Rekt pps? problem? => piker.accounting

.github/workflows/ci.yml

@@ -43,16 +43,21 @@ jobs:
       - name: Checkout
         uses: actions/checkout@v3
 
-      - name: Build DB container
-        run: docker build -t piker:elastic dockering/elastic
+      # elastic only
+      # - name: Build DB container
+      #   run: docker build -t piker:elastic dockering/elastic
 
       - name: Setup python
-        uses: actions/setup-python@v3
+        uses: actions/setup-python@v4
         with:
           python-version: '3.10'
 
+      # elastic only
+      # - name: Install dependencies
+      #   run: pip install -U .[es] -r requirements-test.txt -r requirements.txt --upgrade-strategy eager
+
       - name: Install dependencies
-        run: pip install -U .[es] -r requirements-test.txt -r requirements.txt --upgrade-strategy eager
+        run: pip install -U . -r requirements-test.txt -r requirements.txt --upgrade-strategy eager
 
       - name: Test suite
         run: pytest tests -rs

config/brokers.toml

@@ -1,19 +1,32 @@
 [questrade]
-refresh_token = ""
-access_token = ""
-api_server = "https://api06.iq.questrade.com/"
+refresh_token = ''
+access_token = ''
+api_server = 'https://api06.iq.questrade.com/'
 expires_in = 1800
-token_type = "Bearer"
+token_type = 'Bearer'
 expires_at = 1616095326.355846
 
+
+[deribit]
+key_id = ''
+key_secret = ''
+
+
 [kraken]
-key_descr = "api_0"
-api_key = ""
-secret = ""
+key_descr = ''
+api_key = ''
+secret = ''
+
+
+[kucoin]
+key_id = ''
+key_secret = ''
+key_passphrase = ''
+
 
 [ib]
 hosts = [
-    "127.0.0.1",
+    '127.0.0.1',
 ]
 # XXX: the order in which ports will be scanned
 # (by the `brokerd` daemon-actor)
@@ -30,8 +43,8 @@ ports = [
 # is not supported so you have to manually download
 # and XML report and put it in a location that can be
 # accessed by the ``brokerd.ib`` backend code for parsing.
-flex_token = '666666666666666666666666'
-flex_trades_query_id = '666666'  # live account
+flex_token = ''
+flex_trades_query_id = ''  # live account
 
 # when clients are being scanned this determines
 # which clients are preferred to be used for data
@@ -47,11 +60,6 @@ prefer_data_account = [
 # the order in which accounts will be selectable
 # in the order mode UI (if found via clients during
 # API-app scanning)when a new symbol is loaded.
-paper = "XX0000000"
-margin = "X0000000"
-ira = "X0000000"
-
-
-[deribit]
-key_id = 'XXXXXXXX'
-key_secret = 'Xx_XxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXx'
+paper = 'XX0000000'
+margin = 'X0000000'
+ira = 'X0000000'

config/conf.toml

@@ -0,0 +1,4 @@
+[network]
+tsdb.backend = 'marketstore'
+tsdb.host = 'localhost'
+tsdb.grpc_port = 5995

dockering/ib/docker-compose.yml

@@ -2,8 +2,21 @@
 # https://github.com/waytrade/ib-gateway-docker/blob/master/docker-compose.yml
 version: "3.5"
 
+
 services:
+
   ib_gw_paper:
+
+    # apparently java is a mega cukc:
+    # https://stackoverflow.com/a/56895801
+    # https://bugs.openjdk.org/browse/JDK-8150460
+    ulimits:
+      # nproc: 65535
+      nproc: 6000
+      nofile:
+        soft: 2000
+        hard: 3000
+
     # other image tags available:
     # https://github.com/waytrade/ib-gateway-docker#supported-tags
     # image: waytrade/ib-gateway:981.3j

piker/_cacheables.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for piker0)
+# 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
@@ -14,14 +14,20 @@
 # 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/>.
 
-"""
+'''
 Cacheing apis and toolz.
 
-"""
+'''
 
 from collections import OrderedDict
 from contextlib import (
-    asynccontextmanager,
+    asynccontextmanager as acm,
+)
+from typing import (
+    Awaitable,
+    Callable,
+    ParamSpec,
+    TypeVar,
 )
 
 from tractor.trionics import maybe_open_context
@@ -32,19 +38,54 @@
 
 log = get_logger(__name__)
 
-
-def async_lifo_cache(maxsize=128):
-    """Async ``cache`` with a LIFO policy.
+T = TypeVar("T")
+P = ParamSpec("P")
+
+
+# TODO: move this to `tractor.trionics`..
+# - egs. to replicate for tests: https://github.com/aio-libs/async-lru#usage
+# - their suite as well:
+#   https://github.com/aio-libs/async-lru/tree/master/tests
+# - asked trio_util about it too:
+#   https://github.com/groove-x/trio-util/issues/21
+def async_lifo_cache(
+    maxsize=128,
+
+    # NOTE: typing style was learned from:
+    # https://stackoverflow.com/a/71132186
+) -> Callable[
+    Callable[P, Awaitable[T]],
+    Callable[
+        Callable[P, Awaitable[T]],
+        Callable[P, Awaitable[T]],
+    ],
+]:
+    '''
+    Async ``cache`` with a LIFO policy.
 
     Implemented my own since no one else seems to have
     a standard. I'll wait for the smarter people to come
     up with one, but until then...
-    """
+
+    NOTE: when decorating, due to this simple/naive implementation, you
+    MUST call the decorator like,
+
+    .. code:: python
+
+        @async_lifo_cache()
+        async def cache_target():
+
+    '''
     cache = OrderedDict()
 
-    def decorator(fn):
+    def decorator(
+        fn: Callable[P, Awaitable[T]],
+    ) -> Callable[P, Awaitable[T]]:
 
-        async def wrapper(*args):
+        async def decorated(
+            *args: P.args,
+            **kwargs: P.kwargs,
+        ) -> T:
             key = args
             try:
                 return cache[key]
@@ -53,16 +94,20 @@ async def wrapper(*args):
                     # discard last added new entry
                     cache.popitem()
 
-                # do it
-                cache[key] = await fn(*args)
+                # call underlying
+                cache[key] = await fn(
+                    *args,
+                    **kwargs,
+                )
                 return cache[key]
 
-        return wrapper
+        return decorated
 
     return decorator
 
 
-@asynccontextmanager
+# TODO: move this to `.brokers.utils`..
+@acm
 async def open_cached_client(
     brokername: str,
 ) -> 'Client':  # noqa

piker/accounting/__init__.py

@@ -0,0 +1,115 @@
+# 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/>.
+
+'''
+"Accounting for degens": count dem numberz that tracks how much you got
+for tendiez.
+
+'''
+from ..log import get_logger
+
+from ._ledger import (
+    iter_by_dt,
+    Transaction,
+    TransactionLedger,
+    open_trade_ledger,
+)
+from ._pos import (
+    load_pps_from_ledger,
+    open_pps,
+    Position,
+    PpTable,
+)
+from ._mktinfo import (
+    Asset,
+    dec_digits,
+    digits_to_dec,
+    MktPair,
+    Symbol,
+    unpack_fqme,
+)
+from ._allocate import (
+    mk_allocator,
+    Allocator,
+)
+
+log = get_logger(__name__)
+
+__all__ = [
+    'Allocator',
+    'Asset',
+    'MktPair',
+    'Position',
+    'PpTable',
+    'Symbol',
+    'Transaction',
+    'TransactionLedger',
+    'dec_digits',
+    'digits_to_dec',
+    'iter_by_dt',
+    'load_pps_from_ledger',
+    'mk_allocator',
+    'open_pps',
+    'open_trade_ledger',
+    'unpack_fqme',
+]
+
+
+def get_likely_pair(
+    src: str,
+    dst: str,
+    bs_mktid: str,
+
+) -> str | None:
+    '''
+    Attempt to get the likely trading pair matching a given destination
+    asset `dst: str`.
+
+    '''
+    try:
+        src_name_start = bs_mktid.rindex(src)
+    except (
+        ValueError,   # substr not found
+    ):
+        # TODO: handle nested positions..(i.e.
+        # positions where the src fiat was used to
+        # buy some other dst which was furhter used
+        # to buy another dst..)
+        # log.warning(
+        #     f'No src fiat {src} found in {bs_mktid}?'
+        # )
+        return
+
+    likely_dst = bs_mktid[:src_name_start]
+    if likely_dst == dst:
+        return bs_mktid
+
+
+if __name__ == '__main__':
+    import sys
+    from pprint import pformat
+
+    args = sys.argv
+    assert len(args) > 1, 'Specifiy account(s) from `brokers.toml`'
+    args = args[1:]
+    for acctid in args:
+        broker, name = acctid.split('.')
+        trans, updated_pps = load_pps_from_ledger(broker, name)
+        print(
+            f'Processing transactions into pps for {broker}:{acctid}\n'
+            f'{pformat(trans)}\n\n'
+            f'{pformat(updated_pps)}'
+        )