piker/accounting/__init__.py

@@ -42,6 +42,7 @@ from ._mktinfo import (
     dec_digits,
     digits_to_dec,
     MktPair,
+    Symbol,
     unpack_fqme,
     _derivs as DerivTypes,
 )
@@ -59,6 +60,7 @@ __all__ = [
     'Asset',
     'MktPair',
     'Position',
+    'Symbol',
     'Transaction',
     'TransactionLedger',
     'dec_digits',

piker/accounting/_mktinfo.py

@@ -390,8 +390,8 @@ class MktPair(Struct, frozen=True):
         cls,
         fqme: str,
 
-        price_tick: float|str,
+        price_tick: float | str,
-        size_tick: float|str,
+        size_tick: float | str,
         bs_mktid: str,
 
         broker: str | None = None,
@@ -677,3 +677,90 @@ def unpack_fqme(
         # '.'.join([mkt_ep, venue]),
         suffix,
     )
+
+
+class Symbol(Struct):
+    '''
+    I guess this is some kinda container thing for dealing with
+    all the different meta-data formats from brokers?
+
+    '''
+    key: str
+
+    broker: str = ''
+    venue: str = ''
+
+    # precision descriptors for price and vlm
+    tick_size: Decimal = Decimal('0.01')
+    lot_tick_size: Decimal = Decimal('0.0')
+
+    suffix: str = ''
+    broker_info: dict[str, dict[str, Any]] = {}
+
+    @classmethod
+    def from_fqme(
+        cls,
+        fqsn: str,
+        info: dict[str, Any],
+
+    ) -> Symbol:
+        broker, mktep, venue, suffix = unpack_fqme(fqsn)
+        tick_size = info.get('price_tick_size', 0.01)
+        lot_size = info.get('lot_tick_size', 0.0)
+
+        return Symbol(
+            broker=broker,
+            key=mktep,
+            tick_size=tick_size,
+            lot_tick_size=lot_size,
+            venue=venue,
+            suffix=suffix,
+            broker_info={broker: info},
+        )
+
+    @property
+    def type_key(self) -> str:
+        return list(self.broker_info.values())[0]['asset_type']
+
+    @property
+    def tick_size_digits(self) -> int:
+        return float_digits(self.tick_size)
+
+    @property
+    def lot_size_digits(self) -> int:
+        return float_digits(self.lot_tick_size)
+
+    @property
+    def price_tick(self) -> Decimal:
+        return Decimal(str(self.tick_size))
+
+    @property
+    def size_tick(self) -> Decimal:
+        return Decimal(str(self.lot_tick_size))
+
+    @property
+    def broker(self) -> str:
+        return list(self.broker_info.keys())[0]
+
+    @property
+    def fqme(self) -> str:
+        return maybe_cons_tokens([
+            self.key,  # final "pair name" (eg. qqq[/usd], btcusdt)
+            self.venue,
+            self.suffix,  # includes expiry and other con info
+            self.broker,
+        ])
+
+    def quantize(
+        self,
+        size: float,
+    ) -> Decimal:
+        digits = float_digits(self.lot_tick_size)
+        return Decimal(size).quantize(
+            Decimal(f'1.{"0".ljust(digits, "0")}'),
+            rounding=ROUND_HALF_EVEN
+        )
+
+    # NOTE: when cast to `str` return fqme
+    def __str__(self) -> str:
+        return self.fqme

piker/brokers/kraken/broker.py

@@ -175,8 +175,9 @@ async def handle_order_requests(
 
             case {
                 'account': 'kraken.spot' as account,
-                'action': 'buy'|'sell',
+                'action': action,
-            }:
+            } if action in {'buy', 'sell'}:
+
                 # validate
                 order = BrokerdOrder(**msg)
 
@@ -261,12 +262,6 @@ async def handle_order_requests(
                 } | extra
 
                 log.info(f'Submitting WS order request:\n{pformat(req)}')
-
-                # NOTE HOWTO, debug order requests
-                #
-                # if 'XRP' in pair:
-                #     await tractor.pause()
-
                 await ws.send_msg(req)
 
                 # placehold for sanity checking in relay loop
@@ -1090,8 +1085,6 @@ async def handle_order_updates(
                         f'Failed to {action} order {reqid}:\n'
                         f'{errmsg}'
                     )
-                    # if tractor._state.debug_mode():
-                    #     await tractor.pause()
 
                     symbol: str = 'N/A'
                     if chain := apiflows.get(reqid):

piker/clearing/_ems.py

@@ -76,6 +76,7 @@ if TYPE_CHECKING:
 
 # TODO: numba all of this
 def mk_check(
+
     trigger_price: float,
     known_last: float,
     action: str,
@@ -1181,16 +1182,12 @@ async def process_client_order_cmds(
     submitting live orders immediately if requested by the client.
 
     '''
-    # TODO, only allow `msgspec.Struct` form!
+    # cmd: dict
-    cmd: dict
     async for cmd in client_order_stream:
-        log.info(
+        log.info(f'Received order cmd:\n{pformat(cmd)}')
-            f'Received order cmd:\n'
-            f'{pformat(cmd)}\n'
-        )
 
         # CAWT DAMN we need struct support!
-        oid: str = str(cmd['oid'])
+        oid = str(cmd['oid'])
 
         # register this stream as an active order dialog (msg flow) for
         # this order id such that translated message from the brokerd
@@ -1296,7 +1293,7 @@ async def process_client_order_cmds(
             case {
                 'oid': oid,
                 'symbol': fqme,
-                'price': price,
+                'price': trigger_price,
                 'size': size,
                 'action': ('buy' | 'sell') as action,
                 'exec_mode': ('live' | 'paper'),
@@ -1328,7 +1325,7 @@ async def process_client_order_cmds(
 
                     symbol=sym,
                     action=action,
-                    price=price,
+                    price=trigger_price,
                     size=size,
                     account=req.account,
                 )
@@ -1350,11 +1347,7 @@ async def process_client_order_cmds(
                 # (``translate_and_relay_brokerd_events()`` above) will
                 # handle relaying the ems side responses back to
                 # the client/cmd sender from this request
-                log.info(
+                log.info(f'Sending live order to {broker}:\n{pformat(msg)}')
-                    f'Sending live order to {broker}:\n'
-                    f'{pformat(msg)}'
-                )
-
                 await brokerd_order_stream.send(msg)
 
                 # an immediate response should be ``BrokerdOrderAck``
@@ -1370,7 +1363,7 @@ async def process_client_order_cmds(
             case {
                 'oid': oid,
                 'symbol': fqme,
-                'price': price,
+                'price': trigger_price,
                 'size': size,
                 'exec_mode': exec_mode,
                 'action': action,
@@ -1398,12 +1391,7 @@ async def process_client_order_cmds(
                 if isnan(last):
                     last = flume.rt_shm.array[-1]['close']
 
-                trigger_price: float = float(price)
+                pred = mk_check(trigger_price, last, action)
-                pred = mk_check(
-                    trigger_price,
-                    last,
-                    action,
-                )
 
                 # NOTE: for dark orders currently we submit
                 # the triggered live order at a price 5 ticks
@@ -1543,7 +1531,7 @@ async def _emsd_main(
     ctx: tractor.Context,
     fqme: str,
     exec_mode: str,  # ('paper', 'live')
-    loglevel: str|None = None,
+    loglevel: str | None = None,
 
 ) -> tuple[
     dict[

piker/clearing/_messages.py

@@ -19,7 +19,6 @@ Clearing sub-system message and protocols.
 
 """
 from __future__ import annotations
-from decimal import Decimal
 from typing import (
     Literal,
 )
@@ -72,15 +71,7 @@ class Order(Struct):
     symbol: str  # | MktPair
     account: str  # should we set a default as '' ?
 
-    # https://docs.python.org/3/library/decimal.html#decimal-objects
+    price: float
-    #
-    # ?TODO? decimal usage throughout?
-    # -[ ] possibly leverage the `Encoder(decimal_format='number')`
-    #  bit?
-    # |_https://jcristharif.com/msgspec/supported-types.html#decimal
-    # -[ ] should we also use it for .size?
-    #
-    price: Decimal
     size: float  # -ve is "sell", +ve is "buy"
 
     brokers: list[str] = []
@@ -187,7 +178,7 @@ class BrokerdOrder(Struct):
     time_ns: int
 
     symbol: str  # fqme
-    price: Decimal
+    price: float
     size: float
 
     # TODO: if we instead rely on a +ve/-ve size to determine

piker/ui/order_mode.py

@@ -21,7 +21,6 @@ Chart trading, the only way to scalp.
 from __future__ import annotations
 from contextlib import asynccontextmanager
 from dataclasses import dataclass, field
-from decimal import Decimal
 from functools import partial
 from pprint import pformat
 import time
@@ -42,6 +41,7 @@ from piker.accounting import (
     Position,
     mk_allocator,
     MktPair,
+    Symbol,
 )
 from piker.clearing import (
     open_ems,
@@ -143,15 +143,6 @@ class OrderMode:
     }
     _staged_order: Order | None = None
 
-    @property
-    def curr_mkt(self) -> MktPair:
-        '''
-        Deliver the currently selected `MktPair` according
-        chart state.
-
-        '''
-        return self.chart.linked.mkt
-
     def on_level_change_update_next_order_info(
         self,
         level: float,
@@ -181,12 +172,7 @@ class OrderMode:
         line.update_labels(order_info)
 
         # update bound-in staged order
-        # order.price = level
+        order.price = level
-        mkt: MktPair = self.curr_mkt
-        order.price: Decimal = mkt.quantize(
-            size=level,
-            quantity_type='price',
-        )
         order.size = order_info['size']
 
         # when an order is changed we flip the settings side-pane to
@@ -201,9 +187,7 @@ class OrderMode:
 
     ) -> LevelLine:
 
-        # TODO, if we instead just always decimalize at the ems layer
+        level = order.price
-        # we can avoid this back-n-forth casting?
-        level = float(order.price)
 
         line = order_line(
             chart or self.chart,
@@ -240,12 +224,7 @@ class OrderMode:
             # the order mode allocator but we still need to update the
             # "staged" order message we'll send to the ems
             def update_order_price(y: float) -> None:
-                mkt: MktPair = self.curr_mkt
+                order.price = y
-                order.price: Decimal = mkt.quantize(
-                    size=y,
-                    quantity_type='price',
-                )
-                # order.price = y
 
             line._on_level_change = update_order_price
 
@@ -296,31 +275,34 @@ class OrderMode:
         chart = cursor.linked.chart
         if (
             not chart
-            and
+            and cursor
-            cursor
+            and cursor.active_plot
-            and
-            cursor.active_plot
         ):
             return
 
         chart = cursor.active_plot
-        price: float = cursor._datum_xy[1]
+        price = cursor._datum_xy[1]
         if not price:
             # zero prices are not supported by any means
             # since that's illogical / a no-op.
             return
 
+        mkt: MktPair = self.chart.linked.mkt
+
+        # NOTE : we could also use instead,
+        # mkt.quantize(price, quantity_type='price')
+        # but it returns a Decimal and it's probably gonna
+        # be slower?
         # TODO: should we be enforcing this precision
-        # at a different layer in the stack?
+        # at a different layer in the stack? right now
-        # |_ might require `MktPair` tracking in the EMS?
+        # any precision error will literally be relayed
-        # |_ right now any precision error will be relayed
+        # all the way back from the backend.
-        #    all the way back from the backend and vice-versa..
+
-        #
+        price = round(
-        mkt: MktPair = self.curr_mkt
+            price,
-        price: Decimal = mkt.quantize(
+            ndigits=mkt.price_tick_digits,
-            size=price,
-            quantity_type='price',
         )
+
         order = self._staged_order = Order(
             action=action,
             price=price,
@@ -533,15 +515,14 @@ class OrderMode:
             # if an order msg is provided update the line
             # **from** that msg.
             if order:
-                price: float = float(order.price)
+                if order.price <= 0:
-                if price <= 0:
                     log.error(f'Order has 0 price, cancelling..\n{order}')
                     self.cancel_orders([order.oid])
                     return None
 
-                line.set_level(price)
+                line.set_level(order.price)
                 self.on_level_change_update_next_order_info(
-                    level=price,
+                    level=order.price,
                     line=line,
                     order=order,
                     # use the corresponding position tracker for the
@@ -700,9 +681,9 @@ class OrderMode:
     ) -> Dialog | None:
         # NOTE: the `.order` attr **must** be set with the
         # equivalent order msg in order to be loaded.
-        order: Order = msg.req
+        order = msg.req
         oid = str(msg.oid)
-        symbol: str = order.symbol
+        symbol = order.symbol
 
         # TODO: MEGA UGGG ZONEEEE!
         src = msg.src
@@ -721,22 +702,13 @@ class OrderMode:
         order.oid = str(order.oid)
         order.brokers = [brokername]
 
-        # ?TODO? change this over to `MktPair`, but it's gonna be
+        # TODO: change this over to `MktPair`, but it's
-        # tough since we don't have any such data really in our
+        # gonna be tough since we don't have any such data
-        # clearing msg schema..
+        # really in our clearing msg schema..
-        # BUT WAIT! WHY do we even want/need this!?
+        order.symbol = Symbol.from_fqme(
-        #
+            fqsn=fqme,
-        # order.symbol = self.curr_mkt
+            info={},
-        #
+        )
-        # XXX, the old approach.. which i don't quire member why..
-        # -[ ] verify we for sure don't require this any more!
-        #  |_https://github.com/pikers/piker/issues/517
-        #
-        # order.symbol = Symbol.from_fqme(
-        #     fqsn=fqme,
-        #     info={},
-        # )
-
         maybe_dialog: Dialog | None = self.submit_order(
             send_msg=False,
             order=order,
@@ -1129,7 +1101,7 @@ async def process_trade_msg(
                         )
                     )
                 ):
-                    msg.req: Order = order
+                    msg.req = order
                     dialog: (
                         Dialog
                         # NOTE: on an invalid order submission (eg.