Fix stream type annot

Clearly, the linter didn't help us here.. but, just pass the
`brokerd` time for now in the `.broker_time` field; we can't get it from
the fill-case incremental updates in the `openOrders` sub. Add some
notes about this and how we might approach for backends with this
limitation.

config/brokers.toml

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

dockering/ib/docker-compose.yml

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

dockering/ib/ibc.ini

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

dockering/ib/jts_live.ini

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

dockering/ib/run_x11_vnc.sh

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

piker/_daemon.py

@@ -22,10 +22,10 @@ from typing import Optional, Union, Callable, Any
 from contextlib import asynccontextmanager as acm
 from collections import defaultdict
 
-from pydantic import BaseModel
+from msgspec import Struct
+import tractor
 import trio
 from trio_typing import TaskStatus
-import tractor
 
 from .log import get_logger, get_console_log
 from .brokers import get_brokermod
@@ -47,16 +47,13 @@ _root_modules = [
 ]
 
 
-class Services(BaseModel):
+class Services(Struct):
 
     actor_n: tractor._supervise.ActorNursery
     service_n: trio.Nursery
     debug_mode: bool  # tractor sub-actor debug mode flag
     service_tasks: dict[str, tuple[trio.CancelScope, tractor.Portal]] = {}
 
-    class Config:
-        arbitrary_types_allowed = True
-
     async def start_service_task(
         self,
         name: str,
@@ -220,7 +217,7 @@ async def open_piker_runtime(
             # TODO: eventually we should be able to avoid
             # having the root have more then permissions to
             # spawn other specialized daemons I think?
-            enable_modules=_root_modules,
+            enable_modules=_root_modules + enable_modules,
         ) as _,
     ):
         yield tractor.current_actor()

piker/brokers/binance.py

@@ -33,14 +33,13 @@ 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 ..log import get_logger, get_console_log
 from ..data import ShmArray
+from ..data.types import Struct
 from ..data._web_bs import open_autorecon_ws, NoBsWs
 
 log = get_logger(__name__)
@@ -79,12 +78,14 @@ _show_wap_in_history = False
 
 
 # https://binance-docs.github.io/apidocs/spot/en/#exchange-information
-class Pair(BaseModel):
+class Pair(Struct, frozen=True):
     symbol: str
     status: str
 
     baseAsset: str
     baseAssetPrecision: int
+    cancelReplaceAllowed: bool
+    allowTrailingStop: bool
     quoteAsset: str
     quotePrecision: int
     quoteAssetPrecision: int
@@ -104,14 +105,14 @@ class Pair(BaseModel):
     permissions: list[str]
 
 
-@dataclass
+class OHLC(Struct):
-class OHLC:
+    '''
-    """Description of the flattened OHLC quote format.
+    Description of the flattened OHLC quote format.
 
     For schema details see:
     https://binance-docs.github.io/apidocs/spot/en/#kline-candlestick-streams
 
-    """
+    '''
     time: int
 
     open: float
@@ -260,6 +261,7 @@ 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 +289,7 @@ 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 +343,9 @@ 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 +356,8 @@ 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,
                 }],
             }
@@ -448,7 +452,7 @@ async def stream_quotes(
             d = cache[sym.upper()]
             syminfo = Pair(**d)  # validation
 
-            si = sym_infos[sym] = syminfo.dict()
+            si = sym_infos[sym] = syminfo.to_dict()
 
             # XXX: after manually inspecting the response format we
             # just directly pick out the info we need

piker/brokers/cli.py

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

piker/brokers/deribit/README.rst

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

piker/brokers/deribit/__init__.py

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

piker/brokers/deribit/api.py

@@ -0,0 +1,667 @@
+# piker: trading gear for hackers
+# Copyright (C) Guillermo Rodriguez (in stewardship for piker0)
+
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU Affero General Public License for more details.
+
+# You should have received a copy of the GNU Affero General Public License
+# along with this program.  If not, see <https://www.gnu.org/licenses/>.
+
+'''
+Deribit backend.
+
+'''
+import json
+import time
+import asyncio
+
+from contextlib import asynccontextmanager as acm, AsyncExitStack
+from functools import partial
+from datetime import datetime
+from typing import Any, Optional, Iterable, Callable
+
+import pendulum
+import asks
+import trio
+from trio_typing import Nursery, TaskStatus
+from fuzzywuzzy import process as fuzzy
+import numpy as np
+
+from piker.data.types import Struct
+from piker.data._web_bs import (
+    NoBsWs,
+    open_autorecon_ws,
+    open_jsonrpc_session
+)
+
+from .._util import resproc
+
+from piker import config
+from piker.log import get_logger
+
+from tractor.trionics import (
+    broadcast_receiver,
+    BroadcastReceiver,
+    maybe_open_context
+)
+from tractor import to_asyncio
+
+from cryptofeed import FeedHandler
+
+from cryptofeed.defines import (
+    DERIBIT,
+    L1_BOOK, TRADES,
+    OPTION, CALL, PUT
+)
+from cryptofeed.symbols import Symbol
+
+log = get_logger(__name__)
+
+
+_spawn_kwargs = {
+    'infect_asyncio': True,
+}
+
+
+_url = 'https://www.deribit.com'
+_ws_url = 'wss://www.deribit.com/ws/api/v2'
+_testnet_ws_url = 'wss://test.deribit.com/ws/api/v2'
+
+
+# Broker specific ohlc schema (rest)
+_ohlc_dtype = [
+    ('index', int),
+    ('time', int),
+    ('open', float),
+    ('high', float),
+    ('low', float),
+    ('close', float),
+    ('volume', float),
+    ('bar_wap', float),  # will be zeroed by sampler if not filled
+]
+
+
+class JSONRPCResult(Struct):
+    jsonrpc: str = '2.0'
+    id: int
+    result: Optional[dict] = None
+    error: Optional[dict] = None
+    usIn: int 
+    usOut: int 
+    usDiff: int 
+    testnet: bool
+
+
+class KLinesResult(Struct):
+    close: list[float]
+    cost: list[float]
+    high: list[float]
+    low: list[float]
+    open: list[float]
+    status: str
+    ticks: list[int]
+    volume: list[float]
+
+class Trade(Struct):
+    trade_seq: int
+    trade_id: str
+    timestamp: int
+    tick_direction: int
+    price: float
+    mark_price: float
+    iv: float
+    instrument_name: str
+    index_price: float
+    direction: str
+    combo_trade_id: Optional[int] = 0,
+    combo_id: Optional[str] = '',
+    amount: float
+
+class LastTradesResult(Struct):
+    trades: list[Trade]
+    has_more: bool
+
+
+# convert datetime obj timestamp to unixtime in milliseconds
+def deribit_timestamp(when):
+    return int((when.timestamp() * 1000) + (when.microsecond / 1000))
+
+
+def str_to_cb_sym(name: str) -> Symbol:
+    base, strike_price, expiry_date, option_type = name.split('-')
+
+    quote = base
+
+    if option_type == 'put':
+        option_type = PUT 
+    elif option_type  == 'call':
+        option_type = CALL
+    else:
+        raise Exception("Couldn\'t parse option type")
+
+    return Symbol(
+        base, quote,
+        type=OPTION,
+        strike_price=strike_price,
+        option_type=option_type,
+        expiry_date=expiry_date,
+        expiry_normalize=False)
+
+
+def piker_sym_to_cb_sym(name: str) -> Symbol:
+    base, expiry_date, strike_price, option_type = tuple(
+        name.upper().split('-'))
+
+    quote = base
+
+    if option_type == 'P':
+        option_type = PUT 
+    elif option_type  == 'C':
+        option_type = CALL
+    else:
+        raise Exception("Couldn\'t parse option type")
+
+    return Symbol(
+        base, quote,
+        type=OPTION,
+        strike_price=strike_price,
+        option_type=option_type,
+        expiry_date=expiry_date.upper())
+
+
+def cb_sym_to_deribit_inst(sym: Symbol):
+    # cryptofeed normalized
+    cb_norm = ['F', 'G', 'H', 'J', 'K', 'M', 'N', 'Q', 'U', 'V', 'X', 'Z']
+
+    # deribit specific 
+    months = ['JAN', 'FEB', 'MAR', 'APR', 'MAY', 'JUN', 'JUL', 'AUG', 'SEP', 'OCT', 'NOV', 'DEC']
+
+    exp = sym.expiry_date
+
+    # YYMDD
+    # 01234
+    year, month, day = (
+        exp[:2], months[cb_norm.index(exp[2:3])], exp[3:])
+
+    otype = 'C' if sym.option_type == CALL else 'P'
+
+    return f'{sym.base}-{day}{month}{year}-{sym.strike_price}-{otype}'
+
+
+def get_config() -> dict[str, Any]:
+
+    conf, path = config.load()
+
+    section = conf.get('deribit')
+
+    # TODO: document why we send this, basically because logging params for cryptofeed
+    conf['log'] = {}
+    conf['log']['disabled'] = True
+
+    if section is None:
+        log.warning(f'No config section found for deribit in {path}')
+
+    return conf 
+
+
+class Client:
+
+    def __init__(self, json_rpc: Callable) -> None:
+        self._pairs: dict[str, Any] = None
+
+        config = get_config().get('deribit', {})
+
+        if ('key_id' in config) and ('key_secret' in config):
+            self._key_id = config['key_id']
+            self._key_secret = config['key_secret']
+
+        else:
+            self._key_id = None
+            self._key_secret = None
+
+        self.json_rpc = json_rpc
+
+    @property
+    def currencies(self):
+        return ['btc', 'eth', 'sol', 'usd']
+
+    async def get_balances(self, kind: str = 'option') -> dict[str, float]:
+        """Return the set of positions for this account
+        by symbol.
+        """
+        balances = {}
+
+        for currency in self.currencies:
+            resp = await self.json_rpc(
+                'private/get_positions', params={
+                    'currency': currency.upper(),
+                    'kind': kind})
+
+            balances[currency] = resp.result
+
+        return balances
+
+    async def get_assets(self) -> dict[str, float]:
+        """Return the set of asset balances for this account
+        by symbol.
+        """
+        balances = {}
+
+        for currency in self.currencies:
+            resp = await self.json_rpc(
+                'private/get_account_summary', params={
+                    'currency': currency.upper()})
+
+            balances[currency] = resp.result['balance']
+
+        return balances
+
+    async def submit_limit(
+        self,
+        symbol: str,
+        price: float,
+        action: str,
+        size: float
+    ) -> dict:
+        """Place an order
+        """
+        params = {
+            'instrument_name': symbol.upper(),
+            'amount': size,
+            'type': 'limit',
+            'price': price,
+        }
+        resp = await self.json_rpc(
+            f'private/{action}', params)
+
+        return resp.result
+
+    async def submit_cancel(self, oid: str):
+        """Send cancel request for order id
+        """
+        resp = await self.json_rpc(
+            'private/cancel', {'order_id': oid})
+        return resp.result
+
+    async def symbol_info(
+        self,
+        instrument: Optional[str] = None,
+        currency: str = 'btc',  # BTC, ETH, SOL, USDC
+        kind: str = 'option',
+        expired: bool = False
+    ) -> dict[str, Any]:
+        """Get symbol info for the exchange.
+
+        """
+        if self._pairs:
+            return self._pairs
+
+        # will retrieve all symbols by default
+        params = {
+            'currency': currency.upper(),
+            'kind': kind,
+            'expired': str(expired).lower()
+        }
+
+        resp = await self.json_rpc('public/get_instruments', params)
+        results = resp.result
+
+        instruments = {
+            item['instrument_name'].lower(): item
+            for item in results
+        }
+
+        if instrument is not None:
+            return instruments[instrument]
+        else:
+            return instruments
+
+    async def cache_symbols(
+        self,
+    ) -> dict:
+        if not self._pairs:
+            self._pairs = await self.symbol_info()
+
+        return self._pairs
+
+    async def search_symbols(
+        self,
+        pattern: str,
+        limit: int = 30,
+    ) -> dict[str, Any]:
+        data = await self.symbol_info()
+
+        matches = fuzzy.extractBests(
+            pattern,
+            data,
+            score_cutoff=35,
+            limit=limit
+        )
+        # repack in dict form
+        return {item[0]['instrument_name'].lower(): item[0]
+                for item in matches}
+
+    async def bars(
+        self,
+        symbol: str,
+        start_dt: Optional[datetime] = None,
+        end_dt: Optional[datetime] = None,
+        limit: int = 1000,
+        as_np: bool = True,
+    ) -> dict:
+        instrument = symbol
+
+        if end_dt is None:
+            end_dt = pendulum.now('UTC')
+
+        if start_dt is None:
+            start_dt = end_dt.start_of(
+                'minute').subtract(minutes=limit)
+
+        start_time = deribit_timestamp(start_dt)
+        end_time = deribit_timestamp(end_dt)
+
+        # https://docs.deribit.com/#public-get_tradingview_chart_data
+        resp = await self.json_rpc(
+            'public/get_tradingview_chart_data',
+            params={
+                'instrument_name': instrument.upper(),
+                'start_timestamp': start_time,
+                'end_timestamp': end_time,
+                'resolution': '1'
+            })
+
+        result = KLinesResult(**resp.result)
+        new_bars = []
+        for i in range(len(result.close)):
+
+            _open = result.open[i]
+            high = result.high[i]
+            low = result.low[i]
+            close = result.close[i]
+            volume = result.volume[i]
+
+            row = [
+                (start_time + (i * (60 * 1000))) / 1000.0,  # time
+                result.open[i],
+                result.high[i],
+                result.low[i],
+                result.close[i],
+                result.volume[i],
+                0
+            ]
+
+            new_bars.append((i,) + tuple(row))
+
+        array = np.array(new_bars, dtype=_ohlc_dtype) if as_np else klines
+        return array
+
+    async def last_trades(
+        self,
+        instrument: str,
+        count: int = 10
+    ):
+        resp = await self.json_rpc(
+            'public/get_last_trades_by_instrument',
+            params={
+                'instrument_name': instrument,
+                'count': count
+            })
+
+        return LastTradesResult(**resp.result)
+
+
+@acm
+async def get_client(
+    is_brokercheck: bool = False
+) -> Client:
+
+    async with (
+        trio.open_nursery() as n,
+        open_jsonrpc_session(
+            _testnet_ws_url, dtype=JSONRPCResult) as json_rpc
+    ):
+        client = Client(json_rpc)
+
+        _refresh_token: Optional[str] = None
+        _access_token: Optional[str] = None
+
+        async def _auth_loop(
+            task_status: TaskStatus = trio.TASK_STATUS_IGNORED
+        ):
+            """Background task that adquires a first access token and then will
+            refresh the access token while the nursery isn't cancelled.
+
+            https://docs.deribit.com/?python#authentication-2
+            """
+            renew_time = 10
+            access_scope = 'trade:read_write'
+            _expiry_time = time.time()
+            got_access = False
+            nonlocal _refresh_token
+            nonlocal _access_token
+
+            while True:
+                if time.time() - _expiry_time < renew_time:
+                    # if we are close to token expiry time
+
+                    if _refresh_token != None:
+                        # if we have a refresh token already dont need to send
+                        # secret
+                        params = {
+                            'grant_type': 'refresh_token',
+                            'refresh_token': _refresh_token,
+                            'scope': access_scope
+                        }
+
+                    else:
+                        # we don't have refresh token, send secret to initialize
+                        params = {
+                            'grant_type': 'client_credentials',
+                            'client_id': client._key_id,
+                            'client_secret': client._key_secret,
+                            'scope': access_scope
+                        }
+
+                    resp = await json_rpc('public/auth', params)
+                    result = resp.result
+
+                    _expiry_time = time.time() + result['expires_in']
+                    _refresh_token = result['refresh_token']
+
+                    if 'access_token' in result:
+                        _access_token = result['access_token']
+
+                    if not got_access:
+                        # first time this loop runs we must indicate task is
+                        # started, we have auth
+                        got_access = True
+                        task_status.started()
+
+                else:
+                    await trio.sleep(renew_time / 2)
+
+        # if we have client creds launch auth loop
+        if client._key_id is not None:
+            await n.start(_auth_loop)
+
+        await client.cache_symbols()
+        yield client
+        n.cancel_scope.cancel()
+
+
+@acm
+async def open_feed_handler():
+    fh = FeedHandler(config=get_config())
+    yield fh
+    await to_asyncio.run_task(fh.stop_async)
+
+
+@acm
+async def maybe_open_feed_handler() -> trio.abc.ReceiveStream:
+    async with maybe_open_context(
+        acm_func=open_feed_handler,
+        key='feedhandler',
+    ) as (cache_hit, fh):
+        yield fh
+
+
+async def aio_price_feed_relay(
+    fh: FeedHandler,
+    instrument: Symbol,
+    from_trio: asyncio.Queue,
+    to_trio: trio.abc.SendChannel,
+) -> None:
+    async def _trade(data: dict, receipt_timestamp):
+        to_trio.send_nowait(('trade', {
+            'symbol': cb_sym_to_deribit_inst(
+                str_to_cb_sym(data.symbol)).lower(),
+            'last': data,
+            'broker_ts': time.time(),
+            'data': data.to_dict(),
+            'receipt': receipt_timestamp
+        }))
+
+    async def _l1(data: dict, receipt_timestamp):
+        to_trio.send_nowait(('l1', {
+            'symbol': cb_sym_to_deribit_inst(
+                str_to_cb_sym(data.symbol)).lower(),
+            'ticks': [
+                {'type': 'bid',
+                    'price': float(data.bid_price), 'size': float(data.bid_size)},
+                {'type': 'bsize',
+                    'price': float(data.bid_price), 'size': float(data.bid_size)},
+                {'type': 'ask',
+                    'price': float(data.ask_price), 'size': float(data.ask_size)},
+                {'type': 'asize',
+                    'price': float(data.ask_price), 'size': float(data.ask_size)}
+            ]
+        }))
+
+    fh.add_feed(
+        DERIBIT,
+        channels=[TRADES, L1_BOOK],
+        symbols=[piker_sym_to_cb_sym(instrument)],
+        callbacks={
+            TRADES: _trade,
+            L1_BOOK: _l1
+        })
+
+    if not fh.running:
+        fh.run(
+            start_loop=False,
+            install_signal_handlers=False)
+
+    # sync with trio
+    to_trio.send_nowait(None)
+
+    await asyncio.sleep(float('inf'))
+
+
+@acm
+async def open_price_feed(
+    instrument: str
+) -> trio.abc.ReceiveStream:
+    async with maybe_open_feed_handler() as fh:
+        async with to_asyncio.open_channel_from(
+            partial(
+                aio_price_feed_relay,
+                fh,
+                instrument
+            )
+        ) as (first, chan):
+            yield chan
+
+
+@acm
+async def maybe_open_price_feed(
+    instrument: str
+) -> trio.abc.ReceiveStream:
+
+    # TODO: add a predicate to maybe_open_context
+    async with maybe_open_context(
+        acm_func=open_price_feed,
+        kwargs={
+            'instrument': instrument
+        },
+        key=f'{instrument}-price',
+    ) as (cache_hit, feed):
+        if cache_hit:
+            yield broadcast_receiver(feed, 10)
+        else:
+            yield feed
+
+
+
+async def aio_order_feed_relay(
+    fh: FeedHandler,
+    instrument: Symbol,
+    from_trio: asyncio.Queue,
+    to_trio: trio.abc.SendChannel,
+) -> None:
+    async def _fill(data: dict, receipt_timestamp):
+        breakpoint()
+
+    async def _order_info(data: dict, receipt_timestamp):
+        breakpoint()
+
+    fh.add_feed(
+        DERIBIT,
+        channels=[FILLS, ORDER_INFO],
+        symbols=[instrument.upper()],
+        callbacks={
+            FILLS: _fill,
+            ORDER_INFO: _order_info,
+        })
+
+    if not fh.running:
+        fh.run(
+            start_loop=False,
+            install_signal_handlers=False)
+
+    # sync with trio
+    to_trio.send_nowait(None)
+
+    await asyncio.sleep(float('inf'))
+
+
+@acm
+async def open_order_feed(
+    instrument: list[str]
+) -> trio.abc.ReceiveStream:
+    async with maybe_open_feed_handler() as fh:
+        async with to_asyncio.open_channel_from(
+            partial(
+                aio_order_feed_relay,
+                fh,
+                instrument
+            )
+        ) as (first, chan):
+            yield chan
+
+
+@acm
+async def maybe_open_order_feed(
+    instrument: str
+) -> trio.abc.ReceiveStream:
+
+    # TODO: add a predicate to maybe_open_context
+    async with maybe_open_context(
+        acm_func=open_order_feed,
+        kwargs={
+            'instrument': instrument,
+            'fh': fh
+        },
+        key=f'{instrument}-order',
+    ) as (cache_hit, feed):
+        if cache_hit:
+            yield broadcast_receiver(feed, 10)
+        else:
+            yield feed

piker/brokers/deribit/feed.py

@@ -0,0 +1,200 @@
+# piker: trading gear for hackers
+# Copyright (C) Guillermo Rodriguez (in stewardship for piker0)
+
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU Affero General Public License for more details.
+
+# You should have received a copy of the GNU Affero General Public License
+# along with this program.  If not, see <https://www.gnu.org/licenses/>.
+
+'''
+Deribit backend.
+
+'''
+from contextlib import asynccontextmanager as acm
+from datetime import datetime
+from typing import Any, Optional, Callable
+import time
+
+import trio
+from trio_typing import TaskStatus
+import pendulum
+from fuzzywuzzy import process as fuzzy
+import numpy as np
+import tractor
+
+from piker._cacheables import open_cached_client
+from piker.log import get_logger, get_console_log
+from piker.data import ShmArray
+from piker.brokers._util import (
+    BrokerError,
+    DataUnavailable,
+)
+
+from cryptofeed import FeedHandler
+
+from cryptofeed.defines import (
+    DERIBIT, L1_BOOK, TRADES, OPTION, CALL, PUT
+)
+from cryptofeed.symbols import Symbol
+
+from .api import (
+    Client, Trade,
+    get_config,
+    str_to_cb_sym, piker_sym_to_cb_sym, cb_sym_to_deribit_inst,
+    maybe_open_price_feed
+)
+
+_spawn_kwargs = {
+    'infect_asyncio': True,
+}
+
+
+log = get_logger(__name__)
+
+
+@acm
+async def open_history_client(
+    instrument: str,
+) -> tuple[Callable, int]:
+
+    # TODO implement history getter for the new storage layer.
+    async with open_cached_client('deribit') as client:
+
+        async def get_ohlc(
+            end_dt: Optional[datetime] = None,
+            start_dt: Optional[datetime] = None,
+
+        ) -> tuple[
+            np.ndarray,
+            datetime,  # start
+            datetime,  # end
+        ]:
+
+            array = await client.bars(
+                instrument,
+                start_dt=start_dt,
+                end_dt=end_dt,
+            )
+            if len(array) == 0:
+                raise DataUnavailable
+
+            start_dt = pendulum.from_timestamp(array[0]['time'])
+            end_dt = pendulum.from_timestamp(array[-1]['time'])
+
+            return array, start_dt, end_dt
+
+        yield get_ohlc, {'erlangs': 3, 'rate': 3}
+
+
+async def backfill_bars(
+    symbol: str,
+    shm: ShmArray,  # type: ignore # noqa
+    task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
+) -> None:
+    """Fill historical bars into shared mem / storage afap.
+    """
+    instrument = symbol
+    with trio.CancelScope() as cs:
+        async with open_cached_client('deribit') as client:
+            bars = await client.bars(instrument)
+            shm.push(bars)
+            task_status.started(cs)
+
+
+async def stream_quotes(
+
+    send_chan: trio.abc.SendChannel,
+    symbols: list[str],
+    feed_is_live: trio.Event,
+    loglevel: str = None,
+
+    # startup sync
+    task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
+
+) -> None:
+    # XXX: required to propagate ``tractor`` loglevel to piker logging
+    get_console_log(loglevel or tractor.current_actor().loglevel)
+
+    sym = symbols[0]
+
+    async with (
+        open_cached_client('deribit') as client,
+        send_chan as send_chan
+    ):
+
+        init_msgs = {
+            # pass back token, and bool, signalling if we're the writer
+            # and that history has been written
+            sym: {
+                'symbol_info': {
+                    'asset_type': 'option',
+                    'price_tick_size': 0.0005
+                },
+                'shm_write_opts': {'sum_tick_vml': False},
+                'fqsn': sym,
+            },
+        }
+
+        nsym = piker_sym_to_cb_sym(sym)
+
+        async with maybe_open_price_feed(sym) as stream:
+
+            cache = await client.cache_symbols()
+
+            last_trades = (await client.last_trades(
+                cb_sym_to_deribit_inst(nsym), count=1)).trades
+
+            if len(last_trades) == 0:
+                last_trade = None
+                async for typ, quote in stream:
+                    if typ == 'trade':
+                        last_trade = Trade(**(quote['data']))
+                        break
+
+            else:
+                last_trade = Trade(**(last_trades[0]))
+
+            first_quote = {
+                'symbol': sym,
+                'last': last_trade.price,
+                'brokerd_ts': last_trade.timestamp,
+                'ticks': [{
+                    'type': 'trade',
+                    'price': last_trade.price,
+                    'size': last_trade.amount,
+                    'broker_ts': last_trade.timestamp
+                }]
+            }
+            task_status.started((init_msgs,  first_quote))
+
+            feed_is_live.set()
+
+            async for typ, quote in stream:
+                topic = quote['symbol']
+                await send_chan.send({topic: quote})
+
+
+@tractor.context
+async def open_symbol_search(
+    ctx: tractor.Context,
+) -> Client:
+    async with open_cached_client('deribit') as client:
+
+        # load all symbols locally for fast search
+        cache = await client.cache_symbols()
+        await ctx.started()
+
+        async with ctx.open_stream() as stream:
+
+            async for pattern in stream:
+                # repack in dict form
+                await stream.send(
+                    await client.search_symbols(pattern))

piker/brokers/ib/README.rst

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

piker/brokers/ib/__init__.py

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

piker/brokers/ib/api.py

@@ -29,6 +29,7 @@ import itertools
 from math import isnan
 from typing import (
     Any,
+    Optional,
     Union,
 )
 import asyncio
@@ -38,16 +39,28 @@ import time
 from types import SimpleNamespace
 
 
+from bidict import bidict
 import trio
 import tractor
 from tractor import to_asyncio
-from ib_insync.wrapper import RequestError
+import ib_insync as ibis
-from ib_insync.contract import Contract, ContractDetails
+from ib_insync.contract import (
+    Contract,
+    ContractDetails,
+    Option,
+)
 from ib_insync.order import Order
 from ib_insync.ticker import Ticker
-from ib_insync.objects import Position
+from ib_insync.objects import (
-import ib_insync as ibis
+    Position,
-from ib_insync.wrapper import Wrapper
+    Fill,
+    Execution,
+    CommissionReport,
+)
+from ib_insync.wrapper import (
+    Wrapper,
+    RequestError,
+)
 from ib_insync.client import Client as ib_Client
 import numpy as np
 
@@ -155,60 +168,93 @@ class NonShittyIB(ibis.IB):
         self.client.apiEnd += self.disconnectedEvent
 
 
-# map of symbols to contract ids
-_adhoc_cmdty_data_map = {
-    # https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
-
-    # NOTE: some cmdtys/metals don't have trade data like gold/usd:
-    # https://groups.io/g/twsapi/message/44174
-    'XAUUSD': ({'conId': 69067924}, {'whatToShow': 'MIDPOINT'}),
-}
-
 _futes_venues = (
     'GLOBEX',
     'NYMEX',
     'CME',
     'CMECRYPTO',
+    'COMEX',
+    'CMDTY',  # special name case..
 )
 
 _adhoc_futes_set = {
 
     # equities
     'nq.globex',
-    'mnq.globex',
+    'mnq.globex',  # micro
 
     'es.globex',
-    'mes.globex',
+    'mes.globex',  # micro
 
     # cypto$
     'brr.cmecrypto',
     'ethusdrr.cmecrypto',
 
     # agriculture
-    'he.globex',  # lean hogs
+    'he.nymex',  # lean hogs
-    'le.globex',  # live cattle (geezers)
+    'le.nymex',  # live cattle (geezers)
-    'gf.globex',  # feeder cattle (younguns)
+    'gf.nymex',  # feeder cattle (younguns)
 
     # raw
-    'lb.globex',  # random len lumber
+    'lb.nymex',  # random len lumber
 
     # metals
     'xauusd.cmdty',  # gold spot
     'gc.nymex',
-    'mgc.nymex',
+    'mgc.nymex',  # micro
+
+    # oil & gas
+    'cl.nymex',
 
     'xagusd.cmdty',  # silver spot
     'ni.nymex',  # silver futes
     'qi.comex',  # mini-silver futes
 }
 
+
+# taken from list here:
+# https://www.interactivebrokers.com/en/trading/products-spot-currencies.php
+_adhoc_fiat_set = set((
+    'USD, AED, AUD, CAD,'
+    'CHF, CNH, CZK, DKK,'
+    'EUR, GBP, HKD, HUF,'
+    'ILS, JPY, MXN, NOK,'
+    'NZD, PLN, RUB, SAR,'
+    'SEK, SGD, TRY, ZAR'
+    ).split(' ,')
+)
+
+
+# map of symbols to contract ids
+_adhoc_symbol_map = {
+    # https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
+
+    # NOTE: some cmdtys/metals don't have trade data like gold/usd:
+    # https://groups.io/g/twsapi/message/44174
+    'XAUUSD': ({'conId': 69067924}, {'whatToShow': 'MIDPOINT'}),
+}
+for qsn in _adhoc_futes_set:
+    sym, venue = qsn.split('.')
+    assert venue.upper() in _futes_venues, f'{venue}'
+    _adhoc_symbol_map[sym.upper()] = (
+        {'exchange': venue},
+        {},
+    )
+
+
 # exchanges we don't support at the moment due to not knowing
 # how to do symbol-contract lookup correctly likely due
 # to not having the data feeds subscribed.
 _exch_skip_list = {
+
     'ASX',  # aussie stocks
     'MEXI',  # mexican stocks
-    'VALUE',  # no idea
+
+    # no idea
+    'VALUE',
+    'FUNDSERV',
+    'SWB2',
+    'PSE',
 }
 
 # https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
@@ -261,27 +307,29 @@ class Client:
 
         # NOTE: the ib.client here is "throttled" to 45 rps by default
 
-    async def trades(
+    async def trades(self) -> dict[str, Any]:
-        self,
+        '''
-        # api_only: bool = False,
+        Return list of trade-fills from current session in ``dict``.
 
-    ) -> dict[str, Any]:
+        '''
-
+        fills: list[Fill] = self.ib.fills()
-        # orders = await self.ib.reqCompletedOrdersAsync(
+        norm_fills: list[dict] = []
-        #     apiOnly=api_only
-        # )
-        fills = await self.ib.reqExecutionsAsync()
-        norm_fills = []
         for fill in fills:
             fill = fill._asdict()  # namedtuple
-            for key, val in fill.copy().items():
+            for key, val in fill.items():
-                if isinstance(val, Contract):
+                match val:
+                    case Contract() | Execution() | CommissionReport():
                         fill[key] = asdict(val)
 
             norm_fills.append(fill)
 
         return norm_fills
 
+    async def orders(self) -> list[Order]:
+        return await self.ib.reqAllOpenOrdersAsync(
+            apiOnly=False,
+        )
+
     async def bars(
         self,
         fqsn: str,
@@ -309,7 +357,7 @@ class Client:
 
         _enters += 1
 
-        contract = await self.find_contract(fqsn)
+        contract = (await self.find_contracts(fqsn))[0]
         bars_kwargs.update(getattr(contract, 'bars_kwargs', {}))
 
         # _min = min(2000*100, count)
@@ -364,7 +412,15 @@ class Client:
                 futs.append(self.ib.reqContractDetailsAsync(con))
 
         # batch request all details
+        try:
             results = await asyncio.gather(*futs)
+        except RequestError as err:
+            msg = err.message
+            if (
+                'No security definition' in msg
+            ):
+                log.warning(f'{msg}: {contracts}')
+                return {}
 
         # one set per future result
         details = {}
@@ -373,20 +429,11 @@ class Client:
             # XXX: if there is more then one entry in the details list
             # then the contract is so called "ambiguous".
             for d in details_set:
-                con = d.contract
 
-                key = '.'.join([
+                # nested dataclass we probably don't need and that won't
-                    con.symbol,
+                # IPC serialize..
-                    con.primaryExchange or con.exchange,
-                ])
-                expiry = con.lastTradeDateOrContractMonth
-                if expiry:
-                    key += f'.{expiry}'
-
-                # nested dataclass we probably don't need and that
-                # won't IPC serialize..
                 d.secIdList = ''
-
+                key, calc_price = con2fqsn(d.contract)
                 details[key] = d
 
         return details
@@ -416,7 +463,7 @@ class Client:
         self,
         pattern: str,
         # how many contracts to search "up to"
-        upto: int = 3,
+        upto: int = 6,
         asdicts: bool = True,
 
     ) -> dict[str, ContractDetails]:
@@ -427,7 +474,6 @@ class Client:
             pattern,
             upto=upto,
         )
-
         for key, deats in results.copy().items():
 
             tract = deats.contract
@@ -437,21 +483,44 @@ class Client:
             if sectype == 'IND':
                 results[f'{sym}.IND'] = tract
                 results.pop(key)
-                exch = tract.exchange
+                # exch = tract.exchange
 
-                if exch in _futes_venues:
+                # XXX: add back one of these to get the weird deadlock
+                # on the debugger from root without the latest
+                # maybe_wait_for_debugger() fix in the `open_context()`
+                # exit.
+                # assert 0
+                # if con.exchange not in _exch_skip_list:
+
+                exch = tract.exchange
+                if exch not in _exch_skip_list:
                     # try get all possible contracts for symbol as per,
                     # https://interactivebrokers.github.io/tws-api/basic_contracts.html#fut
                     con = ibis.Future(
                         symbol=sym,
                         exchange=exch,
                     )
-                    try:
+                    # TODO: make this work, think it's something to do
+                    # with the qualify flag.
+                    # cons = await self.find_contracts(
+                    #     contract=con,
+                    #     err_on_qualify=False,
+                    # )
+                    # if cons:
                     all_deats = await self.con_deats([con])
                     results |= all_deats
 
-                    except RequestError as err:
+            # forex pairs
-                        log.warning(err.message)
+            elif sectype == 'CASH':
+                dst, src = tract.localSymbol.split('.')
+                pair_key = "/".join([dst, src])
+                exch = tract.exchange.lower()
+                results[f'{pair_key}.{exch}'] = tract
+                results.pop(key)
+
+                # XXX: again seems to trigger the weird tractor
+                # bug with the debugger..
+                # assert 0
 
         return results
 
@@ -483,13 +552,19 @@ class Client:
 
         return con
 
-    async def find_contract(
+    async def get_con(
+        self,
+        conid: int,
+    ) -> Contract:
+        return await self.ib.qualifyContractsAsync(
+            ibis.Contract(conId=conid)
+        )
+
+    def parse_patt2fqsn(
         self,
         pattern: str,
-        currency: str = 'USD',
-        **kwargs,
 
-    ) -> Contract:
+    ) -> tuple[str, str, str, str]:
 
         # TODO: we can't use this currently because
         # ``wrapper.starTicker()`` currently cashes ticker instances
@@ -502,12 +577,30 @@ class Client:
         # XXX UPDATE: we can probably do the tick/trades scraping
         # inside our eventkit handler instead to bypass this entirely?
 
+        currency = ''
+
+        # fqsn parsing stage
+        # ------------------
         if '.ib' in pattern:
             from ..data._source import unpack_fqsn
-            broker, symbol, expiry = unpack_fqsn(pattern)
+            _, symbol, expiry = unpack_fqsn(pattern)
+
         else:
             symbol = pattern
+            expiry = ''
 
+        # another hack for forex pairs lul.
+        if (
+            '.idealpro' in symbol
+            # or '/' in symbol
+        ):
+            exch = 'IDEALPRO'
+            symbol = symbol.removesuffix('.idealpro')
+            if '/' in symbol:
+                symbol, currency = symbol.split('/')
+
+        else:
+            # TODO: yes, a cache..
             # try:
             #     # give the cache a go
             #     return self._contracts[symbol]
@@ -518,45 +611,80 @@ class Client:
                 symbol, _, expiry = symbol.rpartition('.')
 
             # use heuristics to figure out contract "type"
-        sym, exch = symbol.upper().rsplit('.', maxsplit=1)
+            symbol, exch = symbol.upper().rsplit('.', maxsplit=1)
 
-        qualify: bool = True
+        return symbol, currency, exch, expiry
+
+    async def find_contracts(
+        self,
+        pattern: Optional[str] = None,
+        contract: Optional[Contract] = None,
+        qualify: bool = True,
+        err_on_qualify: bool = True,
+
+    ) -> Contract:
+
+        if pattern is not None:
+            symbol, currency, exch, expiry = self.parse_patt2fqsn(
+                pattern,
+            )
+            sectype = ''
+
+        else:
+            assert contract
+            symbol = contract.symbol
+            sectype = contract.secType
+            exch = contract.exchange or contract.primaryExchange
+            expiry = contract.lastTradeDateOrContractMonth
+            currency = contract.currency
+
+        # contract searching stage
+        # ------------------------
 
         # futes
         if exch in _futes_venues:
             if expiry:
                 # get the "front" contract
-                contract = await self.get_fute(
+                con = await self.get_fute(
-                    symbol=sym,
+                    symbol=symbol,
                     exchange=exch,
                     expiry=expiry,
                 )
 
             else:
                 # get the "front" contract
-                contract = await self.get_fute(
+                con = await self.get_fute(
-                    symbol=sym,
+                    symbol=symbol,
                     exchange=exch,
                     front=True,
                 )
 
-            qualify = False
+        elif (
-
+            exch in ('IDEALPRO')
-        elif exch in ('FOREX'):
+            or sectype == 'CASH'
-            currency = ''
+        ):
-            symbol, currency = sym.split('/')
+            # if '/' in symbol:
+            #     currency = ''
+            #     symbol, currency = symbol.split('/')
             con = ibis.Forex(
-                symbol=symbol,
+                pair=''.join((symbol, currency)),
                 currency=currency,
             )
             con.bars_kwargs = {'whatToShow': 'MIDPOINT'}
 
         # commodities
         elif exch == 'CMDTY':  # eg. XAUUSD.CMDTY
-            con_kwargs, bars_kwargs = _adhoc_cmdty_data_map[sym]
+            con_kwargs, bars_kwargs = _adhoc_symbol_map[symbol]
             con = ibis.Commodity(**con_kwargs)
             con.bars_kwargs = bars_kwargs
 
+        # crypto$
+        elif exch == 'PAXOS':  # btc.paxos
+            con = ibis.Crypto(
+                symbol=symbol,
+                currency=currency,
+            )
+
         # stonks
         else:
             # TODO: metadata system for all these exchange rules..
@@ -569,33 +697,50 @@ class Client:
                 exch = 'SMART'
 
             else:
-                exch = 'SMART'
+                # XXX: order is super important here since
+                # a primary == 'SMART' won't ever work.
                 primaryExchange = exch
+                exch = 'SMART'
 
             con = ibis.Stock(
-                symbol=sym,
+                symbol=symbol,
                 exchange=exch,
                 primaryExchange=primaryExchange,
                 currency=currency,
             )
-        try:
             exch = 'SMART' if not exch else exch
-            if qualify:
-                contract = (await self.ib.qualifyContractsAsync(con))[0]
-            else:
-                assert contract
 
-        except IndexError:
+        contracts = [con]
+        if qualify:
+            try:
+                contracts = await self.ib.qualifyContractsAsync(con)
+            except RequestError as err:
+                msg = err.message
+                if (
+                    'No security definition' in msg
+                    and not err_on_qualify
+                ):
+                    log.warning(
+                        f'Could not find def for {con}')
+                    return None
+
+                else:
+                    raise
+            if not contracts:
                 raise ValueError(f"No contract could be found {con}")
 
-        self._contracts[pattern] = contract
+        # pack all contracts into cache
+        for tract in contracts:
+            exch: str = tract.primaryExchange or tract.exchange or exch
+            pattern = f'{symbol}.{exch}'
+            expiry = tract.lastTradeDateOrContractMonth
+            # add an entry with expiry suffix if available
+            if expiry:
+                pattern += f'.{expiry}'
 
-        # add an aditional entry with expiry suffix if available
+            self._contracts[pattern.lower()] = tract
-        conexp = contract.lastTradeDateOrContractMonth
-        if conexp:
-            self._contracts[pattern + f'.{conexp}'] = contract
 
-        return contract
+        return contracts
 
     async def get_head_time(
         self,
@@ -614,9 +759,10 @@ class Client:
     async def get_sym_details(
         self,
         symbol: str,
+
     ) -> tuple[Contract, Ticker, ContractDetails]:
 
-        contract = await self.find_contract(symbol)
+        contract = (await self.find_contracts(symbol))[0]
         ticker: Ticker = self.ib.reqMktData(
             contract,
             snapshot=True,
@@ -804,6 +950,73 @@ class Client:
         return self.ib.positions(account=account)
 
 
+def con2fqsn(
+    con: Contract,
+    _cache: dict[int, (str, bool)] = {}
+
+) -> tuple[str, bool]:
+    '''
+    Convert contracts to fqsn-style strings to be used both in symbol-search
+    matching and as feed tokens passed to the front end data deed layer.
+
+    Previously seen contracts are cached by id.
+
+    '''
+    # should be real volume for this contract by default
+    calc_price = False
+    if con.conId:
+        try:
+            return _cache[con.conId]
+        except KeyError:
+            pass
+
+    suffix = con.primaryExchange or con.exchange
+    symbol = con.symbol
+    expiry = con.lastTradeDateOrContractMonth or ''
+
+    match con:
+        case Option():
+            # TODO: option symbol parsing and sane display:
+            symbol = con.localSymbol.replace(' ', '')
+
+        case ibis.Commodity():
+            # commodities and forex don't have an exchange name and
+            # no real volume so we have to calculate the price
+            suffix = con.secType
+
+            # no real volume on this tract
+            calc_price = True
+
+        case ibis.Forex() | ibis.Contract(secType='CASH'):
+            dst, src = con.localSymbol.split('.')
+            symbol = ''.join([dst, src])
+            suffix = con.exchange
+
+            # no real volume on forex feeds..
+            calc_price = True
+
+    if not suffix:
+        entry = _adhoc_symbol_map.get(
+            con.symbol or con.localSymbol
+        )
+        if entry:
+            meta, kwargs = entry
+            cid = meta.get('conId')
+            if cid:
+                assert con.conId == meta['conId']
+            suffix = meta['exchange']
+
+    # append a `.<suffix>` to the returned symbol
+    # key for derivatives that normally is the expiry
+    # date key.
+    if expiry:
+        suffix += f'.{expiry}'
+
+    fqsn_key = '.'.join((symbol, suffix)).lower()
+    _cache[con.conId] = fqsn_key, calc_price
+    return fqsn_key, calc_price
+
+
 # per-actor API ep caching
 _client_cache: dict[tuple[str, int], Client] = {}
 _scan_ignore: set[tuple[str, int]] = set()
@@ -811,10 +1024,23 @@ _scan_ignore: set[tuple[str, int]] = set()
 
 def get_config() -> dict[str, Any]:
 
-    conf, path = config.load()
+    conf, path = config.load('brokers')
-
     section = conf.get('ib')
 
+    accounts = section.get('accounts')
+    if not accounts:
+        raise ValueError(
+            'brokers.toml -> `ib.accounts` must be defined\n'
+            f'location: {path}'
+        )
+
+    names = list(accounts.keys())
+    accts = section['accounts'] = bidict(accounts)
+    log.info(
+        f'brokers.toml defines {len(accts)} accounts: '
+        f'{pformat(names)}'
+    )
+
     if section is None:
         log.warning(f'No config section found for ib in {path}')
         return {}
@@ -908,6 +1134,12 @@ async def load_aio_clients(
                     # careful.
                     timeout=connect_timeout,
                 )
+                # create and cache client
+                client = Client(ib)
+
+                # update all actor-global caches
+                log.info(f"Caching client for {sockaddr}")
+                _client_cache[sockaddr] = client
                 break
 
             except (
@@ -931,21 +1163,9 @@ async def load_aio_clients(
                 log.warning(
                     f'Failed to connect on {port} for {i} time, retrying...')
 
-        # create and cache client
-        client = Client(ib)
-
         # Pre-collect all accounts available for this
         # connection and map account names to this client
         # instance.
-        pps = ib.positions()
-        if pps:
-            for pp in pps:
-                accounts_found[
-                    accounts_def.inverse[pp.account]
-                ] = client
-
-        # if there are accounts without positions we should still
-        # register them for this client
         for value in ib.accountValues():
             acct_number = value.account
 
@@ -966,10 +1186,6 @@ async def load_aio_clients(
             f'{pformat(accounts_found)}'
         )
 
-        # update all actor-global caches
-        log.info(f"Caching client for {sockaddr}")
-        _client_cache[sockaddr] = client
-
         # XXX: why aren't we just updating this directy above
         # instead of using the intermediary `accounts_found`?
         _accounts2clients.update(accounts_found)
@@ -990,7 +1206,7 @@ async def load_aio_clients(
         for acct, client in _accounts2clients.items():
             log.info(f'Disconnecting {acct}@{client}')
             client.ib.disconnect()
-            _client_cache.pop((host, port))
+            _client_cache.pop((host, port), None)
 
 
 async def load_clients_for_trio(
@@ -1019,9 +1235,6 @@ async def load_clients_for_trio(
             await asyncio.sleep(float('inf'))
 
 
-_proxies: dict[str, MethodProxy] = {}
-
-
 @acm
 async def open_client_proxies() -> tuple[
     dict[str, MethodProxy],
@@ -1029,7 +1242,6 @@ async def open_client_proxies() -> tuple[
 ]:
     async with (
         tractor.trionics.maybe_open_context(
-            # acm_func=open_client_proxies,
             acm_func=tractor.to_asyncio.open_channel_from,
             kwargs={'target': load_clients_for_trio},
 
@@ -1044,13 +1256,14 @@ async def open_client_proxies() -> tuple[
         if cache_hit:
             log.info(f'Re-using cached clients: {clients}')
 
+        proxies = {}
         for acct_name, client in clients.items():
             proxy = await stack.enter_async_context(
                 open_client_proxy(client),
             )
-            _proxies[acct_name] = proxy
+            proxies[acct_name] = proxy
 
-        yield _proxies, clients
+        yield proxies, clients
 
 
 def get_preferred_data_client(
@@ -1199,11 +1412,13 @@ async def open_client_proxy(
     event_table = {}
 
     async with (
+
         to_asyncio.open_channel_from(
             open_aio_client_method_relay,
             client=client,
             event_consumers=event_table,
         ) as (first, chan),
+
         trio.open_nursery() as relay_n,
     ):
 

piker/brokers/ib/feed.py

@@ -41,7 +41,8 @@ from trio_typing import TaskStatus
 from piker.data._sharedmem import ShmArray
 from .._util import SymbolNotFound, NoData
 from .api import (
-    _adhoc_futes_set,
+    # _adhoc_futes_set,
+    con2fqsn,
     log,
     load_aio_clients,
     ibis,
@@ -207,8 +208,6 @@ async def get_bars(
 
         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
@@ -217,8 +216,8 @@ async def get_bars(
                 )
 
             elif (
-                err.code == 162
+                err.code == 162 and
-                and 'HMDS query returned no data' in err.message
+                'HMDS query returned no data' in err.message
             ):
                 # XXX: this is now done in the storage mgmt layer
                 # and we shouldn't implicitly decrement the frame dt
@@ -237,6 +236,14 @@ async def get_bars(
                     frame_size=2000,
                 )
 
+            # elif (
+            #     err.code == 162 and
+            #     'Trading TWS session is connected from a different IP
+            #     address' in err.message
+            # ):
+            #     log.warning("ignoring ip address warning")
+            #     continue
+
             elif _pacing in msg:
 
                 log.warning(
@@ -294,7 +301,13 @@ async def get_bars(
                 else:
 
                     log.warning('Sending CONNECTION RESET')
-                    await data_reset_hack(reset_type='connection')
+                    res = await data_reset_hack(reset_type='connection')
+                    if not res:
+                        log.warning(
+                            'NO VNC DETECTED!\n'
+                            'Manually press ctrl-alt-f on your IB java app'
+                        )
+                        # break
 
                     with trio.move_on_after(timeout) as cs:
                         for name, ev in [
@@ -413,6 +426,7 @@ asset_type_map = {
     'WAR': 'warrant',
     'IOPT': 'warran',
     'BAG': 'bag',
+    'CRYPTO': 'crypto',  # bc it's diff then fiat?
     # 'NEWS': 'news',
 }
 
@@ -553,38 +567,17 @@ 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 +609,7 @@ 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 +674,13 @@ 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 +707,9 @@ 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 +718,14 @@ 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
@@ -743,10 +748,16 @@ async def stream_quotes(
             task_status.started((init_msgs, first_quote))
 
             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.
+                    atype = syminfo['asset_type']
+                    log.info(
+                        f'Non-vlm asset {sym}@{atype}, skipping quote poll...'
+                    )
+
+                else:
                     # wait for real volume on feed (trading might be closed)
                     while True:
                         ticker = await stream.receive()
@@ -805,6 +816,9 @@ 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 +849,10 @@ 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 +867,31 @@ 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
@@ -886,7 +919,7 @@ async def open_symbol_search(
 
                     continue
 
-                log.debug(f'searching for {pattern}')
+                log.info(f'searching for {pattern}')
 
                 last = time.time()
 
@@ -897,6 +930,8 @@ async def open_symbol_search(
                 async def stash_results(target: Awaitable[list]):
                     stock_results.extend(await target)
 
+                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 +944,26 @@ 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 +972,8 @@ 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 +1,540 @@
+# piker: trading gear for hackers
+# Copyright (C) Tyler Goodlet (in stewardship for pikers)
+
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU Affero General Public License for more details.
+
+# You should have received a copy of the GNU Affero General Public License
+# along with this program.  If not, see <https://www.gnu.org/licenses/>.
+
+'''
+Kraken web API wrapping.
+
+'''
+from contextlib import asynccontextmanager as acm
+from datetime import datetime
+import itertools
+from typing import (
+    Any,
+    Optional,
+    Union,
+)
+import time
+
+from bidict import bidict
+import pendulum
+import asks
+from fuzzywuzzy import process as fuzzy
+import numpy as np
+import urllib.parse
+import hashlib
+import hmac
+import base64
+import trio
+
+from piker import config
+from piker.brokers._util import (
+    resproc,
+    SymbolNotFound,
+    BrokerError,
+    DataThrottle,
+)
+from piker.pp import Transaction
+from . import log
+
+# <uri>/<version>/
+_url = 'https://api.kraken.com/0'
+
+
+# Broker specific ohlc schema which includes a vwap field
+_ohlc_dtype = [
+    ('index', int),
+    ('time', int),
+    ('open', float),
+    ('high', float),
+    ('low', float),
+    ('close', float),
+    ('volume', float),
+    ('count', int),
+    ('bar_wap', float),
+]
+
+# UI components allow this to be declared such that additional
+# (historical) fields can be exposed.
+ohlc_dtype = np.dtype(_ohlc_dtype)
+
+_show_wap_in_history = True
+_symbol_info_translation: dict[str, str] = {
+    'tick_decimals': 'pair_decimals',
+}
+
+
+def get_config() -> dict[str, Any]:
+
+    conf, path = config.load()
+    section = conf.get('kraken')
+
+    if section is None:
+        log.warning(f'No config section found for kraken in {path}')
+        return {}
+
+    return section
+
+
+def get_kraken_signature(
+    urlpath: str,
+    data: dict[str, Any],
+    secret: str
+) -> str:
+    postdata = urllib.parse.urlencode(data)
+    encoded = (str(data['nonce']) + postdata).encode()
+    message = urlpath.encode() + hashlib.sha256(encoded).digest()
+
+    mac = hmac.new(base64.b64decode(secret), message, hashlib.sha512)
+    sigdigest = base64.b64encode(mac.digest())
+    return sigdigest.decode()
+
+
+class InvalidKey(ValueError):
+    '''
+    EAPI:Invalid key
+    This error is returned when the API key used for the call is
+    either expired or disabled, please review the API key in your
+    Settings -> API tab of account management or generate a new one
+    and update your application.
+
+    '''
+
+
+class Client:
+
+    # global symbol normalization table
+    _ntable: dict[str, str] = {}
+    _atable: bidict[str, str] = bidict()
+
+    def __init__(
+        self,
+        config: dict[str, str],
+        name: str = '',
+        api_key: str = '',
+        secret: str = ''
+    ) -> None:
+        self._sesh = asks.Session(connections=4)
+        self._sesh.base_location = _url
+        self._sesh.headers.update({
+            'User-Agent':
+                'krakenex/2.1.0 (+https://github.com/veox/python3-krakenex)'
+        })
+        self.conf: dict[str, str] = config
+        self._pairs: list[str] = []
+        self._name = name
+        self._api_key = api_key
+        self._secret = secret
+
+    @property
+    def pairs(self) -> dict[str, Any]:
+        if self._pairs is None:
+            raise RuntimeError(
+                "Make sure to run `cache_symbols()` on startup!"
+            )
+            # retreive and cache all symbols
+
+        return self._pairs
+
+    async def _public(
+        self,
+        method: str,
+        data: dict,
+    ) -> dict[str, Any]:
+        resp = await self._sesh.post(
+            path=f'/public/{method}',
+            json=data,
+            timeout=float('inf')
+        )
+        return resproc(resp, log)
+
+    async def _private(
+        self,
+        method: str,
+        data: dict,
+        uri_path: str
+    ) -> dict[str, Any]:
+        headers = {
+            'Content-Type':
+                'application/x-www-form-urlencoded',
+            'API-Key':
+                self._api_key,
+            'API-Sign':
+                get_kraken_signature(uri_path, data, self._secret)
+        }
+        resp = await self._sesh.post(
+            path=f'/private/{method}',
+            data=data,
+            headers=headers,
+            timeout=float('inf')
+        )
+        return resproc(resp, log)
+
+    async def endpoint(
+        self,
+        method: str,
+        data: dict[str, Any]
+
+    ) -> dict[str, Any]:
+        uri_path = f'/0/private/{method}'
+        data['nonce'] = str(int(1000*time.time()))
+        return await self._private(method, data, uri_path)
+
+    async def get_balances(
+        self,
+    ) -> dict[str, float]:
+        '''
+        Return the set of asset balances for this account
+        by symbol.
+
+        '''
+        resp = await self.endpoint(
+            'Balance',
+            {},
+        )
+        by_bsuid = resp['result']
+        return {
+            self._atable[sym].lower(): float(bal)
+            for sym, bal in by_bsuid.items()
+        }
+
+    async def get_assets(self) -> dict[str, dict]:
+        resp = await self._public('Assets', {})
+        return resp['result']
+
+    async def cache_assets(self) -> None:
+        assets = self.assets = await self.get_assets()
+        for bsuid, info in assets.items():
+            self._atable[bsuid] = info['altname']
+
+    async def get_trades(
+        self,
+        fetch_limit: int = 10,
+
+    ) -> dict[str, Any]:
+        '''
+        Get the trades (aka cleared orders) history from the rest endpoint:
+        https://docs.kraken.com/rest/#operation/getTradeHistory
+
+        '''
+        ofs = 0
+        trades_by_id: dict[str, Any] = {}
+
+        for i in itertools.count():
+            if i >= fetch_limit:
+                break
+
+            # increment 'ofs' pagination offset
+            ofs = i*50
+
+            resp = await self.endpoint(
+                'TradesHistory',
+                {'ofs': ofs},
+            )
+            by_id = resp['result']['trades']
+            trades_by_id.update(by_id)
+
+            # we can get up to 50 results per query
+            if (
+                len(by_id) < 50
+            ):
+                err = resp.get('error')
+                if err:
+                    raise BrokerError(err)
+
+                # we know we received the max amount of
+                # trade results so there may be more history.
+                # catch the end of the trades
+                count = resp['result']['count']
+                break
+
+        # santity check on update
+        assert count == len(trades_by_id.values())
+        return trades_by_id
+
+    async def get_xfers(
+        self,
+        asset: str,
+        src_asset: str = '',
+
+    ) -> dict[str, Transaction]:
+        '''
+        Get asset balance transfer transactions.
+
+        Currently only withdrawals are supported.
+
+        '''
+        xfers: list[dict] = (await self.endpoint(
+            'WithdrawStatus',
+            {'asset': asset},
+        ))['result']
+
+        # eg. resp schema:
+        # 'result': [{'method': 'Bitcoin', 'aclass': 'currency', 'asset':
+        #     'XXBT', 'refid': 'AGBJRMB-JHD2M4-NDI3NR', 'txid':
+        #     'b95d66d3bb6fd76cbccb93f7639f99a505cb20752c62ea0acc093a0e46547c44',
+        #     'info': 'bc1qc8enqjekwppmw3g80p56z5ns7ze3wraqk5rl9z',
+        #     'amount': '0.00300726', 'fee': '0.00001000', 'time':
+        #     1658347714, 'status': 'Success'}]}
+
+        trans: dict[str, Transaction] = {}
+        for entry in xfers:
+            # look up the normalized name
+            asset = self._atable[entry['asset']].lower()
+
+            # XXX: this is in the asset units (likely) so it isn't
+            # quite the same as a commisions cost necessarily..)
+            cost = float(entry['fee'])
+
+            tran = Transaction(
+                fqsn=asset + '.kraken',
+                tid=entry['txid'],
+                dt=pendulum.from_timestamp(entry['time']),
+                bsuid=f'{asset}{src_asset}',
+                size=-1*(
+                    float(entry['amount'])
+                    +
+                    cost
+                ),
+                # since this will be treated as a "sell" it
+                # shouldn't be needed to compute the be price.
+                price='NaN',
+
+                # XXX: see note above
+                cost=0,
+            )
+            trans[tran.tid] = tran
+
+        return trans
+
+    async def submit_limit(
+        self,
+        symbol: str,
+        price: float,
+        action: str,
+        size: float,
+        reqid: str = None,
+        validate: bool = False  # set True test call without a real submission
+
+    ) -> dict:
+        '''
+        Place an order and return integer request id provided by client.
+
+        '''
+        # Build common data dict for common keys from both endpoints
+        data = {
+            "pair": symbol,
+            "price": str(price),
+            "validate": validate
+        }
+        if reqid is None:
+            # Build order data for kraken api
+            data |= {
+                "ordertype": "limit",
+                "type": action,
+                "volume": str(size),
+            }
+            return await self.endpoint('AddOrder', data)
+
+        else:
+            # Edit order data for kraken api
+            data["txid"] = reqid
+            return await self.endpoint('EditOrder', data)
+
+    async def submit_cancel(
+        self,
+        reqid: str,
+    ) -> dict:
+        '''
+        Send cancel request for order id ``reqid``.
+
+        '''
+        # txid is a transaction id given by kraken
+        return await self.endpoint('CancelOrder', {"txid": reqid})
+
+    async def symbol_info(
+        self,
+        pair: Optional[str] = None,
+
+    ) -> dict[str, dict[str, str]]:
+
+        if pair is not None:
+            pairs = {'pair': pair}
+        else:
+            pairs = None  # get all pairs
+
+        resp = await self._public('AssetPairs', pairs)
+        err = resp['error']
+        if err:
+            symbolname = pairs['pair'] if pair else None
+            raise SymbolNotFound(f'{symbolname}.kraken')
+
+        pairs = resp['result']
+
+        if pair is not None:
+            _, data = next(iter(pairs.items()))
+            return data
+        else:
+            return pairs
+
+    async def cache_symbols(
+        self,
+    ) -> dict:
+        if not self._pairs:
+            self._pairs = await self.symbol_info()
+
+            ntable = {}
+            for restapikey, info in self._pairs.items():
+                ntable[restapikey] = ntable[info['wsname']] = info['altname']
+
+            self._ntable.update(ntable)
+
+        return self._pairs
+
+    async def search_symbols(
+        self,
+        pattern: str,
+        limit: int = None,
+    ) -> dict[str, Any]:
+        if self._pairs is not None:
+            data = self._pairs
+        else:
+            data = await self.symbol_info()
+
+        matches = fuzzy.extractBests(
+            pattern,
+            data,
+            score_cutoff=50,
+        )
+        # repack in dict form
+        return {item[0]['altname']: item[0] for item in matches}
+
+    async def bars(
+        self,
+        symbol: str = 'XBTUSD',
+
+        # UTC 2017-07-02 12:53:20
+        since: Optional[Union[int, datetime]] = None,
+        count: int = 720,  # <- max allowed per query
+        as_np: bool = True,
+
+    ) -> dict:
+
+        if since is None:
+            since = pendulum.now('UTC').start_of('minute').subtract(
+                minutes=count).timestamp()
+
+        elif isinstance(since, int):
+            since = pendulum.from_timestamp(since).timestamp()
+
+        else:  # presumably a pendulum datetime
+            since = since.timestamp()
+
+        # UTC 2017-07-02 12:53:20 is oldest seconds value
+        since = str(max(1499000000, int(since)))
+        json = await self._public(
+            'OHLC',
+            data={
+                'pair': symbol,
+                'since': since,
+            },
+        )
+        try:
+            res = json['result']
+            res.pop('last')
+            bars = next(iter(res.values()))
+
+            new_bars = []
+
+            first = bars[0]
+            last_nz_vwap = first[-3]
+            if last_nz_vwap == 0:
+                # use close if vwap is zero
+                last_nz_vwap = first[-4]
+
+            # convert all fields to native types
+            for i, bar in enumerate(bars):
+                # normalize weird zero-ed vwap values..cmon kraken..
+                # indicates vwap didn't change since last bar
+                vwap = float(bar.pop(-3))
+                if vwap != 0:
+                    last_nz_vwap = vwap
+                if vwap == 0:
+                    vwap = last_nz_vwap
+
+                # re-insert vwap as the last of the fields
+                bar.append(vwap)
+
+                new_bars.append(
+                    (i,) + tuple(
+                        ftype(bar[j]) for j, (name, ftype) in enumerate(
+                            _ohlc_dtype[1:]
+                        )
+                    )
+                )
+            array = np.array(new_bars, dtype=_ohlc_dtype) if as_np else bars
+            return array
+        except KeyError:
+            errmsg = json['error'][0]
+
+            if 'not found' in errmsg:
+                raise SymbolNotFound(errmsg + f': {symbol}')
+
+            elif 'Too many requests' in errmsg:
+                raise DataThrottle(f'{symbol}')
+
+            else:
+                raise BrokerError(errmsg)
+
+    @classmethod
+    def normalize_symbol(
+        cls,
+        ticker: str
+    ) -> str:
+        '''
+        Normalize symbol names to to a 3x3 pair from the global
+        definition map which we build out from the data retreived from
+        the 'AssetPairs' endpoint, see methods above.
+
+        '''
+        ticker = cls._ntable[ticker]
+        symlen = len(ticker)
+        if symlen != 6:
+            raise ValueError(f'Unhandled symbol: {ticker}')
+
+        return ticker.lower()
+
+
+@acm
+async def get_client() -> Client:
+
+    conf = get_config()
+    if conf:
+        client = Client(
+            conf,
+            name=conf['key_descr'],
+            api_key=conf['api_key'],
+            secret=conf['secret']
+        )
+    else:
+        client = Client({})
+
+    # at startup, load all symbols, and asset info in
+    # batch requests.
+    async with trio.open_nursery() as nurse:
+        nurse.start_soon(client.cache_assets)
+        await client.cache_symbols()
+
+    yield client

piker/brokers/kraken/feed.py

@@ -0,0 +1,499 @@
+# 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
+
+    pair_decimals: int  # scaling decimal places for pair
+    lot_decimals: int  # scaling decimal places for volume
+
+    # amount to multiply lot volume by to get currency volume
+    lot_multiplier: float
+
+    # array of leverage amounts available when buying
+    leverage_buy: list[int]
+    # array of leverage amounts available when selling
+    leverage_sell: list[int]
+
+    # fee schedule array in [volume, percent fee] tuples
+    fees: list[tuple[int, float]]
+
+    # maker fee schedule array in [volume, percent fee] tuples (if on
+    # maker/taker)
+    fees_maker: list[tuple[int, float]]
+
+    fee_volume_currency: str  # volume discount currency
+    margin_call: str  # margin call level
+    margin_stop: str  # stop-out/liquidation margin level
+    ordermin: float  # minimum order volume for pair
+
+
+class OHLC(Struct):
+    '''
+    Description of the flattened OHLC quote format.
+
+    For schema details see:
+        https://docs.kraken.com/websockets/#message-ohlc
+
+    '''
+    chan_id: int  # internal kraken id
+    chan_name: str  # eg. ohlc-1  (name-interval)
+    pair: str  # fx pair
+    time: float  # Begin time of interval, in seconds since epoch
+    etime: float  # End time of interval, in seconds since epoch
+    open: float  # Open price of interval
+    high: float  # High price within interval
+    low: float  # Low price within interval
+    close: float  # Close price of interval
+    vwap: float  # Volume weighted average price within interval
+    volume: float  # Accumulated volume **within interval**
+    count: int  # Number of trades within interval
+    # (sampled) generated tick data
+    ticks: list[Any] = []
+
+
+async def stream_messages(
+    ws: NoBsWs,
+):
+    '''
+    Message stream parser and heartbeat handler.
+
+    Deliver ws subscription messages as well as handle heartbeat logic
+    though a single async generator.
+
+    '''
+    too_slow_count = last_hb = 0
+
+    while True:
+
+        with trio.move_on_after(5) as cs:
+            msg = await ws.recv_msg()
+
+        # trigger reconnection if heartbeat is laggy
+        if cs.cancelled_caught:
+
+            too_slow_count += 1
+
+            if too_slow_count > 20:
+                log.warning(
+                    "Heartbeat is too slow, resetting ws connection")
+
+                await ws._connect()
+                too_slow_count = 0
+                continue
+
+        match msg:
+            case {'event': 'heartbeat'}:
+                now = time.time()
+                delay = now - last_hb
+                last_hb = now
+
+                # XXX: why tf is this not printing without --tl flag?
+                log.debug(f"Heartbeat after {delay}")
+                # print(f"Heartbeat after {delay}")
+
+                continue
+
+            case _:
+                # passthrough sub msgs
+                yield msg
+
+
+async def process_data_feed_msgs(
+    ws: NoBsWs,
+):
+    '''
+    Parse and pack data feed messages.
+
+    '''
+    async for msg in stream_messages(ws):
+        match msg:
+            case {
+                'errorMessage': errmsg
+            }:
+                raise BrokerError(errmsg)
+
+            case {
+                'event': 'subscriptionStatus',
+            } as sub:
+                log.info(
+                    'WS subscription is active:\n'
+                    f'{sub}'
+                )
+                continue
+
+            case [
+                chan_id,
+                *payload_array,
+                chan_name,
+                pair
+            ]:
+                if 'ohlc' in chan_name:
+                    ohlc = OHLC(
+                        chan_id,
+                        chan_name,
+                        pair,
+                        *payload_array[0]
+                    )
+                    ohlc.typecast()
+                    yield 'ohlc', ohlc
+
+                elif 'spread' in chan_name:
+
+                    bid, ask, ts, bsize, asize = map(
+                        float, payload_array[0])
+
+                    # TODO: really makes you think IB has a horrible API...
+                    quote = {
+                        'symbol': pair.replace('/', ''),
+                        'ticks': [
+                            {'type': 'bid', 'price': bid, 'size': bsize},
+                            {'type': 'bsize', 'price': bid, 'size': bsize},
+
+                            {'type': 'ask', 'price': ask, 'size': asize},
+                            {'type': 'asize', 'price': ask, 'size': asize},
+                        ],
+                    }
+                    yield 'l1', quote
+
+                # elif 'book' in msg[-2]:
+                #     chan_id, *payload_array, chan_name, pair = msg
+                #     print(msg)
+
+            case _:
+                print(f'UNHANDLED MSG: {msg}')
+                # yield msg
+
+
+def normalize(
+    ohlc: OHLC,
+
+) -> dict:
+    quote = ohlc.to_dict()
+    quote['broker_ts'] = quote['time']
+    quote['brokerd_ts'] = time.time()
+    quote['symbol'] = quote['pair'] = quote['pair'].replace('/', '')
+    quote['last'] = quote['close']
+    quote['bar_wap'] = ohlc.vwap
+
+    # seriously eh? what's with this non-symmetry everywhere
+    # in subscription systems...
+    # XXX: piker style is always lowercases symbols.
+    topic = quote['pair'].replace('/', '').lower()
+
+    # print(quote)
+    return topic, quote
+
+
+@acm
+async def open_history_client(
+    symbol: str,
+
+) -> tuple[Callable, int]:
+
+    # TODO implement history getter for the new storage layer.
+    async with open_cached_client('kraken') as client:
+
+        # lol, kraken won't send any more then the "last"
+        # 720 1m bars.. so we have to just ignore further
+        # requests of this type..
+        queries: int = 0
+
+        async def get_ohlc(
+            end_dt: Optional[datetime] = None,
+            start_dt: Optional[datetime] = None,
+
+        ) -> tuple[
+            np.ndarray,
+            datetime,  # start
+            datetime,  # end
+        ]:
+
+            nonlocal queries
+            if queries > 0:
+                raise DataUnavailable
+
+            count = 0
+            while count <= 3:
+                try:
+                    array = await client.bars(
+                        symbol,
+                        since=end_dt,
+                    )
+                    count += 1
+                    queries += 1
+                    break
+                except DataThrottle:
+                    log.warning(f'kraken OHLC throttle for {symbol}')
+                    await trio.sleep(1)
+
+            start_dt = pendulum.from_timestamp(array[0]['time'])
+            end_dt = pendulum.from_timestamp(array[-1]['time'])
+            return array, start_dt, end_dt
+
+        yield get_ohlc, {'erlangs': 1, 'rate': 1}
+
+
+async def backfill_bars(
+
+    sym: str,
+    shm: ShmArray,  # type: ignore # noqa
+    count: int = 10,  # NOTE: any more and we'll overrun the underlying buffer
+    task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
+
+) -> None:
+    '''
+    Fill historical bars into shared mem / storage afap.
+    '''
+    with trio.CancelScope() as cs:
+        async with open_cached_client('kraken') as client:
+            bars = await client.bars(symbol=sym)
+            shm.push(bars)
+            task_status.started(cs)
+
+
+async def stream_quotes(
+
+    send_chan: trio.abc.SendChannel,
+    symbols: list[str],
+    feed_is_live: trio.Event,
+    loglevel: str = None,
+
+    # backend specific
+    sub_type: str = 'ohlc',
+
+    # startup sync
+    task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
+
+) -> None:
+    '''
+    Subscribe for ohlc stream of quotes for ``pairs``.
+
+    ``pairs`` must be formatted <crypto_symbol>/<fiat_symbol>.
+
+    '''
+    # XXX: required to propagate ``tractor`` loglevel to piker logging
+    get_console_log(loglevel or tractor.current_actor().loglevel)
+
+    ws_pairs = {}
+    sym_infos = {}
+
+    async with open_cached_client('kraken') as client, send_chan as send_chan:
+
+        # keep client cached for real-time section
+        for sym in symbols:
+
+            # transform to upper since piker style is always lower
+            sym = sym.upper()
+
+            si = Pair(**await client.symbol_info(sym))  # validation
+            syminfo = si.to_dict()
+            syminfo['price_tick_size'] = 1 / 10**si.pair_decimals
+            syminfo['lot_tick_size'] = 1 / 10**si.lot_decimals
+            syminfo['asset_type'] = 'crypto'
+            sym_infos[sym] = syminfo
+            ws_pairs[sym] = si.wsname
+
+        symbol = symbols[0].lower()
+
+        init_msgs = {
+            # pass back token, and bool, signalling if we're the writer
+            # and that history has been written
+            symbol: {
+                'symbol_info': sym_infos[sym],
+                'shm_write_opts': {'sum_tick_vml': False},
+                'fqsn': sym,
+            },
+        }
+
+        @acm
+        async def subscribe(ws: NoBsWs):
+
+            # XXX: setup subs
+            # https://docs.kraken.com/websockets/#message-subscribe
+            # specific logic for this in kraken's sync client:
+            # https://github.com/krakenfx/kraken-wsclient-py/blob/master/kraken_wsclient_py/kraken_wsclient_py.py#L188
+            ohlc_sub = {
+                'event': 'subscribe',
+                'pair': list(ws_pairs.values()),
+                'subscription': {
+                    'name': 'ohlc',
+                    'interval': 1,
+                },
+            }
+
+            # TODO: we want to eventually allow unsubs which should
+            # be completely fine to request from a separate task
+            # since internally the ws methods appear to be FIFO
+            # locked.
+            await ws.send_msg(ohlc_sub)
+
+            # trade data (aka L1)
+            l1_sub = {
+                'event': 'subscribe',
+                'pair': list(ws_pairs.values()),
+                'subscription': {
+                    'name': 'spread',
+                    # 'depth': 10}
+                },
+            }
+
+            # pull a first quote and deliver
+            await ws.send_msg(l1_sub)
+
+            yield
+
+            # unsub from all pairs on teardown
+            await ws.send_msg({
+                'pair': list(ws_pairs.values()),
+                'event': 'unsubscribe',
+                'subscription': ['ohlc', 'spread'],
+            })
+
+            # XXX: do we need to ack the unsub?
+            # await ws.recv_msg()
+
+        # see the tips on reconnection logic:
+        # https://support.kraken.com/hc/en-us/articles/360044504011-WebSocket-API-unexpected-disconnections-from-market-data-feeds
+        ws: NoBsWs
+        async with (
+            open_autorecon_ws(
+                'wss://ws.kraken.com/',
+                fixture=subscribe,
+            ) as ws,
+            aclosing(process_data_feed_msgs(ws)) as msg_gen,
+        ):
+            # pull a first quote and deliver
+            typ, ohlc_last = await anext(msg_gen)
+            topic, quote = normalize(ohlc_last)
+
+            task_status.started((init_msgs,  quote))
+
+            # lol, only "closes" when they're margin squeezing clients ;P
+            feed_is_live.set()
+
+            # keep start of last interval for volume tracking
+            last_interval_start = ohlc_last.etime
+
+            # start streaming
+            async for typ, ohlc in msg_gen:
+
+                if typ == 'ohlc':
+
+                    # TODO: can get rid of all this by using
+                    # ``trades`` subscription...
+
+                    # generate tick values to match time & sales pane:
+                    # https://trade.kraken.com/charts/KRAKEN:BTC-USD?period=1m
+                    volume = ohlc.volume
+
+                    # new OHLC sample interval
+                    if ohlc.etime > last_interval_start:
+                        last_interval_start = ohlc.etime
+                        tick_volume = volume
+
+                    else:
+                        # this is the tick volume *within the interval*
+                        tick_volume = volume - ohlc_last.volume
+
+                    ohlc_last = ohlc
+                    last = ohlc.close
+
+                    if tick_volume:
+                        ohlc.ticks.append({
+                            'type': 'trade',
+                            'price': last,
+                            'size': tick_volume,
+                        })
+
+                    topic, quote = normalize(ohlc)
+
+                elif typ == 'l1':
+                    quote = ohlc
+                    topic = quote['symbol'].lower()
+
+                await send_chan.send({topic: quote})
+
+
+@tractor.context
+async def open_symbol_search(
+    ctx: tractor.Context,
+
+) -> Client:
+    async with open_cached_client('kraken') as client:
+
+        # load all symbols locally for fast search
+        cache = await client.cache_symbols()
+        await ctx.started(cache)
+
+        async with ctx.open_stream() as stream:
+
+            async for pattern in stream:
+
+                matches = fuzzy.extractBests(
+                    pattern,
+                    cache,
+                    score_cutoff=50,
+                )
+                # repack in dict form
+                await stream.send(
+                    {item[0]['altname']: item[0]
+                     for item in matches}
+                )

piker/clearing/_allocate.py

@@ -22,54 +22,10 @@ from enum import Enum
 from typing import Optional
 
 from bidict import bidict
-from pydantic import BaseModel, validator
 
 from ..data._source import Symbol
-from ._messages import BrokerdPosition, Status
+from ..data.types import Struct
-
+from ..pp import Position
-
-class Position(BaseModel):
-    '''
-    Basic pp (personal position) model with attached fills history.
-
-    This type should be IPC wire ready?
-
-    '''
-    symbol: Symbol
-
-    # last size and avg entry price
-    size: float
-    avg_price: float  # TODO: contextual pricing
-
-    # ordered record of known constituent trade messages
-    fills: list[Status] = []
-
-    def update_from_msg(
-        self,
-        msg: BrokerdPosition,
-
-    ) -> None:
-
-        # XXX: better place to do this?
-        symbol = self.symbol
-
-        lot_size_digits = symbol.lot_size_digits
-        avg_price, size = (
-            round(msg['avg_price'], ndigits=symbol.tick_size_digits),
-            round(msg['size'], ndigits=lot_size_digits),
-        )
-
-        self.avg_price = avg_price
-        self.size = size
-
-    @property
-    def dsize(self) -> float:
-        '''
-        The "dollar" size of the pp, normally in trading (fiat) unit
-        terms.
-
-        '''
-        return self.avg_price * self.size
 
 
 _size_units = bidict({
@@ -84,33 +40,30 @@ SizeUnit = Enum(
 )
 
 
-class Allocator(BaseModel):
+class Allocator(Struct):
-
-    class Config:
-        validate_assignment = True
-        copy_on_model_validation = False
-        arbitrary_types_allowed = True
-
-        # required to get the account validator lookup working?
-        extra = 'allow'
-        underscore_attrs_are_private = False
 
     symbol: Symbol
     account: Optional[str] = 'paper'
+
+    _size_units: bidict[str, Optional[str]] = _size_units
+
     # TODO: for enums this clearly doesn't fucking work, you can't set
     # a default at startup by passing in a `dict` but yet you can set
     # that value through assignment..for wtv cucked reason.. honestly, pure
     # unintuitive garbage.
-    size_unit: str = 'currency'
+    _size_unit: str = 'currency'
-    _size_units: dict[str, Optional[str]] = _size_units
 
-    @validator('size_unit', pre=True)
+    @property
-    def maybe_lookup_key(cls, v):
+    def size_unit(self) -> str:
-        # apply the corresponding enum key for the text "description" value
+        return self._size_unit
+
+    @size_unit.setter
+    def size_unit(self, v: str) -> Optional[str]:
         if v not in _size_units:
-            return _size_units.inverse[v]
+            v = _size_units.inverse[v]
 
         assert v in _size_units
+        self._size_unit = v
         return v
 
     # TODO: if we ever want ot support non-uniform entry-slot-proportion
@@ -143,7 +96,7 @@ class Allocator(BaseModel):
     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 +126,7 @@ 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 +137,14 @@ 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 +160,7 @@ 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 +199,12 @@ 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 +231,8 @@ 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 +244,6 @@ class Allocator(BaseModel):
         return round(prop * self.slots)
 
 
-_derivs = (
-    'future',
-    'continuous_future',
-    'option',
-    'futures_option',
-)
-
-
 def mk_allocator(
 
     symbol: Symbol,
@@ -300,7 +252,7 @@ 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 +270,9 @@ 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

@@ -31,6 +31,7 @@ from ..log import get_logger
 from ._ems import _emsd_main
 from .._daemon import maybe_open_emsd
 from ._messages import Order, Cancel
+from ..brokers import get_brokermod
 
 
 log = get_logger(__name__)
@@ -58,11 +59,11 @@ class OrderBook:
 
     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(
@@ -73,9 +74,8 @@ 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 +83,18 @@ class OrderBook:
         """Cancel an order (or alert) in the EMS.
 
         """
-        cmd = self._sent_orders[uuid]
+        cmd = self._sent_orders.get(uuid)
+        if not cmd:
+            log.error(
+                f'Unknown order {uuid}!?\n'
+                f'Maybe there is a stale entry or line?\n'
+                f'You should report this as a bug!'
+            )
         msg = Cancel(
             oid=uuid,
             symbol=cmd.symbol,
         )
-        self._to_ems.send_nowait(msg.dict())
+        self._to_ems.send_nowait(msg)
 
 
 _orders: OrderBook = None
@@ -149,10 +155,17 @@ async def relay_order_cmds_from_sync_code(
     book = get_orders()
     async with book._from_order_book.subscribe() as orders_stream:
         async for cmd in orders_stream:
-            if cmd['symbol'] == symbol_key:
+            sym = cmd.symbol
-                log.info(f'Send order cmd:\n{pformat(cmd)}')
+            msg = pformat(cmd)
+            if sym == symbol_key:
+                log.info(f'Send order cmd:\n{msg}')
                 # send msg over IPC / wire
                 await to_ems_stream.send(cmd)
+            else:
+                log.warning(
+                    f'Ignoring unmatched order cmd for {sym} != {symbol_key}:'
+                    f'\n{msg}'
+                )
 
 
 @acm
@@ -204,20 +217,35 @@ async def open_ems(
     from ..data._source import unpack_fqsn
     broker, symbol, suffix = unpack_fqsn(fqsn)
 
+    mode: str = 'live'
+
     async with maybe_open_emsd(broker) as portal:
 
+        mod = get_brokermod(broker)
+        if not getattr(mod, 'trades_dialogue', None):
+            mode = 'paper'
+
         async with (
             # connect to emsd
             portal.open_context(
 
                 _emsd_main,
                 fqsn=fqsn,
+                exec_mode=mode,
 
-            ) as (ctx, (positions, accounts)),
+            ) as (
+                ctx,
+                (
+                    positions,
+                    accounts,
+                    dialogs,
+                )
+            ),
 
             # open 2-way trade command stream
             ctx.open_stream() as trades_stream,
         ):
+            # start sync code order msg delivery task
             async with trio.open_nursery() as n:
                 n.start_soon(
                     relay_order_cmds_from_sync_code,
@@ -225,4 +253,10 @@ async def open_ems(
                     trades_stream
                 )
 
-                yield book, trades_stream, positions, accounts
+                yield (
+                    book,
+                    trades_stream,
+                    positions,
+                    accounts,
+                    dialogs,
+                )

piker/clearing/_messages.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for piker0)
+# Copyright (C) Tyler Goodlet (in stewardship for pikers)
 
 # This program is free software: you can redistribute it and/or modify
 # it under the terms of the GNU Affero General Public License as published by
@@ -15,22 +15,95 @@
 # along with this program.  If not, see <https://www.gnu.org/licenses/>.
 
 """
-Clearing system messagingn types and protocols.
+Clearing sub-system message and protocols.
 
 """
-from typing import Optional, Union
+# from collections import (
-
+#     ChainMap,
-# TODO: try out just encoding/send direction for now?
+#     deque,
-# import msgspec
+# )
-from pydantic import BaseModel
+from typing import (
+    Optional,
+    Literal,
+)
 
 from ..data._source import Symbol
+from ..data.types import Struct
 
+
+# TODO: a composite for tracking msg flow on 2-legged
+# dialogs.
+# class Dialog(ChainMap):
+#     '''
+#     Msg collection abstraction to easily track the state changes of
+#     a msg flow in one high level, query-able and immutable construct.
+
+#     The main use case is to query data from a (long-running)
+#     msg-transaction-sequence
+
+
+#     '''
+#     def update(
+#         self,
+#         msg,
+#     ) -> None:
+#         self.maps.insert(0, msg.to_dict())
+
+#     def flatten(self) -> dict:
+#         return dict(self)
+
+
+# TODO: ``msgspec`` stuff worth paying attention to:
+# - schema evolution:
+# https://jcristharif.com/msgspec/usage.html#schema-evolution
+# - for eg. ``BrokerdStatus``, instead just have separate messages?
+# - use literals for a common msg determined by diff keys?
+#   - https://jcristharif.com/msgspec/usage.html#literal
+
+# --------------
 # Client -> emsd
+# --------------
+
+class Order(Struct):
+
+    # TODO: ideally we can combine these 2 fields into
+    # 1 and just use the size polarity to determine a buy/sell.
+    # i would like to see this become more like
+    # https://jcristharif.com/msgspec/usage.html#literal
+    # action: Literal[
+    #     'live',
+    #     'dark',
+    #     'alert',
+    # ]
+
+    action: Literal[
+        'buy',
+        'sell',
+        'alert',
+    ]
+    # determines whether the create execution
+    # will be submitted to the ems or directly to
+    # the backend broker
+    exec_mode: Literal[
+        'dark',
+        'live',
+        # 'paper',  no right?
+    ]
+
+    # internal ``emdsd`` unique "order id"
+    oid: str  # uuid4
+    symbol: str | Symbol
+    account: str  # should we set a default as '' ?
+
+    price: float
+    size: float  # -ve is "sell", +ve is "buy"
+
+    brokers: Optional[list[str]] = []
 
 
-class Cancel(BaseModel):
+class Cancel(Struct):
-    '''Cancel msg for removing a dark (ems triggered) or
+    '''
+    Cancel msg for removing a dark (ems triggered) or
     broker-submitted (live) trigger/order.
 
     '''
@@ -39,82 +112,57 @@ class Cancel(BaseModel):
     symbol: str
 
 
-class Order(BaseModel):
+# --------------
-
-    action: str  # {'buy', 'sell', 'alert'}
-    # internal ``emdsd`` unique "order id"
-    oid: str  # uuid4
-    symbol: Union[str, Symbol]
-    account: str  # should we set a default as '' ?
-
-    price: float
-    size: float
-    brokers: list[str]
-
-    # Assigned once initial ack is received
-    # ack_time_ns: Optional[int] = None
-
-    # determines whether the create execution
-    # will be submitted to the ems or directly to
-    # the backend broker
-    exec_mode: str  # {'dark', 'live', 'paper'}
-
-    class Config:
-        # just for pre-loading a ``Symbol`` when used
-        # in the order mode staging process
-        arbitrary_types_allowed = True
-        # don't copy this model instance when used in
-        # a recursive model
-        copy_on_model_validation = False
-
 # Client <- emsd
+# --------------
 # update msgs from ems which relay state change info
 # from the active clearing engine.
 
-
+class Status(Struct):
-class Status(BaseModel):
 
     name: str = 'status'
-    oid: str  # uuid4
     time_ns: int
+    oid: str  # uuid4 ems-order dialog id
 
-    # {
+    resp: Literal[
-    #   'dark_submitted',
+      'pending',  # acked by broker but not yet open
-    #   'dark_cancelled',
+      'open',
-    #   'dark_triggered',
+      'dark_open',  # dark/algo triggered order is open in ems clearing loop
-
+      'triggered',  # above triggered order sent to brokerd, or an alert closed
-    #   'broker_submitted',
+      'closed',  # fully cleared all size/units
-    #   'broker_cancelled',
+      'fill',  # partial execution
-    #   'broker_executed',
+      'canceled',
-    #   'broker_filled',
+      'error',
-    #   'broker_errored',
+    ]
-
-    #   'alert_submitted',
-    #   'alert_triggered',
-
-    # }
-    resp: str  # "response", see above
-
-    # symbol: str
-
-    # trigger info
-    trigger_price: Optional[float] = None
-    # price: float
-
-    # broker: Optional[str] = None
 
     # this maps normally to the ``BrokerdOrder.reqid`` below, an id
     # normally allocated internally by the backend broker routing system
-    broker_reqid: Optional[Union[int, str]] = None
+    reqid: Optional[int | str] = None
 
-    # for relaying backend msg data "through" the ems layer
+    # the (last) source order/request msg if provided
+    # (eg. the Order/Cancel which causes this msg) and
+    # acts as a back-reference to the corresponding
+    # request message which was the source of this msg.
+    req: Optional[Order | Cancel] = 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
+
+    # for relaying a boxed brokerd-dialog-side msg data "through" the
+    # ems layer to clients.
     brokerd_msg: dict = {}
 
 
+# ---------------
 # emsd -> brokerd
+# ---------------
 # requests *sent* from ems to respective backend broker daemon
 
-class BrokerdCancel(BaseModel):
+class BrokerdCancel(Struct):
 
     action: str = 'cancel'
     oid: str  # piker emsd order id
@@ -127,34 +175,38 @@ class BrokerdCancel(BaseModel):
     # for setting a unique order id then this value will be relayed back
     # on the emsd order request stream as the ``BrokerdOrderAck.reqid``
     # field
-    reqid: Optional[Union[int, str]] = None
+    reqid: Optional[int | str] = None
 
 
-class BrokerdOrder(BaseModel):
+class BrokerdOrder(Struct):
 
-    action: str  # {buy, sell}
     oid: str
     account: str
     time_ns: int
 
+    # TODO: if we instead rely on a +ve/-ve size to determine
+    # the action we more or less don't need this field right?
+    action: str = ''  # {buy, sell}
+
     # "broker request id": broker specific/internal order id if this is
     # None, creates a new order otherwise if the id is valid the backend
     # api must modify the existing matching order. If the broker allows
     # for setting a unique order id then this value will be relayed back
     # on the emsd order request stream as the ``BrokerdOrderAck.reqid``
     # field
-    reqid: Optional[Union[int, str]] = None
+    reqid: Optional[int | str] = None
 
-    symbol: str  # symbol.<providername> ?
+    symbol: str  # fqsn
     price: float
     size: float
 
 
+# ---------------
 # emsd <- brokerd
+# ---------------
 # requests *received* to ems from broker backend
 
-
+class BrokerdOrderAck(Struct):
-class BrokerdOrderAck(BaseModel):
     '''
     Immediate reponse to a brokerd order request providing the broker
     specific unique order id so that the EMS can associate this
@@ -165,39 +217,32 @@ class BrokerdOrderAck(BaseModel):
     name: str = 'ack'
 
     # defined and provided by backend
-    reqid: Union[int, str]
+    reqid: int | str
 
     # emsd id originally sent in matching request msg
     oid: str
     account: str = ''
 
 
-class BrokerdStatus(BaseModel):
+class BrokerdStatus(Struct):
 
     name: str = 'status'
-    reqid: Union[int, str]
+    reqid: int | str
     time_ns: int
+    status: Literal[
+        'open',
+        'canceled',
+        'fill',
+        'pending',
+        'error',
+    ]
 
-    # XXX: should be best effort set for every update
+    account: str
-    account: str = ''
-
-    # {
-    #   'submitted',
-    #   'cancelled',
-    #   'filled',
-    # }
-    status: str
-
     filled: float = 0.0
     reason: str = ''
     remaining: float = 0.0
 
-    # XXX: better design/name here?
+    # external: bool = False
-    # flag that can be set to indicate a message for an order
-    # event that wasn't originated by piker's emsd (eg. some external
-    # trading system which does it's own order control but that you
-    # might want to "track" using piker UIs/systems).
-    external: bool = False
 
     # XXX: not required schema as of yet
     broker_details: dict = {
@@ -205,14 +250,14 @@ class BrokerdStatus(BaseModel):
     }
 
 
-class BrokerdFill(BaseModel):
+class BrokerdFill(Struct):
     '''
     A single message indicating a "fill-details" event from the broker
     if avaiable.
 
     '''
     name: str = 'fill'
-    reqid: Union[int, str]
+    reqid: int | str
     time_ns: int
 
     # order exeuction related
@@ -230,7 +275,7 @@ class BrokerdFill(BaseModel):
     broker_time: float
 
 
-class BrokerdError(BaseModel):
+class BrokerdError(Struct):
     '''
     Optional error type that can be relayed to emsd for error handling.
 
@@ -242,14 +287,14 @@ class BrokerdError(BaseModel):
 
     # if no brokerd order request was actually submitted (eg. we errored
     # at the ``pikerd`` layer) then there will be ``reqid`` allocated.
-    reqid: Optional[Union[int, str]] = None
+    reqid: Optional[int | str] = None
 
     symbol: str
     reason: str
     broker_details: dict = {}
 
 
-class BrokerdPosition(BaseModel):
+class BrokerdPosition(Struct):
     '''Position update event from brokerd.
 
     '''
@@ -258,6 +303,6 @@ class BrokerdPosition(BaseModel):
     broker: str
     account: str
     symbol: str
-    currency: str
     size: float
     avg_price: float
+    currency: str = ''

piker/clearing/_paper_engine.py

@@ -18,33 +18,49 @@
 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 the same API and
     delivering an order-event response stream but with methods for
@@ -58,14 +74,15 @@ class PaperBoi:
 
     # 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'}
@@ -195,16 +212,15 @@ class PaperBoi:
         """
         # 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 +230,66 @@ class PaperBoi:
                 'name': self.broker + '_paper',
             },
         )
-        await self.ems_trades_stream.send(msg.dict())
+        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 +309,103 @@ 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:
+                    case {
+                        'price': tick_price,
+                        # 'type': ('ask' | 'trade' | 'last'),
+                        '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',):
 
+                    case {
+                        'price': tick_price,
+                        # 'type': ('bid' | 'trade' | 'last'),
+                        '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):
+                    case {
-                        return tick_price > our_price
+                        '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?
-                    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
+                    clearable = pred(our_price)
-                        (size, reqid, action) = orders.pop((oid, 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 +413,6 @@ 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 +422,83 @@ 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,
+                )
 
+            # elif action == 'cancel':
+            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(
 
@@ -451,39 +508,56 @@ 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((pp_msgs, ['paper']))
-        await ctx.started(({}, {'paper',}))
 
         async with (
             ctx.open_stream() as ems_stream,
             trio.open_nursery() as n,
         ):
-
             client = PaperBoi(
                 broker,
                 ems_stream,
-                _buys={},
+                _buys=_buys,
-                _sells={},
+                _sells=_sells,
 
-                _reqids={},
+                _reqids=_reqids,
 
                 # TODO: load paper positions from ``positions.toml``
-                _positions={},
+                _positions=_positions,
+
+                # TODO: load postions from ledger file
+                _trade_ledger={},
             )
 
-            n.start_soon(handle_order_requests, client, ems_stream)
+            n.start_soon(
+                handle_order_requests,
+                client,
+                ems_stream,
+            )
 
             # paper engine simulator clearing task
             await simulate_fills(feed.stream, client)
@@ -511,6 +585,7 @@ 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 +598,4 @@ async def open_paperboi(
             loglevel=loglevel,
 
         ) as (ctx, first):
-
             yield ctx, first

piker/cli/__init__.py

@@ -83,9 +83,9 @@ def pikerd(loglevel, host, tl, pdb, tsdb):
 
                 )
                 log.info(
-                    f'`marketstore` up!\n'
+                    f'`marketstored` up!\n'
-                    f'`marketstored` pid: {pid}\n'
+                    f'pid: {pid}\n'
-                    f'docker container id: {cid}\n'
+                    f'container id: {cid[:12]}\n'
                     f'config: {pformat(config)}'
                 )
 

piker/config.py

@@ -21,6 +21,7 @@ Broker configuration mgmt.
 import platform
 import sys
 import os
+from os import path
 from os.path import dirname
 import shutil
 from typing import Optional
@@ -111,6 +112,7 @@ if _parent_user:
 
 _conf_names: set[str] = {
     'brokers',
+    'pps',
     'trades',
     'watchlists',
 }
@@ -147,19 +149,21 @@ def get_conf_path(
     conf_name: str = 'brokers',
 
 ) -> str:
-    """Return the default config path normally under
+    '''
-    ``~/.config/piker`` on linux.
+    Return the top-level default config path normally under
+    ``~/.config/piker`` on linux for a given ``conf_name``, the config
+    name.
 
     Contains files such as:
     - brokers.toml
+    - pp.toml
     - watchlists.toml
-    - trades.toml
 
     # maybe coming soon ;)
     - signals.toml
     - strats.toml
 
-    """
+    '''
     assert conf_name in _conf_names
     fn = _conf_fn_w_ext(conf_name)
     return os.path.join(
@@ -173,7 +177,7 @@ def repodir():
     Return the abspath to the repo directory.
 
     '''
-    dirpath = os.path.abspath(
+    dirpath = path.abspath(
         # we're 3 levels down in **this** module file
         dirname(dirname(os.path.realpath(__file__)))
     )
@@ -182,7 +186,9 @@ def repodir():
 
 def load(
     conf_name: str = 'brokers',
-    path: str = None
+    path: str = None,
+
+    **tomlkws,
 
 ) -> (dict, str):
     '''
@@ -190,6 +196,7 @@ def load(
 
     '''
     path = path or get_conf_path(conf_name)
+
     if not os.path.isfile(path):
         fn = _conf_fn_w_ext(conf_name)
 
@@ -202,8 +209,11 @@ def load(
         # if one exists.
         if os.path.isfile(template):
             shutil.copyfile(template, path)
+        else:
+            with open(path, 'w'):
+                pass  # touch
 
-    config = toml.load(path)
+    config = toml.load(path, **tomlkws)
     log.debug(f"Read config file {path}")
     return config, path
 
@@ -212,6 +222,7 @@ def write(
     config: dict,  # toml config as dict
     name: str = 'brokers',
     path: str = None,
+    **toml_kwargs,
 
 ) -> None:
     ''''
@@ -235,11 +246,14 @@ def write(
         f"{path}"
     )
     with open(path, 'w') as cf:
-        return toml.dump(config, cf)
+        return toml.dump(
+            config,
+            cf,
+            **toml_kwargs,
+        )
 
 
 def load_accounts(
-
     providers: Optional[list[str]] = None
 
 ) -> bidict[str, Optional[str]]:

piker/data/_ahab.py

@@ -37,8 +37,13 @@ from docker.models.containers import Container as DockerContainer
 from docker.errors import (
     DockerException,
     APIError,
+    # ContainerError,
+)
+import requests
+from requests.exceptions import (
+    ConnectionError,
+    ReadTimeout,
 )
-from requests.exceptions import ConnectionError, ReadTimeout
 
 from ..log import get_logger, get_console_log
 from .. import config
@@ -50,8 +55,8 @@ class DockerNotStarted(Exception):
     'Prolly you dint start da daemon bruh'
 
 
-class ContainerError(RuntimeError):
+class ApplicationLogError(Exception):
-    'Error reported via app-container logging level'
+    'App in container reported an error in logs'
 
 
 @acm
@@ -96,9 +101,9 @@ async def open_docker(
         # not perms?
         raise
 
-    finally:
+    # finally:
-        if client:
+    #     if client:
-            client.close()
+    #         client.close()
 
 
 class Container:
@@ -156,7 +161,7 @@ class Container:
 
                     # print(f'level: {level}')
                     if level in ('error', 'fatal'):
-                        raise ContainerError(msg)
+                        raise ApplicationLogError(msg)
 
                 if patt in msg:
                     return True
@@ -185,12 +190,29 @@ class Container:
             if 'is not running' in err.explanation:
                 return False
 
+    def hard_kill(self, start: float) -> None:
+        delay = time.time() - start
+        # get out the big guns, bc apparently marketstore
+        # doesn't actually know how to terminate gracefully
+        # :eyeroll:...
+        log.error(
+            f'SIGKILL-ing: {self.cntr.id} after {delay}s\n'
+        )
+        self.try_signal('SIGKILL')
+        self.cntr.wait(
+            timeout=3,
+            condition='not-running',
+        )
+
     async def cancel(
         self,
         stop_msg: str,
+        hard_kill: bool = False,
+
     ) -> None:
 
         cid = self.cntr.id
+
         # first try a graceful cancel
         log.cancel(
             f'SIGINT cancelling container: {cid}\n'
@@ -199,16 +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/_normalize.py

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

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
@@ -516,6 +528,7 @@ def open_shm_array(
     # "unlink" created shm on process teardown by
     # pushing teardown calls onto actor context stack
 
+    # TODO: make this a public API in ``tractor``..
     tractor._actor._lifetime_stack.callback(shmarr.close)
     tractor._actor._lifetime_stack.callback(shmarr.destroy)
 
@@ -524,7 +537,6 @@ def open_shm_array(
 
 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
     )
@@ -631,6 +643,7 @@ def maybe_open_shm_array(
     use ``attach_shm_array``.
 
     '''
+    size = kwargs.pop('size', _default_size)
     try:
         # see if we already know this key
         token = _known_tokens[key]
@@ -638,7 +651,11 @@ def maybe_open_shm_array(
     except KeyError:
         log.warning(f"Could not find {key} in shms cache")
         if dtype:
-            token = _make_token(key, dtype)
+            token = _make_token(
+                key,
+                size=size,
+                dtype=dtype,
+            )
             try:
                 return attach_shm_array(token=token, **kwargs), False
             except FileNotFoundError:

piker/data/_source.py

@@ -23,7 +23,7 @@ import decimal
 
 from bidict import bidict
 import numpy as np
-from pydantic import BaseModel
+from msgspec import Struct
 # from numba import from_dtype
 
 
@@ -126,7 +126,7 @@ def unpack_fqsn(fqsn: str) -> tuple[str, str, str]:
     )
 
 
-class Symbol(BaseModel):
+class Symbol(Struct):
     '''
     I guess this is some kinda container thing for dealing with
     all the different meta-data formats from brokers?
@@ -152,9 +152,7 @@ class Symbol(BaseModel):
         info: dict[str, Any],
         suffix: str = '',
 
-    # XXX: like wtf..
+    ) -> Symbol:
-    # ) -> 'Symbol':
-    ) -> None:
 
         tick_size = info.get('price_tick_size', 0.01)
         lot_tick_size = info.get('lot_tick_size', 0.0)
@@ -175,9 +173,7 @@ class Symbol(BaseModel):
         fqsn: str,
         info: dict[str, Any],
 
-    # XXX: like wtf..
+    ) -> Symbol:
-    # ) -> 'Symbol':
-    ) -> None:
         broker, key, suffix = unpack_fqsn(fqsn)
         return cls.from_broker_info(
             broker,
@@ -240,7 +236,7 @@ class Symbol(BaseModel):
 
         '''
         tokens = self.tokens()
-        fqsn = '.'.join(tokens)
+        fqsn = '.'.join(map(str.lower, tokens))
         return fqsn
 
     def iterfqsns(self) -> list[str]:

piker/data/_web_bs.py

@@ -19,8 +19,9 @@ ToOlS fOr CoPInG wITh "tHE wEB" protocols.
 
 """
 from contextlib import asynccontextmanager, AsyncExitStack
+from itertools import count
 from types import ModuleType
-from typing import Any, Callable, AsyncGenerator
+from typing import Any, Optional, Callable, AsyncGenerator
 import json
 
 import trio
@@ -35,6 +36,8 @@ from trio_websocket._impl import (
 
 from ..log import get_logger
 
+from .types import Struct
+
 log = get_logger(__name__)
 
 
@@ -53,13 +56,11 @@ class NoBsWs:
     def __init__(
         self,
         url: str,
-        token: str,
         stack: AsyncExitStack,
-        fixture: Callable,
+        fixture: Optional[Callable] = None,
-        serializer: ModuleType = json,
+        serializer: ModuleType = json
     ):
         self.url = url
-        self.token = token
         self.fixture = fixture
         self._stack = stack
         self._ws: 'WebSocketConnection' = None  # noqa
@@ -82,15 +83,12 @@ 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
 
@@ -128,21 +126,26 @@ class NoBsWs:
             except self.recon_errors:
                 await self._connect()
 
+    def __aiter__(self):
+        return self
+
+    async def __anext__(self):
+        return await self.recv_msg()
+
 
 @asynccontextmanager
 async def open_autorecon_ws(
     url: str,
 
     # TODO: proper type annot smh
-    fixture: Callable,
+    fixture: Optional[Callable] = None,
-    # used for authenticated websockets
+
-    token: str = '',
 ) -> AsyncGenerator[tuple[...],  NoBsWs]:
     """Apparently we can QoS for all sorts of reasons..so catch em.
 
     """
     async with AsyncExitStack() as stack:
-        ws = NoBsWs(url, token, stack, fixture=fixture)
+        ws = NoBsWs(url, stack, fixture=fixture)
         await ws._connect()
 
         try:
@@ -150,3 +153,86 @@ async def open_autorecon_ws(
 
         finally:
             await stack.aclose()
+
+
+'''
+JSONRPC response-request style machinery for transparent multiplexing of msgs
+over a NoBsWs.
+'''
+
+
+class JSONRPCResult(Struct):
+    jsonrpc: str = '2.0'
+    id: int
+    result: Optional[dict] = None
+    error: Optional[dict] = None
+
+
+@asynccontextmanager
+async def open_jsonrpc_session(
+    url: str,
+    start_id: int = 0,
+    dtype: type = JSONRPCResult
+) -> Callable[[str, dict], dict]:
+
+    async with (
+        trio.open_nursery() as n,
+        open_autorecon_ws(url) as ws
+    ):
+        rpc_id: Iterable = count(start_id)
+        rpc_results: dict[int, dict] = {}
+
+        async def json_rpc(method: str, params: dict) -> dict:
+            '''
+            perform a json rpc call and wait for the result, raise exception in
+            case of error field present on response
+            '''
+            msg = {
+                'jsonrpc': '2.0',
+                'id': next(rpc_id),
+                'method': method,
+                'params': params
+            }
+            _id = msg['id']
+
+            rpc_results[_id] = {
+                'result': None,
+                'event': trio.Event()
+            }
+
+            await ws.send_msg(msg)
+
+            await rpc_results[_id]['event'].wait()
+
+            ret = rpc_results[_id]['result']
+
+            del rpc_results[_id]
+
+            if ret.error is not None:
+                raise Exception(json.dumps(ret.error, indent=4))
+
+            return ret
+
+        async def recv_task():
+            '''
+            receives every ws message and stores it in its corresponding result
+            field, then sets the event to wakeup original sender tasks.
+            '''
+            async for msg in ws:
+                msg = dtype(**msg)
+
+                if msg.id not in rpc_results:
+                    log.warning(f'Wasn\'t expecting ws msg: {json.dumps(msg, indent=4)}')
+
+                res = rpc_results.setdefault(
+                    msg.id,
+                    {'result': None, 'event': trio.Event()}
+                )
+
+                res['result'] = msg
+                res['event'].set()
+
+
+        n.start_soon(recv_task)
+        yield json_rpc
+        n.cancel_scope.cancel()

piker/data/feed.py

@@ -42,7 +42,6 @@ from trio_typing import TaskStatus
 import trimeter
 import tractor
 from tractor.trionics import maybe_open_context
-from pydantic import BaseModel
 import pendulum
 import numpy as np
 
@@ -59,6 +58,7 @@ from ._sharedmem import (
     ShmArray,
 )
 from .ingest import get_ingestormod
+from .types import Struct
 from ._source import (
     base_iohlc_dtype,
     Symbol,
@@ -84,7 +84,7 @@ if TYPE_CHECKING:
 log = get_logger(__name__)
 
 
-class _FeedsBus(BaseModel):
+class _FeedsBus(Struct):
     '''
     Data feeds broadcaster and persistence management.
 
@@ -100,10 +100,6 @@ class _FeedsBus(BaseModel):
           a dedicated cancel scope.
 
     '''
-    class Config:
-        arbitrary_types_allowed = True
-        underscore_attrs_are_private = False
-
     brokername: str
     nursery: trio.Nursery
     feeds: dict[str, tuple[dict, dict]] = {}
@@ -313,7 +309,7 @@ async def start_backfill(
             # when no tsdb "last datum" is provided, we just load
             # some near-term history.
             periods = {
-                1: {'days': 1},
+                1: {'seconds': 4000},
                 60: {'days': 14},
             }
 

piker/data/marketstore.py

@@ -37,7 +37,7 @@ import time
 from math import isnan
 
 from bidict import bidict
-import msgpack
+from msgspec.msgpack import encode, decode
 import pyqtgraph as pg
 import numpy as np
 import tractor
@@ -774,12 +774,13 @@ 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 +1,84 @@
+# piker: trading gear for hackers
+# Copyright (C) Guillermo Rodriguez (in stewardship for piker0)
+
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU Affero General Public License for more details.
+
+# You should have received a copy of the GNU Affero General Public License
+# along with this program.  If not, see <https://www.gnu.org/licenses/>.
+
+"""
+Built-in (extension) types.
+
+"""
+import sys
+from typing import Optional
+from pprint import pformat
+
+import msgspec
+
+
+class Struct(
+    msgspec.Struct,
+
+    # https://jcristharif.com/msgspec/structs.html#tagged-unions
+    # tag='pikerstruct',
+    # tag=True,
+):
+    '''
+    A "human friendlier" (aka repl buddy) struct subtype.
+
+    '''
+    def to_dict(self) -> dict:
+        return {
+            f: getattr(self, f)
+            for f in self.__struct_fields__
+        }
+
+    def __repr__(self):
+        # only turn on pprint when we detect a python REPL
+        # at runtime B)
+        if (
+            hasattr(sys, 'ps1')
+            # TODO: check if we're in pdb
+        ):
+            return f'Struct({pformat(self.to_dict())})'
+
+        return super().__repr__()
+
+    def copy(
+        self,
+        update: Optional[dict] = None,
+
+    ) -> msgspec.Struct:
+        '''
+        Validate-typecast all self defined fields, return a copy of us
+        with all such fields.
+
+        This is kinda like the default behaviour in `pydantic.BaseModel`.
+
+        '''
+        if update:
+            for k, v in update.items():
+                setattr(self, k, v)
+
+        # roundtrip serialize to validate
+        return msgspec.msgpack.Decoder(
+            type=type(self)
+        ).decode(
+            msgspec.msgpack.Encoder().encode(self)
+        )
+
+    def typecast(
+        self,
+        # fields: Optional[list[str]] = None,
+    ) -> None:
+        for fname, ftype in self.__annotations__.items():
+            setattr(self, fname, ftype(getattr(self, fname)))

piker/fsp/_api.py

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

piker/fsp/_engine.py

@@ -114,7 +114,7 @@ async def fsp_compute(
         dict[str, np.ndarray],  # multi-output case
         np.ndarray,  # single output case
     ]
-    history_output = await out_stream.__anext__()
+    history_output = await anext(out_stream)
 
     func_name = func.__name__
     profiler(f'{func_name} generated history')
@@ -284,9 +284,10 @@ 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)
@@ -374,7 +375,8 @@ async def cascade(
                             'key': dst_shm_token,
                             'first': dst._first.value,
                             'last': dst._last.value,
-                    }})
+                        }
+                    })
                     return tracker, index
 
                 def is_synced(

piker/pp.py

@@ -0,0 +1,975 @@
+# piker: trading gear for hackers
+# Copyright (C) Tyler Goodlet (in stewardship for pikers)
+
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU Affero General Public License for more details.
+
+# You should have received a copy of the GNU Affero General Public License
+
+# along with this program.  If not, see <https://www.gnu.org/licenses/>.
+'''
+Personal/Private position parsing, calculating, summarizing in a way
+that doesn't try to cuk most humans who prefer to not lose their moneys..
+(looking at you `ib` and dirt-bird friends)
+
+'''
+from contextlib import contextmanager as cm
+from pprint import pformat
+import os
+from os import path
+from math import copysign
+import re
+import time
+from typing import (
+    Any,
+    Optional,
+    Union,
+)
+
+import pendulum
+from pendulum import datetime, now
+import tomli
+import toml
+
+from . import config
+from .brokers import get_brokermod
+from .clearing._messages import BrokerdPosition, Status
+from .data._source import Symbol
+from .log import get_logger
+from .data.types import Struct
+
+log = get_logger(__name__)
+
+
+@cm
+def open_trade_ledger(
+    broker: str,
+    account: str,
+
+) -> str:
+    '''
+    Indempotently create and read in a trade log file from the
+    ``<configuration_dir>/ledgers/`` directory.
+
+    Files are named per broker account of the form
+    ``<brokername>_<accountname>.toml``. The ``accountname`` here is the
+    name as defined in the user's ``brokers.toml`` config.
+
+    '''
+    ldir = path.join(config._config_dir, 'ledgers')
+    if not path.isdir(ldir):
+        os.makedirs(ldir)
+
+    fname = f'trades_{broker}_{account}.toml'
+    tradesfile = path.join(ldir, fname)
+
+    if not path.isfile(tradesfile):
+        log.info(
+            f'Creating new local trades ledger: {tradesfile}'
+        )
+        with open(tradesfile, 'w') as cf:
+            pass  # touch
+    with open(tradesfile, 'rb') as cf:
+        start = time.time()
+        ledger = tomli.load(cf)
+        print(f'Ledger load took {time.time() - start}s')
+        cpy = ledger.copy()
+
+    try:
+        yield cpy
+    finally:
+        if cpy != ledger:
+            # TODO: show diff output?
+            # https://stackoverflow.com/questions/12956957/print-diff-of-python-dictionaries
+            print(f'Updating ledger for {tradesfile}:\n')
+            ledger.update(cpy)
+
+            # we write on close the mutated ledger data
+            with open(tradesfile, 'w') as cf:
+                toml.dump(ledger, cf)
+
+
+class Transaction(Struct, frozen=True):
+    # TODO: should this be ``.to`` (see below)?
+    fqsn: str
+
+    tid: Union[str, int]  # unique transaction id
+    size: float
+    price: float
+    cost: float  # commisions or other additional costs
+    dt: datetime
+    expiry: Optional[datetime] = None
+
+    # optional key normally derived from the broker
+    # backend which ensures the instrument-symbol this record
+    # is for is truly unique.
+    bsuid: Optional[Union[str, int]] = None
+
+    # optional fqsn for the source "asset"/money symbol?
+    # from: Optional[str] = None
+
+
+class Position(Struct):
+    '''
+    Basic pp (personal/piker position) model with attached clearing
+    transaction history.
+
+    '''
+    symbol: Symbol
+
+    # can be +ve or -ve for long/short
+    size: float
+
+    # "breakeven price" above or below which pnl moves above and below
+    # zero for the entirety of the current "trade state".
+    ppu: float
+
+    # unique backend symbol id
+    bsuid: str
+
+    split_ratio: Optional[int] = None
+
+    # ordered record of known constituent trade messages
+    clears: dict[
+        Union[str, int, Status],  # trade id
+        dict[str, Any],  # transaction history summaries
+    ] = {}
+    first_clear_dt: Optional[datetime] = None
+
+    expiry: Optional[datetime] = None
+
+    def to_dict(self) -> dict:
+        return {
+            f: getattr(self, f)
+            for f in self.__struct_fields__
+        }
+
+    def to_pretoml(self) -> tuple[str, dict]:
+        '''
+        Prep this position's data contents for export to toml including
+        re-structuring of the ``.clears`` table to an array of
+        inline-subtables for better ``pps.toml`` compactness.
+
+        '''
+        d = self.to_dict()
+        clears = d.pop('clears')
+        expiry = d.pop('expiry')
+
+        if self.split_ratio is None:
+            d.pop('split_ratio')
+
+        # should be obvious from clears/event table
+        d.pop('first_clear_dt')
+
+        # TODO: we need to figure out how to have one top level
+        # listing venue here even when the backend isn't providing
+        # it via the trades ledger..
+        # drop symbol obj in serialized form
+        s = d.pop('symbol')
+        fqsn = s.front_fqsn()
+
+        if self.expiry is None:
+            d.pop('expiry', None)
+        elif expiry:
+            d['expiry'] = str(expiry)
+
+        toml_clears_list = []
+
+        # reverse sort so latest clears are at top of section?
+        for tid, data in sorted(
+            list(clears.items()),
+
+            # sort by datetime
+            key=lambda item: item[1]['dt'],
+        ):
+            inline_table = toml.TomlDecoder().get_empty_inline_table()
+
+            # serialize datetime to parsable `str`
+            inline_table['dt'] = str(data['dt'])
+
+            # insert optional clear fields in column order
+            for k in ['ppu', 'accum_size']:
+                val = data.get(k)
+                if val:
+                    inline_table[k] = val
+
+            # insert required fields
+            for k in ['price', 'size', 'cost']:
+                inline_table[k] = data[k]
+
+            inline_table['tid'] = tid
+            toml_clears_list.append(inline_table)
+
+        d['clears'] = toml_clears_list
+
+        return fqsn, d
+
+    def ensure_state(self) -> None:
+        '''
+        Audit either the `.size` and `.ppu` local instance vars against
+        the clears table calculations and return the calc-ed values if
+        they differ and log warnings to console.
+
+        '''
+        clears = list(self.clears.values())
+        self.first_clear_dt = min(list(entry['dt'] for entry in clears))
+        last_clear = clears[-1]
+
+        csize = self.calc_size()
+        accum = last_clear['accum_size']
+        if not self.expired():
+            if (
+                csize != accum
+                and csize != round(accum * self.split_ratio or 1)
+            ):
+                raise ValueError(f'Size mismatch: {csize}')
+        else:
+            assert csize == 0, 'Contract is expired but non-zero size?'
+
+        if self.size != csize:
+            log.warning(
+                'Position state mismatch:\n'
+                f'{self.size} => {csize}'
+            )
+            self.size = csize
+
+        cppu = self.calc_ppu()
+        ppu = last_clear['ppu']
+        if (
+            cppu != ppu
+            and self.split_ratio is not None
+            # handle any split info entered (for now) manually by user
+            and cppu != (ppu / self.split_ratio)
+        ):
+            raise ValueError(f'PPU mismatch: {cppu}')
+
+        if self.ppu != cppu:
+            log.warning(
+                'Position state mismatch:\n'
+                f'{self.ppu} => {cppu}'
+            )
+            self.ppu = cppu
+
+    def update_from_msg(
+        self,
+        msg: BrokerdPosition,
+
+    ) -> None:
+
+        # XXX: better place to do this?
+        symbol = self.symbol
+
+        lot_size_digits = symbol.lot_size_digits
+        ppu, size = (
+            round(
+                msg['avg_price'],
+                ndigits=symbol.tick_size_digits
+            ),
+            round(
+                msg['size'],
+                ndigits=lot_size_digits
+            ),
+        )
+
+        self.ppu = ppu
+        self.size = size
+
+    @property
+    def dsize(self) -> float:
+        '''
+        The "dollar" size of the pp, normally in trading (fiat) unit
+        terms.
+
+        '''
+        return self.ppu * self.size
+
+    # TODO: idea: "real LIFO" dynamic positioning.
+    # - when a trade takes place where the pnl for
+    # the (set of) trade(s) is below the breakeven price
+    # it may be that the trader took a +ve pnl on a short(er)
+    # term trade in the same account.
+    # - in this case we could recalc the be price to
+    # be reverted back to it's prior value before the nearest term
+    # trade was opened.?
+    # def lifo_price() -> float:
+    #     ...
+
+    def calc_ppu(
+        self,
+        # include transaction cost in breakeven price
+        # and presume the worst case of the same cost
+        # to exit this transaction (even though in reality
+        # it will be dynamic based on exit stratetgy).
+        cost_scalar: float = 2,
+
+    ) -> float:
+        '''
+        Compute the "price-per-unit" price for the given non-zero sized
+        rolling position.
+
+        The recurrence relation which computes this (exponential) mean
+        per new clear which **increases** the accumulative postiion size
+        is:
+
+        ppu[-1] = (
+            ppu[-2] * accum_size[-2]
+            +
+            ppu[-1] * size
+        ) / accum_size[-1]
+
+        where `cost_basis` for the current step is simply the price
+        * size of the most recent clearing transaction.
+
+        '''
+        asize_h: list[float] = []  # historical accumulative size
+        ppu_h: list[float] = []  # historical price-per-unit
+
+        clears = list(self.clears.items())
+
+        for i, (tid, entry) in enumerate(clears):
+
+            clear_size = entry['size']
+            clear_price = entry['price']
+
+            last_accum_size = asize_h[-1] if asize_h else 0
+            accum_size = last_accum_size + clear_size
+            accum_sign = copysign(1, accum_size)
+
+            sign_change: bool = False
+
+            if accum_size == 0:
+                ppu_h.append(0)
+                asize_h.append(0)
+                continue
+
+            # test if the pp somehow went "passed" a net zero size state
+            # resulting in a change of the "sign" of the size (+ve for
+            # long, -ve for short).
+            sign_change = (
+                copysign(1, last_accum_size) + accum_sign == 0
+                and last_accum_size != 0
+            )
+
+            # since we passed the net-zero-size state the new size
+            # after sum should be the remaining size the new
+            # "direction" (aka, long vs. short) for this clear.
+            if sign_change:
+                clear_size = accum_size
+                abs_diff = abs(accum_size)
+                asize_h.append(0)
+                ppu_h.append(0)
+
+            else:
+                # old size minus the new size gives us size diff with
+                # +ve -> increase in pp size
+                # -ve -> decrease in pp size
+                abs_diff = abs(accum_size) - abs(last_accum_size)
+
+            # XXX: LIFO breakeven price update. only an increaze in size
+            # of the position contributes the breakeven price,
+            # a decrease does not (i.e. the position is being made
+            # smaller).
+            # abs_clear_size = abs(clear_size)
+            abs_new_size = abs(accum_size)
+
+            if abs_diff > 0:
+
+                cost_basis = (
+                    # cost basis for this clear
+                    clear_price * abs(clear_size)
+                    +
+                    # transaction cost
+                    accum_sign * cost_scalar * entry['cost']
+                )
+
+                if asize_h:
+                    size_last = abs(asize_h[-1])
+                    cb_last = ppu_h[-1] * size_last
+                    ppu = (cost_basis + cb_last) / abs_new_size
+
+                else:
+                    ppu = cost_basis / abs_new_size
+
+                ppu_h.append(ppu)
+                asize_h.append(accum_size)
+
+            else:
+                # on "exit" clears from a given direction,
+                # only the size changes not the price-per-unit
+                # need to be updated since the ppu remains constant
+                # and gets weighted by the new size.
+                asize_h.append(accum_size)
+                ppu_h.append(ppu_h[-1])
+
+        final_ppu = ppu_h[-1] if ppu_h else 0
+
+        # handle any split info entered (for now) manually by user
+        if self.split_ratio is not None:
+            final_ppu /= self.split_ratio
+
+        return final_ppu
+
+    def expired(self) -> bool:
+        '''
+        Predicate which checks if the contract/instrument is past its expiry.
+
+        '''
+        return bool(self.expiry) and self.expiry < now()
+
+    def calc_size(self) -> float:
+        '''
+        Calculate the unit size of this position in the destination
+        asset using the clears/trade event table; zero if expired.
+
+        '''
+        size: float = 0
+
+        # time-expired pps (normally derivatives) are "closed"
+        # and have a zero size.
+        if self.expired():
+            return 0
+
+        for tid, entry in self.clears.items():
+            size += entry['size']
+
+        if self.split_ratio is not None:
+            size = round(size * self.split_ratio)
+
+        return size
+
+    def minimize_clears(
+        self,
+
+    ) -> dict[str, dict]:
+        '''
+        Minimize the position's clears entries by removing
+        all transactions before the last net zero size to avoid
+        unecessary history irrelevant to the current pp state.
+
+        '''
+        size: float = 0
+        clears_since_zero: list[tuple(str, dict)] = []
+
+        # TODO: we might just want to always do this when iterating
+        # a ledger? keep a state of the last net-zero and only do the
+        # full iterate when no state was stashed?
+
+        # scan for the last "net zero" position by iterating
+        # transactions until the next net-zero size, rinse, repeat.
+        for tid, clear in self.clears.items():
+            size += clear['size']
+            clears_since_zero.append((tid, clear))
+
+            if size == 0:
+                clears_since_zero.clear()
+
+        self.clears = dict(clears_since_zero)
+        return self.clears
+
+    def add_clear(
+        self,
+        t: Transaction,
+    ) -> dict:
+        '''
+        Update clearing table and populate rolling ppu and accumulative
+        size in both the clears entry and local attrs state.
+
+        '''
+        clear = self.clears[t.tid] = {
+            'cost': t.cost,
+            'price': t.price,
+            'size': t.size,
+            'dt': t.dt,
+        }
+
+        # TODO: compute these incrementally instead
+        # of re-looping through each time resulting in O(n**2)
+        # behaviour..?
+
+        # NOTE: we compute these **after** adding the entry in order to
+        # make the recurrence relation math work inside
+        # ``.calc_size()``.
+        self.size = clear['accum_size'] = self.calc_size()
+        self.ppu = clear['ppu'] = self.calc_ppu()
+
+        return clear
+
+    def sugest_split(self) -> float:
+        ...
+
+
+class PpTable(Struct):
+
+    brokername: str
+    acctid: str
+    pps: dict[str, Position]
+    conf: Optional[dict] = {}
+
+    def update_from_trans(
+        self,
+        trans: dict[str, Transaction],
+        cost_scalar: float = 2,
+
+    ) -> dict[str, Position]:
+
+        pps = self.pps
+        updated: dict[str, Position] = {}
+
+        # lifo update all pps from records
+        for tid, t in trans.items():
+
+            pp = pps.setdefault(
+                t.bsuid,
+
+                # if no existing pp, allocate fresh one.
+                Position(
+                    Symbol.from_fqsn(
+                        t.fqsn,
+                        info={},
+                    ),
+                    size=0.0,
+                    ppu=0.0,
+                    bsuid=t.bsuid,
+                    expiry=t.expiry,
+                )
+            )
+            clears = pp.clears
+            if clears:
+                first_clear_dt = pp.first_clear_dt
+
+                # don't do updates for ledger records we already have
+                # included in the current pps state.
+                if (
+                    t.tid in clears
+                    or first_clear_dt and t.dt < first_clear_dt
+                ):
+                    # NOTE: likely you'll see repeats of the same
+                    # ``Transaction`` passed in here if/when you are restarting
+                    # a ``brokerd.ib`` where the API will re-report trades from
+                    # the current session, so we need to make sure we don't
+                    # "double count" these in pp calculations.
+                    continue
+
+            # update clearing table
+            pp.add_clear(t)
+            updated[t.bsuid] = pp
+
+        # minimize clears tables and update sizing.
+        for bsuid, pp in updated.items():
+            pp.ensure_state()
+
+        return updated
+
+    def dump_active(
+        self,
+    ) -> tuple[
+        dict[str, Position],
+        dict[str, Position]
+    ]:
+        '''
+        Iterate all tabulated positions, render active positions to
+        a ``dict`` format amenable to serialization (via TOML) and drop
+        from state (``.pps``) as well as return in a ``dict`` all
+        ``Position``s which have recently closed.
+
+        '''
+        # NOTE: newly closed position are also important to report/return
+        # since a consumer, like an order mode UI ;), might want to react
+        # based on the closure (for example removing the breakeven line
+        # and clearing the entry from any lists/monitors).
+        closed_pp_objs: dict[str, Position] = {}
+        open_pp_objs: dict[str, Position] = {}
+
+        pp_objs = self.pps
+        for bsuid in list(pp_objs):
+            pp = pp_objs[bsuid]
+
+            # XXX: debug hook for size mismatches
+            # qqqbsuid = 320227571
+            # if bsuid == qqqbsuid:
+            #     breakpoint()
+
+            pp.ensure_state()
+
+            if (
+                # "net-zero" is a "closed" position
+                pp.size == 0
+
+                # time-expired pps (normally derivatives) are "closed"
+                or (pp.expiry and pp.expiry < now())
+            ):
+                # for expired cases
+                pp.size = 0
+
+                # NOTE: we DO NOT pop the pp here since it can still be
+                # used to check for duplicate clears that may come in as
+                # new transaction from some backend API and need to be
+                # ignored; the closed positions won't be written to the
+                # ``pps.toml`` since ``pp_active_entries`` above is what's
+                # written.
+                closed_pp_objs[bsuid] = pp
+
+            else:
+                open_pp_objs[bsuid] = pp
+
+        return open_pp_objs, closed_pp_objs
+
+    def to_toml(
+        self,
+    ) -> dict[str, Any]:
+
+        active, closed = self.dump_active()
+
+        # ONLY dict-serialize all active positions; those that are closed
+        # we don't store in the ``pps.toml``.
+        to_toml_dict = {}
+
+        for bsuid, pos in active.items():
+
+            # keep the minimal amount of clears that make up this
+            # position since the last net-zero state.
+            pos.minimize_clears()
+            pos.ensure_state()
+
+            # serialize to pre-toml form
+            fqsn, asdict = pos.to_pretoml()
+            log.info(f'Updating active pp: {fqsn}')
+
+            # XXX: ugh, it's cuz we push the section under
+            # the broker name.. maybe we need to rethink this?
+            brokerless_key = fqsn.removeprefix(f'{self.brokername}.')
+            to_toml_dict[brokerless_key] = asdict
+
+        return to_toml_dict
+
+    def write_config(self) -> None:
+        '''
+        Write the current position table to the user's ``pps.toml``.
+
+        '''
+        # TODO: show diff output?
+        # https://stackoverflow.com/questions/12956957/print-diff-of-python-dictionaries
+        print(f'Updating ``pps.toml`` for {path}:\n')
+
+        # active, closed_pp_objs = table.dump_active()
+        pp_entries = self.to_toml()
+        self.conf[self.brokername][self.acctid] = pp_entries
+
+        # TODO: why tf haven't they already done this for inline
+        # tables smh..
+        enc = PpsEncoder(preserve=True)
+        # table_bs_type = type(toml.TomlDecoder().get_empty_inline_table())
+        enc.dump_funcs[
+            toml.decoder.InlineTableDict
+        ] = enc.dump_inline_table
+
+        config.write(
+            self.conf,
+            'pps',
+            encoder=enc,
+        )
+
+
+def load_pps_from_ledger(
+
+    brokername: str,
+    acctname: str,
+
+    # post normalization filter on ledger entries to be processed
+    filter_by: Optional[list[dict]] = None,
+
+) -> tuple[
+    dict[str, Transaction],
+    dict[str, Position],
+]:
+    '''
+    Open a ledger file by broker name and account and read in and
+    process any trade records into our normalized ``Transaction`` form
+    and then update the equivalent ``Pptable`` and deliver the two
+    bsuid-mapped dict-sets of the transactions and pps.
+
+    '''
+    with (
+        open_trade_ledger(brokername, acctname) as ledger,
+        open_pps(brokername, acctname) as table,
+    ):
+        if not ledger:
+            # null case, no ledger file with content
+            return {}
+
+        mod = get_brokermod(brokername)
+        src_records: dict[str, Transaction] = mod.norm_trade_records(ledger)
+
+        if filter_by:
+            records = {}
+            bsuids = set(filter_by)
+            for tid, r in src_records.items():
+                if r.bsuid in bsuids:
+                    records[tid] = r
+        else:
+            records = src_records
+
+        updated = table.update_from_trans(records)
+
+    return records, updated
+
+
+# TODO: instead see if we can hack tomli and tomli-w to do the same:
+# - https://github.com/hukkin/tomli
+# - https://github.com/hukkin/tomli-w
+class PpsEncoder(toml.TomlEncoder):
+    '''
+    Special "styled" encoder that makes a ``pps.toml`` redable and
+    compact by putting `.clears` tables inline and everything else
+    flat-ish.
+
+    '''
+    separator = ','
+
+    def dump_list(self, v):
+        '''
+        Dump an inline list with a newline after every element and
+        with consideration for denoted inline table types.
+
+        '''
+        retval = "[\n"
+        for u in v:
+            if isinstance(u, toml.decoder.InlineTableDict):
+                out = self.dump_inline_table(u)
+            else:
+                out = str(self.dump_value(u))
+
+            retval += " " + out + "," + "\n"
+        retval += "]"
+        return retval
+
+    def dump_inline_table(self, section):
+        """Preserve inline table in its compact syntax instead of expanding
+        into subsection.
+        https://github.com/toml-lang/toml#user-content-inline-table
+        """
+        val_list = []
+        for k, v in section.items():
+            # if isinstance(v, toml.decoder.InlineTableDict):
+            if isinstance(v, dict):
+                val = self.dump_inline_table(v)
+            else:
+                val = str(self.dump_value(v))
+
+            val_list.append(k + " = " + val)
+
+        retval = "{ " + ", ".join(val_list) + " }"
+        return retval
+
+    def dump_sections(self, o, sup):
+        retstr = ""
+        if sup != "" and sup[-1] != ".":
+            sup += '.'
+        retdict = self._dict()
+        arraystr = ""
+        for section in o:
+            qsection = str(section)
+            value = o[section]
+
+            if not re.match(r'^[A-Za-z0-9_-]+$', section):
+                qsection = toml.encoder._dump_str(section)
+
+            # arrayoftables = False
+            if (
+                self.preserve
+                and isinstance(value, toml.decoder.InlineTableDict)
+            ):
+                retstr += (
+                    qsection
+                    +
+                    " = "
+                    +
+                    self.dump_inline_table(o[section])
+                    +
+                    '\n'  # only on the final terminating left brace
+                )
+
+            # XXX: this code i'm pretty sure is just blatantly bad
+            # and/or wrong..
+            # if isinstance(o[section], list):
+            #     for a in o[section]:
+            #         if isinstance(a, dict):
+            #             arrayoftables = True
+            # if arrayoftables:
+            #     for a in o[section]:
+            #         arraytabstr = "\n"
+            #         arraystr += "[[" + sup + qsection + "]]\n"
+            #         s, d = self.dump_sections(a, sup + qsection)
+            #         if s:
+            #             if s[0] == "[":
+            #                 arraytabstr += s
+            #             else:
+            #                 arraystr += s
+            #         while d:
+            #             newd = self._dict()
+            #             for dsec in d:
+            #                 s1, d1 = self.dump_sections(d[dsec], sup +
+            #                                             qsection + "." +
+            #                                             dsec)
+            #                 if s1:
+            #                     arraytabstr += ("[" + sup + qsection +
+            #                                     "." + dsec + "]\n")
+            #                     arraytabstr += s1
+            #                 for s1 in d1:
+            #                     newd[dsec + "." + s1] = d1[s1]
+            #             d = newd
+            #         arraystr += arraytabstr
+
+            elif isinstance(value, dict):
+                retdict[qsection] = o[section]
+
+            elif o[section] is not None:
+                retstr += (
+                    qsection
+                    +
+                    " = "
+                    +
+                    str(self.dump_value(o[section]))
+                )
+
+                # if not isinstance(value, dict):
+                if not isinstance(value, toml.decoder.InlineTableDict):
+                    # inline tables should not contain newlines:
+                    # https://toml.io/en/v1.0.0#inline-table
+                    retstr += '\n'
+
+            else:
+                raise ValueError(value)
+
+        retstr += arraystr
+        return (retstr, retdict)
+
+
+@cm
+def open_pps(
+    brokername: str,
+    acctid: str,
+    write_on_exit: bool = True,
+
+) -> PpTable:
+    '''
+    Read out broker-specific position entries from
+    incremental update file: ``pps.toml``.
+
+    '''
+    conf, path = config.load('pps')
+    brokersection = conf.setdefault(brokername, {})
+    pps = brokersection.setdefault(acctid, {})
+
+    # TODO: ideally we can pass in an existing
+    # pps state to this right? such that we
+    # don't have to do a ledger reload all the
+    # time.. a couple ideas I can think of,
+    # - mirror this in some client side actor which
+    #   does the actual ledger updates (say the paper
+    #   engine proc if we decide to always spawn it?),
+    # - do diffs against updates from the ledger writer
+    #   actor and the in-mem state here?
+
+    pp_objs = {}
+    table = PpTable(
+        brokername,
+        acctid,
+        pp_objs,
+        conf=conf,
+    )
+
+    # unmarshal/load ``pps.toml`` config entries into object form
+    # and update `PpTable` obj entries.
+    for fqsn, entry in pps.items():
+        bsuid = entry['bsuid']
+
+        # convert clears sub-tables (only in this form
+        # for toml re-presentation) back into a master table.
+        clears_list = entry['clears']
+
+        # index clears entries in "object" form by tid in a top
+        # level dict instead of a list (as is presented in our
+        # ``pps.toml``).
+        clears = pp_objs.setdefault(bsuid, {})
+
+        # TODO: should be make a ``Struct`` for clear/event entries?
+        # convert "clear events table" from the toml config (list of
+        # a dicts) and load it into object form for use in position
+        # processing of new clear events.
+        trans: list[Transaction] = []
+
+        for clears_table in clears_list:
+            tid = clears_table.pop('tid')
+            dtstr = clears_table['dt']
+            dt = pendulum.parse(dtstr)
+            clears_table['dt'] = dt
+            trans.append(Transaction(
+                fqsn=bsuid,
+                bsuid=bsuid,
+                tid=tid,
+                size=clears_table['size'],
+                price=clears_table['price'],
+                cost=clears_table['cost'],
+                dt=dt,
+            ))
+            clears[tid] = clears_table
+
+        size = entry['size']
+
+        # TODO: remove but, handle old field name for now
+        ppu = entry.get('ppu', entry.get('be_price', 0))
+        split_ratio = entry.get('split_ratio')
+
+        expiry = entry.get('expiry')
+        if expiry:
+            expiry = pendulum.parse(expiry)
+
+        pp = pp_objs[bsuid] = Position(
+            Symbol.from_fqsn(fqsn, info={}),
+            size=size,
+            ppu=ppu,
+            split_ratio=split_ratio,
+            expiry=expiry,
+            bsuid=entry['bsuid'],
+        )
+
+        # XXX: super critical, we need to be sure to include
+        # all pps.toml clears to avoid reusing clears that were
+        # already included in the current incremental update
+        # state, since today's records may have already been
+        # processed!
+        for t in trans:
+            pp.add_clear(t)
+
+        # audit entries loaded from toml
+        pp.ensure_state()
+
+    try:
+        yield table
+    finally:
+        if write_on_exit:
+            table.write_config()
+
+
+if __name__ == '__main__':
+    import sys
+
+    args = sys.argv
+    assert len(args) > 1, 'Specifiy account(s) from `brokers.toml`'
+    args = args[1:]
+    for acctid in args:
+        broker, name = acctid.split('.')
+        trans, updated_pps = load_pps_from_ledger(broker, name)
+        print(
+            f'Processing transactions into pps for {broker}:{acctid}\n'
+            f'{pformat(trans)}\n\n'
+            f'{pformat(updated_pps)}'
+        )

piker/ui/_chart.py

@@ -230,18 +230,19 @@ class GodWidget(QWidget):
             # - we'll probably want per-instrument/provider state here?
             #   change the order config form over to the new chart
 
-            # XXX: since the pp config is a singleton widget we have to
-            # also switch it over to the new chart's interal-layout
-            # self.linkedsplits.chart.qframe.hbox.removeWidget(self.pp_pane)
-            chart = linkedsplits.chart
-
             # chart is already in memory so just focus it
             linkedsplits.show()
             linkedsplits.focus()
             linkedsplits.graphics_cycle()
             await trio.sleep(0)
 
+            # XXX: since the pp config is a singleton widget we have to
+            # also switch it over to the new chart's interal-layout
+            # self.linkedsplits.chart.qframe.hbox.removeWidget(self.pp_pane)
+            chart = linkedsplits.chart
+
             # resume feeds *after* rendering chart view asap
+            if chart:
                 chart.resume_all_feeds()
 
                 # TODO: we need a check to see if the chart
@@ -452,13 +453,6 @@ class LinkedSplits(QWidget):
         # add crosshair graphic
         self.chart.addItem(self.cursor)
 
-        # axis placement
-        if (
-            _xaxis_at == 'bottom' and
-            'bottom' in self.chart.plotItem.axes
-        ):
-            self.chart.hideAxis('bottom')
-
         # style?
         self.chart.setFrameStyle(
             QFrame.StyledPanel |
@@ -523,6 +517,15 @@ class LinkedSplits(QWidget):
         cpw.hideAxis('left')
         cpw.hideAxis('bottom')
 
+        if (
+            _xaxis_at == 'bottom' and (
+                self.xaxis_chart
+                or (
+                    not self.subplots
+                    and self.xaxis_chart is None
+                )
+            )
+        ):
             if self.xaxis_chart:
                 self.xaxis_chart.hideAxis('bottom')
 
@@ -531,13 +534,9 @@ class LinkedSplits(QWidget):
             # https://github.com/pikers/pyqtgraph/tree/plotitemoverlay_onto_pg_master
             # _ = self.xaxis_chart.removeAxis('bottom', unlink=False)
             # assert 'bottom' not in self.xaxis_chart.plotItem.axes
-
             self.xaxis_chart = cpw
             cpw.showAxis('bottom')
 
-        if self.xaxis_chart is None:
-            self.xaxis_chart = cpw
-
         qframe.chart = cpw
         qframe.hbox.addWidget(cpw)
 
@@ -760,9 +759,18 @@ class ChartPlotWidget(pg.PlotWidget):
 
         self.pi_overlay: PlotItemOverlay = PlotItemOverlay(self.plotItem)
 
+        # indempotent startup flag for auto-yrange subsys
+        # to detect the "first time" y-domain graphics begin
+        # to be shown in the (main) graphics view.
+        self._on_screen: bool = False
+
     def resume_all_feeds(self):
+        try:
             for feed in self._feeds.values():
                 self.linked.godwidget._root_n.start_soon(feed.resume)
+        except RuntimeError:
+            # TODO: cancel the qtractor runtime here?
+            raise
 
     def pause_all_feeds(self):
         for feed in self._feeds.values():
@@ -859,7 +867,8 @@ class ChartPlotWidget(pg.PlotWidget):
 
     def default_view(
         self,
-        bars_from_y: int = 3000,
+        bars_from_y: int = 616,
+        do_ds: bool = True,
 
     ) -> None:
         '''
@@ -920,8 +929,11 @@ class ChartPlotWidget(pg.PlotWidget):
             max=end,
             padding=0,
         )
+
+        if do_ds:
             self.view.maybe_downsample_graphics()
             view._set_yrange()
+
         try:
             self.linked.graphics_cycle()
         except IndexError:
@@ -1255,7 +1267,6 @@ class ChartPlotWidget(pg.PlotWidget):
         If ``bars_range`` is provided use that range.
 
         '''
-        # print(f'Chart[{self.name}].maxmin()')
         profiler = pg.debug.Profiler(
             msg=f'`{str(self)}.maxmin(name={name})`: `{self.name}`',
             disabled=not pg_profile_enabled(),
@@ -1287,11 +1298,18 @@ class ChartPlotWidget(pg.PlotWidget):
 
             key = round(lbar), round(rbar)
             res = flow.maxmin(*key)
-            if res == (None, None):
+
-                log.error(
+            if (
+                res is None
+            ):
+                log.warning(
                     f"{flow_key} no mxmn for bars_range => {key} !?"
                 )
                 res = 0, 0
+                if not self._on_screen:
+                    self.default_view(do_ds=False)
+                    self._on_screen = True
 
         profiler(f'yrange mxmn: {key} -> {res}')
+        # print(f'{flow_key} yrange mxmn: {key} -> {res}')
         return res

piker/ui/_compression.py

@@ -223,14 +223,20 @@ def ds_m4(
     assert frames >= (xrange / uppx)
 
     # call into ``numba``
-    nb, i_win, y_out = _m4(
+    (
+        nb,
+        x_out,
+        y_out,
+        ymn,
+        ymx,
+    ) = _m4(
         x,
         y,
 
         frames,
 
         # TODO: see func below..
-        # i_win,
+        # x_out,
         # y_out,
 
         # first index in x data to start at
@@ -243,10 +249,11 @@ def ds_m4(
     # filter out any overshoot in the input allocation arrays by
     # removing zero-ed tail entries which should start at a certain
     # index.
-    i_win = i_win[i_win != 0]
+    x_out = x_out[x_out != 0]
-    y_out = y_out[:i_win.size]
+    y_out = y_out[:x_out.size]
 
-    return nb, i_win, y_out
+    # print(f'M4 output ymn, ymx: {ymn},{ymx}')
+    return nb, x_out, y_out, ymn, ymx
 
 
 @jit(
@@ -260,8 +267,8 @@ def _m4(
 
     frames: int,
 
-    # TODO: using this approach by having the ``.zeros()`` alloc lines
+    # TODO: using this approach, having the ``.zeros()`` alloc lines
-    # below, in put python was causing segs faults and alloc crashes..
+    # below in pure python, there were segs faults and alloc crashes..
     # we might need to see how it behaves with shm arrays and consider
     # allocating them once at startup?
 
@@ -274,14 +281,22 @@ def _m4(
     x_start: int,
     step: float,
 
-) -> int:
+) -> tuple[
-    # nbins = len(i_win)
+    int,
-    # count = len(xs)
+    np.ndarray,
+    np.ndarray,
+    float,
+    float,
+]:
+    '''
+    Implementation of the m4 algorithm in ``numba``:
+    http://www.vldb.org/pvldb/vol7/p797-jugel.pdf
 
+    '''
     # these are pre-allocated and mutated by ``numba``
     # code in-place.
     y_out = np.zeros((frames, 4), ys.dtype)
-    i_win = np.zeros(frames, xs.dtype)
+    x_out = np.zeros(frames, xs.dtype)
 
     bincount = 0
     x_left = x_start
@@ -295,24 +310,34 @@ def _m4(
 
     # set all bins in the left-most entry to the starting left-most x value
     # (aka a row broadcast).
-    i_win[bincount] = x_left
+    x_out[bincount] = x_left
     # set all y-values to the first value passed in.
     y_out[bincount] = ys[0]
 
+    # full input y-data mx and mn
+    mx: float = -np.inf
+    mn: float = np.inf
+
+    # compute OHLC style max / min values per window sized x-frame.
     for i in range(len(xs)):
+
         x = xs[i]
         y = ys[i]
+
         if x < x_left + step:   # the current window "step" is [bin, bin+1)
-            y_out[bincount, 1] = min(y, y_out[bincount, 1])
+            ymn = y_out[bincount, 1] = min(y, y_out[bincount, 1])
-            y_out[bincount, 2] = max(y, y_out[bincount, 2])
+            ymx = y_out[bincount, 2] = max(y, y_out[bincount, 2])
             y_out[bincount, 3] = y
+            mx = max(mx, ymx)
+            mn = min(mn, ymn)
+
         else:
             # Find the next bin
             while x >= x_left + step:
                 x_left += step
 
             bincount += 1
-            i_win[bincount] = x_left
+            x_out[bincount] = x_left
             y_out[bincount] = y
 
-    return bincount, i_win, y_out
+    return bincount, x_out, y_out, mn, mx

piker/ui/_display.py

@@ -105,6 +105,10 @@ def chart_maxmin(
     mn, mx = out
 
     mx_vlm_in_view = 0
+
+    # TODO: we need to NOT call this to avoid a manual
+    # np.max/min trigger and especially on the vlm_chart
+    # flows which aren't shown.. like vlm?
     if vlm_chart:
         out = vlm_chart.maxmin()
         if out:
@@ -132,16 +136,16 @@ class DisplayState:
     # high level chart handles
     linked: LinkedSplits
     chart: ChartPlotWidget
-    vlm_chart: ChartPlotWidget
 
     # axis labels
     l1: L1Labels
     last_price_sticky: YAxisLabel
-    vlm_sticky: YAxisLabel
 
     # misc state tracking
     vars: dict[str, Any]
 
+    vlm_chart: Optional[ChartPlotWidget] = None
+    vlm_sticky: Optional[YAxisLabel] = None
     wap_in_history: bool = False
 
 
@@ -181,9 +185,6 @@ async def graphics_update_loop(
         *ohlcv.array[-1][['index', 'close']]
     )
 
-    if vlm_chart:
-        vlm_sticky = vlm_chart._ysticks['volume']
-
     maxmin = partial(
         chart_maxmin,
         chart,
@@ -222,33 +223,9 @@ async def graphics_update_loop(
     tick_margin = 3 * tick_size
 
     chart.show()
-    # view = chart.view
     last_quote = time.time()
     i_last = ohlcv.index
 
-    # async def iter_drain_quotes():
-    #     # NOTE: all code below this loop is expected to be synchronous
-    #     # and thus draw instructions are not picked up jntil the next
-    #     # wait / iteration.
-    #     async for quotes in stream:
-    #         while True:
-    #             try:
-    #                 moar = stream.receive_nowait()
-    #             except trio.WouldBlock:
-    #                 yield quotes
-    #                 break
-    #             else:
-    #                 for sym, quote in moar.items():
-    #                     ticks_frame = quote.get('ticks')
-    #                     if ticks_frame:
-    #                         quotes[sym].setdefault(
-    #                             'ticks', []).extend(ticks_frame)
-    #                     print('pulled extra')
-
-    #                 yield quotes
-
-    # async for quotes in iter_drain_quotes():
-
     ds = linked.display_state = DisplayState(**{
         'quotes': {},
         'linked': linked,
@@ -256,8 +233,6 @@ async def graphics_update_loop(
         'ohlcv': ohlcv,
         'chart': chart,
         'last_price_sticky': last_price_sticky,
-        'vlm_chart': vlm_chart,
-        'vlm_sticky': vlm_sticky,
         'l1': l1,
 
         'vars': {
@@ -270,6 +245,11 @@ async def graphics_update_loop(
         }
     })
 
+    if vlm_chart:
+        vlm_sticky = vlm_chart._ysticks['volume']
+        ds.vlm_chart = vlm_chart
+        ds.vlm_sticky = vlm_sticky
+
     chart.default_view()
 
     # main real-time quotes update loop
@@ -293,6 +273,7 @@ async def graphics_update_loop(
 
         # chart isn't active/shown so skip render cycle and pause feed(s)
         if chart.linked.isHidden():
+            print('skipping update')
             chart.pause_all_feeds()
             continue
 
@@ -341,7 +322,7 @@ def graphics_update_cycle(
     for sym, quote in ds.quotes.items():
 
         # compute the first available graphic's x-units-per-pixel
-        uppx = vlm_chart.view.x_uppx()
+        uppx = chart.view.x_uppx()
 
         # NOTE: vlm may be written by the ``brokerd`` backend
         # event though a tick sample is not emitted.
@@ -416,10 +397,8 @@ def graphics_update_cycle(
             )
             or trigger_all
         ):
-            # TODO: we should track and compute whether the last
-            # pixel in a curve should show new data based on uppx
-            # and then iff update curves and shift?
             chart.increment_view(steps=i_diff)
+            # chart.increment_view(steps=i_diff + round(append_diff - uppx))
 
             if vlm_chart:
                 vlm_chart.increment_view(steps=i_diff)
@@ -477,7 +456,6 @@ def graphics_update_cycle(
         ):
             chart.update_graphics_from_flow(
                 chart.name,
-                # do_append=uppx < update_uppx,
                 do_append=do_append,
             )
 
@@ -808,7 +786,10 @@ async def display_symbol_data(
         async with trio.open_nursery() as ln:
 
             # if available load volume related built-in display(s)
-            if has_vlm(ohlcv):
+            if (
+                not symbol.broker_info[provider].get('no_vlm', False)
+                and has_vlm(ohlcv)
+            ):
                 vlm_chart = await ln.start(
                     open_vlm_displays,
                     linked,
@@ -843,6 +824,9 @@ async def display_symbol_data(
                     order_mode_started
                 )
             ):
+                if not vlm_chart:
+                    chart.default_view()
+
                 # let Qt run to render all widgets and make sure the
                 # sidepanes line up vertically.
                 await trio.sleep(0)

piker/ui/_editors.py

@@ -140,9 +140,9 @@ class LineEditor:
 
     ) -> LevelLine:
 
-        staged_line = self._active_staged_line
+        # staged_line = self._active_staged_line
-        if not staged_line:
+        # if not staged_line:
-            raise RuntimeError("No line is currently staged!?")
+        #     raise RuntimeError("No line is currently staged!?")
 
         # for now, until submission reponse arrives
         line.hide_labels()

piker/ui/_event.py

@@ -21,7 +21,6 @@ Qt event proxying and processing using ``trio`` mem chans.
 from contextlib import asynccontextmanager, AsyncExitStack
 from typing import Callable
 
-from pydantic import BaseModel
 import trio
 from PyQt5 import QtCore
 from PyQt5.QtCore import QEvent, pyqtBoundSignal
@@ -30,6 +29,8 @@ from PyQt5.QtWidgets import (
     QGraphicsSceneMouseEvent as gs_mouse,
 )
 
+from ..data.types import Struct
+
 
 MOUSE_EVENTS = {
     gs_mouse.GraphicsSceneMousePress,
@@ -43,13 +44,10 @@ 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 +55,13 @@ 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

piker/ui/_flows.py

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

piker/ui/_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)
 
 

piker/ui/_fsp.py

@@ -27,12 +27,13 @@ from itertools import cycle
 from typing import Optional, AsyncGenerator, Any
 
 import numpy as np
-from pydantic import create_model
+import msgspec
 import tractor
 import pyqtgraph as pg
 import trio
 from trio_typing import TaskStatus
 
+from piker.data.types import Struct
 from ._axes import PriceAxis
 from .._cacheables import maybe_open_context
 from ..calc import humanize
@@ -53,7 +54,7 @@ from ._forms import (
 from ..fsp._api import maybe_mk_fsp_shm, Fsp
 from ..fsp import cascade
 from ..fsp._volume import (
-    tina_vwap,
+    # tina_vwap,
     dolla_vlm,
     flow_rates,
 )
@@ -153,12 +154,13 @@ async def open_fsp_sidepane(
     )
 
     # https://pydantic-docs.helpmanual.io/usage/models/#dynamic-model-creation
-    FspConfig = create_model(
+    FspConfig = msgspec.defstruct(
-        'FspConfig',
+        "Point",
-        name=name,
+        [('name', name)] + list(params.items()),
-        **params,
+        bases=(Struct,),
     )
-    sidepane.model = FspConfig()
+    model = FspConfig(name=name, **params)
+    sidepane.model = model
 
     # just a logger for now until we get fsp configs up and running.
     async def settings_change(
@@ -440,7 +442,9 @@ class FspAdmin:
                         # if the chart isn't hidden try to update
                         # the data on screen.
                         if not self.linked.isHidden():
-                            log.debug(f'Re-syncing graphics for fsp: {ns_path}')
+                            log.debug(
+                                f'Re-syncing graphics for fsp: {ns_path}'
+                            )
                             self.linked.graphics_cycle(
                                 trigger_all=True,
                                 prepend_update_index=info['first'],
@@ -469,9 +473,10 @@ class FspAdmin:
             target=target,
             readonly=True,
         )
-        self._flow_registry[
+        self._flow_registry[(
-            (self.src_shm._token, target.name)
+            self.src_shm._token,
-        ] = dst_shm._token
+            target.name
+        )] = dst_shm._token
 
         # if not opened:
         #     raise RuntimeError(
@@ -639,20 +644,25 @@ async def open_vlm_displays(
             names: list[str],
 
         ) -> tuple[float, float]:
+            '''
+            Flows "group" maxmin loop; assumes all named flows
+            are in the same co-domain and thus can be sorted
+            as one set.
 
+            Iterates all the named flows and calls the chart
+            api to find their range values and return.
+
+            TODO: really we should probably have a more built-in API
+            for this?
+
+            '''
             mx = 0
             for name in names:
-
+                ymn, ymx = chart.maxmin(name=name)
-                mxmn = chart.maxmin(name=name)
+                mx = max(mx, ymx)
-                if mxmn:
-                    ymax = mxmn[1]
-                    if ymax > mx:
-                        mx = ymax
 
             return 0, mx
 
-        chart.view.maxmin = partial(multi_maxmin, names=['volume'])
-
         # TODO: fix the x-axis label issue where if you put
         # the axis on the left it's totally not lined up...
         # show volume units value on LHS (for dinkus)
@@ -776,6 +786,7 @@ async def open_vlm_displays(
 
             ) -> None:
                 for name in names:
+
                     if 'dark' in name:
                         color = dark_vlm_color
                     elif 'rate' in name:

piker/ui/_interaction.py

@@ -221,6 +221,7 @@ async def handle_viewmode_kb_inputs(
             # 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 +229,6 @@ 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'
@@ -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(
@@ -669,7 +673,10 @@ 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()
@@ -923,6 +930,7 @@ class ChartView(ViewBox):
                     # XXX: super important to be aware of this.
                     # or not flow.graphics.isVisible()
                 ):
+                    # print(f'skipping {flow.name}')
                     continue
 
                 # pass in no array which will read and render from the last

piker/ui/_lines.py

@@ -421,6 +421,10 @@ class LevelLine(pg.InfiniteLine):
 
         return path
 
+    @property
+    def marker(self) -> LevelMarker:
+        return self._marker
+
     def hoverEvent(self, ev):
         '''
         Mouse hover callback.

piker/ui/_orm.py

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

piker/ui/_overlay.py

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

piker/ui/_pathops.py

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

piker/ui/_position.py

@@ -19,6 +19,7 @@ Position info and display
 
 """
 from __future__ import annotations
+from copy import copy
 from dataclasses import dataclass
 from functools import partial
 from math import floor, copysign
@@ -105,8 +106,8 @@ async def update_pnl_from_feed(
                             # compute and display pnl status
                             order_mode.pane.pnl_label.format(
                                 pnl=copysign(1, size) * pnl(
-                                    # live.avg_price,
+                                    # live.ppu,
-                                    order_mode.current_pp.live_pp.avg_price,
+                                    order_mode.current_pp.live_pp.ppu,
                                     tick['price'],
                                 ),
                             )
@@ -165,12 +166,29 @@ 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(pp=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':
@@ -206,25 +224,28 @@ class SettingsPane:
             # 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(
@@ -246,29 +267,42 @@ 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
 
+            # don't log account "change" case since it'll be submitted
+            # on every mouse interaction.
             log.info(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,
+        pp: PositionTracker,
+
+    ) -> None:
+
+        alloc = pp.alloc
+        slots = alloc.slots
+        used = alloc.slots_used(pp.live_pp)
 
         # 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()
 
-        # 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
 
         self.step_label.format(
@@ -286,23 +320,7 @@ class SettingsPane:
         self.form.fields['limit'].setText(str(limit))
 
         # update of level marker size label based on any new settings
-        tracker.update_from_pp()
+        pp.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
@@ -356,7 +374,7 @@ class SettingsPane:
             # last historical close price
             last = feed.shm.array[-1][['close']][0]
             pnl_value = copysign(1, size) * pnl(
-                tracker.live_pp.avg_price,
+                tracker.live_pp.ppu,
                 last,
             )
 
@@ -440,6 +458,14 @@ def position_line(
     return line
 
 
+_derivs = (
+    'future',
+    'continuous_future',
+    'option',
+    'futures_option',
+)
+
+
 class PositionTracker:
     '''
     Track and display real-time positions for a single symbol
@@ -476,7 +502,7 @@ class PositionTracker:
 
         self.alloc = alloc
         self.startup_pp = startup_pp
-        self.live_pp = startup_pp.copy()
+        self.live_pp = copy(startup_pp)
 
         view = chart.getViewBox()
 
@@ -546,31 +572,71 @@ class PositionTracker:
     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
+
+        # update allocator settings
+        asset_type = pp.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
+
+        else:
+            alloc.size_unit = 'currency'
+
+        # 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 = self.startup_pp.size * startup_pp.ppu
+
+            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.update_line(
-            pp.avg_price,
+            pp.ppu,
             pp.size,
             self.chart.linked.symbol.lot_size_digits,
         )
 
         # label updates
         self.size_label.fields['slots_used'] = round(
-            self.alloc.slots_used(pp), ndigits=1)
+            alloc.slots_used(pp), ndigits=1)
         self.size_label.render()
 
         if pp.size == 0:
             self.hide()
 
         else:
-            self._level_marker.level = pp.avg_price
+            self._level_marker.level = pp.ppu
 
             # these updates are critical to avoid lag on view/scene changes
             self._level_marker.update()  # trigger paint

piker/ui/order_mode.py

@@ -27,20 +27,20 @@ import time
 from typing import Optional, Dict, Callable, Any
 import uuid
 
-from pydantic import BaseModel
 import tractor
 import trio
 from PyQt5.QtCore import Qt
 
 from .. import config
+from ..pp import Position
 from ..clearing._client import open_ems, OrderBook
 from ..clearing._allocate import (
     mk_allocator,
-    Position,
 )
 from ._style import _font
 from ..data._source import Symbol
 from ..data.feed import Feed
+from ..data.types import Struct
 from ..log import get_logger
 from ._editors import LineEditor, ArrowEditor
 from ._lines import order_line, LevelLine
@@ -49,17 +49,23 @@ from ._position import (
     SettingsPane,
 )
 from ._forms import FieldsForm
-# from ._label import FormatLabel
 from ._window import MultiStatus
-from ..clearing._messages import Order, BrokerdPosition
+from ..clearing._messages import (
+    Order,
+    Status,
+    # BrokerdOrder,
+    # BrokerdStatus,
+    BrokerdPosition,
+)
 from ._forms import open_form_input_handling
 
 
 log = get_logger(__name__)
 
 
-class OrderDialog(BaseModel):
+class Dialog(Struct):
-    '''Trade dialogue meta-data describing the lifetime
+    '''
+    Trade dialogue meta-data describing the lifetime
     of an order submission to ``emsd`` from a chart.
 
     '''
@@ -72,41 +78,6 @@ class OrderDialog(BaseModel):
     msgs: dict[str, dict] = {}
     fills: Dict[str, Any] = {}
 
-    class Config:
-        arbitrary_types_allowed = True
-        underscore_attrs_are_private = False
-
-
-def on_level_change_update_next_order_info(
-
-    level: float,
-
-    # these are all ``partial``-ed in at callback assignment time.
-    line: LevelLine,
-    order: Order,
-    tracker: PositionTracker,
-
-) -> None:
-    '''A callback applied for each level change to the line
-    which will recompute the order size based on allocator
-    settings. this is assigned inside
-    ``OrderMode.line_from_order()``
-
-    '''
-    # NOTE: the ``Order.account`` is set at order stage time
-    # inside ``OrderMode.line_from_order()``.
-    order_info = tracker.alloc.next_order_info(
-        startup_pp=tracker.startup_pp,
-        live_pp=tracker.live_pp,
-        price=level,
-        action=order.action,
-    )
-    line.update_labels(order_info)
-
-    # update bound-in staged order
-    order.price = level
-    order.size = order_info['size']
-
 
 @dataclass
 class OrderMode:
@@ -143,7 +114,7 @@ class OrderMode:
     current_pp: Optional[PositionTracker] = None
     active: bool = False
     name: str = 'order'
-    dialogs: dict[str, OrderDialog] = field(default_factory=dict)
+    dialogs: dict[str, Dialog] = field(default_factory=dict)
 
     _colors = {
         'alert': 'alert_yellow',
@@ -152,12 +123,45 @@ class OrderMode:
     }
     _staged_order: Optional[Order] = None
 
+    def on_level_change_update_next_order_info(
+        self,
+        level: float,
+
+        # these are all ``partial``-ed in at callback assignment time.
+        line: LevelLine,
+        order: Order,
+        tracker: PositionTracker,
+
+    ) -> None:
+        '''
+        A callback applied for each level change to the line
+        which will recompute the order size based on allocator
+        settings. this is assigned inside
+        ``OrderMode.line_from_order()``
+
+        '''
+        # NOTE: the ``Order.account`` is set at order stage time inside
+        # ``OrderMode.line_from_order()`` or is inside ``Order`` msg
+        # field for loaded orders.
+        order_info = tracker.alloc.next_order_info(
+            startup_pp=tracker.startup_pp,
+            live_pp=tracker.live_pp,
+            price=level,
+            action=order.action,
+        )
+        line.update_labels(order_info)
+
+        # update bound-in staged order
+        order.price = level
+        order.size = order_info['size']
+
+        # when an order is changed we flip the settings side-pane to
+        # reflect the corresponding account and pos info.
+        self.pane.on_ui_settings_change('account', order.account)
+
     def line_from_order(
         self,
-
         order: Order,
-        symbol: Symbol,
-
         **line_kwargs,
 
     ) -> LevelLine:
@@ -175,8 +179,8 @@ class OrderMode:
             color=self._colors[order.action],
 
             dotted=True if (
-                order.exec_mode == 'dark' and
+                order.exec_mode == 'dark'
-                order.action != 'alert'
+                and order.action != 'alert'
             ) else False,
 
             **line_kwargs,
@@ -186,10 +190,12 @@ class OrderMode:
         # immediately
         if order.action != 'alert':
             line._on_level_change = partial(
-                on_level_change_update_next_order_info,
+                self.on_level_change_update_next_order_info,
                 line=line,
                 order=order,
-                tracker=self.current_pp,
+                # use the corresponding position tracker for the
+                # order's account.
+                tracker=self.trackers[order.account],
             )
 
         else:
@@ -238,8 +244,6 @@ class OrderMode:
 
         line = self.line_from_order(
             order,
-            symbol,
-
             show_markers=True,
             # just for the stage line to avoid
             # flickering while moving the cursor
@@ -251,7 +255,6 @@ class OrderMode:
             # prevent flickering of marker while moving/tracking cursor
             only_show_markers_on_hover=False,
         )
-
         line = self.lines.stage_line(line)
 
         # hide crosshair y-line and label
@@ -264,28 +267,26 @@ class OrderMode:
 
     def submit_order(
         self,
+        send_msg: bool = True,
+        order: Optional[Order] = None,
 
-    ) -> OrderDialog:
+    ) -> Dialog:
-        '''Send execution order to EMS return a level line to
+        '''
+        Send execution order to EMS return a level line to
         represent the order on a chart.
 
         '''
+        if not order:
             staged = self._staged_order
-        symbol: Symbol = staged.symbol
+            # apply order fields for ems
             oid = str(uuid.uuid4())
+            order = staged.copy()
+            order.oid = oid
 
-        # format order data for ems
+        order.symbol = order.symbol.front_fqsn()
-        fqsn = symbol.front_fqsn()
-        order = staged.copy(
-            update={
-                'symbol': fqsn,
-                'oid': oid,
-            }
-        )
 
         line = self.line_from_order(
             order,
-            symbol,
 
             show_markers=True,
             only_show_markers_on_hover=True,
@@ -303,17 +304,17 @@ class OrderMode:
         # color once the submission ack arrives.
         self.lines.submit_line(
             line=line,
-            uuid=oid,
+            uuid=order.oid,
         )
 
-        dialog = OrderDialog(
+        dialog = Dialog(
-            uuid=oid,
+            uuid=order.oid,
             order=order,
-            symbol=symbol,
+            symbol=order.symbol,
             line=line,
             last_status_close=self.multistatus.open_status(
-                f'submitting {self._trigger_type}-{order.action}',
+                f'submitting {order.exec_mode}-{order.action}',
-                final_msg=f'submitted {self._trigger_type}-{order.action}',
+                final_msg=f'submitted {order.exec_mode}-{order.action}',
                 clear_on_next=True,
             )
         )
@@ -323,14 +324,21 @@ class OrderMode:
 
         # enter submission which will be popped once a response
         # from the EMS is received to move the order to a different# status
-        self.dialogs[oid] = dialog
+        self.dialogs[order.oid] = dialog
 
         # hook up mouse drag handlers
         line._on_drag_start = self.order_line_modify_start
         line._on_drag_end = self.order_line_modify_complete
 
         # send order cmd to ems
+        if send_msg:
             self.book.send(order)
+        else:
+            # just register for control over this order
+            # TODO: some kind of mini-perms system here based on
+            # an out-of-band tagging/auth sub-sys for multiplayer
+            # order control?
+            self.book._sent_orders[order.oid] = order
 
         return dialog
 
@@ -368,7 +376,7 @@ class OrderMode:
         self,
         uuid: str
 
-    ) -> OrderDialog:
+    ) -> Dialog:
         '''
         Order submitted status event handler.
 
@@ -423,7 +431,7 @@ class OrderMode:
         self,
 
         uuid: str,
-        msg: Dict[str, Any],
+        msg: Status,
 
     ) -> None:
 
@@ -447,7 +455,7 @@ class OrderMode:
 
                 # TODO: add in standard fill/exec info that maybe we
                 # pack in a broker independent way?
-                f'{msg["resp"]}: {msg["trigger_price"]}',
+                f'{msg.resp}: {msg.req.price}',
             ],
         )
         log.runtime(result)
@@ -507,7 +515,7 @@ class OrderMode:
                     oid = dialog.uuid
 
                     cancel_status_close = self.multistatus.open_status(
-                        f'cancelling order {oid[:6]}',
+                        f'cancelling order {oid}',
                         group_key=key,
                     )
                     dialog.last_status_close = cancel_status_close
@@ -517,6 +525,44 @@ class OrderMode:
 
         return ids
 
+    def load_unknown_dialog_from_msg(
+        self,
+        msg: Status,
+
+    ) -> Dialog:
+        # NOTE: the `.order` attr **must** be set with the
+        # equivalent order msg in order to be loaded.
+        order = msg.req
+        oid = str(msg.oid)
+        symbol = order.symbol
+
+        # TODO: MEGA UGGG ZONEEEE!
+        src = msg.src
+        if (
+            src
+            and src not in ('dark', 'paperboi')
+            and src not in symbol
+        ):
+            fqsn = symbol + '.' + src
+            brokername = src
+        else:
+            fqsn = symbol
+            *head, brokername = fqsn.rsplit('.')
+
+        # fill out complex fields
+        order.oid = str(order.oid)
+        order.brokers = [brokername]
+        order.symbol = Symbol.from_fqsn(
+            fqsn=fqsn,
+            info={},
+        )
+        dialog = self.submit_order(
+            send_msg=False,
+            order=order,
+        )
+        assert self.dialogs[oid] == dialog
+        return dialog
+
 
 @asynccontextmanager
 async def open_order_mode(
@@ -554,6 +600,7 @@ async def open_order_mode(
             trades_stream,
             position_msgs,
             brokerd_accounts,
+            ems_dialog_msgs,
         ),
         trio.open_nursery() as tn,
 
@@ -577,9 +624,9 @@ async def open_order_mode(
             providers=symbol.brokers
         )
 
-        # XXX: ``brokerd`` delivers a set of account names that it allows
+        # XXX: ``brokerd`` delivers a set of account names that it
-        # use of but the user also can define the accounts they'd like
+        # allows use of but the user also can define the accounts they'd
-        # to use, in order, in their `brokers.toml` file.
+        # like to use, in order, in their `brokers.toml` file.
         accounts = {}
         for name in brokerd_accounts:
             # ensure name is in ``brokers.toml``
@@ -592,11 +639,6 @@ async def open_order_mode(
             iter(accounts.keys())
         ) if accounts else 'paper'
 
-        # NOTE: requires the backend exactly specifies
-        # the expected symbol key in its positions msg.
-        pp_msgs = position_msgs.get(symkey, ())
-        pps_by_account = {msg['account']: msg for msg in pp_msgs}
-
         # update pp trackers with data relayed from ``brokerd``.
         for account_name in accounts:
 
@@ -604,12 +646,11 @@ async def open_order_mode(
             startup_pp = Position(
                 symbol=symbol,
                 size=0,
-                avg_price=0,
+                ppu=0,
+
+                # XXX: BLEH, do we care about this on the client side?
+                bsuid=symbol,
             )
-            msg = pps_by_account.get(account_name)
-            if msg:
-                log.info(f'Loading pp for {symkey}:\n{pformat(msg)}')
-                startup_pp.update_from_msg(msg)
 
             # allocator config
             alloc = mk_allocator(
@@ -644,7 +685,7 @@ async def open_order_mode(
         # setup order mode sidepane widgets
         form: FieldsForm = chart.sidepane
         form.vbox.setSpacing(
-            int((1 + 5/8)*_font.px_size)
+            int((1 + 5 / 8) * _font.px_size)
         )
 
         from ._feedstatus import mk_feed_label
@@ -694,7 +735,7 @@ async def open_order_mode(
         order_pane.order_mode = mode
 
         # select a pp to track
-        tracker = trackers[pp_account]
+        tracker: PositionTracker = trackers[pp_account]
         mode.current_pp = tracker
         tracker.show()
         tracker.hide_info()
@@ -705,7 +746,6 @@ async def open_order_mode(
         # to order sync pane handler
         for key in ('account', 'size_unit',):
             w = form.fields[key]
-
             w.currentTextChanged.connect(
                 partial(
                     order_pane.on_selection_change,
@@ -728,6 +768,18 @@ async def open_order_mode(
         # Begin order-response streaming
         done()
 
+        # Pack position messages by account, should only be one-to-one.
+        # NOTE: requires the backend exactly specifies
+        # the expected symbol key in its positions msg.
+        for (broker, acctid), msgs in position_msgs.items():
+            for msg in msgs:
+                log.info(f'Loading pp for {symkey}:\n{pformat(msg)}')
+                await process_trade_msg(
+                    mode,
+                    book,
+                    msg,
+                )
+
         # start async input handling for chart's view
         async with (
 
@@ -746,38 +798,61 @@ async def open_order_mode(
             # to handle input since the ems connection is ready
             started.set()
 
+            for oid, msg in ems_dialog_msgs.items():
+
+                # HACK ALERT: ensure a resp field is filled out since
+                # techincally the call below expects a ``Status``. TODO:
+                # parse into proper ``Status`` equivalents ems-side?
+                # msg.setdefault('resp', msg['broker_details']['resp'])
+                # msg.setdefault('oid', msg['broker_details']['oid'])
+                msg['brokerd_msg'] = msg
+
+                await process_trade_msg(
+                    mode,
+                    book,
+                    msg,
+                )
+
             tn.start_soon(
                 process_trades_and_update_ui,
-                tn,
-                feed,
-                mode,
                 trades_stream,
+                mode,
                 book,
             )
+
             yield mode
 
 
 async def process_trades_and_update_ui(
 
-    n: trio.Nursery,
-    feed: Feed,
-    mode: OrderMode,
     trades_stream: tractor.MsgStream,
+    mode: OrderMode,
     book: OrderBook,
 
 ) -> None:
 
-    get_index = mode.chart.get_index
-    global _pnl_tasks
-
     # this is where we receive **back** messages
     # about executions **from** the EMS actor
     async for msg in trades_stream:
+        await process_trade_msg(
+            mode,
+            book,
+            msg,
+        )
 
+
+async def process_trade_msg(
+    mode: OrderMode,
+    book: OrderBook,
+    msg: dict,
+
+) -> tuple[Dialog, Status]:
+
+    get_index = mode.chart.get_index
     fmsg = pformat(msg)
-        log.info(f'Received order msg:\n{fmsg}')
+    log.debug(f'Received order msg:\n{fmsg}')
-
     name = msg['name']
+
     if name in (
         'position',
     ):
@@ -785,19 +860,14 @@ async def process_trades_and_update_ui(
         pp_msg_symbol = msg['symbol'].lower()
         fqsn = sym.front_fqsn()
         broker, key = sym.front_feed()
-            # print(
-            #     f'pp msg symbol: {pp_msg_symbol}\n',
-            #     f'fqsn: {fqsn}\n',
-            #     f'front key: {key}\n',
-            # )
-
         if (
-                pp_msg_symbol == fqsn.replace(f'.{broker}', '')
+            pp_msg_symbol == fqsn
+            or pp_msg_symbol == fqsn.removesuffix(f'.{broker}')
         ):
+            log.info(f'{fqsn} matched pp msg: {fmsg}')
             tracker = mode.trackers[msg['account']]
             tracker.live_pp.update_from_msg(msg)
-                # update order pane widgets
+            tracker.update_from_pp(set_as_startup=True)  # status/pane UI
-                tracker.update_from_pp()
             mode.pane.update_status_ui(tracker)
 
             if tracker.live_pp.size:
@@ -806,84 +876,107 @@ async def process_trades_and_update_ui(
 
         # short circuit to next msg to avoid
         # unnecessary msg content lookups
-            continue
+        return
 
-        resp = msg['resp']
+    msg = Status(**msg)
-        oid = msg['oid']
+    resp = msg.resp
+    oid = msg.oid
+    dialog: Dialog = mode.dialogs.get(oid)
 
-        dialog = mode.dialogs.get(oid)
+    match msg:
-        if dialog is None:
+        case Status(resp='dark_open' | 'open'):
-            log.warning(f'received msg for untracked dialog:\n{fmsg}')
-
-            # TODO: enable pure tracking / mirroring of dialogs
-            # is desired.
-            continue
-
-        # record message to dialog tracking
-        dialog.msgs[oid] = msg
-
-        # response to 'action' request (buy/sell)
-        if resp in (
-            'dark_submitted',
-            'broker_submitted'
-        ):
 
+            if dialog is not None:
                 # show line label once order is live
                 mode.on_submit(oid)
 
-        # resp to 'cancel' request or error condition
+            else:
-        # for action request
+                log.warning(
-        elif resp in (
+                    f'received msg for untracked dialog:\n{fmsg}'
-            'broker_cancelled',
+                )
-            'broker_inactive',
+                assert msg.resp in ('open', 'dark_open'), f'Unknown msg: {msg}'
-            'broker_errored',
+
-            'dark_cancelled'
+                sym = mode.chart.linked.symbol
+                fqsn = sym.front_fqsn()
+                order = Order(**msg.req)
+                if (
+                    ((order.symbol + f'.{msg.src}') == fqsn)
+
+                    # a existing dark order for the same symbol
+                    or (
+                        order.symbol == fqsn
+                        and (
+                            msg.src in ('dark', 'paperboi')
+                            or (msg.src in fqsn)
+
+                        )
+                    )
                 ):
+                    msg.req = order
+                    dialog = mode.load_unknown_dialog_from_msg(msg)
+                    mode.on_submit(oid)
+                    # return dialog, msg
+
+        case Status(resp='error'):
             # delete level line from view
             mode.on_cancel(oid)
-            broker_msg = msg['brokerd_msg']
+            broker_msg = msg.brokerd_msg
-            log.warning(f'Order {oid} failed with:\n{pformat(broker_msg)}')
+            log.error(
+                f'Order {oid}->{resp} with:\n{pformat(broker_msg)}'
+            )
 
-        elif resp in (
+        case Status(resp='canceled'):
-            'dark_triggered'
+            # delete level line from view
+            mode.on_cancel(oid)
+            req = Order(**msg.req)
+            log.cancel(f'Canceled {req.action}:{oid}')
+
+        case Status(
+            resp='triggered',
+            # req=Order(exec_mode='dark')  # TODO:
+            req={'exec_mode': 'dark'},
         ):
+            # TODO: UX for a "pending" clear/live order
             log.info(f'Dark order triggered for {fmsg}')
 
-        elif resp in (
+        case Status(
-            'alert_triggered'
+            resp='triggered',
+            # req=Order(exec_mode='live', action='alert') as req, # TODO
+            req={'exec_mode': 'live', 'action': 'alert'} as req,
         ):
             # should only be one "fill" for an alert
             # add a triangle and remove the level line
+            req = Order(**req)
             mode.on_fill(
                 oid,
-                price=msg['trigger_price'],
+                price=req.price,
                 arrow_index=get_index(time.time()),
             )
             mode.lines.remove_line(uuid=oid)
+            msg.req = req
             await mode.on_exec(oid, msg)
 
-        # response to completed 'action' request for buy/sell
+        # response to completed 'dialog' for order request
-        elif resp in (
+        case Status(
-            'broker_executed',
+            resp='closed',
+            # req=Order() as req,  # TODO
+            req=req,
         ):
-            # right now this is just triggering a system alert
+            msg.req = Order(**req)
             await mode.on_exec(oid, msg)
-
-            if msg['brokerd_msg']['remaining'] == 0:
             mode.lines.remove_line(uuid=oid)
 
         # each clearing tick is responded individually
-        elif resp in (
+        case Status(resp='fill'):
-            'broker_filled',
-        ):
 
+            # handle out-of-piker fills reporting?
             known_order = book._sent_orders.get(oid)
             if not known_order:
                 log.warning(f'order {oid} is unknown')
-                continue
+                return
 
             action = known_order.action
-            details = msg['brokerd_msg']
+            details = msg.brokerd_msg
 
             # TODO: some kinda progress system
             mode.on_fill(
@@ -892,9 +985,27 @@ async def process_trades_and_update_ui(
                 pointing='up' if action == 'buy' else 'down',
 
                 # TODO: put the actual exchange timestamp
-                arrow_index=get_index(details['broker_time']),
+                arrow_index=get_index(
+                    # TODO: note currently the ``kraken`` openOrders sub
+                    # doesn't deliver their engine timestamp as part of
+                    # it's schema, so this value is **not** from them
+                    # (see our backend code). We should probably either
+                    # include all provider-engine timestamps in the
+                    # summary 'closed' status msg and/or figure out
+                    # a way to indicate what is a `brokerd` stamp versus
+                    # a true backend one? This will require finagling
+                    # with how each backend tracks/summarizes time
+                    # stamps for the downstream API.
+                    details['broker_time']
+                ),
             )
 
             # TODO: how should we look this up?
             # tracker = mode.trackers[msg['account']]
             # tracker.live_pp.fills.append(msg)
+
+    # record message to dialog tracking
+    if dialog:
+        dialog.msgs[oid] = msg
+
+    return dialog, msg

requirements.txt

@@ -1,14 +1,13 @@
 # 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@reentrant_moc#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
 
-
 # our async client for ``marketstore`` (the tsdb)
 -e git+https://github.com/pikers/anyio-marketstore.git@master#egg=anyio-marketstore
 
@@ -18,4 +17,7 @@
 
 
 # ``asyncvnc`` for sending interactions to ib-gw inside docker
--e git+https://github.com/pikers/asyncvnc.git@vid_passthrough#egg=asyncvnc
+-e git+https://github.com/pikers/asyncvnc.git@main#egg=asyncvnc
+
+# ``cryptofeed`` for connecting to various crypto exchanges + custom fixes
+-e git+https://github.com/pikers/cryptofeed.git@date_parsing#egg=cryptofeed

setup.py

@@ -41,23 +41,24 @@ setup(
     },
     install_requires=[
         'toml',
+        'tomli',  # fastest pure py reader
         'click',
         'colorlog',
         'attrs',
         'pygments',
         'colorama',  # numba traceback coloring
-        'pydantic',  # structured data
+        'msgspec',  # performant IPC messaging and structs
 
         # async
         'trio',
         'trio-websocket',
-        'msgspec',  # performant IPC messaging
         'async_generator',
 
         # from github currently (see requirements.txt)
         # 'trimeter',  # not released yet..
         # 'tractor',
         # asyncvnc,
+        # 'cryptofeed',
 
         # brokers
         'asks==2.4.8',