diff --git a/piker/brokers/kraken/broker.py b/piker/brokers/kraken/broker.py
index 9378db17..7700d86b 100644
--- a/piker/brokers/kraken/broker.py
+++ b/piker/brokers/kraken/broker.py
@@ -469,8 +469,7 @@ async def trades_dialogue(
         with (
             open_pps(
                 'kraken',
-                acctid,
-                write_on_exit=True,
+                acctid
             ) as table,
 
             open_trade_ledger(
diff --git a/piker/brokers/kraken/feed.py b/piker/brokers/kraken/feed.py
index 57fc0126..3d795098 100644
--- a/piker/brokers/kraken/feed.py
+++ b/piker/brokers/kraken/feed.py
@@ -345,8 +345,8 @@ async def stream_quotes(
                     f'Missing msg fields {fields_diff}'
                 )
             syminfo = si.to_dict()
-            syminfo['price_tick_size'] = 1 / 10**si.pair_decimals
-            syminfo['lot_tick_size'] = 1 / 10**si.lot_decimals
+            syminfo['price_tick_size'] = 1. / 10**si.pair_decimals
+            syminfo['lot_tick_size'] = 1. / 10**si.lot_decimals
             syminfo['asset_type'] = 'crypto'
             sym_infos[sym] = syminfo
             ws_pairs[sym] = si.wsname
diff --git a/piker/clearing/_paper_engine.py b/piker/clearing/_paper_engine.py
index fc37f1e4..7a093ad4 100644
--- a/piker/clearing/_paper_engine.py
+++ b/piker/clearing/_paper_engine.py
@@ -38,6 +38,7 @@ import tractor
 
 from .. import data
 from ..data.types import Struct
+from ..data._source import Symbol
 from ..pp import (
     Position,
     Transaction,
@@ -81,6 +82,7 @@ class PaperBoi(Struct):
     _reqids: bidict
     _positions: dict[str, Position]
     _trade_ledger: dict[str, Any]
+    _syms: dict[str, Symbol] = {}
 
     # init edge case L1 spread
     last_ask: tuple[float, float] = (float('inf'), 0)  # price, size
@@ -252,6 +254,7 @@ class PaperBoi(Struct):
         key = fqsn.rstrip(f'.{self.broker}')
         t = Transaction(
             fqsn=fqsn,
+            sym=self._syms[fqsn],
             tid=oid,
             size=size,
             price=price,
@@ -261,27 +264,29 @@ class PaperBoi(Struct):
         )
 
         with (
-                open_trade_ledger(self.broker, 'paper') as ledger,
-                open_pps(self.broker, 'paper', True) as table
-             ):
-                ledger.update({oid: t.to_dict()})
-                # Write to pps toml right now
-                table.update_from_trans({oid: t})
+            open_trade_ledger(self.broker, 'paper') as ledger,
+            open_pps(self.broker, 'paper', write_on_exit=True) as table
+        ):
+            tx = t.to_dict()
+            tx.pop('sym')
+            ledger.update({oid: tx})
+            # Write to pps toml right now
+            table.update_from_trans({oid: t})
 
-                pp = table.pps[key]
-                pp_msg = BrokerdPosition(
-                    broker=self.broker,
-                    account='paper',
-                    symbol=fqsn,
-                    # TODO: we need to look up the asset currency from
-                    # broker info. i guess for crypto this can be
-                    # inferred from the pair?
-                    currency=key,
-                    size=pp.size,
-                    avg_price=pp.ppu,
-                )
+            pp = table.pps[key]
+            pp_msg = BrokerdPosition(
+                broker=self.broker,
+                account='paper',
+                symbol=fqsn,
+                # TODO: we need to look up the asset currency from
+                # broker info. i guess for crypto this can be
+                # inferred from the pair?
+                currency=key,
+                size=pp.size,
+                avg_price=pp.ppu,
+            )
 
-                await self.ems_trades_stream.send(pp_msg)
+            await self.ems_trades_stream.send(pp_msg)
 
 
 async def simulate_fills(
@@ -567,6 +572,10 @@ async def trades_dialogue(
 
                 # TODO: load postions from ledger file
                 _trade_ledger={},
+                _syms={
+                    fqsn: flume.symbol
+                    for fqsn, flume in feed.flumes.items()
+                }
             )
 
             n.start_soon(
diff --git a/piker/data/_source.py b/piker/data/_source.py
index 87ba74a3..e8f09484 100644
--- a/piker/data/_source.py
+++ b/piker/data/_source.py
@@ -18,8 +18,8 @@
 numpy data source coversion helpers.
 """
 from __future__ import annotations
+from decimal import Decimal, ROUND_HALF_EVEN
 from typing import Any
-import decimal
 
 from bidict import bidict
 import numpy as np
@@ -80,7 +80,7 @@ def float_digits(
     if value == 0:
         return 0
 
-    return int(-decimal.Decimal(str(value)).as_tuple().exponent)
+    return int(-Decimal(str(value)).as_tuple().exponent)
 
 
 def ohlc_zeros(length: int) -> np.ndarray:
@@ -156,14 +156,14 @@ class Symbol(Struct):
     ) -> Symbol:
 
         tick_size = info.get('price_tick_size', 0.01)
-        lot_tick_size = info.get('lot_tick_size', 0.0)
+        lot_size = info.get('lot_tick_size', 0.0)
 
         return Symbol(
             key=symbol,
             tick_size=tick_size,
-            lot_tick_size=lot_tick_size,
+            lot_tick_size=lot_size,
             tick_size_digits=float_digits(tick_size),
-            lot_size_digits=float_digits(lot_tick_size),
+            lot_size_digits=float_digits(lot_size),
             suffix=suffix,
             broker_info={broker: info},
         )
@@ -254,6 +254,12 @@ class Symbol(Struct):
 
         return keys
 
+    def decimal_quant(self, d: Decimal):
+        digits = self.lot_size_digits
+        return d.quantize(
+            Decimal(f'1.{"0".ljust(digits, "0")}'),
+            rounding=ROUND_HALF_EVEN
+        )
 
 def _nan_to_closest_num(array: np.ndarray):
     """Return interpolated values instead of NaN.
diff --git a/piker/pp.py b/piker/pp.py
index 1e4cd014..83e43731 100644
--- a/piker/pp.py
+++ b/piker/pp.py
@@ -45,7 +45,7 @@ import toml
 from . import config
 from .brokers import get_brokermod
 from .clearing._messages import BrokerdPosition, Status
-from .data._source import Symbol
+from .data._source import Symbol, unpack_fqsn
 from .log import get_logger
 from .data.types import Struct
 
@@ -83,7 +83,7 @@ def open_trade_ledger(
     with open(tradesfile, 'rb') as cf:
         start = time.time()
         ledger = tomli.load(cf)
-        print(f'Ledger load took {time.time() - start}s')
+        log.info(f'Ledger load took {time.time() - start}s')
         cpy = ledger.copy()
 
     try:
@@ -92,7 +92,7 @@ def open_trade_ledger(
         if cpy != ledger:
             # TODO: show diff output?
             # https://stackoverflow.com/questions/12956957/print-diff-of-python-dictionaries
-            print(f'Updating ledger for {tradesfile}:\n')
+            log.info(f'Updating ledger for {tradesfile}:\n')
             ledger.update(cpy) 
             # we write on close the mutated ledger data
             with open(tradesfile, 'w') as cf:
@@ -103,17 +103,18 @@ class Transaction(Struct, frozen=True):
     # TODO: should this be ``.to`` (see below)?
     fqsn: str
 
+    sym: Symbol
     tid: Union[str, int]  # unique transaction id
     size: float
     price: float
     cost: float  # commisions or other additional costs
     dt: datetime
-    expiry: Optional[datetime] = None
+    expiry: datetime | None = None
 
     # optional key normally derived from the broker
     # backend which ensures the instrument-symbol this record
     # is for is truly unique.
-    bsuid: Optional[Union[str, int]] = None
+    bsuid: Union[str, int] | None = None
 
     # optional fqsn for the source "asset"/money symbol?
     # from: Optional[str] = None
@@ -190,9 +191,20 @@ class Position(Struct):
         # listing venue here even when the backend isn't providing
         # it via the trades ledger..
         # drop symbol obj in serialized form
-        s = d.pop('symbol')
+        s = d.get('symbol')
         fqsn = s.front_fqsn()
 
+        broker, key, suffix = unpack_fqsn(fqsn)
+        sym_info = s.broker_info[broker]
+
+        d['symbol'] = {
+            'info': {
+                'asset_type': sym_info['asset_type'],
+                'price_tick_size': sym_info['price_tick_size'],
+                'lot_tick_size': sym_info['lot_tick_size']
+            }
+        }
+
         if self.expiry is None:
             d.pop('expiry', None)
         elif expiry:
@@ -467,8 +479,7 @@ class Position(Struct):
         if self.split_ratio is not None:
             size = round(size * self.split_ratio)
 
-        return float(Decimal(size).quantize(
-            Decimal('1.0000'), rounding=ROUND_HALF_EVEN))
+        return float(self.symbol.decimal_quant(Decimal(size)))
 
     def minimize_clears(
         self,
@@ -512,7 +523,7 @@ class Position(Struct):
             'cost': t.cost,
             'price': t.price,
             'size': t.size,
-            'dt': t.dt,
+            'dt': t.dt
         }
 
         # TODO: compute these incrementally instead
@@ -559,7 +570,7 @@ class PpTable(Struct):
                     Symbol.from_fqsn(
                         t.fqsn,
                         info={},
-                    ),
+                    ) if not t.sym else t.sym,
                     size=0.0,
                     ppu=0.0,
                     bsuid=t.bsuid,
@@ -620,7 +631,7 @@ class PpTable(Struct):
             # XXX: debug hook for size mismatches
             # qqqbsuid = 320227571
             # if bsuid == qqqbsuid:
-            #     breakpoint()
+            #     xbreakpoint()
 
             pp.ensure_state()
 
@@ -682,10 +693,10 @@ class PpTable(Struct):
         '''
         # TODO: show diff output?
         # https://stackoverflow.com/questions/12956957/print-diff-of-python-dictionaries
-        print(f'Updating ``pps.toml`` for {path}:\n')
-
+        log.info(f'Updating ``pps.toml`` for {path}:\n')
         # active, closed_pp_objs = table.dump_active()
         pp_entries = self.to_toml()
+        log.info(pp_entries)
         self.conf[self.brokername][self.acctid] = pp_entries
 
         # TODO: why tf haven't they already done this for inline
@@ -883,7 +894,6 @@ def open_pps(
     brokername: str,
     acctid: str,
     write_on_exit: bool = False,
-
 ) -> Generator[PpTable, None, None]:
     '''
     Read out broker-specific position entries from
@@ -937,8 +947,11 @@ def open_pps(
             dtstr = clears_table['dt']
             dt = pendulum.parse(dtstr)
             clears_table['dt'] = dt
+
             trans.append(Transaction(
                 fqsn=bsuid,
+                sym=Symbol.from_fqsn(
+                    fqsn, entry['symbol']),
                 bsuid=bsuid,
                 tid=tid,
                 size=clears_table['size'],
diff --git a/tests/test_paper.py b/tests/test_paper.py
index f8a7fd24..8da1cf12 100644
--- a/tests/test_paper.py
+++ b/tests/test_paper.py
@@ -84,25 +84,20 @@ async def _async_main(
                         case {'name': 'position'}:
                             break
 
-        if (
-            assert_entries 
-            or assert_pps 
-            or assert_zeroed_pps 
-            or assert_msg
-        ):
-            _assert(
-                assert_entries,
-                assert_pps,
-                assert_zeroed_pps,
-                pps,
-                last_msg,
-                size,
-                executions,
-            )
-
         # Teardown piker like a user would
         raise KeyboardInterrupt
 
+    if assert_entries or assert_pps or assert_zeroed_pps or assert_msg:
+        _assert(
+            assert_entries,
+            assert_pps,
+            assert_zeroed_pps,
+            pps,
+            last_msg,
+            size,
+            executions,
+        )
+
 
 def _assert(
     assert_entries,