15 changed files with 2866 additions and 3150 deletions
--- a/piker/_daemon.py
+++ b/piker/_daemon.py
@ -35,7 +35,7 @@ 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
@ -426,19 +426,9 @@ async def spawn_brokerd(
    # ask `pikerd` to spawn a new sub-actor and manage it under its
    # actor nursery
    modpath = brokermod.__name__
    broker_enable = [modpath]
    for submodname in getattr(
        brokermod,
        '__enable_modules__',
        [],
    ):
        subpath = f'{modpath}.{submodname}'
        broker_enable.append(subpath)
    portal = await _services.actor_n.start_actor(
        dname,
-        enable_modules=_data_mods + broker_enable,
+        enable_modules=_data_mods + [brokermod.__name__],
        loglevel=loglevel,
        debug_mode=_services.debug_mode,
        **tractor_kwargs
--- a/piker/brokers/ib.py
+++ b/piker/brokers/ib.py
--- a/piker/brokers/ib/init.py
+++ b/piker/brokers/ib/init.py
@ -1,67 +0,0 @@
 # 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/>.
 """
 Interactive Brokers API backend.
 Sub-modules within break into the core functionalities:
 - ``broker.py`` part for orders / trading endpoints
 - ``data.py`` for real-time data feed endpoints
 - ``client.py`` for the core API machinery which is ``trio``-ized
  wrapping around ``ib_insync``.
 - ``report.py`` for the hackery to build manual pp calcs
  to avoid ib's absolute bullshit FIFO style position
  tracking..
 """
 from .api import (
    get_client,
 )
 from .feed import (
    open_history_client,
    open_symbol_search,
    stream_quotes,
 )
 from .broker import trades_dialogue
 __all__ = [
    'get_client',
    'trades_dialogue',
    'open_history_client',
    'open_symbol_search',
    'stream_quotes',
 ]
 # tractor RPC enable arg
 __enable_modules__: list[str] = [
    'api',
    'feed',
    'broker',
 ]
 # passed to ``tractor.ActorNursery.start_actor()``
 _spawn_kwargs = {
    'infect_asyncio': True,
 }
 # annotation to let backend agnostic code
 # know if ``brokerd`` should be spawned with
 # ``tractor``'s aio mode.
 _infect_asyncio: bool = True
--- a/piker/brokers/ib/api.py
+++ b/piker/brokers/ib/api.py
--- a/piker/brokers/ib/broker.py
+++ b/piker/brokers/ib/broker.py
@ -1,590 +0,0 @@
 # piker: trading gear for hackers
 # Copyright (C) Tyler Goodlet (in stewardship for pikers)
 # This program is free software: you can redistribute it and/or modify
 # it under the terms of the GNU Affero General Public License as published by
 # the Free Software Foundation, either version 3 of the License, or
 # (at your option) any later version.
 # This program is distributed in the hope that it will be useful,
 # but WITHOUT ANY WARRANTY; without even the implied warranty of
 # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 # GNU Affero General Public License for more details.
 # You should have received a copy of the GNU Affero General Public License
 # along with this program.  If not, see <https://www.gnu.org/licenses/>.
 """
 Order and trades endpoints for use with ``piker``'s EMS.
 """
 from __future__ import annotations
 from dataclasses import asdict
 from functools import partial
 from pprint import pformat
 import time
 from typing import (
    Any,
    Optional,
    AsyncIterator,
 )
 import trio
 from trio_typing import TaskStatus
 import tractor
 from ib_insync.contract import (
    Contract,
    Option,
 )
 from ib_insync.order import (
    Trade,
    OrderStatus,
 )
 from ib_insync.objects import (
    Fill,
    Execution,
 )
 from ib_insync.objects import Position
 from piker import config
 from piker.log import get_console_log
 from piker.clearing._messages import (
    BrokerdOrder,
    BrokerdOrderAck,
    BrokerdStatus,
    BrokerdPosition,
    BrokerdCancel,
    BrokerdFill,
    BrokerdError,
 )
 from .api import (
    _accounts2clients,
    _adhoc_futes_set,
    log,
    get_config,
    open_client_proxies,
    Client,
 )
 def pack_position(
    pos: Position
 ) -> dict[str, Any]:
    con = pos.contract
    if isinstance(con, Option):
        # TODO: option symbol parsing and sane display:
        symbol = con.localSymbol.replace(' ', '')
    else:
        # TODO: lookup fqsn even for derivs.
        symbol = con.symbol.lower()
    exch = (con.primaryExchange or con.exchange).lower()
    symkey = '.'.join((symbol, exch))
    if not exch:
        # attempt to lookup the symbol from our
        # hacked set..
        for sym in _adhoc_futes_set:
            if symbol in sym:
                symkey = sym
                break
    expiry = con.lastTradeDateOrContractMonth
    if expiry:
        symkey += f'.{expiry}'
    # TODO: options contracts into a sane format..
    return BrokerdPosition(
        broker='ib',
        account=pos.account,
        symbol=symkey,
        currency=con.currency,
        size=float(pos.position),
        avg_price=float(pos.avgCost) / float(con.multiplier or 1.0),
    )
 async def handle_order_requests(
    ems_order_stream: tractor.MsgStream,
    accounts_def: dict[str, str],
 ) -> None:
    request_msg: dict
    async for request_msg in ems_order_stream:
        log.info(f'Received order request {request_msg}')
        action = request_msg['action']
        account = request_msg['account']
        acct_number = accounts_def.get(account)
        if not acct_number:
            log.error(
                f'An IB account number for name {account} is not found?\n'
                'Make sure you have all TWS and GW instances running.'
            )
            await ems_order_stream.send(BrokerdError(
                oid=request_msg['oid'],
                symbol=request_msg['symbol'],
                reason=f'No account found: `{account}` ?',
            ).dict())
            continue
        client = _accounts2clients.get(account)
        if not client:
            log.error(
                f'An IB client for account name {account} is not found.\n'
                'Make sure you have all TWS and GW instances running.'
            )
            await ems_order_stream.send(BrokerdError(
                oid=request_msg['oid'],
                symbol=request_msg['symbol'],
                reason=f'No api client loaded for account: `{account}` ?',
            ).dict())
            continue
        if action in {'buy', 'sell'}:
            # validate
            order = BrokerdOrder(**request_msg)
            # call our client api to submit the order
            reqid = client.submit_limit(
                oid=order.oid,
                symbol=order.symbol,
                price=order.price,
                action=order.action,
                size=order.size,
                account=acct_number,
                # XXX: by default 0 tells ``ib_insync`` methods that
                # there is no existing order so ask the client to create
                # a new one (which it seems to do by allocating an int
                # counter - collision prone..)
                reqid=order.reqid,
            )
            if reqid is None:
                await ems_order_stream.send(BrokerdError(
                    oid=request_msg['oid'],
                    symbol=request_msg['symbol'],
                    reason='Order already active?',
                ).dict())
            # deliver ack that order has been submitted to broker routing
            await ems_order_stream.send(
                BrokerdOrderAck(
                    # ems order request id
                    oid=order.oid,
                    # broker specific request id
                    reqid=reqid,
                    time_ns=time.time_ns(),
                    account=account,
                ).dict()
            )
        elif action == 'cancel':
            msg = BrokerdCancel(**request_msg)
            client.submit_cancel(reqid=msg.reqid)
        else:
            log.error(f'Unknown order command: {request_msg}')
 async def recv_trade_updates(
    client: Client,
    to_trio: trio.abc.SendChannel,
 ) -> None:
    """Stream a ticker using the std L1 api.
    """
    client.inline_errors(to_trio)
    # sync with trio task
    to_trio.send_nowait(None)
    def push_tradesies(eventkit_obj, obj, fill=None):
        """Push events to trio task.
        """
        if fill is not None:
            # execution details event
            item = ('fill', (obj, fill))
        elif eventkit_obj.name() == 'positionEvent':
            item = ('position', obj)
        else:
            item = ('status', obj)
        log.info(f'eventkit event ->\n{pformat(item)}')
        try:
            to_trio.send_nowait(item)
        except trio.BrokenResourceError:
            log.exception(f'Disconnected from {eventkit_obj} updates')
            eventkit_obj.disconnect(push_tradesies)
    # hook up to the weird eventkit object - event stream api
    for ev_name in [
        'orderStatusEvent',  # all order updates
        'execDetailsEvent',  # all "fill" updates
        'positionEvent',  # avg price updates per symbol per account
        # 'commissionReportEvent',
        # XXX: ugh, it is a separate event from IB and it's
        # emitted as follows:
        # self.ib.commissionReportEvent.emit(trade, fill, report)
        # XXX: not sure yet if we need these
        # 'updatePortfolioEvent',
        # XXX: these all seem to be weird ib_insync intrernal
        # events that we probably don't care that much about
        # given the internal design is wonky af..
        # 'newOrderEvent',
        # 'orderModifyEvent',
        # 'cancelOrderEvent',
        # 'openOrderEvent',
    ]:
        eventkit_obj = getattr(client.ib, ev_name)
        handler = partial(push_tradesies, eventkit_obj)
        eventkit_obj.connect(handler)
    # let the engine run and stream
    await client.ib.disconnectedEvent
@tractor.context
 async def trades_dialogue(
    ctx: tractor.Context,
    loglevel: str = None,
 ) -> AsyncIterator[dict[str, Any]]:
    # XXX: required to propagate ``tractor`` loglevel to piker logging
    get_console_log(loglevel or tractor.current_actor().loglevel)
    accounts_def = config.load_accounts(['ib'])
    global _client_cache
    # deliver positions to subscriber before anything else
    all_positions = []
    accounts = set()
    clients: list[tuple[Client, trio.MemoryReceiveChannel]] = []
    async with (
        trio.open_nursery() as nurse,
        open_client_proxies() as (proxies, aioclients),
    ):
        for account, proxy in proxies.items():
            client = aioclients[account]
            async def open_stream(
                task_status: TaskStatus[
                    trio.abc.ReceiveChannel
                ] = trio.TASK_STATUS_IGNORED,
            ):
                # each api client has a unique event stream
                async with tractor.to_asyncio.open_channel_from(
                    recv_trade_updates,
                    client=client,
                ) as (first, trade_event_stream):
                    task_status.started(trade_event_stream)
                    await trio.sleep_forever()
            trade_event_stream = await nurse.start(open_stream)
            clients.append((client, trade_event_stream))
            assert account in accounts_def
            accounts.add(account)
        for client in aioclients.values():
            for pos in client.positions():
                msg = pack_position(pos)
                msg.account = accounts_def.inverse[msg.account]
                assert msg.account in accounts, (
                    f'Position for unknown account: {msg.account}')
                all_positions.append(msg.dict())
        trades: list[dict] = []
        for proxy in proxies.values():
            trades.append(await proxy.trades())
        log.info(f'Loaded {len(trades)} from this session')
        # TODO: write trades to local ``trades.toml``
        # - use above per-session trades data and write to local file
        # - get the "flex reports" working and pull historical data and
        # also save locally.
        await ctx.started((
            all_positions,
            tuple(name for name in accounts_def if name in accounts),
        ))
        async with (
            ctx.open_stream() as ems_stream,
            trio.open_nursery() as n,
        ):
            # start order request handler **before** local trades event loop
            n.start_soon(handle_order_requests, ems_stream, accounts_def)
            # allocate event relay tasks for each client connection
            for client, stream in clients:
                n.start_soon(
                    deliver_trade_events,
                    stream,
                    ems_stream,
                    accounts_def
                )
            # block until cancelled
            await trio.sleep_forever()
 async def deliver_trade_events(
    trade_event_stream: trio.MemoryReceiveChannel,
    ems_stream: tractor.MsgStream,
    accounts_def: dict[str, str],
 ) -> None:
    '''Format and relay all trade events for a given client to the EMS.
    '''
    action_map = {'BOT': 'buy', 'SLD': 'sell'}
    # TODO: for some reason we can receive a ``None`` here when the
    # ib-gw goes down? Not sure exactly how that's happening looking
    # at the eventkit code above but we should probably handle it...
    async for event_name, item in trade_event_stream:
        log.info(f'ib sending {event_name}:\n{pformat(item)}')
        # TODO: templating the ib statuses in comparison with other
        # brokers is likely the way to go:
        # https://interactivebrokers.github.io/tws-api/interfaceIBApi_1_1EWrapper.html#a17f2a02d6449710b6394d0266a353313
        # short list:
        # - PendingSubmit
        # - PendingCancel
        # - PreSubmitted (simulated orders)
        # - ApiCancelled (cancelled by client before submission
        #                 to routing)
        # - Cancelled
        # - Filled
        # - Inactive (reject or cancelled but not by trader)
        # XXX: here's some other sucky cases from the api
        # - short-sale but securities haven't been located, in this
        #   case we should probably keep the order in some kind of
        #   weird state or cancel it outright?
        # status='PendingSubmit', message=''),
        # status='Cancelled', message='Error 404,
        #   reqId 1550: Order held while securities are located.'),
        # status='PreSubmitted', message='')],
        if event_name == 'status':
            # XXX: begin normalization of nonsense ib_insync internal
            # object-state tracking representations...
            # unwrap needed data from ib_insync internal types
            trade: Trade = item
            status: OrderStatus = trade.orderStatus
            # skip duplicate filled updates - we get the deats
            # from the execution details event
            msg = BrokerdStatus(
                reqid=trade.order.orderId,
                time_ns=time.time_ns(),  # cuz why not
                account=accounts_def.inverse[trade.order.account],
                # everyone doin camel case..
                status=status.status.lower(),  # force lower case
                filled=status.filled,
                reason=status.whyHeld,
                # this seems to not be necessarily up to date in the
                # execDetails event.. so we have to send it here I guess?
                remaining=status.remaining,
                broker_details={'name': 'ib'},
            )
        elif event_name == 'fill':
            # for wtv reason this is a separate event type
            # from IB, not sure why it's needed other then for extra
            # complexity and over-engineering :eyeroll:.
            # we may just end up dropping these events (or
            # translating them to ``Status`` msgs) if we can
            # show the equivalent status events are no more latent.
            # unpack ib_insync types
            # pep-0526 style:
            # https://www.python.org/dev/peps/pep-0526/#global-and-local-variable-annotations
            trade: Trade
            fill: Fill
            trade, fill = item
            execu: Execution = fill.execution
            # TODO: normalize out commissions details?
            details = {
                'contract': asdict(fill.contract),
                'execution': asdict(fill.execution),
                'commissions': asdict(fill.commissionReport),
                'broker_time': execu.time,   # supposedly server fill time
                'name': 'ib',
            }
            msg = BrokerdFill(
                # should match the value returned from `.submit_limit()`
                reqid=execu.orderId,
                time_ns=time.time_ns(),  # cuz why not
                action=action_map[execu.side],
                size=execu.shares,
                price=execu.price,
                broker_details=details,
                # XXX: required by order mode currently
                broker_time=details['broker_time'],
            )
        elif event_name == 'error':
            err: dict = item
            # f$#$% gawd dammit insync..
            con = err['contract']
            if isinstance(con, Contract):
                err['contract'] = asdict(con)
            if err['reqid'] == -1:
                log.error(f'TWS external order error:\n{pformat(err)}')
            # TODO: what schema for this msg if we're going to make it
            # portable across all backends?
            # msg = BrokerdError(**err)
            continue
        elif event_name == 'position':
            msg = pack_position(item)
            msg.account = accounts_def.inverse[msg.account]
        elif event_name == 'event':
            # it's either a general system status event or an external
            # trade event?
            log.info(f"TWS system status: \n{pformat(item)}")
            # TODO: support this again but needs parsing at the callback
            # level...
            # reqid = item.get('reqid', 0)
            # if getattr(msg, 'reqid', 0) < -1:
            # log.info(f"TWS triggered trade\n{pformat(msg.dict())}")
            continue
            # msg.reqid = 'tws-' + str(-1 * reqid)
            # mark msg as from "external system"
            # TODO: probably something better then this.. and start
            # considering multiplayer/group trades tracking
            # msg.broker_details['external_src'] = 'tws'
        # XXX: we always serialize to a dict for msgpack
        # translations, ideally we can move to an msgspec (or other)
        # encoder # that can be enabled in ``tractor`` ahead of
        # time so we can pass through the message types directly.
        await ems_stream.send(msg.dict())
 def load_flex_trades(
    path: Optional[str] = None,
 ) -> dict[str, str]:
    from pprint import pprint
    from ib_insync import flexreport, util
    conf = get_config()
    if not path:
        # load ``brokers.toml`` and try to get the flex
        # token and query id that must be previously defined
        # by the user.
        token = conf.get('flex_token')
        if not token:
            raise ValueError(
               'You must specify a ``flex_token`` field in your'
               '`brokers.toml` in order load your trade log, see our'
               'intructions for how to set this up here:\n'
               'PUT LINK HERE!'
            )
        qid = conf['flex_trades_query_id']
        # TODO: hack this into our logging
        # system like we do with the API client..
        util.logToConsole()
        # TODO: rewrite the query part of this with async..httpx?
        report = flexreport.FlexReport(
            token=token,
            queryId=qid,
        )
    else:
        # XXX: another project we could potentially look at,
        # https://pypi.org/project/ibflex/
        report = flexreport.FlexReport(path=path)
    trade_entries = report.extract('Trade')
    trades = {
        # XXX: LOL apparently ``toml`` has a bug
        # where a section key error will show up in the write
        # if you leave this as an ``int``?
        str(t.__dict__['tradeID']): t.__dict__
        for t in trade_entries
    }
    ln = len(trades)
    log.info(f'Loaded {ln} trades from flex query')
    trades_by_account = {}
    for tid, trade in trades.items():
        trades_by_account.setdefault(
            # oddly for some so-called "BookTrade" entries
            # this field seems to be blank, no cuckin clue.
            # trade['ibExecID']
            str(trade['accountId']), {}
        )[tid] = trade
    section = {'ib': trades_by_account}
    pprint(section)
    # TODO: load the config first and append in
    # the new trades loaded here..
    try:
        config.write(section, 'trades')
    except KeyError:
        import pdbpp; pdbpp.set_trace()  # noqa
 if __name__ == '__main__':
    load_flex_trades()
--- a/piker/brokers/ib/feed.py
+++ b/piker/brokers/ib/feed.py
@ -1,938 +0,0 @@
 # 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/>.
 """
 Data feed endpoints pre-wrapped and ready for use with ``tractor``/``trio``.
 """
 from __future__ import annotations
 import asyncio
 from contextlib import asynccontextmanager as acm
 from dataclasses import asdict
 from datetime import datetime
 from math import isnan
 import time
 from typing import (
    Callable,
    Optional,
    Awaitable,
 )
 from async_generator import aclosing
 from fuzzywuzzy import process as fuzzy
 import numpy as np
 import pendulum
 import tractor
 import trio
 from trio_typing import TaskStatus
 from piker.data._sharedmem import ShmArray
 from .._util import SymbolNotFound, NoData
 from .api import (
    _adhoc_futes_set,
    log,
    load_aio_clients,
    ibis,
    MethodProxy,
    open_client_proxies,
    get_preferred_data_client,
    Ticker,
    RequestError,
    Contract,
 )
 # https://interactivebrokers.github.io/tws-api/tick_types.html
 tick_types = {
    77: 'trade',
    # a "utrade" aka an off exchange "unreportable" (dark) vlm:
    # https://interactivebrokers.github.io/tws-api/tick_types.html#rt_volume
    48: 'dark_trade',
    # standard L1 ticks
    0: 'bsize',
    1: 'bid',
    2: 'ask',
    3: 'asize',
    4: 'last',
    5: 'size',
    8: 'volume',
    # ``ib_insync`` already packs these into
    # quotes under the following fields.
    # 55: 'trades_per_min',  # `'tradeRate'`
    # 56: 'vlm_per_min',  # `'volumeRate'`
    # 89: 'shortable',  # `'shortableShares'`
 }
@acm
 async def open_data_client() -> MethodProxy:
    '''
    Open the first found preferred "data client" as defined in the
    user's ``brokers.toml`` in the ``ib.prefer_data_account`` variable
    and deliver that client wrapped in a ``MethodProxy``.
    '''
    async with (
        open_client_proxies() as (proxies, clients),
    ):
        account_name, client = get_preferred_data_client(clients)
        proxy = proxies.get(f'ib.{account_name}')
        if not proxy:
            raise ValueError(
                f'No preferred data client could be found for {account_name}!'
            )
        yield proxy
@acm
 async def open_history_client(
    symbol: str,
 ) -> tuple[Callable, int]:
    '''
    History retreival endpoint - delivers a historical frame callble
    that takes in ``pendulum.datetime`` and returns ``numpy`` arrays.
    '''
    async with open_data_client() as proxy:
        async def get_hist(
            end_dt: Optional[datetime] = None,
            start_dt: Optional[datetime] = None,
        ) -> tuple[np.ndarray, str]:
            out, fails = await get_bars(proxy, symbol, end_dt=end_dt)
            # TODO: add logic here to handle tradable hours and only grab
            # valid bars in the range
            if out is None:
                # could be trying to retreive bars over weekend
                log.error(f"Can't grab bars starting at {end_dt}!?!?")
                raise NoData(
                    f'{end_dt}',
                    frame_size=2000,
                )
            bars, bars_array, first_dt, last_dt = out
            # volume cleaning since there's -ve entries,
            # wood luv to know what crookery that is..
            vlm = bars_array['volume']
            vlm[vlm < 0] = 0
            return bars_array, first_dt, last_dt
        # TODO: it seems like we can do async queries for ohlc
        # but getting the order right still isn't working and I'm not
        # quite sure why.. needs some tinkering and probably
        # a lookthrough of the ``ib_insync`` machinery, for eg. maybe
        # we have to do the batch queries on the `asyncio` side?
        yield get_hist, {'erlangs': 1, 'rate': 6}
 _pacing: str = (
    'Historical Market Data Service error '
    'message:Historical data request pacing violation'
 )
 async def get_bars(
    proxy: MethodProxy,
    fqsn: str,
    # blank to start which tells ib to look up the latest datum
    end_dt: str = '',
 ) -> (dict, np.ndarray):
    '''
    Retrieve historical data from a ``trio``-side task using
    a ``MethoProxy``.
    '''
    fails = 0
    bars: Optional[list] = None
    first_dt: datetime = None
    last_dt: datetime = None
    if end_dt:
        last_dt = pendulum.from_timestamp(end_dt.timestamp())
    for _ in range(10):
        try:
            out = await proxy.bars(
                fqsn=fqsn,
                end_dt=end_dt,
            )
            if out:
                bars, bars_array = out
            else:
                await tractor.breakpoint()
            if bars_array is None:
                raise SymbolNotFound(fqsn)
            first_dt = pendulum.from_timestamp(
                bars[0].date.timestamp())
            last_dt = pendulum.from_timestamp(
                bars[-1].date.timestamp())
            time = bars_array['time']
            assert time[-1] == last_dt.timestamp()
            assert time[0] == first_dt.timestamp()
            log.info(
                f'{len(bars)} bars retreived for {first_dt} -> {last_dt}'
            )
            return (bars, bars_array, first_dt, last_dt), fails
        except RequestError as err:
            msg = err.message
            # why do we always need to rebind this?
            # _err = err
            if 'No market data permissions for' in msg:
                # TODO: signalling for no permissions searches
                raise NoData(
                    f'Symbol: {fqsn}',
                )
            elif (
                err.code == 162
                and 'HMDS query returned no data' in err.message
            ):
                # XXX: this is now done in the storage mgmt layer
                # and we shouldn't implicitly decrement the frame dt
                # index since the upper layer may be doing so
                # concurrently and we don't want to be delivering frames
                # that weren't asked for.
                log.warning(
                    f'NO DATA found ending @ {end_dt}\n'
                )
                # try to decrement start point and look further back
                # end_dt = last_dt = last_dt.subtract(seconds=2000)
                raise NoData(
                    f'Symbol: {fqsn}',
                    frame_size=2000,
                )
            elif _pacing in msg:
                log.warning(
                    'History throttle rate reached!\n'
                    'Resetting farms with `ctrl-alt-f` hack\n'
                )
                # TODO: we might have to put a task lock around this
                # method..
                hist_ev = proxy.status_event(
                    'HMDS data farm connection is OK:ushmds'
                )
                # XXX: other event messages we might want to try and
                # wait for but i wasn't able to get any of this
                # reliable..
                # reconnect_start = proxy.status_event(
                #     'Market data farm is connecting:usfuture'
                # )
                # live_ev = proxy.status_event(
                #     'Market data farm connection is OK:usfuture'
                # )
                # try to wait on the reset event(s) to arrive, a timeout
                # will trigger a retry up to 6 times (for now).
                tries: int = 2
                timeout: float = 10
                # try 3 time with a data reset then fail over to
                # a connection reset.
                for i in range(1, tries):
                    log.warning('Sending DATA RESET request')
                    await data_reset_hack(reset_type='data')
                    with trio.move_on_after(timeout) as cs:
                        for name, ev in [
                            # TODO: not sure if waiting on other events
                            # is all that useful here or not. in theory
                            # you could wait on one of the ones above
                            # first to verify the reset request was
                            # sent?
                            ('history', hist_ev),
                        ]:
                            await ev.wait()
                            log.info(f"{name} DATA RESET")
                            break
                    if cs.cancelled_caught:
                        fails += 1
                        log.warning(
                            f'Data reset {name} timeout, retrying {i}.'
                        )
                        continue
                else:
                    log.warning('Sending CONNECTION RESET')
                    await data_reset_hack(reset_type='connection')
                    with trio.move_on_after(timeout) as cs:
                        for name, ev in [
                            # TODO: not sure if waiting on other events
                            # is all that useful here or not. in theory
                            # you could wait on one of the ones above
                            # first to verify the reset request was
                            # sent?
                            ('history', hist_ev),
                        ]:
                            await ev.wait()
                            log.info(f"{name} DATA RESET")
                    if cs.cancelled_caught:
                        fails += 1
                        log.warning('Data CONNECTION RESET timeout!?')
            else:
                raise
    return None, None
    # else:  # throttle wasn't fixed so error out immediately
    #     raise _err
 async def backfill_bars(
    fqsn: str,
    shm: ShmArray,  # type: ignore # noqa
    # TODO: we want to avoid overrunning the underlying shm array buffer
    # and we should probably calc the number of calls to make depending
    # on that until we have the `marketstore` daemon in place in which
    # case the shm size will be driven by user config and available sys
    # memory.
    count: int = 16,
    task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
 ) -> None:
    '''
    Fill historical bars into shared mem / storage afap.
    TODO: avoid pacing constraints:
    https://github.com/pikers/piker/issues/128
    '''
    # last_dt1 = None
    last_dt = None
    with trio.CancelScope() as cs:
        async with open_data_client() as proxy:
            out, fails = await get_bars(proxy, fqsn)
            if out is None:
                raise RuntimeError("Could not pull currrent history?!")
            (first_bars, bars_array, first_dt, last_dt) = out
            vlm = bars_array['volume']
            vlm[vlm < 0] = 0
            last_dt = first_dt
            # write historical data to buffer
            shm.push(bars_array)
            task_status.started(cs)
            i = 0
            while i < count:
                out, fails = await get_bars(proxy, fqsn, end_dt=first_dt)
                if out is None:
                    # could be trying to retreive bars over weekend
                    # TODO: add logic here to handle tradable hours and
                    # only grab valid bars in the range
                    log.error(f"Can't grab bars starting at {first_dt}!?!?")
                    # XXX: get_bars() should internally decrement dt by
                    # 2k seconds and try again.
                    continue
                (first_bars, bars_array, first_dt, last_dt) = out
                # last_dt1 = last_dt
                # last_dt = first_dt
                # volume cleaning since there's -ve entries,
                # wood luv to know what crookery that is..
                vlm = bars_array['volume']
                vlm[vlm < 0] = 0
                # TODO we should probably dig into forums to see what peeps
                # think this data "means" and then use it as an indicator of
                # sorts? dinkus has mentioned that $vlms for the day dont'
                # match other platforms nor the summary stat tws shows in
                # the monitor - it's probably worth investigating.
                shm.push(bars_array, prepend=True)
                i += 1
 asset_type_map = {
    'STK': 'stock',
    'OPT': 'option',
    'FUT': 'future',
    'CONTFUT': 'continuous_future',
    'CASH': 'forex',
    'IND': 'index',
    'CFD': 'cfd',
    'BOND': 'bond',
    'CMDTY': 'commodity',
    'FOP': 'futures_option',
    'FUND': 'mutual_fund',
    'WAR': 'warrant',
    'IOPT': 'warran',
    'BAG': 'bag',
    # 'NEWS': 'news',
 }
 _quote_streams: dict[str, trio.abc.ReceiveStream] = {}
 async def _setup_quote_stream(
    from_trio: asyncio.Queue,
    to_trio: trio.abc.SendChannel,
    symbol: str,
    opts: tuple[int] = (
        '375',  # RT trade volume (excludes utrades)
        '233',  # RT trade volume (includes utrades)
        '236',  # Shortable shares
        # these all appear to only be updated every 25s thus
        # making them mostly useless and explains why the scanner
        # is always slow XD
        # '293',  # Trade count for day
        '294',  # Trade rate / minute
        '295',  # Vlm rate / minute
    ),
    contract: Optional[Contract] = None,
 ) -> trio.abc.ReceiveChannel:
    '''
    Stream a ticker using the std L1 api.
    This task is ``asyncio``-side and must be called from
    ``tractor.to_asyncio.open_channel_from()``.
    '''
    global _quote_streams
    to_trio.send_nowait(None)
    async with load_aio_clients() as accts2clients:
        caccount_name, client = get_preferred_data_client(accts2clients)
        contract = contract or (await client.find_contract(symbol))
        ticker: Ticker = client.ib.reqMktData(contract, ','.join(opts))
        # NOTE: it's batch-wise and slow af but I guess could
        # be good for backchecking? Seems to be every 5s maybe?
        # ticker: Ticker = client.ib.reqTickByTickData(
        #     contract, 'Last',
        # )
        # # define a simple queue push routine that streams quote packets
        # # to trio over the ``to_trio`` memory channel.
        # to_trio, from_aio = trio.open_memory_channel(2**8)  # type: ignore
        def teardown():
            ticker.updateEvent.disconnect(push)
            log.error(f"Disconnected stream for `{symbol}`")
            client.ib.cancelMktData(contract)
            # decouple broadcast mem chan
            _quote_streams.pop(symbol, None)
        def push(t: Ticker) -> None:
            """
            Push quotes to trio task.
            """
            # log.debug(t)
            try:
                to_trio.send_nowait(t)
            except (
                trio.BrokenResourceError,
                # XXX: HACK, not sure why this gets left stale (probably
                # due to our terrible ``tractor.to_asyncio``
                # implementation for streams.. but if the mem chan
                # gets left here and starts blocking just kill the feed?
                # trio.WouldBlock,
            ):
                # XXX: eventkit's ``Event.emit()`` for whatever redic
                # reason will catch and ignore regular exceptions
                # resulting in tracebacks spammed to console..
                # Manually do the dereg ourselves.
                teardown()
            except trio.WouldBlock:
                log.warning(
                    f'channel is blocking symbol feed for {symbol}?'
                    f'\n{to_trio.statistics}'
                )
            # except trio.WouldBlock:
            #     # for slow debugging purposes to avoid clobbering prompt
            #     # with log msgs
            #     pass
        ticker.updateEvent.connect(push)
        try:
            await asyncio.sleep(float('inf'))
        finally:
            teardown()
        # return from_aio
@acm
 async def open_aio_quote_stream(
    symbol: str,
    contract: Optional[Contract] = None,
 ) -> trio.abc.ReceiveStream:
    from tractor.trionics import broadcast_receiver
    global _quote_streams
    from_aio = _quote_streams.get(symbol)
    if from_aio:
        # if we already have a cached feed deliver a rx side clone to consumer
        async with broadcast_receiver(
            from_aio,
            2**6,
        ) as from_aio:
            yield from_aio
            return
    async with tractor.to_asyncio.open_channel_from(
        _setup_quote_stream,
        symbol=symbol,
        contract=contract,
    ) as (first, from_aio):
        # cache feed for later consumers
        _quote_streams[symbol] = from_aio
        yield from_aio
 # TODO: cython/mypyc/numba this!
 def normalize(
    ticker: Ticker,
    calc_price: bool = False
 ) -> dict:
    # should be real volume for this contract by default
    calc_price = False
    # check for special contract types
    con = ticker.contract
    if type(con) in (
        ibis.Commodity,
        ibis.Forex,
    ):
        # commodities and forex don't have an exchange name and
        # no real volume so we have to calculate the price
        suffix = con.secType
        # no real volume on this tract
        calc_price = True
    else:
        suffix = con.primaryExchange
        if not suffix:
            suffix = con.exchange
        # append a `.<suffix>` to the returned symbol
        # key for derivatives that normally is the expiry
        # date key.
        expiry = con.lastTradeDateOrContractMonth
        if expiry:
            suffix += f'.{expiry}'
    # convert named tuples to dicts so we send usable keys
    new_ticks = []
    for tick in ticker.ticks:
        if tick and not isinstance(tick, dict):
            td = tick._asdict()
            td['type'] = tick_types.get(
                td['tickType'],
                'n/a',
            )
            new_ticks.append(td)
            tbt = ticker.tickByTicks
            if tbt:
                print(f'tickbyticks:\n {ticker.tickByTicks}')
    ticker.ticks = new_ticks
    # some contracts don't have volume so we may want to calculate
    # a midpoint price based on data we can acquire (such as bid / ask)
    if calc_price:
        ticker.ticks.append(
            {'type': 'trade', 'price': ticker.marketPrice()}
        )
    # serialize for transport
    data = asdict(ticker)
    # generate fqsn with possible specialized suffix
    # for derivatives, note the lowercase.
    data['symbol'] = data['fqsn'] = '.'.join(
        (con.symbol, suffix)
    ).lower()
    # convert named tuples to dicts for transport
    tbts = data.get('tickByTicks')
    if tbts:
        data['tickByTicks'] = [tbt._asdict() for tbt in tbts]
    # add time stamps for downstream latency measurements
    data['brokerd_ts'] = time.time()
    # stupid stupid shit...don't even care any more..
    # leave it until we do a proper latency study
    # if ticker.rtTime is not None:
    #     data['broker_ts'] = data['rtTime_s'] = float(
    #         ticker.rtTime.timestamp) / 1000.
    data.pop('rtTime')
    return data
 async def stream_quotes(
    send_chan: trio.abc.SendChannel,
    symbols: list[str],
    feed_is_live: trio.Event,
    loglevel: str = None,
    # startup sync
    task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
 ) -> None:
    '''
    Stream symbol quotes.
    This is a ``trio`` callable routine meant to be invoked
    once the brokerd is up.
    '''
    # TODO: support multiple subscriptions
    sym = symbols[0]
    log.info(f'request for real-time quotes: {sym}')
    async with open_data_client() as proxy:
        con, first_ticker, details = await proxy.get_sym_details(symbol=sym)
        first_quote = normalize(first_ticker)
        # print(f'first quote: {first_quote}')
        def mk_init_msgs() -> dict[str, dict]:
            '''
            Collect a bunch of meta-data useful for feed startup and
            pack in a `dict`-msg.
            '''
            # pass back some symbol info like min_tick, trading_hours, etc.
            syminfo = asdict(details)
            syminfo.update(syminfo['contract'])
            # nested dataclass we probably don't need and that won't IPC
            # serialize
            syminfo.pop('secIdList')
            # TODO: more consistent field translation
            atype = syminfo['asset_type'] = asset_type_map[syminfo['secType']]
            # for stocks it seems TWS reports too small a tick size
            # such that you can't submit orders with that granularity?
            min_tick = 0.01 if atype == 'stock' else 0
            syminfo['price_tick_size'] = max(syminfo['minTick'], min_tick)
            # for "traditional" assets, volume is normally discreet, not
            # a float
            syminfo['lot_tick_size'] = 0.0
            ibclient = proxy._aio_ns.ib.client
            host, port = ibclient.host, ibclient.port
            # TODO: for loop through all symbols passed in
            init_msgs = {
                # pass back token, and bool, signalling if we're the writer
                # and that history has been written
                sym: {
                    'symbol_info': syminfo,
                    'fqsn': first_quote['fqsn'],
                },
                'status': {
                    'data_ep': f'{host}:{port}',
                },
            }
            return init_msgs
        init_msgs = mk_init_msgs()
        # TODO: we should instead spawn a task that waits on a feed to start
        # and let it wait indefinitely..instead of this hard coded stuff.
        with trio.move_on_after(1):
            contract, first_ticker, details = await proxy.get_quote(symbol=sym)
        # it might be outside regular trading hours so see if we can at
        # least grab history.
        if isnan(first_ticker.last):
            task_status.started((init_msgs, first_quote))
            # it's not really live but this will unblock
            # the brokerd feed task to tell the ui to update?
            feed_is_live.set()
            # block and let data history backfill code run.
            await trio.sleep_forever()
            return  # we never expect feed to come up?
        async with open_aio_quote_stream(
            symbol=sym,
            contract=con,
        ) as stream:
            # ugh, clear ticks since we've consumed them
            # (ahem, ib_insync is stateful trash)
            first_ticker.ticks = []
            task_status.started((init_msgs, first_quote))
            async with aclosing(stream):
                if type(first_ticker.contract) not in (
                    ibis.Commodity,
                    ibis.Forex
                ):
                    # wait for real volume on feed (trading might be closed)
                    while True:
                        ticker = await stream.receive()
                        # for a real volume contract we rait for the first
                        # "real" trade to take place
                        if (
                            # not calc_price
                            # and not ticker.rtTime
                            not ticker.rtTime
                        ):
                            # spin consuming tickers until we get a real
                            # market datum
                            log.debug(f"New unsent ticker: {ticker}")
                            continue
                        else:
                            log.debug("Received first real volume tick")
                            # ugh, clear ticks since we've consumed them
                            # (ahem, ib_insync is truly stateful trash)
                            ticker.ticks = []
                            # XXX: this works because we don't use
                            # ``aclosing()`` above?
                            break
                    quote = normalize(ticker)
                    log.debug(f"First ticker received {quote}")
                # tell caller quotes are now coming in live
                feed_is_live.set()
                # last = time.time()
                async for ticker in stream:
                    quote = normalize(ticker)
                    await send_chan.send({quote['fqsn']: quote})
                    # ugh, clear ticks since we've consumed them
                    ticker.ticks = []
                    # last = time.time()
 async def data_reset_hack(
    reset_type: str = 'data',
 ) -> None:
    '''
    Run key combos for resetting data feeds and yield back to caller
    when complete.
    This is a linux-only hack around:
    https://interactivebrokers.github.io/tws-api/historical_limitations.html#pacing_violations
    TODOs:
        - a return type that hopefully determines if the hack was
          successful.
        - other OS support?
        - integration with ``ib-gw`` run in docker + Xorg?
    '''
    async def vnc_click_hack(
        reset_type: str = 'data'
    ) -> None:
        '''
        Reset the data or netowork connection for the VNC attached
        ib gateway using magic combos.
        '''
        key = {'data': 'f', 'connection': 'r'}[reset_type]
        import asyncvnc
        async with asyncvnc.connect(
            'localhost',
            port=3003,
            # password='ibcansmbz',
        ) as client:
            # move to middle of screen
            # 640x1800
            client.mouse.move(
                x=500,
                y=500,
            )
            client.mouse.click()
            client.keyboard.press('Ctrl', 'Alt', key)  # keys are stacked
    await tractor.to_asyncio.run_task(vnc_click_hack)
    # we don't really need the ``xdotool`` approach any more B)
    return True
@tractor.context
 async def open_symbol_search(
    ctx: tractor.Context,
 ) -> None:
    # TODO: load user defined symbol set locally for fast search?
    await ctx.started({})
    async with open_data_client() as proxy:
        async with ctx.open_stream() as stream:
            last = time.time()
            async for pattern in stream:
                log.debug(f'received {pattern}')
                now = time.time()
                assert pattern, 'IB can not accept blank search pattern'
                # throttle search requests to no faster then 1Hz
                diff = now - last
                if diff < 1.0:
                    log.debug('throttle sleeping')
                    await trio.sleep(diff)
                    try:
                        pattern = stream.receive_nowait()
                    except trio.WouldBlock:
                        pass
                if not pattern or pattern.isspace():
                    log.warning('empty pattern received, skipping..')
                    # TODO: *BUG* if nothing is returned here the client
                    # side will cache a null set result and not showing
                    # anything to the use on re-searches when this query
                    # timed out. We probably need a special "timeout" msg
                    # or something...
                    # XXX: this unblocks the far end search task which may
                    # hold up a multi-search nursery block
                    await stream.send({})
                    continue
                log.debug(f'searching for {pattern}')
                last = time.time()
                # async batch search using api stocks endpoint and module
                # defined adhoc symbol set.
                stock_results = []
                async def stash_results(target: Awaitable[list]):
                    stock_results.extend(await target)
                async with trio.open_nursery() as sn:
                    sn.start_soon(
                        stash_results,
                        proxy.search_symbols(
                            pattern=pattern,
                            upto=5,
                        ),
                    )
                    # trigger async request
                    await trio.sleep(0)
                    # match against our ad-hoc set immediately
                    adhoc_matches = fuzzy.extractBests(
                        pattern,
                        list(_adhoc_futes_set),
                        score_cutoff=90,
                    )
                    log.info(f'fuzzy matched adhocs: {adhoc_matches}')
                    adhoc_match_results = {}
                    if adhoc_matches:
                        # TODO: do we need to pull contract details?
                        adhoc_match_results = {i[0]: {} for i in adhoc_matches}
                log.debug(f'fuzzy matching stocks {stock_results}')
                stock_matches = fuzzy.extractBests(
                    pattern,
                    stock_results,
                    score_cutoff=50,
                )
                matches = adhoc_match_results | {
                    item[0]: {} for item in stock_matches
                }
                # TODO: we used to deliver contract details
                # {item[2]: item[0] for item in stock_matches}
                log.debug(f"sending matches: {matches.keys()}")
                await stream.send(matches)
--- a/piker/data/_ahab.py
+++ b/piker/data/_ahab.py
@ -19,7 +19,6 @@ Supervisor for docker with included specific-image service helpers.
 '''
 import os
 import time
 from typing import (
    Optional,
    Callable,
@ -187,65 +186,45 @@ class Container:
    async def cancel(
        self,
        stop_msg: str,
    ) -> None:
        cid = self.cntr.id
        # first try a graceful cancel
        log.cancel(
            f'SIGINT cancelling container: {cid}\n'
            f'waiting on stop msg: "{stop_msg}"'
        )
        self.try_signal('SIGINT')
        start = time.time()
        for _ in range(30):
        with trio.move_on_after(0.5) as cs:
            cs.shield = True
-                await self.process_logs_until(stop_msg)
+            await self.process_logs_until('initiating graceful shutdown')
            await self.process_logs_until('exiting...',)
-                # if we aren't cancelled on above checkpoint then we
+        for _ in range(10):
-                # assume we read the expected stop msg and terminated.
+            with trio.move_on_after(0.5) as cs:
                cs.shield = True
                await self.process_logs_until('exiting...',)
                break
-            try:
+            if cs.cancelled_caught:
                log.info(f'Polling for container shutdown:\n{cid}')
                if self.cntr.status not in {'exited', 'not-running'}:
                    self.cntr.wait(
                        timeout=0.1,
                        condition='not-running',
                    )
                break
            except (
                ReadTimeout,
            ):
                log.info(f'Still waiting on container:\n{cid}')
                continue
            except (
                docker.errors.APIError,
                ConnectionError,
            ):
                log.exception('Docker connection failure')
                break
        else:
            delay = time.time() - start
            log.error(
                f'Failed to kill container {cid} after {delay}s\n'
                'sending SIGKILL..'
            )
                # get out the big guns, bc apparently marketstore
                # doesn't actually know how to terminate gracefully
                # :eyeroll:...
                self.try_signal('SIGKILL')
                try:
                    log.info('Waiting on container shutdown: {cid}')
                    self.cntr.wait(
-                timeout=3,
+                        timeout=0.1,
                        condition='not-running',
                    )
                    break
                except (
                    ReadTimeout,
                    ConnectionError,
                ):
                    log.error(f'failed to wait on container {cid}')
                    raise
        else:
            raise RuntimeError('Failed to cancel container {cid}')
        log.cancel(f'Container stopped: {cid}')
@ -266,16 +245,13 @@ async def open_ahabd(
        # params, etc. passing to ``Containter.run()``?
        # call into endpoint for container config/init
        ep_func = NamespacePath(endpoint).load_ref()
-        (
+        dcntr, cntr_config = ep_func(client)
            dcntr,
            cntr_config,
            start_msg,
            stop_msg,
        ) = ep_func(client)
        cntr = Container(dcntr)
        with trio.move_on_after(1):
-            found = await cntr.process_logs_until(start_msg)
+            found = await cntr.process_logs_until(
                "launching tcp listener for all services...",
            )
            if not found and cntr not in client.containers.list():
                raise RuntimeError(
@ -295,9 +271,16 @@ async def open_ahabd(
            # callers to have root perms?
            await trio.sleep_forever()
-        finally:
+        except (
            BaseException,
            # trio.Cancelled,
            # KeyboardInterrupt,
        ):
            with trio.CancelScope(shield=True):
-                await cntr.cancel(stop_msg)
+                await cntr.cancel()
            raise
 async def start_ahab(
--- a/piker/data/feed.py
+++ b/piker/data/feed.py
@ -700,7 +700,6 @@ async def manage_history(
    bfqsn = fqsn.replace('.' + mod.name, '')
    open_history_client = getattr(mod, 'open_history_client', None)
    assert open_history_client
    if is_up and opened and open_history_client:
--- a/piker/data/marketstore.py
+++ b/piker/data/marketstore.py
@ -127,15 +127,10 @@ def start_marketstore(
    import os
    import docker
    from .. import config
    get_console_log('info', name=__name__)
-    mktsdir = os.path.join(config._config_dir, 'marketstore')
+    yml_file = os.path.join(config._config_dir, 'mkts.yml')
    # create when dne
    if not os.path.isdir(mktsdir):
        os.mkdir(mktsdir)
    yml_file = os.path.join(mktsdir, 'mkts.yml')
    if not os.path.isfile(yml_file):
        log.warning(
            f'No `marketstore` config exists?: {yml_file}\n'
@ -148,14 +143,14 @@ def start_marketstore(
    # create a mount from user's local piker config dir into container
    config_dir_mnt = docker.types.Mount(
        target='/etc',
-        source=mktsdir,
+        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(
-        mktsdir, 'data',
+        config._config_dir, 'data',
    )
    if not os.path.isdir(persistent_data_dir):
        os.mkdir(persistent_data_dir)
@ -185,14 +180,7 @@ def start_marketstore(
        init=True,
        # remove=True,
    )
-    return (
+    return dcntr, _config
        dcntr,
        _config,
        # expected startup and stop msgs
        "launching tcp listener for all services...",
        "exiting...",
    )
 _tick_tbk_ids: tuple[str, str] = ('1Sec', 'TICK')
@ -395,12 +383,7 @@ class Storage:
    ]:
        first_tsdb_dt, last_tsdb_dt = None, None
-        tsdb_arrays = await self.read_ohlcv(
+        tsdb_arrays = await self.read_ohlcv(fqsn)
            fqsn,
            # on first load we don't need to pull the max
            # history per request size worth.
            limit=3000,
        )
        log.info(f'Loaded tsdb history {tsdb_arrays}')
        if tsdb_arrays:
@ -418,7 +401,6 @@ class Storage:
        fqsn: str,
        timeframe: Optional[Union[int, str]] = None,
        end: Optional[int] = None,
        limit: int = int(800e3),
    ) -> tuple[
        MarketstoreClient,
@ -441,7 +423,7 @@ class Storage:
            # TODO: figure the max limit here given the
            # ``purepc`` msg size limit of purerpc: 33554432
-            limit=limit,
+            limit=int(800e3),
        )
        if timeframe is None:
--- a/piker/fsp/_engine.py
+++ b/piker/fsp/_engine.py
@ -361,7 +361,7 @@ async def cascade(
                ) -> tuple[TaskTracker, int]:
                    # TODO: adopt an incremental update engine/approach
                    # where possible here eventually!
-                    log.debug(f're-syncing fsp {func_name} to source')
+                    log.warning(f're-syncing fsp {func_name} to source')
                    tracker.cs.cancel()
                    await tracker.complete.wait()
                    tracker, index = await n.start(fsp_target)
--- a/piker/ui/_curve.py
+++ b/piker/ui/_curve.py
@ -379,7 +379,7 @@ class Curve(pg.GraphicsObject):
    ) -> None:
        # default line draw last call
-        # with self.reset_cache():
+        with self.reset_cache():
            x = render_data['index']
            y = render_data[array_key]
--- a/piker/ui/_display.py
+++ b/piker/ui/_display.py
@ -426,6 +426,71 @@ def graphics_update_cycle(
            profiler('view incremented')
        if vlm_chart:
            # always update y-label
            ds.vlm_sticky.update_from_data(
                *array[-1][['index', 'volume']]
            )
            if (
                (
                    do_rt_update
                    or do_append
                    and liv
                )
                or trigger_all
            ):
                # TODO: make it so this doesn't have to be called
                # once the $vlm is up?
                vlm_chart.update_graphics_from_flow(
                    'volume',
                    # 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..
                )
                profiler('`vlm_chart.update_graphics_from_flow()`')
                if (
                    mx_vlm_in_view != vars['last_mx_vlm']
                ):
                    yrange = (0, mx_vlm_in_view * 1.375)
                    vlm_chart.view._set_yrange(
                        yrange=yrange,
                    )
                    profiler('`vlm_chart.view._set_yrange()`')
                    # 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():
                    if not flow.render:
                        continue
                    update_fsp_chart(
                        vlm_chart,
                        flow,
                        curve_name,
                        array_key=curve_name,
                        # do_append=uppx < update_uppx,
                        do_append=do_append,
                    )
                    # is this even doing anything?
                    # (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', ())
        frames_by_type: dict[str, dict] = {}
@ -475,16 +540,15 @@ def graphics_update_cycle(
            or do_append
            or trigger_all
        ):
            # TODO: we should always update the "last" datum
            # since the current range should at least be updated
            # to it's max/min on the last pixel.
            chart.update_graphics_from_flow(
                chart.name,
                # do_append=uppx < update_uppx,
                do_append=do_append,
            )
        # NOTE: we always update the "last" datum
        # since the current range should at least be updated
        # to it's max/min on the last pixel.
        # iterate in FIFO order per tick-frame
        for typ, tick in lasts.items():
@ -589,106 +653,11 @@ def graphics_update_cycle(
        vars['last_mx'], vars['last_mn'] = mx, mn
        # run synchronous update on all linked flows
        # TODO: should the "main" (aka source) flow be special?
        for curve_name, flow in chart._flows.items():
            # update any overlayed fsp flows
            if curve_name != chart.data_key:
                update_fsp_chart(
                    chart,
                    flow,
                    curve_name,
                    array_key=curve_name,
                )
            # even if we're downsampled bigly
            # draw the last datum in the final
            # px column to give the user the mx/mn
            # range of that set.
            if (
-                not do_append
+                not (do_rt_update or do_append)
                # and not do_rt_update
                and liv
            ):
                flow.draw_last(
                    array_key=curve_name,
                    only_last_uppx=True,
                )
        # volume chart logic..
        # TODO: can we unify this with the above loop?
        if vlm_chart:
            # always update y-label
            ds.vlm_sticky.update_from_data(
                *array[-1][['index', 'volume']]
            )
            if (
                (
                    do_rt_update
                    or do_append
                    and liv
                )
                or trigger_all
            ):
                # TODO: make it so this doesn't have to be called
                # once the $vlm is up?
                vlm_chart.update_graphics_from_flow(
                    'volume',
                    # 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..
                )
                profiler('`vlm_chart.update_graphics_from_flow()`')
                if (
                    mx_vlm_in_view != vars['last_mx_vlm']
                ):
                    yrange = (0, mx_vlm_in_view * 1.375)
                    vlm_chart.view._set_yrange(
                        yrange=yrange,
                    )
                    profiler('`vlm_chart.view._set_yrange()`')
                    # 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():
                if (
                    curve_name != 'volume' and
                    flow.render and (
                        liv and
                        do_rt_update or do_append
                    )
                ):
                    update_fsp_chart(
                        vlm_chart,
                        flow,
                        curve_name,
                        array_key=curve_name,
                        # do_append=uppx < update_uppx,
                        do_append=do_append,
                    )
                    # is this even doing anything?
                    # (pretty sure it's the real-time
                    # resizing from last quote?)
                    fvb = flow.plot.vb
                    fvb._set_yrange(
                        name=curve_name,
                    )
                elif (
                    curve_name != 'volume'
                    and not do_append
                    and liv
                    and uppx >= 1
                # even if we're downsampled bigly
                # draw the last datum in the final
                # px column to give the user the mx/mn
@ -696,9 +665,19 @@ def graphics_update_cycle(
            ):
                # always update the last datum-element
                # graphic for all flows
                    # print(f'drawing last {flow.name}')
                flow.draw_last(array_key=curve_name)
            # TODO: should the "main" (aka source) flow be special?
            if curve_name == chart.data_key:
                continue
            update_fsp_chart(
                chart,
                flow,
                curve_name,
                array_key=curve_name,
            )
 async def display_symbol_data(
    godwidget: GodWidget,
--- a/piker/ui/_flows.py
+++ b/piker/ui/_flows.py
@ -175,7 +175,6 @@ def render_baritems(
            name=f'{flow.name}_ds_ohlc',
            color=bars._color,
        )
        flow.ds_graphics = curve
        curve.hide()
        self.plot.addItem(curve)
@ -193,20 +192,18 @@ def render_baritems(
    uppx = curve.x_uppx()
    in_line = should_line = curve.isVisible()
    if (
-        in_line
+        should_line
        and uppx < x_gt
    ):
        # print('FLIPPING TO BARS')
        should_line = False
        flow._in_ds = False
    elif (
-        not in_line
+        not should_line
        and uppx >= x_gt
    ):
        # print('FLIPPING TO LINE')
        should_line = True
        flow._in_ds = True
    profiler(f'ds logic complete line={should_line}')
@ -336,13 +333,7 @@ class Flow(msgspec.Struct):  # , frozen=True):
    '''
    name: str
    plot: pg.PlotItem
-    graphics: Union[Curve, BarItems]
+    graphics: Curve
    # in some cases a flow may want to change its
    # graphical "type" or, "form" when downsampling,
    # normally this is just a plain line.
    ds_graphics: Optional[Curve] = None
    _shm: ShmArray
    is_ohlc: bool = False
@ -549,7 +540,6 @@ class Flow(msgspec.Struct):  # , frozen=True):
        should_redraw: bool = False
        rkwargs = {}
        should_line = False
        if isinstance(graphics, BarItems):
            # XXX: special case where we change out graphics
            # to a line after a certain uppx threshold.
@ -566,8 +556,8 @@ class Flow(msgspec.Struct):  # , frozen=True):
                profiler,
                **kwargs,
            )
            # bars = True
            should_redraw = changed_to_line or not should_line
            self._in_ds = should_line
        else:
            r = self._src_r
@ -671,17 +661,6 @@ class Flow(msgspec.Struct):  # , frozen=True):
                # assign output paths to graphicis obj
                graphics.path = r.path
                graphics.fast_path = r.fast_path
                # XXX: we don't need this right?
                # graphics.draw_last_datum(
                #     path,
                #     src_array,
                #     data,
                #     reset,
                #     array_key,
                # )
                # graphics.update()
                # profiler('.update()')
        else:
            # assign output paths to graphicis obj
            graphics.path = r.path
@ -694,15 +673,16 @@ class Flow(msgspec.Struct):  # , frozen=True):
            reset,
            array_key,
        )
-        graphics.update()
+
-        profiler('.update()')
+        # TODO: is this ever better?
        # graphics.prepareGeometryChange()
        # profiler('.prepareGeometryChange()')
        # TODO: does this actuallly help us in any way (prolly should
        # look at the source / ask ogi). I think it avoid artifacts on
        # wheel-scroll downsampling curve updates?
-        # TODO: is this ever better?
+        graphics.update()
-        # graphics.prepareGeometryChange()
+        profiler('.update()')
        # profiler('.prepareGeometryChange()')
        # track downsampled state
        self._in_ds = r._in_ds
@ -712,7 +692,6 @@ class Flow(msgspec.Struct):  # , frozen=True):
    def draw_last(
        self,
        array_key: Optional[str] = None,
        only_last_uppx: bool = False,
    ) -> None:
@ -732,41 +711,19 @@ class Flow(msgspec.Struct):  # , frozen=True):
            array_key,
        )
-        # the renderer is downsampling we choose
+        if self._in_ds:
        # to always try and updadte a single (interpolating)
        # line segment that spans and tries to display
        # the las uppx's worth of datums.
            # we only care about the last pixel's
            # worth of data since that's all the screen
            # can represent on the last column where
            # the most recent datum is being drawn.
        if self._in_ds or only_last_uppx:
            dsg = self.ds_graphics or self.graphics
            # XXX: pretty sure we don't need this?
            # if isinstance(g, Curve):
            #     with dsg.reset_cache():
            uppx = self._last_uppx
            y = y[-uppx:]
            ymn, ymx = y.min(), y.max()
            # print(f'drawing uppx={uppx} mxmn line: {ymn}, {ymx}')
-            try:
+            g._last_line = QLineF(
-                iuppx = x[-uppx]
+                x[-2], ymn,
            except IndexError:
                # we're less then an x-px wide so just grab the start
                # datum index.
                iuppx = x[0]
            dsg._last_line = QLineF(
                iuppx, ymn,
                x[-1], ymx,
            )
            # print(f'updating DS curve {self.name}')
            dsg.update()
        else:
            # print(f'updating NOT DS curve {self.name}')
            g.update()
 def by_index_and_key(
--- a/piker/ui/_fsp.py
+++ b/piker/ui/_fsp.py
@ -440,7 +440,7 @@ class FspAdmin:
                        # if the chart isn't hidden try to update
                        # the data on screen.
                        if not self.linked.isHidden():
-                            log.debug(f'Re-syncing graphics for fsp: {ns_path}')
+                            log.info(f'Re-syncing graphics for fsp: {ns_path}')
                            self.linked.graphics_cycle(
                                trigger_all=True,
                                prepend_update_index=info['first'],
--- a/setup.py
+++ b/setup.py
@ -57,7 +57,6 @@ setup(
        # from github currently (see requirements.txt)
        # 'trimeter',  # not released yet..
        # 'tractor',
        # asyncvnc,
        # brokers
        'asks==2.4.8',
@ -72,34 +71,32 @@ setup(
        # UI
        'PyQt5',
-        # 'pyqtgraph',  from our fork see reqs.txt
+        'pyqtgraph',
-        'qdarkstyle >= 3.0.2',  # themeing
+        'qdarkstyle >= 3.0.2',
-        'fuzzywuzzy[speedup]',  # fuzzy search
+        # fuzzy search
        'fuzzywuzzy[speedup]',
        # tsdbs
-        # anyio-marketstore  # from gh see reqs.txt
+        'pymarketstore',
    ],
    extras_require={
        # serialization
        'tsdb': [
            'docker',
        ],
    },
    tests_require=['pytest'],
-    python_requires=">=3.10",
+    python_requires=">=3.9",  # literally for ``datetime.datetime.fromisoformat``...
-    keywords=[
+    keywords=["async", "trading", "finance", "quant", "charting"],
        "async",
        "trading",
        "finance",
        "quant",
        "charting",
    ],
    classifiers=[
        'Development Status :: 3 - Alpha',
        'License :: OSI Approved :: ',
        'Operating System :: POSIX :: Linux',
        "Programming Language :: Python :: Implementation :: CPython",
        "Programming Language :: Python :: 3 :: Only",
        "Programming Language :: Python :: 3.9",
        "Programming Language :: Python :: 3.10",
        'Intended Audience :: Financial and Insurance Industry',
        'Intended Audience :: Science/Research',