Drop empty vnc server script idea for live account

This is like, super first-draft-y (and ideally we move to offering an
`piker.data._ahab` super for this) but, it's a start at allowing easy
setup of both paper and live `ib-gw` container spawning. We Expect the
user to input creds for the live account manually and the vnc server is
(hackily) only run inside the paper instance which most of the time
seems to make it possible click on the live gui window and input creds
manually.

We also add extra files for the live instance:
- a `dockering/ib/run_x11_vnc_live.sh` which is is a blank script
  that avoids running an `x11vnc` server in the line account cntr.
- a `dockering/ib/jts_live.ini` config which manually sets the live
  gw to use the `4001` port for api connections.

Further config tweaks:
- IBC: drop the api dynamic port override, decrease login display
  timeout to the riskier but likely to be faster 20s.
- `x11vnc` cmd: got back to using `rfbport` instead of `autoport`, drop
  `-logappend` so we see logging on docker console again, drop the
  frame cacheing flags and add in some x-hack disable flags.

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 +92,27 @@ 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
+            is_modify = True
+        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 +124,18 @@ 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 (
@@ -123,7 +143,14 @@ 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
@@ -141,10 +168,10 @@ class PaperBoi:
 
             if is_modify:
                 # remove any existing order for the old price
-                orders[symbol].pop((oid, old_price))
+                orders[symbol].pop(oid)
 
-            # buys/sells: (symbol  -> (price -> order))
+            # buys/sells: {symbol  -> bidict[oid, (<price data>)]}
-            orders.setdefault(symbol, {})[(oid, price)] = (size, reqid, action)
+            orders[symbol][oid] = (price, size, reqid, action)
 
         return reqid
 
@@ -157,26 +184,26 @@ 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 +222,15 @@ 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 +240,66 @@ 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
     client: PaperBoi,
+
 ) -> None:
 
     # TODO: more machinery to better simulate real-world market things:
@@ -306,61 +319,103 @@ 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 sell_on_bid(our_price):
+                    return tick_price <= our_price
+
+                sells: bidict[str, tuple] = client._sells[sym]
+                iter_sells = sorted(
+                    sells.values(),
+                    key=itemgetter(0)
+                )
+
+                def buy_on_ask(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(sell_on_bid)
-                        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(buy_on_ask)
+                        )
 
-                    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([sell_on_bid, buy_on_ask]),
+                                ):
+                                    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 +423,6 @@ 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 +432,83 @@ 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 +518,56 @@ 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 +595,7 @@ 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 +608,4 @@ 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(
@@ -898,3 +991,9 @@ async def process_trades_and_update_ui(
             # 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',