diff --git a/piker/data/_source.py b/piker/data/_source.py
index e8f09484..d358cd96 100644
--- a/piker/data/_source.py
+++ b/piker/data/_source.py
@@ -18,7 +18,10 @@
 numpy data source coversion helpers.
 """
 from __future__ import annotations
-from decimal import Decimal, ROUND_HALF_EVEN
+from decimal import (
+    Decimal,
+    ROUND_HALF_EVEN,
+)
 from typing import Any
 
 from bidict import bidict
@@ -77,6 +80,10 @@ def mk_fqsn(
 def float_digits(
     value: float,
 ) -> int:
+    '''
+    Return the number of precision digits read from a float value.
+
+    '''
     if value == 0:
         return 0
 
@@ -127,6 +134,56 @@ def unpack_fqsn(fqsn: str) -> tuple[str, str, str]:
     )
 
 
+class MktPair(Struct, frozen=True):
+
+    src: str  # source asset name being used to buy
+    src_type: str  # source asset's financial type/classification name
+    # ^ specifies a "class" of financial instrument
+    # egs. stock, futer, option, bond etc.
+
+    dst: str  # destination asset name being bought
+    dst_type: str  # destination asset's financial type/classification name
+
+    price_tick: float  # minimum price increment value increment
+    price_tick_digits: int  # required decimal digits for above
+
+    size_tick: float  # minimum size (aka vlm) increment value increment
+    size_tick_digits: int  # required decimal digits for above
+
+    venue: str | None = None  # market venue provider name
+    expiry: str | None = None  # for derivs, expiry datetime parseable str
+
+    # for derivs, info describing contract, egs.
+    # strike price, call or put, swap type, exercise model, etc.
+    contract_info: str | None = None
+
+    @classmethod
+    def from_msg(
+        self,
+        msg: dict[str, Any],
+
+    ) -> MktPair:
+        '''
+        Constructor for a received msg-dict normally received over IPC.
+
+        '''
+        ...
+
+    # fqa, fqma, .. etc. see issue:
+    # https://github.com/pikers/piker/issues/467
+    @property
+    def fqsn(self) -> str:
+        '''
+        Return the fully qualified market (endpoint) name for the
+        pair of transacting assets.
+
+        '''
+        ...
+
+
+# TODO: rework the below `Symbol` (which was originally inspired and
+# derived from stuff in quantdom) into a simpler, ipc msg ready, market
+# endpoint meta-data container type as per the drafted interace above.
 class Symbol(Struct):
     '''
     I guess this is some kinda container thing for dealing with
@@ -141,10 +198,6 @@ class Symbol(Struct):
     suffix: str = ''
     broker_info: dict[str, dict[str, Any]] = {}
 
-    # specifies a "class" of financial instrument
-    # ex. stock, futer, option, bond etc.
-
-    # @validate_arguments
     @classmethod
     def from_broker_info(
         cls,
@@ -244,23 +297,23 @@ class Symbol(Struct):
         fqsn = '.'.join(map(str.lower, tokens))
         return fqsn
 
-    def iterfqsns(self) -> list[str]:
-        keys = []
-        for broker in self.broker_info.keys():
-            fqsn = mk_fqsn(self.key, broker)
-            if self.suffix:
-                fqsn += f'.{self.suffix}'
-            keys.append(fqsn)
+    def quantize_size(
+        self,
+        size: float,
 
-        return keys
+    ) -> Decimal:
+        '''
+        Truncate input ``size: float`` using ``Decimal``
+        and ``.lot_size_digits``.
 
-    def decimal_quant(self, d: Decimal):
+        '''
         digits = self.lot_size_digits
-        return d.quantize(
+        return Decimal(size).quantize(
             Decimal(f'1.{"0".ljust(digits, "0")}'),
             rounding=ROUND_HALF_EVEN
         )
 
+
 def _nan_to_closest_num(array: np.ndarray):
     """Return interpolated values instead of NaN.
 
diff --git a/piker/pp.py b/piker/pp.py
index 1a2f5e6b..38ff1566 100644
--- a/piker/pp.py
+++ b/piker/pp.py
@@ -22,8 +22,6 @@ that doesn't try to cuk most humans who prefer to not lose their moneys..
 '''
 from __future__ import annotations
 from contextlib import contextmanager as cm
-from pathlib import Path
-from decimal import Decimal, ROUND_HALF_EVEN
 from pprint import pformat
 import os
 from os import path
@@ -91,10 +89,12 @@ def open_trade_ledger(
         yield cpy
     finally:
         if cpy != ledger:
+
             # TODO: show diff output?
             # https://stackoverflow.com/questions/12956957/print-diff-of-python-dictionaries
             log.info(f'Updating ledger for {tradesfile}:\n')
-            ledger.update(cpy) 
+            ledger.update(cpy)
+
             # we write on close the mutated ledger data
             with open(tradesfile, 'w') as cf:
                 toml.dump(ledger, cf)
@@ -476,7 +476,7 @@ class Position(Struct):
         if self.split_ratio is not None:
             size = round(size * self.split_ratio)
 
-        return float(self.symbol.decimal_quant(Decimal(size)))
+        return float(self.symbol.quantize_size(size))
 
     def minimize_clears(
         self,
@@ -934,10 +934,18 @@ def open_pps(
     for fqsn, entry in pps.items():
         bsuid = entry['bsuid']
         symbol = Symbol.from_fqsn(
-            fqsn, info={
-                'asset_type': entry['asset_type'],
-                'price_tick_size': entry['price_tick_size'],
-                'lot_tick_size': entry['lot_tick_size']
+            fqsn,
+
+            # NOTE & TODO: right now we fill in the defaults from
+            # `.data._source.Symbol` but eventually these should always
+            # either be already written to the pos table or provided at
+            # write time to ensure always having these values somewhere
+            # and thus allowing us to get our pos sizing precision
+            # correct!
+            info={
+                'asset_type': entry.get('asset_type', '<unknown>'),
+                'price_tick_size': entry.get('price_tick_size', 0.01),
+                'lot_tick_size': entry.get('lot_tick_size', 0.0),
             }
         )
 
@@ -977,7 +985,11 @@ def open_pps(
         size = entry['size']
 
         # TODO: remove but, handle old field name for now
-        ppu = entry.get('ppu', entry.get('be_price', 0))
+        ppu = entry.get(
+            'ppu',
+            entry.get('be_price', 0),
+        )
+
         split_ratio = entry.get('split_ratio')
 
         expiry = entry.get('expiry')