Drop `bar_wap` from default ohlc field set

Turns out no backend (including kraken) requires it and really this
kinda of measure should be implemented and recorded from our fsp layer
instead of (hackily) sometimes expecting it to be in "source data".

piker/brokers/ib/api.py

@@ -82,10 +82,7 @@ from piker.brokers._util import (
     get_logger,
 )
 
-# Broker specific ohlc schema which includes a vwap field
+_bar_load_dtype: list[tuple[str, type]] = [
-_ohlc_dtype: list[tuple[str, type]] = [
-    ('index', int),
-
     # NOTE XXX: only part that's diff
     # from our default fields where
     # time is normally an int.
@@ -99,9 +96,15 @@ _ohlc_dtype: list[tuple[str, type]] = [
     ('close', float),
     ('volume', float),
     ('count', int),
-    ('bar_wap', float),  # Wait do we need this?
 ]
 
+# Broker specific ohlc schema which includes a vwap field
+_ohlc_dtype: list[tuple[str, type]] = _bar_load_dtype.copy()
+_ohlc_dtype.insert(
+    0,
+    ('index', int),
+)
+
 
 _time_units = {
     's': ' sec',
@@ -317,7 +320,7 @@ def bars_to_np(bars: list) -> np.ndarray:
 
     nparr = np.array(
         np_ready,
-        dtype=_ohlc_dtype,
+        dtype=_bar_load_dtype,
     )
     assert nparr['time'][0] == bars[0].date.timestamp()
     assert nparr['time'][-1] == bars[-1].date.timestamp()

piker/brokers/kucoin.py

@@ -455,7 +455,6 @@ class Client:
             ('low', float),
             ('close', float),
             ('volume', float),
-            ('bar_wap', float),  # will be zeroed by sampler if not filled
         ]
 
         '''
@@ -520,7 +519,7 @@ class Client:
                     # volume
                     float(bar[5]),
                     # bar_wap
-                    0.0,
+                    # 0.0,
                 )
             )
 

piker/data/_sampling.py

@@ -505,6 +505,7 @@ async def open_sample_stream(
             },
         ) as (ctx, first)
     ):
+        assert len(first) > 1
         async with (
             ctx.open_stream() as istream,
 
@@ -591,14 +592,14 @@ async def sample_and_broadcast(
                             'high',
                             'low',
                             'close',
-                            'bar_wap',  # can be optionally provided
+                            # 'bar_wap',  # can be optionally provided
                             'volume',
                         ]][-1] = (
                             o,
                             max(high, last),
                             min(low, last),
                             last,
-                            quote.get('bar_wap', 0),
+                            # quote.get('bar_wap', 0),
                             volume,
                         )
 

piker/data/_source.py

@@ -47,7 +47,7 @@ def_iohlcv_fields: list[tuple[str, type]] = [
     # TODO: can we elim this from default field set to save on mem?
     # i think only kraken really uses this in terms of what we get from
     # their ohlc history API?
-    ('bar_wap', float),  # shouldn't be default right?
+    # ('bar_wap', float),  # shouldn't be default right?
 ]
 
 # remove index field

piker/ui/_cursor.py

@@ -215,8 +215,8 @@ class ContentsLabel(pg.LabelItem):
             "<b>H</b>:{}<br/>"
             "<b>L</b>:{}<br/>"
             "<b>C</b>:{}<br/>"
-            "<b>V</b>:{}<br/>"
+            "<b>V</b>:{}<br/>".format(
-            "<b>wap</b>:{}".format(
+            # "<b>wap</b>:{}".format(
                 *array[ix][
                     [
                         'time',
@@ -225,7 +225,7 @@ class ContentsLabel(pg.LabelItem):
                         'low',
                         'close',
                         'volume',
-                        'bar_wap',
+                        # 'bar_wap',
                     ]
                 ],
                 # name=name,