Merge pull request #308 from pikers/storage_layer

Storage layer: initial `marketstore` tsdb support with async OHLCV history loading.

piker/_daemon.py

@@ -19,7 +19,7 @@ Structured, daemon tree service management.
 
 """
 from typing import Optional, Union, Callable, Any
-from contextlib import asynccontextmanager
+from contextlib import asynccontextmanager as acm
 from collections import defaultdict
 
 from pydantic import BaseModel
@@ -130,7 +130,7 @@ class Services(BaseModel):
 _services: Optional[Services] = None
 
 
-@asynccontextmanager
+@acm
 async def open_pikerd(
     start_method: str = 'trio',
     loglevel: Optional[str] = None,
@@ -185,7 +185,7 @@ async def open_pikerd(
             yield _services
 
 
-@asynccontextmanager
+@acm
 async def open_piker_runtime(
     name: str,
     enable_modules: list[str] = [],
@@ -226,7 +226,7 @@ async def open_piker_runtime(
         yield tractor.current_actor()
 
 
-@asynccontextmanager
+@acm
 async def maybe_open_runtime(
     loglevel: Optional[str] = None,
     **kwargs,
@@ -249,7 +249,7 @@ async def maybe_open_runtime(
         yield
 
 
-@asynccontextmanager
+@acm
 async def maybe_open_pikerd(
     loglevel: Optional[str] = None,
     **kwargs,
@@ -300,7 +300,36 @@ class Brokerd:
     locks = defaultdict(trio.Lock)
 
 
-@asynccontextmanager
+@acm
+async def find_service(
+    service_name: str,
+) -> Optional[tractor.Portal]:
+
+    log.info(f'Scanning for service `{service_name}`')
+    # attach to existing daemon by name if possible
+    async with tractor.find_actor(
+        service_name,
+        arbiter_sockaddr=_registry_addr,
+    ) as maybe_portal:
+        yield maybe_portal
+
+
+async def check_for_service(
+    service_name: str,
+
+) -> bool:
+    '''
+    Service daemon "liveness" predicate.
+
+    '''
+    async with tractor.query_actor(
+        service_name,
+        arbiter_sockaddr=_registry_addr,
+    ) as sockaddr:
+        return sockaddr
+
+
+@acm
 async def maybe_spawn_daemon(
 
     service_name: str,
@@ -310,7 +339,7 @@ async def maybe_spawn_daemon(
     **kwargs,
 
 ) -> tractor.Portal:
-    """
+    '''
     If no ``service_name`` daemon-actor can be found,
     spawn one in a local subactor and return a portal to it.
 
@@ -321,7 +350,7 @@ async def maybe_spawn_daemon(
     This can be seen as a service starting api for remote-actor
     clients.
 
-    """
+    '''
     if loglevel:
         get_console_log(loglevel)
 
@@ -330,19 +359,13 @@ async def maybe_spawn_daemon(
     lock = Brokerd.locks[service_name]
     await lock.acquire()
 
-    log.info(f'Scanning for existing {service_name}')
+    async with find_service(service_name) as portal:
-    # attach to existing daemon by name if possible
-    async with tractor.find_actor(
-        service_name,
-        arbiter_sockaddr=_registry_addr,
-
-    ) as portal:
         if portal is not None:
             lock.release()
             yield portal
             return
 
-        log.warning(f"Couldn't find any existing {service_name}")
+    log.warning(f"Couldn't find any existing {service_name}")
 
     # ask root ``pikerd`` daemon to spawn the daemon we need if
     # pikerd is not live we now become the root of the
@@ -423,7 +446,7 @@ async def spawn_brokerd(
     return True
 
 
-@asynccontextmanager
+@acm
 async def maybe_spawn_brokerd(
 
     brokername: str,
@@ -431,7 +454,9 @@ async def maybe_spawn_brokerd(
     **kwargs,
 
 ) -> tractor.Portal:
-    '''Helper to spawn a brokerd service.
+    '''
+    Helper to spawn a brokerd service *from* a client
+    who wishes to use the sub-actor-daemon.
 
     '''
     async with maybe_spawn_daemon(
@@ -483,7 +508,7 @@ async def spawn_emsd(
     return True
 
 
-@asynccontextmanager
+@acm
 async def maybe_open_emsd(
 
     brokername: str,

piker/brokers/_util.py

@@ -33,7 +33,41 @@ class SymbolNotFound(BrokerError):
 
 
 class NoData(BrokerError):
-    "Symbol data not permitted"
+    '''
+    Symbol data not permitted or no data
+    for time range found.
+
+    '''
+    def __init__(
+        self,
+        *args,
+        frame_size: int = 1000,
+
+    ) -> None:
+        super().__init__(*args)
+
+        # when raised, machinery can check if the backend
+        # set a "frame size" for doing datetime calcs.
+        self.frame_size: int = 1000
+
+
+class DataUnavailable(BrokerError):
+    '''
+    Signal storage requests to terminate.
+
+    '''
+    # TODO: add in a reason that can be displayed in the
+    # UI (for eg. `kraken` is bs and you should complain
+    # to them that you can't pull more OHLC data..)
+
+
+class DataThrottle(BrokerError):
+    '''
+    Broker throttled request rate for data.
+
+    '''
+    # TODO: add in throttle metrics/feedback
+
 
 
 def resproc(
@@ -50,12 +84,12 @@ def resproc(
     if not resp.status_code == 200:
         raise BrokerError(resp.body)
     try:
-        json = resp.json()
+        msg = resp.json()
     except json.decoder.JSONDecodeError:
         log.exception(f"Failed to process {resp}:\n{resp.text}")
         raise BrokerError(resp.text)
 
     if log_resp:
-        log.debug(f"Received json contents:\n{colorize_json(json)}")
+        log.debug(f"Received json contents:\n{colorize_json(msg)}")
 
-    return json if return_json else resp
+    return msg if return_json else resp

piker/brokers/binance.py

@@ -19,6 +19,7 @@ Binance backend
 
 """
 from contextlib import asynccontextmanager as acm
+from datetime import datetime
 from typing import (
     Any, Union, Optional,
     AsyncGenerator, Callable,
@@ -221,20 +222,22 @@ class Client:
     async def bars(
         self,
         symbol: str,
-        start_time: int = None,
+        start_dt: Optional[datetime] = None,
-        end_time: int = None,
+        end_dt: Optional[datetime] = None,
         limit: int = 1000,  # <- max allowed per query
         as_np: bool = True,
 
     ) -> dict:
 
-        if start_time is None:
+        if end_dt is None:
-            start_time = binance_timestamp(
+            end_dt = pendulum.now('UTC')
-                pendulum.now('UTC').start_of('minute').subtract(minutes=limit)
-            )
 
-        if end_time is None:
+        if start_dt is None:
-            end_time = binance_timestamp(pendulum.now('UTC'))
+            start_dt = end_dt.start_of(
+                'minute').subtract(minutes=limit)
+
+        start_time = binance_timestamp(start_dt)
+        end_time = binance_timestamp(end_dt)
 
         # https://binance-docs.github.io/apidocs/spot/en/#kline-candlestick-data
         bars = await self._api(
@@ -379,7 +382,27 @@ async def open_history_client(
 
     # TODO implement history getter for the new storage layer.
     async with open_cached_client('binance') as client:
-        yield client
+
+        async def get_ohlc(
+            end_dt: Optional[datetime] = None,
+            start_dt: Optional[datetime] = None,
+
+        ) -> tuple[
+            np.ndarray,
+            datetime,  # start
+            datetime,  # end
+        ]:
+
+            array = await client.bars(
+                symbol,
+                start_dt=start_dt,
+                end_dt=end_dt,
+            )
+            start_dt = pendulum.from_timestamp(array[0]['time'])
+            end_dt = pendulum.from_timestamp(array[-1]['time'])
+            return array, start_dt, end_dt
+
+        yield get_ohlc, {'erlangs': 3, 'rate': 3}
 
 
 async def backfill_bars(

piker/brokers/ib.py

@@ -57,6 +57,8 @@ from ib_insync.wrapper import Wrapper
 from ib_insync.client import Client as ib_Client
 from fuzzywuzzy import process as fuzzy
 import numpy as np
+import pendulum
+
 
 from .. import config
 from ..log import get_logger, get_console_log
@@ -295,6 +297,10 @@ class Client:
         global _enters
         # log.info(f'REQUESTING BARS {_enters} @ end={end_dt}')
         print(f'REQUESTING BARS {_enters} @ end={end_dt}')
+
+        if not end_dt:
+            end_dt = ''
+
         _enters += 1
 
         contract = await self.find_contract(fqsn)
@@ -1438,8 +1444,6 @@ async def get_bars(
     a ``MethoProxy``.
 
     '''
-    import pendulum
-
     fails = 0
     bars: Optional[list] = None
     first_dt: datetime = None
@@ -1467,7 +1471,9 @@ async def get_bars(
             time = bars_array['time']
             assert time[-1] == last_dt.timestamp()
             assert time[0] == first_dt.timestamp()
-            log.info(f'bars retreived for dts {first_dt}:{last_dt}')
+            log.info(
+                f'{len(bars)} bars retreived for {first_dt} -> {last_dt}'
+            )
 
             return (bars, bars_array, first_dt, last_dt), fails
 
@@ -1478,21 +1484,30 @@ async def get_bars(
 
             if 'No market data permissions for' in msg:
                 # TODO: signalling for no permissions searches
-                raise NoData(f'Symbol: {fqsn}')
+                raise NoData(
-                break
+                    f'Symbol: {fqsn}',
+                )
 
             elif (
                 err.code == 162
                 and 'HMDS query returned no data' in err.message
             ):
-                # try to decrement start point and look further back
+                # XXX: this is now done in the storage mgmt layer
-                end_dt = last_dt = last_dt.subtract(seconds=2000)
+                # and we shouldn't implicitly decrement the frame dt
+                # index since the upper layer may be doing so
+                # concurrently and we don't want to be delivering frames
+                # that weren't asked for.
                 log.warning(
-                    f'No data found ending @ {end_dt}\n'
+                    f'NO DATA found ending @ {end_dt}\n'
-                    f'Starting another request for {end_dt}'
                 )
 
-                continue
+                # try to decrement start point and look further back
+                # end_dt = last_dt = last_dt.subtract(seconds=2000)
+
+                raise NoData(
+                    f'Symbol: {fqsn}',
+                    frame_size=2000,
+                )
 
             elif _pacing in msg:
 
@@ -1546,8 +1561,8 @@ async def open_history_client(
     async with open_client_proxy() as proxy:
 
         async def get_hist(
-            end_dt: str,
+            end_dt: Optional[datetime] = None,
-            start_dt: str = '',
+            start_dt: Optional[datetime] = None,
 
         ) -> tuple[np.ndarray, str]:
 
@@ -1558,7 +1573,10 @@ async def open_history_client(
             if out == (None, None):
                 # could be trying to retreive bars over weekend
                 log.error(f"Can't grab bars starting at {end_dt}!?!?")
-                raise NoData(f'{end_dt}')
+                raise NoData(
+                    f'{end_dt}',
+                    frame_size=2000,
+                )
 
             bars, bars_array, first_dt, last_dt = out
 
@@ -1569,7 +1587,12 @@ async def open_history_client(
 
             return bars_array, first_dt, last_dt
 
-        yield get_hist
+        # TODO: it seems like we can do async queries for ohlc
+        # but getting the order right still isn't working and I'm not
+        # quite sure why.. needs some tinkering and probably
+        # a lookthrough of the ``ib_insync`` machinery, for eg. maybe
+        # we have to do the batch queries on the `asyncio` side?
+        yield get_hist, {'erlangs': 1, 'rate': 6}
 
 
 async def backfill_bars(
@@ -1831,6 +1854,7 @@ async def stream_quotes(
         symbol=sym,
     )
     first_quote = normalize(first_ticker)
+    # print(f'first quote: {first_quote}')
 
     def mk_init_msgs() -> dict[str, dict]:
         # pass back some symbol info like min_tick, trading_hours, etc.

piker/brokers/kraken.py

@@ -20,7 +20,8 @@ Kraken backend.
 '''
 from contextlib import asynccontextmanager as acm
 from dataclasses import asdict, field
-from typing import Any, Optional, AsyncIterator, Callable
+from datetime import datetime
+from typing import Any, Optional, AsyncIterator, Callable, Union
 import time
 
 from trio_typing import TaskStatus
@@ -40,7 +41,13 @@ import base64
 
 from .. import config
 from .._cacheables import open_cached_client
-from ._util import resproc, SymbolNotFound, BrokerError
+from ._util import (
+    resproc,
+    SymbolNotFound,
+    BrokerError,
+    DataThrottle,
+    DataUnavailable,
+)
 from ..log import get_logger, get_console_log
 from ..data import ShmArray
 from ..data._web_bs import open_autorecon_ws, NoBsWs
@@ -305,7 +312,7 @@ class Client:
         action: str,
         size: float,
         reqid: str = None,
-        validate: bool = False # set True test call without a real submission
+        validate: bool = False  # set True test call without a real submission
     ) -> dict:
         '''
         Place an order and return integer request id provided by client.
@@ -391,17 +398,26 @@ class Client:
     async def bars(
         self,
         symbol: str = 'XBTUSD',
+
         # UTC 2017-07-02 12:53:20
-        since: int = None,
+        since: Optional[Union[int, datetime]] = None,
         count: int = 720,  # <- max allowed per query
         as_np: bool = True,
+
     ) -> dict:
+
         if since is None:
             since = pendulum.now('UTC').start_of('minute').subtract(
                 minutes=count).timestamp()
 
+        elif isinstance(since, int):
+            since = pendulum.from_timestamp(since).timestamp()
+
+        else:  # presumably a pendulum datetime
+            since = since.timestamp()
+
         # UTC 2017-07-02 12:53:20 is oldest seconds value
-        since = str(max(1499000000, since))
+        since = str(max(1499000000, int(since)))
         json = await self._public(
             'OHLC',
             data={
@@ -445,7 +461,16 @@ class Client:
             array = np.array(new_bars, dtype=_ohlc_dtype) if as_np else bars
             return array
         except KeyError:
-            raise SymbolNotFound(json['error'][0] + f': {symbol}')
+            errmsg = json['error'][0]
+
+            if 'not found' in errmsg:
+                raise SymbolNotFound(errmsg + f': {symbol}')
+
+            elif 'Too many requests' in errmsg:
+                raise DataThrottle(f'{symbol}')
+
+            else:
+                raise BrokerError(errmsg)
 
 
 @acm
@@ -668,8 +693,8 @@ async def handle_order_requests(
                                 oid=msg.oid,
                                 reqid=msg.reqid,
                                 symbol=msg.symbol,
-                                # TODO: maybe figure out if pending cancels will
+                                # TODO: maybe figure out if pending
-                                # eventually get cancelled
+                                # cancels will eventually get cancelled
                                 reason="Order cancel is still pending?",
                                 broker_details=resp
                             ).dict()
@@ -1003,7 +1028,45 @@ async def open_history_client(
 
     # TODO implement history getter for the new storage layer.
     async with open_cached_client('kraken') as client:
-        yield client
+
+        # lol, kraken won't send any more then the "last"
+        # 720 1m bars.. so we have to just ignore further
+        # requests of this type..
+        queries: int = 0
+
+        async def get_ohlc(
+            end_dt: Optional[datetime] = None,
+            start_dt: Optional[datetime] = None,
+
+        ) -> tuple[
+            np.ndarray,
+            datetime,  # start
+            datetime,  # end
+        ]:
+
+            nonlocal queries
+            if queries > 0:
+                raise DataUnavailable
+
+            count = 0
+            while count <= 3:
+                try:
+                    array = await client.bars(
+                        symbol,
+                        since=end_dt,
+                    )
+                    count += 1
+                    queries += 1
+                    break
+                except DataThrottle:
+                    log.warning(f'kraken OHLC throttle for {symbol}')
+                    await trio.sleep(1)
+
+            start_dt = pendulum.from_timestamp(array[0]['time'])
+            end_dt = pendulum.from_timestamp(array[-1]['time'])
+            return array, start_dt, end_dt
+
+        yield get_ohlc, {'erlangs': 1, 'rate': 1}
 
 
 async def backfill_bars(

piker/cli/__init__.py

@@ -1,7 +1,25 @@
-"""
+# piker: trading gear for hackers
+# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of pikers)
+
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU Affero General Public License for more details.
+
+# You should have received a copy of the GNU Affero General Public License
+# along with this program.  If not, see <https://www.gnu.org/licenses/>.
+
+'''
 CLI commons.
-"""
+
+'''
 import os
+from pprint import pformat
 
 import click
 import trio
@@ -16,29 +34,22 @@ from .. import config
 log = get_logger('cli')
 DEFAULT_BROKER = 'questrade'
 
-_config_dir = click.get_app_dir('piker')
-_watchlists_data_path = os.path.join(_config_dir, 'watchlists.json')
-_context_defaults = dict(
-    default_map={
-        # Questrade specific quote poll rates
-        'monitor': {
-            'rate': 3,
-        },
-        'optschain': {
-            'rate': 1,
-        },
-    }
-)
-
 
 @click.command()
 @click.option('--loglevel', '-l', default='warning', help='Logging level')
 @click.option('--tl', is_flag=True, help='Enable tractor logging')
 @click.option('--pdb', is_flag=True, help='Enable tractor debug mode')
 @click.option('--host', '-h', default='127.0.0.1', help='Host address to bind')
-def pikerd(loglevel, host, tl, pdb):
+@click.option(
-    """Spawn the piker broker-daemon.
+    '--tsdb',
-    """
+    is_flag=True,
+    help='Enable local ``marketstore`` instance'
+)
+def pikerd(loglevel, host, tl, pdb, tsdb):
+    '''
+    Spawn the piker broker-daemon.
+
+    '''
     from .._daemon import open_pikerd
     log = get_console_log(loglevel)
 
@@ -52,13 +63,38 @@ def pikerd(loglevel, host, tl, pdb):
         ))
 
     async def main():
-        async with open_pikerd(loglevel=loglevel, debug_mode=pdb):
+
+        async with (
+            open_pikerd(
+                loglevel=loglevel,
+                debug_mode=pdb,
+            ),  # normally delivers a ``Services`` handle
+            trio.open_nursery() as n,
+        ):
+            if tsdb:
+                from piker.data._ahab import start_ahab
+                from piker.data.marketstore import start_marketstore
+
+                log.info('Spawning `marketstore` supervisor')
+                ctn_ready, config, (cid, pid) = await n.start(
+                    start_ahab,
+                    'marketstored',
+                    start_marketstore,
+
+                )
+                log.info(
+                    f'`marketstore` up!\n'
+                    f'`marketstored` pid: {pid}\n'
+                    f'docker container id: {cid}\n'
+                    f'config: {pformat(config)}'
+                )
+
             await trio.sleep_forever()
 
     trio.run(main)
 
 
-@click.group(context_settings=_context_defaults)
+@click.group(context_settings=config._context_defaults)
 @click.option(
     '--brokers', '-b',
     default=[DEFAULT_BROKER],
@@ -87,8 +123,8 @@ def cli(ctx, brokers, loglevel, tl, configdir):
         'loglevel': loglevel,
         'tractorloglevel': None,
         'log': get_console_log(loglevel),
-        'confdir': _config_dir,
+        'confdir': config._config_dir,
-        'wl_path': _watchlists_data_path,
+        'wl_path': config._watchlists_data_path,
     })
 
     # allow enabling same loglevel in ``tractor`` machinery

piker/config.py

@@ -17,6 +17,8 @@
 """
 Broker configuration mgmt.
 """
+import platform
+import sys
 import os
 from os.path import dirname
 import shutil
@@ -24,14 +26,100 @@ from typing import Optional
 
 from bidict import bidict
 import toml
-import click
 
 from .log import get_logger
 
 log = get_logger('broker-config')
 
-_config_dir = click.get_app_dir('piker')
+
+# taken from ``click`` since apparently they have some
+# super weirdness with sigint and sudo..no clue
+def get_app_dir(app_name, roaming=True, force_posix=False):
+    r"""Returns the config folder for the application.  The default behavior
+    is to return whatever is most appropriate for the operating system.
+
+    To give you an idea, for an app called ``"Foo Bar"``, something like
+    the following folders could be returned:
+
+    Mac OS X:
+      ``~/Library/Application Support/Foo Bar``
+    Mac OS X (POSIX):
+      ``~/.foo-bar``
+    Unix:
+      ``~/.config/foo-bar``
+    Unix (POSIX):
+      ``~/.foo-bar``
+    Win XP (roaming):
+      ``C:\Documents and Settings\<user>\Local Settings\Application Data\Foo Bar``
+    Win XP (not roaming):
+      ``C:\Documents and Settings\<user>\Application Data\Foo Bar``
+    Win 7 (roaming):
+      ``C:\Users\<user>\AppData\Roaming\Foo Bar``
+    Win 7 (not roaming):
+      ``C:\Users\<user>\AppData\Local\Foo Bar``
+
+    .. versionadded:: 2.0
+
+    :param app_name: the application name.  This should be properly capitalized
+                     and can contain whitespace.
+    :param roaming: controls if the folder should be roaming or not on Windows.
+                    Has no affect otherwise.
+    :param force_posix: if this is set to `True` then on any POSIX system the
+                        folder will be stored in the home folder with a leading
+                        dot instead of the XDG config home or darwin's
+                        application support folder.
+    """
+
+    def _posixify(name):
+        return "-".join(name.split()).lower()
+
+    # if WIN:
+    if platform.system() == 'Windows':
+        key = "APPDATA" if roaming else "LOCALAPPDATA"
+        folder = os.environ.get(key)
+        if folder is None:
+            folder = os.path.expanduser("~")
+        return os.path.join(folder, app_name)
+    if force_posix:
+        return os.path.join(os.path.expanduser("~/.{}".format(_posixify(app_name))))
+    if sys.platform == "darwin":
+        return os.path.join(
+            os.path.expanduser("~/Library/Application Support"), app_name
+        )
+    return os.path.join(
+        os.environ.get("XDG_CONFIG_HOME", os.path.expanduser("~/.config")),
+        _posixify(app_name),
+    )
+
+
+_config_dir = _click_config_dir = get_app_dir('piker')
+_parent_user = os.environ.get('SUDO_USER')
+
+if _parent_user:
+    non_root_user_dir = os.path.expanduser(
+        f'~{_parent_user}'
+    )
+    root = 'root'
+    _config_dir = (
+        non_root_user_dir +
+        _click_config_dir[
+            _click_config_dir.rfind(root) + len(root):
+        ]
+    )
+
 _file_name = 'brokers.toml'
+_watchlists_data_path = os.path.join(_config_dir, 'watchlists.json')
+_context_defaults = dict(
+    default_map={
+        # Questrade specific quote poll rates
+        'monitor': {
+            'rate': 3,
+        },
+        'optschain': {
+            'rate': 1,
+        },
+    }
+)
 
 
 def _override_config_dir(

piker/data/_ahab.py

@@ -0,0 +1,370 @@
+# piker: trading gear for hackers
+# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of pikers)
+
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU Affero General Public License for more details.
+
+# You should have received a copy of the GNU Affero General Public License
+# along with this program.  If not, see <https://www.gnu.org/licenses/>.
+
+'''
+Supervisor for docker with included specific-image service helpers.
+
+'''
+import os
+from typing import (
+    Optional,
+    Callable,
+    Any,
+)
+from contextlib import asynccontextmanager as acm
+
+import trio
+from trio_typing import TaskStatus
+import tractor
+from tractor.msg import NamespacePath
+import docker
+import json
+from docker.models.containers import Container as DockerContainer
+from docker.errors import (
+    DockerException,
+    APIError,
+)
+from requests.exceptions import ConnectionError, ReadTimeout
+
+from ..log import get_logger, get_console_log
+from .. import config
+
+log = get_logger(__name__)
+
+
+class DockerNotStarted(Exception):
+    'Prolly you dint start da daemon bruh'
+
+
+class ContainerError(RuntimeError):
+    'Error reported via app-container logging level'
+
+
+@acm
+async def open_docker(
+    url: Optional[str] = None,
+    **kwargs,
+
+) -> docker.DockerClient:
+
+    client: Optional[docker.DockerClient] = None
+    try:
+        client = docker.DockerClient(
+            base_url=url,
+            **kwargs
+        ) if url else docker.from_env(**kwargs)
+
+        yield client
+
+    except (
+        DockerException,
+        APIError,
+    ) as err:
+
+        def unpack_msg(err: Exception) -> str:
+            args = getattr(err, 'args', None)
+            if args:
+                return args
+            else:
+                return str(err)
+
+        # could be more specific so let's check if it's just perms.
+        if err.args:
+            errs = err.args
+            for err in errs:
+                msg = unpack_msg(err)
+                if 'PermissionError' in msg:
+                    raise DockerException('You dint run as root yo!')
+
+                elif 'FileNotFoundError' in msg:
+                    raise DockerNotStarted('Did you start da service sister?')
+
+        # not perms?
+        raise
+
+    finally:
+        if client:
+            client.close()
+            for c in client.containers.list():
+                c.kill()
+
+
+class Container:
+    '''
+    Wrapper around a ``docker.models.containers.Container`` to include
+    log capture and relay through our native logging system and helper
+    method(s) for cancellation/teardown.
+
+    '''
+    def __init__(
+        self,
+        cntr: DockerContainer,
+    ) -> None:
+
+        self.cntr = cntr
+        # log msg de-duplication
+        self.seen_so_far = set()
+
+    async def process_logs_until(
+        self,
+        patt: str,
+        bp_on_msg: bool = False,
+    ) -> bool:
+        '''
+        Attempt to capture container log messages and relay through our
+        native logging system.
+
+        '''
+        seen_so_far = self.seen_so_far
+
+        while True:
+            logs = self.cntr.logs()
+            entries = logs.decode().split('\n')
+            for entry in entries:
+
+                # ignore null lines
+                if not entry:
+                    continue
+
+                try:
+                    record = json.loads(entry.strip())
+                except json.JSONDecodeError:
+                    if 'Error' in entry:
+                        raise RuntimeError(entry)
+                    raise
+
+                msg = record['msg']
+                level = record['level']
+                if msg and entry not in seen_so_far:
+                    seen_so_far.add(entry)
+                    if bp_on_msg:
+                        await tractor.breakpoint()
+
+                    getattr(log, level, log.error)(f'{msg}')
+
+                    # print(f'level: {level}')
+                    if level in ('error', 'fatal'):
+                        raise ContainerError(msg)
+
+                if patt in msg:
+                    return True
+
+                # do a checkpoint so we don't block if cancelled B)
+                await trio.sleep(0.01)
+
+        return False
+
+    def try_signal(
+        self,
+        signal: str = 'SIGINT',
+
+    ) -> bool:
+        try:
+            # XXX: market store doesn't seem to shutdown nicely all the
+            # time with this (maybe because there are still open grpc
+            # connections?) noticably after client connections have been
+            # made or are in use/teardown. It works just fine if you
+            # just start and stop the container tho?..
+            log.cancel(f'SENDING {signal} to {self.cntr.id}')
+            self.cntr.kill(signal)
+            return True
+
+        except docker.errors.APIError as err:
+            if 'is not running' in err.explanation:
+                return False
+
+    async def cancel(
+        self,
+    ) -> None:
+
+        cid = self.cntr.id
+        self.try_signal('SIGINT')
+
+        with trio.move_on_after(0.5) as cs:
+            cs.shield = True
+            await self.process_logs_until('initiating graceful shutdown')
+            await self.process_logs_until('exiting...',)
+
+        for _ in range(10):
+            with trio.move_on_after(0.5) as cs:
+                cs.shield = True
+                await self.process_logs_until('exiting...',)
+                break
+
+            if cs.cancelled_caught:
+                # get out the big guns, bc apparently marketstore
+                # doesn't actually know how to terminate gracefully
+                # :eyeroll:...
+                self.try_signal('SIGKILL')
+
+                try:
+                    log.info('Waiting on container shutdown: {cid}')
+                    self.cntr.wait(
+                        timeout=0.1,
+                        condition='not-running',
+                    )
+                    break
+
+                except (
+                    ReadTimeout,
+                    ConnectionError,
+                ):
+                    log.error(f'failed to wait on container {cid}')
+                    raise
+
+        else:
+            raise RuntimeError('Failed to cancel container {cid}')
+
+        log.cancel(f'Container stopped: {cid}')
+
+
+@tractor.context
+async def open_ahabd(
+    ctx: tractor.Context,
+    endpoint: str,  # ns-pointer str-msg-type
+
+    **kwargs,
+
+) -> None:
+    get_console_log('info', name=__name__)
+
+    async with open_docker() as client:
+
+        # TODO: eventually offer a config-oriented API to do the mounts,
+        # params, etc. passing to ``Containter.run()``?
+        # call into endpoint for container config/init
+        ep_func = NamespacePath(endpoint).load_ref()
+        dcntr, cntr_config = ep_func(client)
+        cntr = Container(dcntr)
+
+        with trio.move_on_after(1):
+            found = await cntr.process_logs_until(
+                "launching tcp listener for all services...",
+            )
+
+            if not found and cntr not in client.containers.list():
+                raise RuntimeError(
+                    'Failed to start `marketstore` check logs deats'
+                )
+
+        await ctx.started((
+            cntr.cntr.id,
+            os.getpid(),
+            cntr_config,
+        ))
+
+        try:
+
+            # TODO: we might eventually want a proxy-style msg-prot here
+            # to allow remote control of containers without needing
+            # callers to have root perms?
+            await trio.sleep_forever()
+
+        except (
+            BaseException,
+            # trio.Cancelled,
+            # KeyboardInterrupt,
+        ):
+
+            with trio.CancelScope(shield=True):
+                await cntr.cancel()
+
+            raise
+
+
+async def start_ahab(
+    service_name: str,
+    endpoint: Callable[docker.DockerClient, DockerContainer],
+    task_status: TaskStatus[
+        tuple[
+            trio.Event,
+            dict[str, Any],
+        ],
+    ] = trio.TASK_STATUS_IGNORED,
+
+) -> None:
+    '''
+    Start a ``docker`` container supervisor with given service name.
+
+    Currently the actor calling this task should normally be started
+    with root permissions (until we decide to use something that doesn't
+    require this, like docker's rootless mode or some wrapper project) but
+    te root perms are de-escalated after the docker supervisor sub-actor
+    is started.
+
+    '''
+    cn_ready = trio.Event()
+    try:
+        async with tractor.open_nursery(
+            loglevel='runtime',
+        ) as tn:
+
+            portal = await tn.start_actor(
+                service_name,
+                enable_modules=[__name__]
+            )
+
+            # TODO: we have issues with this on teardown
+            # where ``tractor`` tries to issue ``os.kill()``
+            # and hits perms errors since the root process
+            # doesn't any longer have root perms..
+
+            # de-escalate root perms to the original user
+            # after the docker supervisor actor is spawned.
+            if config._parent_user:
+                import pwd
+                os.setuid(
+                    pwd.getpwnam(
+                        config._parent_user
+                    )[2]  # named user's uid
+                )
+
+            async with portal.open_context(
+                open_ahabd,
+                endpoint=str(NamespacePath.from_ref(endpoint)),
+            ) as (ctx, first):
+
+                cid, pid, cntr_config = first
+
+                task_status.started((
+                    cn_ready,
+                    cntr_config,
+                    (cid, pid),
+                ))
+
+                await trio.sleep_forever()
+
+    # since we demoted root perms in this parent
+    # we'll get a perms error on proc cleanup in
+    # ``tractor`` nursery exit. just make sure
+    # the child is terminated and don't raise the
+    # error if so.
+
+    # TODO: we could also consider adding
+    # a ``tractor.ZombieDetected`` or something that we could raise
+    # if we find the child didn't terminate.
+    except PermissionError:
+        log.warning('Failed to cancel root permsed container')
+
+    except (
+        trio.MultiError,
+    ) as err:
+        for subexc in err.exceptions:
+            if isinstance(subexc, PermissionError):
+                log.warning('Failed to cancel root perms-ed container')
+                return
+        else:
+            raise

piker/data/_sampling.py

@@ -22,14 +22,16 @@ financial data flows.
 from __future__ import annotations
 from collections import Counter
 import time
+from typing import TYPE_CHECKING, Optional
 
 import tractor
 import trio
 from trio_typing import TaskStatus
 
-from ._sharedmem import ShmArray
 from ..log import get_logger
 
+if TYPE_CHECKING:
+    from ._sharedmem import ShmArray
 
 log = get_logger(__name__)
 
@@ -88,6 +90,7 @@ async def increment_ohlc_buffer(
 
     total_s = 0  # total seconds counted
     lowest = min(sampler.ohlcv_shms.keys())
+    lowest_shm = sampler.ohlcv_shms[lowest][0]
     ad = lowest - 0.001
 
     with trio.CancelScope() as cs:
@@ -131,21 +134,41 @@ async def increment_ohlc_buffer(
                     # write to the buffer
                     shm.push(last)
 
-            # broadcast the buffer index step to any subscribers for
+            await broadcast(delay_s, shm=lowest_shm)
-            # a given sample period.
-            subs = sampler.subscribers.get(delay_s, ())
 
-            for stream in subs:
+
-                try:
+async def broadcast(
-                    await stream.send({'index': shm._last.value})
+    delay_s: int,
-                except (
+    shm: Optional[ShmArray] = None,
-                    trio.BrokenResourceError,
+
-                    trio.ClosedResourceError
+) -> None:
-                ):
+    # broadcast the buffer index step to any subscribers for
-                    log.error(
+    # a given sample period.
-                        f'{stream._ctx.chan.uid} dropped connection'
+    subs = sampler.subscribers.get(delay_s, ())
-                    )
+
-                    subs.remove(stream)
+    last = -1
+
+    if shm is None:
+        periods = sampler.ohlcv_shms.keys()
+        # if this is an update triggered by a history update there
+        # might not actually be any sampling bus setup since there's
+        # no "live feed" active yet.
+        if periods:
+            lowest = min(periods)
+            shm = sampler.ohlcv_shms[lowest][0]
+            last = shm._last.value
+
+    for stream in subs:
+        try:
+            await stream.send({'index': last})
+        except (
+            trio.BrokenResourceError,
+            trio.ClosedResourceError
+        ):
+            log.error(
+                f'{stream._ctx.chan.uid} dropped connection'
+            )
+            subs.remove(stream)
 
 
 @tractor.context
@@ -365,7 +388,12 @@ async def uniform_rate_send(
 
         if left_to_sleep > 0:
             with trio.move_on_after(left_to_sleep) as cs:
-                sym, last_quote = await quote_stream.receive()
+                try:
+                    sym, last_quote = await quote_stream.receive()
+                except trio.EndOfChannel:
+                    log.exception(f"feed for {stream} ended?")
+                    break
+
                 diff = time.time() - last_send
 
                 if not first_quote:

piker/data/_sharedmem.py

@@ -22,7 +22,6 @@ from __future__ import annotations
 from sys import byteorder
 from typing import Optional
 from multiprocessing.shared_memory import SharedMemory, _USE_POSIX
-from multiprocessing import resource_tracker as mantracker
 
 if _USE_POSIX:
     from _posixshmem import shm_unlink
@@ -30,6 +29,7 @@ if _USE_POSIX:
 import tractor
 import numpy as np
 from pydantic import BaseModel
+from numpy.lib import recfunctions as rfn
 
 from ..log import get_logger
 from ._source import base_iohlc_dtype
@@ -40,32 +40,39 @@ log = get_logger(__name__)
 
 # how  much is probably dependent on lifestyle
 _secs_in_day = int(60 * 60 * 24)
-# we try for 3 times but only on a run-every-other-day kinda week.
+# we try for a buncha times, but only on a run-every-other-day kinda week.
-_default_size = 10 * _secs_in_day
+_days_worth = 16
+_default_size = _days_worth * _secs_in_day
 # where to start the new data append index
-_rt_buffer_start = int(9*_secs_in_day)
+_rt_buffer_start = int((_days_worth - 1) * _secs_in_day)
 
 
-# Tell the "resource tracker" thing to fuck off.
+def cuckoff_mantracker():
-class ManTracker(mantracker.ResourceTracker):
-    def register(self, name, rtype):
-        pass
 
-    def unregister(self, name, rtype):
+    from multiprocessing import resource_tracker as mantracker
-        pass
 
-    def ensure_running(self):
+    # Tell the "resource tracker" thing to fuck off.
-        pass
+    class ManTracker(mantracker.ResourceTracker):
+        def register(self, name, rtype):
+            pass
+
+        def unregister(self, name, rtype):
+            pass
+
+        def ensure_running(self):
+            pass
+
+    # "know your land and know your prey"
+    # https://www.dailymotion.com/video/x6ozzco
+    mantracker._resource_tracker = ManTracker()
+    mantracker.register = mantracker._resource_tracker.register
+    mantracker.ensure_running = mantracker._resource_tracker.ensure_running
+    # ensure_running = mantracker._resource_tracker.ensure_running
+    mantracker.unregister = mantracker._resource_tracker.unregister
+    mantracker.getfd = mantracker._resource_tracker.getfd
 
 
-# "know your land and know your prey"
+cuckoff_mantracker()
-# https://www.dailymotion.com/video/x6ozzco
-mantracker._resource_tracker = ManTracker()
-mantracker.register = mantracker._resource_tracker.register
-mantracker.ensure_running = mantracker._resource_tracker.ensure_running
-ensure_running = mantracker._resource_tracker.ensure_running
-mantracker.unregister = mantracker._resource_tracker.unregister
-mantracker.getfd = mantracker._resource_tracker.getfd
 
 
 class SharedInt:
@@ -191,7 +198,11 @@ class ShmArray:
         self._post_init: bool = False
 
         # pushing data does not write the index (aka primary key)
-        self._write_fields = list(shmarr.dtype.fields.keys())[1:]
+        dtype = shmarr.dtype
+        if dtype.fields:
+            self._write_fields = list(shmarr.dtype.fields.keys())[1:]
+        else:
+            self._write_fields = None
 
     # TODO: ringbuf api?
 
@@ -237,6 +248,48 @@ class ShmArray:
 
         return a
 
+    def ustruct(
+        self,
+        fields: Optional[list[str]] = None,
+
+        # type that all field values will be cast to
+        # in the returned view.
+        common_dtype: np.dtype = np.float,
+
+    ) -> np.ndarray:
+
+        array = self._array
+
+        if fields:
+            selection = array[fields]
+            # fcount = len(fields)
+        else:
+            selection = array
+            # fcount = len(array.dtype.fields)
+
+        # XXX: manual ``.view()`` attempt that also doesn't work.
+        # uview = selection.view(
+        #     dtype='<f16',
+        # ).reshape(-1, 4, order='A')
+
+        # assert len(selection) == len(uview)
+
+        u = rfn.structured_to_unstructured(
+            selection,
+            # dtype=float,
+            copy=True,
+        )
+
+        # unstruct = np.ndarray(u.shape, dtype=a.dtype, buffer=shm.buf)
+        # array[:] = a[:]
+        return u
+        # return ShmArray(
+        #     shmarr=u,
+        #     first=self._first,
+        #     last=self._last,
+        #     shm=self._shm
+        # )
+
     def last(
         self,
         length: int = 1,
@@ -255,6 +308,7 @@ class ShmArray:
 
         field_map: Optional[dict[str, str]] = None,
         prepend: bool = False,
+        update_first: bool = True,
         start: Optional[int] = None,
 
     ) -> int:
@@ -267,10 +321,9 @@ class ShmArray:
 
         '''
         length = len(data)
-        index = start if start is not None else self._last.value
 
         if prepend:
-            index = self._first.value - length
+            index = (start or self._first.value) - length
 
             if index < 0:
                 raise ValueError(
@@ -278,6 +331,9 @@ class ShmArray:
                     f'You have passed {abs(index)} too many datums.'
                 )
 
+        else:
+            index = start if start is not None else self._last.value
+
         end = index + length
 
         if field_map:
@@ -295,12 +351,17 @@ class ShmArray:
             # tries to access ``.array`` (which due to the index
             # overlap will be empty). Pretty sure we've fixed it now
             # but leaving this here as a reminder.
-            if prepend:
+            if prepend and update_first and length:
                 assert index < self._first.value
 
-            if index < self._first.value:
+            if (
+                index < self._first.value
+                and update_first
+            ):
+                assert prepend, 'prepend=True not passed but index decreased?'
                 self._first.value = index
-            else:
+
+            elif not prepend:
                 self._last.value = end
 
             self._post_init = True
@@ -336,6 +397,7 @@ class ShmArray:
                 f"Input array has unknown field(s): {only_in_theirs}"
             )
 
+    # TODO: support "silent" prepends that don't update ._first.value?
     def prepend(
         self,
         data: np.ndarray,
@@ -386,7 +448,11 @@ def open_shm_array(
         create=True,
         size=a.nbytes
     )
-    array = np.ndarray(a.shape, dtype=a.dtype, buffer=shm.buf)
+    array = np.ndarray(
+        a.shape,
+        dtype=a.dtype,
+        buffer=shm.buf
+    )
     array[:] = a[:]
     array.setflags(write=int(not readonly))
 

piker/data/_source.py

@@ -21,9 +21,9 @@ from __future__ import annotations
 from typing import Any
 import decimal
 
+from bidict import bidict
 import numpy as np
-import pandas as pd
+from pydantic import BaseModel
-from pydantic import BaseModel, validate_arguments
 # from numba import from_dtype
 
 
@@ -48,16 +48,16 @@ base_ohlc_dtype = np.dtype(ohlc_fields)
 # https://github.com/numba/numba/issues/4511
 # numba_ohlc_dtype = from_dtype(base_ohlc_dtype)
 
-# map time frame "keys" to minutes values
+# map time frame "keys" to seconds values
-tf_in_1m = {
+tf_in_1s = bidict({
-    '1m': 1,
+    1: '1s',
-    '5m':  5,
+    60: '1m',
-    '15m': 15,
+    60*5: '5m',
-    '30m':  30,
+    60*15: '15m',
-    '1h': 60,
+    60*30: '30m',
-    '4h': 240,
+    60*60: '1h',
-    '1d': 1440,
+    60*60*24: '1d',
-}
+})
 
 
 def mk_fqsn(
@@ -127,11 +127,11 @@ def unpack_fqsn(fqsn: str) -> tuple[str, str, str]:
 
 
 class Symbol(BaseModel):
-    """I guess this is some kinda container thing for dealing with
+    '''
+    I guess this is some kinda container thing for dealing with
     all the different meta-data formats from brokers?
 
-    Yah, i guess dats what it izz.
+    '''
-    """
     key: str
     tick_size: float = 0.01
     lot_tick_size: float = 0.0  # "volume" precision as min step value
@@ -254,61 +254,6 @@ class Symbol(BaseModel):
         return keys
 
 
-def from_df(
-
-    df: pd.DataFrame,
-    source=None,
-    default_tf=None
-
-) -> np.recarray:
-    """Convert OHLC formatted ``pandas.DataFrame`` to ``numpy.recarray``.
-
-    """
-    df.reset_index(inplace=True)
-
-    # hackery to convert field names
-    date = 'Date'
-    if 'date' in df.columns:
-        date = 'date'
-
-    # convert to POSIX time
-    df[date] = [d.timestamp() for d in df[date]]
-
-    # try to rename from some camel case
-    columns = {
-        'Date': 'time',
-        'date': 'time',
-        'Open': 'open',
-        'High': 'high',
-        'Low': 'low',
-        'Close': 'close',
-        'Volume': 'volume',
-
-        # most feeds are providing this over sesssion anchored
-        'vwap': 'bar_wap',
-
-        # XXX: ib_insync calls this the "wap of the bar"
-        # but no clue what is actually is...
-        # https://github.com/pikers/piker/issues/119#issuecomment-729120988
-        'average': 'bar_wap',
-    }
-
-    df = df.rename(columns=columns)
-
-    for name in df.columns:
-        # if name not in base_ohlc_dtype.names[1:]:
-        if name not in base_ohlc_dtype.names:
-            del df[name]
-
-    # TODO: it turns out column access on recarrays is actually slower:
-    # https://jakevdp.github.io/PythonDataScienceHandbook/02.09-structured-data-numpy.html#RecordArrays:-Structured-Arrays-with-a-Twist
-    # it might make sense to make these structured arrays?
-    array = df.to_records(index=False)
-    _nan_to_closest_num(array)
-
-    return array
-
-
 def _nan_to_closest_num(array: np.ndarray):
     """Return interpolated values instead of NaN.
 

piker/data/cli.py

@@ -16,26 +16,34 @@
 
 """
 marketstore cli.
+
 """
-from typing import List
 from functools import partial
 from pprint import pformat
 
+from anyio_marketstore import open_marketstore_client
 import trio
 import tractor
 import click
+import numpy as np
 
 from .marketstore import (
     get_client,
-    stream_quotes,
+    # stream_quotes,
     ingest_quote_stream,
-    _url,
+    # _url,
     _tick_tbk_ids,
     mk_tbk,
 )
 from ..cli import cli
 from .. import watchlists as wl
 from ..log import get_logger
+from ._sharedmem import (
+    maybe_open_shm_array,
+)
+from ._source import (
+    base_iohlc_dtype,
+)
 
 
 log = get_logger(__name__)
@@ -49,51 +57,58 @@ log = get_logger(__name__)
 )
 @click.argument('names', nargs=-1)
 @click.pass_obj
-def ms_stream(config: dict, names: List[str], url: str):
+def ms_stream(
-    """Connect to a marketstore time bucket stream for (a set of) symbols(s)
+    config: dict,
+    names: list[str],
+    url: str,
+) -> None:
+    '''
+    Connect to a marketstore time bucket stream for (a set of) symbols(s)
     and print to console.
-    """
+
+    '''
     async def main():
-        async for quote in stream_quotes(symbols=names):
+        # async for quote in stream_quotes(symbols=names):
-            log.info(f"Received quote:\n{quote}")
+        #    log.info(f"Received quote:\n{quote}")
+        ...
 
     trio.run(main)
 
 
-@cli.command()
+# @cli.command()
-@click.option(
+# @click.option(
-    '--url',
+#     '--url',
-    default=_url,
+#     default=_url,
-    help='HTTP URL of marketstore instance'
+#     help='HTTP URL of marketstore instance'
-)
+# )
-@click.argument('names', nargs=-1)
+# @click.argument('names', nargs=-1)
-@click.pass_obj
+# @click.pass_obj
-def ms_destroy(config: dict, names: List[str], url: str) -> None:
+# def ms_destroy(config: dict, names: list[str], url: str) -> None:
-    """Destroy symbol entries in the local marketstore instance.
+#     """Destroy symbol entries in the local marketstore instance.
-    """
+#     """
-    async def main():
+#     async def main():
-        nonlocal names
+#         nonlocal names
-        async with get_client(url) as client:
+#         async with get_client(url) as client:
-
+# 
-            if not names:
+#             if not names:
-                names = await client.list_symbols()
+#                 names = await client.list_symbols()
-
+# 
-            # default is to wipe db entirely.
+#             # default is to wipe db entirely.
-            answer = input(
+#             answer = input(
-                "This will entirely wipe you local marketstore db @ "
+#                 "This will entirely wipe you local marketstore db @ "
-                f"{url} of the following symbols:\n {pformat(names)}"
+#                 f"{url} of the following symbols:\n {pformat(names)}"
-                "\n\nDelete [N/y]?\n")
+#                 "\n\nDelete [N/y]?\n")
-
+# 
-            if answer == 'y':
+#             if answer == 'y':
-                for sym in names:
+#                 for sym in names:
-                    # tbk = _tick_tbk.format(sym)
+#                     # tbk = _tick_tbk.format(sym)
-                    tbk = tuple(sym, *_tick_tbk_ids)
+#                     tbk = tuple(sym, *_tick_tbk_ids)
-                    print(f"Destroying {tbk}..")
+#                     print(f"Destroying {tbk}..")
-                    await client.destroy(mk_tbk(tbk))
+#                     await client.destroy(mk_tbk(tbk))
-            else:
+#             else:
-                print("Nothing deleted.")
+#                 print("Nothing deleted.")
-
+# 
-    tractor.run(main)
+#     tractor.run(main)
 
 
 @cli.command()
@@ -102,41 +117,53 @@ def ms_destroy(config: dict, names: List[str], url: str) -> None:
     is_flag=True,
     help='Enable tractor logging')
 @click.option(
-    '--url',
+    '--host',
-    default=_url,
+    default='localhost'
-    help='HTTP URL of marketstore instance'
 )
-@click.argument('name', nargs=1, required=True)
+@click.option(
+    '--port',
+    default=5993
+)
+@click.argument('symbols', nargs=-1)
 @click.pass_obj
-def ms_shell(config, name, tl, url):
+def storesh(
-    """Start an IPython shell ready to query the local marketstore db.
+    config,
-    """
+    tl,
-    async def main():
+    host,
-        async with get_client(url) as client:
+    port,
-            query = client.query  # noqa
+    symbols: list[str],
-            # TODO: write magics to query marketstore
+):
-            from IPython import embed
+    '''
-            embed()
+    Start an IPython shell ready to query the local marketstore db.
 
-    tractor.run(main)
+    '''
+    from piker.data.marketstore import tsdb_history_update
+    from piker._daemon import open_piker_runtime
+
+    async def main():
+        nonlocal symbols
+
+        async with open_piker_runtime(
+            'storesh',
+            enable_modules=['piker.data._ahab'],
+        ):
+            symbol = symbols[0]
+            await tsdb_history_update(symbol)
+
+    trio.run(main)
 
 
 @cli.command()
 @click.option('--test-file', '-t', help='Test quote stream file')
 @click.option('--tl', is_flag=True, help='Enable tractor logging')
-@click.option('--tl', is_flag=True, help='Enable tractor logging')
-@click.option(
-    '--url',
-    default=_url,
-    help='HTTP URL of marketstore instance'
-)
 @click.argument('name', nargs=1, required=True)
 @click.pass_obj
-def ingest(config, name, test_file, tl, url):
+def ingest(config, name, test_file, tl):
-    """Ingest real-time broker quotes and ticks to a marketstore instance.
+    '''
-    """
+    Ingest real-time broker quotes and ticks to a marketstore instance.
+
+    '''
     # global opts
-    brokermod = config['brokermod']
     loglevel = config['loglevel']
     tractorloglevel = config['tractorloglevel']
     # log = config['log']
@@ -145,15 +172,25 @@ def ingest(config, name, test_file, tl, url):
     watchlists = wl.merge_watchlist(watchlist_from_file, wl._builtins)
     symbols = watchlists[name]
 
-    tractor.run(
+    grouped_syms = {}
-        partial(
+    for sym in symbols:
-            ingest_quote_stream,
+        symbol, _, provider = sym.rpartition('.')
-            symbols,
+        if provider not in grouped_syms:
-            brokermod.name,
+            grouped_syms[provider] = []
-            tries=1,
+
-            loglevel=loglevel,
+        grouped_syms[provider].append(symbol)
-        ),
+
-        name='ingest_marketstore',
+    async def entry_point():
-        loglevel=tractorloglevel,
+        async with tractor.open_nursery() as n:
-        debug_mode=True,
+            for provider, symbols in grouped_syms.items(): 
-    )
+                await n.run_in_actor(
+                    ingest_quote_stream,
+                    name='ingest_marketstore',
+                    symbols=symbols,
+                    brokername=provider,
+                    tries=1,
+                    actorloglevel=loglevel,
+                    loglevel=tractorloglevel
+                )
+
+    tractor.run(entry_point)

piker/data/feed.py

@@ -20,27 +20,36 @@ Data feed apis and infra.
 This module is enabled for ``brokerd`` daemons.
 
 """
+from __future__ import annotations
 from dataclasses import dataclass, field
+from datetime import datetime
 from contextlib import asynccontextmanager
 from functools import partial
+from pprint import pformat
 from types import ModuleType
 from typing import (
     Any,
     AsyncIterator, Optional,
+    Generator,
     Awaitable,
+    TYPE_CHECKING,
 )
 
 import trio
 from trio.abc import ReceiveChannel
 from trio_typing import TaskStatus
+import trimeter
 import tractor
 from pydantic import BaseModel
+import pendulum
+import numpy as np
 
 from ..brokers import get_brokermod
 from .._cacheables import maybe_open_context
 from ..log import get_logger, get_console_log
 from .._daemon import (
     maybe_spawn_brokerd,
+    check_for_service,
 )
 from ._sharedmem import (
     maybe_open_shm_array,
@@ -56,12 +65,19 @@ from ._source import (
 from ..ui import _search
 from ._sampling import (
     sampler,
+    broadcast,
     increment_ohlc_buffer,
     iter_ohlc_periods,
     sample_and_broadcast,
     uniform_rate_send,
 )
+from ..brokers._util import (
+    NoData,
+    DataUnavailable,
+)
 
+if TYPE_CHECKING:
+    from .marketstore import Storage
 
 log = get_logger(__name__)
 
@@ -124,7 +140,7 @@ class _FeedsBus(BaseModel):
 
     # def cancel_task(
     #     self,
-    #     task: trio.lowlevel.Task
+    #     task: trio.lowlevel.Task,
     # ) -> bool:
     #     ...
 
@@ -188,6 +204,442 @@ async def _setup_persistent_brokerd(
         await trio.sleep_forever()
 
 
+def diff_history(
+    array,
+    start_dt,
+    end_dt,
+    last_tsdb_dt: Optional[datetime] = None
+
+) -> np.ndarray:
+
+    to_push = array
+
+    if last_tsdb_dt:
+        s_diff = (start_dt - last_tsdb_dt).seconds
+
+        # if we detect a partial frame's worth of data
+        # that is new, slice out only that history and
+        # write to shm.
+        if (
+            s_diff < 0
+        ):
+            if abs(s_diff) < len(array):
+                # the + 1 is because ``last_tsdb_dt`` is pulled from
+                # the last row entry for the ``'time'`` field retreived
+                # from the tsdb.
+                to_push = array[abs(s_diff)+1:]
+
+            else:
+                # pass back only the portion of the array that is
+                # greater then the last time stamp in the tsdb.
+                time = array['time']
+                to_push = array[time >= last_tsdb_dt.timestamp()]
+
+            log.info(
+                f'Pushing partial frame {to_push.size} to shm'
+            )
+
+    return to_push
+
+
+async def start_backfill(
+    mod: ModuleType,
+    bfqsn: str,
+    shm: ShmArray,
+
+    last_tsdb_dt: Optional[datetime] = None,
+    storage: Optional[Storage] = None,
+    write_tsdb: bool = True,
+
+    task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
+
+) -> int:
+
+    async with mod.open_history_client(bfqsn) as (hist, config):
+
+        # get latest query's worth of history all the way
+        # back to what is recorded in the tsdb
+        array, start_dt, end_dt = await hist(end_dt=None)
+
+        times = array['time']
+
+        # sample period step size in seconds
+        step_size_s = (
+            pendulum.from_timestamp(times[-1]) -
+            pendulum.from_timestamp(times[-2])
+        ).seconds
+
+        # "frame"'s worth of sample period steps in seconds
+        frame_size_s = len(array) * step_size_s
+
+        to_push = diff_history(
+            array,
+            start_dt,
+            end_dt,
+            last_tsdb_dt=last_tsdb_dt,
+        )
+
+        log.info(f'Pushing {to_push.size} to shm!')
+        shm.push(to_push)
+
+        for delay_s in sampler.subscribers:
+            await broadcast(delay_s)
+
+        # signal that backfilling to tsdb's end datum is complete
+        bf_done = trio.Event()
+
+        # let caller unblock and deliver latest history frame
+        task_status.started((shm, start_dt, end_dt, bf_done))
+
+        if last_tsdb_dt is None:
+            # maybe a better default (they don't seem to define epoch?!)
+
+            # based on the sample step size load a certain amount
+            # history
+            if step_size_s == 1:
+                last_tsdb_dt = pendulum.now().subtract(days=2)
+
+            elif step_size_s == 60:
+                last_tsdb_dt = pendulum.now().subtract(years=2)
+
+            else:
+                raise ValueError(
+                    '`piker` only needs to support 1m and 1s sampling '
+                    'but ur api is trying to deliver a longer '
+                    f'timeframe of {step_size_s} ' 'seconds.. so ye, dun '
+                    'do dat bruh.'
+                )
+
+        # configure async query throttling
+        erlangs = config.get('erlangs', 1)
+        rate = config.get('rate', 1)
+        frames = {}
+
+        def iter_dts(start: datetime):
+
+            while True:
+
+                hist_period = pendulum.period(
+                    start,
+                    last_tsdb_dt,
+                )
+                dtrange = list(hist_period.range('seconds', frame_size_s))
+                log.debug(f'New datetime index:\n{pformat(dtrange)}')
+
+                for end_dt in dtrange:
+                    log.warning(f'Yielding next frame start {end_dt}')
+                    start = yield end_dt
+
+                    # if caller sends a new start date, reset to that
+                    if start is not None:
+                        log.warning(f'Resetting date range: {start}')
+                        break
+                else:
+                    # from while
+                    return
+
+        # pull new history frames until we hit latest
+        # already in the tsdb or a max count.
+        count = 0
+
+        # NOTE: when gaps are detected in the retreived history (by
+        # comparisor of the end - start versus the expected "frame size"
+        # in seconds) we need a way to alert the async request code not
+        # to continue to query for data "within the gap". This var is
+        # set in such cases such that further requests in that period
+        # are discarded and further we reset the "datetimem query frame
+        # index" in such cases to avoid needless noop requests.
+        earliest_end_dt: Optional[datetime] = start_dt
+
+        async def get_ohlc_frame(
+            input_end_dt: datetime,
+            iter_dts_gen: Generator[datetime],
+
+        ) -> np.ndarray:
+
+            nonlocal count, frames, earliest_end_dt, frame_size_s
+            count += 1
+
+            if input_end_dt > earliest_end_dt:
+                # if a request comes in for an inter-gap frame we
+                # discard it since likely this request is still
+                # lingering from before the reset of ``iter_dts()`` via
+                # ``.send()`` below.
+                log.info(f'Discarding request history ending @ {input_end_dt}')
+
+                # signals to ``trimeter`` loop to discard and
+                # ``continue`` in it's schedule loop.
+                return None
+
+            try:
+                log.info(
+                    f'Requesting {step_size_s}s frame ending in {input_end_dt}'
+                )
+                array, start_dt, end_dt = await hist(end_dt=input_end_dt)
+                assert array['time'][0] == start_dt.timestamp()
+
+            except NoData:
+                log.warning(
+                    f'NO DATA for {frame_size_s}s frame @ {input_end_dt} ?!?'
+                )
+                return None  # discard signal
+
+            except DataUnavailable as duerr:
+                # broker is being a bish and we can't pull
+                # any more..
+                log.warning('backend halted on data deliver !?!?')
+
+                # ugh, what's a better way?
+                # TODO: fwiw, we probably want a way to signal a throttle
+                # condition (eg. with ib) so that we can halt the
+                # request loop until the condition is resolved?
+                return duerr
+
+            diff = end_dt - start_dt
+            frame_time_diff_s = diff.seconds
+            expected_frame_size_s = frame_size_s + step_size_s
+
+            if frame_time_diff_s > expected_frame_size_s:
+
+                # XXX: query result includes a start point prior to our
+                # expected "frame size" and thus is likely some kind of
+                # history gap (eg. market closed period, outage, etc.)
+                # so indicate to the request loop that this gap is
+                # expected by both,
+                # - resetting the ``iter_dts()`` generator to start at
+                #   the new start point delivered in this result
+                # - setting the non-locally scoped ``earliest_end_dt``
+                #   to this new value so that the request loop doesn't
+                #   get tripped up thinking there's an out of order
+                #   request-result condition.
+
+                log.warning(
+                    f'History frame ending @ {end_dt} appears to have a gap:\n'
+                    f'{diff} ~= {frame_time_diff_s} seconds'
+                )
+
+                # reset dtrange gen to new start point
+                try:
+                    next_end = iter_dts_gen.send(start_dt)
+                    log.info(
+                        f'Reset frame index to start at {start_dt}\n'
+                        f'Was at {next_end}'
+                    )
+
+                    # NOTE: manually set "earliest end datetime" index-value
+                    # to avoid the request loop getting confused about
+                    # new frames that are earlier in history - i.e. this
+                    # **is not** the case of out-of-order frames from
+                    # an async batch request.
+                    earliest_end_dt = start_dt
+
+                except StopIteration:
+                    # gen already terminated meaning we probably already
+                    # exhausted it via frame requests.
+                    log.info(
+                        "Datetime index already exhausted, can't reset.."
+                    )
+
+            to_push = diff_history(
+                array,
+                start_dt,
+                end_dt,
+                last_tsdb_dt=last_tsdb_dt,
+            )
+            ln = len(to_push)
+            if ln:
+                log.info(f'{ln} bars for {start_dt} -> {end_dt}')
+                frames[input_end_dt.timestamp()] = (to_push, start_dt, end_dt)
+                return to_push, start_dt, end_dt
+
+            else:
+                log.warning(
+                    f'{ln} BARS TO PUSH after diff?!: {start_dt} -> {end_dt}'
+                )
+                return None
+
+        # initial dt index starts at the start of the first query result
+        idts = iter_dts(start_dt)
+
+        async with trimeter.amap(
+            partial(
+                get_ohlc_frame,
+                # we close in the ``iter_dt()`` gen in so we can send
+                # reset signals as needed for gap dection in the
+                # history.
+                iter_dts_gen=idts,
+            ),
+            idts,
+
+            capture_outcome=True,
+            include_value=True,
+
+            # better technical names bruv...
+            max_at_once=erlangs,
+            max_per_second=rate,
+
+        ) as outcomes:
+
+            # Then iterate over the return values, as they become available
+            # (i.e., not necessarily in the original order)
+            async for input_end_dt, outcome in outcomes:
+
+                try:
+                    out = outcome.unwrap()
+
+                    if out is None:
+                        # skip signal
+                        continue
+
+                    elif isinstance(out, DataUnavailable):
+                        # no data available case signal.. so just kill
+                        # further requests and basically just stop
+                        # trying...
+                        break
+
+                except Exception:
+                    log.exception('uhh trimeter bail')
+                    raise
+                else:
+                    to_push, start_dt, end_dt = out
+
+                if not len(to_push):
+                    # diff returned no new data (i.e. we probablyl hit
+                    # the ``last_tsdb_dt`` point).
+                    # TODO: raise instead?
+                    log.warning(f'No history for range {start_dt} -> {end_dt}')
+                    continue
+
+                # pipeline-style pull frames until we need to wait for
+                # the next in order to arrive.
+                # i = end_dts.index(input_end_dt)
+                # print(f'latest end_dt {end_dt} found at index {i}')
+
+                epochs = list(reversed(sorted(frames)))
+                for epoch in epochs:
+
+                    start = shm.array['time'][0]
+                    last_shm_prepend_dt = pendulum.from_timestamp(start)
+                    earliest_frame_queue_dt = pendulum.from_timestamp(epoch)
+
+                    diff = start - epoch
+
+                    if diff < 0:
+                        log.warning(
+                            'Discarding out of order frame:\n'
+                            f'{earliest_frame_queue_dt}'
+                        )
+                        frames.pop(epoch)
+                        continue
+                        # await tractor.breakpoint()
+
+                    if diff > step_size_s:
+
+                        if earliest_end_dt < earliest_frame_queue_dt:
+                            # XXX: an expected gap was encountered (see
+                            # logic in ``get_ohlc_frame()``, so allow
+                            # this frame through to the storage layer.
+                            log.warning(
+                                f'Expected history gap of {diff}s:\n'
+                                f'{earliest_frame_queue_dt} <- '
+                                f'{earliest_end_dt}'
+                            )
+
+                        elif (
+                            erlangs > 1
+                        ):
+                            # we don't yet have the next frame to push
+                            # so break back to the async request loop
+                            # while we wait for more async frame-results
+                            # to arrive.
+                            if len(frames) >= erlangs:
+                                log.warning(
+                                    'Frame count in async-queue is greater '
+                                    'then erlangs?\n'
+                                    'There seems to be a gap between:\n'
+                                    f'{earliest_frame_queue_dt} <- '
+                                    f'{last_shm_prepend_dt}\n'
+                                    'Conducting manual call for frame ending: '
+                                    f'{last_shm_prepend_dt}'
+                                )
+                                (
+                                    to_push,
+                                    start_dt,
+                                    end_dt,
+                                ) = await get_ohlc_frame(
+                                        input_end_dt=last_shm_prepend_dt,
+                                        iter_dts_gen=idts,
+                                )
+                                last_epoch = to_push['time'][-1]
+                                diff = start - last_epoch
+
+                                if diff > step_size_s:
+                                    await tractor.breakpoint()
+                                    raise DataUnavailable(
+                                        'An awkward frame was found:\n'
+                                        f'{start_dt} -> {end_dt}:\n{to_push}'
+                                    )
+
+                                else:
+                                    frames[last_epoch] = (
+                                        to_push, start_dt, end_dt)
+                                    break
+
+                            expect_end = pendulum.from_timestamp(start)
+                            expect_start = expect_end.subtract(
+                                seconds=frame_size_s)
+                            log.warning(
+                                'waiting on out-of-order history frame:\n'
+                                f'{expect_end - expect_start}'
+                            )
+                            break
+
+                    to_push, start_dt, end_dt = frames.pop(epoch)
+                    ln = len(to_push)
+
+                    # bail gracefully on shm allocation overrun/full condition
+                    try:
+                        shm.push(to_push, prepend=True)
+                    except ValueError:
+                        log.info(
+                            f'Shm buffer overrun on: {start_dt} -> {end_dt}?'
+                        )
+                        break
+
+                    log.info(
+                        f'Shm pushed {ln} frame:\n'
+                        f'{start_dt} -> {end_dt}'
+                    )
+                    # keep track of most recent "prepended" ``start_dt``
+                    # both for detecting gaps and ensuring async
+                    # frame-result order.
+                    earliest_end_dt = start_dt
+
+                    if (
+                        storage is not None
+                        and write_tsdb
+                    ):
+                        log.info(
+                            f'Writing {ln} frame to storage:\n'
+                            f'{start_dt} -> {end_dt}'
+                        )
+                        await storage.write_ohlcv(
+                            f'{bfqsn}.{mod.name}',  # lul..
+                            to_push,
+                        )
+
+                # TODO: can we only trigger this if the respective
+                # history in "in view"?!?
+                # XXX: extremely important, there can be no checkpoints
+                # in the block above to avoid entering new ``frames``
+                # values while we're pipelining the current ones to
+                # memory...
+                for delay_s in sampler.subscribers:
+                    await broadcast(delay_s)
+
+        bf_done.set()
+
+
 async def manage_history(
     mod: ModuleType,
     bus: _FeedsBus,
@@ -216,50 +668,180 @@ async def manage_history(
         # we expect the sub-actor to write
         readonly=False,
     )
+    # TODO: history validation
+    if not opened:
+        raise RuntimeError(
+            "Persistent shm for sym was already open?!"
+        )
 
-    if opened:
+    log.info('Scanning for existing `marketstored`')
+
+    is_up = await check_for_service('marketstored')
+
+    # for now only do backfilling if no tsdb can be found
+    do_legacy_backfill = not is_up and opened
+
+    bfqsn = fqsn.replace('.' + mod.name, '')
+    open_history_client = getattr(mod, 'open_history_client', None)
+
+    if is_up and opened and open_history_client:
+
+        log.info('Found existing `marketstored`')
+        from . import marketstore
+        async with marketstore.open_storage_client(
+            fqsn,
+        ) as storage:
+
+            # TODO: this should be used verbatim for the pure
+            # shm backfiller approach below.
+
+            # start history anal and load missing new data via backend.
+            series, _, last_tsdb_dt = await storage.load(fqsn)
+
+            broker, symbol, expiry = unpack_fqsn(fqsn)
+            (
+                shm,
+                latest_start_dt,
+                latest_end_dt,
+                bf_done,
+            ) = await bus.nursery.start(
+                partial(
+                    start_backfill,
+                    mod,
+                    bfqsn,
+                    shm,
+                    last_tsdb_dt=last_tsdb_dt,
+                    storage=storage,
+                )
+            )
+
+            # if len(shm.array) < 2:
+            # TODO: there's an edge case here to solve where if the last
+            # frame before market close (at least on ib) was pushed and
+            # there was only "1 new" row pushed from the first backfill
+            # query-iteration, then the sample step sizing calcs will
+            # break upstream from here since you can't diff on at least
+            # 2 steps... probably should also add logic to compute from
+            # the tsdb series and stash that somewhere as meta data on
+            # the shm buffer?.. no se.
+
+            task_status.started(shm)
+            some_data_ready.set()
+
+            await bf_done.wait()
+            # do diff against last start frame of history and only fill
+            # in from the tsdb an allotment that allows for most recent
+            # to be loaded into mem *before* tsdb data.
+            if last_tsdb_dt:
+                dt_diff_s = (
+                    latest_start_dt - last_tsdb_dt
+                ).seconds
+            else:
+                dt_diff_s = 0
+
+            # await trio.sleep_forever()
+            # TODO: see if there's faster multi-field reads:
+            # https://numpy.org/doc/stable/user/basics.rec.html#accessing-multiple-fields
+            # re-index  with a `time` and index field
+            prepend_start = shm._first.value
+
+            # sanity check on most-recent-data loading
+            assert prepend_start > dt_diff_s
+
+            history = list(series.values())
+            if history:
+                fastest = history[0]
+                to_push = fastest[:prepend_start]
+
+                shm.push(
+                    to_push,
+
+                    # insert the history pre a "days worth" of samples
+                    # to leave some real-time buffer space at the end.
+                    prepend=True,
+                    # update_first=False,
+                    # start=prepend_start,
+                    field_map=marketstore.ohlc_key_map,
+                )
+
+                # load as much from storage into shm as space will
+                # allow according to user's shm size settings.
+                count = 0
+                end = fastest['Epoch'][0]
+
+                while shm._first.value > 0:
+                    count += 1
+                    series = await storage.read_ohlcv(
+                        fqsn,
+                        end=end,
+                    )
+                    history = list(series.values())
+                    fastest = history[0]
+                    end = fastest['Epoch'][0]
+                    prepend_start -= len(to_push)
+                    to_push = fastest[:prepend_start]
+
+                    shm.push(
+                        to_push,
+
+                        # insert the history pre a "days worth" of samples
+                        # to leave some real-time buffer space at the end.
+                        prepend=True,
+                        # update_first=False,
+                        # start=prepend_start,
+                        field_map=marketstore.ohlc_key_map,
+                    )
+
+                    # manually trigger step update to update charts/fsps
+                    # which need an incremental update.
+                    for delay_s in sampler.subscribers:
+                        await broadcast(delay_s)
+
+                    if count > 6:
+                        break
+
+                log.info(f'Loaded {to_push.shape} datums from storage')
+
+                # TODO: write new data to tsdb to be ready to for next read.
+
+    if do_legacy_backfill:
+        # do a legacy incremental backfill from the provider.
         log.info('No existing `marketstored` found..')
 
         # start history backfill task ``backfill_bars()`` is
         # a required backend func this must block until shm is
         # filled with first set of ohlc bars
-        _ = await bus.nursery.start(mod.backfill_bars, fqsn, shm)
+        await bus.nursery.start(
-
+            partial(
-    # yield back after client connect with filled shm
+                start_backfill,
-    task_status.started(shm)
+                mod,
-
+                bfqsn,
-    # indicate to caller that feed can be delivered to
+                shm,
-    # remote requesting client since we've loaded history
-    # data that can be used.
-    some_data_ready.set()
-
-    # detect sample step size for sampled historical data
-    times = shm.array['time']
-    delay_s = times[-1] - times[times != times[-1]][-1]
-
-    # begin real-time updates of shm and tsb once the feed
-    # goes live.
-    await feed_is_live.wait()
-
-    if opened:
-        sampler.ohlcv_shms.setdefault(delay_s, []).append(shm)
-
-        # start shm incrementing for OHLC sampling at the current
-        # detected sampling period if one dne.
-        if sampler.incrementers.get(delay_s) is None:
-            await bus.start_task(
-                increment_ohlc_buffer,
-                delay_s,
             )
+        )
 
+        # yield back after client connect with filled shm
+        task_status.started(shm)
+
+        # indicate to caller that feed can be delivered to
+        # remote requesting client since we've loaded history
+        # data that can be used.
+        some_data_ready.set()
+
+    # history retreival loop depending on user interaction and thus
+    # a small RPC-prot for remotely controllinlg what data is loaded
+    # for viewing.
     await trio.sleep_forever()
 
 
 async def allocate_persistent_feed(
     bus: _FeedsBus,
+
     brokername: str,
     symbol: str,
+
     loglevel: str,
+    start_stream: bool = True,
 
     task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
 
@@ -277,6 +859,7 @@ async def allocate_persistent_feed(
     - a real-time streaming task which connec
 
     '''
+    # load backend module
     try:
         mod = get_brokermod(brokername)
     except ImportError:
@@ -319,7 +902,7 @@ async def allocate_persistent_feed(
         manage_history,
         mod,
         bus,
-        bfqsn,
+        '.'.join((bfqsn, brokername)),
         some_data_ready,
         feed_is_live,
     )
@@ -333,7 +916,10 @@ async def allocate_persistent_feed(
     # true fqsn
     fqsn = '.'.join((bfqsn, brokername))
     # add a fqsn entry that includes the ``.<broker>`` suffix
+    # and an entry that includes the broker-specific fqsn (including
+    # any new suffixes or elements as injected by the backend).
     init_msg[fqsn] = msg
+    init_msg[bfqsn] = msg
 
     # TODO: pretty sure we don't need this? why not just leave 1s as
     # the fastest "sample period" since we'll probably always want that
@@ -347,13 +933,14 @@ async def allocate_persistent_feed(
     await some_data_ready.wait()
 
     # append ``.<broker>`` suffix to each quote symbol
-    bsym = symbol + f'.{brokername}'
+    acceptable_not_fqsn_with_broker_suffix = symbol + f'.{brokername}'
+
     generic_first_quotes = {
-        bsym: first_quote,
+        acceptable_not_fqsn_with_broker_suffix: first_quote,
         fqsn: first_quote,
     }
 
-    bus.feeds[symbol] = bus.feeds[fqsn] = (
+    bus.feeds[symbol] = bus.feeds[bfqsn] = (
         init_msg,
         generic_first_quotes,
     )
@@ -363,9 +950,25 @@ async def allocate_persistent_feed(
     # task_status.started((init_msg,  generic_first_quotes))
     task_status.started()
 
-    # backend will indicate when real-time quotes have begun.
+    if not start_stream:
+        await trio.sleep_forever()
+
+    # begin real-time updates of shm and tsb once the feed goes live and
+    # the backend will indicate when real-time quotes have begun.
     await feed_is_live.wait()
 
+    # start shm incrementer task for OHLC style sampling
+    # at the current detected step period.
+    times = shm.array['time']
+    delay_s = times[-1] - times[times != times[-1]][-1]
+
+    sampler.ohlcv_shms.setdefault(delay_s, []).append(shm)
+    if sampler.incrementers.get(delay_s) is None:
+        await bus.start_task(
+            increment_ohlc_buffer,
+            delay_s,
+        )
+
     sum_tick_vlm: bool = init_msg.get(
         'shm_write_opts', {}
     ).get('sum_tick_vlm', True)
@@ -388,7 +991,7 @@ async def open_feed_bus(
 
     ctx: tractor.Context,
     brokername: str,
-    symbol: str,
+    symbol: str,  # normally expected to the broker-specific fqsn
     loglevel: str,
     tick_throttle:  Optional[float] = None,
     start_stream: bool = True,
@@ -410,7 +1013,9 @@ async def open_feed_bus(
     # TODO: check for any stale shm entries for this symbol
     # (after we also group them in a nice `/dev/shm/piker/` subdir).
     # ensure we are who we think we are
-    assert 'brokerd' in tractor.current_actor().name
+    servicename = tractor.current_actor().name
+    assert 'brokerd' in servicename
+    assert brokername in servicename
 
     bus = get_feed_bus(brokername)
 
@@ -420,7 +1025,7 @@ async def open_feed_bus(
     entry = bus.feeds.get(symbol)
     if entry is None:
         # allocate a new actor-local stream bus which
-        # will persist for this `brokerd`.
+        # will persist for this `brokerd`'s service lifetime.
         async with bus.task_lock:
             await bus.nursery.start(
                 partial(
@@ -428,13 +1033,12 @@ async def open_feed_bus(
 
                     bus=bus,
                     brokername=brokername,
-
                     # here we pass through the selected symbol in native
                     # "format" (i.e. upper vs. lowercase depending on
                     # provider).
                     symbol=symbol,
-
                     loglevel=loglevel,
+                    start_stream=start_stream,
                 )
             )
             # TODO: we can remove this?
@@ -450,7 +1054,7 @@ async def open_feed_bus(
     # true fqsn
     fqsn = '.'.join([bfqsn, brokername])
     assert fqsn in first_quotes
-    assert bus.feeds[fqsn]
+    assert bus.feeds[bfqsn]
 
     # broker-ambiguous symbol (provided on cli - eg. mnq.globex.ib)
     bsym = symbol + f'.{brokername}'

piker/data/marketstore.py

@@ -14,36 +14,189 @@
 # You should have received a copy of the GNU Affero General Public License
 # along with this program.  If not, see <https://www.gnu.org/licenses/>.
 
-"""
+'''
 ``marketstore`` integration.
 
 - client management routines
 - ticK data ingest routines
 - websocket client for subscribing to write triggers
 - todo: tick sequence stream-cloning for testing
-- todo: docker container management automation
+
-"""
+'''
-from contextlib import asynccontextmanager
+from __future__ import annotations
-from typing import Dict, Any, List, Callable, Tuple
+from contextlib import asynccontextmanager as acm
+from datetime import datetime
+from pprint import pformat
+from typing import (
+    Any,
+    Optional,
+    Union,
+    TYPE_CHECKING,
+)
 import time
 from math import isnan
 
+from bidict import bidict
 import msgpack
+import pyqtgraph as pg
 import numpy as np
 import pandas as pd
-import pymarketstore as pymkts
 import tractor
 from trio_websocket import open_websocket_url
+from anyio_marketstore import (
+    open_marketstore_client,
+    MarketstoreClient,
+    Params,
+)
+import pendulum
+import purerpc
 
+if TYPE_CHECKING:
+    import docker
+    from ._ahab import DockerContainer
+
+from .feed import maybe_open_feed
 from ..log import get_logger, get_console_log
-from ..data import open_feed
 
 
 log = get_logger(__name__)
 
-_tick_tbk_ids: Tuple[str, str] = ('1Sec', 'TICK')
+
+# container level config
+_config = {
+    'grpc_listen_port': 5995,
+    'ws_listen_port': 5993,
+    'log_level': 'debug',
+}
+
+_yaml_config = '''
+# piker's ``marketstore`` config.
+
+# mount this config using:
+# sudo docker run --mount \
+# type=bind,source="$HOME/.config/piker/",target="/etc" -i -p \
+# 5993:5993 alpacamarkets/marketstore:latest
+
+root_directory: data
+listen_port: {ws_listen_port}
+grpc_listen_port: {grpc_listen_port}
+log_level: {log_level}
+queryable: true
+stop_grace_period: 0
+wal_rotate_interval: 5
+stale_threshold: 5
+enable_add: true
+enable_remove: false
+
+triggers:
+  - module: ondiskagg.so
+    on: "*/1Sec/OHLCV"
+    config:
+        # filter: "nasdaq"
+        destinations:
+            - 1Min
+            - 5Min
+            - 15Min
+            - 1H
+            - 1D
+
+  - module: stream.so
+    on: '*/*/*'
+    # config:
+    #     filter: "nasdaq"
+
+'''.format(**_config)
+
+
+def start_marketstore(
+    client: docker.DockerClient,
+
+    **kwargs,
+
+) -> tuple[DockerContainer, dict[str, Any]]:
+    '''
+    Start and supervise a marketstore instance with its config bind-mounted
+    in from the piker config directory on the system.
+
+    The equivalent cli cmd to this code is:
+
+        sudo docker run --mount \
+        type=bind,source="$HOME/.config/piker/",target="/etc" -i -p \
+        5993:5993 alpacamarkets/marketstore:latest
+
+    '''
+    import os
+    import docker
+    from .. import config
+
+    get_console_log('info', name=__name__)
+
+    yml_file = os.path.join(config._config_dir, 'mkts.yml')
+    if not os.path.isfile(yml_file):
+        log.warning(
+            f'No `marketstore` config exists?: {yml_file}\n'
+            'Generating new file from template:\n'
+            f'{_yaml_config}\n'
+        )
+        with open(yml_file, 'w') as yf:
+            yf.write(_yaml_config)
+
+    # create a mount from user's local piker config dir into container
+    config_dir_mnt = docker.types.Mount(
+        target='/etc',
+        source=config._config_dir,
+        type='bind',
+    )
+
+    # create a user config subdir where the marketstore
+    # backing filesystem database can be persisted.
+    persistent_data_dir = os.path.join(
+        config._config_dir, 'data',
+    )
+    if not os.path.isdir(persistent_data_dir):
+        os.mkdir(persistent_data_dir)
+
+    data_dir_mnt = docker.types.Mount(
+        target='/data',
+        source=persistent_data_dir,
+        type='bind',
+    )
+
+    dcntr: DockerContainer = client.containers.run(
+        'alpacamarkets/marketstore:latest',
+        # do we need this for cmds?
+        # '-i',
+
+        # '-p 5993:5993',
+        ports={
+            '5993/tcp': 5993,  # jsonrpc / ws?
+            '5995/tcp': 5995,  # grpc
+        },
+        mounts=[
+            config_dir_mnt,
+            data_dir_mnt,
+        ],
+        detach=True,
+        # stop_signal='SIGINT',
+        init=True,
+        # remove=True,
+    )
+    return dcntr, _config
+
+
+_tick_tbk_ids: tuple[str, str] = ('1Sec', 'TICK')
 _tick_tbk: str = '{}/' + '/'.join(_tick_tbk_ids)
-_url: str = 'http://localhost:5993/rpc'
+
+_tick_dt = [
+    # these two are required for as a "primary key"
+    ('Epoch', 'i8'),
+    ('Nanoseconds', 'i4'),
+    ('IsTrade', 'i1'),
+    ('IsBid', 'i1'),
+    ('Price', 'f4'),
+    ('Size', 'f4')
+]
+
 _quote_dt = [
     # these two are required for as a "primary key"
     ('Epoch', 'i8'),
@@ -61,6 +214,7 @@ _quote_dt = [
     # ('brokerd_ts', 'i64'),
     # ('VWAP', 'f4')
 ]
+
 _quote_tmp = {}.fromkeys(dict(_quote_dt).keys(), np.nan)
 _tick_map = {
     'Up': 1,
@@ -69,28 +223,49 @@ _tick_map = {
     None: np.nan,
 }
 
+_ohlcv_dt = [
+    # these two are required for as a "primary key"
+    ('Epoch', 'i8'),
+    # ('Nanoseconds', 'i4'),
 
-class MarketStoreError(Exception):
+    # ohlcv sampling
-    "Generic marketstore client error"
+    ('Open', 'f4'),
+    ('High', 'f4'),
+    ('Low', 'i8'),
+    ('Close', 'i8'),
+    ('Volume', 'f4'),
+]
 
 
-def err_on_resp(response: dict) -> None:
+ohlc_key_map = bidict({
-    """Raise any errors found in responses from client request.
+    'Epoch': 'time',
-    """
+    'Open': 'open',
-    responses = response['responses']
+    'High': 'high',
-    if responses is not None:
+    'Low': 'low',
-        for r in responses:
+    'Close': 'close',
-            err = r['error']
+    'Volume': 'volume',
-            if err:
+})
-                raise MarketStoreError(err)
+
+
+def mk_tbk(keys: tuple[str, str, str]) -> str:
+    '''
+    Generate a marketstore table key from a tuple.
+    Converts,
+        ``('SPY', '1Sec', 'TICK')`` -> ``"SPY/1Sec/TICK"```
+
+    '''
+    return '/'.join(keys)
 
 
 def quote_to_marketstore_structarray(
-    quote: Dict[str, Any],
+    quote: dict[str, Any],
-    last_fill: str,
+    last_fill: Optional[float]
+
 ) -> np.array:
-    """Return marketstore writeable structarray from quote ``dict``.
+    '''
-    """
+    Return marketstore writeable structarray from quote ``dict``.
+
+    '''
     if last_fill:
         # new fill bby
         now = timestamp(last_fill)
@@ -101,7 +276,7 @@ def quote_to_marketstore_structarray(
 
     secs, ns = now / 10**9, now % 10**9
 
-    # pack into List[Tuple[str, Any]]
+    # pack into list[tuple[str, Any]]
     array_input = []
 
     # insert 'Epoch' entry first and then 'Nanoseconds'.
@@ -123,146 +298,458 @@ def quote_to_marketstore_structarray(
     return np.array([tuple(array_input)], dtype=_quote_dt)
 
 
-def timestamp(datestr: str) -> int:
+def timestamp(date, **kwargs) -> int:
-    """Return marketstore compatible 'Epoch' integer in nanoseconds
+    '''
+    Return marketstore compatible 'Epoch' integer in nanoseconds
     from a date formatted str.
-    """
+
-    return int(pd.Timestamp(datestr).value)
+    '''
+    return int(pd.Timestamp(date, **kwargs).value)
 
 
-def mk_tbk(keys: Tuple[str, str, str]) -> str:
+@acm
-    """Generate a marketstore table key from a tuple.
-
-    Converts,
-        ``('SPY', '1Sec', 'TICK')`` -> ``"SPY/1Sec/TICK"```
-    """
-    return '{}/' + '/'.join(keys)
-
-
-class Client:
-    """Async wrapper around the alpaca ``pymarketstore`` sync client.
-
-    This will server as the shell for building out a proper async client
-    that isn't horribly documented and un-tested..
-    """
-    def __init__(self, url: str):
-        self._client = pymkts.Client(url)
-
-    async def _invoke(
-        self,
-        meth: Callable,
-        *args,
-        **kwargs,
-    ) -> Any:
-        return err_on_resp(meth(*args, **kwargs))
-
-    async def destroy(
-        self,
-        tbk: Tuple[str, str, str],
-    ) -> None:
-        return await self._invoke(self._client.destroy, mk_tbk(tbk))
-
-    async def list_symbols(
-        self,
-        tbk: str,
-    ) -> List[str]:
-        return await self._invoke(self._client.list_symbols, mk_tbk(tbk))
-
-    async def write(
-        self,
-        symbol: str,
-        array: np.ndarray,
-    ) -> None:
-        start = time.time()
-        await self._invoke(
-            self._client.write,
-            array,
-            _tick_tbk.format(symbol),
-            isvariablelength=True
-        )
-        log.debug(f"{symbol} write time (s): {time.time() - start}")
-
-    def query(
-        self,
-        symbol,
-        tbk: Tuple[str, str] = _tick_tbk_ids,
-    ) -> pd.DataFrame:
-        # XXX: causes crash
-        # client.query(pymkts.Params(symbol, '*', 'OHCLV'
-        result = self._client.query(
-            pymkts.Params(symbol, *tbk),
-        )
-        return result.first().df()
-
-
-@asynccontextmanager
 async def get_client(
-    url: str = _url,
+    host: str = 'localhost',
-) -> Client:
+    port: int = 5995
-    yield Client(url)
+
+) -> MarketstoreClient:
+    '''
+    Load a ``anyio_marketstore`` grpc client connected
+    to an existing ``marketstore`` server.
+
+    '''
+    async with open_marketstore_client(
+        host,
+        port
+    ) as client:
+        yield client
+
+
+class MarketStoreError(Exception):
+    "Generic marketstore client error"
+
+
+# def err_on_resp(response: dict) -> None:
+#     """Raise any errors found in responses from client request.
+#     """
+#     responses = response['responses']
+#     if responses is not None:
+#         for r in responses:
+#             err = r['error']
+#             if err:
+#                 raise MarketStoreError(err)
+
+
+# map of seconds ints to "time frame" accepted keys
+tf_in_1s = bidict({
+    1: '1Sec',
+    60: '1Min',
+    60*5: '5Min',
+    60*15: '15Min',
+    60*30: '30Min',
+    60*60: '1H',
+    60*60*24: '1D',
+})
+
+
+class Storage:
+    '''
+    High level storage api for both real-time and historical ingest.
+
+    '''
+    def __init__(
+        self,
+        client: MarketstoreClient,
+
+    ) -> None:
+        # TODO: eventually this should be an api/interface type that
+        # ensures we can support multiple tsdb backends.
+        self.client = client
+
+        # series' cache from tsdb reads
+        self._arrays: dict[str, np.ndarray] = {}
+
+    async def list_keys(self) -> list[str]:
+        return await self.client.list_symbols()
+
+    async def search_keys(self, pattern: str) -> list[str]:
+        '''
+        Search for time series key in the storage backend.
+
+        '''
+        ...
+
+    async def write_ticks(self, ticks: list) -> None:
+        ...
+
+    async def load(
+        self,
+        fqsn: str,
+
+    ) -> tuple[
+        dict[int, np.ndarray],  # timeframe (in secs) to series
+        Optional[datetime],  # first dt
+        Optional[datetime],  # last dt
+    ]:
+
+        first_tsdb_dt, last_tsdb_dt = None, None
+        tsdb_arrays = await self.read_ohlcv(fqsn)
+        log.info(f'Loaded tsdb history {tsdb_arrays}')
+
+        if tsdb_arrays:
+            fastest = list(tsdb_arrays.values())[0]
+            times = fastest['Epoch']
+            first, last = times[0], times[-1]
+            first_tsdb_dt, last_tsdb_dt = map(
+                pendulum.from_timestamp, [first, last]
+            )
+
+        return tsdb_arrays, first_tsdb_dt, last_tsdb_dt
+
+    async def read_ohlcv(
+        self,
+        fqsn: str,
+        timeframe: Optional[Union[int, str]] = None,
+        end: Optional[int] = None,
+
+    ) -> tuple[
+        MarketstoreClient,
+        Union[dict, np.ndarray]
+    ]:
+        client = self.client
+        syms = await client.list_symbols()
+
+        if fqsn not in syms:
+            return {}
+
+        tfstr = tf_in_1s[1]
+
+        params = Params(
+            symbols=fqsn,
+            timeframe=tfstr,
+            attrgroup='OHLCV',
+            end=end,
+            # limit_from_start=True,
+
+            # TODO: figure the max limit here given the
+            # ``purepc`` msg size limit of purerpc: 33554432
+            limit=int(800e3),
+        )
+
+        if timeframe is None:
+            log.info(f'starting {fqsn} tsdb granularity scan..')
+            # loop through and try to find highest granularity
+            for tfstr in tf_in_1s.values():
+                try:
+                    log.info(f'querying for {tfstr}@{fqsn}')
+                    params.set('timeframe', tfstr)
+                    result = await client.query(params)
+                    break
+
+                except purerpc.grpclib.exceptions.UnknownError:
+                    # XXX: this is already logged by the container and
+                    # thus shows up through `marketstored` logs relay.
+                    # log.warning(f'{tfstr}@{fqsn} not found')
+                    continue
+            else:
+                return {}
+
+        else:
+            result = await client.query(params)
+
+        # TODO: it turns out column access on recarrays is actually slower:
+        # https://jakevdp.github.io/PythonDataScienceHandbook/02.09-structured-data-numpy.html#RecordArrays:-Structured-Arrays-with-a-Twist
+        # it might make sense to make these structured arrays?
+        # Fill out a `numpy` array-results map
+        arrays = {}
+        for fqsn, data_set in result.by_symbols().items():
+            arrays.setdefault(fqsn, {})[
+                tf_in_1s.inverse[data_set.timeframe]
+            ] = data_set.array
+
+        return arrays[fqsn][timeframe] if timeframe else arrays[fqsn]
+
+    async def delete_ts(
+        self,
+        key: str,
+        timeframe: Optional[Union[int, str]] = None,
+
+    ) -> bool:
+
+        client = self.client
+        syms = await client.list_symbols()
+        print(syms)
+        # if key not in syms:
+        #     raise KeyError(f'`{fqsn}` table key not found?')
+
+        return await client.destroy(tbk=key)
+
+    async def write_ohlcv(
+        self,
+        fqsn: str,
+        ohlcv: np.ndarray,
+        append_and_duplicate: bool = True,
+        limit: int = int(800e3),
+
+    ) -> None:
+        # build mkts schema compat array for writing
+        mkts_dt = np.dtype(_ohlcv_dt)
+        mkts_array = np.zeros(
+            len(ohlcv),
+            dtype=mkts_dt,
+        )
+        # copy from shm array (yes it's this easy):
+        # https://numpy.org/doc/stable/user/basics.rec.html#assignment-from-other-structured-arrays
+        mkts_array[:] = ohlcv[[
+            'time',
+            'open',
+            'high',
+            'low',
+            'close',
+            'volume',
+        ]]
+
+        m, r = divmod(len(mkts_array), limit)
+
+        for i in range(m, 1):
+            to_push = mkts_array[i-1:i*limit]
+
+            # write to db
+            resp = await self.client.write(
+                to_push,
+                tbk=f'{fqsn}/1Sec/OHLCV',
+
+                # NOTE: will will append duplicates
+                # for the same timestamp-index.
+                # TODO: pre deduplicate?
+                isvariablelength=append_and_duplicate,
+            )
+
+            log.info(
+                f'Wrote {mkts_array.size} datums to tsdb\n'
+            )
+
+            for resp in resp.responses:
+                err = resp.error
+                if err:
+                    raise MarketStoreError(err)
+
+        if r:
+            to_push = mkts_array[m*limit:]
+
+            # write to db
+            resp = await self.client.write(
+                to_push,
+                tbk=f'{fqsn}/1Sec/OHLCV',
+
+                # NOTE: will will append duplicates
+                # for the same timestamp-index.
+                # TODO: pre deduplicate?
+                isvariablelength=append_and_duplicate,
+            )
+
+            log.info(
+                f'Wrote {mkts_array.size} datums to tsdb\n'
+            )
+
+            for resp in resp.responses:
+                err = resp.error
+                if err:
+                    raise MarketStoreError(err)
+
+
+@acm
+async def open_storage_client(
+    fqsn: str,
+    period: Optional[Union[int, str]] = None,  # in seconds
+
+) -> tuple[Storage, dict[str, np.ndarray]]:
+    '''
+    Load a series by key and deliver in ``numpy`` struct array format.
+
+    '''
+    async with (
+        # eventually a storage backend endpoint
+        get_client() as client,
+    ):
+        # slap on our wrapper api
+        yield Storage(client)
+
+
+async def tsdb_history_update(
+    fqsn: Optional[str] = None,
+
+) -> list[str]:
+
+    # TODO: real-time dedicated task for ensuring
+    # history consistency between the tsdb, shm and real-time feed..
+
+    # update sequence design notes:
+
+    # - load existing highest frequency data from mkts
+    #   * how do we want to offer this to the UI?
+    #    - lazy loading?
+    #    - try to load it all and expect graphics caching/diffing
+    #      to  hide extra bits that aren't in view?
+
+    # - compute the diff between latest data from broker and shm
+    #   * use sql api in mkts to determine where the backend should
+    #     start querying for data?
+    #   * append any diff with new shm length
+    #   * determine missing (gapped) history by scanning
+    #   * how far back do we look?
+
+    # - begin rt update ingest and aggregation
+    #   * could start by always writing ticks to mkts instead of
+    #     worrying about a shm queue for now.
+    #   * we have a short list of shm queues worth groking:
+    #     - https://github.com/pikers/piker/issues/107
+    #   * the original data feed arch blurb:
+    #     - https://github.com/pikers/piker/issues/98
+    #
+    profiler = pg.debug.Profiler(
+        disabled=False,  # not pg_profile_enabled(),
+        delayed=False,
+    )
+
+    async with (
+        open_storage_client(fqsn) as storage,
+
+        maybe_open_feed(
+            [fqsn],
+            start_stream=False,
+
+        ) as (feed, stream),
+    ):
+        profiler(f'opened feed for {fqsn}')
+
+        to_append = feed.shm.array
+        to_prepend = None
+
+        if fqsn:
+            symbol = feed.symbols.get(fqsn)
+            if symbol:
+                fqsn = symbol.front_fqsn()
+
+            # diff db history with shm and only write the missing portions
+            ohlcv = feed.shm.array
+
+            # TODO: use pg profiler
+            tsdb_arrays = await storage.read_ohlcv(fqsn)
+            # hist diffing
+            if tsdb_arrays:
+                onesec = tsdb_arrays[1]
+
+                # these aren't currently used but can be referenced from
+                # within the embedded ipython shell below.
+                to_append = ohlcv[ohlcv['time'] > onesec['Epoch'][-1]]
+                to_prepend = ohlcv[ohlcv['time'] < onesec['Epoch'][0]]
+
+            profiler('Finished db arrays diffs')
+
+        syms = await storage.client.list_symbols()
+        log.info(f'Existing tsdb symbol set:\n{pformat(syms)}')
+        profiler(f'listed symbols {syms}')
+
+        # TODO: ask if user wants to write history for detected
+        # available shm buffers?
+        from tractor.trionics import ipython_embed
+        await ipython_embed()
+
+        # for array in [to_append, to_prepend]:
+        #     if array is None:
+        #         continue
+
+        #     log.info(
+        #         f'Writing datums {array.size} -> to tsdb from shm\n'
+        #     )
+        #     await storage.write_ohlcv(fqsn, array)
+
+        # profiler('Finished db writes')
 
 
 async def ingest_quote_stream(
-    symbols: List[str],
+    symbols: list[str],
     brokername: str,
     tries: int = 1,
     loglevel: str = None,
+
 ) -> None:
-    """Ingest a broker quote stream into marketstore in (sampled) tick format.
+    '''
-    """
+    Ingest a broker quote stream into a ``marketstore`` tsdb.
-    async with open_feed(
-        brokername,
-        symbols,
-        loglevel=loglevel,
-    ) as (first_quotes, qstream):
 
-        quote_cache = first_quotes.copy()
+    '''
+    async with (
+        maybe_open_feed(brokername, symbols, loglevel=loglevel) as feed,
+        get_client() as ms_client,
+    ):
+        async for quotes in feed.stream:
+            log.info(quotes)
+            for symbol, quote in quotes.items():
+                for tick in quote.get('ticks', ()):
+                    ticktype = tick.get('type', 'n/a')
 
-        async with get_client() as ms_client:
+            # techtonic tick write
+            array = quote_to_marketstore_structarray({
+                'IsTrade': 1 if ticktype == 'trade' else 0,
+                'IsBid': 1 if ticktype in ('bid', 'bsize') else 0,
+                'Price': tick.get('price'),
+                'Size': tick.get('size')
+            }, last_fill=quote.get('broker_ts', None))
 
-            # start ingest to marketstore
+            await ms_client.write(array, _tick_tbk)
-            async for quotes in qstream:
-                log.info(quotes)
-                for symbol, quote in quotes.items():
 
-                    # remap tick strs to ints
+            # LEGACY WRITE LOOP (using old tick dt)
-                    quote['tick'] = _tick_map[quote.get('tick', 'Equal')]
+            # quote_cache = {
+            #     'size': 0,
+            #     'tick': 0
+            # }
 
-                    # check for volume update (i.e. did trades happen
+            # async for quotes in qstream:
-                    # since last quote)
+            #     log.info(quotes)
-                    new_vol = quote.get('volume', None)
+            #     for symbol, quote in quotes.items():
-                    if new_vol is None:
-                        log.debug(f"No fills for {symbol}")
-                        if new_vol == quote_cache.get('volume'):
-                            # should never happen due to field diffing
-                            # on sender side
-                            log.error(
-                                f"{symbol}: got same volume as last quote?")
 
-                    quote_cache.update(quote)
+            #         # remap tick strs to ints
+            #         quote['tick'] = _tick_map[quote.get('tick', 'Equal')]
 
-                    a = quote_to_marketstore_structarray(
+            #         # check for volume update (i.e. did trades happen
-                        quote,
+            #         # since last quote)
-                        # TODO: check this closer to the broker query api
+            #         new_vol = quote.get('volume', None)
-                        last_fill=quote.get('fill_time', '')
+            #         if new_vol is None:
-                    )
+            #             log.debug(f"No fills for {symbol}")
-                    await ms_client.write(symbol, a)
+            #             if new_vol == quote_cache.get('volume'):
+            #                 # should never happen due to field diffing
+            #                 # on sender side
+            #                 log.error(
+            #                     f"{symbol}: got same volume as last quote?")
+
+            #         quote_cache.update(quote)
+
+            #         a = quote_to_marketstore_structarray(
+            #             quote,
+            #             # TODO: check this closer to the broker query api
+            #             last_fill=quote.get('fill_time', '')
+            #         )
+            #         await ms_client.write(symbol, a)
 
 
 async def stream_quotes(
-    symbols: List[str],
+    symbols: list[str],
     host: str = 'localhost',
     port: int = 5993,
     diff_cached: bool = True,
     loglevel: str = None,
+
 ) -> None:
-    """Open a symbol stream from a running instance of marketstore and
+    '''
+    Open a symbol stream from a running instance of marketstore and
     log to console.
-    """
+
+    '''
     # XXX: required to propagate ``tractor`` loglevel to piker logging
     get_console_log(loglevel or tractor.current_actor().loglevel)
 
-    tbks: Dict[str, str] = {sym: f"{sym}/*/*" for sym in symbols}
+    tbks: dict[str, str] = {sym: f"{sym}/*/*" for sym in symbols}
 
     async with open_websocket_url(f'ws://{host}:{port}/ws') as ws:
         # send subs topics to server
@@ -271,7 +758,7 @@ async def stream_quotes(
         )
         log.info(resp)
 
-        async def recv() -> Dict[str, Any]:
+        async def recv() -> dict[str, Any]:
             return msgpack.loads((await ws.get_message()), encoding='utf-8')
 
         streams = (await recv())['streams']

piker/fsp/_momo.py

@@ -167,6 +167,7 @@ def _wma(
 
     assert length == len(weights)
 
+    # lol, for long sequences this is nutso slow and expensive..
     return np.convolve(signal, weights, 'valid')
 
 

piker/fsp/_volume.py

@@ -309,7 +309,7 @@ async def flow_rates(
 
         if period > 1:
             trade_rate_wma = _wma(
-                dvlm_shm.array['trade_count'],
+                dvlm_shm.array['trade_count'][-period:],
                 period,
                 weights=weights,
             )
@@ -332,7 +332,7 @@ async def flow_rates(
 
         if period > 1:
             dark_trade_rate_wma = _wma(
-                dvlm_shm.array['dark_trade_count'],
+                dvlm_shm.array['dark_trade_count'][-period:],
                 period,
                 weights=weights,
             )

piker/ui/_cursor.py

@@ -191,6 +191,9 @@ class ContentsLabel(pg.LabelItem):
 
         self.setText(
             "<b>i</b>:{index}<br/>"
+            # NB: these fields must be indexed in the correct order via
+            # the slice syntax below.
+            "<b>epoch</b>:{}<br/>"
             "<b>O</b>:{}<br/>"
             "<b>H</b>:{}<br/>"
             "<b>L</b>:{}<br/>"
@@ -198,7 +201,15 @@ class ContentsLabel(pg.LabelItem):
             "<b>V</b>:{}<br/>"
             "<b>wap</b>:{}".format(
                 *array[index - first][
-                    ['open', 'high', 'low', 'close', 'volume', 'bar_wap']
+                    [
+                        'time',
+                        'open',
+                        'high',
+                        'low',
+                        'close',
+                        'volume',
+                        'bar_wap',
+                    ]
                 ],
                 name=name,
                 index=index,
@@ -295,7 +306,8 @@ class ContentsLabels:
 
 
 class Cursor(pg.GraphicsObject):
-    '''Multi-plot cursor for use on a ``LinkedSplits`` chart (set).
+    '''
+    Multi-plot cursor for use on a ``LinkedSplits`` chart (set).
 
     '''
     def __init__(
@@ -310,7 +322,7 @@ class Cursor(pg.GraphicsObject):
 
         self.linked = linkedsplits
         self.graphics: dict[str, pg.GraphicsObject] = {}
-        self.plots: List['PlotChartWidget'] = []  # type: ignore # noqa
+        self.plots: list['PlotChartWidget'] = []  # type: ignore # noqa
         self.active_plot = None
         self.digits: int = digits
         self._datum_xy: tuple[int, float] = (0, 0)
@@ -439,7 +451,10 @@ class Cursor(pg.GraphicsObject):
         if plot.linked.xaxis_chart is plot:
             xlabel = self.xaxis_label = XAxisLabel(
                 parent=self.plots[plot_index].getAxis('bottom'),
-                # parent=self.plots[plot_index].pi_overlay.get_axis(plot.plotItem, 'bottom'),
+                # parent=self.plots[plot_index].pi_overlay.get_axis(
+                #     plot.plotItem, 'bottom'
+                # ),
+
                 opacity=_ch_label_opac,
                 bg_color=self.label_color,
             )

piker/ui/_display.py

@@ -29,6 +29,7 @@ from typing import Optional, Any, Callable
 import numpy as np
 import tractor
 import trio
+import pendulum
 import pyqtgraph as pg
 
 from .. import brokers
@@ -47,6 +48,7 @@ from ._fsp import (
     open_vlm_displays,
 )
 from ..data._sharedmem import ShmArray
+from ..data._source import tf_in_1s
 from ._forms import (
     FieldsForm,
     mk_order_pane_layout,
@@ -398,9 +400,11 @@ def graphics_update_cycle(
             )
 
             if (
-                (xpx < update_uppx or i_diff > 0)
+                (
+                    xpx < update_uppx or i_diff > 0
+                    and liv
+                )
                 or trigger_all
-                and liv
             ):
                 # TODO: make it so this doesn't have to be called
                 # once the $vlm is up?
@@ -494,6 +498,7 @@ def graphics_update_cycle(
         if (
             xpx < update_uppx
             or i_diff > 0
+            or trigger_all
         ):
             chart.update_graphics_from_array(
                 chart.name,
@@ -599,7 +604,7 @@ def graphics_update_cycle(
                     yrange=(mn, mx),
                 )
 
-        vars['last_mx'], vars['last_mn'] = mx, mn
+            vars['last_mx'], vars['last_mn'] = mx, mn
 
         # run synchronous update on all linked flows
         for curve_name, flow in chart._flows.items():
@@ -661,11 +666,17 @@ async def display_symbol_data(
         symbol = feed.symbols[sym]
         fqsn = symbol.front_fqsn()
 
+        times = bars['time']
+        end = pendulum.from_timestamp(times[-1])
+        start = pendulum.from_timestamp(times[times != times[-1]][-1])
+        step_size_s = (end - start).seconds
+        tf_key = tf_in_1s[step_size_s]
+
         # load in symbol's ohlc data
         godwidget.window.setWindowTitle(
             f'{fqsn} '
             f'tick:{symbol.tick_size} '
-            f'step:1s '
+            f'step:{tf_key} '
         )
 
         linked = godwidget.linkedsplits

requirements.txt

@@ -7,3 +7,7 @@
 # pin this to a dev branch that we have more control over especially
 # as more graphics stuff gets hashed out.
 -e git+https://github.com/pikers/pyqtgraph.git@piker_pin#egg=pyqtgraph
+
+
+# our async client for ``marketstore`` (the tsdb)
+-e git+https://github.com/pikers/anyio-marketstore.git@master#egg=anyio-marketstore

scripts/ib_data_reset.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for piker0)
+# Copyright (C) Tyler Goodlet (in stewardship for pikers)
 
 # This program is free software: you can redistribute it and/or modify
 # it under the terms of the GNU Affero General Public License as published by
@@ -30,11 +30,13 @@ orig_win_id = t.find_focused().window
 # for tws
 win_names: list[str] = [
     'Interactive Brokers',  # tws running in i3
-    'IB Gateway.',  # gw running in i3
+    'IB Gateway',  # gw running in i3
+    # 'IB',  # gw running in i3 (newer version?)
 ]
 
 for name in win_names:
-    results = t.find_named(name)
+    results = t.find_titled(name)
+    print(f'results for {name}: {results}')
     if results:
         con = results[0]
         print(f'Resetting data feed for {name}')
@@ -47,22 +49,32 @@ for name in win_names:
         # https://github.com/rr-/pyxdotool
         # https://github.com/ShaneHutter/pyxdotool
         # https://github.com/cphyc/pyxdotool
-        subprocess.call([
-            'xdotool',
-            'windowactivate', '--sync', win_id,
 
-            # move mouse to bottom left of window (where there should
+        # TODO: only run the reconnect (2nd) kc on a detected
-            # be nothing to click).
+        # disconnect?
-            'mousemove_relative', '--sync', str(w-4), str(h-4),
+        for key_combo, timeout in [
+            # only required if we need a connection reset.
+            # ('ctrl+alt+r', 12),
+            # data feed reset.
+            ('ctrl+alt+f', 6)
+        ]:
+            subprocess.call([
+                'xdotool',
+                'windowactivate', '--sync', win_id,
 
-            # NOTE: we may need to stick a `--retry 3` in here..
+                # move mouse to bottom left of window (where there should
-            'click', '--window', win_id, '--repeat', '3', '1',
+                # be nothing to click).
+                'mousemove_relative', '--sync', str(w-4), str(h-4),
 
-            # hackzorzes
+                # NOTE: we may need to stick a `--retry 3` in here..
-            'key', 'ctrl+alt+f',
+                'click', '--window', win_id,
-            ],
+                '--repeat', '3', '1',
-            timeout=1,
+
-        )
+                # hackzorzes
+                'key', key_combo,
+                ],
+                timeout=timeout,
+            )
 
 # re-activate and focus original window
 subprocess.call([

setup.py

@@ -77,6 +77,14 @@ setup(
         # tsdbs
         'pymarketstore',
     ],
+    extras_require={
+
+        # serialization
+        'tsdb': [
+            'docker',
+        ],
+
+    },
     tests_require=['pytest'],
     python_requires=">=3.9",  # literally for ``datetime.datetime.fromisoformat``...
     keywords=["async", "trading", "finance", "quant", "charting"],