Drop `.lifo_upate()` add `.audit_sizing()`

Use the new `.calc_[be_price/size]()` methods when serializing to and
from the `pps.toml` format and add an audit method which will warn about
mismatched values and assign the clears table calculated values pre-write.

Drop the `.lifo_update()` method and instead allow both
`.size`/`.be_price` properties to exist (for non-ledger related uses of
`Position`) alongside the new calc methods and only get fussy about
*what* the properties are set to in the case of ledger audits.

Also changes `Position.update()` -> `.add_clear()`.

piker/_daemon.py

@@ -22,10 +22,10 @@ from typing import Optional, Union, Callable, Any
 from contextlib import asynccontextmanager as acm
 from collections import defaultdict
 
-from pydantic import BaseModel
+from msgspec import Struct
+import tractor
 import trio
 from trio_typing import TaskStatus
-import tractor
 
 from .log import get_logger, get_console_log
 from .brokers import get_brokermod
@@ -47,16 +47,13 @@ _root_modules = [
 ]
 
 
-class Services(BaseModel):
+class Services(Struct):
 
     actor_n: tractor._supervise.ActorNursery
     service_n: trio.Nursery
     debug_mode: bool  # tractor sub-actor debug mode flag
     service_tasks: dict[str, tuple[trio.CancelScope, tractor.Portal]] = {}
 
-    class Config:
-        arbitrary_types_allowed = True
-
     async def start_service_task(
         self,
         name: str,

piker/brokers/binance.py

@@ -34,13 +34,13 @@ from fuzzywuzzy import process as fuzzy
 import numpy as np
 import tractor
 from pydantic.dataclasses import dataclass
-from pydantic import BaseModel
 import wsproto
 
 from .._cacheables import open_cached_client
 from ._util import resproc, SymbolNotFound
 from ..log import get_logger, get_console_log
 from ..data import ShmArray
+from ..data.types import Struct
 from ..data._web_bs import open_autorecon_ws, NoBsWs
 
 log = get_logger(__name__)
@@ -79,12 +79,14 @@ _show_wap_in_history = False
 
 
 # https://binance-docs.github.io/apidocs/spot/en/#exchange-information
-class Pair(BaseModel):
+class Pair(Struct, frozen=True):
     symbol: str
     status: str
 
     baseAsset: str
     baseAssetPrecision: int
+    cancelReplaceAllowed: bool
+    allowTrailingStop: bool
     quoteAsset: str
     quotePrecision: int
     quoteAssetPrecision: int
@@ -287,7 +289,7 @@ async def get_client() -> Client:
 
 
 # validation type
-class AggTrade(BaseModel):
+class AggTrade(Struct):
     e: str  # Event type
     E: int  # Event time
     s: str  # Symbol
@@ -341,7 +343,9 @@ async def stream_messages(ws: NoBsWs) -> AsyncGenerator[NoBsWs, dict]:
 
         elif msg.get('e') == 'aggTrade':
 
-            # validate
+            # NOTE: this is purely for a definition, ``msgspec.Struct``
+            # does not runtime-validate until you decode/encode.
+            # see: https://jcristharif.com/msgspec/structs.html#type-validation
             msg = AggTrade(**msg)
 
             # TODO: type out and require this quote format
@@ -352,8 +356,8 @@ async def stream_messages(ws: NoBsWs) -> AsyncGenerator[NoBsWs, dict]:
                 'brokerd_ts': time.time(),
                 'ticks': [{
                     'type': 'trade',
-                    'price': msg.p,
-                    'size': msg.q,
+                    'price': float(msg.p),
+                    'size': float(msg.q),
                     'broker_ts': msg.T,
                 }],
             }
@@ -448,7 +452,7 @@ async def stream_quotes(
             d = cache[sym.upper()]
             syminfo = Pair(**d)  # validation
 
-            si = sym_infos[sym] = syminfo.dict()
+            si = sym_infos[sym] = syminfo.to_dict()
 
             # XXX: after manually inspecting the response format we
             # just directly pick out the info we need

piker/brokers/ib/__init__.py

@@ -20,15 +20,10 @@ Interactive Brokers API backend.
 Sub-modules within break into the core functionalities:
 
 - ``broker.py`` part for orders / trading endpoints
-- ``data.py`` for real-time data feed endpoints
-
-- ``client.py`` for the core API machinery which is ``trio``-ized
+- ``feed.py`` for real-time data feed endpoints
+- ``api.py`` for the core API machinery which is ``trio``-ized
   wrapping around ``ib_insync``.
 
-- ``report.py`` for the hackery to build manual pp calcs
-  to avoid ib's absolute bullshit FIFO style position
-  tracking..
-
 """
 from .api import (
     get_client,
@@ -38,7 +33,10 @@ from .feed import (
     open_symbol_search,
     stream_quotes,
 )
-from .broker import trades_dialogue
+from .broker import (
+    trades_dialogue,
+    norm_trade_records,
+)
 
 __all__ = [
     'get_client',

piker/brokers/ib/api.py

@@ -29,6 +29,7 @@ import itertools
 from math import isnan
 from typing import (
     Any,
+    Optional,
     Union,
 )
 import asyncio
@@ -38,16 +39,28 @@ import time
 from types import SimpleNamespace
 
 
+from bidict import bidict
 import trio
 import tractor
 from tractor import to_asyncio
-from ib_insync.wrapper import RequestError
-from ib_insync.contract import Contract, ContractDetails
+import ib_insync as ibis
+from ib_insync.contract import (
+    Contract,
+    ContractDetails,
+    Option,
+)
 from ib_insync.order import Order
 from ib_insync.ticker import Ticker
-from ib_insync.objects import Position
-import ib_insync as ibis
-from ib_insync.wrapper import Wrapper
+from ib_insync.objects import (
+    Position,
+    Fill,
+    Execution,
+    CommissionReport,
+)
+from ib_insync.wrapper import (
+    Wrapper,
+    RequestError,
+)
 from ib_insync.client import Client as ib_Client
 import numpy as np
 
@@ -155,60 +168,93 @@ class NonShittyIB(ibis.IB):
         self.client.apiEnd += self.disconnectedEvent
 
 
-# map of symbols to contract ids
-_adhoc_cmdty_data_map = {
-    # https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
-
-    # NOTE: some cmdtys/metals don't have trade data like gold/usd:
-    # https://groups.io/g/twsapi/message/44174
-    'XAUUSD': ({'conId': 69067924}, {'whatToShow': 'MIDPOINT'}),
-}
-
 _futes_venues = (
     'GLOBEX',
     'NYMEX',
     'CME',
     'CMECRYPTO',
+    'COMEX',
+    'CMDTY',  # special name case..
 )
 
 _adhoc_futes_set = {
 
     # equities
     'nq.globex',
-    'mnq.globex',
+    'mnq.globex',  # micro
 
     'es.globex',
-    'mes.globex',
+    'mes.globex',  # micro
 
     # cypto$
     'brr.cmecrypto',
     'ethusdrr.cmecrypto',
 
     # agriculture
-    'he.globex',  # lean hogs
-    'le.globex',  # live cattle (geezers)
-    'gf.globex',  # feeder cattle (younguns)
+    'he.nymex',  # lean hogs
+    'le.nymex',  # live cattle (geezers)
+    'gf.nymex',  # feeder cattle (younguns)
 
     # raw
-    'lb.globex',  # random len lumber
+    'lb.nymex',  # random len lumber
 
     # metals
     'xauusd.cmdty',  # gold spot
     'gc.nymex',
-    'mgc.nymex',
+    'mgc.nymex',  # micro
+
+    # oil & gas
+    'cl.nymex',
 
     'xagusd.cmdty',  # silver spot
     'ni.nymex',  # silver futes
     'qi.comex',  # mini-silver futes
 }
 
+
+# taken from list here:
+# https://www.interactivebrokers.com/en/trading/products-spot-currencies.php
+_adhoc_fiat_set = set((
+    'USD, AED, AUD, CAD,'
+    'CHF, CNH, CZK, DKK,'
+    'EUR, GBP, HKD, HUF,'
+    'ILS, JPY, MXN, NOK,'
+    'NZD, PLN, RUB, SAR,'
+    'SEK, SGD, TRY, ZAR'
+    ).split(' ,')
+)
+
+
+# map of symbols to contract ids
+_adhoc_symbol_map = {
+    # https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
+
+    # NOTE: some cmdtys/metals don't have trade data like gold/usd:
+    # https://groups.io/g/twsapi/message/44174
+    'XAUUSD': ({'conId': 69067924}, {'whatToShow': 'MIDPOINT'}),
+}
+for qsn in _adhoc_futes_set:
+    sym, venue = qsn.split('.')
+    assert venue.upper() in _futes_venues, f'{venue}'
+    _adhoc_symbol_map[sym.upper()] = (
+        {'exchange': venue},
+        {},
+    )
+
+
 # exchanges we don't support at the moment due to not knowing
 # how to do symbol-contract lookup correctly likely due
 # to not having the data feeds subscribed.
 _exch_skip_list = {
+
     'ASX',  # aussie stocks
     'MEXI',  # mexican stocks
-    'VALUE',  # no idea
+
+    # no idea
+    'VALUE',
+    'FUNDSERV',
+    'SWB2',
+    'PSE',
 }
 
 # https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
@@ -261,27 +307,29 @@ class Client:
 
         # NOTE: the ib.client here is "throttled" to 45 rps by default
 
-    async def trades(
-        self,
-        # api_only: bool = False,
+    async def trades(self) -> dict[str, Any]:
+        '''
+        Return list of trade-fills from current session in ``dict``.
 
-    ) -> dict[str, Any]:
-
-        # orders = await self.ib.reqCompletedOrdersAsync(
-        #     apiOnly=api_only
-        # )
-        fills = await self.ib.reqExecutionsAsync()
-        norm_fills = []
+        '''
+        fills: list[Fill] = self.ib.fills()
+        norm_fills: list[dict] = []
         for fill in fills:
             fill = fill._asdict()  # namedtuple
-            for key, val in fill.copy().items():
-                if isinstance(val, Contract):
+            for key, val in fill.items():
+                match val:
+                    case Contract() | Execution() | CommissionReport():
                         fill[key] = asdict(val)
 
             norm_fills.append(fill)
 
         return norm_fills
 
+    async def orders(self) -> list[Order]:
+        return await self.ib.reqAllOpenOrdersAsync(
+            apiOnly=False,
+        )
+
     async def bars(
         self,
         fqsn: str,
@@ -309,7 +357,7 @@ class Client:
 
         _enters += 1
 
-        contract = await self.find_contract(fqsn)
+        contract = (await self.find_contracts(fqsn))[0]
         bars_kwargs.update(getattr(contract, 'bars_kwargs', {}))
 
         # _min = min(2000*100, count)
@@ -364,7 +412,15 @@ class Client:
                 futs.append(self.ib.reqContractDetailsAsync(con))
 
         # batch request all details
+        try:
             results = await asyncio.gather(*futs)
+        except RequestError as err:
+            msg = err.message
+            if (
+                'No security definition' in msg
+            ):
+                log.warning(f'{msg}: {contracts}')
+                return {}
 
         # one set per future result
         details = {}
@@ -373,20 +429,11 @@ class Client:
             # XXX: if there is more then one entry in the details list
             # then the contract is so called "ambiguous".
             for d in details_set:
-                con = d.contract
 
-                key = '.'.join([
-                    con.symbol,
-                    con.primaryExchange or con.exchange,
-                ])
-                expiry = con.lastTradeDateOrContractMonth
-                if expiry:
-                    key += f'.{expiry}'
-
-                # nested dataclass we probably don't need and that
-                # won't IPC serialize..
+                # nested dataclass we probably don't need and that won't
+                # IPC serialize..
                 d.secIdList = ''
-
+                key, calc_price = con2fqsn(d.contract)
                 details[key] = d
 
         return details
@@ -416,7 +463,7 @@ class Client:
         self,
         pattern: str,
         # how many contracts to search "up to"
-        upto: int = 3,
+        upto: int = 6,
         asdicts: bool = True,
 
     ) -> dict[str, ContractDetails]:
@@ -427,7 +474,6 @@ class Client:
             pattern,
             upto=upto,
         )
-
         for key, deats in results.copy().items():
 
             tract = deats.contract
@@ -437,21 +483,44 @@ class Client:
             if sectype == 'IND':
                 results[f'{sym}.IND'] = tract
                 results.pop(key)
-                exch = tract.exchange
+                # exch = tract.exchange
 
-                if exch in _futes_venues:
+                # XXX: add back one of these to get the weird deadlock
+                # on the debugger from root without the latest
+                # maybe_wait_for_debugger() fix in the `open_context()`
+                # exit.
+                # assert 0
+                # if con.exchange not in _exch_skip_list:
+
+                exch = tract.exchange
+                if exch not in _exch_skip_list:
                     # try get all possible contracts for symbol as per,
                     # https://interactivebrokers.github.io/tws-api/basic_contracts.html#fut
                     con = ibis.Future(
                         symbol=sym,
                         exchange=exch,
                     )
-                    try:
+                    # TODO: make this work, think it's something to do
+                    # with the qualify flag.
+                    # cons = await self.find_contracts(
+                    #     contract=con,
+                    #     err_on_qualify=False,
+                    # )
+                    # if cons:
                     all_deats = await self.con_deats([con])
                     results |= all_deats
 
-                    except RequestError as err:
-                        log.warning(err.message)
+            # forex pairs
+            elif sectype == 'CASH':
+                dst, src = tract.localSymbol.split('.')
+                pair_key = "/".join([dst, src])
+                exch = tract.exchange.lower()
+                results[f'{pair_key}.{exch}'] = tract
+                results.pop(key)
+
+                # XXX: again seems to trigger the weird tractor
+                # bug with the debugger..
+                # assert 0
 
         return results
 
@@ -483,13 +552,19 @@ class Client:
 
         return con
 
-    async def find_contract(
+    async def get_con(
+        self,
+        conid: int,
+    ) -> Contract:
+        return await self.ib.qualifyContractsAsync(
+            ibis.Contract(conId=conid)
+        )
+
+    def parse_patt2fqsn(
         self,
         pattern: str,
-        currency: str = 'USD',
-        **kwargs,
 
-    ) -> Contract:
+    ) -> tuple[str, str, str, str]:
 
         # TODO: we can't use this currently because
         # ``wrapper.starTicker()`` currently cashes ticker instances
@@ -502,12 +577,30 @@ class Client:
         # XXX UPDATE: we can probably do the tick/trades scraping
         # inside our eventkit handler instead to bypass this entirely?
 
+        currency = ''
+
+        # fqsn parsing stage
+        # ------------------
         if '.ib' in pattern:
             from ..data._source import unpack_fqsn
-            broker, symbol, expiry = unpack_fqsn(pattern)
+            _, symbol, expiry = unpack_fqsn(pattern)
+
         else:
             symbol = pattern
+            expiry = ''
 
+        # another hack for forex pairs lul.
+        if (
+            '.idealpro' in symbol
+            # or '/' in symbol
+        ):
+            exch = 'IDEALPRO'
+            symbol = symbol.removesuffix('.idealpro')
+            if '/' in symbol:
+                symbol, currency = symbol.split('/')
+
+        else:
+            # TODO: yes, a cache..
             # try:
             #     # give the cache a go
             #     return self._contracts[symbol]
@@ -518,42 +611,70 @@ class Client:
                 symbol, _, expiry = symbol.rpartition('.')
 
             # use heuristics to figure out contract "type"
-        sym, exch = symbol.upper().rsplit('.', maxsplit=1)
+            symbol, exch = symbol.upper().rsplit('.', maxsplit=1)
 
-        qualify: bool = True
+        return symbol, currency, exch, expiry
+
+    async def find_contracts(
+        self,
+        pattern: Optional[str] = None,
+        contract: Optional[Contract] = None,
+        qualify: bool = True,
+        err_on_qualify: bool = True,
+
+    ) -> Contract:
+
+        if pattern is not None:
+            symbol, currency, exch, expiry = self.parse_patt2fqsn(
+                pattern,
+            )
+            sectype = ''
+
+        else:
+            assert contract
+            symbol = contract.symbol
+            sectype = contract.secType
+            exch = contract.exchange or contract.primaryExchange
+            expiry = contract.lastTradeDateOrContractMonth
+            currency = contract.currency
+
+        # contract searching stage
+        # ------------------------
 
         # futes
         if exch in _futes_venues:
             if expiry:
                 # get the "front" contract
-                contract = await self.get_fute(
-                    symbol=sym,
+                con = await self.get_fute(
+                    symbol=symbol,
                     exchange=exch,
                     expiry=expiry,
                 )
 
             else:
                 # get the "front" contract
-                contract = await self.get_fute(
-                    symbol=sym,
+                con = await self.get_fute(
+                    symbol=symbol,
                     exchange=exch,
                     front=True,
                 )
 
-            qualify = False
-
-        elif exch in ('FOREX'):
-            currency = ''
-            symbol, currency = sym.split('/')
+        elif (
+            exch in ('IDEALPRO')
+            or sectype == 'CASH'
+        ):
+            # if '/' in symbol:
+            #     currency = ''
+            #     symbol, currency = symbol.split('/')
             con = ibis.Forex(
-                symbol=symbol,
+                pair=''.join((symbol, currency)),
                 currency=currency,
             )
             con.bars_kwargs = {'whatToShow': 'MIDPOINT'}
 
         # commodities
         elif exch == 'CMDTY':  # eg. XAUUSD.CMDTY
-            con_kwargs, bars_kwargs = _adhoc_cmdty_data_map[sym]
+            con_kwargs, bars_kwargs = _adhoc_symbol_map[symbol]
             con = ibis.Commodity(**con_kwargs)
             con.bars_kwargs = bars_kwargs
 
@@ -569,33 +690,50 @@ class Client:
                 exch = 'SMART'
 
             else:
-                exch = 'SMART'
+                # XXX: order is super important here since
+                # a primary == 'SMART' won't ever work.
                 primaryExchange = exch
+                exch = 'SMART'
 
             con = ibis.Stock(
-                symbol=sym,
+                symbol=symbol,
                 exchange=exch,
                 primaryExchange=primaryExchange,
                 currency=currency,
             )
-        try:
             exch = 'SMART' if not exch else exch
-            if qualify:
-                contract = (await self.ib.qualifyContractsAsync(con))[0]
-            else:
-                assert contract
 
-        except IndexError:
+        contracts = [con]
+        if qualify:
+            try:
+                contracts = await self.ib.qualifyContractsAsync(con)
+            except RequestError as err:
+                msg = err.message
+                if (
+                    'No security definition' in msg
+                    and not err_on_qualify
+                ):
+                    log.warning(
+                        f'Could not find def for {con}')
+                    return None
+
+                else:
+                    raise
+            if not contracts:
                 raise ValueError(f"No contract could be found {con}")
 
-        self._contracts[pattern] = contract
+        # pack all contracts into cache
+        for tract in contracts:
+            exch: str = tract.primaryExchange or tract.exchange or exch
+            pattern = f'{symbol}.{exch}'
+            expiry = tract.lastTradeDateOrContractMonth
+            # add an entry with expiry suffix if available
+            if expiry:
+                pattern += f'.{expiry}'
 
-        # add an aditional entry with expiry suffix if available
-        conexp = contract.lastTradeDateOrContractMonth
-        if conexp:
-            self._contracts[pattern + f'.{conexp}'] = contract
+            self._contracts[pattern.lower()] = tract
 
-        return contract
+        return contracts
 
     async def get_head_time(
         self,
@@ -614,9 +752,10 @@ class Client:
     async def get_sym_details(
         self,
         symbol: str,
+
     ) -> tuple[Contract, Ticker, ContractDetails]:
 
-        contract = await self.find_contract(symbol)
+        contract = (await self.find_contracts(symbol))[0]
         ticker: Ticker = self.ib.reqMktData(
             contract,
             snapshot=True,
@@ -804,6 +943,73 @@ class Client:
         return self.ib.positions(account=account)
 
 
+def con2fqsn(
+    con: Contract,
+    _cache: dict[int, (str, bool)] = {}
+
+) -> tuple[str, bool]:
+    '''
+    Convert contracts to fqsn-style strings to be used both in symbol-search
+    matching and as feed tokens passed to the front end data deed layer.
+
+    Previously seen contracts are cached by id.
+
+    '''
+    # should be real volume for this contract by default
+    calc_price = False
+    if con.conId:
+        try:
+            return _cache[con.conId]
+        except KeyError:
+            pass
+
+    suffix = con.primaryExchange or con.exchange
+    symbol = con.symbol
+    expiry = con.lastTradeDateOrContractMonth or ''
+
+    match con:
+        case Option():
+            # TODO: option symbol parsing and sane display:
+            symbol = con.localSymbol.replace(' ', '')
+
+        case ibis.Commodity():
+            # commodities and forex don't have an exchange name and
+            # no real volume so we have to calculate the price
+            suffix = con.secType
+
+            # no real volume on this tract
+            calc_price = True
+
+        case ibis.Forex() | ibis.Contract(secType='CASH'):
+            dst, src = con.localSymbol.split('.')
+            symbol = ''.join([dst, src])
+            suffix = con.exchange
+
+            # no real volume on forex feeds..
+            calc_price = True
+
+    if not suffix:
+        entry = _adhoc_symbol_map.get(
+            con.symbol or con.localSymbol
+        )
+        if entry:
+            meta, kwargs = entry
+            cid = meta.get('conId')
+            if cid:
+                assert con.conId == meta['conId']
+            suffix = meta['exchange']
+
+    # append a `.<suffix>` to the returned symbol
+    # key for derivatives that normally is the expiry
+    # date key.
+    if expiry:
+        suffix += f'.{expiry}'
+
+    fqsn_key = '.'.join((symbol, suffix)).lower()
+    _cache[con.conId] = fqsn_key, calc_price
+    return fqsn_key, calc_price
+
+
 # per-actor API ep caching
 _client_cache: dict[tuple[str, int], Client] = {}
 _scan_ignore: set[tuple[str, int]] = set()
@@ -811,10 +1017,23 @@ _scan_ignore: set[tuple[str, int]] = set()
 
 def get_config() -> dict[str, Any]:
 
-    conf, path = config.load()
-
+    conf, path = config.load('brokers')
     section = conf.get('ib')
 
+    accounts = section.get('accounts')
+    if not accounts:
+        raise ValueError(
+            'brokers.toml -> `ib.accounts` must be defined\n'
+            f'location: {path}'
+        )
+
+    names = list(accounts.keys())
+    accts = section['accounts'] = bidict(accounts)
+    log.info(
+        f'brokers.toml defines {len(accts)} accounts: '
+        f'{pformat(names)}'
+    )
+
     if section is None:
         log.warning(f'No config section found for ib in {path}')
         return {}
@@ -990,7 +1209,7 @@ async def load_aio_clients(
         for acct, client in _accounts2clients.items():
             log.info(f'Disconnecting {acct}@{client}')
             client.ib.disconnect()
-            _client_cache.pop((host, port))
+            _client_cache.pop((host, port), None)
 
 
 async def load_clients_for_trio(
@@ -1019,9 +1238,6 @@ async def load_clients_for_trio(
             await asyncio.sleep(float('inf'))
 
 
-_proxies: dict[str, MethodProxy] = {}
-
-
 @acm
 async def open_client_proxies() -> tuple[
     dict[str, MethodProxy],
@@ -1044,13 +1260,14 @@ async def open_client_proxies() -> tuple[
         if cache_hit:
             log.info(f'Re-using cached clients: {clients}')
 
+        proxies = {}
         for acct_name, client in clients.items():
             proxy = await stack.enter_async_context(
                 open_client_proxy(client),
             )
-            _proxies[acct_name] = proxy
+            proxies[acct_name] = proxy
 
-        yield _proxies, clients
+        yield proxies, clients
 
 
 def get_preferred_data_client(
@@ -1199,11 +1416,13 @@ async def open_client_proxy(
     event_table = {}
 
     async with (
+
         to_asyncio.open_channel_from(
             open_aio_client_method_relay,
             client=client,
             event_consumers=event_table,
         ) as (first, chan),
+
         trio.open_nursery() as relay_n,
     ):
 

piker/brokers/ib/broker.py

@@ -26,14 +26,17 @@ from typing import (
     Any,
     Optional,
     AsyncIterator,
+    Union,
 )
 
+from bidict import bidict
 import trio
 from trio_typing import TaskStatus
 import tractor
 from ib_insync.contract import (
     Contract,
     Option,
+    Forex,
 )
 from ib_insync.order import (
     Trade,
@@ -42,10 +45,13 @@ from ib_insync.order import (
 from ib_insync.objects import (
     Fill,
     Execution,
+    CommissionReport,
 )
 from ib_insync.objects import Position
+import pendulum
 
 from piker import config
+from piker import pp
 from piker.log import get_console_log
 from piker.clearing._messages import (
     BrokerdOrder,
@@ -56,13 +62,16 @@ from piker.clearing._messages import (
     BrokerdFill,
     BrokerdError,
 )
+from piker.data._source import Symbol
 from .api import (
     _accounts2clients,
-    _adhoc_futes_set,
+    # _adhoc_futes_set,
+    _adhoc_symbol_map,
     log,
     get_config,
     open_client_proxies,
     Client,
+    MethodProxy,
 )
 
 
@@ -80,29 +89,48 @@ def pack_position(
         # TODO: lookup fqsn even for derivs.
         symbol = con.symbol.lower()
 
+    # TODO: probably write a mofo exchange mapper routine since ib
+    # can't get it's shit together like, ever.
+
+    # try our best to figure out the exchange / venue
     exch = (con.primaryExchange or con.exchange).lower()
-    symkey = '.'.join((symbol, exch))
     if not exch:
-        # attempt to lookup the symbol from our
-        # hacked set..
-        for sym in _adhoc_futes_set:
-            if symbol in sym:
-                symkey = sym
-                break
+
+        if isinstance(con, Forex):
+            # bc apparently it's not in the contract obj?
+            exch = 'idealfx'
+
+        else:
+            # for wtv cucked reason some futes don't show their
+            # exchange (like CL.NYMEX) ...
+            entry = _adhoc_symbol_map.get(
+                con.symbol or con.localSymbol
+            )
+            if entry:
+                meta, kwargs = entry
+                cid = meta.get('conId')
+                if cid:
+                    assert con.conId == meta['conId']
+                exch = meta['exchange']
+
+    assert exch, f'No clue:\n {con}'
+    fqsn = '.'.join((symbol, exch))
 
     expiry = con.lastTradeDateOrContractMonth
     if expiry:
-        symkey += f'.{expiry}'
+        fqsn += f'.{expiry}'
 
     # TODO: options contracts into a sane format..
-
-    return BrokerdPosition(
+    return (
+        con.conId,
+        BrokerdPosition(
             broker='ib',
             account=pos.account,
-        symbol=symkey,
+            symbol=fqsn,
             currency=con.currency,
             size=float(pos.position),
             avg_price=float(pos.avgCost) / float(con.multiplier or 1.0),
+        ),
     )
 
 
@@ -130,7 +158,7 @@ async def handle_order_requests(
                 oid=request_msg['oid'],
                 symbol=request_msg['symbol'],
                 reason=f'No account found: `{account}` ?',
-            ).dict())
+            ))
             continue
 
         client = _accounts2clients.get(account)
@@ -143,7 +171,7 @@ async def handle_order_requests(
                 oid=request_msg['oid'],
                 symbol=request_msg['symbol'],
                 reason=f'No api client loaded for account: `{account}` ?',
-            ).dict())
+            ))
             continue
 
         if action in {'buy', 'sell'}:
@@ -170,7 +198,7 @@ async def handle_order_requests(
                     oid=request_msg['oid'],
                     symbol=request_msg['symbol'],
                     reason='Order already active?',
-                ).dict())
+                ))
 
             # deliver ack that order has been submitted to broker routing
             await ems_order_stream.send(
@@ -179,9 +207,8 @@ async def handle_order_requests(
                     oid=order.oid,
                     # broker specific request id
                     reqid=reqid,
-                    time_ns=time.time_ns(),
                     account=account,
-                ).dict()
+                )
             )
 
         elif action == 'cancel':
@@ -205,19 +232,35 @@ async def recv_trade_updates(
     # sync with trio task
     to_trio.send_nowait(None)
 
-    def push_tradesies(eventkit_obj, obj, fill=None):
-        """Push events to trio task.
+    def push_tradesies(
+        eventkit_obj,
+        obj,
+        fill: Optional[Fill] = None,
+        report: Optional[CommissionReport] = None,
+    ):
+        '''
+        Push events to trio task.
 
-        """
-        if fill is not None:
+        '''
+        match eventkit_obj.name():
+
+            case 'orderStatusEvent':
+                item = ('status', obj)
+
+            case 'commissionReportEvent':
+                assert report
+                item = ('cost', report)
+
+            case 'execDetailsEvent':
                 # execution details event
                 item = ('fill', (obj, fill))
 
-        elif eventkit_obj.name() == 'positionEvent':
+            case 'positionEvent':
                 item = ('position', obj)
 
-        else:
-            item = ('status', obj)
+            case _:
+                log.error(f'Error unknown event {obj}')
+                return
 
         log.info(f'eventkit event ->\n{pformat(item)}')
 
@@ -233,15 +276,15 @@ async def recv_trade_updates(
         'execDetailsEvent',  # all "fill" updates
         'positionEvent',  # avg price updates per symbol per account
 
-        # 'commissionReportEvent',
         # XXX: ugh, it is a separate event from IB and it's
         # emitted as follows:
         # self.ib.commissionReportEvent.emit(trade, fill, report)
+        'commissionReportEvent',
 
         # XXX: not sure yet if we need these
         # 'updatePortfolioEvent',
 
-        # XXX: these all seem to be weird ib_insync intrernal
+        # XXX: these all seem to be weird ib_insync internal
         # events that we probably don't care that much about
         # given the internal design is wonky af..
         # 'newOrderEvent',
@@ -257,6 +300,149 @@ async def recv_trade_updates(
     await client.ib.disconnectedEvent
 
 
+async def update_ledger_from_api_trades(
+    trade_entries: list[dict[str, Any]],
+    client: Union[Client, MethodProxy],
+
+) -> tuple[
+    dict[str, pp.Transaction],
+    dict[str, dict],
+]:
+
+    conf = get_config()
+
+    # XXX; ERRGGG..
+    # pack in the "primary/listing exchange" value from a
+    # contract lookup since it seems this isn't available by
+    # default from the `.fills()` method endpoint...
+    for entry in trade_entries:
+        condict = entry['contract']
+        conid = condict['conId']
+        pexch = condict['primaryExchange']
+
+        if not pexch:
+            cons = await client.get_con(conid=conid)
+            if cons:
+                con = cons[0]
+                pexch = con.primaryExchange or con.exchange
+            else:
+                # for futes it seems like the primary is always empty?
+                pexch = condict['exchange']
+
+        entry['listingExchange'] = pexch
+
+    entries = trades_to_ledger_entries(
+        conf['accounts'].inverse,
+        trade_entries,
+    )
+
+    # write recent session's trades to the user's (local) ledger file.
+    records: dict[str, pp.Transactions] = {}
+
+    for acctid, trades_by_id in entries.items():
+        # normalize to transaction form
+        records[acctid] = norm_trade_records(trades_by_id)
+
+    return records, entries
+
+
+async def update_and_audit_msgs(
+    acctid: str,  # no `ib.` prefix is required!
+    pps: list[pp.Position],
+    cids2pps: dict[tuple[str, int], BrokerdPosition],
+    validate: bool = False,
+
+) -> list[BrokerdPosition]:
+
+    msgs: list[BrokerdPosition] = []
+    # pps: dict[int, pp.Position] = {}
+
+    for p in pps:
+        bsuid = p.bsuid
+
+        # build trade-session-actor local table
+        # of pps from unique symbol ids.
+        # pps[bsuid] = p
+
+        # retreive equivalent ib reported position message
+        # for comparison/audit versus the piker equivalent
+        # breakeven pp calcs.
+        ibppmsg = cids2pps.get((acctid, bsuid))
+
+        if ibppmsg:
+            msg = BrokerdPosition(
+                broker='ib',
+
+                # XXX: ok so this is annoying, we're relaying
+                # an account name with the backend suffix prefixed
+                # but when reading accounts from ledgers we don't
+                # need it and/or it's prefixed in the section
+                # table..
+                account=ibppmsg.account,
+                # XXX: the `.ib` is stripped..?
+                symbol=ibppmsg.symbol,
+                currency=ibppmsg.currency,
+                size=p.size,
+                avg_price=p.be_price,
+            )
+            msgs.append(msg)
+
+            if validate:
+                ibsize = ibppmsg.size
+                pikersize = msg.size
+                diff = pikersize - ibsize
+
+                # if ib reports a lesser pp it's not as bad since we can
+                # presume we're at least not more in the shit then we
+                # thought.
+                if diff:
+                    raise ValueError(
+                        f'POSITION MISMATCH ib <-> piker ledger:\n'
+                        f'ib: {ibppmsg}\n'
+                        f'piker: {msg}\n'
+                        'YOU SHOULD FIGURE OUT WHY TF YOUR LEDGER IS OFF!?!?'
+                    )
+                    msg.size = ibsize
+
+            if ibppmsg.avg_price != msg.avg_price:
+
+                # TODO: make this a "propoganda" log level?
+                log.warning(
+                    'The mega-cucks at IB want you to believe with their '
+                    f'"FIFO" positioning for {msg.symbol}:\n'
+                    f'"ib" mega-cucker avg price: {ibppmsg.avg_price}\n'
+                    f'piker, LIFO breakeven PnL price: {msg.avg_price}'
+                )
+
+        else:
+            # make brand new message
+            msg = BrokerdPosition(
+                broker='ib',
+
+                # XXX: ok so this is annoying, we're relaying
+                # an account name with the backend suffix prefixed
+                # but when reading accounts from ledgers we don't
+                # need it and/or it's prefixed in the section
+                # table.. we should just strip this from the message
+                # right since `.broker` is already included?
+                account=f'ib.{acctid}',
+                # XXX: the `.ib` is stripped..?
+                symbol=p.symbol.front_fqsn(),
+                # currency=ibppmsg.currency,
+                size=p.size,
+                avg_price=p.be_price,
+            )
+            if validate and p.size:
+                raise ValueError(
+                    f'UNEXPECTED POSITION ib <-> piker ledger:\n'
+                    f'piker: {msg}\n'
+                    'YOU SHOULD FIGURE OUT WHY TF YOUR LEDGER IS OFF!?!?'
+                )
+            msgs.append(msg)
+
+    return msgs
+
+
 @tractor.context
 async def trades_dialogue(
 
@@ -277,6 +463,14 @@ async def trades_dialogue(
     accounts = set()
     clients: list[tuple[Client, trio.MemoryReceiveChannel]] = []
 
+    # TODO: this causes a massive tractor bug when you run marketstored
+    # with ``--tsdb``... you should get:
+    # - first error the assertion
+    # - chart should get that error and die
+    # - pikerd goes to debugger again from trio nursery multi-error
+    # - hitting final control-c to kill daemon will lead to hang
+    # assert 0
+
     async with (
         trio.open_nursery() as nurse,
         open_client_proxies() as (proxies, aioclients),
@@ -306,22 +500,83 @@ async def trades_dialogue(
             assert account in accounts_def
             accounts.add(account)
 
+        cids2pps: dict[str, BrokerdPosition] = {}
+        update_records: dict[str, bidict] = {}
+
+        # process pp value reported from ib's system. we only use these
+        # to cross-check sizing since average pricing on their end uses
+        # the so called (bs) "FIFO" style which more or less results in
+        # a price that's not useful for traders who want to not lose
+        # money.. xb
         for client in aioclients.values():
             for pos in client.positions():
 
-                msg = pack_position(pos)
-                msg.account = accounts_def.inverse[msg.account]
-
+                cid, msg = pack_position(pos)
+                acctid = msg.account = accounts_def.inverse[msg.account]
+                acctid = acctid.strip('ib.')
+                cids2pps[(acctid, cid)] = msg
                 assert msg.account in accounts, (
                     f'Position for unknown account: {msg.account}')
 
-                all_positions.append(msg.dict())
+                # collect all ib-pp reported positions so that we can be
+                # sure know which positions to update from the ledger if
+                # any are missing from the ``pps.toml``
+                update_records.setdefault(acctid, bidict())[cid] = msg.symbol
 
-        trades: list[dict] = []
-        for proxy in proxies.values():
-            trades.append(await proxy.trades())
+        # update trades ledgers for all accounts from
+        # connected api clients which report trades for **this session**.
+        new_trades = {}
+        for account, proxy in proxies.items():
+            trades = await proxy.trades()
+            (
+                records_by_acct,
+                ledger_entries,
+            ) = await update_ledger_from_api_trades(
+                trades,
+                proxy,
+            )
+            new_trades.update(records_by_acct)
 
-        log.info(f'Loaded {len(trades)} from this session')
+        for acctid, trans in new_trades.items():
+            for t in trans:
+                bsuid = t.bsuid
+                if bsuid in update_records:
+                    assert update_records[bsuid] == t.fqsn
+                else:
+                    update_records.setdefault(acctid, bidict())[bsuid] = t.fqsn
+
+        # load all positions from `pps.toml`, cross check with ib's
+        # positions data, and relay re-formatted pps as msgs to the ems.
+        # __2 cases__:
+        # - new trades have taken place this session that we want to
+        #   always reprocess indempotently,
+        # - no new trades yet but we want to reload and audit any
+        #   positions reported by ib's sys that may not yet be in
+        #   piker's ``pps.toml`` state-file.
+        for acctid, to_update in update_records.items():
+            trans = new_trades.get(acctid)
+            active, closed = pp.update_pps_conf(
+                'ib',
+                acctid,
+                trade_records=trans,
+                ledger_reload=to_update,
+            )
+            for pps in [active, closed]:
+                msgs = await update_and_audit_msgs(
+                    acctid,
+                    pps.values(),
+                    cids2pps,
+                    validate=True,
+                )
+                all_positions.extend(msg for msg in msgs)
+
+        if not all_positions and cids2pps:
+            raise RuntimeError(
+                'Positions reported by ib but not found in `pps.toml`!?\n'
+                f'{pformat(cids2pps)}'
+            )
+
+        # log.info(f'Loaded {len(trades)} from this session')
         # TODO: write trades to local ``trades.toml``
         # - use above per-session trades data and write to local file
         # - get the "flex reports" working and pull historical data and
@@ -332,6 +587,16 @@ async def trades_dialogue(
             tuple(name for name in accounts_def if name in accounts),
         ))
 
+        # TODO: maybe just write on teardown?
+        # we might also want to delegate a specific actor for
+        # ledger writing / reading for speed?
+
+        # write ledger with all new trades **AFTER** we've updated the
+        # `pps.toml` from the original ledger state!
+        for acctid, trades_by_id in ledger_entries.items():
+            with pp.open_trade_ledger('ib', acctid) as ledger:
+                ledger.update(trades_by_id)
+
         async with (
             ctx.open_stream() as ems_stream,
             trio.open_nursery() as n,
@@ -345,32 +610,96 @@ async def trades_dialogue(
                     deliver_trade_events,
                     stream,
                     ems_stream,
-                    accounts_def
+                    accounts_def,
+                    cids2pps,
+                    proxies,
                 )
 
             # block until cancelled
             await trio.sleep_forever()
 
 
+async def emit_pp_update(
+    ems_stream: tractor.MsgStream,
+    trade_entry: dict,
+    accounts_def: bidict,
+    proxies: dict,
+    cids2pps: dict,
+
+) -> None:
+
+    # compute and relay incrementally updated piker pp
+    acctid = accounts_def.inverse[trade_entry['execution']['acctNumber']]
+    proxy = proxies[acctid]
+
+    acctname = acctid.strip('ib.')
+    records_by_acct, ledger_entries = await update_ledger_from_api_trades(
+        [trade_entry],
+        proxy,
+    )
+    records = records_by_acct[acctname]
+    r = records[0]
+
+    # update and load all positions from `pps.toml`, cross check with
+    # ib's positions data, and relay re-formatted pps as msgs to the
+    # ems. we report both the open and closed updates in one map since
+    # for incremental update we may have just fully closed a pp and need
+    # to relay that msg as well!
+    active, closed = pp.update_pps_conf(
+        'ib',
+        acctname,
+        trade_records=records,
+        ledger_reload={r.bsuid: r.fqsn},
+    )
+
+    # NOTE: write ledger with all new trades **AFTER** we've updated the
+    # `pps.toml` from the original ledger state!
+    for acctid, trades_by_id in ledger_entries.items():
+        with pp.open_trade_ledger('ib', acctid) as ledger:
+            ledger.update(trades_by_id)
+
+    for pos in filter(
+        bool,
+        [active.get(r.bsuid), closed.get(r.bsuid)]
+    ):
+        msgs = await update_and_audit_msgs(
+            acctname,
+            [pos],
+            cids2pps,
+
+            # ib pp event might not have arrived yet
+            validate=False,
+        )
+        if msgs:
+            msg = msgs[0]
+            break
+
+    await ems_stream.send(msg)
+
+
 async def deliver_trade_events(
 
     trade_event_stream: trio.MemoryReceiveChannel,
     ems_stream: tractor.MsgStream,
-    accounts_def: dict[str, str],
+    accounts_def: dict[str, str],  # eg. `'ib.main'` -> `'DU999999'`
+    cids2pps: dict[tuple[str, str], BrokerdPosition],
+    proxies: dict[str, MethodProxy],
 
 ) -> None:
-    '''Format and relay all trade events for a given client to the EMS.
+    '''
+    Format and relay all trade events for a given client to emsd.
 
     '''
     action_map = {'BOT': 'buy', 'SLD': 'sell'}
+    ids2fills: dict[str, dict] = {}
 
     # TODO: for some reason we can receive a ``None`` here when the
     # ib-gw goes down? Not sure exactly how that's happening looking
     # at the eventkit code above but we should probably handle it...
     async for event_name, item in trade_event_stream:
-
         log.info(f'ib sending {event_name}:\n{pformat(item)}')
 
+        match event_name:
             # TODO: templating the ib statuses in comparison with other
             # brokers is likely the way to go:
             # https://interactivebrokers.github.io/tws-api/interfaceIBApi_1_1EWrapper.html#a17f2a02d6449710b6394d0266a353313
@@ -394,7 +723,7 @@ async def deliver_trade_events(
             #   reqId 1550: Order held while securities are located.'),
             # status='PreSubmitted', message='')],
 
-        if event_name == 'status':
+            case 'status':
 
                 # XXX: begin normalization of nonsense ib_insync internal
                 # object-state tracking representations...
@@ -423,8 +752,9 @@ async def deliver_trade_events(
 
                     broker_details={'name': 'ib'},
                 )
+                await ems_stream.send(msg)
 
-        elif event_name == 'fill':
+            case 'fill':
 
                 # for wtv reason this is a separate event type
                 # from IB, not sure why it's needed other then for extra
@@ -438,17 +768,35 @@ async def deliver_trade_events(
                 # https://www.python.org/dev/peps/pep-0526/#global-and-local-variable-annotations
                 trade: Trade
                 fill: Fill
+
+                # TODO: maybe we can use matching to better handle these cases.
                 trade, fill = item
                 execu: Execution = fill.execution
+                execid = execu.execId
 
-            # TODO: normalize out commissions details?
-            details = {
+                # TODO:
+                # - normalize out commissions details?
+                # - this is the same as the unpacking loop above in
+                # ``trades_to_ledger_entries()`` no?
+                trade_entry = ids2fills.setdefault(execid, {})
+                cost_already_rx = bool(trade_entry)
+
+                # if the costs report was already received this
+                # should be not empty right?
+                comms = fill.commissionReport.commission
+                if cost_already_rx:
+                    assert comms
+
+                trade_entry.update(
+                    {
                         'contract': asdict(fill.contract),
                         'execution': asdict(fill.execution),
-                'commissions': asdict(fill.commissionReport),
-                'broker_time': execu.time,   # supposedly server fill time
+                        # 'commissionReport': asdict(fill.commissionReport),
+                        # supposedly server fill time?
+                        'broker_time': execu.time,
                         'name': 'ib',
                     }
+                )
 
                 msg = BrokerdFill(
                     # should match the value returned from `.submit_limit()`
@@ -459,14 +807,68 @@ async def deliver_trade_events(
                     size=execu.shares,
                     price=execu.price,
 
-                broker_details=details,
+                    broker_details=trade_entry,
                     # XXX: required by order mode currently
-                broker_time=details['broker_time'],
+                    broker_time=trade_entry['broker_time'],
 
                 )
+                await ems_stream.send(msg)
 
-        elif event_name == 'error':
+                # 2 cases:
+                # - fill comes first or
+                # - comms report comes first
+                comms = fill.commissionReport.commission
+                if comms:
+                    # UGHHH since the commision report object might be
+                    # filled in **after** we already serialized to dict..
+                    # def need something better for all this.
+                    trade_entry.update(
+                        {'commissionReport': asdict(fill.commissionReport)}
+                    )
 
+                if comms or cost_already_rx:
+                    # only send a pp update once we have a cost report
+                    await emit_pp_update(
+                        ems_stream,
+                        trade_entry,
+                        accounts_def,
+                        proxies,
+                        cids2pps,
+                    )
+
+            case 'cost':
+
+                cr: CommissionReport = item
+                execid = cr.execId
+
+                trade_entry = ids2fills.setdefault(execid, {})
+                fill_already_rx = bool(trade_entry)
+
+                # only fire a pp msg update if,
+                # - we haven't already
+                # - the fill event has already arrived
+                #   but it didn't yet have a commision report
+                #   which we fill in now.
+                if (
+                    fill_already_rx
+                    and 'commissionReport' not in trade_entry
+                ):
+                    # no fill msg has arrived yet so just fill out the
+                    # cost report for now and when the fill arrives a pp
+                    # msg can be emitted.
+                    trade_entry.update(
+                        {'commissionReport': asdict(cr)}
+                    )
+
+                    await emit_pp_update(
+                        ems_stream,
+                        trade_entry,
+                        accounts_def,
+                        proxies,
+                        cids2pps,
+                    )
+
+            case 'error':
                 err: dict = item
 
                 # f$#$% gawd dammit insync..
@@ -480,13 +882,15 @@ async def deliver_trade_events(
                 # TODO: what schema for this msg if we're going to make it
                 # portable across all backends?
                 # msg = BrokerdError(**err)
-            continue
 
-        elif event_name == 'position':
-            msg = pack_position(item)
-            msg.account = accounts_def.inverse[msg.account]
+            case 'position':
 
-        elif event_name == 'event':
+                cid, msg = pack_position(item)
+                # acctid = msg.account = accounts_def.inverse[msg.account]
+                # cuck ib and it's shitty fifo sys for pps!
+                # await ems_stream.send(msg)
+
+            case 'event':
 
                 # it's either a general system status event or an external
                 # trade event?
@@ -496,9 +900,7 @@ async def deliver_trade_events(
                 # level...
                 # reqid = item.get('reqid', 0)
                 # if getattr(msg, 'reqid', 0) < -1:
-            # log.info(f"TWS triggered trade\n{pformat(msg.dict())}")
-
-            continue
+                # log.info(f"TWS triggered trade\n{pformat(msg)}")
 
                 # msg.reqid = 'tws-' + str(-1 * reqid)
 
@@ -507,19 +909,200 @@ async def deliver_trade_events(
                 # considering multiplayer/group trades tracking
                 # msg.broker_details['external_src'] = 'tws'
 
-        # XXX: we always serialize to a dict for msgpack
-        # translations, ideally we can move to an msgspec (or other)
-        # encoder # that can be enabled in ``tractor`` ahead of
-        # time so we can pass through the message types directly.
-        await ems_stream.send(msg.dict())
+            case _:
+                log.error(f'WTF: {event_name}: {item}')
+
+
+def norm_trade_records(
+    ledger: dict[str, Any],
+
+) -> list[pp.Transaction]:
+    '''
+    Normalize a flex report or API retrieved executions
+    ledger into our standard record format.
+
+    '''
+    records: list[pp.Transaction] = []
+
+    for tid, record in ledger.items():
+
+        conid = record.get('conId') or record['conid']
+        comms = record.get('commission') or -1*record['ibCommission']
+        price = record.get('price') or record['tradePrice']
+
+        # the api doesn't do the -/+ on the quantity for you but flex
+        # records do.. are you fucking serious ib...!?
+        size = record.get('quantity') or record['shares'] * {
+            'BOT': 1,
+            'SLD': -1,
+        }[record['side']]
+
+        exch = record['exchange']
+        lexch = record.get('listingExchange')
+
+        suffix = lexch or exch
+        symbol = record['symbol']
+
+        # likely an opts contract record from a flex report..
+        # TODO: no idea how to parse ^ the strike part from flex..
+        # (00010000 any, or 00007500 tsla, ..)
+        # we probably must do the contract lookup for this?
+        if '   ' in symbol or '--' in exch:
+            underlying, _, tail = symbol.partition('   ')
+            suffix = exch = 'opt'
+            expiry = tail[:6]
+            # otype = tail[6]
+            # strike = tail[7:]
+
+            print(f'skipping opts contract {symbol}')
+            continue
+
+        # timestamping is way different in API records
+        date = record.get('date')
+        if not date:
+            # probably a flex record with a wonky non-std timestamp..
+            date, ts = record['dateTime'].split(';')
+            dt = pendulum.parse(date)
+            ts = f'{ts[:2]}:{ts[2:4]}:{ts[4:]}'
+            tsdt = pendulum.parse(ts)
+            dt.set(hour=tsdt.hour, minute=tsdt.minute, second=tsdt.second)
+
+        else:
+            # epoch_dt = pendulum.from_timestamp(record.get('time'))
+            dt = pendulum.parse(date)
+
+        # special handling of symbol extraction from
+        # flex records using some ad-hoc schema parsing.
+        instr = record.get('assetCategory')
+        if instr == 'FUT':
+            symbol = record['description'][:3]
+
+        # try to build out piker fqsn from record.
+        expiry = record.get(
+            'lastTradeDateOrContractMonth') or record.get('expiry')
+        if expiry:
+            expiry = str(expiry).strip(' ')
+            suffix = f'{exch}.{expiry}'
+            expiry = pendulum.parse(expiry)
+
+        fqsn = Symbol.from_fqsn(
+            fqsn=f'{symbol}.{suffix}.ib',
+            info={},
+        ).front_fqsn().rstrip('.ib')
+
+        # NOTE: for flex records the normal fields for defining an fqsn
+        # sometimes won't be available so we rely on two approaches for
+        # the "reverse lookup" of piker style fqsn keys:
+        # - when dealing with API trade records received from
+        #   `IB.trades()` we do a contract lookup at he time of processing
+        # - when dealing with flex records, it is assumed the record
+        #   is at least a day old and thus the TWS position reporting system
+        #   should already have entries if the pps are still open, in
+        #   which case, we can pull the fqsn from that table (see
+        #   `trades_dialogue()` above).
+
+        records.append(pp.Transaction(
+            fqsn=fqsn,
+            tid=tid,
+            size=size,
+            price=price,
+            cost=comms,
+            dt=dt,
+            expiry=expiry,
+            bsuid=conid,
+        ))
+
+    return records
+
+
+def trades_to_ledger_entries(
+    accounts: bidict,
+    trade_entries: list[object],
+    source_type: str = 'api',
+
+) -> dict:
+    '''
+    Convert either of API execution objects or flex report
+    entry objects into ``dict`` form, pretty much straight up
+    without modification.
+
+    '''
+    trades_by_account = {}
+
+    for t in trade_entries:
+        if source_type == 'flex':
+            entry = t.__dict__
+
+            # XXX: LOL apparently ``toml`` has a bug
+            # where a section key error will show up in the write
+            # if you leave a table key as an `int`? So i guess
+            # cast to strs for all keys..
+
+            # oddly for some so-called "BookTrade" entries
+            # this field seems to be blank, no cuckin clue.
+            # trade['ibExecID']
+            tid = str(entry.get('ibExecID') or entry['tradeID'])
+            # date = str(entry['tradeDate'])
+
+            # XXX: is it going to cause problems if a account name
+            # get's lost? The user should be able to find it based
+            # on the actual exec history right?
+            acctid = accounts[str(entry['accountId'])]
+
+        elif source_type == 'api':
+            # NOTE: example of schema we pull from the API client.
+            # {
+            #     'commissionReport': CommissionReport(...
+            #     'contract': {...
+            #     'execution': Execution(...
+            #     'time': 1654801166.0
+            # }
+
+            # flatten all sub-dicts and values into one top level entry.
+            entry = {}
+            for section, val in t.items():
+                match section:
+                    case 'contract' | 'execution' | 'commissionReport':
+                        # sub-dict cases
+                        entry.update(val)
+
+                    case 'time':
+                        # ib has wack ns timestamps, or is that us?
+                        continue
+
+                    case _:
+                        entry[section] = val
+
+            tid = str(entry['execId'])
+            dt = pendulum.from_timestamp(entry['time'])
+            # TODO: why isn't this showing seconds in the str?
+            entry['date'] = str(dt)
+            acctid = accounts[entry['acctNumber']]
+
+        if not tid:
+            # this is likely some kind of internal adjustment
+            # transaction, likely one of the following:
+            # - an expiry event that will show a "book trade" indicating
+            #   some adjustment to cash balances: zeroing or itm settle.
+            # - a manual cash balance position adjustment likely done by
+            #   the user from the accounts window in TWS where they can
+            #   manually set the avg price and size:
+            #   https://api.ibkr.com/lib/cstools/faq/web1/index.html#/tag/DTWS_ADJ_AVG_COST
+            log.warning(f'Skipping ID-less ledger entry:\n{pformat(entry)}')
+            continue
+
+        trades_by_account.setdefault(
+            acctid, {}
+        )[tid] = entry
+
+    return trades_by_account
 
 
 def load_flex_trades(
     path: Optional[str] = None,
 
-) -> dict[str, str]:
+) -> dict[str, Any]:
 
-    from pprint import pprint
     from ib_insync import flexreport, util
 
     conf = get_config()
@@ -555,36 +1138,38 @@ def load_flex_trades(
         report = flexreport.FlexReport(path=path)
 
     trade_entries = report.extract('Trade')
-    trades = {
-        # XXX: LOL apparently ``toml`` has a bug
-        # where a section key error will show up in the write
-        # if you leave this as an ``int``?
-        str(t.__dict__['tradeID']): t.__dict__
-        for t in trade_entries
-    }
+    ln = len(trade_entries)
+    # log.info(f'Loaded {ln} trades from flex query')
+    print(f'Loaded {ln} trades from flex query')
 
-    ln = len(trades)
-    log.info(f'Loaded {ln} trades from flex query')
+    trades_by_account = trades_to_ledger_entries(
+        # get reverse map to user account names
+        conf['accounts'].inverse,
+        trade_entries,
+        source_type='flex',
+    )
 
-    trades_by_account = {}
-    for tid, trade in trades.items():
-        trades_by_account.setdefault(
-            # oddly for some so-called "BookTrade" entries
-            # this field seems to be blank, no cuckin clue.
-            # trade['ibExecID']
-            str(trade['accountId']), {}
-        )[tid] = trade
+    ledgers = {}
+    for acctid, trades_by_id in trades_by_account.items():
+        with pp.open_trade_ledger('ib', acctid) as ledger:
+            ledger.update(trades_by_id)
 
-    section = {'ib': trades_by_account}
-    pprint(section)
+        ledgers[acctid] = ledger
 
-    # TODO: load the config first and append in
-    # the new trades loaded here..
-    try:
-        config.write(section, 'trades')
-    except KeyError:
-        import pdbpp; pdbpp.set_trace()  # noqa
+    return ledgers
 
 
 if __name__ == '__main__':
+    import sys
+    import os
+
+    args = sys.argv
+    if len(args) > 1:
+        args = args[1:]
+        for arg in args:
+            path = os.path.abspath(arg)
+            load_flex_trades(path=path)
+    else:
+        # expect brokers.toml to have an entry and
+        # pull from the web service.
         load_flex_trades()

piker/brokers/ib/feed.py

@@ -41,7 +41,8 @@ from trio_typing import TaskStatus
 from piker.data._sharedmem import ShmArray
 from .._util import SymbolNotFound, NoData
 from .api import (
-    _adhoc_futes_set,
+    # _adhoc_futes_set,
+    con2fqsn,
     log,
     load_aio_clients,
     ibis,
@@ -207,8 +208,6 @@ async def get_bars(
 
         except RequestError as err:
             msg = err.message
-            # why do we always need to rebind this?
-            # _err = err
 
             if 'No market data permissions for' in msg:
                 # TODO: signalling for no permissions searches
@@ -217,8 +216,8 @@ async def get_bars(
                 )
 
             elif (
-                err.code == 162
-                and 'HMDS query returned no data' in err.message
+                err.code == 162 and
+                'HMDS query returned no data' in err.message
             ):
                 # XXX: this is now done in the storage mgmt layer
                 # and we shouldn't implicitly decrement the frame dt
@@ -237,6 +236,14 @@ async def get_bars(
                     frame_size=2000,
                 )
 
+            # elif (
+            #     err.code == 162 and
+            #     'Trading TWS session is connected from a different IP
+            #     address' in err.message
+            # ):
+            #     log.warning("ignoring ip address warning")
+            #     continue
+
             elif _pacing in msg:
 
                 log.warning(
@@ -553,38 +560,18 @@ async def open_aio_quote_stream(
 
 
 # TODO: cython/mypyc/numba this!
+# or we can at least cache a majority of the values
+# except for the ones we expect to change?..
 def normalize(
     ticker: Ticker,
     calc_price: bool = False
 
 ) -> dict:
 
-    # should be real volume for this contract by default
-    calc_price = False
-
     # check for special contract types
     con = ticker.contract
-    if type(con) in (
-        ibis.Commodity,
-        ibis.Forex,
-    ):
-        # commodities and forex don't have an exchange name and
-        # no real volume so we have to calculate the price
-        suffix = con.secType
-        # no real volume on this tract
-        calc_price = True
 
-    else:
-        suffix = con.primaryExchange
-        if not suffix:
-            suffix = con.exchange
-
-        # append a `.<suffix>` to the returned symbol
-        # key for derivatives that normally is the expiry
-        # date key.
-        expiry = con.lastTradeDateOrContractMonth
-        if expiry:
-            suffix += f'.{expiry}'
+    fqsn, calc_price = con2fqsn(con)
 
     # convert named tuples to dicts so we send usable keys
     new_ticks = []
@@ -616,9 +603,7 @@ def normalize(
 
     # generate fqsn with possible specialized suffix
     # for derivatives, note the lowercase.
-    data['symbol'] = data['fqsn'] = '.'.join(
-        (con.symbol, suffix)
-    ).lower()
+    data['symbol'] = data['fqsn'] = fqsn
 
     # convert named tuples to dicts for transport
     tbts = data.get('tickByTicks')
@@ -683,6 +668,13 @@ async def stream_quotes(
             # TODO: more consistent field translation
             atype = syminfo['asset_type'] = asset_type_map[syminfo['secType']]
 
+            if atype in {
+                'forex',
+                'index',
+                'commodity',
+            }:
+                syminfo['no_vlm'] = True
+
             # for stocks it seems TWS reports too small a tick size
             # such that you can't submit orders with that granularity?
             min_tick = 0.01 if atype == 'stock' else 0
@@ -709,9 +701,9 @@ async def stream_quotes(
                 },
 
             }
-            return init_msgs
+            return init_msgs, syminfo
 
-        init_msgs = mk_init_msgs()
+        init_msgs, syminfo = mk_init_msgs()
 
         # TODO: we should instead spawn a task that waits on a feed to start
         # and let it wait indefinitely..instead of this hard coded stuff.
@@ -720,7 +712,13 @@ async def stream_quotes(
 
         # it might be outside regular trading hours so see if we can at
         # least grab history.
-        if isnan(first_ticker.last):
+        if (
+            isnan(first_ticker.last)
+            and type(first_ticker.contract) not in (
+                ibis.Commodity,
+                ibis.Forex
+            )
+        ):
             task_status.started((init_msgs, first_quote))
 
             # it's not really live but this will unblock
@@ -743,10 +741,16 @@ async def stream_quotes(
             task_status.started((init_msgs, first_quote))
 
             async with aclosing(stream):
-                if type(first_ticker.contract) not in (
-                    ibis.Commodity,
-                    ibis.Forex
-                ):
+                if syminfo.get('no_vlm', False):
+
+                    # generally speaking these feeds don't
+                    # include vlm data.
+                    atype = syminfo['asset_type']
+                    log.info(
+                        f'Non-vlm asset {sym}@{atype}, skipping quote poll...'
+                    )
+
+                else:
                     # wait for real volume on feed (trading might be closed)
                     while True:
                         ticker = await stream.receive()
@@ -805,6 +809,9 @@ async def data_reset_hack(
           successful.
         - other OS support?
         - integration with ``ib-gw`` run in docker + Xorg?
+        - is it possible to offer a local server that can be accessed by
+          a client? Would be sure be handy for running native java blobs
+          that need to be wrangle.
 
     '''
 
@@ -909,17 +916,18 @@ async def open_symbol_search(
                     # trigger async request
                     await trio.sleep(0)
 
-                    # match against our ad-hoc set immediately
-                    adhoc_matches = fuzzy.extractBests(
-                        pattern,
-                        list(_adhoc_futes_set),
-                        score_cutoff=90,
-                    )
-                    log.info(f'fuzzy matched adhocs: {adhoc_matches}')
-                    adhoc_match_results = {}
-                    if adhoc_matches:
-                        # TODO: do we need to pull contract details?
-                        adhoc_match_results = {i[0]: {} for i in adhoc_matches}
+                    # # match against our ad-hoc set immediately
+                    # adhoc_matches = fuzzy.extractBests(
+                    #     pattern,
+                    #     list(_adhoc_futes_set),
+                    #     score_cutoff=90,
+                    # )
+                    # log.info(f'fuzzy matched adhocs: {adhoc_matches}')
+                    # adhoc_match_results = {}
+                    # if adhoc_matches:
+                    #     # TODO: do we need to pull contract details?
+                    #     adhoc_match_results = {i[0]: {} for i in
+                    #     adhoc_matches}
 
                 log.debug(f'fuzzy matching stocks {stock_results}')
                 stock_matches = fuzzy.extractBests(
@@ -928,7 +936,8 @@ async def open_symbol_search(
                     score_cutoff=50,
                 )
 
-                matches = adhoc_match_results | {
+                # matches = adhoc_match_results | {
+                matches = {
                     item[0]: {} for item in stock_matches
                 }
                 # TODO: we used to deliver contract details

piker/brokers/kraken/__init__.py

@@ -0,0 +1,61 @@
+# piker: trading gear for hackers
+# Copyright (C) Tyler Goodlet (in stewardship for pikers)
+
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU Affero General Public License for more details.
+
+# You should have received a copy of the GNU Affero General Public License
+# along with this program.  If not, see <https://www.gnu.org/licenses/>.
+
+'''
+Kraken backend.
+
+Sub-modules within break into the core functionalities:
+
+- ``broker.py`` part for orders / trading endpoints
+- ``feed.py`` for real-time data feed endpoints
+- ``api.py`` for the core API machinery which is ``trio``-ized
+  wrapping around ``ib_insync``.
+
+'''
+
+from piker.log import get_logger
+
+log = get_logger(__name__)
+
+from .api import (
+    get_client,
+)
+from .feed import (
+    open_history_client,
+    open_symbol_search,
+    stream_quotes,
+)
+from .broker import (
+    trades_dialogue,
+    norm_trade_records,
+)
+
+__all__ = [
+    'get_client',
+    'trades_dialogue',
+    'open_history_client',
+    'open_symbol_search',
+    'stream_quotes',
+    'norm_trade_records',
+]
+
+
+# tractor RPC enable arg
+__enable_modules__: list[str] = [
+    'api',
+    'feed',
+    'broker',
+]

piker/brokers/kraken/api.py

@@ -0,0 +1,468 @@
+# piker: trading gear for hackers
+# Copyright (C) Tyler Goodlet (in stewardship for pikers)
+
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU Affero General Public License for more details.
+
+# You should have received a copy of the GNU Affero General Public License
+# along with this program.  If not, see <https://www.gnu.org/licenses/>.
+
+'''
+Kraken web API wrapping.
+
+'''
+from contextlib import asynccontextmanager as acm
+from dataclasses import field
+from datetime import datetime
+import itertools
+from typing import (
+    Any,
+    Optional,
+    Union,
+)
+import time
+
+# import trio
+# import tractor
+import pendulum
+import asks
+from fuzzywuzzy import process as fuzzy
+import numpy as np
+from pydantic.dataclasses import dataclass
+import urllib.parse
+import hashlib
+import hmac
+import base64
+
+from piker import config
+from piker.brokers._util import (
+    resproc,
+    SymbolNotFound,
+    BrokerError,
+    DataThrottle,
+)
+from . import log
+
+# <uri>/<version>/
+_url = 'https://api.kraken.com/0'
+
+
+# Broker specific ohlc schema which includes a vwap field
+_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',
+}
+
+
+@dataclass
+class OHLC:
+    '''
+    Description of the flattened OHLC quote format.
+
+    For schema details see:
+        https://docs.kraken.com/websockets/#message-ohlc
+
+    '''
+    chan_id: int  # internal kraken id
+    chan_name: str  # eg. ohlc-1  (name-interval)
+    pair: str  # fx pair
+    time: float  # Begin time of interval, in seconds since epoch
+    etime: float  # End time of interval, in seconds since epoch
+    open: float  # Open price of interval
+    high: float  # High price within interval
+    low: float  # Low price within interval
+    close: float  # Close price of interval
+    vwap: float  # Volume weighted average price within interval
+    volume: float  # Accumulated volume **within interval**
+    count: int  # Number of trades within interval
+    # (sampled) generated tick data
+    ticks: list[Any] = field(default_factory=list)
+
+
+def get_config() -> dict[str, Any]:
+
+    conf, path = config.load()
+    section = conf.get('kraken')
+
+    if section is None:
+        log.warning(f'No config section found for kraken in {path}')
+        return {}
+
+    return section
+
+
+def get_kraken_signature(
+    urlpath: str,
+    data: dict[str, Any],
+    secret: str
+) -> str:
+    postdata = urllib.parse.urlencode(data)
+    encoded = (str(data['nonce']) + postdata).encode()
+    message = urlpath.encode() + hashlib.sha256(encoded).digest()
+
+    mac = hmac.new(base64.b64decode(secret), message, hashlib.sha512)
+    sigdigest = base64.b64encode(mac.digest())
+    return sigdigest.decode()
+
+
+class InvalidKey(ValueError):
+    '''
+    EAPI:Invalid key
+    This error is returned when the API key used for the call is
+    either expired or disabled, please review the API key in your
+    Settings -> API tab of account management or generate a new one
+    and update your application.
+
+    '''
+
+
+class Client:
+
+    def __init__(
+        self,
+        name: str = '',
+        api_key: str = '',
+        secret: str = ''
+    ) -> None:
+        self._sesh = asks.Session(connections=4)
+        self._sesh.base_location = _url
+        self._sesh.headers.update({
+            'User-Agent':
+                'krakenex/2.1.0 (+https://github.com/veox/python3-krakenex)'
+        })
+        self._pairs: list[str] = []
+        self._name = name
+        self._api_key = api_key
+        self._secret = secret
+
+    @property
+    def pairs(self) -> dict[str, Any]:
+        if self._pairs is None:
+            raise RuntimeError(
+                "Make sure to run `cache_symbols()` on startup!"
+            )
+            # retreive and cache all symbols
+
+        return self._pairs
+
+    async def _public(
+        self,
+        method: str,
+        data: dict,
+    ) -> dict[str, Any]:
+        resp = await self._sesh.post(
+            path=f'/public/{method}',
+            json=data,
+            timeout=float('inf')
+        )
+        return resproc(resp, log)
+
+    async def _private(
+        self,
+        method: str,
+        data: dict,
+        uri_path: str
+    ) -> dict[str, Any]:
+        headers = {
+            'Content-Type':
+                'application/x-www-form-urlencoded',
+            'API-Key':
+                self._api_key,
+            'API-Sign':
+                get_kraken_signature(uri_path, data, self._secret)
+        }
+        resp = await self._sesh.post(
+            path=f'/private/{method}',
+            data=data,
+            headers=headers,
+            timeout=float('inf')
+        )
+        return resproc(resp, log)
+
+    async def endpoint(
+        self,
+        method: str,
+        data: dict[str, Any]
+
+    ) -> dict[str, Any]:
+        uri_path = f'/0/private/{method}'
+        data['nonce'] = str(int(1000*time.time()))
+        return await self._private(method, data, uri_path)
+
+    async def get_trades(
+        self,
+
+    ) -> dict[str, Any]:
+        '''
+        Get the trades (aka cleared orders) history from the rest endpoint:
+        https://docs.kraken.com/rest/#operation/getTradeHistory
+
+        '''
+        ofs = 0
+        trades_by_id: dict[str, Any] = {}
+
+        for i in itertools.count():
+
+            # increment 'ofs' pagination offset
+            ofs = i*50
+
+            resp = await self.endpoint(
+                'TradesHistory',
+                {'ofs': ofs},
+            )
+            by_id = resp['result']['trades']
+            trades_by_id.update(by_id)
+
+            # we can get up to 50 results per query
+            if (
+                len(by_id) < 50
+            ):
+                err = resp.get('error')
+                if err:
+                    raise BrokerError(err)
+
+                # we know we received the max amount of
+                # trade results so there may be more history.
+                # catch the end of the trades
+                count = resp['result']['count']
+                break
+
+        # santity check on update
+        assert count == len(trades_by_id.values())
+        return trades_by_id
+
+    async def submit_limit(
+        self,
+        symbol: str,
+        price: float,
+        action: str,
+        size: float,
+        reqid: str = None,
+        validate: bool = False  # set True test call without a real submission
+
+    ) -> dict:
+        '''
+        Place an order and return integer request id provided by client.
+
+        '''
+        # Build common data dict for common keys from both endpoints
+        data = {
+            "pair": symbol,
+            "price": str(price),
+            "validate": validate
+        }
+        if reqid is None:
+            # Build order data for kraken api
+            data |= {
+                "ordertype": "limit",
+                "type": action,
+                "volume": str(size),
+            }
+            return await self.endpoint('AddOrder', data)
+        else:
+            # Edit order data for kraken api
+            data["txid"] = reqid
+            return await self.endpoint('EditOrder', data)
+
+    async def submit_cancel(
+        self,
+        reqid: str,
+    ) -> dict:
+        '''
+        Send cancel request for order id ``reqid``.
+
+        '''
+        # txid is a transaction id given by kraken
+        return await self.endpoint('CancelOrder', {"txid": reqid})
+
+    async def symbol_info(
+        self,
+        pair: Optional[str] = None,
+    ):
+        if pair is not None:
+            pairs = {'pair': pair}
+        else:
+            pairs = None  # get all pairs
+
+        resp = await self._public('AssetPairs', pairs)
+        err = resp['error']
+        if err:
+            symbolname = pairs['pair'] if pair else None
+            raise SymbolNotFound(f'{symbolname}.kraken')
+
+        pairs = resp['result']
+
+        if pair is not None:
+            _, data = next(iter(pairs.items()))
+            return data
+        else:
+            return pairs
+
+    async def cache_symbols(
+        self,
+    ) -> dict:
+        if not self._pairs:
+            self._pairs = await self.symbol_info()
+
+        return self._pairs
+
+    async def search_symbols(
+        self,
+        pattern: str,
+        limit: int = None,
+    ) -> dict[str, Any]:
+        if self._pairs is not None:
+            data = self._pairs
+        else:
+            data = await self.symbol_info()
+
+        matches = fuzzy.extractBests(
+            pattern,
+            data,
+            score_cutoff=50,
+        )
+        # repack in dict form
+        return {item[0]['altname']: item[0] for item in matches}
+
+    async def bars(
+        self,
+        symbol: str = 'XBTUSD',
+
+        # UTC 2017-07-02 12:53:20
+        since: Optional[Union[int, datetime]] = None,
+        count: int = 720,  # <- max allowed per query
+        as_np: bool = True,
+
+    ) -> dict:
+
+        if since is None:
+            since = pendulum.now('UTC').start_of('minute').subtract(
+                minutes=count).timestamp()
+
+        elif isinstance(since, int):
+            since = pendulum.from_timestamp(since).timestamp()
+
+        else:  # presumably a pendulum datetime
+            since = since.timestamp()
+
+        # UTC 2017-07-02 12:53:20 is oldest seconds value
+        since = str(max(1499000000, int(since)))
+        json = await self._public(
+            'OHLC',
+            data={
+                'pair': symbol,
+                'since': since,
+            },
+        )
+        try:
+            res = json['result']
+            res.pop('last')
+            bars = next(iter(res.values()))
+
+            new_bars = []
+
+            first = bars[0]
+            last_nz_vwap = first[-3]
+            if last_nz_vwap == 0:
+                # use close if vwap is zero
+                last_nz_vwap = first[-4]
+
+            # convert all fields to native types
+            for i, bar in enumerate(bars):
+                # normalize weird zero-ed vwap values..cmon kraken..
+                # indicates vwap didn't change since last bar
+                vwap = float(bar.pop(-3))
+                if vwap != 0:
+                    last_nz_vwap = vwap
+                if vwap == 0:
+                    vwap = last_nz_vwap
+
+                # re-insert vwap as the last of the fields
+                bar.append(vwap)
+
+                new_bars.append(
+                    (i,) + tuple(
+                        ftype(bar[j]) for j, (name, ftype) in enumerate(
+                            _ohlc_dtype[1:]
+                        )
+                    )
+                )
+            array = np.array(new_bars, dtype=_ohlc_dtype) if as_np else bars
+            return array
+        except KeyError:
+            errmsg = json['error'][0]
+
+            if 'not found' in errmsg:
+                raise SymbolNotFound(errmsg + f': {symbol}')
+
+            elif 'Too many requests' in errmsg:
+                raise DataThrottle(f'{symbol}')
+
+            else:
+                raise BrokerError(errmsg)
+
+
+@acm
+async def get_client() -> Client:
+
+    section = get_config()
+    if section:
+        client = Client(
+            name=section['key_descr'],
+            api_key=section['api_key'],
+            secret=section['secret']
+        )
+    else:
+        client = Client()
+
+    # at startup, load all symbols locally for fast search
+    await client.cache_symbols()
+
+    yield client
+
+
+def normalize_symbol(
+    ticker: str
+) -> str:
+    '''
+    Normalize symbol names to to a 3x3 pair.
+
+    '''
+    remap = {
+        'XXBTZEUR': 'XBTEUR',
+        'XXMRZEUR': 'XMREUR',
+
+        # ws versions? pretty weird..
+        'XBT/EUR': 'XBTEUR',
+        'XMR/EUR': 'XMREUR',
+    }
+    symlen = len(ticker)
+    if symlen != 6:
+        ticker = remap[ticker]
+    else:
+        raise ValueError(f'Unhandled symbol: {ticker}')
+
+    return ticker.lower()

piker/brokers/kraken/broker.py

@@ -0,0 +1,540 @@
+# piker: trading gear for hackers
+# Copyright (C) Tyler Goodlet (in stewardship for pikers)
+
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU Affero General Public License for more details.
+
+# You should have received a copy of the GNU Affero General Public License
+# along with this program.  If not, see <https://www.gnu.org/licenses/>.
+
+'''
+Order api and machinery
+
+'''
+from contextlib import asynccontextmanager as acm
+from functools import partial
+from itertools import chain
+from pprint import pformat
+import time
+from typing import (
+    Any,
+    AsyncIterator,
+    # Callable,
+    # Optional,
+    # Union,
+)
+
+import pendulum
+import trio
+import tractor
+import wsproto
+
+from piker import pp
+from piker.clearing._messages import (
+    BrokerdCancel,
+    BrokerdError,
+    BrokerdFill,
+    BrokerdOrder,
+    BrokerdOrderAck,
+    BrokerdPosition,
+    BrokerdStatus,
+)
+from piker.data.types import Struct
+from . import log
+from .api import (
+    Client,
+    BrokerError,
+    get_client,
+    normalize_symbol,
+)
+from .feed import (
+    get_console_log,
+    open_autorecon_ws,
+    NoBsWs,
+    stream_messages,
+)
+
+
+class Trade(Struct):
+    '''
+    Trade class that helps parse and validate ownTrades stream
+
+    '''
+    reqid: str  # kraken order transaction id
+    action: str  # buy or sell
+    price: float  # price of asset
+    size: float  # vol of asset
+    broker_time: str  # e.g GTC, GTD
+
+
+async def handle_order_requests(
+
+    client: Client,
+    ems_order_stream: tractor.MsgStream,
+
+) -> None:
+
+    request_msg: dict
+    order: BrokerdOrder
+
+    async for request_msg in ems_order_stream:
+        log.info(
+            'Received order request:\n'
+            f'{pformat(request_msg)}'
+        )
+
+        action = request_msg['action']
+
+        if action in {'buy', 'sell'}:
+
+            account = request_msg['account']
+            if account != 'kraken.spot':
+                log.error(
+                    'This is a kraken account, \
+                    only a `kraken.spot` selection is valid'
+                )
+                await ems_order_stream.send(BrokerdError(
+                    oid=request_msg['oid'],
+                    symbol=request_msg['symbol'],
+
+                    # reason=f'Kraken only, No account found: `{account}` ?',
+                    reason=(
+                        'Kraken only, order mode disabled due to '
+                        'https://github.com/pikers/piker/issues/299'
+                    ),
+
+                ))
+                continue
+
+            # validate
+            order = BrokerdOrder(**request_msg)
+            # call our client api to submit the order
+            resp = await client.submit_limit(
+                symbol=order.symbol,
+                price=order.price,
+                action=order.action,
+                size=order.size,
+                reqid=order.reqid,
+            )
+
+            err = resp['error']
+            if err:
+                oid = order.oid
+                log.error(f'Failed to submit order: {oid}')
+
+                await ems_order_stream.send(
+                    BrokerdError(
+                        oid=order.oid,
+                        reqid=order.reqid,
+                        symbol=order.symbol,
+                        reason="Failed order submission",
+                        broker_details=resp
+                    )
+                )
+            else:
+                # TODO: handle multiple orders (cancels?)
+                #       txid is an array of strings
+                if order.reqid is None:
+                    reqid = resp['result']['txid'][0]
+                else:
+                    # update the internal pairing of oid to krakens
+                    # txid with the new txid that is returned on edit
+                    reqid = resp['result']['txid']
+
+                # deliver ack that order has been submitted to broker routing
+                await ems_order_stream.send(
+                    BrokerdOrderAck(
+
+                        # ems order request id
+                        oid=order.oid,
+
+                        # broker specific request id
+                        reqid=reqid,
+
+                        # account the made the order
+                        account=order.account
+
+                    )
+                )
+
+        elif action == 'cancel':
+            msg = BrokerdCancel(**request_msg)
+
+            # Send order cancellation to kraken
+            resp = await client.submit_cancel(
+                reqid=msg.reqid
+            )
+
+            # Check to make sure there was no error returned by
+            # the kraken endpoint. Assert one order was cancelled.
+            try:
+                result = resp['result']
+                count = result['count']
+
+            # check for 'error' key if we received no 'result'
+            except KeyError:
+                error = resp.get('error')
+
+                await ems_order_stream.send(
+                    BrokerdError(
+                        oid=msg.oid,
+                        reqid=msg.reqid,
+                        symbol=msg.symbol,
+                        reason="Failed order cancel",
+                        broker_details=resp
+                    )
+                )
+
+                if not error:
+                    raise BrokerError(f'Unknown order cancel response: {resp}')
+
+            else:
+                if not count:  # no orders were cancelled?
+
+                    # XXX: what exactly is this from and why would we care?
+                    # there doesn't seem to be any docs here?
+                    # https://docs.kraken.com/rest/#operation/cancelOrder
+
+                    # Check to make sure the cancellation is NOT pending,
+                    # then send the confirmation to the ems order stream
+                    pending = result.get('pending')
+                    if pending:
+                        log.error(f'Order {oid} cancel was not yet successful')
+
+                        await ems_order_stream.send(
+                            BrokerdError(
+                                oid=msg.oid,
+                                reqid=msg.reqid,
+                                symbol=msg.symbol,
+                                # TODO: maybe figure out if pending
+                                # cancels will eventually get cancelled
+                                reason="Order cancel is still pending?",
+                                broker_details=resp
+                            )
+                        )
+
+                else:  # order cancel success case.
+
+                    await ems_order_stream.send(
+                        BrokerdStatus(
+                            reqid=msg.reqid,
+                            account=msg.account,
+                            time_ns=time.time_ns(),
+                            status='cancelled',
+                            reason='Order cancelled',
+                            broker_details={'name': 'kraken'}
+                        )
+                    )
+    else:
+        log.error(f'Unknown order command: {request_msg}')
+
+
+@acm
+async def subscribe(
+    ws: wsproto.WSConnection,
+    token: str,
+    subs: list[str] = ['ownTrades', 'openOrders'],
+):
+    '''
+    Setup ws api subscriptions:
+    https://docs.kraken.com/websockets/#message-subscribe
+
+    By default we sign up for trade and order update events.
+
+    '''
+    # more specific logic for this in kraken's sync client:
+    # https://github.com/krakenfx/kraken-wsclient-py/blob/master/kraken_wsclient_py/kraken_wsclient_py.py#L188
+
+    assert token
+    for sub in subs:
+        msg = {
+            'event': 'subscribe',
+            'subscription': {
+                'name': sub,
+                'token': token,
+            }
+        }
+
+        # TODO: we want to eventually allow unsubs which should
+        # be completely fine to request from a separate task
+        # since internally the ws methods appear to be FIFO
+        # locked.
+        await ws.send_msg(msg)
+
+    yield
+
+    for sub in subs:
+        # unsub from all pairs on teardown
+        await ws.send_msg({
+            'event': 'unsubscribe',
+            'subscription': [sub],
+        })
+
+    # XXX: do we need to ack the unsub?
+    # await ws.recv_msg()
+
+
+@tractor.context
+async def trades_dialogue(
+    ctx: tractor.Context,
+    loglevel: str = None,
+) -> AsyncIterator[dict[str, Any]]:
+
+    # XXX: required to propagate ``tractor`` loglevel to piker logging
+    get_console_log(loglevel or tractor.current_actor().loglevel)
+
+    async with get_client() as client:
+
+        # TODO: make ems flip to paper mode via
+        # some returned signal if the user only wants to use
+        # the data feed or we return this?
+        # await ctx.started(({}, ['paper']))
+
+        if not client._api_key:
+            raise RuntimeError(
+                'Missing Kraken API key in `brokers.toml`!?!?')
+
+        # auth required block
+        acctid = client._name
+        acc_name = 'kraken.' + acctid
+
+        # pull and deliver trades ledger
+        trades = await client.get_trades()
+        log.info(
+            f'Loaded {len(trades)} trades from account `{acc_name}`'
+        )
+        trans = await update_ledger(acctid, trades)
+        active, closed = pp.update_pps_conf(
+            'kraken',
+            acctid,
+            trade_records=trans,
+            ledger_reload={}.fromkeys(t.bsuid for t in trans),
+        )
+
+        position_msgs: list[dict] = []
+        pps: dict[int, pp.Position]
+        for pps in [active, closed]:
+            for tid, p in pps.items():
+                msg = BrokerdPosition(
+                    broker='kraken',
+                    account=acc_name,
+                    symbol=p.symbol.front_fqsn(),
+                    size=p.size,
+                    avg_price=p.be_price,
+                    currency='',
+                )
+                position_msgs.append(msg)
+
+        await ctx.started(
+            (position_msgs, [acc_name])
+        )
+
+        # Get websocket token for authenticated data stream
+        # Assert that a token was actually received.
+        resp = await client.endpoint('GetWebSocketsToken', {})
+
+        err = resp.get('error')
+        if err:
+            raise BrokerError(err)
+
+        token = resp['result']['token']
+
+        ws: NoBsWs
+        async with (
+            ctx.open_stream() as ems_stream,
+            open_autorecon_ws(
+                'wss://ws-auth.kraken.com/',
+                fixture=partial(
+                    subscribe,
+                    token=token,
+                ),
+            ) as ws,
+            trio.open_nursery() as n,
+        ):
+            # task for processing inbound requests from ems
+            n.start_soon(handle_order_requests, client, ems_stream)
+
+            count: int = 0
+
+            # process and relay trades events to ems
+            # https://docs.kraken.com/websockets/#message-ownTrades
+            async for msg in stream_messages(ws):
+                match msg:
+                    case [
+                        trades_msgs,
+                        'ownTrades',
+                        {'sequence': seq},
+                    ]:
+                        # XXX: do we actually need this orrr?
+                        # ensure that we are only processing new trades?
+                        assert seq > count
+                        count += 1
+
+                        # flatten msgs for processing
+                        trades = {
+                            tid: trade
+                            for entry in trades_msgs
+                            for (tid, trade) in entry.items()
+
+                            # only emit entries which are already not-in-ledger
+                            if tid not in {r.tid for r in trans}
+                        }
+                        for tid, trade in trades.items():
+
+                            # parse-cast
+                            reqid = trade['ordertxid']
+                            action = trade['type']
+                            price = float(trade['price'])
+                            size = float(trade['vol'])
+                            broker_time = float(trade['time'])
+
+                            # send a fill msg for gui update
+                            fill_msg = BrokerdFill(
+                                reqid=reqid,
+                                time_ns=time.time_ns(),
+
+                                action=action,
+                                size=size,
+                                price=price,
+                                # TODO: maybe capture more msg data
+                                # i.e fees?
+                                broker_details={'name': 'kraken'},
+                                broker_time=broker_time
+                            )
+                            await ems_stream.send(fill_msg)
+
+                            filled_msg = BrokerdStatus(
+                                reqid=reqid,
+                                time_ns=time.time_ns(),
+
+                                account=acc_name,
+                                status='filled',
+                                filled=size,
+                                reason='Order filled by kraken',
+                                broker_details={
+                                    'name': 'kraken',
+                                    'broker_time': broker_time
+                                },
+
+                                # TODO: figure out if kraken gives a count
+                                # of how many units of underlying were
+                                # filled. Alternatively we can decrement
+                                # this value ourselves by associating and
+                                # calcing from the diff with the original
+                                # client-side request, see:
+                                # https://github.com/pikers/piker/issues/296
+                                remaining=0,
+                            )
+                            await ems_stream.send(filled_msg)
+
+                        # update ledger and position tracking
+                        trans = await update_ledger(acctid, trades)
+                        active, closed = pp.update_pps_conf(
+                            'kraken',
+                            acctid,
+                            trade_records=trans,
+                            ledger_reload={}.fromkeys(
+                                t.bsuid for t in trans),
+                        )
+
+                        # emit pp msgs
+                        for pos in filter(
+                            bool,
+                            chain(active.values(), closed.values()),
+                        ):
+                            pp_msg = BrokerdPosition(
+                                broker='kraken',
+
+                                # XXX: ok so this is annoying, we're
+                                # relaying an account name with the
+                                # backend suffix prefixed but when
+                                # reading accounts from ledgers we
+                                # don't need it and/or it's prefixed
+                                # in the section table.. we should
+                                # just strip this from the message
+                                # right since `.broker` is already
+                                # included?
+                                account=f'kraken.{acctid}',
+                                symbol=pos.symbol.front_fqsn(),
+                                size=pos.size,
+                                avg_price=pos.be_price,
+
+                                # TODO
+                                # currency=''
+                            )
+                            await ems_stream.send(pp_msg)
+
+                    case [
+                        trades_msgs,
+                        'openOrders',
+                        {'sequence': seq},
+                    ]:
+                        # TODO: async order update handling which we
+                        # should remove from `handle_order_requests()`
+                        # above:
+                        # https://github.com/pikers/piker/issues/293
+                        # https://github.com/pikers/piker/issues/310
+                        log.info(f'Order update {seq}:{trades_msgs}')
+
+                    case _:
+                        log.warning(f'Unhandled trades msg: {msg}')
+                        await tractor.breakpoint()
+
+
+def norm_trade_records(
+    ledger: dict[str, Any],
+
+) -> list[pp.Transaction]:
+
+    records: list[pp.Transaction] = []
+
+    for tid, record in ledger.items():
+
+        size = record.get('vol') * {
+            'buy': 1,
+            'sell': -1,
+        }[record['type']]
+        bsuid = record['pair']
+        norm_sym = normalize_symbol(bsuid)
+
+        records.append(
+            pp.Transaction(
+                fqsn=f'{norm_sym}.kraken',
+                tid=tid,
+                size=float(size),
+                price=float(record['price']),
+                cost=float(record['fee']),
+                dt=pendulum.from_timestamp(float(record['time'])),
+                bsuid=bsuid,
+
+                # XXX: there are no derivs on kraken right?
+                # expiry=expiry,
+            )
+        )
+
+    return records
+
+
+async def update_ledger(
+    acctid: str,
+    trade_entries: list[dict[str, Any]],
+
+) -> list[pp.Transaction]:
+
+    # write recent session's trades to the user's (local) ledger file.
+    with pp.open_trade_ledger(
+        'kraken',
+        acctid,
+    ) as ledger:
+        ledger.update(trade_entries)
+
+    # normalize to transaction form
+    records = norm_trade_records(trade_entries)
+    return records

piker/brokers/kraken/feed.py

@@ -0,0 +1,464 @@
+# piker: trading gear for hackers
+# Copyright (C) Tyler Goodlet (in stewardship for pikers)
+
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU Affero General Public License for more details.
+
+# You should have received a copy of the GNU Affero General Public License
+# along with this program.  If not, see <https://www.gnu.org/licenses/>.
+
+'''
+Real-time and historical data feed endpoints.
+
+'''
+from contextlib import asynccontextmanager as acm
+from dataclasses import asdict
+from datetime import datetime
+from typing import (
+    Any,
+    Optional,
+    Callable,
+)
+import time
+
+from fuzzywuzzy import process as fuzzy
+import numpy as np
+import pendulum
+from trio_typing import TaskStatus
+import tractor
+import trio
+import wsproto
+
+from piker._cacheables import open_cached_client
+from piker.brokers._util import (
+    BrokerError,
+    DataThrottle,
+    DataUnavailable,
+)
+from piker.log import get_console_log
+from piker.data import ShmArray
+from piker.data.types import Struct
+from piker.data._web_bs import open_autorecon_ws, NoBsWs
+from . import log
+from .api import (
+    Client,
+    OHLC,
+)
+
+
+# https://www.kraken.com/features/api#get-tradable-pairs
+class Pair(Struct):
+    altname: str  # alternate pair name
+    wsname: str  # WebSocket pair name (if available)
+    aclass_base: str  # asset class of base component
+    base: str  # asset id of base component
+    aclass_quote: str  # asset class of quote component
+    quote: str  # asset id of quote component
+    lot: str  # volume lot size
+
+    pair_decimals: int  # scaling decimal places for pair
+    lot_decimals: int  # scaling decimal places for volume
+
+    # amount to multiply lot volume by to get currency volume
+    lot_multiplier: float
+
+    # array of leverage amounts available when buying
+    leverage_buy: list[int]
+    # array of leverage amounts available when selling
+    leverage_sell: list[int]
+
+    # fee schedule array in [volume, percent fee] tuples
+    fees: list[tuple[int, float]]
+
+    # maker fee schedule array in [volume, percent fee] tuples (if on
+    # maker/taker)
+    fees_maker: list[tuple[int, float]]
+
+    fee_volume_currency: str  # volume discount currency
+    margin_call: str  # margin call level
+    margin_stop: str  # stop-out/liquidation margin level
+    ordermin: float  # minimum order volume for pair
+
+
+async def stream_messages(
+    ws: NoBsWs,
+):
+    '''
+    Message stream parser and heartbeat handler.
+
+    Deliver ws subscription messages as well as handle heartbeat logic
+    though a single async generator.
+
+    '''
+    too_slow_count = last_hb = 0
+
+    while True:
+
+        with trio.move_on_after(5) as cs:
+            msg = await ws.recv_msg()
+
+        # trigger reconnection if heartbeat is laggy
+        if cs.cancelled_caught:
+
+            too_slow_count += 1
+
+            if too_slow_count > 20:
+                log.warning(
+                    "Heartbeat is too slow, resetting ws connection")
+
+                await ws._connect()
+                too_slow_count = 0
+                continue
+
+        if isinstance(msg, dict):
+            if msg.get('event') == 'heartbeat':
+
+                now = time.time()
+                delay = now - last_hb
+                last_hb = now
+
+                # XXX: why tf is this not printing without --tl flag?
+                log.debug(f"Heartbeat after {delay}")
+                # print(f"Heartbeat after {delay}")
+
+                continue
+
+            err = msg.get('errorMessage')
+            if err:
+                raise BrokerError(err)
+        else:
+            yield msg
+
+
+async def process_data_feed_msgs(
+    ws: NoBsWs,
+):
+    '''
+    Parse and pack data feed messages.
+
+    '''
+    async for msg in stream_messages(ws):
+
+        chan_id, *payload_array, chan_name, pair = msg
+
+        if 'ohlc' in chan_name:
+
+            yield 'ohlc', OHLC(chan_id, chan_name, pair, *payload_array[0])
+
+        elif 'spread' in chan_name:
+
+            bid, ask, ts, bsize, asize = map(float, payload_array[0])
+
+            # TODO: really makes you think IB has a horrible API...
+            quote = {
+                'symbol': pair.replace('/', ''),
+                'ticks': [
+                    {'type': 'bid', 'price': bid, 'size': bsize},
+                    {'type': 'bsize', 'price': bid, 'size': bsize},
+
+                    {'type': 'ask', 'price': ask, 'size': asize},
+                    {'type': 'asize', 'price': ask, 'size': asize},
+                ],
+            }
+            yield 'l1', quote
+
+        # elif 'book' in msg[-2]:
+        #     chan_id, *payload_array, chan_name, pair = msg
+        #     print(msg)
+
+        else:
+            print(f'UNHANDLED MSG: {msg}')
+            yield msg
+
+
+def normalize(
+    ohlc: OHLC,
+
+) -> dict:
+    quote = asdict(ohlc)
+    quote['broker_ts'] = quote['time']
+    quote['brokerd_ts'] = time.time()
+    quote['symbol'] = quote['pair'] = quote['pair'].replace('/', '')
+    quote['last'] = quote['close']
+    quote['bar_wap'] = ohlc.vwap
+
+    # seriously eh? what's with this non-symmetry everywhere
+    # in subscription systems...
+    # XXX: piker style is always lowercases symbols.
+    topic = quote['pair'].replace('/', '').lower()
+
+    # print(quote)
+    return topic, quote
+
+
+def make_sub(pairs: list[str], data: dict[str, Any]) -> dict[str, str]:
+    '''
+    Create a request subscription packet dict.
+
+    https://docs.kraken.com/websockets/#message-subscribe
+
+    '''
+    # eg. specific logic for this in kraken's sync client:
+    # https://github.com/krakenfx/kraken-wsclient-py/blob/master/kraken_wsclient_py/kraken_wsclient_py.py#L188
+    return {
+        'pair': pairs,
+        'event': 'subscribe',
+        'subscription': data,
+    }
+
+
+@acm
+async def open_history_client(
+    symbol: str,
+
+) -> tuple[Callable, int]:
+
+    # TODO implement history getter for the new storage layer.
+    async with open_cached_client('kraken') as client:
+
+        # lol, kraken won't send any more then the "last"
+        # 720 1m bars.. so we have to just ignore further
+        # requests of this type..
+        queries: int = 0
+
+        async def get_ohlc(
+            end_dt: Optional[datetime] = None,
+            start_dt: Optional[datetime] = None,
+
+        ) -> tuple[
+            np.ndarray,
+            datetime,  # start
+            datetime,  # end
+        ]:
+
+            nonlocal queries
+            if queries > 0:
+                raise DataUnavailable
+
+            count = 0
+            while count <= 3:
+                try:
+                    array = await client.bars(
+                        symbol,
+                        since=end_dt,
+                    )
+                    count += 1
+                    queries += 1
+                    break
+                except DataThrottle:
+                    log.warning(f'kraken OHLC throttle for {symbol}')
+                    await trio.sleep(1)
+
+            start_dt = pendulum.from_timestamp(array[0]['time'])
+            end_dt = pendulum.from_timestamp(array[-1]['time'])
+            return array, start_dt, end_dt
+
+        yield get_ohlc, {'erlangs': 1, 'rate': 1}
+
+
+async def backfill_bars(
+
+    sym: str,
+    shm: ShmArray,  # type: ignore # noqa
+    count: int = 10,  # NOTE: any more and we'll overrun the underlying buffer
+    task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
+
+) -> None:
+    '''
+    Fill historical bars into shared mem / storage afap.
+    '''
+    with trio.CancelScope() as cs:
+        async with open_cached_client('kraken') as client:
+            bars = await client.bars(symbol=sym)
+            shm.push(bars)
+            task_status.started(cs)
+
+
+async def stream_quotes(
+
+    send_chan: trio.abc.SendChannel,
+    symbols: list[str],
+    feed_is_live: trio.Event,
+    loglevel: str = None,
+
+    # backend specific
+    sub_type: str = 'ohlc',
+
+    # startup sync
+    task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
+
+) -> None:
+    '''
+    Subscribe for ohlc stream of quotes for ``pairs``.
+
+    ``pairs`` must be formatted <crypto_symbol>/<fiat_symbol>.
+
+    '''
+    # XXX: required to propagate ``tractor`` loglevel to piker logging
+    get_console_log(loglevel or tractor.current_actor().loglevel)
+
+    ws_pairs = {}
+    sym_infos = {}
+
+    async with open_cached_client('kraken') as client, send_chan as send_chan:
+
+        # keep client cached for real-time section
+        for sym in symbols:
+
+            # transform to upper since piker style is always lower
+            sym = sym.upper()
+
+            si = Pair(**await client.symbol_info(sym))  # validation
+            syminfo = si.to_dict()
+            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
+
+        symbol = symbols[0].lower()
+
+        init_msgs = {
+            # pass back token, and bool, signalling if we're the writer
+            # and that history has been written
+            symbol: {
+                'symbol_info': sym_infos[sym],
+                'shm_write_opts': {'sum_tick_vml': False},
+                'fqsn': sym,
+            },
+        }
+
+        @acm
+        async def subscribe(ws: wsproto.WSConnection):
+            # XXX: setup subs
+            # https://docs.kraken.com/websockets/#message-subscribe
+            # specific logic for this in kraken's shitty sync client:
+            # https://github.com/krakenfx/kraken-wsclient-py/blob/master/kraken_wsclient_py/kraken_wsclient_py.py#L188
+            ohlc_sub = make_sub(
+                list(ws_pairs.values()),
+                {'name': 'ohlc', 'interval': 1}
+            )
+
+            # TODO: we want to eventually allow unsubs which should
+            # be completely fine to request from a separate task
+            # since internally the ws methods appear to be FIFO
+            # locked.
+            await ws.send_msg(ohlc_sub)
+
+            # trade data (aka L1)
+            l1_sub = make_sub(
+                list(ws_pairs.values()),
+                {'name': 'spread'}  # 'depth': 10}
+            )
+
+            # pull a first quote and deliver
+            await ws.send_msg(l1_sub)
+
+            yield
+
+            # unsub from all pairs on teardown
+            await ws.send_msg({
+                'pair': list(ws_pairs.values()),
+                'event': 'unsubscribe',
+                'subscription': ['ohlc', 'spread'],
+            })
+
+            # XXX: do we need to ack the unsub?
+            # await ws.recv_msg()
+
+        # see the tips on reconnection logic:
+        # https://support.kraken.com/hc/en-us/articles/360044504011-WebSocket-API-unexpected-disconnections-from-market-data-feeds
+        ws: NoBsWs
+        async with open_autorecon_ws(
+            'wss://ws.kraken.com/',
+            fixture=subscribe,
+        ) as ws:
+
+            # pull a first quote and deliver
+            msg_gen = process_data_feed_msgs(ws)
+
+            # TODO: use ``anext()`` when it lands in 3.10!
+            typ, ohlc_last = await msg_gen.__anext__()
+
+            topic, quote = normalize(ohlc_last)
+
+            task_status.started((init_msgs,  quote))
+
+            # lol, only "closes" when they're margin squeezing clients ;P
+            feed_is_live.set()
+
+            # keep start of last interval for volume tracking
+            last_interval_start = ohlc_last.etime
+
+            # start streaming
+            async for typ, ohlc in msg_gen:
+
+                if typ == 'ohlc':
+
+                    # TODO: can get rid of all this by using
+                    # ``trades`` subscription...
+
+                    # generate tick values to match time & sales pane:
+                    # https://trade.kraken.com/charts/KRAKEN:BTC-USD?period=1m
+                    volume = ohlc.volume
+
+                    # new OHLC sample interval
+                    if ohlc.etime > last_interval_start:
+                        last_interval_start = ohlc.etime
+                        tick_volume = volume
+
+                    else:
+                        # this is the tick volume *within the interval*
+                        tick_volume = volume - ohlc_last.volume
+
+                    ohlc_last = ohlc
+                    last = ohlc.close
+
+                    if tick_volume:
+                        ohlc.ticks.append({
+                            'type': 'trade',
+                            'price': last,
+                            'size': tick_volume,
+                        })
+
+                    topic, quote = normalize(ohlc)
+
+                elif typ == 'l1':
+                    quote = ohlc
+                    topic = quote['symbol'].lower()
+
+                await send_chan.send({topic: quote})
+
+
+@tractor.context
+async def open_symbol_search(
+    ctx: tractor.Context,
+
+) -> Client:
+    async with open_cached_client('kraken') as client:
+
+        # load all symbols locally for fast search
+        cache = await client.cache_symbols()
+        await ctx.started(cache)
+
+        async with ctx.open_stream() as stream:
+
+            async for pattern in stream:
+
+                matches = fuzzy.extractBests(
+                    pattern,
+                    cache,
+                    score_cutoff=50,
+                )
+                # repack in dict form
+                await stream.send(
+                    {item[0]['altname']: item[0]
+                     for item in matches}
+                )

piker/clearing/_allocate.py

@@ -22,54 +22,10 @@ from enum import Enum
 from typing import Optional
 
 from bidict import bidict
-from pydantic import BaseModel, validator
 
 from ..data._source import Symbol
-from ._messages import BrokerdPosition, Status
-
-
-class Position(BaseModel):
-    '''
-    Basic pp (personal position) model with attached fills history.
-
-    This type should be IPC wire ready?
-
-    '''
-    symbol: Symbol
-
-    # last size and avg entry price
-    size: float
-    avg_price: float  # TODO: contextual pricing
-
-    # ordered record of known constituent trade messages
-    fills: list[Status] = []
-
-    def update_from_msg(
-        self,
-        msg: BrokerdPosition,
-
-    ) -> None:
-
-        # XXX: better place to do this?
-        symbol = self.symbol
-
-        lot_size_digits = symbol.lot_size_digits
-        avg_price, size = (
-            round(msg['avg_price'], ndigits=symbol.tick_size_digits),
-            round(msg['size'], ndigits=lot_size_digits),
-        )
-
-        self.avg_price = avg_price
-        self.size = size
-
-    @property
-    def dsize(self) -> float:
-        '''
-        The "dollar" size of the pp, normally in trading (fiat) unit
-        terms.
-
-        '''
-        return self.avg_price * self.size
+from ..data.types import Struct
+from ..pp import Position
 
 
 _size_units = bidict({
@@ -84,33 +40,30 @@ SizeUnit = Enum(
 )
 
 
-class Allocator(BaseModel):
-
-    class Config:
-        validate_assignment = True
-        copy_on_model_validation = False
-        arbitrary_types_allowed = True
-
-        # required to get the account validator lookup working?
-        extra = 'allow'
-        underscore_attrs_are_private = False
+class Allocator(Struct):
 
     symbol: Symbol
     account: Optional[str] = 'paper'
+
+    _size_units: bidict[str, Optional[str]] = _size_units
+
     # TODO: for enums this clearly doesn't fucking work, you can't set
     # a default at startup by passing in a `dict` but yet you can set
     # that value through assignment..for wtv cucked reason.. honestly, pure
     # unintuitive garbage.
-    size_unit: str = 'currency'
-    _size_units: dict[str, Optional[str]] = _size_units
+    _size_unit: str = 'currency'
 
-    @validator('size_unit', pre=True)
-    def maybe_lookup_key(cls, v):
-        # apply the corresponding enum key for the text "description" value
+    @property
+    def size_unit(self) -> str:
+        return self._size_unit
+
+    @size_unit.setter
+    def size_unit(self, v: str) -> Optional[str]:
         if v not in _size_units:
-            return _size_units.inverse[v]
+            v = _size_units.inverse[v]
 
         assert v in _size_units
+        self._size_unit = v
         return v
 
     # TODO: if we ever want ot support non-uniform entry-slot-proportion
@@ -173,7 +126,7 @@ class Allocator(BaseModel):
             l_sub_pp = self.units_limit - abs_live_size
 
         elif size_unit == 'currency':
-            live_cost_basis = abs_live_size * live_pp.avg_price
+            live_cost_basis = abs_live_size * live_pp.be_price
             slot_size = currency_per_slot / price
             l_sub_pp = (self.currency_limit - live_cost_basis) / price
 
@@ -205,7 +158,7 @@ class Allocator(BaseModel):
             if size_unit == 'currency':
                 # compute the "projected" limit's worth of units at the
                 # current pp (weighted) price:
-                slot_size = currency_per_slot / live_pp.avg_price
+                slot_size = currency_per_slot / live_pp.be_price
 
             else:
                 slot_size = u_per_slot
@@ -244,7 +197,12 @@ class Allocator(BaseModel):
         if order_size < slot_size:
             # compute a fractional slots size to display
             slots_used = self.slots_used(
-                Position(symbol=sym, size=order_size, avg_price=price)
+                Position(
+                    symbol=sym,
+                    size=order_size,
+                    be_price=price,
+                    bsuid=sym,
+                )
             )
 
         return {
@@ -271,8 +229,8 @@ class Allocator(BaseModel):
         abs_pp_size = abs(pp.size)
 
         if self.size_unit == 'currency':
-            # live_currency_size = size or (abs_pp_size * pp.avg_price)
-            live_currency_size = abs_pp_size * pp.avg_price
+            # live_currency_size = size or (abs_pp_size * pp.be_price)
+            live_currency_size = abs_pp_size * pp.be_price
             prop = live_currency_size / self.currency_limit
 
         else:
@@ -300,7 +258,7 @@ def mk_allocator(
     # default allocation settings
     defaults: dict[str, float] = {
         'account': None,  # select paper by default
-        'size_unit': 'currency',
+        # 'size_unit': 'currency',
         'units_limit': 400,
         'currency_limit': 5e3,
         'slots': 4,
@@ -339,10 +297,13 @@ def mk_allocator(
         # entry step 1.0
         alloc.units_limit = alloc.slots
 
+    else:
+        alloc.size_unit = 'currency'
+
     # if the current position is already greater then the limit
     # settings, increase the limit to the current position
     if alloc.size_unit == 'currency':
-        startup_size = startup_pp.size * startup_pp.avg_price
+        startup_size = startup_pp.size * startup_pp.be_price
 
         if startup_size > alloc.currency_limit:
             alloc.currency_limit = round(startup_size, ndigits=2)

piker/clearing/_client.py

@@ -58,11 +58,11 @@ class OrderBook:
 
     def send(
         self,
-        msg: Order,
+        msg: Order | dict,
 
     ) -> dict:
         self._sent_orders[msg.oid] = msg
-        self._to_ems.send_nowait(msg.dict())
+        self._to_ems.send_nowait(msg)
         return msg
 
     def update(
@@ -73,9 +73,8 @@ class OrderBook:
 
     ) -> dict:
         cmd = self._sent_orders[uuid]
-        msg = cmd.dict()
-        msg.update(data)
-        self._sent_orders[uuid] = Order(**msg)
+        msg = cmd.copy(update=data)
+        self._sent_orders[uuid] = msg
         self._to_ems.send_nowait(msg)
         return cmd
 
@@ -88,7 +87,7 @@ class OrderBook:
             oid=uuid,
             symbol=cmd.symbol,
         )
-        self._to_ems.send_nowait(msg.dict())
+        self._to_ems.send_nowait(msg)
 
 
 _orders: OrderBook = None
@@ -149,7 +148,7 @@ async def relay_order_cmds_from_sync_code(
     book = get_orders()
     async with book._from_order_book.subscribe() as orders_stream:
         async for cmd in orders_stream:
-            if cmd['symbol'] == symbol_key:
+            if cmd.symbol == symbol_key:
                 log.info(f'Send order cmd:\n{pformat(cmd)}')
                 # send msg over IPC / wire
                 await to_ems_stream.send(cmd)

piker/clearing/_ems.py

@@ -20,12 +20,12 @@ In da suit parlances: "Execution management systems"
 """
 from contextlib import asynccontextmanager
 from dataclasses import dataclass, field
+from math import isnan
 from pprint import pformat
 import time
 from typing import AsyncIterator, Callable
 
 from bidict import bidict
-from pydantic import BaseModel
 import trio
 from trio_typing import TaskStatus
 import tractor
@@ -33,6 +33,7 @@ import tractor
 from ..log import get_logger
 from ..data._normalize import iterticks
 from ..data.feed import Feed, maybe_open_feed
+from ..data.types import Struct
 from .._daemon import maybe_spawn_brokerd
 from . import _paper_engine as paper
 from ._messages import (
@@ -230,7 +231,7 @@ async def clear_dark_triggers(
                             price=submit_price,
                             size=cmd['size'],
                         )
-                        await brokerd_orders_stream.send(msg.dict())
+                        await brokerd_orders_stream.send(msg)
 
                         # mark this entry as having sent an order
                         # request.  the entry will be replaced once the
@@ -246,14 +247,11 @@ async def clear_dark_triggers(
 
                     msg = Status(
                         oid=oid,  # ems order id
-                        resp=resp,
                         time_ns=time.time_ns(),
-                        symbol=fqsn,
+                        resp=resp,
                         trigger_price=price,
-                        broker_details={'name': broker},
-                        cmd=cmd,  # original request message
-
-                    ).dict()
+                        brokerd_msg=cmd,
+                    )
 
                     # remove exec-condition from set
                     log.info(f'removing pred for {oid}')
@@ -289,7 +287,11 @@ class TradesRelay:
     brokerd_dialogue: tractor.MsgStream
 
     # map of symbols to dicts of accounts to pp msgs
-    positions: dict[str, dict[str, BrokerdPosition]]
+    positions: dict[
+        # brokername, acctid
+        tuple[str, str],
+        list[BrokerdPosition],
+    ]
 
     # allowed account names
     accounts: tuple[str]
@@ -298,7 +300,7 @@ class TradesRelay:
     consumers: int = 0
 
 
-class Router(BaseModel):
+class Router(Struct):
     '''
     Order router which manages and tracks per-broker dark book,
     alerts, clearing and related data feed management.
@@ -319,10 +321,6 @@ class Router(BaseModel):
     # brokername to trades-dialogues streams with ``brokerd`` actors
     relays: dict[str, TradesRelay] = {}
 
-    class Config:
-        arbitrary_types_allowed = True
-        underscore_attrs_are_private = False
-
     def get_dark_book(
         self,
         brokername: str,
@@ -461,18 +459,24 @@ async def open_brokerd_trades_dialogue(
                 # normalizing them to EMS messages and relaying back to
                 # the piker order client set.
 
-                # locally cache and track positions per account.
+                # locally cache and track positions per account with
+                # a table of (brokername, acctid) -> `BrokerdPosition`
+                # msgs.
                 pps = {}
                 for msg in positions:
                     log.info(f'loading pp: {msg}')
 
                     account = msg['account']
+
+                    # TODO: better value error for this which
+                    # dumps the account and message and states the
+                    # mismatch..
                     assert account in accounts
 
                     pps.setdefault(
-                        f'{msg["symbol"]}.{broker}',
-                        {}
-                    )[account] = msg
+                        (broker, account),
+                        [],
+                    ).append(msg)
 
                 relay = TradesRelay(
                     brokerd_dialogue=brokerd_trades_stream,
@@ -570,19 +574,17 @@ async def translate_and_relay_brokerd_events(
 
         if name == 'position':
 
-            pos_msg = BrokerdPosition(**brokerd_msg).dict()
+            pos_msg = BrokerdPosition(**brokerd_msg)
 
             # XXX: this will be useful for automatic strats yah?
             # keep pps per account up to date locally in ``emsd`` mem
-            sym, broker = pos_msg['symbol'], pos_msg['broker']
+            sym, broker = pos_msg.symbol, pos_msg.broker
 
             relay.positions.setdefault(
                 # NOTE: translate to a FQSN!
-                f'{sym}.{broker}',
-                {}
-            ).setdefault(
-                pos_msg['account'], {}
-            ).update(pos_msg)
+                (broker, sym),
+                []
+            ).append(pos_msg)
 
             # fan-out-relay position msgs immediately by
             # broadcasting updates on all client streams
@@ -635,8 +637,8 @@ async def translate_and_relay_brokerd_events(
                 # something is out of order, we don't have an oid for
                 # this broker-side message.
                 log.error(
-                    'Unknown oid:{oid} for msg:\n'
-                    f'{pformat(brokerd_msg)}'
+                    f'Unknown oid: {oid} for msg:\n'
+                    f'{pformat(brokerd_msg)}\n'
                     'Unable to relay message to client side!?'
                 )
 
@@ -667,7 +669,7 @@ async def translate_and_relay_brokerd_events(
                     entry.reqid = reqid
 
                     # tell broker to cancel immediately
-                    await brokerd_trades_stream.send(entry.dict())
+                    await brokerd_trades_stream.send(entry)
 
                 # - the order is now active and will be mirrored in
                 # our book -> registered as live flow
@@ -707,7 +709,7 @@ async def translate_and_relay_brokerd_events(
             # if 10147 in message: cancel
 
             resp = 'broker_errored'
-            broker_details = msg.dict()
+            broker_details = msg
 
             # don't relay message to order requester client
             # continue
@@ -742,7 +744,7 @@ async def translate_and_relay_brokerd_events(
                 resp = 'broker_' + msg.status
 
             # pass the BrokerdStatus msg inside the broker details field
-            broker_details = msg.dict()
+            broker_details = msg
 
         elif name in (
             'fill',
@@ -751,7 +753,7 @@ async def translate_and_relay_brokerd_events(
 
             # proxy through the "fill" result(s)
             resp = 'broker_filled'
-            broker_details = msg.dict()
+            broker_details = msg
 
             log.info(f'\nFill for {oid} cleared with:\n{pformat(resp)}')
 
@@ -769,7 +771,7 @@ async def translate_and_relay_brokerd_events(
                     time_ns=time.time_ns(),
                     broker_reqid=reqid,
                     brokerd_msg=broker_details,
-                ).dict()
+                )
             )
         except KeyError:
             log.error(
@@ -834,14 +836,14 @@ async def process_client_order_cmds(
 
                 # NOTE: cancel response will be relayed back in messages
                 # from corresponding broker
-                if reqid:
+                if reqid is not None:
 
                     # send cancel to brokerd immediately!
                     log.info(
                         f'Submitting cancel for live order {reqid}'
                     )
 
-                    await brokerd_order_stream.send(msg.dict())
+                    await brokerd_order_stream.send(msg)
 
                 else:
                     # this might be a cancel for an order that hasn't been
@@ -863,7 +865,7 @@ async def process_client_order_cmds(
                             resp='dark_cancelled',
                             oid=oid,
                             time_ns=time.time_ns(),
-                        ).dict()
+                        )
                     )
                     # de-register this client dialogue
                     router.dialogues.pop(oid)
@@ -918,7 +920,7 @@ async def process_client_order_cmds(
                 # handle relaying the ems side responses back to
                 # the client/cmd sender from this request
                 log.info(f'Sending live order to {broker}:\n{pformat(msg)}')
-                await brokerd_order_stream.send(msg.dict())
+                await brokerd_order_stream.send(msg)
 
                 # an immediate response should be ``BrokerdOrderAck``
                 # with ems order id from the ``trades_dialogue()``
@@ -943,6 +945,12 @@ async def process_client_order_cmds(
                 # like every other shitty tina platform that makes
                 # the user choose the predicate operator.
                 last = dark_book.lasts[fqsn]
+
+                # sometimes the real-time feed hasn't come up
+                # so just pull from the latest history.
+                if isnan(last):
+                    last = feed.shm.array[-1]['close']
+
                 pred = mk_check(trigger_price, last, action)
 
                 spread_slap: float = 5
@@ -992,7 +1000,7 @@ async def process_client_order_cmds(
                         resp=resp,
                         oid=oid,
                         time_ns=time.time_ns(),
-                    ).dict()
+                    )
                 )
 
 
@@ -1088,15 +1096,12 @@ async def _emsd_main(
 
             brokerd_stream = relay.brokerd_dialogue  # .clone()
 
-            # flatten out collected pps from brokerd for delivery
-            pp_msgs = {
-                fqsn: list(pps.values())
-                for fqsn, pps in relay.positions.items()
-            }
-
             # signal to client that we're started and deliver
             # all known pps and accounts for this ``brokerd``.
-            await ems_ctx.started((pp_msgs, list(relay.accounts)))
+            await ems_ctx.started((
+                relay.positions,
+                list(relay.accounts),
+            ))
 
             # establish 2-way stream with requesting order-client and
             # begin handling inbound order requests and updates
@@ -1133,8 +1138,14 @@ async def _emsd_main(
                     )
 
                 finally:
-                    # remove client from "registry"
+                    # try to remove client from "registry"
+                    try:
                         _router.clients.remove(ems_client_order_stream)
+                    except KeyError:
+                        log.warning(
+                            f'Stream {ems_client_order_stream._ctx.chan.uid}'
+                            ' was already dropped?'
+                        )
 
                     dialogues = _router.dialogues
 

piker/clearing/_messages.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for piker0)
+# Copyright (C) Tyler Goodlet (in stewardship for pikers)
 
 # This program is free software: you can redistribute it and/or modify
 # it under the terms of the GNU Affero General Public License as published by
@@ -15,21 +15,26 @@
 # along with this program.  If not, see <https://www.gnu.org/licenses/>.
 
 """
-Clearing system messagingn types and protocols.
+Clearing sub-system message and protocols.
 
 """
 from typing import Optional, Union
 
-# TODO: try out just encoding/send direction for now?
-# import msgspec
-from pydantic import BaseModel
-
 from ..data._source import Symbol
+from ..data.types import Struct
 
+
+# TODO: ``msgspec`` stuff worth paying attention to:
+# - schema evolution: https://jcristharif.com/msgspec/usage.html#schema-evolution
+# - use literals for a common msg determined by diff keys?
+#   - https://jcristharif.com/msgspec/usage.html#literal
+#   - for eg. ``BrokerdStatus``, instead just have separate messages?
+
+# --------------
 # Client -> emsd
+# --------------
 
-
-class Cancel(BaseModel):
+class Cancel(Struct):
     '''Cancel msg for removing a dark (ems triggered) or
     broker-submitted (live) trigger/order.
 
@@ -39,8 +44,10 @@ class Cancel(BaseModel):
     symbol: str
 
 
-class Order(BaseModel):
+class Order(Struct):
 
+    # TODO: use ``msgspec.Literal``
+    # https://jcristharif.com/msgspec/usage.html#literal
     action: str  # {'buy', 'sell', 'alert'}
     # internal ``emdsd`` unique "order id"
     oid: str  # uuid4
@@ -48,6 +55,9 @@ class Order(BaseModel):
     account: str  # should we set a default as '' ?
 
     price: float
+    # TODO: could we drop the ``.action`` field above and instead just
+    # use +/- values here? Would make the msg smaller at the sake of a
+    # teensie fp precision?
     size: float
     brokers: list[str]
 
@@ -59,20 +69,14 @@ class Order(BaseModel):
     # the backend broker
     exec_mode: str  # {'dark', 'live', 'paper'}
 
-    class Config:
-        # just for pre-loading a ``Symbol`` when used
-        # in the order mode staging process
-        arbitrary_types_allowed = True
-        # don't copy this model instance when used in
-        # a recursive model
-        copy_on_model_validation = False
 
+# --------------
 # Client <- emsd
+# --------------
 # update msgs from ems which relay state change info
 # from the active clearing engine.
 
-
-class Status(BaseModel):
+class Status(Struct):
 
     name: str = 'status'
     oid: str  # uuid4
@@ -95,8 +99,6 @@ class Status(BaseModel):
     # }
     resp: str  # "response", see above
 
-    # symbol: str
-
     # trigger info
     trigger_price: Optional[float] = None
     # price: float
@@ -111,10 +113,12 @@ class Status(BaseModel):
     brokerd_msg: dict = {}
 
 
+# ---------------
 # emsd -> brokerd
+# ---------------
 # requests *sent* from ems to respective backend broker daemon
 
-class BrokerdCancel(BaseModel):
+class BrokerdCancel(Struct):
 
     action: str = 'cancel'
     oid: str  # piker emsd order id
@@ -130,7 +134,7 @@ class BrokerdCancel(BaseModel):
     reqid: Optional[Union[int, str]] = None
 
 
-class BrokerdOrder(BaseModel):
+class BrokerdOrder(Struct):
 
     action: str  # {buy, sell}
     oid: str
@@ -150,11 +154,12 @@ class BrokerdOrder(BaseModel):
     size: float
 
 
+# ---------------
 # emsd <- brokerd
+# ---------------
 # requests *received* to ems from broker backend
 
-
-class BrokerdOrderAck(BaseModel):
+class BrokerdOrderAck(Struct):
     '''
     Immediate reponse to a brokerd order request providing the broker
     specific unique order id so that the EMS can associate this
@@ -172,7 +177,7 @@ class BrokerdOrderAck(BaseModel):
     account: str = ''
 
 
-class BrokerdStatus(BaseModel):
+class BrokerdStatus(Struct):
 
     name: str = 'status'
     reqid: Union[int, str]
@@ -205,7 +210,7 @@ class BrokerdStatus(BaseModel):
     }
 
 
-class BrokerdFill(BaseModel):
+class BrokerdFill(Struct):
     '''
     A single message indicating a "fill-details" event from the broker
     if avaiable.
@@ -230,7 +235,7 @@ class BrokerdFill(BaseModel):
     broker_time: float
 
 
-class BrokerdError(BaseModel):
+class BrokerdError(Struct):
     '''
     Optional error type that can be relayed to emsd for error handling.
 
@@ -249,7 +254,7 @@ class BrokerdError(BaseModel):
     broker_details: dict = {}
 
 
-class BrokerdPosition(BaseModel):
+class BrokerdPosition(Struct):
     '''Position update event from brokerd.
 
     '''
@@ -258,6 +263,6 @@ class BrokerdPosition(BaseModel):
     broker: str
     account: str
     symbol: str
-    currency: str
     size: float
     avg_price: float
+    currency: str = ''

piker/clearing/_paper_engine.py

@@ -31,6 +31,8 @@ import tractor
 from dataclasses import dataclass
 
 from .. import data
+from ..data._source import Symbol
+from ..pp import Position
 from ..data._normalize import iterticks
 from ..data._source import unpack_fqsn
 from ..log import get_logger
@@ -109,13 +111,14 @@ class PaperBoi:
         msg = BrokerdStatus(
             status='submitted',
             reqid=reqid,
-            broker=self.broker,
             time_ns=time.time_ns(),
             filled=0.0,
             reason='paper_trigger',
             remaining=size,
+
+            broker_details={'name': 'paperboi'},
         )
-        await self.ems_trades_stream.send(msg.dict())
+        await self.ems_trades_stream.send(msg)
 
         # if we're already a clearing price simulate an immediate fill
         if (
@@ -166,12 +169,11 @@ class PaperBoi:
 
         msg = BrokerdStatus(
             status='cancelled',
-            oid=oid,
             reqid=reqid,
-            broker=self.broker,
             time_ns=time.time_ns(),
+            broker_details={'name': 'paperboi'},
         )
-        await self.ems_trades_stream.send(msg.dict())
+        await self.ems_trades_stream.send(msg)
 
     async def fake_fill(
         self,
@@ -214,7 +216,7 @@ class PaperBoi:
                 'name': self.broker + '_paper',
             },
         )
-        await self.ems_trades_stream.send(msg.dict())
+        await self.ems_trades_stream.send(msg)
 
         if order_complete:
 
@@ -227,18 +229,17 @@ class PaperBoi:
                 filled=size,
                 remaining=0 if order_complete else remaining,
 
-                action=action,
-                size=size,
-                price=price,
-
                 broker_details={
                     'paper_info': {
                         'oid': oid,
                     },
+                    'action': action,
+                    'size': size,
+                    'price': price,
                     'name': self.broker,
                 },
             )
-            await self.ems_trades_stream.send(msg.dict())
+            await self.ems_trades_stream.send(msg)
 
         # lookup any existing position
         token = f'{symbol}.{self.broker}'
@@ -257,31 +258,16 @@ class PaperBoi:
             )
         )
 
-        # "avg position price" calcs
-        # TODO: eventually it'd be nice to have a small set of routines
-        # to do this stuff from a sequence of cleared orders to enable
-        # so called "contextual positions".
-        new_size = size + pp_msg.size
+        # delegate update to `.pp.Position.lifo_update()`
+        pp = Position(
+            Symbol(key=symbol),
+            size=pp_msg.size,
+            be_price=pp_msg.avg_price,
+            bsuid=symbol,
+        )
+        pp_msg.size, pp_msg.avg_price = pp.lifo_update(size, price)
 
-        # old size minus the new size gives us size differential with
-        # +ve -> increase in pp size
-        # -ve -> decrease in pp size
-        size_diff = abs(new_size) - abs(pp_msg.size)
-
-        if new_size == 0:
-            pp_msg.avg_price = 0
-
-        elif size_diff > 0:
-            # only update the "average position price" when the position
-            # size increases not when it decreases (i.e. the position is
-            # being made smaller)
-            pp_msg.avg_price = (
-                abs(size) * price + pp_msg.avg_price * abs(pp_msg.size)
-            ) / abs(new_size)
-
-        pp_msg.size = new_size
-
-        await self.ems_trades_stream.send(pp_msg.dict())
+        await self.ems_trades_stream.send(pp_msg)
 
 
 async def simulate_fills(
@@ -390,13 +376,14 @@ async def handle_order_requests(
             account = request_msg['account']
             if account != 'paper':
                 log.error(
-                    'This is a paper account, only a `paper` selection is valid'
+                    'This is a paper account,'
+                    ' only a `paper` selection is valid'
                 )
                 await ems_order_stream.send(BrokerdError(
                     oid=request_msg['oid'],
                     symbol=request_msg['symbol'],
                     reason=f'Paper only. No account found: `{account}` ?',
-                ).dict())
+                ))
                 continue
 
             # validate
@@ -428,7 +415,7 @@ async def handle_order_requests(
                     # broker specific request id
                     reqid=reqid,
 
-                ).dict()
+                )
             )
 
         elif action == 'cancel':
@@ -464,7 +451,7 @@ async def trades_dialogue(
         # TODO: load paper positions per broker from .toml config file
         # and pass as symbol to position data mapping: ``dict[str, dict]``
         # await ctx.started(all_positions)
-        await ctx.started(({}, {'paper',}))
+        await ctx.started(({}, ['paper']))
 
         async with (
             ctx.open_stream() as ems_stream,

piker/cli/__init__.py

@@ -83,9 +83,9 @@ def pikerd(loglevel, host, tl, pdb, tsdb):
 
                 )
                 log.info(
-                    f'`marketstore` up!\n'
-                    f'`marketstored` pid: {pid}\n'
-                    f'docker container id: {cid}\n'
+                    f'`marketstored` up!\n'
+                    f'pid: {pid}\n'
+                    f'container id: {cid[:12]}\n'
                     f'config: {pformat(config)}'
                 )
 

piker/config.py

@@ -21,6 +21,7 @@ Broker configuration mgmt.
 import platform
 import sys
 import os
+from os import path
 from os.path import dirname
 import shutil
 from typing import Optional
@@ -111,6 +112,7 @@ if _parent_user:
 
 _conf_names: set[str] = {
     'brokers',
+    'pps',
     'trades',
     'watchlists',
 }
@@ -147,19 +149,21 @@ def get_conf_path(
     conf_name: str = 'brokers',
 
 ) -> str:
-    """Return the default config path normally under
-    ``~/.config/piker`` on linux.
+    '''
+    Return the top-level default config path normally under
+    ``~/.config/piker`` on linux for a given ``conf_name``, the config
+    name.
 
     Contains files such as:
     - brokers.toml
+    - pp.toml
     - watchlists.toml
-    - trades.toml
 
     # maybe coming soon ;)
     - signals.toml
     - strats.toml
 
-    """
+    '''
     assert conf_name in _conf_names
     fn = _conf_fn_w_ext(conf_name)
     return os.path.join(
@@ -173,7 +177,7 @@ def repodir():
     Return the abspath to the repo directory.
 
     '''
-    dirpath = os.path.abspath(
+    dirpath = path.abspath(
         # we're 3 levels down in **this** module file
         dirname(dirname(os.path.realpath(__file__)))
     )
@@ -182,7 +186,9 @@ def repodir():
 
 def load(
     conf_name: str = 'brokers',
-    path: str = None
+    path: str = None,
+
+    **tomlkws,
 
 ) -> (dict, str):
     '''
@@ -190,6 +196,7 @@ def load(
 
     '''
     path = path or get_conf_path(conf_name)
+
     if not os.path.isfile(path):
         fn = _conf_fn_w_ext(conf_name)
 
@@ -202,8 +209,11 @@ def load(
         # if one exists.
         if os.path.isfile(template):
             shutil.copyfile(template, path)
+        else:
+            with open(path, 'w'):
+                pass  # touch
 
-    config = toml.load(path)
+    config = toml.load(path, **tomlkws)
     log.debug(f"Read config file {path}")
     return config, path
 
@@ -212,6 +222,7 @@ def write(
     config: dict,  # toml config as dict
     name: str = 'brokers',
     path: str = None,
+    **toml_kwargs,
 
 ) -> None:
     ''''
@@ -235,11 +246,14 @@ def write(
         f"{path}"
     )
     with open(path, 'w') as cf:
-        return toml.dump(config, cf)
+        return toml.dump(
+            config,
+            cf,
+            **toml_kwargs,
+        )
 
 
 def load_accounts(
-
     providers: Optional[list[str]] = None
 
 ) -> bidict[str, Optional[str]]:

piker/data/_ahab.py

@@ -37,6 +37,7 @@ from docker.models.containers import Container as DockerContainer
 from docker.errors import (
     DockerException,
     APIError,
+    # ContainerError,
 )
 from requests.exceptions import ConnectionError, ReadTimeout
 
@@ -50,8 +51,8 @@ class DockerNotStarted(Exception):
     'Prolly you dint start da daemon bruh'
 
 
-class ContainerError(RuntimeError):
-    'Error reported via app-container logging level'
+class ApplicationLogError(Exception):
+    'App in container reported an error in logs'
 
 
 @acm
@@ -96,9 +97,9 @@ async def open_docker(
         # not perms?
         raise
 
-    finally:
-        if client:
-            client.close()
+    # finally:
+    #     if client:
+    #         client.close()
 
 
 class Container:
@@ -156,7 +157,7 @@ class Container:
 
                     # print(f'level: {level}')
                     if level in ('error', 'fatal'):
-                        raise ContainerError(msg)
+                        raise ApplicationLogError(msg)
 
                 if patt in msg:
                     return True
@@ -185,12 +186,30 @@ class Container:
             if 'is not running' in err.explanation:
                 return False
 
+    def hard_kill(self, start: float) -> None:
+        delay = time.time() - start
+        log.error(
+            f'Failed to kill container {self.cntr.id} after {delay}s\n'
+            'sending SIGKILL..'
+        )
+        # get out the big guns, bc apparently marketstore
+        # doesn't actually know how to terminate gracefully
+        # :eyeroll:...
+        self.try_signal('SIGKILL')
+        self.cntr.wait(
+            timeout=3,
+            condition='not-running',
+        )
+
     async def cancel(
         self,
         stop_msg: str,
+        hard_kill: bool = False,
+
     ) -> None:
 
         cid = self.cntr.id
+
         # first try a graceful cancel
         log.cancel(
             f'SIGINT cancelling container: {cid}\n'
@@ -203,7 +222,12 @@ class Container:
 
             with trio.move_on_after(0.5) as cs:
                 cs.shield = True
+                log.cancel('polling for CNTR logs...')
+
+                try:
                     await self.process_logs_until(stop_msg)
+                except ApplicationLogError:
+                    hard_kill = True
 
                 # if we aren't cancelled on above checkpoint then we
                 # assume we read the expected stop msg and terminated.
@@ -218,6 +242,7 @@ class Container:
                         condition='not-running',
                     )
 
+                # graceful exit if we didn't time out
                 break
 
             except (
@@ -231,22 +256,13 @@ class Container:
                 ConnectionError,
             ):
                 log.exception('Docker connection failure')
-                break
+                self.hard_kill(start)
         else:
-            delay = time.time() - start
-            log.error(
-                f'Failed to kill container {cid} after {delay}s\n'
-                'sending SIGKILL..'
-            )
-            # get out the big guns, bc apparently marketstore
-            # doesn't actually know how to terminate gracefully
-            # :eyeroll:...
-            self.try_signal('SIGKILL')
-            self.cntr.wait(
-                timeout=3,
-                condition='not-running',
-            )
+            hard_kill = True
 
+        if hard_kill:
+            self.hard_kill(start)
+        else:
             log.cancel(f'Container stopped: {cid}')
 
 
@@ -296,6 +312,7 @@ async def open_ahabd(
             await trio.sleep_forever()
 
         finally:
+            # needed?
             with trio.CancelScope(shield=True):
                 await cntr.cancel(stop_msg)
 

piker/data/_normalize.py

@@ -56,7 +56,7 @@ def iterticks(
                     sig = (
                         time,
                         tick['price'],
-                        tick['size']
+                        tick.get('size')
                     )
 
                     if ttype == 'dark_trade':

piker/data/_sharedmem.py

@@ -27,13 +27,14 @@ from multiprocessing.shared_memory import SharedMemory, _USE_POSIX
 if _USE_POSIX:
     from _posixshmem import shm_unlink
 
-import tractor
+# import msgspec
 import numpy as np
-from pydantic import BaseModel
 from numpy.lib import recfunctions as rfn
+import tractor
 
 from ..log import get_logger
 from ._source import base_iohlc_dtype
+from .types import Struct
 
 
 log = get_logger(__name__)
@@ -107,15 +108,12 @@ class SharedInt:
                 log.warning(f'Shm for {name} already unlinked?')
 
 
-class _Token(BaseModel):
+class _Token(Struct, frozen=True):
     '''
     Internal represenation of a shared memory "token"
     which can be used to key a system wide post shm entry.
 
     '''
-    class Config:
-        frozen = True
-
     shm_name: str  # this servers as a "key" value
     shm_first_index_name: str
     shm_last_index_name: str
@@ -126,17 +124,22 @@ class _Token(BaseModel):
         return np.dtype(list(map(tuple, self.dtype_descr))).descr
 
     def as_msg(self):
-        return self.dict()
+        return self.to_dict()
 
     @classmethod
     def from_msg(cls, msg: dict) -> _Token:
         if isinstance(msg, _Token):
             return msg
 
+        # TODO: native struct decoding
+        # return _token_dec.decode(msg)
+
         msg['dtype_descr'] = tuple(map(tuple, msg['dtype_descr']))
         return _Token(**msg)
 
 
+# _token_dec = msgspec.msgpack.Decoder(_Token)
+
 # TODO: this api?
 # _known_tokens = tractor.ActorVar('_shm_tokens', {})
 # _known_tokens = tractor.ContextStack('_known_tokens', )
@@ -167,7 +170,7 @@ def _make_token(
         shm_name=key,
         shm_first_index_name=key + "_first",
         shm_last_index_name=key + "_last",
-        dtype_descr=np.dtype(dtype).descr
+        dtype_descr=tuple(np.dtype(dtype).descr)
     )
 
 

piker/data/_source.py

@@ -23,7 +23,7 @@ import decimal
 
 from bidict import bidict
 import numpy as np
-from pydantic import BaseModel
+from msgspec import Struct
 # from numba import from_dtype
 
 
@@ -126,7 +126,7 @@ def unpack_fqsn(fqsn: str) -> tuple[str, str, str]:
     )
 
 
-class Symbol(BaseModel):
+class Symbol(Struct):
     '''
     I guess this is some kinda container thing for dealing with
     all the different meta-data formats from brokers?
@@ -152,9 +152,7 @@ class Symbol(BaseModel):
         info: dict[str, Any],
         suffix: str = '',
 
-    # XXX: like wtf..
-    # ) -> 'Symbol':
-    ) -> None:
+    ) -> Symbol:
 
         tick_size = info.get('price_tick_size', 0.01)
         lot_tick_size = info.get('lot_tick_size', 0.0)
@@ -175,9 +173,7 @@ class Symbol(BaseModel):
         fqsn: str,
         info: dict[str, Any],
 
-    # XXX: like wtf..
-    # ) -> 'Symbol':
-    ) -> None:
+    ) -> Symbol:
         broker, key, suffix = unpack_fqsn(fqsn)
         return cls.from_broker_info(
             broker,
@@ -240,7 +236,7 @@ class Symbol(BaseModel):
 
         '''
         tokens = self.tokens()
-        fqsn = '.'.join(tokens)
+        fqsn = '.'.join(map(str.lower, tokens))
         return fqsn
 
     def iterfqsns(self) -> list[str]:

piker/data/_web_bs.py

@@ -53,13 +53,11 @@ class NoBsWs:
     def __init__(
         self,
         url: str,
-        token: str,
         stack: AsyncExitStack,
         fixture: Callable,
         serializer: ModuleType = json,
     ):
         self.url = url
-        self.token = token
         self.fixture = fixture
         self._stack = stack
         self._ws: 'WebSocketConnection' = None  # noqa
@@ -83,14 +81,9 @@ class NoBsWs:
                     trio_websocket.open_websocket_url(self.url)
                 )
                 # rerun user code fixture
-                if self.token == '':
                 ret = await self._stack.enter_async_context(
                     self.fixture(self)
                 )
-                else:
-                    ret = await self._stack.enter_async_context(
-                        self.fixture(self, self.token)
-                    )
 
                 assert ret is None
 
@@ -135,14 +128,13 @@ async def open_autorecon_ws(
 
     # TODO: proper type annot smh
     fixture: Callable,
-    # used for authenticated websockets
-    token: str = '',
+
 ) -> AsyncGenerator[tuple[...],  NoBsWs]:
     """Apparently we can QoS for all sorts of reasons..so catch em.
 
     """
     async with AsyncExitStack() as stack:
-        ws = NoBsWs(url, token, stack, fixture=fixture)
+        ws = NoBsWs(url, stack, fixture=fixture)
         await ws._connect()
 
         try:

piker/data/feed.py

@@ -42,7 +42,6 @@ from trio_typing import TaskStatus
 import trimeter
 import tractor
 from tractor.trionics import maybe_open_context
-from pydantic import BaseModel
 import pendulum
 import numpy as np
 
@@ -59,6 +58,7 @@ from ._sharedmem import (
     ShmArray,
 )
 from .ingest import get_ingestormod
+from .types import Struct
 from ._source import (
     base_iohlc_dtype,
     Symbol,
@@ -84,7 +84,7 @@ if TYPE_CHECKING:
 log = get_logger(__name__)
 
 
-class _FeedsBus(BaseModel):
+class _FeedsBus(Struct):
     '''
     Data feeds broadcaster and persistence management.
 
@@ -100,10 +100,6 @@ class _FeedsBus(BaseModel):
           a dedicated cancel scope.
 
     '''
-    class Config:
-        arbitrary_types_allowed = True
-        underscore_attrs_are_private = False
-
     brokername: str
     nursery: trio.Nursery
     feeds: dict[str, tuple[dict, dict]] = {}
@@ -313,7 +309,7 @@ async def start_backfill(
             # when no tsdb "last datum" is provided, we just load
             # some near-term history.
             periods = {
-                1: {'days': 1},
+                1: {'seconds': 4000},
                 60: {'days': 14},
             }
 

piker/data/types.py

@@ -0,0 +1,68 @@
+# piker: trading gear for hackers
+# Copyright (C) Guillermo Rodriguez (in stewardship for piker0)
+
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU Affero General Public License for more details.
+
+# You should have received a copy of the GNU Affero General Public License
+# along with this program.  If not, see <https://www.gnu.org/licenses/>.
+
+"""
+Built-in (extension) types.
+
+"""
+from typing import Optional
+from pprint import pformat
+
+import msgspec
+
+
+class Struct(
+    msgspec.Struct,
+
+    # https://jcristharif.com/msgspec/structs.html#tagged-unions
+    # tag='pikerstruct',
+    # tag=True,
+):
+    '''
+    A "human friendlier" (aka repl buddy) struct subtype.
+
+    '''
+    def to_dict(self) -> dict:
+        return {
+            f: getattr(self, f)
+            for f in self.__struct_fields__
+        }
+
+    def __repr__(self):
+        return f'Struct({pformat(self.to_dict())})'
+
+    def copy(
+        self,
+        update: Optional[dict] = None,
+
+    ) -> msgspec.Struct:
+        '''
+        Validate-typecast all self defined fields, return a copy of us
+        with all such fields.
+
+        This is kinda like the default behaviour in `pydantic.BaseModel`.
+
+        '''
+        if update:
+            for k, v in update.items():
+                setattr(self, k, v)
+
+        # roundtrip serialize to validate
+        return msgspec.msgpack.Decoder(
+            type=type(self)
+        ).decode(
+            msgspec.msgpack.Encoder().encode(self)
+        )

piker/fsp/_api.py

@@ -78,7 +78,8 @@ class Fsp:
     # + the consuming fsp *to* the consumers output
     # shm flow.
     _flow_registry: dict[
-        tuple[_Token, str], _Token,
+        tuple[_Token, str],
+        tuple[_Token, Optional[ShmArray]],
     ] = {}
 
     def __init__(
@@ -120,7 +121,6 @@ class Fsp:
     ):
         return self.func(*args, **kwargs)
 
-    # TODO: lru_cache this? prettty sure it'll work?
     def get_shm(
         self,
         src_shm: ShmArray,
@@ -131,12 +131,27 @@ class Fsp:
         for this "instance" of a signal processor for
         the given ``key``.
 
+        The destination shm "token" and array are cached if possible to
+        minimize multiple stdlib/system calls.
+
         '''
-        dst_token = self._flow_registry[
+        dst_token, maybe_array = self._flow_registry[
             (src_shm._token, self.name)
         ]
-        shm = attach_shm_array(dst_token)
-        return shm
+        if maybe_array is None:
+            self._flow_registry[
+                (src_shm._token, self.name)
+            ] = (
+                dst_token,
+                # "cache" the ``ShmArray`` such that
+                # we call the underlying "attach" code as few
+                # times as possible as per:
+                # - https://github.com/pikers/piker/issues/359
+                # - https://github.com/pikers/piker/issues/332
+                maybe_array := attach_shm_array(dst_token)
+            )
+
+        return maybe_array
 
 
 def fsp(

piker/fsp/_engine.py

@@ -114,7 +114,7 @@ async def fsp_compute(
         dict[str, np.ndarray],  # multi-output case
         np.ndarray,  # single output case
     ]
-    history_output = await out_stream.__anext__()
+    history_output = await anext(out_stream)
 
     func_name = func.__name__
     profiler(f'{func_name} generated history')
@@ -284,9 +284,10 @@ async def cascade(
     # TODO: ugh i hate this wind/unwind to list over the wire
     # but not sure how else to do it.
     for (token, fsp_name, dst_token) in shm_registry:
-        Fsp._flow_registry[
-            (_Token.from_msg(token), fsp_name)
-        ] = _Token.from_msg(dst_token)
+        Fsp._flow_registry[(
+            _Token.from_msg(token),
+            fsp_name,
+        )] = _Token.from_msg(dst_token), None
 
     fsp: Fsp = reg.get(
         NamespacePath(ns_path)
@@ -374,7 +375,8 @@ async def cascade(
                             'key': dst_shm_token,
                             'first': dst._first.value,
                             'last': dst._last.value,
-                    }})
+                        }
+                    })
                     return tracker, index
 
                 def is_synced(

piker/pp.py

@@ -0,0 +1,904 @@
+# piker: trading gear for hackers
+# Copyright (C) Tyler Goodlet (in stewardship for pikers)
+
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU Affero General Public License for more details.
+
+# You should have received a copy of the GNU Affero General Public License
+
+# along with this program.  If not, see <https://www.gnu.org/licenses/>.
+'''
+Personal/Private position parsing, calculating, summarizing in a way
+that doesn't try to cuk most humans who prefer to not lose their moneys..
+(looking at you `ib` and dirt-bird friends)
+
+'''
+from collections import deque
+from contextlib import contextmanager as cm
+# from pprint import pformat
+import os
+from os import path
+from math import copysign
+import re
+import time
+from typing import (
+    Any,
+    Optional,
+    Union,
+)
+
+import pendulum
+from pendulum import datetime, now
+import tomli
+import toml
+
+from . import config
+from .brokers import get_brokermod
+from .clearing._messages import BrokerdPosition, Status
+from .data._source import Symbol
+from .log import get_logger
+from .data.types import Struct
+
+log = get_logger(__name__)
+
+
+@cm
+def open_trade_ledger(
+    broker: str,
+    account: str,
+
+) -> str:
+    '''
+    Indempotently create and read in a trade log file from the
+    ``<configuration_dir>/ledgers/`` directory.
+
+    Files are named per broker account of the form
+    ``<brokername>_<accountname>.toml``. The ``accountname`` here is the
+    name as defined in the user's ``brokers.toml`` config.
+
+    '''
+    ldir = path.join(config._config_dir, 'ledgers')
+    if not path.isdir(ldir):
+        os.makedirs(ldir)
+
+    fname = f'trades_{broker}_{account}.toml'
+    tradesfile = path.join(ldir, fname)
+
+    if not path.isfile(tradesfile):
+        log.info(
+            f'Creating new local trades ledger: {tradesfile}'
+        )
+        with open(tradesfile, 'w') as cf:
+            pass  # touch
+    with open(tradesfile, 'rb') as cf:
+        start = time.time()
+        ledger = tomli.load(cf)
+        print(f'Ledger load took {time.time() - start}s')
+        cpy = ledger.copy()
+
+    try:
+        yield cpy
+    finally:
+        if cpy != ledger:
+            # TODO: show diff output?
+            # https://stackoverflow.com/questions/12956957/print-diff-of-python-dictionaries
+            print(f'Updating ledger for {tradesfile}:\n')
+            ledger.update(cpy)
+
+            # we write on close the mutated ledger data
+            with open(tradesfile, 'w') as cf:
+                toml.dump(ledger, cf)
+
+
+class Transaction(Struct, frozen=True):
+    # TODO: should this be ``.to`` (see below)?
+    fqsn: str
+
+    tid: Union[str, int]  # unique transaction id
+    size: float
+    price: float
+    cost: float  # commisions or other additional costs
+    dt: datetime
+    expiry: Optional[datetime] = 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
+
+    # optional fqsn for the source "asset"/money symbol?
+    # from: Optional[str] = None
+
+
+class Position(Struct):
+    '''
+    Basic pp (personal/piker position) model with attached clearing
+    transaction history.
+
+    '''
+    symbol: Symbol
+
+    # can be +ve or -ve for long/short
+    size: float
+
+    # "breakeven price" above or below which pnl moves above and below
+    # zero for the entirety of the current "trade state".
+    be_price: float
+
+    # unique backend symbol id
+    bsuid: str
+
+    # ordered record of known constituent trade messages
+    clears: dict[
+        Union[str, int, Status],  # trade id
+        dict[str, Any],  # transaction history summaries
+    ] = {}
+
+    expiry: Optional[datetime] = None
+
+    def to_dict(self) -> dict:
+        return {
+            f: getattr(self, f)
+            for f in self.__struct_fields__
+        }
+
+    def to_pretoml(self) -> dict:
+        '''
+        Prep this position's data contents for export to toml including
+        re-structuring of the ``.clears`` table to an array of
+        inline-subtables for better ``pps.toml`` compactness.
+
+        '''
+        d = self.to_dict()
+        clears = d.pop('clears')
+        expiry = d.pop('expiry')
+
+        size = d.pop('size')
+        be_price = d.pop('be_price')
+        d['size'], d['be_price'] = self.audit_sizing(size, be_price)
+
+        if expiry:
+            d['expiry'] = str(expiry)
+
+        clears_list = []
+
+        for tid, data in clears.items():
+            inline_table = toml.TomlDecoder().get_empty_inline_table()
+            inline_table['tid'] = tid
+
+            for k, v in data.items():
+                inline_table[k] = v
+
+            clears_list.append(inline_table)
+
+        d['clears'] = clears_list
+
+        return d
+
+    def audit_sizing(
+        self,
+        size: Optional[float] = None,
+        be_price: Optional[float] = None,
+
+    ) -> tuple[float, float]:
+        '''
+        Audit either the `.size` and `.be_price` values or equvialent
+        passed in values against the clears table calculations and
+        return the calc-ed values if they differ and log warnings to
+        console.
+
+        '''
+        size = size or self.size
+        be_price = be_price or self.be_price
+        csize = self.calc_size()
+        cbe_price = self.calc_be_price()
+
+        if size != csize:
+            log.warning(f'size != calculated size: {size} != {csize}')
+            size = csize
+
+        if be_price != cbe_price:
+            log.warning(
+                f'be_price != calculated be_price: {be_price} != {cbe_price}'
+            )
+            be_price = cbe_price
+
+        return size, be_price
+
+    def update_from_msg(
+        self,
+        msg: BrokerdPosition,
+
+    ) -> None:
+
+        # XXX: better place to do this?
+        symbol = self.symbol
+
+        lot_size_digits = symbol.lot_size_digits
+        be_price, size = (
+            round(
+                msg['avg_price'],
+                ndigits=symbol.tick_size_digits
+            ),
+            round(
+                msg['size'],
+                ndigits=lot_size_digits
+            ),
+        )
+
+        self.be_price = be_price
+        self.size = size
+
+    @property
+    def dsize(self) -> float:
+        '''
+        The "dollar" size of the pp, normally in trading (fiat) unit
+        terms.
+
+        '''
+        return self.be_price * self.size
+
+    def add_clear(
+        self,
+        t: Transaction,
+
+    ) -> None:
+        self.clears[t.tid] = {
+            'cost': t.cost,
+            'price': t.price,
+            'size': t.size,
+            'dt': str(t.dt),
+        }
+
+    # TODO: idea: "real LIFO" dynamic positioning.
+    # - when a trade takes place where the pnl for
+    # the (set of) trade(s) is below the breakeven price
+    # it may be that the trader took a +ve pnl on a short(er)
+    # term trade in the same account.
+    # - in this case we could recalc the be price to
+    # be reverted back to it's prior value before the nearest term
+    # trade was opened.?
+    # def lifo_price() -> float:
+    #     ...
+
+    def calc_be_price(
+        self,
+        # include transaction cost in breakeven price
+        # and presume the worst case of the same cost
+        # to exit this transaction (even though in reality
+        # it will be dynamic based on exit stratetgy).
+        cost_scalar: float = 2,
+
+    ) -> float:
+
+        size: float = 0
+        cb_tot_size: float = 0
+        cost_basis: float = 0
+        be_price: float = 0
+
+        for tid, entry in self.clears.items():
+            clear_size = entry['size']
+            clear_price = entry['price']
+            new_size = size + clear_size
+
+            # old size minus the new size gives us size diff with
+            # +ve -> increase in pp size
+            # -ve -> decrease in pp size
+            size_diff = abs(new_size) - abs(size)
+
+            if new_size == 0:
+                cost_basis = 0
+                cb_tot_size = 0
+                be_price = 0
+
+            # XXX: LIFO breakeven price update. only an increaze in size
+            # of the position contributes the breakeven price,
+            # a decrease does not (i.e. the position is being made
+            # smaller).
+            elif size_diff > 0:
+
+                cost_basis += (
+                    # weighted price per unit of
+                    clear_price * abs(clear_size)
+                    +
+                    # transaction cost
+                    (copysign(1, new_size)
+                     *
+                     cost_scalar
+                     *
+                     entry['cost'])
+                )
+                cb_tot_size += abs(clear_size)
+                be_price = cost_basis / cb_tot_size
+
+            size = new_size
+
+            # print(
+            #     f'cb: {cost_basis}\n'
+            #     f'size: {size}\n'
+            #     f'clear_size: {clear_size}\n'
+            #     f'clear_price: {clear_price}\n\n'
+
+            #     f'cb_tot_size: {cb_tot_size}\n'
+            #     f'be_price: {be_price}\n\n'
+            # )
+
+        return be_price
+
+    def calc_size(self) -> float:
+        size: float = 0
+        for tid, entry in self.clears.items():
+            size += entry['size']
+        return size
+
+    def minimize_clears(
+        self,
+
+    ) -> dict[str, dict]:
+        '''
+        Minimize the position's clears entries by removing
+        all transactions before the last net zero size to avoid
+        unecessary history irrelevant to the current pp state.
+
+        '''
+        size: float = self.size
+        clears_since_zero: deque[tuple(str, dict)] = deque()
+
+        # scan for the last "net zero" position by
+        # iterating clears in reverse.
+        for tid, clear in reversed(self.clears.items()):
+            size -= clear['size']
+            clears_since_zero.appendleft((tid, clear))
+
+            if size == 0:
+                break
+
+        self.clears = dict(clears_since_zero)
+        return self.clears
+
+
+class PpTable(Struct):
+
+    pps: dict[str, Position]
+    conf: Optional[dict] = {}
+
+    def update_from_trans(
+        self,
+        trans: dict[str, Transaction],
+        cost_scalar: float = 2,
+
+    ) -> dict[str, Position]:
+
+        pps = self.pps
+
+        updated: dict[str, Position] = {}
+
+        # lifo update all pps from records
+        for tid, r in trans.items():
+
+            pp = pps.setdefault(
+                r.bsuid,
+
+                # if no existing pp, allocate fresh one.
+                Position(
+                    Symbol.from_fqsn(
+                        r.fqsn,
+                        info={},
+                    ),
+                    size=0.0,
+                    be_price=0.0,
+                    bsuid=r.bsuid,
+                    expiry=r.expiry,
+                )
+            )
+
+            # don't do updates for ledger records we already have
+            # included in the current pps state.
+            if r.tid in pp.clears:
+                # NOTE: likely you'll see repeats of the same
+                # ``Transaction`` passed in here if/when you are restarting
+                # a ``brokerd.ib`` where the API will re-report trades from
+                # the current session, so we need to make sure we don't
+                # "double count" these in pp calculations.
+                continue
+
+            # track clearing data
+            pp.add_clear(r)
+            updated[r.bsuid] = pp
+
+        return updated
+
+    def dump_active(
+        self,
+        brokername: str,
+    ) -> tuple[
+        dict[str, Any],
+        dict[str, Position]
+    ]:
+        '''
+        Iterate all tabulated positions, render active positions to
+        a ``dict`` format amenable to serialization (via TOML) and drop
+        from state (``.pps``) as well as return in a ``dict`` all
+        ``Position``s which have recently closed.
+
+        '''
+        # ONLY dict-serialize all active positions; those that are closed
+        # we don't store in the ``pps.toml``.
+        # NOTE: newly closed position are also important to report/return
+        # since a consumer, like an order mode UI ;), might want to react
+        # based on the closure.
+        pp_entries = {}
+        closed_pp_objs: dict[str, Position] = {}
+
+        pp_objs = self.pps
+        for bsuid in list(pp_objs):
+            pp = pp_objs[bsuid]
+
+            # XXX: debug hook for size mismatches
+            # qqqbsuid = 320227571
+            # if bsuid == qqqbsuid:
+            #     breakpoint()
+
+            size, be_price = pp.audit_sizing()
+
+            pp.minimize_clears()
+
+            if (
+                # "net-zero" is a "closed" position
+                size == 0
+
+                # time-expired pps (normally derivatives) are "closed"
+                or (pp.expiry and pp.expiry < now())
+            ):
+                # for expired cases
+                pp.size = 0
+
+                # NOTE: we DO NOT pop the pp here since it can still be
+                # used to check for duplicate clears that may come in as
+                # new transaction from some backend API and need to be
+                # ignored; the closed positions won't be written to the
+                # ``pps.toml`` since ``pp_entries`` above is what's
+                # written.
+                # closed_pp = pp_objs.pop(bsuid, None)
+                closed_pp = pp_objs.get(bsuid)
+                if closed_pp:
+                    closed_pp_objs[bsuid] = closed_pp
+
+            else:
+                # serialize to pre-toml form
+                asdict = pp.to_pretoml()
+
+                if pp.expiry is None:
+                    asdict.pop('expiry', None)
+
+                # TODO: we need to figure out how to have one top level
+                # listing venue here even when the backend isn't providing
+                # it via the trades ledger..
+                # drop symbol obj in serialized form
+                s = asdict.pop('symbol')
+                fqsn = s.front_fqsn()
+                log.info(f'Updating active pp: {fqsn}')
+
+                # XXX: ugh, it's cuz we push the section under
+                # the broker name.. maybe we need to rethink this?
+                brokerless_key = fqsn.removeprefix(f'{brokername}.')
+
+                pp_entries[brokerless_key] = asdict
+
+        return pp_entries, closed_pp_objs
+
+
+def update_pps(
+    records: dict[str, Transaction],
+    pps: Optional[dict[str, Position]] = None
+
+) -> dict[str, Position]:
+    '''
+    Compile a set of positions from a trades ledger.
+
+    '''
+    pps: dict[str, Position] = pps or {}
+    table = PpTable(pps)
+    table.update_from_trans(records)
+    return table.pps
+
+
+def load_trans_from_ledger(
+
+    brokername: str,
+    acctname: str,
+
+    # post normalization filter on ledger entries to be processed
+    filter_by: Optional[list[dict]] = None,
+
+) -> dict[str, Position]:
+    '''
+    Open a ledger file by broker name and account and read in and
+    process any trade records into our normalized ``Transaction``
+    form and then pass these into the position processing routine
+    and deliver the two dict-sets of the active and closed pps.
+
+    '''
+    with open_trade_ledger(
+        brokername,
+        acctname,
+    ) as ledger:
+        if not ledger:
+            # null case, no ledger file with content
+            return {}
+
+    brokermod = get_brokermod(brokername)
+    src_records: dict[str, Transaction] = brokermod.norm_trade_records(ledger)
+
+    if filter_by:
+        records = {}
+        bsuids = set(filter_by)
+        for tid, r in src_records.items():
+            if r.bsuid in bsuids:
+                records[tid] = r
+    else:
+        records = src_records
+
+    return records
+
+
+# TODO: instead see if we can hack tomli and tomli-w to do the same:
+# - https://github.com/hukkin/tomli
+# - https://github.com/hukkin/tomli-w
+class PpsEncoder(toml.TomlEncoder):
+    '''
+    Special "styled" encoder that makes a ``pps.toml`` redable and
+    compact by putting `.clears` tables inline and everything else
+    flat-ish.
+
+    '''
+    separator = ','
+
+    def dump_list(self, v):
+        '''
+        Dump an inline list with a newline after every element and
+        with consideration for denoted inline table types.
+
+        '''
+        retval = "[\n"
+        for u in v:
+            if isinstance(u, toml.decoder.InlineTableDict):
+                out = self.dump_inline_table(u)
+            else:
+                out = str(self.dump_value(u))
+
+            retval += " " + out + "," + "\n"
+        retval += "]"
+        return retval
+
+    def dump_inline_table(self, section):
+        """Preserve inline table in its compact syntax instead of expanding
+        into subsection.
+        https://github.com/toml-lang/toml#user-content-inline-table
+        """
+        val_list = []
+        for k, v in section.items():
+            # if isinstance(v, toml.decoder.InlineTableDict):
+            if isinstance(v, dict):
+                val = self.dump_inline_table(v)
+            else:
+                val = str(self.dump_value(v))
+
+            val_list.append(k + " = " + val)
+
+        retval = "{ " + ", ".join(val_list) + " }"
+        return retval
+
+    def dump_sections(self, o, sup):
+        retstr = ""
+        if sup != "" and sup[-1] != ".":
+            sup += '.'
+        retdict = self._dict()
+        arraystr = ""
+        for section in o:
+            qsection = str(section)
+            value = o[section]
+
+            if not re.match(r'^[A-Za-z0-9_-]+$', section):
+                qsection = toml.encoder._dump_str(section)
+
+            # arrayoftables = False
+            if (
+                self.preserve
+                and isinstance(value, toml.decoder.InlineTableDict)
+            ):
+                retstr += (
+                    qsection
+                    +
+                    " = "
+                    +
+                    self.dump_inline_table(o[section])
+                    +
+                    '\n'  # only on the final terminating left brace
+                )
+
+            # XXX: this code i'm pretty sure is just blatantly bad
+            # and/or wrong..
+            # if isinstance(o[section], list):
+            #     for a in o[section]:
+            #         if isinstance(a, dict):
+            #             arrayoftables = True
+            # if arrayoftables:
+            #     for a in o[section]:
+            #         arraytabstr = "\n"
+            #         arraystr += "[[" + sup + qsection + "]]\n"
+            #         s, d = self.dump_sections(a, sup + qsection)
+            #         if s:
+            #             if s[0] == "[":
+            #                 arraytabstr += s
+            #             else:
+            #                 arraystr += s
+            #         while d:
+            #             newd = self._dict()
+            #             for dsec in d:
+            #                 s1, d1 = self.dump_sections(d[dsec], sup +
+            #                                             qsection + "." +
+            #                                             dsec)
+            #                 if s1:
+            #                     arraytabstr += ("[" + sup + qsection +
+            #                                     "." + dsec + "]\n")
+            #                     arraytabstr += s1
+            #                 for s1 in d1:
+            #                     newd[dsec + "." + s1] = d1[s1]
+            #             d = newd
+            #         arraystr += arraytabstr
+
+            elif isinstance(value, dict):
+                retdict[qsection] = o[section]
+
+            elif o[section] is not None:
+                retstr += (
+                    qsection
+                    +
+                    " = "
+                    +
+                    str(self.dump_value(o[section]))
+                )
+
+                # if not isinstance(value, dict):
+                if not isinstance(value, toml.decoder.InlineTableDict):
+                    # inline tables should not contain newlines:
+                    # https://toml.io/en/v1.0.0#inline-table
+                    retstr += '\n'
+
+            else:
+                raise ValueError(value)
+
+        retstr += arraystr
+        return (retstr, retdict)
+
+
+def load_pps_from_toml(
+    brokername: str,
+    acctid: str,
+
+    # XXX: there is an edge case here where we may want to either audit
+    # the retrieved ``pps.toml`` output or reprocess it since there was
+    # an error on write on the last attempt to update the state file
+    # even though the ledger *was* updated. For this cases we allow the
+    # caller to pass in a symbol set they'd like to reload from the
+    # underlying ledger to be reprocessed in computing pps state.
+    reload_records: Optional[dict[str, str]] = None,
+
+    # XXX: this is "global" update from ledger flag which
+    # does a full refresh of pps from the available ledger.
+    update_from_ledger: bool = False,
+
+) -> tuple[PpTable, dict[str, str]]:
+    '''
+    Load and marshal to objects all pps from either an existing
+    ``pps.toml`` config, or from scratch from a ledger file when
+    none yet exists.
+
+    '''
+    with open_pps(
+        brokername,
+        acctid,
+        write_on_exit=False,
+    ) as table:
+        pp_objs = table.pps
+
+        # no pps entry yet for this broker/account so parse any available
+        # ledgers to build a brand new pps state.
+        if not pp_objs or update_from_ledger:
+            trans = load_trans_from_ledger(
+                brokername,
+                acctid,
+            )
+            table.update_from_trans(trans)
+
+        # Reload symbol specific ledger entries if requested by the
+        # caller **AND** none exist in the current pps state table.
+        elif (
+            pp_objs and reload_records
+        ):
+            # no pps entry yet for this broker/account so parse
+            # any available ledgers to build a pps state.
+            trans = load_trans_from_ledger(
+                brokername,
+                acctid,
+                filter_by=reload_records,
+            )
+            table.update_from_trans(trans)
+
+        if not table.pps:
+            log.warning(
+                f'No `pps.toml` values could be loaded {brokername}:{acctid}'
+            )
+
+    return table, table.conf
+
+
+@cm
+def open_pps(
+    brokername: str,
+    acctid: str,
+    write_on_exit: bool = True,
+
+) -> PpTable:
+    '''
+    Read out broker-specific position entries from
+    incremental update file: ``pps.toml``.
+
+    '''
+    conf, path = config.load('pps')
+    brokersection = conf.setdefault(brokername, {})
+    pps = brokersection.setdefault(acctid, {})
+
+    pp_objs = {}
+    table = PpTable(pp_objs, conf=conf)
+
+    # unmarshal/load ``pps.toml`` config entries into object form
+    # and update `PpTable` obj entries.
+    for fqsn, entry in pps.items():
+        bsuid = entry['bsuid']
+
+        # convert clears sub-tables (only in this form
+        # for toml re-presentation) back into a master table.
+        clears_list = entry['clears']
+
+        # index clears entries in "object" form by tid in a top
+        # level dict instead of a list (as is presented in our
+        # ``pps.toml``).
+        pp = pp_objs.get(bsuid)
+        if pp:
+            clears = pp.clears
+        else:
+            clears = {}
+
+        for clears_table in clears_list:
+            tid = clears_table.pop('tid')
+            clears[tid] = clears_table
+
+        size = entry['size']
+        be_price = entry['be_price']
+
+        expiry = entry.get('expiry')
+        if expiry:
+            expiry = pendulum.parse(expiry)
+
+        pp = pp_objs[bsuid] = Position(
+            Symbol.from_fqsn(fqsn, info={}),
+            size=size,
+            be_price=be_price,
+            expiry=expiry,
+            bsuid=entry['bsuid'],
+
+            # XXX: super critical, we need to be sure to include
+            # all pps.toml clears to avoid reusing clears that were
+            # already included in the current incremental update
+            # state, since today's records may have already been
+            # processed!
+            clears=clears,
+        )
+
+        # audit entries loaded from toml
+        pp.size, pp.be_price = pp.audit_sizing()
+
+    try:
+        yield table
+    finally:
+        if write_on_exit:
+            # TODO: show diff output?
+            # https://stackoverflow.com/questions/12956957/print-diff-of-python-dictionaries
+            print(f'Updating ``pps.toml`` for {path}:\n')
+
+            pp_entries, closed_pp_objs = table.dump_active(brokername)
+            conf[brokername][acctid] = pp_entries
+
+            # TODO: why tf haven't they already done this for inline
+            # tables smh..
+            enc = PpsEncoder(preserve=True)
+            # table_bs_type = type(toml.TomlDecoder().get_empty_inline_table())
+            enc.dump_funcs[
+                toml.decoder.InlineTableDict
+            ] = enc.dump_inline_table
+
+            config.write(
+                conf,
+                'pps',
+                encoder=enc,
+            )
+
+
+def update_pps_conf(
+    brokername: str,
+    acctid: str,
+
+    trade_records: Optional[dict[str, Transaction]] = None,
+    ledger_reload: Optional[dict[str, str]] = None,
+
+) -> tuple[
+    dict[str, Position],
+    dict[str, Position],
+]:
+    # TODO: ideally we can pass in an existing
+    # pps state to this right? such that we
+    # don't have to do a ledger reload all the
+    # time.. a couple ideas I can think of,
+    # - load pps once after backend ledger state
+    #   is loaded and keep maintainend in memory
+    #   inside a with block,
+    # - mirror this in some client side actor which
+    #   does the actual ledger updates (say the paper
+    #   engine proc if we decide to always spawn it?),
+    # - do diffs against updates from the ledger writer
+    #   actor and the in-mem state here?
+
+    if trade_records and ledger_reload:
+        for tid, r in trade_records.items():
+            ledger_reload[r.bsuid] = r.fqsn
+
+    table, conf = load_pps_from_toml(
+        brokername,
+        acctid,
+        reload_records=ledger_reload,
+    )
+
+    # update all pp objects from any (new) trade records which
+    # were passed in (aka incremental update case).
+    if trade_records:
+        table.update_from_trans(trade_records)
+
+    # this maps `.bsuid` values to positions
+    pp_entries, closed_pp_objs = table.dump_active(brokername)
+    pp_objs: dict[Union[str, int], Position] = table.pps
+
+    conf[brokername][acctid] = pp_entries
+
+    # TODO: why tf haven't they already done this for inline tables smh..
+    enc = PpsEncoder(preserve=True)
+    # table_bs_type = type(toml.TomlDecoder().get_empty_inline_table())
+    enc.dump_funcs[toml.decoder.InlineTableDict] = enc.dump_inline_table
+
+    config.write(
+        conf,
+        'pps',
+        encoder=enc,
+    )
+
+    # deliver object form of all pps in table to caller
+    return pp_objs, closed_pp_objs
+
+
+if __name__ == '__main__':
+    import sys
+
+    args = sys.argv
+    assert len(args) > 1, 'Specifiy account(s) from `brokers.toml`'
+    args = args[1:]
+    for acctid in args:
+        broker, name = acctid.split('.')
+        update_pps_conf(broker, name)

piker/ui/_chart.py

@@ -230,18 +230,19 @@ class GodWidget(QWidget):
             # - we'll probably want per-instrument/provider state here?
             #   change the order config form over to the new chart
 
-            # XXX: since the pp config is a singleton widget we have to
-            # also switch it over to the new chart's interal-layout
-            # self.linkedsplits.chart.qframe.hbox.removeWidget(self.pp_pane)
-            chart = linkedsplits.chart
-
             # chart is already in memory so just focus it
             linkedsplits.show()
             linkedsplits.focus()
             linkedsplits.graphics_cycle()
             await trio.sleep(0)
 
+            # XXX: since the pp config is a singleton widget we have to
+            # also switch it over to the new chart's interal-layout
+            # self.linkedsplits.chart.qframe.hbox.removeWidget(self.pp_pane)
+            chart = linkedsplits.chart
+
             # resume feeds *after* rendering chart view asap
+            if chart:
                 chart.resume_all_feeds()
 
                 # TODO: we need a check to see if the chart
@@ -452,13 +453,6 @@ class LinkedSplits(QWidget):
         # add crosshair graphic
         self.chart.addItem(self.cursor)
 
-        # axis placement
-        if (
-            _xaxis_at == 'bottom' and
-            'bottom' in self.chart.plotItem.axes
-        ):
-            self.chart.hideAxis('bottom')
-
         # style?
         self.chart.setFrameStyle(
             QFrame.StyledPanel |
@@ -523,6 +517,15 @@ class LinkedSplits(QWidget):
         cpw.hideAxis('left')
         cpw.hideAxis('bottom')
 
+        if (
+            _xaxis_at == 'bottom' and (
+                self.xaxis_chart
+                or (
+                    not self.subplots
+                    and self.xaxis_chart is None
+                )
+            )
+        ):
             if self.xaxis_chart:
                 self.xaxis_chart.hideAxis('bottom')
 
@@ -531,13 +534,9 @@ class LinkedSplits(QWidget):
             # https://github.com/pikers/pyqtgraph/tree/plotitemoverlay_onto_pg_master
             # _ = self.xaxis_chart.removeAxis('bottom', unlink=False)
             # assert 'bottom' not in self.xaxis_chart.plotItem.axes
-
             self.xaxis_chart = cpw
             cpw.showAxis('bottom')
 
-        if self.xaxis_chart is None:
-            self.xaxis_chart = cpw
-
         qframe.chart = cpw
         qframe.hbox.addWidget(cpw)
 
@@ -760,9 +759,18 @@ class ChartPlotWidget(pg.PlotWidget):
 
         self.pi_overlay: PlotItemOverlay = PlotItemOverlay(self.plotItem)
 
+        # indempotent startup flag for auto-yrange subsys
+        # to detect the "first time" y-domain graphics begin
+        # to be shown in the (main) graphics view.
+        self._on_screen: bool = False
+
     def resume_all_feeds(self):
+        try:
             for feed in self._feeds.values():
                 self.linked.godwidget._root_n.start_soon(feed.resume)
+        except RuntimeError:
+            # TODO: cancel the qtractor runtime here?
+            raise
 
     def pause_all_feeds(self):
         for feed in self._feeds.values():
@@ -859,7 +867,8 @@ class ChartPlotWidget(pg.PlotWidget):
 
     def default_view(
         self,
-        bars_from_y: int = 3000,
+        bars_from_y: int = 616,
+        do_ds: bool = True,
 
     ) -> None:
         '''
@@ -920,8 +929,11 @@ class ChartPlotWidget(pg.PlotWidget):
             max=end,
             padding=0,
         )
+
+        if do_ds:
             self.view.maybe_downsample_graphics()
             view._set_yrange()
+
         try:
             self.linked.graphics_cycle()
         except IndexError:
@@ -1255,7 +1267,6 @@ class ChartPlotWidget(pg.PlotWidget):
         If ``bars_range`` is provided use that range.
 
         '''
-        # print(f'Chart[{self.name}].maxmin()')
         profiler = pg.debug.Profiler(
             msg=f'`{str(self)}.maxmin(name={name})`: `{self.name}`',
             disabled=not pg_profile_enabled(),
@@ -1287,11 +1298,18 @@ class ChartPlotWidget(pg.PlotWidget):
 
             key = round(lbar), round(rbar)
             res = flow.maxmin(*key)
-            if res == (None, None):
-                log.error(
+
+            if (
+                res is None
+            ):
+                log.warning(
                     f"{flow_key} no mxmn for bars_range => {key} !?"
                 )
                 res = 0, 0
+                if not self._on_screen:
+                    self.default_view(do_ds=False)
+                    self._on_screen = True
 
         profiler(f'yrange mxmn: {key} -> {res}')
+        # print(f'{flow_key} yrange mxmn: {key} -> {res}')
         return res

piker/ui/_compression.py

@@ -223,14 +223,20 @@ def ds_m4(
     assert frames >= (xrange / uppx)
 
     # call into ``numba``
-    nb, i_win, y_out = _m4(
+    (
+        nb,
+        x_out,
+        y_out,
+        ymn,
+        ymx,
+    ) = _m4(
         x,
         y,
 
         frames,
 
         # TODO: see func below..
-        # i_win,
+        # x_out,
         # y_out,
 
         # first index in x data to start at
@@ -243,10 +249,11 @@ def ds_m4(
     # filter out any overshoot in the input allocation arrays by
     # removing zero-ed tail entries which should start at a certain
     # index.
-    i_win = i_win[i_win != 0]
-    y_out = y_out[:i_win.size]
+    x_out = x_out[x_out != 0]
+    y_out = y_out[:x_out.size]
 
-    return nb, i_win, y_out
+    # print(f'M4 output ymn, ymx: {ymn},{ymx}')
+    return nb, x_out, y_out, ymn, ymx
 
 
 @jit(
@@ -260,8 +267,8 @@ def _m4(
 
     frames: int,
 
-    # TODO: using this approach by having the ``.zeros()`` alloc lines
-    # below, in put python was causing segs faults and alloc crashes..
+    # TODO: using this approach, having the ``.zeros()`` alloc lines
+    # below in pure python, there were segs faults and alloc crashes..
     # we might need to see how it behaves with shm arrays and consider
     # allocating them once at startup?
 
@@ -274,14 +281,22 @@ def _m4(
     x_start: int,
     step: float,
 
-) -> int:
-    # nbins = len(i_win)
-    # count = len(xs)
+) -> tuple[
+    int,
+    np.ndarray,
+    np.ndarray,
+    float,
+    float,
+]:
+    '''
+    Implementation of the m4 algorithm in ``numba``:
+    http://www.vldb.org/pvldb/vol7/p797-jugel.pdf
 
+    '''
     # these are pre-allocated and mutated by ``numba``
     # code in-place.
     y_out = np.zeros((frames, 4), ys.dtype)
-    i_win = np.zeros(frames, xs.dtype)
+    x_out = np.zeros(frames, xs.dtype)
 
     bincount = 0
     x_left = x_start
@@ -295,24 +310,34 @@ def _m4(
 
     # set all bins in the left-most entry to the starting left-most x value
     # (aka a row broadcast).
-    i_win[bincount] = x_left
+    x_out[bincount] = x_left
     # set all y-values to the first value passed in.
     y_out[bincount] = ys[0]
 
+    # full input y-data mx and mn
+    mx: float = -np.inf
+    mn: float = np.inf
+
+    # compute OHLC style max / min values per window sized x-frame.
     for i in range(len(xs)):
+
         x = xs[i]
         y = ys[i]
+
         if x < x_left + step:   # the current window "step" is [bin, bin+1)
-            y_out[bincount, 1] = min(y, y_out[bincount, 1])
-            y_out[bincount, 2] = max(y, y_out[bincount, 2])
+            ymn = y_out[bincount, 1] = min(y, y_out[bincount, 1])
+            ymx = y_out[bincount, 2] = max(y, y_out[bincount, 2])
             y_out[bincount, 3] = y
+            mx = max(mx, ymx)
+            mn = min(mn, ymn)
+
         else:
             # Find the next bin
             while x >= x_left + step:
                 x_left += step
 
             bincount += 1
-            i_win[bincount] = x_left
+            x_out[bincount] = x_left
             y_out[bincount] = y
 
-    return bincount, i_win, y_out
+    return bincount, x_out, y_out, mn, mx

piker/ui/_display.py

@@ -63,7 +63,7 @@ from ..log import get_logger
 log = get_logger(__name__)
 
 # TODO: load this from a config.toml!
-_quote_throttle_rate: int = 22  # Hz
+_quote_throttle_rate: int = 60  # Hz
 
 
 # a working tick-type-classes template
@@ -105,6 +105,10 @@ def chart_maxmin(
     mn, mx = out
 
     mx_vlm_in_view = 0
+
+    # TODO: we need to NOT call this to avoid a manual
+    # np.max/min trigger and especially on the vlm_chart
+    # flows which aren't shown.. like vlm?
     if vlm_chart:
         out = vlm_chart.maxmin()
         if out:
@@ -132,16 +136,16 @@ class DisplayState:
     # high level chart handles
     linked: LinkedSplits
     chart: ChartPlotWidget
-    vlm_chart: ChartPlotWidget
 
     # axis labels
     l1: L1Labels
     last_price_sticky: YAxisLabel
-    vlm_sticky: YAxisLabel
 
     # misc state tracking
     vars: dict[str, Any]
 
+    vlm_chart: Optional[ChartPlotWidget] = None
+    vlm_sticky: Optional[YAxisLabel] = None
     wap_in_history: bool = False
 
 
@@ -181,9 +185,6 @@ async def graphics_update_loop(
         *ohlcv.array[-1][['index', 'close']]
     )
 
-    if vlm_chart:
-        vlm_sticky = vlm_chart._ysticks['volume']
-
     maxmin = partial(
         chart_maxmin,
         chart,
@@ -222,33 +223,9 @@ async def graphics_update_loop(
     tick_margin = 3 * tick_size
 
     chart.show()
-    # view = chart.view
     last_quote = time.time()
     i_last = ohlcv.index
 
-    # async def iter_drain_quotes():
-    #     # NOTE: all code below this loop is expected to be synchronous
-    #     # and thus draw instructions are not picked up jntil the next
-    #     # wait / iteration.
-    #     async for quotes in stream:
-    #         while True:
-    #             try:
-    #                 moar = stream.receive_nowait()
-    #             except trio.WouldBlock:
-    #                 yield quotes
-    #                 break
-    #             else:
-    #                 for sym, quote in moar.items():
-    #                     ticks_frame = quote.get('ticks')
-    #                     if ticks_frame:
-    #                         quotes[sym].setdefault(
-    #                             'ticks', []).extend(ticks_frame)
-    #                     print('pulled extra')
-
-    #                 yield quotes
-
-    # async for quotes in iter_drain_quotes():
-
     ds = linked.display_state = DisplayState(**{
         'quotes': {},
         'linked': linked,
@@ -256,8 +233,6 @@ async def graphics_update_loop(
         'ohlcv': ohlcv,
         'chart': chart,
         'last_price_sticky': last_price_sticky,
-        'vlm_chart': vlm_chart,
-        'vlm_sticky': vlm_sticky,
         'l1': l1,
 
         'vars': {
@@ -270,6 +245,11 @@ async def graphics_update_loop(
         }
     })
 
+    if vlm_chart:
+        vlm_sticky = vlm_chart._ysticks['volume']
+        ds.vlm_chart = vlm_chart
+        ds.vlm_sticky = vlm_sticky
+
     chart.default_view()
 
     # main real-time quotes update loop
@@ -293,6 +273,7 @@ async def graphics_update_loop(
 
         # chart isn't active/shown so skip render cycle and pause feed(s)
         if chart.linked.isHidden():
+            print('skipping update')
             chart.pause_all_feeds()
             continue
 
@@ -341,7 +322,7 @@ def graphics_update_cycle(
     for sym, quote in ds.quotes.items():
 
         # compute the first available graphic's x-units-per-pixel
-        uppx = vlm_chart.view.x_uppx()
+        uppx = chart.view.x_uppx()
 
         # NOTE: vlm may be written by the ``brokerd`` backend
         # event though a tick sample is not emitted.
@@ -416,10 +397,8 @@ def graphics_update_cycle(
             )
             or trigger_all
         ):
-            # TODO: we should track and compute whether the last
-            # pixel in a curve should show new data based on uppx
-            # and then iff update curves and shift?
             chart.increment_view(steps=i_diff)
+            # chart.increment_view(steps=i_diff + round(append_diff - uppx))
 
             if vlm_chart:
                 vlm_chart.increment_view(steps=i_diff)
@@ -477,7 +456,6 @@ def graphics_update_cycle(
         ):
             chart.update_graphics_from_flow(
                 chart.name,
-                # do_append=uppx < update_uppx,
                 do_append=do_append,
             )
 
@@ -808,7 +786,10 @@ async def display_symbol_data(
         async with trio.open_nursery() as ln:
 
             # if available load volume related built-in display(s)
-            if has_vlm(ohlcv):
+            if (
+                not symbol.broker_info[provider].get('no_vlm', False)
+                and has_vlm(ohlcv)
+            ):
                 vlm_chart = await ln.start(
                     open_vlm_displays,
                     linked,
@@ -843,6 +824,9 @@ async def display_symbol_data(
                     order_mode_started
                 )
             ):
+                if not vlm_chart:
+                    chart.default_view()
+
                 # let Qt run to render all widgets and make sure the
                 # sidepanes line up vertically.
                 await trio.sleep(0)

piker/ui/_event.py

@@ -21,7 +21,6 @@ Qt event proxying and processing using ``trio`` mem chans.
 from contextlib import asynccontextmanager, AsyncExitStack
 from typing import Callable
 
-from pydantic import BaseModel
 import trio
 from PyQt5 import QtCore
 from PyQt5.QtCore import QEvent, pyqtBoundSignal
@@ -30,6 +29,8 @@ from PyQt5.QtWidgets import (
     QGraphicsSceneMouseEvent as gs_mouse,
 )
 
+from ..data.types import Struct
+
 
 MOUSE_EVENTS = {
     gs_mouse.GraphicsSceneMousePress,
@@ -43,13 +44,10 @@ MOUSE_EVENTS = {
 # TODO: maybe consider some constrained ints down the road?
 # https://pydantic-docs.helpmanual.io/usage/types/#constrained-types
 
-class KeyboardMsg(BaseModel):
+class KeyboardMsg(Struct):
     '''Unpacked Qt keyboard event data.
 
     '''
-    class Config:
-        arbitrary_types_allowed = True
-
     event: QEvent
     etype: int
     key: int
@@ -57,16 +55,13 @@ class KeyboardMsg(BaseModel):
     txt: str
 
     def to_tuple(self) -> tuple:
-        return tuple(self.dict().values())
+        return tuple(self.to_dict().values())
 
 
-class MouseMsg(BaseModel):
+class MouseMsg(Struct):
     '''Unpacked Qt keyboard event data.
 
     '''
-    class Config:
-        arbitrary_types_allowed = True
-
     event: QEvent
     etype: int
     button: int

piker/ui/_flows.py

@@ -337,6 +337,7 @@ class Flow(msgspec.Struct):  # , frozen=True):
     name: str
     plot: pg.PlotItem
     graphics: Union[Curve, BarItems]
+    yrange: tuple[float, float] = None
 
     # in some cases a flow may want to change its
     # graphical "type" or, "form" when downsampling,
@@ -386,10 +387,11 @@ class Flow(msgspec.Struct):  # , frozen=True):
         lbar: int,
         rbar: int,
 
-    ) -> tuple[float, float]:
+    ) -> Optional[tuple[float, float]]:
         '''
         Compute the cached max and min y-range values for a given
-        x-range determined by ``lbar`` and ``rbar``.
+        x-range determined by ``lbar`` and ``rbar`` or ``None``
+        if no range can be determined (yet).
 
         '''
         rkey = (lbar, rbar)
@@ -399,9 +401,8 @@ class Flow(msgspec.Struct):  # , frozen=True):
 
         shm = self.shm
         if shm is None:
-            mxmn = None
+            return None
 
-        else:  # new block for profiling?..
         arr = shm.array
 
         # build relative indexes into shm array
@@ -414,7 +415,11 @@ class Flow(msgspec.Struct):  # , frozen=True):
         ]
 
         if not slice_view.size:
-                mxmn = None
+            return None
+
+        elif self.yrange:
+            mxmn = self.yrange
+            # print(f'{self.name} M4 maxmin: {mxmn}')
 
         else:
             if self.is_ohlc:
@@ -427,9 +432,10 @@ class Flow(msgspec.Struct):  # , frozen=True):
                 yhigh = np.max(view)
 
             mxmn = ylow, yhigh
+            # print(f'{self.name} MANUAL maxmin: {mxmin}')
 
-            if mxmn is not None:
-                # cache new mxmn result
+        # cache result for input range
+        assert mxmn
         self._mxmns[rkey] = mxmn
 
         return mxmn
@@ -628,10 +634,13 @@ class Flow(msgspec.Struct):  # , frozen=True):
             # source data so we clear our path data in prep
             # to generate a new one from original source data.
             new_sample_rate = True
-            showing_src_data = True
             should_ds = False
             should_redraw = True
 
+            showing_src_data = True
+            # reset yrange to be computed from source data
+            self.yrange = None
+
         # MAIN RENDER LOGIC:
         # - determine in view data and redraw on range change
         # - determine downsampling ops if needed
@@ -657,6 +666,10 @@ class Flow(msgspec.Struct):  # , frozen=True):
 
             **rkwargs,
         )
+        if showing_src_data:
+            # print(f"{self.name} SHOWING SOURCE")
+            # reset yrange to be computed from source data
+            self.yrange = None
 
         if not out:
             log.warning(f'{self.name} failed to render!?')
@@ -664,6 +677,9 @@ class Flow(msgspec.Struct):  # , frozen=True):
 
         path, data, reset = out
 
+        # if self.yrange:
+        #     print(f'flow {self.name} yrange from m4: {self.yrange}')
+
         # XXX: SUPER UGGGHHH... without this we get stale cache
         # graphics that don't update until you downsampler again..
         if reset:
@@ -1058,6 +1074,7 @@ class Renderer(msgspec.Struct):
         # xy-path data transform: convert source data to a format
         # able to be passed to a `QPainterPath` rendering routine.
         if not len(hist):
+            # XXX: this might be why the profiler only has exits?
             return
 
         x_out, y_out, connect = self.format_xy(
@@ -1144,11 +1161,14 @@ class Renderer(msgspec.Struct):
 
             elif should_ds and uppx > 1:
 
-                x_out, y_out = xy_downsample(
+                x_out, y_out, ymn, ymx = xy_downsample(
                     x_out,
                     y_out,
                     uppx,
                 )
+                self.flow.yrange = ymn, ymx
+                # print(f'{self.flow.name} post ds: ymn, ymx: {ymn},{ymx}')
+
                 reset = True
                 profiler(f'FULL PATH downsample redraw={should_ds}')
                 self._in_ds = True

piker/ui/_forms.py

@@ -619,7 +619,7 @@ class FillStatusBar(QProgressBar):
         # color: #19232D;
         # width: 10px;
 
-        self.setRange(0, slots)
+        self.setRange(0, int(slots))
         self.setValue(value)
 
 

piker/ui/_fsp.py

@@ -469,9 +469,10 @@ class FspAdmin:
             target=target,
             readonly=True,
         )
-        self._flow_registry[
-            (self.src_shm._token, target.name)
-        ] = dst_shm._token
+        self._flow_registry[(
+            self.src_shm._token,
+            target.name
+        )] = dst_shm._token
 
         # if not opened:
         #     raise RuntimeError(
@@ -639,20 +640,25 @@ async def open_vlm_displays(
             names: list[str],
 
         ) -> tuple[float, float]:
+            '''
+            Flows "group" maxmin loop; assumes all named flows
+            are in the same co-domain and thus can be sorted
+            as one set.
 
+            Iterates all the named flows and calls the chart
+            api to find their range values and return.
+
+            TODO: really we should probably have a more built-in API
+            for this?
+
+            '''
             mx = 0
             for name in names:
-
-                mxmn = chart.maxmin(name=name)
-                if mxmn:
-                    ymax = mxmn[1]
-                    if ymax > mx:
-                        mx = ymax
+                ymn, ymx = chart.maxmin(name=name)
+                mx = max(mx, ymx)
 
             return 0, mx
 
-        chart.view.maxmin = partial(multi_maxmin, names=['volume'])
-
         # TODO: fix the x-axis label issue where if you put
         # the axis on the left it's totally not lined up...
         # show volume units value on LHS (for dinkus)
@@ -776,6 +782,7 @@ async def open_vlm_displays(
 
             ) -> None:
                 for name in names:
+
                     if 'dark' in name:
                         color = dark_vlm_color
                     elif 'rate' in name:

piker/ui/_interaction.py

@@ -923,6 +923,7 @@ class ChartView(ViewBox):
                     # XXX: super important to be aware of this.
                     # or not flow.graphics.isVisible()
                 ):
+                    # print(f'skipping {flow.name}')
                     continue
 
                 # pass in no array which will read and render from the last

piker/ui/_orm.py

@@ -22,12 +22,9 @@ from __future__ import annotations
 from typing import (
     Optional, Generic,
     TypeVar, Callable,
-    Literal,
 )
-import enum
-import sys
 
-from pydantic import BaseModel, validator
+# from pydantic import BaseModel, validator
 from pydantic.generics import GenericModel
 from PyQt5.QtWidgets import (
     QWidget,
@@ -38,6 +35,7 @@ from ._forms import (
     # FontScaledDelegate,
     Edit,
 )
+from ..data.types import Struct
 
 
 DataType = TypeVar('DataType')
@@ -62,7 +60,7 @@ class Selection(Field[DataType], Generic[DataType]):
     options: dict[str, DataType]
     # value: DataType = None
 
-    @validator('value')  # , always=True)
+    # @validator('value')  # , always=True)
     def set_value_first(
         cls,
 
@@ -100,7 +98,7 @@ class Edit(Field[DataType], Generic[DataType]):
     widget_factory = Edit
 
 
-class AllocatorPane(BaseModel):
+class AllocatorPane(Struct):
 
     account = Selection[str](
         options=dict.fromkeys(

piker/ui/_pathops.py

@@ -49,12 +49,17 @@ def xy_downsample(
 
     x_spacer: float = 0.5,
 
-) -> tuple[np.ndarray, np.ndarray]:
+) -> tuple[
+    np.ndarray,
+    np.ndarray,
+    float,
+    float,
+]:
 
     # downsample whenever more then 1 pixels per datum can be shown.
     # always refresh data bounds until we get diffing
     # working properly, see above..
-    bins, x, y = ds_m4(
+    bins, x, y, ymn, ymx = ds_m4(
         x,
         y,
         uppx,
@@ -67,7 +72,7 @@ def xy_downsample(
     )).flatten()
     y = y.flatten()
 
-    return x, y
+    return x, y, ymn, ymx
 
 
 @njit(

piker/ui/_position.py

@@ -19,6 +19,7 @@ Position info and display
 
 """
 from __future__ import annotations
+from copy import copy
 from dataclasses import dataclass
 from functools import partial
 from math import floor, copysign
@@ -105,8 +106,8 @@ async def update_pnl_from_feed(
                             # compute and display pnl status
                             order_mode.pane.pnl_label.format(
                                 pnl=copysign(1, size) * pnl(
-                                    # live.avg_price,
-                                    order_mode.current_pp.live_pp.avg_price,
+                                    # live.be_price,
+                                    order_mode.current_pp.live_pp.be_price,
                                     tick['price'],
                                 ),
                             )
@@ -356,7 +357,7 @@ class SettingsPane:
             # last historical close price
             last = feed.shm.array[-1][['close']][0]
             pnl_value = copysign(1, size) * pnl(
-                tracker.live_pp.avg_price,
+                tracker.live_pp.be_price,
                 last,
             )
 
@@ -476,7 +477,7 @@ class PositionTracker:
 
         self.alloc = alloc
         self.startup_pp = startup_pp
-        self.live_pp = startup_pp.copy()
+        self.live_pp = copy(startup_pp)
 
         view = chart.getViewBox()
 
@@ -556,7 +557,7 @@ class PositionTracker:
         pp = position or self.live_pp
 
         self.update_line(
-            pp.avg_price,
+            pp.be_price,
             pp.size,
             self.chart.linked.symbol.lot_size_digits,
         )
@@ -570,7 +571,7 @@ class PositionTracker:
             self.hide()
 
         else:
-            self._level_marker.level = pp.avg_price
+            self._level_marker.level = pp.be_price
 
             # these updates are critical to avoid lag on view/scene changes
             self._level_marker.update()  # trigger paint

piker/ui/order_mode.py

@@ -27,20 +27,20 @@ import time
 from typing import Optional, Dict, Callable, Any
 import uuid
 
-from pydantic import BaseModel
 import tractor
 import trio
 from PyQt5.QtCore import Qt
 
 from .. import config
+from ..pp import Position
 from ..clearing._client import open_ems, OrderBook
 from ..clearing._allocate import (
     mk_allocator,
-    Position,
 )
 from ._style import _font
 from ..data._source import Symbol
 from ..data.feed import Feed
+from ..data.types import Struct
 from ..log import get_logger
 from ._editors import LineEditor, ArrowEditor
 from ._lines import order_line, LevelLine
@@ -58,8 +58,9 @@ from ._forms import open_form_input_handling
 log = get_logger(__name__)
 
 
-class OrderDialog(BaseModel):
-    '''Trade dialogue meta-data describing the lifetime
+class OrderDialog(Struct):
+    '''
+    Trade dialogue meta-data describing the lifetime
     of an order submission to ``emsd`` from a chart.
 
     '''
@@ -72,10 +73,6 @@ class OrderDialog(BaseModel):
     msgs: dict[str, dict] = {}
     fills: Dict[str, Any] = {}
 
-    class Config:
-        arbitrary_types_allowed = True
-        underscore_attrs_are_private = False
-
 
 def on_level_change_update_next_order_info(
 
@@ -87,7 +84,8 @@ def on_level_change_update_next_order_info(
     tracker: PositionTracker,
 
 ) -> None:
-    '''A callback applied for each level change to the line
+    '''
+    A callback applied for each level change to the line
     which will recompute the order size based on allocator
     settings. this is assigned inside
     ``OrderMode.line_from_order()``
@@ -266,7 +264,8 @@ class OrderMode:
         self,
 
     ) -> OrderDialog:
-        '''Send execution order to EMS return a level line to
+        '''
+        Send execution order to EMS return a level line to
         represent the order on a chart.
 
         '''
@@ -275,13 +274,9 @@ class OrderMode:
         oid = str(uuid.uuid4())
 
         # format order data for ems
-        fqsn = symbol.front_fqsn()
-        order = staged.copy(
-            update={
-                'symbol': fqsn,
-                'oid': oid,
-            }
-        )
+        order = staged.copy()
+        order.oid = oid
+        order.symbol = symbol.front_fqsn()
 
         line = self.line_from_order(
             order,
@@ -577,9 +572,9 @@ async def open_order_mode(
             providers=symbol.brokers
         )
 
-        # XXX: ``brokerd`` delivers a set of account names that it allows
-        # use of but the user also can define the accounts they'd like
-        # to use, in order, in their `brokers.toml` file.
+        # XXX: ``brokerd`` delivers a set of account names that it
+        # allows use of but the user also can define the accounts they'd
+        # like to use, in order, in their `brokers.toml` file.
         accounts = {}
         for name in brokerd_accounts:
             # ensure name is in ``brokers.toml``
@@ -592,10 +587,21 @@ async def open_order_mode(
             iter(accounts.keys())
         ) if accounts else 'paper'
 
+        # Pack position messages by account, should only be one-to-one.
         # NOTE: requires the backend exactly specifies
         # the expected symbol key in its positions msg.
-        pp_msgs = position_msgs.get(symkey, ())
-        pps_by_account = {msg['account']: msg for msg in pp_msgs}
+        pps_by_account = {}
+        for (broker, acctid), msgs in position_msgs.items():
+            for msg in msgs:
+
+                sym = msg['symbol']
+                if (
+                    sym == symkey or
+                    # mega-UGH, i think we need to fix the FQSN stuff sooner
+                    # then later..
+                    sym == symkey.removesuffix(f'.{broker}')
+                ):
+                    pps_by_account[acctid] = msg
 
         # update pp trackers with data relayed from ``brokerd``.
         for account_name in accounts:
@@ -604,7 +610,10 @@ async def open_order_mode(
             startup_pp = Position(
                 symbol=symbol,
                 size=0,
-                avg_price=0,
+                be_price=0,
+
+                # XXX: BLEH, do we care about this on the client side?
+                bsuid=symbol,
             )
             msg = pps_by_account.get(account_name)
             if msg:
@@ -842,7 +851,9 @@ async def process_trades_and_update_ui(
             # delete level line from view
             mode.on_cancel(oid)
             broker_msg = msg['brokerd_msg']
-            log.warning(f'Order {oid} failed with:\n{pformat(broker_msg)}')
+            log.warning(
+                f'Order {oid} failed with:\n{pformat(broker_msg)}'
+            )
 
         elif resp in (
             'dark_triggered'

setup.py

@@ -41,17 +41,17 @@ setup(
     },
     install_requires=[
         'toml',
+        'tomli',  # fastest pure py reader
         'click',
         'colorlog',
         'attrs',
         'pygments',
         'colorama',  # numba traceback coloring
-        'pydantic',  # structured data
+        'msgspec',  # performant IPC messaging and structs
 
         # async
         'trio',
         'trio-websocket',
-        'msgspec',  # performant IPC messaging
         'async_generator',
 
         # from github currently (see requirements.txt)