Basic buy bot

[goodboy]

Finally a first rough draft of an automatic trading bot using multiple subsystems throughout the codebase 🏄🏼

Currently this example just loads an order client and live data feeds and then submits a trailing buy order that shouldn't clear:

• presuming ems handling is fast enough; keeps the price 0.004% below the last clearing price.
• uses the internal paper engine such that order updates are more or less as low latency as they can be given we have no serious clearing model (yet) inside.

---

TODO:

• [ ] we need some wrapping to make the order control API(s) higher level to ideally better encapsulate many of the runtime boot details:

  • [ ] ideally open_ems() hides all of:

  • OMS seems to be a suit acro? https://www.investopedia.com/terms/o/oms.asp

  • maybe_open_pikerd() which we should just be able to factor inside it right? don't think there will be any conflicts with existing UI driven boot sequence?

  • possibly returns a "higher level API" which wraps a bunch of lowlevel concurrency stuff and data feed(s) hookup: a OrderBook or something?

    class OMS:
      client: OrderClient  # EMS ctl
      dialogs: OrderDialogs  # msg flow tracking
      feeds: list[Feed]  # access to all rt and historical data?
    
      # SC interface to mange order dialog lifetimes?
      @acm
      async open_order(
        self,
        order: Order,
      ) -> Dialog:
          '''
          Open a new order submission with pedantic lifetime
          control:
            - automatically exit on error or fill
            - cancel on error-before-fill or on exit from block
              before fill?
    
          '''
          ...

  • [ ] open_feed() + Flume loading and .mkt: MktPair processing to enable some kinda HighLevelOrderClient.order() which automatically has the price_round() pre wrapped?

  • [ ] wrappers for rt tick processing and FSP flow access?

    • will be intertwined with the evetual development of a shm tick buffer as per https://github.com/pikers/piker/issues/107
    • see .data.ticktools for some starter utils that are likely useful to wrap in and document usage..

  • [ ] a background task which constantly reads from the brokerd stream such that overruns never happen and sync-style code can easily read from some Status msg queue using poll-style?

  • [ ] a DSL of sorts that makes using async/await style code to manage order req/resp processing more terse?

    • more or less somthing that will offer the conditional functionality to await statuses from https://github.com/pikers/piker/pull/526/files#diff-0242f8b50a515bb4be7c360a7b54a860e50039117fe13c950bd75969dfdd3027R33 much easier to grok and write as part of a more sophisticated algorithmic trading strategy..?

• [ ] lib code to conduct backend roundtrip submit-cancel latency measurement and expose it as a reliablity metric / FSP for driving order routing B)

[goodboy]

bleh, those last 2 commits needs to be squashed obviously 😂