Put swb2 in venue filter for now

Gah, was a remaining bug where if you tried to update the pps state with
both new trades and from the ledger you'd do a double add of
transactions that were cleared during a `update_pps()` loop. Instead now
keep all clears in tact until ready to serialize to the `pps.toml` file
in which cases we call a new method `Position.minimize_clears()` which
does the work of only keep clears since the last net-zero size.

Re-implement `update_pps_conf()` update logic as a single pass loop
which does expiry and size checking for closed pps all in one pass thus
allowing us to drop `dump_active()` which was kinda redundant anyway..

piker/brokers/ib/__init__.py

@@ -38,7 +38,10 @@ 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

@@ -38,15 +38,21 @@ import time
 from types import SimpleNamespace
 
 
+from bidict import bidict
 import trio
 import tractor
 from tractor import to_asyncio
+import ib_insync as ibis
 from ib_insync.wrapper import RequestError
 from ib_insync.contract import Contract, ContractDetails
 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
+    Position,
+    Fill,
+    Execution,
+    CommissionReport,
+)
 from ib_insync.wrapper import Wrapper
 from ib_insync.client import Client as ib_Client
 import numpy as np
@@ -155,30 +161,23 @@ 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',
@@ -195,20 +194,46 @@ _adhoc_futes_set = {
     # metals
     'xauusd.cmdty',  # gold spot
     'gc.nymex',
-    'mgc.nymex',
+    'mgc.nymex',  # micro
+
+    # oil & gas
+    'cl.nymex',
 
     'xagusd.cmdty',  # silver spot
     'ni.nymex',  # silver futes
     'qi.comex',  # mini-silver futes
 }
 
+
+# map of symbols to contract ids
+_adhoc_symbol_map = {
+    # https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
+
+    # NOTE: some cmdtys/metals don't have trade data like gold/usd:
+    # https://groups.io/g/twsapi/message/44174
+    'XAUUSD': ({'conId': 69067924}, {'whatToShow': 'MIDPOINT'}),
+}
+for qsn in _adhoc_futes_set:
+    sym, venue = qsn.split('.')
+    assert venue.upper() in _futes_venues, f'{venue}'
+    _adhoc_symbol_map[sym.upper()] = (
+        {'exchange': venue},
+        {},
+    )
+
+
 # exchanges we don't support at the moment due to not knowing
 # how to do symbol-contract lookup correctly likely due
 # to not having the data feeds subscribed.
 _exch_skip_list = {
+
     'ASX',  # aussie stocks
     'MEXI',  # mexican stocks
-    'VALUE',  # no idea
+
+    # no idea
+    'VALUE',
+    'FUNDSERV',
+    'SWB2',
 }
 
 # https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
@@ -261,27 +286,29 @@ 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:
+                    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,
@@ -483,6 +510,14 @@ class Client:
 
         return con
 
+    async def get_con(
+        self,
+        conid: int,
+    ) -> Contract:
+        return await self.ib.qualifyContractsAsync(
+            ibis.Contract(conId=conid)
+        )
+
     async def find_contract(
         self,
         pattern: str,
@@ -553,7 +588,7 @@ class Client:
 
         # commodities
         elif exch == 'CMDTY':  # eg. XAUUSD.CMDTY
-            con_kwargs, bars_kwargs = _adhoc_cmdty_data_map[sym]
+            con_kwargs, bars_kwargs = _adhoc_symbol_map[sym]
             con = ibis.Commodity(**con_kwargs)
             con.bars_kwargs = bars_kwargs
 
@@ -811,10 +846,23 @@ _scan_ignore: set[tuple[str, int]] = set()
 
 def get_config() -> dict[str, Any]:
 
-    conf, path = config.load()
+    conf, path = config.load('brokers')
-
     section = conf.get('ib')
 
+    accounts = section.get('accounts')
+    if not accounts:
+        raise ValueError(
+            'brokers.toml -> `ib.accounts` must be defined\n'
+            f'location: {path}'
+        )
+
+    names = list(accounts.keys())
+    accts = section['accounts'] = bidict(accounts)
+    log.info(
+        f'brokers.toml defines {len(accts)} accounts: '
+        f'{pformat(names)}'
+    )
+
     if section is None:
         log.warning(f'No config section found for ib in {path}')
         return {}
@@ -990,7 +1038,7 @@ async def load_aio_clients(
         for acct, client in _accounts2clients.items():
             log.info(f'Disconnecting {acct}@{client}')
             client.ib.disconnect()
-            _client_cache.pop((host, port))
+            _client_cache.pop((host, port), None)
 
 
 async def load_clients_for_trio(
@@ -1019,9 +1067,6 @@ async def load_clients_for_trio(
             await asyncio.sleep(float('inf'))
 
 
-_proxies: dict[str, MethodProxy] = {}
-
-
 @acm
 async def open_client_proxies() -> tuple[
     dict[str, MethodProxy],
@@ -1044,13 +1089,14 @@ 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 +1245,13 @@ async def open_client_proxy(
     event_table = {}
 
     async with (
+
         to_asyncio.open_channel_from(
             open_aio_client_method_relay,
             client=client,
             event_consumers=event_table,
         ) as (first, chan),
+
         trio.open_nursery() as relay_n,
     ):
 

piker/brokers/ib/broker.py

@@ -26,8 +26,10 @@ from typing import (
     Any,
     Optional,
     AsyncIterator,
+    Union,
 )
 
+from bidict import bidict
 import trio
 from trio_typing import TaskStatus
 import tractor
@@ -42,10 +44,13 @@ from ib_insync.order import (
 from ib_insync.objects import (
     Fill,
     Execution,
+    CommissionReport,
 )
 from ib_insync.objects import Position
+import pendulum
 
 from piker import config
+from piker import pp
 from piker.log import get_console_log
 from piker.clearing._messages import (
     BrokerdOrder,
@@ -56,13 +61,16 @@ from piker.clearing._messages import (
     BrokerdFill,
     BrokerdError,
 )
+from piker.data._source import Symbol
 from .api import (
     _accounts2clients,
-    _adhoc_futes_set,
+    # _adhoc_futes_set,
+    _adhoc_symbol_map,
     log,
     get_config,
     open_client_proxies,
     Client,
+    MethodProxy,
 )
 
 
@@ -80,29 +88,39 @@ def pack_position(
         # TODO: lookup fqsn even for derivs.
         symbol = con.symbol.lower()
 
+    # try our best to figure out the exchange / venue
     exch = (con.primaryExchange or con.exchange).lower()
-    symkey = '.'.join((symbol, exch))
     if not exch:
-        # attempt to lookup the symbol from our
+        # for wtv cucked reason some futes don't show their
-        # hacked set..
+        # exchange (like CL.NYMEX) ...
-        for sym in _adhoc_futes_set:
+        entry = _adhoc_symbol_map.get(
-            if symbol in sym:
+            con.symbol or con.localSymbol
-                symkey = sym
+        )
-                break
+        if entry:
+            meta, kwargs = entry
+            cid = meta.get('conId')
+            if cid:
+                assert con.conId == meta['conId']
+            exch = meta['exchange']
+
+    assert exch, f'No clue:\n {con}'
+    fqsn = '.'.join((symbol, exch))
 
     expiry = con.lastTradeDateOrContractMonth
     if expiry:
-        symkey += f'.{expiry}'
+        fqsn += f'.{expiry}'
 
     # TODO: options contracts into a sane format..
-
+    return (
-    return BrokerdPosition(
+        con.conId,
+        BrokerdPosition(
             broker='ib',
             account=pos.account,
-        symbol=symkey,
+            symbol=fqsn,
             currency=con.currency,
             size=float(pos.position),
             avg_price=float(pos.avgCost) / float(con.multiplier or 1.0),
+        ),
     )
 
 
@@ -205,19 +223,35 @@ async def recv_trade_updates(
     # sync with trio task
     to_trio.send_nowait(None)
 
-    def push_tradesies(eventkit_obj, obj, fill=None):
+    def push_tradesies(
-        """Push events to trio task.
+        eventkit_obj,
+        obj,
+        fill: Optional[Fill] = None,
+        report: Optional[CommissionReport] = None,
+    ):
+        '''
+        Push events to trio task.
 
-        """
+        '''
-        if fill is not None:
+        match eventkit_obj.name():
+
+            case 'orderStatusEvent':
+                item = ('status', obj)
+
+            case 'commissionReportEvent':
+                assert report
+                item = ('cost', report)
+
+            case 'execDetailsEvent':
                 # execution details event
                 item = ('fill', (obj, fill))
 
-        elif eventkit_obj.name() == 'positionEvent':
+            case 'positionEvent':
                 item = ('position', obj)
 
-        else:
+            case _:
-            item = ('status', obj)
+                log.error(f'Error unknown event {obj}')
+                return
 
         log.info(f'eventkit event ->\n{pformat(item)}')
 
@@ -233,15 +267,15 @@ async def recv_trade_updates(
         'execDetailsEvent',  # all "fill" updates
         'positionEvent',  # avg price updates per symbol per account
 
-        # 'commissionReportEvent',
         # XXX: ugh, it is a separate event from IB and it's
         # emitted as follows:
         # self.ib.commissionReportEvent.emit(trade, fill, report)
+        'commissionReportEvent',
 
         # XXX: not sure yet if we need these
         # 'updatePortfolioEvent',
 
-        # XXX: these all seem to be weird ib_insync intrernal
+        # XXX: these all seem to be weird ib_insync internal
         # events that we probably don't care that much about
         # given the internal design is wonky af..
         # 'newOrderEvent',
@@ -257,6 +291,149 @@ async def recv_trade_updates(
     await client.ib.disconnectedEvent
 
 
+async def update_ledger_from_api_trades(
+    trade_entries: list[dict[str, Any]],
+    client: Union[Client, MethodProxy],
+
+) -> dict[str, pp.Transaction]:
+    # construct piker pps from trade ledger, underneath using
+    # LIFO style breakeven pricing calcs.
+    conf = get_config()
+
+    # XXX; ERRGGG..
+    # pack in the "primary/listing exchange" value from a
+    # contract lookup since it seems this isn't available by
+    # default from the `.fills()` method endpoint...
+    for entry in trade_entries:
+        condict = entry['contract']
+        conid = condict['conId']
+        pexch = condict['primaryExchange']
+
+        if not pexch:
+            cons = await client.get_con(conid=conid)
+            if cons:
+                con = cons[0]
+                pexch = con.primaryExchange or con.exchange
+            else:
+                # for futes it seems like the primary is always empty?
+                pexch = condict['exchange']
+
+        entry['listingExchange'] = pexch
+
+    entries = trades_to_ledger_entries(
+        conf['accounts'].inverse,
+        trade_entries,
+    )
+
+    # write recent session's trades to the user's (local) ledger file.
+    records: dict[str, pp.Transactions] = {}
+    for acctid, trades_by_id in entries.items():
+        with pp.open_trade_ledger('ib', acctid) as ledger:
+            ledger.update(trades_by_id)
+
+        # normalize to transaction form
+        records[acctid] = norm_trade_records(trades_by_id)
+
+    return records
+
+
+async def update_and_audit_msgs(
+    acctid: str,  # no `ib.` prefix is required!
+    pps: list[pp.Position],
+    cids2pps: dict[tuple[str, int], BrokerdPosition],
+    validate: bool = False,
+
+) -> list[BrokerdPosition]:
+
+    msgs: list[BrokerdPosition] = []
+    # pps: dict[int, pp.Position] = {}
+
+    for p in pps:
+        bsuid = p.bsuid
+
+        # build trade-session-actor local table
+        # of pps from unique symbol ids.
+        # pps[bsuid] = p
+
+        # retreive equivalent ib reported position message
+        # for comparison/audit versus the piker equivalent
+        # breakeven pp calcs.
+        ibppmsg = cids2pps.get((acctid, bsuid))
+
+        if ibppmsg:
+            msg = BrokerdPosition(
+                broker='ib',
+
+                # XXX: ok so this is annoying, we're relaying
+                # an account name with the backend suffix prefixed
+                # but when reading accounts from ledgers we don't
+                # need it and/or it's prefixed in the section
+                # table..
+                account=ibppmsg.account,
+                # XXX: the `.ib` is stripped..?
+                symbol=ibppmsg.symbol,
+                currency=ibppmsg.currency,
+                size=p.size,
+                avg_price=p.be_price,
+            )
+            msgs.append(msg)
+
+            if validate:
+                ibsize = ibppmsg.size
+                pikersize = msg.size
+                diff = pikersize - ibsize
+
+                # if ib reports a lesser pp it's not as bad since we can
+                # presume we're at least not more in the shit then we
+                # thought.
+                if diff:
+                    raise ValueError(
+                        f'POSITION MISMATCH ib <-> piker ledger:\n'
+                        f'ib: {ibppmsg}\n'
+                        f'piker: {msg}\n'
+                        'YOU SHOULD FIGURE OUT WHY TF YOUR LEDGER IS OFF!?!?'
+                    )
+                    msg.size = ibsize
+
+            if ibppmsg.avg_price != msg.avg_price:
+
+                # TODO: make this a "propoganda" log level?
+                log.warning(
+                    'The mega-cucks at IB want you to believe with their '
+                    f'"FIFO" positioning for {msg.symbol}:\n'
+                    f'"ib" mega-cucker avg price: {ibppmsg.avg_price}\n'
+                    f'piker, LIFO breakeven PnL price: {msg.avg_price}'
+                )
+
+        else:
+            # make brand new message
+            msg = BrokerdPosition(
+                broker='ib',
+
+                # XXX: ok so this is annoying, we're relaying
+                # an account name with the backend suffix prefixed
+                # but when reading accounts from ledgers we don't
+                # need it and/or it's prefixed in the section
+                # table.. we should just strip this from the message
+                # right since `.broker` is already included?
+                account=f'ib.{acctid}',
+                # XXX: the `.ib` is stripped..?
+                symbol=p.symbol.front_fqsn(),
+                # currency=ibppmsg.currency,
+                size=p.size,
+                avg_price=p.be_price,
+            )
+            if validate and p.size:
+                raise ValueError(
+                    f'UNEXPECTED POSITION ib <-> piker ledger:\n'
+                    f'piker: {msg}\n'
+                    'YOU SHOULD FIGURE OUT WHY TF YOUR LEDGER IS OFF!?!?'
+                )
+            msgs.append(msg)
+
+    return msgs
+
+
 @tractor.context
 async def trades_dialogue(
 
@@ -277,6 +454,14 @@ async def trades_dialogue(
     accounts = set()
     clients: list[tuple[Client, trio.MemoryReceiveChannel]] = []
 
+    # TODO: this causes a massive tractor bug when you run marketstored
+    # with ``--tsdb``... you should get:
+    # - first error the assertion
+    # - chart should get that error and die
+    # - pikerd goes to debugger again from trio nursery multi-error
+    # - hitting final control-c to kill daemon will lead to hang
+    # assert 0
+
     async with (
         trio.open_nursery() as nurse,
         open_client_proxies() as (proxies, aioclients),
@@ -306,22 +491,79 @@ async def trades_dialogue(
             assert account in accounts_def
             accounts.add(account)
 
+        cids2pps: dict[str, BrokerdPosition] = {}
+        update_records: dict[str, bidict] = {}
+
+        # process pp value reported from ib's system. we only use these
+        # to cross-check sizing since average pricing on their end uses
+        # the so called (bs) "FIFO" style which more or less results in
+        # a price that's not useful for traders who want to not lose
+        # money.. xb
         for client in aioclients.values():
             for pos in client.positions():
 
-                msg = pack_position(pos)
+                cid, msg = pack_position(pos)
-                msg.account = accounts_def.inverse[msg.account]
+                acctid = msg.account = accounts_def.inverse[msg.account]
-
+                acctid = acctid.strip('ib.')
+                cids2pps[(acctid, cid)] = msg
                 assert msg.account in accounts, (
                     f'Position for unknown account: {msg.account}')
 
-                all_positions.append(msg.dict())
+                # collect all ib-pp reported positions so that we can be
+                # sure know which positions to update from the ledger if
+                # any are missing from the ``pps.toml``
+                update_records.setdefault(acctid, bidict())[cid] = msg.symbol
 
-        trades: list[dict] = []
+        # update trades ledgers for all accounts from
-        for proxy in proxies.values():
+        # connected api clients which report trades for **this session**.
-            trades.append(await proxy.trades())
+        new_trades = {}
+        for account, proxy in proxies.items():
+            trades = await proxy.trades()
+            new_trades.update(await update_ledger_from_api_trades(
+                trades,
+                proxy,
+            ))
 
-        log.info(f'Loaded {len(trades)} from this session')
+        for acctid, trans in new_trades.items():
+            for t in trans:
+                bsuid = t.bsuid
+                if bsuid in update_records:
+                    assert update_records[bsuid] == t.fqsn
+                else:
+                    update_records.setdefault(acctid, bidict())[bsuid] = t.fqsn
+
+        # load all positions from `pps.toml`, cross check with ib's
+        # positions data, and relay re-formatted pps as msgs to the ems.
+        # __2 cases__:
+        # - new trades have taken place this session that we want to
+        #   always reprocess indempotently,
+        # - no new trades yet but we want to reload and audit any
+        #   positions reported by ib's sys that may not yet be in
+        #   piker's ``pps.toml`` state-file.
+        for acctid, to_update in update_records.items():
+            trans = new_trades.get(acctid)
+            active, closed = pp.update_pps_conf(
+                'ib',
+                acctid,
+                trade_records=trans,
+                ledger_reload=to_update,
+            )
+            for pps in [active, closed]:
+                msgs = await update_and_audit_msgs(
+                    acctid,
+                    pps.values(),
+                    cids2pps,
+                    validate=True,
+                )
+                all_positions.extend(msg.dict() for msg in msgs)
+
+        if not all_positions and cids2pps:
+            raise RuntimeError(
+                'Positions reported by ib but not found in `pps.toml`!?\n'
+                f'{pformat(cids2pps)}'
+            )
+
+        # log.info(f'Loaded {len(trades)} from this session')
         # TODO: write trades to local ``trades.toml``
         # - use above per-session trades data and write to local file
         # - get the "flex reports" working and pull historical data and
@@ -345,32 +587,89 @@ async def trades_dialogue(
                     deliver_trade_events,
                     stream,
                     ems_stream,
-                    accounts_def
+                    accounts_def,
+                    cids2pps,
+                    proxies,
                 )
 
             # block until cancelled
             await trio.sleep_forever()
 
 
+async def emit_pp_update(
+    ems_stream: tractor.MsgStream,
+    trade_entry: dict,
+    accounts_def: bidict,
+    proxies: dict,
+    cids2pps: dict,
+
+) -> None:
+
+    # compute and relay incrementally updated piker pp
+    acctid = accounts_def.inverse[trade_entry['execution']['acctNumber']]
+    proxy = proxies[acctid]
+
+    acctname = acctid.strip('ib.')
+    records = (await update_ledger_from_api_trades(
+        [trade_entry],
+        proxy,
+    ))[acctname]
+    r = records[0]
+
+    # update and load all positions from `pps.toml`, cross check with
+    # ib's positions data, and relay re-formatted pps as msgs to the
+    # ems. we report both the open and closed updates in one map since
+    # for incremental update we may have just fully closed a pp and need
+    # to relay that msg as well!
+    active, closed = pp.update_pps_conf(
+        'ib',
+        acctname,
+        trade_records=records,
+        ledger_reload={r.bsuid: r.fqsn},
+    )
+
+    for pos in filter(
+        bool,
+        [active.get(r.bsuid), closed.get(r.bsuid)]
+    ):
+        msgs = await update_and_audit_msgs(
+            acctname,
+            [pos],
+            cids2pps,
+
+            # ib pp event might not have arrived yet
+            validate=False,
+        )
+        if msgs:
+            msg = msgs[0]
+            break
+
+    await ems_stream.send(msg.dict())
+
+
 async def deliver_trade_events(
 
     trade_event_stream: trio.MemoryReceiveChannel,
     ems_stream: tractor.MsgStream,
-    accounts_def: dict[str, str],
+    accounts_def: dict[str, str],  # eg. `'ib.main'` -> `'DU999999'`
+    cids2pps: dict[tuple[str, str], BrokerdPosition],
+    proxies: dict[str, MethodProxy],
 
 ) -> None:
-    '''Format and relay all trade events for a given client to the EMS.
+    '''
+    Format and relay all trade events for a given client to emsd.
 
     '''
     action_map = {'BOT': 'buy', 'SLD': 'sell'}
+    ids2fills: dict[str, dict] = {}
 
     # TODO: for some reason we can receive a ``None`` here when the
     # ib-gw goes down? Not sure exactly how that's happening looking
     # at the eventkit code above but we should probably handle it...
     async for event_name, item in trade_event_stream:
-
         log.info(f'ib sending {event_name}:\n{pformat(item)}')
 
+        match event_name:
             # TODO: templating the ib statuses in comparison with other
             # brokers is likely the way to go:
             # https://interactivebrokers.github.io/tws-api/interfaceIBApi_1_1EWrapper.html#a17f2a02d6449710b6394d0266a353313
@@ -394,7 +693,7 @@ async def deliver_trade_events(
             #   reqId 1550: Order held while securities are located.'),
             # status='PreSubmitted', message='')],
 
-        if event_name == 'status':
+            case 'status':
 
                 # XXX: begin normalization of nonsense ib_insync internal
                 # object-state tracking representations...
@@ -423,8 +722,9 @@ async def deliver_trade_events(
 
                     broker_details={'name': 'ib'},
                 )
+                await ems_stream.send(msg.dict())
 
-        elif event_name == 'fill':
+            case 'fill':
 
                 # for wtv reason this is a separate event type
                 # from IB, not sure why it's needed other then for extra
@@ -438,17 +738,35 @@ async def deliver_trade_events(
                 # https://www.python.org/dev/peps/pep-0526/#global-and-local-variable-annotations
                 trade: Trade
                 fill: Fill
+
+                # TODO: maybe we can use matching to better handle these cases.
                 trade, fill = item
                 execu: Execution = fill.execution
+                execid = execu.execId
 
-            # TODO: normalize out commissions details?
+                # TODO:
-            details = {
+                # - normalize out commissions details?
+                # - this is the same as the unpacking loop above in
+                # ``trades_to_ledger_entries()`` no?
+                trade_entry = ids2fills.setdefault(execid, {})
+                cost_already_rx = bool(trade_entry)
+
+                # if the costs report was already received this
+                # should be not empty right?
+                comms = fill.commissionReport.commission
+                if cost_already_rx:
+                    assert comms
+
+                trade_entry.update(
+                    {
                         'contract': asdict(fill.contract),
                         'execution': asdict(fill.execution),
-                'commissions': asdict(fill.commissionReport),
+                        'commissionReport': asdict(fill.commissionReport),
-                'broker_time': execu.time,   # supposedly server fill time
+                        # supposedly server fill time?
+                        'broker_time': execu.time,
                         'name': 'ib',
                     }
+                )
 
                 msg = BrokerdFill(
                     # should match the value returned from `.submit_limit()`
@@ -459,14 +777,60 @@ async def deliver_trade_events(
                     size=execu.shares,
                     price=execu.price,
 
-                broker_details=details,
+                    broker_details=trade_entry,
                     # XXX: required by order mode currently
-                broker_time=details['broker_time'],
+                    broker_time=trade_entry['broker_time'],
 
                 )
+                await ems_stream.send(msg.dict())
 
-        elif event_name == 'error':
+                # 2 cases:
+                # - fill comes first or
+                # - comms report comes first
+                comms = fill.commissionReport.commission
+                if comms:
+                    # UGHHH since the commision report object might be
+                    # filled in **after** we already serialized to dict..
+                    # def need something better for all this.
+                    trade_entry.update(
+                        {'commissionReport': asdict(fill.commissionReport)}
+                    )
 
+                if comms or cost_already_rx:
+                    # only send a pp update once we have a cost report
+                    await emit_pp_update(
+                        ems_stream,
+                        trade_entry,
+                        accounts_def,
+                        proxies,
+                        cids2pps,
+                    )
+
+            case 'cost':
+
+                cr: CommissionReport = item
+                execid = cr.execId
+
+                trade_entry = ids2fills.setdefault(execid, {})
+                fill_already_rx = bool(trade_entry)
+
+                # no fill msg has arrived yet so just fill out the
+                # cost report for now and when the fill arrives a pp
+                # msg can be emitted.
+                trade_entry.update(
+                    {'commissionReport': asdict(cr)}
+                )
+
+                if fill_already_rx:
+                    await emit_pp_update(
+                        ems_stream,
+                        trade_entry,
+                        accounts_def,
+                        proxies,
+                        cids2pps,
+                    )
+
+            case 'error':
                 err: dict = item
 
                 # f$#$% gawd dammit insync..
@@ -480,13 +844,15 @@ async def deliver_trade_events(
                 # TODO: what schema for this msg if we're going to make it
                 # portable across all backends?
                 # msg = BrokerdError(**err)
-            continue
 
-        elif event_name == 'position':
+            case 'position':
-            msg = pack_position(item)
-            msg.account = accounts_def.inverse[msg.account]
 
-        elif event_name == 'event':
+                cid, msg = pack_position(item)
+                # acctid = msg.account = accounts_def.inverse[msg.account]
+                # cuck ib and it's shitty fifo sys for pps!
+                # await ems_stream.send(msg.dict())
+
+            case 'event':
 
                 # it's either a general system status event or an external
                 # trade event?
@@ -498,8 +864,6 @@ async def deliver_trade_events(
                 # if getattr(msg, 'reqid', 0) < -1:
                 # log.info(f"TWS triggered trade\n{pformat(msg.dict())}")
 
-            continue
-
                 # msg.reqid = 'tws-' + str(-1 * reqid)
 
                 # mark msg as from "external system"
@@ -507,19 +871,200 @@ async def deliver_trade_events(
                 # considering multiplayer/group trades tracking
                 # msg.broker_details['external_src'] = 'tws'
 
-        # XXX: we always serialize to a dict for msgpack
+            case _:
-        # translations, ideally we can move to an msgspec (or other)
+                log.error(f'WTF: {event_name}: {item}')
-        # encoder # that can be enabled in ``tractor`` ahead of
+
-        # time so we can pass through the message types directly.
+
-        await ems_stream.send(msg.dict())
+def norm_trade_records(
+    ledger: dict[str, Any],
+
+) -> list[pp.Transaction]:
+    '''
+    Normalize a flex report or API retrieved executions
+    ledger into our standard record format.
+
+    '''
+    records: list[pp.Transaction] = []
+
+    for tid, record in ledger.items():
+
+        conid = record.get('conId') or record['conid']
+        comms = record.get('commission') or -1*record['ibCommission']
+        price = record.get('price') or record['tradePrice']
+
+        # the api doesn't do the -/+ on the quantity for you but flex
+        # records do.. are you fucking serious ib...!?
+        size = record.get('quantity') or record['shares'] * {
+            'BOT': 1,
+            'SLD': -1,
+        }[record['side']]
+
+        exch = record['exchange']
+        lexch = record.get('listingExchange')
+
+        suffix = lexch or exch
+        symbol = record['symbol']
+
+        # likely an opts contract record from a flex report..
+        # TODO: no idea how to parse ^ the strike part from flex..
+        # (00010000 any, or 00007500 tsla, ..)
+        # we probably must do the contract lookup for this?
+        if '   ' in symbol or '--' in exch:
+            underlying, _, tail = symbol.partition('   ')
+            suffix = exch = 'opt'
+            expiry = tail[:6]
+            # otype = tail[6]
+            # strike = tail[7:]
+
+            print(f'skipping opts contract {symbol}')
+            continue
+
+        # timestamping is way different in API records
+        date = record.get('date')
+        if not date:
+            # probably a flex record with a wonky non-std timestamp..
+            date, ts = record['dateTime'].split(';')
+            dt = pendulum.parse(date)
+            ts = f'{ts[:2]}:{ts[2:4]}:{ts[4:]}'
+            tsdt = pendulum.parse(ts)
+            dt.set(hour=tsdt.hour, minute=tsdt.minute, second=tsdt.second)
+
+        else:
+            # epoch_dt = pendulum.from_timestamp(record.get('time'))
+            dt = pendulum.parse(date)
+
+        # special handling of symbol extraction from
+        # flex records using some ad-hoc schema parsing.
+        instr = record.get('assetCategory')
+        if instr == 'FUT':
+            symbol = record['description'][:3]
+
+        # try to build out piker fqsn from record.
+        expiry = record.get(
+            'lastTradeDateOrContractMonth') or record.get('expiry')
+        if expiry:
+            expiry = str(expiry).strip(' ')
+            suffix = f'{exch}.{expiry}'
+            expiry = pendulum.parse(expiry)
+
+        fqsn = Symbol.from_fqsn(
+            fqsn=f'{symbol}.{suffix}.ib',
+            info={},
+        ).front_fqsn().rstrip('.ib')
+
+        # NOTE: for flex records the normal fields for defining an fqsn
+        # sometimes won't be available so we rely on two approaches for
+        # the "reverse lookup" of piker style fqsn keys:
+        # - when dealing with API trade records received from
+        #   `IB.trades()` we do a contract lookup at he time of processing
+        # - when dealing with flex records, it is assumed the record
+        #   is at least a day old and thus the TWS position reporting system
+        #   should already have entries if the pps are still open, in
+        #   which case, we can pull the fqsn from that table (see
+        #   `trades_dialogue()` above).
+
+        records.append(pp.Transaction(
+            fqsn=fqsn,
+            tid=tid,
+            size=size,
+            price=price,
+            cost=comms,
+            dt=dt,
+            expiry=expiry,
+            bsuid=conid,
+        ))
+
+    return records
+
+
+def trades_to_ledger_entries(
+    accounts: bidict,
+    trade_entries: list[object],
+    source_type: str = 'api',
+
+) -> dict:
+    '''
+    Convert either of API execution objects or flex report
+    entry objects into ``dict`` form, pretty much straight up
+    without modification.
+
+    '''
+    trades_by_account = {}
+
+    for t in trade_entries:
+        if source_type == 'flex':
+            entry = t.__dict__
+
+            # XXX: LOL apparently ``toml`` has a bug
+            # where a section key error will show up in the write
+            # if you leave a table key as an `int`? So i guess
+            # cast to strs for all keys..
+
+            # oddly for some so-called "BookTrade" entries
+            # this field seems to be blank, no cuckin clue.
+            # trade['ibExecID']
+            tid = str(entry.get('ibExecID') or entry['tradeID'])
+            # date = str(entry['tradeDate'])
+
+            # XXX: is it going to cause problems if a account name
+            # get's lost? The user should be able to find it based
+            # on the actual exec history right?
+            acctid = accounts[str(entry['accountId'])]
+
+        elif source_type == 'api':
+            # NOTE: example of schema we pull from the API client.
+            # {
+            #     'commissionReport': CommissionReport(...
+            #     'contract': {...
+            #     'execution': Execution(...
+            #     'time': 1654801166.0
+            # }
+
+            # flatten all sub-dicts and values into one top level entry.
+            entry = {}
+            for section, val in t.items():
+                match section:
+                    case 'contract' | 'execution' | 'commissionReport':
+                        # sub-dict cases
+                        entry.update(val)
+
+                    case 'time':
+                        # ib has wack ns timestamps, or is that us?
+                        continue
+
+                    case _:
+                        entry[section] = val
+
+            tid = str(entry['execId'])
+            dt = pendulum.from_timestamp(entry['time'])
+            # TODO: why isn't this showing seconds in the str?
+            entry['date'] = str(dt)
+            acctid = accounts[entry['acctNumber']]
+
+        if not tid:
+            # this is likely some kind of internal adjustment
+            # transaction, likely one of the following:
+            # - an expiry event that will show a "book trade" indicating
+            #   some adjustment to cash balances: zeroing or itm settle.
+            # - a manual cash balance position adjustment likely done by
+            #   the user from the accounts window in TWS where they can
+            #   manually set the avg price and size:
+            #   https://api.ibkr.com/lib/cstools/faq/web1/index.html#/tag/DTWS_ADJ_AVG_COST
+            log.warning(f'Skipping ID-less ledger entry:\n{pformat(entry)}')
+            continue
+
+        trades_by_account.setdefault(
+            acctid, {}
+        )[tid] = entry
+
+    return trades_by_account
 
 
 def load_flex_trades(
     path: Optional[str] = None,
 
-) -> dict[str, str]:
+) -> dict[str, Any]:
 
-    from pprint import pprint
     from ib_insync import flexreport, util
 
     conf = get_config()
@@ -555,36 +1100,38 @@ def load_flex_trades(
         report = flexreport.FlexReport(path=path)
 
     trade_entries = report.extract('Trade')
-    trades = {
+    ln = len(trade_entries)
-        # XXX: LOL apparently ``toml`` has a bug
+    # log.info(f'Loaded {ln} trades from flex query')
-        # where a section key error will show up in the write
+    print(f'Loaded {ln} trades from flex query')
-        # if you leave this as an ``int``?
-        str(t.__dict__['tradeID']): t.__dict__
-        for t in trade_entries
-    }
 
-    ln = len(trades)
+    trades_by_account = trades_to_ledger_entries(
-    log.info(f'Loaded {ln} trades from flex query')
+        # get reverse map to user account names
+        conf['accounts'].inverse,
+        trade_entries,
+        source_type='flex',
+    )
 
-    trades_by_account = {}
+    ledgers = {}
-    for tid, trade in trades.items():
+    for acctid, trades_by_id in trades_by_account.items():
-        trades_by_account.setdefault(
+        with pp.open_trade_ledger('ib', acctid) as ledger:
-            # oddly for some so-called "BookTrade" entries
+            ledger.update(trades_by_id)
-            # this field seems to be blank, no cuckin clue.
-            # trade['ibExecID']
-            str(trade['accountId']), {}
-        )[tid] = trade
 
-    section = {'ib': trades_by_account}
+        ledgers[acctid] = ledger
-    pprint(section)
 
-    # TODO: load the config first and append in
+    return ledgers
-    # the new trades loaded here..
-    try:
-        config.write(section, 'trades')
-    except KeyError:
-        import pdbpp; pdbpp.set_trace()  # noqa
 
 
 if __name__ == '__main__':
+    import sys
+    import os
+
+    args = sys.argv
+    if len(args) > 1:
+        args = args[1:]
+        for arg in args:
+            path = os.path.abspath(arg)
+            load_flex_trades(path=path)
+    else:
+        # expect brokers.toml to have an entry and
+        # pull from the web service.
         load_flex_trades()

piker/brokers/ib/feed.py

@@ -217,8 +217,8 @@ async def get_bars(
                 )
 
             elif (
-                err.code == 162
+                err.code == 162 and
-                and 'HMDS query returned no data' in err.message
+                'HMDS query returned no data' in err.message
             ):
                 # XXX: this is now done in the storage mgmt layer
                 # and we shouldn't implicitly decrement the frame dt
@@ -237,6 +237,13 @@ async def get_bars(
                     frame_size=2000,
                 )
 
+            # elif (
+            #     err.code == 162 and
+            #     'Trading TWS session is connected from a different IP address' in err.message
+            # ):
+            #     log.warning("ignoring ip address warning")
+            #     continue
+
             elif _pacing in msg:
 
                 log.warning(
@@ -909,17 +916,17 @@ async def open_symbol_search(
                     # trigger async request
                     await trio.sleep(0)
 
-                    # match against our ad-hoc set immediately
+                    # # match against our ad-hoc set immediately
-                    adhoc_matches = fuzzy.extractBests(
+                    # adhoc_matches = fuzzy.extractBests(
-                        pattern,
+                    #     pattern,
-                        list(_adhoc_futes_set),
+                    #     list(_adhoc_futes_set),
-                        score_cutoff=90,
+                    #     score_cutoff=90,
-                    )
+                    # )
-                    log.info(f'fuzzy matched adhocs: {adhoc_matches}')
+                    # log.info(f'fuzzy matched adhocs: {adhoc_matches}')
-                    adhoc_match_results = {}
+                    # adhoc_match_results = {}
-                    if adhoc_matches:
+                    # if adhoc_matches:
-                        # TODO: do we need to pull contract details?
+                    #     # TODO: do we need to pull contract details?
-                        adhoc_match_results = {i[0]: {} for i in adhoc_matches}
+                    #     adhoc_match_results = {i[0]: {} for i in adhoc_matches}
 
                 log.debug(f'fuzzy matching stocks {stock_results}')
                 stock_matches = fuzzy.extractBests(
@@ -928,7 +935,8 @@ async def open_symbol_search(
                     score_cutoff=50,
                 )
 
-                matches = adhoc_match_results | {
+                # matches = adhoc_match_results | {
+                matches = {
                     item[0]: {} for item in stock_matches
                 }
                 # TODO: we used to deliver contract details

piker/clearing/_allocate.py

@@ -23,53 +23,10 @@ from typing import Optional
 
 from bidict import bidict
 from pydantic import BaseModel, validator
+# from msgspec import Struct
 
 from ..data._source import Symbol
-from ._messages import BrokerdPosition, Status
+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({
@@ -173,7 +130,7 @@ class Allocator(BaseModel):
             l_sub_pp = self.units_limit - abs_live_size
 
         elif size_unit == 'currency':
-            live_cost_basis = abs_live_size * live_pp.avg_price
+            live_cost_basis = abs_live_size * live_pp.be_price
             slot_size = currency_per_slot / price
             l_sub_pp = (self.currency_limit - live_cost_basis) / price
 
@@ -205,7 +162,7 @@ class Allocator(BaseModel):
             if size_unit == 'currency':
                 # compute the "projected" limit's worth of units at the
                 # current pp (weighted) price:
-                slot_size = currency_per_slot / live_pp.avg_price
+                slot_size = currency_per_slot / live_pp.be_price
 
             else:
                 slot_size = u_per_slot
@@ -244,7 +201,12 @@ class Allocator(BaseModel):
         if order_size < slot_size:
             # compute a fractional slots size to display
             slots_used = self.slots_used(
-                Position(symbol=sym, size=order_size, avg_price=price)
+                Position(
+                    symbol=sym,
+                    size=order_size,
+                    be_price=price,
+                    bsuid=sym,
+                )
             )
 
         return {
@@ -271,8 +233,8 @@ 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.be_price)
-            live_currency_size = abs_pp_size * pp.avg_price
+            live_currency_size = abs_pp_size * pp.be_price
             prop = live_currency_size / self.currency_limit
 
         else:
@@ -342,7 +304,7 @@ def mk_allocator(
     # if the current position is already greater then the limit
     # settings, increase the limit to the current position
     if alloc.size_unit == 'currency':
-        startup_size = startup_pp.size * startup_pp.avg_price
+        startup_size = startup_pp.size * startup_pp.be_price
 
         if startup_size > alloc.currency_limit:
             alloc.currency_limit = round(startup_size, ndigits=2)

piker/clearing/_messages.py

@@ -258,6 +258,6 @@ class BrokerdPosition(BaseModel):
     broker: str
     account: str
     symbol: str
-    currency: str
     size: float
     avg_price: float
+    currency: str = ''

piker/clearing/_paper_engine.py

@@ -31,6 +31,8 @@ import tractor
 from dataclasses import dataclass
 
 from .. import data
+from ..data._source import Symbol
+from ..pp import Position
 from ..data._normalize import iterticks
 from ..data._source import unpack_fqsn
 from ..log import get_logger
@@ -257,29 +259,14 @@ class PaperBoi:
             )
         )
 
-        # "avg position price" calcs
+        # delegate update to `.pp.Position.lifo_update()`
-        # TODO: eventually it'd be nice to have a small set of routines
+        pp = Position(
-        # to do this stuff from a sequence of cleared orders to enable
+            Symbol(key=symbol),
-        # so called "contextual positions".
+            size=pp_msg.size,
-        new_size = size + pp_msg.size
+            be_price=pp_msg.avg_price,
-
+            bsuid=symbol,
-        # old size minus the new size gives us size differential with
+        )
-        # +ve -> increase in pp size
+        pp_msg.size, pp_msg.avg_price = pp.lifo_update(size, price)
-        # -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())
 
@@ -390,7 +377,8 @@ async def handle_order_requests(
             account = request_msg['account']
             if account != 'paper':
                 log.error(
-                    'This is a paper account, only a `paper` selection is valid'
+                    'This is a paper account,'
+                    ' only a `paper` selection is valid'
                 )
                 await ems_order_stream.send(BrokerdError(
                     oid=request_msg['oid'],
@@ -464,7 +452,7 @@ async def trades_dialogue(
         # TODO: load paper positions per broker from .toml config file
         # and pass as symbol to position data mapping: ``dict[str, dict]``
         # await ctx.started(all_positions)
-        await ctx.started(({}, {'paper',}))
+        await ctx.started(({}, ['paper']))
 
         async with (
             ctx.open_stream() as ems_stream,

piker/cli/__init__.py

@@ -83,9 +83,9 @@ def pikerd(loglevel, host, tl, pdb, tsdb):
 
                 )
                 log.info(
-                    f'`marketstore` up!\n'
+                    f'`marketstored` 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)}'
                 )
 

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/_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/fsp/_engine.py

@@ -114,7 +114,7 @@ async def fsp_compute(
         dict[str, np.ndarray],  # multi-output case
         np.ndarray,  # single output case
     ]
-    history_output = await out_stream.__anext__()
+    history_output = await anext(out_stream)
 
     func_name = func.__name__
     profiler(f'{func_name} generated history')
@@ -374,7 +374,8 @@ async def cascade(
                             'key': dst_shm_token,
                             'first': dst._first.value,
                             'last': dst._last.value,
-                    }})
+                        }
+                    })
                     return tracker, index
 
                 def is_synced(

piker/pp.py

@@ -0,0 +1,781 @@
+# piker: trading gear for hackers
+# Copyright (C) Tyler Goodlet (in stewardship for pikers)
+
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU Affero General Public License for more details.
+
+# You should have received a copy of the GNU Affero General Public License
+
+# along with this program.  If not, see <https://www.gnu.org/licenses/>.
+'''
+Personal/Private position parsing, calculating, summarizing in a way
+that doesn't try to cuk most humans who prefer to not lose their moneys..
+(looking at you `ib` and dirt-bird friends)
+
+'''
+from collections import deque
+from contextlib import contextmanager as cm
+# from pprint import pformat
+import os
+from os import path
+from math import copysign
+import re
+import time
+from typing import (
+    Any,
+    Optional,
+    Union,
+)
+
+from msgspec import Struct
+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
+
+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:
+                return toml.dump(ledger, cf)
+
+
+class Transaction(Struct):
+    # TODO: should this be ``.to`` (see below)?
+    fqsn: str
+
+    tid: Union[str, int]  # unique transaction id
+    size: float
+    price: float
+    cost: float  # commisions or other additional costs
+    dt: datetime
+    expiry: Optional[datetime] = None
+
+    # optional key normally derived from the broker
+    # backend which ensures the instrument-symbol this record
+    # is for is truly unique.
+    bsuid: Optional[Union[str, int]] = None
+
+    # optional fqsn for the source "asset"/money symbol?
+    # from: Optional[str] = None
+
+
+class Position(Struct):
+    '''
+    Basic pp (personal/piker position) model with attached clearing
+    transaction history.
+
+    '''
+    symbol: Symbol
+
+    # can be +ve or -ve for long/short
+    size: float
+
+    # "breakeven price" above or below which pnl moves above and below
+    # zero for the entirety of the current "trade state".
+    be_price: float
+
+    # unique backend symbol id
+    bsuid: str
+
+    # ordered record of known constituent trade messages
+    clears: dict[
+        Union[str, int, Status],  # trade id
+        dict[str, Any],  # transaction history summaries
+    ] = {}
+
+    expiry: Optional[datetime] = None
+
+    def to_dict(self) -> dict:
+        return {
+            f: getattr(self, f)
+            for f in self.__struct_fields__
+        }
+
+    def to_pretoml(self) -> dict:
+        '''
+        Prep this position's data contents for export to toml including
+        re-structuring of the ``.clears`` table to an array of
+        inline-subtables for better ``pps.toml`` compactness.
+
+        '''
+        d = self.to_dict()
+        clears = d.pop('clears')
+        expiry = d.pop('expiry')
+
+        if expiry:
+            d['expiry'] = str(expiry)
+
+        clears_list = []
+
+        for tid, data in clears.items():
+            inline_table = toml.TomlDecoder().get_empty_inline_table()
+            inline_table['tid'] = tid
+
+            for k, v in data.items():
+                inline_table[k] = v
+
+            clears_list.append(inline_table)
+
+        d['clears'] = clears_list
+
+        return d
+
+    def update_from_msg(
+        self,
+        msg: BrokerdPosition,
+
+    ) -> None:
+
+        # XXX: better place to do this?
+        symbol = self.symbol
+
+        lot_size_digits = symbol.lot_size_digits
+        be_price, size = (
+            round(
+                msg['avg_price'],
+                ndigits=symbol.tick_size_digits
+            ),
+            round(
+                msg['size'],
+                ndigits=lot_size_digits
+            ),
+        )
+
+        self.be_price = be_price
+        self.size = size
+
+    @property
+    def dsize(self) -> float:
+        '''
+        The "dollar" size of the pp, normally in trading (fiat) unit
+        terms.
+
+        '''
+        return self.be_price * self.size
+
+    def update(
+        self,
+        t: Transaction,
+
+    ) -> None:
+        self.clears[t.tid] = {
+            'cost': t.cost,
+            'price': t.price,
+            'size': t.size,
+            'dt': str(t.dt),
+        }
+
+    def lifo_update(
+        self,
+        size: float,
+        price: float,
+        cost: float = 0,
+
+        # 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.?
+        # dynamic_breakeven_price: bool = False,
+
+    ) -> (float, float):
+        '''
+        Incremental update using a LIFO-style weighted mean.
+
+        '''
+        # "avg position price" calcs
+        # TODO: eventually it'd be nice to have a small set of routines
+        # to do this stuff from a sequence of cleared orders to enable
+        # so called "contextual positions".
+        new_size = self.size + size
+
+        # old size minus the new size gives us size diff with
+        # +ve -> increase in pp size
+        # -ve -> decrease in pp size
+        size_diff = abs(new_size) - abs(self.size)
+
+        if new_size == 0:
+            self.be_price = 0
+
+        elif size_diff > 0:
+            # XXX: LOFI incremental update:
+            # only update the "average price" when
+            # the size increases not when it decreases (i.e. the
+            # position is being made smaller)
+            self.be_price = (
+                # weight of current exec = (size * price) + cost
+                (abs(size) * price)
+                +
+                (copysign(1, new_size) * cost)  # transaction cost
+                +
+                # weight of existing be price
+                self.be_price * abs(self.size)  # weight of previous pp
+            ) / abs(new_size)  # normalized by the new size: weighted mean.
+
+        self.size = new_size
+
+        return new_size, self.be_price
+
+    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: deque[tuple(str, dict)] = deque()
+
+        # scan for the last "net zero" position by
+        # iterating clears in reverse.
+        for tid, clear in reversed(self.clears.items()):
+            size += clear['size']
+            clears_since_zero.appendleft((tid, clear))
+
+            if size == 0:
+                break
+
+        self.clears = dict(clears_since_zero)
+        return self.clears
+
+
+def update_pps(
+    records: dict[str, Transaction],
+    pps: Optional[dict[str, Position]] = None
+
+) -> dict[str, Position]:
+    '''
+    Compile a set of positions from a trades ledger.
+
+    '''
+    pps: dict[str, Position] = pps or {}
+
+    # lifo update all pps from records
+    for r in records:
+
+        pp = pps.setdefault(
+            r.bsuid,
+
+            # if no existing pp, allocate fresh one.
+            Position(
+                Symbol.from_fqsn(
+                    r.fqsn,
+                    info={},
+                ),
+                size=0.0,
+                be_price=0.0,
+                bsuid=r.bsuid,
+                expiry=r.expiry,
+            )
+        )
+
+        # don't do updates for ledger records we already have
+        # included in the current pps state.
+        if r.tid in pp.clears:
+            # NOTE: likely you'll see repeats of the same
+            # ``Transaction`` passed in here if/when you are restarting
+            # a ``brokerd.ib`` where the API will re-report trades from
+            # the current session, so we need to make sure we don't
+            # "double count" these in pp calculations.
+            continue
+
+        # lifo style "breakeven" price calc
+        pp.lifo_update(
+            r.size,
+            r.price,
+
+            # 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=2*r.cost,
+        )
+
+        # track clearing data
+        pp.update(r)
+
+        assert len(set(pp.clears)) == len(pp.clears)
+
+    return pps
+
+
+def load_pps_from_ledger(
+
+    brokername: str,
+    acctname: str,
+
+    # post normalization filter on ledger entries to be processed
+    filter_by: Optional[list[dict]] = None,
+
+) -> dict[str, Position]:
+    '''
+    Open a ledger file by broker name and account and read in and
+    process any trade records into our normalized ``Transaction``
+    form and then pass these into the position processing routine
+    and deliver the two dict-sets of the active and closed pps.
+
+    '''
+    with open_trade_ledger(
+        brokername,
+        acctname,
+    ) as ledger:
+        if not ledger:
+            # null case, no ledger file with content
+            return {}
+
+    brokermod = get_brokermod(brokername)
+    src_records = brokermod.norm_trade_records(ledger)
+
+    if filter_by:
+        bsuids = set(filter_by)
+        records = list(filter(lambda r: r.bsuid in bsuids, src_records))
+    else:
+        records = src_records
+
+    return update_pps(records)
+
+
+def get_pps(
+    brokername: str,
+    acctids: Optional[set[str]] = set(),
+
+) -> dict[str, dict[str, Position]]:
+    '''
+    Read out broker-specific position entries from
+    incremental update file: ``pps.toml``.
+
+    '''
+    conf, path = config.load(
+        'pps',
+        # load dicts as inlines to preserve compactness
+        # _dict=toml.decoder.InlineTableDict,
+    )
+
+    all_active = {}
+    all_closed = {}
+
+    # try to load any ledgers if no section found
+    bconf, path = config.load('brokers')
+    accounts = bconf[brokername]['accounts']
+    for account in accounts:
+
+        # TODO: instead of this filter we could
+        # always send all known pps but just not audit
+        # them since an active client might not be up?
+        if (
+            acctids and
+            f'{brokername}.{account}' not in acctids
+        ):
+            continue
+
+        active, closed = update_pps_conf(brokername, account)
+        all_active.setdefault(account, {}).update(active)
+        all_closed.setdefault(account, {}).update(closed)
+
+    return all_active, all_closed
+
+
+# TODO: instead see if we can hack tomli and tomli-w to do the same:
+# - https://github.com/hukkin/tomli
+# - https://github.com/hukkin/tomli-w
+class PpsEncoder(toml.TomlEncoder):
+    '''
+    Special "styled" encoder that makes a ``pps.toml`` redable and
+    compact by putting `.clears` tables inline and everything else
+    flat-ish.
+
+    '''
+    separator = ','
+
+    def dump_list(self, v):
+        '''
+        Dump an inline list with a newline after every element and
+        with consideration for denoted inline table types.
+
+        '''
+        retval = "[\n"
+        for u in v:
+            if isinstance(u, toml.decoder.InlineTableDict):
+                out = self.dump_inline_table(u)
+            else:
+                out = str(self.dump_value(u))
+
+            retval += " " + out + "," + "\n"
+        retval += "]"
+        return retval
+
+    def dump_inline_table(self, section):
+        """Preserve inline table in its compact syntax instead of expanding
+        into subsection.
+        https://github.com/toml-lang/toml#user-content-inline-table
+        """
+        val_list = []
+        for k, v in section.items():
+            # if isinstance(v, toml.decoder.InlineTableDict):
+            if isinstance(v, dict):
+                val = self.dump_inline_table(v)
+            else:
+                val = str(self.dump_value(v))
+
+            val_list.append(k + " = " + val)
+
+        retval = "{ " + ", ".join(val_list) + " }"
+        return retval
+
+    def dump_sections(self, o, sup):
+        retstr = ""
+        if sup != "" and sup[-1] != ".":
+            sup += '.'
+        retdict = self._dict()
+        arraystr = ""
+        for section in o:
+            qsection = str(section)
+            value = o[section]
+
+            if not re.match(r'^[A-Za-z0-9_-]+$', section):
+                qsection = toml.encoder._dump_str(section)
+
+            # arrayoftables = False
+            if (
+                self.preserve
+                and isinstance(value, toml.decoder.InlineTableDict)
+            ):
+                retstr += (
+                    qsection
+                    +
+                    " = "
+                    +
+                    self.dump_inline_table(o[section])
+                    +
+                    '\n'  # only on the final terminating left brace
+                )
+
+            # XXX: this code i'm pretty sure is just blatantly bad
+            # and/or wrong..
+            # if isinstance(o[section], list):
+            #     for a in o[section]:
+            #         if isinstance(a, dict):
+            #             arrayoftables = True
+            # if arrayoftables:
+            #     for a in o[section]:
+            #         arraytabstr = "\n"
+            #         arraystr += "[[" + sup + qsection + "]]\n"
+            #         s, d = self.dump_sections(a, sup + qsection)
+            #         if s:
+            #             if s[0] == "[":
+            #                 arraytabstr += s
+            #             else:
+            #                 arraystr += s
+            #         while d:
+            #             newd = self._dict()
+            #             for dsec in d:
+            #                 s1, d1 = self.dump_sections(d[dsec], sup +
+            #                                             qsection + "." +
+            #                                             dsec)
+            #                 if s1:
+            #                     arraytabstr += ("[" + sup + qsection +
+            #                                     "." + dsec + "]\n")
+            #                     arraytabstr += s1
+            #                 for s1 in d1:
+            #                     newd[dsec + "." + s1] = d1[s1]
+            #             d = newd
+            #         arraystr += arraytabstr
+
+            elif isinstance(value, dict):
+                retdict[qsection] = o[section]
+
+            elif o[section] is not None:
+                retstr += (
+                    qsection
+                    +
+                    " = "
+                    +
+                    str(self.dump_value(o[section]))
+                )
+
+                # if not isinstance(value, dict):
+                if not isinstance(value, toml.decoder.InlineTableDict):
+                    # inline tables should not contain newlines:
+                    # https://toml.io/en/v1.0.0#inline-table
+                    retstr += '\n'
+
+            else:
+                raise ValueError(value)
+
+        retstr += arraystr
+        return (retstr, retdict)
+
+
+def load_pps_from_toml(
+    brokername: str,
+    acctid: str,
+
+    # XXX: there is an edge case here where we may want to either audit
+    # the retrieved ``pps.toml`` output or reprocess it since there was
+    # an error on write on the last attempt to update the state file
+    # even though the ledger *was* updated. For this cases we allow the
+    # caller to pass in a symbol set they'd like to reload from the
+    # underlying ledger to be reprocessed in computing pps state.
+    reload_records: Optional[dict[str, str]] = None,
+    update_from_ledger: bool = False,
+
+) -> tuple[dict, dict[str, Position]]:
+    '''
+    Load and marshal to objects all pps from either an existing
+    ``pps.toml`` config, or from scratch from a ledger file when
+    none yet exists.
+
+    '''
+    conf, path = config.load('pps')
+    brokersection = conf.setdefault(brokername, {})
+    pps = brokersection.setdefault(acctid, {})
+    pp_objs = {}
+
+    # no pps entry yet for this broker/account so parse any available
+    # ledgers to build a brand new pps state.
+    if not pps or update_from_ledger:
+        pp_objs = load_pps_from_ledger(
+            brokername,
+            acctid,
+        )
+
+    # Reload symbol specific ledger entries if requested by the
+    # caller **AND** none exist in the current pps state table.
+    elif (
+        pps and reload_records
+    ):
+        # no pps entry yet for this broker/account so parse
+        # any available ledgers to build a pps state.
+        pp_objs = load_pps_from_ledger(
+            brokername,
+            acctid,
+            filter_by=reload_records,
+        )
+
+    if not pps:
+        log.warning(
+            f'No trade history could be loaded for {brokername}:{acctid}'
+        )
+
+    # unmarshal/load ``pps.toml`` config entries into object form.
+    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 = {}
+        for clears_table in clears_list:
+            tid = clears_table.pop('tid')
+            clears[tid] = clears_table
+
+        size = entry['size']
+
+        # TODO: an audit system for existing pps entries?
+        # if not len(clears) == abs(size):
+        #     pp_objs = load_pps_from_ledger(
+        #         brokername,
+        #         acctid,
+        #         filter_by=reload_records,
+        #     )
+        #     reason = 'size <-> len(clears) mismatch'
+        #     raise ValueError(
+        #         '`pps.toml` entry is invalid:\n'
+        #         f'{fqsn}\n'
+        #         f'{pformat(entry)}'
+        #     )
+
+        expiry = entry.get('expiry')
+        if expiry:
+            expiry = pendulum.parse(expiry)
+
+        pp_objs[bsuid] = Position(
+            Symbol.from_fqsn(fqsn, info={}),
+            size=size,
+            be_price=entry['be_price'],
+            expiry=expiry,
+            bsuid=entry['bsuid'],
+
+            # XXX: super critical, we need to be sure to include
+            # all pps.toml clears to avoid reusing clears that were
+            # already included in the current incremental update
+            # state, since today's records may have already been
+            # processed!
+            clears=clears,
+        )
+
+    return conf, pp_objs
+
+
+def update_pps_conf(
+    brokername: str,
+    acctid: str,
+
+    trade_records: Optional[list[Transaction]] = None,
+    ledger_reload: Optional[dict[str, str]] = None,
+
+) -> tuple[
+    dict[str, Position],
+    dict[str, Position],
+]:
+
+    # this maps `.bsuid` values to positions
+    pp_objs: dict[Union[str, int], Position]
+
+    if trade_records and ledger_reload:
+        for r in trade_records:
+            ledger_reload[r.bsuid] = r.fqsn
+
+    conf, pp_objs = load_pps_from_toml(
+        brokername,
+        acctid,
+        reload_records=ledger_reload,
+    )
+
+    # update all pp objects from any (new) trade records which
+    # were passed in (aka incremental update case).
+    if trade_records:
+        pp_objs = update_pps(
+            trade_records,
+            pps=pp_objs,
+        )
+
+    pp_entries = {}  # dict-serialize all active pps
+    # 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.
+    closed_pp_objs: dict[str, Position] = {}
+
+    for bsuid in list(pp_objs):
+        pp = pp_objs[bsuid]
+        pp.minimize_clears()
+
+        if (
+            pp.size == 0
+
+            # drop time-expired positions (normally derivatives)
+            or (pp.expiry and pp.expiry < now())
+        ):
+            # if expired the position is closed
+            pp.size = 0
+
+            # position is already closed aka "net zero"
+            closed_pp = pp_objs.pop(bsuid, None)
+            if closed_pp:
+                closed_pp_objs[bsuid] = closed_pp
+
+        else:
+            # serialize to pre-toml form
+            asdict = pp.to_pretoml()
+
+            if pp.expiry is None:
+                asdict.pop('expiry', None)
+
+            # TODO: we need to figure out how to have one top level
+            # listing venue here even when the backend isn't providing
+            # it via the trades ledger..
+            # drop symbol obj in serialized form
+            s = asdict.pop('symbol')
+            fqsn = s.front_fqsn()
+            print(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.rstrip(f'.{brokername}')
+
+            pp_entries[brokerless_key] = asdict
+
+    conf[brokername][acctid] = pp_entries
+
+    # TODO: why tf haven't they already done this for inline tables smh..
+    enc = PpsEncoder(preserve=True)
+    # table_bs_type = type(toml.TomlDecoder().get_empty_inline_table())
+    enc.dump_funcs[toml.decoder.InlineTableDict] = enc.dump_inline_table
+
+    config.write(
+        conf,
+        'pps',
+        encoder=enc,
+    )
+
+    # deliver object form of all pps in table to caller
+    return pp_objs, closed_pp_objs
+
+
+if __name__ == '__main__':
+    import sys
+
+    args = sys.argv
+    assert len(args) > 1, 'Specifiy account(s) from `brokers.toml`'
+    args = args[1:]
+    for acctid in args:
+        broker, name = acctid.split('.')
+        update_pps_conf(broker, name)

piker/ui/_chart.py

@@ -230,18 +230,19 @@ class GodWidget(QWidget):
             # - we'll probably want per-instrument/provider state here?
             #   change the order config form over to the new chart
 
-            # XXX: since the pp config is a singleton widget we have to
-            # also switch it over to the new chart's interal-layout
-            # self.linkedsplits.chart.qframe.hbox.removeWidget(self.pp_pane)
-            chart = linkedsplits.chart
-
             # chart is already in memory so just focus it
             linkedsplits.show()
             linkedsplits.focus()
             linkedsplits.graphics_cycle()
             await trio.sleep(0)
 
+            # XXX: since the pp config is a singleton widget we have to
+            # also switch it over to the new chart's interal-layout
+            # self.linkedsplits.chart.qframe.hbox.removeWidget(self.pp_pane)
+            chart = linkedsplits.chart
+
             # resume feeds *after* rendering chart view asap
+            if chart:
                 chart.resume_all_feeds()
 
                 # TODO: we need a check to see if the chart
@@ -760,9 +761,18 @@ class ChartPlotWidget(pg.PlotWidget):
 
         self.pi_overlay: PlotItemOverlay = PlotItemOverlay(self.plotItem)
 
+        # indempotent startup flag for auto-yrange subsys
+        # to detect the "first time" y-domain graphics begin
+        # to be shown in the (main) graphics view.
+        self._on_screen: bool = False
+
     def resume_all_feeds(self):
+        try:
             for feed in self._feeds.values():
                 self.linked.godwidget._root_n.start_soon(feed.resume)
+        except RuntimeError:
+            # TODO: cancel the qtractor runtime here?
+            raise
 
     def pause_all_feeds(self):
         for feed in self._feeds.values():
@@ -859,7 +869,8 @@ class ChartPlotWidget(pg.PlotWidget):
 
     def default_view(
         self,
-        bars_from_y: int = 3000,
+        bars_from_y: int = 616,
+        do_ds: bool = True,
 
     ) -> None:
         '''
@@ -920,8 +931,11 @@ class ChartPlotWidget(pg.PlotWidget):
             max=end,
             padding=0,
         )
+
+        if do_ds:
             self.view.maybe_downsample_graphics()
             view._set_yrange()
+
         try:
             self.linked.graphics_cycle()
         except IndexError:
@@ -1255,7 +1269,6 @@ 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 +1300,18 @@ 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/_display.py

@@ -105,6 +105,10 @@ def chart_maxmin(
     mn, mx = out
 
     mx_vlm_in_view = 0
+
+    # TODO: we need to NOT call this to avoid a manual
+    # np.max/min trigger and especially on the vlm_chart
+    # flows which aren't shown.. like vlm?
     if vlm_chart:
         out = vlm_chart.maxmin()
         if out:
@@ -222,33 +226,9 @@ async def graphics_update_loop(
     tick_margin = 3 * tick_size
 
     chart.show()
-    # view = chart.view
     last_quote = time.time()
     i_last = ohlcv.index
 
-    # async def iter_drain_quotes():
-    #     # NOTE: all code below this loop is expected to be synchronous
-    #     # and thus draw instructions are not picked up jntil the next
-    #     # wait / iteration.
-    #     async for quotes in stream:
-    #         while True:
-    #             try:
-    #                 moar = stream.receive_nowait()
-    #             except trio.WouldBlock:
-    #                 yield quotes
-    #                 break
-    #             else:
-    #                 for sym, quote in moar.items():
-    #                     ticks_frame = quote.get('ticks')
-    #                     if ticks_frame:
-    #                         quotes[sym].setdefault(
-    #                             'ticks', []).extend(ticks_frame)
-    #                     print('pulled extra')
-
-    #                 yield quotes
-
-    # async for quotes in iter_drain_quotes():
-
     ds = linked.display_state = DisplayState(**{
         'quotes': {},
         'linked': linked,
@@ -293,6 +273,7 @@ async def graphics_update_loop(
 
         # chart isn't active/shown so skip render cycle and pause feed(s)
         if chart.linked.isHidden():
+            print('skipping update')
             chart.pause_all_feeds()
             continue
 
@@ -416,10 +397,8 @@ def graphics_update_cycle(
             )
             or trigger_all
         ):
-            # TODO: we should track and compute whether the last
-            # pixel in a curve should show new data based on uppx
-            # and then iff update curves and shift?
             chart.increment_view(steps=i_diff)
+            # chart.increment_view(steps=i_diff + round(append_diff - uppx))
 
             if vlm_chart:
                 vlm_chart.increment_view(steps=i_diff)
@@ -477,7 +456,6 @@ def graphics_update_cycle(
         ):
             chart.update_graphics_from_flow(
                 chart.name,
-                # do_append=uppx < update_uppx,
                 do_append=do_append,
             )
 

piker/ui/_flows.py

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

piker/ui/_fsp.py

@@ -639,20 +639,25 @@ 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 +781,7 @@ async def open_vlm_displays(
 
             ) -> None:
                 for name in names:
+
                     if 'dark' in name:
                         color = dark_vlm_color
                     elif 'rate' in name:

piker/ui/_interaction.py

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

piker/ui/_pathops.py

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

piker/ui/_position.py

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

piker/ui/order_mode.py

@@ -33,10 +33,10 @@ import trio
 from PyQt5.QtCore import Qt
 
 from .. import config
+from ..pp import Position
 from ..clearing._client import open_ems, OrderBook
 from ..clearing._allocate import (
     mk_allocator,
-    Position,
 )
 from ._style import _font
 from ..data._source import Symbol
@@ -59,7 +59,8 @@ log = get_logger(__name__)
 
 
 class OrderDialog(BaseModel):
-    '''Trade dialogue meta-data describing the lifetime
+    '''
+    Trade dialogue meta-data describing the lifetime
     of an order submission to ``emsd`` from a chart.
 
     '''
@@ -87,7 +88,8 @@ def on_level_change_update_next_order_info(
     tracker: PositionTracker,
 
 ) -> None:
-    '''A callback applied for each level change to the line
+    '''
+    A callback applied for each level change to the line
     which will recompute the order size based on allocator
     settings. this is assigned inside
     ``OrderMode.line_from_order()``
@@ -604,7 +606,10 @@ async def open_order_mode(
             startup_pp = Position(
                 symbol=symbol,
                 size=0,
-                avg_price=0,
+                be_price=0,
+
+                # XXX: BLEH, do we care about this on the client side?
+                bsuid=symbol,
             )
             msg = pps_by_account.get(account_name)
             if msg:

setup.py

@@ -41,6 +41,7 @@ setup(
     },
     install_requires=[
         'toml',
+        'tomli',  # fastest pure py reader
         'click',
         'colorlog',
         'attrs',