`kucoin`: repair live quotes streaming..

This must have broke at some point during the new `MktPair` and thus
`.fqme: str` updates; mas-o-menos the symbol key in the quote-msg-`dict`
was NOT set to the `MktPair.bs_fqme: str` value and thus wasn't being
processed by the downstream sampling and feed subsys.

So fix that as well as a few other refinements,
- set the `topic: mkt.bs_fqme` in quote msgs obvi.
- drop the "wait for first clearing vlm" quote poll loop; going to fix
  the sampler to handle a `first_quote` without a `'last'` key.
- add some typing around calls to `get_mkt_info()`.
- rename `stream_messages()` -> `iter_normed_quotes()`.

piker/accounting/_pos.py

@@ -30,8 +30,7 @@ from types import ModuleType
 from typing import (
     Any,
     Iterator,
-    Generator,
-    TYPE_CHECKING,
+    Generator
 )
 
 import pendulum
@@ -60,10 +59,8 @@ from ..clearing._messages import (
     BrokerdPosition,
 )
 from piker.types import Struct
-from piker.log import get_logger
-
-if TYPE_CHECKING:
-    from piker.data._symcache import SymbologyCache
+from piker.data._symcache import SymbologyCache
+from ..log import get_logger
 
 log = get_logger(__name__)
 
@@ -496,17 +493,6 @@ class Account(Struct):
 
         _mktmap_table: dict[str, MktPair] | None = None,
 
-        only_require: list[str]|True = True,
-        # ^list of fqmes that are "required" to be processed from
-        # this ledger pass; we often don't care about others and
-        # definitely shouldn't always error in such cases.
-        # (eg. broker backend loaded that doesn't yet supsport the
-        # symcache but also, inside the paper engine we don't ad-hoc
-        # request `get_mkt_info()` for every symbol in the ledger,
-        # only the one for which we're simulating against).
-        # TODO, not sure if there's a better soln for this, ideally
-        # all backends get symcache support afap i guess..
-
     ) -> dict[str, Position]:
         '''
         Update the internal `.pps[str, Position]` table from input
@@ -549,32 +535,11 @@ class Account(Struct):
                 if _mktmap_table is None:
                     raise
 
-                required: bool = (
-                    only_require is True
-                    or (
-                        only_require is not True
-                        and
-                        fqme in only_require
-                    )
-                )
                 # XXX: caller is allowed to provide a fallback
                 # mktmap table for the case where a new position is
                 # being added and the preloaded symcache didn't
                 # have this entry prior (eg. with frickin IB..)
-                if (
-                    not (mkt := _mktmap_table.get(fqme))
-                    and
-                    required
-                ):
-                    raise
-
-                elif not required:
-                    continue
-
-                else:
-                    # should be an entry retreived somewhere
-                    assert mkt
-
+                mkt = _mktmap_table[fqme]
 
             if not (pos := pps.get(bs_mktid)):
 
@@ -691,7 +656,7 @@ class Account(Struct):
     def write_config(self) -> None:
         '''
         Write the current account state to the user's account TOML file, normally
-        something like `pps.toml`.
+        something like ``pps.toml``.
 
         '''
         # TODO: show diff output?

piker/clearing/_ems.py

@@ -653,11 +653,7 @@ class Router(Struct):
             flume = feed.flumes[fqme]
             first_quote: dict = flume.first_quote
             book: DarkBook = self.get_dark_book(broker)
-
-            if not (last := first_quote.get('last')):
-                last: float = flume.rt_shm.array[-1]['close']
-
-            book.lasts[fqme]: float = float(last)
+            book.lasts[fqme]: float = float(first_quote['last'])
 
             async with self.maybe_open_brokerd_dialog(
                 brokermod=brokermod,
@@ -720,7 +716,7 @@ class Router(Struct):
             subs = self.subscribers[sub_key]
 
         sent_some: bool = False
-        for client_stream in subs.copy():
+        for client_stream in subs:
             try:
                 await client_stream.send(msg)
                 sent_some = True
@@ -1014,14 +1010,10 @@ async def translate_and_relay_brokerd_events(
                 status_msg.brokerd_msg = msg
                 status_msg.src = msg.broker_details['name']
 
-                if not status_msg.req:
-                    # likely some order change state?
-                    await tractor.pause()
-                else:
-                    await router.client_broadcast(
-                        status_msg.req.symbol,
-                        status_msg,
-                    )
+                await router.client_broadcast(
+                    status_msg.req.symbol,
+                    status_msg,
+                )
 
                 if status == 'closed':
                     log.info(f'Execution for {oid} is complete!')

piker/clearing/_paper_engine.py

@@ -653,7 +653,6 @@ async def open_trade_dialog(
                 # in) use manually constructed table from calling
                 # the `.get_mkt_info()` provider EP above.
                 _mktmap_table=mkt_by_fqme,
-                only_require=list(mkt_by_fqme),
             )
 
             pp_msgs: list[BrokerdPosition] = []

piker/data/_web_bs.py

@@ -273,7 +273,7 @@ async def _reconnect_forever(
                 nobsws._connected.set()
                 await trio.sleep_forever()
         except HandshakeError:
-            log.exception('Retrying connection')
+            log.exception(f'Retrying connection')
 
         # ws & nursery block ends
 
@@ -359,8 +359,8 @@ async def open_autorecon_ws(
 
 
 '''
-JSONRPC response-request style machinery for transparent multiplexing
-of msgs over a NoBsWs.
+JSONRPC response-request style machinery for transparent multiplexing of msgs
+over a NoBsWs.
 
 '''
 
@@ -377,20 +377,16 @@ async def open_jsonrpc_session(
     url: str,
     start_id: int = 0,
     response_type: type = JSONRPCResult,
-    # request_type: Optional[type] = None,
-    # request_hook: Optional[Callable] = None,
-    # error_hook: Optional[Callable] = None,
+    request_type: Optional[type] = None,
+    request_hook: Optional[Callable] = None,
+    error_hook: Optional[Callable] = None,
 ) -> Callable[[str, dict], dict]:
 
-    # NOTE, store all request msgs so we can raise errors on the
-    # caller side!
-    req_msgs: dict[int, dict] = {}
-
     async with (
         trio.open_nursery() as n,
         open_autorecon_ws(url) as ws
     ):
-        rpc_id: Iterable[int] = count(start_id)
+        rpc_id: Iterable = count(start_id)
         rpc_results: dict[int, dict] = {}
 
         async def json_rpc(method: str, params: dict) -> dict:
@@ -398,40 +394,26 @@ async def open_jsonrpc_session(
             perform a json rpc call and wait for the result, raise exception in
             case of error field present on response
             '''
-            nonlocal req_msgs
-
-            req_id: int = next(rpc_id)
             msg = {
                 'jsonrpc': '2.0',
-                'id': req_id,
+                'id': next(rpc_id),
                 'method': method,
                 'params': params
             }
             _id = msg['id']
 
-            result = rpc_results[_id] = {
+            rpc_results[_id] = {
                 'result': None,
-                'error': None,
-                'event': trio.Event(),  # signal caller resp arrived
+                'event': trio.Event()
             }
-            req_msgs[_id] = msg
 
             await ws.send_msg(msg)
 
-            # wait for reponse before unblocking requester code
             await rpc_results[_id]['event'].wait()
 
-            if (maybe_result := result['result']):
-                ret = maybe_result
-                del rpc_results[_id]
+            ret = rpc_results[_id]['result']
 
-            else:
-                err = result['error']
-                raise Exception(
-                    f'JSONRPC request failed\n'
-                    f'req: {msg}\n'
-                    f'resp: {err}\n'
-                )
+            del rpc_results[_id]
 
             if ret.error is not None:
                 raise Exception(json.dumps(ret.error, indent=4))
@@ -446,7 +428,6 @@ async def open_jsonrpc_session(
             the server side.
 
             '''
-            nonlocal req_msgs
             async for msg in ws:
                 match msg:
                     case {
@@ -470,29 +451,15 @@ async def open_jsonrpc_session(
                         'params': _,
                     }:
                         log.debug(f'Recieved\n{msg}')
-                        # if request_hook:
-                        #     await request_hook(request_type(**msg))
+                        if request_hook:
+                            await request_hook(request_type(**msg))
 
                     case {
                         'error': error
                     }:
-                        # if error_hook:
-                        #     await error_hook(response_type(**msg))
-
-                        # retreive orig request msg, set error
-                        # response in original "result" msg,
-                        # THEN FINALLY set the event to signal caller
-                        # to raise the error in the parent task.
-                        req_id: int = error['id']
-                        req_msg: dict = req_msgs[req_id]
-                        result: dict = rpc_results[req_id]
-                        result['error'] = error
-                        result['event'].set()
-                        log.error(
-                            f'JSONRPC request failed\n'
-                            f'req: {req_msg}\n'
-                            f'resp: {error}\n'
-                        )
+                        log.warning(f'Recieved\n{error}')
+                        if error_hook:
+                            await error_hook(response_type(**msg))
 
                     case _:
                         log.warning(f'Unhandled JSON-RPC msg!?\n{msg}')

piker/tsp/__init__.py

@@ -458,15 +458,13 @@ async def start_backfill(
                     'bf_until <- last_start_dt:\n'
                     f'{backfill_until_dt} <- {last_start_dt}\n'
                 )
-                # UGH: what's a better way?
-                # TODO: backends are responsible for being correct on
-                # this right!?
-                # -[ ] in the `ib` case we could maybe offer some way
-                #     to halt the request loop until the condition is
-                #     resolved or should the backend be entirely in
-                #     charge of solving such faults? yes, right?
-                # if timeframe > 1:
-                #     await tractor.pause()
+
+                # ugh, what's a better way?
+                # TODO: fwiw, we probably want a way to signal a throttle
+                # condition (eg. with ib) so that we can halt the
+                # request loop until the condition is resolved?
+                if timeframe > 1:
+                    await tractor.pause()
                 return
 
             assert (
@@ -580,7 +578,6 @@ async def start_backfill(
                     'crypto',
                     'crypto_currency',
                     'fiat',  # a "forex pair"
-                    'perpetual_future',  # stupid "perps" from cex land
                 }:
                     # for now, our table key schema is not including
                     # the dst[/src] source asset token.