Add todo for order duration setting `goodTillDuration`

To make it easier to manually read/decipher long ledger files this adds
`dict` sorting based on record-type-specific (api vs. flex report)
datetime processing prior to ledger file write.

- break up parsers into separate routines for flex and api record
  processing.
- add `parse_flex_dt()` for special handling of the weird semicolon
  stamps in flex reports.

config/brokers.toml

@@ -50,3 +50,8 @@ prefer_data_account = [
 paper = "XX0000000"
 margin = "X0000000"
 ira = "X0000000"
+
+
+[deribit]
+key_id = 'XXXXXXXX'
+key_secret = 'Xx_XxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXx'

dockering/ib/docker-compose.yml

@@ -3,11 +3,12 @@
 version: "3.5"
 
 services:
-  ib-gateway:
+  ib_gw_paper:
     # other image tags available:
     # https://github.com/waytrade/ib-gateway-docker#supported-tags
-    image: waytrade/ib-gateway:981.3j
+    # image: waytrade/ib-gateway:981.3j
-    restart: always
+    image: waytrade/ib-gateway:1012.2i
+    restart: always  # restart whenev there's a crash or user clicsk
     network_mode: 'host'
 
     volumes:
@@ -39,14 +40,12 @@ services:
     # this compose file which looks something like:
     # TWS_USERID='myuser'
     # TWS_PASSWORD='guest'
-    # TRADING_MODE=paper (or live)
-    # VNC_SERVER_PASSWORD='diggity'
-
     environment:
       TWS_USERID: ${TWS_USERID}
       TWS_PASSWORD: ${TWS_PASSWORD}
-      TRADING_MODE: ${TRADING_MODE:-paper}
+      TRADING_MODE: 'paper'
-      VNC_SERVER_PASSWORD: ${VNC_SERVER_PASSWORD:-}
+      VNC_SERVER_PASSWORD: 'doggy'
+      VNC_SERVER_PORT: '3003'
 
     # ports:
     #   - target: 4002
@@ -62,3 +61,40 @@ services:
       # - "127.0.0.1:4001:4001"
       # - "127.0.0.1:4002:4002"
       # - "127.0.0.1:5900:5900"
+
+  ib_gw_live:
+    image: waytrade/ib-gateway:1012.2i
+    restart: always
+    network_mode: 'host'
+
+    volumes:
+      - type: bind
+        source: ./jts_live.ini
+        target: /root/jts/jts.ini
+        # don't let ibc clobber this file for
+        # the main reason of not having a stupid
+        # timezone set..
+        read_only: true
+
+      # force our own ibc config
+      - type: bind
+        source: ./ibc.ini
+        target: /root/ibc/config.ini
+
+      # force our noop script - socat isn't needed in host mode.
+      - type: bind
+        source: ./fork_ports_delayed.sh
+        target: /root/scripts/fork_ports_delayed.sh
+
+      # force our noop script - socat isn't needed in host mode.
+      - type: bind
+        source: ./run_x11_vnc.sh
+        target: /root/scripts/run_x11_vnc.sh
+        read_only: true
+
+    # NOTE: to fill these out, define an `.env` file in the same dir as
+    # this compose file which looks something like:
+    environment:
+      TRADING_MODE: 'live'
+      VNC_SERVER_PASSWORD: 'doggy'
+      VNC_SERVER_PORT: '3004'

dockering/ib/ibc.ini

@@ -188,7 +188,7 @@ AcceptNonBrokerageAccountWarning=yes
 #
 # The default value is 60.
 
-LoginDialogDisplayTimeout = 60
+LoginDialogDisplayTimeout=20
 
 
 
@@ -292,7 +292,7 @@ ExistingSessionDetectedAction=primary
 # be set dynamically at run-time: most users will never need it,
 # so don't use it unless you know you need it.
 
-OverrideTwsApiPort=4002
+; OverrideTwsApiPort=4002
 
 
 # Read-only Login

dockering/ib/jts_live.ini

@@ -0,0 +1,33 @@
+[IBGateway]
+ApiOnly=true
+LocalServerPort=4001
+# NOTE: must be set if using IBC's "reject" mode
+TrustedIPs=127.0.0.1
+; RemoteHostOrderRouting=ndc1.ibllc.com
+; WriteDebug=true
+; RemotePortOrderRouting=4001
+; useRemoteSettings=false
+; tradingMode=p
+; Steps=8
+; colorPalletName=dark
+
+# window geo, this may be useful for sending `xdotool` commands?
+; MainWindow.Width=1986
+; screenHeight=3960
+
+
+[Logon]
+Locale=en
+# most markets are oriented around this zone
+# so might as well hard code it.
+TimeZone=America/New_York
+UseSSL=true
+displayedproxymsg=1
+os_titlebar=true
+s3store=true
+useRemoteSettings=false
+
+[Communication]
+ctciAutoEncrypt=true
+Region=usr
+; Peer=cdc1.ibllc.com:4001

dockering/ib/run_x11_vnc.sh

@@ -1,16 +1,35 @@
 #!/bin/sh
+# start vnc server and listen for connections
+# on port specced in `$VNC_SERVER_PORT`
 
-# start VNC server
 x11vnc \
-    -ncache_cr \
+    -listen 127.0.0.1 \
-    -listen localhost \
+    -allow 127.0.0.1 \
+    -rfbport "${VNC_SERVER_PORT}" \
     -display :1 \
     -forever \
     -shared \
-    -logappend /var/log/x11vnc.log \
     -bg \
+    -nowf \
+    -noxdamage \
+    -noxfixes \
+    -no6 \
     -noipv6 \
-    -autoport 3003 \
+
-    # can't use this because of ``asyncvnc`` issue:
+
+    # -nowcr \
+    # TODO: can't use this because of ``asyncvnc`` issue:
     # https://github.com/barneygale/asyncvnc/issues/1
     # -passwd 'ibcansmbz'
+
+    # XXX: optional graphics caching flags that seem to rekt the overlay
+    # of the 2 gw windows? When running a single gateway
+    # this seems to maybe optimize some memory usage?
+    # -ncache_cr \
+    # -ncache \
+
+    # NOTE: this will prevent logs from going to the console.
+    # -logappend /var/log/x11vnc.log \
+
+    # where to start allocating ports
+    # -autoport "${VNC_SERVER_PORT}" \

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,
@@ -198,9 +195,8 @@ async def open_piker_runtime(
 
 ) -> Optional[tractor._portal.Portal]:
     '''
-    Start a piker actor who's runtime will automatically
+    Start a piker actor who's runtime will automatically sync with
-    sync with existing piker actors in local network
+    existing piker actors on the local link based on configuration.
-    based on configuration.
 
     '''
     global _services
@@ -220,7 +216,7 @@ async def open_piker_runtime(
             # TODO: eventually we should be able to avoid
             # having the root have more then permissions to
             # spawn other specialized daemons I think?
-            enable_modules=_root_modules,
+            enable_modules=_root_modules + enable_modules,
         ) as _,
     ):
         yield tractor.current_actor()

piker/brokers/binance.py

@@ -33,14 +33,17 @@ import asks
 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 ._util import (
+    resproc,
+    SymbolNotFound,
+    DataUnavailable,
+)
 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 +82,14 @@ _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
@@ -104,14 +109,14 @@ class Pair(BaseModel):
     permissions: list[str]
 
 
-@dataclass
+class OHLC(Struct):
-class OHLC:
+    '''
-    """Description of the flattened OHLC quote format.
+    Description of the flattened OHLC quote format.
 
     For schema details see:
     https://binance-docs.github.io/apidocs/spot/en/#kline-candlestick-streams
 
-    """
+    '''
     time: int
 
     open: float
@@ -260,6 +265,7 @@ class Client:
         for i, bar in enumerate(bars):
 
             bar = OHLC(*bar)
+            bar.typecast()
 
             row = []
             for j, (name, ftype) in enumerate(_ohlc_dtype[1:]):
@@ -287,7 +293,7 @@ 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 +347,9 @@ 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 +360,8 @@ async def stream_messages(ws: NoBsWs) -> AsyncGenerator[NoBsWs, dict]:
                 'brokerd_ts': time.time(),
                 'ticks': [{
                     'type': 'trade',
-                    'price': msg.p,
+                    'price': float(msg.p),
-                    'size': msg.q,
+                    'size': float(msg.q),
                     'broker_ts': msg.T,
                 }],
             }
@@ -384,6 +392,7 @@ async def open_history_client(
     async with open_cached_client('binance') as client:
 
         async def get_ohlc(
+            timeframe: float,
             end_dt: Optional[datetime] = None,
             start_dt: Optional[datetime] = None,
 
@@ -392,6 +401,8 @@ async def open_history_client(
             datetime,  # start
             datetime,  # end
         ]:
+            if timeframe != 60:
+                raise DataUnavailable('Only 1m bars are supported')
 
             array = await client.bars(
                 symbol,
@@ -448,7 +459,7 @@ 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/cli.py

@@ -39,6 +39,148 @@ _config_dir = click.get_app_dir('piker')
 _watchlists_data_path = os.path.join(_config_dir, 'watchlists.json')
 
 
+OK = '\033[92m'
+WARNING = '\033[93m'
+FAIL = '\033[91m'
+ENDC = '\033[0m'
+
+
+def print_ok(s: str, **kwargs):
+    print(OK + s + ENDC, **kwargs)
+
+
+def print_error(s: str, **kwargs):
+    print(FAIL + s + ENDC, **kwargs)
+
+
+def get_method(client, meth_name: str):
+    print(f'checking client for method \'{meth_name}\'...', end='', flush=True)
+    method = getattr(client, meth_name, None)
+    assert method
+    print_ok('found!.')
+    return method
+
+async def run_method(client, meth_name: str, **kwargs):
+    method = get_method(client, meth_name)
+    print('running...', end='', flush=True)
+    result = await method(**kwargs)
+    print_ok(f'done! result: {type(result)}')
+    return result
+
+async def run_test(broker_name: str):
+    brokermod = get_brokermod(broker_name)
+    total = 0
+    passed = 0
+    failed = 0
+
+    print(f'getting client...', end='', flush=True)
+    if not hasattr(brokermod, 'get_client'):
+        print_error('fail! no \'get_client\' context manager found.')
+        return
+
+    async with brokermod.get_client(is_brokercheck=True) as client:
+        print_ok(f'done! inside client context.')
+
+        # check for methods present on brokermod
+        method_list = [
+            'backfill_bars',
+            'get_client',
+            'trades_dialogue',
+            'open_history_client',
+            'open_symbol_search',
+            'stream_quotes',
+
+        ]
+
+        for method in method_list:
+            print(
+                f'checking brokermod for method \'{method}\'...',
+                end='', flush=True)
+            if not hasattr(brokermod, method):
+                print_error(f'fail! method \'{method}\' not found.')
+                failed += 1
+            else:
+                print_ok('done!')
+                passed += 1
+
+            total += 1
+
+        # check for methods present con brokermod.Client and their
+        # results
+
+        # for private methods only check is present
+        method_list = [
+            'get_balances',
+            'get_assets',
+            'get_trades',
+            'get_xfers',
+            'submit_limit',
+            'submit_cancel',
+            'search_symbols',
+        ]
+
+        for method_name in method_list:
+            try:
+                get_method(client, method_name)
+                passed += 1
+
+            except AssertionError:
+                print_error(f'fail! method \'{method_name}\' not found.')
+                failed += 1
+
+            total += 1
+
+
+        # check for methods present con brokermod.Client and their
+        # results
+
+        syms = await run_method(client, 'symbol_info')
+        total += 1
+
+        if len(syms) == 0:
+            raise BaseException('Empty Symbol list?')
+
+        passed += 1
+
+        first_sym = tuple(syms.keys())[0]
+
+        method_list = [
+            ('cache_symbols', {}),
+            ('search_symbols', {'pattern': first_sym[:-1]}),
+            ('bars', {'symbol': first_sym})
+        ]
+
+        for method_name, method_kwargs in method_list:
+            try:
+                await run_method(client, method_name, **method_kwargs)
+                passed += 1
+
+            except AssertionError:
+                print_error(f'fail! method \'{method_name}\' not found.')
+                failed += 1
+
+            total += 1
+
+        print(f'total: {total}, passed: {passed}, failed: {failed}')
+
+
+@cli.command()
+@click.argument('broker', nargs=1, required=True)
+@click.pass_obj
+def brokercheck(config, broker):
+    '''
+    Test broker apis for completeness.
+
+    '''
+    async def bcheck_main():
+        async with maybe_spawn_brokerd(broker) as portal:
+            await portal.run(run_test, broker)
+            await portal.cancel_actor()
+
+    trio.run(run_test, broker)
+
+
+
 @cli.command()
 @click.option('--keys', '-k', multiple=True,
               help='Return results only for these keys')
@@ -193,6 +335,8 @@ def contracts(ctx, loglevel, broker, symbol, ids):
     brokermod = get_brokermod(broker)
     get_console_log(loglevel)
 
+
+
     contracts = trio.run(partial(core.contracts, brokermod, symbol))
     if not ids:
         # just print out expiry dates which can be used with

piker/brokers/deribit/README.rst

@@ -0,0 +1,70 @@
+``deribit`` backend
+------------------
+pretty good liquidity crypto derivatives, uses custom json rpc over ws for
+client methods, then `cryptofeed` for data streams.
+
+status
+******
+- supports option charts
+- no order support yet 
+
+
+config
+******
+In order to get order mode support your ``brokers.toml``
+needs to have something like the following:
+
+.. code:: toml
+
+    [deribit]
+    key_id = 'XXXXXXXX'
+    key_secret = 'Xx_XxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXxXx'
+
+To obtain an api id and secret you need to create an account, which can be a
+real market account over at:
+
+    - deribit.com  (requires KYC for deposit address)
+
+Or a testnet account over at:
+
+    - test.deribit.com
+
+For testnet once the account is created here is how you deposit fake crypto to
+try it out:
+
+1) Go to Wallet:
+
+.. figure:: assets/0_wallet.png
+    :align: center
+    :target: assets/0_wallet.png
+    :alt: wallet page
+
+2) Then click on the elipsis menu and select deposit
+
+.. figure:: assets/1_wallet_select_deposit.png
+    :align: center
+    :target: assets/1_wallet_select_deposit.png
+    :alt: wallet deposit page
+
+3) This will take you to the deposit address page
+
+.. figure:: assets/2_gen_deposit_addr.png
+    :align: center
+    :target: assets/2_gen_deposit_addr.png
+    :alt: generate deposit address page
+
+4) After clicking generate you should see the address, copy it and go to the 
+`coin faucet <https://test.deribit.com/dericoin/BTC/deposit>`_ and send fake
+coins to that address.
+
+.. figure:: assets/3_deposit_address.png
+    :align: center
+    :target: assets/3_deposit_address.png
+    :alt: generated address
+
+5) Back in the deposit address page you should see the deposit in your history
+
+.. figure:: assets/4_wallet_deposit_history.png
+    :align: center
+    :target: assets/4_wallet_deposit_history.png
+    :alt: wallet deposit history

piker/brokers/deribit/__init__.py

@@ -0,0 +1,65 @@
+# 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/>.
+
+'''
+Deribit backend.
+
+'''
+
+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,
+    backfill_bars
+)
+# 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',
+]
+
+# passed to ``tractor.ActorNursery.start_actor()``
+_spawn_kwargs = {
+    'infect_asyncio': True,
+}
+
+# annotation to let backend agnostic code
+# know if ``brokerd`` should be spawned with
+# ``tractor``'s aio mode.
+_infect_asyncio: bool = True

piker/brokers/deribit/api.py

@@ -0,0 +1,667 @@
+# 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/>.
+
+'''
+Deribit backend.
+
+'''
+import json
+import time
+import asyncio
+
+from contextlib import asynccontextmanager as acm, AsyncExitStack
+from functools import partial
+from datetime import datetime
+from typing import Any, Optional, Iterable, Callable
+
+import pendulum
+import asks
+import trio
+from trio_typing import Nursery, TaskStatus
+from fuzzywuzzy import process as fuzzy
+import numpy as np
+
+from piker.data.types import Struct
+from piker.data._web_bs import (
+    NoBsWs,
+    open_autorecon_ws,
+    open_jsonrpc_session
+)
+
+from .._util import resproc
+
+from piker import config
+from piker.log import get_logger
+
+from tractor.trionics import (
+    broadcast_receiver,
+    BroadcastReceiver,
+    maybe_open_context
+)
+from tractor import to_asyncio
+
+from cryptofeed import FeedHandler
+
+from cryptofeed.defines import (
+    DERIBIT,
+    L1_BOOK, TRADES,
+    OPTION, CALL, PUT
+)
+from cryptofeed.symbols import Symbol
+
+log = get_logger(__name__)
+
+
+_spawn_kwargs = {
+    'infect_asyncio': True,
+}
+
+
+_url = 'https://www.deribit.com'
+_ws_url = 'wss://www.deribit.com/ws/api/v2'
+_testnet_ws_url = 'wss://test.deribit.com/ws/api/v2'
+
+
+# Broker specific ohlc schema (rest)
+_ohlc_dtype = [
+    ('index', int),
+    ('time', int),
+    ('open', float),
+    ('high', float),
+    ('low', float),
+    ('close', float),
+    ('volume', float),
+    ('bar_wap', float),  # will be zeroed by sampler if not filled
+]
+
+
+class JSONRPCResult(Struct):
+    jsonrpc: str = '2.0'
+    id: int
+    result: Optional[dict] = None
+    error: Optional[dict] = None
+    usIn: int 
+    usOut: int 
+    usDiff: int 
+    testnet: bool
+
+
+class KLinesResult(Struct):
+    close: list[float]
+    cost: list[float]
+    high: list[float]
+    low: list[float]
+    open: list[float]
+    status: str
+    ticks: list[int]
+    volume: list[float]
+
+class Trade(Struct):
+    trade_seq: int
+    trade_id: str
+    timestamp: int
+    tick_direction: int
+    price: float
+    mark_price: float
+    iv: float
+    instrument_name: str
+    index_price: float
+    direction: str
+    combo_trade_id: Optional[int] = 0,
+    combo_id: Optional[str] = '',
+    amount: float
+
+class LastTradesResult(Struct):
+    trades: list[Trade]
+    has_more: bool
+
+
+# convert datetime obj timestamp to unixtime in milliseconds
+def deribit_timestamp(when):
+    return int((when.timestamp() * 1000) + (when.microsecond / 1000))
+
+
+def str_to_cb_sym(name: str) -> Symbol:
+    base, strike_price, expiry_date, option_type = name.split('-')
+
+    quote = base
+
+    if option_type == 'put':
+        option_type = PUT 
+    elif option_type  == 'call':
+        option_type = CALL
+    else:
+        raise Exception("Couldn\'t parse option type")
+
+    return Symbol(
+        base, quote,
+        type=OPTION,
+        strike_price=strike_price,
+        option_type=option_type,
+        expiry_date=expiry_date,
+        expiry_normalize=False)
+
+
+def piker_sym_to_cb_sym(name: str) -> Symbol:
+    base, expiry_date, strike_price, option_type = tuple(
+        name.upper().split('-'))
+
+    quote = base
+
+    if option_type == 'P':
+        option_type = PUT 
+    elif option_type  == 'C':
+        option_type = CALL
+    else:
+        raise Exception("Couldn\'t parse option type")
+
+    return Symbol(
+        base, quote,
+        type=OPTION,
+        strike_price=strike_price,
+        option_type=option_type,
+        expiry_date=expiry_date.upper())
+
+
+def cb_sym_to_deribit_inst(sym: Symbol):
+    # cryptofeed normalized
+    cb_norm = ['F', 'G', 'H', 'J', 'K', 'M', 'N', 'Q', 'U', 'V', 'X', 'Z']
+
+    # deribit specific 
+    months = ['JAN', 'FEB', 'MAR', 'APR', 'MAY', 'JUN', 'JUL', 'AUG', 'SEP', 'OCT', 'NOV', 'DEC']
+
+    exp = sym.expiry_date
+
+    # YYMDD
+    # 01234
+    year, month, day = (
+        exp[:2], months[cb_norm.index(exp[2:3])], exp[3:])
+
+    otype = 'C' if sym.option_type == CALL else 'P'
+
+    return f'{sym.base}-{day}{month}{year}-{sym.strike_price}-{otype}'
+
+
+def get_config() -> dict[str, Any]:
+
+    conf, path = config.load()
+
+    section = conf.get('deribit')
+
+    # TODO: document why we send this, basically because logging params for cryptofeed
+    conf['log'] = {}
+    conf['log']['disabled'] = True
+
+    if section is None:
+        log.warning(f'No config section found for deribit in {path}')
+
+    return conf 
+
+
+class Client:
+
+    def __init__(self, json_rpc: Callable) -> None:
+        self._pairs: dict[str, Any] = None
+
+        config = get_config().get('deribit', {})
+
+        if ('key_id' in config) and ('key_secret' in config):
+            self._key_id = config['key_id']
+            self._key_secret = config['key_secret']
+
+        else:
+            self._key_id = None
+            self._key_secret = None
+
+        self.json_rpc = json_rpc
+
+    @property
+    def currencies(self):
+        return ['btc', 'eth', 'sol', 'usd']
+
+    async def get_balances(self, kind: str = 'option') -> dict[str, float]:
+        """Return the set of positions for this account
+        by symbol.
+        """
+        balances = {}
+
+        for currency in self.currencies:
+            resp = await self.json_rpc(
+                'private/get_positions', params={
+                    'currency': currency.upper(),
+                    'kind': kind})
+
+            balances[currency] = resp.result
+
+        return balances
+
+    async def get_assets(self) -> dict[str, float]:
+        """Return the set of asset balances for this account
+        by symbol.
+        """
+        balances = {}
+
+        for currency in self.currencies:
+            resp = await self.json_rpc(
+                'private/get_account_summary', params={
+                    'currency': currency.upper()})
+
+            balances[currency] = resp.result['balance']
+
+        return balances
+
+    async def submit_limit(
+        self,
+        symbol: str,
+        price: float,
+        action: str,
+        size: float
+    ) -> dict:
+        """Place an order
+        """
+        params = {
+            'instrument_name': symbol.upper(),
+            'amount': size,
+            'type': 'limit',
+            'price': price,
+        }
+        resp = await self.json_rpc(
+            f'private/{action}', params)
+
+        return resp.result
+
+    async def submit_cancel(self, oid: str):
+        """Send cancel request for order id
+        """
+        resp = await self.json_rpc(
+            'private/cancel', {'order_id': oid})
+        return resp.result
+
+    async def symbol_info(
+        self,
+        instrument: Optional[str] = None,
+        currency: str = 'btc',  # BTC, ETH, SOL, USDC
+        kind: str = 'option',
+        expired: bool = False
+    ) -> dict[str, Any]:
+        """Get symbol info for the exchange.
+
+        """
+        if self._pairs:
+            return self._pairs
+
+        # will retrieve all symbols by default
+        params = {
+            'currency': currency.upper(),
+            'kind': kind,
+            'expired': str(expired).lower()
+        }
+
+        resp = await self.json_rpc('public/get_instruments', params)
+        results = resp.result
+
+        instruments = {
+            item['instrument_name'].lower(): item
+            for item in results
+        }
+
+        if instrument is not None:
+            return instruments[instrument]
+        else:
+            return instruments
+
+    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 = 30,
+    ) -> dict[str, Any]:
+        data = await self.symbol_info()
+
+        matches = fuzzy.extractBests(
+            pattern,
+            data,
+            score_cutoff=35,
+            limit=limit
+        )
+        # repack in dict form
+        return {item[0]['instrument_name'].lower(): item[0]
+                for item in matches}
+
+    async def bars(
+        self,
+        symbol: str,
+        start_dt: Optional[datetime] = None,
+        end_dt: Optional[datetime] = None,
+        limit: int = 1000,
+        as_np: bool = True,
+    ) -> dict:
+        instrument = symbol
+
+        if end_dt is None:
+            end_dt = pendulum.now('UTC')
+
+        if start_dt is None:
+            start_dt = end_dt.start_of(
+                'minute').subtract(minutes=limit)
+
+        start_time = deribit_timestamp(start_dt)
+        end_time = deribit_timestamp(end_dt)
+
+        # https://docs.deribit.com/#public-get_tradingview_chart_data
+        resp = await self.json_rpc(
+            'public/get_tradingview_chart_data',
+            params={
+                'instrument_name': instrument.upper(),
+                'start_timestamp': start_time,
+                'end_timestamp': end_time,
+                'resolution': '1'
+            })
+
+        result = KLinesResult(**resp.result)
+        new_bars = []
+        for i in range(len(result.close)):
+
+            _open = result.open[i]
+            high = result.high[i]
+            low = result.low[i]
+            close = result.close[i]
+            volume = result.volume[i]
+
+            row = [
+                (start_time + (i * (60 * 1000))) / 1000.0,  # time
+                result.open[i],
+                result.high[i],
+                result.low[i],
+                result.close[i],
+                result.volume[i],
+                0
+            ]
+
+            new_bars.append((i,) + tuple(row))
+
+        array = np.array(new_bars, dtype=_ohlc_dtype) if as_np else klines
+        return array
+
+    async def last_trades(
+        self,
+        instrument: str,
+        count: int = 10
+    ):
+        resp = await self.json_rpc(
+            'public/get_last_trades_by_instrument',
+            params={
+                'instrument_name': instrument,
+                'count': count
+            })
+
+        return LastTradesResult(**resp.result)
+
+
+@acm
+async def get_client(
+    is_brokercheck: bool = False
+) -> Client:
+
+    async with (
+        trio.open_nursery() as n,
+        open_jsonrpc_session(
+            _testnet_ws_url, dtype=JSONRPCResult) as json_rpc
+    ):
+        client = Client(json_rpc)
+
+        _refresh_token: Optional[str] = None
+        _access_token: Optional[str] = None
+
+        async def _auth_loop(
+            task_status: TaskStatus = trio.TASK_STATUS_IGNORED
+        ):
+            """Background task that adquires a first access token and then will
+            refresh the access token while the nursery isn't cancelled.
+
+            https://docs.deribit.com/?python#authentication-2
+            """
+            renew_time = 10
+            access_scope = 'trade:read_write'
+            _expiry_time = time.time()
+            got_access = False
+            nonlocal _refresh_token
+            nonlocal _access_token
+
+            while True:
+                if time.time() - _expiry_time < renew_time:
+                    # if we are close to token expiry time
+
+                    if _refresh_token != None:
+                        # if we have a refresh token already dont need to send
+                        # secret
+                        params = {
+                            'grant_type': 'refresh_token',
+                            'refresh_token': _refresh_token,
+                            'scope': access_scope
+                        }
+
+                    else:
+                        # we don't have refresh token, send secret to initialize
+                        params = {
+                            'grant_type': 'client_credentials',
+                            'client_id': client._key_id,
+                            'client_secret': client._key_secret,
+                            'scope': access_scope
+                        }
+
+                    resp = await json_rpc('public/auth', params)
+                    result = resp.result
+
+                    _expiry_time = time.time() + result['expires_in']
+                    _refresh_token = result['refresh_token']
+
+                    if 'access_token' in result:
+                        _access_token = result['access_token']
+
+                    if not got_access:
+                        # first time this loop runs we must indicate task is
+                        # started, we have auth
+                        got_access = True
+                        task_status.started()
+
+                else:
+                    await trio.sleep(renew_time / 2)
+
+        # if we have client creds launch auth loop
+        if client._key_id is not None:
+            await n.start(_auth_loop)
+
+        await client.cache_symbols()
+        yield client
+        n.cancel_scope.cancel()
+
+
+@acm
+async def open_feed_handler():
+    fh = FeedHandler(config=get_config())
+    yield fh
+    await to_asyncio.run_task(fh.stop_async)
+
+
+@acm
+async def maybe_open_feed_handler() -> trio.abc.ReceiveStream:
+    async with maybe_open_context(
+        acm_func=open_feed_handler,
+        key='feedhandler',
+    ) as (cache_hit, fh):
+        yield fh
+
+
+async def aio_price_feed_relay(
+    fh: FeedHandler,
+    instrument: Symbol,
+    from_trio: asyncio.Queue,
+    to_trio: trio.abc.SendChannel,
+) -> None:
+    async def _trade(data: dict, receipt_timestamp):
+        to_trio.send_nowait(('trade', {
+            'symbol': cb_sym_to_deribit_inst(
+                str_to_cb_sym(data.symbol)).lower(),
+            'last': data,
+            'broker_ts': time.time(),
+            'data': data.to_dict(),
+            'receipt': receipt_timestamp
+        }))
+
+    async def _l1(data: dict, receipt_timestamp):
+        to_trio.send_nowait(('l1', {
+            'symbol': cb_sym_to_deribit_inst(
+                str_to_cb_sym(data.symbol)).lower(),
+            'ticks': [
+                {'type': 'bid',
+                    'price': float(data.bid_price), 'size': float(data.bid_size)},
+                {'type': 'bsize',
+                    'price': float(data.bid_price), 'size': float(data.bid_size)},
+                {'type': 'ask',
+                    'price': float(data.ask_price), 'size': float(data.ask_size)},
+                {'type': 'asize',
+                    'price': float(data.ask_price), 'size': float(data.ask_size)}
+            ]
+        }))
+
+    fh.add_feed(
+        DERIBIT,
+        channels=[TRADES, L1_BOOK],
+        symbols=[piker_sym_to_cb_sym(instrument)],
+        callbacks={
+            TRADES: _trade,
+            L1_BOOK: _l1
+        })
+
+    if not fh.running:
+        fh.run(
+            start_loop=False,
+            install_signal_handlers=False)
+
+    # sync with trio
+    to_trio.send_nowait(None)
+
+    await asyncio.sleep(float('inf'))
+
+
+@acm
+async def open_price_feed(
+    instrument: str
+) -> trio.abc.ReceiveStream:
+    async with maybe_open_feed_handler() as fh:
+        async with to_asyncio.open_channel_from(
+            partial(
+                aio_price_feed_relay,
+                fh,
+                instrument
+            )
+        ) as (first, chan):
+            yield chan
+
+
+@acm
+async def maybe_open_price_feed(
+    instrument: str
+) -> trio.abc.ReceiveStream:
+
+    # TODO: add a predicate to maybe_open_context
+    async with maybe_open_context(
+        acm_func=open_price_feed,
+        kwargs={
+            'instrument': instrument
+        },
+        key=f'{instrument}-price',
+    ) as (cache_hit, feed):
+        if cache_hit:
+            yield broadcast_receiver(feed, 10)
+        else:
+            yield feed
+
+
+
+async def aio_order_feed_relay(
+    fh: FeedHandler,
+    instrument: Symbol,
+    from_trio: asyncio.Queue,
+    to_trio: trio.abc.SendChannel,
+) -> None:
+    async def _fill(data: dict, receipt_timestamp):
+        breakpoint()
+
+    async def _order_info(data: dict, receipt_timestamp):
+        breakpoint()
+
+    fh.add_feed(
+        DERIBIT,
+        channels=[FILLS, ORDER_INFO],
+        symbols=[instrument.upper()],
+        callbacks={
+            FILLS: _fill,
+            ORDER_INFO: _order_info,
+        })
+
+    if not fh.running:
+        fh.run(
+            start_loop=False,
+            install_signal_handlers=False)
+
+    # sync with trio
+    to_trio.send_nowait(None)
+
+    await asyncio.sleep(float('inf'))
+
+
+@acm
+async def open_order_feed(
+    instrument: list[str]
+) -> trio.abc.ReceiveStream:
+    async with maybe_open_feed_handler() as fh:
+        async with to_asyncio.open_channel_from(
+            partial(
+                aio_order_feed_relay,
+                fh,
+                instrument
+            )
+        ) as (first, chan):
+            yield chan
+
+
+@acm
+async def maybe_open_order_feed(
+    instrument: str
+) -> trio.abc.ReceiveStream:
+
+    # TODO: add a predicate to maybe_open_context
+    async with maybe_open_context(
+        acm_func=open_order_feed,
+        kwargs={
+            'instrument': instrument,
+            'fh': fh
+        },
+        key=f'{instrument}-order',
+    ) as (cache_hit, feed):
+        if cache_hit:
+            yield broadcast_receiver(feed, 10)
+        else:
+            yield feed

piker/brokers/deribit/feed.py

@@ -0,0 +1,200 @@
+# 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/>.
+
+'''
+Deribit backend.
+
+'''
+from contextlib import asynccontextmanager as acm
+from datetime import datetime
+from typing import Any, Optional, Callable
+import time
+
+import trio
+from trio_typing import TaskStatus
+import pendulum
+from fuzzywuzzy import process as fuzzy
+import numpy as np
+import tractor
+
+from piker._cacheables import open_cached_client
+from piker.log import get_logger, get_console_log
+from piker.data import ShmArray
+from piker.brokers._util import (
+    BrokerError,
+    DataUnavailable,
+)
+
+from cryptofeed import FeedHandler
+
+from cryptofeed.defines import (
+    DERIBIT, L1_BOOK, TRADES, OPTION, CALL, PUT
+)
+from cryptofeed.symbols import Symbol
+
+from .api import (
+    Client, Trade,
+    get_config,
+    str_to_cb_sym, piker_sym_to_cb_sym, cb_sym_to_deribit_inst,
+    maybe_open_price_feed
+)
+
+_spawn_kwargs = {
+    'infect_asyncio': True,
+}
+
+
+log = get_logger(__name__)
+
+
+@acm
+async def open_history_client(
+    instrument: str,
+) -> tuple[Callable, int]:
+
+    # TODO implement history getter for the new storage layer.
+    async with open_cached_client('deribit') as client:
+
+        async def get_ohlc(
+            end_dt: Optional[datetime] = None,
+            start_dt: Optional[datetime] = None,
+
+        ) -> tuple[
+            np.ndarray,
+            datetime,  # start
+            datetime,  # end
+        ]:
+
+            array = await client.bars(
+                instrument,
+                start_dt=start_dt,
+                end_dt=end_dt,
+            )
+            if len(array) == 0:
+                raise DataUnavailable
+
+            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': 3, 'rate': 3}
+
+
+async def backfill_bars(
+    symbol: str,
+    shm: ShmArray,  # type: ignore # noqa
+    task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
+) -> None:
+    """Fill historical bars into shared mem / storage afap.
+    """
+    instrument = symbol
+    with trio.CancelScope() as cs:
+        async with open_cached_client('deribit') as client:
+            bars = await client.bars(instrument)
+            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,
+
+    # startup sync
+    task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
+
+) -> None:
+    # XXX: required to propagate ``tractor`` loglevel to piker logging
+    get_console_log(loglevel or tractor.current_actor().loglevel)
+
+    sym = symbols[0]
+
+    async with (
+        open_cached_client('deribit') as client,
+        send_chan as send_chan
+    ):
+
+        init_msgs = {
+            # pass back token, and bool, signalling if we're the writer
+            # and that history has been written
+            sym: {
+                'symbol_info': {
+                    'asset_type': 'option',
+                    'price_tick_size': 0.0005
+                },
+                'shm_write_opts': {'sum_tick_vml': False},
+                'fqsn': sym,
+            },
+        }
+
+        nsym = piker_sym_to_cb_sym(sym)
+
+        async with maybe_open_price_feed(sym) as stream:
+
+            cache = await client.cache_symbols()
+
+            last_trades = (await client.last_trades(
+                cb_sym_to_deribit_inst(nsym), count=1)).trades
+
+            if len(last_trades) == 0:
+                last_trade = None
+                async for typ, quote in stream:
+                    if typ == 'trade':
+                        last_trade = Trade(**(quote['data']))
+                        break
+
+            else:
+                last_trade = Trade(**(last_trades[0]))
+
+            first_quote = {
+                'symbol': sym,
+                'last': last_trade.price,
+                'brokerd_ts': last_trade.timestamp,
+                'ticks': [{
+                    'type': 'trade',
+                    'price': last_trade.price,
+                    'size': last_trade.amount,
+                    'broker_ts': last_trade.timestamp
+                }]
+            }
+            task_status.started((init_msgs,  first_quote))
+
+            feed_is_live.set()
+
+            async for typ, quote in stream:
+                topic = quote['symbol']
+                await send_chan.send({topic: quote})
+
+
+@tractor.context
+async def open_symbol_search(
+    ctx: tractor.Context,
+) -> Client:
+    async with open_cached_client('deribit') as client:
+
+        # load all symbols locally for fast search
+        cache = await client.cache_symbols()
+        await ctx.started()
+
+        async with ctx.open_stream() as stream:
+
+            async for pattern in stream:
+                # repack in dict form
+                await stream.send(
+                    await client.search_symbols(pattern))

piker/brokers/ib/README.rst

@@ -0,0 +1,134 @@
+``ib`` backend
+--------------
+more or less the "everything broker" for traditional and international
+markets. they are the "go to" provider for automatic retail trading
+and we interface to their APIs using the `ib_insync` project.
+
+status
+******
+current support is *production grade* and both real-time data and order
+management should be correct and fast. this backend is used by core devs
+for live trading.
+
+currently there is not yet full support for:
+- options charting and trading
+- paxos based crypto rt feeds and trading
+
+
+config
+******
+In order to get order mode support your ``brokers.toml``
+needs to have something like the following:
+
+.. code:: toml
+
+   [ib]
+   hosts = [
+    "127.0.0.1",
+   ]
+   # TODO: when we eventually spawn gateways in our
+   # container, we can just dynamically allocate these
+   # using IBC.
+   ports = [
+       4002,
+       4003,
+       4006,
+       4001,
+       7497,
+   ]
+
+   # XXX: for a paper account the flex web query service
+   # is not supported so you have to manually download
+   # and XML report and put it in a location that can be
+   # accessed by the ``brokerd.ib`` backend code for parsing.
+   flex_token = '1111111111111111'
+   flex_trades_query_id = '6969696'  # live accounts only?
+
+   # 3rd party web-api token
+   # (XXX: not sure if this works yet)
+   trade_log_token = '111111111111111'
+
+   # when clients are being scanned this determines
+   # which clients are preferred to be used for data feeds
+   # based on account names which are detected as active
+   # on each client.
+   prefer_data_account = [
+       # this has to be first in order to make data work with dual paper + live
+       'main',
+       'algopaper',
+   ]
+
+   [ib.accounts]
+   main = 'U69696969'
+   algopaper = 'DU9696969'
+
+
+If everything works correctly you should see any current positions
+loaded in the pps pane on chart load and you should also be able to
+check your trade records in the file::
+
+    <pikerk_conf_dir>/ledgers/trades_ib_algopaper.toml
+
+
+An example ledger file will have entries written verbatim from the
+trade events schema:
+
+.. code:: toml
+
+    ["0000e1a7.630f5e5a.01.01"]
+    secType = "FUT"
+    conId = 515416577
+    symbol = "MNQ"
+    lastTradeDateOrContractMonth = "20221216"
+    strike = 0.0
+    right = ""
+    multiplier = "2"
+    exchange = "GLOBEX"
+    primaryExchange = ""
+    currency = "USD"
+    localSymbol = "MNQZ2"
+    tradingClass = "MNQ"
+    includeExpired = false
+    secIdType = ""
+    secId = ""
+    comboLegsDescrip = ""
+    comboLegs = []
+    execId = "0000e1a7.630f5e5a.01.01"
+    time = 1661972086.0
+    acctNumber = "DU69696969"
+    side = "BOT"
+    shares = 1.0
+    price = 12372.75
+    permId = 441472655
+    clientId = 6116
+    orderId = 985
+    liquidation = 0
+    cumQty = 1.0
+    avgPrice = 12372.75
+    orderRef = ""
+    evRule = ""
+    evMultiplier = 0.0
+    modelCode = ""
+    lastLiquidity = 1
+    broker_time = 1661972086.0
+    name = "ib"
+    commission = 0.57
+    realizedPNL = 243.41
+    yield_ = 0.0
+    yieldRedemptionDate = 0
+    listingExchange = "GLOBEX"
+    date = "2022-08-31T18:54:46+00:00"
+
+
+your ``pps.toml`` file will have position entries like,
+
+.. code:: toml
+
+    [ib.algopaper."mnq.globex.20221216"]
+    size = -1.0
+    ppu = 12423.630576923071
+    bsuid = 515416577
+    expiry = "2022-12-16T00:00:00+00:00"
+    clears = [
+     { dt = "2022-08-31T18:54:46+00:00", ppu = 12423.630576923071, accum_size = -19.0, price = 12372.75, size = 1.0, cost = 0.57, tid = "0000e1a7.630f5e5a.01.01" },
+    ]

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
+- ``feed.py`` for real-time data feed endpoints
-
+- ``api.py`` for the core API machinery which is ``trio``-ized
-- ``client.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 +39,30 @@ 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
+import pendulum
-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
+from ib_insync.objects import (
-import ib_insync as ibis
+    BarDataList,
-from ib_insync.wrapper import Wrapper
+    Position,
+    Fill,
+    Execution,
+    CommissionReport,
+)
+from ib_insync.wrapper import (
+    Wrapper,
+    RequestError,
+)
 from ib_insync.client import Client as ib_Client
 import numpy as np
 
@@ -65,26 +80,11 @@ _time_units = {
     'h': ' hours',
 }
 
-_time_frames = {
+_bar_sizes = {
-    '1s': '1 Sec',
+    1: '1 Sec',
-    '5s': '5 Sec',
+    60: '1 min',
-    '30s': '30 Sec',
+    60*60: '1 hour',
-    '1m': 'OneMinute',
+    24*60*60: '1 day',
-    '2m': 'TwoMinutes',
-    '3m': 'ThreeMinutes',
-    '4m': 'FourMinutes',
-    '5m': 'FiveMinutes',
-    '10m': 'TenMinutes',
-    '15m': 'FifteenMinutes',
-    '20m': 'TwentyMinutes',
-    '30m': 'HalfHour',
-    '1h': 'OneHour',
-    '2h': 'TwoHours',
-    '4h': 'FourHours',
-    'D': 'OneDay',
-    'W': 'OneWeek',
-    'M': 'OneMonth',
-    'Y': 'OneYear',
 }
 
 _show_wap_in_history: bool = False
@@ -155,70 +155,102 @@ 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
+    'he.nymex',  # lean hogs
-    'le.globex',  # live cattle (geezers)
+    'le.nymex',  # live cattle (geezers)
-    'gf.globex',  # feeder cattle (younguns)
+    'gf.nymex',  # feeder cattle (younguns)
 
     # raw
-    'lb.globex',  # random len lumber
+    'lb.nymex',  # random len lumber
 
     # metals
-    'xauusd.cmdty',  # gold spot
+    # https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
+    'xauusd.cmdty',  # london 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
-}
 
-# https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
+    # no idea
+    'VALUE',
+    'FUNDSERV',
+    'SWB2',
+    'PSE',
+}
 
 _enters = 0
 
 
 def bars_to_np(bars: list) -> np.ndarray:
     '''
-    Convert a "bars list thing" (``BarsList`` type from ibis)
+    Convert a "bars list thing" (``BarDataList`` type from ibis)
     into a numpy struct array.
 
     '''
@@ -238,6 +270,27 @@ def bars_to_np(bars: list) -> np.ndarray:
     return nparr
 
 
+# NOTE: pacing violations exist for higher sample rates:
+# https://interactivebrokers.github.io/tws-api/historical_limitations.html#pacing_violations
+# Also see note on duration limits being lifted on 1m+ periods,
+# but they say "use with discretion":
+# https://interactivebrokers.github.io/tws-api/historical_limitations.html#non-available_hd
+_samplings: dict[int, tuple[str, str]] = {
+    1: (
+        '1 secs',
+        f'{int(2e3)} S',
+        pendulum.duration(seconds=2e3),
+    ),
+    # TODO: benchmark >1 D duration on query to see if
+    # throughput can be made faster during backfilling.
+    60: (
+        '1 min',
+        '1 D',
+        pendulum.duration(days=1),
+    ),
+}
+
+
 class Client:
     '''
     IB wrapped for our broker backend API.
@@ -261,27 +314,29 @@ class Client:
 
         # NOTE: the ib.client here is "throttled" to 45 rps by default
 
-    async def trades(
+    async def trades(self) -> dict[str, Any]:
-        self,
+        '''
-        # api_only: bool = False,
+        Return list of trade-fills from current session in ``dict``.
 
-    ) -> dict[str, Any]:
+        '''
-
+        fills: list[Fill] = self.ib.fills()
-        # orders = await self.ib.reqCompletedOrdersAsync(
+        norm_fills: list[dict] = []
-        #     apiOnly=api_only
-        # )
-        fills = await self.ib.reqExecutionsAsync()
-        norm_fills = []
         for fill in fills:
             fill = fill._asdict()  # namedtuple
-            for key, val in fill.copy().items():
+            for key, val in fill.items():
-                if isinstance(val, Contract):
+                match val:
-                    fill[key] = asdict(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,
@@ -290,52 +345,55 @@ class Client:
         start_dt: Union[datetime, str] = "1970-01-01T00:00:00.000000-05:00",
         end_dt: Union[datetime, str] = "",
 
-        sample_period_s: str = 1,  # ohlc sample period
+        # ohlc sample period in seconds
-        period_count: int = int(2e3),  # <- max per 1s sample query
+        sample_period_s: int = 1,
 
-    ) -> list[dict[str, Any]]:
+        # optional "duration of time" equal to the
+        # length of the returned history frame.
+        duration: Optional[str] = None,
+
+        **kwargs,
+
+    ) -> tuple[BarDataList, np.ndarray, pendulum.Duration]:
         '''
         Retreive OHLCV bars for a fqsn over a range to the present.
 
         '''
+        # See API docs here:
+        # https://interactivebrokers.github.io/tws-api/historical_data.html
         bars_kwargs = {'whatToShow': 'TRADES'}
+        bars_kwargs.update(kwargs)
+        bar_size, duration, dt_duration = _samplings[sample_period_s]
 
         global _enters
         # log.info(f'REQUESTING BARS {_enters} @ end={end_dt}')
-        print(f'REQUESTING BARS {_enters} @ end={end_dt}')
+        print(
+            f"REQUESTING {duration}'s worth {bar_size} BARS\n"
+            f'{_enters} @ end={end_dt}"'
+        )
 
         if not end_dt:
             end_dt = ''
 
         _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)
         bars = await self.ib.reqHistoricalDataAsync(
             contract,
             endDateTime=end_dt,
             formatDate=2,
 
-            # time history length values format:
-            # ``durationStr=integer{SPACE}unit (S|D|W|M|Y)``
-
             # OHLC sampling values:
             # 1 secs, 5 secs, 10 secs, 15 secs, 30 secs, 1 min, 2 mins,
             # 3 mins, 5 mins, 10 mins, 15 mins, 20 mins, 30 mins,
             # 1 hour, 2 hours, 3 hours, 4 hours, 8 hours, 1 day, 1W, 1M
-            # barSizeSetting='1 secs',
+            barSizeSetting=bar_size,
 
-            # durationStr='{count} S'.format(count=15000 * 5),
+            # time history length values format:
-            # durationStr='{count} D'.format(count=1),
+            # ``durationStr=integer{SPACE}unit (S|D|W|M|Y)``
-            # barSizeSetting='5 secs',
+            durationStr=duration,
-
-            durationStr='{count} S'.format(count=period_count),
-            # barSizeSetting='5 secs',
-            barSizeSetting='1 secs',
-
-            # barSizeSetting='1 min',
 
             # always use extended hours
             useRTH=False,
@@ -346,11 +404,21 @@ class Client:
             # whatToShow='TRADES',
         )
         if not bars:
-            # TODO: raise underlying error here
+            # NOTE: there's 2 cases here to handle (and this should be
-            raise ValueError(f"No bars retreived for {fqsn}?")
+            # read alongside the implementation of
+            # ``.reqHistoricalDataAsync()``):
+            # - no data is returned for the period likely due to
+            # a weekend, holiday or other non-trading period prior to
+            # ``end_dt`` which exceeds the ``duration``,
+            # - a timeout occurred in which case insync internals return
+            # an empty list thing with bars.clear()...
+            return [], np.empty(0), dt_duration
+            # TODO: we could maybe raise ``NoData`` instead if we
+            # rewrite the method in the first case? right now there's no
+            # way to detect a timeout.
 
         nparr = bars_to_np(bars)
-        return bars, nparr
+        return bars, nparr, dt_duration
 
     async def con_deats(
         self,
@@ -364,7 +432,15 @@ class Client:
                 futs.append(self.ib.reqContractDetailsAsync(con))
 
         # batch request all details
-        results = await asyncio.gather(*futs)
+        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 +449,11 @@ 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([
+                # nested dataclass we probably don't need and that won't
-                    con.symbol,
+                # IPC serialize..
-                    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..
                 d.secIdList = ''
-
+                key, calc_price = con2fqsn(d.contract)
                 details[key] = d
 
         return details
@@ -416,17 +483,20 @@ class Client:
         self,
         pattern: str,
         # how many contracts to search "up to"
-        upto: int = 3,
+        upto: int = 16,
         asdicts: bool = True,
 
     ) -> dict[str, ContractDetails]:
 
         # TODO add search though our adhoc-locally defined symbol set
         # for futes/cmdtys/
-        results = await self.search_stocks(
+        try:
-            pattern,
+            results = await self.search_stocks(
-            upto=upto,
+                pattern,
-        )
+                upto=upto,
+            )
+        except ConnectionError:
+            return {}
 
         for key, deats in results.copy().items():
 
@@ -437,21 +507,54 @@ class Client:
             if sectype == 'IND':
                 results[f'{sym}.IND'] = tract
                 results.pop(key)
-                exch = tract.exchange
+                # exch = tract.exchange
+
+                # 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 to lookup any contracts from our adhoc set
+                    # since often the exchange/venue is named slightly
+                    # different (eg. BRR.CMECRYPTO` instead of just
+                    # `.CME`).
+                    info = _adhoc_symbol_map.get(sym)
+                    if info:
+                        con_kwargs, bars_kwargs = info
+                        exch = con_kwargs['exchange']
 
-                if exch in _futes_venues:
                     # 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
-                        all_deats = await self.con_deats([con])
+                    # with the qualify flag.
-                        results |= all_deats
+                    # 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:
+            # forex pairs
-                        log.warning(err.message)
+            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 +586,19 @@ 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
@@ -502,61 +611,114 @@ 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 = ''
 
-        # try:
+        # another hack for forex pairs lul.
-        #     # give the cache a go
+        if (
-        #     return self._contracts[symbol]
+            '.idealpro' in symbol
-        # except KeyError:
+            # or '/' in symbol
-        #     log.debug(f'Looking up contract for {symbol}')
+        ):
-        expiry: str = ''
+            exch = 'IDEALPRO'
-        if symbol.count('.') > 1:
+            symbol = symbol.removesuffix('.idealpro')
-            symbol, _, expiry = symbol.rpartition('.')
+            if '/' in symbol:
+                symbol, currency = symbol.split('/')
 
-        # use heuristics to figure out contract "type"
+        else:
-        sym, exch = symbol.upper().rsplit('.', maxsplit=1)
+            # TODO: yes, a cache..
+            # try:
+            #     # give the cache a go
+            #     return self._contracts[symbol]
+            # except KeyError:
+            #     log.debug(f'Looking up contract for {symbol}')
+            expiry: str = ''
+            if symbol.count('.') > 1:
+                symbol, _, expiry = symbol.rpartition('.')
 
-        qualify: bool = True
+            # use heuristics to figure out contract "type"
+            symbol, exch = symbol.upper().rsplit('.', maxsplit=1)
+
+        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(
+                con = await self.get_fute(
-                    symbol=sym,
+                    symbol=symbol,
                     exchange=exch,
                     expiry=expiry,
                 )
 
             else:
                 # get the "front" contract
-                contract = await self.get_fute(
+                con = await self.get_fute(
-                    symbol=sym,
+                    symbol=symbol,
                     exchange=exch,
                     front=True,
                 )
 
-            qualify = False
+        elif (
-
+            exch in ('IDEALPRO')
-        elif exch in ('FOREX'):
+            or sectype == 'CASH'
-            currency = ''
+        ):
-            symbol, currency = sym.split('/')
+            # 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
 
+        # crypto$
+        elif exch == 'PAXOS':  # btc.paxos
+            con = ibis.Crypto(
+                symbol=symbol,
+                currency=currency,
+            )
+
         # stonks
         else:
             # TODO: metadata system for all these exchange rules..
@@ -569,41 +731,61 @@ 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]
-            raise ValueError(f"No contract could be found {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
 
-        self._contracts[pattern] = contract
+                else:
+                    raise
+            if not contracts:
+                raise ValueError(f"No contract could be found {con}")
 
-        # add an aditional entry with expiry suffix if available
+        # pack all contracts into cache
-        conexp = contract.lastTradeDateOrContractMonth
+        for tract in contracts:
-        if conexp:
+            exch: str = tract.primaryExchange or tract.exchange or exch
-            self._contracts[pattern + f'.{conexp}'] = contract
+            pattern = f'{symbol}.{exch}'
+            expiry = tract.lastTradeDateOrContractMonth
+            # add an entry with expiry suffix if available
+            if expiry:
+                pattern += f'.{expiry}'
 
-        return contract
+            self._contracts[pattern.lower()] = tract
+
+        return contracts
 
     async def get_head_time(
         self,
-        contract: Contract,
+        fqsn: str,
-    ) -> datetime:
-        """Return the first datetime stamp for ``contract``.
 
-        """
+    ) -> datetime:
+        '''
+        Return the first datetime stamp for ``contract``.
+
+        '''
+        contract = (await self.find_contracts(fqsn))[0]
         return await self.ib.reqHeadTimeStampAsync(
             contract,
             whatToShow='TRADES',
@@ -614,9 +796,10 @@ 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,
@@ -672,9 +855,7 @@ class Client:
     # async to be consistent for the client proxy, and cuz why not.
     def submit_limit(
         self,
-        # ignored since ib doesn't support defining your
+        oid: str,  # ignored since doesn't support defining your own
-        # own order id
-        oid: str,
         symbol: str,
         price: float,
         action: str,
@@ -690,6 +871,9 @@ class Client:
         '''
         Place an order and return integer request id provided by client.
 
+        Relevant docs:
+        - https://interactivebrokers.github.io/tws-api/order_limitations.html
+
         '''
         try:
             contract = self._contracts[symbol]
@@ -715,6 +899,9 @@ class Client:
                     optOutSmartRouting=True,
                     routeMarketableToBbo=True,
                     designatedLocation='SMART',
+                    # TODO: make all orders GTC?
+                    # https://interactivebrokers.github.io/tws-api/classIBApi_1_1Order.html#a95539081751afb9980f4c6bd1655a6ba
+                    # goodTillDate=f"yyyyMMdd-HH:mm:ss",
                 ),
             )
         except AssertionError:  # errrg insync..
@@ -804,6 +991,73 @@ 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 +1065,23 @@ _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 {}
@@ -836,6 +1103,7 @@ async def load_aio_clients(
     # retry a few times to get the client going..
     connect_retries: int = 3,
     connect_timeout: float = 0.5,
+    disconnect_on_exit: bool = True,
 
 ) -> dict[str, Client]:
     '''
@@ -908,6 +1176,12 @@ async def load_aio_clients(
                     # careful.
                     timeout=connect_timeout,
                 )
+                # create and cache client
+                client = Client(ib)
+
+                # update all actor-global caches
+                log.info(f"Caching client for {sockaddr}")
+                _client_cache[sockaddr] = client
                 break
 
             except (
@@ -931,21 +1205,9 @@ async def load_aio_clients(
                 log.warning(
                     f'Failed to connect on {port} for {i} time, retrying...')
 
-        # create and cache client
-        client = Client(ib)
-
         # Pre-collect all accounts available for this
         # connection and map account names to this client
         # instance.
-        pps = ib.positions()
-        if pps:
-            for pp in pps:
-                accounts_found[
-                    accounts_def.inverse[pp.account]
-                ] = client
-
-        # if there are accounts without positions we should still
-        # register them for this client
         for value in ib.accountValues():
             acct_number = value.account
 
@@ -966,10 +1228,6 @@ async def load_aio_clients(
             f'{pformat(accounts_found)}'
         )
 
-        # update all actor-global caches
-        log.info(f"Caching client for {sockaddr}")
-        _client_cache[sockaddr] = client
-
         # XXX: why aren't we just updating this directy above
         # instead of using the intermediary `accounts_found`?
         _accounts2clients.update(accounts_found)
@@ -987,10 +1245,11 @@ async def load_aio_clients(
     finally:
         # TODO: for re-scans we'll want to not teardown clients which
         # are up and stable right?
-        for acct, client in _accounts2clients.items():
+        if disconnect_on_exit:
-            log.info(f'Disconnecting {acct}@{client}')
+            for acct, client in _accounts2clients.items():
-            client.ib.disconnect()
+                log.info(f'Disconnecting {acct}@{client}')
-            _client_cache.pop((host, port))
+                client.ib.disconnect()
+                _client_cache.pop((host, port), None)
 
 
 async def load_clients_for_trio(
@@ -1019,9 +1278,6 @@ 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],
@@ -1029,7 +1285,6 @@ async def open_client_proxies() -> tuple[
 ]:
     async with (
         tractor.trionics.maybe_open_context(
-            # acm_func=open_client_proxies,
             acm_func=tractor.to_asyncio.open_channel_from,
             kwargs={'target': load_clients_for_trio},
 
@@ -1044,13 +1299,14 @@ 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 +1455,13 @@ 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/kraken/README.rst

@@ -0,0 +1,64 @@
+``kraken`` backend
+------------------
+though they don't have the most liquidity of all the cexes they sure are
+accommodating to those of us who appreciate a little ``xmr``.
+
+status
+******
+current support is *production grade* and both real-time data and order
+management should be correct and fast. this backend is used by core devs
+for live trading.
+
+
+config
+******
+In order to get order mode support your ``brokers.toml``
+needs to have something like the following:
+
+.. code:: toml
+
+   [kraken]
+   accounts.spot = 'spot'
+   key_descr = "spot"
+   api_key = "69696969696969696696969696969696969696969696969696969696"
+   secret = "BOOBSBOOBSBOOBSBOOBSBOOBSSMBZ69696969696969669969696969696"
+
+
+If everything works correctly you should see any current positions
+loaded in the pps pane on chart load and you should also be able to
+check your trade records in the file::
+
+    <pikerk_conf_dir>/ledgers/trades_kraken_spot.toml
+
+
+An example ledger file will have entries written verbatim from the
+trade events schema:
+
+.. code:: toml
+
+    [TFJBKK-SMBZS-VJ4UWS]
+    ordertxid = "SMBZSA-7CNQU-3HWLNJ"
+    postxid = "SMBZSE-M7IF5-CFI7LT"
+    pair = "XXMRZEUR"
+    time = 1655691993.4133966
+    type = "buy"
+    ordertype = "limit"
+    price = "103.97000000"
+    cost = "499.99999977"
+    fee = "0.80000000"
+    vol = "4.80907954"
+    margin = "0.00000000"
+    misc = ""
+
+
+your ``pps.toml`` file will have position entries like,
+
+.. code:: toml
+
+   [kraken.spot."xmreur.kraken"]
+   size = 4.80907954
+   ppu = 103.97000000
+   bsuid = "XXMRZEUR"
+   clears = [
+    { tid = "TFJBKK-SMBZS-VJ4UWS", cost = 0.8, price = 103.97, size = 4.80907954, dt = "2022-05-20T02:26:33.413397+00:00" },
+   ]

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 +1,540 @@
+# 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/>.
+
+'''
+Kraken web API wrapping.
+
+'''
+from contextlib import asynccontextmanager as acm
+from datetime import datetime
+import itertools
+from typing import (
+    Any,
+    Optional,
+    Union,
+)
+import time
+
+from bidict import bidict
+import pendulum
+import asks
+from fuzzywuzzy import process as fuzzy
+import numpy as np
+import urllib.parse
+import hashlib
+import hmac
+import base64
+import trio
+
+from piker import config
+from piker.brokers._util import (
+    resproc,
+    SymbolNotFound,
+    BrokerError,
+    DataThrottle,
+)
+from piker.pp import Transaction
+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',
+}
+
+
+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:
+
+    # global symbol normalization table
+    _ntable: dict[str, str] = {}
+    _atable: bidict[str, str] = bidict()
+
+    def __init__(
+        self,
+        config: dict[str, str],
+        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.conf: dict[str, str] = config
+        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_balances(
+        self,
+    ) -> dict[str, float]:
+        '''
+        Return the set of asset balances for this account
+        by symbol.
+
+        '''
+        resp = await self.endpoint(
+            'Balance',
+            {},
+        )
+        by_bsuid = resp['result']
+        return {
+            self._atable[sym].lower(): float(bal)
+            for sym, bal in by_bsuid.items()
+        }
+
+    async def get_assets(self) -> dict[str, dict]:
+        resp = await self._public('Assets', {})
+        return resp['result']
+
+    async def cache_assets(self) -> None:
+        assets = self.assets = await self.get_assets()
+        for bsuid, info in assets.items():
+            self._atable[bsuid] = info['altname']
+
+    async def get_trades(
+        self,
+        fetch_limit: int = 10,
+
+    ) -> 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():
+            if i >= fetch_limit:
+                break
+
+            # 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 get_xfers(
+        self,
+        asset: str,
+        src_asset: str = '',
+
+    ) -> dict[str, Transaction]:
+        '''
+        Get asset balance transfer transactions.
+
+        Currently only withdrawals are supported.
+
+        '''
+        xfers: list[dict] = (await self.endpoint(
+            'WithdrawStatus',
+            {'asset': asset},
+        ))['result']
+
+        # eg. resp schema:
+        # 'result': [{'method': 'Bitcoin', 'aclass': 'currency', 'asset':
+        #     'XXBT', 'refid': 'AGBJRMB-JHD2M4-NDI3NR', 'txid':
+        #     'b95d66d3bb6fd76cbccb93f7639f99a505cb20752c62ea0acc093a0e46547c44',
+        #     'info': 'bc1qc8enqjekwppmw3g80p56z5ns7ze3wraqk5rl9z',
+        #     'amount': '0.00300726', 'fee': '0.00001000', 'time':
+        #     1658347714, 'status': 'Success'}]}
+
+        trans: dict[str, Transaction] = {}
+        for entry in xfers:
+            # look up the normalized name
+            asset = self._atable[entry['asset']].lower()
+
+            # XXX: this is in the asset units (likely) so it isn't
+            # quite the same as a commisions cost necessarily..)
+            cost = float(entry['fee'])
+
+            tran = Transaction(
+                fqsn=asset + '.kraken',
+                tid=entry['txid'],
+                dt=pendulum.from_timestamp(entry['time']),
+                bsuid=f'{asset}{src_asset}',
+                size=-1*(
+                    float(entry['amount'])
+                    +
+                    cost
+                ),
+                # since this will be treated as a "sell" it
+                # shouldn't be needed to compute the be price.
+                price='NaN',
+
+                # XXX: see note above
+                cost=0,
+            )
+            trans[tran.tid] = tran
+
+        return trans
+
+    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,
+
+    ) -> dict[str, dict[str, str]]:
+
+        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()
+
+            ntable = {}
+            for restapikey, info in self._pairs.items():
+                ntable[restapikey] = ntable[info['wsname']] = info['altname']
+
+            self._ntable.update(ntable)
+
+        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)
+
+    @classmethod
+    def normalize_symbol(
+        cls,
+        ticker: str
+    ) -> str:
+        '''
+        Normalize symbol names to to a 3x3 pair from the global
+        definition map which we build out from the data retreived from
+        the 'AssetPairs' endpoint, see methods above.
+
+        '''
+        ticker = cls._ntable[ticker]
+        symlen = len(ticker)
+        if symlen != 6:
+            raise ValueError(f'Unhandled symbol: {ticker}')
+
+        return ticker.lower()
+
+
+@acm
+async def get_client() -> Client:
+
+    conf = get_config()
+    if conf:
+        client = Client(
+            conf,
+            name=conf['key_descr'],
+            api_key=conf['api_key'],
+            secret=conf['secret']
+        )
+    else:
+        client = Client({})
+
+    # at startup, load all symbols, and asset info in
+    # batch requests.
+    async with trio.open_nursery() as nurse:
+        nurse.start_soon(client.cache_assets)
+        await client.cache_symbols()
+
+    yield client

piker/brokers/kraken/feed.py

@@ -0,0 +1,502 @@
+# 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 datetime import datetime
+from typing import (
+    Any,
+    Optional,
+    Callable,
+)
+import time
+
+from async_generator import aclosing
+from fuzzywuzzy import process as fuzzy
+import numpy as np
+import pendulum
+from trio_typing import TaskStatus
+import tractor
+import trio
+
+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,
+)
+
+
+# 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
+
+    cost_decimals: int
+    costmin: float
+    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
+
+
+class OHLC(Struct):
+    '''
+    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] = []
+
+
+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
+
+        match msg:
+            case {'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
+
+            case _:
+                # passthrough sub msgs
+                yield msg
+
+
+async def process_data_feed_msgs(
+    ws: NoBsWs,
+):
+    '''
+    Parse and pack data feed messages.
+
+    '''
+    async for msg in stream_messages(ws):
+        match msg:
+            case {
+                'errorMessage': errmsg
+            }:
+                raise BrokerError(errmsg)
+
+            case {
+                'event': 'subscriptionStatus',
+            } as sub:
+                log.info(
+                    'WS subscription is active:\n'
+                    f'{sub}'
+                )
+                continue
+
+            case [
+                chan_id,
+                *payload_array,
+                chan_name,
+                pair
+            ]:
+                if 'ohlc' in chan_name:
+                    ohlc = OHLC(
+                        chan_id,
+                        chan_name,
+                        pair,
+                        *payload_array[0]
+                    )
+                    ohlc.typecast()
+                    yield 'ohlc', ohlc
+
+                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)
+
+            case _:
+                print(f'UNHANDLED MSG: {msg}')
+                # yield msg
+
+
+def normalize(
+    ohlc: OHLC,
+
+) -> dict:
+    quote = ohlc.to_dict()
+    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
+
+
+@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(
+            timeframe: float,
+            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()
+            sym_info = await client.symbol_info(sym)
+            si = Pair(**sym_info)  # 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: NoBsWs):
+
+            # XXX: setup subs
+            # https://docs.kraken.com/websockets/#message-subscribe
+            # 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
+            ohlc_sub = {
+                'event': 'subscribe',
+                'pair': list(ws_pairs.values()),
+                'subscription': {
+                    '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 = {
+                'event': 'subscribe',
+                'pair': list(ws_pairs.values()),
+                'subscription': {
+                    '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,
+            aclosing(process_data_feed_msgs(ws)) as msg_gen,
+        ):
+            # pull a first quote and deliver
+            typ, ohlc_last = await anext(msg_gen)
+            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
+from ..data.types import Struct
-
+from ..pp import Position
-
-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
 
 
 _size_units = bidict({
@@ -84,33 +40,30 @@ SizeUnit = Enum(
 )
 
 
-class Allocator(BaseModel):
+class Allocator(Struct):
-
-    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
 
     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_unit: str = 'currency'
-    _size_units: dict[str, Optional[str]] = _size_units
 
-    @validator('size_unit', pre=True)
+    @property
-    def maybe_lookup_key(cls, v):
+    def size_unit(self) -> str:
-        # apply the corresponding enum key for the text "description" value
+        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
@@ -140,10 +93,13 @@ class Allocator(BaseModel):
         else:
             return self.units_limit
 
+    def limit_info(self) -> tuple[str, float]:
+        return self.size_unit, self.limit()
+
     def next_order_info(
         self,
 
-        # we only need a startup size for exit calcs, we can the
+        # we only need a startup size for exit calcs, we can then
         # determine how large slots should be if the initial pp size was
         # larger then the current live one, and the live one is smaller
         # then the initial config settings.
@@ -173,7 +129,7 @@ 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.ppu
             slot_size = currency_per_slot / price
             l_sub_pp = (self.currency_limit - live_cost_basis) / price
 
@@ -184,12 +140,14 @@ class Allocator(BaseModel):
 
         # an entry (adding-to or starting a pp)
         if (
-            action == 'buy' and live_size > 0 or
-            action == 'sell' and live_size < 0 or
             live_size == 0
+            or (action == 'buy' and live_size > 0)
+            or action == 'sell' and live_size < 0
         ):
-
+            order_size = min(
-            order_size = min(slot_size, l_sub_pp)
+                slot_size,
+                max(l_sub_pp, 0),
+            )
 
         # an exit (removing-from or going to net-zero pp)
         else:
@@ -205,7 +163,7 @@ 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.ppu
 
             else:
                 slot_size = u_per_slot
@@ -244,7 +202,12 @@ 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,
+                    ppu=price,
+                    bsuid=sym,
+                )
             )
 
         return {
@@ -271,8 +234,8 @@ 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 = size or (abs_pp_size * pp.ppu)
-            live_currency_size = abs_pp_size * pp.avg_price
+            live_currency_size = abs_pp_size * pp.ppu
             prop = live_currency_size / self.currency_limit
 
         else:
@@ -284,14 +247,6 @@ class Allocator(BaseModel):
         return round(prop * self.slots)
 
 
-_derivs = (
-    'future',
-    'continuous_future',
-    'option',
-    'futures_option',
-)
-
-
 def mk_allocator(
 
     symbol: Symbol,
@@ -300,7 +255,7 @@ 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,
@@ -318,42 +273,9 @@ def mk_allocator(
         'currency_limit': 6e3,
         'slots': 6,
     }
-
     defaults.update(user_def)
 
-    alloc = Allocator(
+    return Allocator(
         symbol=symbol,
         **defaults,
     )
-
-    asset_type = symbol.type_key
-
-    # specific configs by asset class / type
-
-    if asset_type in _derivs:
-        # since it's harder to know how currency "applies" in this case
-        # given leverage properties
-        alloc.size_unit = '# units'
-
-        # set units limit to slots size thus making make the next
-        # entry step 1.0
-        alloc.units_limit = alloc.slots
-
-    # 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
-
-        if startup_size > alloc.currency_limit:
-            alloc.currency_limit = round(startup_size, ndigits=2)
-
-    else:
-        startup_size = abs(startup_pp.size)
-
-        if startup_size > alloc.units_limit:
-            alloc.units_limit = startup_size
-
-            if asset_type in _derivs:
-                alloc.slots = alloc.units_limit
-
-    return alloc

piker/clearing/_client.py

@@ -19,25 +19,24 @@ Orders and execution client API.
 
 """
 from contextlib import asynccontextmanager as acm
-from typing import Dict
 from pprint import pformat
-from dataclasses import dataclass, field
 
 import trio
 import tractor
 from tractor.trionics import broadcast_receiver
 
 from ..log import get_logger
+from ..data.types import Struct
 from ._ems import _emsd_main
 from .._daemon import maybe_open_emsd
 from ._messages import Order, Cancel
+from ..brokers import get_brokermod
 
 
 log = get_logger(__name__)
 
 
-@dataclass
+class OrderBook(Struct):
-class OrderBook:
     '''EMS-client-side order book ctl and tracking.
 
     A style similar to "model-view" is used here where this api is
@@ -52,20 +51,18 @@ class OrderBook:
     # mem channels used to relay order requests to the EMS daemon
     _to_ems: trio.abc.SendChannel
     _from_order_book: trio.abc.ReceiveChannel
-
+    _sent_orders: dict[str, Order] = {}
-    _sent_orders: Dict[str, Order] = field(default_factory=dict)
-    _ready_to_receive: trio.Event = trio.Event()
 
     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(
+    def send_update(
         self,
 
         uuid: str,
@@ -73,9 +70,8 @@ class OrderBook:
 
     ) -> dict:
         cmd = self._sent_orders[uuid]
-        msg = cmd.dict()
+        msg = cmd.copy(update=data)
-        msg.update(data)
+        self._sent_orders[uuid] = msg
-        self._sent_orders[uuid] = Order(**msg)
         self._to_ems.send_nowait(msg)
         return cmd
 
@@ -83,12 +79,18 @@ class OrderBook:
         """Cancel an order (or alert) in the EMS.
 
         """
-        cmd = self._sent_orders[uuid]
+        cmd = self._sent_orders.get(uuid)
+        if not cmd:
+            log.error(
+                f'Unknown order {uuid}!?\n'
+                f'Maybe there is a stale entry or line?\n'
+                f'You should report this as a bug!'
+            )
         msg = Cancel(
             oid=uuid,
             symbol=cmd.symbol,
         )
-        self._to_ems.send_nowait(msg.dict())
+        self._to_ems.send_nowait(msg)
 
 
 _orders: OrderBook = None
@@ -149,10 +151,17 @@ 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:
+            sym = cmd.symbol
-                log.info(f'Send order cmd:\n{pformat(cmd)}')
+            msg = pformat(cmd)
+            if sym == symbol_key:
+                log.info(f'Send order cmd:\n{msg}')
                 # send msg over IPC / wire
                 await to_ems_stream.send(cmd)
+            else:
+                log.warning(
+                    f'Ignoring unmatched order cmd for {sym} != {symbol_key}:'
+                    f'\n{msg}'
+                )
 
 
 @acm
@@ -204,20 +213,35 @@ async def open_ems(
     from ..data._source import unpack_fqsn
     broker, symbol, suffix = unpack_fqsn(fqsn)
 
+    mode: str = 'live'
+
     async with maybe_open_emsd(broker) as portal:
 
+        mod = get_brokermod(broker)
+        if not getattr(mod, 'trades_dialogue', None):
+            mode = 'paper'
+
         async with (
             # connect to emsd
             portal.open_context(
 
                 _emsd_main,
                 fqsn=fqsn,
+                exec_mode=mode,
 
-            ) as (ctx, (positions, accounts)),
+            ) as (
+                ctx,
+                (
+                    positions,
+                    accounts,
+                    dialogs,
+                )
+            ),
 
             # open 2-way trade command stream
             ctx.open_stream() as trades_stream,
         ):
+            # start sync code order msg delivery task
             async with trio.open_nursery() as n:
                 n.start_soon(
                     relay_order_cmds_from_sync_code,
@@ -225,4 +249,10 @@ async def open_ems(
                     trades_stream
                 )
 
-                yield book, trades_stream, positions, accounts
+                yield (
+                    book,
+                    trades_stream,
+                    positions,
+                    accounts,
+                    dialogs,
+                )

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
@@ -15,22 +15,95 @@
 # 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
+# from collections import (
-
+#     ChainMap,
-# TODO: try out just encoding/send direction for now?
+#     deque,
-# import msgspec
+# )
-from pydantic import BaseModel
+from typing import (
+    Optional,
+    Literal,
+)
 
 from ..data._source import Symbol
+from ..data.types import Struct
 
+
+# TODO: a composite for tracking msg flow on 2-legged
+# dialogs.
+# class Dialog(ChainMap):
+#     '''
+#     Msg collection abstraction to easily track the state changes of
+#     a msg flow in one high level, query-able and immutable construct.
+
+#     The main use case is to query data from a (long-running)
+#     msg-transaction-sequence
+
+
+#     '''
+#     def update(
+#         self,
+#         msg,
+#     ) -> None:
+#         self.maps.insert(0, msg.to_dict())
+
+#     def flatten(self) -> dict:
+#         return dict(self)
+
+
+# TODO: ``msgspec`` stuff worth paying attention to:
+# - schema evolution:
+# https://jcristharif.com/msgspec/usage.html#schema-evolution
+# - for eg. ``BrokerdStatus``, instead just have separate messages?
+# - use literals for a common msg determined by diff keys?
+#   - https://jcristharif.com/msgspec/usage.html#literal
+
+# --------------
 # Client -> emsd
+# --------------
+
+class Order(Struct):
+
+    # TODO: ideally we can combine these 2 fields into
+    # 1 and just use the size polarity to determine a buy/sell.
+    # i would like to see this become more like
+    # https://jcristharif.com/msgspec/usage.html#literal
+    # action: Literal[
+    #     'live',
+    #     'dark',
+    #     'alert',
+    # ]
+
+    action: Literal[
+        'buy',
+        'sell',
+        'alert',
+    ]
+    # determines whether the create execution
+    # will be submitted to the ems or directly to
+    # the backend broker
+    exec_mode: Literal[
+        'dark',
+        'live',
+        # 'paper',  no right?
+    ]
+
+    # internal ``emdsd`` unique "order id"
+    oid: str  # uuid4
+    symbol: str | Symbol
+    account: str  # should we set a default as '' ?
+
+    price: float
+    size: float  # -ve is "sell", +ve is "buy"
+
+    brokers: Optional[list[str]] = []
 
 
-class Cancel(BaseModel):
+class Cancel(Struct):
-    '''Cancel msg for removing a dark (ems triggered) or
+    '''
+    Cancel msg for removing a dark (ems triggered) or
     broker-submitted (live) trigger/order.
 
     '''
@@ -39,82 +112,61 @@ class Cancel(BaseModel):
     symbol: str
 
 
-class Order(BaseModel):
+# --------------
-
-    action: str  # {'buy', 'sell', 'alert'}
-    # internal ``emdsd`` unique "order id"
-    oid: str  # uuid4
-    symbol: Union[str, Symbol]
-    account: str  # should we set a default as '' ?
-
-    price: float
-    size: float
-    brokers: list[str]
-
-    # Assigned once initial ack is received
-    # ack_time_ns: Optional[int] = None
-
-    # determines whether the create execution
-    # will be submitted to the ems or directly to
-    # 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(Struct):
-class Status(BaseModel):
 
     name: str = 'status'
-    oid: str  # uuid4
     time_ns: int
+    oid: str  # uuid4 ems-order dialog id
 
-    # {
+    resp: Literal[
-    #   'dark_submitted',
+      'pending',  # acked by broker but not yet open
-    #   'dark_cancelled',
+      'open',
-    #   'dark_triggered',
+      'dark_open',  # dark/algo triggered order is open in ems clearing loop
-
+      'triggered',  # above triggered order sent to brokerd, or an alert closed
-    #   'broker_submitted',
+      'closed',  # fully cleared all size/units
-    #   'broker_cancelled',
+      'fill',  # partial execution
-    #   'broker_executed',
+      'canceled',
-    #   'broker_filled',
+      'error',
-    #   'broker_errored',
+    ]
-
-    #   'alert_submitted',
-    #   'alert_triggered',
-
-    # }
-    resp: str  # "response", see above
-
-    # symbol: str
-
-    # trigger info
-    trigger_price: Optional[float] = None
-    # price: float
-
-    # broker: Optional[str] = None
 
     # this maps normally to the ``BrokerdOrder.reqid`` below, an id
     # normally allocated internally by the backend broker routing system
-    broker_reqid: Optional[Union[int, str]] = None
+    reqid: Optional[int | str] = None
 
-    # for relaying backend msg data "through" the ems layer
+    # the (last) source order/request msg if provided
+    # (eg. the Order/Cancel which causes this msg) and
+    # acts as a back-reference to the corresponding
+    # request message which was the source of this msg.
+    req: Order | None = None
+
+    # XXX: better design/name here?
+    # flag that can be set to indicate a message for an order
+    # event that wasn't originated by piker's emsd (eg. some external
+    # trading system which does it's own order control but that you
+    # might want to "track" using piker UIs/systems).
+    src: Optional[str] = None
+
+    # set when a cancel request msg was set for this order flow dialog
+    # but the brokerd dialog isn't yet in a cancelled state.
+    cancel_called: bool = False
+
+    # for relaying a boxed brokerd-dialog-side msg data "through" the
+    # ems layer to clients.
     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
@@ -127,34 +179,38 @@ class BrokerdCancel(BaseModel):
     # for setting a unique order id then this value will be relayed back
     # on the emsd order request stream as the ``BrokerdOrderAck.reqid``
     # field
-    reqid: Optional[Union[int, str]] = None
+    reqid: Optional[int | str] = None
 
 
-class BrokerdOrder(BaseModel):
+class BrokerdOrder(Struct):
 
-    action: str  # {buy, sell}
     oid: str
     account: str
     time_ns: int
 
+    # TODO: if we instead rely on a +ve/-ve size to determine
+    # the action we more or less don't need this field right?
+    action: str = ''  # {buy, sell}
+
     # "broker request id": broker specific/internal order id if this is
     # None, creates a new order otherwise if the id is valid the backend
     # api must modify the existing matching order. If the broker allows
     # for setting a unique order id then this value will be relayed back
     # on the emsd order request stream as the ``BrokerdOrderAck.reqid``
     # field
-    reqid: Optional[Union[int, str]] = None
+    reqid: Optional[int | str] = None
 
-    symbol: str  # symbol.<providername> ?
+    symbol: str  # fqsn
     price: float
     size: float
 
 
+# ---------------
 # emsd <- brokerd
+# ---------------
 # requests *received* to ems from broker backend
 
-
+class BrokerdOrderAck(Struct):
-class BrokerdOrderAck(BaseModel):
     '''
     Immediate reponse to a brokerd order request providing the broker
     specific unique order id so that the EMS can associate this
@@ -165,39 +221,32 @@ class BrokerdOrderAck(BaseModel):
     name: str = 'ack'
 
     # defined and provided by backend
-    reqid: Union[int, str]
+    reqid: int | str
 
     # emsd id originally sent in matching request msg
     oid: str
     account: str = ''
 
 
-class BrokerdStatus(BaseModel):
+class BrokerdStatus(Struct):
 
     name: str = 'status'
-    reqid: Union[int, str]
+    reqid: int | str
     time_ns: int
+    status: Literal[
+        'open',
+        'canceled',
+        'fill',
+        'pending',
+        'error',
+    ]
 
-    # XXX: should be best effort set for every update
+    account: str
-    account: str = ''
-
-    # {
-    #   'submitted',
-    #   'cancelled',
-    #   'filled',
-    # }
-    status: str
-
     filled: float = 0.0
     reason: str = ''
     remaining: float = 0.0
 
-    # XXX: better design/name here?
+    # external: bool = False
-    # flag that can be set to indicate a message for an order
-    # event that wasn't originated by piker's emsd (eg. some external
-    # trading system which does it's own order control but that you
-    # might want to "track" using piker UIs/systems).
-    external: bool = False
 
     # XXX: not required schema as of yet
     broker_details: dict = {
@@ -205,21 +254,21 @@ class BrokerdStatus(BaseModel):
     }
 
 
-class BrokerdFill(BaseModel):
+class BrokerdFill(Struct):
     '''
     A single message indicating a "fill-details" event from the broker
     if avaiable.
 
     '''
     name: str = 'fill'
-    reqid: Union[int, str]
+    reqid: int | str
     time_ns: int
 
     # order exeuction related
-    action: str
     size: float
     price: float
 
+    action: Optional[str] = None
     broker_details: dict = {}  # meta-data (eg. commisions etc.)
 
     # brokerd timestamp required for order mode arrow placement on x-axis
@@ -230,7 +279,7 @@ class BrokerdFill(BaseModel):
     broker_time: float
 
 
-class BrokerdError(BaseModel):
+class BrokerdError(Struct):
     '''
     Optional error type that can be relayed to emsd for error handling.
 
@@ -242,14 +291,14 @@ class BrokerdError(BaseModel):
 
     # if no brokerd order request was actually submitted (eg. we errored
     # at the ``pikerd`` layer) then there will be ``reqid`` allocated.
-    reqid: Optional[Union[int, str]] = None
+    reqid: Optional[int | str] = None
 
     symbol: str
     reason: str
     broker_details: dict = {}
 
 
-class BrokerdPosition(BaseModel):
+class BrokerdPosition(Struct):
     '''Position update event from brokerd.
 
     '''
@@ -258,6 +307,6 @@ class BrokerdPosition(BaseModel):
     broker: str
     account: str
     symbol: str
-    currency: str
     size: float
     avg_price: float
+    currency: str = ''

piker/clearing/_paper_engine.py

@@ -18,54 +18,71 @@
 Fake trading for forward testing.
 
 """
+from collections import defaultdict
 from contextlib import asynccontextmanager
 from datetime import datetime
 from operator import itemgetter
+import itertools
 import time
-from typing import Tuple, Optional, Callable
+from typing import (
+    Any,
+    Optional,
+    Callable,
+)
 import uuid
 
 from bidict import bidict
+import pendulum
 import trio
 import tractor
-from dataclasses import dataclass
 
 from .. import data
+from ..data._source import Symbol
+from ..data.types import Struct
+from ..pp import (
+    Position,
+    Transaction,
+)
 from ..data._normalize import iterticks
 from ..data._source import unpack_fqsn
 from ..log import get_logger
 from ._messages import (
-    BrokerdCancel, BrokerdOrder, BrokerdOrderAck, BrokerdStatus,
+    BrokerdCancel,
-    BrokerdFill, BrokerdPosition, BrokerdError
+    BrokerdOrder,
+    BrokerdOrderAck,
+    BrokerdStatus,
+    BrokerdFill,
+    BrokerdPosition,
+    BrokerdError,
 )
 
 
 log = get_logger(__name__)
 
 
-@dataclass
+class PaperBoi(Struct):
-class PaperBoi:
+    '''
-    """
+    Emulates a broker order client providing approximately the same API
-    Emulates a broker order client providing the same API and
+    and delivering an order-event response stream but with methods for
-    delivering an order-event response stream but with methods for
     triggering desired events based on forward testing engine
-    requirements.
+    requirements (eg open, closed, fill msgs).
 
-    """
+    '''
     broker: str
 
     ems_trades_stream: tractor.MsgStream
 
     # map of paper "live" orders which be used
     # to simulate fills based on paper engine settings
-    _buys: bidict
+    _buys: defaultdict[str, bidict]
-    _sells: bidict
+    _sells: defaultdict[str, bidict]
     _reqids: bidict
-    _positions: dict[str, BrokerdPosition]
+    _positions: dict[str, Position]
+    _trade_ledger: dict[str, Any]
 
     # init edge case L1 spread
-    last_ask: Tuple[float, float] = (float('inf'), 0)  # price, size
+    last_ask: tuple[float, float] = (float('inf'), 0)  # price, size
-    last_bid: Tuple[float, float] = (0, 0)
+    last_bid: tuple[float, float] = (0, 0)
 
     async def submit_limit(
         self,
@@ -75,27 +92,24 @@ class PaperBoi:
         action: str,
         size: float,
         reqid: Optional[str],
+
     ) -> int:
-        """Place an order and return integer request id provided by client.
+        '''
-
+        Place an order and return integer request id provided by client.
-        """
-        is_modify: bool = False
-        if reqid is None:
-            reqid = str(uuid.uuid4())
-
-        else:
-            # order is already existing, this is a modify
-            (oid, symbol, action, old_price) = self._reqids[reqid]
-            assert old_price != price
-            is_modify = True
-
-        # register order internally
-        self._reqids[reqid] = (oid, symbol, action, price)
 
+        '''
         if action == 'alert':
             # bypass all fill simulation
             return reqid
 
+        entry = self._reqids.get(reqid)
+        if entry:
+            # order is already existing, this is a modify
+            (oid, symbol, action, old_price) = entry
+        else:
+            # register order internally
+            self._reqids[reqid] = (oid, symbol, action, price)
+
         # TODO: net latency model
         # we checkpoint here quickly particulalry
         # for dark orders since we want the dark_executed
@@ -107,15 +121,18 @@ class PaperBoi:
             size = -size
 
         msg = BrokerdStatus(
-            status='submitted',
+            status='open',
+            # account=f'paper_{self.broker}',
+            account='paper',
             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 (
@@ -123,28 +140,28 @@ class PaperBoi:
             ) or (
             action == 'sell' and (clear_price := self.last_bid[0]) >= price
         ):
-            await self.fake_fill(symbol, clear_price, size, action, reqid, oid)
+            await self.fake_fill(
+                symbol,
+                clear_price,
+                size,
+                action,
+                reqid,
+                oid,
+            )
 
+        # register this submissions as a paper live order
         else:
-            # register this submissions as a paper live order
+            # set the simulated order in the respective table for lookup
-
+            # and trigger by the simulated clearing task normally
-            # submit order to book simulation fill loop
+            # running ``simulate_fills()``.
             if action == 'buy':
                 orders = self._buys
 
             elif action == 'sell':
                 orders = self._sells
 
-            # set the simulated order in the respective table for lookup
+            # {symbol -> bidict[oid, (<price data>)]}
-            # and trigger by the simulated clearing task normally
+            orders[symbol][oid] = (price, size, reqid, action)
-            # running ``simulate_fills()``.
-
-            if is_modify:
-                # remove any existing order for the old price
-                orders[symbol].pop((oid, old_price))
-
-            # buys/sells: (symbol  -> (price -> order))
-            orders.setdefault(symbol, {})[(oid, price)] = (size, reqid, action)
 
         return reqid
 
@@ -157,26 +174,26 @@ class PaperBoi:
         oid, symbol, action, price = self._reqids[reqid]
 
         if action == 'buy':
-            self._buys[symbol].pop((oid, price))
+            self._buys[symbol].pop(oid, None)
         elif action == 'sell':
-            self._sells[symbol].pop((oid, price))
+            self._sells[symbol].pop(oid, None)
 
         # TODO: net latency model
         await trio.sleep(0.05)
 
         msg = BrokerdStatus(
-            status='cancelled',
+            status='canceled',
-            oid=oid,
+            account='paper',
             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,
 
-        symbol: str,
+        fqsn: str,
         price: float,
         size: float,
         action: str,  # one of {'buy', 'sell'}
@@ -190,21 +207,21 @@ class PaperBoi:
         remaining: float = 0,
 
     ) -> None:
-        """Pretend to fill a broker order @ price and size.
+        '''
+        Pretend to fill a broker order @ price and size.
 
-        """
+        '''
         # TODO: net latency model
         await trio.sleep(0.05)
+        fill_time_ns = time.time_ns()
+        fill_time_s = time.time()
 
-        msg = BrokerdFill(
+        fill_msg = BrokerdFill(
-
             reqid=reqid,
-            time_ns=time.time_ns(),
+            time_ns=fill_time_ns,
-
             action=action,
             size=size,
             price=price,
-
             broker_time=datetime.now().timestamp(),
             broker_details={
                 'paper_info': {
@@ -214,79 +231,67 @@ class PaperBoi:
                 'name': self.broker + '_paper',
             },
         )
-        await self.ems_trades_stream.send(msg.dict())
+        log.info(f'Fake filling order:\n{fill_msg}')
+        await self.ems_trades_stream.send(fill_msg)
+
+        self._trade_ledger.update(fill_msg.to_dict())
 
         if order_complete:
-
             msg = BrokerdStatus(
-
                 reqid=reqid,
                 time_ns=time.time_ns(),
-
+                # account=f'paper_{self.broker}',
-                status='filled',
+                account='paper',
+                status='closed',
                 filled=size,
                 remaining=0 if order_complete else remaining,
-
-                action=action,
-                size=size,
-                price=price,
-
-                broker_details={
-                    'paper_info': {
-                        'oid': oid,
-                    },
-                    '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}'
+        key = fqsn.rstrip(f'.{self.broker}')
-        pp_msg = self._positions.setdefault(
+        pp = self._positions.setdefault(
-            token,
+            fqsn,
-            BrokerdPosition(
+            Position(
-                broker=self.broker,
+                Symbol(
-                account='paper',
+                    key=key,
-                symbol=symbol,
+                    broker_info={self.broker: {}},
-                # TODO: we need to look up the asset currency from
+                ),
-                # broker info. i guess for crypto this can be
+                size=size,
-                # inferred from the pair?
+                ppu=price,
-                currency='',
+                bsuid=key,
-                size=0.0,
-                avg_price=0,
             )
         )
+        t = Transaction(
+            fqsn=fqsn,
+            tid=oid,
+            size=size,
+            price=price,
+            cost=0,  # TODO: cost model
+            dt=pendulum.from_timestamp(fill_time_s),
+            bsuid=key,
+        )
+        pp.add_clear(t)
 
-        # "avg position price" calcs
+        pp_msg = BrokerdPosition(
-        # TODO: eventually it'd be nice to have a small set of routines
+            broker=self.broker,
-        # to do this stuff from a sequence of cleared orders to enable
+            account='paper',
-        # so called "contextual positions".
+            symbol=fqsn,
-        new_size = size + pp_msg.size
+            # TODO: we need to look up the asset currency from
+            # broker info. i guess for crypto this can be
+            # inferred from the pair?
+            currency='',
+            size=pp.size,
+            avg_price=pp.ppu,
+        )
 
-        # old size minus the new size gives us size differential with
+        await self.ems_trades_stream.send(pp_msg)
-        # +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())
 
 
 async def simulate_fills(
-    quote_stream: 'tractor.ReceiveStream',  # noqa
+    quote_stream: tractor.MsgStream,  # noqa
     client: PaperBoi,
+
 ) -> None:
 
     # TODO: more machinery to better simulate real-world market things:
@@ -306,61 +311,116 @@ async def simulate_fills(
 
     # this stream may eventually contain multiple symbols
     async for quotes in quote_stream:
-
         for sym, quote in quotes.items():
-
             for tick in iterticks(
                 quote,
                 # dark order price filter(s)
                 types=('ask', 'bid', 'trade', 'last')
             ):
-                # print(tick)
+                tick_price = tick['price']
-                tick_price = tick.get('price')
-                ttype = tick['type']
 
-                if ttype in ('ask',):
+                buys: bidict[str, tuple] = client._buys[sym]
+                iter_buys = reversed(sorted(
+                    buys.values(),
+                    key=itemgetter(0),
+                ))
 
-                    client.last_ask = (
+                def buy_on_ask(our_price):
-                        tick_price,
+                    return tick_price <= our_price
-                        tick.get('size', client.last_ask[1]),
-                    )
 
-                    orders = client._buys.get(sym, {})
+                sells: bidict[str, tuple] = client._sells[sym]
+                iter_sells = sorted(
+                    sells.values(),
+                    key=itemgetter(0)
+                )
 
-                    book_sequence = reversed(
+                def sell_on_bid(our_price):
-                        sorted(orders.keys(), key=itemgetter(1)))
+                    return tick_price >= our_price
 
-                    def pred(our_price):
+                match tick:
-                        return tick_price < our_price
 
-                elif ttype in ('bid',):
+                    # on an ask queue tick, only clear buy entries
+                    case {
+                        'price': tick_price,
+                        'type': 'ask',
+                    }:
+                        client.last_ask = (
+                            tick_price,
+                            tick.get('size', client.last_ask[1]),
+                        )
 
-                    client.last_bid = (
+                        iter_entries = zip(
-                        tick_price,
+                            iter_buys,
-                        tick.get('size', client.last_bid[1]),
+                            itertools.repeat(buy_on_ask)
-                    )
+                        )
 
-                    orders = client._sells.get(sym, {})
+                    # on a bid queue tick, only clear sell entries
-                    book_sequence = sorted(orders.keys(), key=itemgetter(1))
+                    case {
+                        'price': tick_price,
+                        'type': 'bid',
+                    }:
+                        client.last_bid = (
+                            tick_price,
+                            tick.get('size', client.last_bid[1]),
+                        )
 
-                    def pred(our_price):
+                        iter_entries = zip(
-                        return tick_price > our_price
+                            iter_sells,
+                            itertools.repeat(sell_on_bid)
+                        )
 
-                elif ttype in ('trade', 'last'):
+                    # TODO: fix this block, though it definitely
-                    # TODO: simulate actual book queues and our orders
+                    # costs a lot more CPU-wise
-                    # place in it, might require full L2 data?
+                    # - doesn't seem like clears are happening still on
-                    continue
+                    #   "resting" limit orders?
+                    case {
+                        'price': tick_price,
+                        'type': ('trade' | 'last'),
+                    }:
+                        # in the clearing price / last price case we
+                        # want to iterate both sides of our book for
+                        # clears since we don't know which direction the
+                        # price is going to move (especially with HFT)
+                        # and thus we simply interleave both sides (buys
+                        # and sells) until one side clears and then
+                        # break until the next tick?
+                        def interleave():
+                            for pair in zip(
+                                iter_buys,
+                                iter_sells,
+                            ):
+                                for order_info, pred in zip(
+                                    pair,
+                                    itertools.cycle([buy_on_ask, sell_on_bid]),
+                                ):
+                                    yield order_info, pred
 
-                # iterate book prices descending
+                        iter_entries = interleave()
-                for oid, our_price in book_sequence:
-                    if pred(our_price):
 
-                        # retreive order info
+                    # NOTE: all other (non-clearable) tick event types
-                        (size, reqid, action) = orders.pop((oid, our_price))
+                    # - we don't want to sping the simulated clear loop
+                    # below unecessarily and further don't want to pop
+                    # simulated live orders prematurely.
+                    case _:
+                        continue
+
+                # iterate all potentially clearable book prices
+                # in FIFO order per side.
+                for order_info, pred in iter_entries:
+                    (our_price, size, reqid, action) = order_info
+
+                    # print(order_info)
+                    clearable = pred(our_price)
+                    if clearable:
+                        # pop and retreive order info
+                        oid = {
+                            'buy': buys,
+                            'sell': sells
+                        }[action].inverse.pop(order_info)
 
                         # clearing price would have filled entirely
                         await client.fake_fill(
-                            symbol=sym,
+                            fqsn=sym,
                             # todo slippage to determine fill price
                             price=tick_price,
                             size=size,
@@ -368,9 +428,6 @@ async def simulate_fills(
                             reqid=reqid,
                             oid=oid,
                         )
-                    else:
-                        # prices are iterated in sorted order so we're done
-                        break
 
 
 async def handle_order_requests(
@@ -380,66 +437,81 @@ async def handle_order_requests(
 
 ) -> None:
 
-    # order_request: dict
+    request_msg: dict
     async for request_msg in ems_order_stream:
+        match request_msg:
+            case {'action': ('buy' | 'sell')}:
+                order = BrokerdOrder(**request_msg)
+                account = order.account
 
-        action = request_msg['action']
+                # error on bad inputs
+                reason = None
+                if account != 'paper':
+                    reason = f'No account found:`{account}` (paper only)?'
 
-        if action in {'buy', 'sell'}:
+                elif order.size == 0:
+                    reason = 'Invalid size: 0'
 
-            account = request_msg['account']
+                if reason:
-            if account != 'paper':
+                    log.error(reason)
-                log.error(
+                    await ems_order_stream.send(BrokerdError(
-                    'This is a paper account, only a `paper` selection is valid'
+                        oid=order.oid,
+                        symbol=order.symbol,
+                        reason=reason,
+                    ))
+                    continue
+
+                reqid = order.reqid or str(uuid.uuid4())
+
+                # deliver ack that order has been submitted to broker routing
+                await ems_order_stream.send(
+                    BrokerdOrderAck(
+                        oid=order.oid,
+                        reqid=reqid,
+                    )
                 )
-                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
+                # call our client api to submit the order
-            order = BrokerdOrder(**request_msg)
+                reqid = await client.submit_limit(
-
-            # call our client api to submit the order
-            reqid = await client.submit_limit(
-
-                oid=order.oid,
-                symbol=order.symbol,
-                price=order.price,
-                action=order.action,
-                size=order.size,
-
-                # XXX: by default 0 tells ``ib_insync`` methods that
-                # there is no existing order so ask the client to create
-                # a new one (which it seems to do by allocating an int
-                # counter - collision prone..)
-                reqid=order.reqid,
-            )
-
-            # deliver ack that order has been submitted to broker routing
-            await ems_order_stream.send(
-                BrokerdOrderAck(
-
-                    # ems order request id
                     oid=order.oid,
-
+                    symbol=f'{order.symbol}.{client.broker}',
-                    # broker specific request id
+                    price=order.price,
+                    action=order.action,
+                    size=order.size,
+                    # XXX: by default 0 tells ``ib_insync`` methods that
+                    # there is no existing order so ask the client to create
+                    # a new one (which it seems to do by allocating an int
+                    # counter - collision prone..)
                     reqid=reqid,
+                )
+                log.info(f'Submitted paper LIMIT {reqid}:\n{order}')
 
-                ).dict()
+            case {'action': 'cancel'}:
-            )
+                msg = BrokerdCancel(**request_msg)
+                await client.submit_cancel(
+                    reqid=msg.reqid
+                )
 
-        elif action == 'cancel':
+            case _:
-            msg = BrokerdCancel(**request_msg)
+                log.error(f'Unknown order command: {request_msg}')
 
-            await client.submit_cancel(
-                reqid=msg.reqid
-            )
 
-        else:
+_reqids: bidict[str, tuple] = {}
-            log.error(f'Unknown order command: {request_msg}')
+_buys: defaultdict[
+    str,  # symbol
+    bidict[
+        str,  # oid
+        tuple[float, float, str, str],  # order info
+    ]
+] = defaultdict(bidict)
+_sells: defaultdict[
+    str,  # symbol
+    bidict[
+        str,  # oid
+        tuple[float, float, str, str],  # order info
+    ]
+] = defaultdict(bidict)
+_positions: dict[str, Position] = {}
 
 
 @tractor.context
@@ -451,39 +523,59 @@ async def trades_dialogue(
     loglevel: str = None,
 
 ) -> None:
+
     tractor.log.get_console_log(loglevel)
 
     async with (
-
         data.open_feed(
             [fqsn],
             loglevel=loglevel,
         ) as feed,
 
     ):
+        pp_msgs: list[BrokerdPosition] = []
+        pos: Position
+        token: str  # f'{symbol}.{self.broker}'
+        for token, pos in _positions.items():
+            pp_msgs.append(BrokerdPosition(
+                broker=broker,
+                account='paper',
+                symbol=pos.symbol.front_fqsn(),
+                size=pos.size,
+                avg_price=pos.ppu,
+            ))
+
         # 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((
-        await ctx.started(({}, {'paper',}))
+            pp_msgs,
+            ['paper'],
+        ))
 
         async with (
             ctx.open_stream() as ems_stream,
             trio.open_nursery() as n,
         ):
-
             client = PaperBoi(
                 broker,
                 ems_stream,
-                _buys={},
+                _buys=_buys,
-                _sells={},
+                _sells=_sells,
 
-                _reqids={},
+                _reqids=_reqids,
 
                 # TODO: load paper positions from ``positions.toml``
-                _positions={},
+                _positions=_positions,
+
+                # TODO: load postions from ledger file
+                _trade_ledger={},
             )
 
-            n.start_soon(handle_order_requests, client, ems_stream)
+            n.start_soon(
+                handle_order_requests,
+                client,
+                ems_stream,
+            )
 
             # paper engine simulator clearing task
             await simulate_fills(feed.stream, client)
@@ -511,17 +603,17 @@ async def open_paperboi(
         # (we likely don't need more then one proc for basic
         # simulated order clearing)
         if portal is None:
+            log.info('Starting new paper-engine actor')
             portal = await tn.start_actor(
                 service_name,
                 enable_modules=[__name__]
             )
 
         async with portal.open_context(
-                trades_dialogue,
+            trades_dialogue,
-                broker=broker,
+            broker=broker,
-                fqsn=fqsn,
+            fqsn=fqsn,
-                loglevel=loglevel,
+            loglevel=loglevel,
 
         ) as (ctx, first):
-
             yield ctx, first

piker/cli/__init__.py

@@ -83,9 +83,9 @@ def pikerd(loglevel, host, tl, pdb, tsdb):
 
                 )
                 log.info(
-                    f'`marketstore` up!\n'
+                    f'`marketstored` up!\n'
-                    f'`marketstored` pid: {pid}\n'
+                    f'pid: {pid}\n'
-                    f'docker container id: {cid}\n'
+                    f'container id: {cid[:12]}\n'
                     f'config: {pformat(config)}'
                 )
 
@@ -138,25 +138,26 @@ def cli(ctx, brokers, loglevel, tl, configdir):
 @click.pass_obj
 def services(config, tl, names):
 
-    async def list_services():
+    from .._daemon import open_piker_runtime
 
-        async with tractor.get_arbiter(
+    async def list_services():
-            *_tractor_kwargs['arbiter_addr']
+        async with (
-        ) as portal:
+            open_piker_runtime(
+                name='service_query',
+                loglevel=config['loglevel'] if tl else None,
+            ),
+            tractor.get_arbiter(
+                *_tractor_kwargs['arbiter_addr']
+            ) as portal
+        ):
             registry = await portal.run_from_ns('self', 'get_registry')
             json_d = {}
             for key, socket in registry.items():
-                # name, uuid = uid
                 host, port = socket
                 json_d[key] = f'{host}:{port}'
             click.echo(f"{colorize_json(json_d)}")
 
-    tractor.run(
+    trio.run(list_services)
-        list_services,
-        name='service_query',
-        loglevel=config['loglevel'] if tl else None,
-        arbiter_addr=_tractor_kwargs['arbiter_addr'],
-    )
 
 
 def _load_clis() -> None:

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

@@ -37,8 +37,13 @@ from docker.models.containers import Container as DockerContainer
 from docker.errors import (
     DockerException,
     APIError,
+    # ContainerError,
+)
+import requests
+from requests.exceptions import (
+    ConnectionError,
+    ReadTimeout,
 )
-from requests.exceptions import ConnectionError, ReadTimeout
 
 from ..log import get_logger, get_console_log
 from .. import config
@@ -50,8 +55,8 @@ class DockerNotStarted(Exception):
     'Prolly you dint start da daemon bruh'
 
 
-class ContainerError(RuntimeError):
+class ApplicationLogError(Exception):
-    'Error reported via app-container logging level'
+    'App in container reported an error in logs'
 
 
 @acm
@@ -96,9 +101,9 @@ async def open_docker(
         # not perms?
         raise
 
-    finally:
+    # finally:
-        if client:
+    #     if client:
-            client.close()
+    #         client.close()
 
 
 class Container:
@@ -156,7 +161,7 @@ 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 +190,29 @@ class Container:
             if 'is not running' in err.explanation:
                 return False
 
+    def hard_kill(self, start: float) -> None:
+        delay = time.time() - start
+        # get out the big guns, bc apparently marketstore
+        # doesn't actually know how to terminate gracefully
+        # :eyeroll:...
+        log.error(
+            f'SIGKILL-ing: {self.cntr.id} after {delay}s\n'
+        )
+        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'
@@ -199,15 +221,25 @@ class Container:
         self.try_signal('SIGINT')
 
         start = time.time()
-        for _ in range(30):
+        for _ in range(6):
 
             with trio.move_on_after(0.5) as cs:
-                cs.shield = True
+                log.cancel('polling for CNTR logs...')
-                await self.process_logs_until(stop_msg)
 
-                # if we aren't cancelled on above checkpoint then we
+                try:
-                # assume we read the expected stop msg and terminated.
+                    await self.process_logs_until(stop_msg)
-                break
+                except ApplicationLogError:
+                    hard_kill = True
+                else:
+                    # if we aren't cancelled on above checkpoint then we
+                    # assume we read the expected stop msg and
+                    # terminated.
+                    break
+
+            if cs.cancelled_caught:
+                # on timeout just try a hard kill after
+                # a quick container sync-wait.
+                hard_kill = True
 
             try:
                 log.info(f'Polling for container shutdown:\n{cid}')
@@ -218,6 +250,7 @@ class Container:
                         condition='not-running',
                     )
 
+                # graceful exit if we didn't time out
                 break
 
             except (
@@ -229,25 +262,23 @@ class Container:
             except (
                 docker.errors.APIError,
                 ConnectionError,
+                requests.exceptions.ConnectionError,
+                trio.Cancelled,
             ):
                 log.exception('Docker connection failure')
-                break
+                self.hard_kill(start)
-        else:
+                raise
-            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',
-            )
 
-        log.cancel(f'Container stopped: {cid}')
+            except trio.Cancelled:
+                log.exception('trio cancelled...')
+                self.hard_kill(start)
+        else:
+            hard_kill = True
+
+        if hard_kill:
+            self.hard_kill(start)
+        else:
+            log.cancel(f'Container stopped: {cid}')
 
 
 @tractor.context
@@ -289,15 +320,13 @@ async def open_ahabd(
         ))
 
         try:
-
             # TODO: we might eventually want a proxy-style msg-prot here
             # to allow remote control of containers without needing
             # callers to have root perms?
             await trio.sleep_forever()
 
         finally:
-            with trio.CancelScope(shield=True):
+            await cntr.cancel(stop_msg)
-                await cntr.cancel(stop_msg)
 
 
 async def start_ahab(

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/_sampling.py

@@ -37,6 +37,9 @@ if TYPE_CHECKING:
 log = get_logger(__name__)
 
 
+_default_delay_s: float = 1.0
+
+
 class sampler:
     '''
     Global sampling engine registry.
@@ -104,14 +107,18 @@ async def increment_ohlc_buffer(
             # TODO: do we want to support dynamically
             # adding a "lower" lowest increment period?
             await trio.sleep(ad)
-            total_s += lowest
+            total_s += delay_s
 
             # increment all subscribed shm arrays
             # TODO:
             # - this in ``numba``
             # - just lookup shms for this step instead of iterating?
-            for delay_s, shms in sampler.ohlcv_shms.items():
+            for this_delay_s, shms in sampler.ohlcv_shms.items():
-                if total_s % delay_s != 0:
+
+                # short-circuit on any not-ready because slower sample
+                # rate consuming shm buffers.
+                if total_s % this_delay_s != 0:
+                    # print(f'skipping `{this_delay_s}s` sample update')
                     continue
 
                 # TODO: ``numba`` this!
@@ -130,7 +137,7 @@ async def increment_ohlc_buffer(
                     # this copies non-std fields (eg. vwap) from the last datum
                     last[
                         ['time', 'volume', 'open', 'high', 'low', 'close']
-                    ][0] = (t + delay_s, 0, close, close, close, close)
+                    ][0] = (t + this_delay_s, 0, close, close, close, close)
 
                     # write to the buffer
                     shm.push(last)
@@ -152,7 +159,6 @@ async def broadcast(
 
     '''
     subs = sampler.subscribers.get(delay_s, ())
-
     first = last = -1
 
     if shm is None:
@@ -221,7 +227,8 @@ async def iter_ohlc_periods(
 async def sample_and_broadcast(
 
     bus: _FeedsBus,  # noqa
-    shm: ShmArray,
+    rt_shm: ShmArray,
+    hist_shm: ShmArray,
     quote_stream: trio.abc.ReceiveChannel,
     brokername: str,
     sum_tick_vlm: bool = True,
@@ -257,41 +264,45 @@ async def sample_and_broadcast(
 
                     last = tick['price']
 
-                    # update last entry
+                    # more compact inline-way to do this assignment
-                    # benchmarked in the 4-5 us range
+                    # to both buffers?
-                    o, high, low, v = shm.array[-1][
+                    for shm in [rt_shm, hist_shm]:
-                        ['open', 'high', 'low', 'volume']
+                        # update last entry
-                    ]
+                        # benchmarked in the 4-5 us range
+                        # for shm in [rt_shm, hist_shm]:
+                        o, high, low, v = shm.array[-1][
+                            ['open', 'high', 'low', 'volume']
+                        ]
 
-                    new_v = tick.get('size', 0)
+                        new_v = tick.get('size', 0)
 
-                    if v == 0 and new_v:
+                        if v == 0 and new_v:
-                        # no trades for this bar yet so the open
+                            # no trades for this bar yet so the open
-                        # is also the close/last trade price
+                            # is also the close/last trade price
-                        o = last
+                            o = last
 
-                    if sum_tick_vlm:
+                        if sum_tick_vlm:
-                        volume = v + new_v
+                            volume = v + new_v
-                    else:
+                        else:
-                        # presume backend takes care of summing
+                            # presume backend takes care of summing
-                        # it's own vlm
+                            # it's own vlm
-                        volume = quote['volume']
+                            volume = quote['volume']
 
-                    shm.array[[
+                        shm.array[[
-                        'open',
+                            'open',
-                        'high',
+                            'high',
-                        'low',
+                            'low',
-                        'close',
+                            'close',
-                        'bar_wap',  # can be optionally provided
+                            'bar_wap',  # can be optionally provided
-                        'volume',
+                            'volume',
-                    ]][-1] = (
+                        ]][-1] = (
-                        o,
+                            o,
-                        max(high, last),
+                            max(high, last),
-                        min(low, last),
+                            min(low, last),
-                        last,
+                            last,
-                        quote.get('bar_wap', 0),
+                            quote.get('bar_wap', 0),
-                        volume,
+                            volume,
-                    )
+                        )
 
             # XXX: we need to be very cautious here that no
             # context-channel is left lingering which doesn't have

piker/data/_sharedmem.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
@@ -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__)
@@ -49,7 +50,11 @@ _rt_buffer_start = int((_days_worth - 1) * _secs_in_day)
 
 
 def cuckoff_mantracker():
+    '''
+    Disable all ``multiprocessing``` "resource tracking" machinery since
+    it's an absolute multi-threaded mess of non-SC madness.
 
+    '''
     from multiprocessing import resource_tracker as mantracker
 
     # Tell the "resource tracker" thing to fuck off.
@@ -107,36 +112,39 @@ 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
     dtype_descr: tuple
+    size: int  # in struct-array index / row terms
 
     @property
     def dtype(self) -> np.dtype:
         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', )
@@ -155,6 +163,7 @@ def get_shm_token(key: str) -> _Token:
 
 def _make_token(
     key: str,
+    size: int,
     dtype: Optional[np.dtype] = None,
 ) -> _Token:
     '''
@@ -167,7 +176,8 @@ 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),
+        size=size,
     )
 
 
@@ -219,6 +229,7 @@ class ShmArray:
             shm_first_index_name=self._first._shm.name,
             shm_last_index_name=self._last._shm.name,
             dtype_descr=tuple(self._array.dtype.descr),
+            size=self._len,
         )
 
     @property
@@ -433,7 +444,7 @@ class ShmArray:
 def open_shm_array(
 
     key: Optional[str] = None,
-    size: int = _default_size,
+    size: int = _default_size,  # see above
     dtype: Optional[np.dtype] = None,
     readonly: bool = False,
 
@@ -464,7 +475,8 @@ def open_shm_array(
 
     token = _make_token(
         key=key,
-        dtype=dtype
+        size=size,
+        dtype=dtype,
     )
 
     # create single entry arrays for storing an first and last indices
@@ -516,15 +528,15 @@ def open_shm_array(
     # "unlink" created shm on process teardown by
     # pushing teardown calls onto actor context stack
 
-    tractor._actor._lifetime_stack.callback(shmarr.close)
+    stack = tractor.current_actor().lifetime_stack
-    tractor._actor._lifetime_stack.callback(shmarr.destroy)
+    stack.callback(shmarr.close)
+    stack.callback(shmarr.destroy)
 
     return shmarr
 
 
 def attach_shm_array(
     token: tuple[str, str, tuple[str, str]],
-    size: int = _default_size,
     readonly: bool = True,
 
 ) -> ShmArray:
@@ -563,7 +575,7 @@ def attach_shm_array(
             raise _err
 
     shmarr = np.ndarray(
-        (size,),
+        (token.size,),
         dtype=token.dtype,
         buffer=shm.buf
     )
@@ -602,8 +614,8 @@ def attach_shm_array(
     if key not in _known_tokens:
         _known_tokens[key] = token
 
-    # "close" attached shm on process teardown
+    # "close" attached shm on actor teardown
-    tractor._actor._lifetime_stack.callback(sha.close)
+    tractor.current_actor().lifetime_stack.callback(sha.close)
 
     return sha
 
@@ -631,6 +643,7 @@ def maybe_open_shm_array(
     use ``attach_shm_array``.
 
     '''
+    size = kwargs.pop('size', _default_size)
     try:
         # see if we already know this key
         token = _known_tokens[key]
@@ -638,7 +651,11 @@ def maybe_open_shm_array(
     except KeyError:
         log.warning(f"Could not find {key} in shms cache")
         if dtype:
-            token = _make_token(key, dtype)
+            token = _make_token(
+                key,
+                size=size,
+                dtype=dtype,
+            )
             try:
                 return attach_shm_array(token=token, **kwargs), False
             except FileNotFoundError:

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:
-    # ) -> 'Symbol':
-    ) -> None:
 
         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:
-    # ) -> 'Symbol':
-    ) -> None:
         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

@@ -19,8 +19,9 @@ ToOlS fOr CoPInG wITh "tHE wEB" protocols.
 
 """
 from contextlib import asynccontextmanager, AsyncExitStack
+from itertools import count
 from types import ModuleType
-from typing import Any, Callable, AsyncGenerator
+from typing import Any, Optional, Callable, AsyncGenerator
 import json
 
 import trio
@@ -35,6 +36,8 @@ from trio_websocket._impl import (
 
 from ..log import get_logger
 
+from .types import Struct
+
 log = get_logger(__name__)
 
 
@@ -53,13 +56,11 @@ class NoBsWs:
     def __init__(
         self,
         url: str,
-        token: str,
         stack: AsyncExitStack,
-        fixture: Callable,
+        fixture: Optional[Callable] = None,
-        serializer: ModuleType = json,
+        serializer: ModuleType = json
     ):
         self.url = url
-        self.token = token
         self.fixture = fixture
         self._stack = stack
         self._ws: 'WebSocketConnection' = None  # noqa
@@ -82,17 +83,14 @@ class NoBsWs:
                 self._ws = await self._stack.enter_async_context(
                     trio_websocket.open_websocket_url(self.url)
                 )
-                # rerun user code fixture
+
-                if self.token == '':
+                if self.fixture is not None:
+                    # rerun user code fixture
                     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
+                    assert ret is None
 
                 log.info(f'Connection success: {self.url}')
                 return self._ws
@@ -128,21 +126,26 @@ class NoBsWs:
             except self.recon_errors:
                 await self._connect()
 
+    def __aiter__(self):
+        return self
+
+    async def __anext__(self):
+        return await self.recv_msg()
+
 
 @asynccontextmanager
 async def open_autorecon_ws(
     url: str,
 
     # TODO: proper type annot smh
-    fixture: Callable,
+    fixture: Optional[Callable] = None,
-    # 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:
@@ -150,3 +153,86 @@ async def open_autorecon_ws(
 
         finally:
             await stack.aclose()
+
+
+'''
+JSONRPC response-request style machinery for transparent multiplexing of msgs
+over a NoBsWs.
+'''
+
+
+class JSONRPCResult(Struct):
+    jsonrpc: str = '2.0'
+    id: int
+    result: Optional[dict] = None
+    error: Optional[dict] = None
+
+
+@asynccontextmanager
+async def open_jsonrpc_session(
+    url: str,
+    start_id: int = 0,
+    dtype: type = JSONRPCResult
+) -> Callable[[str, dict], dict]:
+
+    async with (
+        trio.open_nursery() as n,
+        open_autorecon_ws(url) as ws
+    ):
+        rpc_id: Iterable = count(start_id)
+        rpc_results: dict[int, dict] = {}
+
+        async def json_rpc(method: str, params: dict) -> dict:
+            '''
+            perform a json rpc call and wait for the result, raise exception in
+            case of error field present on response
+            '''
+            msg = {
+                'jsonrpc': '2.0',
+                'id': next(rpc_id),
+                'method': method,
+                'params': params
+            }
+            _id = msg['id']
+
+            rpc_results[_id] = {
+                'result': None,
+                'event': trio.Event()
+            }
+
+            await ws.send_msg(msg)
+
+            await rpc_results[_id]['event'].wait()
+
+            ret = rpc_results[_id]['result']
+
+            del rpc_results[_id]
+
+            if ret.error is not None:
+                raise Exception(json.dumps(ret.error, indent=4))
+
+            return ret
+
+        async def recv_task():
+            '''
+            receives every ws message and stores it in its corresponding result
+            field, then sets the event to wakeup original sender tasks.
+            '''
+            async for msg in ws:
+                msg = dtype(**msg)
+
+                if msg.id not in rpc_results:
+                    log.warning(f'Wasn\'t expecting ws msg: {json.dumps(msg, indent=4)}')
+
+                res = rpc_results.setdefault(
+                    msg.id,
+                    {'result': None, 'event': trio.Event()}
+                )
+
+                res['result'] = msg
+                res['event'].set()
+
+
+        n.start_soon(recv_task)
+        yield json_rpc
+        n.cancel_scope.cancel()

piker/data/marketstore.py

@@ -37,7 +37,7 @@ import time
 from math import isnan
 
 from bidict import bidict
-import msgpack
+from msgspec.msgpack import encode, decode
 import pyqtgraph as pg
 import numpy as np
 import tractor
@@ -387,50 +387,57 @@ class Storage:
     async def load(
         self,
         fqsn: str,
+        timeframe: int,
 
     ) -> tuple[
-        dict[int, np.ndarray],  # timeframe (in secs) to series
+        np.ndarray,  # timeframe sampled array-series
         Optional[datetime],  # first dt
         Optional[datetime],  # last dt
     ]:
 
         first_tsdb_dt, last_tsdb_dt = None, None
-        tsdb_arrays = await self.read_ohlcv(
+        hist = await self.read_ohlcv(
             fqsn,
             # on first load we don't need to pull the max
             # history per request size worth.
             limit=3000,
+            timeframe=timeframe,
         )
-        log.info(f'Loaded tsdb history {tsdb_arrays}')
+        log.info(f'Loaded tsdb history {hist}')
 
-        if tsdb_arrays:
+        if len(hist):
-            fastest = list(tsdb_arrays.values())[0]
+            times = hist['Epoch']
-            times = fastest['Epoch']
             first, last = times[0], times[-1]
             first_tsdb_dt, last_tsdb_dt = map(
                 pendulum.from_timestamp, [first, last]
             )
 
-        return tsdb_arrays, first_tsdb_dt, last_tsdb_dt
+        return (
+            hist,  # array-data
+            first_tsdb_dt,  # start of query-frame
+            last_tsdb_dt,  # most recent
+        )
 
     async def read_ohlcv(
         self,
         fqsn: str,
-        timeframe: Optional[Union[int, str]] = None,
+        timeframe: int | str,
         end: Optional[int] = None,
         limit: int = int(800e3),
 
-    ) -> tuple[
+    ) -> dict[
-        MarketstoreClient,
+        int,
-        Union[dict, np.ndarray]
+        Union[dict, np.ndarray],
     ]:
+
         client = self.client
         syms = await client.list_symbols()
 
         if fqsn not in syms:
             return {}
 
-        tfstr = tf_in_1s[1]
+        # use the provided timeframe or 1s by default
+        tfstr = tf_in_1s.get(timeframe, tf_in_1s[1])
 
         params = Params(
             symbols=fqsn,
@@ -444,58 +451,68 @@ class Storage:
             limit=limit,
         )
 
-        if timeframe is None:
+        try:
-            log.info(f'starting {fqsn} tsdb granularity scan..')
-            # loop through and try to find highest granularity
-            for tfstr in tf_in_1s.values():
-                try:
-                    log.info(f'querying for {tfstr}@{fqsn}')
-                    params.set('timeframe', tfstr)
-                    result = await client.query(params)
-                    break
-
-                except purerpc.grpclib.exceptions.UnknownError:
-                    # XXX: this is already logged by the container and
-                    # thus shows up through `marketstored` logs relay.
-                    # log.warning(f'{tfstr}@{fqsn} not found')
-                    continue
-            else:
-                return {}
-
-        else:
             result = await client.query(params)
+        except purerpc.grpclib.exceptions.UnknownError:
+            # indicate there is no history for this timeframe
+            return {}
 
         # TODO: it turns out column access on recarrays is actually slower:
         # https://jakevdp.github.io/PythonDataScienceHandbook/02.09-structured-data-numpy.html#RecordArrays:-Structured-Arrays-with-a-Twist
         # it might make sense to make these structured arrays?
-        # Fill out a `numpy` array-results map
+        data_set = result.by_symbols()[fqsn]
-        arrays = {}
+        array = data_set.array
-        for fqsn, data_set in result.by_symbols().items():
-            arrays.setdefault(fqsn, {})[
-                tf_in_1s.inverse[data_set.timeframe]
-            ] = data_set.array
 
-        return arrays[fqsn][timeframe] if timeframe else arrays[fqsn]
+        # XXX: ensure sample rate is as expected
+        time = data_set.array['Epoch']
+        if len(time) > 1:
+            time_step = time[-1] - time[-2]
+            ts = tf_in_1s.inverse[data_set.timeframe]
+
+            if time_step != ts:
+                log.warning(
+                    f'MKTS BUG: wrong timeframe loaded: {time_step}'
+                    'YOUR DATABASE LIKELY CONTAINS BAD DATA FROM AN OLD BUG'
+                    f'WIPING HISTORY FOR {ts}s'
+                )
+                await self.delete_ts(fqsn, timeframe)
+
+                # try reading again..
+                return await self.read_ohlcv(
+                    fqsn,
+                    timeframe,
+                    end,
+                    limit,
+                )
+
+        return array
 
     async def delete_ts(
         self,
         key: str,
         timeframe: Optional[Union[int, str]] = None,
+        fmt: str = 'OHLCV',
 
     ) -> bool:
 
         client = self.client
         syms = await client.list_symbols()
         print(syms)
-        # if key not in syms:
+        if key not in syms:
-        #     raise KeyError(f'`{fqsn}` table key not found?')
+            raise KeyError(f'`{key}` table key not found in\n{syms}?')
 
-        return await client.destroy(tbk=key)
+        tbk = mk_tbk((
+            key,
+            tf_in_1s.get(timeframe, tf_in_1s[60]),
+            fmt,
+        ))
+        return await client.destroy(tbk=tbk)
 
     async def write_ohlcv(
         self,
         fqsn: str,
         ohlcv: np.ndarray,
+        timeframe: int,
         append_and_duplicate: bool = True,
         limit: int = int(800e3),
 
@@ -519,17 +536,18 @@ class Storage:
 
         m, r = divmod(len(mkts_array), limit)
 
+        tfkey = tf_in_1s[timeframe]
         for i in range(m, 1):
             to_push = mkts_array[i-1:i*limit]
 
             # write to db
             resp = await self.client.write(
                 to_push,
-                tbk=f'{fqsn}/1Sec/OHLCV',
+                tbk=f'{fqsn}/{tfkey}/OHLCV',
 
                 # NOTE: will will append duplicates
                 # for the same timestamp-index.
-                # TODO: pre deduplicate?
+                # TODO: pre-deduplicate?
                 isvariablelength=append_and_duplicate,
             )
 
@@ -548,7 +566,7 @@ class Storage:
             # write to db
             resp = await self.client.write(
                 to_push,
-                tbk=f'{fqsn}/1Sec/OHLCV',
+                tbk=f'{fqsn}/{tfkey}/OHLCV',
 
                 # NOTE: will will append duplicates
                 # for the same timestamp-index.
@@ -577,6 +595,7 @@ class Storage:
     # def delete_range(self, start_dt, end_dt) -> None:
     #     ...
 
+
 @acm
 async def open_storage_client(
     fqsn: str,
@@ -642,8 +661,8 @@ async def tsdb_history_update(
     ):
         profiler(f'opened feed for {fqsn}')
 
-        to_append = feed.shm.array
+        # to_append = feed.hist_shm.array
-        to_prepend = None
+        # to_prepend = None
 
         if fqsn:
             symbol = feed.symbols.get(fqsn)
@@ -651,21 +670,21 @@ async def tsdb_history_update(
                 fqsn = symbol.front_fqsn()
 
             # diff db history with shm and only write the missing portions
-            ohlcv = feed.shm.array
+            # ohlcv = feed.hist_shm.array
 
             # TODO: use pg profiler
-            tsdb_arrays = await storage.read_ohlcv(fqsn)
+            # for secs in (1, 60):
-            # hist diffing
+            #     tsdb_array = await storage.read_ohlcv(
-            if tsdb_arrays:
+            #         fqsn,
-                for secs in (1, 60):
+            #         timeframe=timeframe,
-                    ts = tsdb_arrays.get(secs)
+            #     )
-                    if ts is not None and len(ts):
+            #     # hist diffing:
-                        # these aren't currently used but can be referenced from
+            #     # these aren't currently used but can be referenced from
-                        # within the embedded ipython shell below.
+            #     # within the embedded ipython shell below.
-                        to_append = ohlcv[ohlcv['time'] > ts['Epoch'][-1]]
+            #     to_append = ohlcv[ohlcv['time'] > ts['Epoch'][-1]]
-                        to_prepend = ohlcv[ohlcv['time'] < ts['Epoch'][0]]
+            #     to_prepend = ohlcv[ohlcv['time'] < ts['Epoch'][0]]
 
-            profiler('Finished db arrays diffs')
+            # profiler('Finished db arrays diffs')
 
         syms = await storage.client.list_symbols()
         log.info(f'Existing tsdb symbol set:\n{pformat(syms)}')
@@ -774,12 +793,13 @@ async def stream_quotes(
     async with open_websocket_url(f'ws://{host}:{port}/ws') as ws:
         # send subs topics to server
         resp = await ws.send_message(
-            msgpack.dumps({'streams': list(tbks.values())})
+
+            encode({'streams': list(tbks.values())})
         )
         log.info(resp)
 
         async def recv() -> dict[str, Any]:
-            return msgpack.loads((await ws.get_message()), encoding='utf-8')
+            return decode((await ws.get_message()), encoding='utf-8')
 
         streams = (await recv())['streams']
         log.info(f"Subscribed to {streams}")

piker/data/types.py

@@ -0,0 +1,87 @@
+# 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.
+
+"""
+import sys
+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):
+        # only turn on pprint when we detect a python REPL
+        # at runtime B)
+        if (
+            hasattr(sys, 'ps1')
+            # TODO: check if we're in pdb
+        ):
+            return self.pformat()
+
+        return super().__repr__()
+
+    def pformat(self) -> str:
+        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)
+        )
+
+    def typecast(
+        self,
+        # fields: Optional[list[str]] = None,
+    ) -> None:
+        for fname, ftype in self.__annotations__.items():
+            setattr(self, fname, ftype(getattr(self, fname)))

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)
+        if maybe_array is None:
-        return shm
+            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

@@ -37,6 +37,7 @@ from .. import data
 from ..data import attach_shm_array
 from ..data.feed import Feed
 from ..data._sharedmem import ShmArray
+from ..data._sampling import _default_delay_s
 from ..data._source import Symbol
 from ._api import (
     Fsp,
@@ -105,7 +106,7 @@ async def fsp_compute(
         filter_quotes_by_sym(fqsn, quote_stream),
 
         # XXX: currently the ``ohlcv`` arg
-        feed.shm,
+        feed.rt_shm,
     )
 
     # Conduct a single iteration of fsp with historical bars input
@@ -114,7 +115,7 @@ 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 +285,10 @@ 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[
+        Fsp._flow_registry[(
-            (_Token.from_msg(token), fsp_name)
+            _Token.from_msg(token),
-        ] = _Token.from_msg(dst_token)
+            fsp_name,
+        )] = _Token.from_msg(dst_token), None
 
     fsp: Fsp = reg.get(
         NamespacePath(ns_path)
@@ -312,7 +314,7 @@ async def cascade(
 
         profiler(f'{func}: feed up')
 
-        assert src.token == feed.shm.token
+        assert src.token == feed.rt_shm.token
         # last_len = new_len = len(src.array)
 
         func_name = func.__name__
@@ -374,7 +376,8 @@ async def cascade(
                             'key': dst_shm_token,
                             'first': dst._first.value,
                             'last': dst._last.value,
-                    }})
+                        }
+                    })
                     return tracker, index
 
                 def is_synced(
@@ -418,7 +421,11 @@ async def cascade(
                 # detect sample period step for subscription to increment
                 # signal
                 times = src.array['time']
-                delay_s = times[-1] - times[times != times[-1]][-1]
+                if len(times) > 1:
+                    delay_s = times[-1] - times[times != times[-1]][-1]
+                else:
+                    # our default "HFT" sample rate.
+                    delay_s = _default_delay_s
 
                 # Increment the underlying shared memory buffer on every
                 # "increment" msg received from the underlying data feed.
@@ -429,7 +436,8 @@ async def cascade(
                     profiler(f'{func_name}: sample stream up')
                     profiler.finish()
 
-                    async for _ in istream:
+                    async for i in istream:
+                        # log.runtime(f'FSP incrementing {i}')
 
                         # respawn the compute task if the source
                         # array has been updated such that we compute

piker/pp.py

@@ -0,0 +1,975 @@
+# 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 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".
+    ppu: float
+
+    # unique backend symbol id
+    bsuid: str
+
+    split_ratio: Optional[int] = None
+
+    # ordered record of known constituent trade messages
+    clears: dict[
+        Union[str, int, Status],  # trade id
+        dict[str, Any],  # transaction history summaries
+    ] = {}
+    first_clear_dt: Optional[datetime] = None
+
+    expiry: Optional[datetime] = None
+
+    def to_dict(self) -> dict:
+        return {
+            f: getattr(self, f)
+            for f in self.__struct_fields__
+        }
+
+    def to_pretoml(self) -> tuple[str, 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')
+
+        if self.split_ratio is None:
+            d.pop('split_ratio')
+
+        # should be obvious from clears/event table
+        d.pop('first_clear_dt')
+
+        # 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 = d.pop('symbol')
+        fqsn = s.front_fqsn()
+
+        if self.expiry is None:
+            d.pop('expiry', None)
+        elif expiry:
+            d['expiry'] = str(expiry)
+
+        toml_clears_list = []
+
+        # reverse sort so latest clears are at top of section?
+        for tid, data in sorted(
+            list(clears.items()),
+
+            # sort by datetime
+            key=lambda item: item[1]['dt'],
+        ):
+            inline_table = toml.TomlDecoder().get_empty_inline_table()
+
+            # serialize datetime to parsable `str`
+            inline_table['dt'] = str(data['dt'])
+
+            # insert optional clear fields in column order
+            for k in ['ppu', 'accum_size']:
+                val = data.get(k)
+                if val:
+                    inline_table[k] = val
+
+            # insert required fields
+            for k in ['price', 'size', 'cost']:
+                inline_table[k] = data[k]
+
+            inline_table['tid'] = tid
+            toml_clears_list.append(inline_table)
+
+        d['clears'] = toml_clears_list
+
+        return fqsn, d
+
+    def ensure_state(self) -> None:
+        '''
+        Audit either the `.size` and `.ppu` local instance vars against
+        the clears table calculations and return the calc-ed values if
+        they differ and log warnings to console.
+
+        '''
+        clears = list(self.clears.values())
+        self.first_clear_dt = min(list(entry['dt'] for entry in clears))
+        last_clear = clears[-1]
+
+        csize = self.calc_size()
+        accum = last_clear['accum_size']
+        if not self.expired():
+            if (
+                csize != accum
+                and csize != round(accum * self.split_ratio or 1)
+            ):
+                raise ValueError(f'Size mismatch: {csize}')
+        else:
+            assert csize == 0, 'Contract is expired but non-zero size?'
+
+        if self.size != csize:
+            log.warning(
+                'Position state mismatch:\n'
+                f'{self.size} => {csize}'
+            )
+            self.size = csize
+
+        cppu = self.calc_ppu()
+        ppu = last_clear['ppu']
+        if (
+            cppu != ppu
+            and self.split_ratio is not None
+            # handle any split info entered (for now) manually by user
+            and cppu != (ppu / self.split_ratio)
+        ):
+            raise ValueError(f'PPU mismatch: {cppu}')
+
+        if self.ppu != cppu:
+            log.warning(
+                'Position state mismatch:\n'
+                f'{self.ppu} => {cppu}'
+            )
+            self.ppu = cppu
+
+    def update_from_msg(
+        self,
+        msg: BrokerdPosition,
+
+    ) -> None:
+
+        # XXX: better place to do this?
+        symbol = self.symbol
+
+        lot_size_digits = symbol.lot_size_digits
+        ppu, size = (
+            round(
+                msg['avg_price'],
+                ndigits=symbol.tick_size_digits
+            ),
+            round(
+                msg['size'],
+                ndigits=lot_size_digits
+            ),
+        )
+
+        self.ppu = ppu
+        self.size = size
+
+    @property
+    def dsize(self) -> float:
+        '''
+        The "dollar" size of the pp, normally in trading (fiat) unit
+        terms.
+
+        '''
+        return self.ppu * self.size
+
+    # 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_ppu(
+        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:
+        '''
+        Compute the "price-per-unit" price for the given non-zero sized
+        rolling position.
+
+        The recurrence relation which computes this (exponential) mean
+        per new clear which **increases** the accumulative postiion size
+        is:
+
+        ppu[-1] = (
+            ppu[-2] * accum_size[-2]
+            +
+            ppu[-1] * size
+        ) / accum_size[-1]
+
+        where `cost_basis` for the current step is simply the price
+        * size of the most recent clearing transaction.
+
+        '''
+        asize_h: list[float] = []  # historical accumulative size
+        ppu_h: list[float] = []  # historical price-per-unit
+
+        clears = list(self.clears.items())
+
+        for i, (tid, entry) in enumerate(clears):
+
+            clear_size = entry['size']
+            clear_price = entry['price']
+
+            last_accum_size = asize_h[-1] if asize_h else 0
+            accum_size = last_accum_size + clear_size
+            accum_sign = copysign(1, accum_size)
+
+            sign_change: bool = False
+
+            if accum_size == 0:
+                ppu_h.append(0)
+                asize_h.append(0)
+                continue
+
+            # test if the pp somehow went "passed" a net zero size state
+            # resulting in a change of the "sign" of the size (+ve for
+            # long, -ve for short).
+            sign_change = (
+                copysign(1, last_accum_size) + accum_sign == 0
+                and last_accum_size != 0
+            )
+
+            # since we passed the net-zero-size state the new size
+            # after sum should be the remaining size the new
+            # "direction" (aka, long vs. short) for this clear.
+            if sign_change:
+                clear_size = accum_size
+                abs_diff = abs(accum_size)
+                asize_h.append(0)
+                ppu_h.append(0)
+
+            else:
+                # old size minus the new size gives us size diff with
+                # +ve -> increase in pp size
+                # -ve -> decrease in pp size
+                abs_diff = abs(accum_size) - abs(last_accum_size)
+
+            # 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).
+            # abs_clear_size = abs(clear_size)
+            abs_new_size = abs(accum_size)
+
+            if abs_diff > 0:
+
+                cost_basis = (
+                    # cost basis for this clear
+                    clear_price * abs(clear_size)
+                    +
+                    # transaction cost
+                    accum_sign * cost_scalar * entry['cost']
+                )
+
+                if asize_h:
+                    size_last = abs(asize_h[-1])
+                    cb_last = ppu_h[-1] * size_last
+                    ppu = (cost_basis + cb_last) / abs_new_size
+
+                else:
+                    ppu = cost_basis / abs_new_size
+
+                ppu_h.append(ppu)
+                asize_h.append(accum_size)
+
+            else:
+                # on "exit" clears from a given direction,
+                # only the size changes not the price-per-unit
+                # need to be updated since the ppu remains constant
+                # and gets weighted by the new size.
+                asize_h.append(accum_size)
+                ppu_h.append(ppu_h[-1])
+
+        final_ppu = ppu_h[-1] if ppu_h else 0
+
+        # handle any split info entered (for now) manually by user
+        if self.split_ratio is not None:
+            final_ppu /= self.split_ratio
+
+        return final_ppu
+
+    def expired(self) -> bool:
+        '''
+        Predicate which checks if the contract/instrument is past its expiry.
+
+        '''
+        return bool(self.expiry) and self.expiry < now()
+
+    def calc_size(self) -> float:
+        '''
+        Calculate the unit size of this position in the destination
+        asset using the clears/trade event table; zero if expired.
+
+        '''
+        size: float = 0
+
+        # time-expired pps (normally derivatives) are "closed"
+        # and have a zero size.
+        if self.expired():
+            return 0
+
+        for tid, entry in self.clears.items():
+            size += entry['size']
+
+        if self.split_ratio is not None:
+            size = round(size * self.split_ratio)
+
+        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 = 0
+        clears_since_zero: list[tuple(str, dict)] = []
+
+        # TODO: we might just want to always do this when iterating
+        # a ledger? keep a state of the last net-zero and only do the
+        # full iterate when no state was stashed?
+
+        # scan for the last "net zero" position by iterating
+        # transactions until the next net-zero size, rinse, repeat.
+        for tid, clear in self.clears.items():
+            size += clear['size']
+            clears_since_zero.append((tid, clear))
+
+            if size == 0:
+                clears_since_zero.clear()
+
+        self.clears = dict(clears_since_zero)
+        return self.clears
+
+    def add_clear(
+        self,
+        t: Transaction,
+    ) -> dict:
+        '''
+        Update clearing table and populate rolling ppu and accumulative
+        size in both the clears entry and local attrs state.
+
+        '''
+        clear = self.clears[t.tid] = {
+            'cost': t.cost,
+            'price': t.price,
+            'size': t.size,
+            'dt': t.dt,
+        }
+
+        # TODO: compute these incrementally instead
+        # of re-looping through each time resulting in O(n**2)
+        # behaviour..?
+
+        # NOTE: we compute these **after** adding the entry in order to
+        # make the recurrence relation math work inside
+        # ``.calc_size()``.
+        self.size = clear['accum_size'] = self.calc_size()
+        self.ppu = clear['ppu'] = self.calc_ppu()
+
+        return clear
+
+    def sugest_split(self) -> float:
+        ...
+
+
+class PpTable(Struct):
+
+    brokername: str
+    acctid: str
+    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, t in trans.items():
+
+            pp = pps.setdefault(
+                t.bsuid,
+
+                # if no existing pp, allocate fresh one.
+                Position(
+                    Symbol.from_fqsn(
+                        t.fqsn,
+                        info={},
+                    ),
+                    size=0.0,
+                    ppu=0.0,
+                    bsuid=t.bsuid,
+                    expiry=t.expiry,
+                )
+            )
+            clears = pp.clears
+            if clears:
+                first_clear_dt = pp.first_clear_dt
+
+                # don't do updates for ledger records we already have
+                # included in the current pps state.
+                if (
+                    t.tid in clears
+                    or first_clear_dt and t.dt < first_clear_dt
+                ):
+                    # 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
+
+            # update clearing table
+            pp.add_clear(t)
+            updated[t.bsuid] = pp
+
+        # minimize clears tables and update sizing.
+        for bsuid, pp in updated.items():
+            pp.ensure_state()
+
+        return updated
+
+    def dump_active(
+        self,
+    ) -> tuple[
+        dict[str, Position],
+        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.
+
+        '''
+        # 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 (for example removing the breakeven line
+        # and clearing the entry from any lists/monitors).
+        closed_pp_objs: dict[str, Position] = {}
+        open_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()
+
+            pp.ensure_state()
+
+            if (
+                # "net-zero" is a "closed" position
+                pp.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_active_entries`` above is what's
+                # written.
+                closed_pp_objs[bsuid] = pp
+
+            else:
+                open_pp_objs[bsuid] = pp
+
+        return open_pp_objs, closed_pp_objs
+
+    def to_toml(
+        self,
+    ) -> dict[str, Any]:
+
+        active, closed = self.dump_active()
+
+        # ONLY dict-serialize all active positions; those that are closed
+        # we don't store in the ``pps.toml``.
+        to_toml_dict = {}
+
+        for bsuid, pos in active.items():
+
+            # keep the minimal amount of clears that make up this
+            # position since the last net-zero state.
+            pos.minimize_clears()
+            pos.ensure_state()
+
+            # serialize to pre-toml form
+            fqsn, asdict = pos.to_pretoml()
+            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'{self.brokername}.')
+            to_toml_dict[brokerless_key] = asdict
+
+        return to_toml_dict
+
+    def write_config(self) -> None:
+        '''
+        Write the current position table to the user's ``pps.toml``.
+
+        '''
+        # TODO: show diff output?
+        # https://stackoverflow.com/questions/12956957/print-diff-of-python-dictionaries
+        print(f'Updating ``pps.toml`` for {path}:\n')
+
+        # active, closed_pp_objs = table.dump_active()
+        pp_entries = self.to_toml()
+        self.conf[self.brokername][self.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(
+            self.conf,
+            'pps',
+            encoder=enc,
+        )
+
+
+def load_pps_from_ledger(
+
+    brokername: str,
+    acctname: str,
+
+    # post normalization filter on ledger entries to be processed
+    filter_by: Optional[list[dict]] = None,
+
+) -> tuple[
+    dict[str, Transaction],
+    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 update the equivalent ``Pptable`` and deliver the two
+    bsuid-mapped dict-sets of the transactions and pps.
+
+    '''
+    with (
+        open_trade_ledger(brokername, acctname) as ledger,
+        open_pps(brokername, acctname) as table,
+    ):
+        if not ledger:
+            # null case, no ledger file with content
+            return {}
+
+        mod = get_brokermod(brokername)
+        src_records: dict[str, Transaction] = mod.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
+
+        updated = table.update_from_trans(records)
+
+    return records, updated
+
+
+# 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)
+
+
+@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, {})
+
+    # 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,
+    # - 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?
+
+    pp_objs = {}
+    table = PpTable(
+        brokername,
+        acctid,
+        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``).
+        clears = pp_objs.setdefault(bsuid, {})
+
+        # TODO: should be make a ``Struct`` for clear/event entries?
+        # convert "clear events table" from the toml config (list of
+        # a dicts) and load it into object form for use in position
+        # processing of new clear events.
+        trans: list[Transaction] = []
+
+        for clears_table in clears_list:
+            tid = clears_table.pop('tid')
+            dtstr = clears_table['dt']
+            dt = pendulum.parse(dtstr)
+            clears_table['dt'] = dt
+            trans.append(Transaction(
+                fqsn=bsuid,
+                bsuid=bsuid,
+                tid=tid,
+                size=clears_table['size'],
+                price=clears_table['price'],
+                cost=clears_table['cost'],
+                dt=dt,
+            ))
+            clears[tid] = clears_table
+
+        size = entry['size']
+
+        # TODO: remove but, handle old field name for now
+        ppu = entry.get('ppu', entry.get('be_price', 0))
+        split_ratio = entry.get('split_ratio')
+
+        expiry = entry.get('expiry')
+        if expiry:
+            expiry = pendulum.parse(expiry)
+
+        pp = pp_objs[bsuid] = Position(
+            Symbol.from_fqsn(fqsn, info={}),
+            size=size,
+            ppu=ppu,
+            split_ratio=split_ratio,
+            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!
+        for t in trans:
+            pp.add_clear(t)
+
+        # audit entries loaded from toml
+        pp.ensure_state()
+
+    try:
+        yield table
+    finally:
+        if write_on_exit:
+            table.write_config()
+
+
+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('.')
+        trans, updated_pps = load_pps_from_ledger(broker, name)
+        print(
+            f'Processing transactions into pps for {broker}:{acctid}\n'
+            f'{pformat(trans)}\n\n'
+            f'{pformat(updated_pps)}'
+        )

piker/ui/_annotate.py

@@ -32,16 +32,22 @@ def mk_marker_path(
     style: str,
 
 ) -> QGraphicsPathItem:
-    """Add a marker to be displayed on the line wrapped in a ``QGraphicsPathItem``
+    '''
-    ready to be placed using scene coordinates (not view).
+    Add a marker to be displayed on the line wrapped in
+    a ``QGraphicsPathItem`` ready to be placed using scene coordinates
+    (not view).
 
     **Arguments**
     style        String indicating the style of marker to add:
                   ``'<|'``, ``'|>'``, ``'>|'``, ``'|<'``, ``'<|>'``,
                   ``'>|<'``, ``'^'``, ``'v'``, ``'o'``
-    size          Size of the marker in pixels.
 
-    """
+    This code is taken nearly verbatim from the
+    `InfiniteLine.addMarker()` method but does not attempt do be aware
+    of low(er) level graphics controls and expects for the output
+    polygon to be applied to a ``QGraphicsPathItem``.
+
+    '''
     path = QtGui.QPainterPath()
 
     if style == 'o':
@@ -87,7 +93,8 @@ def mk_marker_path(
 
 
 class LevelMarker(QGraphicsPathItem):
-    '''An arrow marker path graphich which redraws itself
+    '''
+    An arrow marker path graphich which redraws itself
     to the specified view coordinate level on each paint cycle.
 
     '''
@@ -114,6 +121,7 @@ class LevelMarker(QGraphicsPathItem):
 
         self.get_level = get_level
         self._on_paint = on_paint
+
         self.scene_x = lambda: chart.marker_right_points()[1]
         self.level: float = 0
         self.keep_in_view = keep_in_view
@@ -149,12 +157,9 @@ class LevelMarker(QGraphicsPathItem):
     def w(self) -> float:
         return self.path_br().width()
 
-    def position_in_view(
+    def position_in_view(self) -> None:
-        self,
+        '''
-        # level: float,
+        Show a pp off-screen indicator for a level label.
-
-    ) -> None:
-        '''Show a pp off-screen indicator for a level label.
 
         This is like in fps games where you have a gps "nav" indicator
         but your teammate is outside the range of view, except in 2D, on
@@ -162,7 +167,6 @@ class LevelMarker(QGraphicsPathItem):
 
         '''
         level = self.get_level()
-
         view = self.chart.getViewBox()
         vr = view.state['viewRange']
         ymn, ymx = vr[1]
@@ -186,7 +190,6 @@ class LevelMarker(QGraphicsPathItem):
             )
 
         elif level < ymn:  # pin to bottom of view
-
             self.setPos(
                 QPointF(
                     x,
@@ -211,7 +214,8 @@ class LevelMarker(QGraphicsPathItem):
         w: QtWidgets.QWidget
 
     ) -> None:
-        '''Core paint which we override to always update
+        '''
+        Core paint which we override to always update
         our marker position in scene coordinates from a
         view cooridnate "level".
 
@@ -235,11 +239,12 @@ def qgo_draw_markers(
     right_offset: float,
 
 ) -> float:
-    """Paint markers in ``pg.GraphicsItem`` style by first
+    '''
+    Paint markers in ``pg.GraphicsItem`` style by first
     removing the view transform for the painter, drawing the markers
     in scene coords, then restoring the view coords.
 
-    """
+    '''
     # paint markers in native coordinate system
     orig_tr = p.transform()
 

piker/ui/_app.py

@@ -107,9 +107,8 @@ async def _async_main(
         # setup search widget and focus main chart view at startup
         # search widget is a singleton alongside the godwidget
         search = _search.SearchWidget(godwidget=godwidget)
-        search.bar.unfocus()
+        # search.bar.unfocus()
-
+        # godwidget.hbox.addWidget(search)
-        godwidget.hbox.addWidget(search)
         godwidget.search = search
 
         symbol, _, provider = sym.rpartition('.')
@@ -178,6 +177,6 @@ def _main(
     run_qtractor(
         func=_async_main,
         args=(sym, brokernames, piker_loglevel),
-        main_widget=GodWidget,
+        main_widget_type=GodWidget,
         tractor_kwargs=tractor_kwargs,
     )

piker/ui/_chart.py

@@ -19,7 +19,11 @@ High level chart-widget apis.
 
 '''
 from __future__ import annotations
-from typing import Optional, TYPE_CHECKING
+from typing import (
+    Iterator,
+    Optional,
+    TYPE_CHECKING,
+)
 
 from PyQt5 import QtCore, QtWidgets
 from PyQt5.QtCore import (
@@ -68,6 +72,7 @@ from ._forms import FieldsForm
 from .._profile import pg_profile_enabled, ms_slower_then
 from ._overlay import PlotItemOverlay
 from ._flows import Flow
+from ._search import SearchWidget
 
 if TYPE_CHECKING:
     from ._display import DisplayState
@@ -85,6 +90,9 @@ class GodWidget(QWidget):
     modify them.
 
     '''
+    search: SearchWidget
+    mode_name: str = 'god'
+
     def __init__(
 
         self,
@@ -94,6 +102,8 @@ class GodWidget(QWidget):
 
         super().__init__(parent)
 
+        self.search: Optional[SearchWidget] = None
+
         self.hbox = QHBoxLayout(self)
         self.hbox.setContentsMargins(0, 0, 0, 0)
         self.hbox.setSpacing(6)
@@ -115,7 +125,10 @@ class GodWidget(QWidget):
         # self.vbox.addLayout(self.hbox)
 
         self._chart_cache: dict[str, LinkedSplits] = {}
-        self.linkedsplits: Optional[LinkedSplits] = None
+
+        self.hist_linked: Optional[LinkedSplits] = None
+        self.rt_linked: Optional[LinkedSplits] = None
+        self._active_cursor: Optional[Cursor] = None
 
         # assigned in the startup func `_async_main()`
         self._root_n: trio.Nursery = None
@@ -123,6 +136,14 @@ class GodWidget(QWidget):
         self._widgets: dict[str, QWidget] = {}
         self._resizing: bool = False
 
+        # TODO: do we need this, when would god get resized
+        # and the window does not? Never right?!
+        # self.reg_for_resize(self)
+
+    @property
+    def linkedsplits(self) -> LinkedSplits:
+        return self.rt_linked
+
     # def init_timeframes_ui(self):
     #     self.tf_layout = QHBoxLayout()
     #     self.tf_layout.setSpacing(0)
@@ -148,19 +169,19 @@ class GodWidget(QWidget):
     def set_chart_symbol(
         self,
         symbol_key: str,  # of form <fqsn>.<providername>
-        linkedsplits: LinkedSplits,  # type: ignore
+        all_linked: tuple[LinkedSplits, LinkedSplits],  # type: ignore
 
     ) -> None:
         # re-sort org cache symbol list in LIFO order
         cache = self._chart_cache
         cache.pop(symbol_key, None)
-        cache[symbol_key] = linkedsplits
+        cache[symbol_key] = all_linked
 
     def get_chart_symbol(
         self,
         symbol_key: str,
 
-    ) -> LinkedSplits:  # type: ignore
+    ) -> tuple[LinkedSplits, LinkedSplits]:  # type: ignore
         return self._chart_cache.get(symbol_key)
 
     async def load_symbol(
@@ -182,28 +203,33 @@ class GodWidget(QWidget):
 
         # fully qualified symbol name (SNS i guess is what we're making?)
         fqsn = '.'.join([symbol_key, providername])
-
+        all_linked = self.get_chart_symbol(fqsn)
-        linkedsplits = self.get_chart_symbol(fqsn)
-
         order_mode_started = trio.Event()
 
         if not self.vbox.isEmpty():
 
-            # XXX: this is CRITICAL especially with pixel buffer caching
+            # XXX: seems to make switching slower?
-            self.linkedsplits.hide()
+            # qframe = self.hist_linked.chart.qframe
-            self.linkedsplits.unfocus()
+            # if qframe.sidepane is self.search:
+            #     qframe.hbox.removeWidget(self.search)
 
-            # XXX: pretty sure we don't need this
+            for linked in [self.rt_linked, self.hist_linked]:
-            # remove any existing plots?
+                # XXX: this is CRITICAL especially with pixel buffer caching
-            # XXX: ahh we might want to support cache unloading..
+                linked.hide()
-            # self.vbox.removeWidget(self.linkedsplits)
+                linked.unfocus()
+
+                # XXX: pretty sure we don't need this
+                # remove any existing plots?
+                # XXX: ahh we might want to support cache unloading..
+                # self.vbox.removeWidget(linked)
 
         # switching to a new viewable chart
-        if linkedsplits is None or reset:
+        if all_linked is None or reset:
             from ._display import display_symbol_data
 
             # we must load a fresh linked charts set
-            linkedsplits = LinkedSplits(self)
+            self.rt_linked = rt_charts = LinkedSplits(self)
+            self.hist_linked = hist_charts = LinkedSplits(self)
 
             # spawn new task to start up and update new sub-chart instances
             self._root_n.start_soon(
@@ -215,43 +241,70 @@ class GodWidget(QWidget):
                 order_mode_started,
             )
 
-            self.set_chart_symbol(fqsn, linkedsplits)
+            # self.vbox.addWidget(hist_charts)
-            self.vbox.addWidget(linkedsplits)
+            self.vbox.addWidget(rt_charts)
+            self.set_chart_symbol(
+                fqsn,
+                (hist_charts, rt_charts),
+            )
+
+            for linked in [hist_charts, rt_charts]:
+                linked.show()
+                linked.focus()
 
-            linkedsplits.show()
-            linkedsplits.focus()
             await trio.sleep(0)
 
         else:
             # symbol is already loaded and ems ready
             order_mode_started.set()
 
-            # TODO:
+            self.hist_linked, self.rt_linked = all_linked
-            # - 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
+            for linked in all_linked:
-            # also switch it over to the new chart's interal-layout
+                # TODO:
-            # self.linkedsplits.chart.qframe.hbox.removeWidget(self.pp_pane)
+                # - we'll probably want per-instrument/provider state here?
-            chart = linkedsplits.chart
+                #   change the order config form over to the new chart
 
-            # chart is already in memory so just focus it
+                # chart is already in memory so just focus it
-            linkedsplits.show()
+                linked.show()
-            linkedsplits.focus()
+                linked.focus()
-            linkedsplits.graphics_cycle()
+                linked.graphics_cycle()
-            await trio.sleep(0)
+                await trio.sleep(0)
 
-            # resume feeds *after* rendering chart view asap
+                # resume feeds *after* rendering chart view asap
-            chart.resume_all_feeds()
+                chart = linked.chart
+                if chart:
+                    chart.resume_all_feeds()
 
             # TODO: we need a check to see if the chart
             # last had the xlast in view, if so then shift so it's
             # still in view, if the user was viewing history then
             # do nothing yah?
-            chart.default_view()
+            self.rt_linked.chart.default_view()
 
-        self.linkedsplits = linkedsplits
+        # if a history chart instance is already up then
-        symbol = linkedsplits.symbol
+        # set the search widget as its sidepane.
+        hist_chart = self.hist_linked.chart
+        if hist_chart:
+            hist_chart.qframe.set_sidepane(self.search)
+
+            # NOTE: this is really stupid/hard to follow.
+            # we have to reposition the active position nav
+            # **AFTER** applying the search bar as a sidepane
+            # to the newly switched to symbol.
+            await trio.sleep(0)
+
+            # TODO: probably stick this in some kinda `LooknFeel` API?
+            for tracker in self.rt_linked.mode.trackers.values():
+                pp_nav = tracker.nav
+                if tracker.live_pp.size:
+                    pp_nav.show()
+                    pp_nav.hide_info()
+                else:
+                    pp_nav.hide()
+
+        # set window titlebar info
+        symbol = self.rt_linked.symbol
         if symbol is not None:
             self.window.setWindowTitle(
                 f'{symbol.front_fqsn()} '
@@ -268,11 +321,23 @@ class GodWidget(QWidget):
         '''
         # go back to view-mode focus (aka chart focus)
         self.clearFocus()
-        self.linkedsplits.chart.setFocus()
+        chart = self.rt_linked.chart
+        if chart:
+            chart.setFocus()
 
-    def resizeEvent(self, event: QtCore.QEvent) -> None:
+    def reg_for_resize(
+        self,
+        widget: QWidget,
+    ) -> None:
+        getattr(widget, 'on_resize')
+        self._widgets[widget.mode_name] = widget
+
+    def on_win_resize(self, event: QtCore.QEvent) -> None:
         '''
-        Top level god widget resize handler.
+        Top level god widget handler from window (the real yaweh) resize
+        events such that any registered widgets which wish to be
+        notified are invoked using our pythonic `.on_resize()` method
+        api.
 
         Where we do UX magic to make things not suck B)
 
@@ -288,6 +353,28 @@ class GodWidget(QWidget):
 
         self._resizing = False
 
+    # on_resize = on_win_resize
+
+    def get_cursor(self) -> Cursor:
+        return self._active_cursor
+
+    def iter_linked(self) -> Iterator[LinkedSplits]:
+        for linked in [self.hist_linked, self.rt_linked]:
+            yield linked
+
+    def resize_all(self) -> None:
+        '''
+        Dynamic resize sequence: adjusts all sub-widgets/charts to
+        sensible default ratios of what space is detected as available
+        on the display / window.
+
+        '''
+        rt_linked = self.rt_linked
+        rt_linked.set_split_sizes()
+        self.rt_linked.resize_sidepanes()
+        self.hist_linked.resize_sidepanes(from_linked=rt_linked)
+        self.search.on_resize()
+
 
 class ChartnPane(QFrame):
     '''
@@ -300,9 +387,9 @@ class ChartnPane(QFrame):
     https://doc.qt.io/qt-5/qwidget.html#composite-widgets
 
     '''
-    sidepane: FieldsForm
+    sidepane: FieldsForm | SearchWidget
     hbox: QHBoxLayout
-    chart: Optional['ChartPlotWidget'] = None
+    chart: Optional[ChartPlotWidget] = None
 
     def __init__(
         self,
@@ -314,7 +401,7 @@ class ChartnPane(QFrame):
 
         super().__init__(parent)
 
-        self.sidepane = sidepane
+        self._sidepane = sidepane
         self.chart = None
 
         hbox = self.hbox = QHBoxLayout(self)
@@ -322,6 +409,21 @@ class ChartnPane(QFrame):
         hbox.setContentsMargins(0, 0, 0, 0)
         hbox.setSpacing(3)
 
+    def set_sidepane(
+        self,
+        sidepane: FieldsForm | SearchWidget,
+    ) -> None:
+
+        # add sidepane **after** chart; place it on axis side
+        self.hbox.addWidget(
+            sidepane,
+            alignment=Qt.AlignTop
+        )
+        self._sidepane = sidepane
+
+    def sidepane(self) -> FieldsForm | SearchWidget:
+        return self._sidepane
+
 
 class LinkedSplits(QWidget):
     '''
@@ -356,6 +458,7 @@ class LinkedSplits(QWidget):
         self.splitter = QSplitter(QtCore.Qt.Vertical)
         self.splitter.setMidLineWidth(0)
         self.splitter.setHandleWidth(2)
+        self.splitter.splitterMoved.connect(self.on_splitter_adjust)
 
         self.layout = QVBoxLayout(self)
         self.layout.setContentsMargins(0, 0, 0, 0)
@@ -368,6 +471,16 @@ class LinkedSplits(QWidget):
 
         self._symbol: Symbol = None
 
+    def on_splitter_adjust(
+        self,
+        pos: int,
+        index: int,
+    ) -> None:
+        # print(f'splitter moved pos:{pos}, index:{index}')
+        godw = self.godwidget
+        if self is godw.rt_linked:
+            godw.search.on_resize()
+
     def graphics_cycle(self, **kwargs) -> None:
         from . import _display
         ds = self.display_state
@@ -383,28 +496,32 @@ class LinkedSplits(QWidget):
         prop: Optional[float] = None,
 
     ) -> None:
-        '''Set the proportion of space allocated for linked subcharts.
+        '''
+        Set the proportion of space allocated for linked subcharts.
 
         '''
-        ln = len(self.subplots)
+        ln = len(self.subplots) or 1
 
         # proportion allocated to consumer subcharts
         if not prop:
-            prop = 3/8*5/8
+            prop = 3/8
 
-            # if ln < 2:
+        h = self.height()
-            #     prop = 3/8*5/8
+        histview_h = h * (6/16)
-
+        h = h - histview_h
-            # elif ln >= 2:
-            #     prop = 3/8
 
         major = 1 - prop
-        min_h_ind = int((self.height() * prop) / ln)
+        min_h_ind = int((h * prop) / ln)
+        sizes = [
+            int(histview_h),
+            int(h * major),
+        ]
 
-        sizes = [int(self.height() * major)]
+        # give all subcharts the same remaining proportional height
         sizes.extend([min_h_ind] * ln)
 
-        self.splitter.setSizes(sizes)
+        if self.godwidget.rt_linked is self:
+            self.splitter.setSizes(sizes)
 
     def focus(self) -> None:
         if self.chart is not None:
@@ -452,13 +569,6 @@ 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 |
@@ -504,10 +614,15 @@ class LinkedSplits(QWidget):
             'bottom': xaxis,
         }
 
-        qframe = ChartnPane(
+        if sidepane is not False:
-            sidepane=sidepane,
+            parent = qframe = ChartnPane(
-            parent=self.splitter,
+                sidepane=sidepane,
-        )
+                parent=self.splitter,
+            )
+        else:
+            parent = self.splitter
+            qframe = None
+
         cpw = ChartPlotWidget(
 
             # this name will be used to register the primary
@@ -515,7 +630,7 @@ class LinkedSplits(QWidget):
             name=name,
             data_key=array_key or name,
 
-            parent=qframe,
+            parent=parent,
             linkedsplits=self,
             axisItems=axes,
             **cpw_kwargs,
@@ -523,37 +638,45 @@ class LinkedSplits(QWidget):
         cpw.hideAxis('left')
         cpw.hideAxis('bottom')
 
-        if self.xaxis_chart:
+        if (
-            self.xaxis_chart.hideAxis('bottom')
+            _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')
 
             # presuming we only want it at the true bottom of all charts.
             # XXX: uses new api from our ``pyqtgraph`` fork.
             # 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:
+        if qframe is not None:
-            self.xaxis_chart = cpw
+            qframe.chart = cpw
+            qframe.hbox.addWidget(cpw)
 
-        qframe.chart = cpw
+            # so we can look this up and add back to the splitter
-        qframe.hbox.addWidget(cpw)
+            # on a symbol switch
+            cpw.qframe = qframe
+            assert cpw.parent() == qframe
 
-        # so we can look this up and add back to the splitter
+            # add sidepane **after** chart; place it on axis side
-        # on a symbol switch
+            qframe.set_sidepane(sidepane)
-        cpw.qframe = qframe
+            # qframe.hbox.addWidget(
-        assert cpw.parent() == qframe
+            #     sidepane,
+            #     alignment=Qt.AlignTop
+            # )
 
-        # add sidepane **after** chart; place it on axis side
+            cpw.sidepane = sidepane
-        qframe.hbox.addWidget(
-            sidepane,
-            alignment=Qt.AlignTop
-        )
-        cpw.sidepane = sidepane
 
-        cpw.plotItem.vb.linkedsplits = self
+        cpw.plotItem.vb.linked = self
         cpw.setFrameStyle(
             QtWidgets.QFrame.StyledPanel
             # | QtWidgets.QFrame.Plain
@@ -614,9 +737,8 @@ class LinkedSplits(QWidget):
         if not _is_main:
             # track by name
             self.subplots[name] = cpw
-            self.splitter.addWidget(qframe)
+            if qframe is not None:
-            # scale split regions
+                self.splitter.addWidget(qframe)
-            self.set_split_sizes()
 
         else:
             assert style == 'bar', 'main chart must be OHLC'
@@ -642,19 +764,28 @@ class LinkedSplits(QWidget):
 
     def resize_sidepanes(
         self,
+        from_linked: Optional[LinkedSplits] = None,
+
     ) -> None:
         '''
         Size all sidepanes based on the OHLC "main" plot and its
         sidepane width.
 
         '''
-        main_chart = self.chart
+        if from_linked:
-        if main_chart:
+            main_chart = from_linked.chart
+        else:
+            main_chart = self.chart
+
+        if main_chart and main_chart.sidepane:
             sp_w = main_chart.sidepane.width()
             for name, cpw in self.subplots.items():
                 cpw.sidepane.setMinimumWidth(sp_w)
                 cpw.sidepane.setMaximumWidth(sp_w)
 
+            if from_linked:
+                self.chart.sidepane.setMinimumWidth(sp_w)
+
 
 class ChartPlotWidget(pg.PlotWidget):
     '''
@@ -712,6 +843,7 @@ class ChartPlotWidget(pg.PlotWidget):
 
         # NOTE: must be set bfore calling ``.mk_vb()``
         self.linked = linkedsplits
+        self.sidepane: Optional[FieldsForm] = None
 
         # source of our custom interactions
         self.cv = cv = self.mk_vb(name)
@@ -760,9 +892,18 @@ 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):
-        for feed in self._feeds.values():
+        try:
-            self.linked.godwidget._root_n.start_soon(feed.resume)
+            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 +1000,9 @@ class ChartPlotWidget(pg.PlotWidget):
 
     def default_view(
         self,
-        bars_from_y: int = 3000,
+        bars_from_y: int = int(616 * 3/8),
+        y_offset: int = 0,
+        do_ds: bool = True,
 
     ) -> None:
         '''
@@ -897,8 +1040,12 @@ class ChartPlotWidget(pg.PlotWidget):
         # terms now that we've scaled either by user control
         # or to the default set of bars as per the immediate block
         # above.
-        marker_pos, l1_len = self.pre_l1_xs()
+        if not y_offset:
-        end = xlast + l1_len + 1
+            marker_pos, l1_len = self.pre_l1_xs()
+            end = xlast + l1_len + 1
+        else:
+            end = xlast + y_offset + 1
+
         begin = end - (r - l)
 
         # for debugging
@@ -920,8 +1067,11 @@ class ChartPlotWidget(pg.PlotWidget):
             max=end,
             padding=0,
         )
-        self.view.maybe_downsample_graphics()
+
-        view._set_yrange()
+        if do_ds:
+            self.view.maybe_downsample_graphics()
+            view._set_yrange()
+
         try:
             self.linked.graphics_cycle()
         except IndexError:
@@ -1255,7 +1405,6 @@ 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 +1436,18 @@ 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]
+    x_out = x_out[x_out != 0]
-    y_out = y_out[:i_win.size]
+    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
+    # TODO: using this approach, having the ``.zeros()`` alloc lines
-    # below, in put python was causing segs faults and alloc crashes..
+    # 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:
+) -> tuple[
-    # nbins = len(i_win)
+    int,
-    # count = len(xs)
+    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])
+            ymn = y_out[bincount, 1] = min(y, y_out[bincount, 1])
-            y_out[bincount, 2] = max(y, y_out[bincount, 2])
+            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/_cursor.py

@@ -18,8 +18,13 @@
 Mouse interaction graphics
 
 """
+from __future__ import annotations
 from functools import partial
-from typing import Optional, Callable
+from typing import (
+    Optional,
+    Callable,
+    TYPE_CHECKING,
+)
 
 import inspect
 import numpy as np
@@ -36,6 +41,12 @@ from ._style import (
 from ._axes import YAxisLabel, XAxisLabel
 from ..log import get_logger
 
+if TYPE_CHECKING:
+    from ._chart import (
+        ChartPlotWidget,
+        LinkedSplits,
+    )
+
 
 log = get_logger(__name__)
 
@@ -58,7 +69,7 @@ class LineDot(pg.CurvePoint):
         curve: pg.PlotCurveItem,
         index: int,
 
-        plot: 'ChartPlotWidget',  # type: ingore # noqa
+        plot: ChartPlotWidget,  # type: ingore # noqa
         pos=None,
         color: str = 'default_light',
 
@@ -151,7 +162,7 @@ class ContentsLabel(pg.LabelItem):
     def __init__(
         self,
 
-        # chart: 'ChartPlotWidget',  # noqa
+        # chart: ChartPlotWidget,  # noqa
         view: pg.ViewBox,
 
         anchor_at: str = ('top', 'right'),
@@ -244,7 +255,7 @@ class ContentsLabels:
     '''
     def __init__(
         self,
-        linkedsplits: 'LinkedSplits',  # type: ignore # noqa
+        linkedsplits: LinkedSplits,  # type: ignore # noqa
 
     ) -> None:
 
@@ -289,7 +300,7 @@ class ContentsLabels:
     def add_label(
 
         self,
-        chart: 'ChartPlotWidget',  # type: ignore # noqa
+        chart: ChartPlotWidget,  # type: ignore # noqa
         name: str,
         anchor_at: tuple[str, str] = ('top', 'left'),
         update_func: Callable = ContentsLabel.update_from_value,
@@ -316,7 +327,7 @@ class Cursor(pg.GraphicsObject):
     def __init__(
 
         self,
-        linkedsplits: 'LinkedSplits',  # noqa
+        linkedsplits: LinkedSplits,  # noqa
         digits: int = 0
 
     ) -> None:
@@ -325,6 +336,8 @@ class Cursor(pg.GraphicsObject):
 
         self.linked = linkedsplits
         self.graphics: dict[str, pg.GraphicsObject] = {}
+        self.xaxis_label: Optional[XAxisLabel] = None
+        self.always_show_xlabel: bool = True
         self.plots: list['PlotChartWidget'] = []  # type: ignore # noqa
         self.active_plot = None
         self.digits: int = digits
@@ -385,7 +398,7 @@ class Cursor(pg.GraphicsObject):
 
     def add_plot(
         self,
-        plot: 'ChartPlotWidget',  # noqa
+        plot: ChartPlotWidget,  # noqa
         digits: int = 0,
 
     ) -> None:
@@ -469,7 +482,7 @@ class Cursor(pg.GraphicsObject):
 
     def add_curve_cursor(
         self,
-        plot: 'ChartPlotWidget',  # noqa
+        plot: ChartPlotWidget,  # noqa
         curve: 'PlotCurveItem',  # noqa
 
     ) -> LineDot:
@@ -491,17 +504,29 @@ class Cursor(pg.GraphicsObject):
         log.debug(f"{(action, plot.name)}")
         if action == 'Enter':
             self.active_plot = plot
+            plot.linked.godwidget._active_cursor = self
 
             # show horiz line and y-label
             self.graphics[plot]['hl'].show()
             self.graphics[plot]['yl'].show()
 
-        else:  # Leave
+            if (
+                not self.always_show_xlabel
+                and not self.xaxis_label.isVisible()
+            ):
+                self.xaxis_label.show()
 
-            # hide horiz line and y-label
+        # Leave: hide horiz line and y-label
+        else:
             self.graphics[plot]['hl'].hide()
             self.graphics[plot]['yl'].hide()
 
+            if (
+                not self.always_show_xlabel
+                and self.xaxis_label.isVisible()
+            ):
+                self.xaxis_label.hide()
+
     def mouseMoved(
         self,
         coords: tuple[QPointF],  # noqa
@@ -590,13 +615,17 @@ class Cursor(pg.GraphicsObject):
                             left_axis_width += left.width()
 
                 # map back to abs (label-local) coordinates
-                self.xaxis_label.update_label(
+                if (
-                    abs_pos=(
+                    self.always_show_xlabel
-                        plot.mapFromView(QPointF(vl_x, iy)) -
+                    or self.xaxis_label.isVisible()
-                        QPointF(left_axis_width, 0)
+                ):
-                    ),
+                    self.xaxis_label.update_label(
-                    value=ix,
+                        abs_pos=(
-                )
+                            plot.mapFromView(QPointF(vl_x, iy)) -
+                            QPointF(left_axis_width, 0)
+                        ),
+                        value=ix,
+                    )
 
         self._datum_xy = ix, iy
 

piker/ui/_display.py

@@ -21,19 +21,20 @@ this module ties together quote and computational (fsp) streams with
 graphics update methods via our custom ``pyqtgraph`` charting api.
 
 '''
-from dataclasses import dataclass
 from functools import partial
 import time
 from typing import Optional, Any, Callable
 
-import numpy as np
 import tractor
 import trio
-import pendulum
 import pyqtgraph as pg
 
 # from .. import brokers
-from ..data.feed import open_feed
+from ..data.feed import (
+    open_feed,
+    Feed,
+)
+from ..data.types import Struct
 from ._axes import YAxisLabel
 from ._chart import (
     ChartPlotWidget,
@@ -41,19 +42,25 @@ from ._chart import (
     GodWidget,
 )
 from ._l1 import L1Labels
+from ._style import hcolor
 from ._fsp import (
     update_fsp_chart,
     start_fsp_displays,
     has_vlm,
     open_vlm_displays,
 )
-from ..data._sharedmem import ShmArray
+from ..data._sharedmem import (
+    ShmArray,
+)
 from ..data._source import tf_in_1s
 from ._forms import (
     FieldsForm,
     mk_order_pane_layout,
 )
-from .order_mode import open_order_mode
+from .order_mode import (
+    open_order_mode,
+    OrderMode,
+)
 from .._profile import (
     pg_profile_enabled,
     ms_slower_then,
@@ -63,7 +70,7 @@ 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 = 16  # Hz
 
 
 # a working tick-type-classes template
@@ -105,6 +112,10 @@ 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:
@@ -118,39 +129,105 @@ def chart_maxmin(
     )
 
 
-@dataclass
+class DisplayState(Struct):
-class DisplayState:
     '''
     Chart-local real-time graphics state container.
 
     '''
+    godwidget: GodWidget
     quotes: dict[str, Any]
 
     maxmin: Callable
     ohlcv: ShmArray
+    hist_ohlcv: ShmArray
 
     # high level chart handles
-    linked: LinkedSplits
     chart: ChartPlotWidget
-    vlm_chart: ChartPlotWidget
 
     # axis labels
     l1: L1Labels
     last_price_sticky: YAxisLabel
-    vlm_sticky: YAxisLabel
+    hist_last_price_sticky: YAxisLabel
 
     # misc state tracking
-    vars: dict[str, Any]
+    vars: dict[str, Any] = {
+        'tick_margin': 0,
+        'i_last': 0,
+        'i_last_append': 0,
+        'last_mx_vlm': 0,
+        'last_mx': 0,
+        'last_mn': 0,
+    }
 
+    vlm_chart: Optional[ChartPlotWidget] = None
+    vlm_sticky: Optional[YAxisLabel] = None
     wap_in_history: bool = False
 
+    def incr_info(
+        self,
+        chart: Optional[ChartPlotWidget] = None,
+        shm: Optional[ShmArray] = None,
+        state: Optional[dict] = None,  # pass in a copy if you don't
+
+        update_state: bool = True,
+        update_uppx: float = 16,
+
+    ) -> tuple:
+
+        shm = shm or self.ohlcv
+        chart = chart or self.chart
+        state = state or self.vars
+
+        if not update_state:
+            state = state.copy()
+
+        # compute the first available graphic's x-units-per-pixel
+        uppx = chart.view.x_uppx()
+
+        # NOTE: this used to be implemented in a dedicated
+        # "increment task": ``check_for_new_bars()`` but it doesn't
+        # make sense to do a whole task switch when we can just do
+        # this simple index-diff and all the fsp sub-curve graphics
+        # are diffed on each draw cycle anyway; so updates to the
+        # "curve" length is already automatic.
+
+        # increment the view position by the sample offset.
+        i_step = shm.index
+        i_diff = i_step - state['i_last']
+        state['i_last'] = i_step
+
+        append_diff = i_step - state['i_last_append']
+
+        # update the "last datum" (aka extending the flow graphic with
+        # new data) only if the number of unit steps is >= the number of
+        # such unit steps per pixel (aka uppx). Iow, if the zoom level
+        # is such that a datum(s) update to graphics wouldn't span
+        # to a new pixel, we don't update yet.
+        do_append = (append_diff >= uppx)
+        if do_append:
+            state['i_last_append'] = i_step
+
+        do_rt_update = uppx < update_uppx
+
+        _, _, _, r = chart.bars_range()
+        liv = r >= i_step
+
+        # TODO: pack this into a struct
+        return (
+            uppx,
+            liv,
+            do_append,
+            i_diff,
+            append_diff,
+            do_rt_update,
+        )
+
 
 async def graphics_update_loop(
 
-    linked: LinkedSplits,
+    nurse: trio.Nursery,
-    stream: tractor.MsgStream,
+    godwidget: GodWidget,
-    ohlcv: np.ndarray,
+    feed: Feed,
-
     wap_in_history: bool = False,
     vlm_chart: Optional[ChartPlotWidget] = None,
 
@@ -171,22 +248,29 @@ async def graphics_update_loop(
     #   of copying it from last bar's close
     # - 1-5 sec bar lookback-autocorrection like tws does?
     #   (would require a background history checker task)
-    display_rate = linked.godwidget.window.current_screen().refreshRate()
+    linked: LinkedSplits = godwidget.rt_linked
+    display_rate = godwidget.window.current_screen().refreshRate()
 
-    chart = linked.chart
+    fast_chart = linked.chart
+    hist_chart = godwidget.hist_linked.chart
+
+    ohlcv = feed.rt_shm
+    hist_ohlcv = feed.hist_shm
 
     # update last price sticky
-    last_price_sticky = chart._ysticks[chart.name]
+    last_price_sticky = fast_chart._ysticks[fast_chart.name]
     last_price_sticky.update_from_data(
         *ohlcv.array[-1][['index', 'close']]
     )
 
-    if vlm_chart:
+    hist_last_price_sticky = hist_chart._ysticks[hist_chart.name]
-        vlm_sticky = vlm_chart._ysticks['volume']
+    hist_last_price_sticky.update_from_data(
+        *hist_ohlcv.array[-1][['index', 'close']]
+    )
 
     maxmin = partial(
         chart_maxmin,
-        chart,
+        fast_chart,
         ohlcv,
         vlm_chart,
     )
@@ -200,15 +284,15 @@ async def graphics_update_loop(
 
     last, volume = ohlcv.array[-1][['close', 'volume']]
 
-    symbol = chart.linked.symbol
+    symbol = fast_chart.linked.symbol
 
     l1 = L1Labels(
-        chart,
+        fast_chart,
         # determine precision/decimal lengths
         digits=symbol.tick_size_digits,
         size_digits=symbol.lot_size_digits,
     )
-    chart._l1_labels = l1
+    fast_chart._l1_labels = l1
 
     # TODO:
     # - in theory we should be able to read buffer data faster
@@ -218,46 +302,22 @@ async def graphics_update_loop(
     #   levels this might be dark volume we need to
     #   present differently -> likely dark vlm
 
-    tick_size = chart.linked.symbol.tick_size
+    tick_size = fast_chart.linked.symbol.tick_size
     tick_margin = 3 * tick_size
 
-    chart.show()
+    fast_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(**{
+        'godwidget': godwidget,
         'quotes': {},
-        'linked': linked,
         'maxmin': maxmin,
         'ohlcv': ohlcv,
-        'chart': chart,
+        'hist_ohlcv': hist_ohlcv,
+        'chart': fast_chart,
         'last_price_sticky': last_price_sticky,
-        'vlm_chart': vlm_chart,
+        'hist_last_price_sticky': hist_last_price_sticky,
-        'vlm_sticky': vlm_sticky,
         'l1': l1,
 
         'vars': {
@@ -270,9 +330,69 @@ async def graphics_update_loop(
         }
     })
 
-    chart.default_view()
+    if vlm_chart:
+        vlm_sticky = vlm_chart._ysticks['volume']
+        ds.vlm_chart = vlm_chart
+        ds.vlm_sticky = vlm_sticky
+
+    fast_chart.default_view()
+
+    # TODO: probably factor this into some kinda `DisplayState`
+    # API that can be reused at least in terms of pulling view
+    # params (eg ``.bars_range()``).
+    async def increment_history_view():
+        i_last = hist_ohlcv.index
+        state = ds.vars.copy() | {
+            'i_last_append': i_last,
+            'i_last': i_last,
+        }
+        _, hist_step_size_s, _ = feed.get_ds_info()
+
+        async with feed.index_stream(
+            # int(hist_step_size_s)
+            # TODO: seems this is more reliable at keeping the slow
+            # chart incremented in view more correctly?
+            # - It might make sense to just inline this logic with the
+            #   main display task? => it's a tradeoff of slower task
+            #   wakeups/ctx switches verus logic checks (as normal)
+            # - we need increment logic that only does the view shift
+            #   call when the uppx permits/needs it
+            int(1),
+        ) as istream:
+            async for msg in istream:
+
+                # check if slow chart needs an x-domain shift and/or
+                # y-range resize.
+                (
+                    uppx,
+                    liv,
+                    do_append,
+                    i_diff,
+                    append_diff,
+                    do_rt_update,
+                ) = ds.incr_info(
+                    chart=hist_chart,
+                    shm=ds.hist_ohlcv,
+                    state=state,
+                    # update_state=False,
+                )
+                # print(
+                #     f'liv: {liv}\n'
+                #     f'do_append: {do_append}\n'
+                #     f'append_diff: {append_diff}\n'
+                # )
+
+                if (
+                    do_append
+                    and liv
+                ):
+                    hist_chart.increment_view(steps=i_diff)
+                    hist_chart.view._set_yrange(yrange=hist_chart.maxmin())
+
+    nurse.start_soon(increment_history_view)
 
     # main real-time quotes update loop
+    stream: tractor.MsgStream = feed.stream
     async for quotes in stream:
 
         ds.quotes = quotes
@@ -292,15 +412,16 @@ async def graphics_update_loop(
         last_quote = time.time()
 
         # chart isn't active/shown so skip render cycle and pause feed(s)
-        if chart.linked.isHidden():
+        if fast_chart.linked.isHidden():
-            chart.pause_all_feeds()
+            # print('skipping update')
+            fast_chart.pause_all_feeds()
             continue
 
-        ic = chart.view._ic
+        # ic = fast_chart.view._ic
-        if ic:
+        # if ic:
-            chart.pause_all_feeds()
+        #     fast_chart.pause_all_feeds()
-            await ic.wait()
+        #     await ic.wait()
-            chart.resume_all_feeds()
+        #     fast_chart.resume_all_feeds()
 
         # sync call to update all graphics/UX components.
         graphics_update_cycle(ds)
@@ -317,6 +438,8 @@ def graphics_update_cycle(
     # hopefully XD
 
     chart = ds.chart
+    # TODO: just pass this as a direct ref to avoid so many attr accesses?
+    hist_chart = ds.godwidget.hist_linked.chart
 
     profiler = pg.debug.Profiler(
         msg=f'Graphics loop cycle for: `{chart.name}`',
@@ -330,53 +453,24 @@ def graphics_update_cycle(
 
     # unpack multi-referenced components
     vlm_chart = ds.vlm_chart
+
+    # rt "HFT" chart
     l1 = ds.l1
     ohlcv = ds.ohlcv
     array = ohlcv.array
+
     vars = ds.vars
     tick_margin = vars['tick_margin']
 
-    update_uppx = 16
-
     for sym, quote in ds.quotes.items():
-
+        (
-        # compute the first available graphic's x-units-per-pixel
+            uppx,
-        uppx = vlm_chart.view.x_uppx()
+            liv,
-
+            do_append,
-        # NOTE: vlm may be written by the ``brokerd`` backend
+            i_diff,
-        # event though a tick sample is not emitted.
+            append_diff,
-        # TODO: show dark trades differently
+            do_rt_update,
-        # https://github.com/pikers/piker/issues/116
+        ) = ds.incr_info()
-
-        # NOTE: this used to be implemented in a dedicated
-        # "increment task": ``check_for_new_bars()`` but it doesn't
-        # make sense to do a whole task switch when we can just do
-        # this simple index-diff and all the fsp sub-curve graphics
-        # are diffed on each draw cycle anyway; so updates to the
-        # "curve" length is already automatic.
-
-        # increment the view position by the sample offset.
-        i_step = ohlcv.index
-        i_diff = i_step - vars['i_last']
-        vars['i_last'] = i_step
-
-        append_diff = i_step - vars['i_last_append']
-
-        # update the "last datum" (aka extending the flow graphic with
-        # new data) only if the number of unit steps is >= the number of
-        # such unit steps per pixel (aka uppx). Iow, if the zoom level
-        # is such that a datum(s) update to graphics wouldn't span
-        # to a new pixel, we don't update yet.
-        do_append = (append_diff >= uppx)
-        if do_append:
-            vars['i_last_append'] = i_step
-
-        do_rt_update = uppx < update_uppx
-        # print(
-        #     f'append_diff:{append_diff}\n'
-        #     f'uppx:{uppx}\n'
-        #     f'do_append: {do_append}'
-        # )
 
         # TODO: we should only run mxmn when we know
         # an update is due via ``do_append`` above.
@@ -392,8 +486,6 @@ def graphics_update_cycle(
 
         profiler('`ds.maxmin()` call')
 
-        liv = r >= i_step  # the last datum is in view
-
         if (
             prepend_update_index is not None
             and lbar > prepend_update_index
@@ -408,18 +500,11 @@ def graphics_update_cycle(
         # don't real-time "shift" the curve to the
         # left unless we get one of the following:
         if (
-            (
+            (do_append and liv)
-                # i_diff > 0  # no new sample step
-                do_append
-                # and uppx < 4  # chart is zoomed out very far
-                and liv
-            )
             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.view._set_yrange(yrange=(mn, mx))
 
             if vlm_chart:
                 vlm_chart.increment_view(steps=i_diff)
@@ -477,7 +562,10 @@ def graphics_update_cycle(
         ):
             chart.update_graphics_from_flow(
                 chart.name,
-                # do_append=uppx < update_uppx,
+                do_append=do_append,
+            )
+            hist_chart.update_graphics_from_flow(
+                chart.name,
                 do_append=do_append,
             )
 
@@ -517,6 +605,9 @@ def graphics_update_cycle(
                 ds.last_price_sticky.update_from_data(
                     *end[['index', 'close']]
                 )
+                ds.hist_last_price_sticky.update_from_data(
+                    *end[['index', 'close']]
+                )
 
                 if wap_in_history:
                     # update vwap overlay line
@@ -564,26 +655,44 @@ def graphics_update_cycle(
                 l1.bid_label.update_fields({'level': price, 'size': size})
 
         # check for y-range re-size
-        if (
+        if (mx > vars['last_mx']) or (mn < vars['last_mn']):
-            (mx > vars['last_mx']) or (mn < vars['last_mn'])
+
-            and not chart._static_yrange == 'axis'
+            # fast chart resize case
-            and liv
-        ):
-            main_vb = chart.view
             if (
-                main_vb._ic is None
+                liv
-                or not main_vb._ic.is_set()
+                and not chart._static_yrange == 'axis'
             ):
-                # print(f'updating range due to mxmn')
+                main_vb = chart.view
-                main_vb._set_yrange(
+                if (
-                    # TODO: we should probably scale
+                    main_vb._ic is None
-                    # the view margin based on the size
+                    or not main_vb._ic.is_set()
-                    # of the true range? This way you can
+                ):
-                    # slap in orders outside the current
+                    # print(f'updating range due to mxmn')
-                    # L1 (only) book range.
+                    main_vb._set_yrange(
-                    # range_margin=0.1,
+                        # TODO: we should probably scale
-                    yrange=(mn, mx),
+                        # the view margin based on the size
-                )
+                        # of the true range? This way you can
+                        # slap in orders outside the current
+                        # L1 (only) book range.
+                        # range_margin=0.1,
+                        yrange=(mn, mx),
+                    )
+
+            # check if slow chart needs a resize
+            (
+                _,
+                hist_liv,
+                _,
+                _,
+                _,
+                _,
+            ) = ds.incr_info(
+                chart=hist_chart,
+                shm=ds.hist_ohlcv,
+                update_state=False,
+            )
+            if hist_liv:
+                hist_chart.view._set_yrange(yrange=hist_chart.maxmin())
 
         # XXX: update this every draw cycle to make L1-always-in-view work.
         vars['last_mx'], vars['last_mn'] = mx, mn
@@ -700,6 +809,140 @@ def graphics_update_cycle(
                     flow.draw_last(array_key=curve_name)
 
 
+async def link_views_with_region(
+    rt_chart: ChartPlotWidget,
+    hist_chart: ChartPlotWidget,
+    feed: Feed,
+
+) -> None:
+
+    # these value are be only pulled once during shm init/startup
+    izero_hist = feed.izero_hist
+    izero_rt = feed.izero_rt
+
+    # Add the LinearRegionItem to the ViewBox, but tell the ViewBox
+    # to exclude this item when doing auto-range calculations.
+    rt_pi = rt_chart.plotItem
+    hist_pi = hist_chart.plotItem
+
+    region = pg.LinearRegionItem(
+        movable=False,
+        # color scheme that matches sidepane styling
+        pen=pg.mkPen(hcolor('gunmetal')),
+        brush=pg.mkBrush(hcolor('default_darkest')),
+    )
+    region.setZValue(10)  # put linear region "in front" in layer terms
+
+    hist_pi.addItem(region, ignoreBounds=True)
+
+    flow = rt_chart._flows[hist_chart.name]
+    assert flow
+
+    # XXX: no idea why this doesn't work but it's causing
+    # a weird placement of the region on the way-far-left..
+    # region.setClipItem(flow.graphics)
+
+    # poll for datums load and timestep detection
+    for _ in range(100):
+        try:
+            _, _, ratio = feed.get_ds_info()
+            break
+        except IndexError:
+            await trio.sleep(0.01)
+            continue
+    else:
+        raise RuntimeError(
+            'Failed to detect sampling periods from shm!?')
+
+    # sampling rate transform math:
+    # -----------------------------
+    # define the fast chart to slow chart as a linear mapping
+    # over the fast index domain `i` to the slow index domain
+    # `j` as:
+    #
+    # j = i - i_offset
+    #     ------------  + j_offset
+    #         j/i
+    #
+    # conversely the inverse function is:
+    #
+    # i = j/i * (j - j_offset) + i_offset
+    #
+    # Where `j_offset` is our ``izero_hist`` and `i_offset` is our
+    # `izero_rt`, the ``ShmArray`` offsets which correspond to the
+    # indexes in each array where the "current" time is indexed at init.
+    # AKA the index where new data is "appended to" and historical data
+    # if "prepended from".
+    #
+    # more practically (and by default) `i` is normally an index
+    # into 1s samples and `j` is an index into 60s samples (aka 1m).
+    # in the below handlers ``ratio`` is the `j/i` and ``mn``/``mx``
+    # are the low and high index input from the source index domain.
+
+    def update_region_from_pi(
+        window,
+        viewRange: tuple[tuple, tuple],
+        is_manual: bool = True,
+
+    ) -> None:
+        # put linear region "in front" in layer terms
+        region.setZValue(10)
+
+        # set the region on the history chart
+        # to the range currently viewed in the
+        # HFT/real-time chart.
+        mn, mx = viewRange[0]
+        ds_mn = (mn - izero_rt)/ratio
+        ds_mx = (mx - izero_rt)/ratio
+        lhmn = ds_mn + izero_hist
+        lhmx = ds_mx + izero_hist
+        # print(
+        #     f'rt_view_range: {(mn, mx)}\n'
+        #     f'ds_mn, ds_mx: {(ds_mn, ds_mx)}\n'
+        #     f'lhmn, lhmx: {(lhmn, lhmx)}\n'
+        # )
+        region.setRegion((
+            lhmn,
+            lhmx,
+        ))
+
+        # TODO: if we want to have the slow chart adjust range to
+        # match the fast chart's selection -> results in the
+        # linear region expansion never can go "outside of view".
+        # hmn, hmx = hvr = hist_chart.view.state['viewRange'][0]
+        # print((hmn, hmx))
+        # if (
+        #     hvr
+        #     and (lhmn < hmn or lhmx > hmx)
+        # ):
+        #     hist_pi.setXRange(
+        #         lhmn,
+        #         lhmx,
+        #         padding=0,
+        #     )
+        #     hist_linked.graphics_cycle()
+
+    # connect region to be updated on plotitem interaction.
+    rt_pi.sigRangeChanged.connect(update_region_from_pi)
+
+    def update_pi_from_region():
+        region.setZValue(10)
+        mn, mx = region.getRegion()
+        # print(f'region_x: {(mn, mx)}')
+        rt_pi.setXRange(
+            ((mn - izero_hist) * ratio) + izero_rt,
+            ((mx - izero_hist) * ratio) + izero_rt,
+            padding=0,
+        )
+
+    # TODO BUG XXX: seems to cause a real perf hit and a recursion error
+    # (but used to work before generalizing for 1s ohlc offset?)..
+    # something to do with the label callback handlers?
+
+    # region.sigRegionChanged.connect(update_pi_from_region)
+    # region.sigRegionChangeFinished.connect(update_pi_from_region)
+
+
 async def display_symbol_data(
     godwidget: GodWidget,
     provider: str,
@@ -741,15 +984,13 @@ async def display_symbol_data(
         tick_throttle=_quote_throttle_rate,
 
     ) as feed:
-        ohlcv: ShmArray = feed.shm
+        ohlcv: ShmArray = feed.rt_shm
-        bars = ohlcv.array
+        hist_ohlcv: ShmArray = feed.hist_shm
+
         symbol = feed.symbols[sym]
         fqsn = symbol.front_fqsn()
 
-        times = bars['time']
+        step_size_s = 1
-        end = pendulum.from_timestamp(times[-1])
-        start = pendulum.from_timestamp(times[times != times[-1]][-1])
-        step_size_s = (end - start).seconds
         tf_key = tf_in_1s[step_size_s]
 
         # load in symbol's ohlc data
@@ -759,59 +1000,84 @@ async def display_symbol_data(
             f'step:{tf_key} '
         )
 
-        linked = godwidget.linkedsplits
+        rt_linked = godwidget.rt_linked
-        linked._symbol = symbol
+        rt_linked._symbol = symbol
+
+        # create top history view chart above the "main rt chart".
+        hist_linked = godwidget.hist_linked
+        hist_linked._symbol = symbol
+        hist_chart = hist_linked.plot_ohlc_main(
+            symbol,
+            feed.hist_shm,
+            # in the case of history chart we explicitly set `False`
+            # to avoid internal pane creation.
+            # sidepane=False,
+            sidepane=godwidget.search,
+        )
+        # don't show when not focussed
+        hist_linked.cursor.always_show_xlabel = False
 
         # generate order mode side-pane UI
         # A ``FieldsForm`` form to configure order entry
+        # and add as next-to-y-axis singleton pane
         pp_pane: FieldsForm = mk_order_pane_layout(godwidget)
-
-        # add as next-to-y-axis singleton pane
         godwidget.pp_pane = pp_pane
 
         # create main OHLC chart
-        chart = linked.plot_ohlc_main(
+        chart = rt_linked.plot_ohlc_main(
             symbol,
             ohlcv,
+            # in the case of history chart we explicitly set `False`
+            # to avoid internal pane creation.
             sidepane=pp_pane,
         )
-        chart.default_view()
+
         chart._feeds[symbol.key] = feed
         chart.setFocus()
 
+        # XXX: FOR SOME REASON THIS IS CAUSING HANGZ!?!
         # plot historical vwap if available
         wap_in_history = False
-
+        # if (
-        # XXX: FOR SOME REASON THIS IS CAUSING HANGZ!?!
+        #     brokermod._show_wap_in_history
-        # if brokermod._show_wap_in_history:
+        #     and 'bar_wap' in bars.dtype.fields
-
+        # ):
-        #     if 'bar_wap' in bars.dtype.fields:
+        #     wap_in_history = True
-        #         wap_in_history = True
+        #     chart.draw_curve(
-        #         chart.draw_curve(
+        #         name='bar_wap',
-        #             name='bar_wap',
+        #         shm=ohlcv,
-        #             shm=ohlcv,
+        #         color='default_light',
-        #             color='default_light',
+        #         add_label=False,
-        #             add_label=False,
+        #     )
-        #         )
-
-        # size view to data once at outset
-        chart.cv._set_yrange()
 
         # NOTE: we must immediately tell Qt to show the OHLC chart
         # to avoid a race where the subplots get added/shown to
         # the linked set *before* the main price chart!
-        linked.show()
+        rt_linked.show()
-        linked.focus()
+        rt_linked.focus()
         await trio.sleep(0)
 
+        # NOTE: here we insert the slow-history chart set into
+        # the fast chart's splitter -> so it's a splitter of charts
+        # inside the first widget slot of a splitter of charts XD
+        rt_linked.splitter.insertWidget(0, hist_linked)
+        # XXX: if we wanted it at the bottom?
+        # rt_linked.splitter.addWidget(hist_linked)
+        rt_linked.focus()
+
+        godwidget.resize_all()
+
         vlm_chart: Optional[ChartPlotWidget] = None
         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,
+                    rt_linked,
                     ohlcv,
                 )
 
@@ -819,7 +1085,7 @@ async def display_symbol_data(
             # from an input config.
             ln.start_soon(
                 start_fsp_displays,
-                linked,
+                rt_linked,
                 ohlcv,
                 loading_sym_key,
                 loglevel,
@@ -828,36 +1094,79 @@ async def display_symbol_data(
             # start graphics update loop after receiving first live quote
             ln.start_soon(
                 graphics_update_loop,
-                linked,
+                ln,
-                feed.stream,
+                godwidget,
-                ohlcv,
+                feed,
                 wap_in_history,
                 vlm_chart,
             )
 
+            await trio.sleep(0)
+
+            # size view to data prior to order mode init
+            chart.default_view()
+            rt_linked.graphics_cycle()
+            await trio.sleep(0)
+
+            hist_chart.default_view(
+                bars_from_y=int(len(hist_ohlcv.array)),  # size to data
+                y_offset=6116*2,  # push it a little away from the y-axis
+            )
+            hist_linked.graphics_cycle()
+            await trio.sleep(0)
+
+            godwidget.resize_all()
+
+            await link_views_with_region(
+                chart,
+                hist_chart,
+                feed,
+            )
+
+            mode: OrderMode
             async with (
                 open_order_mode(
                     feed,
-                    chart,
+                    godwidget,
                     fqsn,
                     order_mode_started
-                )
+                ) as mode
             ):
+                if not vlm_chart:
+                    # trigger another view reset if no sub-chart
+                    chart.default_view()
+
+                rt_linked.mode = mode
+
                 # let Qt run to render all widgets and make sure the
                 # sidepanes line up vertically.
                 await trio.sleep(0)
-                linked.resize_sidepanes()
 
+                # dynamic resize steps
+                godwidget.resize_all()
+
+                # TODO: look into this because not sure why it was
+                # commented out / we ever needed it XD
                 # NOTE: we pop the volume chart from the subplots set so
                 # that it isn't double rendered in the display loop
                 # above since we do a maxmin calc on the volume data to
                 # determine if auto-range adjustements should be made.
-                # linked.subplots.pop('volume', None)
+                # rt_linked.subplots.pop('volume', None)
 
                 # TODO: make this not so shit XD
                 # close group status
                 sbar._status_groups[loading_sym_key][1]()
 
+                hist_linked.graphics_cycle()
+                await trio.sleep(0)
+
+                bars_in_mem = int(len(hist_ohlcv.array))
+                hist_chart.default_view(
+                    bars_from_y=bars_in_mem,  # size to data
+                    # push it 1/16th away from the y-axis
+                    y_offset=round(bars_in_mem / 16),
+                )
+                godwidget.resize_all()
+
                 # let the app run.. bby
-                # linked.graphics_cycle()
                 await trio.sleep_forever()

piker/ui/_editors.py

@@ -18,8 +18,12 @@
 Higher level annotation editors.
 
 """
-from dataclasses import dataclass, field
+from __future__ import annotations
-from typing import Optional
+from collections import defaultdict
+from typing import (
+    Optional,
+    TYPE_CHECKING
+)
 
 import pyqtgraph as pg
 from pyqtgraph import ViewBox, Point, QtCore, QtGui
@@ -30,28 +34,34 @@ import numpy as np
 from ._style import hcolor, _font
 from ._lines import LevelLine
 from ..log import get_logger
+from ..data.types import Struct
+
+if TYPE_CHECKING:
+    from ._chart import GodWidget
 
 
 log = get_logger(__name__)
 
 
-@dataclass
+class ArrowEditor(Struct):
-class ArrowEditor:
 
-    chart: 'ChartPlotWidget'  # noqa
+    godw: GodWidget = None  # type: ignore # noqa
-    _arrows: field(default_factory=dict)
+    _arrows: dict[str, list[pg.ArrowItem]] = {}
 
     def add(
         self,
+        plot: pg.PlotItem,
         uid: str,
         x: float,
         y: float,
         color='default',
         pointing: Optional[str] = None,
-    ) -> pg.ArrowItem:
-        """Add an arrow graphic to view at given (x, y).
 
-        """
+    ) -> pg.ArrowItem:
+        '''
+        Add an arrow graphic to view at given (x, y).
+
+        '''
         angle = {
             'up': 90,
             'down': -90,
@@ -74,25 +84,25 @@ class ArrowEditor:
             brush=pg.mkBrush(hcolor(color)),
         )
         arrow.setPos(x, y)
-
+        self._arrows.setdefault(uid, []).append(arrow)
-        self._arrows[uid] = arrow
 
         # render to view
-        self.chart.plotItem.addItem(arrow)
+        plot.addItem(arrow)
 
         return arrow
 
     def remove(self, arrow) -> bool:
-        self.chart.plotItem.removeItem(arrow)
+        for linked in self.godw.iter_linked():
+            linked.chart.plotItem.removeItem(arrow)
 
 
-@dataclass
+class LineEditor(Struct):
-class LineEditor:
+    '''
-    '''The great editor of linez.
+    The great editor of linez.
 
     '''
-    chart: 'ChartPlotWidget' = None  # type: ignore # noqa
+    godw: GodWidget = None  # type: ignore # noqa
-    _order_lines: dict[str, LevelLine] = field(default_factory=dict)
+    _order_lines: defaultdict[str, LevelLine] = defaultdict(list)
     _active_staged_line: LevelLine = None
 
     def stage_line(
@@ -100,11 +110,11 @@ class LineEditor:
         line: LevelLine,
 
     ) -> LevelLine:
-        """Stage a line at the current chart's cursor position
+        '''
+        Stage a line at the current chart's cursor position
         and return it.
 
-        """
+        '''
-
         # add a "staged" cursor-tracking line to view
         # and cash it in a a var
         if self._active_staged_line:
@@ -115,17 +125,25 @@ class LineEditor:
         return line
 
     def unstage_line(self) -> LevelLine:
-        """Inverse of ``.stage_line()``.
+        '''
+        Inverse of ``.stage_line()``.
 
-        """
+        '''
-        # chart = self.chart._cursor.active_plot
+        cursor = self.godw.get_cursor()
-        # # chart.setCursor(QtCore.Qt.ArrowCursor)
+        if not cursor:
-        cursor = self.chart.linked.cursor
+            return None
 
         # delete "staged" cursor tracking line from view
         line = self._active_staged_line
         if line:
-            cursor._trackers.remove(line)
+            try:
+                cursor._trackers.remove(line)
+            except KeyError:
+                # when the current cursor doesn't have said line
+                # registered (probably means that user held order mode
+                # key while panning to another view) then we just
+                # ignore the remove error.
+                pass
             line.delete()
 
         self._active_staged_line = None
@@ -133,55 +151,58 @@ class LineEditor:
         # show the crosshair y line and label
         cursor.show_xhair()
 
-    def submit_line(
+    def submit_lines(
         self,
-        line: LevelLine,
+        lines: list[LevelLine],
         uuid: str,
 
     ) -> LevelLine:
 
-        staged_line = self._active_staged_line
+        # staged_line = self._active_staged_line
-        if not staged_line:
+        # if not staged_line:
-            raise RuntimeError("No line is currently staged!?")
+        #     raise RuntimeError("No line is currently staged!?")
 
         # for now, until submission reponse arrives
-        line.hide_labels()
+        for line in lines:
+            line.hide_labels()
 
         # register for later lookup/deletion
-        self._order_lines[uuid] = line
+        self._order_lines[uuid] += lines
 
-        return line
+        return lines
 
-    def commit_line(self, uuid: str) -> LevelLine:
+    def commit_line(self, uuid: str) -> list[LevelLine]:
-        """Commit a "staged line" to view.
+        '''
+        Commit a "staged line" to view.
 
         Submits the line graphic under the cursor as a (new) permanent
         graphic in view.
 
-        """
+        '''
-        try:
+        lines = self._order_lines[uuid]
-            line = self._order_lines[uuid]
+        if lines:
-        except KeyError:
+            for line in lines:
-            log.warning(f'No line for {uuid} could be found?')
+                line.show_labels()
-            return
+                line.hide_markers()
-        else:
+                log.debug(f'Level active for level: {line.value()}')
-            line.show_labels()
+                # TODO: other flashy things to indicate the order is active
 
-            # TODO: other flashy things to indicate the order is active
+        return lines
-
-            log.debug(f'Level active for level: {line.value()}')
-
-            return line
 
     def lines_under_cursor(self) -> list[LevelLine]:
-        """Get the line(s) under the cursor position.
+        '''
+        Get the line(s) under the cursor position.
 
-        """
+        '''
         # Delete any hoverable under the cursor
-        return self.chart.linked.cursor._hovered
+        return self.godw.get_cursor()._hovered
 
-    def all_lines(self) -> tuple[LevelLine]:
+    def all_lines(self) -> list[LevelLine]:
-        return tuple(self._order_lines.values())
+        all_lines = []
+        for lines in list(self._order_lines.values()):
+            all_lines.extend(lines)
+
+        return all_lines
 
     def remove_line(
         self,
@@ -196,26 +217,27 @@ class LineEditor:
 
         '''
         # try to look up line from our registry
-        line = self._order_lines.pop(uuid, line)
+        lines = self._order_lines.pop(uuid, None)
-        if line:
+        if lines:
+            cursor = self.godw.get_cursor()
+            if cursor:
+                for line in lines:
+                    # if hovered remove from cursor set
+                    hovered = cursor._hovered
+                    if line in hovered:
+                        hovered.remove(line)
 
-            # if hovered remove from cursor set
+                    log.debug(f'deleting {line} with oid: {uuid}')
-            cursor = self.chart.linked.cursor
+                    line.delete()
-            hovered = cursor._hovered
-            if line in hovered:
-                hovered.remove(line)
 
-                # make sure the xhair doesn't get left off
+                    # make sure the xhair doesn't get left off
-                # just because we never got a un-hover event
+                    # just because we never got a un-hover event
-                cursor.show_xhair()
+                    cursor.show_xhair()
-
-            log.debug(f'deleting {line} with oid: {uuid}')
-            line.delete()
 
         else:
             log.warning(f'Could not find line for {line}')
 
-        return line
+        return lines
 
 
 class SelectRect(QtGui.QGraphicsRectItem):

piker/ui/_event.py

@@ -18,11 +18,11 @@
 Qt event proxying and processing using ``trio`` mem chans.
 
 """
-from contextlib import asynccontextmanager, AsyncExitStack
+from contextlib import asynccontextmanager as acm
 from typing import Callable
 
-from pydantic import BaseModel
 import trio
+from tractor.trionics import gather_contexts
 from PyQt5 import QtCore
 from PyQt5.QtCore import QEvent, pyqtBoundSignal
 from PyQt5.QtWidgets import QWidget
@@ -30,6 +30,8 @@ from PyQt5.QtWidgets import (
     QGraphicsSceneMouseEvent as gs_mouse,
 )
 
+from ..data.types import Struct
+
 
 MOUSE_EVENTS = {
     gs_mouse.GraphicsSceneMousePress,
@@ -43,13 +45,10 @@ 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 +56,13 @@ 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
@@ -160,7 +156,7 @@ class EventRelay(QtCore.QObject):
         return False
 
 
-@asynccontextmanager
+@acm
 async def open_event_stream(
 
     source_widget: QWidget,
@@ -186,7 +182,7 @@ async def open_event_stream(
         source_widget.removeEventFilter(kc)
 
 
-@asynccontextmanager
+@acm
 async def open_signal_handler(
 
     signal: pyqtBoundSignal,
@@ -211,7 +207,7 @@ async def open_signal_handler(
             yield
 
 
-@asynccontextmanager
+@acm
 async def open_handlers(
 
     source_widgets: list[QWidget],
@@ -220,16 +216,14 @@ async def open_handlers(
     **kwargs,
 
 ) -> None:
-
     async with (
         trio.open_nursery() as n,
-        AsyncExitStack() as stack,
+        gather_contexts([
+            open_event_stream(widget, event_types, **kwargs)
+            for widget in source_widgets
+        ]) as streams,
     ):
-        for widget in source_widgets:
+        for widget, event_recv_stream in zip(source_widgets, streams):
-
-            event_recv_stream = await stack.enter_async_context(
-                open_event_stream(widget, event_types, **kwargs)
-            )
             n.start_soon(async_handler, widget, event_recv_stream)
 
         yield

piker/ui/_exec.py

@@ -20,13 +20,16 @@ Trio - Qt integration
 Run ``trio`` in guest mode on top of the Qt event loop.
 All global Qt runtime settings are mostly defined here.
 """
-from typing import Tuple, Callable, Dict, Any
+from typing import (
+    Callable,
+    Any,
+    Type,
+)
 import platform
 import traceback
 
 # Qt specific
 import PyQt5  # noqa
-import pyqtgraph as pg
 from pyqtgraph import QtGui
 from PyQt5 import QtCore
 # from PyQt5.QtGui import QLabel, QStatusBar
@@ -37,7 +40,7 @@ from PyQt5.QtCore import (
 )
 import qdarkstyle
 from qdarkstyle import DarkPalette
-# import qdarkgraystyle
+# import qdarkgraystyle  # TODO: play with it
 import trio
 from outcome import Error
 
@@ -72,10 +75,11 @@ if platform.system() == "Windows":
 
 def run_qtractor(
     func: Callable,
-    args: Tuple,
+    args: tuple,
-    main_widget: QtGui.QWidget,
+    main_widget_type: Type[QtGui.QWidget],
-    tractor_kwargs: Dict[str, Any] = {},
+    tractor_kwargs: dict[str, Any] = {},
     window_type: QtGui.QMainWindow = None,
+
 ) -> None:
     # avoids annoying message when entering debugger from qt loop
     pyqtRemoveInputHook()
@@ -156,7 +160,7 @@ def run_qtractor(
     # hook into app focus change events
     app.focusChanged.connect(window.on_focus_change)
 
-    instance = main_widget()
+    instance = main_widget_type()
     instance.window = window
 
     # override tractor's defaults
@@ -178,7 +182,7 @@ def run_qtractor(
         # restrict_keyboard_interrupt_to_checkpoints=True,
     )
 
-    window.main_widget = main_widget
+    window.godwidget: GodWidget = instance
     window.setCentralWidget(instance)
     if is_windows:
         window.configure_to_desktop()

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)
@@ -399,40 +401,44 @@ 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
-            arr = shm.array
 
-            # build relative indexes into shm array
+        # build relative indexes into shm array
-            # TODO: should we just add/use a method
+        # TODO: should we just add/use a method
-            # on the shm to do this?
+        # on the shm to do this?
-            ifirst = arr[0]['index']
+        ifirst = arr[0]['index']
-            slice_view = arr[
+        slice_view = arr[
-                lbar - ifirst:
+            lbar - ifirst:
-                (rbar - ifirst) + 1
+            (rbar - ifirst) + 1
-            ]
+        ]
 
-            if not slice_view.size:
+        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:
+                ylow = np.min(slice_view['low'])
+                yhigh = np.max(slice_view['high'])
 
             else:
-                if self.is_ohlc:
+                view = slice_view[self.name]
-                    ylow = np.min(slice_view['low'])
+                ylow = np.min(view)
-                    yhigh = np.max(slice_view['high'])
+                yhigh = np.max(view)
 
-                else:
+            mxmn = ylow, yhigh
-                    view = slice_view[self.name]
+            # print(f'{self.name} MANUAL maxmin: {mxmin}')
-                    ylow = np.min(view)
-                    yhigh = np.max(view)
 
-                mxmn = ylow, yhigh
+        # cache result for input range
+        assert mxmn
+        self._mxmns[rkey] = mxmn
 
-            if mxmn is not None:
+        return mxmn
-                # cache new mxmn result
-                self._mxmns[rkey] = mxmn
-
-            return mxmn
 
     def view_range(self) -> tuple[int, int]:
         '''
@@ -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)
 
 
@@ -644,7 +644,7 @@ def mk_fill_status_bar(
 
     # TODO: calc this height from the ``ChartnPane``
     chart_h = round(parent_pane.height() * 5/8)
-    bar_h = chart_h * 0.375
+    bar_h = chart_h * 0.375*0.9
 
     # TODO: once things are sized to screen
     bar_label_font_size = label_font_size or _font.px_size - 2

piker/ui/_fsp.py

@@ -27,12 +27,13 @@ from itertools import cycle
 from typing import Optional, AsyncGenerator, Any
 
 import numpy as np
-from pydantic import create_model
+import msgspec
 import tractor
 import pyqtgraph as pg
 import trio
 from trio_typing import TaskStatus
 
+from piker.data.types import Struct
 from ._axes import PriceAxis
 from .._cacheables import maybe_open_context
 from ..calc import humanize
@@ -53,7 +54,7 @@ from ._forms import (
 from ..fsp._api import maybe_mk_fsp_shm, Fsp
 from ..fsp import cascade
 from ..fsp._volume import (
-    tina_vwap,
+    # tina_vwap,
     dolla_vlm,
     flow_rates,
 )
@@ -153,12 +154,13 @@ async def open_fsp_sidepane(
     )
 
     # https://pydantic-docs.helpmanual.io/usage/models/#dynamic-model-creation
-    FspConfig = create_model(
+    FspConfig = msgspec.defstruct(
-        'FspConfig',
+        "Point",
-        name=name,
+        [('name', name)] + list(params.items()),
-        **params,
+        bases=(Struct,),
     )
-    sidepane.model = FspConfig()
+    model = FspConfig(name=name, **params)
+    sidepane.model = model
 
     # just a logger for now until we get fsp configs up and running.
     async def settings_change(
@@ -440,7 +442,9 @@ class FspAdmin:
                         # if the chart isn't hidden try to update
                         # the data on screen.
                         if not self.linked.isHidden():
-                            log.debug(f'Re-syncing graphics for fsp: {ns_path}')
+                            log.debug(
+                                f'Re-syncing graphics for fsp: {ns_path}'
+                            )
                             self.linked.graphics_cycle(
                                 trigger_all=True,
                                 prepend_update_index=info['first'],
@@ -469,9 +473,10 @@ class FspAdmin:
             target=target,
             readonly=True,
         )
-        self._flow_registry[
+        self._flow_registry[(
-            (self.src_shm._token, target.name)
+            self.src_shm._token,
-        ] = dst_shm._token
+            target.name
+        )] = dst_shm._token
 
         # if not opened:
         #     raise RuntimeError(
@@ -639,20 +644,25 @@ 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:
-
+                ymn, ymx = chart.maxmin(name=name)
-                mxmn = chart.maxmin(name=name)
+                mx = max(mx, ymx)
-                if mxmn:
-                    ymax = mxmn[1]
-                    if ymax > mx:
-                        mx = ymax
 
             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 +786,7 @@ 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

@@ -141,13 +141,16 @@ async def handle_viewmode_kb_inputs(
                     Qt.Key_Space,
                 }
             ):
-                view._chart.linked.godwidget.search.focus()
+                godw = view._chart.linked.godwidget
+                godw.hist_linked.resize_sidepanes(from_linked=godw.rt_linked)
+                godw.search.focus()
 
             # esc and ctrl-c
             if key == Qt.Key_Escape or (ctrl and key == Qt.Key_C):
                 # ctrl-c as cancel
                 # https://forum.qt.io/topic/532/how-to-catch-ctrl-c-on-a-widget/9
                 view.select_box.clear()
+                view.linked.focus()
 
             # cancel order or clear graphics
             if key == Qt.Key_C or key == Qt.Key_Delete:
@@ -178,17 +181,17 @@ async def handle_viewmode_kb_inputs(
             if key in pressed:
                 pressed.remove(key)
 
-        # QUERY/QUOTE MODE #
+        # QUERY/QUOTE MODE
+        # ----------------
         if {Qt.Key_Q}.intersection(pressed):
 
-            view.linkedsplits.cursor.in_query_mode = True
+            view.linked.cursor.in_query_mode = True
 
         else:
-            view.linkedsplits.cursor.in_query_mode = False
+            view.linked.cursor.in_query_mode = False
 
         # SELECTION MODE
         # --------------
-
         if shift:
             if view.state['mouseMode'] == ViewBox.PanMode:
                 view.setMouseMode(ViewBox.RectMode)
@@ -209,18 +212,27 @@ async def handle_viewmode_kb_inputs(
 
         # ORDER MODE
         # ----------
-
         # live vs. dark trigger + an action {buy, sell, alert}
         order_keys_pressed = ORDER_MODE.intersection(pressed)
 
         if order_keys_pressed:
 
-            # show the pp size label
+            # TODO: it seems like maybe the composition should be
-            order_mode.current_pp.show()
+            # reversed here? Like, maybe we should have the nav have
+            # access to the pos state and then make encapsulated logic
+            # that shows the right stuff on screen instead or order mode
+            # and position-related abstractions doing this?
+
+            # show the pp size label only if there is
+            # a non-zero pos existing
+            tracker = order_mode.current_pp
+            if tracker.live_pp.size:
+                tracker.nav.show()
 
             # TODO: show pp config mini-params in status bar widget
             # mode.pp_config.show()
 
+            trigger_type: str = 'dark'
             if (
                 # 's' for "submit" to activate "live" order
                 Qt.Key_S in pressed or
@@ -228,9 +240,6 @@ async def handle_viewmode_kb_inputs(
             ):
                 trigger_type: str = 'live'
 
-            else:
-                trigger_type: str = 'dark'
-
             # order mode trigger "actions"
             if Qt.Key_D in pressed:  # for "damp eet"
                 action = 'sell'
@@ -259,8 +268,8 @@ async def handle_viewmode_kb_inputs(
                 Qt.Key_S in pressed or
                 order_keys_pressed or
                 Qt.Key_O in pressed
-            ) and
+            )
-            key in NUMBER_LINE
+            and key in NUMBER_LINE
         ):
             # hot key to set order slots size.
             # change edit field to current number line value,
@@ -278,7 +287,7 @@ async def handle_viewmode_kb_inputs(
         else:  # none active
 
             # hide pp label
-            order_mode.current_pp.hide_info()
+            order_mode.current_pp.nav.hide_info()
 
             # if none are pressed, remove "staged" level
             # line under cursor position
@@ -375,7 +384,7 @@ class ChartView(ViewBox):
             y=True,
         )
 
-        self.linkedsplits = None
+        self.linked = None
         self._chart: 'ChartPlotWidget' = None  # noqa
 
         # add our selection box annotator
@@ -397,8 +406,11 @@ class ChartView(ViewBox):
 
         '''
         if self._ic is None:
-            self.chart.pause_all_feeds()
+            try:
-            self._ic = trio.Event()
+                self.chart.pause_all_feeds()
+                self._ic = trio.Event()
+            except RuntimeError:
+                pass
 
     def signal_ic(
         self,
@@ -411,9 +423,12 @@ class ChartView(ViewBox):
 
         '''
         if self._ic:
-            self._ic.set()
+            try:
-            self._ic = None
+                self._ic.set()
-            self.chart.resume_all_feeds()
+                self._ic = None
+                self.chart.resume_all_feeds()
+            except RuntimeError:
+                pass
 
     @asynccontextmanager
     async def open_async_input_handler(
@@ -480,7 +495,7 @@ class ChartView(ViewBox):
         else:
             mask = self.state['mouseEnabled'][:]
 
-        chart = self.linkedsplits.chart
+        chart = self.linked.chart
 
         # don't zoom more then the min points setting
         l, lbar, rbar, r = chart.bars_range()
@@ -669,7 +684,10 @@ class ChartView(ViewBox):
                 # XXX: WHY
                 ev.accept()
 
-                self.start_ic()
+                try:
+                    self.start_ic()
+                except RuntimeError:
+                    pass
                 # if self._ic is None:
                 #     self.chart.pause_all_feeds()
                 #     self._ic = trio.Event()
@@ -912,7 +930,7 @@ class ChartView(ViewBox):
 
         # TODO: a faster single-loop-iterator way of doing this XD
         chart = self._chart
-        linked = self.linkedsplits
+        linked = self.linked
         plots = linked.subplots | {chart.name: chart}
         for chart_name, chart in plots.items():
             for name, flow in chart._flows.items():
@@ -923,6 +941,7 @@ 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/_lines.py

@@ -18,9 +18,14 @@
 Lines for orders, alerts, L2.
 
 """
+from __future__ import annotations
 from functools import partial
 from math import floor
-from typing import Optional, Callable
+from typing import (
+    Optional,
+    Callable,
+    TYPE_CHECKING,
+)
 
 import pyqtgraph as pg
 from pyqtgraph import Point, functions as fn
@@ -37,6 +42,9 @@ from ..calc import humanize
 from ._label import Label
 from ._style import hcolor, _font
 
+if TYPE_CHECKING:
+    from ._cursor import Cursor
+
 
 # TODO: probably worth investigating if we can
 # make .boundingRect() faster:
@@ -84,7 +92,7 @@ class LevelLine(pg.InfiniteLine):
 
         self._marker = None
         self.only_show_markers_on_hover = only_show_markers_on_hover
-        self.show_markers: bool = True  # presuming the line is hovered at init
+        self.track_marker_pos: bool = False
 
         # should line go all the way to far end or leave a "margin"
         # space for other graphics (eg. L1 book)
@@ -122,6 +130,9 @@ class LevelLine(pg.InfiniteLine):
         self._y_incr_mult = 1 / chart.linked.symbol.tick_size
         self._right_end_sc: float = 0
 
+        # use px caching
+        self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
+
     def txt_offsets(self) -> tuple[int, int]:
         return 0, 0
 
@@ -216,20 +227,23 @@ class LevelLine(pg.InfiniteLine):
         y: float
 
     ) -> None:
-        '''Chart coordinates cursor tracking callback.
+        '''
+        Chart coordinates cursor tracking callback.
 
         this is called by our ``Cursor`` type once this line is set to
         track the cursor: for every movement this callback is invoked to
         reposition the line with the current view coordinates.
+
         '''
         self.movable = True
         self.set_level(y)  # implictly calls reposition handler
 
     def mouseDragEvent(self, ev):
-        """Override the ``InfiniteLine`` handler since we need more
+        '''
+        Override the ``InfiniteLine`` handler since we need more
         detailed control and start end signalling.
 
-        """
+        '''
         cursor = self._chart.linked.cursor
 
         # hide y-crosshair
@@ -281,10 +295,20 @@ class LevelLine(pg.InfiniteLine):
             # show y-crosshair again
             cursor.show_xhair()
 
-    def delete(self) -> None:
+    def get_cursor(self) -> Optional[Cursor]:
-        """Remove this line from containing chart/view/scene.
 
-        """
+        chart = self._chart
+        cur = chart.linked.cursor
+        if self in cur._hovered:
+            return cur
+
+        return None
+
+    def delete(self) -> None:
+        '''
+        Remove this line from containing chart/view/scene.
+
+        '''
         scene = self.scene()
         if scene:
             for label in self._labels:
@@ -298,9 +322,8 @@ class LevelLine(pg.InfiniteLine):
 
         # remove from chart/cursor states
         chart = self._chart
-        cur = chart.linked.cursor
+        cur = self.get_cursor()
-
+        if cur:
-        if self in cur._hovered:
             cur._hovered.remove(self)
 
         chart.plotItem.removeItem(self)
@@ -308,8 +331,8 @@ class LevelLine(pg.InfiniteLine):
     def mouseDoubleClickEvent(
         self,
         ev: QtGui.QMouseEvent,
-    ) -> None:
 
+    ) -> None:
         # TODO: enter labels edit mode
         print(f'double click {ev}')
 
@@ -334,30 +357,22 @@ class LevelLine(pg.InfiniteLine):
 
         line_end, marker_right, r_axis_x = self._chart.marker_right_points()
 
-        if self.show_markers and self.markers:
+        # (legacy) NOTE: at one point this seemed slower when moving around
-
+        # order lines.. not sure if that's still true or why but we've
-            p.setPen(self.pen)
+        # dropped the original hacky `.pain()` transform stuff for inf
-            qgo_draw_markers(
+        # line markers now - check the git history if it needs to be
-                self.markers,
+        # reverted.
-                self.pen.color(),
+        if self._marker:
-                p,
+            if self.track_marker_pos:
-                vb_left,
+                # make the line end at the marker's x pos
-                vb_right,
+                line_end = marker_right = self._marker.pos().x()
-                marker_right,
-            )
-            # marker_size = self.markers[0][2]
-            self._maxMarkerSize = max([m[2] / 2. for m in self.markers])
-
-        # this seems slower when moving around
-        # order lines.. not sure wtf is up with that.
-        # for now we're just using it on the position line.
-        elif self._marker:
 
             # TODO: make this label update part of a scene-aware-marker
             # composed annotation
             self._marker.setPos(
                 QPointF(marker_right, self.scene_y())
             )
+
             if hasattr(self._marker, 'label'):
                 self._marker.label.update()
 
@@ -379,16 +394,14 @@ class LevelLine(pg.InfiniteLine):
 
     def hide(self) -> None:
         super().hide()
-        if self._marker:
+        mkr = self._marker
-            self._marker.hide()
+        if mkr:
-            # needed for ``order_line()`` lines currently
+            mkr.hide()
-            self._marker.label.hide()
 
     def show(self) -> None:
         super().show()
         if self._marker:
             self._marker.show()
-            # self._marker.label.show()
 
     def scene_y(self) -> float:
         return self.getViewBox().mapFromView(
@@ -421,6 +434,10 @@ class LevelLine(pg.InfiniteLine):
 
         return path
 
+    @property
+    def marker(self) -> LevelMarker:
+        return self._marker
+
     def hoverEvent(self, ev):
         '''
         Mouse hover callback.
@@ -429,17 +446,16 @@ class LevelLine(pg.InfiniteLine):
         cur = self._chart.linked.cursor
 
         # hovered
-        if (not ev.isExit()) and ev.acceptDrags(QtCore.Qt.LeftButton):
+        if (
-
+            not ev.isExit()
+            and ev.acceptDrags(QtCore.Qt.LeftButton)
+        ):
             # if already hovered we don't need to run again
             if self.mouseHovering is True:
                 return
 
             if self.only_show_markers_on_hover:
-                self.show_markers = True
+                self.show_markers()
-
-                if self._marker:
-                    self._marker.show()
 
             # highlight if so configured
             if self.highlight_on_hover:
@@ -482,11 +498,7 @@ class LevelLine(pg.InfiniteLine):
             cur._hovered.remove(self)
 
             if self.only_show_markers_on_hover:
-                self.show_markers = False
+                self.hide_markers()
-
-                if self._marker:
-                    self._marker.hide()
-                    self._marker.label.hide()
 
             if self not in cur._trackers:
                 cur.show_xhair(y_label_level=self.value())
@@ -498,6 +510,15 @@ class LevelLine(pg.InfiniteLine):
 
         self.update()
 
+    def hide_markers(self) -> None:
+        if self._marker:
+            self._marker.hide()
+            self._marker.label.hide()
+
+    def show_markers(self) -> None:
+        if self._marker:
+            self._marker.show()
+
 
 def level_line(
 
@@ -518,9 +539,10 @@ def level_line(
     **kwargs,
 
 ) -> LevelLine:
-    """Convenience routine to add a styled horizontal line to a plot.
+    '''
+    Convenience routine to add a styled horizontal line to a plot.
 
-    """
+    '''
     hl_color = color + '_light' if highlight_on_hover else color
 
     line = LevelLine(
@@ -702,7 +724,7 @@ def order_line(
         marker = LevelMarker(
             chart=chart,
             style=marker_style,
-            get_level=line.value,
+            get_level=line.value,  # callback
             size=marker_size,
             keep_in_view=False,
         )
@@ -711,7 +733,8 @@ def order_line(
         marker = line.add_marker(marker)
 
         # XXX: DON'T COMMENT THIS!
-        # this fixes it the artifact issue! .. of course, bounding rect stuff
+        # this fixes it the artifact issue!
+        # .. of course, bounding rect stuff
         line._maxMarkerSize = marker_size
 
         assert line._marker is marker
@@ -732,7 +755,8 @@ def order_line(
 
         if action != 'alert':
 
-            # add a partial position label if we also added a level marker
+            # add a partial position label if we also added a level
+            # marker
             pp_size_label = Label(
                 view=view,
                 color=line.color,
@@ -766,9 +790,9 @@ def order_line(
             # XXX: without this the pp proportion label next the marker
             # seems to lag?  this is the same issue we had with position
             # lines which we handle with ``.update_graphcis()``.
-            # marker._on_paint=lambda marker: pp_size_label.update()
             marker._on_paint = lambda marker: pp_size_label.update()
 
+        # XXX: THIS IS AN UNTYPED MONKEY PATCH!?!?!
         marker.label = label
 
     # sanity check

piker/ui/_notify.py

@@ -0,0 +1,98 @@
+# piker: trading gear for hackers
+# Copyright (C) Tyler Goodlet (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/>.
+
+"""
+Notifications utils.
+
+"""
+import os
+import platform
+import subprocess
+from typing import Optional
+
+import trio
+
+from ..log import get_logger
+from ..clearing._messages import (
+    Status,
+)
+
+log = get_logger(__name__)
+
+
+_dbus_uid: Optional[str] = ''
+
+
+async def notify_from_ems_status_msg(
+    msg: Status,
+    duration: int = 3000,
+    is_subproc: bool = False,
+
+) -> None:
+    '''
+    Send a linux desktop notification.
+
+    Handle subprocesses by discovering the dbus user id
+    on first call.
+
+    '''
+    if platform.system() != "Linux":
+        return
+
+    # TODO: this in another task?
+    # not sure if this will ever be a bottleneck,
+    # we probably could do graphics stuff first tho?
+
+    if is_subproc:
+        global _dbus_uid
+        su = os.environ.get('SUDO_USER')
+        if (
+            not _dbus_uid
+            and su
+        ):
+
+            # TODO: use `trio` but we need to use nursery.start()
+            # to use pipes?
+            # result = await trio.run_process(
+            result = subprocess.run(
+                [
+                    'id',
+                    '-u',
+                    su,
+                ],
+                stdout=subprocess.PIPE,
+                stderr=subprocess.PIPE,
+                # check=True
+            )
+            _dbus_uid = result.stdout.decode("utf-8").replace('\n', '')
+
+            os.environ['DBUS_SESSION_BUS_ADDRESS'] = (
+                f'unix:path=/run/user/{_dbus_uid}/bus'
+            )
+
+    result = await trio.run_process(
+        [
+            'notify-send',
+            '-u', 'normal',
+            '-t', f'{duration}',
+            'piker',
+
+            # TODO: add in standard fill/exec info that maybe we
+            # pack in a broker independent way?
+            f"'{msg.pformat()}'",
+        ],
+    )
+    log.runtime(result)

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/_overlay.py

@@ -80,8 +80,8 @@ class ComposedGridLayout:
     ``<axis_name>i`` in the layout.
 
     The ``item: PlotItem`` passed to the constructor's grid layout is
-    used verbatim as the "main plot" who's view box is give precedence
+    used verbatim as the "main plot" who's view box is given precedence
-    for input handling. The main plot's axes are removed from it's
+    for input handling. The main plot's axes are removed from its
     layout and placed in the surrounding exterior layouts to allow for
     re-ordering if desired.
 

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/_search.py

@@ -35,9 +35,13 @@ from collections import defaultdict
 from contextlib import asynccontextmanager
 from functools import partial
 from typing import (
-    Optional, Callable,
+    Optional,
-    Awaitable, Sequence,
+    Callable,
-    Any, AsyncIterator
+    Awaitable,
+    Sequence,
+    Any,
+    AsyncIterator,
+    Iterator,
 )
 import time
 # from pprint import pformat
@@ -119,7 +123,7 @@ class CompleterView(QTreeView):
         # TODO: size this based on DPI font
         self.setIndentation(_font.px_size)
 
-        # self.setUniformRowHeights(True)
+        self.setUniformRowHeights(True)
         # self.setColumnWidth(0, 3)
         # self.setVerticalBarPolicy(Qt.ScrollBarAlwaysOff)
         # self.setSizeAdjustPolicy(QAbstractScrollArea.AdjustIgnored)
@@ -138,13 +142,15 @@ class CompleterView(QTreeView):
         model.setHorizontalHeaderLabels(labels)
 
         self._font_size: int = 0  # pixels
+        self._init: bool = False
 
     async def on_pressed(self, idx: QModelIndex) -> None:
-        '''Mouse pressed on view handler.
+        '''
+        Mouse pressed on view handler.
 
         '''
         search = self.parent()
-        await search.chart_current_item(clear_to_cache=False)
+        await search.chart_current_item()
         search.focus()
 
     def set_font_size(self, size: int = 18):
@@ -156,56 +162,64 @@ class CompleterView(QTreeView):
 
         self.setStyleSheet(f"font: {size}px")
 
-    # def resizeEvent(self, event: 'QEvent') -> None:
+    def resize_to_results(
-    #     event.accept()
+        self,
-    #     super().resizeEvent(event)
+        w: Optional[float] = 0,
+        h: Optional[float] = None,
 
-    def on_resize(self) -> None:
+    ) -> None:
-        '''
-        Resize relay event from god.
-
-        '''
-        self.resize_to_results()
-
-    def resize_to_results(self):
         model = self.model()
         cols = model.columnCount()
-        # rows = model.rowCount()
+        cidx = self.selectionModel().currentIndex()
+        rows = model.rowCount()
+        self.expandAll()
+
+        # compute the approx height in pixels needed to include
+        # all result rows in view.
+        row_h = rows_h = self.rowHeight(cidx) * (rows + 1)
+        for idx, item in self.iter_df_rows():
+            row_h = self.rowHeight(idx)
+            rows_h += row_h
+            # print(f'row_h: {row_h}\nrows_h: {rows_h}')
+
+            # TODO: could we just break early here on detection
+            # of ``rows_h >= h``?
 
         col_w_tot = 0
         for i in range(cols):
+            # only slap in a rows's height's worth
+            # of padding once at startup.. no idea
+            if (
+                not self._init
+                and row_h
+            ):
+                col_w_tot = row_h
+                self._init = True
+
             self.resizeColumnToContents(i)
             col_w_tot += self.columnWidth(i)
 
-        win = self.window()
+        # NOTE: if the heigh `h` set here is **too large** then the
-        win_h = win.height()
+        # resize event will perpetually trigger as the window causes
-        edit_h = self.parent().bar.height()
+        # some kind of recompute of callbacks.. so we have to ensure
-        sb_h = win.statusBar().height()
+        # it's limited.
+        if h:
+            h: int = round(h)
+            abs_mx = round(0.91 * h)
+            self.setMaximumHeight(abs_mx)
 
-        # TODO: probably make this more general / less hacky
+            if rows_h <= abs_mx:
-        # we should figure out the exact number of rows to allow
+                # self.setMinimumHeight(rows_h)
-        # inclusive of search bar and header "rows", in pixel terms.
+                self.setMinimumHeight(rows_h)
-        # Eventually when we have an "info" widget below the results we
+                # self.setFixedHeight(rows_h)
-        # will want space for it and likely terminating the results-view
-        # space **exactly on a row** would be ideal.
-        # if row_px > 0:
-        #     rows = ceil(window_h / row_px) - 4
-        # else:
-        #     rows = 16
-        # self.setFixedHeight(rows * row_px)
-        # self.resize(self.width(), rows * row_px)
 
-        # NOTE: if the heigh set here is **too large** then the resize
+            else:
-        # event will perpetually trigger as the window causes some kind
+                self.setMinimumHeight(abs_mx)
-        # of recompute of callbacks.. so we have to ensure it's limited.
-        h = win_h - (edit_h + 1.666*sb_h)
-        assert h > 0
-        self.setFixedHeight(round(h))
 
-        # size to width of longest result seen thus far
+        # dyncamically size to width of longest result seen
-        # TODO: should we always dynamically scale to longest result?
+        curr_w = self.width()
-        if self.width() < col_w_tot:
+        if curr_w < col_w_tot:
-            self.setFixedWidth(col_w_tot)
+            self.setMinimumWidth(col_w_tot)
 
         self.update()
 
@@ -331,6 +345,23 @@ class CompleterView(QTreeView):
             item = model.itemFromIndex(idx)
             yield idx, item
 
+    def iter_df_rows(
+        self,
+        iparent: QModelIndex = QModelIndex(),
+
+    ) -> Iterator[tuple[QModelIndex, QStandardItem]]:
+
+        model = self.model()
+        isections = model.rowCount(iparent)
+        for i in range(isections):
+            idx = model.index(i, 0, iparent)
+            item = model.itemFromIndex(idx)
+            yield idx, item
+
+            if model.hasChildren(idx):
+                # recursively yield child items depth-first
+                yield from self.iter_df_rows(idx)
+
     def find_section(
         self,
         section: str,
@@ -354,7 +385,8 @@ class CompleterView(QTreeView):
         status_field: str = None,
 
     ) -> None:
-        '''Clear all result-rows from under the depth = 1 section.
+        '''
+        Clear all result-rows from under the depth = 1 section.
 
         '''
         idx = self.find_section(section)
@@ -375,8 +407,6 @@ class CompleterView(QTreeView):
             else:
                 model.setItem(idx.row(), 1, QStandardItem())
 
-            self.resize_to_results()
-
             return idx
         else:
             return None
@@ -444,9 +474,22 @@ class CompleterView(QTreeView):
 
         self.show_matches()
 
-    def show_matches(self) -> None:
+    def show_matches(
+        self,
+        wh: Optional[tuple[float, float]] = None,
+
+    ) -> None:
+
+        if wh:
+            self.resize_to_results(*wh)
+        else:
+            # case where it's just an update from results and *NOT*
+            # a resize of some higher level parent-container widget.
+            search = self.parent()
+            w, h = search.space_dims()
+            self.resize_to_results(w=w, h=h)
+
         self.show()
-        self.resize_to_results()
 
 
 class SearchBar(Edit):
@@ -466,18 +509,15 @@ class SearchBar(Edit):
         self.godwidget = godwidget
         super().__init__(parent, **kwargs)
         self.view: CompleterView = view
-        godwidget._widgets[view.mode_name] = view
-
-    def show(self) -> None:
-        super().show()
-        self.view.show_matches()
 
     def unfocus(self) -> None:
         self.parent().hide()
         self.clearFocus()
 
+    def hide(self) -> None:
         if self.view:
             self.view.hide()
+        super().hide()
 
 
 class SearchWidget(QtWidgets.QWidget):
@@ -496,15 +536,16 @@ class SearchWidget(QtWidgets.QWidget):
         parent=None,
 
     ) -> None:
-        super().__init__(parent or godwidget)
+        super().__init__(parent)
 
         # size it as we specify
         self.setSizePolicy(
             QtWidgets.QSizePolicy.Fixed,
-            QtWidgets.QSizePolicy.Expanding,
+            QtWidgets.QSizePolicy.Fixed,
         )
 
         self.godwidget = godwidget
+        godwidget.reg_for_resize(self)
 
         self.vbox = QtWidgets.QVBoxLayout(self)
         self.vbox.setContentsMargins(0, 4, 4, 0)
@@ -554,17 +595,22 @@ class SearchWidget(QtWidgets.QWidget):
         self.vbox.setAlignment(self.view, Qt.AlignTop | Qt.AlignLeft)
 
     def focus(self) -> None:
-
-        if self.view.model().rowCount(QModelIndex()) == 0:
-            # fill cache list if nothing existing
-            self.view.set_section_entries(
-                'cache',
-                list(reversed(self.godwidget._chart_cache)),
-                clear_all=True,
-            )
-
-        self.bar.focus()
         self.show()
+        self.bar.focus()
+
+    def show_only_cache_entries(self) -> None:
+        '''
+        Clear the search results view and show only cached (aka recently
+        loaded with active data) feeds in the results section.
+
+        '''
+        godw = self.godwidget
+        self.view.set_section_entries(
+            'cache',
+            list(reversed(godw._chart_cache)),
+            # remove all other completion results except for cache
+            clear_all=True,
+        )
 
     def get_current_item(self) -> Optional[tuple[str, str]]:
         '''Return the current completer tree selection as
@@ -603,7 +649,8 @@ class SearchWidget(QtWidgets.QWidget):
         clear_to_cache: bool = True,
 
     ) -> Optional[str]:
-        '''Attempt to load and switch the current selected
+        '''
+        Attempt to load and switch the current selected
         completion result to the affiliated chart app.
 
         Return any loaded symbol.
@@ -614,11 +661,11 @@ class SearchWidget(QtWidgets.QWidget):
             return None
 
         provider, symbol = value
-        chart = self.godwidget
+        godw = self.godwidget
 
         log.info(f'Requesting symbol: {symbol}.{provider}')
 
-        await chart.load_symbol(
+        await godw.load_symbol(
             provider,
             symbol,
             'info',
@@ -635,18 +682,46 @@ class SearchWidget(QtWidgets.QWidget):
             # Re-order the symbol cache on the chart to display in
             # LIFO order. this is normally only done internally by
             # the chart on new symbols being loaded into memory
-            chart.set_chart_symbol(fqsn, chart.linkedsplits)
+            godw.set_chart_symbol(
-
+                fqsn, (
-            self.view.set_section_entries(
+                    godw.hist_linked,
-                'cache',
+                    godw.rt_linked,
-                values=list(reversed(chart._chart_cache)),
+                )
-
-                # remove all other completion results except for cache
-                clear_all=True,
             )
+            self.show_only_cache_entries()
 
+        self.bar.focus()
         return fqsn
 
+    def space_dims(self) -> tuple[float, float]:
+        '''
+        Compute and return the "available space dimentions" for this
+        search widget in terms of px space for results by return the
+        pair of width and height.
+
+        '''
+        # XXX: dun need dis rite?
+        # win = self.window()
+        # win_h = win.height()
+        # sb_h = win.statusBar().height()
+        godw = self.godwidget
+        hl = godw.hist_linked
+        edit_h = self.bar.height()
+        h = hl.height() - edit_h
+        w = hl.width()
+        return w, h
+
+    def on_resize(self) -> None:
+        '''
+        Resize relay event from god, resize all child widgets.
+
+        Right now this is just view to contents and/or the fast chart
+        height.
+
+        '''
+        w, h = self.space_dims()
+        self.bar.view.show_matches(wh=(w, h))
+
 
 _search_active: trio.Event = trio.Event()
 _search_enabled: bool = False
@@ -712,10 +787,11 @@ async def fill_results(
     max_pause_time: float = 6/16 + 0.001,
 
 ) -> None:
-    """Task to search through providers and fill in possible
+    '''
+    Task to search through providers and fill in possible
     completion results.
 
-    """
+    '''
     global _search_active, _search_enabled, _searcher_cache
 
     bar = search.bar
@@ -729,6 +805,10 @@ async def fill_results(
     matches = defaultdict(list)
     has_results: defaultdict[str, set[str]] = defaultdict(set)
 
+    # show cached feed list at startup
+    search.show_only_cache_entries()
+    search.on_resize()
+
     while True:
         await _search_active.wait()
         period = None
@@ -742,7 +822,7 @@ async def fill_results(
                 pattern = await recv_chan.receive()
 
             period = time.time() - wait_start
-            print(f'{pattern} after {period}')
+            log.debug(f'{pattern} after {period}')
 
             # during fast multiple key inputs, wait until a pause
             # (in typing) to initiate search
@@ -841,8 +921,7 @@ async def handle_keyboard_input(
     godwidget = search.godwidget
     view = bar.view
     view.set_font_size(bar.dpi_font.px_size)
-
+    send, recv = trio.open_memory_channel(616)
-    send, recv = trio.open_memory_channel(16)
 
     async with trio.open_nursery() as n:
 
@@ -857,6 +936,10 @@ async def handle_keyboard_input(
             )
         )
 
+        bar.focus()
+        search.show_only_cache_entries()
+        await trio.sleep(0)
+
         async for kbmsg in recv_chan:
             event, etype, key, mods, txt = kbmsg.to_tuple()
 
@@ -867,10 +950,11 @@ async def handle_keyboard_input(
                 ctl = True
 
             if key in (Qt.Key_Enter, Qt.Key_Return):
-
-                await search.chart_current_item(clear_to_cache=True)
                 _search_enabled = False
-                continue
+                await search.chart_current_item(clear_to_cache=True)
+                search.show_only_cache_entries()
+                view.show_matches()
+                search.focus()
 
             elif not ctl and not bar.text():
                 # if nothing in search text show the cache
@@ -887,7 +971,7 @@ async def handle_keyboard_input(
                 Qt.Key_Space,   # i feel like this is the "native" one
                 Qt.Key_Alt,
             }:
-                search.bar.unfocus()
+                bar.unfocus()
 
                 # kill the search and focus back on main chart
                 if godwidget:
@@ -935,9 +1019,10 @@ async def handle_keyboard_input(
                 if item:
                     parent_item = item.parent()
 
+                    # if we're in the cache section and thus the next
+                    # selection is a cache item, switch and show it
+                    # immediately since it should be very fast.
                     if parent_item and parent_item.text() == 'cache':
-
-                        # if it's a cache item, switch and show it immediately
                         await search.chart_current_item(clear_to_cache=False)
 
             elif not ctl:

piker/ui/_window.py

@@ -21,7 +21,11 @@ Qt main window singletons and stuff.
 import os
 import signal
 import time
-from typing import Callable, Optional, Union
+from typing import (
+    Callable,
+    Optional,
+    Union,
+)
 import uuid
 
 from pyqtgraph import QtGui
@@ -30,6 +34,7 @@ from PyQt5.QtWidgets import QLabel, QStatusBar
 
 from ..log import get_logger
 from ._style import _font_small, hcolor
+from ._chart import GodWidget
 
 
 log = get_logger(__name__)
@@ -153,7 +158,8 @@ class MainWindow(QtGui.QMainWindow):
     # XXX: for tiling wms this should scale
     # with the alloted window size.
     # TODO: detect for tiling and if untrue set some size?
-    size = (300, 500)
+    # size = (300, 500)
+    godwidget: GodWidget
 
     title = 'piker chart (ur symbol is loading bby)'
 
@@ -162,6 +168,9 @@ class MainWindow(QtGui.QMainWindow):
         # self.setMinimumSize(*self.size)
         self.setWindowTitle(self.title)
 
+        # set by runtime after `trio` is engaged.
+        self.godwidget: Optional[GodWidget] = None
+
         self._status_bar: QStatusBar = None
         self._status_label: QLabel = None
         self._size: Optional[tuple[int, int]] = None
@@ -248,9 +257,10 @@ class MainWindow(QtGui.QMainWindow):
             self.set_mode_name(name)
 
     def current_screen(self) -> QtGui.QScreen:
-        """Get a frickin screen (if we can, gawd).
+        '''
+        Get a frickin screen (if we can, gawd).
 
-        """
+        '''
         app = QtGui.QApplication.instance()
 
         for _ in range(3):
@@ -284,7 +294,7 @@ class MainWindow(QtGui.QMainWindow):
         '''
         # https://stackoverflow.com/a/18975846
         if not size and not self._size:
-            app = QtGui.QApplication.instance()
+            # app = QtGui.QApplication.instance()
             geo = self.current_screen().geometry()
             h, w = geo.height(), geo.width()
             # use approx 1/3 of the area of the screen by default
@@ -292,6 +302,33 @@ class MainWindow(QtGui.QMainWindow):
 
         self.resize(*size or self._size)
 
+    def resizeEvent(self, event: QtCore.QEvent) -> None:
+        if (
+            # event.spontaneous()
+            event.oldSize().height == event.size().height
+        ):
+            event.ignore()
+            return
+
+        # XXX: uncomment for debugging..
+        # attrs = {}
+        # for key in dir(event):
+        #     if key == '__dir__':
+        #         continue
+        #     attr = getattr(event, key)
+        #     try:
+        #         attrs[key] = attr()
+        #     except TypeError:
+        #         attrs[key] = attr
+
+        # from pprint import pformat
+        # print(
+        #     f'{pformat(attrs)}\n'
+        #     f'WINDOW RESIZE: {self.size()}\n\n'
+        # )
+        self.godwidget.on_win_resize(event)
+        event.accept()
+
 
 # singleton app per actor
 _qt_win: QtGui.QMainWindow = None

requirements.txt

@@ -8,7 +8,6 @@
 # as more graphics stuff gets hashed out.
 -e git+https://github.com/pikers/pyqtgraph.git@piker_pin#egg=pyqtgraph
 
-
 # our async client for ``marketstore`` (the tsdb)
 -e git+https://github.com/pikers/anyio-marketstore.git@master#egg=anyio-marketstore
 
@@ -18,4 +17,7 @@
 
 
 # ``asyncvnc`` for sending interactions to ib-gw inside docker
--e git+https://github.com/pikers/asyncvnc.git@vid_passthrough#egg=asyncvnc
+-e git+https://github.com/pikers/asyncvnc.git@main#egg=asyncvnc
+
+# ``cryptofeed`` for connecting to various crypto exchanges + custom fixes
+-e git+https://github.com/pikers/cryptofeed.git@date_parsing#egg=cryptofeed

setup.py

@@ -41,23 +41,24 @@ 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)
         # 'trimeter',  # not released yet..
         # 'tractor',
         # asyncvnc,
+        # 'cryptofeed',
 
         # brokers
         'asks==2.4.8',

tests/test_questrade.py

@@ -8,7 +8,6 @@ from trio.testing import trio_test
 from piker.brokers import questrade as qt
 import pytest
 import tractor
-from tractor.testing import tractor_test
 
 import piker
 from piker.brokers import get_brokermod
@@ -23,6 +22,12 @@ pytestmark = pytest.mark.skipif(
     reason="questrade tests can only be run locally with an API key",
 )
 
+# TODO: this module was removed from tractor into it's
+# tests/conftest.py, we need to rewrite the below tests
+# to use the `open_pikerd_runtime()` to make these work again
+# (if we're not just gonna junk em).
+# from tractor.testing import tractor_test
+
 
 # stock quote
 _ex_quotes = {
@@ -106,7 +111,7 @@ def match_packet(symbols, quotes, feed_type='stock'):
     assert not quotes
 
 
-@tractor_test
+# @tractor_test
 async def test_concurrent_tokens_refresh(us_symbols, loglevel):
     """Verify that concurrent requests from mulitple tasks work alongside
     random token refreshing which simulates an access token expiry + refresh
@@ -337,7 +342,7 @@ async def stream_stocks(feed, symbols):
         'options_and_options',
     ],
 )
-@tractor_test
+# @tractor_test
 async def test_quote_streaming(tmx_symbols, loglevel, stream_what):
     """Set up option streaming using the broker daemon.
     """