Bring back down default bars frame count for ib

The most important changes include:
- iterating the new `Flow` type and updating graphics
- adding detailed profiling
- increasing the min uppx before graphics updates are throttled
- including the L1 spread in y-range calcs so that you never have the
  bid/ask go "out of view"..
- pass around `Flow`s instead of shms
- drop all the old prototyped downsampling code

piker/_daemon.py

@@ -19,7 +19,7 @@ Structured, daemon tree service management.
 
 """
 from typing import Optional, Union, Callable, Any
-from contextlib import asynccontextmanager
+from contextlib import asynccontextmanager as acm
 from collections import defaultdict
 
 from pydantic import BaseModel
@@ -35,10 +35,10 @@ log = get_logger(__name__)
 
 _root_dname = 'pikerd'
 
-_registry_addr = ('127.0.0.1', 6116)
+_registry_addr = ('127.0.0.1', 1616)
 _tractor_kwargs: dict[str, Any] = {
     # use a different registry addr then tractor's default
-    'arbiter_addr':  _registry_addr
+    'arbiter_addr': _registry_addr
 }
 _root_modules = [
     __name__,
@@ -91,14 +91,18 @@ class Services(BaseModel):
                     log.info(
                         f'`pikerd` service {name} started with value {first}'
                     )
-                    # wait on any context's return value
-                    ctx_res = await ctx.result()
-
-                # wait on any error from the sub-actor
-                # NOTE: this will block indefinitely until cancelled
-                # either by error from the target context function or by
-                # being cancelled here by the surrounding cancel scope
-                return (await portal.result(), ctx_res)
+                    try:
+                        # wait on any context's return value
+                        ctx_res = await ctx.result()
+                    except tractor.ContextCancelled:
+                        return await self.cancel_service(name)
+                    else:
+                        # wait on any error from the sub-actor
+                        # NOTE: this will block indefinitely until
+                        # cancelled either by error from the target
+                        # context function or by being cancelled here by
+                        # the surrounding cancel scope
+                        return (await portal.result(), ctx_res)
 
         cs, first = await self.service_n.start(open_context_in_task)
 
@@ -110,20 +114,23 @@ class Services(BaseModel):
 
     # TODO: per service cancellation by scope, we aren't using this
     # anywhere right?
-    # async def cancel_service(
-    #     self,
-    #     name: str,
-    # ) -> Any:
-    #     log.info(f'Cancelling `pikerd` service {name}')
-    #     cs, portal = self.service_tasks[name]
-    #     cs.cancel()
-    #     return await portal.cancel_actor()
+    async def cancel_service(
+        self,
+        name: str,
+    ) -> Any:
+        log.info(f'Cancelling `pikerd` service {name}')
+        cs, portal = self.service_tasks[name]
+        # XXX: not entirely sure why this is required,
+        # and should probably be better fine tuned in
+        # ``tractor``?
+        cs.cancel()
+        return await portal.cancel_actor()
 
 
 _services: Optional[Services] = None
 
 
-@asynccontextmanager
+@acm
 async def open_pikerd(
     start_method: str = 'trio',
     loglevel: Optional[str] = None,
@@ -178,7 +185,7 @@ async def open_pikerd(
             yield _services
 
 
-@asynccontextmanager
+@acm
 async def open_piker_runtime(
     name: str,
     enable_modules: list[str] = [],
@@ -219,7 +226,7 @@ async def open_piker_runtime(
         yield tractor.current_actor()
 
 
-@asynccontextmanager
+@acm
 async def maybe_open_runtime(
     loglevel: Optional[str] = None,
     **kwargs,
@@ -242,7 +249,7 @@ async def maybe_open_runtime(
         yield
 
 
-@asynccontextmanager
+@acm
 async def maybe_open_pikerd(
     loglevel: Optional[str] = None,
     **kwargs,
@@ -293,7 +300,36 @@ class Brokerd:
     locks = defaultdict(trio.Lock)
 
 
-@asynccontextmanager
+@acm
+async def find_service(
+    service_name: str,
+) -> Optional[tractor.Portal]:
+
+    log.info(f'Scanning for service `{service_name}`')
+    # attach to existing daemon by name if possible
+    async with tractor.find_actor(
+        service_name,
+        arbiter_sockaddr=_registry_addr,
+    ) as maybe_portal:
+        yield maybe_portal
+
+
+async def check_for_service(
+    service_name: str,
+
+) -> bool:
+    '''
+    Service daemon "liveness" predicate.
+
+    '''
+    async with tractor.query_actor(
+        service_name,
+        arbiter_sockaddr=_registry_addr,
+    ) as sockaddr:
+        return sockaddr
+
+
+@acm
 async def maybe_spawn_daemon(
 
     service_name: str,
@@ -303,7 +339,7 @@ async def maybe_spawn_daemon(
     **kwargs,
 
 ) -> tractor.Portal:
-    """
+    '''
     If no ``service_name`` daemon-actor can be found,
     spawn one in a local subactor and return a portal to it.
 
@@ -314,7 +350,7 @@ async def maybe_spawn_daemon(
     This can be seen as a service starting api for remote-actor
     clients.
 
-    """
+    '''
     if loglevel:
         get_console_log(loglevel)
 
@@ -323,19 +359,13 @@ async def maybe_spawn_daemon(
     lock = Brokerd.locks[service_name]
     await lock.acquire()
 
-    log.info(f'Scanning for existing {service_name}')
-    # attach to existing daemon by name if possible
-    async with tractor.find_actor(
-        service_name,
-        arbiter_sockaddr=_registry_addr,
-
-    ) as portal:
+    async with find_service(service_name) as portal:
         if portal is not None:
             lock.release()
             yield portal
             return
 
-        log.warning(f"Couldn't find any existing {service_name}")
+    log.warning(f"Couldn't find any existing {service_name}")
 
     # ask root ``pikerd`` daemon to spawn the daemon we need if
     # pikerd is not live we now become the root of the
@@ -372,6 +402,7 @@ async def maybe_spawn_daemon(
         async with tractor.wait_for_actor(service_name) as portal:
             lock.release()
             yield portal
+            await portal.cancel_actor()
 
 
 async def spawn_brokerd(
@@ -415,7 +446,7 @@ async def spawn_brokerd(
     return True
 
 
-@asynccontextmanager
+@acm
 async def maybe_spawn_brokerd(
 
     brokername: str,
@@ -423,7 +454,9 @@ async def maybe_spawn_brokerd(
     **kwargs,
 
 ) -> tractor.Portal:
-    '''Helper to spawn a brokerd service.
+    '''
+    Helper to spawn a brokerd service *from* a client
+    who wishes to use the sub-actor-daemon.
 
     '''
     async with maybe_spawn_daemon(
@@ -475,7 +508,7 @@ async def spawn_emsd(
     return True
 
 
-@asynccontextmanager
+@acm
 async def maybe_open_emsd(
 
     brokername: str,

piker/_profile.py

@@ -21,7 +21,10 @@ Profiling wrappers for internal libs.
 import time
 from functools import wraps
 
-_pg_profile: bool = True
+# NOTE: you can pass a flag to enable this:
+# ``piker chart <args> --profile``.
+_pg_profile: bool = False
+ms_slower_then: float = 0
 
 
 def pg_profile_enabled() -> bool:

piker/brokers/_util.py

@@ -39,7 +39,9 @@ class NoData(BrokerError):
 def resproc(
     resp: asks.response_objects.Response,
     log: logging.Logger,
-    return_json: bool = True
+    return_json: bool = True,
+    log_resp: bool = False,
+
 ) -> asks.response_objects.Response:
     """Process response and return its json content.
 
@@ -52,7 +54,8 @@ def resproc(
     except json.decoder.JSONDecodeError:
         log.exception(f"Failed to process {resp}:\n{resp.text}")
         raise BrokerError(resp.text)
-    else:
+
+    if log_resp:
         log.debug(f"Received json contents:\n{colorize_json(json)}")
 
     return json if return_json else resp

piker/brokers/binance.py

@@ -18,8 +18,11 @@
 Binance backend
 
 """
-from contextlib import asynccontextmanager
-from typing import List, Dict, Any, Tuple, Union, Optional, AsyncGenerator
+from contextlib import asynccontextmanager as acm
+from typing import (
+    Any, Union, Optional,
+    AsyncGenerator, Callable,
+)
 import time
 
 import trio
@@ -88,7 +91,7 @@ class Pair(BaseModel):
     baseCommissionPrecision: int
     quoteCommissionPrecision: int
 
-    orderTypes: List[str]
+    orderTypes: list[str]
 
     icebergAllowed: bool
     ocoAllowed: bool
@@ -96,8 +99,8 @@ class Pair(BaseModel):
     isSpotTradingAllowed: bool
     isMarginTradingAllowed: bool
 
-    filters: List[Dict[str, Union[str, int, float]]]
-    permissions: List[str]
+    filters: list[dict[str, Union[str, int, float]]]
+    permissions: list[str]
 
 
 @dataclass
@@ -145,7 +148,7 @@ class Client:
         self,
         method: str,
         params: dict,
-    ) -> Dict[str, Any]:
+    ) -> dict[str, Any]:
         resp = await self._sesh.get(
             path=f'/api/v3/{method}',
             params=params,
@@ -200,7 +203,7 @@ class Client:
         self,
         pattern: str,
         limit: int = None,
-    ) -> Dict[str, Any]:
+    ) -> dict[str, Any]:
         if self._pairs is not None:
             data = self._pairs
         else:
@@ -273,7 +276,7 @@ class Client:
         return array
 
 
-@asynccontextmanager
+@acm
 async def get_client() -> Client:
     client = Client()
     await client.cache_symbols()
@@ -353,7 +356,7 @@ async def stream_messages(ws: NoBsWs) -> AsyncGenerator[NoBsWs, dict]:
             }
 
 
-def make_sub(pairs: List[str], sub_name: str, uid: int) -> Dict[str, str]:
+def make_sub(pairs: list[str], sub_name: str, uid: int) -> dict[str, str]:
     """Create a request subscription packet dict.
 
     https://binance-docs.github.io/apidocs/spot/en/#live-subscribing-unsubscribing-to-streams
@@ -368,6 +371,17 @@ def make_sub(pairs: List[str], sub_name: str, uid: int) -> Dict[str, str]:
     }
 
 
+@acm
+async def open_history_client(
+    symbol: str,
+
+) -> tuple[Callable, int]:
+
+    # TODO implement history getter for the new storage layer.
+    async with open_cached_client('binance') as client:
+        yield client
+
+
 async def backfill_bars(
     sym: str,
     shm: ShmArray,  # type: ignore # noqa
@@ -385,12 +399,12 @@ async def backfill_bars(
 async def stream_quotes(
 
     send_chan: trio.abc.SendChannel,
-    symbols: List[str],
+    symbols: list[str],
     feed_is_live: trio.Event,
     loglevel: str = None,
 
     # startup sync
-    task_status: TaskStatus[Tuple[Dict, Dict]] = trio.TASK_STATUS_IGNORED,
+    task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
 
 ) -> None:
     # XXX: required to propagate ``tractor`` loglevel to piker logging
@@ -427,10 +441,11 @@ async def stream_quotes(
             symbol: {
                 'symbol_info': sym_infos[sym],
                 'shm_write_opts': {'sum_tick_vml': False},
+                'fqsn': sym,
             },
         }
 
-        @asynccontextmanager
+        @acm
         async def subscribe(ws: wsproto.WSConnection):
             # setup subs
 
@@ -480,8 +495,7 @@ async def stream_quotes(
                 # TODO: use ``anext()`` when it lands in 3.10!
                 typ, quote = await msg_gen.__anext__()
 
-            first_quote = {quote['symbol'].lower(): quote}
-            task_status.started((init_msgs,  first_quote))
+            task_status.started((init_msgs,  quote))
 
             # signal to caller feed is ready for consumption
             feed_is_live.set()

piker/brokers/core.py

@@ -142,15 +142,23 @@ async def symbol_search(
     brokermods: list[ModuleType],
     pattern: str,
     **kwargs,
+
 ) -> Dict[str, Dict[str, Dict[str, Any]]]:
-    """Return symbol info from broker.
-    """
+    '''
+    Return symbol info from broker.
+
+    '''
     results = []
 
-    async def search_backend(brokername: str) -> None:
+    async def search_backend(
+        brokermod: ModuleType
+    ) -> None:
+
+        brokername: str = mod.name
 
         async with maybe_spawn_brokerd(
-            brokername,
+            mod.name,
+            infect_asyncio=getattr(mod, '_infect_asyncio', False),
         ) as portal:
 
             results.append((

piker/brokers/kraken.py

@@ -18,9 +18,9 @@
 Kraken backend.
 
 """
-from contextlib import asynccontextmanager
+from contextlib import asynccontextmanager as acm
 from dataclasses import asdict, field
-from typing import List, Dict, Any, Tuple, Optional
+from typing import List, Dict, Any, Tuple, Optional, Callable
 import time
 
 from trio_typing import TaskStatus
@@ -271,7 +271,7 @@ class Client:
             raise SymbolNotFound(json['error'][0] + f': {symbol}')
 
 
-@asynccontextmanager
+@acm
 async def get_client() -> Client:
     client = Client()
 
@@ -385,6 +385,17 @@ def make_sub(pairs: List[str], data: Dict[str, Any]) -> Dict[str, str]:
     }
 
 
+@acm
+async def open_history_client(
+    symbol: str,
+
+) -> tuple[Callable, int]:
+
+    # TODO implement history getter for the new storage layer.
+    async with open_cached_client('kraken') as client:
+        yield client
+
+
 async def backfill_bars(
 
     sym: str,
@@ -450,10 +461,11 @@ async def stream_quotes(
             symbol: {
                 'symbol_info': sym_infos[sym],
                 'shm_write_opts': {'sum_tick_vml': False},
+                'fqsn': sym,
             },
         }
 
-        @asynccontextmanager
+        @acm
         async def subscribe(ws: wsproto.WSConnection):
             # XXX: setup subs
             # https://docs.kraken.com/websockets/#message-subscribe
@@ -506,8 +518,7 @@ async def stream_quotes(
 
             topic, quote = normalize(ohlc_last)
 
-            first_quote = {topic: quote}
-            task_status.started((init_msgs,  first_quote))
+            task_status.started((init_msgs,  quote))
 
             # lol, only "closes" when they're margin squeezing clients ;P
             feed_is_live.set()

piker/clearing/_allocate.py

@@ -178,7 +178,9 @@ class Allocator(BaseModel):
             l_sub_pp = (self.currency_limit - live_cost_basis) / price
 
         else:
-            raise ValueError(f"Not valid size unit '{size}'")
+            raise ValueError(
+                f"Not valid size unit '{size_unit}'"
+            )
 
         # an entry (adding-to or starting a pp)
         if (
@@ -282,6 +284,14 @@ class Allocator(BaseModel):
         return round(prop * self.slots)
 
 
+_derivs = (
+    'future',
+    'continuous_future',
+    'option',
+    'futures_option',
+)
+
+
 def mk_allocator(
 
     symbol: Symbol,
@@ -290,7 +300,7 @@ def mk_allocator(
     # default allocation settings
     defaults: dict[str, float] = {
         'account': None,  # select paper by default
-        'size_unit': 'currency', #_size_units['currency'],
+        'size_unit': 'currency',
         'units_limit': 400,
         'currency_limit': 5e3,
         'slots': 4,
@@ -318,11 +328,9 @@ def mk_allocator(
 
     asset_type = symbol.type_key
 
-
     # specific configs by asset class / type
 
-    if asset_type in ('future', 'option', 'futures_option'):
-
+    if asset_type in _derivs:
         # since it's harder to know how currency "applies" in this case
         # given leverage properties
         alloc.size_unit = '# units'
@@ -345,7 +353,7 @@ def mk_allocator(
         if startup_size > alloc.units_limit:
             alloc.units_limit = startup_size
 
-            if asset_type in ('future', 'option', 'futures_option'):
+            if asset_type in _derivs:
                 alloc.slots = alloc.units_limit
 
     return alloc

piker/clearing/_client.py

@@ -18,7 +18,7 @@
 Orders and execution client API.
 
 """
-from contextlib import asynccontextmanager
+from contextlib import asynccontextmanager as acm
 from typing import Dict
 from pprint import pformat
 from dataclasses import dataclass, field
@@ -27,7 +27,6 @@ import trio
 import tractor
 from tractor.trionics import broadcast_receiver
 
-from ..data._source import Symbol
 from ..log import get_logger
 from ._ems import _emsd_main
 from .._daemon import maybe_open_emsd
@@ -156,16 +155,19 @@ async def relay_order_cmds_from_sync_code(
                 await to_ems_stream.send(cmd)
 
 
-@asynccontextmanager
+@acm
 async def open_ems(
-    broker: str,
-    symbol: Symbol,
+    fqsn: str,
 
-) -> (OrderBook, tractor.MsgStream, dict):
-    """Spawn an EMS daemon and begin sending orders and receiving
+) -> (
+    OrderBook,
+    tractor.MsgStream,
+    dict,
+):
+    '''
+    Spawn an EMS daemon and begin sending orders and receiving
     alerts.
 
-
     This EMS tries to reduce most broker's terrible order entry apis to
     a very simple protocol built on a few easy to grok and/or
     "rantsy" premises:
@@ -194,21 +196,22 @@ async def open_ems(
     - 'dark_executed', 'broker_executed'
     - 'broker_filled'
 
-    """
+    '''
     # wait for service to connect back to us signalling
     # ready for order commands
     book = get_orders()
 
+    from ..data._source import uncons_fqsn
+    broker, symbol, suffix = uncons_fqsn(fqsn)
+
     async with maybe_open_emsd(broker) as portal:
 
         async with (
-
             # connect to emsd
             portal.open_context(
 
                 _emsd_main,
-                broker=broker,
-                symbol=symbol.key,
+                fqsn=fqsn,
 
             ) as (ctx, (positions, accounts)),
 
@@ -218,7 +221,7 @@ async def open_ems(
             async with trio.open_nursery() as n:
                 n.start_soon(
                     relay_order_cmds_from_sync_code,
-                    symbol.key,
+                    fqsn,
                     trades_stream
                 )
 

piker/clearing/_ems.py

@@ -20,7 +20,7 @@ In da suit parlances: "Execution management systems"
 """
 from contextlib import asynccontextmanager
 from dataclasses import dataclass, field
-from math import isnan
+# from math import isnan
 from pprint import pformat
 import time
 from typing import AsyncIterator, Callable
@@ -113,8 +113,8 @@ class _DarkBook:
 
     # tracks most recent values per symbol each from data feed
     lasts: dict[
-        tuple[str, str],
-        float
+        str,
+        float,
     ] = field(default_factory=dict)
 
     # mapping of piker ems order ids to current brokerd order flow message
@@ -135,7 +135,7 @@ async def clear_dark_triggers(
     ems_client_order_stream: tractor.MsgStream,
     quote_stream: tractor.ReceiveMsgStream,  # noqa
     broker: str,
-    symbol: str,
+    fqsn: str,
 
     book: _DarkBook,
 
@@ -155,7 +155,6 @@ async def clear_dark_triggers(
         # start = time.time()
         for sym, quote in quotes.items():
             execs = book.orders.get(sym, {})
-
             for tick in iterticks(
                 quote,
                 # dark order price filter(s)
@@ -171,7 +170,7 @@ async def clear_dark_triggers(
                 ttype = tick['type']
 
                 # update to keep new cmds informed
-                book.lasts[(broker, symbol)] = price
+                book.lasts[sym] = price
 
                 for oid, (
                     pred,
@@ -196,6 +195,7 @@ async def clear_dark_triggers(
 
                     action: str = cmd['action']
                     symbol: str = cmd['symbol']
+                    bfqsn: str = symbol.replace(f'.{broker}', '')
 
                     if action == 'alert':
                         # nothing to do but relay a status
@@ -225,7 +225,7 @@ async def clear_dark_triggers(
                             # order-request and instead create a new one.
                             reqid=None,
 
-                            symbol=sym,
+                            symbol=bfqsn,
                             price=submit_price,
                             size=cmd['size'],
                         )
@@ -247,12 +247,9 @@ async def clear_dark_triggers(
                         oid=oid,  # ems order id
                         resp=resp,
                         time_ns=time.time_ns(),
-
-                        symbol=symbol,
+                        symbol=fqsn,
                         trigger_price=price,
-
                         broker_details={'name': broker},
-
                         cmd=cmd,  # original request message
 
                     ).dict()
@@ -265,12 +262,20 @@ async def clear_dark_triggers(
                             f'pred for {oid} was already removed!?'
                         )
 
-                    await ems_client_order_stream.send(msg)
+                    try:
+                        await ems_client_order_stream.send(msg)
+                    except (
+                        trio.ClosedResourceError,
+                    ):
+                        log.warning(
+                            f'client {ems_client_order_stream} stream is broke'
+                        )
+                        break
 
                 else:  # condition scan loop complete
                     log.debug(f'execs are {execs}')
                     if execs:
-                        book.orders[symbol] = execs
+                        book.orders[fqsn] = execs
 
         # print(f'execs scan took: {time.time() - start}')
 
@@ -382,7 +387,8 @@ async def open_brokerd_trades_dialogue(
     task_status: TaskStatus[TradesRelay] = trio.TASK_STATUS_IGNORED,
 
 ) -> tuple[dict, tractor.MsgStream]:
-    '''Open and yield ``brokerd`` trades dialogue context-stream if none
+    '''
+    Open and yield ``brokerd`` trades dialogue context-stream if none
     already exists.
 
     '''
@@ -419,8 +425,7 @@ async def open_brokerd_trades_dialogue(
             # actor to simulate the real IPC load it'll have when also
             # pulling data from feeds
             open_trades_endpoint = paper.open_paperboi(
-                broker=broker,
-                symbol=symbol,
+                fqsn='.'.join([symbol, broker]),
                 loglevel=loglevel,
             )
 
@@ -458,12 +463,13 @@ async def open_brokerd_trades_dialogue(
                 # locally cache and track positions per account.
                 pps = {}
                 for msg in positions:
+                    log.info(f'loading pp: {msg}')
 
                     account = msg['account']
                     assert account in accounts
 
                     pps.setdefault(
-                        msg['symbol'],
+                        f'{msg["symbol"]}.{broker}',
                         {}
                     )[account] = msg
 
@@ -562,14 +568,28 @@ async def translate_and_relay_brokerd_events(
 
             # XXX: this will be useful for automatic strats yah?
             # keep pps per account up to date locally in ``emsd`` mem
-            relay.positions.setdefault(pos_msg['symbol'], {}).setdefault(
+            sym, broker = pos_msg['symbol'], pos_msg['broker']
+
+            relay.positions.setdefault(
+                # NOTE: translate to a FQSN!
+                f'{sym}.{broker}',
+                {}
+            ).setdefault(
                 pos_msg['account'], {}
             ).update(pos_msg)
 
             # fan-out-relay position msgs immediately by
             # broadcasting updates on all client streams
-            for client_stream in router.clients:
-                await client_stream.send(pos_msg)
+            for client_stream in router.clients.copy():
+                try:
+                    await client_stream.send(pos_msg)
+                except(
+                    trio.ClosedResourceError,
+                    trio.BrokenResourceError,
+                ):
+                    router.clients.remove(client_stream)
+                    log.warning(
+                        f'client for {client_stream} was already closed?')
 
             continue
 
@@ -839,11 +859,15 @@ async def process_client_order_cmds(
 
             msg = Order(**cmd)
 
-            sym = msg.symbol
+            fqsn = msg.symbol
             trigger_price = msg.price
             size = msg.size
             exec_mode = msg.exec_mode
             broker = msg.brokers[0]
+            # remove the broker part before creating a message
+            # to send to the specific broker since they probably
+            # aren't expectig their own name, but should they?
+            sym = fqsn.replace(f'.{broker}', '')
 
             if exec_mode == 'live' and action in ('buy', 'sell',):
 
@@ -901,7 +925,7 @@ async def process_client_order_cmds(
                 # price received from the feed, instead of being
                 # like every other shitty tina platform that makes
                 # the user choose the predicate operator.
-                last = dark_book.lasts[(broker, sym)]
+                last = dark_book.lasts[fqsn]
                 pred = mk_check(trigger_price, last, action)
 
                 spread_slap: float = 5
@@ -932,7 +956,7 @@ async def process_client_order_cmds(
                 # dark book entry if the order id already exists
 
                 dark_book.orders.setdefault(
-                    sym, {}
+                    fqsn, {}
                 )[oid] = (
                     pred,
                     tickfilter,
@@ -959,8 +983,8 @@ async def process_client_order_cmds(
 async def _emsd_main(
 
     ctx: tractor.Context,
-    broker: str,
-    symbol: str,
+    fqsn: str,
+
     _exec_mode: str = 'dark',  # ('paper', 'dark', 'live')
     loglevel: str = 'info',
 
@@ -1002,6 +1026,8 @@ async def _emsd_main(
     global _router
     assert _router
 
+    from ..data._source import uncons_fqsn
+    broker, symbol, suffix = uncons_fqsn(fqsn)
     dark_book = _router.get_dark_book(broker)
 
     # TODO: would be nice if in tractor we can require either a ctx arg,
@@ -1014,17 +1040,16 @@ async def _emsd_main(
     # spawn one task per broker feed
     async with (
         maybe_open_feed(
-            broker,
-            [symbol],
+            [fqsn],
             loglevel=loglevel,
-        ) as (feed, stream),
+        ) as (feed, quote_stream),
     ):
 
         # XXX: this should be initial price quote from target provider
-        first_quote = feed.first_quotes[symbol]
+        first_quote = feed.first_quotes[fqsn]
 
         book = _router.get_dark_book(broker)
-        last = book.lasts[(broker, symbol)] = first_quote['last']
+        book.lasts[fqsn] = first_quote['last']
 
         # XXX: ib is a cucker but we've fixed avoiding receiving any
         # `Nan`s in the backend during market hours (right?). this was
@@ -1053,8 +1078,8 @@ async def _emsd_main(
 
             # flatten out collected pps from brokerd for delivery
             pp_msgs = {
-                sym: list(pps.values())
-                for sym, pps in relay.positions.items()
+                fqsn: list(pps.values())
+                for fqsn, pps in relay.positions.items()
             }
 
             # signal to client that we're started and deliver
@@ -1071,9 +1096,9 @@ async def _emsd_main(
 
                     brokerd_stream,
                     ems_client_order_stream,
-                    stream,
+                    quote_stream,
                     broker,
-                    symbol,
+                    fqsn,  # form: <name>.<venue>.<suffix>.<broker>
                     book
                 )
 
@@ -1089,7 +1114,7 @@ async def _emsd_main(
                         # relay.brokerd_dialogue,
                         brokerd_stream,
 
-                        symbol,
+                        fqsn,
                         feed,
                         dark_book,
                         _router,

piker/clearing/_paper_engine.py

@@ -32,6 +32,7 @@ from dataclasses import dataclass
 
 from .. import data
 from ..data._normalize import iterticks
+from ..data._source import uncons_fqsn
 from ..log import get_logger
 from ._messages import (
     BrokerdCancel, BrokerdOrder, BrokerdOrderAck, BrokerdStatus,
@@ -446,7 +447,7 @@ async def trades_dialogue(
 
     ctx: tractor.Context,
     broker: str,
-    symbol: str,
+    fqsn: str,
     loglevel: str = None,
 
 ) -> None:
@@ -455,8 +456,7 @@ async def trades_dialogue(
     async with (
 
         data.open_feed(
-            broker,
-            [symbol],
+            [fqsn],
             loglevel=loglevel,
         ) as feed,
 
@@ -490,15 +490,16 @@ async def trades_dialogue(
 
 @asynccontextmanager
 async def open_paperboi(
-    broker: str,
-    symbol: str,
+    fqsn: str,
     loglevel: str,
 
 ) -> Callable:
-    '''Spawn a paper engine actor and yield through access to
+    '''
+    Spawn a paper engine actor and yield through access to
     its context.
 
     '''
+    broker, symbol, expiry = uncons_fqsn(fqsn)
     service_name = f'paperboi.{broker}'
 
     async with (
@@ -517,7 +518,7 @@ async def open_paperboi(
         async with portal.open_context(
                 trades_dialogue,
                 broker=broker,
-                symbol=symbol,
+                fqsn=fqsn,
                 loglevel=loglevel,
 
         ) as (ctx, first):

piker/cli/__init__.py

@@ -16,29 +16,22 @@ from .. import config
 log = get_logger('cli')
 DEFAULT_BROKER = 'questrade'
 
-_config_dir = click.get_app_dir('piker')
-_watchlists_data_path = os.path.join(_config_dir, 'watchlists.json')
-_context_defaults = dict(
-    default_map={
-        # Questrade specific quote poll rates
-        'monitor': {
-            'rate': 3,
-        },
-        'optschain': {
-            'rate': 1,
-        },
-    }
-)
-
 
 @click.command()
 @click.option('--loglevel', '-l', default='warning', help='Logging level')
 @click.option('--tl', is_flag=True, help='Enable tractor logging')
 @click.option('--pdb', is_flag=True, help='Enable tractor debug mode')
 @click.option('--host', '-h', default='127.0.0.1', help='Host address to bind')
-def pikerd(loglevel, host, tl, pdb):
-    """Spawn the piker broker-daemon.
-    """
+@click.option(
+    '--tsdb',
+    is_flag=True,
+    help='Enable local ``marketstore`` instance'
+)
+def pikerd(loglevel, host, tl, pdb, tsdb):
+    '''
+    Spawn the piker broker-daemon.
+
+    '''
     from .._daemon import open_pikerd
     log = get_console_log(loglevel)
 
@@ -52,13 +45,33 @@ def pikerd(loglevel, host, tl, pdb):
         ))
 
     async def main():
-        async with open_pikerd(loglevel=loglevel, debug_mode=pdb):
+
+        async with (
+            open_pikerd(
+                loglevel=loglevel,
+                debug_mode=pdb,
+            ),  # normally delivers a ``Services`` handle
+            trio.open_nursery() as n,
+        ):
+            if tsdb:
+                # TODO:
+                # async with maybe_open_marketstored():
+
+                from piker.data._ahab import start_ahab
+                log.info('Spawning `marketstore` supervisor')
+                ctn_ready = await n.start(
+                    start_ahab,
+                    'marketstored',
+                )
+                await ctn_ready.wait()
+                log.info('`marketstore` container:{uid} up')
+
             await trio.sleep_forever()
 
     trio.run(main)
 
 
-@click.group(context_settings=_context_defaults)
+@click.group(context_settings=config._context_defaults)
 @click.option(
     '--brokers', '-b',
     default=[DEFAULT_BROKER],
@@ -87,8 +100,8 @@ def cli(ctx, brokers, loglevel, tl, configdir):
         'loglevel': loglevel,
         'tractorloglevel': None,
         'log': get_console_log(loglevel),
-        'confdir': _config_dir,
-        'wl_path': _watchlists_data_path,
+        'confdir': config._config_dir,
+        'wl_path': config._watchlists_data_path,
     })
 
     # allow enabling same loglevel in ``tractor`` machinery

piker/config.py

@@ -17,6 +17,8 @@
 """
 Broker configuration mgmt.
 """
+import platform
+import sys
 import os
 from os.path import dirname
 import shutil
@@ -24,14 +26,100 @@ from typing import Optional
 
 from bidict import bidict
 import toml
-import click
 
 from .log import get_logger
 
 log = get_logger('broker-config')
 
-_config_dir = click.get_app_dir('piker')
+
+# taken from ``click`` since apparently they have some
+# super weirdness with sigint and sudo..no clue
+def get_app_dir(app_name, roaming=True, force_posix=False):
+    r"""Returns the config folder for the application.  The default behavior
+    is to return whatever is most appropriate for the operating system.
+
+    To give you an idea, for an app called ``"Foo Bar"``, something like
+    the following folders could be returned:
+
+    Mac OS X:
+      ``~/Library/Application Support/Foo Bar``
+    Mac OS X (POSIX):
+      ``~/.foo-bar``
+    Unix:
+      ``~/.config/foo-bar``
+    Unix (POSIX):
+      ``~/.foo-bar``
+    Win XP (roaming):
+      ``C:\Documents and Settings\<user>\Local Settings\Application Data\Foo Bar``
+    Win XP (not roaming):
+      ``C:\Documents and Settings\<user>\Application Data\Foo Bar``
+    Win 7 (roaming):
+      ``C:\Users\<user>\AppData\Roaming\Foo Bar``
+    Win 7 (not roaming):
+      ``C:\Users\<user>\AppData\Local\Foo Bar``
+
+    .. versionadded:: 2.0
+
+    :param app_name: the application name.  This should be properly capitalized
+                     and can contain whitespace.
+    :param roaming: controls if the folder should be roaming or not on Windows.
+                    Has no affect otherwise.
+    :param force_posix: if this is set to `True` then on any POSIX system the
+                        folder will be stored in the home folder with a leading
+                        dot instead of the XDG config home or darwin's
+                        application support folder.
+    """
+
+    def _posixify(name):
+        return "-".join(name.split()).lower()
+
+    # if WIN:
+    if platform.system() == 'Windows':
+        key = "APPDATA" if roaming else "LOCALAPPDATA"
+        folder = os.environ.get(key)
+        if folder is None:
+            folder = os.path.expanduser("~")
+        return os.path.join(folder, app_name)
+    if force_posix:
+        return os.path.join(os.path.expanduser("~/.{}".format(_posixify(app_name))))
+    if sys.platform == "darwin":
+        return os.path.join(
+            os.path.expanduser("~/Library/Application Support"), app_name
+        )
+    return os.path.join(
+        os.environ.get("XDG_CONFIG_HOME", os.path.expanduser("~/.config")),
+        _posixify(app_name),
+    )
+
+
+_config_dir = _click_config_dir = get_app_dir('piker')
+_parent_user = os.environ.get('SUDO_USER')
+
+if _parent_user:
+    non_root_user_dir = os.path.expanduser(
+        f'~{_parent_user}'
+    )
+    root = 'root'
+    _config_dir = (
+        non_root_user_dir +
+        _click_config_dir[
+            _click_config_dir.rfind(root) + len(root):
+        ]
+    )
+
 _file_name = 'brokers.toml'
+_watchlists_data_path = os.path.join(_config_dir, 'watchlists.json')
+_context_defaults = dict(
+    default_map={
+        # Questrade specific quote poll rates
+        'monitor': {
+            'rate': 3,
+        },
+        'optschain': {
+            'rate': 1,
+        },
+    }
+)
 
 
 def _override_config_dir(

piker/data/_ahab.py

@@ -0,0 +1,348 @@
+# piker: trading gear for hackers
+# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of piker0)
+
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU Affero General Public License for more details.
+
+# You should have received a copy of the GNU Affero General Public License
+# along with this program.  If not, see <https://www.gnu.org/licenses/>.
+
+'''
+Supervisor for docker with included specific-image service helpers.
+
+'''
+import os
+from typing import (
+    Optional,
+    # Any,
+)
+from contextlib import asynccontextmanager as acm
+
+import trio
+from trio_typing import TaskStatus
+import tractor
+import docker
+import json
+from docker.models.containers import Container
+from docker.errors import DockerException, APIError
+from requests.exceptions import ConnectionError, ReadTimeout
+
+from ..log import get_logger, get_console_log
+from .. import config
+
+log = get_logger(__name__)
+
+
+_config = '''
+# piker's ``marketstore`` config.
+
+# mount this config using:
+# sudo docker run --mount \
+# type=bind,source="$HOME/.config/piker/",target="/etc" -i -p \
+# 5993:5993 alpacamarkets/marketstore:latest
+
+root_directory: data
+listen_port: 5993
+grpc_listen_port: 5995
+log_level: debug
+queryable: true
+stop_grace_period: 0
+wal_rotate_interval: 5
+stale_threshold: 5
+enable_add: true
+enable_remove: false
+
+triggers:
+  - module: ondiskagg.so
+    on: "*/1Sec/OHLCV"
+    config:
+        # filter: "nasdaq"
+        destinations:
+            - 1Min
+            - 5Min
+            - 15Min
+            - 1H
+            - 1D
+
+  - module: stream.so
+    on: '*/*/*'
+    # config:
+    #     filter: "nasdaq"
+
+'''
+
+
+class DockerNotStarted(Exception):
+    'Prolly you dint start da daemon bruh'
+
+
+@acm
+async def open_docker(
+    url: Optional[str] = None,
+    **kwargs,
+
+) -> docker.DockerClient:
+
+    client: Optional[docker.DockerClient] = None
+    try:
+        client = docker.DockerClient(
+            base_url=url,
+            **kwargs
+        ) if url else docker.from_env(**kwargs)
+
+        yield client
+
+    except (
+        DockerException,
+        APIError,
+    ) as err:
+
+        def unpack_msg(err: Exception) -> str:
+            args = getattr(err, 'args', None)
+            if args:
+                return args
+            else:
+                return str(err)
+
+        # could be more specific so let's check if it's just perms.
+        if err.args:
+            errs = err.args
+            for err in errs:
+                msg = unpack_msg(err)
+                if 'PermissionError' in msg:
+                    raise DockerException('You dint run as root yo!')
+
+                elif 'FileNotFoundError' in msg:
+                    raise DockerNotStarted('Did you start da service sister?')
+
+        # not perms?
+        raise
+
+    finally:
+        if client:
+            client.close()
+            # client.api._custom_adapter.close()
+            for c in client.containers.list():
+                c.kill()
+
+
+@tractor.context
+async def open_marketstored(
+    ctx: tractor.Context,
+    **kwargs,
+
+) -> None:
+    '''
+    Start and supervise a marketstore instance with its config bind-mounted
+    in from the piker config directory on the system.
+
+    The equivalent cli cmd to this code is:
+
+        sudo docker run --mount \
+        type=bind,source="$HOME/.config/piker/",target="/etc" -i -p \
+        5993:5993 alpacamarkets/marketstore:latest
+
+    '''
+    log = get_console_log('info', name=__name__)
+
+    async with open_docker() as client:
+
+        # create a mount from user's local piker config dir into container
+        config_dir_mnt = docker.types.Mount(
+            target='/etc',
+            source=config._config_dir,
+            type='bind',
+        )
+
+        # create a user config subdir where the marketstore
+        # backing filesystem database can be persisted.
+        persistent_data_dir = os.path.join(
+            config._config_dir, 'data',
+        )
+        if not os.path.isdir(persistent_data_dir):
+            os.mkdir(persistent_data_dir)
+
+        data_dir_mnt = docker.types.Mount(
+            target='/data',
+            source=persistent_data_dir,
+            type='bind',
+        )
+
+        cntr: Container = client.containers.run(
+            'alpacamarkets/marketstore:latest',
+            # do we need this for cmds?
+            # '-i',
+
+            # '-p 5993:5993',
+            ports={
+                '5993/tcp': 5993,  # jsonrpc
+                '5995/tcp': 5995,  # grpc
+            },
+            mounts=[config_dir_mnt, data_dir_mnt],
+            detach=True,
+            # stop_signal='SIGINT',
+            init=True,
+            # remove=True,
+        )
+        try:
+            seen_so_far = set()
+
+            async def process_logs_until(
+                match: str,
+                bp_on_msg: bool = False,
+            ):
+                logs = cntr.logs(stream=True)
+                for entry in logs:
+                    entry = entry.decode()
+
+                    try:
+                        record = json.loads(entry.strip())
+                    except json.JSONDecodeError:
+                        if 'Error' in entry:
+                            raise RuntimeError(entry)
+
+                    msg = record['msg']
+                    level = record['level']
+                    if msg and entry not in seen_so_far:
+                        seen_so_far.add(entry)
+                        if bp_on_msg:
+                            await tractor.breakpoint()
+                        getattr(log, level, log.error)(f'{msg}')
+
+                    # if "launching tcp listener for all services..." in msg:
+                    if match in msg:
+                        return True
+
+                    # do a checkpoint so we don't block if cancelled B)
+                    await trio.sleep(0)
+
+                return False
+
+            with trio.move_on_after(0.5):
+                found = await process_logs_until(
+                    "launching tcp listener for all services...",
+                )
+
+                if not found and cntr not in client.containers.list():
+                    raise RuntimeError(
+                        'Failed to start `marketstore` check logs deats'
+                    )
+
+            await ctx.started(cntr.id)
+
+            # block for the expected "teardown log msg"..
+            await process_logs_until('exiting...',)
+
+        except (
+            BaseException,
+            # trio.Cancelled,
+            # KeyboardInterrupt,
+        ):
+            cntr.kill('SIGINT')
+            with trio.move_on_after(0.5) as cs:
+                cs.shield = True
+                await process_logs_until('exiting...',)
+            raise
+
+        finally:
+            try:
+                cntr.wait(
+                    timeout=0.5,
+                    condition='not-running',
+                )
+            except (
+                ReadTimeout,
+                ConnectionError,
+            ):
+                cntr.kill()
+
+
+async def start_ahab(
+    service_name: str,
+    task_status: TaskStatus[trio.Event] = trio.TASK_STATUS_IGNORED,
+
+) -> None:
+    '''
+    Start a ``docker`` container supervisor with given service name.
+
+    Currently the actor calling this task should normally be started
+    with root permissions (until we decide to use something that doesn't
+    require this, like docker's rootless mode or some wrapper project) but
+    te root perms are de-escalated after the docker supervisor sub-actor
+    is started.
+
+    '''
+    cn_ready = trio.Event()
+    try:
+        async with tractor.open_nursery(
+            loglevel='runtime',
+        ) as tn:
+
+            portal = await tn.start_actor(
+                service_name,
+                enable_modules=[__name__]
+            )
+
+            # TODO: we have issues with this on teardown
+            # where ``tractor`` tries to issue ``os.kill()``
+            # and hits perms errors since the root process
+            # doesn't any longer have root perms..
+
+            # de-escalate root perms to the original user
+            # after the docker supervisor actor is spawned.
+            if config._parent_user:
+                import pwd
+                os.setuid(
+                    pwd.getpwnam(
+                        config._parent_user
+                    )[2]  # named user's uid
+                )
+
+            task_status.started(cn_ready)
+
+            async with portal.open_context(
+                open_marketstored,
+            ) as (ctx, first):
+
+                assert str(first)
+                # run till cancelled
+                await trio.sleep_forever()
+
+    # since we demoted root perms in this parent
+    # we'll get a perms error on proc cleanup in
+    # ``tractor`` nursery exit. just make sure
+    # the child is terminated and don't raise the
+    # error if so.
+
+    # TODO: we could also consider adding
+    # a ``tractor.ZombieDetected`` or something that we could raise
+    # if we find the child didn't terminate.
+    # await tractor.breakpoint()
+    except PermissionError:
+        log.warning('Failed to cancel root permsed container')
+
+    except (
+        trio.MultiError,
+    ) as err:
+        for subexc in err.exceptions:
+            if isinstance(subexc, PermissionError):
+                log.warning('Failed to cancel root perms-ed container')
+                return
+        else:
+            raise
+
+
+async def main():
+    await start_ahab()
+    await trio.sleep_forever()
+
+
+if __name__ == '__main__':
+    trio.run(main)

piker/data/_sampling.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of piker0)
+# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of 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
@@ -19,15 +19,19 @@ Sampling and broadcast machinery for (soft) real-time delivery of
 financial data flows.
 
 """
+from __future__ import annotations
+from collections import Counter
 import time
+from typing import TYPE_CHECKING
 
 import tractor
 import trio
 from trio_typing import TaskStatus
 
-from ._sharedmem import ShmArray
 from ..log import get_logger
 
+if TYPE_CHECKING:
+    from ._sharedmem import ShmArray
 
 log = get_logger(__name__)
 
@@ -133,18 +137,20 @@ async def increment_ohlc_buffer(
             # a given sample period.
             subs = sampler.subscribers.get(delay_s, ())
 
-            for ctx in subs:
+            for stream in subs:
                 try:
-                    await ctx.send_yield({'index': shm._last.value})
+                    await stream.send({'index': shm._last.value})
                 except (
                     trio.BrokenResourceError,
                     trio.ClosedResourceError
                 ):
-                    log.error(f'{ctx.chan.uid} dropped connection')
-                    subs.remove(ctx)
+                    log.error(
+                        f'{stream._ctx.chan.uid} dropped connection'
+                    )
+                    subs.remove(stream)
 
 
-@tractor.stream
+@tractor.context
 async def iter_ohlc_periods(
     ctx: tractor.Context,
     delay_s: int,
@@ -158,18 +164,20 @@ async def iter_ohlc_periods(
     '''
     # add our subscription
     subs = sampler.subscribers.setdefault(delay_s, [])
-    subs.append(ctx)
+    await ctx.started()
+    async with ctx.open_stream() as stream:
+        subs.append(stream)
 
-    try:
-        # stream and block until cancelled
-        await trio.sleep_forever()
-    finally:
         try:
-            subs.remove(ctx)
-        except ValueError:
-            log.error(
-                f'iOHLC step stream was already dropped for {ctx.chan.uid}?'
-            )
+            # stream and block until cancelled
+            await trio.sleep_forever()
+        finally:
+            try:
+                subs.remove(stream)
+            except ValueError:
+                log.error(
+                    f'iOHLC step stream was already dropped {ctx.chan.uid}?'
+                )
 
 
 async def sample_and_broadcast(
@@ -177,17 +185,19 @@ async def sample_and_broadcast(
     bus: '_FeedsBus',  # noqa
     shm: ShmArray,
     quote_stream: trio.abc.ReceiveChannel,
+    brokername: str,
     sum_tick_vlm: bool = True,
 
 ) -> None:
 
     log.info("Started shared mem bar writer")
 
+    overruns = Counter()
+
     # iterate stream delivered by broker
     async for quotes in quote_stream:
         # TODO: ``numba`` this!
-        for sym, quote in quotes.items():
-
+        for broker_symbol, quote in quotes.items():
             # TODO: in theory you can send the IPC msg *before* writing
             # to the sharedmem array to decrease latency, however, that
             # will require at least some way to prevent task switching
@@ -251,9 +261,15 @@ async def sample_and_broadcast(
             # end up triggering backpressure which which will
             # eventually block this producer end of the feed and
             # thus other consumers still attached.
-            subs = bus._subscribers[sym.lower()]
+            subs = bus._subscribers[broker_symbol.lower()]
+
+            # NOTE: by default the broker backend doesn't append
+            # it's own "name" into the fqsn schema (but maybe it
+            # should?) so we have to manually generate the correct
+            # key here.
+            bsym = f'{broker_symbol}.{brokername}'
+            lags: int = 0
 
-            lags = 0
             for (stream, tick_throttle) in subs:
 
                 try:
@@ -262,7 +278,9 @@ async def sample_and_broadcast(
                             # this is a send mem chan that likely
                             # pushes to the ``uniform_rate_send()`` below.
                             try:
-                                stream.send_nowait((sym, quote))
+                                stream.send_nowait(
+                                    (bsym, quote)
+                                )
                             except trio.WouldBlock:
                                 ctx = getattr(stream, '_ctx', None)
                                 if ctx:
@@ -271,12 +289,22 @@ async def sample_and_broadcast(
                                         f'{ctx.channel.uid} !!!'
                                     )
                                 else:
+                                    key = id(stream)
+                                    overruns[key] += 1
                                     log.warning(
                                         f'Feed overrun {bus.brokername} -> '
                                         f'feed @ {tick_throttle} Hz'
                                     )
+                                    if overruns[key] > 6:
+                                        log.warning(
+                                            f'Dropping consumer {stream}'
+                                        )
+                                        await stream.aclose()
+                                        raise trio.BrokenResourceError
                         else:
-                            await stream.send({sym: quote})
+                            await stream.send(
+                                {bsym: quote}
+                            )
 
                     if cs.cancelled_caught:
                         lags += 1
@@ -295,7 +323,7 @@ async def sample_and_broadcast(
                             '`brokerd`-quotes-feed connection'
                         )
                     if tick_throttle:
-                        assert stream.closed()
+                        assert stream._closed
 
                     # XXX: do we need to deregister here
                     # if it's done in the fee bus code?
@@ -399,7 +427,16 @@ async def uniform_rate_send(
         # rate timing exactly lul
         try:
             await stream.send({sym: first_quote})
-        except trio.ClosedResourceError:
+        except (
+            # NOTE: any of these can be raised by ``tractor``'s IPC
+            # transport-layer and we want to be highly resilient
+            # to consumers which crash or lose network connection.
+            # I.e. we **DO NOT** want to crash and propagate up to
+            # ``pikerd`` these kinds of errors!
+            trio.ClosedResourceError,
+            trio.BrokenResourceError,
+            ConnectionResetError,
+        ):
             # if the feed consumer goes down then drop
             # out of this rate limiter
             log.warning(f'{stream} closed')

piker/data/_sharedmem.py

@@ -19,7 +19,6 @@ NumPy compatible shared memory buffers for real-time IPC streaming.
 
 """
 from __future__ import annotations
-from dataclasses import dataclass, asdict
 from sys import byteorder
 from typing import Optional
 from multiprocessing.shared_memory import SharedMemory, _USE_POSIX
@@ -30,7 +29,7 @@ if _USE_POSIX:
 
 import tractor
 import numpy as np
-from pydantic import BaseModel, validator
+from pydantic import BaseModel
 
 from ..log import get_logger
 from ._source import base_iohlc_dtype
@@ -39,6 +38,14 @@ from ._source import base_iohlc_dtype
 log = get_logger(__name__)
 
 
+# how  much is probably dependent on lifestyle
+_secs_in_day = int(60 * 60 * 24)
+# we try for 3 times but only on a run-every-other-day kinda week.
+_default_size = 10 * _secs_in_day
+# where to start the new data append index
+_rt_buffer_start = int(9*_secs_in_day)
+
+
 # Tell the "resource tracker" thing to fuck off.
 class ManTracker(mantracker.ResourceTracker):
     def register(self, name, rtype):
@@ -152,7 +159,8 @@ def _make_token(
 
 
 class ShmArray:
-    """A shared memory ``numpy`` (compatible) array API.
+    '''
+    A shared memory ``numpy`` (compatible) array API.
 
     An underlying shared memory buffer is allocated based on
     a user specified ``numpy.ndarray``. This fixed size array
@@ -162,7 +170,7 @@ class ShmArray:
     ``SharedInt`` interfaces) values such that multiple processes can
     interact with the same array using a synchronized-index.
 
-    """
+    '''
     def __init__(
         self,
         shmarr: np.ndarray,
@@ -209,7 +217,8 @@ class ShmArray:
 
     @property
     def array(self) -> np.ndarray:
-        '''Return an up-to-date ``np.ndarray`` view of the
+        '''
+        Return an up-to-date ``np.ndarray`` view of the
         so-far-written data to the underlying shm buffer.
 
         '''
@@ -231,26 +240,34 @@ class ShmArray:
     def last(
         self,
         length: int = 1,
+
     ) -> np.ndarray:
+        '''
+        Return the last ``length``'s worth of ("row") entries from the
+        array.
+
+        '''
         return self.array[-length:]
 
     def push(
         self,
         data: np.ndarray,
 
+        field_map: Optional[dict[str, str]] = None,
         prepend: bool = False,
         start: Optional[int] = None,
 
     ) -> int:
-        '''Ring buffer like "push" to append data
+        '''
+        Ring buffer like "push" to append data
         into the buffer and return updated "last" index.
 
         NB: no actual ring logic yet to give a "loop around" on overflow
         condition, lel.
+
         '''
-        self._post_init = True
         length = len(data)
-        index = start or self._last.value
+        index = start if start is not None else self._last.value
 
         if prepend:
             index = self._first.value - length
@@ -258,15 +275,20 @@ class ShmArray:
             if index < 0:
                 raise ValueError(
                     f'Array size of {self._len} was overrun during prepend.\n'
-                    'You have passed {abs(index)} too many datums.'
+                    f'You have passed {abs(index)} too many datums.'
                 )
 
         end = index + length
 
-        fields = self._write_fields
+        if field_map:
+            src_names, dst_names = zip(*field_map.items())
+        else:
+            dst_names = src_names = self._write_fields
 
         try:
-            self._array[fields][index:end] = data[fields][:]
+            self._array[
+                list(dst_names)
+            ][index:end] = data[list(src_names)][:]
 
             # NOTE: there was a race here between updating
             # the first and last indices and when the next reader
@@ -281,9 +303,13 @@ class ShmArray:
             else:
                 self._last.value = end
 
+            self._post_init = True
             return end
 
         except ValueError as err:
+            if field_map:
+                raise
+
             # should raise if diff detected
             self.diff_err_fields(data)
             raise err
@@ -336,12 +362,6 @@ class ShmArray:
         ...
 
 
-# how  much is probably dependent on lifestyle
-_secs_in_day = int(60 * 60 * 24)
-# we try for 3 times but only on a run-every-other-day kinda week.
-_default_size = 3 * _secs_in_day
-
-
 def open_shm_array(
 
     key: Optional[str] = None,
@@ -392,7 +412,24 @@ def open_shm_array(
         )
     )
 
-    last.value = first.value = int(_secs_in_day)
+    # start the "real-time" updated section after 3-days worth of 1s
+    # sampled OHLC. this allows appending up to a days worth from
+    # tick/quote feeds before having to flush to a (tsdb) storage
+    # backend, and looks something like,
+    # -------------------------
+    # |              |        i
+    # _________________________
+    # <-------------> <------->
+    #  history         real-time
+    #
+    # Once fully "prepended", the history section will leave the
+    # ``ShmArray._start.value: int = 0`` and the yet-to-be written
+    # real-time section will start at ``ShmArray.index: int``.
+
+    # this sets the index to 3/4 of the length of the buffer
+    # leaving a "days worth of second samples" for the real-time
+    # section.
+    last.value = first.value = _rt_buffer_start
 
     shmarr = ShmArray(
         array,

piker/data/_source.py

@@ -17,12 +17,12 @@
 """
 numpy data source coversion helpers.
 """
+from __future__ import annotations
 from typing import Any
 import decimal
 
 import numpy as np
-import pandas as pd
-from pydantic import BaseModel, validate_arguments
+from pydantic import BaseModel
 # from numba import from_dtype
 
 
@@ -91,31 +91,113 @@ def ohlc_zeros(length: int) -> np.ndarray:
     return np.zeros(length, dtype=base_ohlc_dtype)
 
 
+def uncons_fqsn(fqsn: str) -> tuple[str, str, str]:
+    '''
+    Unpack a fully-qualified-symbol-name to ``tuple``.
+
+    '''
+    venue = ''
+    suffix = ''
+
+    # TODO: probably reverse the order of all this XD
+    tokens = fqsn.split('.')
+    if len(tokens) < 3:
+        # probably crypto
+        symbol, broker = tokens
+        return (
+            broker,
+            symbol,
+            '',
+        )
+
+    elif len(tokens) > 3:
+        symbol, venue, suffix, broker = tokens
+    else:
+        symbol, venue, broker = tokens
+        suffix = ''
+
+    # head, _, broker = fqsn.rpartition('.')
+    # symbol, _, suffix = head.rpartition('.')
+    return (
+        broker,
+        '.'.join([symbol, venue]),
+        suffix,
+    )
+
+
 class Symbol(BaseModel):
-    """I guess this is some kinda container thing for dealing with
+    '''
+    I guess this is some kinda container thing for dealing with
     all the different meta-data formats from brokers?
 
-    Yah, i guess dats what it izz.
-    """
+    '''
     key: str
-    type_key: str  # {'stock', 'forex', 'future', ... etc.}
-    tick_size: float
-    lot_tick_size: float  # "volume" precision as min step value
-    tick_size_digits: int
-    lot_size_digits: int
+    tick_size: float = 0.01
+    lot_tick_size: float = 0.0  # "volume" precision as min step value
+    tick_size_digits: int = 2
+    lot_size_digits: int = 0
+    suffix: str = ''
     broker_info: dict[str, dict[str, Any]] = {}
 
     # specifies a "class" of financial instrument
     # ex. stock, futer, option, bond etc.
 
+    # @validate_arguments
+    @classmethod
+    def from_broker_info(
+        cls,
+        broker: str,
+        symbol: str,
+        info: dict[str, Any],
+        suffix: str = '',
+
+    # XXX: like wtf..
+    # ) -> 'Symbol':
+    ) -> None:
+
+        tick_size = info.get('price_tick_size', 0.01)
+        lot_tick_size = info.get('lot_tick_size', 0.0)
+
+        return Symbol(
+            key=symbol,
+            tick_size=tick_size,
+            lot_tick_size=lot_tick_size,
+            tick_size_digits=float_digits(tick_size),
+            lot_size_digits=float_digits(lot_tick_size),
+            suffix=suffix,
+            broker_info={broker: info},
+        )
+
+    @classmethod
+    def from_fqsn(
+        cls,
+        fqsn: str,
+        info: dict[str, Any],
+
+    # XXX: like wtf..
+    # ) -> 'Symbol':
+    ) -> None:
+        broker, key, suffix = uncons_fqsn(fqsn)
+        return cls.from_broker_info(
+            broker,
+            key,
+            info=info,
+            suffix=suffix,
+        )
+
+    @property
+    def type_key(self) -> str:
+        return list(self.broker_info.values())[0]['asset_type']
+
     @property
     def brokers(self) -> list[str]:
         return list(self.broker_info.keys())
 
     def nearest_tick(self, value: float) -> float:
-        """Return the nearest tick value based on mininum increment.
+        '''
+        Return the nearest tick value based on mininum increment.
 
-        """
+        '''
         mult = 1 / self.tick_size
         return round(value * mult) / mult
 
@@ -131,92 +213,27 @@ class Symbol(BaseModel):
             self.key,
         )
 
+    def tokens(self) -> tuple[str]:
+        broker, key = self.front_feed()
+        if self.suffix:
+            return (key, self.suffix, broker)
+        else:
+            return (key, broker)
+
+    def front_fqsn(self) -> str:
+        tokens = self.tokens()
+        fqsn = '.'.join(tokens)
+        return fqsn
+
     def iterfqsns(self) -> list[str]:
-        return [
-            mk_fqsn(self.key, broker)
-            for broker in self.broker_info.keys()
-        ]
+        keys = []
+        for broker in self.broker_info.keys():
+            fqsn = mk_fqsn(self.key, broker)
+            if self.suffix:
+                fqsn += f'.{self.suffix}'
+            keys.append(fqsn)
 
-
-@validate_arguments
-def mk_symbol(
-
-    key: str,
-    type_key: str,
-    tick_size: float = 0.01,
-    lot_tick_size: float = 0,
-    broker_info: dict[str, Any] = {},
-
-) -> Symbol:
-    '''
-    Create and return an instrument description for the
-    "symbol" named as ``key``.
-
-    '''
-    return Symbol(
-        key=key,
-        type_key=type_key,
-        tick_size=tick_size,
-        lot_tick_size=lot_tick_size,
-        tick_size_digits=float_digits(tick_size),
-        lot_size_digits=float_digits(lot_tick_size),
-        broker_info=broker_info,
-    )
-
-
-def from_df(
-
-    df: pd.DataFrame,
-    source=None,
-    default_tf=None
-
-) -> np.recarray:
-    """Convert OHLC formatted ``pandas.DataFrame`` to ``numpy.recarray``.
-
-    """
-    df.reset_index(inplace=True)
-
-    # hackery to convert field names
-    date = 'Date'
-    if 'date' in df.columns:
-        date = 'date'
-
-    # convert to POSIX time
-    df[date] = [d.timestamp() for d in df[date]]
-
-    # try to rename from some camel case
-    columns = {
-        'Date': 'time',
-        'date': 'time',
-        'Open': 'open',
-        'High': 'high',
-        'Low': 'low',
-        'Close': 'close',
-        'Volume': 'volume',
-
-        # most feeds are providing this over sesssion anchored
-        'vwap': 'bar_wap',
-
-        # XXX: ib_insync calls this the "wap of the bar"
-        # but no clue what is actually is...
-        # https://github.com/pikers/piker/issues/119#issuecomment-729120988
-        'average': 'bar_wap',
-    }
-
-    df = df.rename(columns=columns)
-
-    for name in df.columns:
-        # if name not in base_ohlc_dtype.names[1:]:
-        if name not in base_ohlc_dtype.names:
-            del df[name]
-
-    # TODO: it turns out column access on recarrays is actually slower:
-    # https://jakevdp.github.io/PythonDataScienceHandbook/02.09-structured-data-numpy.html#RecordArrays:-Structured-Arrays-with-a-Twist
-    # it might make sense to make these structured arrays?
-    array = df.to_records(index=False)
-    _nan_to_closest_num(array)
-
-    return array
+        return keys
 
 
 def _nan_to_closest_num(array: np.ndarray):

piker/data/cli.py

@@ -16,26 +16,34 @@
 
 """
 marketstore cli.
+
 """
-from typing import List
 from functools import partial
 from pprint import pformat
 
+from anyio_marketstore import open_marketstore_client
 import trio
 import tractor
 import click
+import numpy as np
 
 from .marketstore import (
     get_client,
-    stream_quotes,
+    # stream_quotes,
     ingest_quote_stream,
-    _url,
+    # _url,
     _tick_tbk_ids,
     mk_tbk,
 )
 from ..cli import cli
 from .. import watchlists as wl
 from ..log import get_logger
+from ._sharedmem import (
+    maybe_open_shm_array,
+)
+from ._source import (
+    base_iohlc_dtype,
+)
 
 
 log = get_logger(__name__)
@@ -49,51 +57,58 @@ log = get_logger(__name__)
 )
 @click.argument('names', nargs=-1)
 @click.pass_obj
-def ms_stream(config: dict, names: List[str], url: str):
-    """Connect to a marketstore time bucket stream for (a set of) symbols(s)
+def ms_stream(
+    config: dict,
+    names: list[str],
+    url: str,
+) -> None:
+    '''
+    Connect to a marketstore time bucket stream for (a set of) symbols(s)
     and print to console.
-    """
+
+    '''
     async def main():
-        async for quote in stream_quotes(symbols=names):
-            log.info(f"Received quote:\n{quote}")
+        # async for quote in stream_quotes(symbols=names):
+        #    log.info(f"Received quote:\n{quote}")
+        ...
 
     trio.run(main)
 
 
-@cli.command()
-@click.option(
-    '--url',
-    default=_url,
-    help='HTTP URL of marketstore instance'
-)
-@click.argument('names', nargs=-1)
-@click.pass_obj
-def ms_destroy(config: dict, names: List[str], url: str) -> None:
-    """Destroy symbol entries in the local marketstore instance.
-    """
-    async def main():
-        nonlocal names
-        async with get_client(url) as client:
-
-            if not names:
-                names = await client.list_symbols()
-
-            # default is to wipe db entirely.
-            answer = input(
-                "This will entirely wipe you local marketstore db @ "
-                f"{url} of the following symbols:\n {pformat(names)}"
-                "\n\nDelete [N/y]?\n")
-
-            if answer == 'y':
-                for sym in names:
-                    # tbk = _tick_tbk.format(sym)
-                    tbk = tuple(sym, *_tick_tbk_ids)
-                    print(f"Destroying {tbk}..")
-                    await client.destroy(mk_tbk(tbk))
-            else:
-                print("Nothing deleted.")
-
-    tractor.run(main)
+# @cli.command()
+# @click.option(
+#     '--url',
+#     default=_url,
+#     help='HTTP URL of marketstore instance'
+# )
+# @click.argument('names', nargs=-1)
+# @click.pass_obj
+# def ms_destroy(config: dict, names: list[str], url: str) -> None:
+#     """Destroy symbol entries in the local marketstore instance.
+#     """
+#     async def main():
+#         nonlocal names
+#         async with get_client(url) as client:
+# 
+#             if not names:
+#                 names = await client.list_symbols()
+# 
+#             # default is to wipe db entirely.
+#             answer = input(
+#                 "This will entirely wipe you local marketstore db @ "
+#                 f"{url} of the following symbols:\n {pformat(names)}"
+#                 "\n\nDelete [N/y]?\n")
+# 
+#             if answer == 'y':
+#                 for sym in names:
+#                     # tbk = _tick_tbk.format(sym)
+#                     tbk = tuple(sym, *_tick_tbk_ids)
+#                     print(f"Destroying {tbk}..")
+#                     await client.destroy(mk_tbk(tbk))
+#             else:
+#                 print("Nothing deleted.")
+# 
+#     tractor.run(main)
 
 
 @cli.command()
@@ -102,41 +117,53 @@ def ms_destroy(config: dict, names: List[str], url: str) -> None:
     is_flag=True,
     help='Enable tractor logging')
 @click.option(
-    '--url',
-    default=_url,
-    help='HTTP URL of marketstore instance'
+    '--host',
+    default='localhost'
 )
-@click.argument('name', nargs=1, required=True)
+@click.option(
+    '--port',
+    default=5993
+)
+@click.argument('symbols', nargs=-1)
 @click.pass_obj
-def ms_shell(config, name, tl, url):
-    """Start an IPython shell ready to query the local marketstore db.
-    """
-    async def main():
-        async with get_client(url) as client:
-            query = client.query  # noqa
-            # TODO: write magics to query marketstore
-            from IPython import embed
-            embed()
+def storesh(
+    config,
+    tl,
+    host,
+    port,
+    symbols: list[str],
+):
+    '''
+    Start an IPython shell ready to query the local marketstore db.
 
-    tractor.run(main)
+    '''
+    from piker.data.marketstore import tsdb_history_update
+    from piker._daemon import open_piker_runtime
+
+    async def main():
+        nonlocal symbols
+
+        async with open_piker_runtime(
+            'storesh',
+            enable_modules=['piker.data._ahab'],
+        ):
+            symbol = symbols[0]
+            await tsdb_history_update(symbol)
+
+    trio.run(main)
 
 
 @cli.command()
 @click.option('--test-file', '-t', help='Test quote stream file')
 @click.option('--tl', is_flag=True, help='Enable tractor logging')
-@click.option('--tl', is_flag=True, help='Enable tractor logging')
-@click.option(
-    '--url',
-    default=_url,
-    help='HTTP URL of marketstore instance'
-)
 @click.argument('name', nargs=1, required=True)
 @click.pass_obj
-def ingest(config, name, test_file, tl, url):
-    """Ingest real-time broker quotes and ticks to a marketstore instance.
-    """
+def ingest(config, name, test_file, tl):
+    '''
+    Ingest real-time broker quotes and ticks to a marketstore instance.
+
+    '''
     # global opts
-    brokermod = config['brokermod']
     loglevel = config['loglevel']
     tractorloglevel = config['tractorloglevel']
     # log = config['log']
@@ -145,15 +172,25 @@ def ingest(config, name, test_file, tl, url):
     watchlists = wl.merge_watchlist(watchlist_from_file, wl._builtins)
     symbols = watchlists[name]
 
-    tractor.run(
-        partial(
-            ingest_quote_stream,
-            symbols,
-            brokermod.name,
-            tries=1,
-            loglevel=loglevel,
-        ),
-        name='ingest_marketstore',
-        loglevel=tractorloglevel,
-        debug_mode=True,
-    )
+    grouped_syms = {}
+    for sym in symbols:
+        symbol, _, provider = sym.rpartition('.')
+        if provider not in grouped_syms:
+            grouped_syms[provider] = []
+
+        grouped_syms[provider].append(symbol)
+
+    async def entry_point():
+        async with tractor.open_nursery() as n:
+            for provider, symbols in grouped_syms.items(): 
+                await n.run_in_actor(
+                    ingest_quote_stream,
+                    name='ingest_marketstore',
+                    symbols=symbols,
+                    brokername=provider,
+                    tries=1,
+                    actorloglevel=loglevel,
+                    loglevel=tractorloglevel
+                )
+
+    tractor.run(entry_point)

piker/data/feed.py

@@ -20,6 +20,7 @@ Data feed apis and infra.
 This module is enabled for ``brokerd`` daemons.
 
 """
+from __future__ import annotations
 from dataclasses import dataclass, field
 from contextlib import asynccontextmanager
 from functools import partial
@@ -30,17 +31,21 @@ from typing import (
     Awaitable,
 )
 
+
+import pendulum
 import trio
 from trio.abc import ReceiveChannel
 from trio_typing import TaskStatus
 import tractor
 from pydantic import BaseModel
+import numpy as np
 
 from ..brokers import get_brokermod
 from .._cacheables import maybe_open_context
 from ..log import get_logger, get_console_log
 from .._daemon import (
     maybe_spawn_brokerd,
+    check_for_service,
 )
 from ._sharedmem import (
     maybe_open_shm_array,
@@ -50,9 +55,8 @@ from ._sharedmem import (
 from .ingest import get_ingestormod
 from ._source import (
     base_iohlc_dtype,
-    mk_symbol,
     Symbol,
-    mk_fqsn,
+    uncons_fqsn,
 )
 from ..ui import _search
 from ._sampling import (
@@ -125,7 +129,7 @@ class _FeedsBus(BaseModel):
 
     # def cancel_task(
     #     self,
-    #     task: trio.lowlevel.Task
+    #     task: trio.lowlevel.Task,
     # ) -> bool:
     #     ...
 
@@ -189,12 +193,26 @@ async def _setup_persistent_brokerd(
         await trio.sleep_forever()
 
 
+async def start_backfill(
+    mod: ModuleType,
+    fqsn: str,
+    shm: ShmArray,
+
+    task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
+
+) -> int:
+
+    return await mod.backfill_bars(
+        fqsn,
+        shm,
+        task_status=task_status,
+    )
+
+
 async def manage_history(
     mod: ModuleType,
-    shm: ShmArray,
     bus: _FeedsBus,
-    symbol: str,
-    we_opened_shm: bool,
+    fqsn: str,
     some_data_ready: trio.Event,
     feed_is_live: trio.Event,
 
@@ -208,48 +226,153 @@ async def manage_history(
     buffer.
 
     '''
-    task_status.started()
+    # (maybe) allocate shm array for this broker/symbol which will
+    # be used for fast near-term history capture and processing.
+    shm, opened = maybe_open_shm_array(
+        key=fqsn,
 
-    opened = we_opened_shm
+        # use any broker defined ohlc dtype:
+        dtype=getattr(mod, '_ohlc_dtype', base_iohlc_dtype),
+
+        # we expect the sub-actor to write
+        readonly=False,
+    )
     # TODO: history validation
-    # assert opened, f'Persistent shm for {symbol} was already open?!'
-    # if not opened:
-    #     raise RuntimeError("Persistent shm for sym was already open?!")
+    if not opened:
+        raise RuntimeError(
+            "Persistent shm for sym was already open?!"
+        )
 
-    if opened:
-        # ask broker backend for new history
+    log.info('Scanning for existing `marketstored`')
 
+    is_up = await check_for_service('marketstored')
+
+    # for now only do backfilling if no tsdb can be found
+    do_legacy_backfill = not is_up and opened
+
+    open_history_client = getattr(mod, 'open_history_client', None)
+
+    if is_up and opened and open_history_client:
+
+        log.info('Found existing `marketstored`')
+        from . import marketstore
+
+        async with marketstore.open_storage_client(
+            fqsn,
+        ) as storage:
+
+            tsdb_arrays = await storage.read_ohlcv(fqsn)
+
+            if not tsdb_arrays:
+                do_legacy_backfill = True
+
+            else:
+                log.info(f'Loaded tsdb history {tsdb_arrays}')
+
+                fastest = list(tsdb_arrays.values())[0]
+                times = fastest['Epoch']
+                first, last = times[0], times[-1]
+                first_tsdb_dt, last_tsdb_dt = map(
+                    pendulum.from_timestamp, [first, last]
+                )
+
+                # TODO: this should be used verbatim for the pure
+                # shm backfiller approach below.
+
+                def diff_history(
+                    array,
+                    start_dt,
+                    end_dt,
+
+                ) -> np.ndarray:
+
+                    s_diff = (last_tsdb_dt - start_dt).seconds
+
+                    # if we detect a partial frame's worth of data
+                    # that is new, slice out only that history and
+                    # write to shm.
+                    if s_diff > 0:
+                        assert last_tsdb_dt > start_dt
+                        selected = array['time'] > last_tsdb_dt.timestamp()
+                        to_push = array[selected]
+                        log.info(
+                            f'Pushing partial frame {to_push.size} to shm'
+                        )
+                        return to_push
+
+                    else:
+                        return array
+
+                # start history anal and load missing new data via backend.
+                async with open_history_client(fqsn) as hist:
+
+                    # get latest query's worth of history all the way
+                    # back to what is recorded in the tsdb
+                    array, start_dt, end_dt = await hist(end_dt='')
+                    to_push = diff_history(array, start_dt, end_dt)
+                    shm.push(to_push)
+
+                    # let caller unblock and deliver latest history frame
+                    task_status.started(shm)
+                    some_data_ready.set()
+
+                    # pull new history frames until we hit latest
+                    # already in the tsdb
+                    while start_dt > last_tsdb_dt:
+                        array, start_dt, end_dt = await hist(end_dt=start_dt)
+                        to_push = diff_history(array, start_dt, end_dt)
+                        shm.push(to_push, prepend=True)
+
+                    # TODO: see if there's faster multi-field reads:
+                    # https://numpy.org/doc/stable/user/basics.rec.html#accessing-multiple-fields
+                    # re-index  with a `time` and index field
+                    shm.push(
+                        fastest[-shm._first.value:],
+
+                        # insert the history pre a "days worth" of samples
+                        # to leave some real-time buffer space at the end.
+                        prepend=True,
+                        # start=shm._len - _secs_in_day,
+                        field_map={
+                            'Epoch': 'time',
+                            'Open': 'open',
+                            'High': 'high',
+                            'Low': 'low',
+                            'Close': 'close',
+                            'Volume': 'volume',
+                        },
+                    )
+
+                    # TODO: write new data to tsdb to be ready to for next
+                    # read.
+
+    if do_legacy_backfill:
+        # do a legacy incremental backfill from the provider.
+        log.info('No existing `marketstored` found..')
+
+        bfqsn = fqsn.replace('.' + mod.name, '')
         # start history backfill task ``backfill_bars()`` is
         # a required backend func this must block until shm is
         # filled with first set of ohlc bars
-        cs = await bus.nursery.start(mod.backfill_bars, symbol, shm)
+        await bus.nursery.start(
+            start_backfill,
+            mod,
+            bfqsn,
+            shm,
+        )
 
-    # indicate to caller that feed can be delivered to
-    # remote requesting client since we've loaded history
-    # data that can be used.
-    some_data_ready.set()
+        # yield back after client connect with filled shm
+        task_status.started(shm)
 
-    # detect sample step size for sampled historical data
-    times = shm.array['time']
-    delay_s = times[-1] - times[times != times[-1]][-1]
-
-    # begin real-time updates of shm and tsb once the feed
-    # goes live.
-    await feed_is_live.wait()
-
-    if opened:
-        sampler.ohlcv_shms.setdefault(delay_s, []).append(shm)
-
-        # start shm incrementing for OHLC sampling at the current
-        # detected sampling period if one dne.
-        if sampler.incrementers.get(delay_s) is None:
-            cs = await bus.start_task(
-                increment_ohlc_buffer,
-                delay_s,
-            )
+        # indicate to caller that feed can be delivered to
+        # remote requesting client since we've loaded history
+        # data that can be used.
+        some_data_ready.set()
 
+    # history retreival loop depending on user interaction and thus
+    # a small RPC-prot for remotely controllinlg what data is loaded
+    # for viewing.
     await trio.sleep_forever()
-    cs.cancel()
 
 
 async def allocate_persistent_feed(
@@ -257,6 +380,7 @@ async def allocate_persistent_feed(
     brokername: str,
     symbol: str,
     loglevel: str,
+    start_stream: bool = True,
 
     task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
 
@@ -279,20 +403,6 @@ async def allocate_persistent_feed(
     except ImportError:
         mod = get_ingestormod(brokername)
 
-    fqsn = mk_fqsn(brokername, symbol)
-
-    # (maybe) allocate shm array for this broker/symbol which will
-    # be used for fast near-term history capture and processing.
-    shm, opened = maybe_open_shm_array(
-        key=fqsn,
-
-        # use any broker defined ohlc dtype:
-        dtype=getattr(mod, '_ohlc_dtype', base_iohlc_dtype),
-
-        # we expect the sub-actor to write
-        readonly=False,
-    )
-
     # mem chan handed to broker backend so it can push real-time
     # quotes to this task for sampling and history storage (see below).
     send, quote_stream = trio.open_memory_channel(10)
@@ -301,30 +411,9 @@ async def allocate_persistent_feed(
     some_data_ready = trio.Event()
     feed_is_live = trio.Event()
 
-    # run 2 tasks:
-    # - a history loader / maintainer
-    # - a real-time streamer which consumers and sends new data to any
-    #   consumers as well as writes to storage backends (as configured).
-
-    # XXX: neither of these will raise but will cause an inf hang due to:
-    # https://github.com/python-trio/trio/issues/2258
-    # bus.nursery.start_soon(
-    # await bus.start_task(
-
-    await bus.nursery.start(
-        manage_history,
-        mod,
-        shm,
-        bus,
-        symbol,
-        opened,
-        some_data_ready,
-        feed_is_live,
-    )
-
     # establish broker backend quote stream by calling
     # ``stream_quotes()``, which is a required broker backend endpoint.
-    init_msg, first_quotes = await bus.nursery.start(
+    init_msg, first_quote = await bus.nursery.start(
         partial(
             mod.stream_quotes,
             send_chan=send,
@@ -333,11 +422,39 @@ async def allocate_persistent_feed(
             loglevel=loglevel,
         )
     )
+    # the broker-specific fully qualified symbol name,
+    # but ensure it is lower-cased for external use.
+    bfqsn = init_msg[symbol]['fqsn'].lower()
+    init_msg[symbol]['fqsn'] = bfqsn
+
+    # HISTORY, run 2 tasks:
+    # - a history loader / maintainer
+    # - a real-time streamer which consumers and sends new data to any
+    #   consumers as well as writes to storage backends (as configured).
+
+    # XXX: neither of these will raise but will cause an inf hang due to:
+    # https://github.com/python-trio/trio/issues/2258
+    # bus.nursery.start_soon(
+    # await bus.start_task(
+    shm = await bus.nursery.start(
+        manage_history,
+        mod,
+        bus,
+        '.'.join((bfqsn, brokername)),
+        some_data_ready,
+        feed_is_live,
+    )
 
     # we hand an IPC-msg compatible shm token to the caller so it
     # can read directly from the memory which will be written by
     # this task.
-    init_msg[symbol]['shm_token'] = shm.token
+    msg = init_msg[symbol]
+    msg['shm_token'] = shm.token
+
+    # true fqsn
+    fqsn = '.'.join((bfqsn, brokername))
+    # add a fqsn entry that includes the ``.<broker>`` suffix
+    init_msg[fqsn] = msg
 
     # TODO: pretty sure we don't need this? why not just leave 1s as
     # the fastest "sample period" since we'll probably always want that
@@ -350,12 +467,42 @@ async def allocate_persistent_feed(
     log.info(f'waiting on history to load: {fqsn}')
     await some_data_ready.wait()
 
-    bus.feeds[symbol.lower()] = (init_msg, first_quotes)
-    task_status.started((init_msg,  first_quotes))
+    # append ``.<broker>`` suffix to each quote symbol
+    bsym = symbol + f'.{brokername}'
+    generic_first_quotes = {
+        bsym: first_quote,
+        fqsn: first_quote,
+    }
 
-    # backend will indicate when real-time quotes have begun.
+    bus.feeds[symbol] = bus.feeds[fqsn] = (
+        init_msg,
+        generic_first_quotes,
+    )
+    # for ambiguous names we simply apply the retreived
+    # feed to that name (for now).
+
+    # task_status.started((init_msg,  generic_first_quotes))
+    task_status.started()
+
+    if not start_stream:
+        await trio.sleep_forever()
+
+    # begin real-time updates of shm and tsb once the feed goes live and
+    # the backend will indicate when real-time quotes have begun.
     await feed_is_live.wait()
 
+    # start shm incrementer task for OHLC style sampling
+    # at the current detected step period.
+    times = shm.array['time']
+    delay_s = times[-1] - times[times != times[-1]][-1]
+
+    sampler.ohlcv_shms.setdefault(delay_s, []).append(shm)
+    if sampler.incrementers.get(delay_s) is None:
+        await bus.start_task(
+            increment_ohlc_buffer,
+            delay_s,
+        )
+
     sum_tick_vlm: bool = init_msg.get(
         'shm_write_opts', {}
     ).get('sum_tick_vlm', True)
@@ -366,10 +513,11 @@ async def allocate_persistent_feed(
             bus,
             shm,
             quote_stream,
+            brokername,
             sum_tick_vlm
         )
     finally:
-        log.warning(f'{symbol}@{brokername} feed task terminated')
+        log.warning(f'{fqsn} feed task terminated')
 
 
 @tractor.context
@@ -402,37 +550,27 @@ async def open_feed_bus(
     assert 'brokerd' in tractor.current_actor().name
 
     bus = get_feed_bus(brokername)
-    bus._subscribers.setdefault(symbol, [])
-    fqsn = mk_fqsn(brokername, symbol)
-
-    entry = bus.feeds.get(symbol)
 
     # if no cached feed for this symbol has been created for this
     # brokerd yet, start persistent stream and shm writer task in
     # service nursery
+    entry = bus.feeds.get(symbol)
     if entry is None:
-        if not start_stream:
-            raise RuntimeError(
-                f'No stream feed exists for {fqsn}?\n'
-                f'You may need a `brokerd` started first.'
-            )
-
-        # allocate a new actor-local stream bus which will persist for
-        # this `brokerd`.
+        # allocate a new actor-local stream bus which
+        # will persist for this `brokerd`.
         async with bus.task_lock:
-            init_msg, first_quotes = await bus.nursery.start(
+            await bus.nursery.start(
                 partial(
                     allocate_persistent_feed,
 
                     bus=bus,
                     brokername=brokername,
-
                     # here we pass through the selected symbol in native
                     # "format" (i.e. upper vs. lowercase depending on
                     # provider).
                     symbol=symbol,
-
                     loglevel=loglevel,
+                    start_stream=start_stream,
                 )
             )
             # TODO: we can remove this?
@@ -442,9 +580,30 @@ async def open_feed_bus(
     # subscriber
     init_msg, first_quotes = bus.feeds[symbol]
 
+    msg = init_msg[symbol]
+    bfqsn = msg['fqsn'].lower()
+
+    # true fqsn
+    fqsn = '.'.join([bfqsn, brokername])
+    assert fqsn in first_quotes
+    assert bus.feeds[fqsn]
+
+    # broker-ambiguous symbol (provided on cli - eg. mnq.globex.ib)
+    bsym = symbol + f'.{brokername}'
+    assert bsym in first_quotes
+
+    # we use the broker-specific fqsn (bfqsn) for
+    # the sampler subscription since the backend isn't (yet)
+    # expected to append it's own name to the fqsn, so we filter
+    # on keys which *do not* include that name (e.g .ib) .
+    bus._subscribers.setdefault(bfqsn, [])
+
     # send this even to subscribers to existing feed?
     # deliver initial info message a first quote asap
-    await ctx.started((init_msg, first_quotes))
+    await ctx.started((
+        init_msg,
+        first_quotes,
+    ))
 
     if not start_stream:
         log.warning(f'Not opening real-time stream for {fqsn}')
@@ -454,12 +613,15 @@ async def open_feed_bus(
     async with (
         ctx.open_stream() as stream,
     ):
+        # re-send to trigger display loop cycle (necessary especially
+        # when the mkt is closed and no real-time messages are
+        # expected).
+        await stream.send({fqsn: first_quotes})
+
+        # open a bg task which receives quotes over a mem chan
+        # and only pushes them to the target actor-consumer at
+        # a max ``tick_throttle`` instantaneous rate.
         if tick_throttle:
-
-            # open a bg task which receives quotes over a mem chan
-            # and only pushes them to the target actor-consumer at
-            # a max ``tick_throttle`` instantaneous rate.
-
             send, recv = trio.open_memory_channel(2**10)
             cs = await bus.start_task(
                 uniform_rate_send,
@@ -472,12 +634,15 @@ async def open_feed_bus(
         else:
             sub = (stream, tick_throttle)
 
-        subs = bus._subscribers[symbol]
+        subs = bus._subscribers[bfqsn]
         subs.append(sub)
 
         try:
             uid = ctx.chan.uid
 
+            # ctrl protocol for start/stop of quote streams based on UI
+            # state (eg. don't need a stream when a symbol isn't being
+            # displayed).
             async for msg in stream:
 
                 if msg == 'pause':
@@ -502,7 +667,7 @@ async def open_feed_bus(
                 # n.cancel_scope.cancel()
                 cs.cancel()
             try:
-                bus._subscribers[symbol].remove(sub)
+                bus._subscribers[bfqsn].remove(sub)
             except ValueError:
                 log.warning(f'{sub} for {symbol} was already removed?')
 
@@ -519,19 +684,20 @@ async def open_sample_step_stream(
     # created for all practical purposes
     async with maybe_open_context(
         acm_func=partial(
-            portal.open_stream_from,
+            portal.open_context,
             iter_ohlc_periods,
         ),
         kwargs={'delay_s': delay_s},
 
-    ) as (cache_hit, istream):
-        if cache_hit:
-            # add a new broadcast subscription for the quote stream
-            # if this feed is likely already in use
-            async with istream.subscribe() as bistream:
-                yield bistream
-        else:
-            yield istream
+    ) as (cache_hit, (ctx, first)):
+        async with ctx.open_stream() as istream:
+            if cache_hit:
+                # add a new broadcast subscription for the quote stream
+                # if this feed is likely already in use
+                async with istream.subscribe() as bistream:
+                    yield bistream
+            else:
+                yield istream
 
 
 @dataclass
@@ -627,10 +793,10 @@ async def install_brokerd_search(
 
 @asynccontextmanager
 async def open_feed(
-    brokername: str,
-    symbols: list[str],
-    loglevel: Optional[str] = None,
 
+    fqsns: list[str],
+
+    loglevel: Optional[str] = None,
     backpressure: bool = True,
     start_stream: bool = True,
     tick_throttle: Optional[float] = None,  # Hz
@@ -640,7 +806,10 @@ async def open_feed(
     Open a "data feed" which provides streamed real-time quotes.
 
     '''
-    sym = symbols[0].lower()
+    fqsn = fqsns[0].lower()
+
+    brokername, key, suffix = uncons_fqsn(fqsn)
+    bfqsn = fqsn.replace('.' + brokername, '')
 
     try:
         mod = get_brokermod(brokername)
@@ -661,7 +830,7 @@ async def open_feed(
         portal.open_context(
             open_feed_bus,
             brokername=brokername,
-            symbol=sym,
+            symbol=bfqsn,
             loglevel=loglevel,
             start_stream=start_stream,
             tick_throttle=tick_throttle,
@@ -678,9 +847,10 @@ async def open_feed(
     ):
         # we can only read from shm
         shm = attach_shm_array(
-            token=init_msg[sym]['shm_token'],
+            token=init_msg[bfqsn]['shm_token'],
             readonly=True,
         )
+        assert fqsn in first_quotes
 
         feed = Feed(
             name=brokername,
@@ -693,17 +863,15 @@ async def open_feed(
         )
 
         for sym, data in init_msg.items():
-
             si = data['symbol_info']
-
-            symbol = mk_symbol(
-                key=sym,
-                type_key=si.get('asset_type', 'forex'),
-                tick_size=si.get('price_tick_size', 0.01),
-                lot_tick_size=si.get('lot_tick_size', 0.0),
+            fqsn = data['fqsn'] + f'.{brokername}'
+            symbol = Symbol.from_fqsn(
+                fqsn,
+                info=si,
             )
-            symbol.broker_info[brokername] = si
 
+            # symbol.broker_info[brokername] = si
+            feed.symbols[fqsn] = symbol
             feed.symbols[sym] = symbol
 
             # cast shm dtype to list... can't member why we need this
@@ -727,26 +895,27 @@ async def open_feed(
 @asynccontextmanager
 async def maybe_open_feed(
 
-    brokername: str,
-    symbols: list[str],
+    fqsns: list[str],
     loglevel: Optional[str] = None,
 
     **kwargs,
 
-) -> (Feed, ReceiveChannel[dict[str, Any]]):
+) -> (
+    Feed,
+    ReceiveChannel[dict[str, Any]],
+):
     '''
     Maybe open a data to a ``brokerd`` daemon only if there is no
     local one for the broker-symbol pair, if one is cached use it wrapped
     in a tractor broadcast receiver.
 
     '''
-    sym = symbols[0].lower()
+    fqsn = fqsns[0]
 
     async with maybe_open_context(
         acm_func=open_feed,
         kwargs={
-            'brokername': brokername,
-            'symbols': [sym],
+            'fqsns': fqsns,
             'loglevel': loglevel,
             'tick_throttle': kwargs.get('tick_throttle'),
 
@@ -754,11 +923,12 @@ async def maybe_open_feed(
             'backpressure': kwargs.get('backpressure', True),
             'start_stream': kwargs.get('start_stream', True),
         },
-        key=sym,
+        key=fqsn,
+
     ) as (cache_hit, feed):
 
         if cache_hit:
-            log.info(f'Using cached feed for {brokername}.{sym}')
+            log.info(f'Using cached feed for {fqsn}')
             # add a new broadcast subscription for the quote stream
             # if this feed is likely already in use
             async with feed.stream.subscribe() as bstream:

piker/data/marketstore.py

@@ -14,36 +14,58 @@
 # 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/>.
 
-"""
+'''
 ``marketstore`` integration.
 
 - client management routines
 - ticK data ingest routines
 - websocket client for subscribing to write triggers
 - todo: tick sequence stream-cloning for testing
-- todo: docker container management automation
-"""
-from contextlib import asynccontextmanager
-from typing import Dict, Any, List, Callable, Tuple
+
+'''
+from contextlib import asynccontextmanager as acm
+from pprint import pformat
+from typing import (
+    Any,
+    Optional,
+    Union,
+)
 import time
 from math import isnan
 
+from bidict import bidict
 import msgpack
+import pyqtgraph as pg
 import numpy as np
 import pandas as pd
-import pymarketstore as pymkts
 import tractor
 from trio_websocket import open_websocket_url
+from anyio_marketstore import (
+    open_marketstore_client,
+    MarketstoreClient,
+    Params,
+)
+import purerpc
 
+from .feed import maybe_open_feed
 from ..log import get_logger, get_console_log
-from ..data import open_feed
 
 
 log = get_logger(__name__)
 
-_tick_tbk_ids: Tuple[str, str] = ('1Sec', 'TICK')
+_tick_tbk_ids: tuple[str, str] = ('1Sec', 'TICK')
 _tick_tbk: str = '{}/' + '/'.join(_tick_tbk_ids)
-_url: str = 'http://localhost:5993/rpc'
+
+_tick_dt = [
+    # these two are required for as a "primary key"
+    ('Epoch', 'i8'),
+    ('Nanoseconds', 'i4'),
+    ('IsTrade', 'i1'),
+    ('IsBid', 'i1'),
+    ('Price', 'f4'),
+    ('Size', 'f4')
+]
+
 _quote_dt = [
     # these two are required for as a "primary key"
     ('Epoch', 'i8'),
@@ -61,6 +83,7 @@ _quote_dt = [
     # ('brokerd_ts', 'i64'),
     # ('VWAP', 'f4')
 ]
+
 _quote_tmp = {}.fromkeys(dict(_quote_dt).keys(), np.nan)
 _tick_map = {
     'Up': 1,
@@ -69,28 +92,39 @@ _tick_map = {
     None: np.nan,
 }
 
+_ohlcv_dt = [
+    # these two are required for as a "primary key"
+    ('Epoch', 'i8'),
+    # ('Nanoseconds', 'i4'),
 
-class MarketStoreError(Exception):
-    "Generic marketstore client error"
+    # ohlcv sampling
+    ('Open', 'f4'),
+    ('High', 'f4'),
+    ('Low', 'i8'),
+    ('Close', 'i8'),
+    ('Volume', 'f4'),
+]
 
 
-def err_on_resp(response: dict) -> None:
-    """Raise any errors found in responses from client request.
-    """
-    responses = response['responses']
-    if responses is not None:
-        for r in responses:
-            err = r['error']
-            if err:
-                raise MarketStoreError(err)
+def mk_tbk(keys: tuple[str, str, str]) -> str:
+    '''
+    Generate a marketstore table key from a tuple.
+    Converts,
+        ``('SPY', '1Sec', 'TICK')`` -> ``"SPY/1Sec/TICK"```
+
+    '''
+    return '/'.join(keys)
 
 
 def quote_to_marketstore_structarray(
-    quote: Dict[str, Any],
-    last_fill: str,
+    quote: dict[str, Any],
+    last_fill: Optional[float]
+
 ) -> np.array:
-    """Return marketstore writeable structarray from quote ``dict``.
-    """
+    '''
+    Return marketstore writeable structarray from quote ``dict``.
+
+    '''
     if last_fill:
         # new fill bby
         now = timestamp(last_fill)
@@ -101,7 +135,7 @@ def quote_to_marketstore_structarray(
 
     secs, ns = now / 10**9, now % 10**9
 
-    # pack into List[Tuple[str, Any]]
+    # pack into list[tuple[str, Any]]
     array_input = []
 
     # insert 'Epoch' entry first and then 'Nanoseconds'.
@@ -123,146 +157,379 @@ def quote_to_marketstore_structarray(
     return np.array([tuple(array_input)], dtype=_quote_dt)
 
 
-def timestamp(datestr: str) -> int:
-    """Return marketstore compatible 'Epoch' integer in nanoseconds
+def timestamp(date, **kwargs) -> int:
+    '''
+    Return marketstore compatible 'Epoch' integer in nanoseconds
     from a date formatted str.
-    """
-    return int(pd.Timestamp(datestr).value)
+
+    '''
+    return int(pd.Timestamp(date, **kwargs).value)
 
 
-def mk_tbk(keys: Tuple[str, str, str]) -> str:
-    """Generate a marketstore table key from a tuple.
-
-    Converts,
-        ``('SPY', '1Sec', 'TICK')`` -> ``"SPY/1Sec/TICK"```
-    """
-    return '{}/' + '/'.join(keys)
-
-
-class Client:
-    """Async wrapper around the alpaca ``pymarketstore`` sync client.
-
-    This will server as the shell for building out a proper async client
-    that isn't horribly documented and un-tested..
-    """
-    def __init__(self, url: str):
-        self._client = pymkts.Client(url)
-
-    async def _invoke(
-        self,
-        meth: Callable,
-        *args,
-        **kwargs,
-    ) -> Any:
-        return err_on_resp(meth(*args, **kwargs))
-
-    async def destroy(
-        self,
-        tbk: Tuple[str, str, str],
-    ) -> None:
-        return await self._invoke(self._client.destroy, mk_tbk(tbk))
-
-    async def list_symbols(
-        self,
-        tbk: str,
-    ) -> List[str]:
-        return await self._invoke(self._client.list_symbols, mk_tbk(tbk))
-
-    async def write(
-        self,
-        symbol: str,
-        array: np.ndarray,
-    ) -> None:
-        start = time.time()
-        await self._invoke(
-            self._client.write,
-            array,
-            _tick_tbk.format(symbol),
-            isvariablelength=True
-        )
-        log.debug(f"{symbol} write time (s): {time.time() - start}")
-
-    def query(
-        self,
-        symbol,
-        tbk: Tuple[str, str] = _tick_tbk_ids,
-    ) -> pd.DataFrame:
-        # XXX: causes crash
-        # client.query(pymkts.Params(symbol, '*', 'OHCLV'
-        result = self._client.query(
-            pymkts.Params(symbol, *tbk),
-        )
-        return result.first().df()
-
-
-@asynccontextmanager
+@acm
 async def get_client(
-    url: str = _url,
-) -> Client:
-    yield Client(url)
+    host: str = 'localhost',
+    port: int = 5995
+
+) -> MarketstoreClient:
+    '''
+    Load a ``anyio_marketstore`` grpc client connected
+    to an existing ``marketstore`` server.
+
+    '''
+    async with open_marketstore_client(
+        host,
+        port
+    ) as client:
+        yield client
+
+
+class MarketStoreError(Exception):
+    "Generic marketstore client error"
+
+
+# def err_on_resp(response: dict) -> None:
+#     """Raise any errors found in responses from client request.
+#     """
+#     responses = response['responses']
+#     if responses is not None:
+#         for r in responses:
+#             err = r['error']
+#             if err:
+#                 raise MarketStoreError(err)
+
+
+tf_in_1s = bidict({
+    1: '1Sec',
+    60: '1Min',
+    60*5: '5Min',
+    60*15: '15Min',
+    60*30: '30Min',
+    60*60: '1H',
+    60*60*24: '1D',
+})
+
+
+class Storage:
+    '''
+    High level storage api for both real-time and historical ingest.
+
+    '''
+    def __init__(
+        self,
+        client: MarketstoreClient,
+
+    ) -> None:
+        # TODO: eventually this should be an api/interface type that
+        # ensures we can support multiple tsdb backends.
+        self.client = client
+
+        # series' cache from tsdb reads
+        self._arrays: dict[str, np.ndarray] = {}
+
+    async def list_keys(self) -> list[str]:
+        return await self.client.list_symbols()
+
+    async def search_keys(self, pattern: str) -> list[str]:
+        '''
+        Search for time series key in the storage backend.
+
+        '''
+        ...
+
+    async def write_ticks(self, ticks: list) -> None:
+        ...
+
+    async def write_ohlcv(self, ohlcv: np.ndarray) -> None:
+        ...
+
+    async def read_ohlcv(
+        self,
+        fqsn: str,
+        timeframe: Optional[Union[int, str]] = None,
+
+    ) -> tuple[
+        MarketstoreClient,
+        Union[dict, np.ndarray]
+    ]:
+        client = self.client
+        syms = await client.list_symbols()
+
+        if fqsn not in syms:
+            return {}
+
+        if timeframe is None:
+            log.info(f'starting {fqsn} tsdb granularity scan..')
+            # loop through and try to find highest granularity
+            for tfstr in tf_in_1s.values():
+                try:
+                    log.info(f'querying for {tfstr}@{fqsn}')
+                    result = await client.query(
+                        Params(fqsn, tfstr, 'OHLCV',)
+                    )
+                    break
+                except purerpc.grpclib.exceptions.UnknownError:
+                    # XXX: this is already logged by the container and
+                    # thus shows up through `marketstored` logs relay.
+                    # log.warning(f'{tfstr}@{fqsn} not found')
+                    continue
+            else:
+                return {}
+
+        else:
+            tfstr = tf_in_1s[timeframe]
+            result = await client.query(Params(fqsn, tfstr, 'OHLCV',))
+
+        # TODO: it turns out column access on recarrays is actually slower:
+        # https://jakevdp.github.io/PythonDataScienceHandbook/02.09-structured-data-numpy.html#RecordArrays:-Structured-Arrays-with-a-Twist
+        # it might make sense to make these structured arrays?
+        # Fill out a `numpy` array-results map
+        arrays = {}
+        for fqsn, data_set in result.by_symbols().items():
+            arrays.setdefault(fqsn, {})[
+                tf_in_1s.inverse[data_set.timeframe]
+            ] = data_set.array
+
+        return arrays[fqsn][timeframe] if timeframe else arrays[fqsn]
+
+    async def delete_ts(
+        self,
+        key: str,
+        timeframe: Optional[Union[int, str]] = None,
+
+    ) -> bool:
+
+        client = self.client
+        syms = await client.list_symbols()
+        print(syms)
+        # if key not in syms:
+        #     raise KeyError(f'`{fqsn}` table key not found?')
+
+        return await client.destroy(tbk=key)
+
+
+@acm
+async def open_storage_client(
+    fqsn: str,
+    period: Optional[Union[int, str]] = None,  # in seconds
+
+) -> tuple[Storage, dict[str, np.ndarray]]:
+    '''
+    Load a series by key and deliver in ``numpy`` struct array format.
+
+    '''
+    async with (
+        # eventually a storage backend endpoint
+        get_client() as client,
+    ):
+        # slap on our wrapper api
+        yield Storage(client)
+
+
+async def tsdb_history_update(
+    fqsn: str,
+
+) -> list[str]:
+
+    # TODO: real-time dedicated task for ensuring
+    # history consistency between the tsdb, shm and real-time feed..
+
+    # update sequence design notes:
+
+    # - load existing highest frequency data from mkts
+    #   * how do we want to offer this to the UI?
+    #    - lazy loading?
+    #    - try to load it all and expect graphics caching/diffing
+    #      to  hide extra bits that aren't in view?
+
+    # - compute the diff between latest data from broker and shm
+    #   * use sql api in mkts to determine where the backend should
+    #     start querying for data?
+    #   * append any diff with new shm length
+    #   * determine missing (gapped) history by scanning
+    #   * how far back do we look?
+
+    # - begin rt update ingest and aggregation
+    #   * could start by always writing ticks to mkts instead of
+    #     worrying about a shm queue for now.
+    #   * we have a short list of shm queues worth groking:
+    #     - https://github.com/pikers/piker/issues/107
+    #   * the original data feed arch blurb:
+    #     - https://github.com/pikers/piker/issues/98
+    #
+    profiler = pg.debug.Profiler(
+        disabled=False,  # not pg_profile_enabled(),
+        delayed=False,
+    )
+
+    async with (
+        open_storage_client(fqsn) as storage,
+
+        maybe_open_feed(
+            [fqsn],
+            start_stream=False,
+
+        ) as (feed, stream),
+    ):
+        profiler(f'opened feed for {fqsn}')
+
+        symbol = feed.symbols.get(fqsn)
+        if symbol:
+            fqsn = symbol.front_fqsn()
+
+        syms = await storage.client.list_symbols()
+        log.info(f'Existing tsdb symbol set:\n{pformat(syms)}')
+        profiler(f'listed symbols {syms}')
+
+        # diff db history with shm and only write the missing portions
+        ohlcv = feed.shm.array
+
+        # TODO: use pg profiler
+        tsdb_arrays = await storage.read_ohlcv(fqsn)
+
+        to_append = feed.shm.array
+        to_prepend = None
+
+        # hist diffing
+        if tsdb_arrays:
+            onesec = tsdb_arrays[1]
+            to_append = ohlcv[ohlcv['time'] > onesec['Epoch'][-1]]
+            to_prepend = ohlcv[ohlcv['time'] < onesec['Epoch'][0]]
+
+        profiler('Finished db arrays diffs')
+
+        for array in [to_append, to_prepend]:
+            if array is None:
+                continue
+
+            log.info(
+                f'Writing datums {array.size} -> to tsdb from shm\n'
+            )
+
+            # build mkts schema compat array for writing
+            mkts_dt = np.dtype(_ohlcv_dt)
+            mkts_array = np.zeros(
+                len(array),
+                dtype=mkts_dt,
+            )
+            # copy from shm array (yes it's this easy):
+            # https://numpy.org/doc/stable/user/basics.rec.html#assignment-from-other-structured-arrays
+            mkts_array[:] = array[[
+                'time',
+                'open',
+                'high',
+                'low',
+                'close',
+                'volume',
+            ]]
+
+            # write to db
+            resp = await storage.client.write(
+                mkts_array,
+                tbk=f'{fqsn}/1Sec/OHLCV',
+
+                # NOTE: will will append duplicates
+                # for the same timestamp-index.
+                # TODO: pre deduplicate?
+                isvariablelength=True,
+            )
+
+            log.info(
+                f'Wrote {to_append.size} datums to tsdb\n'
+            )
+            profiler('Finished db writes')
+
+            for resp in resp.responses:
+                err = resp.error
+                if err:
+                    raise MarketStoreError(err)
+
+        from tractor.trionics import ipython_embed
+        await ipython_embed()
 
 
 async def ingest_quote_stream(
-    symbols: List[str],
+    symbols: list[str],
     brokername: str,
     tries: int = 1,
     loglevel: str = None,
+
 ) -> None:
-    """Ingest a broker quote stream into marketstore in (sampled) tick format.
-    """
-    async with open_feed(
-        brokername,
-        symbols,
-        loglevel=loglevel,
-    ) as (first_quotes, qstream):
+    '''
+    Ingest a broker quote stream into a ``marketstore`` tsdb.
 
-        quote_cache = first_quotes.copy()
+    '''
+    async with (
+        maybe_open_feed(brokername, symbols, loglevel=loglevel) as feed,
+        get_client() as ms_client,
+    ):
+        async for quotes in feed.stream:
+            log.info(quotes)
+            for symbol, quote in quotes.items():
+                for tick in quote.get('ticks', ()):
+                    ticktype = tick.get('type', 'n/a')
 
-        async with get_client() as ms_client:
+            # techtonic tick write
+            array = quote_to_marketstore_structarray({
+                'IsTrade': 1 if ticktype == 'trade' else 0,
+                'IsBid': 1 if ticktype in ('bid', 'bsize') else 0,
+                'Price': tick.get('price'),
+                'Size': tick.get('size')
+            }, last_fill=quote.get('broker_ts', None))
 
-            # start ingest to marketstore
-            async for quotes in qstream:
-                log.info(quotes)
-                for symbol, quote in quotes.items():
+            await ms_client.write(array, _tick_tbk)
 
-                    # remap tick strs to ints
-                    quote['tick'] = _tick_map[quote.get('tick', 'Equal')]
+            # LEGACY WRITE LOOP (using old tick dt)
+            # quote_cache = {
+            #     'size': 0,
+            #     'tick': 0
+            # }
 
-                    # check for volume update (i.e. did trades happen
-                    # since last quote)
-                    new_vol = quote.get('volume', None)
-                    if new_vol is None:
-                        log.debug(f"No fills for {symbol}")
-                        if new_vol == quote_cache.get('volume'):
-                            # should never happen due to field diffing
-                            # on sender side
-                            log.error(
-                                f"{symbol}: got same volume as last quote?")
+            # async for quotes in qstream:
+            #     log.info(quotes)
+            #     for symbol, quote in quotes.items():
 
-                    quote_cache.update(quote)
+            #         # remap tick strs to ints
+            #         quote['tick'] = _tick_map[quote.get('tick', 'Equal')]
 
-                    a = quote_to_marketstore_structarray(
-                        quote,
-                        # TODO: check this closer to the broker query api
-                        last_fill=quote.get('fill_time', '')
-                    )
-                    await ms_client.write(symbol, a)
+            #         # check for volume update (i.e. did trades happen
+            #         # since last quote)
+            #         new_vol = quote.get('volume', None)
+            #         if new_vol is None:
+            #             log.debug(f"No fills for {symbol}")
+            #             if new_vol == quote_cache.get('volume'):
+            #                 # should never happen due to field diffing
+            #                 # on sender side
+            #                 log.error(
+            #                     f"{symbol}: got same volume as last quote?")
+
+            #         quote_cache.update(quote)
+
+            #         a = quote_to_marketstore_structarray(
+            #             quote,
+            #             # TODO: check this closer to the broker query api
+            #             last_fill=quote.get('fill_time', '')
+            #         )
+            #         await ms_client.write(symbol, a)
 
 
 async def stream_quotes(
-    symbols: List[str],
+    symbols: list[str],
     host: str = 'localhost',
     port: int = 5993,
     diff_cached: bool = True,
     loglevel: str = None,
+
 ) -> None:
-    """Open a symbol stream from a running instance of marketstore and
+    '''
+    Open a symbol stream from a running instance of marketstore and
     log to console.
-    """
+
+    '''
     # XXX: required to propagate ``tractor`` loglevel to piker logging
     get_console_log(loglevel or tractor.current_actor().loglevel)
 
-    tbks: Dict[str, str] = {sym: f"{sym}/*/*" for sym in symbols}
+    tbks: dict[str, str] = {sym: f"{sym}/*/*" for sym in symbols}
 
     async with open_websocket_url(f'ws://{host}:{port}/ws') as ws:
         # send subs topics to server
@@ -271,7 +538,7 @@ async def stream_quotes(
         )
         log.info(resp)
 
-        async def recv() -> Dict[str, Any]:
+        async def recv() -> dict[str, Any]:
             return msgpack.loads((await ws.get_message()), encoding='utf-8')
 
         streams = (await recv())['streams']

piker/fsp/_engine.py

@@ -37,6 +37,7 @@ from .. import data
 from ..data import attach_shm_array
 from ..data.feed import Feed
 from ..data._sharedmem import ShmArray
+from ..data._source import Symbol
 from ._api import (
     Fsp,
     _load_builtins,
@@ -75,8 +76,7 @@ async def filter_quotes_by_sym(
 
 async def fsp_compute(
 
-    ctx: tractor.Context,
-    symbol: str,
+    symbol: Symbol,
     feed: Feed,
     quote_stream: trio.abc.ReceiveChannel,
 
@@ -85,7 +85,7 @@ async def fsp_compute(
 
     func: Callable,
 
-    attach_stream: bool = False,
+    # attach_stream: bool = False,
     task_status: TaskStatus[None] = trio.TASK_STATUS_IGNORED,
 
 ) -> None:
@@ -95,13 +95,14 @@ async def fsp_compute(
         disabled=True
     )
 
+    fqsn = symbol.front_fqsn()
     out_stream = func(
 
         # TODO: do we even need this if we do the feed api right?
         # shouldn't a local stream do this before we get a handle
         # to the async iterable? it's that or we do some kinda
         # async itertools style?
-        filter_quotes_by_sym(symbol, quote_stream),
+        filter_quotes_by_sym(fqsn, quote_stream),
 
         # XXX: currently the ``ohlcv`` arg
         feed.shm,
@@ -125,8 +126,8 @@ async def fsp_compute(
     # each respective field.
     fields = getattr(dst.array.dtype, 'fields', None).copy()
     fields.pop('index')
-    # TODO: nptyping here!
-    history: Optional[np.ndarray] = None
+    history: Optional[np.ndarray] = None  # TODO: nptyping here!
+
     if fields and len(fields) > 1 and fields:
         if not isinstance(history_output, dict):
             raise ValueError(
@@ -191,40 +192,47 @@ async def fsp_compute(
     profiler(f'{func_name} pushed history')
     profiler.finish()
 
-    # TODO: UGH, what is the right way to do something like this?
-    if not ctx._started_called:
-        await ctx.started(index)
-
     # setup a respawn handle
     with trio.CancelScope() as cs:
+
+        # TODO: might be better to just make a "restart" method where
+        # the target task is spawned implicitly and then the event is
+        # set via some higher level api? At that poing we might as well
+        # be writing a one-cancels-one nursery though right?
         tracker = TaskTracker(trio.Event(), cs)
         task_status.started((tracker, index))
+
         profiler(f'{func_name} yield last index')
 
         # import time
         # last = time.time()
 
         try:
-            # rt stream
-            async with ctx.open_stream() as stream:
-                async for processed in out_stream:
 
-                    log.debug(f"{func_name}: {processed}")
-                    key, output = processed
-                    index = src.index
-                    dst.array[-1][key] = output
+            async for processed in out_stream:
 
-                    # NOTE: for now we aren't streaming this to the consumer
-                    # stream latest array index entry which basically just acts
-                    # as trigger msg to tell the consumer to read from shm
-                    if attach_stream:
-                        await stream.send(index)
+                log.debug(f"{func_name}: {processed}")
+                key, output = processed
+                index = src.index
+                dst.array[-1][key] = output
 
-                    # period = time.time() - last
-                    # hz = 1/period if period else float('nan')
-                    # if hz > 60:
-                    #     log.info(f'FSP quote too fast: {hz}')
-                    # last = time.time()
+                # NOTE: for now we aren't streaming this to the consumer
+                # stream latest array index entry which basically just acts
+                # as trigger msg to tell the consumer to read from shm
+                # TODO: further this should likely be implemented much
+                # like our `Feed` api where there is one background
+                # "service" task which computes output and then sends to
+                # N-consumers who subscribe for the real-time output,
+                # which we'll likely want to implement using local-mem
+                # chans for the fan out?
+                # if attach_stream:
+                #     await client_stream.send(index)
+
+                # period = time.time() - last
+                # hz = 1/period if period else float('nan')
+                # if hz > 60:
+                #     log.info(f'FSP quote too fast: {hz}')
+                # last = time.time()
         finally:
             tracker.complete.set()
 
@@ -235,8 +243,7 @@ async def cascade(
     ctx: tractor.Context,
 
     # data feed key
-    brokername: str,
-    symbol: str,
+    fqsn: str,
 
     src_shm_token: dict,
     dst_shm_token: tuple[str, np.dtype],
@@ -254,7 +261,10 @@ async def cascade(
     destination shm array buffer.
 
     '''
-    profiler = pg.debug.Profiler(delayed=False, disabled=False)
+    profiler = pg.debug.Profiler(
+        delayed=False,
+        disabled=False
+    )
 
     if loglevel:
         get_console_log(loglevel)
@@ -289,8 +299,7 @@ async def cascade(
 
     # open a data feed stream with requested broker
     async with data.feed.maybe_open_feed(
-        brokername,
-        [symbol],
+        [fqsn],
 
         # TODO throttle tick outputs from *this* daemon since
         # it'll emit tons of ticks due to the throttle only
@@ -299,6 +308,7 @@ async def cascade(
         # tick_throttle=60,
 
     ) as (feed, quote_stream):
+        symbol = feed.symbols[fqsn]
 
         profiler(f'{func}: feed up')
 
@@ -313,7 +323,6 @@ async def cascade(
             fsp_target = partial(
 
                 fsp_compute,
-                ctx=ctx,
                 symbol=symbol,
                 feed=feed,
                 quote_stream=quote_stream,
@@ -322,7 +331,7 @@ async def cascade(
                 src=src,
                 dst=dst,
 
-                # func_name=func_name,
+                # target
                 func=func
             )
 
@@ -334,90 +343,113 @@ async def cascade(
 
             profiler(f'{func_name}: fsp up')
 
-            async def resync(tracker: TaskTracker) -> tuple[TaskTracker, int]:
-                # TODO: adopt an incremental update engine/approach
-                # where possible here eventually!
-                log.warning(f're-syncing fsp {func_name} to source')
-                tracker.cs.cancel()
-                await tracker.complete.wait()
-                return await n.start(fsp_target)
+            # sync client
+            await ctx.started(index)
 
-            def is_synced(
-                src: ShmArray,
-                dst: ShmArray
-            ) -> tuple[bool, int, int]:
-                '''Predicate to dertmine if a destination FSP
-                output array is aligned to its source array.
+            # XXX:  rt stream with client which we MUST
+            # open here (and keep it open) in order to make
+            # incremental "updates" as history prepends take
+            # place.
+            async with ctx.open_stream() as client_stream:
 
-                '''
-                step_diff = src.index - dst.index
-                len_diff = abs(len(src.array) - len(dst.array))
-                return not (
-                    # the source is likely backfilling and we must
-                    # sync history calculations
-                    len_diff > 2 or
+                # TODO: these likely should all become
+                # methods of this ``TaskLifetime`` or wtv
+                # abstraction..
+                async def resync(
+                    tracker: TaskTracker,
 
-                    # we aren't step synced to the source and may be
-                    # leading/lagging by a step
-                    step_diff > 1 or
-                    step_diff < 0
-                ), step_diff, len_diff
+                ) -> tuple[TaskTracker, int]:
+                    # TODO: adopt an incremental update engine/approach
+                    # where possible here eventually!
+                    log.warning(f're-syncing fsp {func_name} to source')
+                    tracker.cs.cancel()
+                    await tracker.complete.wait()
+                    tracker, index = await n.start(fsp_target)
 
-            async def poll_and_sync_to_step(
+                    # always trigger UI refresh after history update,
+                    # see ``piker.ui._fsp.FspAdmin.open_chain()`` and
+                    # ``piker.ui._display.trigger_update()``.
+                    await client_stream.send('update')
+                    return tracker, index
 
-                tracker: TaskTracker,
-                src: ShmArray,
-                dst: ShmArray,
+                def is_synced(
+                    src: ShmArray,
+                    dst: ShmArray
+                ) -> tuple[bool, int, int]:
+                    '''Predicate to dertmine if a destination FSP
+                    output array is aligned to its source array.
 
-            ) -> tuple[TaskTracker, int]:
+                    '''
+                    step_diff = src.index - dst.index
+                    len_diff = abs(len(src.array) - len(dst.array))
+                    return not (
+                        # the source is likely backfilling and we must
+                        # sync history calculations
+                        len_diff > 2 or
+
+                        # we aren't step synced to the source and may be
+                        # leading/lagging by a step
+                        step_diff > 1 or
+                        step_diff < 0
+                    ), step_diff, len_diff
+
+                async def poll_and_sync_to_step(
+
+                    tracker: TaskTracker,
+                    src: ShmArray,
+                    dst: ShmArray,
+
+                ) -> tuple[TaskTracker, int]:
 
-                synced, step_diff, _ = is_synced(src, dst)
-                while not synced:
-                    tracker, index = await resync(tracker)
                     synced, step_diff, _ = is_synced(src, dst)
+                    while not synced:
+                        tracker, index = await resync(tracker)
+                        synced, step_diff, _ = is_synced(src, dst)
 
-                return tracker, step_diff
+                    return tracker, step_diff
 
-            s, step, ld = is_synced(src, dst)
+                s, step, ld = is_synced(src, dst)
 
-            # detect sample period step for subscription to increment
-            # signal
-            times = src.array['time']
-            delay_s = times[-1] - times[times != times[-1]][-1]
+                # detect sample period step for subscription to increment
+                # signal
+                times = src.array['time']
+                delay_s = times[-1] - times[times != times[-1]][-1]
 
-            # Increment the underlying shared memory buffer on every
-            # "increment" msg received from the underlying data feed.
-            async with feed.index_stream(int(delay_s)) as istream:
+                # Increment the underlying shared memory buffer on every
+                # "increment" msg received from the underlying data feed.
+                async with feed.index_stream(
+                    int(delay_s)
+                ) as istream:
 
-                profiler(f'{func_name}: sample stream up')
-                profiler.finish()
+                    profiler(f'{func_name}: sample stream up')
+                    profiler.finish()
 
-                async for _ in istream:
+                    async for _ in istream:
 
-                    # respawn the compute task if the source
-                    # array has been updated such that we compute
-                    # new history from the (prepended) source.
-                    synced, step_diff, _ = is_synced(src, dst)
-                    if not synced:
-                        tracker, step_diff = await poll_and_sync_to_step(
-                            tracker,
-                            src,
-                            dst,
-                        )
+                        # respawn the compute task if the source
+                        # array has been updated such that we compute
+                        # new history from the (prepended) source.
+                        synced, step_diff, _ = is_synced(src, dst)
+                        if not synced:
+                            tracker, step_diff = await poll_and_sync_to_step(
+                                tracker,
+                                src,
+                                dst,
+                            )
 
-                        # skip adding a last bar since we should already
-                        # be step alinged
-                        if step_diff == 0:
-                            continue
+                            # skip adding a last bar since we should already
+                            # be step alinged
+                            if step_diff == 0:
+                                continue
 
-                    # read out last shm row, copy and write new row
-                    array = dst.array
+                        # read out last shm row, copy and write new row
+                        array = dst.array
 
-                    # some metrics like vlm should be reset
-                    # to zero every step.
-                    if zero_on_step:
-                        last = zeroed
-                    else:
-                        last = array[-1:].copy()
+                        # some metrics like vlm should be reset
+                        # to zero every step.
+                        if zero_on_step:
+                            last = zeroed
+                        else:
+                            last = array[-1:].copy()
 
-                    dst.push(last)
+                        dst.push(last)

piker/ui/_anchors.py

@@ -25,39 +25,10 @@ from PyQt5.QtCore import QPointF
 from PyQt5.QtWidgets import QGraphicsPathItem
 
 if TYPE_CHECKING:
-    from ._axes import PriceAxis
     from ._chart import ChartPlotWidget
     from ._label import Label
 
 
-def marker_right_points(
-    chart: ChartPlotWidget,  # noqa
-    marker_size: int = 20,
-
-) -> (float, float, float):
-    '''
-    Return x-dimension, y-axis-aware, level-line marker oriented scene
-    values.
-
-    X values correspond to set the end of a level line, end of
-    a paried level line marker, and the right most side of the "right"
-    axis respectively.
-
-    '''
-    # TODO: compute some sensible maximum value here
-    # and use a humanized scheme to limit to that length.
-    l1_len = chart._max_l1_line_len
-    ryaxis = chart.getAxis('right')
-
-    r_axis_x = ryaxis.pos().x()
-    up_to_l1_sc = r_axis_x - l1_len - 10
-
-    marker_right = up_to_l1_sc - (1.375 * 2 * marker_size)
-    line_end = marker_right - (6/16 * marker_size)
-
-    return line_end, marker_right, r_axis_x
-
-
 def vbr_left(
     label: Label,
 

piker/ui/_annotate.py

@@ -26,8 +26,6 @@ from PyQt5.QtWidgets import QGraphicsPathItem
 from pyqtgraph import Point, functions as fn, Color
 import numpy as np
 
-from ._anchors import marker_right_points
-
 
 def mk_marker_path(
 
@@ -116,7 +114,7 @@ class LevelMarker(QGraphicsPathItem):
 
         self.get_level = get_level
         self._on_paint = on_paint
-        self.scene_x = lambda: marker_right_points(chart)[1]
+        self.scene_x = lambda: chart.marker_right_points()[1]
         self.level: float = 0
         self.keep_in_view = keep_in_view
 
@@ -169,7 +167,7 @@ class LevelMarker(QGraphicsPathItem):
         vr = view.state['viewRange']
         ymn, ymx = vr[1]
 
-        # _, marker_right, _ = marker_right_points(line._chart)
+        # _, marker_right, _ = line._chart.marker_right_points()
         x = self.scene_x()
 
         if self.style == '>|':  # short style, points "down-to" line

piker/ui/_chart.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for piker0)
+# Copyright (C) Tyler Goodlet (in stewardship for pikers)
 
 # This program is free software: you can redistribute it and/or modify
 # it under the terms of the GNU Affero General Public License as published by
@@ -19,10 +19,14 @@ High level chart-widget apis.
 
 '''
 from __future__ import annotations
-from typing import Optional
+from typing import Optional, TYPE_CHECKING
 
 from PyQt5 import QtCore, QtWidgets
-from PyQt5.QtCore import Qt
+from PyQt5.QtCore import (
+    Qt,
+    QLineF,
+    # QPointF,
+)
 from PyQt5.QtWidgets import (
     QFrame,
     QWidget,
@@ -30,10 +34,11 @@ from PyQt5.QtWidgets import (
     QVBoxLayout,
     QSplitter,
 )
+import msgspec
 import numpy as np
+# from pydantic import BaseModel
 import pyqtgraph as pg
 import trio
-from pydantic import BaseModel
 
 from ._axes import (
     DynamicDateAxis,
@@ -52,17 +57,21 @@ from ._style import (
     CHART_MARGINS,
     _xaxis_at,
     _min_points_to_show,
-    _bars_from_right_in_follow_mode,
-    _bars_to_left_in_follow_mode,
 )
 from ..data.feed import Feed
 from ..data._source import Symbol
-from ..data._sharedmem import ShmArray
+from ..data._sharedmem import (
+    ShmArray,
+    # _Token,
+)
 from ..log import get_logger
 from ._interaction import ChartView
 from ._forms import FieldsForm
+from .._profile import pg_profile_enabled, ms_slower_then
 from ._overlay import PlotItemOverlay
 
+if TYPE_CHECKING:
+    from ._display import DisplayState
 
 log = get_logger(__name__)
 
@@ -230,16 +239,23 @@ class GodWidget(QWidget):
             # chart is already in memory so just focus it
             linkedsplits.show()
             linkedsplits.focus()
+            linkedsplits.graphics_cycle()
             await trio.sleep(0)
 
             # resume feeds *after* rendering chart view asap
             chart.resume_all_feeds()
 
+            # TODO: we need a check to see if the chart
+            # last had the xlast in view, if so then shift so it's
+            # still in view, if the user was viewing history then
+            # do nothing yah?
+            chart.default_view()
+
         self.linkedsplits = linkedsplits
         symbol = linkedsplits.symbol
         if symbol is not None:
             self.window.setWindowTitle(
-                f'{symbol.key}@{symbol.brokers} '
+                f'{symbol.front_fqsn()} '
                 f'tick:{symbol.tick_size}'
             )
 
@@ -346,8 +362,19 @@ class LinkedSplits(QWidget):
         self.layout.setContentsMargins(0, 0, 0, 0)
         self.layout.addWidget(self.splitter)
 
+        # chart-local graphics state that can be passed to
+        # a ``graphic_update_cycle()`` call by any task wishing to
+        # update the UI for a given "chart instance".
+        self.display_state: Optional[DisplayState] = None
+
         self._symbol: Symbol = None
 
+    def graphics_cycle(self) -> None:
+        from . import _display
+        ds = self.display_state
+        if ds:
+            return _display.graphics_update_cycle(ds)
+
     @property
     def symbol(self) -> Symbol:
         return self._symbol
@@ -362,12 +389,15 @@ class LinkedSplits(QWidget):
         '''
         ln = len(self.subplots)
 
+        # proportion allocated to consumer subcharts
         if not prop:
-            # proportion allocated to consumer subcharts
-            if ln < 2:
-                prop = 1/3
-            elif ln >= 2:
-                prop = 3/8
+            prop = 3/8*5/8
+
+            # if ln < 2:
+            #     prop = 3/8*5/8
+
+            # elif ln >= 2:
+            #     prop = 3/8
 
         major = 1 - prop
         min_h_ind = int((self.height() * prop) / ln)
@@ -628,31 +658,6 @@ class LinkedSplits(QWidget):
                 cpw.sidepane.setMaximumWidth(sp_w)
 
 
-# class FlowsTable(pydantic.BaseModel):
-#     '''
-#     Data-AGGRegate: high level API onto multiple (categorized)
-#     ``Flow``s with high level processing routines for
-#     multi-graphics computations and display.
-
-#     '''
-#     flows: dict[str, np.ndarray] = {}
-
-
-class Flow(BaseModel):
-    '''
-    (FinancialSignal-)Flow compound type which wraps a real-time
-    graphics (curve) and its backing data stream together for high level
-    access and control.
-
-    '''
-    class Config:
-        arbitrary_types_allowed = True
-
-    name: str
-    plot: pg.PlotItem
-    shm: Optional[ShmArray] = None  # may be filled in "later"
-
-
 class ChartPlotWidget(pg.PlotWidget):
     '''
     ``GraphicsView`` subtype containing a single ``PlotItem``.
@@ -807,17 +812,72 @@ class ChartPlotWidget(pg.PlotWidget):
         return int(vr.left()), int(vr.right())
 
     def bars_range(self) -> tuple[int, int, int, int]:
-        """Return a range tuple for the bars present in view.
-        """
+        '''
+        Return a range tuple for the bars present in view.
+
+        '''
         l, r = self.view_range()
         array = self._arrays[self.name]
-        lbar = max(l, array[0]['index'])
-        rbar = min(r, array[-1]['index'])
+        start, stop = self._xrange = (
+            array[0]['index'],
+            array[-1]['index'],
+        )
+        lbar = max(l, start)
+        rbar = min(r, stop)
         return l, lbar, rbar, r
 
+    def curve_width_pxs(
+        self,
+    ) -> float:
+        _, lbar, rbar, _ = self.bars_range()
+        return self.view.mapViewToDevice(
+            QLineF(lbar, 0, rbar, 0)
+        ).length()
+
+    def pre_l1_xs(self) -> tuple[float, float]:
+        '''
+        Return the view x-coord for the value just before
+        the L1 labels on the y-axis as well as the length
+        of that L1 label from the y-axis.
+
+        '''
+        line_end, marker_right, yaxis_x = self.marker_right_points()
+        view = self.view
+        line = view.mapToView(
+            QLineF(line_end, 0, yaxis_x, 0)
+        )
+        return line.x1(), line.length()
+
+    def marker_right_points(
+        self,
+        marker_size: int = 20,
+
+    ) -> (float, float, float):
+        '''
+        Return x-dimension, y-axis-aware, level-line marker oriented scene
+        values.
+
+        X values correspond to set the end of a level line, end of
+        a paried level line marker, and the right most side of the "right"
+        axis respectively.
+
+        '''
+        # TODO: compute some sensible maximum value here
+        # and use a humanized scheme to limit to that length.
+        l1_len = self._max_l1_line_len
+        ryaxis = self.getAxis('right')
+
+        r_axis_x = ryaxis.pos().x()
+        up_to_l1_sc = r_axis_x - l1_len - 10
+
+        marker_right = up_to_l1_sc - (1.375 * 2 * marker_size)
+        line_end = marker_right - (6/16 * marker_size)
+
+        return line_end, marker_right, r_axis_x
+
     def default_view(
         self,
-        index: int = -1,
+        steps_on_screen: Optional[int] = None
 
     ) -> None:
         '''
@@ -825,13 +885,38 @@ class ChartPlotWidget(pg.PlotWidget):
 
         '''
         try:
-            xlast = self._arrays[self.name][index]['index']
+            index = self._arrays[self.name]['index']
         except IndexError:
             log.warning(f'array for {self.name} not loaded yet?')
             return
 
-        begin = xlast - _bars_to_left_in_follow_mode
-        end = xlast + _bars_from_right_in_follow_mode
+        xfirst, xlast = index[0], index[-1]
+        l, lbar, rbar, r = self.bars_range()
+
+        marker_pos, l1_len = self.pre_l1_xs()
+        end = xlast + l1_len + 1
+
+        if (
+            rbar < 0
+            or l < xfirst
+            or (rbar - lbar) < 6
+        ):
+            # set fixed bars count on screen that approx includes as
+            # many bars as possible before a downsample line is shown.
+            begin = xlast - round(6116 / 6)
+
+        else:
+            begin = end - (r - l)
+
+        # for debugging
+        # print(
+        #     f'bars range: {brange}\n'
+        #     f'xlast: {xlast}\n'
+        #     f'marker pos: {marker_pos}\n'
+        #     f'l1 len: {l1_len}\n'
+        #     f'begin: {begin}\n'
+        #     f'end: {end}\n'
+        # )
 
         # remove any custom user yrange setttings
         if self._static_yrange == 'axis':
@@ -844,10 +929,16 @@ class ChartPlotWidget(pg.PlotWidget):
             padding=0,
         )
         view._set_yrange()
+        self.view.maybe_downsample_graphics()
+        try:
+            self.linked.graphics_cycle()
+        except IndexError:
+            pass
 
     def increment_view(
         self,
         steps: int = 1,
+        vb: Optional[ChartView] = None,
 
     ) -> None:
         """
@@ -856,7 +947,8 @@ class ChartPlotWidget(pg.PlotWidget):
 
         """
         l, r = self.view_range()
-        self.view.setXRange(
+        view = vb or self.view
+        view.setXRange(
             min=l + steps,
             max=r + steps,
 
@@ -878,8 +970,10 @@ class ChartPlotWidget(pg.PlotWidget):
 
         '''
         graphics = BarItems(
+            self.linked,
             self.plotItem,
-            pen_color=self.pen_color
+            pen_color=self.pen_color,
+            name=name,
         )
 
         # adds all bar/candle graphics objects for each data point in
@@ -891,6 +985,14 @@ class ChartPlotWidget(pg.PlotWidget):
 
         data_key = array_key or name
         self._graphics[data_key] = graphics
+
+        self._flows[data_key] = Flow(
+            name=name,
+            plot=self.plotItem,
+            is_ohlc=True,
+            graphics=graphics,
+        )
+
         self._add_sticky(name, bg_color='davies')
 
         return graphics, data_key
@@ -931,6 +1033,7 @@ class ChartPlotWidget(pg.PlotWidget):
         )
         pi.hideButtons()
 
+        # cv.enable_auto_yrange(self.view)
         cv.enable_auto_yrange()
 
         # compose this new plot's graphics with the current chart's
@@ -961,6 +1064,7 @@ class ChartPlotWidget(pg.PlotWidget):
         overlay: bool = False,
         color: Optional[str] = None,
         add_label: bool = True,
+        pi: Optional[pg.PlotItem] = None,
 
         **pdi_kwargs,
 
@@ -988,12 +1092,6 @@ class ChartPlotWidget(pg.PlotWidget):
             # on data reads and makes graphics rendering no faster
             # clipToView=True,
 
-            # TODO: see how this handles with custom ohlcv bars graphics
-            # and/or if we can implement something similar for OHLC graphics
-            # autoDownsample=True,
-            # downsample=60,
-            # downsampleMethod='subsample',
-
             **pdi_kwargs,
         )
 
@@ -1011,7 +1109,14 @@ class ChartPlotWidget(pg.PlotWidget):
         self._graphics[name] = curve
         self._arrays[data_key] = data
 
-        pi = self.plotItem
+        pi = pi or self.plotItem
+
+        self._flows[data_key] = Flow(
+            name=name,
+            plot=pi,
+            is_ohlc=False,
+            graphics=curve,
+        )
 
         # TODO: this probably needs its own method?
         if overlay:
@@ -1021,10 +1126,6 @@ class ChartPlotWidget(pg.PlotWidget):
                             f'{overlay} must be from `.plotitem_overlay()`'
                         )
                 pi = overlay
-
-            # anchor_at = ('bottom', 'left')
-            self._flows[name] = Flow(name=name, plot=pi)
-
         else:
             # anchor_at = ('top', 'left')
 
@@ -1032,7 +1133,17 @@ class ChartPlotWidget(pg.PlotWidget):
             # (we need something that avoids clutter on x-axis).
             self._add_sticky(name, bg_color=color)
 
+        # NOTE: this is more or less the RENDER call that tells Qt to
+        # start showing the generated graphics-curves. This is kind of
+        # of edge-triggered call where once added any
+        # ``QGraphicsItem.update()`` calls are automatically displayed.
+        # Our internal graphics objects have their own "update from
+        # data" style method API that allows for real-time updates on
+        # the next render cycle; just note a lot of the real-time
+        # updates are implicit and require a bit of digging to
+        # understand.
         pi.addItem(curve)
+
         return curve, data_key
 
     # TODO: make this a ctx mngr
@@ -1064,29 +1175,16 @@ class ChartPlotWidget(pg.PlotWidget):
         )
         return last
 
-    def update_ohlc_from_array(
+    def update_graphics_from_array(
         self,
-
         graphics_name: str,
-        array: np.ndarray,
-        **kwargs,
 
-    ) -> pg.GraphicsObject:
-        '''
-        Update the named internal graphics from ``array``.
-
-        '''
-        self._arrays[self.name] = array
-        graphics = self._graphics[graphics_name]
-        graphics.update_from_array(array, **kwargs)
-        return graphics
-
-    def update_curve_from_array(
-        self,
-
-        graphics_name: str,
-        array: np.ndarray,
+        array: Optional[np.ndarray] = None,
         array_key: Optional[str] = None,
+
+        use_vr: bool = True,
+        render: bool = True,
+
         **kwargs,
 
     ) -> pg.GraphicsObject:
@@ -1094,31 +1192,63 @@ class ChartPlotWidget(pg.PlotWidget):
         Update the named internal graphics from ``array``.
 
         '''
-        assert len(array)
+        if array is not None:
+            assert len(array)
+
         data_key = array_key or graphics_name
-
         if graphics_name not in self._flows:
-            self._arrays[self.name] = array
-        else:
+            data_key = self.name
+
+        if array is not None:
+            # write array to internal graphics table
             self._arrays[data_key] = array
+        else:
+            array = self._arrays[data_key]
 
-        curve = self._graphics[graphics_name]
+        # array key and graphics "name" might be different..
+        graphics = self._graphics[graphics_name]
 
-        # NOTE: back when we weren't implementing the curve graphics
-        # ourselves you'd have updates using this method:
-        # curve.setData(y=array[graphics_name], x=array['index'], **kwargs)
+        # compute "in-view" indices
+        l, lbar, rbar, r = self.bars_range()
+        indexes = array['index']
+        ifirst = indexes[0]
+        ilast = indexes[-1]
 
-        # NOTE: graphics **must** implement a diff based update
-        # operation where an internal ``FastUpdateCurve._xrange`` is
-        # used to determine if the underlying path needs to be
-        # pre/ap-pended.
-        curve.update_from_array(
-            x=array['index'],
-            y=array[data_key],
-            **kwargs
-        )
+        lbar_i = max(l, ifirst) - ifirst
+        rbar_i = min(r, ilast) - ifirst
 
-        return curve
+        # TODO: we could do it this way as well no?
+        # to_draw = array[lbar - ifirst:(rbar - ifirst) + 1]
+        in_view = array[lbar_i: rbar_i + 1]
+
+        if (
+            not in_view.size
+            or not render
+        ):
+            return graphics
+
+        if isinstance(graphics, BarItems):
+            graphics.update_from_array(
+                array,
+                in_view,
+                view_range=(lbar_i, rbar_i) if use_vr else None,
+
+                **kwargs,
+            )
+
+        else:
+            graphics.update_from_array(
+                x=array['index'],
+                y=array[data_key],
+
+                x_iv=in_view['index'],
+                y_iv=in_view[data_key],
+                view_range=(lbar_i, rbar_i) if use_vr else None,
+
+                **kwargs
+            )
+
+        return graphics
 
     # def _label_h(self, yhigh: float, ylow: float) -> float:
     #     # compute contents label "height" in view terms
@@ -1149,6 +1279,9 @@ class ChartPlotWidget(pg.PlotWidget):
 
     #     print(f"bounds (ylow, yhigh): {(ylow, yhigh)}")
 
+    # TODO: pretty sure we can just call the cursor
+    # directly not? i don't wee why we need special "signal proxies"
+    # for this lul..
     def enterEvent(self, ev):  # noqa
         # pg.PlotWidget.enterEvent(self, ev)
         self.sig_mouse_enter.emit(self)
@@ -1173,6 +1306,22 @@ class ChartPlotWidget(pg.PlotWidget):
         else:
             return ohlc['index'][-1]
 
+    def in_view(
+        self,
+        array: np.ndarray,
+
+    ) -> np.ndarray:
+        '''
+        Slice an input struct array providing only datums
+        "in view" of this chart.
+
+        '''
+        l, lbar, rbar, r = self.bars_range()
+        ifirst = array[0]['index']
+        # slice data by offset from the first index
+        # available in the passed datum set.
+        return array[lbar - ifirst:(rbar - ifirst) + 1]
+
     def maxmin(
         self,
         name: Optional[str] = None,
@@ -1185,46 +1334,131 @@ class ChartPlotWidget(pg.PlotWidget):
         If ``bars_range`` is provided use that range.
 
         '''
-        l, lbar, rbar, r = bars_range or self.bars_range()
-        # TODO: logic to check if end of bars in view
-        # extra = view_len - _min_points_to_show
-        # begin = self._arrays['ohlc'][0]['index'] - extra
-        # # end = len(self._arrays['ohlc']) - 1 + extra
-        # end = self._arrays['ohlc'][-1]['index'] - 1 + extra
+        profiler = pg.debug.Profiler(
+            msg=f'`{str(self)}.maxmin()` loop cycle for: `{self.name}`',
+            disabled=not pg_profile_enabled(),
+            gt=ms_slower_then,
+            delayed=True,
+        )
 
-        # bars_len = rbar - lbar
-        # log.debug(
-        #     f"\nl: {l}, lbar: {lbar}, rbar: {rbar}, r: {r}\n"
-        #     f"view_len: {view_len}, bars_len: {bars_len}\n"
-        #     f"begin: {begin}, end: {end}, extra: {extra}"
-        # )
+        l, lbar, rbar, r = bars_range or self.bars_range()
+        profiler(f'{self.name} got bars range')
 
         # TODO: here we should instead look up the ``Flow.shm.array``
         # and read directly from shm to avoid copying to memory first
         # and then reading it again here.
-        a = self._arrays.get(name or self.name)
-        if a is None:
-            return None
-
-        ifirst = a[0]['index']
-        bars = a[lbar - ifirst:(rbar - ifirst) + 1]
-
-        if not len(bars):
-            # likely no data loaded yet or extreme scrolling?
-            log.error(f"WTF bars_range = {lbar}:{rbar}")
-            return
-
+        flow_key = name or self.name
+        flow = self._flows.get(flow_key)
         if (
-            self.data_key == self.linked.symbol.key
+            flow is None
         ):
-            # ohlc sampled bars hi/lo lookup
-            ylow = np.nanmin(bars['low'])
-            yhigh = np.nanmax(bars['high'])
+            log.error(f"flow {flow_key} doesn't exist in chart {self.name} !?")
+            res = 0, 0
 
         else:
-            view = bars[name or self.data_key]
-            ylow = np.nanmin(view)
-            yhigh = np.nanmax(view)
+            key = round(lbar), round(rbar)
+            res = flow.maxmin(*key)
+            profiler(f'yrange mxmn: {key} -> {res}')
+            if res == (None, None):
+                log.error(
+                    f"{flow_key} no mxmn for bars_range => {key} !?"
+                )
+                res = 0, 0
 
-        # print(f'{(ylow, yhigh)}')
-        return ylow, yhigh
+        return res
+
+
+# class FlowsTable(pydantic.BaseModel):
+#     '''
+#     Data-AGGRegate: high level API onto multiple (categorized)
+#     ``Flow``s with high level processing routines for
+#     multi-graphics computations and display.
+
+#     '''
+#     flows: dict[str, np.ndarray] = {}
+
+
+class Flow(msgspec.Struct):  # , frozen=True):
+    '''
+    (FinancialSignal-)Flow compound type which wraps a real-time
+    graphics (curve) and its backing data stream together for high level
+    access and control.
+
+    The intention is for this type to eventually be capable of shm-passing
+    of incrementally updated graphics stream data between actors.
+
+    '''
+    name: str
+    plot: pg.PlotItem
+    is_ohlc: bool = False
+    graphics: pg.GraphicsObject
+
+    # TODO: hackery to be able to set a shm later
+    # but whilst also allowing this type to hashable,
+    # likely will require serializable token that is used to attach
+    # to the underlying shm ref after startup?
+    _shm: Optional[ShmArray] = None  # currently, may be filled in "later"
+
+    # cache of y-range values per x-range input.
+    _mxmns: dict[tuple[int, int], tuple[float, float]] = {}
+
+    @property
+    def shm(self) -> ShmArray:
+        return self._shm
+
+    @shm.setter
+    def shm(self, shm: ShmArray) -> ShmArray:
+        self._shm = shm
+
+    def maxmin(
+        self,
+        lbar,
+        rbar,
+
+    ) -> tuple[float, float]:
+        '''
+        Compute the cached max and min y-range values for a given
+        x-range determined by ``lbar`` and ``rbar``.
+
+        '''
+        rkey = (lbar, rbar)
+        cached_result = self._mxmns.get(rkey)
+        if cached_result:
+            return cached_result
+
+        shm = self.shm
+        if shm is None:
+            mxmn = None
+
+        else:  # new block for profiling?..
+            arr = shm.array
+
+            # build relative indexes into shm array
+            # TODO: should we just add/use a method
+            # on the shm to do this?
+            ifirst = arr[0]['index']
+            slice_view = arr[
+                lbar - ifirst:
+                (rbar - ifirst) + 1
+            ]
+
+            if not slice_view.size:
+                mxmn = None
+
+            else:
+                if self.is_ohlc:
+                    ylow = np.min(slice_view['low'])
+                    yhigh = np.max(slice_view['high'])
+
+                else:
+                    view = slice_view[self.name]
+                    ylow = np.min(view)
+                    yhigh = np.max(view)
+
+                mxmn = ylow, yhigh
+
+            if mxmn is not None:
+                # cache new mxmn result
+                self._mxmns[rkey] = mxmn
+
+            return mxmn

piker/ui/_compression.py

@@ -0,0 +1,398 @@
+# 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/>.
+
+'''
+Graphics related downsampling routines for compressing to pixel
+limits on the display device.
+
+'''
+import math
+from typing import Optional
+
+import numpy as np
+from numpy.lib import recfunctions as rfn
+from numba import (
+    jit,
+    # float64, optional, int64,
+)
+
+from ..log import get_logger
+
+
+log = get_logger(__name__)
+
+
+def hl2mxmn(ohlc: np.ndarray) -> np.ndarray:
+    '''
+    Convert a OHLC struct-array containing 'high'/'low' columns
+    to a "joined" max/min 1-d array.
+
+    '''
+    index = ohlc['index']
+    hls = ohlc[[
+        'low',
+        'high',
+    ]]
+
+    mxmn = np.empty(2*hls.size, dtype=np.float64)
+    x = np.empty(2*hls.size, dtype=np.float64)
+    trace_hl(hls, mxmn, x, index[0])
+    x = x + index[0]
+
+    return mxmn, x
+
+
+@jit(
+    # TODO: the type annots..
+    # float64[:](float64[:],),
+    nopython=True,
+)
+def trace_hl(
+    hl: 'np.ndarray',
+    out: np.ndarray,
+    x: np.ndarray,
+    start: int,
+
+    # the "offset" values in the x-domain which
+    # place the 2 output points around each ``int``
+    # master index.
+    margin: float = 0.43,
+
+) -> None:
+    '''
+    "Trace" the outline of the high-low values of an ohlc sequence
+    as a line such that the maximum deviation (aka disperaion) between
+    bars if preserved.
+
+    This routine is expected to modify input arrays in-place.
+
+    '''
+    last_l = hl['low'][0]
+    last_h = hl['high'][0]
+
+    for i in range(hl.size):
+        row = hl[i]
+        l, h = row['low'], row['high']
+
+        up_diff = h - last_l
+        down_diff = last_h - l
+
+        if up_diff > down_diff:
+            out[2*i + 1] = h
+            out[2*i] = last_l
+        else:
+            out[2*i + 1] = l
+            out[2*i] = last_h
+
+        last_l = l
+        last_h = h
+
+        x[2*i] = int(i) - margin
+        x[2*i + 1] = int(i) + margin
+
+    return out
+
+
+def downsample(
+    x: np.ndarray,
+    y: np.ndarray,
+    bins: int = 2,
+
+    method: str = 'peak',
+
+    **kwargs,
+
+) -> tuple[np.ndarray, np.ndarray]:
+    '''
+    Downsample x/y data for lesser curve graphics gen.
+
+    The "peak" method is originally copied verbatim from
+    ``pyqtgraph.PlotDataItem.getDisplayDataset()`` which gets
+    all credit, though we will likely drop this in favor of the M4
+    algo below.
+
+    '''
+    # py3.10 syntax
+    match method:
+        case 'peak':
+            if bins < 2:
+                log.warning('No downsampling taking place?')
+
+            ds = bins
+            n = len(x) // ds
+            x1 = np.empty((n, 2))
+
+            # start of x-values; try to select a somewhat centered point
+            stx = ds // 2
+            x1[:] = x[stx:stx+n*ds:ds, np.newaxis]
+            x = x1.reshape(n*2)
+
+            y1 = np.empty((n, 2))
+            y2 = y[:n*ds].reshape((n, ds))
+
+            y1[:, 0] = y2.max(axis=1)
+            y1[:, 1] = y2.min(axis=1)
+            y = y1.reshape(n*2)
+
+            return x, y
+
+        case 'm4':
+            return ds_m4(x, y, kwargs['px_width'])
+
+
+def ohlc_flatten(
+    ohlc: np.ndarray,
+    use_mxmn: bool = True,
+
+) -> tuple[np.ndarray, np.ndarray]:
+    '''
+    Convert an OHLCV struct-array into a flat ready-for-line-plotting
+    1-d array that is 4 times the size with x-domain values distributed
+    evenly (by 0.5 steps) over each index.
+
+    '''
+    index = ohlc['index']
+
+    if use_mxmn:
+        # traces a line optimally over highs to lows
+        # using numba. NOTE: pretty sure this is faster
+        # and looks about the same as the below output.
+        flat, x = hl2mxmn(ohlc)
+
+    else:
+        flat = rfn.structured_to_unstructured(
+            ohlc[['open', 'high', 'low', 'close']]
+        ).flatten()
+
+        x = np.linspace(
+            start=index[0] - 0.5,
+            stop=index[-1] + 0.5,
+            num=len(flat),
+        )
+    return x, flat
+
+
+def ohlc_to_m4_line(
+    ohlc: np.ndarray,
+    px_width: int,
+
+    downsample: bool = False,
+    uppx: Optional[float] = None,
+    pretrace: bool = False,
+
+) -> tuple[np.ndarray, np.ndarray]:
+    '''
+    Convert an OHLC struct-array to a m4 downsampled 1-d array.
+
+    '''
+    xpts, flat = ohlc_flatten(
+        ohlc,
+        use_mxmn=pretrace,
+    )
+
+    if downsample:
+        bins, x, y = ds_m4(
+            xpts,
+            flat,
+            px_width=px_width,
+            uppx=uppx,
+            log_scale=bool(uppx)
+        )
+        x = np.broadcast_to(x[:, None], y.shape)
+        x = (x + np.array([-0.43, 0, 0, 0.43])).flatten()
+        y = y.flatten()
+
+        return x, y
+    else:
+        return xpts, flat
+
+
+def ds_m4(
+    x: np.ndarray,
+    y: np.ndarray,
+
+    # this is the width of the data in view
+    # in display-device-local pixel units.
+    px_width: int,
+    uppx: Optional[float] = None,
+    log_scale: bool = True,
+
+) -> tuple[int, np.ndarray, np.ndarray]:
+    '''
+    Downsample using the M4 algorithm.
+
+    This is more or less an OHLC style sampling of a line-style series.
+
+    '''
+    # NOTE: this method is a so called "visualization driven data
+    # aggregation" approach. It gives error-free line chart
+    # downsampling, see
+    # further scientific paper resources:
+    # - http://www.vldb.org/pvldb/vol7/p797-jugel.pdf
+    # - http://www.vldb.org/2014/program/papers/demo/p997-jugel.pdf
+
+    # Details on implementation of this algo are based in,
+    # https://github.com/pikers/piker/issues/109
+
+    # XXX: from infinite on downsampling viewable graphics:
+    # "one thing i remembered about the binning - if you are
+    # picking a range within your timeseries the start and end bin
+    # should be one more bin size outside the visual range, then
+    # you get better visual fidelity at the edges of the graph"
+    # "i didn't show it in the sample code, but it's accounted for
+    # in the start and end indices and number of bins"
+
+    # optionally log-scale down the "supposed pxs on screen"
+    # as the units-per-px (uppx) get's large.
+    if log_scale:
+        assert uppx, 'You must provide a `uppx` value to use log scaling!'
+
+        # scaler = 2**7 / (1 + math.log(uppx, 2))
+        scaler = round(
+            max(
+                # NOTE: found that a 16x px width brought greater
+                # detail, likely due to dpi scaling?
+                # px_width=px_width * 16,
+                2**7 / (1 + math.log(uppx, 2)),
+                1
+            )
+        )
+        px_width *= scaler
+
+    assert px_width > 1  # width of screen in pxs?
+
+    # NOTE: if we didn't pre-slice the data to downsample
+    # you could in theory pass these as the slicing params,
+    # do we care though since we can always just pre-slice the
+    # input?
+    x_start = x[0]  # x value start/lowest in domain
+    x_end = x[-1]  # x end value/highest in domain
+
+    # XXX: always round up on the input pixels
+    px_width = math.ceil(px_width)
+
+    x_range = x_end - x_start
+
+    # ratio of indexed x-value to width of raster in pixels.
+    # this is more or less, uppx: units-per-pixel.
+    w = x_range / float(px_width)
+
+    # ensure we make more then enough
+    # frames (windows) for the output pixel
+    frames = px_width
+
+    # if we have more and then exact integer's
+    # (uniform quotient output) worth of datum-domain-points
+    # per windows-frame, add one more window to ensure
+    # we have room for all output down-samples.
+    pts_per_pixel, r = divmod(len(x), frames)
+    if r:
+        frames += 1
+
+    # call into ``numba``
+    nb, i_win, y_out = _m4(
+        x,
+        y,
+
+        frames,
+
+        # TODO: see func below..
+        # i_win,
+        # y_out,
+
+        # first index in x data to start at
+        x_start,
+        # window size for each "frame" of data to downsample (normally
+        # scaled by the ratio of pixels on screen to data in x-range).
+        w,
+    )
+
+    # filter out any overshoot in the input allocation arrays by
+    # removing zero-ed tail entries which should start at a certain
+    # index.
+    i_win = i_win[i_win != 0]
+    y_out = y_out[:i_win.size]
+
+    return nb, i_win, y_out
+
+
+@jit(
+    nopython=True,
+    nogil=True,
+)
+def _m4(
+
+    xs: np.ndarray,
+    ys: np.ndarray,
+
+    frames: int,
+
+    # TODO: using this approach by having the ``.zeros()`` alloc lines
+    # below, in put python was causing segs faults and alloc crashes..
+    # we might need to see how it behaves with shm arrays and consider
+    # allocating them once at startup?
+
+    # pre-alloc array of x indices mapping to the start
+    # of each window used for downsampling in y.
+    # i_win: np.ndarray,
+    # pre-alloc array of output downsampled y values
+    # y_out: np.ndarray,
+
+    x_start: int,
+    step: float,
+
+) -> int:
+    # nbins = len(i_win)
+    # count = len(xs)
+
+    # 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)
+
+    bincount = 0
+    x_left = x_start
+
+    # Find the first window's starting value which *includes* the
+    # first value in the x-domain array, i.e. the first
+    # "left-side-of-window" **plus** the downsampling step,
+    # creates a window which includes the first x **value**.
+    while xs[0] >= x_left + step:
+        x_left += step
+
+    # set all bins in the left-most entry to the starting left-most x value
+    # (aka a row broadcast).
+    i_win[bincount] = x_left
+    # set all y-values to the first value passed in.
+    y_out[bincount] = ys[0]
+
+    for i in range(len(xs)):
+        x = xs[i]
+        y = ys[i]
+        if x < x_left + step:   # the current window "step" is [bin, bin+1)
+            y_out[bincount, 1] = min(y, y_out[bincount, 1])
+            y_out[bincount, 2] = max(y, y_out[bincount, 2])
+            y_out[bincount, 3] = y
+        else:
+            # Find the next bin
+            while x >= x_left + step:
+                x_left += step
+
+            bincount += 1
+            i_win[bincount] = x_left
+            y_out[bincount] = y
+
+    return bincount, i_win, y_out

piker/ui/_cursor.py

@@ -95,22 +95,24 @@ class LineDot(pg.CurvePoint):
 
     def event(
         self,
-
         ev: QtCore.QEvent,
 
-    ) -> None:
+    ) -> bool:
         if not isinstance(
             ev, QtCore.QDynamicPropertyChangeEvent
         ) or self.curve() is None:
             return False
 
+        # TODO: get rid of this ``.getData()`` and
+        # make a more pythonic api to retreive backing
+        # numpy arrays...
         (x, y) = self.curve().getData()
         index = self.property('index')
         # first = self._plot._arrays['ohlc'][0]['index']
         # first = x[0]
         # i = index - first
         if index:
-            i = index - x[0]
+            i = round(index - x[0])
             if i > 0 and i < len(y):
                 newPos = (index, y[i])
                 QtWidgets.QGraphicsItem.setPos(self, *newPos)
@@ -293,7 +295,8 @@ class ContentsLabels:
 
 
 class Cursor(pg.GraphicsObject):
-    '''Multi-plot cursor for use on a ``LinkedSplits`` chart (set).
+    '''
+    Multi-plot cursor for use on a ``LinkedSplits`` chart (set).
 
     '''
     def __init__(
@@ -308,7 +311,7 @@ class Cursor(pg.GraphicsObject):
 
         self.linked = linkedsplits
         self.graphics: dict[str, pg.GraphicsObject] = {}
-        self.plots: List['PlotChartWidget'] = []  # type: ignore # noqa
+        self.plots: list['PlotChartWidget'] = []  # type: ignore # noqa
         self.active_plot = None
         self.digits: int = digits
         self._datum_xy: tuple[int, float] = (0, 0)
@@ -405,6 +408,7 @@ class Cursor(pg.GraphicsObject):
             slot=self.mouseMoved,
             delay=_debounce_delay,
         )
+
         px_enter = pg.SignalProxy(
             plot.sig_mouse_enter,
             rateLimit=_mouse_rate_limit,
@@ -436,7 +440,10 @@ class Cursor(pg.GraphicsObject):
         if plot.linked.xaxis_chart is plot:
             xlabel = self.xaxis_label = XAxisLabel(
                 parent=self.plots[plot_index].getAxis('bottom'),
-                # parent=self.plots[plot_index].pi_overlay.get_axis(plot.plotItem, 'bottom'),
+                # parent=self.plots[plot_index].pi_overlay.get_axis(
+                #     plot.plotItem, 'bottom'
+                # ),
+
                 opacity=_ch_label_opac,
                 bg_color=self.label_color,
             )

piker/ui/_curve.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for piker0)
+# Copyright (C) Tyler Goodlet (in stewardship for pikers)
 
 # This program is free software: you can redistribute it and/or modify
 # it under the terms of the GNU Affero General Public License as published by
@@ -23,6 +23,7 @@ from typing import Optional
 import numpy as np
 import pyqtgraph as pg
 from PyQt5 import QtGui, QtWidgets
+from PyQt5.QtWidgets import QGraphicsItem
 from PyQt5.QtCore import (
     Qt,
     QLineF,
@@ -31,8 +32,16 @@ from PyQt5.QtCore import (
     QPointF,
 )
 
-from .._profile import pg_profile_enabled
+from .._profile import pg_profile_enabled, ms_slower_then
 from ._style import hcolor
+from ._compression import (
+    # ohlc_to_m4_line,
+    ds_m4,
+)
+from ..log import get_logger
+
+
+log = get_logger(__name__)
 
 
 def step_path_arrays_from_1d(
@@ -94,8 +103,7 @@ _line_styles: dict[str, int] = {
 }
 
 
-# TODO: got a feeling that dropping this inheritance gets us even more speedups
-class FastAppendCurve(pg.PlotCurveItem):
+class FastAppendCurve(pg.GraphicsObject):
     '''
     A faster, append friendly version of ``pyqtgraph.PlotCurveItem``
     built for real-time data updates.
@@ -110,22 +118,42 @@ class FastAppendCurve(pg.PlotCurveItem):
     '''
     def __init__(
         self,
+
+        x: np.ndarray,
+        y: np.ndarray,
         *args,
+
         step_mode: bool = False,
         color: str = 'default_lightest',
         fill_color: Optional[str] = None,
         style: str = 'solid',
         name: Optional[str] = None,
+        use_fpath: bool = True,
 
         **kwargs
 
     ) -> None:
 
+        # brutaaalll, see comments within..
+        self._y = self.yData = y
+        self._x = self.xData = x
+
+        self._name = name
+        self.path: Optional[QtGui.QPainterPath] = None
+
+        self.use_fpath = use_fpath
+        self.fast_path: Optional[QtGui.QPainterPath] = None
+
         # TODO: we can probably just dispense with the parent since
         # we're basically only using the pen setting now...
         super().__init__(*args, **kwargs)
-        self._name = name
-        self._xrange: tuple[int, int] = self.dataBounds(ax=0)
+
+        # self._xrange: tuple[int, int] = self.dataBounds(ax=0)
+        self._xrange: Optional[tuple[int, int]] = None
+
+        # self._last_draw = time.time()
+        self._in_ds: bool = False
+        self._last_uppx: float = 0
 
         # all history of curve is drawn in single px thickness
         pen = pg.mkPen(hcolor(color))
@@ -134,20 +162,20 @@ class FastAppendCurve(pg.PlotCurveItem):
         if 'dash' in style:
             pen.setDashPattern([8, 3])
 
-        self.setPen(pen)
+        self._pen = pen
 
         # last segment is drawn in 2px thickness for emphasis
         # self.last_step_pen = pg.mkPen(hcolor(color), width=2)
         self.last_step_pen = pg.mkPen(pen, width=2)
 
-        self._last_line: QLineF = None
-        self._last_step_rect: QRectF = None
+        self._last_line: Optional[QLineF] = None
+        self._last_step_rect: Optional[QRectF] = None
 
         # flat-top style histogram-like discrete curve
         self._step_mode: bool = step_mode
 
         # self._fill = True
-        self.setBrush(hcolor(fill_color or color))
+        self._brush = pg.functions.mkBrush(hcolor(fill_color or color))
 
         # TODO: one question still remaining is if this makes trasform
         # interactions slower (such as zooming) and if so maybe if/when
@@ -158,13 +186,87 @@ class FastAppendCurve(pg.PlotCurveItem):
             # only thing drawn is the "last" line segment which can
             # have a weird artifact where it won't be fully drawn to its
             # endpoint (something we saw on trade rate curves)
-            self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
+            self.setCacheMode(
+                QGraphicsItem.DeviceCoordinateCache
+            )
+
+        self.update()
+
+    # TODO: probably stick this in a new parent
+    # type which will contain our own version of
+    # what ``PlotCurveItem`` had in terms of base
+    # functionality? A `FlowGraphic` maybe?
+    def x_uppx(self) -> int:
+
+        px_vecs = self.pixelVectors()[0]
+        if px_vecs:
+            xs_in_px = px_vecs.x()
+            return round(xs_in_px)
+        else:
+            return 0
+
+    def px_width(self) -> float:
+
+        vb = self.getViewBox()
+        if not vb:
+            return 0
+
+        vr = self.viewRect()
+        l, r = int(vr.left()), int(vr.right())
+
+        if not self._xrange:
+            return 0
+
+        start, stop = self._xrange
+        lbar = max(l, start)
+        rbar = min(r, stop)
+
+        return vb.mapViewToDevice(
+            QLineF(lbar, 0, rbar, 0)
+        ).length()
+
+    def downsample(
+        self,
+        x,
+        y,
+        px_width,
+        uppx,
+
+    ) -> tuple[np.ndarray, np.ndarray]:
+
+        # 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(
+            x,
+            y,
+            px_width=px_width,
+            uppx=uppx,
+            log_scale=bool(uppx)
+        )
+        x = np.broadcast_to(x[:, None], y.shape)
+        # x = (x + np.array([-0.43, 0, 0, 0.43])).flatten()
+        x = (x + np.array([-0.5, 0, 0, 0.5])).flatten()
+        y = y.flatten()
+
+        # presumably?
+        self._in_ds = True
+        return x, y
 
     def update_from_array(
         self,
+
+        # full array input history
         x: np.ndarray,
         y: np.ndarray,
 
+        # pre-sliced array data that's "in view"
+        x_iv: np.ndarray,
+        y_iv: np.ndarray,
+
+        view_range: Optional[tuple[int, int]] = None,
+        profiler: Optional[pg.debug.Profiler] = None,
+
     ) -> QtGui.QPainterPath:
         '''
         Update curve from input 2-d data.
@@ -173,42 +275,172 @@ class FastAppendCurve(pg.PlotCurveItem):
         a length diff.
 
         '''
-        profiler = pg.debug.Profiler(disabled=not pg_profile_enabled())
-        flip_cache = False
+        profiler = profiler or pg.debug.Profiler(
+            msg=f'FastAppendCurve.update_from_array(): `{self._name}`',
+            disabled=not pg_profile_enabled(),
+            gt=ms_slower_then,
+        )
+        # flip_cache = False
 
-        istart, istop = self._xrange
+        if self._xrange:
+            istart, istop = self._xrange
+        else:
+            self._xrange = istart, istop = x[0], x[-1]
         # print(f"xrange: {self._xrange}")
 
+        # XXX: lol brutal, the internals of `CurvePoint` (inherited by
+        # our `LineDot`) required ``.getData()`` to work..
+        self.xData = x
+        self.yData = y
+        self._x, self._y = x, y
+
+        if view_range:
+            profiler(f'view range slice {view_range}')
+
+        # downsampling incremental state checking
+        uppx = self.x_uppx()
+        px_width = self.px_width()
+        uppx_diff = (uppx - self._last_uppx)
+
+        should_ds = False
+        should_redraw = False
+
+        # if a view range is passed, plan to draw the
+        # source ouput that's "in view" of the chart.
+        if view_range and not self._in_ds:
+            # print(f'{self._name} vr: {view_range}')
+
+            # by default we only pull data up to the last (current) index
+            x_out, y_out = x_iv[:-1], y_iv[:-1]
+
+            # step mode: draw flat top discrete "step"
+            # over the index space for each datum.
+            if self._step_mode:
+                # TODO: numba this bish
+                x_out, y_out = step_path_arrays_from_1d(
+                    x_out,
+                    y_out
+                )
+                profiler('generated step arrays')
+
+            should_redraw = True
+            profiler('sliced in-view array history')
+
+            # x_last = x_iv[-1]
+            # y_last = y_iv[-1]
+            self._last_vr = view_range
+
+            # self.disable_cache()
+            # flip_cache = True
+
+        else:
+            self._xrange = x[0], x[-1]
+
+        x_last = x[-1]
+        y_last = y[-1]
+
+        # check for downsampling conditions
+        if (
+            # std m4 downsample conditions
+            px_width
+            and uppx_diff >= 4
+            or uppx_diff <= -3
+            or self._step_mode and abs(uppx_diff) >= 4
+
+        ):
+            log.info(
+                f'{self._name} sampler change: {self._last_uppx} -> {uppx}'
+            )
+            self._last_uppx = uppx
+            should_ds = True
+
+        elif (
+            uppx <= 2
+            and self._in_ds
+        ):
+            # we should de-downsample back to our original
+            # source data so we clear our path data in prep
+            # to generate a new one from original source data.
+            should_redraw = True
+            should_ds = False
+
         # compute the length diffs between the first/last index entry in
         # the input data and the last indexes we have on record from the
         # last time we updated the curve index.
-        prepend_length = istart - x[0]
-        append_length = x[-1] - istop
+        prepend_length = int(istart - x[0])
+        append_length = int(x[-1] - istop)
 
-        # step mode: draw flat top discrete "step"
-        # over the index space for each datum.
-        if self._step_mode:
-            x_out, y_out = step_path_arrays_from_1d(x[:-1], y[:-1])
+        # no_path_yet = self.path is None
+        if (
+            self.path is None
+            or should_redraw
+            or should_ds
+            or prepend_length > 0
+        ):
+            if (
+                not view_range
+                or self._in_ds
+            ):
+                # by default we only pull data up to the last (current) index
+                x_out, y_out = x[:-1], y[:-1]
 
-        else:
-            # by default we only pull data up to the last (current) index
-            x_out, y_out = x[:-1], y[:-1]
+                # step mode: draw flat top discrete "step"
+                # over the index space for each datum.
+                if self._step_mode:
+                    x_out, y_out = step_path_arrays_from_1d(
+                        x_out,
+                        y_out,
+                    )
+                    # TODO: numba this bish
+                    profiler('generated step arrays')
+
+            if should_redraw:
+                profiler('path reversion to non-ds')
+                if self.path:
+                    self.path.clear()
+
+                if self.fast_path:
+                    self.fast_path.clear()
+
+            if should_redraw and not should_ds:
+                if self._in_ds:
+                    log.info(f'DEDOWN -> {self._name}')
+
+                self._in_ds = False
+
+            elif should_ds and px_width:
+                x_out, y_out = self.downsample(
+                    x_out,
+                    y_out,
+                    px_width,
+                    uppx,
+                )
+                profiler(f'FULL PATH downsample redraw={should_ds}')
+                self._in_ds = True
 
-        if self.path is None or prepend_length > 0:
             self.path = pg.functions.arrayToQPath(
                 x_out,
                 y_out,
                 connect='all',
                 finiteCheck=False,
+                path=self.path,
             )
-            profiler('generate fresh path')
+            profiler('generated fresh path')
+            # profiler(f'DRAW PATH IN VIEW -> {self._name}')
 
-            # if self._step_mode:
-            #     self.path.closeSubpath()
+            # reserve mem allocs see:
+            # - https://doc.qt.io/qt-5/qpainterpath.html#reserve
+            # - https://doc.qt.io/qt-5/qpainterpath.html#capacity
+            # - https://doc.qt.io/qt-5/qpainterpath.html#clear
+            # XXX: right now this is based on had hoc checks on a
+            # hidpi 3840x2160 4k monitor but we should optimize for
+            # the target display(s) on the sys.
+            # if no_path_yet:
+            #     self.path.reserve(int(500e3))
 
         # TODO: get this piecewise prepend working - right now it's
         # giving heck on vwap...
-        # if prepend_length:
+        # elif prepend_length:
         #     breakpoint()
 
         #     prepend_path = pg.functions.arrayToQPath(
@@ -223,11 +455,17 @@ class FastAppendCurve(pg.PlotCurveItem):
         #     # self.path.moveTo(new_x[0], new_y[0])
         #     self.path.connectPath(old_path)
 
-        elif append_length > 0:
+        elif (
+            append_length > 0
+            and not view_range
+        ):
+            new_x = x[-append_length - 2:-1]
+            new_y = y[-append_length - 2:-1]
+
             if self._step_mode:
                 new_x, new_y = step_path_arrays_from_1d(
-                    x[-append_length - 2:-1],
-                    y[-append_length - 2:-1],
+                    new_x,
+                    new_y,
                 )
                 # [1:] since we don't need the vertical line normally at
                 # the beginning of the step curve taking the first (x,
@@ -236,62 +474,60 @@ class FastAppendCurve(pg.PlotCurveItem):
                 new_x = new_x[1:]
                 new_y = new_y[1:]
 
-            else:
-                # print(f"append_length: {append_length}")
-                new_x = x[-append_length - 2:-1]
-                new_y = y[-append_length - 2:-1]
-                # print((new_x, new_y))
+            profiler('diffed append arrays')
+
+            if should_ds:
+                new_x, new_y = self.downsample(
+                    new_x,
+                    new_y,
+                    **should_ds,
+                )
+                profiler(f'fast path downsample redraw={should_ds}')
 
             append_path = pg.functions.arrayToQPath(
                 new_x,
                 new_y,
                 connect='all',
-                # finiteCheck=False,
+                finiteCheck=False,
+                path=self.fast_path,
             )
 
-            path = self.path
+            if self.use_fpath:
+                # an attempt at trying to make append-updates faster..
+                if self.fast_path is None:
+                    self.fast_path = append_path
+                    self.fast_path.reserve(int(6e3))
+                else:
+                    self.fast_path.connectPath(append_path)
+                    size = self.fast_path.capacity()
+                    profiler(f'connected fast path w size: {size}')
+
+                    # print(f"append_path br: {append_path.boundingRect()}")
+                    # self.path.moveTo(new_x[0], new_y[0])
+                    # path.connectPath(append_path)
+
+                    # XXX: lol this causes a hang..
+                    # self.path = self.path.simplified()
+            else:
+                size = self.path.capacity()
+                profiler(f'connected history path w size: {size}')
+                self.path.connectPath(append_path)
 
             # other merging ideas:
             # https://stackoverflow.com/questions/8936225/how-to-merge-qpainterpaths
-            if self._step_mode:
-                # path.addPath(append_path)
-                self.path.connectPath(append_path)
+            # path.addPath(append_path)
+            # path.closeSubpath()
 
-                # TODO: try out new work from `pyqtgraph` main which
-                # should repair horrid perf:
-                # https://github.com/pyqtgraph/pyqtgraph/pull/2032
-                # ok, nope still horrible XD
-                # if self._fill:
-                #     # XXX: super slow set "union" op
-                #     self.path = self.path.united(append_path).simplified()
+            # TODO: try out new work from `pyqtgraph` main which
+            # should repair horrid perf:
+            # https://github.com/pyqtgraph/pyqtgraph/pull/2032
+            # ok, nope still horrible XD
+            # if self._fill:
+            #     # XXX: super slow set "union" op
+            #     self.path = self.path.united(append_path).simplified()
 
-                #     # path.addPath(append_path)
-                #     # path.closeSubpath()
-
-            else:
-                # print(f"append_path br: {append_path.boundingRect()}")
-                # self.path.moveTo(new_x[0], new_y[0])
-                # self.path.connectPath(append_path)
-                path.connectPath(append_path)
-
-            self.disable_cache()
-            flip_cache = True
-
-        if (
-            self._step_mode
-        ):
-            self.disable_cache()
-            flip_cache = True
-
-            # print(f"update br: {self.path.boundingRect()}")
-
-        # XXX: lol brutal, the internals of `CurvePoint` (inherited by
-        # our `LineDot`) required ``.getData()`` to work..
-        self.xData = x
-        self.yData = y
-
-        x0, x_last = self._xrange = x[0], x[-1]
-        y_last = y[-1]
+            # self.disable_cache()
+            # flip_cache = True
 
         # draw the "current" step graphic segment so it lines up with
         # the "middle" of the current (OHLC) sample.
@@ -304,21 +540,61 @@ class FastAppendCurve(pg.PlotCurveItem):
                 x_last - 0.5, 0,
                 x_last + 0.5, y_last
             )
+            # print(
+            #     f"path br: {self.path.boundingRect()}",
+            #     f"fast path br: {self.fast_path.boundingRect()}",
+            #     f"last rect br: {self._last_step_rect}",
+            # )
         else:
-            # print((x[-1], y_last))
             self._last_line = QLineF(
                 x[-2], y[-2],
                 x[-1], y_last
             )
 
+        profiler('draw last segment')
+
         # trigger redraw of path
         # do update before reverting to cache mode
-        self.prepareGeometryChange()
+        # self.prepareGeometryChange()
         self.update()
+        profiler('.update()')
 
-        if flip_cache:
-            # XXX: seems to be needed to avoid artifacts (see above).
-            self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
+        # if flip_cache:
+        #     # XXX: seems to be needed to avoid artifacts (see above).
+        #     self.setCacheMode(QGraphicsItem.DeviceCoordinateCache)
+
+    # XXX: lol brutal, the internals of `CurvePoint` (inherited by
+    # our `LineDot`) required ``.getData()`` to work..
+    def getData(self):
+        return self._x, self._y
+
+    # TODO: drop the above after ``Cursor`` re-work
+    def get_arrays(self) -> tuple[np.ndarray, np.ndarray]:
+        return self._x, self._y
+
+    def clear(self):
+        '''
+        Clear internal graphics making object ready for full re-draw.
+
+        '''
+        # NOTE: original code from ``pg.PlotCurveItem``
+        self.xData = None
+        self.yData = None
+
+        # XXX: previously, if not trying to leverage `.reserve()` allocs
+        # then you might as well create a new one..
+        # self.path = None
+
+        # path reservation aware non-mem de-alloc cleaning
+        if self.path:
+            self.path.clear()
+
+            if self.fast_path:
+                # self.fast_path.clear()
+                self.fast_path = None
+
+        # self.disable_cache()
+        # self.setCacheMode(QGraphicsItem.DeviceCoordinateCache)
 
     def disable_cache(self) -> None:
         '''
@@ -339,16 +615,21 @@ class FastAppendCurve(pg.PlotCurveItem):
         else:
             # dynamically override this method after initial
             # path is created to avoid requiring the above None check
-            self.boundingRect = self._br
-            return self._br()
+            self.boundingRect = self._path_br
+            return self._path_br()
 
-    def _br(self):
+    def _path_br(self):
         '''
         Post init ``.boundingRect()```.
 
         '''
         hb = self.path.controlPointRect()
         hb_size = hb.size()
+
+        fp = self.fast_path
+        if fp:
+            fhb = fp.controlPointRect()
+            hb_size = fhb.size() + hb_size
         # print(f'hb_size: {hb_size}')
 
         w = hb_size.width() + 1
@@ -373,32 +654,43 @@ class FastAppendCurve(pg.PlotCurveItem):
 
     ) -> None:
 
-        profiler = pg.debug.Profiler(disabled=not pg_profile_enabled())
-        # p.setRenderHint(p.Antialiasing, True)
+        profiler = pg.debug.Profiler(
+            msg=f'FastAppendCurve.paint(): `{self._name}`',
+            disabled=not pg_profile_enabled(),
+            gt=ms_slower_then,
+        )
 
         if (
             self._step_mode
             and self._last_step_rect
         ):
-            brush = self.opts['brush']
+            brush = self._brush
+
             # p.drawLines(*tuple(filter(bool, self._last_step_lines)))
             # p.drawRect(self._last_step_rect)
             p.fillRect(self._last_step_rect, brush)
+            profiler('.fillRect()')
 
-            # p.drawPath(self.path)
-            # profiler('.drawPath()')
+        if self._last_line:
+            p.setPen(self.last_step_pen)
+            p.drawLine(self._last_line)
+            profiler('.drawLine()')
+            p.setPen(self._pen)
 
-        p.setPen(self.last_step_pen)
-        p.drawLine(self._last_line)
-        profiler('.drawLine()')
+        path = self.path
 
-        # else:
-        p.setPen(self.opts['pen'])
-        p.drawPath(self.path)
-        profiler('.drawPath()')
+        if path:
+            p.drawPath(path)
+            profiler('.drawPath(path)')
 
-        # TODO: try out new work from `pyqtgraph` main which
-        # should repair horrid perf:
+        fp = self.fast_path
+        if fp:
+            p.drawPath(fp)
+            profiler('.drawPath(fast_path)')
+
+        # TODO: try out new work from `pyqtgraph` main which should
+        # repair horrid perf (pretty sure i did and it was still
+        # horrible?):
         # https://github.com/pyqtgraph/pyqtgraph/pull/2032
         # if self._fill:
         #     brush = self.opts['brush']

piker/ui/_display.py

@@ -21,16 +21,19 @@ this module ties together quote and computational (fsp) streams with
 graphics update methods via our custom ``pyqtgraph`` charting api.
 
 '''
+from dataclasses import dataclass
 from functools import partial
 import time
-from typing import Optional
+from typing import Optional, Any, Callable
 
 import numpy as np
 import tractor
 import trio
+import pyqtgraph as pg
 
 from .. import brokers
 from ..data.feed import open_feed
+from ._axes import YAxisLabel
 from ._chart import (
     ChartPlotWidget,
     LinkedSplits,
@@ -49,12 +52,16 @@ from ._forms import (
     mk_order_pane_layout,
 )
 from .order_mode import open_order_mode
+# from .._profile import (
+#     pg_profile_enabled,
+#     ms_slower_then,
+# )
 from ..log import get_logger
 
 log = get_logger(__name__)
 
 # TODO: load this from a config.toml!
-_quote_throttle_rate: int = 6 + 16  # Hz
+_quote_throttle_rate: int = 12  # Hz
 
 
 # a working tick-type-classes template
@@ -65,12 +72,20 @@ _tick_groups = {
 }
 
 
+# TODO: delegate this to each `Flow.maxmin()` which includes
+# caching and further we should implement the following stream based
+# approach, likely with ``numba``:
+# https://arxiv.org/abs/cs/0610046
+# https://github.com/lemire/pythonmaxmin
 def chart_maxmin(
     chart: ChartPlotWidget,
+    ohlcv_shm: ShmArray,
     vlm_chart: Optional[ChartPlotWidget] = None,
 
 ) -> tuple[
+
     tuple[int, int, int, int],
+
     float,
     float,
     float,
@@ -79,11 +94,7 @@ def chart_maxmin(
     Compute max and min datums "in view" for range limits.
 
     '''
-    # TODO: implement this
-    # https://arxiv.org/abs/cs/0610046
-    # https://github.com/lemire/pythonmaxmin
-
-    array = chart._arrays[chart.name]
+    array = ohlcv_shm.array
     ifirst = array[0]['index']
 
     last_bars_range = chart.bars_range()
@@ -95,18 +106,50 @@ def chart_maxmin(
         chart.default_view()
         return (last_bars_range, 0, 0, 0)
 
-    mx, mn = np.nanmax(in_view['high']), np.nanmin(in_view['low'])
-
-    # TODO: when we start using line charts, probably want to make
-    # this an overloaded call on our `DataView
-    # sym = chart.name
-    # mx, mn = np.nanmax(in_view[sym]), np.nanmin(in_view[sym])
+    mx, mn = (
+        np.nanmax(in_view['high']),
+        np.nanmin(in_view['low'],)
+    )
 
     mx_vlm_in_view = 0
     if vlm_chart:
-        mx_vlm_in_view = np.max(in_view['volume'])
+        mx_vlm_in_view = np.max(
+            in_view['volume']
+        )
 
-    return last_bars_range, mx, max(mn, 0), mx_vlm_in_view
+    return (
+        last_bars_range,
+        mx,
+        max(mn, 0),  # presuming price can't be negative?
+        mx_vlm_in_view,
+    )
+
+
+@dataclass
+class DisplayState:
+    '''
+    Chart-local real-time graphics state container.
+
+    '''
+    quotes: dict[str, Any]
+
+    maxmin: Callable
+    ohlcv: ShmArray
+
+    # high level chart handles
+    linked: LinkedSplits
+    chart: ChartPlotWidget
+    vlm_chart: ChartPlotWidget
+
+    # axis labels
+    l1: L1Labels
+    last_price_sticky: YAxisLabel
+    vlm_sticky: YAxisLabel
+
+    # misc state tracking
+    vars: dict[str, Any]
+
+    wap_in_history: bool = False
 
 
 async def graphics_update_loop(
@@ -147,10 +190,13 @@ async def graphics_update_loop(
 
     if vlm_chart:
         vlm_sticky = vlm_chart._ysticks['volume']
-        vlm_view = vlm_chart.view
 
-    maxmin = partial(chart_maxmin, chart, vlm_chart)
-    chart.default_view()
+    maxmin = partial(
+        chart_maxmin,
+        chart,
+        ohlcv,
+        vlm_chart,
+    )
     last_bars_range: tuple[float, float]
     (
         last_bars_range,
@@ -183,7 +229,7 @@ async def graphics_update_loop(
     tick_margin = 3 * tick_size
 
     chart.show()
-    view = chart.view
+    # view = chart.view
     last_quote = time.time()
     i_last = ohlcv.index
 
@@ -210,8 +256,32 @@ async def graphics_update_loop(
 
     # async for quotes in iter_drain_quotes():
 
+    ds = linked.display_state = DisplayState(**{
+        'quotes': {},
+        'linked': linked,
+        'maxmin': maxmin,
+        'ohlcv': ohlcv,
+        'chart': chart,
+        'last_price_sticky': last_price_sticky,
+        'vlm_chart': vlm_chart,
+        'vlm_sticky': vlm_sticky,
+        'l1': l1,
+
+        'vars': {
+            'tick_margin': tick_margin,
+            'i_last': i_last,
+            'last_mx_vlm': last_mx_vlm,
+            'last_mx': last_mx,
+            'last_mn': last_mn,
+        }
+    })
+
+    chart.default_view()
+
+    # main real-time quotes update loop
     async for quotes in stream:
 
+        ds.quotes = quotes
         quote_period = time.time() - last_quote
         quote_rate = round(
             1/quote_period, 1) if quote_period > 0 else float('inf')
@@ -232,222 +302,302 @@ async def graphics_update_loop(
             chart.pause_all_feeds()
             continue
 
-        for sym, quote in quotes.items():
+        ic = chart.view._ic
+        if ic:
+            chart.pause_all_feeds()
+            await ic.wait()
+            chart.resume_all_feeds()
 
-            (
-                brange,
-                mx_in_view,
-                mn_in_view,
-                mx_vlm_in_view,
-            ) = maxmin()
-            l, lbar, rbar, r = brange
-            mx = mx_in_view + tick_margin
-            mn = mn_in_view - tick_margin
+        # sync call to update all graphics/UX components.
+        graphics_update_cycle(ds)
 
-            # NOTE: vlm may be written by the ``brokerd`` backend
-            # event though a tick sample is not emitted.
-            # TODO: show dark trades differently
-            # https://github.com/pikers/piker/issues/116
-            array = ohlcv.array
 
-            # NOTE: this used to be implemented in a dedicated
-            # "increment tas": ``check_for_new_bars()`` but it doesn't
-            # make sense to do a whole task switch when we can just do
-            # this simple index-diff and all the fsp sub-curve graphics
-            # are diffed on each draw cycle anyway; so updates to the
-            # "curve" length is already automatic.
+def graphics_update_cycle(
+    ds: DisplayState,
+    wap_in_history: bool = False,
 
-            # increment the view position by the sample offset.
-            i_step = ohlcv.index
-            i_diff = i_step - i_last
-            if i_diff > 0:
-                chart.increment_view(
-                    steps=i_diff,
+) -> None:
+    # TODO: eventually optimize this whole graphics stack with ``numba``
+    # hopefully XD
+
+    chart = ds.chart
+
+    profiler = pg.debug.Profiler(
+        msg=f'Graphics loop cycle for: `{chart.name}`',
+        disabled=True,  # not pg_profile_enabled(),
+        gt=1/12 * 1e3,
+        # gt=ms_slower_then,
+    )
+
+    # unpack multi-referenced components
+    vlm_chart = ds.vlm_chart
+    l1 = ds.l1
+    ohlcv = ds.ohlcv
+    array = ohlcv.array
+    vars = ds.vars
+    tick_margin = vars['tick_margin']
+
+    update_uppx = 6
+
+    for sym, quote in ds.quotes.items():
+
+        # compute the first available graphic's x-units-per-pixel
+        xpx = vlm_chart.view.x_uppx()
+
+        # NOTE: vlm may be written by the ``brokerd`` backend
+        # event though a tick sample is not emitted.
+        # TODO: show dark trades differently
+        # https://github.com/pikers/piker/issues/116
+
+        # NOTE: this used to be implemented in a dedicated
+        # "increment task": ``check_for_new_bars()`` but it doesn't
+        # make sense to do a whole task switch when we can just do
+        # this simple index-diff and all the fsp sub-curve graphics
+        # are diffed on each draw cycle anyway; so updates to the
+        # "curve" length is already automatic.
+
+        # increment the view position by the sample offset.
+        i_step = ohlcv.index
+        i_diff = i_step - vars['i_last']
+        vars['i_last'] = i_step
+
+        (
+            brange,
+            mx_in_view,
+            mn_in_view,
+            mx_vlm_in_view,
+        ) = ds.maxmin()
+
+        l, lbar, rbar, r = brange
+        mx = mx_in_view + tick_margin
+        mn = mn_in_view - tick_margin
+        profiler('maxmin call')
+
+        # don't real-time "shift" the curve to the
+        # left under the following conditions:
+        if (
+            i_diff > 0  # no new sample step
+            and xpx < update_uppx  # chart is zoomed out very far
+            and r >= i_step  # the last datum is in view
+        ):
+            # 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)
+
+        if vlm_chart:
+            # always update y-label
+            ds.vlm_sticky.update_from_data(
+                *array[-1][['index', 'volume']]
+            )
+
+            if (
+                # if zoomed out alot don't update the last "bar"
+                (xpx < update_uppx or i_diff > 0)
+                and r >= i_step
+            ):
+                # TODO: make it so this doesn't have to be called
+                # once the $vlm is up?
+                vlm_chart.update_graphics_from_array(
+                    'volume',
+                    array,
+
+                    # UGGGh, see ``maxmin()`` impl in `._fsp` for
+                    # the overlayed plotitems... we need a better
+                    # bay to invoke a maxmin per overlay..
+                    render=False,
+                    # XXX: ^^^^ THIS IS SUPER IMPORTANT! ^^^^
+                    # without this, since we disable the
+                    # 'volume' (units) chart after the $vlm starts
+                    # up we need to be sure to enable this
+                    # auto-ranging otherwise there will be no handler
+                    # connected to update accompanying overlay
+                    # graphics..
                 )
-            i_last = i_step
-
-            if vlm_chart:
-                vlm_chart.update_curve_from_array('volume', array)
-                vlm_sticky.update_from_data(*array[-1][['index', 'volume']])
 
+                last_mx_vlm = vars['last_mx_vlm']
                 if (
-                    mx_vlm_in_view != last_mx_vlm or
-                    mx_vlm_in_view > last_mx_vlm
+                    mx_vlm_in_view != last_mx_vlm
+                    or mx_vlm_in_view > last_mx_vlm
                 ):
-                    # print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}')
-                    vlm_view._set_yrange(
-                        yrange=(0, mx_vlm_in_view * 1.375)
+                    yrange = (0, mx_vlm_in_view * 1.375)
+                    vlm_chart.view._set_yrange(
+                        yrange=yrange,
                     )
-                    last_mx_vlm = mx_vlm_in_view
+                    # print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}')
+                    vars['last_mx_vlm'] = mx_vlm_in_view
 
                 for curve_name, flow in vlm_chart._flows.items():
                     update_fsp_chart(
                         vlm_chart,
-                        flow.shm,
+                        flow,
                         curve_name,
                         array_key=curve_name,
                     )
                     # is this even doing anything?
-                    flow.plot.vb._set_yrange(
+                    # (pretty sure it's the real-time
+                    # resizing from last quote?)
+                    fvb = flow.plot.vb
+                    fvb._set_yrange(
                         autoscale_linked_plots=False,
                         name=curve_name,
                     )
 
-            ticks_frame = quote.get('ticks', ())
+        ticks_frame = quote.get('ticks', ())
 
-            frames_by_type: dict[str, dict] = {}
-            lasts = {}
+        frames_by_type: dict[str, dict] = {}
+        lasts = {}
 
-            # build tick-type "frames" of tick sequences since
-            # likely the tick arrival rate is higher then our
-            # (throttled) quote stream rate.
-            for tick in ticks_frame:
-                price = tick.get('price')
-                ticktype = tick.get('type')
+        # build tick-type "frames" of tick sequences since
+        # likely the tick arrival rate is higher then our
+        # (throttled) quote stream rate.
+        for tick in ticks_frame:
+            price = tick.get('price')
+            ticktype = tick.get('type')
 
-                if ticktype == 'n/a' or price == -1:
-                    # okkk..
-                    continue
+            if ticktype == 'n/a' or price == -1:
+                # okkk..
+                continue
 
-                # keys are entered in olded-event-inserted-first order
-                # since we iterate ``ticks_frame`` in standard order
-                # above. in other words the order of the keys is the order
-                # of tick events by type from the provider feed.
-                frames_by_type.setdefault(ticktype, []).append(tick)
+            # keys are entered in olded-event-inserted-first order
+            # since we iterate ``ticks_frame`` in standard order
+            # above. in other words the order of the keys is the order
+            # of tick events by type from the provider feed.
+            frames_by_type.setdefault(ticktype, []).append(tick)
 
-                # overwrites so the last tick per type is the entry
-                lasts[ticktype] = tick
+            # overwrites so the last tick per type is the entry
+            lasts[ticktype] = tick
 
-            # from pprint import pformat
-            # frame_counts = {
-            #     typ: len(frame) for typ, frame in frames_by_type.items()
-            # }
-            # print(f'{pformat(frame_counts)}')
-            # print(f'framed: {pformat(frames_by_type)}')
-            # print(f'lasts: {pformat(lasts)}')
+        # from pprint import pformat
+        # frame_counts = {
+        #     typ: len(frame) for typ, frame in frames_by_type.items()
+        # }
+        # print(f'{pformat(frame_counts)}')
+        # print(f'framed: {pformat(frames_by_type)}')
+        # print(f'lasts: {pformat(lasts)}')
 
-            # TODO: eventually we want to separate out the utrade (aka
-            # dark vlm prices) here and show them as an additional
-            # graphic.
-            clear_types = _tick_groups['clears']
+        # TODO: eventually we want to separate out the utrade (aka
+        # dark vlm prices) here and show them as an additional
+        # graphic.
+        clear_types = _tick_groups['clears']
 
-            # XXX: if we wanted to iterate in "latest" (i.e. most
-            # current) tick first order as an optimization where we only
-            # update from the last tick from each type class.
-            # last_clear_updated: bool = False
-            # for typ, tick in reversed(lasts.items()):
+        # XXX: if we wanted to iterate in "latest" (i.e. most
+        # current) tick first order as an optimization where we only
+        # update from the last tick from each type class.
+        # last_clear_updated: bool = False
 
-            # iterate in FIFO order per frame
-            for typ, tick in lasts.items():
+        # update ohlc sampled price bars
+        if (
+            xpx < update_uppx
+            or i_diff > 0
+        ):
+            chart.update_graphics_from_array(
+                chart.name,
+                array,
+            )
 
-                price = tick.get('price')
-                size = tick.get('size')
+        # iterate in FIFO order per tick-frame
+        for typ, tick in lasts.items():
 
-                # compute max and min prices (including bid/ask) from
-                # tick frames to determine the y-range for chart
-                # auto-scaling.
-                # TODO: we need a streaming minmax algo here, see def above.
-                mx = max(price + tick_margin, mx)
-                mn = min(price - tick_margin, mn)
+            price = tick.get('price')
+            size = tick.get('size')
 
-                if typ in clear_types:
+            # compute max and min prices (including bid/ask) from
+            # tick frames to determine the y-range for chart
+            # auto-scaling.
+            # TODO: we need a streaming minmax algo here, see def above.
+            mx = max(price + tick_margin, mx)
+            mn = min(price - tick_margin, mn)
 
-                    # XXX: if we only wanted to update graphics from the
-                    # "current"/"latest received" clearing price tick
-                    # once (see alt iteration order above).
-                    # if last_clear_updated:
-                    #     continue
+            if typ in clear_types:
 
-                    # last_clear_updated = True
-                    # we only want to update grahpics from the *last*
-                    # tick event that falls under the "clearing price"
-                    # set.
+                # XXX: if we only wanted to update graphics from the
+                # "current"/"latest received" clearing price tick
+                # once (see alt iteration order above).
+                # if last_clear_updated:
+                #     continue
 
-                    # update price sticky(s)
-                    end = array[-1]
-                    last_price_sticky.update_from_data(
-                        *end[['index', 'close']]
-                    )
+                # last_clear_updated = True
+                # we only want to update grahpics from the *last*
+                # tick event that falls under the "clearing price"
+                # set.
 
-                    # update ohlc sampled price bars
-                    chart.update_ohlc_from_array(
-                        chart.name,
+                # update price sticky(s)
+                end = array[-1]
+                ds.last_price_sticky.update_from_data(
+                    *end[['index', 'close']]
+                )
+
+                if wap_in_history:
+                    # update vwap overlay line
+                    chart.update_graphics_from_array(
+                        'bar_wap',
                         array,
                     )
 
-                    if wap_in_history:
-                        # update vwap overlay line
-                        chart.update_curve_from_array('bar_wap', ohlcv.array)
+            # L1 book label-line updates
+            # XXX: is this correct for ib?
+            # if ticktype in ('trade', 'last'):
+            # if ticktype in ('last',):  # 'size'):
+            if typ in ('last',):  # 'size'):
 
-                # L1 book label-line updates
-                # XXX: is this correct for ib?
-                # if ticktype in ('trade', 'last'):
-                # if ticktype in ('last',):  # 'size'):
-                if typ in ('last',):  # 'size'):
+                label = {
+                    l1.ask_label.fields['level']: l1.ask_label,
+                    l1.bid_label.fields['level']: l1.bid_label,
+                }.get(price)
 
-                    label = {
-                        l1.ask_label.fields['level']: l1.ask_label,
-                        l1.bid_label.fields['level']: l1.bid_label,
-                    }.get(price)
+                if label is not None:
+                    label.update_fields(
+                        {'level': price, 'size': size}
+                    )
 
-                    if label is not None:
-                        label.update_fields({'level': price, 'size': size})
+                    # TODO: on trades should we be knocking down
+                    # the relevant L1 queue?
+                    # label.size -= size
 
-                        # TODO: on trades should we be knocking down
-                        # the relevant L1 queue?
-                        # label.size -= size
+            # elif ticktype in ('ask', 'asize'):
+            elif typ in _tick_groups['asks']:
+                l1.ask_label.update_fields({'level': price, 'size': size})
 
-                # elif ticktype in ('ask', 'asize'):
-                elif typ in _tick_groups['asks']:
-                    l1.ask_label.update_fields({'level': price, 'size': size})
+            # elif ticktype in ('bid', 'bsize'):
+            elif typ in _tick_groups['bids']:
+                l1.bid_label.update_fields({'level': price, 'size': size})
 
-                # elif ticktype in ('bid', 'bsize'):
-                elif typ in _tick_groups['bids']:
-                    l1.bid_label.update_fields({'level': price, 'size': size})
-
-            # check for y-range re-size
+        # check for y-range re-size
+        if (
+            (mx > vars['last_mx']) or (mn < vars['last_mn'])
+            and not chart._static_yrange == 'axis'
+            and r > i_step  # the last datum is in view
+        ):
+            main_vb = chart.view
             if (
-                (mx > last_mx) or (mn < last_mn)
-                and not chart._static_yrange == 'axis'
+                main_vb._ic is None
+                or not main_vb._ic.is_set()
             ):
-                # print(f'new y range: {(mn, mx)}')
-                view._set_yrange(
-                    yrange=(mn, mx),
+                main_vb._set_yrange(
                     # TODO: we should probably scale
                     # the view margin based on the size
                     # of the true range? This way you can
                     # slap in orders outside the current
                     # L1 (only) book range.
                     # range_margin=0.1,
+                    yrange=(mn, mx),
                 )
 
-            last_mx, last_mn = mx, mn
+        vars['last_mx'], vars['last_mn'] = mx, mn
 
-            # run synchronous update on all derived fsp subplots
-            for name, subchart in linked.subplots.items():
-                update_fsp_chart(
-                    subchart,
-                    subchart._shm,
+        # run synchronous update on all linked flows
+        for curve_name, flow in chart._flows.items():
+            # TODO: should the "main" (aka source) flow be special?
+            if curve_name == chart.data_key:
+                continue
 
-                    # XXX: do we really needs seperate names here?
-                    name,
-                    array_key=name,
-                )
-                subchart.cv._set_yrange()
-
-                # TODO: all overlays on all subplots..
-
-            # run synchronous update on all derived overlays
-            for curve_name, flow in chart._flows.items():
-                update_fsp_chart(
-                    chart,
-                    flow.shm,
-                    curve_name,
-                    array_key=curve_name,
-                )
-                # chart.view._set_yrange()
-
-        # loop end
+            update_fsp_chart(
+                chart,
+                flow,
+                curve_name,
+                array_key=curve_name,
+            )
 
 
 async def display_symbol_data(
@@ -480,30 +630,29 @@ async def display_symbol_data(
     #     clear_on_next=True,
     #     group_key=loading_sym_key,
     # )
-
     async with open_feed(
-            provider,
-            [sym],
-            loglevel=loglevel,
+        ['.'.join((sym, provider))],
+        loglevel=loglevel,
 
-            # limit to at least display's FPS
-            # avoiding needless Qt-in-guest-mode context switches
-            tick_throttle=_quote_throttle_rate,
+        # limit to at least display's FPS
+        # avoiding needless Qt-in-guest-mode context switches
+        tick_throttle=_quote_throttle_rate,
 
     ) as feed:
         ohlcv: ShmArray = feed.shm
         bars = ohlcv.array
         symbol = feed.symbols[sym]
+        fqsn = symbol.front_fqsn()
 
         # load in symbol's ohlc data
         godwidget.window.setWindowTitle(
-            f'{symbol.key}@{symbol.brokers} '
+            f'{fqsn} '
             f'tick:{symbol.tick_size} '
             f'step:1s '
         )
 
-        linkedsplits = godwidget.linkedsplits
-        linkedsplits._symbol = symbol
+        linked = godwidget.linkedsplits
+        linked._symbol = symbol
 
         # generate order mode side-pane UI
         # A ``FieldsForm`` form to configure order entry
@@ -513,7 +662,7 @@ async def display_symbol_data(
         godwidget.pp_pane = pp_pane
 
         # create main OHLC chart
-        chart = linkedsplits.plot_ohlc_main(
+        chart = linked.plot_ohlc_main(
             symbol,
             bars,
             sidepane=pp_pane,
@@ -539,12 +688,13 @@ async def display_symbol_data(
 
         # TODO: a data view api that makes this less shit
         chart._shm = ohlcv
+        chart._flows[chart.data_key].shm = ohlcv
 
         # NOTE: we must immediately tell Qt to show the OHLC chart
         # to avoid a race where the subplots get added/shown to
         # the linked set *before* the main price chart!
-        linkedsplits.show()
-        linkedsplits.focus()
+        linked.show()
+        linked.focus()
         await trio.sleep(0)
 
         vlm_chart: Optional[ChartPlotWidget] = None
@@ -554,7 +704,7 @@ async def display_symbol_data(
             if has_vlm(ohlcv):
                 vlm_chart = await ln.start(
                     open_vlm_displays,
-                    linkedsplits,
+                    linked,
                     ohlcv,
                 )
 
@@ -562,7 +712,7 @@ async def display_symbol_data(
             # from an input config.
             ln.start_soon(
                 start_fsp_displays,
-                linkedsplits,
+                linked,
                 ohlcv,
                 loading_sym_key,
                 loglevel,
@@ -571,7 +721,7 @@ async def display_symbol_data(
             # start graphics update loop after receiving first live quote
             ln.start_soon(
                 graphics_update_loop,
-                linkedsplits,
+                linked,
                 feed.stream,
                 ohlcv,
                 wap_in_history,
@@ -582,25 +732,26 @@ async def display_symbol_data(
                 open_order_mode(
                     feed,
                     chart,
-                    symbol,
-                    provider,
+                    fqsn,
                     order_mode_started
                 )
             ):
                 # let Qt run to render all widgets and make sure the
                 # sidepanes line up vertically.
                 await trio.sleep(0)
-                linkedsplits.resize_sidepanes()
+                linked.resize_sidepanes()
 
                 # NOTE: we pop the volume chart from the subplots set so
                 # that it isn't double rendered in the display loop
                 # above since we do a maxmin calc on the volume data to
                 # determine if auto-range adjustements should be made.
-                linkedsplits.subplots.pop('volume', None)
+                # linked.subplots.pop('volume', None)
 
                 # TODO: make this not so shit XD
                 # close group status
                 sbar._status_groups[loading_sym_key][1]()
 
                 # let the app run.. bby
+                chart.default_view()
+                # linked.graphics_cycle()
                 await trio.sleep_forever()

piker/ui/_fsp.py

@@ -72,12 +72,16 @@ def has_vlm(ohlcv: ShmArray) -> bool:
 
 def update_fsp_chart(
     chart: ChartPlotWidget,
-    shm: ShmArray,
+    flow,
     graphics_name: str,
     array_key: Optional[str],
 
 ) -> None:
 
+    shm = flow.shm
+    if not shm:
+        return
+
     array = shm.array
     last_row = try_read(array)
 
@@ -89,7 +93,7 @@ def update_fsp_chart(
     # update graphics
     # NOTE: this does a length check internally which allows it
     # staying above the last row check below..
-    chart.update_curve_from_array(
+    chart.update_graphics_from_array(
         graphics_name,
         array,
         array_key=array_key or graphics_name,
@@ -246,7 +250,6 @@ async def run_fsp_ui(
                 overlay=True,
                 color='default_light',
                 array_key=name,
-                separate_axes=conf.get('separate_axes', False),
                 **conf.get('chart_kwargs', {})
             )
             # specially store ref to shm for lookup in display loop
@@ -272,6 +275,7 @@ async def run_fsp_ui(
             # data looked up from the chart's internal array set.
             # TODO: we must get a data view api going STAT!!
             chart._shm = shm
+            chart._flows[chart.data_key].shm = shm
 
             # should **not** be the same sub-chart widget
             assert chart.name != linkedsplits.chart.name
@@ -283,7 +287,7 @@ async def run_fsp_ui(
         # first UI update, usually from shm pushed history
         update_fsp_chart(
             chart,
-            shm,
+            chart._flows[array_key],
             name,
             array_key=array_key,
         )
@@ -386,6 +390,7 @@ class FspAdmin:
         portal: tractor.Portal,
         complete: trio.Event,
         started: trio.Event,
+        fqsn: str,
         dst_shm: ShmArray,
         conf: dict,
         target: Fsp,
@@ -397,7 +402,6 @@ class FspAdmin:
         cluster and sleeps until signalled to exit.
 
         '''
-        brokername, sym = self.linked.symbol.front_feed()
         ns_path = str(target.ns_path)
         async with (
             portal.open_context(
@@ -406,8 +410,7 @@ class FspAdmin:
                 cascade,
 
                 # data feed key
-                brokername=brokername,
-                symbol=sym,
+                fqsn=fqsn,
 
                 # mems
                 src_shm_token=self.src_shm.token,
@@ -427,9 +430,10 @@ class FspAdmin:
             ) as (ctx, last_index),
             ctx.open_stream() as stream,
         ):
+
             # register output data
             self._registry[
-                (brokername, sym, ns_path)
+                (fqsn, ns_path)
             ] = (
                 stream,
                 dst_shm,
@@ -439,6 +443,17 @@ class FspAdmin:
             started.set()
 
             # wait for graceful shutdown signal
+            async with stream.subscribe() as stream:
+                async for msg in stream:
+                    if msg == 'update':
+                        # if the chart isn't hidden try to update
+                        # the data on screen.
+                        if not self.linked.isHidden():
+                            log.info(f'Re-syncing graphics for fsp: {ns_path}')
+                            self.linked.graphics_cycle()
+                    else:
+                        log.info(f'recved unexpected fsp engine msg: {msg}')
+
             await complete.wait()
 
     async def start_engine_task(
@@ -452,11 +467,11 @@ class FspAdmin:
 
     ) -> (ShmArray, trio.Event):
 
-        fqsn = self.linked.symbol.front_feed()
+        fqsn = self.linked.symbol.front_fqsn()
 
         # allocate an output shm array
         key, dst_shm, opened = maybe_mk_fsp_shm(
-            '.'.join(fqsn),
+            fqsn,
             target=target,
             readonly=True,
         )
@@ -477,6 +492,7 @@ class FspAdmin:
             portal,
             complete,
             started,
+            fqsn,
             dst_shm,
             conf,
             target,
@@ -623,6 +639,7 @@ async def open_vlm_displays(
             # the curve item internals are pretty convoluted.
             style='step',
         )
+        chart._flows['volume'].shm = ohlcv
 
         # force 0 to always be in view
         def maxmin(
@@ -668,7 +685,7 @@ async def open_vlm_displays(
 
         last_val_sticky.update_from_data(-1, value)
 
-        vlm_curve = chart.update_curve_from_array(
+        vlm_curve = chart.update_graphics_from_array(
             'volume',
             shm.array,
         )
@@ -745,19 +762,14 @@ async def open_vlm_displays(
                 'dark_trade_rate',
             ]
 
-            # add custom auto range handler
-            dvlm_pi.vb._maxmin = partial(
+            group_mxmn = partial(
                 maxmin,
                 # keep both regular and dark vlm in view
                 names=fields + dvlm_rate_fields,
             )
 
-            # TODO: is there a way to "sync" the dual axes such that only
-            # one curve is needed?
-            # hide the original vlm curve since the $vlm one is now
-            # displayed and the curves are effectively the same minus
-            # liquidity events (well at least on low OHLC periods - 1s).
-            vlm_curve.hide()
+            # add custom auto range handler
+            dvlm_pi.vb._maxmin = group_mxmn
 
             # use slightly less light (then bracket) gray
             # for volume from "main exchange" and a more "bluey"
@@ -791,13 +803,16 @@ async def open_vlm_displays(
                         color=color,
                         step_mode=step_mode,
                         style=style,
+                        pi=pi,
                     )
 
                     # TODO: we need a better API to do this..
                     # specially store ref to shm for lookup in display loop
                     # since only a placeholder of `None` is entered in
                     # ``.draw_curve()``.
-                    chart._flows[name].shm = shm
+                    flow = chart._flows[name]
+                    assert flow.plot is pi
+                    flow.shm = shm
 
             chart_curves(
                 fields,
@@ -825,6 +840,17 @@ async def open_vlm_displays(
                 fr_shm,
             )
 
+            # TODO: is there a way to "sync" the dual axes such that only
+            # one curve is needed?
+            # hide the original vlm curve since the $vlm one is now
+            # displayed and the curves are effectively the same minus
+            # liquidity events (well at least on low OHLC periods - 1s).
+            vlm_curve.hide()
+            chart.removeItem(vlm_curve)
+            chart._flows.pop('volume')
+            # avoid range sorting on volume once disabled
+            chart.view.disable_auto_yrange()
+
             # Trade rate overlay
             # XXX: requires an additional overlay for
             # a trades-per-period (time) y-range.
@@ -864,7 +890,10 @@ async def open_vlm_displays(
                 style='dash',
             )
 
-            for pi in (dvlm_pi, tr_pi):
+            for pi in (
+                dvlm_pi,
+                tr_pi,
+            ):
                 for name, axis_info in pi.axes.items():
                     # lol this sux XD
                     axis = axis_info['item']

piker/ui/_interaction.py

@@ -20,6 +20,7 @@ Chart view box primitives
 """
 from __future__ import annotations
 from contextlib import asynccontextmanager
+# import itertools
 import time
 from typing import Optional, Callable
 
@@ -33,9 +34,11 @@ import numpy as np
 import trio
 
 from ..log import get_logger
+from .._profile import pg_profile_enabled, ms_slower_then
 from ._style import _min_points_to_show
 from ._editors import SelectRect
 from . import _event
+from ._ohlc import BarItems
 
 
 log = get_logger(__name__)
@@ -318,6 +321,7 @@ async def handle_viewmode_mouse(
         ):
             # when in order mode, submit execution
             # msg.event.accept()
+            # breakpoint()
             view.order_mode.submit_order()
 
 
@@ -356,13 +360,13 @@ class ChartView(ViewBox):
     ):
         super().__init__(
             parent=parent,
+            name=name,
             # TODO: look into the default view padding
             # support that might replace somem of our
             # ``ChartPlotWidget._set_yrange()`
             # defaultPadding=0.,
             **kwargs
         )
-
         # for "known y-range style"
         self._static_yrange = static_yrange
         self._maxmin = None
@@ -384,6 +388,34 @@ class ChartView(ViewBox):
         self.order_mode: bool = False
 
         self.setFocusPolicy(QtCore.Qt.StrongFocus)
+        self._ic = None
+
+    def start_ic(
+        self,
+    ) -> None:
+        '''
+        Signal the beginning of a click-drag interaction
+        to any interested task waiters.
+
+        '''
+        if self._ic is None:
+            self.chart.pause_all_feeds()
+            self._ic = trio.Event()
+
+    def signal_ic(
+        self,
+        *args,
+
+    ) -> None:
+        '''
+        Signal the end of a click-drag interaction
+        to any waiters.
+
+        '''
+        if self._ic:
+            self._ic.set()
+            self._ic = None
+            self.chart.resume_all_feeds()
 
     @asynccontextmanager
     async def open_async_input_handler(
@@ -435,7 +467,8 @@ class ChartView(ViewBox):
         axis=None,
         relayed_from: ChartView = None,
     ):
-        '''Override "center-point" location for scrolling.
+        '''
+        Override "center-point" location for scrolling.
 
         This is an override of the ``ViewBox`` method simply changing
         the center of the zoom to be the y-axis.
@@ -536,6 +569,11 @@ class ChartView(ViewBox):
             self._resetTarget()
             self.scaleBy(s, focal)
             self.sigRangeChangedManually.emit(mask)
+
+            # self._ic.set()
+            # self._ic = None
+            # self.chart.resume_all_feeds()
+
             ev.accept()
 
     def mouseDragEvent(
@@ -618,6 +656,11 @@ class ChartView(ViewBox):
                 # XXX: WHY
                 ev.accept()
 
+                self.start_ic()
+                # if self._ic is None:
+                #     self.chart.pause_all_feeds()
+                #     self._ic = trio.Event()
+
                 if axis == 1:
                     self.chart._static_yrange = 'axis'
 
@@ -635,6 +678,12 @@ class ChartView(ViewBox):
 
                 self.sigRangeChangedManually.emit(self.state['mouseEnabled'])
 
+                if ev.isFinish():
+                    self.signal_ic()
+                    # self._ic.set()
+                    # self._ic = None
+                    # self.chart.resume_all_feeds()
+
         # WEIRD "RIGHT-CLICK CENTER ZOOM" MODE
         elif button & QtCore.Qt.RightButton:
 
@@ -698,6 +747,11 @@ class ChartView(ViewBox):
         data set.
 
         '''
+        profiler = pg.debug.Profiler(
+            disabled=not pg_profile_enabled(),
+            gt=ms_slower_then,
+            delayed=True,
+        )
         set_range = True
         chart = self._chart
 
@@ -725,32 +779,42 @@ class ChartView(ViewBox):
         # Make sure min bars/datums on screen is adhered.
         else:
             br = bars_range or chart.bars_range()
+            profiler(f'got bars range: {br}')
 
             # TODO: maybe should be a method on the
             # chart widget/item?
-            if autoscale_linked_plots:
-                # avoid recursion by sibling plots
-                linked = self.linkedsplits
-                plots = list(linked.subplots.copy().values())
-                main = linked.chart
-                if main:
-                    plots.append(main)
+            # if False:
+            # if autoscale_linked_plots:
+            #     # avoid recursion by sibling plots
+            #     linked = self.linkedsplits
+            #     plots = list(linked.subplots.copy().values())
+            #     main = linked.chart
+            #     if main:
+            #         plots.append(main)
 
-                for chart in plots:
-                    if chart and not chart._static_yrange:
-                        chart.cv._set_yrange(
-                            bars_range=br,
-                            autoscale_linked_plots=False,
-                        )
+            #     for chart in plots:
+            #         if chart and not chart._static_yrange:
+            #             chart.cv._set_yrange(
+            #                 bars_range=br,
+            #                 autoscale_linked_plots=False,
+            #             )
+            #     profiler('autoscaled linked plots')
 
         if set_range:
 
-            yrange = self._maxmin()
-            if yrange is None:
-                return
+            if not yrange:
+                # XXX: only compute the mxmn range
+                # if none is provided as input!
+                yrange = self._maxmin()
+
+                if yrange is None:
+                    log.warning(f'No yrange provided for {self.name}!?')
+                    return
 
             ylow, yhigh = yrange
 
+            profiler(f'maxmin(): {yrange}')
+
             # view margins: stay within a % of the "true range"
             diff = yhigh - ylow
             ylow = ylow - (diff * range_margin)
@@ -764,9 +828,11 @@ class ChartView(ViewBox):
                 yMax=yhigh,
             )
             self.setYRange(ylow, yhigh)
+            profiler(f'set limits: {(ylow, yhigh)}')
 
     def enable_auto_yrange(
-        vb: ChartView,
+        self,
+        src_vb: Optional[ChartView] = None,
 
     ) -> None:
         '''
@@ -774,13 +840,107 @@ class ChartView(ViewBox):
         based on data contents and ``ViewBox`` state.
 
         '''
-        vb.sigXRangeChanged.connect(vb._set_yrange)
+        if src_vb is None:
+            src_vb = self
+
+        # such that when a linked chart changes its range
+        # this local view is also automatically changed and
+        # resized to data.
+        src_vb.sigXRangeChanged.connect(self._set_yrange)
+
+        # splitter(s) resizing
+        src_vb.sigResized.connect(self._set_yrange)
+
         # mouse wheel doesn't emit XRangeChanged
-        vb.sigRangeChangedManually.connect(vb._set_yrange)
-        vb.sigResized.connect(vb._set_yrange)  # splitter(s) resizing
+        src_vb.sigRangeChangedManually.connect(self._set_yrange)
+
+        # TODO: a smarter way to avoid calling this needlessly?
+        # 2 things i can think of:
+        # - register downsample-able graphics specially and only
+        #   iterate those.
+        # - only register this when certain downsampleable graphics are
+        #   "added to scene".
+        src_vb.sigRangeChangedManually.connect(
+            self.maybe_downsample_graphics
+        )
 
     def disable_auto_yrange(
         self,
     ) -> None:
 
-        self._chart._static_yrange = 'axis'
+        # self._chart._static_yrange = 'axis'
+
+        self.sigXRangeChanged.disconnect(
+            self._set_yrange,
+        )
+        self.sigResized.disconnect(
+            self._set_yrange,
+        )
+        self.sigRangeChangedManually.disconnect(
+            self.maybe_downsample_graphics
+        )
+        self.sigRangeChangedManually.disconnect(
+            self._set_yrange,
+        )
+
+    def x_uppx(self) -> float:
+        '''
+        Return the "number of x units" within a single
+        pixel currently being displayed for relevant
+        graphics items which are our children.
+
+        '''
+        graphics = list(self._chart._graphics.values())
+        if not graphics:
+            return 0
+
+        for graphic in graphics:
+            xvec = graphic.pixelVectors()[0]
+            if xvec:
+                return xvec.x()
+        else:
+            return 0
+
+    def maybe_downsample_graphics(self):
+
+        uppx = self.x_uppx()
+        if (
+            # we probably want to drop this once we are "drawing in
+            # view" for downsampled flows..
+            uppx and uppx > 16
+            and self._ic is not None
+        ):
+            # don't bother updating since we're zoomed out bigly and
+            # in a pan-interaction, in which case we shouldn't be
+            # doing view-range based rendering (at least not yet).
+            # print(f'{uppx} exiting early!')
+            return
+
+        profiler = pg.debug.Profiler(
+            disabled=not pg_profile_enabled(),
+            gt=3,
+            delayed=True,
+        )
+
+        # TODO: a faster single-loop-iterator way of doing this XD
+        chart = self._chart
+        linked = self.linkedsplits
+        plots = linked.subplots | {chart.name: chart}
+        for chart_name, chart in plots.items():
+            for name, flow in chart._flows.items():
+                graphics = flow.graphics
+
+                use_vr = False
+                if isinstance(graphics, BarItems):
+                    use_vr = True
+
+                # pass in no array which will read and render from the last
+                # passed array (normally provided by the display loop.)
+                chart.update_graphics_from_array(
+                    name,
+                    use_vr=use_vr,
+                    profiler=profiler,
+                )
+                profiler(f'range change updated {chart_name}:{name}')
+
+        profiler.finish()

piker/ui/_lines.py

@@ -20,7 +20,7 @@ Lines for orders, alerts, L2.
 """
 from functools import partial
 from math import floor
-from typing import Tuple, Optional, List, Callable
+from typing import Optional, Callable
 
 import pyqtgraph as pg
 from pyqtgraph import Point, functions as fn
@@ -29,10 +29,8 @@ from PyQt5.QtCore import QPointF
 
 from ._annotate import qgo_draw_markers, LevelMarker
 from ._anchors import (
-    marker_right_points,
     vbr_left,
     right_axis,
-    # pp_tight_and_right,  # wanna keep it straight in the long run
     gpath_pin,
 )
 from ..calc import humanize
@@ -104,8 +102,8 @@ class LevelLine(pg.InfiniteLine):
 
         # list of labels anchored at one of the 2 line endpoints
         # inside the viewbox
-        self._labels: List[Label] = []
-        self._markers: List[(int, Label)] = []
+        self._labels: list[Label] = []
+        self._markers: list[(int, Label)] = []
 
         # whenever this line is moved trigger label updates
         self.sigPositionChanged.connect(self.on_pos_change)
@@ -124,7 +122,7 @@ class LevelLine(pg.InfiniteLine):
         self._y_incr_mult = 1 / chart.linked.symbol.tick_size
         self._right_end_sc: float = 0
 
-    def txt_offsets(self) -> Tuple[int, int]:
+    def txt_offsets(self) -> tuple[int, int]:
         return 0, 0
 
     @property
@@ -315,17 +313,6 @@ class LevelLine(pg.InfiniteLine):
         # TODO: enter labels edit mode
         print(f'double click {ev}')
 
-    def right_point(
-        self,
-    ) -> float:
-
-        chart = self._chart
-        l1_len = chart._max_l1_line_len
-        ryaxis = chart.getAxis('right')
-        up_to_l1_sc = ryaxis.pos().x() - l1_len
-
-        return up_to_l1_sc
-
     def paint(
         self,
 
@@ -345,7 +332,7 @@ class LevelLine(pg.InfiniteLine):
         vb_left, vb_right = self._endPoints
         vb = self.getViewBox()
 
-        line_end, marker_right, r_axis_x = marker_right_points(self._chart)
+        line_end, marker_right, r_axis_x = self._chart.marker_right_points()
 
         if self.show_markers and self.markers:
 
@@ -411,7 +398,7 @@ class LevelLine(pg.InfiniteLine):
     def scene_endpoint(self) -> QPointF:
 
         if not self._right_end_sc:
-            line_end, _, _ = marker_right_points(self._chart)
+            line_end, _, _ = self._chart.marker_right_points()
             self._right_end_sc = line_end - 10
 
         return QPointF(self._right_end_sc, self.scene_y())
@@ -422,23 +409,23 @@ class LevelLine(pg.InfiniteLine):
 
     ) -> QtWidgets.QGraphicsPathItem:
 
+        self._marker = path
+        self._marker.setPen(self.currentPen)
+        self._marker.setBrush(fn.mkBrush(self.currentPen.color()))
         # add path to scene
         self.getViewBox().scene().addItem(path)
 
-        self._marker = path
-
-        rsc = self.right_point()
-
-        self._marker.setPen(self.currentPen)
-        self._marker.setBrush(fn.mkBrush(self.currentPen.color()))
+        # place to just-left of L1 labels
+        rsc = self._chart.pre_l1_xs()[0]
         path.setPos(QPointF(rsc, self.scene_y()))
 
         return path
 
     def hoverEvent(self, ev):
-        """Mouse hover callback.
+        '''
+        Mouse hover callback.
 
-        """
+        '''
         cur = self._chart.linked.cursor
 
         # hovered
@@ -614,7 +601,8 @@ def order_line(
     **line_kwargs,
 
 ) -> LevelLine:
-    '''Convenience routine to add a line graphic representing an order
+    '''
+    Convenience routine to add a line graphic representing an order
     execution submitted to the EMS via the chart's "order mode".
 
     '''
@@ -689,7 +677,6 @@ def order_line(
 
             return f'{account}: '
 
-
         label.fields = {
             'size': size,
             'size_digits': 0,

piker/ui/_ohlc.py

@@ -17,7 +17,11 @@
 Super fast OHLC sampling graphics types.
 
 """
-from typing import List, Optional, Tuple
+from __future__ import annotations
+from typing import (
+    Optional,
+    TYPE_CHECKING,
+)
 
 import numpy as np
 import pyqtgraph as pg
@@ -27,30 +31,29 @@ from PyQt5.QtCore import QLineF, QPointF
 # from numba import types as ntypes
 # from ..data._source import numba_ohlc_dtype
 
-from .._profile import pg_profile_enabled
+from .._profile import pg_profile_enabled, ms_slower_then
 from ._style import hcolor
+from ..log import get_logger
+from ._curve import FastAppendCurve
+from ._compression import ohlc_flatten
+
+if TYPE_CHECKING:
+    from ._chart import LinkedSplits
 
 
-def _mk_lines_array(
-    data: List,
-    size: int,
-    elements_step: int = 6,
-) -> np.ndarray:
-    """Create an ndarray to hold lines graphics info.
-
-    """
-    return np.zeros_like(
-        data,
-        shape=(int(size), elements_step),
-        dtype=object,
-    )
+log = get_logger(__name__)
 
 
-def lines_from_ohlc(
+def bar_from_ohlc_row(
     row: np.ndarray,
     w: float
-) -> Tuple[QLineF]:
 
+) -> tuple[QLineF]:
+    '''
+    Generate the minimal ``QLineF`` lines to construct a single
+    OHLC "bar" for use in the "last datum" of a series.
+
+    '''
     open, high, low, close, index = row[
         ['open', 'high', 'low', 'close', 'index']]
 
@@ -84,7 +87,7 @@ def lines_from_ohlc(
 @njit(
     # TODO: for now need to construct this manually for readonly arrays, see
     # https://github.com/numba/numba/issues/4511
-    # ntypes.Tuple((float64[:], float64[:], float64[:]))(
+    # ntypes.tuple((float64[:], float64[:], float64[:]))(
     #     numba_ohlc_dtype[::1],  # contiguous
     #     int64,
     #     optional(float64),
@@ -95,10 +98,12 @@ def path_arrays_from_ohlc(
     data: np.ndarray,
     start: int64,
     bar_gap: float64 = 0.43,
-) -> np.ndarray:
-    """Generate an array of lines objects from input ohlc data.
 
-    """
+) -> np.ndarray:
+    '''
+    Generate an array of lines objects from input ohlc data.
+
+    '''
     size = int(data.shape[0] * 6)
 
     x = np.zeros(
@@ -152,26 +157,50 @@ def path_arrays_from_ohlc(
 
 
 def gen_qpath(
-    data,
-    start,  # XXX: do we need this?
-    w,
+    data: np.ndarray,
+    start: int,  # XXX: do we need this?
+    w: float,
+    path: Optional[QtGui.QPainterPath] = None,
+
 ) -> QtGui.QPainterPath:
 
-    profiler = pg.debug.Profiler(disabled=not pg_profile_enabled())
+    path_was_none = path is None
 
-    x, y, c = path_arrays_from_ohlc(data, start, bar_gap=w)
+    profiler = pg.debug.Profiler(
+        msg='gen_qpath ohlc',
+        disabled=not pg_profile_enabled(),
+        gt=ms_slower_then,
+    )
+
+    x, y, c = path_arrays_from_ohlc(
+        data,
+        start,
+        bar_gap=w,
+    )
     profiler("generate stream with numba")
 
     # TODO: numba the internals of this!
-    path = pg.functions.arrayToQPath(x, y, connect=c)
+    path = pg.functions.arrayToQPath(
+        x,
+        y,
+        connect=c,
+        path=path,
+    )
+
+    # avoid mem allocs if possible
+    if path_was_none:
+        path.reserve(path.capacity())
+
     profiler("generate path with arrayToQPath")
 
     return path
 
 
 class BarItems(pg.GraphicsObject):
-    """Price range bars graphics rendered from a OHLC sequence.
-    """
+    '''
+    "Price range" bars graphics rendered from a OHLC sampled sequence.
+
+    '''
     sigPlotChanged = QtCore.pyqtSignal(object)
 
     # 0.5 is no overlap between arms, 1.0 is full overlap
@@ -179,17 +208,26 @@ class BarItems(pg.GraphicsObject):
 
     def __init__(
         self,
-        # scene: 'QGraphicsScene',  # noqa
+        linked: LinkedSplits,
         plotitem: 'pg.PlotItem',  # noqa
         pen_color: str = 'bracket',
         last_bar_color: str = 'bracket',
+
+        name: Optional[str] = None,
+
     ) -> None:
         super().__init__()
-
+        self.linked = linked
         # XXX: for the mega-lulz increasing width here increases draw
         # latency...  so probably don't do it until we figure that out.
+        self._color = pen_color
         self.bars_pen = pg.mkPen(hcolor(pen_color), width=1)
         self.last_bar_pen = pg.mkPen(hcolor(last_bar_color), width=2)
+        self._name = name
+
+        self._ds_line_xy: Optional[
+            tuple[np.ndarray, np.ndarray]
+        ] = None
 
         # NOTE: this prevents redraws on mouse interaction which is
         # a huge boon for avg interaction latency.
@@ -200,50 +238,79 @@ class BarItems(pg.GraphicsObject):
         # that mode?
         self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
 
-        # not sure if this is actually impoving anything but figured it
-        # was worth a shot:
-        # self.path.reserve(int(100e3 * 6))
-
-        self.path = QtGui.QPainterPath()
-
         self._pi = plotitem
+        self.path = QtGui.QPainterPath()
+        self.fast_path = QtGui.QPainterPath()
 
-        self._xrange: Tuple[int, int]
-        self._yrange: Tuple[float, float]
+        self._xrange: tuple[int, int]
+        self._yrange: tuple[float, float]
+        self._vrange = None
 
         # TODO: don't render the full backing array each time
         # self._path_data = None
-        self._last_bar_lines: Optional[Tuple[QLineF, ...]] = None
+        self._last_bar_lines: Optional[tuple[QLineF, ...]] = None
 
         # track the current length of drawable lines within the larger array
         self.start_index: int = 0
         self.stop_index: int = 0
 
+        # downsampler-line state
+        self._in_ds: bool = False
+        self._ds_line: Optional[FastAppendCurve] = None
+        self._dsi: tuple[int, int] = 0, 0
+        self._xs_in_px: float = 0
+
     def draw_from_data(
         self,
-        data: np.ndarray,
+        ohlc: np.ndarray,
         start: int = 0,
+
     ) -> QtGui.QPainterPath:
-        """Draw OHLC datum graphics from a ``np.ndarray``.
+        '''
+        Draw OHLC datum graphics from a ``np.ndarray``.
 
         This routine is usually only called to draw the initial history.
-        """
-        hist, last = data[:-1], data[-1]
 
+        '''
+        hist, last = ohlc[:-1], ohlc[-1]
         self.path = gen_qpath(hist, start, self.w)
 
         # save graphics for later reference and keep track
         # of current internal "last index"
-        # self.start_index = len(data)
-        index = data['index']
+        # self.start_index = len(ohlc)
+        index = ohlc['index']
         self._xrange = (index[0], index[-1])
         self._yrange = (
-            np.nanmax(data['high']),
-            np.nanmin(data['low']),
+            np.nanmax(ohlc['high']),
+            np.nanmin(ohlc['low']),
         )
 
         # up to last to avoid double draw of last bar
-        self._last_bar_lines = lines_from_ohlc(last, self.w)
+        self._last_bar_lines = bar_from_ohlc_row(last, self.w)
+
+        x, y = self._ds_line_xy = ohlc_flatten(ohlc)
+
+        # TODO: figuring out the most optimial size for the ideal
+        # curve-path by,
+        # - calcing the display's max px width `.screen()`
+        # - drawing a curve and figuring out it's capacity:
+        #   https://doc.qt.io/qt-5/qpainterpath.html#capacity
+        # - reserving that cap for each curve-mapped-to-shm with
+
+        # - leveraging clearing when needed to redraw the entire
+        #   curve that does not release mem allocs:
+        #   https://doc.qt.io/qt-5/qpainterpath.html#clear
+        curve = FastAppendCurve(
+            y=y,
+            x=x,
+            name='OHLC',
+            color=self._color,
+        )
+        curve.hide()
+        self._pi.addItem(curve)
+        self._ds_line = curve
+
+        self._ds_xrange = (index[0], index[-1])
 
         # trigger render
         # https://doc.qt.io/qt-5/qgraphicsitem.html#update
@@ -251,12 +318,27 @@ class BarItems(pg.GraphicsObject):
 
         return self.path
 
+    def x_uppx(self) -> int:
+        if self._ds_line:
+            return self._ds_line.x_uppx()
+        else:
+            return 0
+
     def update_from_array(
         self,
-        array: np.ndarray,
-        just_history=False,
+
+        # full array input history
+        ohlc: np.ndarray,
+
+        # pre-sliced array data that's "in view"
+        ohlc_iv: np.ndarray,
+
+        view_range: Optional[tuple[int, int]] = None,
+        profiler: Optional[pg.debug.Profiler] = None,
+
     ) -> None:
-        """Update the last datum's bar graphic from input data array.
+        '''
+        Update the last datum's bar graphic from input data array.
 
         This routine should be interface compatible with
         ``pg.PlotCurveItem.setData()``. Normally this method in
@@ -266,95 +348,265 @@ class BarItems(pg.GraphicsObject):
         does) so this "should" be simpler and faster.
 
         This routine should be made (transitively) as fast as possible.
-        """
+
+        '''
+        profiler = profiler or pg.debug.Profiler(
+            disabled=not pg_profile_enabled(),
+            gt=ms_slower_then,
+            delayed=True,
+        )
+
         # index = self.start_index
         istart, istop = self._xrange
+        ds_istart, ds_istop = self._ds_xrange
 
-        index = array['index']
+        index = ohlc['index']
         first_index, last_index = index[0], index[-1]
 
-        # length = len(array)
-        prepend_length = istart - first_index
-        append_length = last_index - istop
+        # length = len(ohlc)
+        # prepend_length = istart - first_index
+        # append_length = last_index - istop
+
+        # ds_prepend_length = ds_istart - first_index
+        # ds_append_length = last_index - ds_istop
 
         flip_cache = False
 
-        # TODO: allow mapping only a range of lines thus
-        # only drawing as many bars as exactly specified.
+        x_gt = 16
+        if self._ds_line:
+            uppx = self._ds_line.x_uppx()
+        else:
+            uppx = 0
 
-        if prepend_length:
+        should_line = self._in_ds
+        if (
+            self._in_ds
+            and uppx < x_gt
+        ):
+            should_line = False
 
-            # new history was added and we need to render a new path
-            new_bars = array[:prepend_length]
-            prepend_path = gen_qpath(new_bars, 0, self.w)
+        elif (
+            not self._in_ds
+            and uppx >= x_gt
+        ):
+            should_line = True
 
-            # XXX: SOMETHING IS MAYBE FISHY HERE what with the old_path
-            # y value not matching the first value from
-            # array[prepend_length + 1] ???
+        profiler('ds logic complete')
 
-            # update path
-            old_path = self.path
-            self.path = prepend_path
-            self.path.addPath(old_path)
+        if should_line:
+            # update the line graphic
+            # x, y = self._ds_line_xy = ohlc_flatten(ohlc_iv)
+            x, y = self._ds_line_xy = ohlc_flatten(ohlc)
+            x_iv, y_iv = self._ds_line_xy = ohlc_flatten(ohlc_iv)
+            profiler('flattening bars to line')
+
+            # TODO: we should be diffing the amount of new data which
+            # needs to be downsampled. Ideally we actually are just
+            # doing all the ds-ing in sibling actors so that the data
+            # can just be read and rendered to graphics on events of our
+            # choice.
+            # diff = do_diff(ohlc, new_bit)
+            curve = self._ds_line
+            curve.update_from_array(
+                x=x,
+                y=y,
+                x_iv=x_iv,
+                y_iv=y_iv,
+                view_range=None,  # hack
+                profiler=profiler,
+            )
+            profiler('updated ds line')
+
+            if not self._in_ds:
+                # hide bars and show line
+                self.hide()
+                # XXX: is this actually any faster?
+                # self._pi.removeItem(self)
+
+                # TODO: a `.ui()` log level?
+                log.info(
+                    f'downsampling to line graphic {self._name}'
+                )
+
+                # self._pi.addItem(curve)
+                curve.show()
+                curve.update()
+                self._in_ds = True
+
+            # stop here since we don't need to update bars path any more
+            # as we delegate to the downsample line with updates.
+            profiler.finish()
+            # print('terminating early')
+            return
+
+        else:
+            # we should be in bars mode
+
+            if self._in_ds:
+                # flip back to bars graphics and hide the downsample line.
+                log.info(f'showing bars graphic {self._name}')
+
+                curve = self._ds_line
+                curve.hide()
+                # self._pi.removeItem(curve)
+
+                # XXX: is this actually any faster?
+                # self._pi.addItem(self)
+                self.show()
+                self._in_ds = False
+
+            # generate in_view path
+            self.path = gen_qpath(
+                ohlc_iv,
+                0,
+                self.w,
+                # path=self.path,
+            )
+
+            # TODO: to make the downsampling faster
+            # - allow mapping only a range of lines thus only drawing as
+            #   many bars as exactly specified.
+            # - move ohlc "flattening" to a shmarr
+            # - maybe move all this embedded logic to a higher
+            #   level type?
+
+            # if prepend_length:
+            #     # new history was added and we need to render a new path
+            #     prepend_bars = ohlc[:prepend_length]
+
+            # if ds_prepend_length:
+            #     ds_prepend_bars = ohlc[:ds_prepend_length]
+            #     pre_x, pre_y = ohlc_flatten(ds_prepend_bars)
+            #     fx = np.concatenate((pre_x, fx))
+            #     fy = np.concatenate((pre_y, fy))
+            #     profiler('ds line prepend diff complete')
+
+            # if append_length:
+            #     # generate new graphics to match provided array
+            #     # path appending logic:
+            #     # we need to get the previous "current bar(s)" for the time step
+            #     # and convert it to a sub-path to append to the historical set
+            #     # new_bars = ohlc[istop - 1:istop + append_length - 1]
+            #     append_bars = ohlc[-append_length - 1:-1]
+            #     # print(f'ohlc bars to append size: {append_bars.size}\n')
+
+            # if ds_append_length:
+            #     ds_append_bars = ohlc[-ds_append_length - 1:-1]
+            #     post_x, post_y = ohlc_flatten(ds_append_bars)
+            #     print(
+            #         f'ds curve to append sizes: {(post_x.size, post_y.size)}'
+            #     )
+            #     fx = np.concatenate((fx, post_x))
+            #     fy = np.concatenate((fy, post_y))
+
+            #     profiler('ds line append diff complete')
+
+            profiler('array diffs complete')
+
+            # does this work?
+            last = ohlc[-1]
+            # fy[-1] = last['close']
+
+            # # incremental update and cache line datums
+            # self._ds_line_xy = fx, fy
+
+            # maybe downsample to line
+            # ds = self.maybe_downsample()
+            # if ds:
+            #     # if we downsample to a line don't bother with
+            #     # any more path generation / updates
+            #     self._ds_xrange = first_index, last_index
+            #     profiler('downsampled to line')
+            #     return
+
+            # print(in_view.size)
+
+            # if self.path:
+            #     self.path = path
+            #     self.path.reserve(path.capacity())
+            #     self.path.swap(path)
+
+            # path updates
+            # if prepend_length:
+            #     # XXX: SOMETHING IS MAYBE FISHY HERE what with the old_path
+            #     # y value not matching the first value from
+            #     # ohlc[prepend_length + 1] ???
+            #     prepend_path = gen_qpath(prepend_bars, 0, self.w)
+            #     old_path = self.path
+            #     self.path = prepend_path
+            #     self.path.addPath(old_path)
+            #     profiler('path PREPEND')
+
+            # if append_length:
+            #     append_path = gen_qpath(append_bars, 0, self.w)
+
+            #     self.path.moveTo(
+            #         float(istop - self.w),
+            #         float(append_bars[0]['open'])
+            #     )
+            #     self.path.addPath(append_path)
+
+            #     profiler('path APPEND')
+            #     fp = self.fast_path
+            #     if fp is None:
+            #         self.fast_path = append_path
+
+            #     else:
+            #         fp.moveTo(
+            #             float(istop - self.w), float(new_bars[0]['open'])
+            #         )
+            #         fp.addPath(append_path)
+
+            #     self.setCacheMode(QtWidgets.QGraphicsItem.NoCache)
+            #     flip_cache = True
+
+            self._xrange = first_index, last_index
 
             # trigger redraw despite caching
             self.prepareGeometryChange()
 
-        if append_length:
             # generate new lines objects for updatable "current bar"
-            self._last_bar_lines = lines_from_ohlc(array[-1], self.w)
+            self._last_bar_lines = bar_from_ohlc_row(last, self.w)
 
-            # generate new graphics to match provided array
-            # path appending logic:
-            # we need to get the previous "current bar(s)" for the time step
-            # and convert it to a sub-path to append to the historical set
-            # new_bars = array[istop - 1:istop + append_length - 1]
-            new_bars = array[-append_length - 1:-1]
-            append_path = gen_qpath(new_bars, 0, self.w)
-            self.path.moveTo(float(istop - self.w), float(new_bars[0]['open']))
-            self.path.addPath(append_path)
+            # last bar update
+            i, o, h, l, last, v = last[
+                ['index', 'open', 'high', 'low', 'close', 'volume']
+            ]
+            # assert i == self.start_index - 1
+            # assert i == last_index
+            body, larm, rarm = self._last_bar_lines
 
-            # trigger redraw despite caching
-            self.prepareGeometryChange()
-            self.setCacheMode(QtWidgets.QGraphicsItem.NoCache)
-            flip_cache = True
+            # XXX: is there a faster way to modify this?
+            rarm.setLine(rarm.x1(), last, rarm.x2(), last)
 
-        self._xrange = first_index, last_index
+            # writer is responsible for changing open on "first" volume of bar
+            larm.setLine(larm.x1(), o, larm.x2(), o)
 
-        # last bar update
-        i, o, h, l, last, v = array[-1][
-            ['index', 'open', 'high', 'low', 'close', 'volume']
-        ]
-        # assert i == self.start_index - 1
-        # assert i == last_index
-        body, larm, rarm = self._last_bar_lines
+            if l != h:  # noqa
 
-        # XXX: is there a faster way to modify this?
-        rarm.setLine(rarm.x1(), last, rarm.x2(), last)
+                if body is None:
+                    body = self._last_bar_lines[0] = QLineF(i, l, i, h)
+                else:
+                    # update body
+                    body.setLine(i, l, i, h)
 
-        # writer is responsible for changing open on "first" volume of bar
-        larm.setLine(larm.x1(), o, larm.x2(), o)
+                # XXX: pretty sure this is causing an issue where the bar has
+                # a large upward move right before the next sample and the body
+                # is getting set to None since the next bar is flat but the shm
+                # array index update wasn't read by the time this code runs. Iow
+                # we're doing this removal of the body for a bar index that is
+                # now out of date / from some previous sample. It's weird
+                # though because i've seen it do this to bars i - 3 back?
 
-        if l != h:  # noqa
+            profiler('last bar set')
 
-            if body is None:
-                body = self._last_bar_lines[0] = QLineF(i, l, i, h)
-            else:
-                # update body
-                body.setLine(i, l, i, h)
+            self.update()
+            profiler('.update()')
 
-            # XXX: pretty sure this is causing an issue where the bar has
-            # a large upward move right before the next sample and the body
-            # is getting set to None since the next bar is flat but the shm
-            # array index update wasn't read by the time this code runs. Iow
-            # we're doing this removal of the body for a bar index that is
-            # now out of date / from some previous sample. It's weird
-            # though because i've seen it do this to bars i - 3 back?
+            if flip_cache:
+                self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
 
-        self.update()
-
-        if flip_cache:
-            self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
+            profiler.finish()
 
     def boundingRect(self):
         # Qt docs: https://doc.qt.io/qt-5/qgraphicsitem.html#boundingRect
@@ -373,16 +625,31 @@ class BarItems(pg.GraphicsObject):
         # apparently this a lot faster says the docs?
         # https://doc.qt.io/qt-5/qpainterpath.html#controlPointRect
         hb = self.path.controlPointRect()
-        hb_tl, hb_br = hb.topLeft(), hb.bottomRight()
+        hb_tl, hb_br = (
+            hb.topLeft(),
+            hb.bottomRight(),
+        )
+
+        # fp = self.fast_path
+        # if fp:
+        #     fhb = fp.controlPointRect()
+        #     print((hb_tl, hb_br))
+        #     print(fhb)
+        #     hb_tl, hb_br = (
+        #         fhb.topLeft() + hb.topLeft(),
+        #         fhb.bottomRight() + hb.bottomRight(),
+        #     )
 
         # need to include last bar height or BR will be off
         mx_y = hb_br.y()
         mn_y = hb_tl.y()
 
-        body_line = self._last_bar_lines[0]
-        if body_line:
-            mx_y = max(mx_y, max(body_line.y1(), body_line.y2()))
-            mn_y = min(mn_y, min(body_line.y1(), body_line.y2()))
+        last_lines = self._last_bar_lines
+        if last_lines:
+            body_line = self._last_bar_lines[0]
+            if body_line:
+                mx_y = max(mx_y, max(body_line.y1(), body_line.y2()))
+                mn_y = min(mn_y, min(body_line.y1(), body_line.y2()))
 
         return QtCore.QRectF(
 
@@ -405,9 +672,16 @@ class BarItems(pg.GraphicsObject):
         p: QtGui.QPainter,
         opt: QtWidgets.QStyleOptionGraphicsItem,
         w: QtWidgets.QWidget
+
     ) -> None:
 
-        profiler = pg.debug.Profiler(disabled=not pg_profile_enabled())
+        if self._in_ds:
+            return
+
+        profiler = pg.debug.Profiler(
+            disabled=not pg_profile_enabled(),
+            gt=ms_slower_then,
+        )
 
         # p.setCompositionMode(0)
 
@@ -423,4 +697,8 @@ class BarItems(pg.GraphicsObject):
 
         p.setPen(self.bars_pen)
         p.drawPath(self.path)
-        profiler('draw history path')
+        profiler(f'draw history path: {self.path.capacity()}')
+
+        # if self.fast_path:
+        #     p.drawPath(self.fast_path)
+        #     profiler('draw fast path')

piker/ui/_style.py

@@ -14,9 +14,10 @@
 # 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/>.
 
-"""
+'''
 Qt UI styling.
-"""
+
+'''
 from typing import Optional, Dict
 import math
 
@@ -202,8 +203,6 @@ _xaxis_at = 'bottom'
 # charting config
 CHART_MARGINS = (0, 0, 2, 2)
 _min_points_to_show = 6
-_bars_to_left_in_follow_mode = int(61*6)
-_bars_from_right_in_follow_mode = round(0.16 * _bars_to_left_in_follow_mode)
 _tina_mode = False
 
 

piker/ui/cli.py

@@ -122,7 +122,8 @@ def optschain(config, symbol, date, rate, test):
 @cli.command()
 @click.option(
     '--profile',
-    is_flag=True,
+    '-p',
+    default=None,
     help='Enable pyqtgraph profiling'
 )
 @click.option(
@@ -133,9 +134,16 @@ def optschain(config, symbol, date, rate, test):
 @click.argument('symbol', required=True)
 @click.pass_obj
 def chart(config, symbol, profile, pdb):
-    """Start a real-time chartng UI
-    """
-    from .. import _profile
+    '''
+    Start a real-time chartng UI
+
+    '''
+    # eg. ``--profile 3`` reports profiling for anything slower then 3 ms.
+    if profile is not None:
+        from .. import _profile
+        _profile._pg_profile = True
+        _profile.ms_slower_then = float(profile)
+
     from ._app import _main
 
     if '.' not in symbol:
@@ -145,8 +153,6 @@ def chart(config, symbol, profile, pdb):
         ))
         return
 
-    # toggle to enable profiling
-    _profile._pg_profile = profile
 
     # global opts
     brokernames = config['brokers']

piker/ui/order_mode.py

@@ -268,13 +268,14 @@ class OrderMode:
 
         '''
         staged = self._staged_order
-        symbol = staged.symbol
+        symbol: Symbol = staged.symbol
         oid = str(uuid.uuid4())
 
         # format order data for ems
+        fqsn = symbol.front_fqsn()
         order = staged.copy(
             update={
-                'symbol': symbol.key,
+                'symbol': fqsn,
                 'oid': oid,
             }
         )
@@ -519,8 +520,7 @@ async def open_order_mode(
 
     feed: Feed,
     chart: 'ChartPlotWidget',  # noqa
-    symbol: Symbol,
-    brokername: str,
+    fqsn: str,
     started: trio.Event,
 
 ) -> None:
@@ -546,8 +546,7 @@ async def open_order_mode(
 
     # spawn EMS actor-service
     async with (
-
-        open_ems(brokername, symbol) as (
+        open_ems(fqsn) as (
             book,
             trades_stream,
             position_msgs,
@@ -556,8 +555,7 @@ async def open_order_mode(
         trio.open_nursery() as tn,
 
     ):
-        log.info(f'Opening order mode for {brokername}.{symbol.key}')
-
+        log.info(f'Opening order mode for {fqsn}')
         view = chart.view
 
         # annotations editors
@@ -566,7 +564,7 @@ async def open_order_mode(
 
         # symbol id
         symbol = chart.linked.symbol
-        symkey = symbol.key
+        symkey = symbol.front_fqsn()
 
         # map of per-provider account keys to position tracker instances
         trackers: dict[str, PositionTracker] = {}
@@ -610,7 +608,7 @@ async def open_order_mode(
                 log.info(f'Loading pp for {symkey}:\n{pformat(msg)}')
                 startup_pp.update_from_msg(msg)
 
-            # allocator
+            # allocator config
             alloc = mk_allocator(
                 symbol=symbol,
                 account=account_name,
@@ -818,8 +816,18 @@ async def process_trades_and_update_ui(
             'position',
         ):
             sym = mode.chart.linked.symbol
-            if msg['symbol'].lower() in sym.key:
+            pp_msg_symbol = msg['symbol'].lower()
+            fqsn = sym.front_fqsn()
+            broker, key = sym.front_feed()
+            # print(
+            #     f'pp msg symbol: {pp_msg_symbol}\n',
+            #     f'fqsn: {fqsn}\n',
+            #     f'front key: {key}\n',
+            # )
 
+            if (
+                pp_msg_symbol == fqsn.replace(f'.{broker}', '')
+            ):
                 tracker = mode.trackers[msg['account']]
                 tracker.live_pp.update_from_msg(msg)
                 # update order pane widgets

requirements.txt

@@ -7,3 +7,8 @@
 # pin this to a dev branch that we have more control over especially
 # as more graphics stuff gets hashed out.
 -e git+git://github.com/pikers/pyqtgraph.git@piker_pin#egg=pyqtgraph
+
+
+# we own and maintain the async client for `marketstore` in our org
+# `anyio_marketstore`:
+-e git+git://github.com/pikers/anyio-marketstore.git@master#egg=anyio-marketstore

scripts/ib_data_reset.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for piker0)
+# Copyright (C) Tyler Goodlet (in stewardship for pikers)
 
 # This program is free software: you can redistribute it and/or modify
 # it under the terms of the GNU Affero General Public License as published by
@@ -30,11 +30,13 @@ orig_win_id = t.find_focused().window
 # for tws
 win_names: list[str] = [
     'Interactive Brokers',  # tws running in i3
-    'IB Gateway.',  # gw running in i3
+    'IB Gateway',  # gw running in i3
+    # 'IB',  # gw running in i3 (newer version?)
 ]
 
 for name in win_names:
-    results = t.find_named(name)
+    results = t.find_titled(name)
+    print(f'results for {name}: {results}')
     if results:
         con = results[0]
         print(f'Resetting data feed for {name}')
@@ -47,22 +49,32 @@ for name in win_names:
         # https://github.com/rr-/pyxdotool
         # https://github.com/ShaneHutter/pyxdotool
         # https://github.com/cphyc/pyxdotool
-        subprocess.call([
-            'xdotool',
-            'windowactivate', '--sync', win_id,
 
-            # move mouse to bottom left of window (where there should
-            # be nothing to click).
-            'mousemove_relative', '--sync', str(w-4), str(h-4),
+        # TODO: only run the reconnect (2nd) kc on a detected
+        # disconnect?
+        for key_combo, timeout in [
+            # only required if we need a connection reset.
+            # ('ctrl+alt+r', 12),
+            # data feed reset.
+            ('ctrl+alt+f', 6)
+        ]:
+            subprocess.call([
+                'xdotool',
+                'windowactivate', '--sync', win_id,
 
-            # NOTE: we may need to stick a `--retry 3` in here..
-            'click', '--window', win_id, '--repeat', '3', '1',
+                # move mouse to bottom left of window (where there should
+                # be nothing to click).
+                'mousemove_relative', '--sync', str(w-4), str(h-4),
 
-            # hackzorzes
-            'key', 'ctrl+alt+f',
-            ],
-            timeout=1,
-        )
+                # NOTE: we may need to stick a `--retry 3` in here..
+                'click', '--window', win_id,
+                '--repeat', '3', '1',
+
+                # hackzorzes
+                'key', key_combo,
+                ],
+                timeout=timeout,
+            )
 
 # re-activate and focus original window
 subprocess.call([