`kraken`: make pps work with arbitrary deposits

Factor and fix dst <- src pair parsing into a new func
`get_likely_pair()` and use throughout initial position loading; solves
a parsing bug for src asset balances which aren't only 3 chars long..
a terrible assumption.

.github/workflows/ci.yml

@@ -3,9 +3,8 @@ name: CI
 
 on:
   # Triggers the workflow on push or pull request events but only for the master branch
-  push:
-    branches: [ master ]
   pull_request:
+  push:
     branches: [ master ]
 
   # Allows you to run this workflow manually from the Actions tab
@@ -14,6 +13,27 @@ on:
 
 jobs:
 
+  # test that we can generate a software distribution and install it
+  # thus avoid missing file issues after packaging.
+  sdist-linux:
+    name: 'sdist'
+    runs-on: ubuntu-latest
+
+    steps:
+      - name: Checkout
+        uses: actions/checkout@v3
+
+      - name: Setup python
+        uses: actions/setup-python@v2
+        with:
+          python-version: '3.10'
+
+      - name: Build sdist
+        run: python setup.py sdist --formats=zip
+
+      - name: Install sdist from .zips
+        run: python -m pip install dist/*.zip
+
   testing:
     name: 'install + test-suite'
     runs-on: ubuntu-latest

config/brokers.toml

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

dockering/ib/docker-compose.yml

@@ -3,11 +3,12 @@
 version: "3.5"
 
 services:
-  ib-gateway:
+  ib_gw_paper:
     # other image tags available:
     # https://github.com/waytrade/ib-gateway-docker#supported-tags
-    image: waytrade/ib-gateway:981.3j
+    # image: waytrade/ib-gateway:981.3j
-    restart: always
+    image: waytrade/ib-gateway:1012.2i
+    restart: 'no'  # restart on boot whenev there's a crash or user clicsk
     network_mode: 'host'
 
     volumes:
@@ -39,14 +40,12 @@ services:
     # this compose file which looks something like:
     # TWS_USERID='myuser'
     # TWS_PASSWORD='guest'
-    # TRADING_MODE=paper (or live)
-    # VNC_SERVER_PASSWORD='diggity'
-
     environment:
       TWS_USERID: ${TWS_USERID}
       TWS_PASSWORD: ${TWS_PASSWORD}
-      TRADING_MODE: ${TRADING_MODE:-paper}
+      TRADING_MODE: 'paper'
-      VNC_SERVER_PASSWORD: ${VNC_SERVER_PASSWORD:-}
+      VNC_SERVER_PASSWORD: 'doggy'
+      VNC_SERVER_PORT: '3003'
 
     # ports:
     #   - target: 4002
@@ -62,3 +61,40 @@ services:
       # - "127.0.0.1:4001:4001"
       # - "127.0.0.1:4002:4002"
       # - "127.0.0.1:5900:5900"
+
+  # ib_gw_live:
+  #   image: waytrade/ib-gateway:1012.2i
+  #   restart: no
+  #   network_mode: 'host'
+
+  #   volumes:
+  #     - type: bind
+  #       source: ./jts_live.ini
+  #       target: /root/jts/jts.ini
+  #       # don't let ibc clobber this file for
+  #       # the main reason of not having a stupid
+  #       # timezone set..
+  #       read_only: true
+
+  #     # force our own ibc config
+  #     - type: bind
+  #       source: ./ibc.ini
+  #       target: /root/ibc/config.ini
+
+  #     # force our noop script - socat isn't needed in host mode.
+  #     - type: bind
+  #       source: ./fork_ports_delayed.sh
+  #       target: /root/scripts/fork_ports_delayed.sh
+
+  #     # force our noop script - socat isn't needed in host mode.
+  #     - type: bind
+  #       source: ./run_x11_vnc.sh
+  #       target: /root/scripts/run_x11_vnc.sh
+  #       read_only: true
+
+  #   # NOTE: to fill these out, define an `.env` file in the same dir as
+  #   # this compose file which looks something like:
+  #   environment:
+  #     TRADING_MODE: 'live'
+  #     VNC_SERVER_PASSWORD: 'doggy'
+  #     VNC_SERVER_PORT: '3004'

dockering/ib/ibc.ini

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

dockering/ib/jts_live.ini

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

dockering/ib/run_x11_vnc.sh

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

piker/__init__.py

@@ -18,3 +18,10 @@
 piker: trading gear for hackers.
 
 """
+from ._daemon import open_piker_runtime
+from .data.feed import open_feed
+
+__all__ = [
+    'open_piker_runtime',
+    'open_feed',
+]

piker/_daemon.py

@@ -18,16 +18,27 @@
 Structured, daemon tree service management.
 
 """
-from typing import Optional, Union, Callable, Any
+from __future__ import annotations
-from contextlib import asynccontextmanager as acm
+import os
+from typing import (
+    Optional,
+    Callable,
+    Any,
+    ClassVar,
+)
+from contextlib import (
+    asynccontextmanager as acm,
+)
 from collections import defaultdict
 
-from pydantic import BaseModel
+import tractor
 import trio
 from trio_typing import TaskStatus
-import tractor
 
-from .log import get_logger, get_console_log
+from .log import (
+    get_logger,
+    get_console_log,
+)
 from .brokers import get_brokermod
 
 
@@ -35,28 +46,118 @@ log = get_logger(__name__)
 
 _root_dname = 'pikerd'
 
-_registry_addr = ('127.0.0.1', 6116)
+_default_registry_host: str = '127.0.0.1'
-_tractor_kwargs: dict[str, Any] = {
+_default_registry_port: int = 6116
-    # use a different registry addr then tractor's default
+_default_reg_addr: tuple[str, int] = (
-    'arbiter_addr': _registry_addr
+    _default_registry_host,
-}
+    _default_registry_port,
+)
+
+
+# NOTE: this value is set as an actor-global once the first endpoint
+# who is capable, spawns a `pikerd` service tree.
+_registry: Registry | None = None
+
+
+class Registry:
+    addr: None | tuple[str, int] = None
+
+    # TODO: table of uids to sockaddrs
+    peers: dict[
+        tuple[str, str],
+        tuple[str, int],
+    ] = {}
+
+
+_tractor_kwargs: dict[str, Any] = {}
+
+
+@acm
+async def open_registry(
+    addr: None | tuple[str, int] = None,
+    ensure_exists: bool = True,
+
+) -> tuple[str, int]:
+
+    global _tractor_kwargs
+    actor = tractor.current_actor()
+    uid = actor.uid
+    if (
+        Registry.addr is not None
+        and addr
+    ):
+        raise RuntimeError(
+            f'`{uid}` registry addr already bound @ {_registry.sockaddr}'
+        )
+
+    was_set: bool = False
+
+    if (
+        not tractor.is_root_process()
+        and Registry.addr is None
+    ):
+        Registry.addr = actor._arb_addr
+
+    if (
+        ensure_exists
+        and Registry.addr is None
+    ):
+        raise RuntimeError(
+            f"`{uid}` registry should already exist bug doesn't?"
+        )
+
+    if (
+        Registry.addr is None
+    ):
+        was_set = True
+        Registry.addr = addr or _default_reg_addr
+
+    _tractor_kwargs['arbiter_addr'] = Registry.addr
+
+    try:
+        yield Registry.addr
+    finally:
+        # XXX: always clear the global addr if we set it so that the
+        # next (set of) calls will apply whatever new one is passed
+        # in.
+        if was_set:
+            Registry.addr = None
+
+
+def get_tractor_runtime_kwargs() -> dict[str, Any]:
+    '''
+    Deliver ``tractor`` related runtime variables in a `dict`.
+
+    '''
+    return _tractor_kwargs
+
+
 _root_modules = [
     __name__,
     'piker.clearing._ems',
     'piker.clearing._client',
+    'piker.data._sampling',
 ]
 
 
-class Services(BaseModel):
+# TODO: factor this into a ``tractor.highlevel`` extension
+# pack for the library.
+class Services:
 
     actor_n: tractor._supervise.ActorNursery
     service_n: trio.Nursery
     debug_mode: bool  # tractor sub-actor debug mode flag
-    service_tasks: dict[str, tuple[trio.CancelScope, tractor.Portal]] = {}
+    service_tasks: dict[
-
+        str,
-    class Config:
+        tuple[
-        arbitrary_types_allowed = True
+            trio.CancelScope,
+            tractor.Portal,
+            trio.Event,
+        ]
+    ] = {}
+    locks = defaultdict(trio.Lock)
 
+    @classmethod
     async def start_service_task(
         self,
         name: str,
@@ -75,7 +176,12 @@ class Services(BaseModel):
         '''
         async def open_context_in_task(
             task_status: TaskStatus[
-                trio.CancelScope] = trio.TASK_STATUS_IGNORED,
+                tuple[
+                    trio.CancelScope,
+                    trio.Event,
+                    Any,
+                ]
+            ] = trio.TASK_STATUS_IGNORED,
 
         ) -> Any:
 
@@ -87,131 +193,97 @@ class Services(BaseModel):
                 ) as (ctx, first):
 
                     # unblock once the remote context has started
-                    task_status.started((cs, first))
+                    complete = trio.Event()
+                    task_status.started((cs, complete, first))
                     log.info(
                         f'`pikerd` service {name} started with value {first}'
                     )
                     try:
                         # wait on any context's return value
+                        # and any final portal result from the
+                        # sub-actor.
                         ctx_res = await ctx.result()
-                    except tractor.ContextCancelled:
+
-                        return await self.cancel_service(name)
+                        # NOTE: blocks indefinitely until cancelled
-                    else:
+                        # either by error from the target context
-                        # wait on any error from the sub-actor
+                        # function or by being cancelled here by the
-                        # NOTE: this will block indefinitely until
+                        # surrounding cancel scope.
-                        # 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)
+                    finally:
+                        await portal.cancel_actor()
+                        complete.set()
+                        self.service_tasks.pop(name)
+
+        cs, complete, first = await self.service_n.start(open_context_in_task)
 
         # store the cancel scope and portal for later cancellation or
         # retstart if needed.
-        self.service_tasks[name] = (cs, portal)
+        self.service_tasks[name] = (cs, portal, complete)
 
         return cs, first
 
-    # TODO: per service cancellation by scope, we aren't using this
+    @classmethod
-    # anywhere right?
     async def cancel_service(
         self,
         name: str,
+
     ) -> Any:
+        '''
+        Cancel the service task and actor for the given ``name``.
+
+        '''
         log.info(f'Cancelling `pikerd` service {name}')
-        cs, portal = self.service_tasks[name]
+        cs, portal, complete = 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()
+        await complete.wait()
-
+        assert name not in self.service_tasks, \
-
+            f'Serice task for {name} not terminated?'
-_services: Optional[Services] = None
-
-
-@acm
-async def open_pikerd(
-    start_method: str = 'trio',
-    loglevel: Optional[str] = None,
-
-    # XXX: you should pretty much never want debug mode
-    # for data daemons when running in production.
-    debug_mode: bool = False,
-
-) -> Optional[tractor._portal.Portal]:
-    '''
-    Start a root piker daemon who's lifetime extends indefinitely
-    until cancelled.
-
-    A root actor nursery is created which can be used to create and keep
-    alive underling services (see below).
-
-    '''
-    global _services
-    assert _services is None
-
-    # XXX: this may open a root actor as well
-    async with (
-        tractor.open_root_actor(
-
-            # passed through to ``open_root_actor``
-            arbiter_addr=_registry_addr,
-            name=_root_dname,
-            loglevel=loglevel,
-            debug_mode=debug_mode,
-            start_method=start_method,
-
-            # TODO: eventually we should be able to avoid
-            # having the root have more then permissions to
-            # spawn other specialized daemons I think?
-            enable_modules=_root_modules,
-        ) as _,
-
-        tractor.open_nursery() as actor_nursery,
-    ):
-        async with trio.open_nursery() as service_nursery:
-
-            # # setup service mngr singleton instance
-            # async with AsyncExitStack() as stack:
-
-            # assign globally for future daemon/task creation
-            _services = Services(
-                actor_n=actor_nursery,
-                service_n=service_nursery,
-                debug_mode=debug_mode,
-            )
-
-            yield _services
 
 
 @acm
 async def open_piker_runtime(
     name: str,
     enable_modules: list[str] = [],
-    start_method: str = 'trio',
     loglevel: Optional[str] = None,
 
-    # XXX: you should pretty much never want debug mode
+    # XXX NOTE XXX: you should pretty much never want debug mode
     # for data daemons when running in production.
     debug_mode: bool = False,
 
-) -> Optional[tractor._portal.Portal]:
+    registry_addr: None | tuple[str, int] = None,
+
+    # TODO: once we have `rsyscall` support we will read a config
+    # and spawn the service tree distributed per that.
+    start_method: str = 'trio',
+
+    tractor_kwargs: dict = {},
+
+) -> tuple[
+    tractor.Actor,
+    tuple[str, int],
+]:
     '''
-    Start a piker actor who's runtime will automatically
+    Start a piker actor who's runtime will automatically sync with
-    sync with existing piker actors in local network
+    existing piker actors on the local link based on configuration.
-    based on configuration.
+
+    Can be called from a subactor or any program that needs to start
+    a root actor.
 
     '''
-    global _services
+    try:
-    assert _services is None
+        # check for existing runtime
+        actor = tractor.current_actor().uid
+
+    except tractor._exceptions.NoRuntime:
+
+        registry_addr = registry_addr or _default_reg_addr
 
-    # XXX: this may open a root actor as well
         async with (
             tractor.open_root_actor(
 
                 # passed through to ``open_root_actor``
-            arbiter_addr=_registry_addr,
+                arbiter_addr=registry_addr,
                 name=name,
                 loglevel=loglevel,
                 debug_mode=debug_mode,
@@ -220,10 +292,74 @@ async def open_piker_runtime(
                 # TODO: eventually we should be able to avoid
                 # having the root have more then permissions to
                 # spawn other specialized daemons I think?
-            enable_modules=_root_modules,
+                enable_modules=enable_modules,
+
+                **tractor_kwargs,
             ) as _,
+
+            open_registry(registry_addr, ensure_exists=False) as addr,
         ):
-        yield tractor.current_actor()
+            yield (
+                tractor.current_actor(),
+                addr,
+            )
+    else:
+        async with open_registry(registry_addr) as addr:
+            yield (
+                actor,
+                addr,
+            )
+
+
+@acm
+async def open_pikerd(
+    loglevel: str | None = None,
+
+    # XXX: you should pretty much never want debug mode
+    # for data daemons when running in production.
+    debug_mode: bool = False,
+    registry_addr: None | tuple[str, int] = None,
+
+) -> Services:
+    '''
+    Start a root piker daemon who's lifetime extends indefinitely until
+    cancelled.
+
+    A root actor nursery is created which can be used to create and keep
+    alive underling services (see below).
+
+    '''
+
+    async with (
+        open_piker_runtime(
+
+            name=_root_dname,
+            # TODO: eventually we should be able to avoid
+            # having the root have more then permissions to
+            # spawn other specialized daemons I think?
+            enable_modules=_root_modules,
+
+            loglevel=loglevel,
+            debug_mode=debug_mode,
+            registry_addr=registry_addr,
+
+        ) as (root_actor, reg_addr),
+        tractor.open_nursery() as actor_nursery,
+        trio.open_nursery() as service_nursery,
+    ):
+        assert root_actor.accept_addr == reg_addr
+
+        # assign globally for future daemon/task creation
+        Services.actor_n = actor_nursery
+        Services.service_n = service_nursery
+        Services.debug_mode = debug_mode
+        try:
+            yield Services
+        finally:
+            # TODO: is this more clever/efficient?
+            # if 'samplerd' in Services.service_tasks:
+            #     await Services.cancel_service('samplerd')
+            service_nursery.cancel_scope.cancel()
 
 
 @acm
@@ -232,61 +368,89 @@ async def maybe_open_runtime(
     **kwargs,
 
 ) -> None:
-    """
+    '''
     Start the ``tractor`` runtime (a root actor) if none exists.
 
-    """
+    '''
-    settings = _tractor_kwargs
+    name = kwargs.pop('name')
-    settings.update(kwargs)
 
     if not tractor.current_actor(err_on_no_runtime=False):
-        async with tractor.open_root_actor(
+        async with open_piker_runtime(
+            name,
             loglevel=loglevel,
-            **settings,
+            **kwargs,
-        ):
+        ) as (_, addr):
-            yield
+            yield addr,
     else:
-        yield
+        async with open_registry() as addr:
+            yield addr
 
 
 @acm
 async def maybe_open_pikerd(
     loglevel: Optional[str] = None,
+    registry_addr: None | tuple = None,
+
     **kwargs,
 
-) -> Union[tractor._portal.Portal, Services]:
+) -> tractor._portal.Portal | ClassVar[Services]:
-    """If no ``pikerd`` daemon-root-actor can be found start it and
+    '''
+    If no ``pikerd`` daemon-root-actor can be found start it and
     yield up (we should probably figure out returning a portal to self
     though).
 
-    """
+    '''
     if loglevel:
         get_console_log(loglevel)
 
     # subtle, we must have the runtime up here or portal lookup will fail
-    async with maybe_open_runtime(loglevel, **kwargs):
+    query_name = kwargs.pop('name', f'piker_query_{os.getpid()}')
 
-        async with tractor.find_actor(_root_dname) as portal:
+    # TODO: if we need to make the query part faster we could not init
-            # assert portal is not None
+    # an actor runtime and instead just hit the socket?
-            if portal is not None:
+    # from tractor._ipc import _connect_chan, Channel
+    # async with _connect_chan(host, port) as chan:
+    #     async with open_portal(chan) as arb_portal:
+    #         yield arb_portal
+
+    async with (
+        open_piker_runtime(
+            name=query_name,
+            registry_addr=registry_addr,
+            loglevel=loglevel,
+            **kwargs,
+        ) as _,
+        tractor.find_actor(
+            _root_dname,
+            arbiter_sockaddr=registry_addr,
+        ) as portal
+    ):
+        # connect to any existing daemon presuming
+        # its registry socket was selected.
+        if (
+            portal is not None
+        ):
             yield portal
             return
 
     # presume pikerd role since no daemon could be found at
     # configured address
     async with open_pikerd(
-
         loglevel=loglevel,
         debug_mode=kwargs.get('debug_mode', False),
+        registry_addr=registry_addr,
 
-    ) as _:
+    ) as service_manager:
         # in the case where we're starting up the
         # tractor-piker runtime stack in **this** process
         # we return no portal to self.
-        yield None
+        assert service_manager
+        yield service_manager
 
 
-# brokerd enabled modules
+# `brokerd` enabled modules
+# NOTE: keeping this list as small as possible is part of our caps-sec
+# model and should be treated with utmost care!
 _data_mods = [
     'piker.brokers.core',
     'piker.brokers.data',
@@ -296,20 +460,17 @@ _data_mods = [
 ]
 
 
-class Brokerd:
-    locks = defaultdict(trio.Lock)
-
-
 @acm
 async def find_service(
     service_name: str,
-) -> Optional[tractor.Portal]:
+) -> tractor.Portal | None:
 
+    async with open_registry() as reg_addr:
         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,
+            arbiter_sockaddr=reg_addr,
         ) as maybe_portal:
             yield maybe_portal
 
@@ -317,14 +478,15 @@ async def find_service(
 async def check_for_service(
     service_name: str,
 
-) -> bool:
+) -> None | tuple[str, int]:
     '''
     Service daemon "liveness" predicate.
 
     '''
+    async with open_registry(ensure_exists=False) as reg_addr:
         async with tractor.query_actor(
             service_name,
-        arbiter_sockaddr=_registry_addr,
+            arbiter_sockaddr=reg_addr,
         ) as sockaddr:
             return sockaddr
 
@@ -336,6 +498,8 @@ async def maybe_spawn_daemon(
     service_task_target: Callable,
     spawn_args: dict[str, Any],
     loglevel: Optional[str] = None,
+
+    singleton: bool = False,
     **kwargs,
 
 ) -> tractor.Portal:
@@ -356,7 +520,7 @@ async def maybe_spawn_daemon(
 
     # serialize access to this section to avoid
     # 2 or more tasks racing to create a daemon
-    lock = Brokerd.locks[service_name]
+    lock = Services.locks[service_name]
     await lock.acquire()
 
     async with find_service(service_name) as portal:
@@ -367,6 +531,9 @@ async def maybe_spawn_daemon(
 
     log.warning(f"Couldn't find any existing {service_name}")
 
+    # TODO: really shouldn't the actor spawning be part of the service
+    # starting method `Services.start_service()` ?
+
     # ask root ``pikerd`` daemon to spawn the daemon we need if
     # pikerd is not live we now become the root of the
     # process tree
@@ -377,7 +544,6 @@ async def maybe_spawn_daemon(
 
     ) as pikerd_portal:
 
-        if pikerd_portal is None:
         # we are the root and thus are `pikerd`
         # so spawn the target service directly by calling
         # the provided target routine.
@@ -385,7 +551,9 @@ async def maybe_spawn_daemon(
         # do the right things to setup both a sub-actor **and** call
         # the ``_Services`` api from above to start the top level
         # service task for that actor.
-            await service_task_target(**spawn_args)
+        started: bool
+        if pikerd_portal is None:
+            started = await service_task_target(**spawn_args)
 
         else:
             # tell the remote `pikerd` to start the target,
@@ -394,11 +562,14 @@ async def maybe_spawn_daemon(
             # non-blocking and the target task will persist running
             # on `pikerd` after the client requesting it's start
             # disconnects.
-            await pikerd_portal.run(
+            started = await pikerd_portal.run(
                 service_task_target,
                 **spawn_args,
             )
 
+        if started:
+            log.info(f'Service {service_name} started!')
+
         async with tractor.wait_for_actor(service_name) as portal:
             lock.release()
             yield portal
@@ -421,9 +592,6 @@ async def spawn_brokerd(
     extra_tractor_kwargs = getattr(brokermod, '_spawn_kwargs', {})
     tractor_kwargs.update(extra_tractor_kwargs)
 
-    global _services
-    assert _services
-
     # ask `pikerd` to spawn a new sub-actor and manage it under its
     # actor nursery
     modpath = brokermod.__name__
@@ -436,18 +604,18 @@ async def spawn_brokerd(
         subpath = f'{modpath}.{submodname}'
         broker_enable.append(subpath)
 
-    portal = await _services.actor_n.start_actor(
+    portal = await Services.actor_n.start_actor(
         dname,
         enable_modules=_data_mods + broker_enable,
         loglevel=loglevel,
-        debug_mode=_services.debug_mode,
+        debug_mode=Services.debug_mode,
         **tractor_kwargs
     )
 
     # non-blocking setup of brokerd service nursery
     from .data import _setup_persistent_brokerd
 
-    await _services.start_service_task(
+    await Services.start_service_task(
         dname,
         portal,
         _setup_persistent_brokerd,
@@ -493,24 +661,21 @@ async def spawn_emsd(
     """
     log.info('Spawning emsd')
 
-    global _services
+    portal = await Services.actor_n.start_actor(
-    assert _services
-
-    portal = await _services.actor_n.start_actor(
         'emsd',
         enable_modules=[
             'piker.clearing._ems',
             'piker.clearing._client',
         ],
         loglevel=loglevel,
-        debug_mode=_services.debug_mode,  # set by pikerd flag
+        debug_mode=Services.debug_mode,  # set by pikerd flag
         **extra_tractor_kwargs
     )
 
     # non-blocking setup of clearing service
     from .clearing._ems import _setup_persistent_emsd
 
-    await _services.start_service_task(
+    await Services.start_service_task(
         'emsd',
         portal,
         _setup_persistent_emsd,
@@ -537,25 +702,3 @@ async def maybe_open_emsd(
 
     ) as portal:
         yield portal
-
-
-# TODO: ideally we can start the tsdb "on demand" but it's
-# probably going to require "rootless" docker, at least if we don't
-# want to expect the user to start ``pikerd`` with root perms all the
-# time.
-# async def maybe_open_marketstored(
-#     loglevel: Optional[str] = None,
-#     **kwargs,
-
-# ) -> tractor._portal.Portal:  # noqa
-
-#     async with maybe_spawn_daemon(
-
-#         'marketstored',
-#         service_task_target=spawn_emsd,
-#         spawn_args={'loglevel': loglevel},
-#         loglevel=loglevel,
-#         **kwargs,
-
-#     ) as portal:
-#         yield portal

piker/_profile.py

@@ -18,7 +18,10 @@
 Profiling wrappers for internal libs.
 
 """
+import os
+import sys
 import time
+from time import perf_counter
 from functools import wraps
 
 # NOTE: you can pass a flag to enable this:
@@ -44,3 +47,184 @@ def timeit(fn):
         return res
 
     return wrapper
+
+
+# Modified version of ``pyqtgraph.debug.Profiler`` that
+# core seems hesitant to land in:
+# https://github.com/pyqtgraph/pyqtgraph/pull/2281
+class Profiler(object):
+    '''
+    Simple profiler allowing measurement of multiple time intervals.
+
+    By default, profilers are disabled.  To enable profiling, set the
+    environment variable `PYQTGRAPHPROFILE` to a comma-separated list of
+    fully-qualified names of profiled functions.
+
+    Calling a profiler registers a message (defaulting to an increasing
+    counter) that contains the time elapsed since the last call.  When the
+    profiler is about to be garbage-collected, the messages are passed to the
+    outer profiler if one is running, or printed to stdout otherwise.
+
+    If `delayed` is set to False, messages are immediately printed instead.
+
+    Example:
+        def function(...):
+            profiler = Profiler()
+            ... do stuff ...
+            profiler('did stuff')
+            ... do other stuff ...
+            profiler('did other stuff')
+            # profiler is garbage-collected and flushed at function end
+
+    If this function is a method of class C, setting `PYQTGRAPHPROFILE` to
+    "C.function" (without the module name) will enable this profiler.
+
+    For regular functions, use the qualified name of the function, stripping
+    only the initial "pyqtgraph." prefix from the module.
+    '''
+
+    _profilers = os.environ.get("PYQTGRAPHPROFILE", None)
+    _profilers = _profilers.split(",") if _profilers is not None else []
+
+    _depth = 0
+
+    # NOTE: without this defined at the class level
+    # you won't see apprpriately "nested" sub-profiler
+    # instance calls.
+    _msgs = []
+
+    # set this flag to disable all or individual profilers at runtime
+    disable = False
+
+    class DisabledProfiler(object):
+        def __init__(self, *args, **kwds):
+            pass
+
+        def __call__(self, *args):
+            pass
+
+        def finish(self):
+            pass
+
+        def mark(self, msg=None):
+            pass
+
+    _disabledProfiler = DisabledProfiler()
+
+    def __new__(
+        cls,
+        msg=None,
+        disabled='env',
+        delayed=True,
+        ms_threshold: float = 0.0,
+    ):
+        """Optionally create a new profiler based on caller's qualname.
+
+        ``ms_threshold`` can be set to value in ms for which, if the
+        total measured time  of the lifetime of this profiler is **less
+        than** this value, then no profiling messages will be printed.
+        Setting ``delayed=False`` disables this feature since messages
+        are emitted immediately.
+
+        """
+        if (
+            disabled is True
+            or (
+                disabled == 'env'
+                and len(cls._profilers) == 0
+            )
+        ):
+            return cls._disabledProfiler
+
+        # determine the qualified name of the caller function
+        caller_frame = sys._getframe(1)
+        try:
+            caller_object_type = type(caller_frame.f_locals["self"])
+
+        except KeyError:  # we are in a regular function
+            qualifier = caller_frame.f_globals["__name__"].split(".", 1)[-1]
+
+        else:  # we are in a method
+            qualifier = caller_object_type.__name__
+        func_qualname = qualifier + "." + caller_frame.f_code.co_name
+
+        if disabled == 'env' and func_qualname not in cls._profilers:
+            # don't do anything
+            return cls._disabledProfiler
+
+        # create an actual profiling object
+        cls._depth += 1
+        obj = super(Profiler, cls).__new__(cls)
+        obj._name = msg or func_qualname
+        obj._delayed = delayed
+        obj._markCount = 0
+        obj._finished = False
+        obj._firstTime = obj._lastTime = perf_counter()
+        obj._mt = ms_threshold
+        obj._newMsg("> Entering " + obj._name)
+        return obj
+
+    def __call__(self, msg=None):
+        """Register or print a new message with timing information.
+        """
+        if self.disable:
+            return
+        if msg is None:
+            msg = str(self._markCount)
+
+        self._markCount += 1
+        newTime = perf_counter()
+        ms = (newTime - self._lastTime) * 1000
+        self._newMsg("  %s: %0.4f ms", msg, ms)
+        self._lastTime = newTime
+
+    def mark(self, msg=None):
+        self(msg)
+
+    def _newMsg(self, msg, *args):
+        msg = "  " * (self._depth - 1) + msg
+        if self._delayed:
+            self._msgs.append((msg, args))
+        else:
+            print(msg % args)
+
+    def __del__(self):
+        self.finish()
+
+    def finish(self, msg=None):
+        """Add a final message; flush the message list if no parent profiler.
+        """
+        if self._finished or self.disable:
+            return
+
+        self._finished = True
+        if msg is not None:
+            self(msg)
+
+        tot_ms = (perf_counter() - self._firstTime) * 1000
+        self._newMsg(
+            "< Exiting %s, total time: %0.4f ms",
+            self._name,
+            tot_ms,
+        )
+
+        if tot_ms < self._mt:
+            # print(f'{tot_ms} < {self._mt}, clearing')
+            # NOTE: this list **must** be an instance var to avoid
+            # deleting common messages during GC I think?
+            self._msgs.clear()
+        # else:
+        #     print(f'{tot_ms} > {self._mt}, not clearing')
+
+        # XXX: why is this needed?
+        # don't we **want to show** nested profiler messages?
+        if self._msgs:  # and self._depth < 1:
+
+            # if self._msgs:
+            print("\n".join([m[0] % m[1] for m in self._msgs]))
+
+            # clear all entries
+            self._msgs.clear()
+            # type(self)._msgs = []
+
+        type(self)._depth -= 1

piker/brokers/__init__.py

@@ -26,10 +26,21 @@ asks.init('trio')
 
 __brokers__ = [
     'binance',
-    'questrade',
-    'robinhood',
     'ib',
     'kraken',
+
+    # broken but used to work
+    # 'questrade',
+    # 'robinhood',
+
+    # TODO: we should get on these stat!
+    # alpaca
+    # wstrade
+    # iex
+
+    # deribit
+    # kucoin
+    # bitso
 ]
 
 

piker/brokers/binance.py

@@ -33,15 +33,23 @@ import asks
 from fuzzywuzzy import process as fuzzy
 import numpy as np
 import tractor
-from pydantic.dataclasses import dataclass
-from pydantic import BaseModel
 import wsproto
 
 from .._cacheables import open_cached_client
-from ._util import resproc, SymbolNotFound
+from ._util import (
-from ..log import get_logger, get_console_log
+    resproc,
-from ..data import ShmArray
+    SymbolNotFound,
-from ..data._web_bs import open_autorecon_ws, NoBsWs
+    DataUnavailable,
+)
+from ..log import (
+    get_logger,
+    get_console_log,
+)
+from ..data.types import Struct
+from ..data._web_bs import (
+    open_autorecon_ws,
+    NoBsWs,
+)
 
 log = get_logger(__name__)
 
@@ -79,12 +87,14 @@ _show_wap_in_history = False
 
 
 # https://binance-docs.github.io/apidocs/spot/en/#exchange-information
-class Pair(BaseModel):
+class Pair(Struct, frozen=True):
     symbol: str
     status: str
 
     baseAsset: str
     baseAssetPrecision: int
+    cancelReplaceAllowed: bool
+    allowTrailingStop: bool
     quoteAsset: str
     quotePrecision: int
     quoteAssetPrecision: int
@@ -100,18 +110,21 @@ class Pair(BaseModel):
     isSpotTradingAllowed: bool
     isMarginTradingAllowed: bool
 
+    defaultSelfTradePreventionMode: str
+    allowedSelfTradePreventionModes: list[str]
+
     filters: list[dict[str, Union[str, int, float]]]
     permissions: list[str]
 
 
-@dataclass
+class OHLC(Struct):
-class OHLC:
+    '''
-    """Description of the flattened OHLC quote format.
+    Description of the flattened OHLC quote format.
 
     For schema details see:
     https://binance-docs.github.io/apidocs/spot/en/#kline-candlestick-streams
 
-    """
+    '''
     time: int
 
     open: float
@@ -134,7 +147,9 @@ class OHLC:
 
 
 # convert datetime obj timestamp to unixtime in milliseconds
-def binance_timestamp(when):
+def binance_timestamp(
+    when: datetime
+) -> int:
     return int((when.timestamp() * 1000) + (when.microsecond / 1000))
 
 
@@ -173,7 +188,7 @@ class Client:
         params = {}
 
         if sym is not None:
-            sym = sym.upper()
+            sym = sym.lower()
             params = {'symbol': sym}
 
         resp = await self._api(
@@ -230,7 +245,7 @@ class Client:
     ) -> dict:
 
         if end_dt is None:
-            end_dt = pendulum.now('UTC')
+            end_dt = pendulum.now('UTC').add(minutes=1)
 
         if start_dt is None:
             start_dt = end_dt.start_of(
@@ -260,6 +275,7 @@ class Client:
         for i, bar in enumerate(bars):
 
             bar = OHLC(*bar)
+            bar.typecast()
 
             row = []
             for j, (name, ftype) in enumerate(_ohlc_dtype[1:]):
@@ -287,7 +303,7 @@ async def get_client() -> Client:
 
 
 # validation type
-class AggTrade(BaseModel):
+class AggTrade(Struct):
     e: str  # Event type
     E: int  # Event time
     s: str  # Symbol
@@ -341,7 +357,9 @@ async def stream_messages(ws: NoBsWs) -> AsyncGenerator[NoBsWs, dict]:
 
         elif msg.get('e') == 'aggTrade':
 
-            # validate
+            # NOTE: this is purely for a definition, ``msgspec.Struct``
+            # does not runtime-validate until you decode/encode.
+            # see: https://jcristharif.com/msgspec/structs.html#type-validation
             msg = AggTrade(**msg)
 
             # TODO: type out and require this quote format
@@ -352,8 +370,8 @@ async def stream_messages(ws: NoBsWs) -> AsyncGenerator[NoBsWs, dict]:
                 'brokerd_ts': time.time(),
                 'ticks': [{
                     'type': 'trade',
-                    'price': msg.p,
+                    'price': float(msg.p),
-                    'size': msg.q,
+                    'size': float(msg.q),
                     'broker_ts': msg.T,
                 }],
             }
@@ -384,41 +402,39 @@ async def open_history_client(
     async with open_cached_client('binance') as client:
 
         async def get_ohlc(
-            end_dt: Optional[datetime] = None,
+            timeframe: float,
-            start_dt: Optional[datetime] = None,
+            end_dt: datetime | None = None,
+            start_dt: datetime | None = None,
 
         ) -> tuple[
             np.ndarray,
             datetime,  # start
             datetime,  # end
         ]:
+            if timeframe != 60:
+                raise DataUnavailable('Only 1m bars are supported')
 
             array = await client.bars(
                 symbol,
                 start_dt=start_dt,
                 end_dt=end_dt,
             )
-            start_dt = pendulum.from_timestamp(array[0]['time'])
+            times = array['time']
-            end_dt = pendulum.from_timestamp(array[-1]['time'])
+            if (
+                end_dt is None
+            ):
+                inow = round(time.time())
+                if (inow - times[-1]) > 60:
+                    await tractor.breakpoint()
+
+            start_dt = pendulum.from_timestamp(times[0])
+            end_dt = pendulum.from_timestamp(times[-1])
+
             return array, start_dt, end_dt
 
         yield get_ohlc, {'erlangs': 3, 'rate': 3}
 
 
-async def backfill_bars(
-    sym: str,
-    shm: ShmArray,  # type: ignore # noqa
-    task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
-) -> None:
-    """Fill historical bars into shared mem / storage afap.
-    """
-    with trio.CancelScope() as cs:
-        async with open_cached_client('binance') as client:
-            bars = await client.bars(symbol=sym)
-            shm.push(bars)
-            task_status.started(cs)
-
-
 async def stream_quotes(
 
     send_chan: trio.abc.SendChannel,
@@ -448,12 +464,20 @@ async def stream_quotes(
             d = cache[sym.upper()]
             syminfo = Pair(**d)  # validation
 
-            si = sym_infos[sym] = syminfo.dict()
+            si = sym_infos[sym] = syminfo.to_dict()
+            filters = {}
+            for entry in syminfo.filters:
+                ftype = entry['filterType']
+                filters[ftype] = entry
 
             # XXX: after manually inspecting the response format we
             # just directly pick out the info we need
-            si['price_tick_size'] = float(syminfo.filters[0]['tickSize'])
+            si['price_tick_size'] = float(
-            si['lot_tick_size'] = float(syminfo.filters[2]['stepSize'])
+                filters['PRICE_FILTER']['tickSize']
+            )
+            si['lot_tick_size'] = float(
+                filters['LOT_SIZE']['stepSize']
+            )
             si['asset_type'] = 'crypto'
 
         symbol = symbols[0]
@@ -495,6 +519,7 @@ async def stream_quotes(
                 subs.append("{sym}@bookTicker")
 
             # unsub from all pairs on teardown
+            if ws.connected():
                 await ws.send_msg({
                     "method": "UNSUBSCRIBE",
                     "params": subs,

piker/brokers/cli.py

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

piker/brokers/deribit/README.rst

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

piker/brokers/deribit/__init__.py

@@ -0,0 +1,65 @@
+# piker: trading gear for hackers
+# Copyright (C) Guillermo Rodriguez (in stewardship for piker0)
+
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU Affero General Public License for more details.
+
+# You should have received a copy of the GNU Affero General Public License
+# along with this program.  If not, see <https://www.gnu.org/licenses/>.
+
+'''
+Deribit backend.
+
+'''
+
+from piker.log import get_logger
+
+log = get_logger(__name__)
+
+from .api import (
+    get_client,
+)
+from .feed import (
+    open_history_client,
+    open_symbol_search,
+    stream_quotes,
+    backfill_bars
+)
+# from .broker import (
+    # trades_dialogue,
+    # norm_trade_records,
+# )
+
+__all__ = [
+    'get_client',
+#    'trades_dialogue',
+    'open_history_client',
+    'open_symbol_search',
+    'stream_quotes',
+#    'norm_trade_records',
+]
+
+
+# tractor RPC enable arg
+__enable_modules__: list[str] = [
+    'api',
+    'feed',
+#   'broker',
+]
+
+# passed to ``tractor.ActorNursery.start_actor()``
+_spawn_kwargs = {
+    'infect_asyncio': True,
+}
+
+# annotation to let backend agnostic code
+# know if ``brokerd`` should be spawned with
+# ``tractor``'s aio mode.
+_infect_asyncio: bool = True

piker/brokers/deribit/api.py

@@ -0,0 +1,672 @@
+# piker: trading gear for hackers
+# Copyright (C) Guillermo Rodriguez (in stewardship for piker0)
+
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU Affero General Public License for more details.
+
+# You should have received a copy of the GNU Affero General Public License
+# along with this program.  If not, see <https://www.gnu.org/licenses/>.
+
+'''
+Deribit backend.
+
+'''
+import json
+import time
+import asyncio
+
+from contextlib import asynccontextmanager as acm, AsyncExitStack
+from functools import partial
+from datetime import datetime
+from typing import Any, Optional, Iterable, Callable
+
+import pendulum
+import asks
+import trio
+from trio_typing import Nursery, TaskStatus
+from fuzzywuzzy import process as fuzzy
+import numpy as np
+
+from piker.data.types import Struct
+from piker.data._web_bs import (
+    NoBsWs,
+    open_autorecon_ws,
+    open_jsonrpc_session
+)
+
+from .._util import resproc
+
+from piker import config
+from piker.log import get_logger
+
+from tractor.trionics import (
+    broadcast_receiver,
+    BroadcastReceiver,
+    maybe_open_context
+)
+from tractor import to_asyncio
+
+from cryptofeed import FeedHandler
+
+from cryptofeed.defines import (
+    DERIBIT,
+    L1_BOOK, TRADES,
+    OPTION, CALL, PUT
+)
+from cryptofeed.symbols import Symbol
+
+log = get_logger(__name__)
+
+
+_spawn_kwargs = {
+    'infect_asyncio': True,
+}
+
+
+_url = 'https://www.deribit.com'
+_ws_url = 'wss://www.deribit.com/ws/api/v2'
+_testnet_ws_url = 'wss://test.deribit.com/ws/api/v2'
+
+
+# Broker specific ohlc schema (rest)
+_ohlc_dtype = [
+    ('index', int),
+    ('time', int),
+    ('open', float),
+    ('high', float),
+    ('low', float),
+    ('close', float),
+    ('volume', float),
+    ('bar_wap', float),  # will be zeroed by sampler if not filled
+]
+
+
+class JSONRPCResult(Struct):
+    jsonrpc: str = '2.0'
+    id: int
+    result: Optional[dict] = None
+    error: Optional[dict] = None
+    usIn: int 
+    usOut: int 
+    usDiff: int
+    testnet: bool
+
+class JSONRPCChannel(Struct):
+    jsonrpc: str = '2.0'
+    method: str
+    params: dict
+
+
+class KLinesResult(Struct):
+    close: list[float]
+    cost: list[float]
+    high: list[float]
+    low: list[float]
+    open: list[float]
+    status: str
+    ticks: list[int]
+    volume: list[float]
+
+class Trade(Struct):
+    trade_seq: int
+    trade_id: str
+    timestamp: int
+    tick_direction: int
+    price: float
+    mark_price: float
+    iv: float
+    instrument_name: str
+    index_price: float
+    direction: str
+    combo_trade_id: Optional[int] = 0,
+    combo_id: Optional[str] = '',
+    amount: float
+
+class LastTradesResult(Struct):
+    trades: list[Trade]
+    has_more: bool
+
+
+# convert datetime obj timestamp to unixtime in milliseconds
+def deribit_timestamp(when):
+    return int((when.timestamp() * 1000) + (when.microsecond / 1000))
+
+
+def str_to_cb_sym(name: str) -> Symbol:
+    base, strike_price, expiry_date, option_type = name.split('-')
+
+    quote = base
+
+    if option_type == 'put':
+        option_type = PUT 
+    elif option_type  == 'call':
+        option_type = CALL
+    else:
+        raise Exception("Couldn\'t parse option type")
+
+    return Symbol(
+        base, quote,
+        type=OPTION,
+        strike_price=strike_price,
+        option_type=option_type,
+        expiry_date=expiry_date,
+        expiry_normalize=False)
+
+
+def piker_sym_to_cb_sym(name: str) -> Symbol:
+    base, expiry_date, strike_price, option_type = tuple(
+        name.upper().split('-'))
+
+    quote = base
+
+    if option_type == 'P':
+        option_type = PUT 
+    elif option_type  == 'C':
+        option_type = CALL
+    else:
+        raise Exception("Couldn\'t parse option type")
+
+    return Symbol(
+        base, quote,
+        type=OPTION,
+        strike_price=strike_price,
+        option_type=option_type,
+        expiry_date=expiry_date.upper())
+
+
+def cb_sym_to_deribit_inst(sym: Symbol):
+    # cryptofeed normalized
+    cb_norm = ['F', 'G', 'H', 'J', 'K', 'M', 'N', 'Q', 'U', 'V', 'X', 'Z']
+
+    # deribit specific 
+    months = ['JAN', 'FEB', 'MAR', 'APR', 'MAY', 'JUN', 'JUL', 'AUG', 'SEP', 'OCT', 'NOV', 'DEC']
+
+    exp = sym.expiry_date
+
+    # YYMDD
+    # 01234
+    year, month, day = (
+        exp[:2], months[cb_norm.index(exp[2:3])], exp[3:])
+
+    otype = 'C' if sym.option_type == CALL else 'P'
+
+    return f'{sym.base}-{day}{month}{year}-{sym.strike_price}-{otype}'
+
+
+def get_config() -> dict[str, Any]:
+
+    conf, path = config.load()
+
+    section = conf.get('deribit')
+
+    # TODO: document why we send this, basically because logging params for cryptofeed
+    conf['log'] = {}
+    conf['log']['disabled'] = True
+
+    if section is None:
+        log.warning(f'No config section found for deribit in {path}')
+
+    return conf 
+
+
+class Client:
+
+    def __init__(self, json_rpc: Callable) -> None:
+        self._pairs: dict[str, Any] = None
+
+        config = get_config().get('deribit', {})
+
+        if ('key_id' in config) and ('key_secret' in config):
+            self._key_id = config['key_id']
+            self._key_secret = config['key_secret']
+
+        else:
+            self._key_id = None
+            self._key_secret = None
+
+        self.json_rpc = json_rpc
+
+    @property
+    def currencies(self):
+        return ['btc', 'eth', 'sol', 'usd']
+
+    async def get_balances(self, kind: str = 'option') -> dict[str, float]:
+        """Return the set of positions for this account
+        by symbol.
+        """
+        balances = {}
+
+        for currency in self.currencies:
+            resp = await self.json_rpc(
+                'private/get_positions', params={
+                    'currency': currency.upper(),
+                    'kind': kind})
+
+            balances[currency] = resp.result
+
+        return balances
+
+    async def get_assets(self) -> dict[str, float]:
+        """Return the set of asset balances for this account
+        by symbol.
+        """
+        balances = {}
+
+        for currency in self.currencies:
+            resp = await self.json_rpc(
+                'private/get_account_summary', params={
+                    'currency': currency.upper()})
+
+            balances[currency] = resp.result['balance']
+
+        return balances
+
+    async def submit_limit(
+        self,
+        symbol: str,
+        price: float,
+        action: str,
+        size: float
+    ) -> dict:
+        """Place an order
+        """
+        params = {
+            'instrument_name': symbol.upper(),
+            'amount': size,
+            'type': 'limit',
+            'price': price,
+        }
+        resp = await self.json_rpc(
+            f'private/{action}', params)
+
+        return resp.result
+
+    async def submit_cancel(self, oid: str):
+        """Send cancel request for order id
+        """
+        resp = await self.json_rpc(
+            'private/cancel', {'order_id': oid})
+        return resp.result
+
+    async def symbol_info(
+        self,
+        instrument: Optional[str] = None,
+        currency: str = 'btc',  # BTC, ETH, SOL, USDC
+        kind: str = 'option',
+        expired: bool = False
+    ) -> dict[str, Any]:
+        """Get symbol info for the exchange.
+
+        """
+        if self._pairs:
+            return self._pairs
+
+        # will retrieve all symbols by default
+        params = {
+            'currency': currency.upper(),
+            'kind': kind,
+            'expired': str(expired).lower()
+        }
+
+        resp = await self.json_rpc('public/get_instruments', params)
+        results = resp.result
+
+        instruments = {
+            item['instrument_name'].lower(): item
+            for item in results
+        }
+
+        if instrument is not None:
+            return instruments[instrument]
+        else:
+            return instruments
+
+    async def cache_symbols(
+        self,
+    ) -> dict:
+        if not self._pairs:
+            self._pairs = await self.symbol_info()
+
+        return self._pairs
+
+    async def search_symbols(
+        self,
+        pattern: str,
+        limit: int = 30,
+    ) -> dict[str, Any]:
+        data = await self.symbol_info()
+
+        matches = fuzzy.extractBests(
+            pattern,
+            data,
+            score_cutoff=35,
+            limit=limit
+        )
+        # repack in dict form
+        return {item[0]['instrument_name'].lower(): item[0]
+                for item in matches}
+
+    async def bars(
+        self,
+        symbol: str,
+        start_dt: Optional[datetime] = None,
+        end_dt: Optional[datetime] = None,
+        limit: int = 1000,
+        as_np: bool = True,
+    ) -> dict:
+        instrument = symbol
+
+        if end_dt is None:
+            end_dt = pendulum.now('UTC')
+
+        if start_dt is None:
+            start_dt = end_dt.start_of(
+                'minute').subtract(minutes=limit)
+
+        start_time = deribit_timestamp(start_dt)
+        end_time = deribit_timestamp(end_dt)
+
+        # https://docs.deribit.com/#public-get_tradingview_chart_data
+        resp = await self.json_rpc(
+            'public/get_tradingview_chart_data',
+            params={
+                'instrument_name': instrument.upper(),
+                'start_timestamp': start_time,
+                'end_timestamp': end_time,
+                'resolution': '1'
+            })
+
+        result = KLinesResult(**resp.result)
+        new_bars = []
+        for i in range(len(result.close)):
+
+            _open = result.open[i]
+            high = result.high[i]
+            low = result.low[i]
+            close = result.close[i]
+            volume = result.volume[i]
+
+            row = [
+                (start_time + (i * (60 * 1000))) / 1000.0,  # time
+                result.open[i],
+                result.high[i],
+                result.low[i],
+                result.close[i],
+                result.volume[i],
+                0
+            ]
+
+            new_bars.append((i,) + tuple(row))
+
+        array = np.array(new_bars, dtype=_ohlc_dtype) if as_np else klines
+        return array
+
+    async def last_trades(
+        self,
+        instrument: str,
+        count: int = 10
+    ):
+        resp = await self.json_rpc(
+            'public/get_last_trades_by_instrument',
+            params={
+                'instrument_name': instrument,
+                'count': count
+            })
+
+        return LastTradesResult(**resp.result)
+
+
+@acm
+async def get_client(
+    is_brokercheck: bool = False
+) -> Client:
+
+    async with (
+        trio.open_nursery() as n,
+        open_jsonrpc_session(
+            _testnet_ws_url, dtype=JSONRPCResult) as json_rpc
+    ):
+        client = Client(json_rpc)
+
+        _refresh_token: Optional[str] = None
+        _access_token: Optional[str] = None
+
+        async def _auth_loop(
+            task_status: TaskStatus = trio.TASK_STATUS_IGNORED
+        ):
+            """Background task that adquires a first access token and then will
+            refresh the access token while the nursery isn't cancelled.
+
+            https://docs.deribit.com/?python#authentication-2
+            """
+            renew_time = 10
+            access_scope = 'trade:read_write'
+            _expiry_time = time.time()
+            got_access = False
+            nonlocal _refresh_token
+            nonlocal _access_token
+
+            while True:
+                if time.time() - _expiry_time < renew_time:
+                    # if we are close to token expiry time
+
+                    if _refresh_token != None:
+                        # if we have a refresh token already dont need to send
+                        # secret
+                        params = {
+                            'grant_type': 'refresh_token',
+                            'refresh_token': _refresh_token,
+                            'scope': access_scope
+                        }
+
+                    else:
+                        # we don't have refresh token, send secret to initialize
+                        params = {
+                            'grant_type': 'client_credentials',
+                            'client_id': client._key_id,
+                            'client_secret': client._key_secret,
+                            'scope': access_scope
+                        }
+
+                    resp = await json_rpc('public/auth', params)
+                    result = resp.result
+
+                    _expiry_time = time.time() + result['expires_in']
+                    _refresh_token = result['refresh_token']
+
+                    if 'access_token' in result:
+                        _access_token = result['access_token']
+
+                    if not got_access:
+                        # first time this loop runs we must indicate task is
+                        # started, we have auth
+                        got_access = True
+                        task_status.started()
+
+                else:
+                    await trio.sleep(renew_time / 2)
+
+        # if we have client creds launch auth loop
+        if client._key_id is not None:
+            await n.start(_auth_loop)
+
+        await client.cache_symbols()
+        yield client
+        n.cancel_scope.cancel()
+
+
+@acm
+async def open_feed_handler():
+    fh = FeedHandler(config=get_config())
+    yield fh
+    await to_asyncio.run_task(fh.stop_async)
+
+
+@acm
+async def maybe_open_feed_handler() -> trio.abc.ReceiveStream:
+    async with maybe_open_context(
+        acm_func=open_feed_handler,
+        key='feedhandler',
+    ) as (cache_hit, fh):
+        yield fh
+
+
+async def aio_price_feed_relay(
+    fh: FeedHandler,
+    instrument: Symbol,
+    from_trio: asyncio.Queue,
+    to_trio: trio.abc.SendChannel,
+) -> None:
+    async def _trade(data: dict, receipt_timestamp):
+        to_trio.send_nowait(('trade', {
+            'symbol': cb_sym_to_deribit_inst(
+                str_to_cb_sym(data.symbol)).lower(),
+            'last': data,
+            'broker_ts': time.time(),
+            'data': data.to_dict(),
+            'receipt': receipt_timestamp
+        }))
+
+    async def _l1(data: dict, receipt_timestamp):
+        to_trio.send_nowait(('l1', {
+            'symbol': cb_sym_to_deribit_inst(
+                str_to_cb_sym(data.symbol)).lower(),
+            'ticks': [
+                {'type': 'bid',
+                    'price': float(data.bid_price), 'size': float(data.bid_size)},
+                {'type': 'bsize',
+                    'price': float(data.bid_price), 'size': float(data.bid_size)},
+                {'type': 'ask',
+                    'price': float(data.ask_price), 'size': float(data.ask_size)},
+                {'type': 'asize',
+                    'price': float(data.ask_price), 'size': float(data.ask_size)}
+            ]
+        }))
+
+    fh.add_feed(
+        DERIBIT,
+        channels=[TRADES, L1_BOOK],
+        symbols=[piker_sym_to_cb_sym(instrument)],
+        callbacks={
+            TRADES: _trade,
+            L1_BOOK: _l1
+        })
+
+    if not fh.running:
+        fh.run(
+            start_loop=False,
+            install_signal_handlers=False)
+
+    # sync with trio
+    to_trio.send_nowait(None)
+
+    await asyncio.sleep(float('inf'))
+
+
+@acm
+async def open_price_feed(
+    instrument: str
+) -> trio.abc.ReceiveStream:
+    async with maybe_open_feed_handler() as fh:
+        async with to_asyncio.open_channel_from(
+            partial(
+                aio_price_feed_relay,
+                fh,
+                instrument
+            )
+        ) as (first, chan):
+            yield chan
+
+
+@acm
+async def maybe_open_price_feed(
+    instrument: str
+) -> trio.abc.ReceiveStream:
+
+    # TODO: add a predicate to maybe_open_context
+    async with maybe_open_context(
+        acm_func=open_price_feed,
+        kwargs={
+            'instrument': instrument
+        },
+        key=f'{instrument}-price',
+    ) as (cache_hit, feed):
+        if cache_hit:
+            yield broadcast_receiver(feed, 10)
+        else:
+            yield feed
+
+
+
+async def aio_order_feed_relay(
+    fh: FeedHandler,
+    instrument: Symbol,
+    from_trio: asyncio.Queue,
+    to_trio: trio.abc.SendChannel,
+) -> None:
+    async def _fill(data: dict, receipt_timestamp):
+        breakpoint()
+
+    async def _order_info(data: dict, receipt_timestamp):
+        breakpoint()
+
+    fh.add_feed(
+        DERIBIT,
+        channels=[FILLS, ORDER_INFO],
+        symbols=[instrument.upper()],
+        callbacks={
+            FILLS: _fill,
+            ORDER_INFO: _order_info,
+        })
+
+    if not fh.running:
+        fh.run(
+            start_loop=False,
+            install_signal_handlers=False)
+
+    # sync with trio
+    to_trio.send_nowait(None)
+
+    await asyncio.sleep(float('inf'))
+
+
+@acm
+async def open_order_feed(
+    instrument: list[str]
+) -> trio.abc.ReceiveStream:
+    async with maybe_open_feed_handler() as fh:
+        async with to_asyncio.open_channel_from(
+            partial(
+                aio_order_feed_relay,
+                fh,
+                instrument
+            )
+        ) as (first, chan):
+            yield chan
+
+
+@acm
+async def maybe_open_order_feed(
+    instrument: str
+) -> trio.abc.ReceiveStream:
+
+    # TODO: add a predicate to maybe_open_context
+    async with maybe_open_context(
+        acm_func=open_order_feed,
+        kwargs={
+            'instrument': instrument,
+            'fh': fh
+        },
+        key=f'{instrument}-order',
+    ) as (cache_hit, feed):
+        if cache_hit:
+            yield broadcast_receiver(feed, 10)
+        else:
+            yield feed

piker/brokers/deribit/feed.py

@@ -0,0 +1,185 @@
+# piker: trading gear for hackers
+# Copyright (C) Guillermo Rodriguez (in stewardship for piker0)
+
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU Affero General Public License for more details.
+
+# You should have received a copy of the GNU Affero General Public License
+# along with this program.  If not, see <https://www.gnu.org/licenses/>.
+
+'''
+Deribit backend.
+
+'''
+from contextlib import asynccontextmanager as acm
+from datetime import datetime
+from typing import Any, Optional, Callable
+import time
+
+import trio
+from trio_typing import TaskStatus
+import pendulum
+from fuzzywuzzy import process as fuzzy
+import numpy as np
+import tractor
+
+from piker._cacheables import open_cached_client
+from piker.log import get_logger, get_console_log
+from piker.data import ShmArray
+from piker.brokers._util import (
+    BrokerError,
+    DataUnavailable,
+)
+
+from cryptofeed import FeedHandler
+
+from cryptofeed.defines import (
+    DERIBIT, L1_BOOK, TRADES, OPTION, CALL, PUT
+)
+from cryptofeed.symbols import Symbol
+
+from .api import (
+    Client, Trade,
+    get_config,
+    str_to_cb_sym, piker_sym_to_cb_sym, cb_sym_to_deribit_inst,
+    maybe_open_price_feed
+)
+
+_spawn_kwargs = {
+    'infect_asyncio': True,
+}
+
+
+log = get_logger(__name__)
+
+
+@acm
+async def open_history_client(
+    instrument: str,
+) -> tuple[Callable, int]:
+
+    # TODO implement history getter for the new storage layer.
+    async with open_cached_client('deribit') as client:
+
+        async def get_ohlc(
+            end_dt: Optional[datetime] = None,
+            start_dt: Optional[datetime] = None,
+
+        ) -> tuple[
+            np.ndarray,
+            datetime,  # start
+            datetime,  # end
+        ]:
+
+            array = await client.bars(
+                instrument,
+                start_dt=start_dt,
+                end_dt=end_dt,
+            )
+            if len(array) == 0:
+                raise DataUnavailable
+
+            start_dt = pendulum.from_timestamp(array[0]['time'])
+            end_dt = pendulum.from_timestamp(array[-1]['time'])
+
+            return array, start_dt, end_dt
+
+        yield get_ohlc, {'erlangs': 3, 'rate': 3}
+
+
+async def stream_quotes(
+
+    send_chan: trio.abc.SendChannel,
+    symbols: list[str],
+    feed_is_live: trio.Event,
+    loglevel: str = None,
+
+    # startup sync
+    task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
+
+) -> None:
+    # XXX: required to propagate ``tractor`` loglevel to piker logging
+    get_console_log(loglevel or tractor.current_actor().loglevel)
+
+    sym = symbols[0]
+
+    async with (
+        open_cached_client('deribit') as client,
+        send_chan as send_chan
+    ):
+
+        init_msgs = {
+            # pass back token, and bool, signalling if we're the writer
+            # and that history has been written
+            sym: {
+                'symbol_info': {
+                    'asset_type': 'option',
+                    'price_tick_size': 0.0005
+                },
+                'shm_write_opts': {'sum_tick_vml': False},
+                'fqsn': sym,
+            },
+        }
+
+        nsym = piker_sym_to_cb_sym(sym)
+
+        async with maybe_open_price_feed(sym) as stream:
+
+            cache = await client.cache_symbols()
+
+            last_trades = (await client.last_trades(
+                cb_sym_to_deribit_inst(nsym), count=1)).trades
+
+            if len(last_trades) == 0:
+                last_trade = None
+                async for typ, quote in stream:
+                    if typ == 'trade':
+                        last_trade = Trade(**(quote['data']))
+                        break
+
+            else:
+                last_trade = Trade(**(last_trades[0]))
+
+            first_quote = {
+                'symbol': sym,
+                'last': last_trade.price,
+                'brokerd_ts': last_trade.timestamp,
+                'ticks': [{
+                    'type': 'trade',
+                    'price': last_trade.price,
+                    'size': last_trade.amount,
+                    'broker_ts': last_trade.timestamp
+                }]
+            }
+            task_status.started((init_msgs,  first_quote))
+
+            feed_is_live.set()
+
+            async for typ, quote in stream:
+                topic = quote['symbol']
+                await send_chan.send({topic: quote})
+
+
+@tractor.context
+async def open_symbol_search(
+    ctx: tractor.Context,
+) -> Client:
+    async with open_cached_client('deribit') as client:
+
+        # load all symbols locally for fast search
+        cache = await client.cache_symbols()
+        await ctx.started()
+
+        async with ctx.open_stream() as stream:
+
+            async for pattern in stream:
+                # repack in dict form
+                await stream.send(
+                    await client.search_symbols(pattern))

piker/brokers/ib/README.rst

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

piker/brokers/ib/__init__.py

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

piker/brokers/ib/feed.py

@@ -22,6 +22,7 @@ import asyncio
 from contextlib import asynccontextmanager as acm
 from dataclasses import asdict
 from datetime import datetime
+from functools import partial
 from math import isnan
 import time
 from typing import (
@@ -38,10 +39,14 @@ import tractor
 import trio
 from trio_typing import TaskStatus
 
-from piker.data._sharedmem import ShmArray
+from .._util import (
-from .._util import SymbolNotFound, NoData
+    NoData,
+    DataUnavailable,
+    SymbolNotFound,
+)
 from .api import (
-    _adhoc_futes_set,
+    # _adhoc_futes_set,
+    con2fqsn,
     log,
     load_aio_clients,
     ibis,
@@ -102,7 +107,7 @@ async def open_data_client() -> MethodProxy:
 
 @acm
 async def open_history_client(
-    symbol: str,
+    fqsn: str,
 
 ) -> tuple[Callable, int]:
     '''
@@ -110,26 +115,75 @@ async def open_history_client(
     that takes in ``pendulum.datetime`` and returns ``numpy`` arrays.
 
     '''
+    # TODO:
+    # - add logic to handle tradable hours and only grab
+    #   valid bars in the range?
+    # - 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.
+
     async with open_data_client() as proxy:
 
+        max_timeout: float = 2.
+        mean: float = 0
+        count: int = 0
+
+        head_dt: None | datetime = None
+        if (
+            # fx cons seem to not provide this endpoint?
+            'idealpro' not in fqsn
+        ):
+            try:
+                head_dt = await proxy.get_head_time(fqsn=fqsn)
+            except RequestError:
+                head_dt = None
+
         async def get_hist(
+            timeframe: float,
             end_dt: Optional[datetime] = None,
             start_dt: Optional[datetime] = None,
 
         ) -> tuple[np.ndarray, str]:
+            nonlocal max_timeout, mean, count
 
-            out, fails = await get_bars(proxy, symbol, end_dt=end_dt)
+            query_start = time.time()
+            out, timedout = await get_bars(
+                proxy,
+                fqsn,
+                timeframe,
+                end_dt=end_dt,
+            )
+            latency = time.time() - query_start
+            if (
+                not timedout
+                # and latency <= max_timeout
+            ):
+                count += 1
+                mean += latency / count
+                print(
+                    f'HISTORY FRAME QUERY LATENCY: {latency}\n'
+                    f'mean: {mean}'
+                )
 
-            # TODO: add logic here to handle tradable hours and only grab
+            if (
-            # valid bars in the range
+                out is None
-            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,
+                    # frame_size=2000,
                 )
 
+            if (
+                end_dt
+                and head_dt
+                and end_dt <= head_dt
+            ):
+                raise DataUnavailable(f'First timestamp is {head_dt}')
+
             bars, bars_array, first_dt, last_dt = out
 
             # volume cleaning since there's -ve entries,
@@ -144,7 +198,7 @@ async def open_history_client(
         # 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}
+        yield get_hist, {'erlangs': 1, 'rate': 3}
 
 
 _pacing: str = (
@@ -153,96 +207,19 @@ _pacing: str = (
 )
 
 
-async def get_bars(
+async def wait_on_data_reset(
-
     proxy: MethodProxy,
-    fqsn: str,
+    reset_type: str = 'data',
+    timeout: float = 16,
 
-    # blank to start which tells ib to look up the latest datum
+    task_status: TaskStatus[
-    end_dt: str = '',
+        tuple[
+            trio.CancelScope,
+            trio.Event,
+        ]
+    ] = trio.TASK_STATUS_IGNORED,
+) -> bool:
 
-) -> (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(
@@ -258,144 +235,259 @@ async def get_bars(
     # 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
+    done = trio.Event()
-                # a connection reset.
+    with trio.move_on_after(timeout) as cs:
-                for i in range(1, tries):
+
+        task_status.started((cs, done))
 
         log.warning('Sending DATA RESET request')
-                    await data_reset_hack(reset_type='data')
+        res = await data_reset_hack(reset_type=reset_type)
+
+        if not res:
+            log.warning(
+                'NO VNC DETECTED!\n'
+                'Manually press ctrl-alt-f on your IB java app'
+            )
+            done.set()
+            return False
 
-                    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
+        # is all that useful here or not.
-                            # you could wait on one of the ones above
+        # - in theory you could wait on one of the ones above first
-                            # first to verify the reset request was
+        # to verify the reset request was sent?
-                            # sent?
+        # - we need the same for real-time quote feeds which can
+        # sometimes flake out and stop delivering..
+        for name, ev in [
             ('history', hist_ev),
         ]:
             await ev.wait()
             log.info(f"{name} DATA RESET")
-                            break
+            done.set()
+            return True
 
-                    if cs.cancelled_caught:
+    if cs.cancel_called:
-                        fails += 1
         log.warning(
-                            f'Data reset {name} timeout, retrying {i}.'
+            'Data reset task canceled?'
         )
 
+    done.set()
+    return False
+
+
+_data_resetter_task: trio.Task | None = None
+
+
+async def get_bars(
+
+    proxy: MethodProxy,
+    fqsn: str,
+    timeframe: int,
+
+    # blank to start which tells ib to look up the latest datum
+    end_dt: str = '',
+
+    # TODO: make this more dynamic based on measured frame rx latency?
+    # how long before we trigger a feed reset (seconds)
+    feed_reset_timeout: float = 3,
+
+    # how many days to subtract before giving up on further
+    # history queries for instrument, presuming that most don't
+    # not trade for a week XD
+    max_nodatas: int = 6,
+
+    task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
+
+) -> (dict, np.ndarray):
+    '''
+    Retrieve historical data from a ``trio``-side task using
+    a ``MethoProxy``.
+
+    '''
+    global _data_resetter_task
+    nodatas_count: int = 0
+
+    data_cs: trio.CancelScope | None = None
+    result: tuple[
+        ibis.objects.BarDataList,
+        np.ndarray,
+        datetime,
+        datetime,
+    ] | None = None
+    result_ready = trio.Event()
+
+    async def query():
+        nonlocal result, data_cs, end_dt, nodatas_count
+        while True:
+            try:
+                out = await proxy.bars(
+                    fqsn=fqsn,
+                    end_dt=end_dt,
+                    sample_period_s=timeframe,
+
+                    # ideally we cancel the request just before we
+                    # cancel on the ``trio``-side and trigger a data
+                    # reset hack.. the problem is there's no way (with
+                    # current impl) to detect a cancel case.
+                    # timeout=timeout,
+                )
+                if out is None:
+                    raise NoData(f'{end_dt}')
+
+                bars, bars_array, dt_duration = out
+
+                if not bars:
+                    log.warning(
+                        f'History is blank for {dt_duration} from {end_dt}'
+                    )
+                    end_dt -= dt_duration
                     continue
-                else:
 
-                    log.warning('Sending CONNECTION RESET')
+                if bars_array is None:
-                    await data_reset_hack(reset_type='connection')
+                    raise SymbolNotFound(fqsn)
 
-                    with trio.move_on_after(timeout) as cs:
+                first_dt = pendulum.from_timestamp(
-                        for name, ev in [
+                    bars[0].date.timestamp())
-                            # 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:
+                last_dt = pendulum.from_timestamp(
-                        fails += 1
+                    bars[-1].date.timestamp())
-                        log.warning('Data CONNECTION RESET timeout!?')
+
+                time = bars_array['time']
+                assert time[-1] == last_dt.timestamp()
+                assert time[0] == first_dt.timestamp()
+                log.info(
+                    f'{len(bars)} bars retreived {first_dt} -> {last_dt}'
+                )
+
+                if data_cs:
+                    data_cs.cancel()
+
+                result = (bars, bars_array, first_dt, last_dt)
+
+                # signal data reset loop parent task
+                result_ready.set()
+
+                return result
+
+            except RequestError as err:
+                msg = err.message
+
+                if 'No market data permissions for' in msg:
+                    # TODO: signalling for no permissions searches
+                    raise NoData(
+                        f'Symbol: {fqsn}',
+                    )
+
+                elif err.code == 162:
+                    if (
+                        'HMDS query returned no data' in msg
+                    ):
+                        # 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.
+                        # try to decrement start point and look further back
+                        # end_dt = end_dt.subtract(seconds=2000)
+                        logmsg = "SUBTRACTING DAY from DT index"
+                        if end_dt is not None:
+                            end_dt = end_dt.subtract(days=1)
+                        elif end_dt is None:
+                            end_dt = pendulum.now().subtract(days=1)
+
+                        log.warning(
+                            f'NO DATA found ending @ {end_dt}\n'
+                            + logmsg
+                        )
+
+                        if nodatas_count >= max_nodatas:
+                            raise DataUnavailable(
+                                f'Presuming {fqsn} has no further history '
+                                f'after {max_nodatas} tries..'
+                            )
+
+                        nodatas_count += 1
+                        continue
+
+                    elif 'API historical data query cancelled' in err.message:
+                        log.warning(
+                            'Query cancelled by IB (:eyeroll:):\n'
+                            f'{err.message}'
+                        )
+                        continue
+                    elif (
+                        'Trading TWS session is connected from a different IP'
+                            in err.message
+                    ):
+                        log.warning("ignoring ip address warning")
+                        continue
+
+                # XXX: more or less same as above timeout case
+                elif _pacing in msg:
+                    log.warning(
+                        'History throttle rate reached!\n'
+                        'Resetting farms with `ctrl-alt-f` hack\n'
+                    )
+
+                    # cancel any existing reset task
+                    if data_cs:
+                        data_cs.cancel()
+
+                    # spawn new data reset task
+                    data_cs, reset_done = await nurse.start(
+                        partial(
+                            wait_on_data_reset,
+                            proxy,
+                            timeout=float('inf'),
+                            reset_type='connection'
+                        )
+                    )
+                    continue
 
                 else:
                     raise
 
-    return None, None
+    # TODO: make this global across all history task/requests
-    # else:  # throttle wasn't fixed so error out immediately
+    # such that simultaneous symbol queries don't try data resettingn
-    #     raise _err
+    # too fast..
+    unset_resetter: bool = False
+    async with trio.open_nursery() as nurse:
 
+        # start history request that we allow
+        # to run indefinitely until a result is acquired
+        nurse.start_soon(query)
 
-async def backfill_bars(
+        # start history reset loop which waits up to the timeout
+        # for a result before triggering a data feed reset.
+        while not result_ready.is_set():
 
-    fqsn: str,
+            with trio.move_on_after(feed_reset_timeout):
-    shm: ShmArray,  # type: ignore # noqa
+                await result_ready.wait()
+                break
 
-    # TODO: we want to avoid overrunning the underlying shm array buffer
+            if _data_resetter_task:
-    # and we should probably calc the number of calls to make depending
+                # don't double invoke the reset hack if another
-    # on that until we have the `marketstore` daemon in place in which
+                # requester task already has it covered.
-    # 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
+            else:
+                _data_resetter_task = trio.lowlevel.current_task()
+                unset_resetter = True
 
-                (first_bars, bars_array, first_dt, last_dt) = out
+            # spawn new data reset task
-                # last_dt1 = last_dt
+            data_cs, reset_done = await nurse.start(
-                # last_dt = first_dt
+                partial(
+                    wait_on_data_reset,
+                    proxy,
+                    timeout=float('inf'),
+                )
+            )
+            # sync wait on reset to complete
+            await reset_done.wait()
 
-                # volume cleaning since there's -ve entries,
+    _data_resetter_task = None if unset_resetter else _data_resetter_task
-                # wood luv to know what crookery that is..
+    return result, data_cs is not None
-                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 = {
@@ -413,6 +505,7 @@ asset_type_map = {
     'WAR': 'warrant',
     'IOPT': 'warran',
     'BAG': 'bag',
+    'CRYPTO': 'crypto',  # bc it's diff then fiat?
     # 'NEWS': 'news',
 }
 
@@ -452,7 +545,9 @@ async def _setup_quote_stream(
 
     to_trio.send_nowait(None)
 
-    async with load_aio_clients() as accts2clients:
+    async with load_aio_clients(
+        disconnect_on_exit=False,
+    ) 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))
@@ -498,10 +593,11 @@ async def _setup_quote_stream(
                 # Manually do the dereg ourselves.
                 teardown()
             except trio.WouldBlock:
-                log.warning(
+                # log.warning(
-                    f'channel is blocking symbol feed for {symbol}?'
+                #     f'channel is blocking symbol feed for {symbol}?'
-                    f'\n{to_trio.statistics}'
+                #     f'\n{to_trio.statistics}'
-                )
+                # )
+                pass
 
             # except trio.WouldBlock:
             #     # for slow debugging purposes to avoid clobbering prompt
@@ -531,7 +627,8 @@ async def open_aio_quote_stream(
     from_aio = _quote_streams.get(symbol)
     if from_aio:
 
-        # if we already have a cached feed deliver a rx side clone to consumer
+        # if we already have a cached feed deliver a rx side clone
+        # to consumer
         async with broadcast_receiver(
             from_aio,
             2**6,
@@ -553,38 +650,17 @@ async def open_aio_quote_stream(
 
 
 # TODO: cython/mypyc/numba this!
+# or we can at least cache a majority of the values
+# except for the ones we expect to change?..
 def normalize(
     ticker: Ticker,
     calc_price: bool = False
 
 ) -> dict:
 
-    # should be real volume for this contract by default
-    calc_price = False
-
     # check for special contract types
     con = ticker.contract
-    if type(con) in (
+    fqsn, calc_price = con2fqsn(con)
-        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 = []
@@ -616,9 +692,7 @@ def normalize(
 
     # generate fqsn with possible specialized suffix
     # for derivatives, note the lowercase.
-    data['symbol'] = data['fqsn'] = '.'.join(
+    data['symbol'] = data['fqsn'] = fqsn
-        (con.symbol, suffix)
-    ).lower()
 
     # convert named tuples to dicts for transport
     tbts = data.get('tickByTicks')
@@ -683,6 +757,13 @@ async def stream_quotes(
             # TODO: more consistent field translation
             atype = syminfo['asset_type'] = asset_type_map[syminfo['secType']]
 
+            if atype in {
+                'forex',
+                'index',
+                'commodity',
+            }:
+                syminfo['no_vlm'] = True
+
             # for stocks it seems TWS reports too small a tick size
             # such that you can't submit orders with that granularity?
             min_tick = 0.01 if atype == 'stock' else 0
@@ -709,9 +790,9 @@ async def stream_quotes(
                 },
 
             }
-            return init_msgs
+            return init_msgs, syminfo
 
-        init_msgs = mk_init_msgs()
+        init_msgs, syminfo = mk_init_msgs()
 
         # TODO: we should instead spawn a task that waits on a feed to start
         # and let it wait indefinitely..instead of this hard coded stuff.
@@ -720,7 +801,14 @@ async def stream_quotes(
 
         # it might be outside regular trading hours so see if we can at
         # least grab history.
-        if isnan(first_ticker.last):
+        if (
+            isnan(first_ticker.last)
+            and type(first_ticker.contract) not in (
+                ibis.Commodity,
+                ibis.Forex,
+                ibis.Crypto,
+            )
+        ):
             task_status.started((init_msgs, first_quote))
 
             # it's not really live but this will unblock
@@ -731,41 +819,77 @@ async def stream_quotes(
             await trio.sleep_forever()
             return  # we never expect feed to come up?
 
-        async with open_aio_quote_stream(
+        cs: Optional[trio.CancelScope] = None
+        startup: bool = True
+        while (
+            startup
+            or cs.cancel_called
+        ):
+            with trio.CancelScope() as cs:
+                async with (
+                    trio.open_nursery() as nurse,
+                    open_aio_quote_stream(
                         symbol=sym,
                         contract=con,
-        ) as stream:
+                    ) as stream,
-
+                ):
                     # ugh, clear ticks since we've consumed them
                     # (ahem, ib_insync is stateful trash)
                     first_ticker.ticks = []
 
+                    # only on first entry at feed boot up
+                    if startup:
+                        startup = False
                         task_status.started((init_msgs, first_quote))
 
+                    # start a stream restarter task which monitors the
+                    # data feed event.
+                    async def reset_on_feed():
+
+                        # TODO: this seems to be surpressed from the
+                        # traceback in ``tractor``?
+                        # assert 0
+
+                        rt_ev = proxy.status_event(
+                            'Market data farm connection is OK:usfarm'
+                        )
+                        await rt_ev.wait()
+                        cs.cancel()  # cancel called should now be set
+
+                    nurse.start_soon(reset_on_feed)
+
                     async with aclosing(stream):
-                if type(first_ticker.contract) not in (
+                        if syminfo.get('no_vlm', False):
-                    ibis.Commodity,
+
-                    ibis.Forex
+                            # generally speaking these feeds don't
-                ):
+                            # include vlm data.
-                    # wait for real volume on feed (trading might be closed)
+                            atype = syminfo['asset_type']
+                            log.info(
+                                f'No-vlm {sym}@{atype}, skipping quote poll'
+                            )
+
+                        else:
+                            # 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
+                                # for a real volume contract we rait for
-                        # "real" trade to take place
+                                # 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
+                                    # spin consuming tickers until we
-                            # market datum
+                                    # get a real market datum
                                     log.debug(f"New unsent ticker: {ticker}")
                                     continue
                                 else:
-                            log.debug("Received first real volume tick")
+                                    log.debug("Received first volume tick")
-                            # ugh, clear ticks since we've consumed them
+                                    # ugh, clear ticks since we've
-                            # (ahem, ib_insync is truly stateful trash)
+                                    # consumed them (ahem, ib_insync is
+                                    # truly stateful trash)
                                     ticker.ticks = []
 
                                     # XXX: this works because we don't use
@@ -781,7 +905,9 @@ async def stream_quotes(
                         # last = time.time()
                         async for ticker in stream:
                             quote = normalize(ticker)
-                    await send_chan.send({quote['fqsn']: quote})
+                            fqsn = quote['fqsn']
+                            # print(f'sending {fqsn}:\n{quote}')
+                            await send_chan.send({fqsn: quote})
 
                             # ugh, clear ticks since we've consumed them
                             ticker.ticks = []
@@ -805,6 +931,9 @@ async def data_reset_hack(
           successful.
         - other OS support?
         - integration with ``ib-gw`` run in docker + Xorg?
+        - is it possible to offer a local server that can be accessed by
+          a client? Would be sure be handy for running native java blobs
+          that need to be wrangle.
 
     '''
 
@@ -835,7 +964,10 @@ async def data_reset_hack(
             client.mouse.click()
             client.keyboard.press('Ctrl', 'Alt', key)  # keys are stacked
 
+    try:
         await tractor.to_asyncio.run_task(vnc_click_hack)
+    except OSError:
+        return False
 
     # we don't really need the ``xdotool`` approach any more B)
     return True
@@ -850,15 +982,31 @@ async def open_symbol_search(
     # TODO: load user defined symbol set locally for fast search?
     await ctx.started({})
 
-    async with open_data_client() as proxy:
+    async with (
+        open_client_proxies() as (proxies, clients),
+        open_data_client() as data_proxy,
+    ):
         async with ctx.open_stream() as stream:
 
-            last = time.time()
+            # select a non-history client for symbol search to lighten
+            # the load in the main data node.
+            proxy = data_proxy
+            for name, proxy in proxies.items():
+                if proxy is data_proxy:
+                    continue
+                break
 
+            ib_client = proxy._aio_ns.ib
+            log.info(f'Using {ib_client} for symbol search')
+
+            last = time.time()
             async for pattern in stream:
-                log.debug(f'received {pattern}')
+                log.info(f'received {pattern}')
                 now = time.time()
 
+                # this causes tractor hang...
+                # assert 0
+
                 assert pattern, 'IB can not accept blank search pattern'
 
                 # throttle search requests to no faster then 1Hz
@@ -871,7 +1019,14 @@ async def open_symbol_search(
                     except trio.WouldBlock:
                         pass
 
-                if not pattern or pattern.isspace():
+                if (
+                    not pattern
+                    or pattern.isspace()
+
+                    # XXX: not sure if this is a bad assumption but it
+                    # seems to make search snappier?
+                    or len(pattern) < 1
+                ):
                     log.warning('empty pattern received, skipping..')
 
                     # TODO: *BUG* if nothing is returned here the client
@@ -886,7 +1041,7 @@ async def open_symbol_search(
 
                     continue
 
-                log.debug(f'searching for {pattern}')
+                log.info(f'searching for {pattern}')
 
                 last = time.time()
 
@@ -895,8 +1050,16 @@ async def open_symbol_search(
                 stock_results = []
 
                 async def stash_results(target: Awaitable[list]):
-                    stock_results.extend(await target)
+                    try:
+                        results = await target
+                    except tractor.trionics.Lagged:
+                        print("IB SYM-SEARCH OVERRUN?!?")
+                        return
 
+                    stock_results.extend(results)
+
+                for i in range(10):
+                    with trio.move_on_after(3) as cs:
                         async with trio.open_nursery() as sn:
                             sn.start_soon(
                                 stash_results,
@@ -909,17 +1072,26 @@ async def open_symbol_search(
                             # trigger async request
                             await trio.sleep(0)
 
-                    # match against our ad-hoc set immediately
+                    if cs.cancelled_caught:
-                    adhoc_matches = fuzzy.extractBests(
+                        log.warning(
-                        pattern,
+                            f'Search timeout? {proxy._aio_ns.ib.client}'
-                        list(_adhoc_futes_set),
-                        score_cutoff=90,
                         )
-                    log.info(f'fuzzy matched adhocs: {adhoc_matches}')
+                        continue
-                    adhoc_match_results = {}
+                    else:
-                    if adhoc_matches:
+                        break
-                        # TODO: do we need to pull contract details?
+
-                        adhoc_match_results = {i[0]: {} for i in adhoc_matches}
+                    # # match against our ad-hoc set immediately
+                    # adhoc_matches = fuzzy.extractBests(
+                    #     pattern,
+                    #     list(_adhoc_futes_set),
+                    #     score_cutoff=90,
+                    # )
+                    # log.info(f'fuzzy matched adhocs: {adhoc_matches}')
+                    # adhoc_match_results = {}
+                    # if adhoc_matches:
+                    #     # TODO: do we need to pull contract details?
+                    #     adhoc_match_results = {i[0]: {} for i in
+                    #     adhoc_matches}
 
                 log.debug(f'fuzzy matching stocks {stock_results}')
                 stock_matches = fuzzy.extractBests(
@@ -928,7 +1100,8 @@ async def open_symbol_search(
                     score_cutoff=50,
                 )
 
-                matches = adhoc_match_results | {
+                # matches = adhoc_match_results | {
+                matches = {
                     item[0]: {} for item in stock_matches
                 }
                 # TODO: we used to deliver contract details

piker/brokers/kraken/README.rst

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

piker/brokers/kraken/__init__.py

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

piker/brokers/kraken/api.py

@@ -0,0 +1,536 @@
+# piker: trading gear for hackers
+# Copyright (C) Tyler Goodlet (in stewardship for pikers)
+
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU Affero General Public License for more details.
+
+# You should have received a copy of the GNU Affero General Public License
+# along with this program.  If not, see <https://www.gnu.org/licenses/>.
+
+'''
+Kraken web API wrapping.
+
+'''
+from contextlib import asynccontextmanager as acm
+from datetime import datetime
+import itertools
+from typing import (
+    Any,
+    Optional,
+    Union,
+)
+import time
+
+from bidict import bidict
+import pendulum
+import asks
+from fuzzywuzzy import process as fuzzy
+import numpy as np
+import urllib.parse
+import hashlib
+import hmac
+import base64
+import trio
+
+from piker import config
+from piker.brokers._util import (
+    resproc,
+    SymbolNotFound,
+    BrokerError,
+    DataThrottle,
+)
+from piker.pp import Transaction
+from . import log
+
+# <uri>/<version>/
+_url = 'https://api.kraken.com/0'
+
+
+# Broker specific ohlc schema which includes a vwap field
+_ohlc_dtype = [
+    ('index', int),
+    ('time', int),
+    ('open', float),
+    ('high', float),
+    ('low', float),
+    ('close', float),
+    ('volume', float),
+    ('count', int),
+    ('bar_wap', float),
+]
+
+# UI components allow this to be declared such that additional
+# (historical) fields can be exposed.
+ohlc_dtype = np.dtype(_ohlc_dtype)
+
+_show_wap_in_history = True
+_symbol_info_translation: dict[str, str] = {
+    'tick_decimals': 'pair_decimals',
+}
+
+
+def get_config() -> dict[str, Any]:
+
+    conf, path = config.load()
+    section = conf.get('kraken')
+
+    if section is None:
+        log.warning(f'No config section found for kraken in {path}')
+        return {}
+
+    return section
+
+
+def get_kraken_signature(
+    urlpath: str,
+    data: dict[str, Any],
+    secret: str
+) -> str:
+    postdata = urllib.parse.urlencode(data)
+    encoded = (str(data['nonce']) + postdata).encode()
+    message = urlpath.encode() + hashlib.sha256(encoded).digest()
+
+    mac = hmac.new(base64.b64decode(secret), message, hashlib.sha512)
+    sigdigest = base64.b64encode(mac.digest())
+    return sigdigest.decode()
+
+
+class InvalidKey(ValueError):
+    '''
+    EAPI:Invalid key
+    This error is returned when the API key used for the call is
+    either expired or disabled, please review the API key in your
+    Settings -> API tab of account management or generate a new one
+    and update your application.
+
+    '''
+
+
+class Client:
+
+    # global symbol normalization table
+    _ntable: dict[str, str] = {}
+    _atable: bidict[str, str] = bidict()
+
+    def __init__(
+        self,
+        config: dict[str, str],
+        name: str = '',
+        api_key: str = '',
+        secret: str = ''
+    ) -> None:
+        self._sesh = asks.Session(connections=4)
+        self._sesh.base_location = _url
+        self._sesh.headers.update({
+            'User-Agent':
+                'krakenex/2.1.0 (+https://github.com/veox/python3-krakenex)'
+        })
+        self.conf: dict[str, str] = config
+        self._pairs: list[str] = []
+        self._name = name
+        self._api_key = api_key
+        self._secret = secret
+
+    @property
+    def pairs(self) -> dict[str, Any]:
+        if self._pairs is None:
+            raise RuntimeError(
+                "Make sure to run `cache_symbols()` on startup!"
+            )
+            # retreive and cache all symbols
+
+        return self._pairs
+
+    async def _public(
+        self,
+        method: str,
+        data: dict,
+    ) -> dict[str, Any]:
+        resp = await self._sesh.post(
+            path=f'/public/{method}',
+            json=data,
+            timeout=float('inf')
+        )
+        return resproc(resp, log)
+
+    async def _private(
+        self,
+        method: str,
+        data: dict,
+        uri_path: str
+    ) -> dict[str, Any]:
+        headers = {
+            'Content-Type':
+                'application/x-www-form-urlencoded',
+            'API-Key':
+                self._api_key,
+            'API-Sign':
+                get_kraken_signature(uri_path, data, self._secret)
+        }
+        resp = await self._sesh.post(
+            path=f'/private/{method}',
+            data=data,
+            headers=headers,
+            timeout=float('inf')
+        )
+        return resproc(resp, log)
+
+    async def endpoint(
+        self,
+        method: str,
+        data: dict[str, Any]
+
+    ) -> dict[str, Any]:
+        uri_path = f'/0/private/{method}'
+        data['nonce'] = str(int(1000*time.time()))
+        return await self._private(method, data, uri_path)
+
+    async def get_balances(
+        self,
+    ) -> dict[str, float]:
+        '''
+        Return the set of asset balances for this account
+        by symbol.
+
+        '''
+        resp = await self.endpoint(
+            'Balance',
+            {},
+        )
+        by_bsuid = resp['result']
+        return {
+            self._atable[sym].lower(): float(bal)
+            for sym, bal in by_bsuid.items()
+        }
+
+    async def get_assets(self) -> dict[str, dict]:
+        resp = await self._public('Assets', {})
+        return resp['result']
+
+    async def cache_assets(self) -> None:
+        assets = self.assets = await self.get_assets()
+        for bsuid, info in assets.items():
+            self._atable[bsuid] = info['altname']
+
+    async def get_trades(
+        self,
+        fetch_limit: int = 10,
+
+    ) -> dict[str, Any]:
+        '''
+        Get the trades (aka cleared orders) history from the rest endpoint:
+        https://docs.kraken.com/rest/#operation/getTradeHistory
+
+        '''
+        ofs = 0
+        trades_by_id: dict[str, Any] = {}
+
+        for i in itertools.count():
+            if i >= fetch_limit:
+                break
+
+            # increment 'ofs' pagination offset
+            ofs = i*50
+
+            resp = await self.endpoint(
+                'TradesHistory',
+                {'ofs': ofs},
+            )
+            by_id = resp['result']['trades']
+            trades_by_id.update(by_id)
+
+            # we can get up to 50 results per query
+            if (
+                len(by_id) < 50
+            ):
+                err = resp.get('error')
+                if err:
+                    raise BrokerError(err)
+
+                # we know we received the max amount of
+                # trade results so there may be more history.
+                # catch the end of the trades
+                count = resp['result']['count']
+                break
+
+        # santity check on update
+        assert count == len(trades_by_id.values())
+        return trades_by_id
+
+    async def get_xfers(
+        self,
+        asset: str,
+        src_asset: str = '',
+
+    ) -> dict[str, Transaction]:
+        '''
+        Get asset balance transfer transactions.
+
+        Currently only withdrawals are supported.
+
+        '''
+        xfers: list[dict] = (await self.endpoint(
+            'WithdrawStatus',
+            {'asset': asset},
+        ))['result']
+
+        # eg. resp schema:
+        # 'result': [{'method': 'Bitcoin', 'aclass': 'currency', 'asset':
+        #     'XXBT', 'refid': 'AGBJRMB-JHD2M4-NDI3NR', 'txid':
+        #     'b95d66d3bb6fd76cbccb93f7639f99a505cb20752c62ea0acc093a0e46547c44',
+        #     'info': 'bc1qc8enqjekwppmw3g80p56z5ns7ze3wraqk5rl9z',
+        #     'amount': '0.00300726', 'fee': '0.00001000', 'time':
+        #     1658347714, 'status': 'Success'}]}
+
+        trans: dict[str, Transaction] = {}
+        for entry in xfers:
+            # look up the normalized name
+            asset = self._atable[entry['asset']].lower()
+
+            # XXX: this is in the asset units (likely) so it isn't
+            # quite the same as a commisions cost necessarily..)
+            cost = float(entry['fee'])
+
+            tran = Transaction(
+                fqsn=asset + '.kraken',
+                tid=entry['txid'],
+                dt=pendulum.from_timestamp(entry['time']),
+                bsuid=f'{asset}{src_asset}',
+                size=-1*(
+                    float(entry['amount'])
+                    +
+                    cost
+                ),
+                # since this will be treated as a "sell" it
+                # shouldn't be needed to compute the be price.
+                price='NaN',
+
+                # XXX: see note above
+                cost=0,
+            )
+            trans[tran.tid] = tran
+
+        return trans
+
+    async def submit_limit(
+        self,
+        symbol: str,
+        price: float,
+        action: str,
+        size: float,
+        reqid: str = None,
+        validate: bool = False  # set True test call without a real submission
+
+    ) -> dict:
+        '''
+        Place an order and return integer request id provided by client.
+
+        '''
+        # Build common data dict for common keys from both endpoints
+        data = {
+            "pair": symbol,
+            "price": str(price),
+            "validate": validate
+        }
+        if reqid is None:
+            # Build order data for kraken api
+            data |= {
+                "ordertype": "limit",
+                "type": action,
+                "volume": str(size),
+            }
+            return await self.endpoint('AddOrder', data)
+
+        else:
+            # Edit order data for kraken api
+            data["txid"] = reqid
+            return await self.endpoint('EditOrder', data)
+
+    async def submit_cancel(
+        self,
+        reqid: str,
+    ) -> dict:
+        '''
+        Send cancel request for order id ``reqid``.
+
+        '''
+        # txid is a transaction id given by kraken
+        return await self.endpoint('CancelOrder', {"txid": reqid})
+
+    async def symbol_info(
+        self,
+        pair: Optional[str] = None,
+
+    ) -> dict[str, dict[str, str]]:
+
+        if pair is not None:
+            pairs = {'pair': pair}
+        else:
+            pairs = None  # get all pairs
+
+        resp = await self._public('AssetPairs', pairs)
+        err = resp['error']
+        if err:
+            symbolname = pairs['pair'] if pair else None
+            raise SymbolNotFound(f'{symbolname}.kraken')
+
+        pairs = resp['result']
+
+        if pair is not None:
+            _, data = next(iter(pairs.items()))
+            return data
+        else:
+            return pairs
+
+    async def cache_symbols(
+        self,
+    ) -> dict:
+        if not self._pairs:
+            self._pairs = await self.symbol_info()
+
+            ntable = {}
+            for restapikey, info in self._pairs.items():
+                ntable[restapikey] = ntable[info['wsname']] = info['altname']
+
+            self._ntable.update(ntable)
+
+        return self._pairs
+
+    async def search_symbols(
+        self,
+        pattern: str,
+        limit: int = None,
+    ) -> dict[str, Any]:
+        if self._pairs is not None:
+            data = self._pairs
+        else:
+            data = await self.symbol_info()
+
+        matches = fuzzy.extractBests(
+            pattern,
+            data,
+            score_cutoff=50,
+        )
+        # repack in dict form
+        return {item[0]['altname']: item[0] for item in matches}
+
+    async def bars(
+        self,
+        symbol: str = 'XBTUSD',
+
+        # UTC 2017-07-02 12:53:20
+        since: Optional[Union[int, datetime]] = None,
+        count: int = 720,  # <- max allowed per query
+        as_np: bool = True,
+
+    ) -> dict:
+
+        if since is None:
+            since = pendulum.now('UTC').start_of('minute').subtract(
+                minutes=count).timestamp()
+
+        elif isinstance(since, int):
+            since = pendulum.from_timestamp(since).timestamp()
+
+        else:  # presumably a pendulum datetime
+            since = since.timestamp()
+
+        # UTC 2017-07-02 12:53:20 is oldest seconds value
+        since = str(max(1499000000, int(since)))
+        json = await self._public(
+            'OHLC',
+            data={
+                'pair': symbol,
+                'since': since,
+            },
+        )
+        try:
+            res = json['result']
+            res.pop('last')
+            bars = next(iter(res.values()))
+
+            new_bars = []
+
+            first = bars[0]
+            last_nz_vwap = first[-3]
+            if last_nz_vwap == 0:
+                # use close if vwap is zero
+                last_nz_vwap = first[-4]
+
+            # convert all fields to native types
+            for i, bar in enumerate(bars):
+                # normalize weird zero-ed vwap values..cmon kraken..
+                # indicates vwap didn't change since last bar
+                vwap = float(bar.pop(-3))
+                if vwap != 0:
+                    last_nz_vwap = vwap
+                if vwap == 0:
+                    vwap = last_nz_vwap
+
+                # re-insert vwap as the last of the fields
+                bar.append(vwap)
+
+                new_bars.append(
+                    (i,) + tuple(
+                        ftype(bar[j]) for j, (name, ftype) in enumerate(
+                            _ohlc_dtype[1:]
+                        )
+                    )
+                )
+            array = np.array(new_bars, dtype=_ohlc_dtype) if as_np else bars
+            return array
+        except KeyError:
+            errmsg = json['error'][0]
+
+            if 'not found' in errmsg:
+                raise SymbolNotFound(errmsg + f': {symbol}')
+
+            elif 'Too many requests' in errmsg:
+                raise DataThrottle(f'{symbol}')
+
+            else:
+                raise BrokerError(errmsg)
+
+    @classmethod
+    def normalize_symbol(
+        cls,
+        ticker: str
+    ) -> str:
+        '''
+        Normalize symbol names to to a 3x3 pair from the global
+        definition map which we build out from the data retreived from
+        the 'AssetPairs' endpoint, see methods above.
+
+        '''
+        ticker = cls._ntable[ticker]
+        return ticker.lower()
+
+
+@acm
+async def get_client() -> Client:
+
+    conf = get_config()
+    if conf:
+        client = Client(
+            conf,
+            name=conf['key_descr'],
+            api_key=conf['api_key'],
+            secret=conf['secret']
+        )
+    else:
+        client = Client({})
+
+    # at startup, load all symbols, and asset info in
+    # batch requests.
+    async with trio.open_nursery() as nurse:
+        nurse.start_soon(client.cache_assets)
+        await client.cache_symbols()
+
+    yield client

piker/brokers/kraken/feed.py

@@ -0,0 +1,500 @@
+# piker: trading gear for hackers
+# Copyright (C) Tyler Goodlet (in stewardship for pikers)
+
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU Affero General Public License for more details.
+
+# You should have received a copy of the GNU Affero General Public License
+# along with this program.  If not, see <https://www.gnu.org/licenses/>.
+
+'''
+Real-time and historical data feed endpoints.
+
+'''
+from contextlib import asynccontextmanager as acm
+from datetime import datetime
+from typing import (
+    Any,
+    Optional,
+    Callable,
+)
+import time
+
+from async_generator import aclosing
+from fuzzywuzzy import process as fuzzy
+import numpy as np
+import pendulum
+from trio_typing import TaskStatus
+import tractor
+import trio
+
+from piker._cacheables import open_cached_client
+from piker.brokers._util import (
+    BrokerError,
+    DataThrottle,
+    DataUnavailable,
+)
+from piker.log import get_console_log
+from piker.data import ShmArray
+from piker.data.types import Struct
+from piker.data._web_bs import open_autorecon_ws, NoBsWs
+from . import log
+from .api import (
+    Client,
+)
+
+
+# https://www.kraken.com/features/api#get-tradable-pairs
+class Pair(Struct):
+    altname: str  # alternate pair name
+    wsname: str  # WebSocket pair name (if available)
+    aclass_base: str  # asset class of base component
+    base: str  # asset id of base component
+    aclass_quote: str  # asset class of quote component
+    quote: str  # asset id of quote component
+    lot: str  # volume lot size
+
+    cost_decimals: int
+    costmin: float
+    pair_decimals: int  # scaling decimal places for pair
+    lot_decimals: int  # scaling decimal places for volume
+
+    # amount to multiply lot volume by to get currency volume
+    lot_multiplier: float
+
+    # array of leverage amounts available when buying
+    leverage_buy: list[int]
+    # array of leverage amounts available when selling
+    leverage_sell: list[int]
+
+    # fee schedule array in [volume, percent fee] tuples
+    fees: list[tuple[int, float]]
+
+    # maker fee schedule array in [volume, percent fee] tuples (if on
+    # maker/taker)
+    fees_maker: list[tuple[int, float]]
+
+    fee_volume_currency: str  # volume discount currency
+    margin_call: str  # margin call level
+    margin_stop: str  # stop-out/liquidation margin level
+    ordermin: float  # minimum order volume for pair
+    tick_size: float # min price step size
+    status: str
+
+    short_position_limit: float
+    long_position_limit: float
+
+
+class OHLC(Struct):
+    '''
+    Description of the flattened OHLC quote format.
+
+    For schema details see:
+        https://docs.kraken.com/websockets/#message-ohlc
+
+    '''
+    chan_id: int  # internal kraken id
+    chan_name: str  # eg. ohlc-1  (name-interval)
+    pair: str  # fx pair
+    time: float  # Begin time of interval, in seconds since epoch
+    etime: float  # End time of interval, in seconds since epoch
+    open: float  # Open price of interval
+    high: float  # High price within interval
+    low: float  # Low price within interval
+    close: float  # Close price of interval
+    vwap: float  # Volume weighted average price within interval
+    volume: float  # Accumulated volume **within interval**
+    count: int  # Number of trades within interval
+    # (sampled) generated tick data
+    ticks: list[Any] = []
+
+
+async def stream_messages(
+    ws: NoBsWs,
+):
+    '''
+    Message stream parser and heartbeat handler.
+
+    Deliver ws subscription messages as well as handle heartbeat logic
+    though a single async generator.
+
+    '''
+    too_slow_count = last_hb = 0
+
+    while True:
+
+        with trio.move_on_after(5) as cs:
+            msg = await ws.recv_msg()
+
+        # trigger reconnection if heartbeat is laggy
+        if cs.cancelled_caught:
+
+            too_slow_count += 1
+
+            if too_slow_count > 20:
+                log.warning(
+                    "Heartbeat is too slow, resetting ws connection")
+
+                await ws._connect()
+                too_slow_count = 0
+                continue
+
+        match msg:
+            case {'event': 'heartbeat'}:
+                now = time.time()
+                delay = now - last_hb
+                last_hb = now
+
+                # XXX: why tf is this not printing without --tl flag?
+                log.debug(f"Heartbeat after {delay}")
+                # print(f"Heartbeat after {delay}")
+
+                continue
+
+            case _:
+                # passthrough sub msgs
+                yield msg
+
+
+async def process_data_feed_msgs(
+    ws: NoBsWs,
+):
+    '''
+    Parse and pack data feed messages.
+
+    '''
+    async for msg in stream_messages(ws):
+        match msg:
+            case {
+                'errorMessage': errmsg
+            }:
+                raise BrokerError(errmsg)
+
+            case {
+                'event': 'subscriptionStatus',
+            } as sub:
+                log.info(
+                    'WS subscription is active:\n'
+                    f'{sub}'
+                )
+                continue
+
+            case [
+                chan_id,
+                *payload_array,
+                chan_name,
+                pair
+            ]:
+                if 'ohlc' in chan_name:
+                    ohlc = OHLC(
+                        chan_id,
+                        chan_name,
+                        pair,
+                        *payload_array[0]
+                    )
+                    ohlc.typecast()
+                    yield 'ohlc', ohlc
+
+                elif 'spread' in chan_name:
+
+                    bid, ask, ts, bsize, asize = map(
+                        float, payload_array[0])
+
+                    # TODO: really makes you think IB has a horrible API...
+                    quote = {
+                        'symbol': pair.replace('/', ''),
+                        'ticks': [
+                            {'type': 'bid', 'price': bid, 'size': bsize},
+                            {'type': 'bsize', 'price': bid, 'size': bsize},
+
+                            {'type': 'ask', 'price': ask, 'size': asize},
+                            {'type': 'asize', 'price': ask, 'size': asize},
+                        ],
+                    }
+                    yield 'l1', quote
+
+                # elif 'book' in msg[-2]:
+                #     chan_id, *payload_array, chan_name, pair = msg
+                #     print(msg)
+
+            case _:
+                print(f'UNHANDLED MSG: {msg}')
+                # yield msg
+
+
+def normalize(
+    ohlc: OHLC,
+
+) -> dict:
+    quote = ohlc.to_dict()
+    quote['broker_ts'] = quote['time']
+    quote['brokerd_ts'] = time.time()
+    quote['symbol'] = quote['pair'] = quote['pair'].replace('/', '')
+    quote['last'] = quote['close']
+    quote['bar_wap'] = ohlc.vwap
+
+    # seriously eh? what's with this non-symmetry everywhere
+    # in subscription systems...
+    # XXX: piker style is always lowercases symbols.
+    topic = quote['pair'].replace('/', '').lower()
+
+    # print(quote)
+    return topic, quote
+
+
+@acm
+async def open_history_client(
+    symbol: str,
+
+) -> tuple[Callable, int]:
+
+    # TODO implement history getter for the new storage layer.
+    async with open_cached_client('kraken') as client:
+
+        # lol, kraken won't send any more then the "last"
+        # 720 1m bars.. so we have to just ignore further
+        # requests of this type..
+        queries: int = 0
+
+        async def get_ohlc(
+            timeframe: float,
+            end_dt: Optional[datetime] = None,
+            start_dt: Optional[datetime] = None,
+
+        ) -> tuple[
+            np.ndarray,
+            datetime,  # start
+            datetime,  # end
+        ]:
+
+            nonlocal queries
+            if (
+                queries > 0
+                or timeframe != 60
+            ):
+                raise DataUnavailable(
+                    'Only a single query for 1m bars supported')
+
+            count = 0
+            while count <= 3:
+                try:
+                    array = await client.bars(
+                        symbol,
+                        since=end_dt,
+                    )
+                    count += 1
+                    queries += 1
+                    break
+                except DataThrottle:
+                    log.warning(f'kraken OHLC throttle for {symbol}')
+                    await trio.sleep(1)
+
+            start_dt = pendulum.from_timestamp(array[0]['time'])
+            end_dt = pendulum.from_timestamp(array[-1]['time'])
+            return array, start_dt, end_dt
+
+        yield get_ohlc, {'erlangs': 1, 'rate': 1}
+
+
+async def stream_quotes(
+
+    send_chan: trio.abc.SendChannel,
+    symbols: list[str],
+    feed_is_live: trio.Event,
+    loglevel: str = None,
+
+    # backend specific
+    sub_type: str = 'ohlc',
+
+    # startup sync
+    task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
+
+) -> None:
+    '''
+    Subscribe for ohlc stream of quotes for ``pairs``.
+
+    ``pairs`` must be formatted <crypto_symbol>/<fiat_symbol>.
+
+    '''
+    # XXX: required to propagate ``tractor`` loglevel to piker logging
+    get_console_log(loglevel or tractor.current_actor().loglevel)
+
+    ws_pairs = {}
+    sym_infos = {}
+
+    async with open_cached_client('kraken') as client, send_chan as send_chan:
+
+        # keep client cached for real-time section
+        for sym in symbols:
+
+            # transform to upper since piker style is always lower
+            sym = sym.upper()
+            sym_info = await client.symbol_info(sym)
+            try:
+                si = Pair(**sym_info)  # validation
+            except TypeError:
+                fields_diff = set(sym_info) - set(Pair.__struct_fields__)
+                raise TypeError(
+                    f'Missing msg fields {fields_diff}'
+                )
+            syminfo = si.to_dict()
+            syminfo['price_tick_size'] = 1 / 10**si.pair_decimals
+            syminfo['lot_tick_size'] = 1 / 10**si.lot_decimals
+            syminfo['asset_type'] = 'crypto'
+            sym_infos[sym] = syminfo
+            ws_pairs[sym] = si.wsname
+
+        symbol = symbols[0].lower()
+
+        init_msgs = {
+            # pass back token, and bool, signalling if we're the writer
+            # and that history has been written
+            symbol: {
+                'symbol_info': sym_infos[sym],
+                'shm_write_opts': {'sum_tick_vml': False},
+                'fqsn': sym,
+            },
+        }
+
+        @acm
+        async def subscribe(ws: NoBsWs):
+
+            # XXX: setup subs
+            # https://docs.kraken.com/websockets/#message-subscribe
+            # specific logic for this in kraken's sync client:
+            # https://github.com/krakenfx/kraken-wsclient-py/blob/master/kraken_wsclient_py/kraken_wsclient_py.py#L188
+            ohlc_sub = {
+                'event': 'subscribe',
+                'pair': list(ws_pairs.values()),
+                'subscription': {
+                    'name': 'ohlc',
+                    'interval': 1,
+                },
+            }
+
+            # TODO: we want to eventually allow unsubs which should
+            # be completely fine to request from a separate task
+            # since internally the ws methods appear to be FIFO
+            # locked.
+            await ws.send_msg(ohlc_sub)
+
+            # trade data (aka L1)
+            l1_sub = {
+                'event': 'subscribe',
+                'pair': list(ws_pairs.values()),
+                'subscription': {
+                    'name': 'spread',
+                    # 'depth': 10}
+                },
+            }
+
+            # pull a first quote and deliver
+            await ws.send_msg(l1_sub)
+
+            yield
+
+            # unsub from all pairs on teardown
+            if ws.connected():
+                await ws.send_msg({
+                    'pair': list(ws_pairs.values()),
+                    'event': 'unsubscribe',
+                    'subscription': ['ohlc', 'spread'],
+                })
+
+                # XXX: do we need to ack the unsub?
+                # await ws.recv_msg()
+
+        # see the tips on reconnection logic:
+        # https://support.kraken.com/hc/en-us/articles/360044504011-WebSocket-API-unexpected-disconnections-from-market-data-feeds
+        ws: NoBsWs
+        async with (
+            open_autorecon_ws(
+                'wss://ws.kraken.com/',
+                fixture=subscribe,
+            ) as ws,
+            aclosing(process_data_feed_msgs(ws)) as msg_gen,
+        ):
+            # pull a first quote and deliver
+            typ, ohlc_last = await anext(msg_gen)
+            topic, quote = normalize(ohlc_last)
+
+            task_status.started((init_msgs,  quote))
+
+            # lol, only "closes" when they're margin squeezing clients ;P
+            feed_is_live.set()
+
+            # keep start of last interval for volume tracking
+            last_interval_start = ohlc_last.etime
+
+            # start streaming
+            async for typ, ohlc in msg_gen:
+
+                if typ == 'ohlc':
+
+                    # TODO: can get rid of all this by using
+                    # ``trades`` subscription...
+
+                    # generate tick values to match time & sales pane:
+                    # https://trade.kraken.com/charts/KRAKEN:BTC-USD?period=1m
+                    volume = ohlc.volume
+
+                    # new OHLC sample interval
+                    if ohlc.etime > last_interval_start:
+                        last_interval_start = ohlc.etime
+                        tick_volume = volume
+
+                    else:
+                        # this is the tick volume *within the interval*
+                        tick_volume = volume - ohlc_last.volume
+
+                    ohlc_last = ohlc
+                    last = ohlc.close
+
+                    if tick_volume:
+                        ohlc.ticks.append({
+                            'type': 'trade',
+                            'price': last,
+                            'size': tick_volume,
+                        })
+
+                    topic, quote = normalize(ohlc)
+
+                elif typ == 'l1':
+                    quote = ohlc
+                    topic = quote['symbol'].lower()
+
+                await send_chan.send({topic: quote})
+
+
+@tractor.context
+async def open_symbol_search(
+    ctx: tractor.Context,
+
+) -> Client:
+    async with open_cached_client('kraken') as client:
+
+        # load all symbols locally for fast search
+        cache = await client.cache_symbols()
+        await ctx.started(cache)
+
+        async with ctx.open_stream() as stream:
+
+            async for pattern in stream:
+
+                matches = fuzzy.extractBests(
+                    pattern,
+                    cache,
+                    score_cutoff=50,
+                )
+                # repack in dict form
+                await stream.send(
+                    {item[0]['altname']: item[0]
+                     for item in matches}
+                )

piker/clearing/__init__.py

@@ -18,3 +18,9 @@
 Market machinery for order executions, book, management.
 
 """
+from ._client import open_ems
+
+
+__all__ = [
+    'open_ems',
+]

piker/clearing/_allocate.py

@@ -22,54 +22,10 @@ from enum import Enum
 from typing import Optional
 
 from bidict import bidict
-from pydantic import BaseModel, validator
 
 from ..data._source import Symbol
-from ._messages import BrokerdPosition, Status
+from ..data.types import Struct
-
+from ..pp import Position
-
-class Position(BaseModel):
-    '''
-    Basic pp (personal position) model with attached fills history.
-
-    This type should be IPC wire ready?
-
-    '''
-    symbol: Symbol
-
-    # last size and avg entry price
-    size: float
-    avg_price: float  # TODO: contextual pricing
-
-    # ordered record of known constituent trade messages
-    fills: list[Status] = []
-
-    def update_from_msg(
-        self,
-        msg: BrokerdPosition,
-
-    ) -> None:
-
-        # XXX: better place to do this?
-        symbol = self.symbol
-
-        lot_size_digits = symbol.lot_size_digits
-        avg_price, size = (
-            round(msg['avg_price'], ndigits=symbol.tick_size_digits),
-            round(msg['size'], ndigits=lot_size_digits),
-        )
-
-        self.avg_price = avg_price
-        self.size = size
-
-    @property
-    def dsize(self) -> float:
-        '''
-        The "dollar" size of the pp, normally in trading (fiat) unit
-        terms.
-
-        '''
-        return self.avg_price * self.size
 
 
 _size_units = bidict({
@@ -84,34 +40,9 @@ SizeUnit = Enum(
 )
 
 
-class Allocator(BaseModel):
+class Allocator(Struct):
-
-    class Config:
-        validate_assignment = True
-        copy_on_model_validation = False
-        arbitrary_types_allowed = True
-
-        # required to get the account validator lookup working?
-        extra = 'allow'
-        underscore_attrs_are_private = False
 
     symbol: Symbol
-    account: Optional[str] = 'paper'
-    # TODO: for enums this clearly doesn't fucking work, you can't set
-    # a default at startup by passing in a `dict` but yet you can set
-    # that value through assignment..for wtv cucked reason.. honestly, pure
-    # unintuitive garbage.
-    size_unit: str = 'currency'
-    _size_units: dict[str, Optional[str]] = _size_units
-
-    @validator('size_unit', pre=True)
-    def maybe_lookup_key(cls, v):
-        # apply the corresponding enum key for the text "description" value
-        if v not in _size_units:
-            return _size_units.inverse[v]
-
-        assert v in _size_units
-        return v
 
     # TODO: if we ever want ot support non-uniform entry-slot-proportion
     # "sizes"
@@ -120,6 +51,28 @@ class Allocator(BaseModel):
     units_limit: float
     currency_limit: float
     slots: int
+    account: Optional[str] = 'paper'
+
+    _size_units: bidict[str, Optional[str]] = _size_units
+
+    # TODO: for enums this clearly doesn't fucking work, you can't set
+    # a default at startup by passing in a `dict` but yet you can set
+    # that value through assignment..for wtv cucked reason.. honestly, pure
+    # unintuitive garbage.
+    _size_unit: str = 'currency'
+
+    @property
+    def size_unit(self) -> str:
+        return self._size_unit
+
+    @size_unit.setter
+    def size_unit(self, v: str) -> Optional[str]:
+        if v not in _size_units:
+            v = _size_units.inverse[v]
+
+        assert v in _size_units
+        self._size_unit = v
+        return v
 
     def step_sizes(
         self,
@@ -140,10 +93,13 @@ class Allocator(BaseModel):
         else:
             return self.units_limit
 
+    def limit_info(self) -> tuple[str, float]:
+        return self.size_unit, self.limit()
+
     def next_order_info(
         self,
 
-        # we only need a startup size for exit calcs, we can the
+        # we only need a startup size for exit calcs, we can then
         # determine how large slots should be if the initial pp size was
         # larger then the current live one, and the live one is smaller
         # then the initial config settings.
@@ -173,7 +129,7 @@ class Allocator(BaseModel):
             l_sub_pp = self.units_limit - abs_live_size
 
         elif size_unit == 'currency':
-            live_cost_basis = abs_live_size * live_pp.avg_price
+            live_cost_basis = abs_live_size * live_pp.ppu
             slot_size = currency_per_slot / price
             l_sub_pp = (self.currency_limit - live_cost_basis) / price
 
@@ -184,12 +140,14 @@ class Allocator(BaseModel):
 
         # an entry (adding-to or starting a pp)
         if (
-            action == 'buy' and live_size > 0 or
-            action == 'sell' and live_size < 0 or
             live_size == 0
+            or (action == 'buy' and live_size > 0)
+            or action == 'sell' and live_size < 0
         ):
-
+            order_size = min(
-            order_size = min(slot_size, l_sub_pp)
+                slot_size,
+                max(l_sub_pp, 0),
+            )
 
         # an exit (removing-from or going to net-zero pp)
         else:
@@ -205,7 +163,7 @@ class Allocator(BaseModel):
             if size_unit == 'currency':
                 # compute the "projected" limit's worth of units at the
                 # current pp (weighted) price:
-                slot_size = currency_per_slot / live_pp.avg_price
+                slot_size = currency_per_slot / live_pp.ppu
 
             else:
                 slot_size = u_per_slot
@@ -244,7 +202,12 @@ class Allocator(BaseModel):
         if order_size < slot_size:
             # compute a fractional slots size to display
             slots_used = self.slots_used(
-                Position(symbol=sym, size=order_size, avg_price=price)
+                Position(
+                    symbol=sym,
+                    size=order_size,
+                    ppu=price,
+                    bsuid=sym,
+                )
             )
 
         return {
@@ -271,8 +234,8 @@ class Allocator(BaseModel):
         abs_pp_size = abs(pp.size)
 
         if self.size_unit == 'currency':
-            # live_currency_size = size or (abs_pp_size * pp.avg_price)
+            # live_currency_size = size or (abs_pp_size * pp.ppu)
-            live_currency_size = abs_pp_size * pp.avg_price
+            live_currency_size = abs_pp_size * pp.ppu
             prop = live_currency_size / self.currency_limit
 
         else:
@@ -284,14 +247,6 @@ class Allocator(BaseModel):
         return round(prop * self.slots)
 
 
-_derivs = (
-    'future',
-    'continuous_future',
-    'option',
-    'futures_option',
-)
-
-
 def mk_allocator(
 
     symbol: Symbol,
@@ -300,7 +255,7 @@ def mk_allocator(
     # default allocation settings
     defaults: dict[str, float] = {
         'account': None,  # select paper by default
-        'size_unit': 'currency',
+        # 'size_unit': 'currency',
         'units_limit': 400,
         'currency_limit': 5e3,
         'slots': 4,
@@ -318,42 +273,9 @@ def mk_allocator(
         'currency_limit': 6e3,
         'slots': 6,
     }
-
     defaults.update(user_def)
 
-    alloc = Allocator(
+    return Allocator(
         symbol=symbol,
         **defaults,
     )
-
-    asset_type = symbol.type_key
-
-    # specific configs by asset class / type
-
-    if asset_type in _derivs:
-        # since it's harder to know how currency "applies" in this case
-        # given leverage properties
-        alloc.size_unit = '# units'
-
-        # set units limit to slots size thus making make the next
-        # entry step 1.0
-        alloc.units_limit = alloc.slots
-
-    # if the current position is already greater then the limit
-    # settings, increase the limit to the current position
-    if alloc.size_unit == 'currency':
-        startup_size = startup_pp.size * startup_pp.avg_price
-
-        if startup_size > alloc.currency_limit:
-            alloc.currency_limit = round(startup_size, ndigits=2)
-
-    else:
-        startup_size = abs(startup_pp.size)
-
-        if startup_size > alloc.units_limit:
-            alloc.units_limit = startup_size
-
-            if asset_type in _derivs:
-                alloc.slots = alloc.units_limit
-
-    return alloc

piker/clearing/_client.py

@@ -18,26 +18,32 @@
 Orders and execution client API.
 
 """
+from __future__ import annotations
 from contextlib import asynccontextmanager as acm
-from typing import Dict
 from pprint import pformat
-from dataclasses import dataclass, field
+from typing import TYPE_CHECKING
 
 import trio
 import tractor
 from tractor.trionics import broadcast_receiver
 
 from ..log import get_logger
-from ._ems import _emsd_main
+from ..data.types import Struct
 from .._daemon import maybe_open_emsd
 from ._messages import Order, Cancel
+from ..brokers import get_brokermod
+
+if TYPE_CHECKING:
+    from ._messages import (
+        BrokerdPosition,
+        Status,
+    )
 
 
 log = get_logger(__name__)
 
 
-@dataclass
+class OrderBook(Struct):
-class OrderBook:
     '''EMS-client-side order book ctl and tracking.
 
     A style similar to "model-view" is used here where this api is
@@ -52,20 +58,18 @@ class OrderBook:
     # mem channels used to relay order requests to the EMS daemon
     _to_ems: trio.abc.SendChannel
     _from_order_book: trio.abc.ReceiveChannel
-
+    _sent_orders: dict[str, Order] = {}
-    _sent_orders: Dict[str, Order] = field(default_factory=dict)
-    _ready_to_receive: trio.Event = trio.Event()
 
     def send(
         self,
-        msg: Order,
+        msg: Order | dict,
 
     ) -> dict:
         self._sent_orders[msg.oid] = msg
-        self._to_ems.send_nowait(msg.dict())
+        self._to_ems.send_nowait(msg)
         return msg
 
-    def update(
+    def send_update(
         self,
 
         uuid: str,
@@ -73,9 +77,8 @@ class OrderBook:
 
     ) -> dict:
         cmd = self._sent_orders[uuid]
-        msg = cmd.dict()
+        msg = cmd.copy(update=data)
-        msg.update(data)
+        self._sent_orders[uuid] = msg
-        self._sent_orders[uuid] = Order(**msg)
         self._to_ems.send_nowait(msg)
         return cmd
 
@@ -83,12 +86,18 @@ class OrderBook:
         """Cancel an order (or alert) in the EMS.
 
         """
-        cmd = self._sent_orders[uuid]
+        cmd = self._sent_orders.get(uuid)
+        if not cmd:
+            log.error(
+                f'Unknown order {uuid}!?\n'
+                f'Maybe there is a stale entry or line?\n'
+                f'You should report this as a bug!'
+            )
         msg = Cancel(
             oid=uuid,
             symbol=cmd.symbol,
         )
-        self._to_ems.send_nowait(msg.dict())
+        self._to_ems.send_nowait(msg)
 
 
 _orders: OrderBook = None
@@ -149,21 +158,35 @@ async def relay_order_cmds_from_sync_code(
     book = get_orders()
     async with book._from_order_book.subscribe() as orders_stream:
         async for cmd in orders_stream:
-            if cmd['symbol'] == symbol_key:
+            sym = cmd.symbol
-                log.info(f'Send order cmd:\n{pformat(cmd)}')
+            msg = pformat(cmd)
+            if sym == symbol_key:
+                log.info(f'Send order cmd:\n{msg}')
                 # send msg over IPC / wire
                 await to_ems_stream.send(cmd)
+            else:
+                log.warning(
+                    f'Ignoring unmatched order cmd for {sym} != {symbol_key}:'
+                    f'\n{msg}'
+                )
 
 
 @acm
 async def open_ems(
     fqsn: str,
+    mode: str = 'live',
 
-) -> (
+) -> tuple[
     OrderBook,
     tractor.MsgStream,
-    dict,
+    dict[
-):
+        # brokername, acctid
+        tuple[str, str],
+        list[BrokerdPosition],
+    ],
+    list[str],
+    dict[str, Status],
+]:
     '''
     Spawn an EMS daemon and begin sending orders and receiving
     alerts.
@@ -206,18 +229,35 @@ async def open_ems(
 
     async with maybe_open_emsd(broker) as portal:
 
+        mod = get_brokermod(broker)
+        if (
+            not getattr(mod, 'trades_dialogue', None)
+            or mode == 'paper'
+        ):
+            mode = 'paper'
+
+        from ._ems import _emsd_main
         async with (
             # connect to emsd
             portal.open_context(
 
                 _emsd_main,
                 fqsn=fqsn,
+                exec_mode=mode,
 
-            ) as (ctx, (positions, accounts)),
+            ) as (
+                ctx,
+                (
+                    positions,
+                    accounts,
+                    dialogs,
+                )
+            ),
 
             # open 2-way trade command stream
             ctx.open_stream() as trades_stream,
         ):
+            # start sync code order msg delivery task
             async with trio.open_nursery() as n:
                 n.start_soon(
                     relay_order_cmds_from_sync_code,
@@ -225,4 +265,10 @@ async def open_ems(
                     trades_stream
                 )
 
-                yield book, trades_stream, positions, accounts
+                yield (
+                    book,
+                    trades_stream,
+                    positions,
+                    accounts,
+                    dialogs,
+                )

piker/clearing/_messages.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for piker0)
+# Copyright (C) Tyler Goodlet (in stewardship for pikers)
 
 # This program is free software: you can redistribute it and/or modify
 # it under the terms of the GNU Affero General Public License as published by
@@ -15,108 +15,162 @@
 # along with this program.  If not, see <https://www.gnu.org/licenses/>.
 
 """
-Clearing system messagingn types and protocols.
+Clearing sub-system message and protocols.
 
 """
-from typing import Optional, Union
+# from collections import (
+#     ChainMap,
+#     deque,
+# )
+from typing import (
+    Optional,
+    Literal,
+)
 
-# TODO: try out just encoding/send direction for now?
+from msgspec import field
-# import msgspec
-from pydantic import BaseModel
 
 from ..data._source import Symbol
+from ..data.types import Struct
 
+
+# TODO: a composite for tracking msg flow on 2-legged
+# dialogs.
+# class Dialog(ChainMap):
+#     '''
+#     Msg collection abstraction to easily track the state changes of
+#     a msg flow in one high level, query-able and immutable construct.
+
+#     The main use case is to query data from a (long-running)
+#     msg-transaction-sequence
+
+
+#     '''
+#     def update(
+#         self,
+#         msg,
+#     ) -> None:
+#         self.maps.insert(0, msg.to_dict())
+
+#     def flatten(self) -> dict:
+#         return dict(self)
+
+
+# TODO: ``msgspec`` stuff worth paying attention to:
+# - schema evolution:
+# https://jcristharif.com/msgspec/usage.html#schema-evolution
+# - for eg. ``BrokerdStatus``, instead just have separate messages?
+# - use literals for a common msg determined by diff keys?
+#   - https://jcristharif.com/msgspec/usage.html#literal
+
+# --------------
 # Client -> emsd
+# --------------
 
+class Order(Struct):
 
-class Cancel(BaseModel):
+    # TODO: ideally we can combine these 2 fields into
-    '''Cancel msg for removing a dark (ems triggered) or
+    # 1 and just use the size polarity to determine a buy/sell.
-    broker-submitted (live) trigger/order.
+    # i would like to see this become more like
-
+    # https://jcristharif.com/msgspec/usage.html#literal
-    '''
+    # action: Literal[
-    action: str = 'cancel'
+    #     'live',
-    oid: str  # uuid4
+    #     'dark',
-    symbol: str
+    #     'alert',
-
+    # ]
-
-class Order(BaseModel):
-
-    action: str  # {'buy', 'sell', 'alert'}
-    # internal ``emdsd`` unique "order id"
-    oid: str  # uuid4
-    symbol: Union[str, Symbol]
-    account: str  # should we set a default as '' ?
-
-    price: float
-    size: float
-    brokers: list[str]
-
-    # Assigned once initial ack is received
-    # ack_time_ns: Optional[int] = None
 
+    action: Literal[
+        'buy',
+        'sell',
+        'alert',
+    ]
     # determines whether the create execution
     # will be submitted to the ems or directly to
     # the backend broker
-    exec_mode: str  # {'dark', 'live', 'paper'}
+    exec_mode: Literal[
+        'dark',
+        'live',
+        # 'paper',  no right?
+    ]
 
-    class Config:
+    # internal ``emdsd`` unique "order id"
-        # just for pre-loading a ``Symbol`` when used
+    oid: str  # uuid4
-        # in the order mode staging process
+    symbol: str | Symbol
-        arbitrary_types_allowed = True
+    account: str  # should we set a default as '' ?
-        # don't copy this model instance when used in
-        # a recursive model
-        copy_on_model_validation = False
 
+    price: float
+    size: float  # -ve is "sell", +ve is "buy"
+
+    brokers: Optional[list[str]] = []
+
+
+class Cancel(Struct):
+    '''
+    Cancel msg for removing a dark (ems triggered) or
+    broker-submitted (live) trigger/order.
+
+    '''
+    oid: str  # uuid4
+    symbol: str
+    action: str = 'cancel'
+
+
+# --------------
 # Client <- emsd
+# --------------
 # update msgs from ems which relay state change info
 # from the active clearing engine.
 
+class Status(Struct):
 
-class Status(BaseModel):
+    time_ns: int
+    oid: str  # uuid4 ems-order dialog id
+
+    resp: Literal[
+      'pending',  # acked by broker but not yet open
+      'open',
+      'dark_open',  # dark/algo triggered order is open in ems clearing loop
+      'triggered',  # above triggered order sent to brokerd, or an alert closed
+      'closed',  # fully cleared all size/units
+      'fill',  # partial execution
+      'canceled',
+      'error',
+    ]
 
     name: str = 'status'
-    oid: str  # uuid4
-    time_ns: int
-
-    # {
-    #   'dark_submitted',
-    #   'dark_cancelled',
-    #   'dark_triggered',
-
-    #   'broker_submitted',
-    #   'broker_cancelled',
-    #   'broker_executed',
-    #   'broker_filled',
-    #   'broker_errored',
-
-    #   'alert_submitted',
-    #   'alert_triggered',
-
-    # }
-    resp: str  # "response", see above
-
-    # symbol: str
-
-    # trigger info
-    trigger_price: Optional[float] = None
-    # price: float
-
-    # broker: Optional[str] = None
 
     # this maps normally to the ``BrokerdOrder.reqid`` below, an id
     # normally allocated internally by the backend broker routing system
-    broker_reqid: Optional[Union[int, str]] = None
+    reqid: Optional[int | str] = None
 
-    # for relaying backend msg data "through" the ems layer
+    # the (last) source order/request msg if provided
+    # (eg. the Order/Cancel which causes this msg) and
+    # acts as a back-reference to the corresponding
+    # request message which was the source of this msg.
+    req: Order | None = None
+
+    # XXX: better design/name here?
+    # flag that can be set to indicate a message for an order
+    # event that wasn't originated by piker's emsd (eg. some external
+    # trading system which does it's own order control but that you
+    # might want to "track" using piker UIs/systems).
+    src: Optional[str] = None
+
+    # set when a cancel request msg was set for this order flow dialog
+    # but the brokerd dialog isn't yet in a cancelled state.
+    cancel_called: bool = False
+
+    # for relaying a boxed brokerd-dialog-side msg data "through" the
+    # ems layer to clients.
     brokerd_msg: dict = {}
 
 
+# ---------------
 # emsd -> brokerd
+# ---------------
 # requests *sent* from ems to respective backend broker daemon
 
-class BrokerdCancel(BaseModel):
+class BrokerdCancel(Struct):
 
-    action: str = 'cancel'
     oid: str  # piker emsd order id
     time_ns: int
 
@@ -127,34 +181,39 @@ class BrokerdCancel(BaseModel):
     # for setting a unique order id then this value will be relayed back
     # on the emsd order request stream as the ``BrokerdOrderAck.reqid``
     # field
-    reqid: Optional[Union[int, str]] = None
+    reqid: Optional[int | str] = None
+    action: str = 'cancel'
 
 
-class BrokerdOrder(BaseModel):
+class BrokerdOrder(Struct):
 
-    action: str  # {buy, sell}
     oid: str
     account: str
     time_ns: int
 
+    symbol: str  # fqsn
+    price: float
+    size: float
+
+    # TODO: if we instead rely on a +ve/-ve size to determine
+    # the action we more or less don't need this field right?
+    action: str = ''  # {buy, sell}
+
     # "broker request id": broker specific/internal order id if this is
     # None, creates a new order otherwise if the id is valid the backend
     # api must modify the existing matching order. If the broker allows
     # for setting a unique order id then this value will be relayed back
     # on the emsd order request stream as the ``BrokerdOrderAck.reqid``
     # field
-    reqid: Optional[Union[int, str]] = None
+    reqid: Optional[int | str] = None
-
-    symbol: str  # symbol.<providername> ?
-    price: float
-    size: float
 
 
+# ---------------
 # emsd <- brokerd
+# ---------------
 # requests *received* to ems from broker backend
 
-
+class BrokerdOrderAck(Struct):
-class BrokerdOrderAck(BaseModel):
     '''
     Immediate reponse to a brokerd order request providing the broker
     specific unique order id so that the EMS can associate this
@@ -162,102 +221,93 @@ class BrokerdOrderAck(BaseModel):
     ``.oid`` (which is a uuid4).
 
     '''
-    name: str = 'ack'
 
     # defined and provided by backend
-    reqid: Union[int, str]
+    reqid: int | str
 
     # emsd id originally sent in matching request msg
     oid: str
     account: str = ''
+    name: str = 'ack'
 
 
-class BrokerdStatus(BaseModel):
+class BrokerdStatus(Struct):
 
-    name: str = 'status'
+    reqid: int | str
-    reqid: Union[int, str]
     time_ns: int
+    status: Literal[
+        'open',
+        'canceled',
+        'fill',
+        'pending',
+        'error',
+    ]
 
-    # XXX: should be best effort set for every update
+    account: str
-    account: str = ''
+    name: str = 'status'
-
-    # {
-    #   'submitted',
-    #   'cancelled',
-    #   'filled',
-    # }
-    status: str
-
     filled: float = 0.0
     reason: str = ''
     remaining: float = 0.0
 
-    # XXX: better design/name here?
+    # external: bool = False
-    # flag that can be set to indicate a message for an order
-    # event that wasn't originated by piker's emsd (eg. some external
-    # trading system which does it's own order control but that you
-    # might want to "track" using piker UIs/systems).
-    external: bool = False
 
     # XXX: not required schema as of yet
-    broker_details: dict = {
+    broker_details: dict = field(default_factory=lambda: {
         'name': '',
-    }
+    })
 
 
-class BrokerdFill(BaseModel):
+class BrokerdFill(Struct):
     '''
     A single message indicating a "fill-details" event from the broker
     if avaiable.
 
     '''
-    name: str = 'fill'
-    reqid: Union[int, str]
-    time_ns: int
-
-    # order exeuction related
-    action: str
-    size: float
-    price: float
-
-    broker_details: dict = {}  # meta-data (eg. commisions etc.)
-
     # brokerd timestamp required for order mode arrow placement on x-axis
-
     # TODO: maybe int if we force ns?
     # we need to normalize this somehow since backends will use their
     # own format and likely across many disparate epoch clocks...
     broker_time: float
+    reqid: int | str
+    time_ns: int
+
+    # order exeuction related
+    size: float
+    price: float
+
+    name: str = 'fill'
+    action: Optional[str] = None
+    broker_details: dict = {}  # meta-data (eg. commisions etc.)
 
 
-class BrokerdError(BaseModel):
+class BrokerdError(Struct):
     '''
     Optional error type that can be relayed to emsd for error handling.
 
     This is still a TODO thing since we're not sure how to employ it yet.
 
     '''
-    name: str = 'error'
     oid: str
+    symbol: str
+    reason: str
 
     # if no brokerd order request was actually submitted (eg. we errored
     # at the ``pikerd`` layer) then there will be ``reqid`` allocated.
-    reqid: Optional[Union[int, str]] = None
+    reqid: Optional[int | str] = None
 
-    symbol: str
+    name: str = 'error'
-    reason: str
     broker_details: dict = {}
 
 
-class BrokerdPosition(BaseModel):
+class BrokerdPosition(Struct):
     '''Position update event from brokerd.
 
     '''
-    name: str = 'position'
 
     broker: str
     account: str
     symbol: str
-    currency: str
     size: float
     avg_price: float
+    currency: str = ''
+    name: str = 'position'

piker/clearing/_paper_engine.py

@@ -18,54 +18,71 @@
 Fake trading for forward testing.
 
 """
+from collections import defaultdict
 from contextlib import asynccontextmanager
 from datetime import datetime
 from operator import itemgetter
+import itertools
 import time
-from typing import Tuple, Optional, Callable
+from typing import (
+    Any,
+    Optional,
+    Callable,
+)
 import uuid
 
 from bidict import bidict
+import pendulum
 import trio
 import tractor
-from dataclasses import dataclass
 
 from .. import data
+from ..data._source import Symbol
+from ..data.types import Struct
+from ..pp import (
+    Position,
+    Transaction,
+)
 from ..data._normalize import iterticks
 from ..data._source import unpack_fqsn
 from ..log import get_logger
 from ._messages import (
-    BrokerdCancel, BrokerdOrder, BrokerdOrderAck, BrokerdStatus,
+    BrokerdCancel,
-    BrokerdFill, BrokerdPosition, BrokerdError
+    BrokerdOrder,
+    BrokerdOrderAck,
+    BrokerdStatus,
+    BrokerdFill,
+    BrokerdPosition,
+    BrokerdError,
 )
 
 
 log = get_logger(__name__)
 
 
-@dataclass
+class PaperBoi(Struct):
-class PaperBoi:
+    '''
-    """
+    Emulates a broker order client providing approximately the same API
-    Emulates a broker order client providing the same API and
+    and delivering an order-event response stream but with methods for
-    delivering an order-event response stream but with methods for
     triggering desired events based on forward testing engine
-    requirements.
+    requirements (eg open, closed, fill msgs).
 
-    """
+    '''
     broker: str
 
     ems_trades_stream: tractor.MsgStream
 
     # map of paper "live" orders which be used
     # to simulate fills based on paper engine settings
-    _buys: bidict
+    _buys: defaultdict[str, bidict]
-    _sells: bidict
+    _sells: defaultdict[str, bidict]
     _reqids: bidict
-    _positions: dict[str, BrokerdPosition]
+    _positions: dict[str, Position]
+    _trade_ledger: dict[str, Any]
 
     # init edge case L1 spread
-    last_ask: Tuple[float, float] = (float('inf'), 0)  # price, size
+    last_ask: tuple[float, float] = (float('inf'), 0)  # price, size
-    last_bid: Tuple[float, float] = (0, 0)
+    last_bid: tuple[float, float] = (0, 0)
 
     async def submit_limit(
         self,
@@ -75,27 +92,24 @@ class PaperBoi:
         action: str,
         size: float,
         reqid: Optional[str],
+
     ) -> int:
-        """Place an order and return integer request id provided by client.
+        '''
-
+        Place an order and return integer request id provided by client.
-        """
-        is_modify: bool = False
-        if reqid is None:
-            reqid = str(uuid.uuid4())
-
-        else:
-            # order is already existing, this is a modify
-            (oid, symbol, action, old_price) = self._reqids[reqid]
-            assert old_price != price
-            is_modify = True
-
-        # register order internally
-        self._reqids[reqid] = (oid, symbol, action, price)
 
+        '''
         if action == 'alert':
             # bypass all fill simulation
             return reqid
 
+        entry = self._reqids.get(reqid)
+        if entry:
+            # order is already existing, this is a modify
+            (oid, symbol, action, old_price) = entry
+        else:
+            # register order internally
+            self._reqids[reqid] = (oid, symbol, action, price)
+
         # TODO: net latency model
         # we checkpoint here quickly particulalry
         # for dark orders since we want the dark_executed
@@ -107,15 +121,18 @@ class PaperBoi:
             size = -size
 
         msg = BrokerdStatus(
-            status='submitted',
+            status='open',
+            # account=f'paper_{self.broker}',
+            account='paper',
             reqid=reqid,
-            broker=self.broker,
             time_ns=time.time_ns(),
             filled=0.0,
             reason='paper_trigger',
             remaining=size,
+
+            broker_details={'name': 'paperboi'},
         )
-        await self.ems_trades_stream.send(msg.dict())
+        await self.ems_trades_stream.send(msg)
 
         # if we're already a clearing price simulate an immediate fill
         if (
@@ -123,28 +140,28 @@ class PaperBoi:
             ) or (
             action == 'sell' and (clear_price := self.last_bid[0]) >= price
         ):
-            await self.fake_fill(symbol, clear_price, size, action, reqid, oid)
+            await self.fake_fill(
+                symbol,
+                clear_price,
+                size,
+                action,
+                reqid,
+                oid,
+            )
 
-        else:
         # register this submissions as a paper live order
-
+        else:
-            # submit order to book simulation fill loop
+            # set the simulated order in the respective table for lookup
+            # and trigger by the simulated clearing task normally
+            # running ``simulate_fills()``.
             if action == 'buy':
                 orders = self._buys
 
             elif action == 'sell':
                 orders = self._sells
 
-            # set the simulated order in the respective table for lookup
+            # {symbol -> bidict[oid, (<price data>)]}
-            # and trigger by the simulated clearing task normally
+            orders[symbol][oid] = (price, size, reqid, action)
-            # running ``simulate_fills()``.
-
-            if is_modify:
-                # remove any existing order for the old price
-                orders[symbol].pop((oid, old_price))
-
-            # buys/sells: (symbol  -> (price -> order))
-            orders.setdefault(symbol, {})[(oid, price)] = (size, reqid, action)
 
         return reqid
 
@@ -157,26 +174,26 @@ class PaperBoi:
         oid, symbol, action, price = self._reqids[reqid]
 
         if action == 'buy':
-            self._buys[symbol].pop((oid, price))
+            self._buys[symbol].pop(oid, None)
         elif action == 'sell':
-            self._sells[symbol].pop((oid, price))
+            self._sells[symbol].pop(oid, None)
 
         # TODO: net latency model
         await trio.sleep(0.05)
 
         msg = BrokerdStatus(
-            status='cancelled',
+            status='canceled',
-            oid=oid,
+            account='paper',
             reqid=reqid,
-            broker=self.broker,
             time_ns=time.time_ns(),
+            broker_details={'name': 'paperboi'},
         )
-        await self.ems_trades_stream.send(msg.dict())
+        await self.ems_trades_stream.send(msg)
 
     async def fake_fill(
         self,
 
-        symbol: str,
+        fqsn: str,
         price: float,
         size: float,
         action: str,  # one of {'buy', 'sell'}
@@ -190,21 +207,21 @@ class PaperBoi:
         remaining: float = 0,
 
     ) -> None:
-        """Pretend to fill a broker order @ price and size.
+        '''
+        Pretend to fill a broker order @ price and size.
 
-        """
+        '''
         # TODO: net latency model
         await trio.sleep(0.05)
+        fill_time_ns = time.time_ns()
+        fill_time_s = time.time()
 
-        msg = BrokerdFill(
+        fill_msg = BrokerdFill(
-
             reqid=reqid,
-            time_ns=time.time_ns(),
+            time_ns=fill_time_ns,
-
             action=action,
             size=size,
             price=price,
-
             broker_time=datetime.now().timestamp(),
             broker_details={
                 'paper_info': {
@@ -214,79 +231,67 @@ class PaperBoi:
                 'name': self.broker + '_paper',
             },
         )
-        await self.ems_trades_stream.send(msg.dict())
+        log.info(f'Fake filling order:\n{fill_msg}')
+        await self.ems_trades_stream.send(fill_msg)
+
+        self._trade_ledger.update(fill_msg.to_dict())
 
         if order_complete:
-
             msg = BrokerdStatus(
-
                 reqid=reqid,
                 time_ns=time.time_ns(),
-
+                # account=f'paper_{self.broker}',
-                status='filled',
+                account='paper',
+                status='closed',
                 filled=size,
                 remaining=0 if order_complete else remaining,
-
-                action=action,
-                size=size,
-                price=price,
-
-                broker_details={
-                    'paper_info': {
-                        'oid': oid,
-                    },
-                    'name': self.broker,
-                },
             )
-            await self.ems_trades_stream.send(msg.dict())
+            await self.ems_trades_stream.send(msg)
 
         # lookup any existing position
-        token = f'{symbol}.{self.broker}'
+        key = fqsn.rstrip(f'.{self.broker}')
-        pp_msg = self._positions.setdefault(
+        pp = self._positions.setdefault(
-            token,
+            fqsn,
-            BrokerdPosition(
+            Position(
+                Symbol(
+                    key=key,
+                    broker_info={self.broker: {}},
+                ),
+                size=size,
+                ppu=price,
+                bsuid=key,
+            )
+        )
+        t = Transaction(
+            fqsn=fqsn,
+            tid=oid,
+            size=size,
+            price=price,
+            cost=0,  # TODO: cost model
+            dt=pendulum.from_timestamp(fill_time_s),
+            bsuid=key,
+        )
+        pp.add_clear(t)
+
+        pp_msg = BrokerdPosition(
             broker=self.broker,
             account='paper',
-                symbol=symbol,
+            symbol=fqsn,
             # TODO: we need to look up the asset currency from
             # broker info. i guess for crypto this can be
             # inferred from the pair?
             currency='',
-                size=0.0,
+            size=pp.size,
-                avg_price=0,
+            avg_price=pp.ppu,
-            )
         )
 
-        # "avg position price" calcs
+        await self.ems_trades_stream.send(pp_msg)
-        # TODO: eventually it'd be nice to have a small set of routines
-        # to do this stuff from a sequence of cleared orders to enable
-        # so called "contextual positions".
-        new_size = size + pp_msg.size
-
-        # old size minus the new size gives us size differential with
-        # +ve -> increase in pp size
-        # -ve -> decrease in pp size
-        size_diff = abs(new_size) - abs(pp_msg.size)
-
-        if new_size == 0:
-            pp_msg.avg_price = 0
-
-        elif size_diff > 0:
-            # only update the "average position price" when the position
-            # size increases not when it decreases (i.e. the position is
-            # being made smaller)
-            pp_msg.avg_price = (
-                abs(size) * price + pp_msg.avg_price * abs(pp_msg.size)
-            ) / abs(new_size)
-
-        pp_msg.size = new_size
-
-        await self.ems_trades_stream.send(pp_msg.dict())
 
 
 async def simulate_fills(
-    quote_stream: 'tractor.ReceiveStream',  # noqa
+    quote_stream: tractor.MsgStream,  # noqa
     client: PaperBoi,
+
 ) -> None:
 
     # TODO: more machinery to better simulate real-world market things:
@@ -306,61 +311,116 @@ async def simulate_fills(
 
     # this stream may eventually contain multiple symbols
     async for quotes in quote_stream:
-
         for sym, quote in quotes.items():
-
             for tick in iterticks(
                 quote,
                 # dark order price filter(s)
                 types=('ask', 'bid', 'trade', 'last')
             ):
-                # print(tick)
+                tick_price = tick['price']
-                tick_price = tick.get('price')
-                ttype = tick['type']
 
-                if ttype in ('ask',):
+                buys: bidict[str, tuple] = client._buys[sym]
+                iter_buys = reversed(sorted(
+                    buys.values(),
+                    key=itemgetter(0),
+                ))
 
+                def buy_on_ask(our_price):
+                    return tick_price <= our_price
+
+                sells: bidict[str, tuple] = client._sells[sym]
+                iter_sells = sorted(
+                    sells.values(),
+                    key=itemgetter(0)
+                )
+
+                def sell_on_bid(our_price):
+                    return tick_price >= our_price
+
+                match tick:
+
+                    # on an ask queue tick, only clear buy entries
+                    case {
+                        'price': tick_price,
+                        'type': 'ask',
+                    }:
                         client.last_ask = (
                             tick_price,
                             tick.get('size', client.last_ask[1]),
                         )
 
-                    orders = client._buys.get(sym, {})
+                        iter_entries = zip(
-
+                            iter_buys,
-                    book_sequence = reversed(
+                            itertools.repeat(buy_on_ask)
-                        sorted(orders.keys(), key=itemgetter(1)))
+                        )
-
-                    def pred(our_price):
-                        return tick_price < our_price
-
-                elif ttype in ('bid',):
 
+                    # on a bid queue tick, only clear sell entries
+                    case {
+                        'price': tick_price,
+                        'type': 'bid',
+                    }:
                         client.last_bid = (
                             tick_price,
                             tick.get('size', client.last_bid[1]),
                         )
 
-                    orders = client._sells.get(sym, {})
+                        iter_entries = zip(
-                    book_sequence = sorted(orders.keys(), key=itemgetter(1))
+                            iter_sells,
+                            itertools.repeat(sell_on_bid)
+                        )
 
-                    def pred(our_price):
+                    # TODO: fix this block, though it definitely
-                        return tick_price > our_price
+                    # costs a lot more CPU-wise
+                    # - doesn't seem like clears are happening still on
+                    #   "resting" limit orders?
+                    case {
+                        'price': tick_price,
+                        'type': ('trade' | 'last'),
+                    }:
+                        # in the clearing price / last price case we
+                        # want to iterate both sides of our book for
+                        # clears since we don't know which direction the
+                        # price is going to move (especially with HFT)
+                        # and thus we simply interleave both sides (buys
+                        # and sells) until one side clears and then
+                        # break until the next tick?
+                        def interleave():
+                            for pair in zip(
+                                iter_buys,
+                                iter_sells,
+                            ):
+                                for order_info, pred in zip(
+                                    pair,
+                                    itertools.cycle([buy_on_ask, sell_on_bid]),
+                                ):
+                                    yield order_info, pred
 
-                elif ttype in ('trade', 'last'):
+                        iter_entries = interleave()
-                    # TODO: simulate actual book queues and our orders
+
-                    # place in it, might require full L2 data?
+                    # NOTE: all other (non-clearable) tick event types
+                    # - we don't want to sping the simulated clear loop
+                    # below unecessarily and further don't want to pop
+                    # simulated live orders prematurely.
+                    case _:
                         continue
 
-                # iterate book prices descending
+                # iterate all potentially clearable book prices
-                for oid, our_price in book_sequence:
+                # in FIFO order per side.
-                    if pred(our_price):
+                for order_info, pred in iter_entries:
+                    (our_price, size, reqid, action) = order_info
 
-                        # retreive order info
+                    # print(order_info)
-                        (size, reqid, action) = orders.pop((oid, our_price))
+                    clearable = pred(our_price)
+                    if clearable:
+                        # pop and retreive order info
+                        oid = {
+                            'buy': buys,
+                            'sell': sells
+                        }[action].inverse.pop(order_info)
 
                         # clearing price would have filled entirely
                         await client.fake_fill(
-                            symbol=sym,
+                            fqsn=sym,
                             # todo slippage to determine fill price
                             price=tick_price,
                             size=size,
@@ -368,9 +428,6 @@ async def simulate_fills(
                             reqid=reqid,
                             oid=oid,
                         )
-                    else:
-                        # prices are iterated in sorted order so we're done
-                        break
 
 
 async def handle_order_requests(
@@ -380,68 +437,83 @@ async def handle_order_requests(
 
 ) -> None:
 
-    # order_request: dict
+    request_msg: dict
     async for request_msg in ems_order_stream:
-
+        match request_msg:
-        action = request_msg['action']
+            case {'action': ('buy' | 'sell')}:
-
-        if action in {'buy', 'sell'}:
-
-            account = request_msg['account']
-            if account != 'paper':
-                log.error(
-                    'This is a paper account, only a `paper` selection is valid'
-                )
-                await ems_order_stream.send(BrokerdError(
-                    oid=request_msg['oid'],
-                    symbol=request_msg['symbol'],
-                    reason=f'Paper only. No account found: `{account}` ?',
-                ).dict())
-                continue
-
-            # validate
                 order = BrokerdOrder(**request_msg)
+                account = order.account
 
-            # call our client api to submit the order
+                # error on bad inputs
-            reqid = await client.submit_limit(
+                reason = None
+                if account != 'paper':
+                    reason = f'No account found:`{account}` (paper only)?'
 
+                elif order.size == 0:
+                    reason = 'Invalid size: 0'
+
+                if reason:
+                    log.error(reason)
+                    await ems_order_stream.send(BrokerdError(
                         oid=order.oid,
                         symbol=order.symbol,
-                price=order.price,
+                        reason=reason,
-                action=order.action,
+                    ))
-                size=order.size,
+                    continue
 
-                # XXX: by default 0 tells ``ib_insync`` methods that
+                reqid = order.reqid or str(uuid.uuid4())
-                # there is no existing order so ask the client to create
-                # a new one (which it seems to do by allocating an int
-                # counter - collision prone..)
-                reqid=order.reqid,
-            )
 
                 # deliver ack that order has been submitted to broker routing
                 await ems_order_stream.send(
                     BrokerdOrderAck(
-
-                    # ems order request id
                         oid=order.oid,
-
-                    # broker specific request id
                         reqid=reqid,
-
+                    )
-                ).dict()
                 )
 
-        elif action == 'cancel':
+                # call our client api to submit the order
-            msg = BrokerdCancel(**request_msg)
+                reqid = await client.submit_limit(
+                    oid=order.oid,
+                    symbol=f'{order.symbol}.{client.broker}',
+                    price=order.price,
+                    action=order.action,
+                    size=order.size,
+                    # XXX: by default 0 tells ``ib_insync`` methods that
+                    # there is no existing order so ask the client to create
+                    # a new one (which it seems to do by allocating an int
+                    # counter - collision prone..)
+                    reqid=reqid,
+                )
+                log.info(f'Submitted paper LIMIT {reqid}:\n{order}')
 
+            case {'action': 'cancel'}:
+                msg = BrokerdCancel(**request_msg)
                 await client.submit_cancel(
                     reqid=msg.reqid
                 )
 
-        else:
+            case _:
                 log.error(f'Unknown order command: {request_msg}')
 
 
+_reqids: bidict[str, tuple] = {}
+_buys: defaultdict[
+    str,  # symbol
+    bidict[
+        str,  # oid
+        tuple[float, float, str, str],  # order info
+    ]
+] = defaultdict(bidict)
+_sells: defaultdict[
+    str,  # symbol
+    bidict[
+        str,  # oid
+        tuple[float, float, str, str],  # order info
+    ]
+] = defaultdict(bidict)
+_positions: dict[str, Position] = {}
+
+
 @tractor.context
 async def trades_dialogue(
 
@@ -451,42 +523,62 @@ async def trades_dialogue(
     loglevel: str = None,
 
 ) -> None:
+
     tractor.log.get_console_log(loglevel)
 
     async with (
-
         data.open_feed(
             [fqsn],
             loglevel=loglevel,
         ) as feed,
 
     ):
+        pp_msgs: list[BrokerdPosition] = []
+        pos: Position
+        token: str  # f'{symbol}.{self.broker}'
+        for token, pos in _positions.items():
+            pp_msgs.append(BrokerdPosition(
+                broker=broker,
+                account='paper',
+                symbol=pos.symbol.front_fqsn(),
+                size=pos.size,
+                avg_price=pos.ppu,
+            ))
+
         # TODO: load paper positions per broker from .toml config file
         # and pass as symbol to position data mapping: ``dict[str, dict]``
-        # await ctx.started(all_positions)
+        await ctx.started((
-        await ctx.started(({}, {'paper',}))
+            pp_msgs,
+            ['paper'],
+        ))
 
         async with (
             ctx.open_stream() as ems_stream,
             trio.open_nursery() as n,
         ):
-
             client = PaperBoi(
                 broker,
                 ems_stream,
-                _buys={},
+                _buys=_buys,
-                _sells={},
+                _sells=_sells,
 
-                _reqids={},
+                _reqids=_reqids,
 
                 # TODO: load paper positions from ``positions.toml``
-                _positions={},
+                _positions=_positions,
+
+                # TODO: load postions from ledger file
+                _trade_ledger={},
             )
 
-            n.start_soon(handle_order_requests, client, ems_stream)
+            n.start_soon(
+                handle_order_requests,
+                client,
+                ems_stream,
+            )
 
             # paper engine simulator clearing task
-            await simulate_fills(feed.stream, client)
+            await simulate_fills(feed.streams[broker], client)
 
 
 @asynccontextmanager
@@ -511,6 +603,7 @@ async def open_paperboi(
         # (we likely don't need more then one proc for basic
         # simulated order clearing)
         if portal is None:
+            log.info('Starting new paper-engine actor')
             portal = await tn.start_actor(
                 service_name,
                 enable_modules=[__name__]
@@ -523,5 +616,4 @@ async def open_paperboi(
             loglevel=loglevel,
 
         ) as (ctx, first):
-
             yield ctx, first

piker/cli/__init__.py

@@ -27,25 +27,35 @@ import tractor
 
 from ..log import get_console_log, get_logger, colorize_json
 from ..brokers import get_brokermod
-from .._daemon import _tractor_kwargs
+from .._daemon import (
+    _default_registry_host,
+    _default_registry_port,
+)
 from .. import config
 
 
 log = get_logger('cli')
-DEFAULT_BROKER = 'questrade'
 
 
 @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')
+@click.option('--host', '-h', default=None, help='Host addr to bind')
+@click.option('--port', '-p', default=None, help='Port number to bind')
 @click.option(
     '--tsdb',
     is_flag=True,
     help='Enable local ``marketstore`` instance'
 )
-def pikerd(loglevel, host, tl, pdb, tsdb):
+def pikerd(
+    loglevel: str,
+    host: str,
+    port: int,
+    tl: bool,
+    pdb: bool,
+    tsdb: bool,
+):
     '''
     Spawn the piker broker-daemon.
 
@@ -62,12 +72,21 @@ def pikerd(loglevel, host, tl, pdb, tsdb):
             "\n"
         ))
 
+    reg_addr: None | tuple[str, int] = None
+    if host or port:
+        reg_addr = (
+            host or _default_registry_host,
+            int(port) or _default_registry_port,
+        )
+
     async def main():
 
         async with (
             open_pikerd(
                 loglevel=loglevel,
                 debug_mode=pdb,
+                registry_addr=reg_addr,
+
             ),  # normally delivers a ``Services`` handle
             trio.open_nursery() as n,
         ):
@@ -83,9 +102,9 @@ def pikerd(loglevel, host, tl, pdb, tsdb):
 
                 )
                 log.info(
-                    f'`marketstore` up!\n'
+                    f'`marketstored` up!\n'
-                    f'`marketstored` pid: {pid}\n'
+                    f'pid: {pid}\n'
-                    f'docker container id: {cid}\n'
+                    f'container id: {cid[:12]}\n'
                     f'config: {pformat(config)}'
                 )
 
@@ -97,25 +116,46 @@ def pikerd(loglevel, host, tl, pdb, tsdb):
 @click.group(context_settings=config._context_defaults)
 @click.option(
     '--brokers', '-b',
-    default=[DEFAULT_BROKER],
+    default=None,
     multiple=True,
     help='Broker backend to use'
 )
 @click.option('--loglevel', '-l', default='warning', help='Logging level')
 @click.option('--tl', is_flag=True, help='Enable tractor logging')
 @click.option('--configdir', '-c', help='Configuration directory')
+@click.option('--host', '-h', default=None, help='Host addr to bind')
+@click.option('--port', '-p', default=None, help='Port number to bind')
 @click.pass_context
-def cli(ctx, brokers, loglevel, tl, configdir):
+def cli(
+    ctx: click.Context,
+    brokers: list[str],
+    loglevel: str,
+    tl: bool,
+    configdir: str,
+    host: str,
+    port: int,
+
+) -> None:
     if configdir is not None:
         assert os.path.isdir(configdir), f"`{configdir}` is not a valid path"
         config._override_config_dir(configdir)
 
     ctx.ensure_object(dict)
 
-    if len(brokers) == 1:
+    if not brokers:
-        brokermods = [get_brokermod(brokers[0])]
+        # (try to) load all (supposedly) supported data/broker backends
-    else:
+        from piker.brokers import __brokers__
+        brokers = __brokers__
+
     brokermods = [get_brokermod(broker) for broker in brokers]
+    assert brokermods
+
+    reg_addr: None | tuple[str, int] = None
+    if host or port:
+        reg_addr = (
+            host or _default_registry_host,
+            int(port) or _default_registry_port,
+        )
 
     ctx.obj.update({
         'brokers': brokers,
@@ -125,6 +165,7 @@ def cli(ctx, brokers, loglevel, tl, configdir):
         'log': get_console_log(loglevel),
         'confdir': config._config_dir,
         'wl_path': config._watchlists_data_path,
+        'registry_addr': reg_addr,
     })
 
     # allow enabling same loglevel in ``tractor`` machinery
@@ -134,29 +175,40 @@ def cli(ctx, brokers, loglevel, tl, configdir):
 
 @cli.command()
 @click.option('--tl', is_flag=True, help='Enable tractor logging')
-@click.argument('names', nargs=-1, required=False)
+@click.argument('ports', nargs=-1, required=False)
 @click.pass_obj
-def services(config, tl, names):
+def services(config, tl, ports):
+
+    from .._daemon import (
+        open_piker_runtime,
+        _default_registry_port,
+        _default_registry_host,
+    )
+
+    host = _default_registry_host
+    if not ports:
+        ports = [_default_registry_port]
 
     async def list_services():
-
+        nonlocal host
-        async with tractor.get_arbiter(
+        async with (
-            *_tractor_kwargs['arbiter_addr']
+            open_piker_runtime(
-        ) as portal:
+                name='service_query',
+                loglevel=config['loglevel'] if tl else None,
+            ),
+            tractor.get_arbiter(
+                host=host,
+                port=ports[0]
+            ) as portal
+        ):
             registry = await portal.run_from_ns('self', 'get_registry')
             json_d = {}
             for key, socket in registry.items():
-                # name, uuid = uid
                 host, port = socket
                 json_d[key] = f'{host}:{port}'
             click.echo(f"{colorize_json(json_d)}")
 
-    tractor.run(
+    trio.run(list_services)
-        list_services,
-        name='service_query',
-        loglevel=config['loglevel'] if tl else None,
-        arbiter_addr=_tractor_kwargs['arbiter_addr'],
-    )
 
 
 def _load_clis() -> None:

piker/config.py

@@ -21,6 +21,7 @@ Broker configuration mgmt.
 import platform
 import sys
 import os
+from os import path
 from os.path import dirname
 import shutil
 from typing import Optional
@@ -111,6 +112,7 @@ if _parent_user:
 
 _conf_names: set[str] = {
     'brokers',
+    'pps',
     'trades',
     'watchlists',
 }
@@ -147,19 +149,21 @@ def get_conf_path(
     conf_name: str = 'brokers',
 
 ) -> str:
-    """Return the default config path normally under
+    '''
-    ``~/.config/piker`` on linux.
+    Return the top-level default config path normally under
+    ``~/.config/piker`` on linux for a given ``conf_name``, the config
+    name.
 
     Contains files such as:
     - brokers.toml
+    - pp.toml
     - watchlists.toml
-    - trades.toml
 
     # maybe coming soon ;)
     - signals.toml
     - strats.toml
 
-    """
+    '''
     assert conf_name in _conf_names
     fn = _conf_fn_w_ext(conf_name)
     return os.path.join(
@@ -173,7 +177,7 @@ def repodir():
     Return the abspath to the repo directory.
 
     '''
-    dirpath = os.path.abspath(
+    dirpath = path.abspath(
         # we're 3 levels down in **this** module file
         dirname(dirname(os.path.realpath(__file__)))
     )
@@ -182,7 +186,9 @@ def repodir():
 
 def load(
     conf_name: str = 'brokers',
-    path: str = None
+    path: str = None,
+
+    **tomlkws,
 
 ) -> (dict, str):
     '''
@@ -190,6 +196,10 @@ def load(
 
     '''
     path = path or get_conf_path(conf_name)
+
+    if not os.path.isdir(_config_dir):
+        os.mkdir(_config_dir)
+
     if not os.path.isfile(path):
         fn = _conf_fn_w_ext(conf_name)
 
@@ -202,8 +212,11 @@ def load(
         # if one exists.
         if os.path.isfile(template):
             shutil.copyfile(template, path)
+    else:
+        with open(path, 'r'):
+            pass  # touch it
 
-    config = toml.load(path)
+    config = toml.load(path, **tomlkws)
     log.debug(f"Read config file {path}")
     return config, path
 
@@ -212,6 +225,7 @@ def write(
     config: dict,  # toml config as dict
     name: str = 'brokers',
     path: str = None,
+    **toml_kwargs,
 
 ) -> None:
     ''''
@@ -235,11 +249,14 @@ def write(
         f"{path}"
     )
     with open(path, 'w') as cf:
-        return toml.dump(config, cf)
+        return toml.dump(
+            config,
+            cf,
+            **toml_kwargs,
+        )
 
 
 def load_accounts(
-
     providers: Optional[list[str]] = None
 
 ) -> bidict[str, Optional[str]]:

piker/data/__init__.py

@@ -22,6 +22,12 @@ and storing data from your brokers as well as
 sharing live streams over a network.
 
 """
+import tractor
+import trio
+
+from ..log import (
+    get_console_log,
+)
 from ._normalize import iterticks
 from ._sharedmem import (
     maybe_open_shm_array,
@@ -32,7 +38,6 @@ from ._sharedmem import (
 )
 from .feed import (
     open_feed,
-    _setup_persistent_brokerd,
 )
 
 
@@ -44,5 +49,40 @@ __all__ = [
     'attach_shm_array',
     'open_shm_array',
     'get_shm_token',
-    '_setup_persistent_brokerd',
 ]
+
+
+@tractor.context
+async def _setup_persistent_brokerd(
+    ctx: tractor.Context,
+    brokername: str,
+
+) -> None:
+    '''
+    Allocate a actor-wide service nursery in ``brokerd``
+    such that feeds can be run in the background persistently by
+    the broker backend as needed.
+
+    '''
+    get_console_log(tractor.current_actor().loglevel)
+
+    from .feed import (
+        _bus,
+        get_feed_bus,
+    )
+    global _bus
+    assert not _bus
+
+    async with trio.open_nursery() as service_nursery:
+        # assign a nursery to the feeds bus for spawning
+        # background tasks from clients
+        get_feed_bus(brokername, service_nursery)
+
+        # unblock caller
+        await ctx.started()
+
+        # we pin this task to keep the feeds manager active until the
+        # parent actor decides to tear it down
+        await trio.sleep_forever()
+
+

piker/data/_ahab.py

@@ -37,8 +37,13 @@ from docker.models.containers import Container as DockerContainer
 from docker.errors import (
     DockerException,
     APIError,
+    # ContainerError,
+)
+import requests
+from requests.exceptions import (
+    ConnectionError,
+    ReadTimeout,
 )
-from requests.exceptions import ConnectionError, ReadTimeout
 
 from ..log import get_logger, get_console_log
 from .. import config
@@ -50,8 +55,8 @@ class DockerNotStarted(Exception):
     'Prolly you dint start da daemon bruh'
 
 
-class ContainerError(RuntimeError):
+class ApplicationLogError(Exception):
-    'Error reported via app-container logging level'
+    'App in container reported an error in logs'
 
 
 @acm
@@ -96,9 +101,9 @@ async def open_docker(
         # not perms?
         raise
 
-    finally:
+    # finally:
-        if client:
+    #     if client:
-            client.close()
+    #         client.close()
 
 
 class Container:
@@ -156,7 +161,7 @@ class Container:
 
                     # print(f'level: {level}')
                     if level in ('error', 'fatal'):
-                        raise ContainerError(msg)
+                        raise ApplicationLogError(msg)
 
                 if patt in msg:
                     return True
@@ -185,12 +190,29 @@ class Container:
             if 'is not running' in err.explanation:
                 return False
 
+    def hard_kill(self, start: float) -> None:
+        delay = time.time() - start
+        # get out the big guns, bc apparently marketstore
+        # doesn't actually know how to terminate gracefully
+        # :eyeroll:...
+        log.error(
+            f'SIGKILL-ing: {self.cntr.id} after {delay}s\n'
+        )
+        self.try_signal('SIGKILL')
+        self.cntr.wait(
+            timeout=3,
+            condition='not-running',
+        )
+
     async def cancel(
         self,
         stop_msg: str,
+        hard_kill: bool = False,
+
     ) -> None:
 
         cid = self.cntr.id
+
         # first try a graceful cancel
         log.cancel(
             f'SIGINT cancelling container: {cid}\n'
@@ -199,16 +221,26 @@ class Container:
         self.try_signal('SIGINT')
 
         start = time.time()
-        for _ in range(30):
+        for _ in range(6):
 
             with trio.move_on_after(0.5) as cs:
-                cs.shield = True
+                log.cancel('polling for CNTR logs...')
-                await self.process_logs_until(stop_msg)
 
+                try:
+                    await self.process_logs_until(stop_msg)
+                except ApplicationLogError:
+                    hard_kill = True
+                else:
                     # if we aren't cancelled on above checkpoint then we
-                # assume we read the expected stop msg and terminated.
+                    # assume we read the expected stop msg and
+                    # terminated.
                     break
 
+            if cs.cancelled_caught:
+                # on timeout just try a hard kill after
+                # a quick container sync-wait.
+                hard_kill = True
+
             try:
                 log.info(f'Polling for container shutdown:\n{cid}')
 
@@ -218,6 +250,7 @@ class Container:
                         condition='not-running',
                     )
 
+                # graceful exit if we didn't time out
                 break
 
             except (
@@ -229,24 +262,22 @@ class Container:
             except (
                 docker.errors.APIError,
                 ConnectionError,
+                requests.exceptions.ConnectionError,
+                trio.Cancelled,
             ):
                 log.exception('Docker connection failure')
-                break
+                self.hard_kill(start)
-        else:
+                raise
-            delay = time.time() - start
-            log.error(
-                f'Failed to kill container {cid} after {delay}s\n'
-                'sending SIGKILL..'
-            )
-            # get out the big guns, bc apparently marketstore
-            # doesn't actually know how to terminate gracefully
-            # :eyeroll:...
-            self.try_signal('SIGKILL')
-            self.cntr.wait(
-                timeout=3,
-                condition='not-running',
-            )
 
+            except trio.Cancelled:
+                log.exception('trio cancelled...')
+                self.hard_kill(start)
+        else:
+            hard_kill = True
+
+        if hard_kill:
+            self.hard_kill(start)
+        else:
             log.cancel(f'Container stopped: {cid}')
 
 
@@ -289,14 +320,12 @@ async def open_ahabd(
         ))
 
         try:
-
             # TODO: we might eventually want a proxy-style msg-prot here
             # to allow remote control of containers without needing
             # callers to have root perms?
             await trio.sleep_forever()
 
         finally:
-            with trio.CancelScope(shield=True):
             await cntr.cancel(stop_msg)
 
 

piker/data/_formatters.py

@@ -0,0 +1,846 @@
+# 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/>.
+"""
+Pre-(path)-graphics formatted x/y nd/1d rendering subsystem.
+
+"""
+from __future__ import annotations
+from typing import (
+    Optional,
+    TYPE_CHECKING,
+)
+
+import msgspec
+from msgspec import field
+import numpy as np
+from numpy.lib import recfunctions as rfn
+
+from ._sharedmem import (
+    ShmArray,
+)
+from ._pathops import (
+    path_arrays_from_ohlc,
+)
+
+if TYPE_CHECKING:
+    from ._dataviz import (
+        Viz,
+    )
+    from .._profile import Profiler
+
+
+class IncrementalFormatter(msgspec.Struct):
+    '''
+    Incrementally updating, pre-path-graphics tracking, formatter.
+
+    Allows tracking source data state in an updateable pre-graphics
+    ``np.ndarray`` format (in local process memory) as well as
+    incrementally rendering from that format **to** 1d x/y for path
+    generation using ``pg.functions.arrayToQPath()``.
+
+    '''
+    shm: ShmArray
+    viz: Viz
+
+    @property
+    def index_field(self) -> 'str':
+        '''
+        Value (``str``) used to look up the "index series" from the
+        underlying source ``numpy`` struct-array; delegate directly to
+        the managing ``Viz``.
+
+        '''
+        return self.viz.index_field
+
+    # Incrementally updated xy ndarray formatted data, a pre-1d
+    # format which is updated and cached independently of the final
+    # pre-graphics-path 1d format.
+    x_nd: Optional[np.ndarray] = None
+    y_nd: Optional[np.ndarray] = None
+
+    @property
+    def xy_nd(self) -> tuple[np.ndarray, np.ndarray]:
+        return (
+            self.x_nd[self.xy_slice],
+            self.y_nd[self.xy_slice],
+        )
+
+    @property
+    def xy_slice(self) -> slice:
+        return slice(
+            self.xy_nd_start,
+            self.xy_nd_stop,
+        )
+
+    # indexes which slice into the above arrays (which are allocated
+    # based on source data shm input size) and allow retrieving
+    # incrementally updated data.
+    xy_nd_start: int | None = None
+    xy_nd_stop: int | None = None
+
+    # TODO: eventually incrementally update 1d-pre-graphics path data?
+    # x_1d: Optional[np.ndarray] = None
+    # y_1d: Optional[np.ndarray] = None
+
+    # incremental view-change state(s) tracking
+    _last_vr: tuple[float, float] | None = None
+    _last_ivdr: tuple[float, float] | None = None
+
+    @property
+    def index_step_size(self) -> float:
+        '''
+        Readonly value computed on first ``.diff()`` call.
+
+        '''
+        return self.viz.index_step()
+
+    def __repr__(self) -> str:
+        msg = (
+            f'{type(self)}: ->\n\n'
+            f'fqsn={self.viz.name}\n'
+            f'shm_name={self.shm.token["shm_name"]}\n\n'
+
+            f'last_vr={self._last_vr}\n'
+            f'last_ivdr={self._last_ivdr}\n\n'
+
+            f'xy_slice={self.xy_slice}\n'
+            # f'xy_nd_stop={self.xy_nd_stop}\n\n'
+        )
+
+        x_nd_len = 0
+        y_nd_len = 0
+        if self.x_nd is not None:
+            x_nd_len = len(self.x_nd)
+            y_nd_len = len(self.y_nd)
+
+        msg += (
+            f'x_nd_len={x_nd_len}\n'
+            f'y_nd_len={y_nd_len}\n'
+        )
+
+        return msg
+
+    def diff(
+        self,
+        new_read: tuple[np.ndarray],
+
+    ) -> tuple[
+        np.ndarray,
+        np.ndarray,
+    ]:
+        # TODO:
+        # - can the renderer just call ``Viz.read()`` directly? unpack
+        #   latest source data read
+        # - eventually maybe we can implement some kind of
+        #   transform on the ``QPainterPath`` that will more or less
+        #   detect the diff in "elements" terms? update diff state since
+        #   we've now rendered paths.
+        (
+            xfirst,
+            xlast,
+            array,
+            ivl,
+            ivr,
+            in_view,
+        ) = new_read
+
+        index = array['index']
+
+        # if the first index in the read array is 0 then
+        # it means the source buffer has bee completely backfilled to
+        # available space.
+        src_start = index[0]
+        src_stop = index[-1] + 1
+
+        # these are the "formatted output data" indices
+        # for the pre-graphics arrays.
+        nd_start = self.xy_nd_start
+        nd_stop = self.xy_nd_stop
+
+        if (
+            nd_start is None
+        ):
+            assert nd_stop is None
+
+            # setup to do a prepend of all existing src history
+            nd_start = self.xy_nd_start = src_stop
+            # set us in a zero-to-append state
+            nd_stop = self.xy_nd_stop = src_stop
+
+            align_index = array[self.index_field]
+
+        # 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 = int(nd_start - src_start)
+        append_length = int(src_stop - nd_stop)
+
+        # blah blah blah
+        # do diffing for prepend, append and last entry
+        return (
+            slice(src_start, nd_start),
+            prepend_length,
+            append_length,
+            slice(nd_stop, src_stop),
+        )
+
+    def _track_inview_range(
+        self,
+        view_range: tuple[int, int],
+
+    ) -> bool:
+        # if a view range is passed, plan to draw the
+        # source ouput that's "in view" of the chart.
+        vl, vr = view_range
+        zoom_or_append = False
+        last_vr = self._last_vr
+
+        # incremental in-view data update.
+        if last_vr:
+            lvl, lvr = last_vr  # relative slice indices
+
+            # TODO: detecting more specifically the interaction changes
+            # last_ivr = self._last_ivdr or (vl, vr)
+            # al, ar = last_ivr  # abs slice indices
+            # left_change = abs(x_iv[0] - al) >= 1
+            # right_change = abs(x_iv[-1] - ar) >= 1
+
+            # likely a zoom/pan view change or data append update
+            if (
+                (vr - lvr) > 2
+                or vl < lvl
+
+                # append / prepend update
+                # we had an append update where the view range
+                # didn't change but the data-viewed (shifted)
+                # underneath, so we need to redraw.
+                # or left_change and right_change and last_vr == view_range
+
+                # not (left_change and right_change) and ivr
+                # (
+                # or abs(x_iv[ivr] - livr) > 1
+            ):
+                zoom_or_append = True
+
+        self._last_vr = view_range
+
+        return zoom_or_append
+
+    def format_to_1d(
+        self,
+        new_read: tuple,
+        array_key: str,
+        profiler: Profiler,
+
+        slice_to_inview: bool = True,
+
+    ) -> tuple[
+        np.ndarray,
+        np.ndarray,
+    ]:
+        shm = self.shm
+
+        (
+            _,
+            _,
+            array,
+            ivl,
+            ivr,
+            in_view,
+
+        ) = new_read
+
+        (
+            pre_slice,
+            prepend_len,
+            append_len,
+            post_slice,
+        ) = self.diff(new_read)
+
+        # we first need to allocate xy data arrays
+        # from the source data.
+        if self.y_nd is None:
+            self.xy_nd_start = shm._first.value
+            self.xy_nd_stop = shm._last.value
+            self.x_nd, self.y_nd = self.allocate_xy_nd(
+                shm,
+                array_key,
+            )
+            profiler('allocated xy history')
+
+        # once allocated we do incremental pre/append
+        # updates from the diff with the source buffer.
+        else:
+            if prepend_len:
+
+                self.incr_update_xy_nd(
+                    shm,
+                    array_key,
+
+                    # this is the pre-sliced, "normally expected"
+                    # new data that an updater would normally be
+                    # expected to process, however in some cases (like
+                    # step curves) the updater routine may want to do
+                    # the source history-data reading itself, so we pass
+                    # both here.
+                    shm._array[pre_slice],
+                    pre_slice,
+                    prepend_len,
+
+                    self.xy_nd_start,
+                    self.xy_nd_stop,
+                    is_append=False,
+                )
+
+                self.xy_nd_start -= prepend_len
+                profiler('prepended xy history: {prepend_length}')
+
+            if append_len:
+                self.incr_update_xy_nd(
+                    shm,
+                    array_key,
+
+                    shm._array[post_slice],
+                    post_slice,
+                    append_len,
+
+                    self.xy_nd_start,
+                    self.xy_nd_stop,
+                    is_append=True,
+                )
+                self.xy_nd_stop += append_len
+                profiler('appened xy history: {append_length}')
+                # sanity
+                # slice_ln = post_slice.stop - post_slice.start
+                # assert append_len == slice_ln
+
+        view_changed: bool = False
+        view_range: tuple[int, int] = (ivl, ivr)
+        if slice_to_inview:
+            view_changed = self._track_inview_range(view_range)
+            array = in_view
+            profiler(f'{self.viz.name} view range slice {view_range}')
+
+        # hist = array[:slice_to_head]
+
+        # XXX: WOA WTF TRACTOR DEBUGGING BUGGG
+        # assert 0
+
+        # xy-path data transform: convert source data to a format
+        # able to be passed to a `QPainterPath` rendering routine.
+        if not len(array):
+            # XXX: this might be why the profiler only has exits?
+            return
+
+        # TODO: hist here should be the pre-sliced
+        # x/y_data in the case where allocate_xy is
+        # defined?
+        x_1d, y_1d, connect = self.format_xy_nd_to_1d(
+            array,
+            array_key,
+            view_range,
+        )
+
+        # app_tres = None
+        # if append_len:
+        #     appended = array[-append_len-1:slice_to_head]
+        #     app_tres = self.format_xy_nd_to_1d(
+        #         appended,
+        #         array_key,
+        #         (
+        #             view_range[1] - append_len + slice_to_head,
+        #             view_range[1]
+        #         ),
+        #     )
+        #     # assert (len(appended) - 1) == append_len
+        #     # assert len(appended) == append_len
+        #     print(
+        #         f'{self.viz.name} APPEND LEN: {append_len}\n'
+        #         f'{self.viz.name} APPENDED: {appended}\n'
+        #         f'{self.viz.name} app_tres: {app_tres}\n'
+        #     )
+
+        # update the last "in view data range"
+        if len(x_1d):
+            self._last_ivdr = x_1d[0], x_1d[-1]
+            if (
+                self.index_field == 'time'
+                and (x_1d[-1] == 0.5).any()
+            ):
+                breakpoint()
+
+        profiler('.format_to_1d()')
+
+        return (
+            x_1d,
+            y_1d,
+            connect,
+            prepend_len,
+            append_len,
+            view_changed,
+            # app_tres,
+        )
+
+    ###############################
+    # Sub-type override interface #
+    ###############################
+
+    x_offset: np.ndarray = np.array([0])
+
+    # optional pre-graphics xy formatted data which
+    # is incrementally updated in sync with the source data.
+    # XXX: was ``.allocate_xy()``
+    def allocate_xy_nd(
+        self,
+        src_shm: ShmArray,
+        data_field: str,
+
+    ) -> tuple[
+        np.ndarray,  # x
+        np.nd.array  # y
+    ]:
+        '''
+        Convert the structured-array ``src_shm`` format to
+        a equivalently shaped (and field-less) ``np.ndarray``.
+
+        Eg. a 4 field x N struct-array => (N, 4)
+
+        '''
+        y_nd = src_shm._array[data_field].copy()
+        x_nd = (
+            src_shm._array[self.index_field].copy()
+            +
+            self.x_offset
+        )
+        return x_nd, y_nd
+
+    # XXX: was ``.update_xy()``
+    def incr_update_xy_nd(
+        self,
+
+        src_shm: ShmArray,
+        data_field: str,
+
+        new_from_src: np.ndarray,  # portion of source that was updated
+
+        read_slc: slice,
+        ln: int,  # len of updated
+
+        nd_start: int,
+        nd_stop: int,
+
+        is_append: bool,
+
+    ) -> None:
+        # write pushed data to flattened copy
+        y_nd_new = new_from_src[data_field]
+        self.y_nd[read_slc] = y_nd_new
+
+        x_nd_new = self.x_nd[read_slc]
+        x_nd_new[:] = (
+            new_from_src[self.index_field]
+            +
+            self.x_offset
+        )
+
+        # x_nd = self.x_nd[self.xy_slice]
+        # y_nd = self.y_nd[self.xy_slice]
+        # name = self.viz.name
+        # if 'trade_rate' == name:
+        #     s = 4
+        #     print(
+        #         f'{name.upper()}:\n'
+        #         'NEW_FROM_SRC:\n'
+        #         f'new_from_src: {new_from_src}\n\n'
+
+        #         f'PRE self.x_nd:'
+        #         f'\n{list(x_nd[-s:])}\n'
+
+        #         f'PRE self.y_nd:\n'
+        #         f'{list(y_nd[-s:])}\n\n'
+
+        #         f'TO WRITE:\n'
+
+        #         f'x_nd_new:\n'
+        #         f'{x_nd_new[0]}\n'
+
+        #         f'y_nd_new:\n'
+        #         f'{y_nd_new}\n'
+        #     )
+
+    # XXX: was ``.format_xy()``
+    def format_xy_nd_to_1d(
+        self,
+
+        array: np.ndarray,
+        array_key: str,
+        vr: tuple[int, int],
+
+    ) -> tuple[
+        np.ndarray,  # 1d x
+        np.ndarray,  # 1d y
+        np.ndarray | str,  # connection array/style
+    ]:
+        '''
+        Default xy-nd array to 1d pre-graphics-path render routine.
+
+        Return single field column data verbatim
+
+        '''
+        # NOTE: we don't include the very last datum which is filled in
+        # normally by another graphics object.
+        x_1d = array[self.index_field][:-1]
+        if (
+            self.index_field == 'time'
+            and x_1d.any()
+            and (x_1d[-1] == 0.5).any()
+        ):
+            breakpoint()
+
+        y_1d = array[array_key][:-1]
+        return (
+            x_1d,
+            y_1d,
+
+            # 1d connection array or style-key to
+            # ``pg.functions.arrayToQPath()``
+            'all',
+        )
+
+
+class OHLCBarsFmtr(IncrementalFormatter):
+    x_offset: np.ndarray = np.array([
+        -0.5,
+        0,
+        0,
+        0.5,
+    ])
+
+    fields: list[str] = field(
+        default_factory=lambda: ['open', 'high', 'low', 'close']
+    )
+
+    def allocate_xy_nd(
+        self,
+
+        ohlc_shm: ShmArray,
+        data_field: str,
+
+    ) -> tuple[
+        np.ndarray,  # x
+        np.nd.array  # y
+    ]:
+        '''
+        Convert an input struct-array holding OHLC samples into a pair of
+        flattened x, y arrays with the same size (datums wise) as the source
+        data.
+
+        '''
+        y_nd = ohlc_shm.ustruct(self.fields)
+
+        # generate an flat-interpolated x-domain
+        x_nd = (
+            np.broadcast_to(
+                ohlc_shm._array[self.index_field][:, None],
+                (
+                    ohlc_shm._array.size,
+                    # 4,  # only ohlc
+                    y_nd.shape[1],
+                ),
+            )
+            +
+            self.x_offset
+        )
+        assert y_nd.any()
+
+        # write pushed data to flattened copy
+        return (
+            x_nd,
+            y_nd,
+        )
+
+    def incr_update_xy_nd(
+        self,
+
+        src_shm: ShmArray,
+        data_field: str,
+
+        new_from_src: np.ndarray,  # portion of source that was updated
+
+        read_slc: slice,
+        ln: int,  # len of updated
+
+        nd_start: int,
+        nd_stop: int,
+
+        is_append: bool,
+
+    ) -> None:
+        # write newly pushed data to flattened copy
+        # a struct-arr is always passed in.
+        new_y_nd = rfn.structured_to_unstructured(
+            new_from_src[self.fields]
+        )
+        self.y_nd[read_slc] = new_y_nd
+
+        # generate same-valued-per-row x support based on y shape
+        x_nd_new = self.x_nd[read_slc]
+        x_nd_new[:] = np.broadcast_to(
+            new_from_src[self.index_field][:, None],
+            new_y_nd.shape,
+        ) + self.x_offset
+
+    # TODO: can we drop this frame and just use the above?
+    def format_xy_nd_to_1d(
+        self,
+
+        array: np.ndarray,
+        array_key: str,
+        vr: tuple[int, int],
+
+        start: int = 0,  # XXX: do we need this?
+        # 0.5 is no overlap between arms, 1.0 is full overlap
+        w: float = 0.16,
+
+    ) -> tuple[
+        np.ndarray,
+        np.ndarray,
+        np.ndarray,
+    ]:
+        '''
+        More or less direct proxy to the ``numba``-fied
+        ``path_arrays_from_ohlc()`` (above) but with closed in kwargs
+        for line spacing.
+
+        '''
+        x, y, c = path_arrays_from_ohlc(
+            array,
+            start,
+            bar_w=self.index_step_size,
+            bar_gap=w * self.index_step_size,
+
+            # XXX: don't ask, due to a ``numba`` bug..
+            use_time_index=(self.index_field == 'time'),
+        )
+        return x, y, c
+
+
+class OHLCBarsAsCurveFmtr(OHLCBarsFmtr):
+
+    def format_xy_nd_to_1d(
+        self,
+
+        array: np.ndarray,
+        array_key: str,
+        vr: tuple[int, int],
+
+    ) -> tuple[
+        np.ndarray,
+        np.ndarray,
+        str,
+    ]:
+        # TODO: in the case of an existing ``.update_xy()``
+        # should we be passing in array as an xy arrays tuple?
+
+        # 2 more datum-indexes to capture zero at end
+        x_flat = self.x_nd[self.xy_nd_start:self.xy_nd_stop-1]
+        y_flat = self.y_nd[self.xy_nd_start:self.xy_nd_stop-1]
+
+        # slice to view
+        ivl, ivr = vr
+        x_iv_flat = x_flat[ivl:ivr]
+        y_iv_flat = y_flat[ivl:ivr]
+
+        # reshape to 1d for graphics rendering
+        y_iv = y_iv_flat.reshape(-1)
+        x_iv = x_iv_flat.reshape(-1)
+
+        return x_iv, y_iv, 'all'
+
+
+class StepCurveFmtr(IncrementalFormatter):
+
+    x_offset: np.ndarray = np.array([
+        0,
+        1,
+    ])
+
+    def allocate_xy_nd(
+        self,
+
+        shm: ShmArray,
+        data_field: str,
+
+    ) -> tuple[
+        np.ndarray,  # x
+        np.nd.array  # y
+    ]:
+        '''
+        Convert an input 1d shm array to a "step array" format
+        for use by path graphics generation.
+
+        '''
+        i = shm._array[self.index_field].copy()
+        out = shm._array[data_field].copy()
+
+        x_out = (
+            np.broadcast_to(
+                i[:, None],
+                (i.size, 2),
+            )
+            +
+            self.x_offset
+        )
+
+        # fill out Nx2 array to hold each step's left + right vertices.
+        y_out = np.empty(
+            x_out.shape,
+            dtype=out.dtype,
+        )
+        # fill in (current) values from source shm buffer
+        y_out[:] = out[:, np.newaxis]
+
+        # TODO: pretty sure we can drop this?
+        # start y at origin level
+        # y_out[0, 0] = 0
+        # y_out[self.xy_nd_start] = 0
+        return x_out, y_out
+
+    def incr_update_xy_nd(
+        self,
+
+        src_shm: ShmArray,
+        array_key: str,
+
+        new_from_src: np.ndarray,  # portion of source that was updated
+        read_slc: slice,
+        ln: int,  # len of updated
+
+        nd_start: int,
+        nd_stop: int,
+
+        is_append: bool,
+
+    ) -> tuple[
+        np.ndarray,
+        slice,
+    ]:
+        # NOTE: for a step curve we slice from one datum prior
+        # to the current "update slice" to get the previous
+        # "level".
+        #
+        # why this is needed,
+        # - the current new append slice will often have a zero
+        #   value in the latest datum-step (at least for zero-on-new
+        #   cases like vlm in the) as per configuration of the FSP
+        #   engine.
+        # - we need to look back a datum to get the last level which
+        #   will be used to terminate/complete the last step x-width
+        #   which will be set to pair with the last x-index THIS MEANS
+        #
+        # XXX: this means WE CAN'T USE the append slice since we need to
+        # "look backward" one step to get the needed back-to-zero level
+        # and the update data in ``new_from_src`` will only contain the
+        # latest new data.
+        back_1 = slice(
+            read_slc.start - 1,
+            read_slc.stop,
+        )
+
+        to_write = src_shm._array[back_1]
+        y_nd_new = self.y_nd[back_1]
+        y_nd_new[:] = to_write[array_key][:, None]
+
+        x_nd_new = self.x_nd[read_slc]
+        x_nd_new[:] = (
+            new_from_src[self.index_field][:, None]
+            +
+            self.x_offset
+        )
+
+        # XXX: uncomment for debugging
+        # x_nd = self.x_nd[self.xy_slice]
+        # y_nd = self.y_nd[self.xy_slice]
+        # name = self.viz.name
+        # if 'dolla_vlm' in name:
+        #     s = 4
+        #     print(
+        #         f'{name}:\n'
+        #         'NEW_FROM_SRC:\n'
+        #         f'new_from_src: {new_from_src}\n\n'
+
+        #         f'PRE self.x_nd:'
+        #         f'\n{x_nd[-s:]}\n'
+        #         f'PRE self.y_nd:\n'
+        #         f'{y_nd[-s:]}\n\n'
+
+        #         f'TO WRITE:\n'
+        #         f'x_nd_new:\n'
+        #         f'{x_nd_new}\n'
+        #         f'y_nd_new:\n'
+        #         f'{y_nd_new}\n'
+        #     )
+
+    def format_xy_nd_to_1d(
+        self,
+
+        array: np.ndarray,
+        array_key: str,
+        vr: tuple[int, int],
+
+    ) -> tuple[
+        np.ndarray,
+        np.ndarray,
+        str,
+    ]:
+        last_t, last = array[-1][[self.index_field, array_key]]
+
+        start = self.xy_nd_start
+        stop = self.xy_nd_stop
+
+        x_step = self.x_nd[start:stop]
+        y_step = self.y_nd[start:stop]
+
+        # slice out in-view data
+        ivl, ivr = vr
+
+        # NOTE: add an extra step to get the vertical-line-down-to-zero
+        # adjacent to the last-datum graphic (filled rect).
+        x_step_iv = x_step[ivl:ivr+1]
+        y_step_iv = y_step[ivl:ivr+1]
+
+        # flatten to 1d
+        x_1d = x_step_iv.reshape(x_step_iv.size)
+        y_1d = y_step_iv.reshape(y_step_iv.size)
+
+        if (
+            self.index_field == 'time'
+            and x_1d.any()
+            and (x_1d == 0.5).any()
+        ):
+            breakpoint()
+
+        # debugging
+        # if y_1d.any():
+        #     s = 6
+        #     print(
+        #         f'x_step_iv:\n{x_step_iv[-s:]}\n'
+        #         f'y_step_iv:\n{y_step_iv[-s:]}\n\n'
+        #         f'x_1d:\n{x_1d[-s:]}\n'
+        #         f'y_1d:\n{y_1d[-s:]}\n'
+        #     )
+
+        return x_1d, y_1d, 'all'

piker/data/_m4.py

@@ -15,17 +15,30 @@
 # along with this program.  If not, see <https://www.gnu.org/licenses/>.
 
 '''
-Graphics related downsampling routines for compressing to pixel
+Graphics downsampling using the infamous M4 algorithm.
-limits on the display device.
+
+This is one of ``piker``'s secret weapons allowing us to boss all other
+charting platforms B)
+
+(AND DON'T YOU DARE TAKE THIS CODE WITHOUT CREDIT OR WE'LL SUE UR F#&@* ASS).
+
+NOTES: 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
 
 '''
 import math
 from typing import Optional
 
 import numpy as np
-from numpy.lib import recfunctions as rfn
 from numba import (
-    jit,
+    njit,
     # float64, optional, int64,
 )
 
@@ -35,109 +48,6 @@ 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 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 ds_m4(
     x: np.ndarray,
     y: np.ndarray,
@@ -160,16 +70,6 @@ def ds_m4(
     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
@@ -223,14 +123,20 @@ def ds_m4(
     assert frames >= (xrange / uppx)
 
     # call into ``numba``
-    nb, i_win, y_out = _m4(
+    (
+        nb,
+        x_out,
+        y_out,
+        ymn,
+        ymx,
+    ) = _m4(
         x,
         y,
 
         frames,
 
         # TODO: see func below..
-        # i_win,
+        # x_out,
         # y_out,
 
         # first index in x data to start at
@@ -243,14 +149,14 @@ def ds_m4(
     # filter out any overshoot in the input allocation arrays by
     # removing zero-ed tail entries which should start at a certain
     # index.
-    i_win = i_win[i_win != 0]
+    x_out = x_out[x_out != 0]
-    y_out = y_out[:i_win.size]
+    y_out = y_out[:x_out.size]
 
-    return nb, i_win, y_out
+    # print(f'M4 output ymn, ymx: {ymn},{ymx}')
+    return nb, x_out, y_out, ymn, ymx
 
 
-@jit(
+@njit(
-    nopython=True,
     nogil=True,
 )
 def _m4(
@@ -260,8 +166,8 @@ def _m4(
 
     frames: int,
 
-    # TODO: using this approach by having the ``.zeros()`` alloc lines
+    # TODO: using this approach, having the ``.zeros()`` alloc lines
-    # below, in put python was causing segs faults and alloc crashes..
+    # below in pure python, there were segs faults and alloc crashes..
     # we might need to see how it behaves with shm arrays and consider
     # allocating them once at startup?
 
@@ -274,14 +180,22 @@ def _m4(
     x_start: int,
     step: float,
 
-) -> int:
+) -> tuple[
-    # nbins = len(i_win)
+    int,
-    # count = len(xs)
+    np.ndarray,
+    np.ndarray,
+    float,
+    float,
+]:
+    '''
+    Implementation of the m4 algorithm in ``numba``:
+    http://www.vldb.org/pvldb/vol7/p797-jugel.pdf
 
+    '''
     # these are pre-allocated and mutated by ``numba``
     # code in-place.
     y_out = np.zeros((frames, 4), ys.dtype)
-    i_win = np.zeros(frames, xs.dtype)
+    x_out = np.zeros(frames, xs.dtype)
 
     bincount = 0
     x_left = x_start
@@ -295,24 +209,34 @@ def _m4(
 
     # set all bins in the left-most entry to the starting left-most x value
     # (aka a row broadcast).
-    i_win[bincount] = x_left
+    x_out[bincount] = x_left
     # set all y-values to the first value passed in.
     y_out[bincount] = ys[0]
 
+    # full input y-data mx and mn
+    mx: float = -np.inf
+    mn: float = np.inf
+
+    # compute OHLC style max / min values per window sized x-frame.
     for i in range(len(xs)):
+
         x = xs[i]
         y = ys[i]
+
         if x < x_left + step:   # the current window "step" is [bin, bin+1)
-            y_out[bincount, 1] = min(y, y_out[bincount, 1])
+            ymn = y_out[bincount, 1] = min(y, y_out[bincount, 1])
-            y_out[bincount, 2] = max(y, y_out[bincount, 2])
+            ymx = y_out[bincount, 2] = max(y, y_out[bincount, 2])
             y_out[bincount, 3] = y
+            mx = max(mx, ymx)
+            mn = min(mn, ymn)
+
         else:
             # Find the next bin
             while x >= x_left + step:
                 x_left += step
 
             bincount += 1
-            i_win[bincount] = x_left
+            x_out[bincount] = x_left
             y_out[bincount] = y
 
-    return bincount, i_win, y_out
+    return bincount, x_out, y_out, mn, mx

piker/data/_normalize.py

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

piker/data/_pathops.py

@@ -0,0 +1,432 @@
+# 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/>.
+"""
+Super fast ``QPainterPath`` generation related operator routines.
+
+"""
+import numpy as np
+from numpy.lib import recfunctions as rfn
+from numba import (
+    # types,
+    njit,
+    float64,
+    int64,
+    # optional,
+)
+
+# TODO: for ``numba`` typing..
+# from ._source import numba_ohlc_dtype
+from ._m4 import ds_m4
+from .._profile import (
+    Profiler,
+    pg_profile_enabled,
+    ms_slower_then,
+)
+
+
+def xy_downsample(
+    x,
+    y,
+    uppx,
+
+    x_spacer: float = 0.5,
+
+) -> tuple[
+    np.ndarray,
+    np.ndarray,
+    float,
+    float,
+]:
+    '''
+    Downsample 1D (flat ``numpy.ndarray``) arrays using M4 given an input
+    ``uppx`` (units-per-pixel) and add space between discreet datums.
+
+    '''
+    # 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, ymn, ymx = ds_m4(
+        x,
+        y,
+        uppx,
+    )
+
+    # flatten output to 1d arrays suitable for path-graphics generation.
+    x = np.broadcast_to(x[:, None], y.shape)
+    x = (x + np.array(
+        [-x_spacer, 0, 0, x_spacer]
+    )).flatten()
+    y = y.flatten()
+
+    return x, y, ymn, ymx
+
+
+@njit(
+    # NOTE: need to construct this manually for readonly
+    # arrays, see https://github.com/numba/numba/issues/4511
+    # (
+    #     types.Array(
+    #         numba_ohlc_dtype,
+    #         1,
+    #         'C',
+    #         readonly=True,
+    #     ),
+    #     int64,
+    #     types.unicode_type,
+    #     optional(float64),
+    # ),
+    nogil=True
+)
+def path_arrays_from_ohlc(
+    data: np.ndarray,
+    start: int64,
+    bar_w: float64,
+    bar_gap: float64 = 0.16,
+    use_time_index: bool = True,
+
+    # XXX: ``numba`` issue: https://github.com/numba/numba/issues/8622
+    # index_field: str,
+
+) -> tuple[
+    np.ndarray,
+    np.ndarray,
+    np.ndarray,
+]:
+    '''
+    Generate an array of lines objects from input ohlc data.
+
+    '''
+    size = int(data.shape[0] * 6)
+
+    # XXX: see this for why the dtype might have to be defined outside
+    # the routine.
+    # https://github.com/numba/numba/issues/4098#issuecomment-493914533
+    x = np.zeros(
+        shape=size,
+        dtype=float64,
+    )
+    y, c = x.copy(), x.copy()
+
+    half_w: float = bar_w/2
+
+    # TODO: report bug for assert @
+    # /home/goodboy/repos/piker/env/lib/python3.8/site-packages/numba/core/typing/builtins.py:991
+    for i, q in enumerate(data[start:], start):
+
+        open = q['open']
+        high = q['high']
+        low = q['low']
+        close = q['close']
+
+        if use_time_index:
+            index = float64(q['time'])
+        else:
+            index = float64(q['index'])
+
+        # XXX: ``numba`` issue: https://github.com/numba/numba/issues/8622
+        # index = float64(q[index_field])
+        # AND this (probably)
+        # open, high, low, close, index = q[
+        #     ['open', 'high', 'low', 'close', 'index']]
+
+        istart = i * 6
+        istop = istart + 6
+
+        # x,y detail the 6 points which connect all vertexes of a ohlc bar
+        mid: float = index + half_w
+        x[istart:istop] = (
+            index + bar_gap,
+            mid,
+            mid,
+            mid,
+            mid,
+            index + bar_w - bar_gap,
+        )
+        y[istart:istop] = (
+            open,
+            open,
+            low,
+            high,
+            close,
+            close,
+        )
+
+        # specifies that the first edge is never connected to the
+        # prior bars last edge thus providing a small "gap"/"space"
+        # between bars determined by ``bar_gap``.
+        c[istart:istop] = (1, 1, 1, 1, 1, 0)
+
+    return x, y, c
+
+
+def hl2mxmn(
+    ohlc: np.ndarray,
+    index_field: str = 'index',
+
+) -> np.ndarray:
+    '''
+    Convert a OHLC struct-array containing 'high'/'low' columns
+    to a "joined" max/min 1-d array.
+
+    '''
+    index = ohlc[index_field]
+    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
+
+
+@njit(
+    # TODO: the type annots..
+    # float64[:](float64[:],),
+)
+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 ohlc_flatten(
+    ohlc: np.ndarray,
+    use_mxmn: bool = True,
+    index_field: str = 'index',
+
+) -> 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_field]
+
+    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 slice_from_time(
+    arr: np.ndarray,
+    start_t: float,
+    stop_t: float,
+    step: int | None = None,
+
+) -> tuple[
+    slice,
+    slice,
+]:
+    '''
+    Calculate array indices mapped from a time range and return them in
+    a slice.
+
+    Given an input array with an epoch `'time'` series entry, calculate
+    the indices which span the time range and return in a slice. Presume
+    each `'time'` step increment is uniform and when the time stamp
+    series contains gaps (the uniform presumption is untrue) use
+    ``np.searchsorted()`` binary search to look up the appropriate
+    index.
+
+    '''
+    profiler = Profiler(
+        msg='slice_from_time()',
+        disabled=not pg_profile_enabled(),
+        ms_threshold=ms_slower_then,
+    )
+
+    times = arr['time']
+    t_first = round(times[0])
+
+    read_i_max = arr.shape[0]
+
+    if step is None:
+        step = round(times[-1] - times[-2])
+        if step == 0:
+            # XXX: HOW TF is this happening?
+            step = 1
+
+    # compute (presumed) uniform-time-step index offsets
+    i_start_t = round(start_t)
+    read_i_start = round(((i_start_t - t_first) // step)) - 1
+
+    i_stop_t = round(stop_t)
+    read_i_stop = round((i_stop_t - t_first) // step) + 1
+
+    # always clip outputs to array support
+    # for read start:
+    # - never allow a start < the 0 index
+    # - never allow an end index > the read array len
+    read_i_start = min(
+        max(0, read_i_start),
+        read_i_max - 1,
+    )
+    read_i_stop = max(
+        0,
+        min(read_i_stop, read_i_max),
+    )
+
+    # check for larger-then-latest calculated index for given start
+    # time, in which case we do a binary search for the correct index.
+    # NOTE: this is usually the result of a time series with time gaps
+    # where it is expected that each index step maps to a uniform step
+    # in the time stamp series.
+    t_iv_start = times[read_i_start]
+    if (
+        t_iv_start > i_start_t
+    ):
+        # do a binary search for the best index mapping to ``start_t``
+        # given we measured an overshoot using the uniform-time-step
+        # calculation from above.
+
+        # TODO: once we start caching these per source-array,
+        # we can just overwrite ``read_i_start`` directly.
+        new_read_i_start = np.searchsorted(
+            times,
+            i_start_t,
+            side='left',
+        )
+
+        # TODO: minimize binary search work as much as possible:
+        # - cache these remap values which compensate for gaps in the
+        #   uniform time step basis where we calc a later start
+        #   index for the given input ``start_t``.
+        # - can we shorten the input search sequence by heuristic?
+        #   up_to_arith_start = index[:read_i_start]
+
+        if (
+            new_read_i_start < read_i_start
+        ):
+            # t_diff = t_iv_start - start_t
+            # print(
+            #     f"WE'RE CUTTING OUT TIME - STEP:{step}\n"
+            #     f'start_t:{start_t} -> 0index start_t:{t_iv_start}\n'
+            #     f'diff: {t_diff}\n'
+            #     f'REMAPPED START i: {read_i_start} -> {new_read_i_start}\n'
+            # )
+            read_i_start = new_read_i_start - 1
+
+    t_iv_stop = times[read_i_stop - 1]
+    if (
+        t_iv_stop > i_stop_t
+    ):
+        # t_diff = stop_t - t_iv_stop
+        # print(
+        #     f"WE'RE CUTTING OUT TIME - STEP:{step}\n"
+        #     f'calced iv stop:{t_iv_stop} -> stop_t:{stop_t}\n'
+        #     f'diff: {t_diff}\n'
+        #     # f'SHOULD REMAP STOP: {read_i_start} -> {new_read_i_start}\n'
+        # )
+        new_read_i_stop = np.searchsorted(
+            times[read_i_start:],
+            i_stop_t,
+            side='left',
+        )
+
+        if (
+            new_read_i_stop < read_i_stop
+        ):
+            read_i_stop = read_i_start + new_read_i_stop
+
+    # sanity checks for range size
+    # samples = (i_stop_t - i_start_t) // step
+    # index_diff = read_i_stop - read_i_start + 1
+    # if index_diff > (samples + 3):
+    #     breakpoint()
+
+    # read-relative indexes: gives a slice where `shm.array[read_slc]`
+    # will be the data spanning the input time range `start_t` ->
+    # `stop_t`
+    read_slc = slice(
+        int(read_i_start),
+        int(read_i_stop),
+    )
+
+    profiler(
+        'slicing complete'
+        # f'{start_t} -> {abs_slc.start} | {read_slc.start}\n'
+        # f'{stop_t} -> {abs_slc.stop} | {read_slc.stop}\n'
+    )
+
+    # NOTE: if caller needs absolute buffer indices they can
+    # slice the buffer abs index like so:
+    # index = arr['index']
+    # abs_indx = index[read_slc]
+    # abs_slc = slice(
+    #     int(abs_indx[0]),
+    #     int(abs_indx[-1]),
+    # )
+
+    return read_slc

piker/data/_sampling.py

@@ -20,53 +20,96 @@ financial data flows.
 
 """
 from __future__ import annotations
-from collections import Counter
+from collections import (
+    Counter,
+    defaultdict,
+)
+from contextlib import asynccontextmanager as acm
 import time
-from typing import TYPE_CHECKING, Optional, Union
+from typing import (
+    AsyncIterator,
+    TYPE_CHECKING,
+)
 
 import tractor
+from tractor.trionics import (
+    maybe_open_nursery,
+)
 import trio
 from trio_typing import TaskStatus
 
-from ..log import get_logger
+from ..log import (
+    get_logger,
+    get_console_log,
+)
+from .._daemon import maybe_spawn_daemon
 
 if TYPE_CHECKING:
-    from ._sharedmem import ShmArray
+    from ._sharedmem import (
+        ShmArray,
+    )
     from .feed import _FeedsBus
 
 log = get_logger(__name__)
 
 
-class sampler:
+# highest frequency sample step is 1 second by default, though in
+# the future we may want to support shorter periods or a dynamic style
+# tick-event stream.
+_default_delay_s: float = 1.0
+
+
+class Sampler:
     '''
     Global sampling engine registry.
 
     Manages state for sampling events, shm incrementing and
     sample period logic.
 
+    This non-instantiated type is meant to be a singleton within
+    a `samplerd` actor-service spawned once by the user wishing to
+    time-step sample real-time quote feeds, see
+    ``._daemon.maybe_open_samplerd()`` and the below
+    ``register_with_sampler()``.
+
     '''
+    service_nursery: None | trio.Nursery = None
+
     # TODO: we could stick these in a composed type to avoid
     # angering the "i hate module scoped variables crowd" (yawn).
-    ohlcv_shms: dict[int, list[ShmArray]] = {}
+    ohlcv_shms: dict[float, list[ShmArray]] = {}
 
     # holds one-task-per-sample-period tasks which are spawned as-needed by
     # data feed requests with a given detected time step usually from
     # history loading.
-    incrementers: dict[int, trio.CancelScope] = {}
+    incr_task_cs: trio.CancelScope | None = None
 
     # holds all the ``tractor.Context`` remote subscriptions for
     # a particular sample period increment event: all subscribers are
     # notified on a step.
-    subscribers: dict[int, tractor.Context] = {}
+    # subscribers: dict[int, list[tractor.MsgStream]] = {}
+    subscribers: defaultdict[
+        float,
+        list[
+            float,
+            set[tractor.MsgStream]
+        ],
+    ] = defaultdict(
+        lambda: [
+            round(time.time()),
+            set(),
+        ]
+    )
 
-
+    @classmethod
-async def increment_ohlc_buffer(
+    async def increment_ohlc_buffer(
-    delay_s: int,
+        self,
+        period_s: float,
         task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
-):
+    ):
         '''
         Task which inserts new bars into the provide shared memory array
-    every ``delay_s`` seconds.
+        every ``period_s`` seconds.
 
         This task fulfills 2 purposes:
         - it takes the subscribed set of shm arrays and increments them
@@ -78,100 +121,143 @@ async def increment_ohlc_buffer(
         the underlying buffers will actually be incremented.
 
         '''
-    # # wait for brokerd to signal we should start sampling
-    # await shm_incrementing(shm_token['shm_name']).wait()
-
         # TODO: right now we'll spin printing bars if the last time stamp is
         # before a large period of no market activity.  Likely the best way
         # to solve this is to make this task aware of the instrument's
         # tradable hours?
 
-    # adjust delay to compensate for trio processing time
+        total_s: float = 0  # total seconds counted
-    ad = min(sampler.ohlcv_shms.keys()) - 0.001
+        ad = period_s - 0.001  # compensate for trio processing time
-
-    total_s = 0  # total seconds counted
-    lowest = min(sampler.ohlcv_shms.keys())
-    lowest_shm = sampler.ohlcv_shms[lowest][0]
-    ad = lowest - 0.001
 
         with trio.CancelScope() as cs:
-
             # register this time period step as active
-        sampler.incrementers[delay_s] = cs
             task_status.started(cs)
 
+            # sample step loop:
+            # includes broadcasting to all connected consumers on every
+            # new sample step as well incrementing any registered
+            # buffers by registered sample period.
             while True:
-            # TODO: do we want to support dynamically
-            # adding a "lower" lowest increment period?
                 await trio.sleep(ad)
-            total_s += lowest
+                total_s += period_s
 
                 # increment all subscribed shm arrays
                 # TODO:
                 # - this in ``numba``
                 # - just lookup shms for this step instead of iterating?
-            for delay_s, shms in sampler.ohlcv_shms.items():
+
-                if total_s % delay_s != 0:
+                i_epoch = round(time.time())
+                broadcasted: set[float] = set()
+
+                # print(f'epoch: {i_epoch} -> REGISTRY {self.ohlcv_shms}')
+                for shm_period_s, shms in self.ohlcv_shms.items():
+
+                    # short-circuit on any not-ready because slower sample
+                    # rate consuming shm buffers.
+                    if total_s % shm_period_s != 0:
+                        # print(f'skipping `{shm_period_s}s` sample update')
                         continue
 
+                    # update last epoch stamp for this period group
+                    if shm_period_s not in broadcasted:
+                        sub_pair = self.subscribers[shm_period_s]
+                        sub_pair[0] = i_epoch
+                        broadcasted.add(shm_period_s)
+
                     # TODO: ``numba`` this!
                     for shm in shms:
-                    # TODO: in theory we could make this faster by copying the
+                        # print(f'UPDATE {shm_period_s}s STEP for {shm.token}')
-                    # "last" readable value into the underlying larger buffer's
-                    # next value and then incrementing the counter instead of
-                    # using ``.push()``?
 
-                    # append new entry to buffer thus "incrementing" the bar
+                        # append new entry to buffer thus "incrementing"
+                        # the bar
                         array = shm.array
                         last = array[-1:][shm._write_fields].copy()
-                    # (index, t, close) = last[0][['index', 'time', 'close']]
-                    (t, close) = last[0][['time', 'close']]
 
-                    # this copies non-std fields (eg. vwap) from the last datum
+                        # guard against startup backfilling races where
-                    last[
+                        # the buffer has not yet been filled.
-                        ['time', 'volume', 'open', 'high', 'low', 'close']
+                        if not last.size:
-                    ][0] = (t + delay_s, 0, close, close, close, close)
+                            continue
+
+                        (t, close) = last[0][[
+                            'time',
+                            'close',
+                        ]]
+
+                        next_t = t + shm_period_s
+
+                        if shm_period_s <= 1:
+                            next_t = i_epoch
+
+                        # this copies non-std fields (eg. vwap) from the
+                        # last datum
+                        last[[
+                            'time',
+
+                            'open',
+                            'high',
+                            'low',
+                            'close',
+
+                            'volume',
+                        ]][0] = (
+                            # epoch timestamp
+                            next_t,
+
+                            # OHLC
+                            close,
+                            close,
+                            close,
+                            close,
+
+                            0,  # vlm
+                        )
+
+                        # TODO: in theory we could make this faster by
+                        # copying the "last" readable value into the
+                        # underlying larger buffer's next value and then
+                        # incrementing the counter instead of using
+                        # ``.push()``?
 
                         # write to the buffer
                         shm.push(last)
 
-            await broadcast(delay_s, shm=lowest_shm)
+                # broadcast increment msg to all updated subs per period
+                for shm_period_s in broadcasted:
+                    await self.broadcast(
+                        period_s=shm_period_s,
+                        time_stamp=i_epoch,
+                    )
 
+    @classmethod
+    async def broadcast(
+        self,
+        period_s: float,
+        time_stamp: float | None = None,
 
-async def broadcast(
+    ) -> None:
-    delay_s: int,
-    shm: Optional[ShmArray] = None,
-
-) -> None:
         '''
-    Broadcast the given ``shm: ShmArray``'s buffer index step to any
+        Broadcast the period size and last index step value to all
         subscribers for a given sample period.
 
-    The sent msg will include the first and last index which slice into
-    the buffer's non-empty data.
-
         '''
-    subs = sampler.subscribers.get(delay_s, ())
+        pair = self.subscribers[period_s]
 
-    first = last = -1
+        last_ts, subs = pair
-
-    if shm is None:
-        periods = sampler.ohlcv_shms.keys()
-        # if this is an update triggered by a history update there
-        # might not actually be any sampling bus setup since there's
-        # no "live feed" active yet.
-        if periods:
-            lowest = min(periods)
-            shm = sampler.ohlcv_shms[lowest][0]
-            first = shm._first.value
-            last = shm._last.value
 
+        task = trio.lowlevel.current_task()
+        log.debug(
+            f'SUBS {self.subscribers}\n'
+            f'PAIR {pair}\n'
+            f'TASK: {task}: {id(task)}\n'
+            f'broadcasting {period_s} -> {last_ts}\n'
+            # f'consumers: {subs}'
+        )
+        borked: set[tractor.MsgStream] = set()
         for stream in subs:
             try:
                 await stream.send({
-                'first': first,
+                    'index': time_stamp or last_ts,
-                'last': last,
+                    'period': period_s,
-                'index': last,
                 })
             except (
                 trio.BrokenResourceError,
@@ -180,6 +266,9 @@ async def broadcast(
                 log.error(
                     f'{stream._ctx.chan.uid} dropped connection'
                 )
+                borked.add(stream)
+
+        for stream in borked:
             try:
                 subs.remove(stream)
             except ValueError:
@@ -187,53 +276,255 @@ async def broadcast(
                     f'{stream._ctx.chan.uid} sub already removed!?'
                 )
 
+    @classmethod
+    async def broadcast_all(self) -> None:
+        for period_s in self.subscribers:
+            await self.broadcast(period_s)
+
 
 @tractor.context
-async def iter_ohlc_periods(
+async def register_with_sampler(
     ctx: tractor.Context,
-    delay_s: int,
+    period_s: float,
+    shms_by_period: dict[float, dict] | None = None,
+
+    open_index_stream: bool = True,  # open a 2way stream for sample step msgs?
+    sub_for_broadcasts: bool = True,  # sampler side to send step updates?
 
 ) -> None:
-    '''
-    Subscribe to OHLC sampling "step" events: when the time
-    aggregation period increments, this event stream emits an index
-    event.
 
-    '''
+    get_console_log(tractor.current_actor().loglevel)
-    # add our subscription
+    incr_was_started: bool = False
-    subs = sampler.subscribers.setdefault(delay_s, [])
-    await ctx.started()
-    async with ctx.open_stream() as stream:
-        subs.append(stream)
 
     try:
-            # stream and block until cancelled
+        async with maybe_open_nursery(
-            await trio.sleep_forever()
+            Sampler.service_nursery
-        finally:
+        ) as service_nursery:
-            try:
+
-                subs.remove(stream)
+            # init startup, create (actor-)local service nursery and start
-            except ValueError:
+            # increment task
-                log.error(
+            Sampler.service_nursery = service_nursery
-                    f'iOHLC step stream was already dropped {ctx.chan.uid}?'
+
+            # always ensure a period subs entry exists
+            last_ts, subs = Sampler.subscribers[float(period_s)]
+
+            async with trio.Lock():
+                if Sampler.incr_task_cs is None:
+                    Sampler.incr_task_cs = await service_nursery.start(
+                        Sampler.increment_ohlc_buffer,
+                        1.,
                     )
+                    incr_was_started = True
+
+            # insert the base 1s period (for OHLC style sampling) into
+            # the increment buffer set to update and shift every second.
+            if shms_by_period is not None:
+                from ._sharedmem import (
+                    attach_shm_array,
+                    _Token,
+                )
+                for period in shms_by_period:
+
+                    # load and register shm handles
+                    shm_token_msg = shms_by_period[period]
+                    shm = attach_shm_array(
+                        _Token.from_msg(shm_token_msg),
+                        readonly=False,
+                    )
+                    shms_by_period[period] = shm
+                    Sampler.ohlcv_shms.setdefault(period, []).append(shm)
+
+                assert Sampler.ohlcv_shms
+
+            # unblock caller
+            await ctx.started(set(Sampler.ohlcv_shms.keys()))
+
+            if open_index_stream:
+                try:
+                    async with ctx.open_stream() as stream:
+                        if sub_for_broadcasts:
+                            subs.add(stream)
+
+                        # except broadcast requests from the subscriber
+                        async for msg in stream:
+                            if msg == 'broadcast_all':
+                                await Sampler.broadcast_all()
+                finally:
+                    if sub_for_broadcasts:
+                        subs.remove(stream)
+            else:
+                # if no shms are passed in we just wait until cancelled
+                # by caller.
+                await trio.sleep_forever()
+
+    finally:
+        # TODO: why tf isn't this working?
+        if shms_by_period is not None:
+            for period, shm in shms_by_period.items():
+                Sampler.ohlcv_shms[period].remove(shm)
+
+        if incr_was_started:
+            Sampler.incr_task_cs.cancel()
+            Sampler.incr_task_cs = None
+
+
+async def spawn_samplerd(
+
+    loglevel: str | None = None,
+    **extra_tractor_kwargs
+
+) -> bool:
+    '''
+    Daemon-side service task: start a sampling daemon for common step
+    update and increment count write and stream broadcasting.
+
+    '''
+    from piker._daemon import Services
+
+    dname = 'samplerd'
+    log.info(f'Spawning `{dname}`')
+
+    # singleton lock creation of ``samplerd`` since we only ever want
+    # one daemon per ``pikerd`` proc tree.
+    # TODO: make this built-into the service api?
+    async with Services.locks[dname + '_singleton']:
+
+        if dname not in Services.service_tasks:
+
+            portal = await Services.actor_n.start_actor(
+                dname,
+                enable_modules=[
+                    'piker.data._sampling',
+                ],
+                loglevel=loglevel,
+                debug_mode=Services.debug_mode,  # set by pikerd flag
+                **extra_tractor_kwargs
+            )
+
+            await Services.start_service_task(
+                dname,
+                portal,
+                register_with_sampler,
+                period_s=1,
+                sub_for_broadcasts=False,
+            )
+            return True
+
+        return False
+
+
+@acm
+async def maybe_open_samplerd(
+
+    loglevel: str | None = None,
+    **kwargs,
+
+) -> tractor._portal.Portal:  # noqa
+    '''
+    Client-side helper to maybe startup the ``samplerd`` service
+    under the ``pikerd`` tree.
+
+    '''
+    dname = 'samplerd'
+
+    async with maybe_spawn_daemon(
+        dname,
+        service_task_target=spawn_samplerd,
+        spawn_args={'loglevel': loglevel},
+        loglevel=loglevel,
+        **kwargs,
+
+    ) as portal:
+        yield portal
+
+
+@acm
+async def open_sample_stream(
+    period_s: float,
+    shms_by_period: dict[float, dict] | None = None,
+    open_index_stream: bool = True,
+    sub_for_broadcasts: bool = True,
+
+    cache_key: str | None = None,
+    allow_new_sampler: bool = True,
+
+) -> AsyncIterator[dict[str, float]]:
+    '''
+    Subscribe to OHLC sampling "step" events: when the time aggregation
+    period increments, this event stream emits an index event.
+
+    This is a client-side endpoint that does all the work of ensuring
+    the `samplerd` actor is up and that mult-consumer-tasks are given
+    a broadcast stream when possible.
+
+    '''
+    # TODO: wrap this manager with the following to make it cached
+    # per client-multitasks entry.
+    # maybe_open_context(
+    #     acm_func=partial(
+    #         portal.open_context,
+    #         register_with_sampler,
+    #     ),
+    #     key=cache_key or period_s,
+    # )
+    # 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:
+
+    async with (
+        # XXX: this should be singleton on a host,
+        # a lone broker-daemon per provider should be
+        # created for all practical purposes
+        maybe_open_samplerd() as portal,
+
+        portal.open_context(
+            register_with_sampler,
+            **{
+                'period_s': period_s,
+                'shms_by_period': shms_by_period,
+                'open_index_stream': open_index_stream,
+                'sub_for_broadcasts': sub_for_broadcasts,
+            },
+        ) as (ctx, first)
+    ):
+        async with (
+            ctx.open_stream() as istream,
+
+            # TODO: we don't need this task-bcasting right?
+            # istream.subscribe() as istream,
+        ):
+            yield istream
 
 
 async def sample_and_broadcast(
 
     bus: _FeedsBus,  # noqa
-    shm: ShmArray,
+    rt_shm: ShmArray,
+    hist_shm: ShmArray,
     quote_stream: trio.abc.ReceiveChannel,
     brokername: str,
     sum_tick_vlm: bool = True,
 
 ) -> None:
+    '''
+    `brokerd`-side task which writes latest datum sampled data.
 
+    This task is meant to run in the same actor (mem space) as the
+    `brokerd` real-time quote feed which is being sampled to
+    a ``ShmArray`` buffer.
+
+    '''
     log.info("Started shared mem bar writer")
 
     overruns = Counter()
 
     # iterate stream delivered by broker
     async for quotes in quote_stream:
+        # print(quotes)
+
         # TODO: ``numba`` this!
         for broker_symbol, quote in quotes.items():
             # TODO: in theory you can send the IPC msg *before* writing
@@ -257,6 +548,9 @@ async def sample_and_broadcast(
 
                     last = tick['price']
 
+                    # more compact inline-way to do this assignment
+                    # to both buffers?
+                    for shm in [rt_shm, hist_shm]:
                         # update last entry
                         # benchmarked in the 4-5 us range
                         o, high, low, v = shm.array[-1][
@@ -293,29 +587,29 @@ async def sample_and_broadcast(
                             volume,
                         )
 
+            # TODO: PUT THIS IN A ``_FeedsBus.broadcast()`` method!
             # XXX: we need to be very cautious here that no
             # context-channel is left lingering which doesn't have
             # a far end receiver actor-task. In such a case you can
             # end up triggering backpressure which which will
             # eventually block this producer end of the feed and
             # thus other consumers still attached.
+            sub_key: str = broker_symbol.lower()
             subs: list[
                 tuple[
-                    Union[tractor.MsgStream, trio.MemorySendChannel],
+                    tractor.MsgStream | trio.MemorySendChannel,
-                    tractor.Context,
+                    float | None,  # tick throttle in Hz
-                    Optional[float],  # tick throttle in Hz
                 ]
-            ] = bus._subscribers[broker_symbol.lower()]
+            ] = bus.get_subs(sub_key)
 
             # 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}'
+            fqsn = f'{broker_symbol}.{brokername}'
             lags: int = 0
 
-            for (stream, ctx, tick_throttle) in subs:
+            for (stream, tick_throttle) in subs.copy():
-
                 try:
                     with trio.move_on_after(0.2) as cs:
                         if tick_throttle:
@@ -323,47 +617,39 @@ async def sample_and_broadcast(
                             # pushes to the ``uniform_rate_send()`` below.
                             try:
                                 stream.send_nowait(
-                                    (bsym, quote)
+                                    (fqsn, quote)
                                 )
                             except trio.WouldBlock:
+                                overruns[sub_key] += 1
+                                ctx = stream._ctx
                                 chan = ctx.chan
-                                if ctx:
+
                                 log.warning(
-                                        f'Feed overrun {bus.brokername} ->'
+                                    f'Feed OVERRUN {sub_key}'
-                                        f'{chan.uid} !!!'
+                                    '@{bus.brokername} -> \n'
+                                    f'feed @ {chan.uid}\n'
+                                    f'throttle = {tick_throttle} Hz'
                                 )
-                                else:
+
-                                    key = id(stream)
+                                if overruns[sub_key] > 6:
-                                    overruns[key] += 1
-                                    log.warning(
-                                        f'Feed overrun {broker_symbol}'
-                                        '@{bus.brokername} -> '
-                                        f'feed @ {tick_throttle} Hz'
-                                    )
-                                    if overruns[key] > 6:
                                     # TODO: should we check for the
                                     # context being cancelled? this
                                     # could happen but the
                                     # channel-ipc-pipe is still up.
-                                        if not chan.connected():
+                                    if (
+                                        not chan.connected()
+                                        or ctx._cancel_called
+                                    ):
                                         log.warning(
                                             'Dropping broken consumer:\n'
-                                                f'{broker_symbol}:'
+                                            f'{sub_key}:'
                                             f'{ctx.cid}@{chan.uid}'
                                         )
                                         await stream.aclose()
                                         raise trio.BrokenResourceError
-                                        else:
-                                            log.warning(
-                                                'Feed getting overrun bro!\n'
-                                                f'{broker_symbol}:'
-                                                f'{ctx.cid}@{chan.uid}'
-                                            )
-                                            continue
-
                         else:
                             await stream.send(
-                                {bsym: quote}
+                                {fqsn: quote}
                             )
 
                     if cs.cancelled_caught:
@@ -376,6 +662,7 @@ async def sample_and_broadcast(
                     trio.ClosedResourceError,
                     trio.EndOfChannel,
                 ):
+                    ctx = stream._ctx
                     chan = ctx.chan
                     if ctx:
                         log.warning(
@@ -391,20 +678,69 @@ async def sample_and_broadcast(
                     # so far seems like no since this should all
                     # be single-threaded. Doing it anyway though
                     # since there seems to be some kinda race..
-                    try:
+                    bus.remove_subs(
-                        subs.remove((stream, tick_throttle))
+                        sub_key,
-                    except ValueError:
+                        {(stream, tick_throttle)},
-                        log.error(
-                            f'Stream was already removed from subs!?\n'
-                            f'{broker_symbol}:'
-                            f'{ctx.cid}@{chan.uid}'
                     )
 
 
+# a working tick-type-classes template
+_tick_groups = {
+    'clears': {'trade', 'dark_trade', 'last'},
+    'bids': {'bid', 'bsize'},
+    'asks': {'ask', 'asize'},
+}
+
+
+def frame_ticks(
+    first_quote: dict,
+    last_quote: dict,
+    ticks_by_type: dict,
+) -> None:
+    # append quotes since last iteration into the last quote's
+    # tick array/buffer.
+    ticks = last_quote.get('ticks')
+
+    # TODO: once we decide to get fancy really we should
+    # have a shared mem tick buffer that is just
+    # continually filled and the UI just ready from it
+    # at it's display rate.
+    if ticks:
+        # TODO: do we need this any more or can we just
+        # expect the receiver to unwind the below
+        # `ticks_by_type: dict`?
+        # => undwinding would potentially require a
+        # `dict[str, set | list]` instead with an
+        # included `'types' field which is an (ordered)
+        # set of tick type fields in the order which
+        # types arrived?
+        first_quote['ticks'].extend(ticks)
+
+        # XXX: build a tick-by-type table of lists
+        # of tick messages. This allows for less
+        # iteration on the receiver side by allowing for
+        # a single "latest tick event" look up by
+        # indexing the last entry in each sub-list.
+        # tbt = {
+        #     'types': ['bid', 'asize', 'last', .. '<type_n>'],
+
+        #     'bid': [tick0, tick1, tick2, .., tickn],
+        #     'asize': [tick0, tick1, tick2, .., tickn],
+        #     'last': [tick0, tick1, tick2, .., tickn],
+        #     ...
+        #     '<type_n>': [tick0, tick1, tick2, .., tickn],
+        # }
+
+        # append in reverse FIFO order for in-order iteration on
+        # receiver side.
+        for tick in ticks:
+            ttype = tick['type']
+            ticks_by_type[ttype].append(tick)
+
+
 # TODO: a less naive throttler, here's some snippets:
 # token bucket by njs:
 # https://gist.github.com/njsmith/7ea44ec07e901cb78ebe1dd8dd846cb9
-
 async def uniform_rate_send(
 
     rate: float,
@@ -415,6 +751,9 @@ async def uniform_rate_send(
 
 ) -> None:
 
+    # try not to error-out on overruns of the subscribed (chart) client
+    stream._ctx._backpressure = True
+
     # TODO: compute the approx overhead latency per cycle
     left_to_sleep = throttle_period = 1/rate - 0.000616
 
@@ -424,6 +763,12 @@ async def uniform_rate_send(
     diff = 0
 
     task_status.started()
+    ticks_by_type: defaultdict[
+        str,
+        list[dict],
+    ] = defaultdict(list)
+
+    clear_types = _tick_groups['clears']
 
     while True:
 
@@ -442,34 +787,17 @@ async def uniform_rate_send(
 
                 if not first_quote:
                     first_quote = last_quote
+                    # first_quote['tbt'] = ticks_by_type
 
                 if (throttle_period - diff) > 0:
                     # received a quote but the send cycle period hasn't yet
                     # expired we aren't supposed to send yet so append
                     # to the tick frame.
-
+                    frame_ticks(
-                    # append quotes since last iteration into the last quote's
+                        first_quote,
-                    # tick array/buffer.
+                        last_quote,
-                    ticks = last_quote.get('ticks')
+                        ticks_by_type,
-
+                    )
-                    # XXX: idea for frame type data structure we could
-                    # use on the wire instead of a simple list?
-                    # frames = {
-                    #     'index': ['type_a', 'type_c', 'type_n', 'type_n'],
-
-                    #     'type_a': [tick0, tick1, tick2, .., tickn],
-                    #     'type_b': [tick0, tick1, tick2, .., tickn],
-                    #     'type_c': [tick0, tick1, tick2, .., tickn],
-                    #     ...
-                    #     'type_n': [tick0, tick1, tick2, .., tickn],
-                    # }
-
-                    # TODO: once we decide to get fancy really we should
-                    # have a shared mem tick buffer that is just
-                    # continually filled and the UI just ready from it
-                    # at it's display rate.
-                    if ticks:
-                        first_quote['ticks'].extend(ticks)
 
                     # send cycle isn't due yet so continue waiting
                     continue
@@ -486,12 +814,35 @@ async def uniform_rate_send(
                 # received quote ASAP.
                 sym, first_quote = await quote_stream.receive()
 
+                frame_ticks(
+                    first_quote,
+                    first_quote,
+                    ticks_by_type,
+                )
+
             # we have a quote already so send it now.
 
+        with trio.move_on_after(throttle_period) as cs:
+            while (
+                not set(ticks_by_type).intersection(clear_types)
+            ):
+                try:
+                    sym, last_quote = await quote_stream.receive()
+                except trio.EndOfChannel:
+                    log.exception(f"feed for {stream} ended?")
+                    break
+
+                frame_ticks(
+                    first_quote,
+                    last_quote,
+                    ticks_by_type,
+                )
+
         # measured_rate = 1 / (time.time() - last_send)
         # log.info(
         #     f'`{sym}` throttled send hz: {round(measured_rate, ndigits=1)}'
         # )
+        first_quote['tbt'] = ticks_by_type
 
         # TODO: now if only we could sync this to the display
         # rate timing exactly lul
@@ -517,3 +868,4 @@ async def uniform_rate_send(
         first_quote = last_quote = None
         diff = 0
         last_send = time.time()
+        ticks_by_type.clear()

piker/data/_sharedmem.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for piker0)
+# Copyright (C) Tyler Goodlet (in stewardship for pikers)
 
 # This program is free software: you can redistribute it and/or modify
 # it under the terms of the GNU Affero General Public License as published by
@@ -27,13 +27,14 @@ from multiprocessing.shared_memory import SharedMemory, _USE_POSIX
 if _USE_POSIX:
     from _posixshmem import shm_unlink
 
-import tractor
+# import msgspec
 import numpy as np
-from pydantic import BaseModel
 from numpy.lib import recfunctions as rfn
+import tractor
 
 from ..log import get_logger
 from ._source import base_iohlc_dtype
+from .types import Struct
 
 
 log = get_logger(__name__)
@@ -49,7 +50,11 @@ _rt_buffer_start = int((_days_worth - 1) * _secs_in_day)
 
 
 def cuckoff_mantracker():
+    '''
+    Disable all ``multiprocessing``` "resource tracking" machinery since
+    it's an absolute multi-threaded mess of non-SC madness.
 
+    '''
     from multiprocessing import resource_tracker as mantracker
 
     # Tell the "resource tracker" thing to fuck off.
@@ -107,36 +112,39 @@ class SharedInt:
                 log.warning(f'Shm for {name} already unlinked?')
 
 
-class _Token(BaseModel):
+class _Token(Struct, frozen=True):
     '''
     Internal represenation of a shared memory "token"
     which can be used to key a system wide post shm entry.
 
     '''
-    class Config:
-        frozen = True
-
     shm_name: str  # this servers as a "key" value
     shm_first_index_name: str
     shm_last_index_name: str
     dtype_descr: tuple
+    size: int  # in struct-array index / row terms
 
     @property
     def dtype(self) -> np.dtype:
         return np.dtype(list(map(tuple, self.dtype_descr))).descr
 
     def as_msg(self):
-        return self.dict()
+        return self.to_dict()
 
     @classmethod
     def from_msg(cls, msg: dict) -> _Token:
         if isinstance(msg, _Token):
             return msg
 
+        # TODO: native struct decoding
+        # return _token_dec.decode(msg)
+
         msg['dtype_descr'] = tuple(map(tuple, msg['dtype_descr']))
         return _Token(**msg)
 
 
+# _token_dec = msgspec.msgpack.Decoder(_Token)
+
 # TODO: this api?
 # _known_tokens = tractor.ActorVar('_shm_tokens', {})
 # _known_tokens = tractor.ContextStack('_known_tokens', )
@@ -155,6 +163,7 @@ def get_shm_token(key: str) -> _Token:
 
 def _make_token(
     key: str,
+    size: int,
     dtype: Optional[np.dtype] = None,
 ) -> _Token:
     '''
@@ -167,7 +176,8 @@ def _make_token(
         shm_name=key,
         shm_first_index_name=key + "_first",
         shm_last_index_name=key + "_last",
-        dtype_descr=np.dtype(dtype).descr
+        dtype_descr=tuple(np.dtype(dtype).descr),
+        size=size,
     )
 
 
@@ -219,6 +229,7 @@ class ShmArray:
             shm_first_index_name=self._first._shm.name,
             shm_last_index_name=self._last._shm.name,
             dtype_descr=tuple(self._array.dtype.descr),
+            size=self._len,
         )
 
     @property
@@ -433,7 +444,7 @@ class ShmArray:
 def open_shm_array(
 
     key: Optional[str] = None,
-    size: int = _default_size,
+    size: int = _default_size,  # see above
     dtype: Optional[np.dtype] = None,
     readonly: bool = False,
 
@@ -464,7 +475,8 @@ def open_shm_array(
 
     token = _make_token(
         key=key,
-        dtype=dtype
+        size=size,
+        dtype=dtype,
     )
 
     # create single entry arrays for storing an first and last indices
@@ -516,15 +528,15 @@ def open_shm_array(
     # "unlink" created shm on process teardown by
     # pushing teardown calls onto actor context stack
 
-    tractor._actor._lifetime_stack.callback(shmarr.close)
+    stack = tractor.current_actor().lifetime_stack
-    tractor._actor._lifetime_stack.callback(shmarr.destroy)
+    stack.callback(shmarr.close)
+    stack.callback(shmarr.destroy)
 
     return shmarr
 
 
 def attach_shm_array(
     token: tuple[str, str, tuple[str, str]],
-    size: int = _default_size,
     readonly: bool = True,
 
 ) -> ShmArray:
@@ -563,7 +575,7 @@ def attach_shm_array(
             raise _err
 
     shmarr = np.ndarray(
-        (size,),
+        (token.size,),
         dtype=token.dtype,
         buffer=shm.buf
     )
@@ -602,8 +614,8 @@ def attach_shm_array(
     if key not in _known_tokens:
         _known_tokens[key] = token
 
-    # "close" attached shm on process teardown
+    # "close" attached shm on actor teardown
-    tractor._actor._lifetime_stack.callback(sha.close)
+    tractor.current_actor().lifetime_stack.callback(sha.close)
 
     return sha
 
@@ -631,6 +643,7 @@ def maybe_open_shm_array(
     use ``attach_shm_array``.
 
     '''
+    size = kwargs.pop('size', _default_size)
     try:
         # see if we already know this key
         token = _known_tokens[key]
@@ -638,7 +651,11 @@ def maybe_open_shm_array(
     except KeyError:
         log.warning(f"Could not find {key} in shms cache")
         if dtype:
-            token = _make_token(key, dtype)
+            token = _make_token(
+                key,
+                size=size,
+                dtype=dtype,
+            )
             try:
                 return attach_shm_array(token=token, **kwargs), False
             except FileNotFoundError:

piker/data/_source.py

@@ -23,7 +23,8 @@ import decimal
 
 from bidict import bidict
 import numpy as np
-from pydantic import BaseModel
+
+from .types import Struct
 # from numba import from_dtype
 
 
@@ -126,7 +127,7 @@ def unpack_fqsn(fqsn: str) -> tuple[str, str, str]:
     )
 
 
-class Symbol(BaseModel):
+class Symbol(Struct):
     '''
     I guess this is some kinda container thing for dealing with
     all the different meta-data formats from brokers?
@@ -152,9 +153,7 @@ class Symbol(BaseModel):
         info: dict[str, Any],
         suffix: str = '',
 
-    # XXX: like wtf..
+    ) -> Symbol:
-    # ) -> 'Symbol':
-    ) -> None:
 
         tick_size = info.get('price_tick_size', 0.01)
         lot_tick_size = info.get('lot_tick_size', 0.0)
@@ -175,9 +174,7 @@ class Symbol(BaseModel):
         fqsn: str,
         info: dict[str, Any],
 
-    # XXX: like wtf..
+    ) -> Symbol:
-    # ) -> 'Symbol':
-    ) -> None:
         broker, key, suffix = unpack_fqsn(fqsn)
         return cls.from_broker_info(
             broker,
@@ -221,6 +218,10 @@ class Symbol(BaseModel):
         else:
             return (key, broker)
 
+    @property
+    def fqsn(self) -> str:
+        return '.'.join(self.tokens()).lower()
+
     def front_fqsn(self) -> str:
         '''
         fqsn = "fully qualified symbol name"
@@ -240,7 +241,7 @@ class Symbol(BaseModel):
 
         '''
         tokens = self.tokens()
-        fqsn = '.'.join(tokens)
+        fqsn = '.'.join(map(str.lower, tokens))
         return fqsn
 
     def iterfqsns(self) -> list[str]:

piker/data/_web_bs.py

@@ -18,13 +18,24 @@
 ToOlS fOr CoPInG wITh "tHE wEB" protocols.
 
 """
-from contextlib import asynccontextmanager, AsyncExitStack
+from contextlib import (
+    asynccontextmanager,
+    AsyncExitStack,
+)
+from itertools import count
 from types import ModuleType
-from typing import Any, Callable, AsyncGenerator
+from typing import (
+    Any,
+    Optional,
+    Callable,
+    AsyncGenerator,
+    Iterable,
+)
 import json
 
 import trio
 import trio_websocket
+from wsproto.utilities import LocalProtocolError
 from trio_websocket._impl import (
     ConnectionClosed,
     DisconnectionTimeout,
@@ -35,43 +46,53 @@ from trio_websocket._impl import (
 
 from ..log import get_logger
 
+from .types import Struct
+
 log = get_logger(__name__)
 
 
 class NoBsWs:
-    """Make ``trio_websocket`` sockets stay up no matter the bs.
+    '''
+    Make ``trio_websocket`` sockets stay up no matter the bs.
 
-    """
+    You can provide a ``fixture`` async-context-manager which will be
+    enter/exitted around each reconnect operation.
+    '''
     recon_errors = (
         ConnectionClosed,
         DisconnectionTimeout,
         ConnectionRejected,
         HandshakeError,
         ConnectionTimeout,
+        LocalProtocolError,
     )
 
     def __init__(
         self,
         url: str,
-        token: str,
         stack: AsyncExitStack,
-        fixture: Callable,
+        fixture: Optional[Callable] = None,
-        serializer: ModuleType = json,
+        serializer: ModuleType = json
     ):
         self.url = url
-        self.token = token
         self.fixture = fixture
         self._stack = stack
         self._ws: 'WebSocketConnection' = None  # noqa
 
+        # TODO: is there some method we can call
+        # on the underlying `._ws` to get this?
+        self._connected: bool = False
+
     async def _connect(
         self,
         tries: int = 1000,
     ) -> None:
+
+        self._connected = False
         while True:
             try:
                 await self._stack.aclose()
-            except (DisconnectionTimeout, RuntimeError):
+            except self.recon_errors:
                 await trio.sleep(0.5)
             else:
                 break
@@ -82,19 +103,18 @@ class NoBsWs:
                 self._ws = await self._stack.enter_async_context(
                     trio_websocket.open_websocket_url(self.url)
                 )
+
+                if self.fixture is not None:
                     # rerun user code fixture
-                if self.token == '':
                     ret = await self._stack.enter_async_context(
                         self.fixture(self)
                     )
-                else:
-                    ret = await self._stack.enter_async_context(
-                        self.fixture(self, self.token)
-                    )
 
                     assert ret is None
 
                 log.info(f'Connection success: {self.url}')
+
+                self._connected = True
                 return self._ws
 
             except self.recon_errors as err:
@@ -104,11 +124,15 @@ class NoBsWs:
                     f'{type(err)}...retry attempt {i}'
                 )
                 await trio.sleep(0.5)
+                self._connected = False
                 continue
         else:
             log.exception('ws connection fail...')
             raise last_err
 
+    def connected(self) -> bool:
+        return self._connected
+
     async def send_msg(
         self,
         data: Any,
@@ -128,21 +152,26 @@ class NoBsWs:
             except self.recon_errors:
                 await self._connect()
 
+    def __aiter__(self):
+        return self
+
+    async def __anext__(self):
+        return await self.recv_msg()
+
 
 @asynccontextmanager
 async def open_autorecon_ws(
     url: str,
 
-    # TODO: proper type annot smh
+    # TODO: proper type cannot smh
-    fixture: Callable,
+    fixture: Optional[Callable] = None,
-    # used for authenticated websockets
+
-    token: str = '',
 ) -> AsyncGenerator[tuple[...],  NoBsWs]:
     """Apparently we can QoS for all sorts of reasons..so catch em.
 
     """
     async with AsyncExitStack() as stack:
-        ws = NoBsWs(url, token, stack, fixture=fixture)
+        ws = NoBsWs(url, stack, fixture=fixture)
         await ws._connect()
 
         try:
@@ -150,3 +179,114 @@ async def open_autorecon_ws(
 
         finally:
             await stack.aclose()
+
+
+'''
+JSONRPC response-request style machinery for transparent multiplexing of msgs
+over a NoBsWs.
+
+'''
+
+
+class JSONRPCResult(Struct):
+    id: int
+    jsonrpc: str = '2.0'
+    result: Optional[dict] = None
+    error: Optional[dict] = None
+
+
+@asynccontextmanager
+async def open_jsonrpc_session(
+    url: str,
+    start_id: int = 0,
+    response_type: type = JSONRPCResult,
+    request_type: Optional[type] = None,
+    request_hook: Optional[Callable] = None,
+    error_hook: Optional[Callable] = None,
+) -> Callable[[str, dict], dict]:
+
+    async with (
+        trio.open_nursery() as n,
+        open_autorecon_ws(url) as ws
+    ):
+        rpc_id: Iterable = count(start_id)
+        rpc_results: dict[int, dict] = {}
+
+        async def json_rpc(method: str, params: dict) -> dict:
+            '''
+            perform a json rpc call and wait for the result, raise exception in
+            case of error field present on response
+            '''
+            msg = {
+                'jsonrpc': '2.0',
+                'id': next(rpc_id),
+                'method': method,
+                'params': params
+            }
+            _id = msg['id']
+
+            rpc_results[_id] = {
+                'result': None,
+                'event': trio.Event()
+            }
+
+            await ws.send_msg(msg)
+
+            await rpc_results[_id]['event'].wait()
+
+            ret = rpc_results[_id]['result']
+
+            del rpc_results[_id]
+
+            if ret.error is not None:
+                raise Exception(json.dumps(ret.error, indent=4))
+
+            return ret
+
+        async def recv_task():
+            '''
+            receives every ws message and stores it in its corresponding
+            result field, then sets the event to wakeup original sender
+            tasks. also recieves responses to requests originated from
+            the server side.
+
+            '''
+            async for msg in ws:
+                match msg:
+                    case {
+                        'result': _,
+                        'id': mid,
+                    } if res_entry := rpc_results.get(mid):
+
+                        res_entry['result'] = response_type(**msg)
+                        res_entry['event'].set()
+
+                    case {
+                        'result': _,
+                        'id': mid,
+                    } if not rpc_results.get(mid):
+                        log.warning(
+                            f'Unexpected ws msg: {json.dumps(msg, indent=4)}'
+                        )
+
+                    case {
+                        'method': _,
+                        'params': _,
+                    }:
+                        log.debug(f'Recieved\n{msg}')
+                        if request_hook:
+                            await request_hook(request_type(**msg))
+
+                    case {
+                        'error': error
+                    }:
+                        log.warning(f'Recieved\n{error}')
+                        if error_hook:
+                            await error_hook(response_type(**msg))
+
+                    case _:
+                        log.warning(f'Unhandled JSON-RPC msg!?\n{msg}')
+
+        n.start_soon(recv_task)
+        yield json_rpc
+        n.cancel_scope.cancel()

piker/data/flows.py

@@ -0,0 +1,239 @@
+# 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/>.
+
+"""
+abstractions for organizing, managing and generally operating-on
+real-time data processing data-structures.
+
+"Streams, flumes, cascades and flows.."
+
+"""
+from __future__ import annotations
+from contextlib import asynccontextmanager as acm
+from functools import partial
+from typing import (
+    AsyncIterator,
+    TYPE_CHECKING,
+)
+
+import tractor
+from tractor.trionics import (
+    maybe_open_context,
+)
+import pendulum
+import numpy as np
+
+from .types import Struct
+from ._source import (
+    Symbol,
+)
+from ._sharedmem import (
+    attach_shm_array,
+    ShmArray,
+    _Token,
+)
+from ._sampling import (
+    open_sample_stream,
+)
+# from .._profile import (
+#     Profiler,
+#     pg_profile_enabled,
+# )
+
+if TYPE_CHECKING:
+    # from pyqtgraph import PlotItem
+    from .feed import Feed
+
+
+# TODO: ideas for further abstractions as per
+# https://github.com/pikers/piker/issues/216 and
+# https://github.com/pikers/piker/issues/270:
+# - a ``Cascade`` would be the minimal "connection" of 2 ``Flumes``
+#   as per circuit parlance:
+#   https://en.wikipedia.org/wiki/Two-port_network#Cascade_connection
+#     - could cover the combination of our `FspAdmin` and the
+#       backend `.fsp._engine` related machinery to "connect" one flume
+#       to another?
+# - a (financial signal) ``Flow`` would be the a "collection" of such
+#    minmial cascades. Some engineering based jargon concepts:
+#     - https://en.wikipedia.org/wiki/Signal_chain
+#     - https://en.wikipedia.org/wiki/Daisy_chain_(electrical_engineering)
+#     - https://en.wikipedia.org/wiki/Audio_signal_flow
+#     - https://en.wikipedia.org/wiki/Digital_signal_processing#Implementation
+#     - https://en.wikipedia.org/wiki/Dataflow_programming
+#     - https://en.wikipedia.org/wiki/Signal_programming
+#     - https://en.wikipedia.org/wiki/Incremental_computing
+
+
+class Flume(Struct):
+    '''
+    Composite reference type which points to all the addressing handles
+    and other meta-data necessary for the read, measure and management
+    of a set of real-time updated data flows.
+
+    Can be thought of as a "flow descriptor" or "flow frame" which
+    describes the high level properties of a set of data flows that can
+    be used seamlessly across process-memory boundaries.
+
+    Each instance's sub-components normally includes:
+     - a msg oriented quote stream provided via an IPC transport
+     - history and real-time shm buffers which are both real-time
+       updated and backfilled.
+     - associated startup indexing information related to both buffer
+       real-time-append and historical prepend addresses.
+     - low level APIs to read and measure the updated data and manage
+       queuing properties.
+
+    '''
+    symbol: Symbol
+    first_quote: dict
+    _rt_shm_token: _Token
+
+    # optional since some data flows won't have a "downsampled" history
+    # buffer/stream (eg. FSPs).
+    _hist_shm_token: _Token | None = None
+
+    # private shm refs loaded dynamically from tokens
+    _hist_shm: ShmArray | None = None
+    _rt_shm: ShmArray | None = None
+
+    stream: tractor.MsgStream | None = None
+    izero_hist: int = 0
+    izero_rt: int = 0
+    throttle_rate: int | None = None
+
+    # TODO: do we need this really if we can pull the `Portal` from
+    # ``tractor``'s internals?
+    feed: Feed | None = None
+
+    @property
+    def rt_shm(self) -> ShmArray:
+
+        if self._rt_shm is None:
+            self._rt_shm = attach_shm_array(
+                token=self._rt_shm_token,
+                readonly=True,
+            )
+
+        return self._rt_shm
+
+    @property
+    def hist_shm(self) -> ShmArray:
+
+        if self._hist_shm_token is None:
+            raise RuntimeError(
+                'No shm token has been set for the history buffer?'
+            )
+
+        if (
+            self._hist_shm is None
+        ):
+            self._hist_shm = attach_shm_array(
+                token=self._hist_shm_token,
+                readonly=True,
+            )
+
+        return self._hist_shm
+
+    async def receive(self) -> dict:
+        return await self.stream.receive()
+
+    @acm
+    async def index_stream(
+        self,
+        delay_s: float = 1,
+
+    ) -> AsyncIterator[int]:
+
+        if not self.feed:
+            raise RuntimeError('This flume is not part of any ``Feed``?')
+
+        # TODO: maybe a public (property) API for this in ``tractor``?
+        portal = self.stream._ctx._portal
+        assert portal
+
+        # XXX: this should be singleton on a host,
+        # a lone broker-daemon per provider should be
+        # created for all practical purposes
+        async with open_sample_stream(float(delay_s)) as stream:
+            yield stream
+
+    def get_ds_info(
+        self,
+    ) -> tuple[float, float, float]:
+        '''
+        Compute the "downsampling" ratio info between the historical shm
+        buffer and the real-time (HFT) one.
+
+        Return a tuple of the fast sample period, historical sample
+        period and ratio between them.
+
+        '''
+        times = self.hist_shm.array['time']
+        end = pendulum.from_timestamp(times[-1])
+        start = pendulum.from_timestamp(times[times != times[-1]][-1])
+        hist_step_size_s = (end - start).seconds
+
+        times = self.rt_shm.array['time']
+        end = pendulum.from_timestamp(times[-1])
+        start = pendulum.from_timestamp(times[times != times[-1]][-1])
+        rt_step_size_s = (end - start).seconds
+
+        ratio = hist_step_size_s / rt_step_size_s
+        return (
+            rt_step_size_s,
+            hist_step_size_s,
+            ratio,
+        )
+
+    # TODO: get native msgspec decoding for these workinn
+    def to_msg(self) -> dict:
+        msg = self.to_dict()
+        msg['symbol'] = msg['symbol'].to_dict()
+
+        # can't serialize the stream or feed objects, it's expected
+        # you'll have a ref to it since this msg should be rxed on
+        # a stream on whatever far end IPC..
+        msg.pop('stream')
+        msg.pop('feed')
+        return msg
+
+    @classmethod
+    def from_msg(cls, msg: dict) -> dict:
+        symbol = Symbol(**msg.pop('symbol'))
+        return cls(
+            symbol=symbol,
+            **msg,
+        )
+
+    def get_index(
+        self,
+        time_s: float,
+        array: np.ndarray,
+
+    ) -> int | float:
+        '''
+        Return array shm-buffer index for for epoch time.
+
+        '''
+        times = array['time']
+        first = np.searchsorted(
+            times,
+            time_s,
+            side='left',
+        )
+        imx = times.shape[0] - 1
+        return min(first, imx)

piker/data/marketstore.py

@@ -37,8 +37,8 @@ import time
 from math import isnan
 
 from bidict import bidict
-import msgpack
+from msgspec.msgpack import encode, decode
-import pyqtgraph as pg
+# import pyqtgraph as pg
 import numpy as np
 import tractor
 from trio_websocket import open_websocket_url
@@ -56,6 +56,7 @@ if TYPE_CHECKING:
 
 from .feed import maybe_open_feed
 from ..log import get_logger, get_console_log
+from .._profile import Profiler
 
 
 log = get_logger(__name__)
@@ -131,7 +132,10 @@ def start_marketstore(
 
     mktsdir = os.path.join(config._config_dir, 'marketstore')
 
-    # create when dne
+    # create dirs when dne
+    if not os.path.isdir(config._config_dir):
+        os.mkdir(config._config_dir)
+
     if not os.path.isdir(mktsdir):
         os.mkdir(mktsdir)
 
@@ -387,50 +391,54 @@ class Storage:
     async def load(
         self,
         fqsn: str,
+        timeframe: int,
 
     ) -> tuple[
-        dict[int, np.ndarray],  # timeframe (in secs) to series
+        np.ndarray,  # timeframe sampled array-series
         Optional[datetime],  # first dt
         Optional[datetime],  # last dt
     ]:
 
         first_tsdb_dt, last_tsdb_dt = None, None
-        tsdb_arrays = await self.read_ohlcv(
+        hist = await self.read_ohlcv(
             fqsn,
             # on first load we don't need to pull the max
             # history per request size worth.
             limit=3000,
+            timeframe=timeframe,
         )
-        log.info(f'Loaded tsdb history {tsdb_arrays}')
+        log.info(f'Loaded tsdb history {hist}')
 
-        if tsdb_arrays:
+        if len(hist):
-            fastest = list(tsdb_arrays.values())[0]
+            times = hist['Epoch']
-            times = fastest['Epoch']
             first, last = times[0], times[-1]
             first_tsdb_dt, last_tsdb_dt = map(
                 pendulum.from_timestamp, [first, last]
             )
 
-        return tsdb_arrays, first_tsdb_dt, last_tsdb_dt
+        return (
+            hist,  # array-data
+            first_tsdb_dt,  # start of query-frame
+            last_tsdb_dt,  # most recent
+        )
 
     async def read_ohlcv(
         self,
         fqsn: str,
-        timeframe: Optional[Union[int, str]] = None,
+        timeframe: int | str,
         end: Optional[int] = None,
         limit: int = int(800e3),
 
-    ) -> tuple[
+    ) -> np.ndarray:
-        MarketstoreClient,
+
-        Union[dict, np.ndarray]
-    ]:
         client = self.client
         syms = await client.list_symbols()
 
         if fqsn not in syms:
             return {}
 
-        tfstr = tf_in_1s[1]
+        # use the provided timeframe or 1s by default
+        tfstr = tf_in_1s.get(timeframe, tf_in_1s[1])
 
         params = Params(
             symbols=fqsn,
@@ -444,58 +452,72 @@ class Storage:
             limit=limit,
         )
 
-        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}')
-                    params.set('timeframe', tfstr)
             result = await client.query(params)
-                    break
+        except purerpc.grpclib.exceptions.UnknownError as err:
-
+            # indicate there is no history for this timeframe
-                except purerpc.grpclib.exceptions.UnknownError:
+            log.exception(
-                    # XXX: this is already logged by the container and
+                f'Unknown mkts QUERY error: {params}\n'
-                    # thus shows up through `marketstored` logs relay.
+                f'{err.args}'
-                    # log.warning(f'{tfstr}@{fqsn} not found')
+            )
-                    continue
-            else:
             return {}
 
-        else:
-            result = await client.query(params)
-
         # TODO: it turns out column access on recarrays is actually slower:
         # https://jakevdp.github.io/PythonDataScienceHandbook/02.09-structured-data-numpy.html#RecordArrays:-Structured-Arrays-with-a-Twist
         # it might make sense to make these structured arrays?
-        # Fill out a `numpy` array-results map
+        data_set = result.by_symbols()[fqsn]
-        arrays = {}
+        array = data_set.array
-        for fqsn, data_set in result.by_symbols().items():
-            arrays.setdefault(fqsn, {})[
-                tf_in_1s.inverse[data_set.timeframe]
-            ] = data_set.array
 
-        return arrays[fqsn][timeframe] if timeframe else arrays[fqsn]
+        # XXX: ensure sample rate is as expected
+        time = data_set.array['Epoch']
+        if len(time) > 1:
+            time_step = time[-1] - time[-2]
+            ts = tf_in_1s.inverse[data_set.timeframe]
+
+            if time_step != ts:
+                log.warning(
+                    f'MKTS BUG: wrong timeframe loaded: {time_step}'
+                    'YOUR DATABASE LIKELY CONTAINS BAD DATA FROM AN OLD BUG'
+                    f'WIPING HISTORY FOR {ts}s'
+                )
+                await self.delete_ts(fqsn, timeframe)
+
+                # try reading again..
+                return await self.read_ohlcv(
+                    fqsn,
+                    timeframe,
+                    end,
+                    limit,
+                )
+
+        return array
 
     async def delete_ts(
         self,
         key: str,
         timeframe: Optional[Union[int, str]] = None,
+        fmt: str = 'OHLCV',
 
     ) -> bool:
 
         client = self.client
         syms = await client.list_symbols()
         print(syms)
-        # if key not in syms:
+        if key not in syms:
-        #     raise KeyError(f'`{fqsn}` table key not found?')
+            raise KeyError(f'`{key}` table key not found in\n{syms}?')
 
-        return await client.destroy(tbk=key)
+        tbk = mk_tbk((
+            key,
+            tf_in_1s.get(timeframe, tf_in_1s[60]),
+            fmt,
+        ))
+        return await client.destroy(tbk=tbk)
 
     async def write_ohlcv(
         self,
         fqsn: str,
         ohlcv: np.ndarray,
+        timeframe: int,
         append_and_duplicate: bool = True,
         limit: int = int(800e3),
 
@@ -519,17 +541,18 @@ class Storage:
 
         m, r = divmod(len(mkts_array), limit)
 
+        tfkey = tf_in_1s[timeframe]
         for i in range(m, 1):
             to_push = mkts_array[i-1:i*limit]
 
             # write to db
             resp = await self.client.write(
                 to_push,
-                tbk=f'{fqsn}/1Sec/OHLCV',
+                tbk=f'{fqsn}/{tfkey}/OHLCV',
 
                 # NOTE: will will append duplicates
                 # for the same timestamp-index.
-                # TODO: pre deduplicate?
+                # TODO: pre-deduplicate?
                 isvariablelength=append_and_duplicate,
             )
 
@@ -548,7 +571,7 @@ class Storage:
             # write to db
             resp = await self.client.write(
                 to_push,
-                tbk=f'{fqsn}/1Sec/OHLCV',
+                tbk=f'{fqsn}/{tfkey}/OHLCV',
 
                 # NOTE: will will append duplicates
                 # for the same timestamp-index.
@@ -577,6 +600,7 @@ class Storage:
     # def delete_range(self, start_dt, end_dt) -> None:
     #     ...
 
+
 @acm
 async def open_storage_client(
     fqsn: str,
@@ -626,7 +650,7 @@ async def tsdb_history_update(
     #   * the original data feed arch blurb:
     #     - https://github.com/pikers/piker/issues/98
     #
-    profiler = pg.debug.Profiler(
+    profiler = Profiler(
         disabled=False,  # not pg_profile_enabled(),
         delayed=False,
     )
@@ -638,34 +662,35 @@ async def tsdb_history_update(
             [fqsn],
             start_stream=False,
 
-        ) as (feed, stream),
+        ) as feed,
     ):
         profiler(f'opened feed for {fqsn}')
 
-        to_append = feed.shm.array
+        # to_append = feed.hist_shm.array
-        to_prepend = None
+        # to_prepend = None
 
         if fqsn:
-            symbol = feed.symbols.get(fqsn)
+            flume = feed.flumes[fqsn]
+            symbol = flume.symbol
             if symbol:
-                fqsn = symbol.front_fqsn()
+                fqsn = symbol.fqsn
 
             # diff db history with shm and only write the missing portions
-            ohlcv = feed.shm.array
+            # ohlcv = flume.hist_shm.array
 
             # TODO: use pg profiler
-            tsdb_arrays = await storage.read_ohlcv(fqsn)
+            # for secs in (1, 60):
-            # hist diffing
+            #     tsdb_array = await storage.read_ohlcv(
-            if tsdb_arrays:
+            #         fqsn,
-                for secs in (1, 60):
+            #         timeframe=timeframe,
-                    ts = tsdb_arrays.get(secs)
+            #     )
-                    if ts is not None and len(ts):
+            #     # hist diffing:
-                        # these aren't currently used but can be referenced from
+            #     # these aren't currently used but can be referenced from
-                        # within the embedded ipython shell below.
+            #     # within the embedded ipython shell below.
-                        to_append = ohlcv[ohlcv['time'] > ts['Epoch'][-1]]
+            #     to_append = ohlcv[ohlcv['time'] > ts['Epoch'][-1]]
-                        to_prepend = ohlcv[ohlcv['time'] < ts['Epoch'][0]]
+            #     to_prepend = ohlcv[ohlcv['time'] < ts['Epoch'][0]]
 
-            profiler('Finished db arrays diffs')
+            # profiler('Finished db arrays diffs')
 
         syms = await storage.client.list_symbols()
         log.info(f'Existing tsdb symbol set:\n{pformat(syms)}')
@@ -774,12 +799,13 @@ async def stream_quotes(
     async with open_websocket_url(f'ws://{host}:{port}/ws') as ws:
         # send subs topics to server
         resp = await ws.send_message(
-            msgpack.dumps({'streams': list(tbks.values())})
+
+            encode({'streams': list(tbks.values())})
         )
         log.info(resp)
 
         async def recv() -> dict[str, Any]:
-            return msgpack.loads((await ws.get_message()), encoding='utf-8')
+            return decode((await ws.get_message()), encoding='utf-8')
 
         streams = (await recv())['streams']
         log.info(f"Subscribed to {streams}")

piker/data/types.py

@@ -0,0 +1,88 @@
+# piker: trading gear for hackers
+# Copyright (C) Guillermo Rodriguez (in stewardship for piker0)
+
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU Affero General Public License for more details.
+
+# You should have received a copy of the GNU Affero General Public License
+# along with this program.  If not, see <https://www.gnu.org/licenses/>.
+
+"""
+Built-in (extension) types.
+
+"""
+import sys
+from typing import Optional
+from pprint import pformat
+
+import msgspec
+
+
+class Struct(
+    msgspec.Struct,
+
+    # https://jcristharif.com/msgspec/structs.html#tagged-unions
+    # tag='pikerstruct',
+    # tag=True,
+):
+    '''
+    A "human friendlier" (aka repl buddy) struct subtype.
+
+    '''
+    def to_dict(self) -> dict:
+        return {
+            f: getattr(self, f)
+            for f in self.__struct_fields__
+        }
+
+    # Lul, doesn't seem to work that well..
+    # def __repr__(self):
+    #     # only turn on pprint when we detect a python REPL
+    #     # at runtime B)
+    #     if (
+    #         hasattr(sys, 'ps1')
+    #         # TODO: check if we're in pdb
+    #     ):
+    #         return self.pformat()
+
+    #     return super().__repr__()
+
+    def pformat(self) -> str:
+        return f'Struct({pformat(self.to_dict())})'
+
+    def copy(
+        self,
+        update: Optional[dict] = None,
+
+    ) -> msgspec.Struct:
+        '''
+        Validate-typecast all self defined fields, return a copy of us
+        with all such fields.
+
+        This is kinda like the default behaviour in `pydantic.BaseModel`.
+
+        '''
+        if update:
+            for k, v in update.items():
+                setattr(self, k, v)
+
+        # roundtrip serialize to validate
+        return msgspec.msgpack.Decoder(
+            type=type(self)
+        ).decode(
+            msgspec.msgpack.Encoder().encode(self)
+        )
+
+    def typecast(
+        self,
+        # fields: Optional[list[str]] = None,
+    ) -> None:
+        for fname, ftype in self.__annotations__.items():
+            setattr(self, fname, ftype(getattr(self, fname)))

piker/fsp/_api.py

@@ -78,7 +78,8 @@ class Fsp:
     # + the consuming fsp *to* the consumers output
     # shm flow.
     _flow_registry: dict[
-        tuple[_Token, str], _Token,
+        tuple[_Token, str],
+        tuple[_Token, Optional[ShmArray]],
     ] = {}
 
     def __init__(
@@ -120,7 +121,6 @@ class Fsp:
     ):
         return self.func(*args, **kwargs)
 
-    # TODO: lru_cache this? prettty sure it'll work?
     def get_shm(
         self,
         src_shm: ShmArray,
@@ -131,12 +131,27 @@ class Fsp:
         for this "instance" of a signal processor for
         the given ``key``.
 
+        The destination shm "token" and array are cached if possible to
+        minimize multiple stdlib/system calls.
+
         '''
-        dst_token = self._flow_registry[
+        dst_token, maybe_array = self._flow_registry[
             (src_shm._token, self.name)
         ]
-        shm = attach_shm_array(dst_token)
+        if maybe_array is None:
-        return shm
+            self._flow_registry[
+                (src_shm._token, self.name)
+            ] = (
+                dst_token,
+                # "cache" the ``ShmArray`` such that
+                # we call the underlying "attach" code as few
+                # times as possible as per:
+                # - https://github.com/pikers/piker/issues/359
+                # - https://github.com/pikers/piker/issues/332
+                maybe_array := attach_shm_array(dst_token)
+            )
+
+        return maybe_array
 
 
 def fsp(
@@ -184,7 +199,10 @@ def maybe_mk_fsp_shm(
     # TODO: load output types from `Fsp`
     # - should `index` be a required internal field?
     fsp_dtype = np.dtype(
-        [('index', int)] +
+        [('index', int)]
+        +
+        [('time', float)]
+        +
         [(field_name, float) for field_name in target.outputs]
     )
 

piker/fsp/_engine.py

@@ -21,12 +21,13 @@ core task logic for processing chains
 from dataclasses import dataclass
 from functools import partial
 from typing import (
-    AsyncIterator, Callable, Optional,
+    AsyncIterator,
+    Callable,
+    Optional,
     Union,
 )
 
 import numpy as np
-import pyqtgraph as pg
 import trio
 from trio_typing import TaskStatus
 import tractor
@@ -35,14 +36,22 @@ from tractor.msg import NamespacePath
 from ..log import get_logger, get_console_log
 from .. import data
 from ..data import attach_shm_array
-from ..data.feed import Feed
+from ..data.feed import (
+    Flume,
+    Feed,
+)
 from ..data._sharedmem import ShmArray
+from ..data._sampling import (
+    _default_delay_s,
+    open_sample_stream,
+)
 from ..data._source import Symbol
 from ._api import (
     Fsp,
     _load_builtins,
     _Token,
 )
+from .._profile import Profiler
 
 log = get_logger(__name__)
 
@@ -77,7 +86,7 @@ async def filter_quotes_by_sym(
 async def fsp_compute(
 
     symbol: Symbol,
-    feed: Feed,
+    flume: Flume,
     quote_stream: trio.abc.ReceiveChannel,
 
     src: ShmArray,
@@ -90,7 +99,7 @@ async def fsp_compute(
 
 ) -> None:
 
-    profiler = pg.debug.Profiler(
+    profiler = Profiler(
         delayed=False,
         disabled=True
     )
@@ -105,16 +114,17 @@ async def fsp_compute(
         filter_quotes_by_sym(fqsn, quote_stream),
 
         # XXX: currently the ``ohlcv`` arg
-        feed.shm,
+        flume.rt_shm,
     )
 
-    # Conduct a single iteration of fsp with historical bars input
+    # HISTORY COMPUTE PHASE
-    # and get historical output
+    # conduct a single iteration of fsp with historical bars input
+    # and get historical output.
     history_output: Union[
         dict[str, np.ndarray],  # multi-output case
         np.ndarray,  # single output case
     ]
-    history_output = await out_stream.__anext__()
+    history_output = await anext(out_stream)
 
     func_name = func.__name__
     profiler(f'{func_name} generated history')
@@ -126,9 +136,13 @@ async def fsp_compute(
     # each respective field.
     fields = getattr(dst.array.dtype, 'fields', None).copy()
     fields.pop('index')
-    history: Optional[np.ndarray] = None  # TODO: nptyping here!
+    history_by_field: Optional[np.ndarray] = None
+    src_time = src.array['time']
 
-    if fields and len(fields) > 1 and fields:
+    if (
+        fields and
+        len(fields) > 1
+    ):
         if not isinstance(history_output, dict):
             raise ValueError(
                 f'`{func_name}` is a multi-output FSP and should yield a '
@@ -139,7 +153,7 @@ async def fsp_compute(
             if key in history_output:
                 output = history_output[key]
 
-                if history is None:
+                if history_by_field is None:
 
                     if output is None:
                         length = len(src.array)
@@ -149,7 +163,7 @@ async def fsp_compute(
                     # using the first output, determine
                     # the length of the struct-array that
                     # will be pushed to shm.
-                    history = np.zeros(
+                    history_by_field = np.zeros(
                         length,
                         dtype=dst.array.dtype
                     )
@@ -157,7 +171,7 @@ async def fsp_compute(
                 if output is None:
                     continue
 
-                history[key] = output
+                history_by_field[key] = output
 
     # single-key output stream
     else:
@@ -166,11 +180,15 @@ async def fsp_compute(
                 f'`{func_name}` is a single output FSP and should yield an '
                 '`np.ndarray` for history'
             )
-        history = np.zeros(
+        history_by_field = np.zeros(
             len(history_output),
             dtype=dst.array.dtype
         )
-        history[func_name] = history_output
+        history_by_field[func_name] = history_output
+
+    history_by_field['time'] = src_time[-len(history_by_field):]
+
+    history_output['time'] = src.array['time']
 
     # TODO: XXX:
     # THERE'S A BIG BUG HERE WITH THE `index` field since we're
@@ -187,7 +205,10 @@ async def fsp_compute(
 
     # TODO: can we use this `start` flag instead of the manual
     # setting above?
-    index = dst.push(history, start=first)
+    index = dst.push(
+        history_by_field,
+        start=first,
+    )
 
     profiler(f'{func_name} pushed history')
     profiler.finish()
@@ -213,8 +234,14 @@ async def fsp_compute(
 
                 log.debug(f"{func_name}: {processed}")
                 key, output = processed
-                index = src.index
+                # dst.array[-1][key] = output
-                dst.array[-1][key] = output
+                dst.array[[key, 'time']][-1] = (
+                    output,
+                    # TODO: what about pushing ``time.time_ns()``
+                    # in which case we'll need to round at the graphics
+                    # processing / sampling layer?
+                    src.array[-1]['time']
+                )
 
                 # NOTE: for now we aren't streaming this to the consumer
                 # stream latest array index entry which basically just acts
@@ -225,6 +252,7 @@ async def fsp_compute(
                 # N-consumers who subscribe for the real-time output,
                 # which we'll likely want to implement using local-mem
                 # chans for the fan out?
+                # index = src.index
                 # if attach_stream:
                 #     await client_stream.send(index)
 
@@ -261,7 +289,7 @@ async def cascade(
     destination shm array buffer.
 
     '''
-    profiler = pg.debug.Profiler(
+    profiler = Profiler(
         delayed=False,
         disabled=False
     )
@@ -284,9 +312,10 @@ async def cascade(
     # TODO: ugh i hate this wind/unwind to list over the wire
     # but not sure how else to do it.
     for (token, fsp_name, dst_token) in shm_registry:
-        Fsp._flow_registry[
+        Fsp._flow_registry[(
-            (_Token.from_msg(token), fsp_name)
+            _Token.from_msg(token),
-        ] = _Token.from_msg(dst_token)
+            fsp_name,
+        )] = _Token.from_msg(dst_token), None
 
     fsp: Fsp = reg.get(
         NamespacePath(ns_path)
@@ -298,6 +327,7 @@ async def cascade(
         raise ValueError(f'Unknown fsp target: {ns_path}')
 
     # open a data feed stream with requested broker
+    feed: Feed
     async with data.feed.maybe_open_feed(
         [fqsn],
 
@@ -307,14 +337,13 @@ async def cascade(
         # needs to get throttled the ticks we generate.
         # tick_throttle=60,
 
-    ) as (feed, quote_stream):
+    ) as feed:
-        symbol = feed.symbols[fqsn]
 
+        flume = feed.flumes[fqsn]
+        symbol = flume.symbol
+        assert src.token == flume.rt_shm.token
         profiler(f'{func}: feed up')
 
-        assert src.token == feed.shm.token
-        # last_len = new_len = len(src.array)
-
         func_name = func.__name__
         async with (
             trio.open_nursery() as n,
@@ -324,8 +353,8 @@ async def cascade(
 
                 fsp_compute,
                 symbol=symbol,
-                feed=feed,
+                flume=flume,
-                quote_stream=quote_stream,
+                quote_stream=flume.stream,
 
                 # shm
                 src=src,
@@ -361,7 +390,7 @@ 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.info(f're-syncing fsp {func_name} to source')
                     tracker.cs.cancel()
                     await tracker.complete.wait()
                     tracker, index = await n.start(fsp_target)
@@ -374,14 +403,16 @@ async def cascade(
                             'key': dst_shm_token,
                             'first': dst._first.value,
                             'last': dst._last.value,
-                    }})
+                        }
+                    })
                     return tracker, index
 
                 def is_synced(
                     src: ShmArray,
                     dst: ShmArray
                 ) -> tuple[bool, int, int]:
-                    '''Predicate to dertmine if a destination FSP
+                    '''
+                    Predicate to dertmine if a destination FSP
                     output array is aligned to its source array.
 
                     '''
@@ -390,16 +421,15 @@ async def cascade(
                     return not (
                         # the source is likely backfilling and we must
                         # sync history calculations
-                        len_diff > 2 or
+                        len_diff > 2
 
                         # we aren't step synced to the source and may be
                         # leading/lagging by a step
-                        step_diff > 1 or
+                        or step_diff > 1
-                        step_diff < 0
+                        or step_diff < 0
                     ), step_diff, len_diff
 
                 async def poll_and_sync_to_step(
-
                     tracker: TaskTracker,
                     src: ShmArray,
                     dst: ShmArray,
@@ -418,18 +448,23 @@ async def cascade(
                 # detect sample period step for subscription to increment
                 # signal
                 times = src.array['time']
-                delay_s = times[-1] - times[times != times[-1]][-1]
+                if len(times) > 1:
+                    last_ts = times[-1]
+                    delay_s = float(last_ts - times[times != last_ts][-1])
+                else:
+                    # our default "HFT" sample rate.
+                    delay_s = _default_delay_s
 
-                # Increment the underlying shared memory buffer on every
+                # sub and increment the underlying shared memory buffer
-                # "increment" msg received from the underlying data feed.
+                # on every step msg received from the global `samplerd`
-                async with feed.index_stream(
+                # service.
-                    int(delay_s)
+                async with open_sample_stream(float(delay_s)) as istream:
-                ) as istream:
 
                     profiler(f'{func_name}: sample stream up')
                     profiler.finish()
 
-                    async for _ in istream:
+                    async for i in istream:
+                        # print(f'FSP incrementing {i}')
 
                         # respawn the compute task if the source
                         # array has been updated such that we compute
@@ -458,3 +493,23 @@ async def cascade(
                             last = array[-1:].copy()
 
                         dst.push(last)
+
+                        # sync with source buffer's time step
+                        src_l2 = src.array[-2:]
+                        src_li, src_lt = src_l2[-1][['index', 'time']]
+                        src_2li, src_2lt = src_l2[-2][['index', 'time']]
+                        dst._array['time'][src_li] = src_lt
+                        dst._array['time'][src_2li] = src_2lt
+
+                        # last2 = dst.array[-2:]
+                        # if (
+                        #     last2[-1]['index'] != src_li
+                        #     or last2[-2]['index'] != src_2li
+                        # ):
+                        #     dstl2 = list(last2)
+                        #     srcl2 = list(src_l2)
+                        #     print(
+                        #         # f'{dst.token}\n'
+                        #         f'src: {srcl2}\n'
+                        #         f'dst: {dstl2}\n'
+                        #     )

piker/fsp/_volume.py

@@ -234,7 +234,7 @@ async def flow_rates(
     # FSPs, user input, and possibly any general event stream in
     # real-time. Hint: ideally implemented with caching until mutated
     # ;)
-    period: 'Param[int]' = 6,  # noqa
+    period: 'Param[int]' = 1,  # noqa
 
     # TODO: support other means by providing a map
     # to weights `partial()`-ed with `wma()`?
@@ -268,8 +268,7 @@ async def flow_rates(
         'dark_dvlm_rate': None,
     }
 
-    # TODO: 3.10 do ``anext()``
+    quote = await anext(source)
-    quote = await source.__anext__()
 
     # ltr = 0
     # lvr = 0

piker/pp.py

@@ -0,0 +1,998 @@
+# piker: trading gear for hackers
+# Copyright (C) Tyler Goodlet (in stewardship for pikers)
+
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU Affero General Public License for more details.
+
+# You should have received a copy of the GNU Affero General Public License
+
+# along with this program.  If not, see <https://www.gnu.org/licenses/>.
+'''
+Personal/Private position parsing, calculating, summarizing in a way
+that doesn't try to cuk most humans who prefer to not lose their moneys..
+(looking at you `ib` and dirt-bird friends)
+
+'''
+from contextlib import contextmanager as cm
+from pprint import pformat
+import os
+from os import path
+from math import copysign
+import re
+import time
+from typing import (
+    Any,
+    Iterator,
+    Optional,
+    Union,
+)
+
+import pendulum
+from pendulum import datetime, now
+import tomli
+import toml
+
+from . import config
+from .brokers import get_brokermod
+from .clearing._messages import BrokerdPosition, Status
+from .data._source import Symbol
+from .log import get_logger
+from .data.types import Struct
+
+log = get_logger(__name__)
+
+
+@cm
+def open_trade_ledger(
+    broker: str,
+    account: str,
+
+) -> str:
+    '''
+    Indempotently create and read in a trade log file from the
+    ``<configuration_dir>/ledgers/`` directory.
+
+    Files are named per broker account of the form
+    ``<brokername>_<accountname>.toml``. The ``accountname`` here is the
+    name as defined in the user's ``brokers.toml`` config.
+
+    '''
+    ldir = path.join(config._config_dir, 'ledgers')
+    if not path.isdir(ldir):
+        os.makedirs(ldir)
+
+    fname = f'trades_{broker}_{account}.toml'
+    tradesfile = path.join(ldir, fname)
+
+    if not path.isfile(tradesfile):
+        log.info(
+            f'Creating new local trades ledger: {tradesfile}'
+        )
+        with open(tradesfile, 'w') as cf:
+            pass  # touch
+    with open(tradesfile, 'rb') as cf:
+        start = time.time()
+        ledger = tomli.load(cf)
+        print(f'Ledger load took {time.time() - start}s')
+        cpy = ledger.copy()
+
+    try:
+        yield cpy
+    finally:
+        if cpy != ledger:
+            # TODO: show diff output?
+            # https://stackoverflow.com/questions/12956957/print-diff-of-python-dictionaries
+            print(f'Updating ledger for {tradesfile}:\n')
+            ledger.update(cpy)
+
+            # we write on close the mutated ledger data
+            with open(tradesfile, 'w') as cf:
+                toml.dump(ledger, cf)
+
+
+class Transaction(Struct, frozen=True):
+    # TODO: should this be ``.to`` (see below)?
+    fqsn: str
+
+    tid: Union[str, int]  # unique transaction id
+    size: float
+    price: float
+    cost: float  # commisions or other additional costs
+    dt: datetime
+    expiry: Optional[datetime] = None
+
+    # optional key normally derived from the broker
+    # backend which ensures the instrument-symbol this record
+    # is for is truly unique.
+    bsuid: Optional[Union[str, int]] = None
+
+    # optional fqsn for the source "asset"/money symbol?
+    # from: Optional[str] = None
+
+
+def iter_by_dt(
+    clears: dict[str, Any],
+) -> Iterator[tuple[str, dict]]:
+    '''
+    Iterate entries of a ``clears: dict`` table sorted by entry recorded
+    datetime presumably set at the ``'dt'`` field in each entry.
+
+    '''
+    for tid, data in sorted(
+        list(clears.items()),
+        key=lambda item: item[1]['dt'],
+    ):
+        yield tid, data
+
+
+class Position(Struct):
+    '''
+    Basic pp (personal/piker position) model with attached clearing
+    transaction history.
+
+    '''
+    symbol: Symbol
+
+    # can be +ve or -ve for long/short
+    size: float
+
+    # "breakeven price" above or below which pnl moves above and below
+    # zero for the entirety of the current "trade state".
+    ppu: float
+
+    # unique backend symbol id
+    bsuid: str
+
+    split_ratio: Optional[int] = None
+
+    # ordered record of known constituent trade messages
+    clears: dict[
+        Union[str, int, Status],  # trade id
+        dict[str, Any],  # transaction history summaries
+    ] = {}
+    first_clear_dt: Optional[datetime] = None
+
+    expiry: Optional[datetime] = None
+
+    def to_dict(self) -> dict:
+        return {
+            f: getattr(self, f)
+            for f in self.__struct_fields__
+        }
+
+    def to_pretoml(self) -> tuple[str, dict]:
+        '''
+        Prep this position's data contents for export to toml including
+        re-structuring of the ``.clears`` table to an array of
+        inline-subtables for better ``pps.toml`` compactness.
+
+        '''
+        d = self.to_dict()
+        clears = d.pop('clears')
+        expiry = d.pop('expiry')
+
+        if self.split_ratio is None:
+            d.pop('split_ratio')
+
+        # should be obvious from clears/event table
+        d.pop('first_clear_dt')
+
+        # TODO: we need to figure out how to have one top level
+        # listing venue here even when the backend isn't providing
+        # it via the trades ledger..
+        # drop symbol obj in serialized form
+        s = d.pop('symbol')
+        fqsn = s.front_fqsn()
+
+        if self.expiry is None:
+            d.pop('expiry', None)
+        elif expiry:
+            d['expiry'] = str(expiry)
+
+        toml_clears_list = []
+
+        # reverse sort so latest clears are at top of section?
+        for tid, data in iter_by_dt(clears):
+            inline_table = toml.TomlDecoder().get_empty_inline_table()
+
+            # serialize datetime to parsable `str`
+            inline_table['dt'] = str(data['dt'])
+
+            # insert optional clear fields in column order
+            for k in ['ppu', 'accum_size']:
+                val = data.get(k)
+                if val:
+                    inline_table[k] = val
+
+            # insert required fields
+            for k in ['price', 'size', 'cost']:
+                inline_table[k] = data[k]
+
+            inline_table['tid'] = tid
+            toml_clears_list.append(inline_table)
+
+        d['clears'] = toml_clears_list
+
+        return fqsn, d
+
+    def ensure_state(self) -> None:
+        '''
+        Audit either the `.size` and `.ppu` local instance vars against
+        the clears table calculations and return the calc-ed values if
+        they differ and log warnings to console.
+
+        '''
+        clears = list(self.clears.values())
+        self.first_clear_dt = min(list(entry['dt'] for entry in clears))
+        last_clear = clears[-1]
+
+        csize = self.calc_size()
+        accum = last_clear['accum_size']
+        if not self.expired():
+            if (
+                csize != accum
+                and csize != round(accum * self.split_ratio or 1)
+            ):
+                raise ValueError(f'Size mismatch: {csize}')
+        else:
+            assert csize == 0, 'Contract is expired but non-zero size?'
+
+        if self.size != csize:
+            log.warning(
+                'Position state mismatch:\n'
+                f'{self.size} => {csize}'
+            )
+            self.size = csize
+
+        cppu = self.calc_ppu()
+        ppu = last_clear['ppu']
+        if (
+            cppu != ppu
+            and self.split_ratio is not None
+            # handle any split info entered (for now) manually by user
+            and cppu != (ppu / self.split_ratio)
+        ):
+            raise ValueError(f'PPU mismatch: {cppu}')
+
+        if self.ppu != cppu:
+            log.warning(
+                'Position state mismatch:\n'
+                f'{self.ppu} => {cppu}'
+            )
+            self.ppu = cppu
+
+    def update_from_msg(
+        self,
+        msg: BrokerdPosition,
+
+    ) -> None:
+
+        # XXX: better place to do this?
+        symbol = self.symbol
+
+        lot_size_digits = symbol.lot_size_digits
+        ppu, size = (
+            round(
+                msg['avg_price'],
+                ndigits=symbol.tick_size_digits
+            ),
+            round(
+                msg['size'],
+                ndigits=lot_size_digits
+            ),
+        )
+
+        self.ppu = ppu
+        self.size = size
+
+    @property
+    def dsize(self) -> float:
+        '''
+        The "dollar" size of the pp, normally in trading (fiat) unit
+        terms.
+
+        '''
+        return self.ppu * self.size
+
+    # TODO: idea: "real LIFO" dynamic positioning.
+    # - when a trade takes place where the pnl for
+    # the (set of) trade(s) is below the breakeven price
+    # it may be that the trader took a +ve pnl on a short(er)
+    # term trade in the same account.
+    # - in this case we could recalc the be price to
+    # be reverted back to it's prior value before the nearest term
+    # trade was opened.?
+    # def lifo_price() -> float:
+    #     ...
+
+    def iter_clears(self) -> Iterator[tuple[str, dict]]:
+        '''
+        Iterate the internally managed ``.clears: dict`` table in
+        datetime-stamped order.
+
+        '''
+        return iter_by_dt(self.clears)
+
+    def calc_ppu(
+        self,
+        # include transaction cost in breakeven price
+        # and presume the worst case of the same cost
+        # to exit this transaction (even though in reality
+        # it will be dynamic based on exit stratetgy).
+        cost_scalar: float = 2,
+
+    ) -> float:
+        '''
+        Compute the "price-per-unit" price for the given non-zero sized
+        rolling position.
+
+        The recurrence relation which computes this (exponential) mean
+        per new clear which **increases** the accumulative postiion size
+        is:
+
+        ppu[-1] = (
+            ppu[-2] * accum_size[-2]
+            +
+            ppu[-1] * size
+        ) / accum_size[-1]
+
+        where `cost_basis` for the current step is simply the price
+        * size of the most recent clearing transaction.
+
+        '''
+        asize_h: list[float] = []  # historical accumulative size
+        ppu_h: list[float] = []  # historical price-per-unit
+
+        tid: str
+        entry: dict[str, Any]
+        for (tid, entry) in self.iter_clears():
+            clear_size = entry['size']
+            clear_price = entry['price']
+
+            last_accum_size = asize_h[-1] if asize_h else 0
+            accum_size = last_accum_size + clear_size
+            accum_sign = copysign(1, accum_size)
+
+            sign_change: bool = False
+
+            if accum_size == 0:
+                ppu_h.append(0)
+                asize_h.append(0)
+                continue
+
+            if accum_size == 0:
+                ppu_h.append(0)
+                asize_h.append(0)
+                continue
+
+            # test if the pp somehow went "passed" a net zero size state
+            # resulting in a change of the "sign" of the size (+ve for
+            # long, -ve for short).
+            sign_change = (
+                copysign(1, last_accum_size) + accum_sign == 0
+                and last_accum_size != 0
+            )
+
+            # since we passed the net-zero-size state the new size
+            # after sum should be the remaining size the new
+            # "direction" (aka, long vs. short) for this clear.
+            if sign_change:
+                clear_size = accum_size
+                abs_diff = abs(accum_size)
+                asize_h.append(0)
+                ppu_h.append(0)
+
+            else:
+                # old size minus the new size gives us size diff with
+                # +ve -> increase in pp size
+                # -ve -> decrease in pp size
+                abs_diff = abs(accum_size) - abs(last_accum_size)
+
+            # XXX: LIFO breakeven price update. only an increaze in size
+            # of the position contributes the breakeven price,
+            # a decrease does not (i.e. the position is being made
+            # smaller).
+            # abs_clear_size = abs(clear_size)
+            abs_new_size = abs(accum_size)
+
+            if abs_diff > 0:
+
+                cost_basis = (
+                    # cost basis for this clear
+                    clear_price * abs(clear_size)
+                    +
+                    # transaction cost
+                    accum_sign * cost_scalar * entry['cost']
+                )
+
+                if asize_h:
+                    size_last = abs(asize_h[-1])
+                    cb_last = ppu_h[-1] * size_last
+                    ppu = (cost_basis + cb_last) / abs_new_size
+
+                else:
+                    ppu = cost_basis / abs_new_size
+
+                ppu_h.append(ppu)
+                asize_h.append(accum_size)
+
+            else:
+                # on "exit" clears from a given direction,
+                # only the size changes not the price-per-unit
+                # need to be updated since the ppu remains constant
+                # and gets weighted by the new size.
+                asize_h.append(accum_size)
+                ppu_h.append(ppu_h[-1])
+
+        final_ppu = ppu_h[-1] if ppu_h else 0
+
+        # handle any split info entered (for now) manually by user
+        if self.split_ratio is not None:
+            final_ppu /= self.split_ratio
+
+        return final_ppu
+
+    def expired(self) -> bool:
+        '''
+        Predicate which checks if the contract/instrument is past its expiry.
+
+        '''
+        return bool(self.expiry) and self.expiry < now()
+
+    def calc_size(self) -> float:
+        '''
+        Calculate the unit size of this position in the destination
+        asset using the clears/trade event table; zero if expired.
+
+        '''
+        size: float = 0
+
+        # time-expired pps (normally derivatives) are "closed"
+        # and have a zero size.
+        if self.expired():
+            return 0
+
+        for tid, entry in self.clears.items():
+            size += entry['size']
+
+        if self.split_ratio is not None:
+            size = round(size * self.split_ratio)
+
+        return size
+
+    def minimize_clears(
+        self,
+
+    ) -> dict[str, dict]:
+        '''
+        Minimize the position's clears entries by removing
+        all transactions before the last net zero size to avoid
+        unecessary history irrelevant to the current pp state.
+
+        '''
+        size: float = 0
+        clears_since_zero: list[tuple(str, dict)] = []
+
+        # TODO: we might just want to always do this when iterating
+        # a ledger? keep a state of the last net-zero and only do the
+        # full iterate when no state was stashed?
+
+        # scan for the last "net zero" position by iterating
+        # transactions until the next net-zero size, rinse, repeat.
+        for tid, clear in self.clears.items():
+            size += clear['size']
+            clears_since_zero.append((tid, clear))
+
+            if size == 0:
+                clears_since_zero.clear()
+
+        self.clears = dict(clears_since_zero)
+        return self.clears
+
+    def add_clear(
+        self,
+        t: Transaction,
+    ) -> dict:
+        '''
+        Update clearing table and populate rolling ppu and accumulative
+        size in both the clears entry and local attrs state.
+
+        '''
+        clear = self.clears[t.tid] = {
+            'cost': t.cost,
+            'price': t.price,
+            'size': t.size,
+            'dt': t.dt,
+        }
+
+        # TODO: compute these incrementally instead
+        # of re-looping through each time resulting in O(n**2)
+        # behaviour..?
+
+        # NOTE: we compute these **after** adding the entry in order to
+        # make the recurrence relation math work inside
+        # ``.calc_size()``.
+        self.size = clear['accum_size'] = self.calc_size()
+        self.ppu = clear['ppu'] = self.calc_ppu()
+
+        return clear
+
+    def sugest_split(self) -> float:
+        ...
+
+
+class PpTable(Struct):
+
+    brokername: str
+    acctid: str
+    pps: dict[str, Position]
+    conf: Optional[dict] = {}
+
+    def update_from_trans(
+        self,
+        trans: dict[str, Transaction],
+        cost_scalar: float = 2,
+
+    ) -> dict[str, Position]:
+
+        pps = self.pps
+        updated: dict[str, Position] = {}
+
+        # lifo update all pps from records
+        for tid, t in trans.items():
+
+            pp = pps.setdefault(
+                t.bsuid,
+
+                # if no existing pp, allocate fresh one.
+                Position(
+                    Symbol.from_fqsn(
+                        t.fqsn,
+                        info={},
+                    ),
+                    size=0.0,
+                    ppu=0.0,
+                    bsuid=t.bsuid,
+                    expiry=t.expiry,
+                )
+            )
+            clears = pp.clears
+            if clears:
+                first_clear_dt = pp.first_clear_dt
+
+                # don't do updates for ledger records we already have
+                # included in the current pps state.
+                if (
+                    t.tid in clears
+                    or first_clear_dt and t.dt < first_clear_dt
+                ):
+                    # NOTE: likely you'll see repeats of the same
+                    # ``Transaction`` passed in here if/when you are restarting
+                    # a ``brokerd.ib`` where the API will re-report trades from
+                    # the current session, so we need to make sure we don't
+                    # "double count" these in pp calculations.
+                    continue
+
+            # update clearing table
+            pp.add_clear(t)
+            updated[t.bsuid] = pp
+
+        # minimize clears tables and update sizing.
+        for bsuid, pp in updated.items():
+            pp.ensure_state()
+
+        return updated
+
+    def dump_active(
+        self,
+    ) -> tuple[
+        dict[str, Position],
+        dict[str, Position]
+    ]:
+        '''
+        Iterate all tabulated positions, render active positions to
+        a ``dict`` format amenable to serialization (via TOML) and drop
+        from state (``.pps``) as well as return in a ``dict`` all
+        ``Position``s which have recently closed.
+
+        '''
+        # NOTE: newly closed position are also important to report/return
+        # since a consumer, like an order mode UI ;), might want to react
+        # based on the closure (for example removing the breakeven line
+        # and clearing the entry from any lists/monitors).
+        closed_pp_objs: dict[str, Position] = {}
+        open_pp_objs: dict[str, Position] = {}
+
+        pp_objs = self.pps
+        for bsuid in list(pp_objs):
+            pp = pp_objs[bsuid]
+
+            # XXX: debug hook for size mismatches
+            # qqqbsuid = 320227571
+            # if bsuid == qqqbsuid:
+            #     breakpoint()
+
+            pp.ensure_state()
+
+            if (
+                # "net-zero" is a "closed" position
+                pp.size == 0
+
+                # time-expired pps (normally derivatives) are "closed"
+                or (pp.expiry and pp.expiry < now())
+            ):
+                # for expired cases
+                pp.size = 0
+
+                # NOTE: we DO NOT pop the pp here since it can still be
+                # used to check for duplicate clears that may come in as
+                # new transaction from some backend API and need to be
+                # ignored; the closed positions won't be written to the
+                # ``pps.toml`` since ``pp_active_entries`` above is what's
+                # written.
+                closed_pp_objs[bsuid] = pp
+
+            else:
+                open_pp_objs[bsuid] = pp
+
+        return open_pp_objs, closed_pp_objs
+
+    def to_toml(
+        self,
+    ) -> dict[str, Any]:
+
+        active, closed = self.dump_active()
+
+        # ONLY dict-serialize all active positions; those that are closed
+        # we don't store in the ``pps.toml``.
+        to_toml_dict = {}
+
+        for bsuid, pos in active.items():
+
+            # keep the minimal amount of clears that make up this
+            # position since the last net-zero state.
+            pos.minimize_clears()
+            pos.ensure_state()
+
+            # serialize to pre-toml form
+            fqsn, asdict = pos.to_pretoml()
+            log.info(f'Updating active pp: {fqsn}')
+
+            # XXX: ugh, it's cuz we push the section under
+            # the broker name.. maybe we need to rethink this?
+            brokerless_key = fqsn.removeprefix(f'{self.brokername}.')
+            to_toml_dict[brokerless_key] = asdict
+
+        return to_toml_dict
+
+    def write_config(self) -> None:
+        '''
+        Write the current position table to the user's ``pps.toml``.
+
+        '''
+        # TODO: show diff output?
+        # https://stackoverflow.com/questions/12956957/print-diff-of-python-dictionaries
+        print(f'Updating ``pps.toml`` for {path}:\n')
+
+        # active, closed_pp_objs = table.dump_active()
+        pp_entries = self.to_toml()
+        self.conf[self.brokername][self.acctid] = pp_entries
+
+        # TODO: why tf haven't they already done this for inline
+        # tables smh..
+        enc = PpsEncoder(preserve=True)
+        # table_bs_type = type(toml.TomlDecoder().get_empty_inline_table())
+        enc.dump_funcs[
+            toml.decoder.InlineTableDict
+        ] = enc.dump_inline_table
+
+        config.write(
+            self.conf,
+            'pps',
+            encoder=enc,
+        )
+
+
+def load_pps_from_ledger(
+
+    brokername: str,
+    acctname: str,
+
+    # post normalization filter on ledger entries to be processed
+    filter_by: Optional[list[dict]] = None,
+
+) -> tuple[
+    dict[str, Transaction],
+    dict[str, Position],
+]:
+    '''
+    Open a ledger file by broker name and account and read in and
+    process any trade records into our normalized ``Transaction`` form
+    and then update the equivalent ``Pptable`` and deliver the two
+    bsuid-mapped dict-sets of the transactions and pps.
+
+    '''
+    with (
+        open_trade_ledger(brokername, acctname) as ledger,
+        open_pps(brokername, acctname) as table,
+    ):
+        if not ledger:
+            # null case, no ledger file with content
+            return {}
+
+        mod = get_brokermod(brokername)
+        src_records: dict[str, Transaction] = mod.norm_trade_records(ledger)
+
+        if filter_by:
+            records = {}
+            bsuids = set(filter_by)
+            for tid, r in src_records.items():
+                if r.bsuid in bsuids:
+                    records[tid] = r
+        else:
+            records = src_records
+
+        updated = table.update_from_trans(records)
+
+    return records, updated
+
+
+# TODO: instead see if we can hack tomli and tomli-w to do the same:
+# - https://github.com/hukkin/tomli
+# - https://github.com/hukkin/tomli-w
+class PpsEncoder(toml.TomlEncoder):
+    '''
+    Special "styled" encoder that makes a ``pps.toml`` redable and
+    compact by putting `.clears` tables inline and everything else
+    flat-ish.
+
+    '''
+    separator = ','
+
+    def dump_list(self, v):
+        '''
+        Dump an inline list with a newline after every element and
+        with consideration for denoted inline table types.
+
+        '''
+        retval = "[\n"
+        for u in v:
+            if isinstance(u, toml.decoder.InlineTableDict):
+                out = self.dump_inline_table(u)
+            else:
+                out = str(self.dump_value(u))
+
+            retval += " " + out + "," + "\n"
+        retval += "]"
+        return retval
+
+    def dump_inline_table(self, section):
+        """Preserve inline table in its compact syntax instead of expanding
+        into subsection.
+        https://github.com/toml-lang/toml#user-content-inline-table
+        """
+        val_list = []
+        for k, v in section.items():
+            # if isinstance(v, toml.decoder.InlineTableDict):
+            if isinstance(v, dict):
+                val = self.dump_inline_table(v)
+            else:
+                val = str(self.dump_value(v))
+
+            val_list.append(k + " = " + val)
+
+        retval = "{ " + ", ".join(val_list) + " }"
+        return retval
+
+    def dump_sections(self, o, sup):
+        retstr = ""
+        if sup != "" and sup[-1] != ".":
+            sup += '.'
+        retdict = self._dict()
+        arraystr = ""
+        for section in o:
+            qsection = str(section)
+            value = o[section]
+
+            if not re.match(r'^[A-Za-z0-9_-]+$', section):
+                qsection = toml.encoder._dump_str(section)
+
+            # arrayoftables = False
+            if (
+                self.preserve
+                and isinstance(value, toml.decoder.InlineTableDict)
+            ):
+                retstr += (
+                    qsection
+                    +
+                    " = "
+                    +
+                    self.dump_inline_table(o[section])
+                    +
+                    '\n'  # only on the final terminating left brace
+                )
+
+            # XXX: this code i'm pretty sure is just blatantly bad
+            # and/or wrong..
+            # if isinstance(o[section], list):
+            #     for a in o[section]:
+            #         if isinstance(a, dict):
+            #             arrayoftables = True
+            # if arrayoftables:
+            #     for a in o[section]:
+            #         arraytabstr = "\n"
+            #         arraystr += "[[" + sup + qsection + "]]\n"
+            #         s, d = self.dump_sections(a, sup + qsection)
+            #         if s:
+            #             if s[0] == "[":
+            #                 arraytabstr += s
+            #             else:
+            #                 arraystr += s
+            #         while d:
+            #             newd = self._dict()
+            #             for dsec in d:
+            #                 s1, d1 = self.dump_sections(d[dsec], sup +
+            #                                             qsection + "." +
+            #                                             dsec)
+            #                 if s1:
+            #                     arraytabstr += ("[" + sup + qsection +
+            #                                     "." + dsec + "]\n")
+            #                     arraytabstr += s1
+            #                 for s1 in d1:
+            #                     newd[dsec + "." + s1] = d1[s1]
+            #             d = newd
+            #         arraystr += arraytabstr
+
+            elif isinstance(value, dict):
+                retdict[qsection] = o[section]
+
+            elif o[section] is not None:
+                retstr += (
+                    qsection
+                    +
+                    " = "
+                    +
+                    str(self.dump_value(o[section]))
+                )
+
+                # if not isinstance(value, dict):
+                if not isinstance(value, toml.decoder.InlineTableDict):
+                    # inline tables should not contain newlines:
+                    # https://toml.io/en/v1.0.0#inline-table
+                    retstr += '\n'
+
+            else:
+                raise ValueError(value)
+
+        retstr += arraystr
+        return (retstr, retdict)
+
+
+@cm
+def open_pps(
+    brokername: str,
+    acctid: str,
+    write_on_exit: bool = True,
+
+) -> PpTable:
+    '''
+    Read out broker-specific position entries from
+    incremental update file: ``pps.toml``.
+
+    '''
+    conf, path = config.load('pps')
+    brokersection = conf.setdefault(brokername, {})
+    pps = brokersection.setdefault(acctid, {})
+
+    # TODO: ideally we can pass in an existing
+    # pps state to this right? such that we
+    # don't have to do a ledger reload all the
+    # time.. a couple ideas I can think of,
+    # - mirror this in some client side actor which
+    #   does the actual ledger updates (say the paper
+    #   engine proc if we decide to always spawn it?),
+    # - do diffs against updates from the ledger writer
+    #   actor and the in-mem state here?
+
+    pp_objs = {}
+    table = PpTable(
+        brokername,
+        acctid,
+        pp_objs,
+        conf=conf,
+    )
+
+    # unmarshal/load ``pps.toml`` config entries into object form
+    # and update `PpTable` obj entries.
+    for fqsn, entry in pps.items():
+        bsuid = entry['bsuid']
+
+        # convert clears sub-tables (only in this form
+        # for toml re-presentation) back into a master table.
+        clears_list = entry['clears']
+
+        # index clears entries in "object" form by tid in a top
+        # level dict instead of a list (as is presented in our
+        # ``pps.toml``).
+        clears = pp_objs.setdefault(bsuid, {})
+
+        # TODO: should be make a ``Struct`` for clear/event entries?
+        # convert "clear events table" from the toml config (list of
+        # a dicts) and load it into object form for use in position
+        # processing of new clear events.
+        trans: list[Transaction] = []
+
+        for clears_table in clears_list:
+            tid = clears_table.pop('tid')
+            dtstr = clears_table['dt']
+            dt = pendulum.parse(dtstr)
+            clears_table['dt'] = dt
+            trans.append(Transaction(
+                fqsn=bsuid,
+                bsuid=bsuid,
+                tid=tid,
+                size=clears_table['size'],
+                price=clears_table['price'],
+                cost=clears_table['cost'],
+                dt=dt,
+            ))
+            clears[tid] = clears_table
+
+        size = entry['size']
+
+        # TODO: remove but, handle old field name for now
+        ppu = entry.get('ppu', entry.get('be_price', 0))
+        split_ratio = entry.get('split_ratio')
+
+        expiry = entry.get('expiry')
+        if expiry:
+            expiry = pendulum.parse(expiry)
+
+        pp = pp_objs[bsuid] = Position(
+            Symbol.from_fqsn(fqsn, info={}),
+            size=size,
+            ppu=ppu,
+            split_ratio=split_ratio,
+            expiry=expiry,
+            bsuid=entry['bsuid'],
+        )
+
+        # XXX: super critical, we need to be sure to include
+        # all pps.toml clears to avoid reusing clears that were
+        # already included in the current incremental update
+        # state, since today's records may have already been
+        # processed!
+        for t in trans:
+            pp.add_clear(t)
+
+        # audit entries loaded from toml
+        pp.ensure_state()
+
+    try:
+        yield table
+    finally:
+        if write_on_exit:
+            table.write_config()
+
+
+if __name__ == '__main__':
+    import sys
+
+    args = sys.argv
+    assert len(args) > 1, 'Specifiy account(s) from `brokers.toml`'
+    args = args[1:]
+    for acctid in args:
+        broker, name = acctid.split('.')
+        trans, updated_pps = load_pps_from_ledger(broker, name)
+        print(
+            f'Processing transactions into pps for {broker}:{acctid}\n'
+            f'{pformat(trans)}\n\n'
+            f'{pformat(updated_pps)}'
+        )

piker/ui/_annotate.py

@@ -32,16 +32,22 @@ def mk_marker_path(
     style: str,
 
 ) -> QGraphicsPathItem:
-    """Add a marker to be displayed on the line wrapped in a ``QGraphicsPathItem``
+    '''
-    ready to be placed using scene coordinates (not view).
+    Add a marker to be displayed on the line wrapped in
+    a ``QGraphicsPathItem`` ready to be placed using scene coordinates
+    (not view).
 
     **Arguments**
     style        String indicating the style of marker to add:
                   ``'<|'``, ``'|>'``, ``'>|'``, ``'|<'``, ``'<|>'``,
                   ``'>|<'``, ``'^'``, ``'v'``, ``'o'``
-    size          Size of the marker in pixels.
 
-    """
+    This code is taken nearly verbatim from the
+    `InfiniteLine.addMarker()` method but does not attempt do be aware
+    of low(er) level graphics controls and expects for the output
+    polygon to be applied to a ``QGraphicsPathItem``.
+
+    '''
     path = QtGui.QPainterPath()
 
     if style == 'o':
@@ -87,7 +93,8 @@ def mk_marker_path(
 
 
 class LevelMarker(QGraphicsPathItem):
-    '''An arrow marker path graphich which redraws itself
+    '''
+    An arrow marker path graphich which redraws itself
     to the specified view coordinate level on each paint cycle.
 
     '''
@@ -104,7 +111,8 @@ class LevelMarker(QGraphicsPathItem):
 
         # get polygon and scale
         super().__init__()
-        self.scale(size, size)
+        # self.setScale(size, size)
+        self.setScale(size)
 
         # interally generates path
         self._style = None
@@ -114,6 +122,7 @@ class LevelMarker(QGraphicsPathItem):
 
         self.get_level = get_level
         self._on_paint = on_paint
+
         self.scene_x = lambda: chart.marker_right_points()[1]
         self.level: float = 0
         self.keep_in_view = keep_in_view
@@ -149,12 +158,9 @@ class LevelMarker(QGraphicsPathItem):
     def w(self) -> float:
         return self.path_br().width()
 
-    def position_in_view(
+    def position_in_view(self) -> None:
-        self,
+        '''
-        # level: float,
+        Show a pp off-screen indicator for a level label.
-
-    ) -> None:
-        '''Show a pp off-screen indicator for a level label.
 
         This is like in fps games where you have a gps "nav" indicator
         but your teammate is outside the range of view, except in 2D, on
@@ -162,7 +168,6 @@ class LevelMarker(QGraphicsPathItem):
 
         '''
         level = self.get_level()
-
         view = self.chart.getViewBox()
         vr = view.state['viewRange']
         ymn, ymx = vr[1]
@@ -186,7 +191,6 @@ class LevelMarker(QGraphicsPathItem):
             )
 
         elif level < ymn:  # pin to bottom of view
-
             self.setPos(
                 QPointF(
                     x,
@@ -211,7 +215,8 @@ class LevelMarker(QGraphicsPathItem):
         w: QtWidgets.QWidget
 
     ) -> None:
-        '''Core paint which we override to always update
+        '''
+        Core paint which we override to always update
         our marker position in scene coordinates from a
         view cooridnate "level".
 
@@ -235,11 +240,12 @@ def qgo_draw_markers(
     right_offset: float,
 
 ) -> float:
-    """Paint markers in ``pg.GraphicsItem`` style by first
+    '''
+    Paint markers in ``pg.GraphicsItem`` style by first
     removing the view transform for the painter, drawing the markers
     in scene coords, then restoring the view coords.
 
-    """
+    '''
     # paint markers in native coordinate system
     orig_tr = p.transform()
 

piker/ui/_app.py

@@ -19,15 +19,16 @@ Main app startup and run.
 
 '''
 from functools import partial
+from types import ModuleType
 
 from PyQt5.QtCore import QEvent
 import trio
 
 from .._daemon import maybe_spawn_brokerd
-from ..brokers import get_brokermod
 from . import _event
 from ._exec import run_qtractor
 from ..data.feed import install_brokerd_search
+from ..data._source import unpack_fqsn
 from . import _search
 from ._chart import GodWidget
 from ..log import get_logger
@@ -36,27 +37,26 @@ log = get_logger(__name__)
 
 
 async def load_provider_search(
-
+    brokermod: str,
-    broker: str,
     loglevel: str,
 
 ) -> None:
 
-    log.info(f'loading brokerd for {broker}..')
+    name = brokermod.name
+    log.info(f'loading brokerd for {name}..')
 
     async with (
 
         maybe_spawn_brokerd(
-            broker,
+            name,
             loglevel=loglevel
         ) as portal,
 
         install_brokerd_search(
             portal,
-            get_brokermod(broker),
+            brokermod,
         ),
     ):
-
         # keep search engine stream up until cancelled
         await trio.sleep_forever()
 
@@ -66,8 +66,8 @@ async def _async_main(
     # implicit required argument provided by ``qtractor_run()``
     main_widget: GodWidget,
 
-    sym: str,
+    syms: list[str],
-    brokernames: str,
+    brokers: dict[str, ModuleType],
     loglevel: str,
 
 ) -> None:
@@ -78,6 +78,8 @@ async def _async_main(
 
     """
     from . import _display
+    from ._pg_overrides import _do_overrides
+    _do_overrides()
 
     godwidget = main_widget
 
@@ -97,6 +99,11 @@ async def _async_main(
     sbar = godwidget.window.status_bar
     starting_done = sbar.open_status('starting ze sexy chartz')
 
+    needed_brokermods: dict[str, ModuleType] = {}
+    for fqsn in syms:
+        brokername, *_ = unpack_fqsn(fqsn)
+        needed_brokermods[brokername] = brokers[brokername]
+
     async with (
         trio.open_nursery() as root_n,
     ):
@@ -107,18 +114,14 @@ async def _async_main(
         # setup search widget and focus main chart view at startup
         # search widget is a singleton alongside the godwidget
         search = _search.SearchWidget(godwidget=godwidget)
-        search.bar.unfocus()
+        # search.bar.unfocus()
-
+        # godwidget.hbox.addWidget(search)
-        godwidget.hbox.addWidget(search)
         godwidget.search = search
 
-        symbol, _, provider = sym.rpartition('.')
-
         # this internally starts a ``display_symbol_data()`` task above
-        order_mode_ready = await godwidget.load_symbol(
+        order_mode_ready = await godwidget.load_symbols(
-            provider,
+            fqsns=syms,
-            symbol,
+            loglevel=loglevel,
-            loglevel
         )
 
         # spin up a search engine for the local cached symbol set
@@ -135,8 +138,12 @@ async def _async_main(
         ):
             # load other providers into search **after**
             # the chart's select cache
-            for broker in brokernames:
+            for brokername, mod in needed_brokermods.items():
-                root_n.start_soon(load_provider_search, broker, loglevel)
+                root_n.start_soon(
+                    load_provider_search,
+                    mod,
+                    loglevel,
+                )
 
             await order_mode_ready.wait()
 
@@ -165,19 +172,22 @@ async def _async_main(
 
 
 def _main(
-    sym: str,
+    syms: list[str],
-    brokernames: [str],
+    brokermods: list[ModuleType],
     piker_loglevel: str,
     tractor_kwargs,
 ) -> None:
     '''
-    Sync entry point to start a chart: a ``tractor`` + Qt runtime
+    Sync entry point to start a chart: a ``tractor`` + Qt runtime.
-    entry point
 
     '''
     run_qtractor(
         func=_async_main,
-        args=(sym, brokernames, piker_loglevel),
+        args=(
-        main_widget=GodWidget,
+            syms,
+            {mod.name: mod for mod in brokermods},
+            piker_loglevel,
+        ),
+        main_widget_type=GodWidget,
         tractor_kwargs=tractor_kwargs,
     )

piker/ui/_axes.py

@@ -18,6 +18,7 @@
 Chart axes graphics and behavior.
 
 """
+from __future__ import annotations
 from functools import lru_cache
 from typing import Optional, Callable
 from math import floor
@@ -27,6 +28,7 @@ import pyqtgraph as pg
 from PyQt5 import QtCore, QtGui, QtWidgets
 from PyQt5.QtCore import QPointF
 
+from . import _pg_overrides as pgo
 from ..data._source import float_digits
 from ._label import Label
 from ._style import DpiAwareFont, hcolor, _font
@@ -39,12 +41,17 @@ class Axis(pg.AxisItem):
     '''
     A better axis that sizes tick contents considering font size.
 
+    Also includes tick values lru caching originally proposed in but never
+    accepted upstream:
+    https://github.com/pyqtgraph/pyqtgraph/pull/2160
+
     '''
     def __init__(
         self,
-        linkedsplits,
+        plotitem: pgo.PlotItem,
-        typical_max_str: str = '100 000.000',
+        typical_max_str: str = '100 000.000  ',
         text_color: str = 'bracket',
+        lru_cache_tick_strings: bool = True,
         **kwargs
 
     ) -> None:
@@ -56,41 +63,78 @@ class Axis(pg.AxisItem):
         # XXX: pretty sure this makes things slower
         # self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
 
-        self.linkedsplits = linkedsplits
+        self.pi = plotitem
         self._dpi_font = _font
 
         self.setTickFont(_font.font)
         font_size = self._dpi_font.font.pixelSize()
 
+        style_conf = {
+            'textFillLimits': [(0, 0.5)],
+            'tickFont': self._dpi_font.font,
+
+        }
+        text_offset = None
         if self.orientation in ('bottom',):
             text_offset = floor(0.25 * font_size)
 
         elif self.orientation in ('left', 'right'):
             text_offset = floor(font_size / 2)
 
-        self.setStyle(**{
+        if text_offset:
-            'textFillLimits': [(0, 0.5)],
+            style_conf.update({
-            'tickFont': self._dpi_font.font,
-
                 # offset of text *away from* axis line in px
                 # use approx. half the font pixel size (height)
                 'tickTextOffset': text_offset,
             })
 
+        self.setStyle(**style_conf)
         self.setTickFont(_font.font)
 
         # NOTE: this is for surrounding "border"
         self.setPen(_axis_pen)
 
         # this is the text color
-        # self.setTextPen(pg.mkPen(hcolor(text_color)))
         self.text_color = text_color
 
+        # generate a bounding rect based on sizing to a "typical"
+        # maximum length-ed string defined as init default.
         self.typical_br = _font._qfm.boundingRect(typical_max_str)
 
         # size the pertinent axis dimension to a "typical value"
         self.size_to_values()
 
+        # NOTE: requires override ``.tickValues()`` method seen below.
+        if lru_cache_tick_strings:
+            self.tickStrings = lru_cache(
+                maxsize=2**20
+            )(self.tickStrings)
+
+        # axis "sticky" labels
+        self._stickies: dict[str, YAxisLabel] = {}
+
+    # NOTE: only overriden to cast tick values entries into tuples
+    # for use with the lru caching.
+    def tickValues(
+        self,
+        minVal: float,
+        maxVal: float,
+        size: int,
+
+    ) -> list[tuple[float, tuple[str]]]:
+        '''
+        Repack tick values into tuples for lru caching.
+
+        '''
+        ticks = []
+        for scalar, values in super().tickValues(minVal, maxVal, size):
+            ticks.append((
+                scalar,
+                tuple(values),  # this
+            ))
+
+        return ticks
+
     @property
     def text_color(self) -> str:
         return self._text_color
@@ -106,6 +150,38 @@ class Axis(pg.AxisItem):
     def txt_offsets(self) -> tuple[int, int]:
         return tuple(self.style['tickTextOffset'])
 
+    def add_sticky(
+        self,
+        pi: pgo.PlotItem,
+        name: None | str = None,
+        digits: None | int = 2,
+        bg_color='default',
+        fg_color='black',
+
+    ) -> YAxisLabel:
+
+        # if the sticky is for our symbol
+        # use the tick size precision for display
+        name = name or pi.name
+        digits = digits or 2
+
+        # TODO: ``._ysticks`` should really be an attr on each
+        # ``PlotItem`` now instead of the containing widget (because of
+        # overlays) ?
+
+        # add y-axis "last" value label
+        sticky = self._stickies[name] = YAxisLabel(
+            pi=pi,
+            parent=self,
+            digits=digits,  # TODO: pass this from symbol data
+            opacity=0.9,  # slight see-through
+            bg_color=bg_color,
+            fg_color=fg_color,
+        )
+
+        pi.sigRangeChanged.connect(sticky.update_on_resize)
+        return sticky
+
 
 class PriceAxis(Axis):
 
@@ -167,7 +243,6 @@ class PriceAxis(Axis):
         self._min_tick = size
 
     def size_to_values(self) -> None:
-        # self.typical_br = _font._qfm.boundingRect(typical_max_str)
         self.setWidth(self.typical_br.width())
 
     # XXX: drop for now since it just eats up h space
@@ -222,28 +297,47 @@ class DynamicDateAxis(Axis):
 
     ) -> list[str]:
 
-        chart = self.linkedsplits.chart
+        # XX: ARGGGGG AG:LKSKDJF:LKJSDFD
-        flow = chart._flows[chart.name]
+        chart = self.pi.chart_widget
-        shm = flow.shm
+
-        bars = shm.array
+        viz = chart._vizs[chart.name]
+        shm = viz.shm
+        array = shm.array
+        times = array['time']
+        i_0, i_l = times[0], times[-1]
+
+        if (
+            (indexes[0] < i_0
+             and indexes[-1] < i_l)
+            or
+            (indexes[0] > i_0
+             and indexes[-1] > i_l)
+        ):
+            return []
+
+        if viz.index_field == 'index':
+            arr_len = times.shape[0]
             first = shm._first.value
-
+            epochs = times[
-        bars_len = len(bars)
+                list(
-        times = bars['time']
-
-        epochs = times[list(
                     map(
                         int,
                         filter(
-                    lambda i: i > 0 and i < bars_len,
+                            lambda i: i > 0 and i < arr_len,
-                    (i-first for i in indexes)
+                            (i - first for i in indexes)
                         )
                     )
-        )]
+                )
+            ]
+        else:
+            epochs = list(map(int, indexes))
 
         # TODO: **don't** have this hard coded shift to EST
         # delay = times[-1] - times[-2]
-        dts = np.array(epochs, dtype='datetime64[s]')
+        dts = np.array(
+            epochs,
+            dtype='datetime64[s]',
+        )
 
         # see units listing:
         # https://numpy.org/devdocs/reference/arrays.datetime.html#datetime-units
@@ -261,24 +355,39 @@ class DynamicDateAxis(Axis):
         spacing: float,
 
     ) -> list[str]:
+
+        return self._indexes_to_timestrs(values)
+
+        # NOTE: handy for debugging the lru cache
         # info = self.tickStrings.cache_info()
         # print(info)
-        return self._indexes_to_timestrs(values)
 
 
 class AxisLabel(pg.GraphicsObject):
 
-    _x_margin = 0
+    # relative offsets *OF* the bounding rect relative
-    _y_margin = 0
+    # to parent graphics object.
+    # eg.  <parent>| => <_x_br_offset> => | <text> |
+    _x_br_offset: float = 0
+    _y_br_offset: float = 0
+
+    # relative offsets of text *within* bounding rect
+    # eg. | <_x_margin> => <text> |
+    _x_margin: float = 0
+    _y_margin: float = 0
+
+    # multiplier of the text content's height in order
+    # to force a larger (y-dimension) bounding rect.
+    _y_txt_h_scaling: float = 1
 
     def __init__(
         self,
         parent: pg.GraphicsItem,
         digits: int = 2,
 
-        bg_color: str = 'bracket',
+        bg_color: str = 'default',
         fg_color: str = 'black',
-        opacity: int = 1,  # XXX: seriously don't set this to 0
+        opacity: int = .8,  # XXX: seriously don't set this to 0
         font_size: str = 'default',
 
         use_arrow: bool = True,
@@ -289,6 +398,7 @@ class AxisLabel(pg.GraphicsObject):
         self.setParentItem(parent)
 
         self.setFlag(self.ItemIgnoresTransformations)
+        self.setZValue(100)
 
         # XXX: pretty sure this is faster
         self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
@@ -320,14 +430,14 @@ class AxisLabel(pg.GraphicsObject):
         p: QtGui.QPainter,
         opt: QtWidgets.QStyleOptionGraphicsItem,
         w: QtWidgets.QWidget
+
     ) -> None:
-        """Draw a filled rectangle based on the size of ``.label_str`` text.
+        '''
+        Draw a filled rectangle based on the size of ``.label_str`` text.
 
         Subtypes can customize further by overloading ``.draw()``.
 
-        """
+        '''
-        # p.setCompositionMode(QtWidgets.QPainter.CompositionMode_SourceOver)
-
         if self.label_str:
 
             # if not self.rect:
@@ -338,7 +448,11 @@ class AxisLabel(pg.GraphicsObject):
 
             p.setFont(self._dpifont.font)
             p.setPen(self.fg_color)
-            p.drawText(self.rect, self.text_flags, self.label_str)
+            p.drawText(
+                self.rect,
+                self.text_flags,
+                self.label_str,
+            )
 
     def draw(
         self,
@@ -346,6 +460,8 @@ class AxisLabel(pg.GraphicsObject):
         rect: QtCore.QRectF
     ) -> None:
 
+        p.setOpacity(self.opacity)
+
         if self._use_arrow:
             if not self.path:
                 self._draw_arrow_path()
@@ -353,15 +469,13 @@ class AxisLabel(pg.GraphicsObject):
             p.drawPath(self.path)
             p.fillPath(self.path, pg.mkBrush(self.bg_color))
 
-        # this adds a nice black outline around the label for some odd
-        # reason; ok by us
-        p.setOpacity(self.opacity)
-
         # this cause the L1 labels to glitch out if used in the subtype
         # and it will leave a small black strip with the arrow path if
         # done before the above
-        p.fillRect(self.rect, self.bg_color)
+        p.fillRect(
-
+            self.rect,
+            self.bg_color,
+        )
 
     def boundingRect(self):  # noqa
         '''
@@ -405,15 +519,18 @@ class AxisLabel(pg.GraphicsObject):
         txt_h, txt_w = txt_br.height(), txt_br.width()
         # print(f'wsw: {self._dpifont.boundingRect(" ")}')
 
-        # allow subtypes to specify a static width and height
+        # allow subtypes to override width and height
         h, w = self.size_hint()
-        # print(f'axis size: {self._parent.size()}')
-        # print(f'axis geo: {self._parent.geometry()}')
 
         self.rect = QtCore.QRectF(
-            0, 0,
+
+            # relative bounds offsets
+            self._x_br_offset,
+            self._y_br_offset,
+
             (w or txt_w) + self._x_margin / 2,
-            (h or txt_h) + self._y_margin / 2,
+
+            (h or txt_h) * self._y_txt_h_scaling + (self._y_margin / 2),
         )
         # print(self.rect)
         # hb = self.path.controlPointRect()
@@ -489,7 +606,7 @@ class XAxisLabel(AxisLabel):
 
 
 class YAxisLabel(AxisLabel):
-    _y_margin = 4
+    _y_margin: int = 4
 
     text_flags = (
         QtCore.Qt.AlignLeft
@@ -500,19 +617,19 @@ class YAxisLabel(AxisLabel):
 
     def __init__(
         self,
-        chart,
+        pi: pgo.PlotItem,
         *args,
         **kwargs
     ) -> None:
 
         super().__init__(*args, **kwargs)
 
-        self._chart = chart
+        self._pi = pi
-
+        pi.sigRangeChanged.connect(self.update_on_resize)
-        chart.sigRangeChanged.connect(self.update_on_resize)
 
         self._last_datum = (None, None)
 
+        self.x_offset = 0
         # pull text offset from axis from parent axis
         if getattr(self._parent, 'txt_offsets', False):
             self.x_offset, y_offset = self._parent.txt_offsets()
@@ -531,7 +648,8 @@ class YAxisLabel(AxisLabel):
         value: float,  # data for text
 
         # on odd dimension and/or adds nice black line
-        x_offset: Optional[int] = None
+        x_offset: int = 0,
+
     ) -> None:
 
         # this is read inside ``.paint()``
@@ -577,7 +695,7 @@ class YAxisLabel(AxisLabel):
             self._last_datum = (index, value)
 
         self.update_label(
-            self._chart.mapFromView(QPointF(index, value)),
+            self._pi.mapFromView(QPointF(index, value)),
             value
         )
 

piker/ui/_cursor.py

@@ -18,8 +18,13 @@
 Mouse interaction graphics
 
 """
+from __future__ import annotations
 from functools import partial
-from typing import Optional, Callable
+from typing import (
+    Optional,
+    Callable,
+    TYPE_CHECKING,
+)
 
 import inspect
 import numpy as np
@@ -36,6 +41,12 @@ from ._style import (
 from ._axes import YAxisLabel, XAxisLabel
 from ..log import get_logger
 
+if TYPE_CHECKING:
+    from ._chart import (
+        ChartPlotWidget,
+        LinkedSplits,
+    )
+
 
 log = get_logger(__name__)
 
@@ -58,7 +69,7 @@ class LineDot(pg.CurvePoint):
         curve: pg.PlotCurveItem,
         index: int,
 
-        plot: 'ChartPlotWidget',  # type: ingore # noqa
+        plot: ChartPlotWidget,  # type: ingore # noqa
         pos=None,
         color: str = 'default_light',
 
@@ -151,7 +162,7 @@ class ContentsLabel(pg.LabelItem):
     def __init__(
         self,
 
-        # chart: 'ChartPlotWidget',  # noqa
+        # chart: ChartPlotWidget,  # noqa
         view: pg.ViewBox,
 
         anchor_at: str = ('top', 'right'),
@@ -244,7 +255,7 @@ class ContentsLabels:
     '''
     def __init__(
         self,
-        linkedsplits: 'LinkedSplits',  # type: ignore # noqa
+        linkedsplits: LinkedSplits,  # type: ignore # noqa
 
     ) -> None:
 
@@ -263,8 +274,8 @@ class ContentsLabels:
     ) -> None:
         for chart, name, label, update in self._labels:
 
-            flow = chart._flows[name]
+            viz = chart.get_viz(name)
-            array = flow.shm.array
+            array = viz.shm.array
 
             if not (
                 index >= 0
@@ -289,7 +300,7 @@ class ContentsLabels:
     def add_label(
 
         self,
-        chart: 'ChartPlotWidget',  # type: ignore # noqa
+        chart: ChartPlotWidget,  # type: ignore # noqa
         name: str,
         anchor_at: tuple[str, str] = ('top', 'left'),
         update_func: Callable = ContentsLabel.update_from_value,
@@ -316,7 +327,7 @@ class Cursor(pg.GraphicsObject):
     def __init__(
 
         self,
-        linkedsplits: 'LinkedSplits',  # noqa
+        linkedsplits: LinkedSplits,  # noqa
         digits: int = 0
 
     ) -> None:
@@ -325,6 +336,8 @@ class Cursor(pg.GraphicsObject):
 
         self.linked = linkedsplits
         self.graphics: dict[str, pg.GraphicsObject] = {}
+        self.xaxis_label: Optional[XAxisLabel] = None
+        self.always_show_xlabel: bool = True
         self.plots: list['PlotChartWidget'] = []  # type: ignore # noqa
         self.active_plot = None
         self.digits: int = digits
@@ -385,7 +398,7 @@ class Cursor(pg.GraphicsObject):
 
     def add_plot(
         self,
-        plot: 'ChartPlotWidget',  # noqa
+        plot: ChartPlotWidget,  # noqa
         digits: int = 0,
 
     ) -> None:
@@ -405,7 +418,7 @@ class Cursor(pg.GraphicsObject):
         hl.hide()
 
         yl = YAxisLabel(
-            chart=plot,
+            pi=plot.plotItem,
             # parent=plot.getAxis('right'),
             parent=plot.pi_overlay.get_axis(plot.plotItem, 'right'),
             digits=digits or self.digits,
@@ -469,39 +482,58 @@ class Cursor(pg.GraphicsObject):
 
     def add_curve_cursor(
         self,
-        plot: 'ChartPlotWidget',  # noqa
+        chart: ChartPlotWidget,  # noqa
         curve: 'PlotCurveItem',  # noqa
 
     ) -> LineDot:
-        # if this plot contains curves add line dot "cursors" to denote
+        # if this chart contains curves add line dot "cursors" to denote
         # the current sample under the mouse
-        main_flow = plot._flows[plot.name]
+        main_viz = chart.get_viz(chart.name)
+
         # read out last index
-        i = main_flow.shm.array[-1]['index']
+        i = main_viz.shm.array[-1]['index']
         cursor = LineDot(
             curve,
             index=i,
-            plot=plot
+            plot=chart
         )
-        plot.addItem(cursor)
+        chart.addItem(cursor)
-        self.graphics[plot].setdefault('cursors', []).append(cursor)
+        self.graphics[chart].setdefault('cursors', []).append(cursor)
         return cursor
 
-    def mouseAction(self, action, plot):  # noqa
+    def mouseAction(
+        self,
+        action: str,
+        plot: ChartPlotWidget,
+
+    ) -> None:  # noqa
+
         log.debug(f"{(action, plot.name)}")
         if action == 'Enter':
             self.active_plot = plot
+            plot.linked.godwidget._active_cursor = self
 
             # show horiz line and y-label
             self.graphics[plot]['hl'].show()
             self.graphics[plot]['yl'].show()
 
-        else:  # Leave
+            if (
+                not self.always_show_xlabel
+                and not self.xaxis_label.isVisible()
+            ):
+                self.xaxis_label.show()
 
-            # hide horiz line and y-label
+        # Leave: hide horiz line and y-label
+        else:
             self.graphics[plot]['hl'].hide()
             self.graphics[plot]['yl'].hide()
 
+            if (
+                not self.always_show_xlabel
+                and self.xaxis_label.isVisible()
+            ):
+                self.xaxis_label.hide()
+
     def mouseMoved(
         self,
         coords: tuple[QPointF],  # noqa
@@ -590,6 +622,10 @@ class Cursor(pg.GraphicsObject):
                             left_axis_width += left.width()
 
                 # map back to abs (label-local) coordinates
+                if (
+                    self.always_show_xlabel
+                    or self.xaxis_label.isVisible()
+                ):
                     self.xaxis_label.update_label(
                         abs_pos=(
                             plot.mapFromView(QPointF(vl_x, iy)) -

piker/ui/_curve.py

@@ -28,10 +28,7 @@ from PyQt5.QtWidgets import QGraphicsItem
 from PyQt5.QtCore import (
     Qt,
     QLineF,
-    QSizeF,
     QRectF,
-    # QRect,
-    QPointF,
 )
 from PyQt5.QtGui import (
     QPainter,
@@ -39,11 +36,8 @@ from PyQt5.QtGui import (
 )
 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
+from .._profile import Profiler
 
 
 log = get_logger(__name__)
@@ -57,7 +51,39 @@ _line_styles: dict[str, int] = {
 }
 
 
-class Curve(pg.GraphicsObject):
+class FlowGraphic(pg.GraphicsObject):
+    '''
+    Base class with minimal interface for `QPainterPath` implemented,
+    real-time updated "data flow" graphics.
+
+    See subtypes below.
+
+    '''
+    # sub-type customization methods
+    declare_paintables: Optional[Callable] = None
+    sub_paint: Optional[Callable] = None
+
+    # TODO: can we remove this?
+    # sub_br: Optional[Callable] = None
+
+    def x_uppx(self) -> int:
+
+        px_vecs = self.pixelVectors()[0]
+        if px_vecs:
+            return px_vecs.x()
+        else:
+            return 0
+
+    def x_last(self) -> float | None:
+        '''
+        Return the last most x value of the last line segment or if not
+        drawn yet, ``None``.
+
+        '''
+        return self._last_line.x1() if self._last_line else None
+
+
+class Curve(FlowGraphic):
     '''
     A faster, simpler, append friendly version of
     ``pyqtgraph.PlotCurveItem`` built for highly customizable real-time
@@ -74,7 +100,7 @@ class Curve(pg.GraphicsObject):
     lower level graphics data can be rendered in different threads and
     then read and drawn in this main thread without having to worry
     about dealing with Qt's concurrency primitives. See
-    ``piker.ui._flows.Renderer`` for details and logic related to lower
+    ``piker.ui._render.Renderer`` for details and logic related to lower
     level path generation and incremental update. The main differences in
     the path generation code include:
 
@@ -87,11 +113,6 @@ class Curve(pg.GraphicsObject):
 
     '''
 
-    # sub-type customization methods
-    sub_br: Optional[Callable] = None
-    sub_paint: Optional[Callable] = None
-    declare_paintables: Optional[Callable] = None
-
     def __init__(
         self,
         *args,
@@ -101,7 +122,6 @@ class Curve(pg.GraphicsObject):
         fill_color: Optional[str] = None,
         style: str = 'solid',
         name: Optional[str] = None,
-        use_fpath: bool = True,
 
         **kwargs
 
@@ -116,11 +136,11 @@ class Curve(pg.GraphicsObject):
         # self._last_cap: int = 0
         self.path: Optional[QPainterPath] = None
 
-        # additional path used for appends which tries to avoid
+        # additional path that can be optionally used for appends which
-        # triggering an update/redraw of the presumably larger
+        # tries to avoid triggering an update/redraw of the presumably
-        # historical ``.path`` above.
+        # larger historical ``.path`` above. the flag to enable
-        self.use_fpath = use_fpath
+        # this behaviour is found in `Renderer.render()`.
-        self.fast_path: Optional[QPainterPath] = None
+        self.fast_path: QPainterPath | None = None
 
         # TODO: we can probably just dispense with the parent since
         # we're basically only using the pen setting now...
@@ -139,9 +159,7 @@ class Curve(pg.GraphicsObject):
         # self.last_step_pen = pg.mkPen(hcolor(color), width=2)
         self.last_step_pen = pg.mkPen(pen, width=2)
 
-        # self._last_line: Optional[QLineF] = None
+        self._last_line: QLineF = QLineF()
-        self._last_line = QLineF()
-        self._last_w: float = 1
 
         # flat-top style histogram-like discrete curve
         # self._step_mode: bool = step_mode
@@ -162,51 +180,19 @@ class Curve(pg.GraphicsObject):
         # endpoint (something we saw on trade rate curves)
         self.setCacheMode(QGraphicsItem.DeviceCoordinateCache)
 
-        # XXX: see explanation for different caching modes:
+        # XXX-NOTE-XXX: graphics caching.
-        # https://stackoverflow.com/a/39410081
+        # see explanation for different caching modes:
-        # seems to only be useful if we don't re-generate the entire
+        # https://stackoverflow.com/a/39410081 seems to only be useful
-        # QPainterPath every time
+        # if we don't re-generate the entire QPainterPath every time
-        # curve.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
-
         # don't ever use this - it's a colossal nightmare of artefacts
         # and is disastrous for performance.
-        # curve.setCacheMode(QtWidgets.QGraphicsItem.ItemCoordinateCache)
+        # self.setCacheMode(QtWidgets.QGraphicsItem.ItemCoordinateCache)
 
         # allow sub-type customization
         declare = self.declare_paintables
         if declare:
             declare()
 
-    # 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())
-
-        start, stop = self._xrange
-        lbar = max(l, start)
-        rbar = min(r, stop)
-
-        return vb.mapViewToDevice(
-            QLineF(lbar, 0, rbar, 0)
-        ).length()
-
     # XXX: lol brutal, the internals of `CurvePoint` (inherited by
     # our `LineDot`) required ``.getData()`` to work..
     def getData(self):
@@ -230,8 +216,8 @@ class Curve(pg.GraphicsObject):
             self.path.clear()
 
             if self.fast_path:
-                # self.fast_path.clear()
+                self.fast_path.clear()
-                self.fast_path = None
+                # self.fast_path = None
 
     @cm
     def reset_cache(self) -> None:
@@ -251,77 +237,65 @@ class Curve(pg.GraphicsObject):
             self.boundingRect = self._path_br
             return self._path_br()
 
+    # Qt docs: https://doc.qt.io/qt-5/qgraphicsitem.html#boundingRect
     def _path_br(self):
         '''
         Post init ``.boundingRect()```.
 
         '''
-        # hb = self.path.boundingRect()
+        # profiler = Profiler(
-        hb = self.path.controlPointRect()
+        #     msg=f'Curve.boundingRect(): `{self._name}`',
-        hb_size = hb.size()
+        #     disabled=not pg_profile_enabled(),
-
+        #     ms_threshold=ms_slower_then,
-        fp = self.fast_path
-        if fp:
-            fhb = fp.controlPointRect()
-            hb_size = fhb.size() + hb_size
-
-        # print(f'hb_size: {hb_size}')
-
-        # if self._last_step_rect:
-        #     hb_size += self._last_step_rect.size()
-
-        # if self._line:
-        #     br = self._last_step_rect.bottomRight()
-
-        # tl = QPointF(
-        #     # self._vr[0],
-        #     # hb.topLeft().y(),
-        #     # 0,
-        #     # hb_size.height() + 1
         # )
+        pr = self.path.controlPointRect()
+        hb_tl, hb_br = (
+            pr.topLeft(),
+            pr.bottomRight(),
+        )
+        mn_y = hb_tl.y()
+        mx_y = hb_br.y()
+        most_left = hb_tl.x()
+        most_right = hb_br.x()
+        # profiler('calc path vertices')
 
-        #     br = self._last_step_rect.bottomRight()
+        # TODO: if/when we get fast path appends working in the
+        # `Renderer`, then we might need to actually use this..
+        # fp = self.fast_path
+        # if fp:
+        #     fhb = fp.controlPointRect()
+        #     # hb_size = fhb.size() + hb_size
+        #     br = pr.united(fhb)
 
-        w = hb_size.width()
+        # XXX: *was* a way to allow sub-types to extend the
-        h = hb_size.height()
+        # boundingrect calc, but in the one use case for a step curve
+        # doesn't seem like we need it as long as the last line segment
+        # is drawn as it is?
+
+        # sbr = self.sub_br
+        # if sbr:
+        #     # w, h = self.sub_br(w, h)
+        #     sub_br = sbr()
+        #     br = br.united(sub_br)
 
-        sbr = self.sub_br
-        if sbr:
-            w, h = self.sub_br(w, h)
-        else:
         # assume plain line graphic and use
         # default unit step in each direction.
+        ll = self._last_line
+        y1, y2 = ll.y1(), ll.y2()
+        x1, x2 = ll.x1(), ll.x2()
 
-            # only on a plane line do we include
+        ymn = min(y1, y2, mn_y)
-            # and extra index step's worth of width
+        ymx = max(y1, y2, mx_y)
-            # since in the step case the end of the curve
+        most_left = min(x1, x2, most_left)
-            # actually terminates earlier so we don't need
+        most_right = max(x1, x2, most_right)
-            # this for the last step.
+        # profiler('calc last line vertices')
-            w += self._last_w
-            # ll = self._last_line
-            h += 1  # ll.y2() - ll.y1()
 
-        # br = QPointF(
+        return QRectF(
-        #     self._vr[-1],
+            most_left,
-        #     # tl.x() + w,
+            ymn,
-        #     tl.y() + h,
+            most_right - most_left + 1,
-        # )
+            ymx,
-
-        br = QRectF(
-
-            # top left
-            # hb.topLeft()
-            # tl,
-            QPointF(hb.topLeft()),
-
-            # br,
-            # total size
-            # QSizeF(hb_size)
-            # hb_size,
-            QSizeF(w, h)
         )
-        # print(f'bounding rect: {br}')
-        return br
 
     def paint(
         self,
@@ -331,7 +305,7 @@ class Curve(pg.GraphicsObject):
 
     ) -> None:
 
-        profiler = pg.debug.Profiler(
+        profiler = Profiler(
             msg=f'Curve.paint(): `{self._name}`',
             disabled=not pg_profile_enabled(),
             ms_threshold=ms_slower_then,
@@ -339,7 +313,7 @@ class Curve(pg.GraphicsObject):
 
         sub_paint = self.sub_paint
         if sub_paint:
-            sub_paint(p, profiler)
+            sub_paint(p)
 
         p.setPen(self.last_step_pen)
         p.drawLine(self._last_line)
@@ -373,22 +347,30 @@ class Curve(pg.GraphicsObject):
         self,
         path: QPainterPath,
         src_data: np.ndarray,
-        render_data: np.ndarray,
         reset: bool,
         array_key: str,
+        index_field: str,
 
     ) -> None:
         # default line draw last call
         # with self.reset_cache():
-        x = render_data['index']
+        x = src_data[index_field]
-        y = render_data[array_key]
+        y = src_data[array_key]
+
+        x_last = x[-1]
+        x_2last = x[-2]
 
         # draw the "current" step graphic segment so it
         # lines up with the "middle" of the current
         # (OHLC) sample.
         self._last_line = QLineF(
-            x[-2], y[-2],
+
-            x[-1], y[-1],
+            # NOTE: currently we draw in x-domain
+            # from last datum to current such that
+            # the end of line touches the "beginning"
+            # of the current datum step span.
+            x_2last , y[-2],
+            x_last, y[-1],
         )
 
         return x, y
@@ -404,13 +386,13 @@ class FlattenedOHLC(Curve):
         self,
         path: QPainterPath,
         src_data: np.ndarray,
-        render_data: np.ndarray,
         reset: bool,
         array_key: str,
+        index_field: str,
 
     ) -> None:
         lasts = src_data[-2:]
-        x = lasts['index']
+        x = lasts[index_field]
         y = lasts['close']
 
         # draw the "current" step graphic segment so it
@@ -434,9 +416,9 @@ class StepCurve(Curve):
         self,
         path: QPainterPath,
         src_data: np.ndarray,
-        render_data: np.ndarray,
         reset: bool,
         array_key: str,
+        index_field: str,
 
         w: float = 0.5,
 
@@ -445,40 +427,31 @@ class StepCurve(Curve):
         # TODO: remove this and instead place all step curve
         # updating into pre-path data render callbacks.
         # full input data
-        x = src_data['index']
+        x = src_data[index_field]
         y = src_data[array_key]
 
         x_last = x[-1]
+        x_2last = x[-2]
         y_last = y[-1]
+        step_size = x_last - x_2last
 
         # lol, commenting this makes step curves
         # all "black" for me :eyeroll:..
         self._last_line = QLineF(
-            x_last - w, 0,
+            x_2last, 0,
-            x_last + w, 0,
+            x_last, 0,
         )
         self._last_step_rect = QRectF(
-            x_last - w, 0,
+            x_last, 0,
-            x_last + w, y_last,
+            step_size, y_last,
         )
         return x, y
 
     def sub_paint(
         self,
         p: QPainter,
-        profiler: pg.debug.Profiler,
 
     ) -> None:
         # p.drawLines(*tuple(filter(bool, self._last_step_lines)))
         # p.drawRect(self._last_step_rect)
         p.fillRect(self._last_step_rect, self._brush)
-        profiler('.fillRect()')
-
-    def sub_br(
-        self,
-        path_w: float,
-        path_h: float,
-
-    ) -> (float, float):
-        # passthrough
-        return path_w, path_h

piker/ui/_editors.py

@@ -18,11 +18,27 @@
 Higher level annotation editors.
 
 """
-from dataclasses import dataclass, field
+from __future__ import annotations
-from typing import Optional
+from collections import defaultdict
+from typing import (
+    Optional,
+    TYPE_CHECKING
+)
 
 import pyqtgraph as pg
-from pyqtgraph import ViewBox, Point, QtCore, QtGui
+from pyqtgraph import (
+    ViewBox,
+    Point,
+    QtCore,
+    QtWidgets,
+)
+from PyQt5.QtGui import (
+    QColor,
+)
+from PyQt5.QtWidgets import (
+    QLabel,
+)
+
 from pyqtgraph import functions as fn
 from PyQt5.QtCore import QPointF
 import numpy as np
@@ -30,28 +46,34 @@ import numpy as np
 from ._style import hcolor, _font
 from ._lines import LevelLine
 from ..log import get_logger
+from ..data.types import Struct
+
+if TYPE_CHECKING:
+    from ._chart import GodWidget
 
 
 log = get_logger(__name__)
 
 
-@dataclass
+class ArrowEditor(Struct):
-class ArrowEditor:
 
-    chart: 'ChartPlotWidget'  # noqa
+    godw: GodWidget = None  # type: ignore # noqa
-    _arrows: field(default_factory=dict)
+    _arrows: dict[str, list[pg.ArrowItem]] = {}
 
     def add(
         self,
+        plot: pg.PlotItem,
         uid: str,
         x: float,
         y: float,
         color='default',
         pointing: Optional[str] = None,
-    ) -> pg.ArrowItem:
-        """Add an arrow graphic to view at given (x, y).
 
-        """
+    ) -> pg.ArrowItem:
+        '''
+        Add an arrow graphic to view at given (x, y).
+
+        '''
         angle = {
             'up': 90,
             'down': -90,
@@ -74,25 +96,25 @@ class ArrowEditor:
             brush=pg.mkBrush(hcolor(color)),
         )
         arrow.setPos(x, y)
-
+        self._arrows.setdefault(uid, []).append(arrow)
-        self._arrows[uid] = arrow
 
         # render to view
-        self.chart.plotItem.addItem(arrow)
+        plot.addItem(arrow)
 
         return arrow
 
     def remove(self, arrow) -> bool:
-        self.chart.plotItem.removeItem(arrow)
+        for linked in self.godw.iter_linked():
+            linked.chart.plotItem.removeItem(arrow)
 
 
-@dataclass
+class LineEditor(Struct):
-class LineEditor:
+    '''
-    '''The great editor of linez.
+    The great editor of linez.
 
     '''
-    chart: 'ChartPlotWidget' = None  # type: ignore # noqa
+    godw: GodWidget = None  # type: ignore # noqa
-    _order_lines: dict[str, LevelLine] = field(default_factory=dict)
+    _order_lines: defaultdict[str, LevelLine] = defaultdict(list)
     _active_staged_line: LevelLine = None
 
     def stage_line(
@@ -100,11 +122,11 @@ class LineEditor:
         line: LevelLine,
 
     ) -> LevelLine:
-        """Stage a line at the current chart's cursor position
+        '''
+        Stage a line at the current chart's cursor position
         and return it.
 
-        """
+        '''
-
         # add a "staged" cursor-tracking line to view
         # and cash it in a a var
         if self._active_staged_line:
@@ -115,17 +137,25 @@ class LineEditor:
         return line
 
     def unstage_line(self) -> LevelLine:
-        """Inverse of ``.stage_line()``.
+        '''
+        Inverse of ``.stage_line()``.
 
-        """
+        '''
-        # chart = self.chart._cursor.active_plot
+        cursor = self.godw.get_cursor()
-        # # chart.setCursor(QtCore.Qt.ArrowCursor)
+        if not cursor:
-        cursor = self.chart.linked.cursor
+            return None
 
         # delete "staged" cursor tracking line from view
         line = self._active_staged_line
         if line:
+            try:
                 cursor._trackers.remove(line)
+            except KeyError:
+                # when the current cursor doesn't have said line
+                # registered (probably means that user held order mode
+                # key while panning to another view) then we just
+                # ignore the remove error.
+                pass
             line.delete()
 
         self._active_staged_line = None
@@ -133,55 +163,58 @@ class LineEditor:
         # show the crosshair y line and label
         cursor.show_xhair()
 
-    def submit_line(
+    def submit_lines(
         self,
-        line: LevelLine,
+        lines: list[LevelLine],
         uuid: str,
 
     ) -> LevelLine:
 
-        staged_line = self._active_staged_line
+        # staged_line = self._active_staged_line
-        if not staged_line:
+        # if not staged_line:
-            raise RuntimeError("No line is currently staged!?")
+        #     raise RuntimeError("No line is currently staged!?")
 
         # for now, until submission reponse arrives
+        for line in lines:
             line.hide_labels()
 
         # register for later lookup/deletion
-        self._order_lines[uuid] = line
+        self._order_lines[uuid] += lines
 
-        return line
+        return lines
 
-    def commit_line(self, uuid: str) -> LevelLine:
+    def commit_line(self, uuid: str) -> list[LevelLine]:
-        """Commit a "staged line" to view.
+        '''
+        Commit a "staged line" to view.
 
         Submits the line graphic under the cursor as a (new) permanent
         graphic in view.
 
-        """
+        '''
-        try:
+        lines = self._order_lines[uuid]
-            line = self._order_lines[uuid]
+        if lines:
-        except KeyError:
+            for line in lines:
-            log.warning(f'No line for {uuid} could be found?')
-            return
-        else:
                 line.show_labels()
-
+                line.hide_markers()
+                log.debug(f'Level active for level: {line.value()}')
                 # TODO: other flashy things to indicate the order is active
 
-            log.debug(f'Level active for level: {line.value()}')
+        return lines
-
-            return line
 
     def lines_under_cursor(self) -> list[LevelLine]:
-        """Get the line(s) under the cursor position.
+        '''
+        Get the line(s) under the cursor position.
 
-        """
+        '''
         # Delete any hoverable under the cursor
-        return self.chart.linked.cursor._hovered
+        return self.godw.get_cursor()._hovered
 
-    def all_lines(self) -> tuple[LevelLine]:
+    def all_lines(self) -> list[LevelLine]:
-        return tuple(self._order_lines.values())
+        all_lines = []
+        for lines in list(self._order_lines.values()):
+            all_lines.extend(lines)
+
+        return all_lines
 
     def remove_line(
         self,
@@ -196,29 +229,30 @@ class LineEditor:
 
         '''
         # try to look up line from our registry
-        line = self._order_lines.pop(uuid, line)
+        lines = self._order_lines.pop(uuid, None)
-        if line:
+        if lines:
-
+            cursor = self.godw.get_cursor()
+            if cursor:
+                for line in lines:
                     # if hovered remove from cursor set
-            cursor = self.chart.linked.cursor
                     hovered = cursor._hovered
                     if line in hovered:
                         hovered.remove(line)
 
+                    log.debug(f'deleting {line} with oid: {uuid}')
+                    line.delete()
+
                     # make sure the xhair doesn't get left off
                     # just because we never got a un-hover event
                     cursor.show_xhair()
 
-            log.debug(f'deleting {line} with oid: {uuid}')
-            line.delete()
-
         else:
             log.warning(f'Could not find line for {line}')
 
-        return line
+        return lines
 
 
-class SelectRect(QtGui.QGraphicsRectItem):
+class SelectRect(QtWidgets.QGraphicsRectItem):
 
     def __init__(
         self,
@@ -227,12 +261,12 @@ class SelectRect(QtGui.QGraphicsRectItem):
     ) -> None:
         super().__init__(0, 0, 1, 1)
 
-        # self.rbScaleBox = QtGui.QGraphicsRectItem(0, 0, 1, 1)
+        # self.rbScaleBox = QGraphicsRectItem(0, 0, 1, 1)
         self.vb = viewbox
         self._chart: 'ChartPlotWidget' = None  # noqa
 
         # override selection box color
-        color = QtGui.QColor(hcolor(color))
+        color = QColor(hcolor(color))
         self.setPen(fn.mkPen(color, width=1))
         color.setAlpha(66)
         self.setBrush(fn.mkBrush(color))
@@ -240,7 +274,7 @@ class SelectRect(QtGui.QGraphicsRectItem):
         self.hide()
         self._label = None
 
-        label = self._label = QtGui.QLabel()
+        label = self._label = QLabel()
         label.setTextFormat(0)  # markdown
         label.setFont(_font.font)
         label.setMargin(0)
@@ -277,8 +311,8 @@ class SelectRect(QtGui.QGraphicsRectItem):
         # TODO: get bg color working
         palette.setColor(
             self._label.backgroundRole(),
-            # QtGui.QColor(chart.backgroundBrush()),
+            # QColor(chart.backgroundBrush()),
-            QtGui.QColor(hcolor('papas_special')),
+            QColor(hcolor('papas_special')),
         )
 
     def update_on_resize(self, vr, r):
@@ -326,7 +360,7 @@ class SelectRect(QtGui.QGraphicsRectItem):
 
         self.setPos(r.topLeft())
         self.resetTransform()
-        self.scale(r.width(), r.height())
+        self.setRect(r)
         self.show()
 
         y1, y2 = start_pos.y(), end_pos.y()
@@ -343,7 +377,7 @@ class SelectRect(QtGui.QGraphicsRectItem):
         nbars = ixmx - ixmn + 1
 
         chart = self._chart
-        data = chart._flows[chart.name].shm.array[ixmn:ixmx]
+        data = chart.get_viz(chart.name).shm.array[ixmn:ixmx]
 
         if len(data):
             std = data['close'].std()

piker/ui/_event.py

@@ -18,11 +18,11 @@
 Qt event proxying and processing using ``trio`` mem chans.
 
 """
-from contextlib import asynccontextmanager, AsyncExitStack
+from contextlib import asynccontextmanager as acm
 from typing import Callable
 
-from pydantic import BaseModel
 import trio
+from tractor.trionics import gather_contexts
 from PyQt5 import QtCore
 from PyQt5.QtCore import QEvent, pyqtBoundSignal
 from PyQt5.QtWidgets import QWidget
@@ -30,6 +30,8 @@ from PyQt5.QtWidgets import (
     QGraphicsSceneMouseEvent as gs_mouse,
 )
 
+from ..data.types import Struct
+
 
 MOUSE_EVENTS = {
     gs_mouse.GraphicsSceneMousePress,
@@ -43,13 +45,10 @@ MOUSE_EVENTS = {
 # TODO: maybe consider some constrained ints down the road?
 # https://pydantic-docs.helpmanual.io/usage/types/#constrained-types
 
-class KeyboardMsg(BaseModel):
+class KeyboardMsg(Struct):
     '''Unpacked Qt keyboard event data.
 
     '''
-    class Config:
-        arbitrary_types_allowed = True
-
     event: QEvent
     etype: int
     key: int
@@ -57,16 +56,13 @@ class KeyboardMsg(BaseModel):
     txt: str
 
     def to_tuple(self) -> tuple:
-        return tuple(self.dict().values())
+        return tuple(self.to_dict().values())
 
 
-class MouseMsg(BaseModel):
+class MouseMsg(Struct):
     '''Unpacked Qt keyboard event data.
 
     '''
-    class Config:
-        arbitrary_types_allowed = True
-
     event: QEvent
     etype: int
     button: int
@@ -160,7 +156,7 @@ class EventRelay(QtCore.QObject):
         return False
 
 
-@asynccontextmanager
+@acm
 async def open_event_stream(
 
     source_widget: QWidget,
@@ -186,7 +182,7 @@ async def open_event_stream(
         source_widget.removeEventFilter(kc)
 
 
-@asynccontextmanager
+@acm
 async def open_signal_handler(
 
     signal: pyqtBoundSignal,
@@ -211,7 +207,7 @@ async def open_signal_handler(
             yield
 
 
-@asynccontextmanager
+@acm
 async def open_handlers(
 
     source_widgets: list[QWidget],
@@ -220,16 +216,14 @@ async def open_handlers(
     **kwargs,
 
 ) -> None:
-
     async with (
         trio.open_nursery() as n,
-        AsyncExitStack() as stack,
+        gather_contexts([
-    ):
-        for widget in source_widgets:
-
-            event_recv_stream = await stack.enter_async_context(
             open_event_stream(widget, event_types, **kwargs)
-            )
+            for widget in source_widgets
+        ]) as streams,
+    ):
+        for widget, event_recv_stream in zip(source_widgets, streams):
             n.start_soon(async_handler, widget, event_recv_stream)
 
         yield

piker/ui/_exec.py

@@ -20,16 +20,24 @@ Trio - Qt integration
 Run ``trio`` in guest mode on top of the Qt event loop.
 All global Qt runtime settings are mostly defined here.
 """
-from typing import Tuple, Callable, Dict, Any
+from __future__ import annotations
+from typing import (
+    Callable,
+    Any,
+    Type,
+    TYPE_CHECKING,
+)
 import platform
 import traceback
 
 # Qt specific
 import PyQt5  # noqa
-import pyqtgraph as pg
+from PyQt5.QtWidgets import (
-from pyqtgraph import QtGui
+    QWidget,
+    QMainWindow,
+    QApplication,
+)
 from PyQt5 import QtCore
-# from PyQt5.QtGui import QLabel, QStatusBar
 from PyQt5.QtCore import (
     pyqtRemoveInputHook,
     Qt,
@@ -37,15 +45,19 @@ from PyQt5.QtCore import (
 )
 import qdarkstyle
 from qdarkstyle import DarkPalette
-# import qdarkgraystyle
+# import qdarkgraystyle  # TODO: play with it
 import trio
 from outcome import Error
 
-from .._daemon import maybe_open_pikerd, _tractor_kwargs
+from .._daemon import (
+    maybe_open_pikerd,
+    get_tractor_runtime_kwargs,
+)
 from ..log import get_logger
 from ._pg_overrides import _do_overrides
 from . import _style
 
+
 log = get_logger(__name__)
 
 # pyqtgraph global config
@@ -72,17 +84,18 @@ if platform.system() == "Windows":
 
 def run_qtractor(
     func: Callable,
-    args: Tuple,
+    args: tuple,
-    main_widget: QtGui.QWidget,
+    main_widget_type: Type[QWidget],
-    tractor_kwargs: Dict[str, Any] = {},
+    tractor_kwargs: dict[str, Any] = {},
-    window_type: QtGui.QMainWindow = None,
+    window_type: QMainWindow = None,
+
 ) -> None:
     # avoids annoying message when entering debugger from qt loop
     pyqtRemoveInputHook()
 
-    app = QtGui.QApplication.instance()
+    app = QApplication.instance()
     if app is None:
-        app = PyQt5.QtWidgets.QApplication([])
+        app = QApplication([])
 
     # TODO: we might not need this if it's desired
     # to cancel the tractor machinery on Qt loop
@@ -156,11 +169,11 @@ def run_qtractor(
     # hook into app focus change events
     app.focusChanged.connect(window.on_focus_change)
 
-    instance = main_widget()
+    instance = main_widget_type()
     instance.window = window
 
     # override tractor's defaults
-    tractor_kwargs.update(_tractor_kwargs)
+    tractor_kwargs.update(get_tractor_runtime_kwargs())
 
     # define tractor entrypoint
     async def main():
@@ -178,7 +191,7 @@ def run_qtractor(
         # restrict_keyboard_interrupt_to_checkpoints=True,
     )
 
-    window.main_widget = main_widget
+    window.godwidget: GodWidget = instance
     window.setCentralWidget(instance)
     if is_windows:
         window.configure_to_desktop()

piker/ui/_forms.py

@@ -619,7 +619,7 @@ class FillStatusBar(QProgressBar):
         # color: #19232D;
         # width: 10px;
 
-        self.setRange(0, slots)
+        self.setRange(0, int(slots))
         self.setValue(value)
 
 
@@ -644,7 +644,7 @@ def mk_fill_status_bar(
 
     # TODO: calc this height from the ``ChartnPane``
     chart_h = round(parent_pane.height() * 5/8)
-    bar_h = chart_h * 0.375
+    bar_h = chart_h * 0.375*0.9
 
     # TODO: once things are sized to screen
     bar_label_font_size = label_font_size or _font.px_size - 2

piker/ui/_fsp.py

@@ -27,12 +27,13 @@ from itertools import cycle
 from typing import Optional, AsyncGenerator, Any
 
 import numpy as np
-from pydantic import create_model
+import msgspec
 import tractor
 import pyqtgraph as pg
 import trio
 from trio_typing import TaskStatus
 
+from piker.data.types import Struct
 from ._axes import PriceAxis
 from .._cacheables import maybe_open_context
 from ..calc import humanize
@@ -41,6 +42,8 @@ from ..data._sharedmem import (
     _Token,
     try_read,
 )
+from ..data.feed import Flume
+from ..data._source import Symbol
 from ._chart import (
     ChartPlotWidget,
     LinkedSplits,
@@ -50,14 +53,18 @@ from ._forms import (
     mk_form,
     open_form_input_handling,
 )
-from ..fsp._api import maybe_mk_fsp_shm, Fsp
+from ..fsp._api import (
+    maybe_mk_fsp_shm,
+    Fsp,
+)
 from ..fsp import cascade
 from ..fsp._volume import (
-    tina_vwap,
+    # tina_vwap,
     dolla_vlm,
     flow_rates,
 )
 from ..log import get_logger
+from .._profile import Profiler
 
 log = get_logger(__name__)
 
@@ -72,14 +79,14 @@ def has_vlm(ohlcv: ShmArray) -> bool:
 
 def update_fsp_chart(
     chart: ChartPlotWidget,
-    flow,
+    viz,
     graphics_name: str,
     array_key: Optional[str],
     **kwargs,
 
 ) -> None:
 
-    shm = flow.shm
+    shm = viz.shm
     if not shm:
         return
 
@@ -105,7 +112,8 @@ def update_fsp_chart(
     # sub-charts reference it under different 'named charts'.
 
     # read from last calculated value and update any label
-    last_val_sticky = chart._ysticks.get(graphics_name)
+    last_val_sticky = chart.plotItem.getAxis(
+        'right')._stickies.get(graphics_name)
     if last_val_sticky:
         last = last_row[array_key]
         last_val_sticky.update_from_data(-1, last)
@@ -153,12 +161,13 @@ async def open_fsp_sidepane(
     )
 
     # https://pydantic-docs.helpmanual.io/usage/models/#dynamic-model-creation
-    FspConfig = create_model(
+    FspConfig = msgspec.defstruct(
-        'FspConfig',
+        "Point",
-        name=name,
+        [('name', name)] + list(params.items()),
-        **params,
+        bases=(Struct,),
     )
-    sidepane.model = FspConfig()
+    model = FspConfig(name=name, **params)
+    sidepane.model = model
 
     # just a logger for now until we get fsp configs up and running.
     async def settings_change(
@@ -188,7 +197,7 @@ async def open_fsp_actor_cluster(
 
     from tractor._clustering import open_actor_cluster
 
-    # profiler = pg.debug.Profiler(
+    # profiler = Profiler(
     #     delayed=False,
     #     disabled=False
     # )
@@ -205,12 +214,12 @@ async def open_fsp_actor_cluster(
 async def run_fsp_ui(
 
     linkedsplits: LinkedSplits,
-    shm: ShmArray,
+    flume: Flume,
     started: trio.Event,
     target: Fsp,
     conf: dict[str, dict],
     loglevel: str,
-    # profiler: pg.debug.Profiler,
+    # profiler: Profiler,
     # _quote_throttle_rate: int = 58,
 
 ) -> None:
@@ -242,9 +251,11 @@ async def run_fsp_ui(
             else:
                 chart = linkedsplits.subplots[overlay_with]
 
+            shm = flume.rt_shm
             chart.draw_curve(
-                name=name,
+                name,
-                shm=shm,
+                shm,
+                flume,
                 overlay=True,
                 color='default_light',
                 array_key=name,
@@ -254,8 +265,9 @@ async def run_fsp_ui(
         else:
             # create a new sub-chart widget for this fsp
             chart = linkedsplits.add_plot(
-                name=name,
+                name,
-                shm=shm,
+                shm,
+                flume,
 
                 array_key=name,
                 sidepane=sidepane,
@@ -277,7 +289,7 @@ async def run_fsp_ui(
         # first UI update, usually from shm pushed history
         update_fsp_chart(
             chart,
-            chart._flows[array_key],
+            chart.get_viz(array_key),
             name,
             array_key=array_key,
         )
@@ -345,6 +357,9 @@ async def run_fsp_ui(
         #         last = time.time()
 
 
+# TODO: maybe this should be our ``Viz`` type since it maps
+# one flume to the next? The machinery for task/actor mgmt should
+# be part of the instantiation API?
 class FspAdmin:
     '''
     Client API for orchestrating FSP actors and displaying
@@ -356,7 +371,7 @@ class FspAdmin:
         tn: trio.Nursery,
         cluster: dict[str, tractor.Portal],
         linked: LinkedSplits,
-        src_shm: ShmArray,
+        flume: Flume,
 
     ) -> None:
         self.tn = tn
@@ -368,7 +383,11 @@ class FspAdmin:
             tuple[tractor.MsgStream, ShmArray]
         ] = {}
         self._flow_registry: dict[_Token, str] = {}
-        self.src_shm = src_shm
+
+        # TODO: make this a `.src_flume` and add
+        # a `dst_flume`?
+        # (=> but then wouldn't this be the most basic `Viz`?)
+        self.flume = flume
 
     def rr_next_portal(self) -> tractor.Portal:
         name, portal = next(self._rr_next_actor)
@@ -381,7 +400,7 @@ class FspAdmin:
         complete: trio.Event,
         started: trio.Event,
         fqsn: str,
-        dst_shm: ShmArray,
+        dst_fsp_flume: Flume,
         conf: dict,
         target: Fsp,
         loglevel: str,
@@ -402,9 +421,10 @@ class FspAdmin:
                 # data feed key
                 fqsn=fqsn,
 
+                # TODO: pass `Flume.to_msg()`s here?
                 # mems
-                src_shm_token=self.src_shm.token,
+                src_shm_token=self.flume.rt_shm.token,
-                dst_shm_token=dst_shm.token,
+                dst_shm_token=dst_fsp_flume.rt_shm.token,
 
                 # target
                 ns_path=ns_path,
@@ -421,12 +441,14 @@ class FspAdmin:
             ctx.open_stream() as stream,
         ):
 
+            dst_fsp_flume.stream: tractor.MsgStream = stream
+
             # register output data
             self._registry[
                 (fqsn, ns_path)
             ] = (
                 stream,
-                dst_shm,
+                dst_fsp_flume.rt_shm,
                 complete
             )
 
@@ -440,7 +462,9 @@ class FspAdmin:
                         # if the chart isn't hidden try to update
                         # the data on screen.
                         if not self.linked.isHidden():
-                            log.debug(f'Re-syncing graphics for fsp: {ns_path}')
+                            log.debug(
+                                f'Re-syncing graphics for fsp: {ns_path}'
+                            )
                             self.linked.graphics_cycle(
                                 trigger_all=True,
                                 prepend_update_index=info['first'],
@@ -459,9 +483,9 @@ class FspAdmin:
         worker_name: Optional[str] = None,
         loglevel: str = 'info',
 
-    ) -> (ShmArray, trio.Event):
+    ) -> (Flume, trio.Event):
 
-        fqsn = self.linked.symbol.front_fqsn()
+        fqsn = self.flume.symbol.fqsn
 
         # allocate an output shm array
         key, dst_shm, opened = maybe_mk_fsp_shm(
@@ -469,16 +493,36 @@ class FspAdmin:
             target=target,
             readonly=True,
         )
-        self._flow_registry[
+
-            (self.src_shm._token, target.name)
+        portal = self.cluster.get(worker_name) or self.rr_next_portal()
-        ] = dst_shm._token
+        provider_tag = portal.channel.uid
+
+        symbol = Symbol(
+            key=key,
+            broker_info={
+                provider_tag: {'asset_type': 'fsp'},
+            },
+        )
+        dst_fsp_flume = Flume(
+            symbol=symbol,
+            _rt_shm_token=dst_shm.token,
+            first_quote={},
+
+            # set to 0 presuming for now that we can't load
+            # FSP history (though we should eventually).
+            izero_hist=0,
+            izero_rt=0,
+        )
+        self._flow_registry[(
+            self.flume.rt_shm._token,
+            target.name
+        )] = dst_shm._token
 
         # if not opened:
         #     raise RuntimeError(
         #         f'Already started FSP `{fqsn}:{func_name}`'
         #     )
 
-        portal = self.cluster.get(worker_name) or self.rr_next_portal()
         complete = trio.Event()
         started = trio.Event()
         self.tn.start_soon(
@@ -487,13 +531,13 @@ class FspAdmin:
             complete,
             started,
             fqsn,
-            dst_shm,
+            dst_fsp_flume,
             conf,
             target,
             loglevel,
         )
 
-        return dst_shm, started
+        return dst_fsp_flume, started
 
     async def open_fsp_chart(
         self,
@@ -505,7 +549,7 @@ class FspAdmin:
 
     ) -> (trio.Event, ChartPlotWidget):
 
-        shm, started = await self.start_engine_task(
+        flume, started = await self.start_engine_task(
             target,
             conf,
             loglevel,
@@ -517,7 +561,7 @@ class FspAdmin:
                 run_fsp_ui,
 
                 self.linked,
-                shm,
+                flume,
                 started,
                 target,
 
@@ -531,7 +575,7 @@ class FspAdmin:
 @acm
 async def open_fsp_admin(
     linked: LinkedSplits,
-    src_shm: ShmArray,
+    flume: Flume,
     **kwargs,
 
 ) -> AsyncGenerator[dict, dict[str, tractor.Portal]]:
@@ -552,7 +596,7 @@ async def open_fsp_admin(
             tn,
             cluster_map,
             linked,
-            src_shm,
+            flume,
         )
         try:
             yield admin
@@ -566,7 +610,7 @@ async def open_fsp_admin(
 async def open_vlm_displays(
 
     linked: LinkedSplits,
-    ohlcv: ShmArray,
+    flume: Flume,
     dvlm: bool = True,
 
     task_status: TaskStatus[ChartPlotWidget] = trio.TASK_STATUS_IGNORED,
@@ -588,6 +632,8 @@ async def open_vlm_displays(
     sig = inspect.signature(flow_rates.func)
     params = sig.parameters
 
+    ohlcv: ShmArray = flume.rt_shm
+
     async with (
         open_fsp_sidepane(
             linked, {
@@ -607,7 +653,7 @@ async def open_vlm_displays(
                 }
             },
         ) as sidepane,
-        open_fsp_admin(linked, ohlcv) as admin,
+        open_fsp_admin(linked, flume) as admin,
     ):
         # TODO: support updates
         # period_field = sidepane.fields['period']
@@ -618,9 +664,12 @@ async def open_vlm_displays(
         # built-in vlm which we plot ASAP since it's
         # usually data provided directly with OHLC history.
         shm = ohlcv
-        chart = linked.add_plot(
+        ohlc_chart = linked.chart
+
+        vlm_chart = linked.add_plot(
             name='volume',
             shm=shm,
+            flume=flume,
 
             array_key='volume',
             sidepane=sidepane,
@@ -633,63 +682,75 @@ async def open_vlm_displays(
             # the curve item internals are pretty convoluted.
             style='step',
         )
+        vlm_chart.view.enable_auto_yrange()
+
+        # back-link the volume chart to trigger y-autoranging
+        # in the ohlc (parent) chart.
+        ohlc_chart.view.enable_auto_yrange(
+            src_vb=vlm_chart.view,
+        )
 
         # force 0 to always be in view
         def multi_maxmin(
             names: list[str],
 
         ) -> tuple[float, float]:
+            '''
+            Viz "group" maxmin loop; assumes all named flows
+            are in the same co-domain and thus can be sorted
+            as one set.
 
+            Iterates all the named flows and calls the chart
+            api to find their range values and return.
+
+            TODO: really we should probably have a more built-in API
+            for this?
+
+            '''
             mx = 0
             for name in names:
-
+                ymn, ymx = vlm_chart.maxmin(name=name)
-                mxmn = chart.maxmin(name=name)
+                mx = max(mx, ymx)
-                if mxmn:
-                    ymax = mxmn[1]
-                    if ymax > mx:
-                        mx = ymax
 
             return 0, mx
 
-        chart.view.maxmin = partial(multi_maxmin, names=['volume'])
-
         # TODO: fix the x-axis label issue where if you put
         # the axis on the left it's totally not lined up...
         # show volume units value on LHS (for dinkus)
-        # chart.hideAxis('right')
+        # vlm_chart.hideAxis('right')
-        # chart.showAxis('left')
+        # vlm_chart.showAxis('left')
 
         # send back new chart to caller
-        task_status.started(chart)
+        task_status.started(vlm_chart)
 
         # should **not** be the same sub-chart widget
-        assert chart.name != linked.chart.name
+        assert vlm_chart.name != linked.chart.name
 
         # sticky only on sub-charts atm
-        last_val_sticky = chart._ysticks[chart.name]
+        last_val_sticky = vlm_chart.plotItem.getAxis(
+            'right')._stickies.get(vlm_chart.name)
 
         # read from last calculated value
         value = shm.array['volume'][-1]
 
         last_val_sticky.update_from_data(-1, value)
 
-        vlm_curve = chart.update_graphics_from_flow(
+        vlm_curve = vlm_chart.update_graphics_from_flow(
             'volume',
-            # shm.array,
         )
 
         # size view to data once at outset
-        chart.view._set_yrange()
+        vlm_chart.view._set_yrange()
 
         # add axis title
-        axis = chart.getAxis('right')
+        axis = vlm_chart.getAxis('right')
         axis.set_title(' vlm')
 
         if dvlm:
 
             tasks_ready = []
             # spawn and overlay $ vlm on the same subchart
-            dvlm_shm, started = await admin.start_engine_task(
+            dvlm_flume, started = await admin.start_engine_task(
                 dolla_vlm,
 
                 {  # fsp engine conf
@@ -722,7 +783,7 @@ async def open_vlm_displays(
             # XXX: the main chart already contains a vlm "units" axis
             # so here we add an overlay wth a y-range in
             # $ liquidity-value units (normally a fiat like USD).
-            dvlm_pi = chart.overlay_plotitem(
+            dvlm_pi = vlm_chart.overlay_plotitem(
                 'dolla_vlm',
                 index=0,  # place axis on inside (nearest to chart)
                 axis_title=' $vlm',
@@ -736,6 +797,8 @@ async def open_vlm_displays(
                 },
             )
 
+            dvlm_pi.hideAxis('left')
+            dvlm_pi.hideAxis('bottom')
             # all to be overlayed curve names
             fields = [
                'dolla_vlm',
@@ -771,11 +834,13 @@ async def open_vlm_displays(
                 names: list[str],
                 pi: pg.PlotItem,
                 shm: ShmArray,
+                flume: Flume,
                 step_mode: bool = False,
                 style: str = 'solid',
 
             ) -> None:
                 for name in names:
+
                     if 'dark' in name:
                         color = dark_vlm_color
                     elif 'rate' in name:
@@ -783,9 +848,13 @@ async def open_vlm_displays(
                     else:
                         color = 'bracket'
 
-                    curve, _ = chart.draw_curve(
+                    assert isinstance(shm, ShmArray)
-                        name=name,
+                    assert isinstance(flume, Flume)
-                        shm=shm,
+
+                    viz = vlm_chart.draw_curve(
+                        name,
+                        shm,
+                        flume,
                         array_key=name,
                         overlay=pi,
                         color=color,
@@ -793,25 +862,20 @@ async def open_vlm_displays(
                         style=style,
                         pi=pi,
                     )
-
+                    assert viz.plot is 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()``.
-                    flow = chart._flows[name]
-                    assert flow.plot is pi
 
             chart_curves(
                 fields,
                 dvlm_pi,
-                dvlm_shm,
+                dvlm_flume.rt_shm,
+                dvlm_flume,
                 step_mode=True,
             )
 
             # spawn flow rates fsp **ONLY AFTER** the 'dolla_vlm' fsp is
             # up since this one depends on it.
 
-            fr_shm, started = await admin.start_engine_task(
+            fr_flume, started = await admin.start_engine_task(
                 flow_rates,
                 {  # fsp engine conf
                     'func_name': 'flow_rates',
@@ -824,7 +888,7 @@ async def open_vlm_displays(
             # chart_curves(
             #     dvlm_rate_fields,
             #     dvlm_pi,
-            #     fr_shm,
+            #     fr_flume.rt_shm,
             # )
 
             # TODO: is there a way to "sync" the dual axes such that only
@@ -833,17 +897,17 @@ async def open_vlm_displays(
             # 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)
+            vlm_chart.removeItem(vlm_curve)
-            vflow = chart._flows['volume']
+            vlm_viz = vlm_chart._vizs['volume']
-            vflow.render = False
+            vlm_viz.render = False
 
             # avoid range sorting on volume once disabled
-            chart.view.disable_auto_yrange()
+            vlm_chart.view.disable_auto_yrange()
 
             # Trade rate overlay
             # XXX: requires an additional overlay for
             # a trades-per-period (time) y-range.
-            tr_pi = chart.overlay_plotitem(
+            tr_pi = vlm_chart.overlay_plotitem(
                 'trade_rates',
 
                 # TODO: dynamically update period (and thus this axis?)
@@ -867,11 +931,13 @@ async def open_vlm_displays(
                 # keep both regular and dark vlm in view
                 names=trade_rate_fields,
             )
+            tr_pi.hideAxis('bottom')
 
             chart_curves(
                 trade_rate_fields,
                 tr_pi,
-                fr_shm,
+                fr_flume.rt_shm,
+                fr_flume,
                 # step_mode=True,
 
                 # dashed line to represent "individual trades" being
@@ -905,7 +971,7 @@ async def open_vlm_displays(
 async def start_fsp_displays(
 
     linked: LinkedSplits,
-    ohlcv: ShmArray,
+    flume: Flume,
     group_status_key: str,
     loglevel: str,
 
@@ -940,7 +1006,7 @@ async def start_fsp_displays(
         #     },
         # },
     }
-    profiler = pg.debug.Profiler(
+    profiler = Profiler(
         delayed=False,
         disabled=False
     )
@@ -948,7 +1014,10 @@ async def start_fsp_displays(
     async with (
 
         # NOTE: this admin internally opens an actor cluster
-        open_fsp_admin(linked, ohlcv) as admin,
+        open_fsp_admin(
+            linked,
+            flume,
+        ) as admin,
     ):
         statuses = []
         for target, conf in fsp_conf.items():

piker/ui/_interaction.py

@@ -33,6 +33,7 @@ import numpy as np
 import trio
 
 from ..log import get_logger
+from .._profile import Profiler
 from .._profile import pg_profile_enabled, ms_slower_then
 # from ._style import _min_points_to_show
 from ._editors import SelectRect
@@ -75,7 +76,6 @@ async def handle_viewmode_kb_inputs(
     pressed: set[str] = set()
 
     last = time.time()
-    trigger_mode: str
     action: str
 
     on_next_release: Optional[Callable] = None
@@ -141,13 +141,16 @@ async def handle_viewmode_kb_inputs(
                     Qt.Key_Space,
                 }
             ):
-                view._chart.linked.godwidget.search.focus()
+                godw = view._chart.linked.godwidget
+                godw.hist_linked.resize_sidepanes(from_linked=godw.rt_linked)
+                godw.search.focus()
 
             # esc and ctrl-c
             if key == Qt.Key_Escape or (ctrl and key == Qt.Key_C):
                 # ctrl-c as cancel
                 # https://forum.qt.io/topic/532/how-to-catch-ctrl-c-on-a-widget/9
                 view.select_box.clear()
+                view.linked.focus()
 
             # cancel order or clear graphics
             if key == Qt.Key_C or key == Qt.Key_Delete:
@@ -178,17 +181,17 @@ async def handle_viewmode_kb_inputs(
             if key in pressed:
                 pressed.remove(key)
 
-        # QUERY/QUOTE MODE #
+        # QUERY/QUOTE MODE
+        # ----------------
         if {Qt.Key_Q}.intersection(pressed):
 
-            view.linkedsplits.cursor.in_query_mode = True
+            view.linked.cursor.in_query_mode = True
 
         else:
-            view.linkedsplits.cursor.in_query_mode = False
+            view.linked.cursor.in_query_mode = False
 
         # SELECTION MODE
         # --------------
-
         if shift:
             if view.state['mouseMode'] == ViewBox.PanMode:
                 view.setMouseMode(ViewBox.RectMode)
@@ -209,18 +212,27 @@ async def handle_viewmode_kb_inputs(
 
         # ORDER MODE
         # ----------
-
         # live vs. dark trigger + an action {buy, sell, alert}
         order_keys_pressed = ORDER_MODE.intersection(pressed)
 
         if order_keys_pressed:
 
-            # show the pp size label
+            # TODO: it seems like maybe the composition should be
-            order_mode.current_pp.show()
+            # reversed here? Like, maybe we should have the nav have
+            # access to the pos state and then make encapsulated logic
+            # that shows the right stuff on screen instead or order mode
+            # and position-related abstractions doing this?
+
+            # show the pp size label only if there is
+            # a non-zero pos existing
+            tracker = order_mode.current_pp
+            if tracker.live_pp.size:
+                tracker.nav.show()
 
             # TODO: show pp config mini-params in status bar widget
             # mode.pp_config.show()
 
+            trigger_type: str = 'dark'
             if (
                 # 's' for "submit" to activate "live" order
                 Qt.Key_S in pressed or
@@ -228,9 +240,6 @@ async def handle_viewmode_kb_inputs(
             ):
                 trigger_type: str = 'live'
 
-            else:
-                trigger_type: str = 'dark'
-
             # order mode trigger "actions"
             if Qt.Key_D in pressed:  # for "damp eet"
                 action = 'sell'
@@ -259,8 +268,8 @@ async def handle_viewmode_kb_inputs(
                 Qt.Key_S in pressed or
                 order_keys_pressed or
                 Qt.Key_O in pressed
-            ) and
+            )
-            key in NUMBER_LINE
+            and key in NUMBER_LINE
         ):
             # hot key to set order slots size.
             # change edit field to current number line value,
@@ -278,7 +287,7 @@ async def handle_viewmode_kb_inputs(
         else:  # none active
 
             # hide pp label
-            order_mode.current_pp.hide_info()
+            order_mode.current_pp.nav.hide_info()
 
             # if none are pressed, remove "staged" level
             # line under cursor position
@@ -319,7 +328,6 @@ async def handle_viewmode_mouse(
         ):
             # when in order mode, submit execution
             # msg.event.accept()
-            # breakpoint()
             view.order_mode.submit_order()
 
 
@@ -336,16 +344,6 @@ class ChartView(ViewBox):
     '''
     mode_name: str = 'view'
 
-    # "relay events" for making overlaid views work.
-    # NOTE: these MUST be defined here (and can't be monkey patched
-    # on later) due to signal construction requiring refs to be
-    # in place during the run of meta-class machinery.
-    mouseDragEventRelay = QtCore.Signal(object, object, object)
-    wheelEventRelay = QtCore.Signal(object, object, object)
-
-    event_relay_source: 'Optional[ViewBox]' = None
-    relays: dict[str, QtCore.Signal] = {}
-
     def __init__(
         self,
 
@@ -375,7 +373,7 @@ class ChartView(ViewBox):
             y=True,
         )
 
-        self.linkedsplits = None
+        self.linked = None
         self._chart: 'ChartPlotWidget' = None  # noqa
 
         # add our selection box annotator
@@ -397,8 +395,11 @@ class ChartView(ViewBox):
 
         '''
         if self._ic is None:
+            try:
                 self.chart.pause_all_feeds()
                 self._ic = trio.Event()
+            except RuntimeError:
+                pass
 
     def signal_ic(
         self,
@@ -411,9 +412,12 @@ class ChartView(ViewBox):
 
         '''
         if self._ic:
+            try:
                 self._ic.set()
                 self._ic = None
                 self.chart.resume_all_feeds()
+            except RuntimeError:
+                pass
 
     @asynccontextmanager
     async def open_async_input_handler(
@@ -463,7 +467,7 @@ class ChartView(ViewBox):
         self,
         ev,
         axis=None,
-        relayed_from: ChartView = None,
+        # relayed_from: ChartView = None,
     ):
         '''
         Override "center-point" location for scrolling.
@@ -474,16 +478,23 @@ class ChartView(ViewBox):
         TODO: PR a method into ``pyqtgraph`` to make this configurable
 
         '''
+        linked = self.linked
+        if (
+            not linked
+        ):
+            # print(f'{self.name} not linked but relay from {relayed_from.name}')
+            return
+
         if axis in (0, 1):
             mask = [False, False]
             mask[axis] = self.state['mouseEnabled'][axis]
         else:
             mask = self.state['mouseEnabled'][:]
 
-        chart = self.linkedsplits.chart
+        chart = self.linked.chart
 
         # don't zoom more then the min points setting
-        l, lbar, rbar, r = chart.bars_range()
+        out = l, lbar, rbar, r = chart.get_viz(chart.name).bars_range()
         # vl = r - l
 
         # if ev.delta() > 0 and vl <= _min_points_to_show:
@@ -492,7 +503,7 @@ class ChartView(ViewBox):
 
         # if (
         #     ev.delta() < 0
-        #     and vl >= len(chart._flows[chart.name].shm.array) + 666
+        #     and vl >= len(chart._vizs[chart.name].shm.array) + 666
         # ):
         #     log.debug("Min zoom bruh...")
         #     return
@@ -593,9 +604,20 @@ class ChartView(ViewBox):
         self,
         ev,
         axis: Optional[int] = None,
-        relayed_from: ChartView = None,
+        # relayed_from: ChartView = None,
 
     ) -> None:
+        # if relayed_from:
+        #     print(f'PAN: {self.name} -> RELAYED FROM: {relayed_from.name}')
+
+        # NOTE since in the overlay case axes are already
+        # "linked" any x-range change will already be mirrored
+        # in all overlaid ``PlotItems``, so we need to simply
+        # ignore the signal here since otherwise we get N-calls
+        # from N-overlays resulting in an "accelerated" feeling
+        # panning motion instead of the expect linear shift.
+        # if relayed_from:
+        #     return
 
         pos = ev.pos()
         lastPos = ev.lastPos()
@@ -669,7 +691,10 @@ class ChartView(ViewBox):
                 # XXX: WHY
                 ev.accept()
 
+                try:
                     self.start_ic()
+                except RuntimeError:
+                    pass
                 # if self._ic is None:
                 #     self.chart.pause_all_feeds()
                 #     self._ic = trio.Event()
@@ -761,7 +786,7 @@ class ChartView(ViewBox):
         '''
         name = self.name
         # print(f'YRANGE ON {name}')
-        profiler = pg.debug.Profiler(
+        profiler = Profiler(
             msg=f'`ChartView._set_yrange()`: `{name}`',
             disabled=not pg_profile_enabled(),
             ms_threshold=ms_slower_then,
@@ -795,7 +820,7 @@ class ChartView(ViewBox):
             # XXX: only compute the mxmn range
             # if none is provided as input!
             if not yrange:
-                # flow = chart._flows[name]
+                # flow = chart._vizs[name]
                 yrange = self._maxmin()
 
                 if yrange is None:
@@ -830,29 +855,33 @@ class ChartView(ViewBox):
 
     ) -> None:
         '''
-        Assign callback for rescaling y-axis automatically
+        Assign callbacks for rescaling and resampling y-axis data
-        based on data contents and ``ViewBox`` state.
+        automatically based on data contents and ``ViewBox`` state.
 
         '''
         if src_vb is None:
             src_vb = self
 
-        # splitter(s) resizing
+        # widget-UIs/splitter(s) resizing
         src_vb.sigResized.connect(self._set_yrange)
 
+        # re-sampling trigger:
         # 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
+        # - only register this when certain downsample-able graphics are
         #   "added to scene".
         src_vb.sigRangeChangedManually.connect(
             self.maybe_downsample_graphics
         )
-
         # mouse wheel doesn't emit XRangeChanged
         src_vb.sigRangeChangedManually.connect(self._set_yrange)
 
+        # XXX: enabling these will cause "jittery"-ness
+        # on zoom where sharp diffs in the y-range will
+        # not re-size right away until a new sample update?
+        # if src_vb is not self:
         #     src_vb.sigXRangeChanged.connect(self._set_yrange)
         #     src_vb.sigXRangeChanged.connect(
         #         self.maybe_downsample_graphics
@@ -882,7 +911,7 @@ class ChartView(ViewBox):
         graphics items which are our children.
 
         '''
-        graphics = [f.graphics for f in self._chart._flows.values()]
+        graphics = [f.graphics for f in self._chart._vizs.values()]
         if not graphics:
             return 0
 
@@ -897,8 +926,7 @@ class ChartView(ViewBox):
         self,
         autoscale_overlays: bool = True,
     ):
-
+        profiler = Profiler(
-        profiler = pg.debug.Profiler(
             msg=f'ChartView.maybe_downsample_graphics() for {self.name}',
             disabled=not pg_profile_enabled(),
 
@@ -912,10 +940,14 @@ class ChartView(ViewBox):
 
         # TODO: a faster single-loop-iterator way of doing this XD
         chart = self._chart
-        linked = self.linkedsplits
+        plots = {chart.name: chart}
-        plots = linked.subplots | {chart.name: chart}
+
+        linked = self.linked
+        if linked:
+            plots |= linked.subplots
+
         for chart_name, chart in plots.items():
-            for name, flow in chart._flows.items():
+            for name, flow in chart._vizs.items():
 
                 if (
                     not flow.render
@@ -923,6 +955,7 @@ class ChartView(ViewBox):
                     # XXX: super important to be aware of this.
                     # or not flow.graphics.isVisible()
                 ):
+                    # print(f'skipping {flow.name}')
                     continue
 
                 # pass in no array which will read and render from the last

piker/ui/_l1.py

@@ -26,6 +26,7 @@ from PyQt5.QtCore import QPointF
 
 from ._axes import YAxisLabel
 from ._style import hcolor
+from ._pg_overrides import PlotItem
 
 
 class LevelLabel(YAxisLabel):
@@ -132,7 +133,7 @@ class LevelLabel(YAxisLabel):
         level = self.fields['level']
 
         # map "level" to local coords
-        abs_xy = self._chart.mapFromView(QPointF(0, level))
+        abs_xy = self._pi.mapFromView(QPointF(0, level))
 
         self.update_label(
             abs_xy,
@@ -149,7 +150,7 @@ class LevelLabel(YAxisLabel):
         h, w = self.set_label_str(fields)
 
         if self._adjust_to_l1:
-            self._x_offset = self._chart._max_l1_line_len
+            self._x_offset = self._pi.chart_widget._max_l1_line_len
 
         self.setPos(QPointF(
             self._h_shift * (w + self._x_offset),
@@ -236,10 +237,10 @@ class L1Label(LevelLabel):
         # Set a global "max L1 label length" so we can
         # look it up on order lines and adjust their
         # labels not to overlap with it.
-        chart = self._chart
+        chart = self._pi.chart_widget
         chart._max_l1_line_len: float = max(
             chart._max_l1_line_len,
-            w
+            w,
         )
 
         return h, w
@@ -251,17 +252,17 @@ class L1Labels:
     """
     def __init__(
         self,
-        chart: 'ChartPlotWidget',  # noqa
+        plotitem: PlotItem,
         digits: int = 2,
         size_digits: int = 3,
         font_size: str = 'small',
     ) -> None:
 
-        self.chart = chart
+        chart = self.chart = plotitem.chart_widget
 
-        raxis = chart.getAxis('right')
+        raxis = plotitem.getAxis('right')
         kwargs = {
-            'chart': chart,
+            'chart': plotitem,
             'parent': raxis,
 
             'opacity': 1,

piker/ui/_lines.py

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

piker/ui/_notify.py

@@ -0,0 +1,104 @@
+# piker: trading gear for hackers
+# Copyright (C) Tyler Goodlet (in stewardship for piker0)
+
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU Affero General Public License for more details.
+
+# You should have received a copy of the GNU Affero General Public License
+# along with this program.  If not, see <https://www.gnu.org/licenses/>.
+
+"""
+Notifications utils.
+
+"""
+import os
+import platform
+import subprocess
+from typing import Optional
+
+import trio
+
+from ..log import get_logger
+from ..clearing._messages import (
+    Status,
+)
+
+log = get_logger(__name__)
+
+
+_dbus_uid: Optional[str] = ''
+
+
+async def notify_from_ems_status_msg(
+    msg: Status,
+    duration: int = 3000,
+    is_subproc: bool = False,
+
+) -> None:
+    '''
+    Send a linux desktop notification.
+
+    Handle subprocesses by discovering the dbus user id
+    on first call.
+
+    '''
+    if platform.system() != "Linux":
+        return
+
+    # TODO: this in another task?
+    # not sure if this will ever be a bottleneck,
+    # we probably could do graphics stuff first tho?
+
+    if is_subproc:
+        global _dbus_uid
+        su = os.environ.get('SUDO_USER')
+        if (
+            not _dbus_uid
+            and su
+        ):
+
+            # TODO: use `trio` but we need to use nursery.start()
+            # to use pipes?
+            # result = await trio.run_process(
+            result = subprocess.run(
+                [
+                    'id',
+                    '-u',
+                    su,
+                ],
+                stdout=subprocess.PIPE,
+                stderr=subprocess.PIPE,
+                # check=True
+            )
+            _dbus_uid = result.stdout.decode("utf-8").replace('\n', '')
+
+            os.environ['DBUS_SESSION_BUS_ADDRESS'] = (
+                f'unix:path=/run/user/{_dbus_uid}/bus'
+            )
+
+    result = await trio.run_process(
+        [
+            'notify-send',
+            '-u', 'normal',
+            '-t', f'{duration}',
+            'piker',
+
+            # TODO: add in standard fill/exec info that maybe we
+            # pack in a broker independent way?
+            f"'{msg.pformat()}'",
+        ],           
+        capture_stdout=True,
+        capture_stderr=True,
+        check=False,
+    )
+    if result.returncode != 0:
+        log.warn(f'No notification daemon installed stderr: {result.stderr}')
+                      
+    log.runtime(result)        

piker/ui/_ohlc.py

@@ -25,13 +25,22 @@ from typing import (
 
 import numpy as np
 import pyqtgraph as pg
-from PyQt5 import QtCore, QtGui, QtWidgets
+from PyQt5 import (
-from PyQt5.QtCore import QLineF, QPointF
+    QtGui,
+    QtWidgets,
+)
+from PyQt5.QtCore import (
+    QLineF,
+    QRectF,
+)
+
 from PyQt5.QtGui import QPainterPath
 
+from ._curve import FlowGraphic
 from .._profile import pg_profile_enabled, ms_slower_then
 from ._style import hcolor
 from ..log import get_logger
+from .._profile import Profiler
 
 if TYPE_CHECKING:
     from ._chart import LinkedSplits
@@ -43,7 +52,8 @@ log = get_logger(__name__)
 def bar_from_ohlc_row(
     row: np.ndarray,
     # 0.5 is no overlap between arms, 1.0 is full overlap
-    w: float = 0.43
+    bar_w: float,
+    bar_gap: float = 0.16
 
 ) -> tuple[QLineF]:
     '''
@@ -51,8 +61,7 @@ def bar_from_ohlc_row(
     OHLC "bar" for use in the "last datum" of a series.
 
     '''
-    open, high, low, close, index = row[
+    open, high, low, close, index = row
-        ['open', 'high', 'low', 'close', 'index']]
 
     # TODO: maybe consider using `QGraphicsLineItem` ??
     # gives us a ``.boundingRect()`` on the objects which may make
@@ -60,9 +69,11 @@ def bar_from_ohlc_row(
     # history path faster since it's done in C++:
     # https://doc.qt.io/qt-5/qgraphicslineitem.html
 
+    mid: float = (bar_w / 2) + index
+
     # high -> low vertical (body) line
     if low != high:
-        hl = QLineF(index, low, index, high)
+        hl = QLineF(mid, low, mid, high)
     else:
         # XXX: if we don't do it renders a weird rectangle?
         # see below for filtering this later...
@@ -73,15 +84,18 @@ def bar_from_ohlc_row(
     # the index's range according to the view mapping coordinates.
 
     # open line
-    o = QLineF(index - w, open, index, open)
+    o = QLineF(index + bar_gap, open, mid, open)
 
     # close line
-    c = QLineF(index, close, index + w, close)
+    c = QLineF(
+        mid, close,
+        index + bar_w - bar_gap, close,
+    )
 
     return [hl, o, c]
 
 
-class BarItems(pg.GraphicsObject):
+class BarItems(FlowGraphic):
     '''
     "Price range" bars graphics rendered from a OHLC sampled sequence.
 
@@ -90,8 +104,8 @@ class BarItems(pg.GraphicsObject):
         self,
         linked: LinkedSplits,
         plotitem: 'pg.PlotItem',  # noqa
-        pen_color: str = 'bracket',
+        color: str = 'bracket',
-        last_bar_color: str = 'bracket',
+        last_bar_color: str = 'original',
 
         name: Optional[str] = None,
 
@@ -100,21 +114,37 @@ class BarItems(pg.GraphicsObject):
         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._color = color
-        self.bars_pen = pg.mkPen(hcolor(pen_color), width=1)
+        self.bars_pen = pg.mkPen(hcolor(color), width=1)
         self.last_bar_pen = pg.mkPen(hcolor(last_bar_color), width=2)
         self._name = name
 
-        self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
+        # XXX: causes this weird jitter bug when click-drag panning
+        # where the path curve will awkwardly flicker back and forth?
+        # self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
+
         self.path = QPainterPath()
-        self._last_bar_lines: Optional[tuple[QLineF, ...]] = None
+        self._last_bar_lines: tuple[QLineF, ...] | None = None
 
-    def x_uppx(self) -> int:
+    def x_last(self) -> None | float:
-        # we expect the downsample curve report this.
+        '''
-        return 0
+        Return the last most x value of the close line segment
+        or if not drawn yet, ``None``.
+
+        '''
+        if self._last_bar_lines:
+            close_arm_line = self._last_bar_lines[-1]
+            return close_arm_line.x2() if close_arm_line else None
+        else:
+            return None
 
-    def boundingRect(self):
     # Qt docs: https://doc.qt.io/qt-5/qgraphicsitem.html#boundingRect
+    def boundingRect(self):
+        # profiler = Profiler(
+        #     msg=f'BarItems.boundingRect(): `{self._name}`',
+        #     disabled=not pg_profile_enabled(),
+        #     ms_threshold=ms_slower_then,
+        # )
 
         # TODO: Can we do rect caching to make this faster
         # like `pg.PlotCurveItem` does? In theory it's just
@@ -134,32 +164,37 @@ class BarItems(pg.GraphicsObject):
             hb.topLeft(),
             hb.bottomRight(),
         )
+        mn_y = hb_tl.y()
+        mx_y = hb_br.y()
+        most_left = hb_tl.x()
+        most_right = hb_br.x()
+        # profiler('calc path vertices')
 
         # need to include last bar height or BR will be off
-        mx_y = hb_br.y()
+        # OHLC line segments: [hl, o, c]
-        mn_y = hb_tl.y()
+        last_lines: tuple[QLineF] | None = self._last_bar_lines
-
-        last_lines = self._last_bar_lines
         if last_lines:
-            body_line = self._last_bar_lines[0]
+            (
-            if body_line:
+                hl,
-                mx_y = max(mx_y, max(body_line.y1(), body_line.y2()))
+                o,
-                mn_y = min(mn_y, min(body_line.y1(), body_line.y2()))
+                c,
+            ) = last_lines
+            most_right = c.x2() + 1
+            ymx = ymn = c.y2()
 
-        return QtCore.QRectF(
+            if hl:
+                y1, y2 = hl.y1(), hl.y2()
+                ymn = min(y1, y2)
+                ymx = max(y1, y2)
+                mx_y = max(ymx, mx_y)
+                mn_y = min(ymn, mn_y)
+                # profiler('calc last bar vertices')
 
-            # top left
+        return QRectF(
-            QPointF(
+            most_left,
-                hb_tl.x(),
             mn_y,
-            ),
+            most_right - most_left + 1,
-
+            mx_y - mn_y,
-            # bottom right
-            QPointF(
-                hb_br.x() + 1,
-                mx_y,
-            )
-
         )
 
     def paint(
@@ -170,7 +205,7 @@ class BarItems(pg.GraphicsObject):
 
     ) -> None:
 
-        profiler = pg.debug.Profiler(
+        profiler = Profiler(
             disabled=not pg_profile_enabled(),
             ms_threshold=ms_slower_then,
         )
@@ -196,29 +231,40 @@ class BarItems(pg.GraphicsObject):
         self,
         path: QPainterPath,
         src_data: np.ndarray,
-        render_data: np.ndarray,
         reset: bool,
         array_key: str,
-
+        index_field: str,
-        fields: list[str] = [
-            'index',
-            'open',
-            'high',
-            'low',
-            'close',
-        ],
 
     ) -> None:
 
         # relevant fields
+        fields: list[str] = [
+            'open',
+            'high',
+            'low',
+            'close',
+            index_field,
+        ]
         ohlc = src_data[fields]
-        last_row = ohlc[-1:]
+        # last_row = ohlc[-1:]
 
         # individual values
-        last_row = i, o, h, l, last = ohlc[-1]
+        last_row = o, h, l, last, i = ohlc[-1]
+
+        # times = src_data['time']
+        # if times[-1] - times[-2]:
+        #     breakpoint()
+
+        index = src_data[index_field]
+        step_size = index[-1] - index[-2]
 
         # generate new lines objects for updatable "current bar"
-        self._last_bar_lines = bar_from_ohlc_row(last_row)
+        bg: float = 0.16 * step_size
+        self._last_bar_lines = bar_from_ohlc_row(
+            last_row,
+            bar_w=step_size,
+            bar_gap=bg,
+        )
 
         # assert i == graphics.start_index - 1
         # assert i == last_index
@@ -233,10 +279,16 @@ class BarItems(pg.GraphicsObject):
         if l != h:  # noqa
 
             if body is None:
-                body = self._last_bar_lines[0] = QLineF(i, l, i, h)
+                body = self._last_bar_lines[0] = QLineF(
+                    i + bg, l,
+                    i + step_size - bg, h,
+                )
             else:
                 # update body
-                body.setLine(i, l, i, h)
+                body.setLine(
+                    body.x1(), l,
+                    body.x2(), h,
+                )
 
             # XXX: pretty sure this is causing an issue where the
             # bar has a large upward move right before the next
@@ -247,4 +299,5 @@ class BarItems(pg.GraphicsObject):
             # date / from some previous sample. It's weird though
             # because i've seen it do this to bars i - 3 back?
 
-        return ohlc['index'], ohlc['close']
+        # return ohlc['time'], ohlc['close']
+        return ohlc[index_field], ohlc['close']

piker/ui/_orm.py

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

piker/ui/_overlay.py

@@ -18,23 +18,27 @@
 Charting overlay helpers.
 
 '''
-from typing import Callable, Optional
+from collections import defaultdict
-
+from functools import partial
-from pyqtgraph.Qt.QtCore import (
+from typing import (
-    # QObject,
+    Callable,
-    # Signal,
+    Optional,
-    Qt,
-    # QEvent,
 )
 
 from pyqtgraph.graphicsItems.AxisItem import AxisItem
 from pyqtgraph.graphicsItems.ViewBox import ViewBox
-from pyqtgraph.graphicsItems.GraphicsWidget import GraphicsWidget
+# from pyqtgraph.graphicsItems.GraphicsWidget import GraphicsWidget
 from pyqtgraph.graphicsItems.PlotItem.PlotItem import PlotItem
-from pyqtgraph.Qt.QtCore import QObject, Signal, QEvent
+from pyqtgraph.Qt.QtCore import (
-from pyqtgraph.Qt.QtWidgets import QGraphicsGridLayout, QGraphicsLinearLayout
+    QObject,
-
+    Signal,
-from ._interaction import ChartView
+    QEvent,
+    Qt,
+)
+from pyqtgraph.Qt.QtWidgets import (
+    # QGraphicsGridLayout,
+    QGraphicsLinearLayout,
+)
 
 __all__ = ["PlotItemOverlay"]
 
@@ -80,8 +84,8 @@ class ComposedGridLayout:
     ``<axis_name>i`` in the layout.
 
     The ``item: PlotItem`` passed to the constructor's grid layout is
-    used verbatim as the "main plot" who's view box is give precedence
+    used verbatim as the "main plot" who's view box is given precedence
-    for input handling. The main plot's axes are removed from it's
+    for input handling. The main plot's axes are removed from its
     layout and placed in the surrounding exterior layouts to allow for
     re-ordering if desired.
 
@@ -89,16 +93,11 @@ class ComposedGridLayout:
     def __init__(
         self,
         item: PlotItem,
-        grid: QGraphicsGridLayout,
-        reverse: bool = False,  # insert items to the "center"
 
     ) -> None:
-        self.items: list[PlotItem] = []
-        # self.grid = grid
-        self.reverse = reverse
 
-        # TODO: use a ``bidict`` here?
+        self.items: list[PlotItem] = []
-        self._pi2axes: dict[
+        self._pi2axes: dict[  # TODO: use a ``bidict`` here?
             int,
             dict[str, AxisItem],
         ] = {}
@@ -120,12 +119,13 @@ class ComposedGridLayout:
 
             if name in ('top', 'bottom'):
                 orient = Qt.Vertical
+
             elif name in ('left', 'right'):
                 orient = Qt.Horizontal
 
             layout.setOrientation(orient)
 
-        self.insert(0, item)
+        self.insert_plotitem(0, item)
 
         # insert surrounding linear layouts into the parent pi's layout
         # such that additional axes can be appended arbitrarily without
@@ -159,7 +159,7 @@ class ComposedGridLayout:
         # enter plot into list for index tracking
         self.items.insert(index, plotitem)
 
-    def insert(
+    def insert_plotitem(
         self,
         index: int,
         plotitem: PlotItem,
@@ -171,7 +171,9 @@ class ComposedGridLayout:
 
         '''
         if index < 0:
-            raise ValueError('`insert()` only supports an index >= 0')
+            raise ValueError(
+                '`.insert_plotitem()` only supports an index >= 0'
+            )
 
         # add plot's axes in sequence to the embedded linear layouts
         # for each "side" thus avoiding graphics collisions.
@@ -220,7 +222,7 @@ class ComposedGridLayout:
 
         return index
 
-    def append(
+    def append_plotitem(
         self,
         item: PlotItem,
 
@@ -232,7 +234,7 @@ class ComposedGridLayout:
         '''
         # for left and bottom axes we have to first remove
         # items and re-insert to maintain a list-order.
-        return self.insert(len(self.items), item)
+        return self.insert_plotitem(len(self.items), item)
 
     def get_axis(
         self,
@@ -249,16 +251,16 @@ class ComposedGridLayout:
         named = self._pi2axes[name]
         return named.get(index)
 
-    def pop(
+    # def pop(
-        self,
+    #     self,
-        item: PlotItem,
+    #     item: PlotItem,
 
-    ) -> PlotItem:
+    # ) -> PlotItem:
-        '''
+    #     '''
-        Remove item and restack all axes in list-order.
+    #     Remove item and restack all axes in list-order.
 
-        '''
+    #     '''
-        raise NotImplementedError
+    #     raise NotImplementedError
 
 
 # Unimplemented features TODO:
@@ -279,194 +281,6 @@ class ComposedGridLayout:
 #   axis?
 
 
-# TODO: we might want to enabled some kind of manual flag to disable
-# this method wrapping during type creation? As example a user could
-# definitively decide **not** to enable broadcasting support by
-# setting something like ``ViewBox.disable_relays = True``?
-def mk_relay_method(
-
-    signame: str,
-    slot: Callable[
-        [ViewBox,
-         'QEvent',
-         Optional[AxisItem]],
-        None,
-    ],
-
-) -> Callable[
-    [
-        ViewBox,
-        # lol, there isn't really a generic type thanks
-        # to the rewrite of Qt's event system XD
-        'QEvent',
-
-        'Optional[AxisItem]',
-        'Optional[ViewBox]',  # the ``relayed_from`` arg we provide
-    ],
-    None,
-]:
-
-    def maybe_broadcast(
-        vb: 'ViewBox',
-        ev: 'QEvent',
-        axis: 'Optional[int]' = None,
-        relayed_from: 'ViewBox' = None,
-
-    ) -> None:
-        '''
-        (soon to be) Decorator which makes an event handler
-        "broadcastable" to overlayed ``GraphicsWidget``s.
-
-        Adds relay signals based on the decorated handler's name
-        and conducts a signal broadcast of the relay signal if there
-        are consumers registered.
-
-        '''
-        # When no relay source has been set just bypass all
-        # the broadcast machinery.
-        if vb.event_relay_source is None:
-            ev.accept()
-            return slot(
-                vb,
-                ev,
-                axis=axis,
-            )
-
-        if relayed_from:
-            assert axis is None
-
-            # this is a relayed event and should be ignored (so it does not
-            # halt/short circuit the graphicscene loop). Further the
-            # surrounding handler for this signal must be allowed to execute
-            # and get processed by **this consumer**.
-            # print(f'{vb.name} rx relayed from {relayed_from.name}')
-            ev.ignore()
-
-            return slot(
-                vb,
-                ev,
-                axis=axis,
-            )
-
-        if axis is not None:
-            # print(f'{vb.name} handling axis event:\n{str(ev)}')
-            ev.accept()
-            return slot(
-                vb,
-                ev,
-                axis=axis,
-            )
-
-        elif (
-            relayed_from is None
-            and vb.event_relay_source is vb  # we are the broadcaster
-            and axis is None
-        ):
-            # Broadcast case: this is a source event which will be
-            # relayed to attached consumers and accepted after all
-            # consumers complete their own handling followed by this
-            # routine's processing. Sequence is,
-            # - pre-relay to all consumers *first* - ``.emit()`` blocks
-            #   until all downstream relay handlers have run.
-            # - run the source handler for **this** event and accept
-            #   the event
-
-            # Access the "bound signal" that is created
-            # on the widget type as part of instantiation.
-            signal = getattr(vb, signame)
-            # print(f'{vb.name} emitting {signame}')
-
-            # TODO/NOTE: we could also just bypass a "relay" signal
-            # entirely and instead call the handlers manually in
-            # a loop? This probably is a lot simpler and also doesn't
-            # have any downside, and allows not touching target widget
-            # internals.
-            signal.emit(
-                ev,
-                axis,
-                # passing this demarks a broadcasted/relayed event
-                vb,
-            )
-            # accept event so no more relays are fired.
-            ev.accept()
-
-            # call underlying wrapped method with an extra
-            # ``relayed_from`` value to denote that this is a relayed
-            # event handling case.
-            return slot(
-                vb,
-                ev,
-                axis=axis,
-            )
-
-    return maybe_broadcast
-
-
-# XXX: :( can't define signals **after** class compile time
-# so this is not really useful.
-# def mk_relay_signal(
-#     func,
-#     name: str = None,
-
-# ) -> Signal:
-#     (
-#         args,
-#         varargs,
-#         varkw,
-#         defaults,
-#         kwonlyargs,
-#         kwonlydefaults,
-#         annotations
-#     ) = inspect.getfullargspec(func)
-
-#     # XXX: generate a relay signal with 1 extra
-#     # argument for a ``relayed_from`` kwarg. Since
-#     # ``'self'`` is already ignored by signals we just need
-#     # to count the arguments since we're adding only 1 (and
-#     # ``args`` will capture that).
-#     numargs = len(args + list(defaults))
-#     signal = Signal(*tuple(numargs * [object]))
-#     signame = name or func.__name__ + 'Relay'
-#     return signame, signal
-
-
-def enable_relays(
-    widget: GraphicsWidget,
-    handler_names: list[str],
-
-) -> list[Signal]:
-    '''
-    Method override helper which enables relay of a particular
-    ``Signal`` from some chosen broadcaster widget to a set of
-    consumer widgets which should operate their event handlers normally
-    but instead of signals "relayed" from the broadcaster.
-
-    Mostly useful for overlaying widgets that handle user input
-    that you want to overlay graphically. The target ``widget`` type must
-    define ``QtCore.Signal``s each with a `'Relay'` suffix for each
-    name provided in ``handler_names: list[str]``.
-
-    '''
-    signals = []
-    for name in handler_names:
-        handler = getattr(widget, name)
-        signame = name + 'Relay'
-        # ensure the target widget defines a relay signal
-        relay = getattr(widget, signame)
-        widget.relays[signame] = name
-        signals.append(relay)
-        method = mk_relay_method(signame, handler)
-        setattr(widget, name, method)
-
-    return signals
-
-
-enable_relays(
-    ChartView,
-    ['wheelEvent', 'mouseDragEvent']
-)
-
-
 class PlotItemOverlay:
     '''
     A composite for managing overlaid ``PlotItem`` instances such that
@@ -482,16 +296,18 @@ class PlotItemOverlay:
     ) -> None:
 
         self.root_plotitem: PlotItem = root_plotitem
+        self.relay_handlers: defaultdict[
+            str,
+            list[Callable],
+        ] = defaultdict(list)
 
-        vb = root_plotitem.vb
+        # NOTE: required for scene layering/relaying; this guarantees
-        vb.event_relay_source = vb  # TODO: maybe change name?
+        # the "root" plot receives priority for interaction
-        vb.setZValue(1000)  # XXX: critical for scene layering/relaying
+        # events/signals.
+        root_plotitem.vb.setZValue(10)
 
         self.overlays: list[PlotItem] = []
-        self.layout = ComposedGridLayout(
+        self.layout = ComposedGridLayout(root_plotitem)
-            root_plotitem,
-            root_plotitem.layout,
-        )
         self._relays: dict[str, Signal] = {}
 
     def add_plotitem(
@@ -499,8 +315,10 @@ class PlotItemOverlay:
         plotitem: PlotItem,
         index: Optional[int] = None,
 
-        # TODO: we could also put the ``ViewBox.XAxis``
+        # event/signal names which will be broadcasted to all added
-        # style enum here?
+        # (relayee) ``PlotItem``s (eg. ``ViewBox.mouseDragEvent``).
+        relay_events: list[str] = [],
+
         # (0,),  # link x
         # (1,),  # link y
         # (0, 1),  # link both
@@ -510,58 +328,155 @@ class PlotItemOverlay:
 
         index = index or len(self.overlays)
         root = self.root_plotitem
-        # layout: QGraphicsGridLayout = root.layout
         self.overlays.insert(index, plotitem)
         vb: ViewBox = plotitem.vb
 
-        # mark this consumer overlay as ready to expect relayed events
-        # from the root plotitem.
-        vb.event_relay_source = root.vb
-
         # TODO: some sane way to allow menu event broadcast XD
         # vb.setMenuEnabled(False)
 
-        # TODO: inside the `maybe_broadcast()` (soon to be) decorator
+        # wire up any relay signal(s) from the source plot to added
-        # we need have checks that consumers have been attached to
+        # "overlays". We use a plain loop instead of mucking with
-        # these relay signals.
+        # re-connecting signal/slots which tends to be more invasive and
-        if link_axes != (0, 1):
+        # harder to implement and provides no measurable performance
+        # gain.
+        if relay_events:
+            for ev_name in relay_events:
+                relayee_handler: Callable[
+                    [
+                        ViewBox,
+                        # lol, there isn't really a generic type thanks
+                        # to the rewrite of Qt's event system XD
+                        QEvent,
 
-            # wire up relay signals
+                        AxisItem | None,
-            for relay_signal_name, handler_name in vb.relays.items():
+                    ],
-                # print(handler_name)
+                    None,
-                # XXX: Signal class attrs are bound after instantiation
+                ] = getattr(vb, ev_name)
-                # of the defining type, so we need to access that bound
+
-                # version here.
+                sub_handlers: list[Callable] = self.relay_handlers[ev_name]
-                signal = getattr(root.vb, relay_signal_name)
+
-                handler = getattr(vb, handler_name)
+                # on the first registry of a relayed event we pop the
-                signal.connect(handler)
+                # root's handler and override it to a custom broadcaster
+                # routine.
+                if not sub_handlers:
+
+                    src_handler = getattr(
+                        root.vb,
+                        ev_name,
+                    )
+
+                    def broadcast(
+                        ev: 'QEvent',
+
+                        # TODO: drop this viewbox specific input and
+                        # allow a predicate to be passed in by user.
+                        axis: 'Optional[int]' = None,
+
+                        *,
+
+                        # these are bound in by the ``partial`` below
+                        # and ensure a unique broadcaster per event.
+                        ev_name: str = None,
+                        src_handler: Callable = None,
+                        relayed_from: 'ViewBox' = None,
+
+                        # remaining inputs the source handler expects
+                        **kwargs,
+
+                    ) -> None:
+                        '''
+                        Broadcast signal or event: this is a source
+                        event which will be relayed to attached
+                        "relayee" plot item consumers.
+
+                        The event is accepted halting any further
+                        handlers from being triggered.
+
+                        Sequence is,
+                        - pre-relay to all consumers *first* - exactly
+                          like how a ``Signal.emit()`` blocks until all
+                          downstream relay handlers have run.
+                        - run the event's source handler event
+
+                        '''
+                        ev.accept()
+
+                        # broadcast first to relayees *first*. trigger
+                        # relay of event to all consumers **before**
+                        # processing/consumption in the source handler.
+                        relayed_handlers = self.relay_handlers[ev_name]
+
+                        assert getattr(vb, ev_name).__name__ == ev_name
+
+                        # TODO: generalize as an input predicate
+                        if axis is None:
+                            for handler in relayed_handlers:
+                                handler(
+                                    ev,
+                                    axis=axis,
+                                    **kwargs,
+                                )
+
+                        # run "source" widget's handler last
+                        src_handler(
+                            ev,
+                            axis=axis,
+                        )
+
+                    # dynamic handler override on the publisher plot
+                    setattr(
+                        root.vb,
+                        ev_name,
+                        partial(
+                            broadcast,
+                            ev_name=ev_name,
+                            src_handler=src_handler
+                        ),
+                    )
+
+                else:
+                    assert getattr(root.vb, ev_name)
+                    assert relayee_handler not in sub_handlers
+
+                # append relayed-to widget's handler to relay table
+                sub_handlers.append(relayee_handler)
 
         # link dim-axes to root if requested by user.
-        # TODO: solve more-then-wanted scaled panning on click drag
-        # which seems to be due to broadcast. So we probably need to
-        # disable broadcast when axes are linked in a particular
-        # dimension?
         for dim in link_axes:
             # link x and y axes to new view box such that the top level
             # viewbox propagates to the root (and whatever other
             # plotitem overlays that have been added).
             vb.linkView(dim, root.vb)
 
-        # make overlaid viewbox impossible to focus since the top
+        # => NOTE: in order to prevent "more-then-linear" scaled
-        # level should handle all input and relay to overlays.
+        # panning moves on (for eg. click-drag) certain range change
-        # NOTE: this was solved with the `setZValue()` above!
+        # signals (i.e. ``.sigXRangeChanged``), the user needs to be
+        # careful that any broadcasted ``relay_events`` are are short
+        # circuited in sub-handlers (aka relayee's) implementations. As
+        # an example if a ``ViewBox.mouseDragEvent`` is broadcasted, the
+        # overlayed implementations need to be sure they either don't
+        # also link the x-axes (by not providing ``link_axes=(0,)``
+        # above) or that the relayee ``.mouseDragEvent()`` handlers are
+        # ready to "``return`` early" in the case that
+        # ``.sigXRangeChanged`` is emitted as part of linked axes.
+        # For more details on such signalling mechanics peek in
+        # ``ViewBox.linkView()``.
 
-        # TODO: we will probably want to add a "focus" api such that
+        # make overlaid viewbox impossible to focus since the top level
-        # a new "top level" ``PlotItem`` can be selected dynamically
+        # should handle all input and relay to overlays. Note that the
-        # (and presumably the axes dynamically sorted to match).
+        # "root" plot item gettingn interaction priority is configured
+        # with the ``.setZValue()`` during init.
         vb.setFlag(
             vb.GraphicsItemFlag.ItemIsFocusable,
             False
         )
         vb.setFocusPolicy(Qt.NoFocus)
 
+        # => TODO: add a "focus" api for switching the "top level"
+        # ``PlotItem`` dynamically.
+
         # append-compose into the layout all axes from this plot
-        self.layout.insert(index, plotitem)
+        self.layout.insert_plotitem(index, plotitem)
 
         plotitem.setGeometry(root.vb.sceneBoundingRect())
 
@@ -579,24 +494,7 @@ class PlotItemOverlay:
         root.vb.setFocus()
         assert root.vb.focusWidget()
 
-    # XXX: do we need this? Why would you build then destroy?
+        vb.setZValue(100)
-    def remove_plotitem(self, plotItem: PlotItem) -> None:
-        '''
-        Remove this ``PlotItem`` from the overlayed set making not shown
-        and unable to accept input.
-
-        '''
-        ...
-
-    # TODO: i think this would be super hot B)
-    def focus_item(self, plotitem: PlotItem) -> PlotItem:
-        '''
-        Apply focus to a contained PlotItem thus making it the "top level"
-        item in the overlay able to accept peripheral's input from the user
-        and responsible for zoom and panning control via its ``ViewBox``.
-
-        '''
-        ...
 
     def get_axis(
         self,
@@ -630,8 +528,9 @@ class PlotItemOverlay:
 
         return axes
 
-    # TODO: i guess we need this if you want to detach existing plots
+    # XXX: untested as of now.
-    # dynamically? XXX: untested as of now.
+    # TODO: need this as part of selecting a different root/source
+    # plot to rewire interaction event broadcast dynamically.
     def _disconnect_all(
         self,
         plotitem: PlotItem,
@@ -646,3 +545,22 @@ class PlotItemOverlay:
             disconnected.append(sig)
 
         return disconnected
+
+    # XXX: do we need this? Why would you build then destroy?
+    # def remove_plotitem(self, plotItem: PlotItem) -> None:
+    #     '''
+    #     Remove this ``PlotItem`` from the overlayed set making not shown
+    #     and unable to accept input.
+
+    #     '''
+    #     ...
+
+    # TODO: i think this would be super hot B)
+    # def focus_plotitem(self, plotitem: PlotItem) -> PlotItem:
+    #     '''
+    #     Apply focus to a contained PlotItem thus making it the "top level"
+    #     item in the overlay able to accept peripheral's input from the user
+    #     and responsible for zoom and panning control via its ``ViewBox``.
+
+    #     '''
+    #     ...

piker/ui/_pathops.py

@@ -1,236 +0,0 @@
-# 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/>.
-"""
-Super fast ``QPainterPath`` generation related operator routines.
-
-"""
-from __future__ import annotations
-from typing import (
-    # Optional,
-    TYPE_CHECKING,
-)
-
-import numpy as np
-from numpy.lib import recfunctions as rfn
-from numba import njit, float64, int64  # , optional
-# import pyqtgraph as pg
-from PyQt5 import QtGui
-# from PyQt5.QtCore import QLineF, QPointF
-
-from ..data._sharedmem import (
-    ShmArray,
-)
-# from .._profile import pg_profile_enabled, ms_slower_then
-from ._compression import (
-    ds_m4,
-)
-
-if TYPE_CHECKING:
-    from ._flows import Renderer
-
-
-def xy_downsample(
-    x,
-    y,
-    uppx,
-
-    x_spacer: float = 0.5,
-
-) -> 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,
-        uppx,
-    )
-
-    # flatten output to 1d arrays suitable for path-graphics generation.
-    x = np.broadcast_to(x[:, None], y.shape)
-    x = (x + np.array(
-        [-x_spacer, 0, 0, x_spacer]
-    )).flatten()
-    y = y.flatten()
-
-    return x, y
-
-
-@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[:]))(
-    #     numba_ohlc_dtype[::1],  # contiguous
-    #     int64,
-    #     optional(float64),
-    # ),
-    nogil=True
-)
-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.
-
-    '''
-    size = int(data.shape[0] * 6)
-
-    x = np.zeros(
-        # data,
-        shape=size,
-        dtype=float64,
-    )
-    y, c = x.copy(), x.copy()
-
-    # TODO: report bug for assert @
-    # /home/goodboy/repos/piker/env/lib/python3.8/site-packages/numba/core/typing/builtins.py:991
-    for i, q in enumerate(data[start:], start):
-
-        # TODO: ask numba why this doesn't work..
-        # open, high, low, close, index = q[
-        #     ['open', 'high', 'low', 'close', 'index']]
-
-        open = q['open']
-        high = q['high']
-        low = q['low']
-        close = q['close']
-        index = float64(q['index'])
-
-        istart = i * 6
-        istop = istart + 6
-
-        # x,y detail the 6 points which connect all vertexes of a ohlc bar
-        x[istart:istop] = (
-            index - bar_gap,
-            index,
-            index,
-            index,
-            index,
-            index + bar_gap,
-        )
-        y[istart:istop] = (
-            open,
-            open,
-            low,
-            high,
-            close,
-            close,
-        )
-
-        # specifies that the first edge is never connected to the
-        # prior bars last edge thus providing a small "gap"/"space"
-        # between bars determined by ``bar_gap``.
-        c[istart:istop] = (1, 1, 1, 1, 1, 0)
-
-    return x, y, c
-
-
-def gen_ohlc_qpath(
-    r: Renderer,
-    data: np.ndarray,
-    array_key: str,  # we ignore this
-    vr: tuple[int, int],
-
-    start: int = 0,  # XXX: do we need this?
-    # 0.5 is no overlap between arms, 1.0 is full overlap
-    w: float = 0.43,
-
-) -> QtGui.QPainterPath:
-    '''
-    More or less direct proxy to ``path_arrays_from_ohlc()``
-    but with closed in kwargs for line spacing.
-
-    '''
-    x, y, c = path_arrays_from_ohlc(
-        data,
-        start,
-        bar_gap=w,
-    )
-    return x, y, c
-
-
-def ohlc_to_line(
-    ohlc_shm: ShmArray,
-    data_field: str,
-    fields: list[str] = ['open', 'high', 'low', 'close']
-
-) -> tuple[
-    np.ndarray,
-    np.ndarray,
-]:
-    '''
-    Convert an input struct-array holding OHLC samples into a pair of
-    flattened x, y arrays with the same size (datums wise) as the source
-    data.
-
-    '''
-    y_out = ohlc_shm.ustruct(fields)
-    first = ohlc_shm._first.value
-    last = ohlc_shm._last.value
-
-    # write pushed data to flattened copy
-    y_out[first:last] = rfn.structured_to_unstructured(
-        ohlc_shm.array[fields]
-    )
-
-    # generate an flat-interpolated x-domain
-    x_out = (
-        np.broadcast_to(
-            ohlc_shm._array['index'][:, None],
-            (
-                ohlc_shm._array.size,
-                # 4,  # only ohlc
-                y_out.shape[1],
-            ),
-        ) + np.array([-0.5, 0, 0, 0.5])
-    )
-    assert y_out.any()
-
-    return (
-        x_out,
-        y_out,
-    )
-
-
-def to_step_format(
-    shm: ShmArray,
-    data_field: str,
-    index_field: str = 'index',
-
-) -> tuple[int, np.ndarray, np.ndarray]:
-    '''
-    Convert an input 1d shm array to a "step array" format
-    for use by path graphics generation.
-
-    '''
-    i = shm._array['index'].copy()
-    out = shm._array[data_field].copy()
-
-    x_out = np.broadcast_to(
-        i[:, None],
-        (i.size, 2),
-    ) + np.array([-0.5, 0.5])
-
-    y_out = np.empty((len(out), 2), dtype=out.dtype)
-    y_out[:] = out[:, np.newaxis]
-
-    # start y at origin level
-    y_out[0, 0] = 0
-    return x_out, y_out

piker/ui/_pg_overrides.py

@@ -15,13 +15,19 @@
 # along with this program.  If not, see <https://www.gnu.org/licenses/>.
 
 """
-Customization of ``pyqtgraph`` core routines to speed up our use mostly
+Customization of ``pyqtgraph`` core routines and various types normally
-based on not requiring "scentific precision" for pixel perfect view
+for speedups.
-transforms.
+
+Generally, our does not require "scentific precision" for pixel perfect
+view transforms.
 
 """
+from typing import Optional
+
 import pyqtgraph as pg
 
+from ._axes import Axis
+
 
 def invertQTransform(tr):
     """Return a QTransform that is the inverse of *tr*.
@@ -46,3 +52,236 @@ def _do_overrides() -> None:
     """
     # we don't care about potential fp issues inside Qt
     pg.functions.invertQTransform = invertQTransform
+    pg.PlotItem = PlotItem
+
+    # enable "QPainterPathPrivate for faster arrayToQPath" from
+    # https://github.com/pyqtgraph/pyqtgraph/pull/2324
+    pg.setConfigOption('enableExperimental', True)
+
+
+# NOTE: the below customized type contains all our changes on a method
+# by method basis as per the diff:
+# https://github.com/pyqtgraph/pyqtgraph/commit/8e60bc14234b6bec1369ff4192dbfb82f8682920#diff-a2b5865955d2ba703dbc4c35ff01aa761aa28d2aeaac5e68d24e338bc82fb5b1R500
+
+class PlotItem(pg.PlotItem):
+    '''
+    Overrides for the core plot object mostly pertaining to overlayed
+    multi-view management as it relates to multi-axis managment.
+
+    This object is the combination of a ``ViewBox`` and multiple
+    ``AxisItem``s and so far we've added additional functionality and
+    APIs for:
+    - removal of axes
+
+    ---
+
+    From ``pyqtgraph`` super type docs:
+    - Manage placement of ViewBox, AxisItems, and LabelItems
+    - Create and manage a list of PlotDataItems displayed inside the
+      ViewBox
+    - Implement a context menu with commonly used display and analysis
+      options
+
+    '''
+    def __init__(
+        self,
+        parent=None,
+        name=None,
+        labels=None,
+        title=None,
+        viewBox=None,
+        axisItems=None,
+        default_axes=['left', 'bottom'],
+        enableMenu=True,
+        **kargs
+    ):
+        super().__init__(
+            parent=parent,
+            name=name,
+            labels=labels,
+            title=title,
+            viewBox=viewBox,
+            axisItems=axisItems,
+            # default_axes=default_axes,
+            enableMenu=enableMenu,
+            kargs=kargs,
+        )
+        self.name = name
+        self.chart_widget = None
+        # self.setAxisItems(
+        #     axisItems,
+        #     default_axes=default_axes,
+        # )
+
+    # NOTE: this is an entirely new method not in upstream.
+    def removeAxis(
+        self,
+        name: str,
+        unlink: bool = True,
+
+    ) -> Optional[pg.AxisItem]:
+        """
+        Remove an axis from the contained axis items
+        by ```name: str```.
+
+        This means the axis graphics object will be removed
+        from the ``.layout: QGraphicsGridLayout`` as well as unlinked
+        from the underlying associated ``ViewBox``.
+
+        If the ``unlink: bool`` is set to ``False`` then the axis will
+        stay linked to its view and will only be removed from the
+        layoutonly be removed from the layout.
+
+        If no axis with ``name: str`` is found then this is a noop.
+
+        Return the axis instance that was removed.
+
+        """
+        entry = self.axes.pop(name, None)
+
+        if not entry:
+            return
+
+        axis = entry['item']
+        self.layout.removeItem(axis)
+        axis.scene().removeItem(axis)
+        if unlink:
+            axis.unlinkFromView()
+
+        self.update()
+
+        return axis
+
+    # Why do we need to always have all axes created?
+    #
+    # I don't understand this at all.
+    #
+    # Everything seems to work if you just always apply the
+    # set passed to this method **EXCEPT** for some super weird reason
+    # the view box geometry still computes as though the space for the
+    # `'bottom'` axis is always there **UNLESS** you always add that
+    # axis but hide it?
+    #
+    # Why in tf would this be the case!?!?
+    def setAxisItems(
+        self,
+        # XXX: yeah yeah, i know we can't use type annots like this yet.
+        axisItems: Optional[dict[str, pg.AxisItem]] = None,
+        add_to_layout: bool = True,
+        default_axes: list[str] = ['left', 'bottom'],
+    ):
+        """
+        Override axis item setting to only
+
+        """
+        axisItems = axisItems or {}
+
+        # XXX: wth is is this even saying?!?
+        # Array containing visible axis items
+        # Also containing potentially hidden axes, but they are not
+        # touched so it does not matter
+        # visibleAxes = ['left', 'bottom']
+        # Note that it does not matter that this adds
+        # some values to visibleAxes a second time
+
+        # XXX: uhhh wat^ ..?
+
+        visibleAxes = list(default_axes) + list(axisItems.keys())
+
+        # TODO: we should probably invert the loop here to not loop the
+        # predefined "axis name set" and instead loop the `axisItems`
+        # input and lookup indices from a predefined map.
+        for name, pos in (
+            ('top', (1, 1)),
+            ('bottom', (3, 1)),
+            ('left', (2, 0)),
+            ('right', (2, 2))
+        ):
+            if (
+                name in self.axes and
+                name in axisItems
+            ):
+                # we already have an axis entry for this name
+                # so remove the existing entry.
+                self.removeAxis(name)
+
+            # elif name not in axisItems:
+            #     # this axis entry is not provided in this call
+            #     # so remove any old/existing entry.
+            #     self.removeAxis(name)
+
+            # Create new axis
+            if name in axisItems:
+                axis = axisItems[name]
+                if axis.scene() is not None:
+                    if (
+                        name not in self.axes
+                        or axis != self.axes[name]["item"]
+                    ):
+                        raise RuntimeError(
+                            "Can't add an axis to multiple plots. Shared axes"
+                            " can be achieved with multiple AxisItem instances"
+                            " and set[X/Y]Link.")
+
+            else:
+                # Set up new axis
+
+                # XXX: ok but why do we want to add axes for all entries
+                # if not desired by the user? The only reason I can see
+                # adding this is without it there's some weird
+                # ``ViewBox`` geometry bug.. where a gap for the
+                # 'bottom' axis is somehow left in?
+                # axis = pg.AxisItem(orientation=name, parent=self)
+                axis = Axis(
+                    self,
+                    orientation=name,
+                    parent=self,
+                )
+
+            axis.linkToView(self.vb)
+
+            # XXX: shouldn't you already know the ``pos`` from the name?
+            # Oh right instead of a global map that would let you
+            # reasily look that up it's redefined over and over and over
+            # again in methods..
+            self.axes[name] = {'item': axis, 'pos': pos}
+
+            # NOTE: in the overlay case the axis may be added to some
+            # other layout and should not be added here.
+            if add_to_layout:
+                self.layout.addItem(axis, *pos)
+
+            # place axis above images at z=0, items that want to draw
+            # over the axes should be placed at z>=1:
+            axis.setZValue(0.5)
+            axis.setFlag(
+                axis.GraphicsItemFlag.ItemNegativeZStacksBehindParent
+            )
+            if name in visibleAxes:
+                self.showAxis(name, True)
+            else:
+                # why do we need to insert all axes to ``.axes`` and
+                # only hide the ones the user doesn't specify? It all
+                # seems to work fine without doing this except for this
+                # weird gap for the 'bottom' axis that always shows up
+                # in the view box geometry??
+                self.hideAxis(name)
+
+    def updateGrid(
+        self,
+        *args,
+    ):
+        alpha = self.ctrl.gridAlphaSlider.value()
+        x = alpha if self.ctrl.xGridCheck.isChecked() else False
+        y = alpha if self.ctrl.yGridCheck.isChecked() else False
+        for name, dim in (
+            ('top', x),
+            ('bottom', x),
+            ('left', y),
+            ('right', y)
+        ):
+            if name in self.axes:
+                self.getAxis(name).setGrid(dim)
+        # self.getAxis('bottom').setGrid(x)
+        # self.getAxis('left').setGrid(y)
+        # self.getAxis('right').setGrid(y)

piker/ui/_position.py

@@ -19,10 +19,15 @@ Position info and display
 
 """
 from __future__ import annotations
+from copy import copy
 from dataclasses import dataclass
 from functools import partial
 from math import floor, copysign
-from typing import Optional
+from typing import (
+    Callable,
+    Optional,
+    TYPE_CHECKING,
+)
 
 
 # from PyQt5.QtWidgets import QStyle
@@ -36,37 +41,52 @@ from ._anchors import (
     pp_tight_and_right,  # wanna keep it straight in the long run
     gpath_pin,
 )
-from ..calc import humanize, pnl, puterize
+from ..calc import (
-from ..clearing._allocate import Allocator, Position
+    humanize,
+    pnl,
+    puterize,
+)
+from ..clearing._allocate import Allocator
+from ..pp import Position
 from ..data._normalize import iterticks
-from ..data.feed import Feed
+from ..data.feed import (
+    Feed,
+    Flume,
+)
+from ..data.types import Struct
 from ._label import Label
 from ._lines import LevelLine, order_line
 from ._style import _font
 from ._forms import FieldsForm, FillStatusBar, QLabel
 from ..log import get_logger
 
+if TYPE_CHECKING:
+    from ._chart import (
+        ChartPlotWidget,
+    )
+
 log = get_logger(__name__)
 _pnl_tasks: dict[str, bool] = {}
 
 
 async def update_pnl_from_feed(
 
-    feed: Feed,
+    flume: Flume,
     order_mode: OrderMode,  # noqa
     tracker: PositionTracker,
 
 ) -> None:
-    '''Real-time display the current pp's PnL in the appropriate label.
+    '''
+    Real-time display the current pp's PnL in the appropriate label.
 
     ``ValueError`` if this task is spawned where there is a net-zero pp.
 
     '''
     global _pnl_tasks
 
-    pp = order_mode.current_pp
+    pp: PositionTracker = order_mode.current_pp
-    live = pp.live_pp
+    live: Position = pp.live_pp
-    key = live.symbol.key
+    key: str = live.symbol.front_fqsn()
 
     log.info(f'Starting pnl display for {pp.alloc.account}')
 
@@ -82,14 +102,25 @@ async def update_pnl_from_feed(
 
     # real-time update pnl on the status pane
     try:
-        async with feed.stream.subscribe() as bstream:
+        async with flume.stream.subscribe() as bstream:
             # last_tick = time.time()
             async for quotes in bstream:
-
                 # now = time.time()
                 # period = now - last_tick
 
                 for sym, quote in quotes.items():
+                    # print(f'{key} PnL: sym:{sym}')
+
+                    # TODO: uggggh we probably want a better state
+                    # management then this sincce we want to enable
+                    # updating whatever the current symbol is in
+                    # real-time right?
+                    if sym != key:
+                        continue
+
+                    # watch out for wrong quote msg-data if you muck
+                    # with backend feed subs code..
+                    # assert sym == quote['fqsn']
 
                     for tick in iterticks(quote, types):
                         # print(f'{1/period} Hz')
@@ -103,13 +134,17 @@ async def update_pnl_from_feed(
 
                         else:
                             # compute and display pnl status
-                            order_mode.pane.pnl_label.format(
+                            pnl_val = (
-                                pnl=copysign(1, size) * pnl(
+                                 copysign(1, size)
-                                    # live.avg_price,
+                                 *
-                                    order_mode.current_pp.live_pp.avg_price,
+                                 pnl(
+                                     # live.ppu,
+                                     order_mode.current_pp.live_pp.ppu,
                                      tick['price'],
-                                ),
                                  )
+                             )
+                            # print(f'formatting PNL {sym} => {pnl_val}')
+                            order_mode.pane.pnl_label.format(pnl=pnl_val)
 
                         # last_tick = time.time()
     finally:
@@ -165,19 +200,36 @@ class SettingsPane:
         key: str,
         value: str,
 
+    ) -> None:
+        '''
+        Try to apply some input setting (by the user), revert to
+        previous setting if it fails display new value if applied.
+
+        '''
+        self.apply_setting(key, value)
+        self.update_status_ui(self.order_mode.current_pp)
+
+    def apply_setting(
+        self,
+
+        key: str,
+        value: str,
+
     ) -> bool:
         '''
         Called on any order pane edit field value change.
 
         '''
         mode = self.order_mode
+        tracker = mode.current_pp
+        alloc = tracker.alloc
 
         # an account switch request
         if key == 'account':
 
             # hide details on the old selection
             old_tracker = mode.current_pp
-            old_tracker.hide_info()
+            old_tracker.nav.hide_info()
 
             # re-assign the order mode tracker
             account_name = value
@@ -187,7 +239,7 @@ class SettingsPane:
             # a ``brokerd`) then error and switch back to the last
             # selection.
             if tracker is None:
-                sym = old_tracker.chart.linked.symbol.key
+                sym = old_tracker.charts[0].linked.symbol.key
                 log.error(
                     f'Account `{account_name}` can not be set for {sym}'
                 )
@@ -198,39 +250,44 @@ class SettingsPane:
             self.order_mode.current_pp = tracker
             assert tracker.alloc.account == account_name
             self.form.fields['account'].setCurrentText(account_name)
-            tracker.show()
+            tracker.nav.show()
-            tracker.hide_info()
+            tracker.nav.hide_info()
 
             self.display_pnl(tracker)
 
             # load the new account's allocator
             alloc = tracker.alloc
 
-        else:
-            tracker = mode.current_pp
-            alloc = tracker.alloc
-
-        size_unit = alloc.size_unit
-
         # WRITE any settings to current pp's allocator
-        try:
         if key == 'size_unit':
             # implicit re-write of value if input
             # is the "text name" of the units.
             # yah yah, i know this is badd..
             alloc.size_unit = value
-            else:
+
+        elif key != 'account':  # numeric fields entry
+            try:
                 value = puterize(value)
+            except ValueError as err:
+                log.error(err.args[0])
+                return False
+
             if key == 'limit':
+                if value <= 0:
+                    log.error('limit must be > 0')
+                    return False
+
                 pp = mode.current_pp.live_pp
 
-                    if size_unit == 'currency':
+                if alloc.size_unit == 'currency':
                     dsize = pp.dsize
                     if dsize > value:
                         log.error(
                             f'limit must > then current pp: {dsize}'
                         )
-                            raise ValueError
+                        # reset position size value
+                        alloc.currency_limit = dsize
+                        return False
 
                     alloc.currency_limit = value
 
@@ -246,30 +303,50 @@ class SettingsPane:
 
             elif key == 'slots':
                 if value <= 0:
-                        raise ValueError('slots must be > 0')
+                    # raise ValueError('slots must be > 0')
+                    log.error('limit must be > 0')
+                    return False
+
                 alloc.slots = int(value)
 
             else:
                 log.error(f'Unknown setting {key}')
                 raise ValueError
 
-            log.info(f'settings change: {key}: {value}')
+            # don't log account "change" case since it'll be submitted
+            # on every mouse interaction.
+            log.runtime(f'settings change: {key}: {value}')
 
-        except ValueError:
+        # TODO: maybe return a diff of settings so if we can an error we
-            log.error(f'Invalid value for `{key}`: {value}')
+        # can have general input handling code to report it through the
+        # UI in some way?
+        return True
+
+    def update_status_ui(
+        self,
+        tracker: PositionTracker,
+
+    ) -> None:
+
+        alloc = tracker.alloc
+        slots = alloc.slots
+        used = alloc.slots_used(tracker.live_pp)
+        size = tracker.live_pp.size
+        dsize = tracker.live_pp.dsize
 
         # READ out settings and update the status UI / settings widgets
-        suffix = {'currency': ' $', 'units': ' u'}[size_unit]
+        suffix = {'currency': ' $', 'units': ' u'}[alloc.size_unit]
-        limit = alloc.limit()
+        size_unit, limit = alloc.limit_info()
-
-        # TODO: a reverse look up from the position to the equivalent
-        # account(s), if none then look to user config for default?
-        self.update_status_ui(pp=tracker)
 
         step_size, currency_per_slot = alloc.step_sizes()
 
-        if size_unit == 'currency':
+        if alloc.size_unit == 'currency':
             step_size = currency_per_slot
+            if dsize >= limit:
+                self.apply_setting('limit', limit)
+
+        elif size >= limit:
+            self.apply_setting('limit', limit)
 
         self.step_label.format(
             step_size=str(humanize(step_size)) + suffix
@@ -288,22 +365,6 @@ class SettingsPane:
         # update of level marker size label based on any new settings
         tracker.update_from_pp()
 
-        # TODO: maybe return a diff of settings so if we can an error we
-        # can have general input handling code to report it through the
-        # UI in some way?
-        return True
-
-    def update_status_ui(
-        self,
-
-        pp: PositionTracker,
-
-    ) -> None:
-
-        alloc = pp.alloc
-        slots = alloc.slots
-        used = alloc.slots_used(pp.live_pp)
-
         # calculate proportion of position size limit
         # that exists and display in fill bar
         # TODO: what should we do for fractional slot pps?
@@ -314,7 +375,7 @@ class SettingsPane:
             # min(round(prop * slots), slots)
             min(used, slots)
         )
-        self.update_account_icons({alloc.account: pp.live_pp})
+        self.update_account_icons({alloc.account: tracker.live_pp})
 
     def update_account_icons(
         self,
@@ -340,7 +401,9 @@ class SettingsPane:
         tracker: PositionTracker,
 
     ) -> None:
-        '''Display the PnL for the current symbol and personal positioning (pp).
+        '''
+        Display the PnL for the current symbol and personal positioning
+        (pp).
 
         If a position is open start a background task which will
         real-time update the pnl label in the settings pane.
@@ -349,24 +412,25 @@ class SettingsPane:
         mode = self.order_mode
         sym = mode.chart.linked.symbol
         size = tracker.live_pp.size
-        feed = mode.quote_feed
+        flume: Feed = mode.feed.flumes[sym.fqsn]
         pnl_value = 0
 
         if size:
             # last historical close price
-            last = feed.shm.array[-1][['close']][0]
+            last = flume.rt_shm.array[-1][['close']][0]
             pnl_value = copysign(1, size) * pnl(
-                tracker.live_pp.avg_price,
+                tracker.live_pp.ppu,
                 last,
             )
 
             # maybe start update task
             global _pnl_tasks
-            if sym.key not in _pnl_tasks:
+            fqsn = sym.front_fqsn()
-                _pnl_tasks[sym.key] = True
+            if fqsn not in _pnl_tasks:
+                _pnl_tasks[fqsn] = True
                 self.order_mode.nursery.start_soon(
                     update_pnl_from_feed,
-                    feed,
+                    flume,
                     mode,
                     tracker,
                 )
@@ -375,15 +439,15 @@ class SettingsPane:
         self.pnl_label.format(pnl=pnl_value)
 
 
-def position_line(
+def pp_line(
 
-    chart: 'ChartPlotWidget',  # noqa
+    chart: ChartPlotWidget,  # noqa
     size: float,
     level: float,
     color: str,
+    marker: LevelMarker,
 
     orient_v: str = 'bottom',
-    marker: Optional[LevelMarker] = None,
 
 ) -> LevelLine:
     '''
@@ -414,16 +478,7 @@ def position_line(
         show_markers=False,
     )
 
-    if marker:
+    # TODO: use `LevelLine.add_marker()`` for this instead?
-        # configure marker to position data
-
-        if size > 0:  # long
-            style = '|<'  # point "up to" the line
-        elif size < 0:  # short
-            style = '>|'  # point "down to" the line
-
-        marker.style = style
-
     # set marker color to same as line
     marker.setPen(line.currentPen)
     marker.setBrush(fn.mkBrush(line.currentPen.color()))
@@ -431,77 +486,331 @@ def position_line(
     marker.update()
     marker.show()
 
+    line._marker = marker
+    line.track_marker_pos = True
+
     # show position marker on view "edge" when out of view
     vb = line.getViewBox()
     vb.sigRangeChanged.connect(marker.position_in_view)
 
-    line.set_level(level)
-
     return line
 
 
+_derivs = (
+    'future',
+    'continuous_future',
+    'option',
+    'futures_option',
+)
+
+
+# TODO: move into annoate module?
+def mk_level_marker(
+    chart: ChartPlotWidget,
+    size: float,
+    level: float,
+    on_paint: Callable,
+
+) -> LevelMarker:
+    '''
+    Allocate and return nan arrow graphics element.
+
+    '''
+    # scale marker size with dpi-aware font size
+    font_size = _font.font.pixelSize()
+    arrow_size = floor(1.375 * font_size)
+    arrow = LevelMarker(
+        chart=chart,
+        style='|<',  # actual style is set by caller based on size
+        get_level=level,
+        size=arrow_size,
+        on_paint=on_paint,
+    )
+    arrow.show()
+    return arrow
+
+
+class Nav(Struct):
+    '''
+    Composite for holding a set of charts and respective (by order)
+    graphics-elements which display position information acting as sort
+    of "navigation" system for a position.
+
+    '''
+    charts: dict[int, ChartPlotWidget]
+    pp_labels: dict[str, Label] = {}
+    size_labels: dict[str, Label] = {}
+    lines: dict[str, Optional[LevelLine]] = {}
+    level_markers: dict[str, Optional[LevelMarker]] = {}
+    color: str = 'default_lightest'
+
+    def update_ui(
+        self,
+        account: str,
+        price: float,
+        size: float,
+        slots_used: float,
+        size_digits: Optional[int] = None,
+
+    ) -> None:
+        '''
+        Update personal position level line.
+
+        '''
+        for key, chart in self.charts.items():
+            size_digits = size_digits or chart.linked.symbol.lot_size_digits
+            line = self.lines.get(key)
+            level_marker = self.level_markers[key]
+            pp_label = self.pp_labels[key]
+
+            if size:
+                # create and show a pp line if none yet exists
+                if line is None:
+                    arrow = self.level_markers[key]
+                    line = pp_line(
+                        chart=chart,
+                        level=price,
+                        size=size,
+                        color=self.color,
+                        marker=arrow,
+                    )
+                    self.lines[key] = line
+
+                # modify existing indicator line
+                line.set_level(price)
+
+                # update LHS sizing label
+                line.update_labels({
+                    'size': size,
+                    'size_digits': size_digits,
+                    'fiat_size': round(price * size, ndigits=2),
+
+                    # TODO: per account lines on a single (or very
+                    # related) symbol
+                    'account': account,
+                })
+                line.show()
+
+                # always show arrow-marker when a non-zero
+                # pos size.
+                level_marker.show()
+
+                # configure marker to position data
+                if size > 0:  # long
+                    # point "up to" the line
+                    level_marker.style = '|<'
+
+                elif size < 0:  # short
+                    # point "down to" the line
+                    level_marker.style = '>|'
+
+            # remove line from view for a net-zero pos
+            else:
+                self.hide()
+
+            # label updates
+            size_label = self.size_labels[key]
+            size_label.fields['slots_used'] = slots_used
+            size_label.render()
+
+            # set arrow marker to correct level
+            level_marker.level = price
+
+            # these updates are critical to avoid lag on view/scene changes
+            # TODO: couldn't we integrate this into
+            # a ``.inter_ui_elements_and_update()``?
+            level_marker.update()  # trigger paint
+            pp_label.update()
+            size_label.update()
+
+    def level(self) -> float:
+        '''
+        Return the "level" value from the underlying ``LevelLine`` which tracks
+        the "average position" price defined the represented position instance.
+
+        '''
+        if self.lines:
+            for key, line in self.lines.items():
+                if line:
+                    return line.value()
+        return 0
+
+    def iter_ui_elements(self) -> tuple[
+        Label,
+        Label,
+        LevelLine,
+        LevelMarker,
+    ]:
+        for key, chart in self.charts.items():
+            yield (
+                self.pp_labels[key],
+                self.size_labels[key],
+                self.lines.get(key),
+                self.level_markers[key],
+            )
+
+    def show(self) -> None:
+        '''
+        Show all UI elements on all managed charts.
+
+        '''
+        for (
+            pp_label,
+            size_label,
+            line,
+            level_marker,
+        ) in self.iter_ui_elements():
+
+            # NOTE: be sure to re-trigger arrow/label placement in case
+            # a new sidepane or other widget (like the search bar) was
+            # dynamically swapped into the chart-row-widget-space in
+            # which case we want to reposition in the view but including
+            # the new x-distance added by that sidepane. See details in
+            # ``LevelMarker.position_in_view()`` but more less ``.
+            # ``ChartPlotWidget.self.marker_right_points()`` gets called
+            # which itself eventually calls `.getAxis.pos().x()` and
+            # it's THIS that needs to be called **AFTER** the sidepane
+            # has been added..
+            level_marker.show()
+            level_marker.position_in_view()
+
+            # labels
+            pp_label.show()
+            size_label.show()
+
+            if line:
+                line.show()
+                line.show_labels()
+
+    def hide(self) -> None:
+        for (
+            pp_label,
+            size_label,
+            line,
+            level_marker,
+        ) in self.iter_ui_elements():
+            pp_label.hide()
+            level_marker.hide()
+            size_label.hide()
+            if line:
+                line.hide()
+
+    def update_graphics(
+        self,
+        marker: LevelMarker,
+    ) -> None:
+        '''
+        Update all labels callback.
+
+        Meant to be called from the marker ``.paint()``
+        for immediate, lag free label draws.
+
+        '''
+        for (
+            pp_label,
+            size_label,
+            line,
+            level_marker,
+        ) in self.iter_ui_elements():
+
+            pp_label.update()
+            size_label.update()
+
+            # XXX: can't call this because it causes a recursive paint/render
+            # level_marker.update()
+
+    def hide_info(self) -> None:
+        '''
+        Hide details (just size label?) of position nav elements.
+
+        '''
+        for (
+            pp_label,
+            size_label,
+            line,
+            level_marker,
+        ) in self.iter_ui_elements():
+
+            size_label.hide()
+            if line:
+                line.hide_labels()
+
+
 class PositionTracker:
     '''
-    Track and display real-time positions for a single symbol
+    Track and display real-time positions for a single asset-symbol
-    over multiple accounts on a single chart.
+    held in a single account, normally shown on a single chart.
 
     Graphically composed of a level line and marker as well as labels
     for indcating current position information. Updates are made to the
     corresponding "settings pane" for the chart's "order mode" UX.
 
     '''
-    # inputs
-    chart: 'ChartPlotWidget'  # noqa
-
     alloc: Allocator
     startup_pp: Position
     live_pp: Position
-
+    nav: Nav  # holds all UI elements across all charts
-    # allocated
-    pp_label: Label
-    size_label: Label
-    line: Optional[LevelLine] = None
-
-    _color: str = 'default_lightest'
 
     def __init__(
         self,
-        chart: 'ChartPlotWidget',  # noqa
+        charts: list[ChartPlotWidget],
         alloc: Allocator,
         startup_pp: Position,
 
     ) -> None:
 
-        self.chart = chart
+        nav = self.nav = Nav(charts={id(chart): chart for chart in charts})
-
         self.alloc = alloc
         self.startup_pp = startup_pp
-        self.live_pp = startup_pp.copy()
+        self.live_pp = copy(startup_pp)
 
+        # TODO: maybe add this as a method ``Nav.add_chart()``
+        # init all UI elements
+        for key, chart in nav.charts.items():
             view = chart.getViewBox()
 
-        # literally the 'pp' (pee pee) label that's always in view
+            arrow = mk_level_marker(
-        self.pp_label = pp_label = Label(
+                chart=chart,
+                size=1,
+                level=nav.level,
+                on_paint=nav.update_graphics,
+            )
+
+            # TODO: we really need some kinda "spacing" manager for all
+            # this stuff...
+            def offset_from_yaxis() -> float:
+                '''
+                If no L1 labels are present beside the x-axis place
+                the line label offset from the y-axis just enough to avoid
+                label overlap with any sticky labels.
+
+                '''
+                x = chart.marker_right_points()[1]
+                if chart._max_l1_line_len == 0:
+                    mkw = pp_label.txt.boundingRect().width()
+                    x -= 1.5 * mkw
+
+                return x
+
+            arrow.scene_x = offset_from_yaxis
+            view.scene().addItem(arrow)
+            arrow.hide()  # never show on startup
+            nav.level_markers[key] = arrow
+
+            # literally the 'pp' (pee pee) "position price" label that's
+            # always in view
+            pp_label = Label(
                 view=view,
                 fmt_str='pp',
-            color=self._color,
+                color=nav.color,
                 update_on_range_change=False,
             )
-
-        # create placeholder 'up' level arrow
-        self._level_marker = None
-        self._level_marker = self.level_marker(size=1)
-
-        pp_label.scene_anchor = partial(
-            gpath_pin,
-            gpath=self._level_marker,
-            label=pp_label,
-        )
             pp_label.render()
+            nav.pp_labels[key] = pp_label
 
-        self.size_label = size_label = Label(
+            size_label = Label(
                 view=view,
-            color=self._color,
+                color=self.nav.color,
 
                 # this is "static" label
                 # update_on_range_change=False,
@@ -514,11 +823,19 @@ class PositionTracker:
                 },
             )
             size_label.render()
-
             size_label.scene_anchor = partial(
                 pp_tight_and_right,
-            label=self.pp_label,
+                label=pp_label,
             )
+            nav.size_labels[key] = size_label
+
+            pp_label.scene_anchor = partial(
+                gpath_pin,
+                gpath=arrow,
+                label=pp_label,
+            )
+
+        nav.show()
 
     @property
     def pane(self) -> FieldsForm:
@@ -528,169 +845,74 @@ class PositionTracker:
         '''
         return self.chart.linked.godwidget.pp_pane
 
-    def update_graphics(
-        self,
-        marker: LevelMarker
-
-    ) -> None:
-        '''
-        Update all labels.
-
-        Meant to be called from the maker ``.paint()``
-        for immediate, lag free label draws.
-
-        '''
-        self.pp_label.update()
-        self.size_label.update()
-
     def update_from_pp(
         self,
         position: Optional[Position] = None,
+        set_as_startup: bool = False,
 
     ) -> None:
-        '''Update graphics and data from average price and size passed in our
+        '''
-        EMS ``BrokerdPosition`` msg.
+        Update graphics and data from average price and size passed in
+        our EMS ``BrokerdPosition`` msg.
 
         '''
         # live pp updates
         pp = position or self.live_pp
+        if set_as_startup:
+            startup_pp = pp
+        else:
+            startup_pp = self.startup_pp
+        alloc = self.alloc
 
-        self.update_line(
+        # update allocator settings
-            pp.avg_price,
+        asset_type = pp.symbol.type_key
-            pp.size,
-            self.chart.linked.symbol.lot_size_digits,
-        )
 
-        # label updates
+        # specific configs by asset class / type
-        self.size_label.fields['slots_used'] = round(
+        if asset_type in _derivs:
-            self.alloc.slots_used(pp), ndigits=1)
+            # since it's harder to know how currency "applies" in this case
-        self.size_label.render()
+            # given leverage properties
+            alloc.size_unit = '# units'
 
-        if pp.size == 0:
+            # set units limit to slots size thus making make the next
-            self.hide()
+            # entry step 1.0
+            alloc.units_limit = alloc.slots
 
         else:
-            self._level_marker.level = pp.avg_price
+            alloc.size_unit = 'currency'
 
-            # these updates are critical to avoid lag on view/scene changes
+        # if the current position is already greater then the limit
-            self._level_marker.update()  # trigger paint
+        # settings, increase the limit to the current position
-            self.pp_label.update()
+        if alloc.size_unit == 'currency':
-            self.size_label.update()
+            startup_size = self.startup_pp.size * startup_pp.ppu
 
-            self.show()
+            if startup_size > alloc.currency_limit:
+                alloc.currency_limit = round(startup_size, ndigits=2)
+
+        else:
+            startup_size = abs(startup_pp.size)
+
+            if startup_size > alloc.units_limit:
+                alloc.units_limit = startup_size
+
+                if asset_type in _derivs:
+                    alloc.slots = alloc.units_limit
+
+        self.nav.update_ui(
+            self.alloc.account,
+            pp.ppu,
+            pp.size,
+            round(alloc.slots_used(pp), ndigits=1),  # slots used
+        )
+
+        if self.live_pp.size:
+            # print("SHOWING NAV")
+            self.nav.show()
+
+        # if pp.size == 0:
+        else:
+            # print("HIDING NAV")
+            self.nav.hide()
 
         # don't show side and status widgets unless
         # order mode is "engaged" (which done via input controls)
-            self.hide_info()
+        self.nav.hide_info()
-
-    def level(self) -> float:
-        if self.line:
-            return self.line.value()
-        else:
-            return 0
-
-    def show(self) -> None:
-        if self.live_pp.size:
-            self.line.show()
-            self.line.show_labels()
-
-            self._level_marker.show()
-            self.pp_label.show()
-            self.size_label.show()
-
-    def hide(self) -> None:
-        self.pp_label.hide()
-        self._level_marker.hide()
-        self.size_label.hide()
-        if self.line:
-            self.line.hide()
-
-    def hide_info(self) -> None:
-        '''Hide details (right now just size label?) of position.
-
-        '''
-        self.size_label.hide()
-        if self.line:
-            self.line.hide_labels()
-
-    # TODO: move into annoate module
-    def level_marker(
-        self,
-        size: float,
-
-    ) -> LevelMarker:
-
-        if self._level_marker:
-            self._level_marker.delete()
-
-        # arrow marker
-        # scale marker size with dpi-aware font size
-        font_size = _font.font.pixelSize()
-
-        # scale marker size with dpi-aware font size
-        arrow_size = floor(1.375 * font_size)
-
-        if size > 0:
-            style = '|<'
-
-        elif size < 0:
-            style = '>|'
-
-        arrow = LevelMarker(
-            chart=self.chart,
-            style=style,
-            get_level=self.level,
-            size=arrow_size,
-            on_paint=self.update_graphics,
-        )
-
-        self.chart.getViewBox().scene().addItem(arrow)
-        arrow.show()
-
-        return arrow
-
-    def update_line(
-        self,
-        price: float,
-        size: float,
-        size_digits: int,
-
-    ) -> None:
-        '''Update personal position level line.
-
-        '''
-        # do line update
-        line = self.line
-
-        if size:
-            if line is None:
-
-                # create and show a pp line
-                line = self.line = position_line(
-                    chart=self.chart,
-                    level=price,
-                    size=size,
-                    color=self._color,
-                    marker=self._level_marker,
-                )
-
-            else:
-
-                line.set_level(price)
-                self._level_marker.level = price
-                self._level_marker.update()
-
-            # update LHS sizing label
-            line.update_labels({
-                'size': size,
-                'size_digits': size_digits,
-                'fiat_size': round(price * size, ndigits=2),
-
-                # TODO: per account lines on a single (or very related) symbol
-                'account': self.alloc.account,
-            })
-            line.show()
-
-        elif line:  # remove pp line from view if it exists on a net-zero pp
-            line.delete()
-            self.line = None

piker/ui/_render.py

@@ -0,0 +1,332 @@
+# 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/>.
+
+'''
+High level streaming graphics primitives.
+
+This is an intermediate layer which associates real-time low latency
+graphics primitives with underlying stream/flow related data structures
+for fast incremental update.
+
+'''
+from __future__ import annotations
+from typing import (
+    Optional,
+    TYPE_CHECKING,
+)
+
+import msgspec
+import numpy as np
+import pyqtgraph as pg
+from PyQt5.QtGui import QPainterPath
+
+from ..data._formatters import (
+    IncrementalFormatter,
+)
+from ..data._pathops import (
+    xy_downsample,
+)
+from ..log import get_logger
+from .._profile import (
+    Profiler,
+)
+
+if TYPE_CHECKING:
+    from ._dataviz import Viz
+
+
+log = get_logger(__name__)
+
+
+class Renderer(msgspec.Struct):
+
+    viz: Viz
+    fmtr: IncrementalFormatter
+
+    # output graphics rendering, the main object
+    # processed in ``QGraphicsObject.paint()``
+    path: Optional[QPainterPath] = None
+    fast_path: Optional[QPainterPath] = None
+
+    # XXX: just ideas..
+    # called on the final data (transform) output to convert
+    # to "graphical data form" a format that can be passed to
+    # the ``.draw()`` implementation.
+    # graphics_t: Optional[Callable[ShmArray, np.ndarray]] = None
+    # graphics_t_shm: Optional[ShmArray] = None
+
+    # path graphics update implementation methods
+    # prepend_fn: Optional[Callable[QPainterPath, QPainterPath]] = None
+    # append_fn: Optional[Callable[QPainterPath, QPainterPath]] = None
+
+    # downsampling state
+    _last_uppx: float = 0
+    _in_ds: bool = False
+
+    def draw_path(
+        self,
+        x: np.ndarray,
+        y: np.ndarray,
+        connect: str | np.ndarray = 'all',
+        path: Optional[QPainterPath] = None,
+        redraw: bool = False,
+
+    ) -> QPainterPath:
+
+        path_was_none = path is None
+
+        if redraw and path:
+            path.clear()
+
+            # TODO: avoid this?
+            if self.fast_path:
+                self.fast_path.clear()
+
+        path = pg.functions.arrayToQPath(
+            x,
+            y,
+            connect=connect,
+            finiteCheck=False,
+
+            # 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:
+            #     graphics.path.reserve(int(500e3))
+            # path=path,  # path re-use / reserving
+        )
+
+        # avoid mem allocs if possible
+        if path_was_none:
+            path.reserve(path.capacity())
+
+        return path
+
+    def render(
+        self,
+
+        new_read,
+        array_key: str,
+        profiler: Profiler,
+        uppx: float = 1,
+
+        # redraw and ds flags
+        should_redraw: bool = False,
+        new_sample_rate: bool = False,
+        should_ds: bool = False,
+        showing_src_data: bool = True,
+
+        do_append: bool = True,
+        use_fpath: bool = True,
+
+        # only render datums "in view" of the ``ChartView``
+        use_vr: bool = True,
+
+    ) -> tuple[QPainterPath, bool]:
+        '''
+        Render the current graphics path(s)
+
+        There are (at least) 3 stages from source data to graphics data:
+        - a data transform (which can be stored in additional shm)
+        - a graphics transform which converts discrete basis data to
+          a `float`-basis view-coords graphics basis. (eg. ``ohlc_flatten()``,
+          ``step_path_arrays_from_1d()``, etc.)
+
+        - blah blah blah (from notes)
+
+        '''
+        # TODO: can the renderer just call ``Viz.read()`` directly?
+        # unpack latest source data read
+        fmtr = self.fmtr
+
+        (
+            _,
+            _,
+            array,
+            ivl,
+            ivr,
+            in_view,
+        ) = new_read
+
+        # xy-path data transform: convert source data to a format
+        # able to be passed to a `QPainterPath` rendering routine.
+        fmt_out = fmtr.format_to_1d(
+            new_read,
+            array_key,
+            profiler,
+
+            slice_to_inview=use_vr,
+        )
+
+        # no history in view case
+        if not fmt_out:
+            # XXX: this might be why the profiler only has exits?
+            return
+
+        (
+            x_1d,
+            y_1d,
+            connect,
+            prepend_length,
+            append_length,
+            view_changed,
+            # append_tres,
+
+        ) = fmt_out
+
+        # redraw conditions
+        if (
+            prepend_length > 0
+            or new_sample_rate
+            or view_changed
+
+            # NOTE: comment this to try and make "append paths"
+            # work below..
+            or append_length > 0
+        ):
+            should_redraw = True
+
+        path: QPainterPath = self.path
+        fast_path: QPainterPath = self.fast_path
+        reset: bool = False
+
+        self.viz.yrange = None
+
+        # redraw the entire source data if we have either of:
+        # - no prior path graphic rendered or,
+        # - we always intend to re-render the data only in view
+        if (
+            path is None
+            or should_redraw
+        ):
+            # print(f"{self.viz.name} -> REDRAWING BRUH")
+            if new_sample_rate and showing_src_data:
+                log.info(f'DEDOWN -> {array_key}')
+                self._in_ds = False
+
+            elif should_ds and uppx > 1:
+
+                x_1d, y_1d, ymn, ymx = xy_downsample(
+                    x_1d,
+                    y_1d,
+                    uppx,
+                )
+                self.viz.yrange = ymn, ymx
+                # print(f'{self.viz.name} post ds: ymn, ymx: {ymn},{ymx}')
+
+                reset = True
+                profiler(f'FULL PATH downsample redraw={should_ds}')
+                self._in_ds = True
+
+            path = self.draw_path(
+                x=x_1d,
+                y=y_1d,
+                connect=connect,
+                path=path,
+                redraw=True,
+            )
+
+            profiler(
+                'generated fresh path. '
+                f'(should_redraw: {should_redraw} '
+                f'should_ds: {should_ds} new_sample_rate: {new_sample_rate})'
+            )
+
+        # TODO: get this piecewise prepend working - right now it's
+        # giving heck on vwap...
+        # elif prepend_length:
+
+        #     prepend_path = pg.functions.arrayToQPath(
+        #         x[0:prepend_length],
+        #         y[0:prepend_length],
+        #         connect='all'
+        #     )
+
+        #     # swap prepend path in "front"
+        #     old_path = graphics.path
+        #     graphics.path = prepend_path
+        #     # graphics.path.moveTo(new_x[0], new_y[0])
+        #     graphics.path.connectPath(old_path)
+
+        elif (
+            append_length > 0
+            and do_append
+        ):
+            print(f'{array_key} append len: {append_length}')
+            # new_x = x_1d[-append_length - 2:]  # slice_to_head]
+            # new_y = y_1d[-append_length - 2:]  # slice_to_head]
+            profiler('sliced append path')
+            # (
+            #     x_1d,
+            #     y_1d,
+            #     connect,
+            # ) = append_tres
+
+            profiler(
+                f'diffed array input, append_length={append_length}'
+            )
+
+            # if should_ds and uppx > 1:
+            #     new_x, new_y = xy_downsample(
+            #         new_x,
+            #         new_y,
+            #         uppx,
+            #     )
+            #     profiler(f'fast path downsample redraw={should_ds}')
+
+            append_path = self.draw_path(
+                x=x_1d,
+                y=y_1d,
+                connect=connect,
+                path=fast_path,
+            )
+            profiler('generated append qpath')
+
+            if use_fpath:
+                # print(f'{self.viz.name}: FAST PATH')
+                # an attempt at trying to make append-updates faster..
+                if fast_path is None:
+                    fast_path = append_path
+                    # fast_path.reserve(int(6e3))
+                else:
+                    fast_path.connectPath(append_path)
+                    size = fast_path.capacity()
+                    profiler(f'connected fast path w size: {size}')
+
+                    print(
+                        f"append_path br: {append_path.boundingRect()}\n"
+                        f"path size: {size}\n"
+                        f"append_path len: {append_path.length()}\n"
+                        f"fast_path len: {fast_path.length()}\n"
+                    )
+                    # graphics.path.moveTo(new_x[0], new_y[0])
+                    # path.connectPath(append_path)
+
+                    # XXX: lol this causes a hang..
+                    # graphics.path = graphics.path.simplified()
+            else:
+                size = path.capacity()
+                profiler(f'connected history path w size: {size}')
+                path.connectPath(append_path)
+
+        self.path = path
+        self.fast_path = fast_path
+
+        return self.path, reset

piker/ui/_search.py

@@ -35,9 +35,13 @@ from collections import defaultdict
 from contextlib import asynccontextmanager
 from functools import partial
 from typing import (
-    Optional, Callable,
+    Optional,
-    Awaitable, Sequence,
+    Callable,
-    Any, AsyncIterator
+    Awaitable,
+    Sequence,
+    Any,
+    AsyncIterator,
+    Iterator,
 )
 import time
 # from pprint import pformat
@@ -119,7 +123,7 @@ class CompleterView(QTreeView):
         # TODO: size this based on DPI font
         self.setIndentation(_font.px_size)
 
-        # self.setUniformRowHeights(True)
+        self.setUniformRowHeights(True)
         # self.setColumnWidth(0, 3)
         # self.setVerticalBarPolicy(Qt.ScrollBarAlwaysOff)
         # self.setSizeAdjustPolicy(QAbstractScrollArea.AdjustIgnored)
@@ -138,13 +142,15 @@ class CompleterView(QTreeView):
         model.setHorizontalHeaderLabels(labels)
 
         self._font_size: int = 0  # pixels
+        self._init: bool = False
 
     async def on_pressed(self, idx: QModelIndex) -> None:
-        '''Mouse pressed on view handler.
+        '''
+        Mouse pressed on view handler.
 
         '''
         search = self.parent()
-        await search.chart_current_item(clear_to_cache=False)
+        await search.chart_current_item()
         search.focus()
 
     def set_font_size(self, size: int = 18):
@@ -156,56 +162,64 @@ class CompleterView(QTreeView):
 
         self.setStyleSheet(f"font: {size}px")
 
-    # def resizeEvent(self, event: 'QEvent') -> None:
+    def resize_to_results(
-    #     event.accept()
+        self,
-    #     super().resizeEvent(event)
+        w: Optional[float] = 0,
+        h: Optional[float] = None,
 
-    def on_resize(self) -> None:
+    ) -> None:
-        '''
-        Resize relay event from god.
-
-        '''
-        self.resize_to_results()
-
-    def resize_to_results(self):
         model = self.model()
         cols = model.columnCount()
-        # rows = model.rowCount()
+        cidx = self.selectionModel().currentIndex()
+        rows = model.rowCount()
+        self.expandAll()
+
+        # compute the approx height in pixels needed to include
+        # all result rows in view.
+        row_h = rows_h = self.rowHeight(cidx) * (rows + 1)
+        for idx, item in self.iter_df_rows():
+            row_h = self.rowHeight(idx)
+            rows_h += row_h
+            # print(f'row_h: {row_h}\nrows_h: {rows_h}')
+
+            # TODO: could we just break early here on detection
+            # of ``rows_h >= h``?
 
         col_w_tot = 0
         for i in range(cols):
+            # only slap in a rows's height's worth
+            # of padding once at startup.. no idea
+            if (
+                not self._init
+                and row_h
+            ):
+                col_w_tot = row_h
+                self._init = True
+
             self.resizeColumnToContents(i)
             col_w_tot += self.columnWidth(i)
 
-        win = self.window()
+        # NOTE: if the heigh `h` set here is **too large** then the
-        win_h = win.height()
+        # resize event will perpetually trigger as the window causes
-        edit_h = self.parent().bar.height()
+        # some kind of recompute of callbacks.. so we have to ensure
-        sb_h = win.statusBar().height()
+        # it's limited.
+        if h:
+            h: int = round(h)
+            abs_mx = round(0.91 * h)
+            self.setMaximumHeight(abs_mx)
 
-        # TODO: probably make this more general / less hacky
+            if rows_h <= abs_mx:
-        # we should figure out the exact number of rows to allow
+                # self.setMinimumHeight(rows_h)
-        # inclusive of search bar and header "rows", in pixel terms.
+                self.setMinimumHeight(rows_h)
-        # Eventually when we have an "info" widget below the results we
+                # self.setFixedHeight(rows_h)
-        # will want space for it and likely terminating the results-view
-        # space **exactly on a row** would be ideal.
-        # if row_px > 0:
-        #     rows = ceil(window_h / row_px) - 4
-        # else:
-        #     rows = 16
-        # self.setFixedHeight(rows * row_px)
-        # self.resize(self.width(), rows * row_px)
 
-        # NOTE: if the heigh set here is **too large** then the resize
+            else:
-        # event will perpetually trigger as the window causes some kind
+                self.setMinimumHeight(abs_mx)
-        # of recompute of callbacks.. so we have to ensure it's limited.
-        h = win_h - (edit_h + 1.666*sb_h)
-        assert h > 0
-        self.setFixedHeight(round(h))
 
-        # size to width of longest result seen thus far
+        # dyncamically size to width of longest result seen
-        # TODO: should we always dynamically scale to longest result?
+        curr_w = self.width()
-        if self.width() < col_w_tot:
+        if curr_w < col_w_tot:
-            self.setFixedWidth(col_w_tot)
+            self.setMinimumWidth(col_w_tot)
 
         self.update()
 
@@ -331,6 +345,23 @@ class CompleterView(QTreeView):
             item = model.itemFromIndex(idx)
             yield idx, item
 
+    def iter_df_rows(
+        self,
+        iparent: QModelIndex = QModelIndex(),
+
+    ) -> Iterator[tuple[QModelIndex, QStandardItem]]:
+
+        model = self.model()
+        isections = model.rowCount(iparent)
+        for i in range(isections):
+            idx = model.index(i, 0, iparent)
+            item = model.itemFromIndex(idx)
+            yield idx, item
+
+            if model.hasChildren(idx):
+                # recursively yield child items depth-first
+                yield from self.iter_df_rows(idx)
+
     def find_section(
         self,
         section: str,
@@ -354,7 +385,8 @@ class CompleterView(QTreeView):
         status_field: str = None,
 
     ) -> None:
-        '''Clear all result-rows from under the depth = 1 section.
+        '''
+        Clear all result-rows from under the depth = 1 section.
 
         '''
         idx = self.find_section(section)
@@ -375,8 +407,6 @@ class CompleterView(QTreeView):
             else:
                 model.setItem(idx.row(), 1, QStandardItem())
 
-            self.resize_to_results()
-
             return idx
         else:
             return None
@@ -386,12 +416,26 @@ class CompleterView(QTreeView):
         section: str,
         values: Sequence[str],
         clear_all: bool = False,
+        reverse: bool = False,
 
     ) -> None:
         '''
         Set result-rows for depth = 1 tree section ``section``.
 
         '''
+        if (
+            values
+            and not isinstance(values[0], str)
+        ):
+            flattened: list[str] = []
+            for val in values:
+                flattened.extend(val)
+
+            values = flattened
+
+        if reverse:
+            values = reversed(values)
+
         model = self.model()
         if clear_all:
             # XXX: rewrite the model from scratch if caller requests it
@@ -444,9 +488,22 @@ class CompleterView(QTreeView):
 
         self.show_matches()
 
-    def show_matches(self) -> None:
+    def show_matches(
+        self,
+        wh: Optional[tuple[float, float]] = None,
+
+    ) -> None:
+
+        if wh:
+            self.resize_to_results(*wh)
+        else:
+            # case where it's just an update from results and *NOT*
+            # a resize of some higher level parent-container widget.
+            search = self.parent()
+            w, h = search.space_dims()
+            self.resize_to_results(w=w, h=h)
+
         self.show()
-        self.resize_to_results()
 
 
 class SearchBar(Edit):
@@ -466,18 +523,15 @@ class SearchBar(Edit):
         self.godwidget = godwidget
         super().__init__(parent, **kwargs)
         self.view: CompleterView = view
-        godwidget._widgets[view.mode_name] = view
-
-    def show(self) -> None:
-        super().show()
-        self.view.show_matches()
 
     def unfocus(self) -> None:
         self.parent().hide()
         self.clearFocus()
 
+    def hide(self) -> None:
         if self.view:
             self.view.hide()
+        super().hide()
 
 
 class SearchWidget(QtWidgets.QWidget):
@@ -496,15 +550,16 @@ class SearchWidget(QtWidgets.QWidget):
         parent=None,
 
     ) -> None:
-        super().__init__(parent or godwidget)
+        super().__init__(parent)
 
         # size it as we specify
         self.setSizePolicy(
             QtWidgets.QSizePolicy.Fixed,
-            QtWidgets.QSizePolicy.Expanding,
+            QtWidgets.QSizePolicy.Fixed,
         )
 
         self.godwidget = godwidget
+        godwidget.reg_for_resize(self)
 
         self.vbox = QtWidgets.QVBoxLayout(self)
         self.vbox.setContentsMargins(0, 4, 4, 0)
@@ -554,20 +609,37 @@ class SearchWidget(QtWidgets.QWidget):
         self.vbox.setAlignment(self.view, Qt.AlignTop | Qt.AlignLeft)
 
     def focus(self) -> None:
+        self.show()
+        self.bar.focus()
+
+    def show_cache_entries(
+        self,
+        only: bool = False,
+    ) -> None:
+        '''
+        Clear the search results view and show only cached (aka recently
+        loaded with active data) feeds in the results section.
+
+        '''
+        godw = self.godwidget
+
+        # first entry in the cache is the current symbol(s)
+        fqsns = []
+
+        for multi_fqsns in list(godw._chart_cache):
+            fqsns.extend(list(multi_fqsns))
 
-        if self.view.model().rowCount(QModelIndex()) == 0:
-            # fill cache list if nothing existing
         self.view.set_section_entries(
             'cache',
-                list(reversed(self.godwidget._chart_cache)),
+            list(fqsns),
-                clear_all=True,
+            # remove all other completion results except for cache
+            clear_all=only,
+            reverse=True,
         )
 
-        self.bar.focus()
-        self.show()
-
     def get_current_item(self) -> Optional[tuple[str, str]]:
-        '''Return the current completer tree selection as
+        '''
+        Return the current completer tree selection as
         a tuple ``(parent: str, child: str)`` if valid, else ``None``.
 
         '''
@@ -603,7 +675,8 @@ class SearchWidget(QtWidgets.QWidget):
         clear_to_cache: bool = True,
 
     ) -> Optional[str]:
-        '''Attempt to load and switch the current selected
+        '''
+        Attempt to load and switch the current selected
         completion result to the affiliated chart app.
 
         Return any loaded symbol.
@@ -614,14 +687,15 @@ class SearchWidget(QtWidgets.QWidget):
             return None
 
         provider, symbol = value
-        chart = self.godwidget
+        godw = self.godwidget
 
-        log.info(f'Requesting symbol: {symbol}.{provider}')
+        fqsn = f'{symbol}.{provider}'
+        log.info(f'Requesting symbol: {fqsn}')
 
-        await chart.load_symbol(
+        # assert provider in symbol
-            provider,
+        await godw.load_symbols(
-            symbol,
+            fqsns=[fqsn],
-            'info',
+            loglevel='info',
         )
 
         # fully qualified symbol name (SNS i guess is what we're
@@ -635,18 +709,46 @@ class SearchWidget(QtWidgets.QWidget):
             # Re-order the symbol cache on the chart to display in
             # LIFO order. this is normally only done internally by
             # the chart on new symbols being loaded into memory
-            chart.set_chart_symbol(fqsn, chart.linkedsplits)
+            godw.set_chart_symbols(
-
+                (fqsn,), (
-            self.view.set_section_entries(
+                    godw.hist_linked,
-                'cache',
+                    godw.rt_linked,
-                values=list(reversed(chart._chart_cache)),
-
-                # remove all other completion results except for cache
-                clear_all=True,
                 )
+            )
+            self.show_cache_entries(only=True)
 
+        self.bar.focus()
         return fqsn
 
+    def space_dims(self) -> tuple[float, float]:
+        '''
+        Compute and return the "available space dimentions" for this
+        search widget in terms of px space for results by return the
+        pair of width and height.
+
+        '''
+        # XXX: dun need dis rite?
+        # win = self.window()
+        # win_h = win.height()
+        # sb_h = win.statusBar().height()
+        godw = self.godwidget
+        hl = godw.hist_linked
+        edit_h = self.bar.height()
+        h = hl.height() - edit_h
+        w = hl.width()
+        return w, h
+
+    def on_resize(self) -> None:
+        '''
+        Resize relay event from god, resize all child widgets.
+
+        Right now this is just view to contents and/or the fast chart
+        height.
+
+        '''
+        w, h = self.space_dims()
+        self.bar.view.show_matches(wh=(w, h))
+
 
 _search_active: trio.Event = trio.Event()
 _search_enabled: bool = False
@@ -682,9 +784,10 @@ async def pack_matches(
     with trio.CancelScope() as cs:
         task_status.started(cs)
         # ensure ^ status is updated
-        results = await search(pattern)
+        results = list(await search(pattern))
 
-    if provider != 'cache':  # XXX: don't cache the cache results xD
+    # XXX: don't cache the cache results xD
+    if provider != 'cache':
         matches[(provider, pattern)] = results
 
         # print(f'results from {provider}: {results}')
@@ -712,10 +815,11 @@ async def fill_results(
     max_pause_time: float = 6/16 + 0.001,
 
 ) -> None:
-    """Task to search through providers and fill in possible
+    '''
+    Task to search through providers and fill in possible
     completion results.
 
-    """
+    '''
     global _search_active, _search_enabled, _searcher_cache
 
     bar = search.bar
@@ -729,6 +833,10 @@ async def fill_results(
     matches = defaultdict(list)
     has_results: defaultdict[str, set[str]] = defaultdict(set)
 
+    # show cached feed list at startup
+    search.show_cache_entries()
+    search.on_resize()
+
     while True:
         await _search_active.wait()
         period = None
@@ -742,7 +850,7 @@ async def fill_results(
                 pattern = await recv_chan.receive()
 
             period = time.time() - wait_start
-            print(f'{pattern} after {period}')
+            log.debug(f'{pattern} after {period}')
 
             # during fast multiple key inputs, wait until a pause
             # (in typing) to initiate search
@@ -780,8 +888,9 @@ async def fill_results(
                     # it hasn't already been searched with the current
                     # input pattern (in which case just look up the old
                     # results).
-                    if (period >= pause) and (
+                    if (
-                        provider not in already_has_results
+                        period >= pause
+                        and provider not in already_has_results
                     ):
 
                         # TODO: it may make more sense TO NOT search the
@@ -789,7 +898,9 @@ async def fill_results(
                         # cpu-bound.
                         if provider != 'cache':
                             view.clear_section(
-                                provider, status_field='-> searchin..')
+                                provider,
+                                status_field='-> searchin..',
+                            )
 
                         await n.start(
                             pack_matches,
@@ -810,11 +921,20 @@ async def fill_results(
                         # re-searching it's ``dict`` since it's easier
                         # but it also causes it to be slower then cached
                         # results from other providers on occasion.
-                        if results and provider != 'cache':
+                        if (
+                            results
+                        ):
+                            if provider != 'cache':
                                 view.set_section_entries(
                                     section=provider,
                                     values=results,
                                 )
+                            else:
+                                # if provider == 'cache':
+                                # for the cache just show what we got
+                                # that matches
+                                search.show_cache_entries()
+
                         else:
                             view.clear_section(provider)
 
@@ -841,8 +961,7 @@ async def handle_keyboard_input(
     godwidget = search.godwidget
     view = bar.view
     view.set_font_size(bar.dpi_font.px_size)
-
+    send, recv = trio.open_memory_channel(616)
-    send, recv = trio.open_memory_channel(16)
 
     async with trio.open_nursery() as n:
 
@@ -857,6 +976,10 @@ async def handle_keyboard_input(
             )
         )
 
+        bar.focus()
+        search.show_cache_entries()
+        await trio.sleep(0)
+
         async for kbmsg in recv_chan:
             event, etype, key, mods, txt = kbmsg.to_tuple()
 
@@ -866,19 +989,21 @@ async def handle_keyboard_input(
             if mods == Qt.ControlModifier:
                 ctl = True
 
-            if key in (Qt.Key_Enter, Qt.Key_Return):
+            if key in (
-
+                Qt.Key_Enter,
-                await search.chart_current_item(clear_to_cache=True)
+                Qt.Key_Return
+            ):
                 _search_enabled = False
-                continue
+                await search.chart_current_item(clear_to_cache=True)
+                search.show_cache_entries(only=True)
+                view.show_matches()
+                search.focus()
 
             elif not ctl and not bar.text():
-                # if nothing in search text show the cache
+
-                view.set_section_entries(
+                # TODO: really should factor this somewhere..bc
-                    'cache',
+                # we're doin it in another spot as well..
-                    list(reversed(godwidget._chart_cache)),
+                search.show_cache_entries(only=True)
-                    clear_all=True,
-                )
                 continue
 
             # cancel and close
@@ -887,7 +1012,7 @@ async def handle_keyboard_input(
                 Qt.Key_Space,   # i feel like this is the "native" one
                 Qt.Key_Alt,
             }:
-                search.bar.unfocus()
+                bar.unfocus()
 
                 # kill the search and focus back on main chart
                 if godwidget:
@@ -935,11 +1060,14 @@ async def handle_keyboard_input(
                 if item:
                     parent_item = item.parent()
 
+                    # if we're in the cache section and thus the next
+                    # selection is a cache item, switch and show it
+                    # immediately since it should be very fast.
                     if parent_item and parent_item.text() == 'cache':
-
-                        # if it's a cache item, switch and show it immediately
                         await search.chart_current_item(clear_to_cache=False)
 
+            # ACTUAL SEARCH BLOCK #
+            # where we fuzzy complete and fill out sections.
             elif not ctl:
                 # relay to completer task
                 _search_enabled = True
@@ -950,13 +1078,21 @@ async def handle_keyboard_input(
 async def search_simple_dict(
     text: str,
     source: dict,
+
 ) -> dict[str, Any]:
 
+    tokens = []
+    for key in source:
+        if not isinstance(key, str):
+            tokens.extend(key)
+        else:
+            tokens.append(key)
+
     # search routine can be specified as a function such
     # as in the case of the current app's local symbol cache
     matches = fuzzy.extractBests(
         text,
-        source.keys(),
+        tokens,
         score_cutoff=90,
     )
 

piker/ui/_style.py

@@ -240,12 +240,12 @@ def hcolor(name: str) -> str:
         'gunmetal': '#91A3B0',
         'battleship': '#848482',
 
+        # default ohlc-bars/curve gray
+        'bracket': '#666666',  # like the logo
+
         # bluish
         'charcoal': '#36454F',
 
-        # default bars
-        'bracket': '#666666',  # like the logo
-
         # work well for filled polygons which want a 'bracket' feel
         # going light to dark
         'davies': '#555555',

piker/ui/_window.py

@@ -21,15 +21,29 @@ Qt main window singletons and stuff.
 import os
 import signal
 import time
-from typing import Callable, Optional, Union
+from typing import (
+    Callable,
+    Optional,
+    Union,
+)
 import uuid
 
-from pyqtgraph import QtGui
 from PyQt5 import QtCore
-from PyQt5.QtWidgets import QLabel, QStatusBar
+from PyQt5.QtWidgets import (
+    QWidget,
+    QMainWindow,
+    QApplication,
+    QLabel,
+    QStatusBar,
+)
 
+from PyQt5.QtGui import (
+    QScreen,
+    QCloseEvent,
+)
 from ..log import get_logger
 from ._style import _font_small, hcolor
+from ._chart import GodWidget
 
 
 log = get_logger(__name__)
@@ -148,12 +162,13 @@ class MultiStatus:
             self.bar.clearMessage()
 
 
-class MainWindow(QtGui.QMainWindow):
+class MainWindow(QMainWindow):
 
     # XXX: for tiling wms this should scale
     # with the alloted window size.
     # TODO: detect for tiling and if untrue set some size?
-    size = (300, 500)
+    # size = (300, 500)
+    godwidget: GodWidget
 
     title = 'piker chart (ur symbol is loading bby)'
 
@@ -162,17 +177,20 @@ class MainWindow(QtGui.QMainWindow):
         # self.setMinimumSize(*self.size)
         self.setWindowTitle(self.title)
 
+        # set by runtime after `trio` is engaged.
+        self.godwidget: Optional[GodWidget] = None
+
         self._status_bar: QStatusBar = None
         self._status_label: QLabel = None
         self._size: Optional[tuple[int, int]] = None
 
     @property
-    def mode_label(self) -> QtGui.QLabel:
+    def mode_label(self) -> QLabel:
 
         # init mode label
         if not self._status_label:
 
-            self._status_label = label = QtGui.QLabel()
+            self._status_label = label = QLabel()
             label.setStyleSheet(
                 f"""QLabel {{
                     color : {hcolor('gunmetal')};
@@ -194,8 +212,7 @@ class MainWindow(QtGui.QMainWindow):
 
     def closeEvent(
         self,
-
+        event: QCloseEvent,
-        event: QtGui.QCloseEvent,
 
     ) -> None:
         '''Cancel the root actor asap.
@@ -235,8 +252,8 @@ class MainWindow(QtGui.QMainWindow):
     def on_focus_change(
         self,
 
-        last: QtGui.QWidget,
+        last: QWidget,
-        current: QtGui.QWidget,
+        current: QWidget,
 
     ) -> None:
 
@@ -247,11 +264,12 @@ class MainWindow(QtGui.QMainWindow):
             name = getattr(current, 'mode_name', '')
             self.set_mode_name(name)
 
-    def current_screen(self) -> QtGui.QScreen:
+    def current_screen(self) -> QScreen:
-        """Get a frickin screen (if we can, gawd).
+        '''
+        Get a frickin screen (if we can, gawd).
 
-        """
+        '''
-        app = QtGui.QApplication.instance()
+        app = QApplication.instance()
 
         for _ in range(3):
             screen = app.screenAt(self.pos())
@@ -284,7 +302,7 @@ class MainWindow(QtGui.QMainWindow):
         '''
         # https://stackoverflow.com/a/18975846
         if not size and not self._size:
-            app = QtGui.QApplication.instance()
+            # app = QApplication.instance()
             geo = self.current_screen().geometry()
             h, w = geo.height(), geo.width()
             # use approx 1/3 of the area of the screen by default
@@ -292,9 +310,36 @@ class MainWindow(QtGui.QMainWindow):
 
         self.resize(*size or self._size)
 
+    def resizeEvent(self, event: QtCore.QEvent) -> None:
+        if (
+            # event.spontaneous()
+            event.oldSize().height == event.size().height
+        ):
+            event.ignore()
+            return
+
+        # XXX: uncomment for debugging..
+        # attrs = {}
+        # for key in dir(event):
+        #     if key == '__dir__':
+        #         continue
+        #     attr = getattr(event, key)
+        #     try:
+        #         attrs[key] = attr()
+        #     except TypeError:
+        #         attrs[key] = attr
+
+        # from pprint import pformat
+        # print(
+        #     f'{pformat(attrs)}\n'
+        #     f'WINDOW RESIZE: {self.size()}\n\n'
+        # )
+        self.godwidget.on_win_resize(event)
+        event.accept()
+
 
 # singleton app per actor
-_qt_win: QtGui.QMainWindow = None
+_qt_win: QMainWindow = None
 
 
 def main_window() -> MainWindow:

piker/ui/cli.py

@@ -46,8 +46,10 @@ def _kivy_import_hack():
 @click.argument('name', nargs=1, required=True)
 @click.pass_obj
 def monitor(config, rate, name, dhost, test, tl):
-    """Start a real-time watchlist UI
+    '''
-    """
+    Start a real-time watchlist UI
+
+    '''
     # global opts
     brokermod = config['brokermods'][0]
     loglevel = config['loglevel']
@@ -70,8 +72,12 @@ def monitor(config, rate, name, dhost, test, tl):
         ) as portal:
             # run app "main"
             await _async_main(
-                name, portal, tickers,
+                name,
-                brokermod, rate, test=test,
+                portal,
+                tickers,
+                brokermod,
+                rate,
+                test=test,
             )
 
     tractor.run(
@@ -122,7 +128,7 @@ def optschain(config, symbol, date, rate, test):
 @cli.command()
 @click.option(
     '--profile',
-    '-p',
+    # '-p',
     default=None,
     help='Enable pyqtgraph profiling'
 )
@@ -131,9 +137,14 @@ def optschain(config, symbol, date, rate, test):
     is_flag=True,
     help='Enable tractor debug mode'
 )
-@click.argument('symbol', required=True)
+@click.argument('symbols', nargs=-1, required=True)
 @click.pass_obj
-def chart(config, symbol, profile, pdb):
+def chart(
+    config,
+    symbols: list[str],
+    profile,
+    pdb: bool,
+):
     '''
     Start a real-time chartng UI
 
@@ -144,8 +155,10 @@ def chart(config, symbol, profile, pdb):
         _profile._pg_profile = True
         _profile.ms_slower_then = float(profile)
 
+    # Qt UI entrypoint
     from ._app import _main
 
+    for symbol in symbols:
         if '.' not in symbol:
             click.echo(click.style(
                 f'symbol: {symbol} must have a {symbol}.<provider> suffix',
@@ -153,15 +166,16 @@ def chart(config, symbol, profile, pdb):
             ))
             return
 
-
     # global opts
     brokernames = config['brokers']
+    brokermods = config['brokermods']
+    assert brokermods
     tractorloglevel = config['tractorloglevel']
     pikerloglevel = config['loglevel']
 
     _main(
-        sym=symbol,
+        syms=symbols,
-        brokernames=brokernames,
+        brokermods=brokermods,
         piker_loglevel=pikerloglevel,
         tractor_kwargs={
             'debug_mode': pdb,
@@ -170,5 +184,6 @@ def chart(config, symbol, profile, pdb):
             'enable_modules': [
                 'piker.clearing._client'
             ],
+            'registry_addr': config.get('registry_addr'),
         },
     )

piker/ui/qt/__init__.py

@@ -1,3 +0,0 @@
-"""
-Super hawt Qt UI components
-"""

piker/ui/qt/stackof_candle.py

@@ -1,67 +0,0 @@
-import sys
-
-from PySide2.QtCharts import QtCharts
-from PySide2.QtWidgets import QApplication, QMainWindow
-from PySide2.QtCore import Qt, QPointF
-from PySide2 import QtGui
-import qdarkstyle
-
-data = ((1, 7380, 7520, 7380, 7510, 7324),
-    (2, 7520, 7580, 7410, 7440, 7372),
-    (3, 7440, 7650, 7310, 7520, 7434),
-    (4, 7450, 7640, 7450, 7550, 7480),
-    (5, 7510, 7590, 7460, 7490, 7502),
-    (6, 7500, 7590, 7480, 7560, 7512),
-    (7, 7560, 7830, 7540, 7800, 7584))
-
-
-app = QApplication([])
-# set dark stylesheet
-# import pdb; pdb.set_trace()
-app.setStyleSheet(qdarkstyle.load_stylesheet_pyside())
-
-series = QtCharts.QCandlestickSeries()
-series.setDecreasingColor(Qt.darkRed)
-series.setIncreasingColor(Qt.darkGreen)
-
-ma5 = QtCharts.QLineSeries()  # 5-days average data line
-tm = []  # stores str type data
-
-# in a loop,  series and ma5 append corresponding data
-for num, o, h, l, c, m in data:
-    candle = QtCharts.QCandlestickSet(o, h, l, c)
-    series.append(candle)
-    ma5.append(QPointF(num, m))
-    tm.append(str(num))
-
-pen = candle.pen()
-# import pdb; pdb.set_trace()
-
-chart = QtCharts.QChart()
-
-# import pdb; pdb.set_trace()
-series.setBodyOutlineVisible(False)
-series.setCapsVisible(False)
-# brush = QtGui.QBrush()
-# brush.setColor(Qt.green)
-# series.setBrush(brush)
-chart.addSeries(series)  # candle
-chart.addSeries(ma5)  # ma5 line
-
-chart.setAnimationOptions(QtCharts.QChart.SeriesAnimations)
-chart.createDefaultAxes()
-chart.legend().hide()
-
-chart.axisX(series).setCategories(tm)
-chart.axisX(ma5).setVisible(False)
-
-view = QtCharts.QChartView(chart)
-view.chart().setTheme(QtCharts.QChart.ChartTheme.ChartThemeDark)
-view.setRubberBand(QtCharts.QChartView.HorizontalRubberBand)
-# chartview.chart().setTheme(QtCharts.QChart.ChartTheme.ChartThemeBlueCerulean)
-
-ui = QMainWindow()
-# ui.setGeometry(50, 50, 500, 300)
-ui.setCentralWidget(view)
-ui.show()
-sys.exit(app.exec_())

requirements.txt

@@ -1,13 +1,12 @@
 # we require a pinned dev branch to get some edge features that
 # are often untested in tractor's CI and/or being tested by us
 # first before committing as core features in tractor's base.
--e git+https://github.com/goodboy/tractor.git@master#egg=tractor
+-e git+https://github.com/goodboy/tractor.git@piker_pin#egg=tractor
 
 # `pyqtgraph` peeps keep breaking, fixing, improving so might as well
 # pin this to a dev branch that we have more control over especially
 # as more graphics stuff gets hashed out.
--e git+https://github.com/pikers/pyqtgraph.git@piker_pin#egg=pyqtgraph
+-e git+https://github.com/pikers/pyqtgraph.git@master#egg=pyqtgraph
-
 
 # our async client for ``marketstore`` (the tsdb)
 -e git+https://github.com/pikers/anyio-marketstore.git@master#egg=anyio-marketstore
@@ -18,4 +17,7 @@
 
 
 # ``asyncvnc`` for sending interactions to ib-gw inside docker
--e git+https://github.com/pikers/asyncvnc.git@vid_passthrough#egg=asyncvnc
+-e git+https://github.com/pikers/asyncvnc.git@main#egg=asyncvnc
+
+# ``cryptofeed`` for connecting to various crypto exchanges + custom fixes
+-e git+https://github.com/pikers/cryptofeed.git@date_parsing#egg=cryptofeed

setup.py

@@ -41,26 +41,28 @@ setup(
     },
     install_requires=[
         'toml',
+        'tomli',  # fastest pure py reader
         'click',
         'colorlog',
         'attrs',
         'pygments',
         'colorama',  # numba traceback coloring
-        'pydantic',  # structured data
+        'msgspec',  # performant IPC messaging and structs
+        'protobuf',
 
         # async
         'trio',
         'trio-websocket',
-        'msgspec',  # performant IPC messaging
         'async_generator',
 
         # from github currently (see requirements.txt)
         # 'trimeter',  # not released yet..
         # 'tractor',
         # asyncvnc,
+        # 'cryptofeed',
 
         # brokers
-        'asks==2.4.8',
+        'asks',
         'ib_insync',
 
         # numerics

tests/conftest.py

@@ -1,10 +1,15 @@
+from contextlib import asynccontextmanager as acm
 import os
 
 import pytest
 import tractor
-import trio
+from piker import (
-from piker import log, config
+    # log,
-from piker.brokers import questrade
+    config,
+)
+from piker._daemon import (
+    Services,
+)
 
 
 def pytest_addoption(parser):
@@ -14,15 +19,6 @@ def pytest_addoption(parser):
                      help="Use a practice API account")
 
 
-@pytest.fixture(scope='session', autouse=True)
-def loglevel(request):
-    orig = tractor.log._default_loglevel
-    level = tractor.log._default_loglevel = request.config.option.loglevel
-    log.get_console_log(level)
-    yield level
-    tractor.log._default_loglevel = orig
-
-
 @pytest.fixture(scope='session')
 def test_config():
     dirname = os.path.dirname
@@ -37,9 +33,11 @@ def test_config():
 
 @pytest.fixture(scope='session', autouse=True)
 def confdir(request, test_config):
-    """If the `--confdir` flag is not passed use the
+    '''
+    If the `--confdir` flag is not passed use the
     broker config file found in that dir.
-    """
+
+    '''
     confdir = request.config.option.confdir
     if confdir is not None:
         config._override_config_dir(confdir)
@@ -47,49 +45,61 @@ def confdir(request, test_config):
     return confdir
 
 
-@pytest.fixture(scope='session', autouse=True)
+# @pytest.fixture(scope='session', autouse=True)
-def travis(confdir):
+# def travis(confdir):
-    is_travis = os.environ.get('TRAVIS', False)
+#     is_travis = os.environ.get('TRAVIS', False)
-    if is_travis:
+#     if is_travis:
-        # this directory is cached, see .travis.yaml
+#         # this directory is cached, see .travis.yaml
-        conf_file = config.get_broker_conf_path()
+#         conf_file = config.get_broker_conf_path()
-        refresh_token = os.environ['QT_REFRESH_TOKEN']
+#         refresh_token = os.environ['QT_REFRESH_TOKEN']
 
-        def write_with_token(token):
+#         def write_with_token(token):
-            # XXX don't pass the dir path here since may be
+#             # XXX don't pass the dir path here since may be
-            # written behind the scenes in the `confdir fixture`
+#             # written behind the scenes in the `confdir fixture`
-            if not os.path.isfile(conf_file):
+#             if not os.path.isfile(conf_file):
-                open(conf_file, 'w').close()
+#                 open(conf_file, 'w').close()
-            conf, path = config.load()
+#             conf, path = config.load()
-            conf.setdefault('questrade', {}).update(
+#             conf.setdefault('questrade', {}).update(
-                {'refresh_token': token,
+#                 {'refresh_token': token,
-                 'is_practice': 'True'}
+#                  'is_practice': 'True'}
-            )
+#             )
-            config.write(conf, path)
+#             config.write(conf, path)
 
-        async def ensure_config():
+#         async def ensure_config():
-            # try to refresh current token using cached brokers config
+#             # try to refresh current token using cached brokers config
-            # if it fails fail try using the refresh token provided by the
+#             # if it fails fail try using the refresh token provided by the
-            # env var and if that fails stop the test run here.
+#             # env var and if that fails stop the test run here.
-            try:
+#             try:
-                async with questrade.get_client(ask_user=False):
+#                 async with questrade.get_client(ask_user=False):
-                    pass
+#                     pass
-            except (
+#             except (
-                FileNotFoundError, ValueError,
+#                 FileNotFoundError, ValueError,
-                questrade.BrokerError, questrade.QuestradeError,
+#                 questrade.BrokerError, questrade.QuestradeError,
-                trio.MultiError,
+#                 trio.MultiError,
-            ):
+#             ):
-                # 3 cases:
+#                 # 3 cases:
-                # - config doesn't have a ``refresh_token`` k/v
+#                 # - config doesn't have a ``refresh_token`` k/v
-                # - cache dir does not exist yet
+#                 # - cache dir does not exist yet
-                # - current token is expired; take it form env var
+#                 # - current token is expired; take it form env var
-                write_with_token(refresh_token)
+#                 write_with_token(refresh_token)
 
-                async with questrade.get_client(ask_user=False):
+#                 async with questrade.get_client(ask_user=False):
-                    pass
+#                     pass
 
-        # XXX ``pytest_trio`` doesn't support scope or autouse
+#         # XXX ``pytest_trio`` doesn't support scope or autouse
-        trio.run(ensure_config)
+#         trio.run(ensure_config)
+
+
+_ci_env: bool = os.environ.get('CI', False)
+
+
+@pytest.fixture(scope='session')
+def ci_env() -> bool:
+    '''
+    Detect CI envoirment.
+
+    '''
+    return _ci_env
 
 
 @pytest.fixture
@@ -105,3 +115,61 @@ def tmx_symbols():
 @pytest.fixture
 def cse_symbols():
     return ['TRUL.CN', 'CWEB.CN', 'SNN.CN']
+
+
+@acm
+async def _open_test_pikerd(
+    reg_addr: tuple[str, int] | None = None,
+    **kwargs,
+
+) -> tuple[
+    str,
+    int,
+    tractor.Portal
+]:
+    '''
+    Testing helper to startup the service tree and runtime on
+    a different port then the default to allow testing alongside
+    a running stack.
+
+    '''
+    import random
+    from piker._daemon import maybe_open_pikerd
+
+    if reg_addr is None:
+        port = random.randint(6e3, 7e3)
+        reg_addr = ('127.0.0.1', port)
+
+    # try:
+    async with (
+        maybe_open_pikerd(
+            registry_addr=reg_addr,
+            **kwargs,
+        ) as service_manager,
+    ):
+        # this proc/actor is the pikerd
+        assert service_manager is Services
+
+        async with tractor.wait_for_actor(
+            'pikerd',
+            arbiter_sockaddr=reg_addr,
+        ) as portal:
+            raddr = portal.channel.raddr
+            assert raddr == reg_addr
+            yield (
+                raddr[0],
+                raddr[1],
+                portal,
+                service_manager,
+            )
+
+
+@pytest.fixture
+def open_test_pikerd():
+
+    yield _open_test_pikerd
+
+    # TODO: teardown checks such as,
+    # - no leaked subprocs or shm buffers
+    # - all requested container service are torn down
+    # - certain ``tractor`` runtime state?

tests/test_feeds.py

@@ -0,0 +1,128 @@
+'''
+Data feed layer APIs, performance, msg throttling.
+
+'''
+from collections import Counter
+from pprint import pprint
+from typing import AsyncContextManager
+
+import pytest
+# import tractor
+import trio
+from piker.data import (
+    ShmArray,
+    open_feed,
+)
+from piker.data._source import (
+    unpack_fqsn,
+)
+
+
+@pytest.mark.parametrize(
+    'fqsns',
+    [
+        # binance
+        (100, {'btcusdt.binance', 'ethusdt.binance'}, False),
+
+        # kraken
+        (20, {'ethusdt.kraken', 'xbtusd.kraken'}, True),
+
+        # binance + kraken
+        (100, {'btcusdt.binance', 'xbtusd.kraken'}, False),
+    ],
+    ids=lambda param: f'quotes={param[0]}@fqsns={param[1]}',
+)
+def test_multi_fqsn_feed(
+    open_test_pikerd: AsyncContextManager,
+    fqsns: set[str],
+    ci_env: bool
+):
+    '''
+    Start a real-time data feed for provided fqsn and pull
+    a few quotes then simply shut down.
+
+    '''
+    max_quotes, fqsns, run_in_ci = fqsns
+
+    if (
+        ci_env
+        and not run_in_ci
+    ):
+        pytest.skip('Skipping CI disabled test due to feed restrictions')
+
+    brokers = set()
+    for fqsn in fqsns:
+        brokername, key, suffix = unpack_fqsn(fqsn)
+        brokers.add(brokername)
+
+    async def main():
+        async with (
+            open_test_pikerd(),
+            open_feed(
+                fqsns,
+                loglevel='info',
+
+                # TODO: ensure throttle rate is applied
+                # limit to at least display's FPS
+                # avoiding needless Qt-in-guest-mode context switches
+                # tick_throttle=_quote_throttle_rate,
+
+            ) as feed
+        ):
+            # verify shm buffers exist
+            for fqin in fqsns:
+                flume = feed.flumes[fqin]
+                ohlcv: ShmArray = flume.rt_shm
+                hist_ohlcv: ShmArray = flume.hist_shm
+
+            async with feed.open_multi_stream(brokers) as stream:
+
+                # pull the first startup quotes, one for each fqsn, and
+                # ensure they match each flume's startup quote value.
+                fqsns_copy = fqsns.copy()
+                with trio.fail_after(0.5):
+                    for _ in range(1):
+                        first_quotes = await stream.receive()
+                        for fqsn, quote in first_quotes.items():
+
+                            # XXX: TODO: WTF apparently this error will get
+                            # supressed and only show up in the teardown
+                            # excgroup if we don't have the fix from
+                            # <tractorbugurl>
+                            # assert 0
+
+                            fqsns_copy.remove(fqsn)
+                            flume = feed.flumes[fqsn]
+                            assert quote['last'] == flume.first_quote['last']
+
+                cntr = Counter()
+                with trio.fail_after(6):
+                    async for quotes in stream:
+                        for fqsn, quote in quotes.items():
+                            cntr[fqsn] += 1
+
+                            # await tractor.breakpoint()
+                            flume = feed.flumes[fqsn]
+                            ohlcv: ShmArray = flume.rt_shm
+                            hist_ohlcv: ShmArray = flume.hist_shm
+
+                            # print quote msg, rt and history
+                            # buffer values on console.
+                            rt_row = ohlcv.array[-1]
+                            hist_row = hist_ohlcv.array[-1]
+                            # last = quote['last']
+
+                            # assert last == rt_row['close']
+                            # assert last == hist_row['close']
+                            pprint(
+                               f'{fqsn}: {quote}\n'
+                               f'rt_ohlc: {rt_row}\n'
+                               f'hist_ohlc: {hist_row}\n'
+                            )
+
+                        if cntr.total() >= max_quotes:
+                            break
+
+            assert set(cntr.keys()) == fqsns
+
+    trio.run(main)

tests/test_questrade.py

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

tests/test_services.py

@@ -0,0 +1,176 @@
+'''
+Actor tree daemon sub-service verifications
+
+'''
+from typing import AsyncContextManager
+from contextlib import asynccontextmanager as acm
+
+import pytest
+import trio
+import tractor
+
+from piker._daemon import (
+    find_service,
+    check_for_service,
+    Services,
+)
+from piker.data import (
+    open_feed,
+)
+from piker.clearing import (
+    open_ems,
+)
+from piker.clearing._messages import (
+    BrokerdPosition,
+    Status,
+)
+from piker.clearing._client import (
+    OrderBook,
+)
+
+
+def test_runtime_boot(
+    open_test_pikerd: AsyncContextManager
+):
+    '''
+    Verify we can boot the `pikerd` service stack using the
+    `open_test_pikerd` fixture helper and that registry address details
+    match up.
+
+    '''
+    async def main():
+        port = 6666
+        daemon_addr = ('127.0.0.1', port)
+        services: Services
+
+        async with (
+            open_test_pikerd(
+                reg_addr=daemon_addr,
+            ) as (_, _, pikerd_portal, services),
+
+            tractor.wait_for_actor(
+                'pikerd',
+                arbiter_sockaddr=daemon_addr,
+            ) as portal,
+        ):
+            assert pikerd_portal.channel.raddr == daemon_addr
+            assert pikerd_portal.channel.raddr == portal.channel.raddr
+
+    trio.run(main)
+
+
+@acm
+async def ensure_service(
+    name: str,
+    sockaddr: tuple[str, int] | None = None,
+) -> None:
+    async with find_service(name) as portal:
+        remote_sockaddr = portal.channel.raddr
+        print(f'FOUND `{name}` @ {remote_sockaddr}')
+
+        if sockaddr:
+            assert remote_sockaddr == sockaddr
+
+        yield portal
+
+
+def test_ensure_datafeed_actors(
+    open_test_pikerd: AsyncContextManager
+
+) -> None:
+    '''
+    Verify that booting a data feed starts a `brokerd`
+    actor and a singleton global `samplerd` and opening
+    an order mode in paper opens the `paperboi` service.
+
+    '''
+    actor_name: str = 'brokerd'
+    backend: str = 'kraken'
+    brokerd_name: str = f'{actor_name}.{backend}'
+
+    async def main():
+        async with (
+            open_test_pikerd(),
+            open_feed(
+                ['xbtusdt.kraken'],
+                loglevel='info',
+            ) as feed
+        ):
+            # halt rt quote streams since we aren't testing them
+            await feed.pause()
+
+            async with (
+                ensure_service(brokerd_name),
+                ensure_service('samplerd'),
+            ):
+                pass
+
+    trio.run(main)
+
+
+def test_ensure_ems_in_paper_actors(
+    open_test_pikerd: AsyncContextManager
+
+) -> None:
+
+    actor_name: str = 'brokerd'
+    backend: str = 'kraken'
+    brokerd_name: str = f'{actor_name}.{backend}'
+
+    async def main():
+
+        # type declares
+        book: OrderBook
+        trades_stream: tractor.MsgStream
+        pps: dict[str, list[BrokerdPosition]]
+        accounts: list[str]
+        dialogs: dict[str, Status]
+
+        # ensure we timeout after is startup is too slow.
+        # TODO: something like this should be our start point for
+        # benchmarking end-to-end startup B)
+        with trio.fail_after(9):
+            async with (
+                open_test_pikerd() as (_, _, _, services),
+
+                open_ems(
+                    'xbtusdt.kraken',
+                    mode='paper',
+                ) as (
+                    book,
+                    trades_stream,
+                    pps,
+                    accounts,
+                    dialogs,
+                ),
+            ):
+                # there should be no on-going positions,
+                # TODO: though eventually we'll want to validate against
+                # local ledger and `pps.toml` state ;)
+                assert not pps
+                assert not dialogs
+
+                pikerd_subservices = ['emsd', 'samplerd']
+
+                async with (
+                    ensure_service('emsd'),
+                    ensure_service(brokerd_name),
+                    ensure_service(f'paperboi.{backend}'),
+                ):
+                    for name in pikerd_subservices:
+                        assert name in services.service_tasks
+
+                    # brokerd.kraken actor should have been started
+                    # implicitly by the ems.
+                    assert brokerd_name in services.service_tasks
+
+                    print('ALL SERVICES STARTED, terminating..')
+                    await services.cancel_service('emsd')
+
+    with pytest.raises(
+        tractor._exceptions.ContextCancelled,
+    ) as exc_info:
+        trio.run(main)
+
+    cancel_msg: str = '`_emsd_main()` was remotely cancelled by its caller'
+    assert cancel_msg in exc_info.value.args[0]