piker

trading gear for hackers.

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piker is a broker agnostic, next-gen FOSS toolset for real-time computational trading targeted at hardcore Linux users <comp_trader>_ .

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

• latest python for glue_
• trio for structured concurrency
• tractor_ for distributed, multi-core, real-time streaming
• marketstore_ for historical and real-time tick data persistence and sharing
• techtonicdb_ for L2 book storage
• Qt_ for pristine high performance UIs
• pyqtgraph_ for real-time charting
• numpy and numba for fast numerics_

.. |travis| image:: https://img.shields.io/travis/pikers/piker/master.svg :target: https://travis-ci.org/pikers/piker .. _trio: https://github.com/python-trio/trio .. _tractor: https://github.com/goodboy/tractor .. _structured concurrency: https://trio.discourse.group/ .. _marketstore: https://github.com/alpacahq/marketstore .. _techtonicdb: https://github.com/0b01/tectonicdb .. _Qt: https://www.qt.io/ .. _pyqtgraph: https://github.com/pyqtgraph/pyqtgraph .. _glue: https://numpy.org/doc/stable/user/c-info.python-as-glue.html#using-python-as-glue .. _fast numerics: https://zerowithdot.com/python-numpy-and-pandas-performance/ .. _comp_trader: https://jfaleiro.wordpress.com/2019/10/09/computational-trader/

focus and features:

• 100% federated: your code, your hardware, your data feeds, your broker fills.
• zero web: low latency, native software that doesn't try to re-invent the OS
• maximal privacy: prevent brokers and mms from knowing your planz; smack their spreads with dark volume.
• zero clutter: modal, context oriented UIs that echew minimalism, reduce thought noise and encourage un-emotion.
• first class parallelism: built from the ground up on next-gen structured concurrency primitives.
• traders first: broker/exchange/asset-class agnostic
• systems grounded: real-time financial signal processing that will make any queuing or DSP eng juice their shorts.
• non-tina UX: sleek, powerful keyboard driven interaction with expected use in tiling wms
• data collaboration: every process and protocol is multi-host scalable.
• fight club ready: zero interest in adoption by suits; no corporate friendly license, ever.

fitting with these tenets, we're always open to new framework suggestions and ideas.

building the best looking, most reliable, keyboard friendly trading platform is the dream; join the cause.

install

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

for a development install::

git clone git@github.com:pikers/piker.git
cd piker
virtualenv env
source ./env/bin/activate
pip install -r requirements.txt -e .

install for nixos

for users of NixOS we offer a development shell envoirment that can be loaded with::

nix-shell develop.nix

this will setup the required python environment to run piker, make sure to run::

pip install -r requirements.txt -e .

once after loading the shell

install for tinas

for windows peeps you can start by installing all the prerequisite software:

• install git with all default settings - https://git-scm.com/download/win
• install anaconda all default settings - https://www.anaconda.com/products/individual
• install microsoft build tools (check the box for Desktop development for C++, you might be able to uncheck some optional downloads) - https://visualstudio.microsoft.com/visual-cpp-build-tools/
• install visual studio code default settings - https://code.visualstudio.com/download

then, crack a conda shell_ and run the following commands::

mkdir code # create code directory
cd code # change directory to code
git clone https://github.com/pikers/piker.git # downloads piker installation package from github
cd piker # change directory to piker

conda create -n pikonda # creates conda environment named pikonda
conda activate pikonda # activates pikonda

conda install -c conda-forge python-levenshtein # in case it is not already installed
conda install pip # may already be installed
pip # will show if pip is installed

pip install -e . -r requirements.txt # install piker in editable mode

test Piker to see if it is working::

piker -b binance chart btcusdt.binance # formatting for loading a chart
piker -b kraken -b binance chart xbtusdt.kraken
piker -b kraken -b binance -b ib chart qqq.nasdaq.ib
piker -b ib chart tsla.nasdaq.ib

potential error::

FileNotFoundError: [Errno 2] No such file or directory: 'C:\\Users\\user\\AppData\\Roaming\\piker\\brokers.toml'

solution:

• navigate to file directory above (may be different on your machine, location should be listed in the error code)
• copy and paste file from 'C:\Users\user\code\data/brokers.toml' or create a blank file using notepad at the location above

Visual Studio Code setup:

• now that piker is installed we can set up vscode as the default terminal for running piker and editing the code
• open Visual Studio Code
• file --> Add Folder to Workspace --> C:\Users\user\code\piker (adds piker directory where all piker files are located)
• file --> Save Workspace As --> save it wherever you want and call it whatever you want, this is going to be your default workspace for running and editing piker code
• ctrl + shift + p --> start typing Python: Select Interpetter --> when the option comes up select it --> Select at the workspace level --> select the one that shows ('pikonda')
• change the default terminal to cmd.exe instead of powershell (default)
• now when you create a new terminal VScode should automatically activate you conda env so that piker can be run as the first command after a new terminal is created

also, try out fancyzones as part of powertoyz for a decent tiling windows manager to manage all the cool new software you are going to be running.

.. _conda installed: https:// .. _C++ build toolz: https:// .. _crack a conda shell: https:// .. _vscode: https://

.. link to the tina guide .. _setup a coolio tiled wm console: https://

provider support

for live data feeds the in-progress set of supported brokers is:

• IB_ via ib_insync, also see our container docs_
• binance and kraken for crypto over their public websocket API
• questrade_ (ish) which comes with effectively free L1

coming soon...

• webull_ via the reverse engineered public API
• yahoo via yliveticker_

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

.. _IB: https://interactivebrokers.github.io/tws-api/index.html .. _container docs: https://github.com/pikers/piker/tree/master/dockering/ib .. _questrade: https://www.questrade.com/api/documentation .. _kraken: https://www.kraken.com/features/api#public-market-data .. _binance: https://github.com/pikers/piker/pull/182 .. _webull: https://github.com/tedchou12/webull .. _yliveticker: https://github.com/yahoofinancelive/yliveticker .. _coinbase: https://docs.pro.coinbase.com/#websocket-feed

check out our charts

bet you weren't expecting this from the foss::

piker -l info -b kraken -b binance chart btcusdt.binance --pdb

this runs the main chart (currently with 1m sampled OHLC) in in debug mode and you can practice paper trading using the following micro-manual:

order_mode ( edge triggered activation by any of the following keys, mouse-click on y-level to submit at that price ):

- ``f``/ ``ctl-f`` to stage buy
- ``d``/ ``ctl-d`` to stage sell
- ``a`` to stage alert

search_mode ( ctl-l or ctl-space to open, ctl-c or ctl-space to close ) :

- begin typing to have symbol search automatically lookup
  symbols from all loaded backend (broker) providers
- arrow keys and mouse click to navigate selection
- vi-like ``ctl-[hjkl]`` for navigation

you can also configure your position allocation limits from the sidepane.

run in distributed mode

start the service manager and data feed daemon in the background and connect to it::

pikerd -l info --pdb

connect your chart::

piker -l info -b kraken -b binance chart xmrusdt.binance --pdb

enjoy persistent real-time data feeds tied to daemon lifetime. the next time you spawn a chart it will load much faster since the data feed has been cached and is now always running live in the background until you kill pikerd.

if anyone asks you what this project is about

you don't talk about it.

how do i get involved?

enter the matrix.

how come there ain't that many docs

suck it up, learn the code; no one is trying to sell you on anything. also, we need lotsa help so if you want to start somewhere and can't necessarily write serious code, this might be the place for you!