`.deribit.feed`: get live quotes workin (again)

The quote-msg `'topic'` field was being set and sent as the
`OptionPair.symbol: str` value instead of as the `MktPair.bs_fqme: str`
as is required for matching on the `piker.data.feed` side. So change to
that and simplify the actual `.bs_fqme: str` value to NOT include the
ISO-format time (for now) since it's a big ugly and longer term we need
a `piker`-fqme friendly-on-ze-eyes format/style anyway..

piker/brokers/deribit/api.py

@@ -123,14 +123,20 @@ def str_to_cb_sym(name: str) -> Symbol:
         type=OPTION,
         strike_price=strike_price,
         option_type=option_type,
-        expiry_date=new_expiry_date)
+        expiry_date=new_expiry_date
+    )
 
 
 def piker_sym_to_cb_sym(name: str) -> Symbol:
-    base, expiry_date, strike_price, option_type = tuple(
+    (
+        base,
+        expiry_date,
+        strike_price,
+        option_type,
+    )= tuple(
         name.upper().split('-'))
 
-    quote = base
+    quote: str = base
 
     if option_type == 'P':
         option_type = PUT 
@@ -145,7 +151,8 @@ def piker_sym_to_cb_sym(name: str) -> Symbol:
         type=OPTION,
         strike_price=strike_price,
         option_type=option_type,
-        expiry_date=expiry_date)
+        expiry_date=expiry_date
+    )
 
 
 def cb_sym_to_deribit_inst(sym: Symbol):
@@ -208,7 +215,10 @@ def get_config() -> dict[str, Any]:
 
 
 class Client:
+    '''
+    Hi-level interface for the jsron-RPC over websocket API.
 
+    '''
     def __init__(
         self,
 
@@ -609,43 +619,59 @@ async def aio_price_feed_relay(
     from_trio: asyncio.Queue,
     to_trio: trio.abc.SendChannel,
 ) -> None:
-    async def _trade(data: dict, receipt_timestamp):
-        to_trio.send_nowait(('trade', {
-            'symbol': cb_sym_to_deribit_inst(
-                str_to_cb_sym(data.symbol)).lower(),
-            'last': data,
-            'broker_ts': time.time(),
-            'data': data.to_dict(),
-            'receipt': receipt_timestamp
-        }))
 
-    async def _l1(data: dict, receipt_timestamp):
-        to_trio.send_nowait(('l1', {
-            'symbol': cb_sym_to_deribit_inst(
-                str_to_cb_sym(data.symbol)).lower(),
-            'ticks': [
-                {
-                    'type': 'bid',
-                    'price': float(data.bid_price),
-                    'size': float(data.bid_size)
-                },
-                {
-                    'type': 'bsize',
-                    'price': float(data.bid_price),
-                    'size': float(data.bid_size)
-                },
-                {
-                    'type': 'ask',
-                    'price': float(data.ask_price),
-                    'size': float(data.ask_size)
-                },
-                {
-                    'type': 'asize',
-                    'price': float(data.ask_price),
-                    'size': float(data.ask_size)
-                }
-            ]
-        }))
+    async def _trade(
+        data: dict,
+        receipt_timestamp: int,
+    ) -> None:
+        '''
+        Send `cryptofeed.FeedHandler` quotes to `piker`-side
+        `trio.Task`.
+
+        '''
+        to_trio.send_nowait((
+            'trade', {
+                'symbol': cb_sym_to_deribit_inst(
+                    str_to_cb_sym(data.symbol)).lower(),
+                'last': data,
+                'broker_ts': time.time(),
+                'data': data.to_dict(),
+                'receipt': receipt_timestamp,
+            },
+        ))
+
+    async def _l1(
+        data: dict,
+        receipt_timestamp: int,
+    ) -> None:
+        to_trio.send_nowait((
+            'l1', {
+               'symbol': cb_sym_to_deribit_inst(
+                    str_to_cb_sym(data.symbol)).lower(),
+                'ticks': [
+                    {
+                        'type': 'bid',
+                        'price': float(data.bid_price),
+                        'size': float(data.bid_size)
+                    },
+                    {
+                        'type': 'bsize',
+                        'price': float(data.bid_price),
+                        'size': float(data.bid_size)
+                    },
+                    {
+                        'type': 'ask',
+                        'price': float(data.ask_price),
+                        'size': float(data.ask_size)
+                    },
+                    {
+                        'type': 'asize',
+                        'price': float(data.ask_price),
+                        'size': float(data.ask_size)
+                    }
+                ]
+            },
+        ))
     sym: Symbol = piker_sym_to_cb_sym(instrument)
     fh.add_feed(
         DERIBIT,

piker/brokers/deribit/feed.py

@@ -29,6 +29,7 @@ from typing import (
 # from pprint import pformat
 import time
 
+import cryptofeed
 import trio
 from trio_typing import TaskStatus
 from pendulum import (
@@ -52,19 +53,10 @@ from piker._cacheables import (
 )
 from piker.log import (
     get_logger,
+    mk_repr,
 )
 from piker.data.validate import FeedInit
 
-# from cryptofeed import FeedHandler
-# from cryptofeed.defines import (
-#     DERIBIT,
-#     L1_BOOK,
-#     TRADES,
-#     OPTION,
-#     CALL,
-#     PUT,
-# )
-# from cryptofeed.symbols import Symbol
 
 from .api import (
     Client,
@@ -219,51 +211,64 @@ async def get_mkt_info(
             price_tick=pair.price_tick,
             size_tick=pair.size_tick,
             bs_mktid=pair.symbol,
-            expiry=pair.expiry,
             venue=mkt_mode,
             broker='deribit',
             _atype=mkt_mode,
             _fqme_without_src=True,
+
+            # expiry=pair.expiry,
+            # XXX TODO, currently we don't use it since it's
+            # already "described" in the `OptionPair.symbol: str`
+            # and if we slap in the ISO repr it's kinda hideous..
+            # -[ ] figure out the best either std
         )
         return mkt, pair
 
 
 async def stream_quotes(
-
     send_chan: trio.abc.SendChannel,
     symbols: list[str],
     feed_is_live: trio.Event,
-    loglevel: str = None,
 
     # startup sync
     task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
 
 ) -> None:
+    '''
+    Open a live quote stream for the market set defined by `symbols`.
 
+    '''
     sym = symbols[0].split('.')[0]
-
     init_msgs: list[FeedInit] = []
 
+    # multiline nested `dict` formatter (since rn quote-msgs are
+    # just that).
+    pfmt: Callable[[str], str] = mk_repr()
+
     async with (
         open_cached_client('deribit') as client,
         send_chan as send_chan
     ):
-
+        mkt: MktPair
+        pair: Pair
         mkt, pair = await get_mkt_info(sym)
 
         # build out init msgs according to latest spec
         init_msgs.append(
-            FeedInit(mkt_info=mkt)
+            FeedInit(
+                mkt_info=mkt,
+            )
         )
-        nsym = piker_sym_to_cb_sym(sym)
+        # build `cryptofeed` feed-handle
+        cf_sym: cryptofeed.Symbol = piker_sym_to_cb_sym(sym)
 
         async with maybe_open_price_feed(sym) as stream:
-
-            # TODO, uhh use it ?? XD
-            # cache = client._pairs
-
-            last_trades = (await client.last_trades(
-                cb_sym_to_deribit_inst(nsym), count=1)).trades
+            last_trades = (
+                await client.last_trades(
+                    cb_sym_to_deribit_inst(cf_sym),
+                    count=1,
+                )
+            ).trades
 
             if len(last_trades) == 0:
                 last_trade = None
@@ -286,16 +291,25 @@ async def stream_quotes(
                     'broker_ts': last_trade.timestamp
                 }]
             }
-            task_status.started((init_msgs,  first_quote))
+            task_status.started((
+                init_msgs,
+                first_quote,
+            ))
 
             feed_is_live.set()
 
+            # NOTE XXX, static for now!
+            # => since this only handles ONE mkt feed at a time we
+            # don't need a lookup table to map interleaved quotes
+            # from multiple possible mkt-pairs
+            topic: str = mkt.bs_fqme
+
             # deliver until cancelled
             async for typ, quote in stream:
-                topic: str = quote['symbol']
+                sym: str = quote['symbol']
                 log.info(
-                    f'deribit {typ!r} quote\n\n'
-                    f'{quote}\n'
+                    f'deribit {typ!r} quote for {sym!r}\n\n'
+                    f'{pfmt(quote)}\n'
                 )
                 await send_chan.send({
                     topic: quote,

piker/brokers/deribit/venues.py

@@ -26,8 +26,6 @@ from typing import (
 )
 from decimal import Decimal
 
-from msgspec import field
-
 from piker.types import Struct
 
 
@@ -115,9 +113,13 @@ class OptionPair(Pair, frozen=True):
     # NOTE: see `.data._symcache.SymbologyCache.load()` for why
     ns_path: str = 'piker.brokers.deribit:OptionPair'
 
+    # TODO, impl this without the MM:SS part of
+    # the `'THH:MM:SS..'` etc..
     @property
     def expiry(self) -> str:
-        iso_date = pendulum.from_timestamp(self.expiration_timestamp / 1000).isoformat()
+        iso_date = pendulum.from_timestamp(
+            self.expiration_timestamp / 1000
+        ).isoformat()
         return iso_date 
 
     @property

piker/data/_sampling.py

@@ -30,6 +30,7 @@ import time
 from typing import (
     Any,
     AsyncIterator,
+    Callable,
     TYPE_CHECKING,
 )
 
@@ -54,6 +55,9 @@ from ._util import (
     get_console_log,
 )
 from ..service import maybe_spawn_daemon
+from piker.log import (
+    mk_repr,
+)
 
 if TYPE_CHECKING:
     from ._sharedmem import (
@@ -575,7 +579,6 @@ async def open_sample_stream(
 
 
 async def sample_and_broadcast(
-
     bus: _FeedsBus,  # noqa
     rt_shm: ShmArray,
     hist_shm: ShmArray,
@@ -596,11 +599,22 @@ async def sample_and_broadcast(
 
     overruns = Counter()
 
+    # multiline nested `dict` formatter (since rn quote-msgs are
+    # just that).
+    pfmt: Callable[[str], str] = mk_repr()
+
     # iterate stream delivered by broker
     async for quotes in quote_stream:
-        # print(quotes)
 
-        # TODO: ``numba`` this!
+        # XXX WARNING XXX only enable for debugging bc ow can cost
+        # ALOT of perf with HF-feedz!!!
+        #
+        # log.info(
+        #     'Rx live quotes:\n'
+        #     f'{pfmt(quotes)}'
+        # )
+
+        # TODO: `numba` this!
         for broker_symbol, quote in quotes.items():
             # TODO: in theory you can send the IPC msg *before* writing
             # to the sharedmem array to decrease latency, however, that
@@ -673,6 +687,18 @@ async def sample_and_broadcast(
             sub_key: str = broker_symbol.lower()
             subs: set[Sub] = bus.get_subs(sub_key)
 
+            if not subs:
+                all_bs_fqmes: list[str] = list(
+                    bus._subscribers.keys()
+                )
+                log.warning(
+                    f'No subscribers for {brokername!r} live-quote ??\n'
+                    f'broker_symbol: {broker_symbol}\n\n'
+
+                    f'Maybe the backend-sys symbol does not match one of,\n'
+                    f'{pfmt(all_bs_fqmes)}\n'
+                )
+
             # NOTE: by default the broker backend doesn't append
             # it's own "name" into the fqme schema (but maybe it
             # should?) so we have to manually generate the correct

piker/data/feed.py

@@ -540,7 +540,10 @@ async def open_feed_bus(
         # subscription since the backend isn't (yet) expected to
         # append it's own name to the fqme, so we filter on keys
         # which *do not* include that name (e.g .ib) .
-        bus._subscribers.setdefault(bs_fqme, set())
+        bus._subscribers.setdefault(
+            bs_fqme,
+            set(),
+        )
 
     # sync feed subscribers with flume handles
     await ctx.started(

piker/log.py

@@ -18,7 +18,11 @@
 Log like a forester!
 """
 import logging
+import reprlib
 import json
+from typing import (
+    Callable,
+)
 
 import tractor
 from pygments import (
@@ -84,3 +88,27 @@ def colorize_json(
         # likeable styles: algol_nu, tango, monokai
         formatters.TerminalTrueColorFormatter(style=style)
     )
+
+
+def mk_repr(
+    **repr_kws,
+) -> Callable[[str], str]:
+    '''
+    Allocate and deliver a `repr.Repr` instance with provided input
+    settings using the std-lib's `reprlib` mod,
+     * https://docs.python.org/3/library/reprlib.html
+
+    ------ Ex. ------
+    An up to 6-layer-nested `dict` as multi-line:
+    - https://stackoverflow.com/a/79102479
+    - https://docs.python.org/3/library/reprlib.html#reprlib.Repr.maxlevel
+
+    '''
+    def_kws: dict[str, int] = dict(
+        indent=2,
+        maxlevel=6,  # recursion levels
+        maxstring=66,  # match editor line-len limit
+    )
+    def_kws |= repr_kws
+    reprr = reprlib.Repr(**def_kws)
+    return reprr.repr