Invert data provider's OHLCV field defs

Turns out the reason we were originally making the `time: float` column in our
ohlcv arrays was bc that's what **only** ib uses XD (and/or 🤦)

Instead we changed the default field type to be an `int` (which is also
more correct to avoid `float` rounding/precision discrepancies) and thus
**do not need to override it** in all other (crypto) backends (except
`ib`). Now we only do the customization (via `._ohlc_dtype`) to `float`
only for `ib` for now (though pretty sure we can also not do that
eventually as well..)!

piker/brokers/binance.py

@@ -58,9 +58,10 @@ from ._util import (
     log,
     get_console_log,
 )
-from ..data.types import Struct
+from piker.data.types import Struct
-from ..data.validate import FeedInit
+from piker.data.validate import FeedInit
-from ..data._web_bs import (
+from piker.data import def_iohlcv_fields
+from piker.data._web_bs import (
     open_autorecon_ws,
     NoBsWs,
 )
@@ -70,30 +71,21 @@ _url = 'https://api.binance.com'
 
 
 # Broker specific ohlc schema (rest)
-_ohlc_dtype = [
+# XXX TODO? some additional fields are defined in the docs:
-    ('index', int),
+# https://binance-docs.github.io/apidocs/spot/en/#kline-candlestick-data
-    ('time', int),
-    ('open', float),
-    ('high', float),
-    ('low', float),
-    ('close', float),
-    ('volume', float),
-    ('bar_wap', float),  # will be zeroed by sampler if not filled
-
-    # XXX: some additional fields are defined in the docs:
-    # https://binance-docs.github.io/apidocs/spot/en/#kline-candlestick-data
 
+# _ohlc_dtype = [
     # ('close_time', int),
     # ('quote_vol', float),
     # ('num_trades', int),
     # ('buy_base_vol', float),
     # ('buy_quote_vol', float),
     # ('ignore', float),
-]
+# ]
 
 # UI components allow this to be declared such that additional
 # (historical) fields can be exposed.
-ohlc_dtype = np.dtype(_ohlc_dtype)
+# ohlc_dtype = np.dtype(_ohlc_dtype)
 
 _show_wap_in_history = False
 
@@ -330,7 +322,7 @@ class Client:
             bar.typecast()
 
             row = []
-            for j, (name, ftype) in enumerate(_ohlc_dtype[1:]):
+            for j, (name, ftype) in enumerate(def_iohlcv_fields[1:]):
 
                 # TODO: maybe we should go nanoseconds on all
                 # history time stamps?
@@ -343,7 +335,10 @@ class Client:
 
             new_bars.append((i,) + tuple(row))
 
-        array = np.array(new_bars, dtype=_ohlc_dtype) if as_np else bars
+        array = np.array(
+            new_bars,
+            dtype=def_iohlcv_fields,
+        ) if as_np else bars
         return array
 
 

piker/brokers/deribit/api.py

@@ -18,43 +18,33 @@
 Deribit backend.
 
 '''
-import json
-import time
 import asyncio
-
+from contextlib import (
-from contextlib import asynccontextmanager as acm, AsyncExitStack
+    asynccontextmanager as acm,
-from functools import partial
+)
 from datetime import datetime
-from typing import Any, Optional, Iterable, Callable
+from functools import partial
-
+import time
-import pendulum
+from typing import (
-import asks
+    Any,
-import trio
+    Optional,
-from trio_typing import Nursery, TaskStatus
+    Callable,
-from fuzzywuzzy import process as fuzzy
-import numpy as np
-
-from piker.data.types import Struct
-from piker.data._web_bs import (
-    NoBsWs,
-    open_autorecon_ws,
-    open_jsonrpc_session
 )
 
-from .._util import resproc
+import pendulum
-
+import trio
-from piker import config
+from trio_typing import TaskStatus
-from piker.log import get_logger
+from fuzzywuzzy import process as fuzzy
-
+import numpy as np
 from tractor.trionics import (
     broadcast_receiver,
-    BroadcastReceiver,
     maybe_open_context
 )
 from tractor import to_asyncio
-
+# XXX WOOPS XD
+# yeah you'll need to install it since it was removed in #489 by
+# accident; well i thought we had removed all usage..
 from cryptofeed import FeedHandler
-
 from cryptofeed.defines import (
     DERIBIT,
     L1_BOOK, TRADES,
@@ -62,6 +52,17 @@ from cryptofeed.defines import (
 )
 from cryptofeed.symbols import Symbol
 
+from piker.data.types import Struct
+from piker.data import def_iohlcv_fields
+from piker.data._web_bs import (
+    open_jsonrpc_session
+)
+
+
+from piker import config
+from piker.log import get_logger
+
+
 log = get_logger(__name__)
 
 
@@ -75,19 +76,6 @@ _ws_url = 'wss://www.deribit.com/ws/api/v2'
 _testnet_ws_url = 'wss://test.deribit.com/ws/api/v2'
 
 
-# Broker specific ohlc schema (rest)
-_ohlc_dtype = [
-    ('index', int),
-    ('time', int),
-    ('open', float),
-    ('high', float),
-    ('low', float),
-    ('close', float),
-    ('volume', float),
-    ('bar_wap', float),  # will be zeroed by sampler if not filled
-]
-
-
 class JSONRPCResult(Struct):
     jsonrpc: str = '2.0'
     id: int
@@ -405,7 +393,7 @@ class Client:
 
             new_bars.append((i,) + tuple(row))
 
-        array = np.array(new_bars, dtype=_ohlc_dtype) if as_np else klines
+        array = np.array(new_bars, dtype=def_iohlcv_fields) if as_np else klines
         return array
 
     async def last_trades(

piker/brokers/deribit/feed.py

@@ -39,7 +39,6 @@ from piker.brokers._util import (
 )
 
 from cryptofeed import FeedHandler
-
 from cryptofeed.defines import (
     DERIBIT, L1_BOOK, TRADES, OPTION, CALL, PUT
 )

piker/brokers/ib/api.py

@@ -73,12 +73,34 @@ from ib_insync.wrapper import (
 from ib_insync.client import Client as ib_Client
 import numpy as np
 
+# TODO: in hindsight, probably all imports should be
+# non-relative for backends so that non-builting backends
+# can be easily modelled after this style B)
 from piker import config
 from piker.brokers._util import (
     log,
     get_logger,
 )
-from piker.data._source import base_ohlc_dtype
+
+# Broker specific ohlc schema which includes a vwap field
+_ohlc_dtype: list[tuple[str, type]] = [
+    ('index', int),
+
+    # NOTE XXX: only part that's diff
+    # from our default fields where
+    # time is normally an int.
+    # TODO: can we just cast to this
+    # at np.ndarray load time?
+    ('time', float),
+
+    ('open', float),
+    ('high', float),
+    ('low', float),
+    ('close', float),
+    ('volume', float),
+    ('count', int),
+    ('bar_wap', float),  # Wait do we need this?
+]
 
 
 _time_units = {
@@ -295,7 +317,7 @@ def bars_to_np(bars: list) -> np.ndarray:
 
     nparr = np.array(
         np_ready,
-        dtype=base_ohlc_dtype,
+        dtype=_ohlc_dtype,
     )
     assert nparr['time'][0] == bars[0].date.timestamp()
     assert nparr['time'][-1] == bars[-1].date.timestamp()

piker/brokers/kraken/__init__.py

@@ -25,11 +25,6 @@ Sub-modules within break into the core functionalities:
   wrapping around ``ib_insync``.
 
 '''
-
-from piker.log import get_logger
-
-log = get_logger(__name__)
-
 from .api import (
     get_client,
 )
@@ -44,8 +39,10 @@ from .broker import (
     norm_trade_records,
 )
 
+
 __all__ = [
     'get_client',
+    'get_mkt_info',
     'trades_dialogue',
     'open_history_client',
     'open_symbol_search',

piker/brokers/kraken/api.py

@@ -41,6 +41,7 @@ import trio
 
 from piker import config
 from piker.data.types import Struct
+from piker.data import def_iohlcv_fields
 from piker.accounting._mktinfo import (
     Asset,
     digits_to_dec,
@@ -52,29 +53,15 @@ from piker.brokers._util import (
     DataThrottle,
 )
 from piker.accounting import Transaction
-from . import log
+from piker.log import get_logger
+
+log = get_logger('piker.brokers.kraken')
 
 # <uri>/<version>/
 _url = 'https://api.kraken.com/0'
-
+# TODO: this is the only backend providing this right?
-
+# in which case we should drop it from the defaults and
-# Broker specific ohlc schema which includes a vwap field
+# instead make a custom fields descr in this module!
-_ohlc_dtype = [
-    ('index', int),
-    ('time', int),
-    ('open', float),
-    ('high', float),
-    ('low', float),
-    ('close', float),
-    ('volume', float),
-    ('count', int),
-    ('bar_wap', float),
-]
-
-# UI components allow this to be declared such that additional
-# (historical) fields can be exposed.
-ohlc_dtype = np.dtype(_ohlc_dtype)
-
 _show_wap_in_history = True
 _symbol_info_translation: dict[str, str] = {
     'tick_decimals': 'pair_decimals',
@@ -622,11 +609,11 @@ class Client:
                 new_bars.append(
                     (i,) + tuple(
                         ftype(bar[j]) for j, (name, ftype) in enumerate(
-                            _ohlc_dtype[1:]
+                            def_iohlcv_fields[1:]
                         )
                     )
                 )
-            array = np.array(new_bars, dtype=_ohlc_dtype) if as_np else bars
+            array = np.array(new_bars, dtype=def_iohlcv_fields) if as_np else bars
             return array
         except KeyError:
             errmsg = json['error'][0]

piker/brokers/kraken/broker.py

@@ -63,8 +63,8 @@ from piker.clearing._messages import (
     BrokerdPosition,
     BrokerdStatus,
 )
-from . import log
 from .api import (
+    log,
     Client,
     BrokerError,
     get_client,

piker/brokers/kraken/feed.py

@@ -54,8 +54,8 @@ from piker.brokers._util import (
 from piker.data.types import Struct
 from piker.data.validate import FeedInit
 from piker.data._web_bs import open_autorecon_ws, NoBsWs
-from . import log
 from .api import (
+    log,
     Client,
     Pair,
 )