ib: rename lingering fqsn -> fqme

piker/brokers/ib/api.py

@@ -500,7 +500,7 @@ class Client:
                 # nested dataclass we probably don't need and that won't
                 # IPC serialize..
                 d.secIdList = ''
-                key, calc_price = con2fqsn(d.contract)
+                key, calc_price = con2fqme(d.contract)
                 details[key] = d
 
         return details
@@ -656,7 +656,7 @@ class Client:
             self._cons[conid] = con
             return con
 
-    def parse_patt2fqsn(
+    def parse_patt2fqme(
         self,
         pattern: str,
 
@@ -721,7 +721,7 @@ class Client:
     ) -> Contract:
 
         if pattern is not None:
-            symbol, currency, exch, expiry = self.parse_patt2fqsn(
+            symbol, currency, exch, expiry = self.parse_patt2fqme(
                 pattern,
             )
             sectype = ''
@@ -1074,7 +1074,7 @@ class Client:
         return self.ib.positions(account=account)
 
 
-def con2fqsn(
+def con2fqme(
     con: Contract,
     _cache: dict[int, (str, bool)] = {}
 
@@ -1140,12 +1140,12 @@ def con2fqsn(
     if expiry:
         suffix += f'.{expiry}'
 
-    fqsn_key = symbol.lower()
+    fqme_key = symbol.lower()
     if suffix:
-        fqsn_key = '.'.join((fqsn_key, suffix)).lower()
+        fqme_key = '.'.join((fqme_key, suffix)).lower()
 
-    _cache[con.conId] = fqsn_key, calc_price
-    return fqsn_key, calc_price
+    _cache[con.conId] = fqme_key, calc_price
+    return fqme_key, calc_price
 
 
 # per-actor API ep caching

piker/brokers/ib/broker.py

@@ -81,7 +81,7 @@ from piker.accounting import (
 )
 from .api import (
     _accounts2clients,
-    con2fqsn,
+    con2fqme,
     log,
     get_config,
     open_client_proxies,
@@ -100,7 +100,7 @@ def pack_position(
 ]:
 
     con = pos.contract
-    fqsn, calc_price = con2fqsn(con)
+    fqme, calc_price = con2fqme(con)
 
     # TODO: options contracts into a sane format..
     return (
@@ -108,7 +108,7 @@ def pack_position(
         BrokerdPosition(
             broker='ib',
             account=pos.account,
-            symbol=fqsn,
+            symbol=fqme,
             currency=con.currency,
             size=float(pos.position),
             avg_price=float(pos.avgCost) / float(con.multiplier or 1.0),
@@ -468,11 +468,11 @@ async def aggr_open_orders(
 
         # TODO: in the case of the SMART venue (aka ib's
         # router-clearing sys) we probably should handle
-        # showing such orders overtop of the fqsn for the
+        # showing such orders overtop of the fqme for the
         # primary exchange, how to map this easily is going
         # to be a bit tricky though?
         deats = await proxy.con_deats(contracts=[con])
-        fqsn = list(deats)[0]
+        fqme = list(deats)[0]
 
         reqid = order.orderId
 
@@ -490,7 +490,7 @@ async def aggr_open_orders(
                 action=action,
                 exec_mode='live',
                 oid=str(reqid),
-                symbol=fqsn,
+                symbol=fqme,
                 account=accounts_def.inverse[order.account],
                 price=order.lmtPrice,
                 size=size,
@@ -1224,7 +1224,7 @@ def norm_trade_records(
         elif asset_type == 'STK':
             asset_type: str = 'stock'
 
-        # try to build out piker fqsn from record.
+        # try to build out piker fqme from record.
         expiry = (
             record.get('lastTradeDateOrContractMonth')
             or record.get('expiry')

piker/brokers/ib/feed.py

@@ -50,7 +50,7 @@ from .._util import (
 )
 from .api import (
     # _adhoc_futes_set,
-    con2fqsn,
+    con2fqme,
     log,
     load_aio_clients,
     ibis,
@@ -708,7 +708,7 @@ def normalize(
 
     # check for special contract types
     con = ticker.contract
-    fqme, calc_price = con2fqsn(con)
+    fqme, calc_price = con2fqme(con)
 
     # convert named tuples to dicts so we send usable keys
     new_ticks = []
@@ -823,7 +823,8 @@ async def get_mkt_info(
         # then we'll get a `MNQUSD` request for history data..
         # we need to figure out how we're going to handle this (later?)
         # but likely we want all backends to eventually handle
-        # ``dst/src.venue.`` style?
+        # ``dst/src.venue.`` style !?
+
         # src=Asset(
         #     name=str(con.currency),
         #     atype='fiat',