Make the data feed layer "fqsn" aware

In order to support instruments with lifetimes (aka derivatives) we need
generally need special symbol annotations which detail such meta data
(such as `MNQ.GLOBEX.20220717` for daq futes). Further there is really
no reason for the public api for this feed layer to care about getting
a special "brokername" field since generally the data is coming directly
from UIs (eg. search selection) so we might as well accept a fqsn (fully
qualified symbol name) which includes the broker name; for now a suffix
like `'.ib'`. We may change this schema (soon) but this at least gets us
to a point where we expect the full name including broker/provider.

An additional detail: for certain "generic" symbol names (like for
futes) we will pull a so called "front contract" and map this to
a specific fqsn underneath, so there is a double (cached) entry for that
entry such that other consumers can use it the same way if desired.

Some other machinery changes:
- expect the `stream_quotes()` endpoint to deliver it's `.started()` msg
  almost immediately since we now need it deliver any fqsn asap (yes
  this means the ep should no longer wait on a "live" first quote and
  instead deliver what quote data it can right away.
- expect the quotes ohlc sampler task to add in the broker name before
  broadcast to remote (actor) consumers since the backend isn't (yet)
  expected to do that add in itself.
- obviously we start using all the new fqsn related `Symbol` apis

piker/data/feed.py

@@ -50,9 +50,8 @@ from ._sharedmem import (
 from .ingest import get_ingestormod
 from ._source import (
     base_iohlc_dtype,
-    mk_symbol,
     Symbol,
-    mk_fqsn,
+    uncons_fqsn,
 )
 from ..ui import _search
 from ._sampling import (
@@ -192,7 +191,7 @@ async def _setup_persistent_brokerd(
 async def manage_history(
     mod: ModuleType,
     bus: _FeedsBus,
-    symbol: str,
+    fqsn: str,
     some_data_ready: trio.Event,
     feed_is_live: trio.Event,
 
@@ -206,8 +205,6 @@ async def manage_history(
     buffer.
 
     '''
-    fqsn = mk_fqsn(mod.name, symbol)
-
     # (maybe) allocate shm array for this broker/symbol which will
     # be used for fast near-term history capture and processing.
     shm, opened = maybe_open_shm_array(
@@ -226,7 +223,7 @@ async def manage_history(
         # 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, symbol, shm)
+        _ = await bus.nursery.start(mod.backfill_bars, fqsn, shm)
 
     # yield back after client connect with filled shm
     task_status.started(shm)
@@ -285,8 +282,6 @@ async def allocate_persistent_feed(
     except ImportError:
         mod = get_ingestormod(brokername)
 
-    fqsn = mk_fqsn(brokername, symbol)
-
     # mem chan handed to broker backend so it can push real-time
     # quotes to this task for sampling and history storage (see below).
     send, quote_stream = trio.open_memory_channel(10)
@@ -295,28 +290,9 @@ async def allocate_persistent_feed(
     some_data_ready = trio.Event()
     feed_is_live = trio.Event()
 
-    # run 2 tasks:
-    # - a history loader / maintainer
-    # - a real-time streamer which consumers and sends new data to any
-    #   consumers as well as writes to storage backends (as configured).
-
-    # XXX: neither of these will raise but will cause an inf hang due to:
-    # https://github.com/python-trio/trio/issues/2258
-    # bus.nursery.start_soon(
-    # await bus.start_task(
-
-    shm = await bus.nursery.start(
-        manage_history,
-        mod,
-        bus,
-        symbol,
-        some_data_ready,
-        feed_is_live,
-    )
-
     # establish broker backend quote stream by calling
     # ``stream_quotes()``, which is a required broker backend endpoint.
-    init_msg, first_quotes = await bus.nursery.start(
+    init_msg, first_quote = await bus.nursery.start(
         partial(
             mod.stream_quotes,
             send_chan=send,
@@ -325,11 +301,38 @@ async def allocate_persistent_feed(
             loglevel=loglevel,
         )
     )
+    # the broker-specific fully qualified symbol name
+    bfqsn = init_msg[symbol]['fqsn']
+
+    # HISTORY, run 2 tasks:
+    # - a history loader / maintainer
+    # - a real-time streamer which consumers and sends new data to any
+    #   consumers as well as writes to storage backends (as configured).
+
+    # XXX: neither of these will raise but will cause an inf hang due to:
+    # https://github.com/python-trio/trio/issues/2258
+    # bus.nursery.start_soon(
+    # await bus.start_task(
+    shm = await bus.nursery.start(
+        manage_history,
+        mod,
+        bus,
+        bfqsn,
+        some_data_ready,
+        feed_is_live,
+    )
 
     # we hand an IPC-msg compatible shm token to the caller so it
     # can read directly from the memory which will be written by
     # this task.
-    init_msg[symbol]['shm_token'] = shm.token
+    msg = init_msg[symbol]
+    msg['shm_token'] = shm.token
+
+    # true fqsn
+    fqsn = '.'.join((bfqsn, brokername))
+
+    # add a fqsn entry that includes the ``.<broker>`` suffix
+    init_msg[fqsn] = 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
@@ -342,8 +345,22 @@ async def allocate_persistent_feed(
     log.info(f'waiting on history to load: {fqsn}')
     await some_data_ready.wait()
 
-    bus.feeds[symbol.lower()] = (init_msg, first_quotes)
+    # append ``.<broker>`` suffix to each quote symbol
-    task_status.started((init_msg,  first_quotes))
+    bsym = symbol + f'.{brokername}'
+    generic_first_quotes = {
+        bsym: first_quote,
+        fqsn: first_quote,
+    }
+
+    bus.feeds[symbol] = bus.feeds[fqsn] = (
+        init_msg,
+        generic_first_quotes,
+    )
+    # for ambiguous names we simply apply the retreived
+    # feed to that name (for now).
+
+    # task_status.started((init_msg,  generic_first_quotes))
+    task_status.started()
 
     # backend will indicate when real-time quotes have begun.
     await feed_is_live.wait()
@@ -358,10 +375,11 @@ async def allocate_persistent_feed(
             bus,
             shm,
             quote_stream,
+            brokername,
             sum_tick_vlm
         )
     finally:
-        log.warning(f'{symbol}@{brokername} feed task terminated')
+        log.warning(f'{fqsn} feed task terminated')
 
 
 @tractor.context
@@ -394,25 +412,16 @@ async def open_feed_bus(
     assert 'brokerd' in tractor.current_actor().name
 
     bus = get_feed_bus(brokername)
-    bus._subscribers.setdefault(symbol, [])
-    fqsn = mk_fqsn(brokername, symbol)
-
-    entry = bus.feeds.get(symbol)
 
     # if no cached feed for this symbol has been created for this
     # brokerd yet, start persistent stream and shm writer task in
     # service nursery
+    entry = bus.feeds.get(symbol)
     if entry is None:
-        if not start_stream:
+        # allocate a new actor-local stream bus which
-            raise RuntimeError(
+        # will persist for this `brokerd`.
-                f'No stream feed exists for {fqsn}?\n'
-                f'You may need a `brokerd` started first.'
-            )
-
-        # allocate a new actor-local stream bus which will persist for
-        # this `brokerd`.
         async with bus.task_lock:
-            init_msg, first_quotes = await bus.nursery.start(
+            await bus.nursery.start(
                 partial(
                     allocate_persistent_feed,
 
@@ -434,9 +443,30 @@ async def open_feed_bus(
     # subscriber
     init_msg, first_quotes = bus.feeds[symbol]
 
+    msg = init_msg[symbol]
+    bfqsn = msg['fqsn']
+
+    # true fqsn
+    fqsn = '.'.join([bfqsn, brokername])
+    assert fqsn in first_quotes
+    assert bus.feeds[fqsn]
+
+    # broker-ambiguous symbol (provided on cli - eg. mnq.globex.ib)
+    bsym = symbol + f'.{brokername}'
+    assert bsym in first_quotes
+
+    # we use the broker-specific fqsn (bfqsn) for
+    # the sampler subscription since the backend isn't (yet)
+    # expected to append it's own name to the fqsn, so we filter
+    # on keys which *do not* include that name (e.g .ib) .
+    bus._subscribers.setdefault(bfqsn, [])
+
     # send this even to subscribers to existing feed?
     # deliver initial info message a first quote asap
-    await ctx.started((init_msg, first_quotes))
+    await ctx.started((
+        init_msg,
+        first_quotes,
+    ))
 
     if not start_stream:
         log.warning(f'Not opening real-time stream for {fqsn}')
@@ -449,14 +479,12 @@ async def open_feed_bus(
         # re-send to trigger display loop cycle (necessary especially
         # when the mkt is closed and no real-time messages are
         # expected).
-        await stream.send(first_quotes)
+        await stream.send({fqsn: first_quotes})
 
+        # open a bg task which receives quotes over a mem chan
+        # and only pushes them to the target actor-consumer at
+        # a max ``tick_throttle`` instantaneous rate.
         if tick_throttle:
-
-            # open a bg task which receives quotes over a mem chan
-            # and only pushes them to the target actor-consumer at
-            # a max ``tick_throttle`` instantaneous rate.
-
             send, recv = trio.open_memory_channel(2**10)
             cs = await bus.start_task(
                 uniform_rate_send,
@@ -469,12 +497,15 @@ async def open_feed_bus(
         else:
             sub = (stream, tick_throttle)
 
-        subs = bus._subscribers[symbol]
+        subs = bus._subscribers[bfqsn]
         subs.append(sub)
 
         try:
             uid = ctx.chan.uid
 
+            # ctrl protocol for start/stop of quote streams based on UI
+            # state (eg. don't need a stream when a symbol isn't being
+            # displayed).
             async for msg in stream:
 
                 if msg == 'pause':
@@ -499,7 +530,7 @@ async def open_feed_bus(
                 # n.cancel_scope.cancel()
                 cs.cancel()
             try:
-                bus._subscribers[symbol].remove(sub)
+                bus._subscribers[bfqsn].remove(sub)
             except ValueError:
                 log.warning(f'{sub} for {symbol} was already removed?')
 
@@ -625,10 +656,10 @@ async def install_brokerd_search(
 
 @asynccontextmanager
 async def open_feed(
-    brokername: str,
-    symbols: list[str],
-    loglevel: Optional[str] = None,
 
+    fqsns: list[str],
+
+    loglevel: Optional[str] = None,
     backpressure: bool = True,
     start_stream: bool = True,
     tick_throttle: Optional[float] = None,  # Hz
@@ -638,7 +669,10 @@ async def open_feed(
     Open a "data feed" which provides streamed real-time quotes.
 
     '''
-    sym = symbols[0].lower()
+    fqsn = fqsns[0].lower()
+
+    brokername, key, suffix = uncons_fqsn(fqsn)
+    bfqsn = fqsn.replace('.' + brokername, '')
 
     try:
         mod = get_brokermod(brokername)
@@ -659,7 +693,7 @@ async def open_feed(
         portal.open_context(
             open_feed_bus,
             brokername=brokername,
-            symbol=sym,
+            symbol=bfqsn,
             loglevel=loglevel,
             start_stream=start_stream,
             tick_throttle=tick_throttle,
@@ -676,9 +710,10 @@ async def open_feed(
     ):
         # we can only read from shm
         shm = attach_shm_array(
-            token=init_msg[sym]['shm_token'],
+            token=init_msg[bfqsn]['shm_token'],
             readonly=True,
         )
+        assert fqsn in first_quotes
 
         feed = Feed(
             name=brokername,
@@ -691,17 +726,15 @@ async def open_feed(
         )
 
         for sym, data in init_msg.items():
-
             si = data['symbol_info']
-
+            fqsn = data['fqsn'] + f'.{brokername}'
-            symbol = mk_symbol(
+            symbol = Symbol.from_fqsn(
-                key=sym,
+                fqsn,
-                type_key=si.get('asset_type', 'forex'),
+                info=si,
-                tick_size=si.get('price_tick_size', 0.01),
-                lot_tick_size=si.get('lot_tick_size', 0.0),
             )
-            symbol.broker_info[brokername] = si
 
+            # symbol.broker_info[brokername] = si
+            feed.symbols[fqsn] = symbol
             feed.symbols[sym] = symbol
 
             # cast shm dtype to list... can't member why we need this
@@ -725,8 +758,7 @@ async def open_feed(
 @asynccontextmanager
 async def maybe_open_feed(
 
-    brokername: str,
+    fqsns: list[str],
-    symbols: list[str],
     loglevel: Optional[str] = None,
 
     **kwargs,
@@ -738,13 +770,12 @@ async def maybe_open_feed(
     in a tractor broadcast receiver.
 
     '''
-    sym = symbols[0].lower()
+    fqsn = fqsns[0]
 
     async with maybe_open_context(
         acm_func=open_feed,
         kwargs={
-            'brokername': brokername,
+            'fqsns': fqsns,
-            'symbols': [sym],
             'loglevel': loglevel,
             'tick_throttle': kwargs.get('tick_throttle'),
 
@@ -752,11 +783,11 @@ async def maybe_open_feed(
             'backpressure': kwargs.get('backpressure', True),
             'start_stream': kwargs.get('start_stream', True),
         },
-        key=sym,
+        key=fqsn,
     ) as (cache_hit, feed):
 
         if cache_hit:
-            log.info(f'Using cached feed for {brokername}.{sym}')
+            log.info(f'Using cached feed for {fqsn}')
             # add a new broadcast subscription for the quote stream
             # if this feed is likely already in use
             async with feed.stream.subscribe() as bstream: