johnnybt-trading

Runtime foundation for the johnnybt trading systems.

Four capabilities over one Tokio runtime, so a Python trading process gets concurrency without Python threads and without Python subprocesses: a timer, an embedded RESP server, an HTTP server, and async SQLite with a SQLAlchemy dialect. Everything asynchronous returns an ordinary awaitable, so it composes with asyncio like any other library.

There are no Python dependencies. Every capability is compiled into the extension module — a foundation that dragged a web framework and a database driver in behind it would not be a foundation.

pip install johnnybt-trading
# the SQLAlchemy dialect is optional
pip install "johnnybt-trading[sqlalchemy]"

Requires Python 3.14. That is the only version this is built against and tested on; the extension is compiled abi3, but nothing below 3.14 is claimed or supported.

Prebuilt wheels: Linux (x86_64, aarch64, musl x86_64), macOS (x86_64, arm64), Windows (x64) — one wheel per platform.

Timer

every ticks in Rust. A callback that runs long is a measured skip, not a silent drift, and never an overlapping run — the counters say which happened.

import johnnybt_trading as jbt

handle = jbt.every(0.2, tick, on_error=report, fire_immediately=True)
...
print(handle.fired, handle.skipped, handle.failed)
handle.cancel()

RESP server

RedisServer speaks enough Redis to be a real one to a client that cannot install anything to speak something else — which is the situation when the process on the far side is a broker terminal.

server = jbt.RedisServer(bind="127.0.0.1:6381", password=None, databases=16)
address = await server.start()
...
await server.stop()

Pub/sub is on the same object: server.publish(channel, payload) and server.subscribe(channel). A slow subscriber loses its oldest message rather than stalling the publisher.

HTTP server

Axum routing into Python coroutine handlers, plus a static directory served straight off disk.

server = jbt.HttpServer(bind="127.0.0.1:8080", on_error=report)
server.route("GET", "/healthz", lambda request: jbt.Response(b"ok"))
# Big files never enter Python: Range, conditional GET and compression for free.
server.static_dir("/assets", "dist/assets", cache_seconds=31536000, immutable=True)
address = await server.start()

SQLite

One connection per actor thread, ?-style parameters, and an event log that lives in the same database — which is what lets an event and the fact it describes commit together.

db = await jbt.connect("trades.db")
await db.execute("CREATE TABLE fills (id INTEGER PRIMARY KEY, code TEXT)")
await db.execute("INSERT INTO fills (code) VALUES (?)", ["002105.SZ"])

await db.create_event_schema()
await db.append_event("orders", "filled", b'{"code": "002105.SZ"}')
for event in await db.read_events("orders", after=0):
    ...

The SQLAlchemy async dialect registers itself, so sqlite+jbt:// resolves without an explicit call:

from sqlalchemy.ext.asyncio import create_async_engine

engine = create_async_engine("sqlite+jbt:///trades.db")

Pub/sub or event log?

Both ship, and they answer different questions. Pub/sub tells whoever is listening now — nothing is kept, a subscriber that was not there missed it. The event log tells whoever reads later — appended in order, read from a cursor, and durable in the same transaction as the change it describes.

Development

uv sync --all-extras --dev
uv run maturin develop --uv
uv run pytest
cargo test --lib

License

MIT

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0.1.1 This release

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johnnybt-trading 0.1.1

johnnybt-trading

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