
f'skipping arrow annotation'
|
|
||||||
)
|
|
||||||
# return -1 to indicate failure
|
|
||||||
await annot_req_stream.send(-1)
|
|
||||||
continue
|
|
||||||
cv: ChartView = chart.cv
|
|
||||||
godw = chart.linked.godwidget
|
|
||||||
|
|
||||||
# NEW: if timestamp provided, lookup current index
|
|
||||||
# from shm to ensure alignment with current buffer
|
|
||||||
# state
|
|
||||||
if timestamp is not None:
|
|
||||||
viz: Viz = chart.get_viz(fqme)
|
|
||||||
shm = viz.shm
|
|
||||||
arr = shm.array
|
|
||||||
# find index where time matches timestamp
|
|
||||||
matches = arr[arr['time'] == timestamp]
|
|
||||||
if len(matches) == 0:
|
|
||||||
log.error(
|
|
||||||
f'No shm entry for timestamp={timestamp}, '
|
|
||||||
f'skipping arrow annotation'
|
|
||||||
)
|
|
||||||
await annot_req_stream.send(-1)
|
|
||||||
continue
|
|
||||||
# use the matched row's index as x
|
|
||||||
x = float(matches[0]['index'])
|
|
||||||
|
|
||||||
arrows = ArrowEditor(godw=godw)
|
|
||||||
# `.add/.remove()` API
|
|
||||||
if meth != 'add':
|
|
||||||
# await tractor.pause()
|
|
||||||
raise ValueError(
|
|
||||||
f'Invalid arrow-edit request ?\n'
|
|
||||||
f'{msg!r}\n'
|
|
||||||
)
|
|
||||||
|
|
||||||
aid: str = str(uuid4())
|
|
||||||
arrow: pg.ArrowItem = arrows.add(
|
|
||||||
plot=chart.plotItem,
|
|
||||||
uid=aid,
|
|
||||||
x=x,
|
|
||||||
y=y,
|
|
||||||
pointing=pointing,
|
|
||||||
color=color,
|
|
||||||
alpha=alpha,
|
|
||||||
headLen=headLen,
|
|
||||||
headWidth=headWidth,
|
|
||||||
tailLen=tailLen,
|
|
||||||
tailWidth=tailWidth,
|
|
||||||
pxMode=pxMode,
|
|
||||||
)
|
|
||||||
# XXX: store absolute coords for repositioning
|
|
||||||
# during viz redraws (eg backfill updates)
|
|
||||||
arrow._abs_x = x
|
|
||||||
arrow._abs_y = y
|
|
||||||
|
|
||||||
annots[aid] = arrow
|
|
||||||
_editors[aid] = arrows
|
|
||||||
aids: set[int] = ctxs[ipc_key][1]
|
|
||||||
aids.add(aid)
|
|
||||||
await annot_req_stream.send(aid)
|
|
||||||
|
|
||||||
case {
|
|
||||||
'cmd': 'TextItem',
|
|
||||||
'fqme': fqme,
|
|
||||||
'timeframe': timeframe,
|
|
||||||
'kwargs': {
|
|
||||||
'text': str(text),
|
|
||||||
'x': int()|float() as x,
|
|
||||||
'y': int()|float() as y,
|
|
||||||
'color': color,
|
|
||||||
'anchor': list(anchor),
|
|
||||||
'font_size': int()|None as font_size,
|
|
||||||
'time': int()|float()|None as timestamp,
|
|
||||||
},
|
|
||||||
}:
|
|
||||||
ds: DisplayState = _dss[fqme]
|
|
||||||
try:
|
|
||||||
chart: ChartPlotWidget = {
|
|
||||||
60: ds.hist_chart,
|
|
||||||
1: ds.chart,
|
|
||||||
}[timeframe]
|
|
||||||
except KeyError:
|
|
||||||
log.warning(
|
|
||||||
f'No chart for timeframe={timeframe}s, '
|
|
||||||
f'skipping text annotation'
|
|
||||||
)
|
|
||||||
await annot_req_stream.send(-1)
|
|
||||||
continue
|
|
||||||
|
|
||||||
# NEW: if timestamp provided, lookup current index
|
|
||||||
# from shm to ensure alignment with current buffer
|
|
||||||
# state
|
|
||||||
if timestamp is not None:
|
|
||||||
viz: Viz = chart.get_viz(fqme)
|
|
||||||
shm = viz.shm
|
|
||||||
arr = shm.array
|
|
||||||
# find index where time matches timestamp
|
|
||||||
matches = arr[arr['time'] == timestamp]
|
|
||||||
if len(matches) == 0:
|
|
||||||
log.error(
|
|
||||||
f'No shm entry for timestamp={timestamp}, '
|
|
||||||
f'skipping text annotation'
|
|
||||||
)
|
|
||||||
await annot_req_stream.send(-1)
|
|
||||||
continue
|
|
||||||
# use the matched row's index as x, +1 for text
|
|
||||||
# offset
|
|
||||||
x = float(matches[0]['index']) + 1
|
|
||||||
|
|
||||||
# convert named color to hex
|
|
||||||
color_hex: str = hcolor(color)
|
|
||||||
|
|
||||||
# create text item
|
|
||||||
text_item: pg.TextItem = pg.TextItem(
|
|
||||||
text=text,
|
|
||||||
color=color_hex,
|
|
||||||
anchor=anchor,
|
|
||||||
|
|
||||||
# ?TODO, pin to github:main for this?
|
|
||||||
# legacy, can have scaling ish?
|
|
||||||
# ensureInBounds=True,
|
|
||||||
)
|
|
||||||
|
|
||||||
# apply font size (default to DpiAwareFont if not
|
|
||||||
# provided)
|
|
||||||
if font_size is None:
|
|
||||||
from ._style import get_fonts
|
|
||||||
font, font_small = get_fonts()
|
|
||||||
font_size = font_small.px_size - 1
|
|
||||||
|
|
||||||
qfont: QFont = text_item.textItem.font()
|
|
||||||
qfont.setPixelSize(font_size)
|
|
||||||
text_item.setFont(qfont)
|
|
||||||
|
|
||||||
text_item.setPos(x, y)
|
|
||||||
chart.plotItem.addItem(text_item)
|
|
||||||
|
|
||||||
# XXX: store absolute coords for repositioning
|
|
||||||
# during viz redraws (eg backfill updates)
|
|
||||||
text_item._abs_x = x
|
|
||||||
text_item._abs_y = y
|
|
||||||
|
|
||||||
aid: str = str(uuid4())
|
|
||||||
annots[aid] = text_item
|
|
||||||
aids: set[int] = ctxs[ipc_key][1]
|
|
||||||
aids.add(aid)
|
|
||||||
await annot_req_stream.send(aid)
|
|
||||||
|
|
||||||
case {
|
case {
|
||||||
'cmd': 'remove',
|
'cmd': 'remove',
|
||||||
'aid': int(aid)|str(aid),
|
'aid': int(aid),
|
||||||
}:
|
}:
|
||||||
# NOTE: this is normally entered on
|
# NOTE: this is normally entered on
|
||||||
# a client's annotation de-alloc normally
|
# a client's annotation de-alloc normally
|
||||||
# prior to detach or modify.
|
# prior to detach or modify.
|
||||||
annot: QGraphicsItem = annots[aid]
|
annot: QGraphicsItem = annots[aid]
|
||||||
assert rm_annot(annot)
|
annot.delete()
|
||||||
|
|
||||||
# respond to client indicating annot
|
# respond to client indicating annot
|
||||||
# was indeed deleted.
|
# was indeed deleted.
|
||||||
|
|
@ -468,38 +175,6 @@ async def serve_rc_annots(
|
||||||
)
|
)
|
||||||
viz.reset_graphics()
|
viz.reset_graphics()
|
||||||
|
|
||||||
# XXX: reposition all annotations to ensure they
|
|
||||||
# stay aligned with viz data after reset (eg during
|
|
||||||
# backfill when abs-index range changes)
|
|
||||||
n_repositioned: int = 0
|
|
||||||
for aid, annot in annots.items():
|
|
||||||
# arrows and text items use abs x,y coords
|
|
||||||
if (
|
|
||||||
hasattr(annot, '_abs_x')
|
|
||||||
and
|
|
||||||
hasattr(annot, '_abs_y')
|
|
||||||
):
|
|
||||||
annot.setPos(
|
|
||||||
annot._abs_x,
|
|
||||||
annot._abs_y,
|
|
||||||
)
|
|
||||||
n_repositioned += 1
|
|
||||||
|
|
||||||
# rects use method + kwargs
|
|
||||||
elif (
|
|
||||||
hasattr(annot, '_meth')
|
|
||||||
and
|
|
||||||
hasattr(annot, '_kwargs')
|
|
||||||
):
|
|
||||||
getattr(annot, annot._meth)(**annot._kwargs)
|
|
||||||
n_repositioned += 1
|
|
||||||
|
|
||||||
if n_repositioned:
|
|
||||||
log.info(
|
|
||||||
f'Repositioned {n_repositioned} annotation(s) '
|
|
||||||
f'after viz redraw'
|
|
||||||
)
|
|
||||||
|
|
||||||
case _:
|
case _:
|
||||||
log.error(
|
log.error(
|
||||||
'Unknown remote annotation cmd:\n'
|
'Unknown remote annotation cmd:\n'
|
||||||
|
|
@ -513,12 +188,6 @@ async def remote_annotate(
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
global _dss, _ctxs
|
global _dss, _ctxs
|
||||||
if not _dss:
|
|
||||||
raise RuntimeError(
|
|
||||||
'Race condition on chart-init state ??\n'
|
|
||||||
'Anoter actor is trying to annoate this chart '
|
|
||||||
'before it has fully spawned.\n'
|
|
||||||
)
|
|
||||||
assert _dss
|
assert _dss
|
||||||
|
|
||||||
_ctxs[ctx.cid] = (ctx, set())
|
_ctxs[ctx.cid] = (ctx, set())
|
||||||
|
|
@ -543,7 +212,7 @@ async def remote_annotate(
|
||||||
assert _ctx is ctx
|
assert _ctx is ctx
|
||||||
for aid in aids:
|
for aid in aids:
|
||||||
annot: QGraphicsItem = _annots[aid]
|
annot: QGraphicsItem = _annots[aid]
|
||||||
assert rm_annot(annot)
|
annot.delete()
|
||||||
|
|
||||||
|
|
||||||
class AnnotCtl(Struct):
|
class AnnotCtl(Struct):
|
||||||
|
|
@ -588,18 +257,13 @@ class AnnotCtl(Struct):
|
||||||
|
|
||||||
from_acm: bool = False,
|
from_acm: bool = False,
|
||||||
|
|
||||||
# NEW: optional timestamps for server-side index lookup
|
) -> int:
|
||||||
start_time: float|None = None,
|
|
||||||
end_time: float|None = None,
|
|
||||||
|
|
||||||
) -> int|None:
|
|
||||||
'''
|
'''
|
||||||
Add a `SelectRect` annotation to the target view, return
|
Add a `SelectRect` annotation to the target view, return
|
||||||
the instances `id(obj)` from the remote UI actor.
|
the instances `id(obj)` from the remote UI actor.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
ipc: MsgStream = self._get_ipc(fqme)
|
ipc: MsgStream = self._get_ipc(fqme)
|
||||||
with trio.fail_after(3):
|
|
||||||
await ipc.send({
|
await ipc.send({
|
||||||
'fqme': fqme,
|
'fqme': fqme,
|
||||||
'cmd': 'SelectRect',
|
'cmd': 'SelectRect',
|
||||||
|
|
@ -611,15 +275,9 @@ class AnnotCtl(Struct):
|
||||||
'end_pos': tuple(end_pos),
|
'end_pos': tuple(end_pos),
|
||||||
'color': color,
|
'color': color,
|
||||||
'update_label': False,
|
'update_label': False,
|
||||||
'start_time': start_time,
|
|
||||||
'end_time': end_time,
|
|
||||||
},
|
},
|
||||||
})
|
})
|
||||||
aid: int|dict = await ipc.receive()
|
aid: int = await ipc.receive()
|
||||||
match aid:
|
|
||||||
case {'error': str(msg)}:
|
|
||||||
log.error(msg)
|
|
||||||
return None
|
|
||||||
self._ipcs[aid] = ipc
|
self._ipcs[aid] = ipc
|
||||||
if not from_acm:
|
if not from_acm:
|
||||||
self._annot_stack.push_async_callback(
|
self._annot_stack.push_async_callback(
|
||||||
|
|
@ -676,130 +334,20 @@ class AnnotCtl(Struct):
|
||||||
'timeframe': timeframe,
|
'timeframe': timeframe,
|
||||||
})
|
})
|
||||||
|
|
||||||
async def add_arrow(
|
# TODO: do we even need this?
|
||||||
self,
|
# async def modify(
|
||||||
fqme: str,
|
# self,
|
||||||
timeframe: float,
|
# aid: int, # annotation id
|
||||||
x: float,
|
# meth: str, # far end graphics object method to invoke
|
||||||
y: float,
|
# params: dict[str, Any], # far end `meth(**kwargs)`
|
||||||
pointing: Literal[
|
# ) -> bool:
|
||||||
'up',
|
# '''
|
||||||
'down',
|
# Modify an existing (remote) annotation's graphics
|
||||||
],
|
# paramters, thus changing it's appearance / state in real
|
||||||
# TODO: a `Literal['view', 'scene']` for this?
|
# time.
|
||||||
# domain: str = 'view', # or 'scene'
|
|
||||||
color: str = 'dad_blue',
|
|
||||||
alpha: int = 116,
|
|
||||||
headLen: float|None = None,
|
|
||||||
headWidth: float|None = None,
|
|
||||||
tailLen: float|None = None,
|
|
||||||
tailWidth: float|None = None,
|
|
||||||
pxMode: bool = True,
|
|
||||||
|
|
||||||
from_acm: bool = False,
|
# '''
|
||||||
|
# raise NotImplementedError
|
||||||
# NEW: optional timestamp for server-side index lookup
|
|
||||||
time: float|None = None,
|
|
||||||
|
|
||||||
) -> int|None:
|
|
||||||
'''
|
|
||||||
Add a `SelectRect` annotation to the target view, return
|
|
||||||
the instances `id(obj)` from the remote UI actor.
|
|
||||||
|
|
||||||
'''
|
|
||||||
ipc: MsgStream = self._get_ipc(fqme)
|
|
||||||
with trio.fail_after(3):
|
|
||||||
await ipc.send({
|
|
||||||
'fqme': fqme,
|
|
||||||
'cmd': 'ArrowEditor',
|
|
||||||
'timeframe': timeframe,
|
|
||||||
# 'meth': str(meth),
|
|
||||||
'meth': 'add',
|
|
||||||
'kwargs': {
|
|
||||||
'x': float(x),
|
|
||||||
'y': float(y),
|
|
||||||
'color': color,
|
|
||||||
'pointing': pointing, # up|down
|
|
||||||
'alpha': alpha,
|
|
||||||
'aid': None,
|
|
||||||
'headLen': headLen,
|
|
||||||
'headWidth': headWidth,
|
|
||||||
'tailLen': tailLen,
|
|
||||||
'tailWidth': tailWidth,
|
|
||||||
'pxMode': pxMode,
|
|
||||||
'time': time, # for server-side index lookup
|
|
||||||
},
|
|
||||||
})
|
|
||||||
aid: int|dict = await ipc.receive()
|
|
||||||
match aid:
|
|
||||||
case {'error': str(msg)}:
|
|
||||||
log.error(msg)
|
|
||||||
return None
|
|
||||||
|
|
||||||
self._ipcs[aid] = ipc
|
|
||||||
if not from_acm:
|
|
||||||
self._annot_stack.push_async_callback(
|
|
||||||
partial(
|
|
||||||
self.remove,
|
|
||||||
aid,
|
|
||||||
)
|
|
||||||
)
|
|
||||||
return aid
|
|
||||||
|
|
||||||
async def add_text(
|
|
||||||
self,
|
|
||||||
fqme: str,
|
|
||||||
timeframe: float,
|
|
||||||
text: str,
|
|
||||||
x: float,
|
|
||||||
y: float,
|
|
||||||
color: str|tuple = 'dad_blue',
|
|
||||||
anchor: tuple[float, float] = (0, 1),
|
|
||||||
font_size: int|None = None,
|
|
||||||
|
|
||||||
from_acm: bool = False,
|
|
||||||
|
|
||||||
# NEW: optional timestamp for server-side index lookup
|
|
||||||
time: float|None = None,
|
|
||||||
|
|
||||||
) -> int|None:
|
|
||||||
'''
|
|
||||||
Add a `pg.TextItem` annotation to the target view.
|
|
||||||
|
|
||||||
anchor: (x, y) where (0,0) is upper-left, (1,1) is lower-right
|
|
||||||
font_size: pixel size for font, defaults to `_font.font.pixelSize()`
|
|
||||||
|
|
||||||
'''
|
|
||||||
ipc: MsgStream = self._get_ipc(fqme)
|
|
||||||
with trio.fail_after(3):
|
|
||||||
await ipc.send({
|
|
||||||
'fqme': fqme,
|
|
||||||
'cmd': 'TextItem',
|
|
||||||
'timeframe': timeframe,
|
|
||||||
'kwargs': {
|
|
||||||
'text': text,
|
|
||||||
'x': float(x),
|
|
||||||
'y': float(y),
|
|
||||||
'color': color,
|
|
||||||
'anchor': tuple(anchor),
|
|
||||||
'font_size': font_size,
|
|
||||||
'time': time, # for server-side index lookup
|
|
||||||
},
|
|
||||||
})
|
|
||||||
aid: int|dict = await ipc.receive()
|
|
||||||
match aid:
|
|
||||||
case {'error': str(msg)}:
|
|
||||||
log.error(msg)
|
|
||||||
return None
|
|
||||||
self._ipcs[aid] = ipc
|
|
||||||
if not from_acm:
|
|
||||||
self._annot_stack.push_async_callback(
|
|
||||||
partial(
|
|
||||||
self.remove,
|
|
||||||
aid,
|
|
||||||
)
|
|
||||||
)
|
|
||||||
return aid
|
|
||||||
|
|
||||||
|
|
||||||
@acm
|
@acm
|
||||||
|
|
@ -826,9 +374,7 @@ async def open_annot_ctl(
|
||||||
# TODO: print the current discoverable actor UID set
|
# TODO: print the current discoverable actor UID set
|
||||||
# here as well?
|
# here as well?
|
||||||
if not maybe_portals:
|
if not maybe_portals:
|
||||||
raise RuntimeError(
|
raise RuntimeError('No chart UI actors found in service domain?')
|
||||||
'No chart actors found in service domain?'
|
|
||||||
)
|
|
||||||
|
|
||||||
for portal in maybe_portals:
|
for portal in maybe_portals:
|
||||||
ctx_mngrs.append(
|
ctx_mngrs.append(
|
||||||
|
|
|
||||||
|
|
@ -61,7 +61,7 @@ class DpiAwareFont:
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
self._font_size_calc_key: str = _font_size_key
|
self._font_size_calc_key: str = _font_size_key
|
||||||
self._font_size: int|None = None
|
self._font_size: int | None = None
|
||||||
|
|
||||||
# Read preferred font size from main config file if it exists
|
# Read preferred font size from main config file if it exists
|
||||||
conf, path = config.load('conf', touch_if_dne=True)
|
conf, path = config.load('conf', touch_if_dne=True)
|
||||||
|
|
@ -107,22 +107,7 @@ class DpiAwareFont:
|
||||||
|
|
||||||
@property
|
@property
|
||||||
def px_size(self) -> int:
|
def px_size(self) -> int:
|
||||||
size: int = self._qfont.pixelSize()
|
return self._qfont.pixelSize()
|
||||||
|
|
||||||
# XXX, when no Qt app has been spawned this will always be
|
|
||||||
# invalid..
|
|
||||||
# SO, just return any conf.toml value.
|
|
||||||
if size == -1:
|
|
||||||
if (conf_size := self._font_size) is None:
|
|
||||||
raise ValueError(
|
|
||||||
f'No valid `{type(_font).__name__}.px_size` set?\n'
|
|
||||||
f'\n'
|
|
||||||
f'-> `ui.font_size` is NOT set in `conf.toml`\n'
|
|
||||||
f'-> no Qt app is active ??\n'
|
|
||||||
)
|
|
||||||
return conf_size
|
|
||||||
|
|
||||||
return size
|
|
||||||
|
|
||||||
def configure_to_dpi(self, screen: QtGui.QScreen | None = None):
|
def configure_to_dpi(self, screen: QtGui.QScreen | None = None):
|
||||||
'''
|
'''
|
||||||
|
|
@ -197,24 +182,27 @@ class DpiAwareFont:
|
||||||
# always going to hit that error in range mapping from inches:
|
# always going to hit that error in range mapping from inches:
|
||||||
# float to px size: int.
|
# float to px size: int.
|
||||||
self._font_inches = inches
|
self._font_inches = inches
|
||||||
font_size = math.floor(inches * dpi)
|
font_size = math.floor(inches * pdpi)
|
||||||
|
|
||||||
log.debug(
|
ftype: str = f'{type(self)!r}'
|
||||||
f"screen:{screen.name()}\n"
|
log.info(
|
||||||
f"pDPI: {pdpi}, lDPI: {ldpi}, scale: {scale}\n"
|
f'screen: {screen.name()}\n'
|
||||||
f"\nOur best guess font size is {font_size}\n"
|
f'pDPI: {pdpi!r}\n'
|
||||||
|
f'lDPI: {ldpi!r}\n'
|
||||||
|
f'scale: {scale!r}\n'
|
||||||
|
f'{ftype}._font_inches={self._font_inches!r}\n'
|
||||||
|
f'\n'
|
||||||
|
f"Our best guess for an auto-font-size is,\n"
|
||||||
|
f'font_size: {font_size!r}\n'
|
||||||
)
|
)
|
||||||
# apply the size
|
# apply the size
|
||||||
self._set_qfont_px_size(font_size)
|
self._set_qfont_px_size(font_size)
|
||||||
|
|
||||||
def boundingRect(self, value: str) -> QtCore.QRectF:
|
def boundingRect(self, value: str) -> QtCore.QRectF:
|
||||||
|
if (screen := self.screen) is None:
|
||||||
screen = self.screen
|
|
||||||
if screen is None:
|
|
||||||
raise RuntimeError("You must call .configure_to_dpi() first!")
|
raise RuntimeError("You must call .configure_to_dpi() first!")
|
||||||
|
|
||||||
unscaled_br = self._qfm.boundingRect(value)
|
unscaled_br: QtCore.QRectF = self._qfm.boundingRect(value)
|
||||||
|
|
||||||
return QtCore.QRectF(
|
return QtCore.QRectF(
|
||||||
0,
|
0,
|
||||||
0,
|
0,
|
||||||
|
|
@ -236,20 +224,6 @@ def _config_fonts_to_screen() -> None:
|
||||||
_font_small.configure_to_dpi()
|
_font_small.configure_to_dpi()
|
||||||
|
|
||||||
|
|
||||||
def get_fonts() -> tuple[
|
|
||||||
DpiAwareFont,
|
|
||||||
DpiAwareFont,
|
|
||||||
]:
|
|
||||||
'''
|
|
||||||
Get the singleton font pair (of instances) from which all other
|
|
||||||
UI/UX should be "scaled around".
|
|
||||||
|
|
||||||
See `DpiAwareFont` for (internal) deats.
|
|
||||||
|
|
||||||
'''
|
|
||||||
return _font, _font_small
|
|
||||||
|
|
||||||
|
|
||||||
# TODO: re-compute font size when main widget switches screens?
|
# TODO: re-compute font size when main widget switches screens?
|
||||||
# https://forum.qt.io/topic/54136/how-do-i-get-the-qscreen-my-widget-is-on-qapplication-desktop-screen-returns-a-qwidget-and-qobject_cast-qscreen-returns-null/3
|
# https://forum.qt.io/topic/54136/how-do-i-get-the-qscreen-my-widget-is-on-qapplication-desktop-screen-returns-a-qwidget-and-qobject_cast-qscreen-returns-null/3
|
||||||
|
|
||||||
|
|
@ -337,7 +311,6 @@ def hcolor(name: str) -> str:
|
||||||
'cool_green': '#33b864',
|
'cool_green': '#33b864',
|
||||||
'dull_green': '#74a662',
|
'dull_green': '#74a662',
|
||||||
'hedge_green': '#518360',
|
'hedge_green': '#518360',
|
||||||
'lilypad_green': '#839c84',
|
|
||||||
|
|
||||||
# orders and alerts
|
# orders and alerts
|
||||||
'alert_yellow': '#e2d083',
|
'alert_yellow': '#e2d083',
|
||||||
|
|
@ -365,7 +338,6 @@ def hcolor(name: str) -> str:
|
||||||
'sell_red': '#b6003f',
|
'sell_red': '#b6003f',
|
||||||
# 'sell_red': '#d00048',
|
# 'sell_red': '#d00048',
|
||||||
'sell_red_light': '#f85462',
|
'sell_red_light': '#f85462',
|
||||||
'wine': '#69212d',
|
|
||||||
|
|
||||||
# 'sell_red': '#f85462',
|
# 'sell_red': '#f85462',
|
||||||
# 'sell_red_light': '#ff4d5c',
|
# 'sell_red_light': '#ff4d5c',
|
||||||
|
|
|
||||||
|
|
@ -1,352 +0,0 @@
|
||||||
# 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 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/>.
|
|
||||||
|
|
||||||
'''
|
|
||||||
Root-most (what they call a "central widget") of every Qt-UI-app's
|
|
||||||
window.
|
|
||||||
|
|
||||||
'''
|
|
||||||
from __future__ import annotations
|
|
||||||
from typing import (
|
|
||||||
Iterator,
|
|
||||||
TYPE_CHECKING,
|
|
||||||
)
|
|
||||||
|
|
||||||
import trio
|
|
||||||
|
|
||||||
from piker.ui.qt import (
|
|
||||||
QtCore,
|
|
||||||
Qt,
|
|
||||||
QWidget,
|
|
||||||
QHBoxLayout,
|
|
||||||
QVBoxLayout,
|
|
||||||
)
|
|
||||||
from ..log import get_logger
|
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
|
||||||
from ._search import SearchWidget
|
|
||||||
from ._chart import (
|
|
||||||
LinkedSplits,
|
|
||||||
)
|
|
||||||
from ._cursor import (
|
|
||||||
Cursor,
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
log = get_logger(__name__)
|
|
||||||
|
|
||||||
_godw: GodWidget|None = None
|
|
||||||
|
|
||||||
def get_godw() -> GodWidget:
|
|
||||||
'''
|
|
||||||
Get the top level "god widget", the root/central-most Qt
|
|
||||||
widget-object set as `QMainWindow.setCentralWidget(_godw)`.
|
|
||||||
|
|
||||||
See `piker.ui._exec` for the runtime init details and all the
|
|
||||||
machinery for running `trio` on the Qt event loop in guest mode.
|
|
||||||
|
|
||||||
'''
|
|
||||||
if _godw is None:
|
|
||||||
raise RuntimeError(
|
|
||||||
'No god-widget initialized ??\n'
|
|
||||||
'Have you called `run_qtractor()` yet?\n'
|
|
||||||
)
|
|
||||||
return _godw
|
|
||||||
|
|
||||||
|
|
||||||
class GodWidget(QWidget):
|
|
||||||
'''
|
|
||||||
"Our lord and savior, the holy child of window-shua, there is no
|
|
||||||
widget above thee." - 6|6
|
|
||||||
|
|
||||||
The highest level composed widget which contains layouts for
|
|
||||||
organizing charts as well as other sub-widgets used to control or
|
|
||||||
modify them.
|
|
||||||
|
|
||||||
'''
|
|
||||||
search: SearchWidget
|
|
||||||
mode_name: str = 'god'
|
|
||||||
|
|
||||||
def __init__(
|
|
||||||
|
|
||||||
self,
|
|
||||||
parent=None,
|
|
||||||
|
|
||||||
) -> None:
|
|
||||||
|
|
||||||
super().__init__(parent)
|
|
||||||
|
|
||||||
self.search: SearchWidget|None = None
|
|
||||||
|
|
||||||
self.hbox = QHBoxLayout(self)
|
|
||||||
self.hbox.setContentsMargins(0, 0, 0, 0)
|
|
||||||
self.hbox.setSpacing(6)
|
|
||||||
self.hbox.setAlignment(Qt.AlignTop)
|
|
||||||
|
|
||||||
self.vbox = QVBoxLayout()
|
|
||||||
self.vbox.setContentsMargins(0, 0, 0, 0)
|
|
||||||
self.vbox.setSpacing(2)
|
|
||||||
self.vbox.setAlignment(Qt.AlignTop)
|
|
||||||
|
|
||||||
self.hbox.addLayout(self.vbox)
|
|
||||||
|
|
||||||
self._chart_cache: dict[
|
|
||||||
str,
|
|
||||||
tuple[LinkedSplits, LinkedSplits],
|
|
||||||
] = {}
|
|
||||||
|
|
||||||
self.hist_linked: LinkedSplits|None = None
|
|
||||||
self.rt_linked: LinkedSplits|None = None
|
|
||||||
self._active_cursor: Cursor|None = None
|
|
||||||
|
|
||||||
# assigned in the startup func `_async_main()`
|
|
||||||
self._root_n: trio.Nursery = None
|
|
||||||
|
|
||||||
self._widgets: dict[str, QWidget] = {}
|
|
||||||
self._resizing: bool = False
|
|
||||||
|
|
||||||
# TODO: do we need this, when would god get resized
|
|
||||||
# and the window does not? Never right?!
|
|
||||||
# self.reg_for_resize(self)
|
|
||||||
|
|
||||||
# TODO: strat loader/saver that we don't need yet.
|
|
||||||
# def init_strategy_ui(self):
|
|
||||||
# self.toolbar_layout = QHBoxLayout()
|
|
||||||
# self.toolbar_layout.setContentsMargins(0, 0, 0, 0)
|
|
||||||
# self.vbox.addLayout(self.toolbar_layout)
|
|
||||||
# self.strategy_box = StrategyBoxWidget(self)
|
|
||||||
# self.toolbar_layout.addWidget(self.strategy_box)
|
|
||||||
|
|
||||||
@property
|
|
||||||
def linkedsplits(self) -> LinkedSplits:
|
|
||||||
return self.rt_linked
|
|
||||||
|
|
||||||
def set_chart_symbols(
|
|
||||||
self,
|
|
||||||
group_key: tuple[str], # of form <fqme>.<providername>
|
|
||||||
all_linked: tuple[LinkedSplits, LinkedSplits], # type: ignore
|
|
||||||
|
|
||||||
) -> None:
|
|
||||||
# re-sort org cache symbol list in LIFO order
|
|
||||||
cache = self._chart_cache
|
|
||||||
cache.pop(group_key, None)
|
|
||||||
cache[group_key] = all_linked
|
|
||||||
|
|
||||||
def get_chart_symbols(
|
|
||||||
self,
|
|
||||||
symbol_key: str,
|
|
||||||
|
|
||||||
) -> tuple[LinkedSplits, LinkedSplits]: # type: ignore
|
|
||||||
return self._chart_cache.get(symbol_key)
|
|
||||||
|
|
||||||
async def load_symbols(
|
|
||||||
self,
|
|
||||||
fqmes: list[str],
|
|
||||||
loglevel: str,
|
|
||||||
reset: bool = False,
|
|
||||||
|
|
||||||
) -> trio.Event:
|
|
||||||
'''
|
|
||||||
Load a new contract into the charting app.
|
|
||||||
|
|
||||||
Expects a ``numpy`` structured array containing all the ohlcv fields.
|
|
||||||
|
|
||||||
'''
|
|
||||||
# NOTE: for now we use the first symbol in the set as the "key"
|
|
||||||
# for the overlay of feeds on the chart.
|
|
||||||
group_key: tuple[str] = tuple(fqmes)
|
|
||||||
|
|
||||||
all_linked = self.get_chart_symbols(group_key)
|
|
||||||
order_mode_started = trio.Event()
|
|
||||||
|
|
||||||
if not self.vbox.isEmpty():
|
|
||||||
|
|
||||||
# XXX: seems to make switching slower?
|
|
||||||
# qframe = self.hist_linked.chart.qframe
|
|
||||||
# if qframe.sidepane is self.search:
|
|
||||||
# qframe.hbox.removeWidget(self.search)
|
|
||||||
|
|
||||||
for linked in [self.rt_linked, self.hist_linked]:
|
|
||||||
# XXX: this is CRITICAL especially with pixel buffer caching
|
|
||||||
linked.hide()
|
|
||||||
linked.unfocus()
|
|
||||||
|
|
||||||
# XXX: pretty sure we don't need this
|
|
||||||
# remove any existing plots?
|
|
||||||
# XXX: ahh we might want to support cache unloading..
|
|
||||||
# self.vbox.removeWidget(linked)
|
|
||||||
|
|
||||||
# switching to a new viewable chart
|
|
||||||
if all_linked is None or reset:
|
|
||||||
from ._display import display_symbol_data
|
|
||||||
|
|
||||||
# we must load a fresh linked charts set
|
|
||||||
from ._chart import LinkedSplits
|
|
||||||
self.rt_linked = rt_charts = LinkedSplits(self)
|
|
||||||
self.hist_linked = hist_charts = LinkedSplits(self)
|
|
||||||
|
|
||||||
# spawn new task to start up and update new sub-chart instances
|
|
||||||
self._root_n.start_soon(
|
|
||||||
display_symbol_data,
|
|
||||||
self,
|
|
||||||
fqmes,
|
|
||||||
loglevel,
|
|
||||||
order_mode_started,
|
|
||||||
)
|
|
||||||
|
|
||||||
# self.vbox.addWidget(hist_charts)
|
|
||||||
self.vbox.addWidget(rt_charts)
|
|
||||||
self.set_chart_symbols(
|
|
||||||
group_key,
|
|
||||||
(hist_charts, rt_charts),
|
|
||||||
)
|
|
||||||
|
|
||||||
for linked in [hist_charts, rt_charts]:
|
|
||||||
linked.show()
|
|
||||||
linked.focus()
|
|
||||||
|
|
||||||
await trio.sleep(0)
|
|
||||||
|
|
||||||
else:
|
|
||||||
# symbol is already loaded and ems ready
|
|
||||||
order_mode_started.set()
|
|
||||||
|
|
||||||
self.hist_linked, self.rt_linked = all_linked
|
|
||||||
|
|
||||||
for linked in all_linked:
|
|
||||||
# TODO:
|
|
||||||
# - we'll probably want per-instrument/provider state here?
|
|
||||||
# change the order config form over to the new chart
|
|
||||||
|
|
||||||
# chart is already in memory so just focus it
|
|
||||||
linked.show()
|
|
||||||
linked.focus()
|
|
||||||
linked.graphics_cycle()
|
|
||||||
await trio.sleep(0)
|
|
||||||
|
|
||||||
# resume feeds *after* rendering chart view asap
|
|
||||||
chart = linked.chart
|
|
||||||
if chart:
|
|
||||||
chart.resume_all_feeds()
|
|
||||||
|
|
||||||
# TODO: we need a check to see if the chart
|
|
||||||
# last had the xlast in view, if so then shift so it's
|
|
||||||
# still in view, if the user was viewing history then
|
|
||||||
# do nothing yah?
|
|
||||||
self.rt_linked.chart.main_viz.default_view(
|
|
||||||
do_min_bars=True,
|
|
||||||
)
|
|
||||||
|
|
||||||
# if a history chart instance is already up then
|
|
||||||
# set the search widget as its sidepane.
|
|
||||||
hist_chart = self.hist_linked.chart
|
|
||||||
if hist_chart:
|
|
||||||
hist_chart.qframe.set_sidepane(self.search)
|
|
||||||
|
|
||||||
# NOTE: this is really stupid/hard to follow.
|
|
||||||
# we have to reposition the active position nav
|
|
||||||
# **AFTER** applying the search bar as a sidepane
|
|
||||||
# to the newly switched to symbol.
|
|
||||||
await trio.sleep(0)
|
|
||||||
|
|
||||||
# TODO: probably stick this in some kinda `LooknFeel` API?
|
|
||||||
for tracker in self.rt_linked.mode.trackers.values():
|
|
||||||
pp_nav = tracker.nav
|
|
||||||
if tracker.live_pp.cumsize:
|
|
||||||
pp_nav.show()
|
|
||||||
pp_nav.hide_info()
|
|
||||||
else:
|
|
||||||
pp_nav.hide()
|
|
||||||
|
|
||||||
# set window titlebar info
|
|
||||||
symbol = self.rt_linked.mkt
|
|
||||||
if symbol is not None:
|
|
||||||
self.window.setWindowTitle(
|
|
||||||
f'{symbol.fqme} '
|
|
||||||
f'tick:{symbol.size_tick}'
|
|
||||||
)
|
|
||||||
|
|
||||||
return order_mode_started
|
|
||||||
|
|
||||||
def focus(self) -> None:
|
|
||||||
'''
|
|
||||||
Focus the top level widget which in turn focusses the chart
|
|
||||||
ala "view mode".
|
|
||||||
|
|
||||||
'''
|
|
||||||
# go back to view-mode focus (aka chart focus)
|
|
||||||
self.clearFocus()
|
|
||||||
chart = self.rt_linked.chart
|
|
||||||
if chart:
|
|
||||||
chart.setFocus()
|
|
||||||
|
|
||||||
def reg_for_resize(
|
|
||||||
self,
|
|
||||||
widget: QWidget,
|
|
||||||
) -> None:
|
|
||||||
getattr(widget, 'on_resize')
|
|
||||||
self._widgets[widget.mode_name] = widget
|
|
||||||
|
|
||||||
def on_win_resize(
|
|
||||||
self,
|
|
||||||
event: QtCore.QEvent,
|
|
||||||
) -> None:
|
|
||||||
'''
|
|
||||||
Top level god widget handler from window (the real yaweh) resize
|
|
||||||
events such that any registered widgets which wish to be
|
|
||||||
notified are invoked using our pythonic `.on_resize()` method
|
|
||||||
api.
|
|
||||||
|
|
||||||
Where we do UX magic to make things not suck B)
|
|
||||||
|
|
||||||
'''
|
|
||||||
if self._resizing:
|
|
||||||
return
|
|
||||||
|
|
||||||
self._resizing = True
|
|
||||||
|
|
||||||
log.debug(
|
|
||||||
f'God widget resize\n'
|
|
||||||
f'{event}\n'
|
|
||||||
)
|
|
||||||
for name, widget in self._widgets.items():
|
|
||||||
widget.on_resize()
|
|
||||||
|
|
||||||
self._resizing = False
|
|
||||||
|
|
||||||
# on_resize = on_win_resize
|
|
||||||
|
|
||||||
def get_cursor(self) -> Cursor:
|
|
||||||
return self._active_cursor
|
|
||||||
|
|
||||||
def iter_linked(self) -> Iterator[LinkedSplits]:
|
|
||||||
for linked in [self.hist_linked, self.rt_linked]:
|
|
||||||
yield linked
|
|
||||||
|
|
||||||
def resize_all(self) -> None:
|
|
||||||
'''
|
|
||||||
Dynamic resize sequence: adjusts all sub-widgets/charts to
|
|
||||||
sensible default ratios of what space is detected as available
|
|
||||||
on the display / window.
|
|
||||||
|
|
||||||
'''
|
|
||||||
rt_linked = self.rt_linked
|
|
||||||
rt_linked.set_split_sizes()
|
|
||||||
self.rt_linked.resize_sidepanes()
|
|
||||||
self.hist_linked.resize_sidepanes(from_linked=rt_linked)
|
|
||||||
self.search.on_resize()
|
|
||||||
|
|
||||||
|
|
||||||
|
|
@ -40,7 +40,7 @@ from piker.ui.qt import (
|
||||||
)
|
)
|
||||||
from ..log import get_logger
|
from ..log import get_logger
|
||||||
from ._style import _font_small, hcolor
|
from ._style import _font_small, hcolor
|
||||||
from ._widget import GodWidget
|
from ._chart import GodWidget
|
||||||
|
|
||||||
|
|
||||||
log = get_logger(__name__)
|
log = get_logger(__name__)
|
||||||
|
|
@ -61,9 +61,9 @@ class MultiStatus:
|
||||||
|
|
||||||
self,
|
self,
|
||||||
msg: str,
|
msg: str,
|
||||||
final_msg: str|None = None,
|
final_msg: str | None = None,
|
||||||
clear_on_next: bool = False,
|
clear_on_next: bool = False,
|
||||||
group_key: Union[bool, str]|None = False,
|
group_key: Union[bool, str] | None = False,
|
||||||
|
|
||||||
) -> Union[Callable[..., None], str]:
|
) -> Union[Callable[..., None], str]:
|
||||||
'''
|
'''
|
||||||
|
|
@ -175,11 +175,11 @@ class MainWindow(QMainWindow):
|
||||||
self.setWindowTitle(self.title)
|
self.setWindowTitle(self.title)
|
||||||
|
|
||||||
# set by runtime after `trio` is engaged.
|
# set by runtime after `trio` is engaged.
|
||||||
self.godwidget: GodWidget|None = None
|
self.godwidget: GodWidget | None = None
|
||||||
|
|
||||||
self._status_bar: QStatusBar = None
|
self._status_bar: QStatusBar = None
|
||||||
self._status_label: QLabel = None
|
self._status_label: QLabel = None
|
||||||
self._size: tuple[int, int]|None = None
|
self._size: tuple[int, int] | None = None
|
||||||
|
|
||||||
@property
|
@property
|
||||||
def mode_label(self) -> QLabel:
|
def mode_label(self) -> QLabel:
|
||||||
|
|
@ -202,7 +202,7 @@ class MainWindow(QMainWindow):
|
||||||
label.setMargin(2)
|
label.setMargin(2)
|
||||||
label.setAlignment(
|
label.setAlignment(
|
||||||
QtCore.Qt.AlignVCenter
|
QtCore.Qt.AlignVCenter
|
||||||
|QtCore.Qt.AlignRight
|
| QtCore.Qt.AlignRight
|
||||||
)
|
)
|
||||||
self.statusBar().addPermanentWidget(label)
|
self.statusBar().addPermanentWidget(label)
|
||||||
label.show()
|
label.show()
|
||||||
|
|
@ -255,16 +255,8 @@ class MainWindow(QMainWindow):
|
||||||
current: QWidget,
|
current: QWidget,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
|
||||||
Focus handler.
|
|
||||||
|
|
||||||
For now updates the "current mode" name.
|
log.info(f'widget focus changed from {last} -> {current}')
|
||||||
|
|
||||||
'''
|
|
||||||
log.debug(
|
|
||||||
f'widget focus changed from,\n'
|
|
||||||
f'{last} -> {current}'
|
|
||||||
)
|
|
||||||
|
|
||||||
if current is not None:
|
if current is not None:
|
||||||
# cursor left window?
|
# cursor left window?
|
||||||
|
|
@ -296,7 +288,7 @@ class MainWindow(QMainWindow):
|
||||||
|
|
||||||
def configure_to_desktop(
|
def configure_to_desktop(
|
||||||
self,
|
self,
|
||||||
size: tuple[int, int]|None = None,
|
size: tuple[int, int] | None = None,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
|
|
|
||||||
|
|
@ -177,7 +177,7 @@ def chart(
|
||||||
return
|
return
|
||||||
|
|
||||||
# global opts
|
# global opts
|
||||||
# brokernames: list[str] = config['brokers']
|
brokernames = config['brokers']
|
||||||
brokermods = config['brokermods']
|
brokermods = config['brokermods']
|
||||||
assert brokermods
|
assert brokermods
|
||||||
tractorloglevel = config['tractorloglevel']
|
tractorloglevel = config['tractorloglevel']
|
||||||
|
|
@ -216,7 +216,6 @@ def chart(
|
||||||
layers['tcp']['port'],
|
layers['tcp']['port'],
|
||||||
))
|
))
|
||||||
|
|
||||||
# breakpoint()
|
|
||||||
from tractor.devx import maybe_open_crash_handler
|
from tractor.devx import maybe_open_crash_handler
|
||||||
pdb: bool = config['pdb']
|
pdb: bool = config['pdb']
|
||||||
with maybe_open_crash_handler(pdb=pdb):
|
with maybe_open_crash_handler(pdb=pdb):
|
||||||
|
|
|
||||||
|
|
@ -59,14 +59,8 @@ from piker.data import (
|
||||||
from piker.types import Struct
|
from piker.types import Struct
|
||||||
from piker.log import get_logger
|
from piker.log import get_logger
|
||||||
from piker.ui.qt import Qt
|
from piker.ui.qt import Qt
|
||||||
from ._editors import (
|
from ._editors import LineEditor, ArrowEditor
|
||||||
LineEditor,
|
from ._lines import order_line, LevelLine
|
||||||
ArrowEditor,
|
|
||||||
)
|
|
||||||
from ._lines import (
|
|
||||||
order_line,
|
|
||||||
LevelLine,
|
|
||||||
)
|
|
||||||
from ._position import (
|
from ._position import (
|
||||||
PositionTracker,
|
PositionTracker,
|
||||||
SettingsPane,
|
SettingsPane,
|
||||||
|
|
@ -77,6 +71,7 @@ from ._style import _font
|
||||||
from ._forms import open_form_input_handling
|
from ._forms import open_form_input_handling
|
||||||
from ._notify import notify_from_ems_status_msg
|
from ._notify import notify_from_ems_status_msg
|
||||||
|
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from ._chart import (
|
from ._chart import (
|
||||||
ChartPlotWidget,
|
ChartPlotWidget,
|
||||||
|
|
@ -435,7 +430,7 @@ class OrderMode:
|
||||||
lines=lines,
|
lines=lines,
|
||||||
last_status_close=self.multistatus.open_status(
|
last_status_close=self.multistatus.open_status(
|
||||||
f'submitting {order.exec_mode}-{order.action}',
|
f'submitting {order.exec_mode}-{order.action}',
|
||||||
# final_msg=f'submitted {order.exec_mode}-{order.action}',
|
final_msg=f'submitted {order.exec_mode}-{order.action}',
|
||||||
clear_on_next=True,
|
clear_on_next=True,
|
||||||
)
|
)
|
||||||
)
|
)
|
||||||
|
|
@ -513,14 +508,13 @@ class OrderMode:
|
||||||
def on_submit(
|
def on_submit(
|
||||||
self,
|
self,
|
||||||
uuid: str,
|
uuid: str,
|
||||||
order: Order|None = None,
|
order: Order | None = None,
|
||||||
|
|
||||||
) -> Dialog|None:
|
) -> Dialog | None:
|
||||||
'''
|
'''
|
||||||
Order submitted status event handler.
|
Order submitted status event handler.
|
||||||
|
|
||||||
Commit the order line and registered order uuid, store ack
|
Commit the order line and registered order uuid, store ack time stamp.
|
||||||
time stamp.
|
|
||||||
|
|
||||||
'''
|
'''
|
||||||
lines = self.lines.commit_line(uuid)
|
lines = self.lines.commit_line(uuid)
|
||||||
|
|
@ -528,7 +522,7 @@ class OrderMode:
|
||||||
# a submission is the start of a new order dialog
|
# a submission is the start of a new order dialog
|
||||||
dialog = self.dialogs[uuid]
|
dialog = self.dialogs[uuid]
|
||||||
dialog.lines = lines
|
dialog.lines = lines
|
||||||
cls: Callable|None = dialog.last_status_close
|
cls: Callable | None = dialog.last_status_close
|
||||||
if cls:
|
if cls:
|
||||||
cls()
|
cls()
|
||||||
|
|
||||||
|
|
@ -658,7 +652,7 @@ class OrderMode:
|
||||||
return True
|
return True
|
||||||
|
|
||||||
|
|
||||||
def cancel_orders_under_cursor(self) -> list[Dialog]:
|
def cancel_orders_under_cursor(self) -> list[str]:
|
||||||
return self.cancel_orders(
|
return self.cancel_orders(
|
||||||
self.oids_from_lines(
|
self.oids_from_lines(
|
||||||
self.lines.lines_under_cursor()
|
self.lines.lines_under_cursor()
|
||||||
|
|
@ -687,28 +681,24 @@ class OrderMode:
|
||||||
self,
|
self,
|
||||||
oids: list[str],
|
oids: list[str],
|
||||||
|
|
||||||
) -> list[Dialog]:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
Cancel all orders from a list of order ids: `oids`.
|
Cancel all orders from a list of order ids: `oids`.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# key = self.multistatus.open_status(
|
key = self.multistatus.open_status(
|
||||||
# f'cancelling {len(oids)} orders',
|
f'cancelling {len(oids)} orders',
|
||||||
# final_msg=f'cancelled orders:\n{oids}',
|
final_msg=f'cancelled orders:\n{oids}',
|
||||||
# group_key=True
|
group_key=True
|
||||||
# )
|
)
|
||||||
dialogs: list[Dialog] = []
|
|
||||||
for oid in oids:
|
for oid in oids:
|
||||||
if dialog := self.dialogs.get(oid):
|
if dialog := self.dialogs.get(oid):
|
||||||
self.client.cancel_nowait(uuid=oid)
|
self.client.cancel_nowait(uuid=oid)
|
||||||
# cancel_status_close = self.multistatus.open_status(
|
cancel_status_close = self.multistatus.open_status(
|
||||||
# f'cancelling order {oid}',
|
f'cancelling order {oid}',
|
||||||
# group_key=key,
|
group_key=key,
|
||||||
# )
|
)
|
||||||
# dialog.last_status_close = cancel_status_close
|
dialog.last_status_close = cancel_status_close
|
||||||
dialogs.append(dialog)
|
|
||||||
|
|
||||||
return dialogs
|
|
||||||
|
|
||||||
def cancel_all_orders(self) -> None:
|
def cancel_all_orders(self) -> None:
|
||||||
'''
|
'''
|
||||||
|
|
@ -780,6 +770,7 @@ class OrderMode:
|
||||||
|
|
||||||
@asynccontextmanager
|
@asynccontextmanager
|
||||||
async def open_order_mode(
|
async def open_order_mode(
|
||||||
|
|
||||||
feed: Feed,
|
feed: Feed,
|
||||||
godw: GodWidget,
|
godw: GodWidget,
|
||||||
fqme: str,
|
fqme: str,
|
||||||
|
|
|
||||||
144
pyproject.toml
144
pyproject.toml
|
|
@ -63,8 +63,10 @@ dependencies = [
|
||||||
"trio-util >=0.7.0, <0.8.0",
|
"trio-util >=0.7.0, <0.8.0",
|
||||||
"trio-websocket >=0.10.3, <0.11.0",
|
"trio-websocket >=0.10.3, <0.11.0",
|
||||||
"typer >=0.9.0, <1.0.0",
|
"typer >=0.9.0, <1.0.0",
|
||||||
|
"rapidfuzz >=3.5.2, <4.0.0",
|
||||||
|
"pdbp >=1.5.0, <2.0.0",
|
||||||
"trio >=0.27",
|
"trio >=0.27",
|
||||||
"pendulum",
|
"pendulum >=3.0.0, <4.0.0",
|
||||||
"httpx >=0.27.0, <0.28.0",
|
"httpx >=0.27.0, <0.28.0",
|
||||||
"cryptofeed >=2.4.0, <3.0.0",
|
"cryptofeed >=2.4.0, <3.0.0",
|
||||||
"pyarrow>=18.0.0",
|
"pyarrow>=18.0.0",
|
||||||
|
|
@ -75,95 +77,50 @@ dependencies = [
|
||||||
"trio-typing>=0.10.0",
|
"trio-typing>=0.10.0",
|
||||||
"numba>=0.61.0",
|
"numba>=0.61.0",
|
||||||
"pyvnc",
|
"pyvnc",
|
||||||
"exchange-calendars>=4.13.1",
|
|
||||||
]
|
]
|
||||||
# ------ dependencies ------
|
|
||||||
# NOTE, by default we ship only a "headless" deps set bc
|
|
||||||
# the `uis` group is not listed in the optional set.
|
|
||||||
|
|
||||||
# [optional-dependencies]
|
[project.optional-dependencies]
|
||||||
# uis = []
|
uis = [
|
||||||
# ?TODO? really we should be able to mv this `uis` group
|
# https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies
|
||||||
# to be under [optional-dependencies] and then include
|
# TODO: make sure the levenshtein shit compiles on nix..
|
||||||
# it in the dev deps?
|
# rapidfuzz = {extras = ["speedup"], version = "^0.18.0"}
|
||||||
# https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies
|
"rapidfuzz >=3.2.0, <4.0.0",
|
||||||
# -> uis should be included in pubbed pkgs.
|
|
||||||
# [ ] uv seems to have no way to do this though?
|
|
||||||
|
|
||||||
# TODO? move to a `uv.toml`?
|
# for consideration,
|
||||||
[tool.uv]
|
# - 'visidata'
|
||||||
# https://docs.astral.sh/uv/reference/settings/#python-preference
|
|
||||||
python-preference = 'system'
|
# TODO: add an `--only daemon` group for running non-ui / pikerd
|
||||||
# https://docs.astral.sh/uv/reference/settings/#python-downloads
|
# service tree in distributed mode B)
|
||||||
python-downloads = 'manual'
|
# https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies
|
||||||
# https://docs.astral.sh/uv/concepts/projects/dependencies/#default-groups
|
|
||||||
default-groups = [
|
|
||||||
'uis',
|
|
||||||
'repl',
|
|
||||||
]
|
]
|
||||||
# ------ tool.uv ------
|
|
||||||
|
|
||||||
[dependency-groups]
|
[dependency-groups]
|
||||||
uis = [
|
# TODO: a toolset that makes debugging a `pikerd` service (tree) easy
|
||||||
"pyqtgraph",
|
# to hack on directly using more or less the local env:
|
||||||
|
# - xonsh + xxh
|
||||||
|
# - rsyscall + pdbp
|
||||||
|
# - actor runtime control console like BEAM/OTP
|
||||||
|
#
|
||||||
|
# console ehancements and eventually remote debugging extras/helpers.
|
||||||
|
# use `uv --dev` to enable
|
||||||
|
dev = [
|
||||||
|
"pytest",
|
||||||
|
"elasticsearch >=8.9.0, <9.0.0",
|
||||||
|
"prompt-toolkit ==3.0.40",
|
||||||
|
"cython >=3.0.0, <4.0.0",
|
||||||
|
"greenback >=1.1.1, <2.0.0",
|
||||||
|
"ruff>=0.9.6",
|
||||||
|
"pyperclip>=1.9.0",
|
||||||
|
"i3ipc>=2.2.1",
|
||||||
|
|
||||||
|
# ?from git, see below.
|
||||||
|
"xonsh",
|
||||||
"qdarkstyle >=3.0.2, <4.0.0",
|
"qdarkstyle >=3.0.2, <4.0.0",
|
||||||
"pyqt6 >=6.7.0, <7.0.0",
|
"pyqt6 >=6.7.0, <7.0.0",
|
||||||
|
"pyqtgraph",
|
||||||
|
|
||||||
# fuzzy search
|
|
||||||
"rapidfuzz >=3.2.0, <4.0.0",
|
|
||||||
]
|
]
|
||||||
|
|
||||||
# dev deps enabled by `uv --dev`
|
|
||||||
# https://docs.astral.sh/uv/concepts/projects/dependencies/#development-dependencies
|
|
||||||
dev = [
|
|
||||||
# https://docs.astral.sh/uv/concepts/projects/dependencies/#development-dependencies
|
|
||||||
"cython >=3.0.0, <4.0.0",
|
|
||||||
# nested deps-groups
|
|
||||||
# https://docs.astral.sh/uv/concepts/projects/dependencies/#nesting-groups
|
|
||||||
{include-group = 'uis'},
|
|
||||||
{include-group = 'repl'},
|
|
||||||
{include-group = 'testing'},
|
|
||||||
{include-group = 'de'},
|
|
||||||
]
|
|
||||||
repl = [
|
|
||||||
# `tractor`'s debugger
|
|
||||||
"pdbp >=1.8.2, <2.0.0",
|
|
||||||
"greenback >=1.1.1, <2.0.0",
|
|
||||||
|
|
||||||
# @goodboy's preferred console toolz
|
|
||||||
"xonsh>=0.22.2",
|
|
||||||
"prompt-toolkit ==3.0.40",
|
|
||||||
"pyperclip>=1.9.0",
|
|
||||||
|
|
||||||
# for @claude's `snippets/claude_debug_helper.py` it uses to do
|
|
||||||
# "offline" debug/crash REPL-in alongside a dev.
|
|
||||||
"pexpect>=4.9.0",
|
|
||||||
|
|
||||||
# ?TODO, new stuff to consider..
|
|
||||||
# "visidata" # console numerics
|
|
||||||
# "xxh" # for remote `xonsh`-ing
|
|
||||||
# "rsyscall" # (eventual) optional `tractor` backend
|
|
||||||
# - an actor-runtime-ctl console like BEAM/OTP
|
|
||||||
]
|
|
||||||
testing = [
|
|
||||||
"pytest",
|
|
||||||
]
|
|
||||||
de = [ # (linux) specific DEs
|
|
||||||
"i3ipc>=2.2.1",
|
|
||||||
]
|
|
||||||
lint = [
|
|
||||||
# XXX, with flake.nix needs to be from nixpkgs
|
|
||||||
"ruff>=0.9.6"
|
|
||||||
# ; os_name != 'nixos' and platform_system != 'NixOS'",
|
|
||||||
# ?TODO? since ^ markers won't work, use a deps-flags to toggle for
|
|
||||||
# now.
|
|
||||||
]
|
|
||||||
dbs = [
|
|
||||||
"elasticsearch >=8.9.0, <9.0.0",
|
|
||||||
]
|
|
||||||
# ------ dependency-groups ------
|
|
||||||
|
|
||||||
|
|
||||||
[tool.pytest.ini_options]
|
[tool.pytest.ini_options]
|
||||||
# https://docs.pytest.org/en/stable/reference/reference.html#configuration-options
|
# https://docs.pytest.org/en/stable/reference/reference.html#configuration-options
|
||||||
testpaths = [
|
testpaths = [
|
||||||
|
|
@ -175,20 +132,24 @@ console_output_style = 'progress'
|
||||||
# https://docs.pytest.org/en/stable/how-to/plugins.html#disabling-plugins-from-autoloading
|
# https://docs.pytest.org/en/stable/how-to/plugins.html#disabling-plugins-from-autoloading
|
||||||
# https://docs.pytest.org/en/stable/how-to/plugins.html#deactivating-unregistering-a-plugin-by-name
|
# https://docs.pytest.org/en/stable/how-to/plugins.html#deactivating-unregistering-a-plugin-by-name
|
||||||
addopts = '-p no:xonsh'
|
addopts = '-p no:xonsh'
|
||||||
# ------ tool.pytest ------
|
|
||||||
|
|
||||||
|
|
||||||
[project.scripts]
|
[project.scripts]
|
||||||
piker = "piker.cli:cli"
|
piker = "piker.cli:cli"
|
||||||
pikerd = "piker.cli:pikerd"
|
pikerd = "piker.cli:pikerd"
|
||||||
ledger = "piker.accounting.cli:ledger"
|
ledger = "piker.accounting.cli:ledger"
|
||||||
# ------ project.scripts ------
|
|
||||||
|
|
||||||
[tool.hatch.build.targets.sdist]
|
[tool.hatch.build.targets.sdist]
|
||||||
include = ["piker"]
|
include = ["piker"]
|
||||||
|
|
||||||
[tool.hatch.build.targets.wheel]
|
[tool.hatch.build.targets.wheel]
|
||||||
include = ["piker"]
|
include = ["piker"]
|
||||||
# ------ tool.hatch ------
|
|
||||||
|
|
||||||
|
# TODO? move to a `uv.toml`?
|
||||||
|
[tool.uv]
|
||||||
|
python-preference = 'system'
|
||||||
|
python-downloads = 'manual'
|
||||||
|
|
||||||
|
|
||||||
[tool.uv.sources]
|
[tool.uv.sources]
|
||||||
|
|
@ -196,15 +157,12 @@ pyqtgraph = { git = "https://github.com/pikers/pyqtgraph.git" }
|
||||||
tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" }
|
tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" }
|
||||||
pyvnc = { git = "https://github.com/regulad/pyvnc.git" }
|
pyvnc = { git = "https://github.com/regulad/pyvnc.git" }
|
||||||
|
|
||||||
# to get fancy next-cmd/suggestion feats prior to 0.22.2 B)
|
# TODO, long term we should be synced to upstream `main` branch!
|
||||||
# https://github.com/xonsh/xonsh/pull/6037
|
# tractor = { git = "https://github.com/goodboy/tractor.git", branch ="piker_pin" }
|
||||||
# https://github.com/xonsh/xonsh/pull/6048
|
tractor = { git = "https://pikers.dev/goodboy/tractor", branch = "piker_pin" }
|
||||||
# xonsh = { git = 'https://github.com/xonsh/xonsh.git', branch = 'main' }
|
|
||||||
|
|
||||||
# XXX since, we're like, always hacking new shite all-the-time. Bp
|
# goodboy's dev-env
|
||||||
tractor = { git = "https://github.com/goodboy/tractor.git", branch ="piker_pin" }
|
# XXX for @goodboy's hackin dev env, usually there's something new in
|
||||||
# tractor = { git = "https://pikers.dev/goodboy/tractor", branch = "piker_pin" }
|
# the runtime being seriously tested here Bp
|
||||||
# tractor = { git = "https://pikers.dev/goodboy/tractor", branch = "main" }
|
# tractor = { path = "../tractor/", editable = true }
|
||||||
# ------ goodboy ------
|
# xonsh = { path = "../xonsh", editable = true }
|
||||||
# hackin dev-envs, usually there's something new he's hackin in..
|
|
||||||
# tractor = { path = "../tractor", editable = true }
|
|
||||||
|
|
|
||||||
|
|
@ -0,0 +1,64 @@
|
||||||
|
#!env xonsh
|
||||||
|
'''
|
||||||
|
Compute the pxs-per-inch (PPI) naively for the local DE.
|
||||||
|
|
||||||
|
NOTE, currently this only supports the `sway`-TWM on wayland.
|
||||||
|
|
||||||
|
!TODO!
|
||||||
|
- [ ] support Xorg (and possibly other OSs as well?
|
||||||
|
- [ ] conver this to pure py code, dropping the `.xsh` specifics
|
||||||
|
instead for `subprocess` API calls?
|
||||||
|
- [ ] possibly unify all this with `./qt_screen_info.py` as part of
|
||||||
|
a "PPI config wizard" or something, but more then likely we'll
|
||||||
|
have lib-ified version inside modden/piker by then?
|
||||||
|
|
||||||
|
'''
|
||||||
|
|
||||||
|
import math
|
||||||
|
import json
|
||||||
|
|
||||||
|
# XXX, xonsh part using "subprocess mode"
|
||||||
|
disp_infos: list[dict] = json.loads($(wlr-randr --json))
|
||||||
|
lappy: dict = disp_infos[0]
|
||||||
|
|
||||||
|
dims: dict[str, int] = lappy['physical_size']
|
||||||
|
w_cm: int = dims['width']
|
||||||
|
h_cm: int = dims['height']
|
||||||
|
|
||||||
|
# cm per inch
|
||||||
|
cpi: float = 25.4
|
||||||
|
|
||||||
|
# compute "diagonal" size (aka hypot)
|
||||||
|
diag_inches: float = math.sqrt((h_cm/cpi)**2 + (w_cm/cpi)**2)
|
||||||
|
|
||||||
|
# compute reso-hypot / inches-hypot
|
||||||
|
hi_res: dict[str, float|bool] = lappy['modes'][0]
|
||||||
|
w_px: int = hi_res['width']
|
||||||
|
h_px: int = hi_res['height']
|
||||||
|
|
||||||
|
diag_pxs: float = math.sqrt(h_px**2 + w_px**2)
|
||||||
|
unscaled_ppi: float = diag_pxs/diag_inches
|
||||||
|
|
||||||
|
# retrieve TWM info on the display (including scaling info)
|
||||||
|
sway_disp_info: dict = json.loads($(swaymsg -r -t get_outputs))[0]
|
||||||
|
scale: float = sway_disp_info['scale']
|
||||||
|
|
||||||
|
print(
|
||||||
|
f'output: {sway_disp_info["name"]!r}\n'
|
||||||
|
f'--- DIMENSIONS ---\n'
|
||||||
|
f'w_cm: {w_cm!r}\n'
|
||||||
|
f'h_cm: {h_cm!r}\n'
|
||||||
|
f'w_px: {w_px!r}\n'
|
||||||
|
f'h_cm: {h_px!r}\n'
|
||||||
|
f'\n'
|
||||||
|
f'--- DIAGONALS ---\n'
|
||||||
|
f'diag_inches: {diag_inches!r}\n'
|
||||||
|
f'diag_pxs: {diag_pxs!r}\n'
|
||||||
|
f'\n'
|
||||||
|
f'--- PPI-related-info ---\n'
|
||||||
|
f'(DE reported) scale: {scale!r}\n'
|
||||||
|
f'unscaled PPI: {unscaled_ppi!r}\n'
|
||||||
|
f'|_ =sqrt(h_px**2 + w_px**2) / sqrt(h_in**2 + w_in**2)\n'
|
||||||
|
f'scaled PPI: {unscaled_ppi/scale!r}\n'
|
||||||
|
f'|_ =unscaled_ppi/scale\n'
|
||||||
|
)
|
||||||
|
|
@ -1,256 +0,0 @@
|
||||||
#!/usr/bin/env python
|
|
||||||
'''
|
|
||||||
Programmatic debugging helper for `pdbp` REPL human-like
|
|
||||||
interaction but built to allow `claude` to interact with
|
|
||||||
crashes and `tractor.pause()` breakpoints along side a human dev.
|
|
||||||
|
|
||||||
Originally written by `clauded` during a backfiller inspection
|
|
||||||
session with @goodboy trying to resolve duplicate/gappy ohlcv ts
|
|
||||||
issues discovered while testing the new `nativedb` tsdb.
|
|
||||||
|
|
||||||
Allows `claude` to run `pdb` commands and capture output in an "offline"
|
|
||||||
manner but generating similar output as if it was iteracting with
|
|
||||||
the debug REPL.
|
|
||||||
|
|
||||||
The use of `pexpect` is heavily based on tractor's REPL UX test
|
|
||||||
suite(s), namely various `tests/devx/test_debugger.py` patterns.
|
|
||||||
|
|
||||||
'''
|
|
||||||
import sys
|
|
||||||
import os
|
|
||||||
import time
|
|
||||||
|
|
||||||
import pexpect
|
|
||||||
from pexpect.exceptions import (
|
|
||||||
TIMEOUT,
|
|
||||||
EOF,
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
PROMPT: str = r'\(Pdb\+\)'
|
|
||||||
|
|
||||||
|
|
||||||
def expect(
|
|
||||||
child: pexpect.spawn,
|
|
||||||
patt: str,
|
|
||||||
**kwargs,
|
|
||||||
) -> None:
|
|
||||||
'''
|
|
||||||
Expect wrapper that prints last console data before failing.
|
|
||||||
|
|
||||||
'''
|
|
||||||
try:
|
|
||||||
child.expect(
|
|
||||||
patt,
|
|
||||||
**kwargs,
|
|
||||||
)
|
|
||||||
except TIMEOUT:
|
|
||||||
before: str = (
|
|
||||||
str(child.before.decode())
|
|
||||||
if isinstance(child.before, bytes)
|
|
||||||
else str(child.before)
|
|
||||||
)
|
|
||||||
print(
|
|
||||||
f'TIMEOUT waiting for pattern: {patt}\n'
|
|
||||||
f'Last seen output:\n{before}'
|
|
||||||
)
|
|
||||||
raise
|
|
||||||
|
|
||||||
|
|
||||||
def run_pdb_commands(
|
|
||||||
commands: list[str],
|
|
||||||
initial_cmd: str = 'piker store ldshm xmrusdt.usdtm.perp.binance',
|
|
||||||
timeout: int = 30,
|
|
||||||
print_output: bool = True,
|
|
||||||
) -> dict[str, str]:
|
|
||||||
'''
|
|
||||||
Spawn piker process, wait for pdb prompt, execute commands.
|
|
||||||
|
|
||||||
Returns dict mapping command -> output.
|
|
||||||
|
|
||||||
'''
|
|
||||||
results: dict[str, str] = {}
|
|
||||||
|
|
||||||
# Disable colored output for easier parsing
|
|
||||||
os.environ['PYTHON_COLORS'] = '0'
|
|
||||||
|
|
||||||
# Spawn the process
|
|
||||||
if print_output:
|
|
||||||
print(f'Spawning: {initial_cmd}')
|
|
||||||
|
|
||||||
child: pexpect.spawn = pexpect.spawn(
|
|
||||||
initial_cmd,
|
|
||||||
timeout=timeout,
|
|
||||||
encoding='utf-8',
|
|
||||||
echo=False,
|
|
||||||
)
|
|
||||||
|
|
||||||
# Wait for pdb prompt
|
|
||||||
try:
|
|
||||||
expect(child, PROMPT, timeout=timeout)
|
|
||||||
if print_output:
|
|
||||||
print('Reached pdb prompt!')
|
|
||||||
|
|
||||||
# Execute each command
|
|
||||||
for cmd in commands:
|
|
||||||
if print_output:
|
|
||||||
print(f'\n>>> {cmd}')
|
|
||||||
|
|
||||||
child.sendline(cmd)
|
|
||||||
time.sleep(0.1)
|
|
||||||
|
|
||||||
# Wait for next prompt
|
|
||||||
expect(child, PROMPT, timeout=timeout)
|
|
||||||
|
|
||||||
# Capture output (everything before the prompt)
|
|
||||||
output: str = (
|
|
||||||
str(child.before.decode())
|
|
||||||
if isinstance(child.before, bytes)
|
|
||||||
else str(child.before)
|
|
||||||
)
|
|
||||||
results[cmd] = output
|
|
||||||
|
|
||||||
if print_output:
|
|
||||||
print(output)
|
|
||||||
|
|
||||||
# Quit debugger gracefully
|
|
||||||
child.sendline('quit')
|
|
||||||
try:
|
|
||||||
child.expect(EOF, timeout=5)
|
|
||||||
except (TIMEOUT, EOF):
|
|
||||||
pass
|
|
||||||
|
|
||||||
except TIMEOUT as e:
|
|
||||||
print(f'Timeout: {e}')
|
|
||||||
if child.before:
|
|
||||||
before: str = (
|
|
||||||
str(child.before.decode())
|
|
||||||
if isinstance(child.before, bytes)
|
|
||||||
else str(child.before)
|
|
||||||
)
|
|
||||||
print(f'Buffer:\n{before}')
|
|
||||||
results['_error'] = str(e)
|
|
||||||
|
|
||||||
finally:
|
|
||||||
if child.isalive():
|
|
||||||
child.close(force=True)
|
|
||||||
|
|
||||||
return results
|
|
||||||
|
|
||||||
|
|
||||||
class InteractivePdbSession:
|
|
||||||
'''
|
|
||||||
Interactive pdb session manager for incremental debugging.
|
|
||||||
|
|
||||||
'''
|
|
||||||
def __init__(
|
|
||||||
self,
|
|
||||||
cmd: str = 'piker store ldshm xmrusdt.usdtm.perp.binance',
|
|
||||||
timeout: int = 30,
|
|
||||||
):
|
|
||||||
self.cmd: str = cmd
|
|
||||||
self.timeout: int = timeout
|
|
||||||
self.child: pexpect.spawn|None = None
|
|
||||||
self.history: list[tuple[str, str]] = []
|
|
||||||
|
|
||||||
def start(self) -> None:
|
|
||||||
'''
|
|
||||||
Start the piker process and wait for first prompt.
|
|
||||||
|
|
||||||
'''
|
|
||||||
os.environ['PYTHON_COLORS'] = '0'
|
|
||||||
|
|
||||||
print(f'Starting: {self.cmd}')
|
|
||||||
self.child = pexpect.spawn(
|
|
||||||
self.cmd,
|
|
||||||
timeout=self.timeout,
|
|
||||||
encoding='utf-8',
|
|
||||||
echo=False,
|
|
||||||
)
|
|
||||||
|
|
||||||
# Wait for initial prompt
|
|
||||||
expect(self.child, PROMPT, timeout=self.timeout)
|
|
||||||
print('Ready at pdb prompt!')
|
|
||||||
|
|
||||||
def run(
|
|
||||||
self,
|
|
||||||
cmd: str,
|
|
||||||
print_output: bool = True,
|
|
||||||
) -> str:
|
|
||||||
'''
|
|
||||||
Execute a single pdb command and return output.
|
|
||||||
|
|
||||||
'''
|
|
||||||
if not self.child or not self.child.isalive():
|
|
||||||
raise RuntimeError('Session not started or dead')
|
|
||||||
|
|
||||||
if print_output:
|
|
||||||
print(f'\n>>> {cmd}')
|
|
||||||
|
|
||||||
self.child.sendline(cmd)
|
|
||||||
time.sleep(0.1)
|
|
||||||
|
|
||||||
# Wait for next prompt
|
|
||||||
expect(self.child, PROMPT, timeout=self.timeout)
|
|
||||||
|
|
||||||
output: str = (
|
|
||||||
str(self.child.before.decode())
|
|
||||||
if isinstance(self.child.before, bytes)
|
|
||||||
else str(self.child.before)
|
|
||||||
)
|
|
||||||
self.history.append((cmd, output))
|
|
||||||
|
|
||||||
if print_output:
|
|
||||||
print(output)
|
|
||||||
|
|
||||||
return output
|
|
||||||
|
|
||||||
def quit(self) -> None:
|
|
||||||
'''
|
|
||||||
Exit the debugger and cleanup.
|
|
||||||
|
|
||||||
'''
|
|
||||||
if self.child and self.child.isalive():
|
|
||||||
self.child.sendline('quit')
|
|
||||||
try:
|
|
||||||
self.child.expect(EOF, timeout=5)
|
|
||||||
except (TIMEOUT, EOF):
|
|
||||||
pass
|
|
||||||
self.child.close(force=True)
|
|
||||||
|
|
||||||
def __enter__(self):
|
|
||||||
self.start()
|
|
||||||
return self
|
|
||||||
|
|
||||||
def __exit__(self, *args):
|
|
||||||
self.quit()
|
|
||||||
|
|
||||||
|
|
||||||
if __name__ == '__main__':
|
|
||||||
# Example inspection commands
|
|
||||||
inspect_cmds: list[str] = [
|
|
||||||
'locals().keys()',
|
|
||||||
'type(deduped)',
|
|
||||||
'deduped.shape',
|
|
||||||
(
|
|
||||||
'step_gaps.shape '
|
|
||||||
'if "step_gaps" in locals() '
|
|
||||||
'else "N/A"'
|
|
||||||
),
|
|
||||||
(
|
|
||||||
'venue_gaps.shape '
|
|
||||||
'if "venue_gaps" in locals() '
|
|
||||||
'else "N/A"'
|
|
||||||
),
|
|
||||||
]
|
|
||||||
|
|
||||||
# Allow commands from CLI args
|
|
||||||
if len(sys.argv) > 1:
|
|
||||||
inspect_cmds = sys.argv[1:]
|
|
||||||
|
|
||||||
# Interactive session example
|
|
||||||
with InteractivePdbSession() as session:
|
|
||||||
for cmd in inspect_cmds:
|
|
||||||
session.run(cmd)
|
|
||||||
|
|
||||||
print('\n=== Session Complete ===')
|
|
||||||
|
|
@ -31,8 +31,8 @@ Resource list for mucking with DPIs on multiple screens:
|
||||||
- https://doc.qt.io/qt-5/qguiapplication.html#screenAt
|
- https://doc.qt.io/qt-5/qguiapplication.html#screenAt
|
||||||
|
|
||||||
'''
|
'''
|
||||||
|
import os
|
||||||
|
|
||||||
from pyqtgraph import QtGui
|
|
||||||
from PyQt6 import (
|
from PyQt6 import (
|
||||||
QtCore,
|
QtCore,
|
||||||
QtWidgets,
|
QtWidgets,
|
||||||
|
|
@ -43,6 +43,11 @@ from PyQt6.QtCore import (
|
||||||
QSize,
|
QSize,
|
||||||
QRect,
|
QRect,
|
||||||
)
|
)
|
||||||
|
from pyqtgraph import QtGui
|
||||||
|
|
||||||
|
|
||||||
|
# https://doc.qt.io/qt-6/highdpi.html#environment-variable-reference
|
||||||
|
os.environ['QT_USE_PHYSICAL_DPI'] = '1'
|
||||||
|
|
||||||
# Proper high DPI scaling is available in Qt >= 5.6.0. This attibute
|
# Proper high DPI scaling is available in Qt >= 5.6.0. This attibute
|
||||||
# must be set before creating the application
|
# must be set before creating the application
|
||||||
|
|
@ -58,13 +63,22 @@ if hasattr(Qt, 'AA_UseHighDpiPixmaps'):
|
||||||
True,
|
True,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
# NOTE, inherits `QGuiApplication`
|
||||||
|
# https://doc.qt.io/qt-6/qapplication.html
|
||||||
|
# https://doc.qt.io/qt-6/qguiapplication.html
|
||||||
app = QtWidgets.QApplication([])
|
app = QtWidgets.QApplication([])
|
||||||
|
#
|
||||||
|
# ^TODO? various global DPI settings?
|
||||||
|
# [ ] DPI rounding policy,
|
||||||
|
# - https://doc.qt.io/qt-6/qt.html#HighDpiScaleFactorRoundingPolicy-enum
|
||||||
|
# - https://doc.qt.io/qt-6/qguiapplication.html#setHighDpiScaleFactorRoundingPolicy
|
||||||
|
|
||||||
window = QtWidgets.QMainWindow()
|
window = QtWidgets.QMainWindow()
|
||||||
main_widget = QtWidgets.QWidget()
|
main_widget = QtWidgets.QWidget()
|
||||||
window.setCentralWidget(main_widget)
|
window.setCentralWidget(main_widget)
|
||||||
window.show()
|
window.show()
|
||||||
|
|
||||||
pxr: float = main_widget.devicePixelRatioF()
|
_main_pxr: float = main_widget.devicePixelRatioF()
|
||||||
|
|
||||||
# explicitly get main widget and primary displays
|
# explicitly get main widget and primary displays
|
||||||
current_screen: QtGui.QScreen = app.screenAt(
|
current_screen: QtGui.QScreen = app.screenAt(
|
||||||
|
|
@ -77,7 +91,13 @@ for screen in app.screens():
|
||||||
name: str = screen.name()
|
name: str = screen.name()
|
||||||
model: str = screen.model().rstrip()
|
model: str = screen.model().rstrip()
|
||||||
size: QSize = screen.size()
|
size: QSize = screen.size()
|
||||||
geo: QRect = screen.availableGeometry()
|
geo: QRect = screen.geometry()
|
||||||
|
|
||||||
|
# device-pixel-ratio
|
||||||
|
# https://doc.qt.io/qt-6/highdpi.html
|
||||||
|
pxr: float = screen.devicePixelRatio()
|
||||||
|
|
||||||
|
unscaled_size: QSize = pxr * size
|
||||||
phydpi: float = screen.physicalDotsPerInch()
|
phydpi: float = screen.physicalDotsPerInch()
|
||||||
logdpi: float = screen.logicalDotsPerInch()
|
logdpi: float = screen.logicalDotsPerInch()
|
||||||
is_primary: bool = screen is primary_screen
|
is_primary: bool = screen is primary_screen
|
||||||
|
|
@ -88,11 +108,12 @@ for screen in app.screens():
|
||||||
f'|_primary: {is_primary}\n'
|
f'|_primary: {is_primary}\n'
|
||||||
f' _current: {is_current}\n'
|
f' _current: {is_current}\n'
|
||||||
f' _model: {model}\n'
|
f' _model: {model}\n'
|
||||||
f' _screen size: {size}\n'
|
f' _size: {size}\n'
|
||||||
f' _screen geometry: {geo}\n'
|
f' _geometry: {geo}\n'
|
||||||
f' _devicePixelRationF(): {pxr}\n'
|
f' _devicePixelRatio(): {pxr}\n'
|
||||||
f' _physical dpi: {phydpi}\n'
|
f' _unscaled-size: {unscaled_size!r}\n'
|
||||||
f' _logical dpi: {logdpi}\n'
|
f' _physical-dpi: {phydpi}\n'
|
||||||
|
f' _logical-dpi: {logdpi}\n'
|
||||||
)
|
)
|
||||||
|
|
||||||
# app-wide font info
|
# app-wide font info
|
||||||
|
|
@ -110,8 +131,8 @@ str_w: int = str_br.width()
|
||||||
|
|
||||||
print(
|
print(
|
||||||
f'------ global font settings ------\n'
|
f'------ global font settings ------\n'
|
||||||
f'font dpi: {fontdpi}\n'
|
f'font dpi: {fontdpi!r}\n'
|
||||||
f'font height: {font_h}\n'
|
f'font height: {font_h!r}\n'
|
||||||
f'string bounding rect: {str_br}\n'
|
f'string bounding rect: {str_br!r}\n'
|
||||||
f'string width : {str_w}\n'
|
f'string width : {str_w!r}\n'
|
||||||
)
|
)
|
||||||
|
|
|
||||||
|
|
@ -0,0 +1,36 @@
|
||||||
|
import pytest
|
||||||
|
from piker.ui._style import DpiAwareFont
|
||||||
|
|
||||||
|
|
||||||
|
class MockScreen:
|
||||||
|
def __init__(self, pdpi, ldpi, name="MockScreen"):
|
||||||
|
self._pdpi = pdpi
|
||||||
|
self._ldpi = ldpi
|
||||||
|
self._name = name
|
||||||
|
|
||||||
|
def physicalDotsPerInch(self):
|
||||||
|
return self._pdpi
|
||||||
|
|
||||||
|
def logicalDotsPerInch(self):
|
||||||
|
return self._ldpi
|
||||||
|
|
||||||
|
def name(self):
|
||||||
|
return self._name
|
||||||
|
|
||||||
|
|
||||||
|
@pytest.mark.parametrize(
|
||||||
|
"pdpi, ldpi, expected_px",
|
||||||
|
[
|
||||||
|
(96, 96, 9), # normal DPI
|
||||||
|
(169, 96, 15), # HiDPI
|
||||||
|
(120, 96, 10), # mid-DPI
|
||||||
|
]
|
||||||
|
)
|
||||||
|
def test_font_px_size(pdpi, ldpi, expected_px):
|
||||||
|
font = DpiAwareFont()
|
||||||
|
font.configure_to_dpi(screen=MockScreen(pdpi, ldpi))
|
||||||
|
|
||||||
|
px = font.px_size
|
||||||
|
print(f"{pdpi}x{ldpi} DPI -> Computed pixel size: {px}")
|
||||||
|
|
||||||
|
assert px == expected_px
|
||||||
260
uv.lock
260
uv.lock
|
|
@ -2,12 +2,8 @@ version = 1
|
||||||
revision = 3
|
revision = 3
|
||||||
requires-python = ">=3.12"
|
requires-python = ">=3.12"
|
||||||
resolution-markers = [
|
resolution-markers = [
|
||||||
"python_full_version >= '3.14' and sys_platform == 'win32'",
|
"python_full_version >= '3.14'",
|
||||||
"python_full_version >= '3.14' and sys_platform == 'emscripten'",
|
"python_full_version < '3.14'",
|
||||||
"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'",
|
|
||||||
]
|
]
|
||||||
|
|
||||||
[[package]]
|
[[package]]
|
||||||
|
|
@ -420,23 +416,6 @@ wheels = [
|
||||||
{ url = "https://files.pythonhosted.org/packages/8a/0e/97c33bf5009bdbac74fd2beace167cab3f978feb69cc36f1ef79360d6c4e/exceptiongroup-1.3.1-py3-none-any.whl", hash = "sha256:a7a39a3bd276781e98394987d3a5701d0c4edffb633bb7a5144577f82c773598", size = 16740, upload-time = "2025-11-21T23:01:53.443Z" },
|
{ url = "https://files.pythonhosted.org/packages/8a/0e/97c33bf5009bdbac74fd2beace167cab3f978feb69cc36f1ef79360d6c4e/exceptiongroup-1.3.1-py3-none-any.whl", hash = "sha256:a7a39a3bd276781e98394987d3a5701d0c4edffb633bb7a5144577f82c773598", size = 16740, upload-time = "2025-11-21T23:01:53.443Z" },
|
||||||
]
|
]
|
||||||
|
|
||||||
[[package]]
|
|
||||||
name = "exchange-calendars"
|
|
||||||
version = "4.13.1"
|
|
||||||
source = { registry = "https://pypi.org/simple" }
|
|
||||||
dependencies = [
|
|
||||||
{ name = "korean-lunar-calendar" },
|
|
||||||
{ name = "numpy" },
|
|
||||||
{ name = "pandas" },
|
|
||||||
{ name = "pyluach" },
|
|
||||||
{ name = "toolz" },
|
|
||||||
{ name = "tzdata" },
|
|
||||||
]
|
|
||||||
sdist = { url = "https://files.pythonhosted.org/packages/9e/fd/1bda66b3c2fefbf54b8cf765c9d8001b12654b5a897a21b0c6c9f55de5e3/exchange_calendars-4.13.1.tar.gz", hash = "sha256:42a4c7296da1f71b9625c668c9b3359cf5de4a2ffca28842b230e062bb4961ba", size = 4119843, upload-time = "2026-02-05T00:15:03.947Z" }
|
|
||||||
wheels = [
|
|
||||||
{ url = "https://files.pythonhosted.org/packages/45/b7/fffe7d5a6da6be10b43be96640f31d4191e746de66b046cc1a6ea5fc4f26/exchange_calendars-4.13.1-py3-none-any.whl", hash = "sha256:cf39d2128a4da3ac253283f91ab63d79930a68196a3aac811091a4e38b6cbe49", size = 211538, upload-time = "2026-02-05T00:15:05.694Z" },
|
|
||||||
]
|
|
||||||
|
|
||||||
[[package]]
|
[[package]]
|
||||||
name = "frozenlist"
|
name = "frozenlist"
|
||||||
version = "1.8.0"
|
version = "1.8.0"
|
||||||
|
|
@ -680,15 +659,6 @@ wheels = [
|
||||||
{ url = "https://files.pythonhosted.org/packages/42/d3/c3db0b92a0ff39c3e08f168cd382c24bf021d4a96fc89b47a3e55294f883/keysymdef-1.2.0-py2.py3-none-any.whl", hash = "sha256:19a5c2263a861f3ff884a1f58e2b4f7efa319ffc9d11f9ba8e20129babc31a9e", size = 20146, upload-time = "2023-02-25T00:22:36.318Z" },
|
{ url = "https://files.pythonhosted.org/packages/42/d3/c3db0b92a0ff39c3e08f168cd382c24bf021d4a96fc89b47a3e55294f883/keysymdef-1.2.0-py2.py3-none-any.whl", hash = "sha256:19a5c2263a861f3ff884a1f58e2b4f7efa319ffc9d11f9ba8e20129babc31a9e", size = 20146, upload-time = "2023-02-25T00:22:36.318Z" },
|
||||||
]
|
]
|
||||||
|
|
||||||
[[package]]
|
|
||||||
name = "korean-lunar-calendar"
|
|
||||||
version = "0.3.1"
|
|
||||||
source = { registry = "https://pypi.org/simple" }
|
|
||||||
sdist = { url = "https://files.pythonhosted.org/packages/5a/93/a0bd2bd53ab19330e83ecc5652b7774ae86fd2fee19bc05ad220cf9db08b/korean_lunar_calendar-0.3.1.tar.gz", hash = "sha256:eb2c485124a061016926bdea6d89efdf9b9fdbf16db55895b6cf1e5bec17b857", size = 9877, upload-time = "2022-09-16T10:53:25.713Z" }
|
|
||||||
wheels = [
|
|
||||||
{ url = "https://files.pythonhosted.org/packages/9c/96/30f3fe51b336bb6da4714f4fdad7bbdce8f13af79af2eb75e22908f3f9f4/korean_lunar_calendar-0.3.1-py3-none-any.whl", hash = "sha256:392757135c492c4f42a604e6038042953c35c6f449dda5f27e3f86a7f9c943e5", size = 9033, upload-time = "2022-09-16T10:53:23.771Z" },
|
|
||||||
]
|
|
||||||
|
|
||||||
[[package]]
|
[[package]]
|
||||||
name = "llvmlite"
|
name = "llvmlite"
|
||||||
version = "0.45.1"
|
version = "0.45.1"
|
||||||
|
|
@ -983,70 +953,18 @@ wheels = [
|
||||||
{ url = "https://files.pythonhosted.org/packages/20/12/38679034af332785aac8774540895e234f4d07f7545804097de4b666afd8/packaging-25.0-py3-none-any.whl", hash = "sha256:29572ef2b1f17581046b3a2227d5c611fb25ec70ca1ba8554b24b0e69331a484", size = 66469, upload-time = "2025-04-19T11:48:57.875Z" },
|
{ url = "https://files.pythonhosted.org/packages/20/12/38679034af332785aac8774540895e234f4d07f7545804097de4b666afd8/packaging-25.0-py3-none-any.whl", hash = "sha256:29572ef2b1f17581046b3a2227d5c611fb25ec70ca1ba8554b24b0e69331a484", size = 66469, upload-time = "2025-04-19T11:48:57.875Z" },
|
||||||
]
|
]
|
||||||
|
|
||||||
[[package]]
|
|
||||||
name = "pandas"
|
|
||||||
version = "3.0.0"
|
|
||||||
source = { registry = "https://pypi.org/simple" }
|
|
||||||
dependencies = [
|
|
||||||
{ name = "numpy" },
|
|
||||||
{ name = "python-dateutil" },
|
|
||||||
{ name = "tzdata", marker = "sys_platform == 'emscripten' or sys_platform == 'win32'" },
|
|
||||||
]
|
|
||||||
sdist = { url = "https://files.pythonhosted.org/packages/de/da/b1dc0481ab8d55d0f46e343cfe67d4551a0e14fcee52bd38ca1bd73258d8/pandas-3.0.0.tar.gz", hash = "sha256:0facf7e87d38f721f0af46fe70d97373a37701b1c09f7ed7aeeb292ade5c050f", size = 4633005, upload-time = "2026-01-21T15:52:04.726Z" }
|
|
||||||
wheels = [
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|
||||||
{ url = "https://files.pythonhosted.org/packages/0b/38/db33686f4b5fa64d7af40d96361f6a4615b8c6c8f1b3d334eee46ae6160e/pandas-3.0.0-cp312-cp312-macosx_10_13_x86_64.whl", hash = "sha256:9803b31f5039b3c3b10cc858c5e40054adb4b29b4d81cb2fd789f4121c8efbcd", size = 10334013, upload-time = "2026-01-21T15:50:34.771Z" },
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|
||||||
{ url = "https://files.pythonhosted.org/packages/a5/7b/9254310594e9774906bacdd4e732415e1f86ab7dbb4b377ef9ede58cd8ec/pandas-3.0.0-cp312-cp312-macosx_11_0_arm64.whl", hash = "sha256:14c2a4099cd38a1d18ff108168ea417909b2dea3bd1ebff2ccf28ddb6a74d740", size = 9874154, upload-time = "2026-01-21T15:50:36.67Z" },
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|
||||||
{ url = "https://files.pythonhosted.org/packages/63/d4/726c5a67a13bc66643e66d2e9ff115cead482a44fc56991d0c4014f15aaf/pandas-3.0.0-cp312-cp312-manylinux_2_24_aarch64.manylinux_2_28_aarch64.whl", hash = "sha256:d257699b9a9960e6125686098d5714ac59d05222bef7a5e6af7a7fd87c650801", size = 10384433, upload-time = "2026-01-21T15:50:39.132Z" },
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||||||
{ url = "https://files.pythonhosted.org/packages/bf/2e/9211f09bedb04f9832122942de8b051804b31a39cfbad199a819bb88d9f3/pandas-3.0.0-cp312-cp312-manylinux_2_24_x86_64.manylinux_2_28_x86_64.whl", hash = "sha256:69780c98f286076dcafca38d8b8eee1676adf220199c0a39f0ecbf976b68151a", size = 10864519, upload-time = "2026-01-21T15:50:41.043Z" },
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|
||||||
{ url = "https://files.pythonhosted.org/packages/00/8d/50858522cdc46ac88b9afdc3015e298959a70a08cd21e008a44e9520180c/pandas-3.0.0-cp312-cp312-musllinux_1_2_aarch64.whl", hash = "sha256:4a66384f017240f3858a4c8a7cf21b0591c3ac885cddb7758a589f0f71e87ebb", size = 11394124, upload-time = "2026-01-21T15:50:43.377Z" },
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|
||||||
{ url = "https://files.pythonhosted.org/packages/86/3f/83b2577db02503cd93d8e95b0f794ad9d4be0ba7cb6c8bcdcac964a34a42/pandas-3.0.0-cp312-cp312-musllinux_1_2_x86_64.whl", hash = "sha256:be8c515c9bc33989d97b89db66ea0cececb0f6e3c2a87fcc8b69443a6923e95f", size = 11920444, upload-time = "2026-01-21T15:50:45.932Z" },
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|
||||||
{ url = "https://files.pythonhosted.org/packages/64/2d/4f8a2f192ed12c90a0aab47f5557ece0e56b0370c49de9454a09de7381b2/pandas-3.0.0-cp312-cp312-win_amd64.whl", hash = "sha256:a453aad8c4f4e9f166436994a33884442ea62aa8b27d007311e87521b97246e1", size = 9730970, upload-time = "2026-01-21T15:50:47.962Z" },
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|
||||||
{ url = "https://files.pythonhosted.org/packages/d4/64/ff571be435cf1e643ca98d0945d76732c0b4e9c37191a89c8550b105eed1/pandas-3.0.0-cp312-cp312-win_arm64.whl", hash = "sha256:da768007b5a33057f6d9053563d6b74dd6d029c337d93c6d0d22a763a5c2ecc0", size = 9041950, upload-time = "2026-01-21T15:50:50.422Z" },
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|
||||||
{ url = "https://files.pythonhosted.org/packages/6f/fa/7f0ac4ca8877c57537aaff2a842f8760e630d8e824b730eb2e859ffe96ca/pandas-3.0.0-cp313-cp313-macosx_10_13_x86_64.whl", hash = "sha256:b78d646249b9a2bc191040988c7bb524c92fa8534fb0898a0741d7e6f2ffafa6", size = 10307129, upload-time = "2026-01-21T15:50:52.877Z" },
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|
||||||
{ url = "https://files.pythonhosted.org/packages/6f/11/28a221815dcea4c0c9414dfc845e34a84a6a7dabc6da3194498ed5ba4361/pandas-3.0.0-cp313-cp313-macosx_11_0_arm64.whl", hash = "sha256:bc9cba7b355cb4162442a88ce495e01cb605f17ac1e27d6596ac963504e0305f", size = 9850201, upload-time = "2026-01-21T15:50:54.807Z" },
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|
||||||
{ url = "https://files.pythonhosted.org/packages/ba/da/53bbc8c5363b7e5bd10f9ae59ab250fc7a382ea6ba08e4d06d8694370354/pandas-3.0.0-cp313-cp313-manylinux_2_24_aarch64.manylinux_2_28_aarch64.whl", hash = "sha256:3c9a1a149aed3b6c9bf246033ff91e1b02d529546c5d6fb6b74a28fea0cf4c70", size = 10354031, upload-time = "2026-01-21T15:50:57.463Z" },
|
|
||||||
{ url = "https://files.pythonhosted.org/packages/f7/a3/51e02ebc2a14974170d51e2410dfdab58870ea9bcd37cda15bd553d24dc4/pandas-3.0.0-cp313-cp313-manylinux_2_24_x86_64.manylinux_2_28_x86_64.whl", hash = "sha256:95683af6175d884ee89471842acfca29172a85031fccdabc35e50c0984470a0e", size = 10861165, upload-time = "2026-01-21T15:50:59.32Z" },
|
|
||||||
{ url = "https://files.pythonhosted.org/packages/a5/fe/05a51e3cac11d161472b8297bd41723ea98013384dd6d76d115ce3482f9b/pandas-3.0.0-cp313-cp313-musllinux_1_2_aarch64.whl", hash = "sha256:1fbbb5a7288719e36b76b4f18d46ede46e7f916b6c8d9915b756b0a6c3f792b3", size = 11359359, upload-time = "2026-01-21T15:51:02.014Z" },
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|
||||||
{ url = "https://files.pythonhosted.org/packages/ee/56/ba620583225f9b85a4d3e69c01df3e3870659cc525f67929b60e9f21dcd1/pandas-3.0.0-cp313-cp313-musllinux_1_2_x86_64.whl", hash = "sha256:8e8b9808590fa364416b49b2a35c1f4cf2785a6c156935879e57f826df22038e", size = 11912907, upload-time = "2026-01-21T15:51:05.175Z" },
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|
||||||
{ url = "https://files.pythonhosted.org/packages/c9/8c/c6638d9f67e45e07656b3826405c5cc5f57f6fd07c8b2572ade328c86e22/pandas-3.0.0-cp313-cp313-win_amd64.whl", hash = "sha256:98212a38a709feb90ae658cb6227ea3657c22ba8157d4b8f913cd4c950de5e7e", size = 9732138, upload-time = "2026-01-21T15:51:07.569Z" },
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|
||||||
{ url = "https://files.pythonhosted.org/packages/7b/bf/bd1335c3bf1770b6d8fed2799993b11c4971af93bb1b729b9ebbc02ca2ec/pandas-3.0.0-cp313-cp313-win_arm64.whl", hash = "sha256:177d9df10b3f43b70307a149d7ec49a1229a653f907aa60a48f1877d0e6be3be", size = 9033568, upload-time = "2026-01-21T15:51:09.484Z" },
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|
||||||
{ url = "https://files.pythonhosted.org/packages/8e/c6/f5e2171914d5e29b9171d495344097d54e3ffe41d2d85d8115baba4dc483/pandas-3.0.0-cp313-cp313t-macosx_10_13_x86_64.whl", hash = "sha256:2713810ad3806767b89ad3b7b69ba153e1c6ff6d9c20f9c2140379b2a98b6c98", size = 10741936, upload-time = "2026-01-21T15:51:11.693Z" },
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||||||
{ url = "https://files.pythonhosted.org/packages/51/88/9a0164f99510a1acb9f548691f022c756c2314aad0d8330a24616c14c462/pandas-3.0.0-cp313-cp313t-macosx_11_0_arm64.whl", hash = "sha256:15d59f885ee5011daf8335dff47dcb8a912a27b4ad7826dc6cbe809fd145d327", size = 10393884, upload-time = "2026-01-21T15:51:14.197Z" },
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||||||
{ url = "https://files.pythonhosted.org/packages/e0/53/b34d78084d88d8ae2b848591229da8826d1e65aacf00b3abe34023467648/pandas-3.0.0-cp313-cp313t-manylinux_2_24_aarch64.manylinux_2_28_aarch64.whl", hash = "sha256:24e6547fb64d2c92665dd2adbfa4e85fa4fd70a9c070e7cfb03b629a0bbab5eb", size = 10310740, upload-time = "2026-01-21T15:51:16.093Z" },
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||||||
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||||||
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|
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|
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|
|
||||||
|
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|
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||||||
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|
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|
@ -1181,23 +1066,25 @@ requires-dist = [
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]
|
]
|
||||||
|
|
||||||
[[package]]
|
[[package]]
|
||||||
|
|
@ -1958,19 +1809,10 @@ name = "tomlkit"
|
||||||
version = "0.11.8"
|
version = "0.11.8"
|
||||||
source = { git = "https://github.com/pikers/tomlkit.git?branch=piker_pin#8e0239a766e96739da700cd87cc00b48dbe7451f" }
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||||||
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|
||||||
[[package]]
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|
||||||
name = "toolz"
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|
||||||
version = "1.1.0"
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|
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source = { registry = "https://pypi.org/simple" }
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]
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|
||||||
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|
||||||
[[package]]
|
[[package]]
|
||||||
name = "tractor"
|
name = "tractor"
|
||||||
version = "0.1.0a6.dev0"
|
version = "0.1.0a6.dev0"
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|
{ name = "bidict" },
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|
{ name = "cffi" },
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|
@ -2222,13 +2064,13 @@ wheels = [
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[[package]]
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[[package]]
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[[package]]
|
[[package]]
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||||||
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|
|
||||||
Loading…
Reference in New Issue