TOQUASH: drop display loop old .update_ohlc_..

Drop all the logic originally in `.update_ds_line()` which is now done
internal to our `FastAppendCurve`. Add incremental update of the
flattened OHLC -> line curve (unfortunately using `np.concatenate()` for
the moment) and maintain a new `._ds_line_xy` arrays tuple which keeps
the internal state. Add `.maybe_downsample()` as per the new interaction
update method requirement. Draft out some fast path curve stuff like in
our line graphic. Short-circuit bars path updates when we downsample to
line. Oh, and add a ton more profiling in prep for getting
all this stuff faf.

.github/workflows/ci.yml

@@ -1,6 +1,5 @@
 name: CI
 
-
 on:
   # Triggers the workflow on push or pull request events but only for the master branch
   push:
@@ -11,21 +10,41 @@ on:
   # Allows you to run this workflow manually from the Actions tab
   workflow_dispatch:
 
-
 jobs:
 
-  testing:
+  basic_install:
-    name: 'install + test-suite'
+    name: 'pip install'
     runs-on: ubuntu-latest
     steps:
 
       - name: Checkout
-        uses: actions/checkout@v3
+        uses: actions/checkout@v2
+        with:
+          ref: master
 
       - name: Setup python
-        uses: actions/setup-python@v3
+        uses: actions/setup-python@v2
         with:
-          python-version: '3.10'
+          python-version: '3.9'
+
+      - name: Install dependencies
+        run: pip install -e . --upgrade-strategy eager -r requirements.txt
+
+      - name: Run piker cli
+        run: piker 
+
+  testing:
+    name: 'test suite'
+    runs-on: ubuntu-latest
+    steps:
+
+      - name: Checkout
+        uses: actions/checkout@v2
+
+      - name: Setup python
+        uses: actions/setup-python@v2
+        with:
+          python-version: '3.9'
 
       - name: Install dependencies
         run: pip install -U . -r requirements-test.txt -r requirements.txt --upgrade-strategy eager

README.rst

@@ -74,57 +74,23 @@ for a development install::
 
 install for tinas
 *****************
-for windows peeps you can start by installing all the prerequisite software:
+for windows peeps you can start by getting `conda installed`_
-
+and the `C++ build toolz`_ on your system.
-- install git with all default settings - https://git-scm.com/download/win
-- install anaconda all default settings - https://www.anaconda.com/products/individual
-- install microsoft build tools (check the box for Desktop development for C++, you might be able to uncheck some optional downloads)  - https://visualstudio.microsoft.com/visual-cpp-build-tools/
-- install visual studio code default settings - https://code.visualstudio.com/download
-
 
 then, `crack a conda shell`_ and run the following commands::
 
-    mkdir code # create code directory
+    conda create piker --python=3.9
-    cd code # change directory to code
+    conda activate piker
-    git clone https://github.com/pikers/piker.git # downloads piker installation package from github
+    conda install pip
-    cd piker # change directory to piker
+    pip install --upgrade setuptools
+    cd dIreCToRieZ\oF\cODez\piker\
+    pip install -r requirements -e .
 
-    conda create -n pikonda # creates conda environment named pikonda
-    conda activate pikonda # activates pikonda
 
-    conda install -c conda-forge python-levenshtein # in case it is not already installed
+in order to look coolio in front of all ur tina friends (and maybe
-    conda install pip # may already be installed
+want to help us with testin, hackzing or configgin), install
-    pip # will show if pip is installed
+`vscode`_ and `setup a coolio tiled wm console`_ so you can start
-    
+living the life of the tech literate..
-    pip install -e . -r requirements.txt # install piker in editable mode
-
-test Piker to see if it is working::
-
-    piker -b binance chart btcusdt.binance # formatting for loading a chart
-    piker -b kraken -b binance chart xbtusdt.kraken
-    piker -b kraken -b binance -b ib chart qqq.nasdaq.ib
-    piker -b ib chart tsla.nasdaq.ib
-
-potential error::
-    
-    FileNotFoundError: [Errno 2] No such file or directory: 'C:\\Users\\user\\AppData\\Roaming\\piker\\brokers.toml'
-    
-solution:
-
-- navigate to file directory above (may be different on your machine, location should be listed in the error code)
-- copy and paste file from 'C:\\Users\\user\\code\\data/brokers.toml' or create a blank file using notepad at the location above
-
-Visual Studio Code setup:
-
-- now that piker is installed we can set up vscode as the default terminal for running piker and editing the code
-- open Visual Studio Code
-- file --> Add Folder to Workspace --> C:\Users\user\code\piker (adds piker directory where all piker files are located)
-- file --> Save Workspace As --> save it wherever you want and call it whatever you want, this is going to be your default workspace for running and editing piker code
-- ctrl + shift + p --> start typing Python: Select Interpetter --> when the option comes up select it --> Select at the workspace level --> select the one that shows ('pikonda')
-- change the default terminal to cmd.exe instead of powershell (default)
-- now when you create a new terminal VScode should automatically activate you conda env so that piker can be run as the first command after a new terminal is created
-
-also, try out fancyzones as part of powertoyz for a decent tiling windows manager to manage all the cool new software you are going to be running.
 
 .. _conda installed: https://
 .. _C++ build toolz: https://
@@ -138,7 +104,7 @@ provider support
 ****************
 for live data feeds the in-progress set of supported brokers is:
 
-- IB_ via ``ib_insync``, also see our `container docs`_
+- IB_ via ``ib_insync``
 - binance_ and kraken_ for crypto over their public websocket API
 - questrade_ (ish) which comes with effectively free L1
 
@@ -150,7 +116,6 @@ coming soon...
 if you want your broker supported and they have an API let us know.
 
 .. _IB: https://interactivebrokers.github.io/tws-api/index.html
-.. _container docs: https://github.com/pikers/piker/tree/master/dockering/ib
 .. _questrade: https://www.questrade.com/api/documentation
 .. _kraken: https://www.kraken.com/features/api#public-market-data
 .. _binance: https://github.com/pikers/piker/pull/182

config/brokers.toml

@@ -8,45 +8,20 @@ expires_at = 1616095326.355846
 
 [kraken]
 key_descr = "api_0"
-api_key = ""
+public_key = ""
-secret = ""
+private_key = ""
 
 [ib]
-hosts = [
+host = "127.0.0.1"
-    "127.0.0.1",
-]
-# XXX: the order in which ports will be scanned
-# (by the `brokerd` daemon-actor)
-# is determined # by the line order here.
-# TODO: when we eventually spawn gateways in our
-# container, we can just dynamically allocate these
-# using IBC.
-ports = [
-    4002,  # gw
-    7497,  # tws
-]
 
-# XXX: for a paper account the flex web query service
+ports.gw = 4002
-# is not supported so you have to manually download
+ports.tws = 7497
-# and XML report and put it in a location that can be
+ports.order = ["gw", "tws",]
-# accessed by the ``brokerd.ib`` backend code for parsing.
-flex_token = '666666666666666666666666'
-flex_trades_query_id = '666666'  # live account
 
-# when clients are being scanned this determines
+accounts.margin = "X0000000"
-# which clients are preferred to be used for data
+accounts.ira = "X0000000"
-# feeds based on the order of account names, if
+accounts.paper = "XX0000000"
-# detected as active on an API client.
-prefer_data_account = [
-    'paper',
-    'margin',
-    'ira',
-]
 
-[ib.accounts]
+# the order in which accounts will be selected (if found through
-# the order in which accounts will be selectable
+# `brokerd`) when a new symbol is loaded
-# in the order mode UI (if found via clients during
+accounts_order = ['paper', 'margin', 'ira']
-# API-app scanning)when a new symbol is loaded.
-paper = "XX0000000"
-margin = "X0000000"
-ira = "X0000000"

dockering/ib/README.rst

@@ -1,30 +0,0 @@
-running ``ib`` gateway in ``docker``
-------------------------------------
-We have a config based on the (now defunct)
-image from "waytrade":
-
-https://github.com/waytrade/ib-gateway-docker
-
-To startup this image with our custom settings
-simply run the command::
-
-    docker compose up
-
-And you should have the following socket-available services:
-
-- ``x11vnc1@127.0.0.1:3003``
-- ``ib-gw@127.0.0.1:4002``
-
-You can attach to the container via a VNC client
-without password auth.
-
-SECURITY STUFF!?!?!
--------------------
-Though "``ib``" claims they host filter connections outside
-localhost (aka ``127.0.0.1``) it's probably better if you filter
-the socket at the OS level using a stateless firewall rule::
-
-    ip rule add not unicast iif lo to 0.0.0.0/0 dport 4002
-
-We will soon have this baked into our own custom image but for
-now you'll have to do it urself dawgy.

dockering/ib/docker-compose.yml

@@ -1,64 +0,0 @@
-# rework from the original @
-# https://github.com/waytrade/ib-gateway-docker/blob/master/docker-compose.yml
-version: "3.5"
-
-services:
-  ib-gateway:
-    # other image tags available:
-    # https://github.com/waytrade/ib-gateway-docker#supported-tags
-    image: waytrade/ib-gateway:981.3j
-    restart: always
-    network_mode: 'host'
-
-    volumes:
-      - type: bind
-        source: ./jts.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:
-    # 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}
-      VNC_SERVER_PASSWORD: ${VNC_SERVER_PASSWORD:-}
-
-    # ports:
-    #   - target: 4002
-    #     host_ip: 127.0.0.1
-    #     published: 4002
-    #     protocol: tcp
-
-      # original mappings for use in non-host-mode
-      # which we won't really need going forward since
-      # ideally we just pick the port to have ib-gw listen
-      # on **when** we spawn the container - i.e. everything
-      # will be driven by a ``brokers.toml`` def.
-      # - "127.0.0.1:4001:4001"
-      # - "127.0.0.1:4002:4002"
-      # - "127.0.0.1:5900:5900"

dockering/ib/fork_ports_delayed.sh

@@ -1,6 +0,0 @@
-#!/bin/sh
-
-# we now just set this is to a noop script
-# since we can just run the container in
-# `network_mode: 'host'` and get literally
-# the exact same behaviour XD

dockering/ib/ibc.ini

@@ -1,711 +0,0 @@
-# Note that in the comments in this file, TWS refers to both the Trader
-# Workstation and the IB Gateway, unless explicitly stated otherwise.
-#
-# When referred to below, the default value for a setting is the value
-# assumed if either the setting is included but no value is specified, or
-# the setting is not included at all.
-#
-# IBC may also be used to start the FIX CTCI Gateway. All settings
-# relating to this have names prefixed with FIX.
-#
-# The IB API Gateway and the FIX CTCI Gateway share the same code. Which
-# gateway actually runs is governed by an option on the initial gateway
-# login screen. The FIX setting described under IBC Startup
-# Settings below controls this.
-
-
-
-# =============================================================================
-# 1.   IBC Startup Settings
-# =============================================================================
-
-
-# IBC may be used to start the IB Gateway for the FIX CTCI. This
-# setting must be set to 'yes' if you want to run the FIX CTCI gateway. The
-# default is 'no'.
-
-FIX=no
-
-
-
-# =============================================================================
-# 2.   Authentication Settings
-# =============================================================================
-
-# TWS and the IB API gateway require a single username and password.
-# You may specify the username and password using the following settings:
-#
-#	IbLoginId
-#	IbPassword
-#
-# Alternatively, you can specify the username and password in the command
-# files used to start TWS or the Gateway, but this is not recommended for
-# security reasons.
-#
-# If you don't specify them, you will be prompted for them in the usual
-# login dialog when TWS starts (but whatever you have specified will be
-# included in the dialog automatically: for example you may specify the
-# username but not the password, and then you will be prompted for the
-# password via the login dialog). Note that if you specify either
-# the username or the password (or both) in the command file, then
-# IbLoginId and IbPassword settings defined in this file are ignored.
-#
-#
-# The FIX CTCI gateway requires one username and password for FIX order
-# routing, and optionally a separate username and password for market
-# data connections. You may specify the usernames and passwords using
-# the following settings:
-#
-#	FIXLoginId
-#	FIXPassword
-#	IbLoginId	(optional - for market data connections)
-#	IbPassword	(optional - for market data connections)
-#
-# Alternatively you can specify the FIX username and password in the
-# command file used to start the FIX CTCI Gateway, but this is not
-# recommended for security reasons.
-#
-# If you don't specify them, you will be prompted for them in the usual
-# login dialog when FIX CTCI gateway starts (but whatever you have
-# specified will be included in the dialog automatically: for example
-# you may specify the usernames but not the passwords, and then you will
-# be prompted for the passwords via the login dialog). Note that if you
-# specify either the FIX username or the FIX password (or both) on the
-# command line, then FIXLoginId and FIXPassword settings defined in this
-# file are ignored; he same applies to the market data username and
-# password.
-
-# IB API Authentication Settings
-# ------------------------------
-
-# Your TWS username:
-
-IbLoginId=
-
-
-# Your TWS password:
-
-IbPassword=
-
-
-# FIX CTCI Authentication Settings
-# --------------------------------
-
-# Your FIX CTCI username:
-
-FIXLoginId=
-
-
-# Your FIX CTCI password:
-
-FIXPassword=
-
-
-# Second Factor Authentication Settings
-# -------------------------------------
-
-# If you have enabled more than one second factor authentication
-# device, TWS presents a list from which you must select the device
-# you want to use for this login. You can use this setting to
-# instruct IBC to select a particular item in the list on your
-# behalf. Note that you must spell this value exactly as it appears
-# in the list. If no value is set, you must manually select the
-# relevant list entry.
-
-SecondFactorDevice=
-
-
-# If you use the IBKR Mobile app for second factor authentication,
-# and you fail to complete the process before the time limit imposed
-# by IBKR, you can use this setting to tell IBC to exit: arrangements
-# can then be made to automatically restart IBC in order to initiate
-# the login sequence afresh. Otherwise, manual intervention at TWS's
-# Second Factor Authentication dialog is needed to complete the
-# login.
-#
-# Permitted values are 'yes' and 'no'. The default is 'no'.
-#
-# Note that the scripts provided with the IBC zips for Windows and
-# Linux provide options to automatically restart in these
-# circumstances, but only if this setting is also set to 'yes'.
-
-ExitAfterSecondFactorAuthenticationTimeout=no
-
-
-# This setting is only relevant if
-# ExitAfterSecondFactorAuthenticationTimeout is set to 'yes'.
-#
-# It controls how long (in seconds) IBC waits for login to complete
-# after the user acknowledges the second factor authentication
-# alert at the IBKR Mobile app. If login has not completed after
-# this time, IBC terminates.
-# The default value is 40.
-
-SecondFactorAuthenticationExitInterval=
-
-
-# Trading Mode
-# ------------
-#
-# TWS 955 introduced a new Trading Mode combo box on its login
-# dialog. This indicates whether the live account or the paper
-# trading account corresponding to the supplied credentials is
-# to be used. The allowed values are 'live' (the default) and
-# 'paper'. For earlier versions of TWS this setting has no
-# effect.
-
-TradingMode=
-
-
-# Paper-trading Account Warning
-# -----------------------------
-#
-# Logging in to a paper-trading account results in TWS displaying
-# a dialog asking the user to confirm that they are aware that this
-# is not a brokerage account. Until this dialog has been accepted,
-# TWS will not allow API connections to succeed. Setting this
-# to 'yes' (the default) will cause IBC to automatically
-# confirm acceptance. Setting it to 'no' will leave the dialog
-# on display, and the user will have to deal with it manually.
-
-AcceptNonBrokerageAccountWarning=yes
-
-
-# Login Dialog Display Timeout
-#-----------------------------
-#
-# In some circumstances, starting TWS may result in failure to display
-# the login dialog. Restarting TWS may help to resolve this situation,
-# and IBC does this automatically.
-#
-# This setting controls how long (in seconds) IBC waits for the login
-# dialog to appear before restarting TWS.
-#
-# Note that in normal circumstances with a reasonably specified 
-# computer the time to displaying the login dialog is typically less
-# than 20 seconds, and frequently much less. However many factors can
-# influence this, and it is unwise to set this value too low.
-#
-# The default value is 60.
-
-LoginDialogDisplayTimeout = 60
-
-
-
-# =============================================================================
-# 3.   TWS Startup Settings
-# =============================================================================
-
-# Path to settings store
-# ----------------------
-#
-# Path to the directory where TWS should store its settings. This is
-# normally the folder in which TWS is installed. However you may set
-# it to some other location if you wish (for example if you want to
-# run multiple instances of TWS with different settings).
-#
-# It is recommended for clarity that you use an absolute path. The
-# effect of using a relative path is undefined.
-#
-# Linux and macOS users should use the appropriate path syntax.
-#
-# Note that, for Windows users, you MUST use double separator
-# characters to separate the elements of the folder path: for
-# example, IbDir=C:\\IBLiveSettings is valid, but
-# IbDir=C:\IBLiveSettings is NOT valid and will give unexpected
-# results. Linux and macOS users need not use double separators,
-# but they are acceptable.
-#
-# The default is the current working directory when IBC is
-# started.
-
-IbDir=/root/Jts
-
-
-# Store settings on server
-# ------------------------
-#
-# If you wish to store a copy of your TWS settings on IB's
-# servers as well as locally on your computer, set this to
-# 'yes': this enables you to run TWS on different computers
-# with the same configuration, market data lines, etc. If set
-# to 'no', running TWS on different computers will not share the
-# same settings. If no value is specified, TWS will obtain its
-# settings from the same place as the last time this user logged
-# in (whether manually or using IBC).
-
-StoreSettingsOnServer=
-
-
-# Minimize TWS on startup
-# -----------------------
-#
-# Set to 'yes' to minimize TWS when it starts:
-
-MinimizeMainWindow=no
-
-
-# Existing Session Detected Action
-# --------------------------------
-#
-# When a user logs on to an IBKR account for trading purposes by any means, the
-# IBKR account server checks to see whether the account is already logged in
-# elsewhere. If so, a dialog is displayed to both the users that enables them
-# to determine what happens next. The 'ExistingSessionDetectedAction' setting
-# instructs TWS how to proceed when it displays this dialog:
-#
-#   * If the new TWS session is set to 'secondary', the existing session continues
-#     and the new session terminates. Thus a secondary TWS session can never
-#     override any other session.
-#
-#   * If the existing TWS session is set to 'primary', the existing session
-#     continues and the new session terminates (even if the new session is also
-#     set to primary). Thus a primary TWS session can never be overridden by
-#     any new session).
-#
-#   * If both the existing and the new TWS sessions are set to 'primaryoverride',
-#     the existing session terminates and the new session proceeds.
-#
-#   * If the existing TWS session is set to 'manual', the user must handle the
-#     dialog.
-#
-# The difference between 'primary' and 'primaryoverride' is that a
-# 'primaryoverride' session can be overriden over by a new 'primary' session,
-# but a 'primary' session cannot be overriden by any other session.
-#
-# When set to 'primary', if another TWS session is started and manually told to
-# end the 'primary' session, the 'primary' session is automatically reconnected.
-#
-# The default is 'manual'.
-
-ExistingSessionDetectedAction=primary
-
-
-# Override TWS API Port Number
-# ----------------------------
-#
-# If OverrideTwsApiPort is set to an integer, IBC changes the
-# 'Socket port' in TWS's API configuration to that number shortly
-# after startup. Leaving the setting blank will make no change to
-# the current setting. This setting is only intended for use in
-# certain specialized situations where the port number needs to
-# 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
-
-
-# Read-only Login
-# ---------------
-#
-# If ReadOnlyLogin is set to 'yes', and the user is enrolled in IB's
-# account security programme, the user will not be asked to perform
-# the second factor authentication action, and login to TWS will
-# occur automatically in read-only mode: in this mode, placing or
-# managing orders is not allowed. If set to 'no', and the user is
-# enrolled in IB's account security programme, the user must perform
-# the relevant second factor authentication action to complete the
-# login. 
-
-# If the user is not enrolled in IB's account security programme,
-# this setting is ignored. The default is 'no'.
-
-ReadOnlyLogin=no
-
-
-# Read-only API
-# -------------
-#
-# If ReadOnlyApi is set to 'yes', API programs cannot submit, modify
-# or cancel orders. If set to 'no', API programs can do these things.
-# If not set, the existing TWS/Gateway configuration is unchanged.
-# NB: this setting is really only supplied for the benefit of new TWS
-# or Gateway instances that are being automatically installed and
-# started without user intervention (eg Docker containers). Where
-# a user is involved, they should use the Global Configuration to
-# set the relevant checkbox (this only needs to be done once) and
-# not provide a value for this setting.
-
-ReadOnlyApi=no
-
-
-# Market data size for US stocks - lots or shares
-# -----------------------------------------------
-#
-# Since IB introduced the option of market data for US stocks showing
-# bid, ask and last sizes in shares rather than lots, TWS and Gateway
-# display a dialog immediately after login notifying the user about
-# this and requiring user input before allowing market data to be
-# accessed. The user can request that the dialog not be shown again.
-#
-# It is recommended that the user should handle this dialog manually
-# rather than using these settings, which are provided for situations 
-# where the user interface is not easily accessible, or where user
-# settings are not preserved between sessions (eg some Docker images).
-#
-# - If this setting is set to 'accept', the dialog will be handled
-#   automatically and the option to not show it again will be
-#   selected.
-#
-#   Note that in this case, the only way to allow the dialog to be
-#   displayed again is to manually enable the 'Bid, Ask and Last
-#   Size Display Update' message in the 'Messages' section of the TWS
-#   configuration dialog. So you should only use 'Accept' if you are
-#   sure you really don't want the dialog to be displayed again, or
-#   you have easy access to the user interface.
-#
-# - If set to 'defer', the dialog will be handled automatically (so
-#   that market data will start), but the option to not show it again
-#   will not be selected, and it will be shown again after the next
-#   login.
-#
-# - If set to 'ignore', the user has to deal with the dialog manually.
-#
-# The default value is 'ignore'.
-#
-# Note if set to 'accept' or 'defer', TWS also automatically sets
-# the API settings checkbox labelled 'Send market data in lots for
-# US stocks for dual-mode API clients'. IBC cannot prevent this.
-# However you can change this immmediately by setting
-# SendMarketDataInLotsForUSstocks (see below) to 'no' .
-
-AcceptBidAskLastSizeDisplayUpdateNotification=accept
-
-
-# This setting determines whether the API settings checkbox labelled
-# 'Send market data in lots for US stocks for dual-mode API clients'
-# is set or cleared. If set to 'yes', the checkbox is set. If set to
-# 'no' the checkbox is cleared. If defaulted, the checkbox is
-# unchanged.
-
-SendMarketDataInLotsForUSstocks=
-
-
-
-# =============================================================================
-# 4.   TWS Auto-Closedown
-# =============================================================================
-#
-# IMPORTANT NOTE: Starting with TWS 974, this setting no longer
-# works properly, because IB have changed the way TWS handles its
-# autologoff mechanism. 
-#
-# You should now configure the TWS autologoff time to something
-# convenient for you, and restart IBC each day.
-#
-# Alternatively, discontinue use of IBC and use the auto-relogin
-# mechanism within TWS 974 and later versions (note that the 
-# auto-relogin mechanism provided by IB is not available if you
-# use IBC).
-
-# Set to yes or no (lower case).
-#
-#   yes   means allow TWS to shut down automatically at its
-# 	  specified shutdown time, which is set via the TWS
-#	  configuration menu.
-#
-#   no    means TWS never shuts down automatically.
-#
-# NB: IB recommends that you do not keep TWS running
-# continuously. If you set this setting to 'no', you may
-# experience incorrect TWS operation.
-#
-# NB: the default for this setting is 'no'. Since this will
-# only work properly with TWS versions earlier than 974, you
-# should explicitly set this to 'yes' for version 974 and later.
-
-IbAutoClosedown=yes
-
-
-
-# =============================================================================
-# 5.   TWS Tidy Closedown Time
-# =============================================================================
-#
-# NB: starting with TWS 974 this is no longer a useful option
-# because both TWS and Gateway now have the same auto-logoff
-# mechanism, and IBC can no longer avoid this.
-#
-# Note that giving this setting a value does not change TWS's
-# auto-logoff in any way: any setting will be additional to the
-# TWS auto-logoff.
-#
-# To tell IBC to tidily close TWS at a specified time every
-# day, set this value to <hh:mm>, for example:
-# ClosedownAt=22:00
-#
-# To tell IBC to tidily close TWS at a specified day and time
-# each week, set this value to <dayOfWeek hh:mm>, for example:
-# ClosedownAt=Friday 22:00
-#
-# Note that the day of the week must be specified using your
-# default locale. Also note that Java will only accept
-# characters encoded to ISO 8859-1 (Latin-1). This means that
-# if the day name in your default locale uses any non-Latin-1
-# characters you need to encode them using Unicode escapes
-# (see http://java.sun.com/docs/books/jls/third_edition/html/lexical.html#3.3
-# for details). For example, to tidily close TWS at 12:00 on
-# Saturday where the default locale is Simplified Chinese,
-# use the following:
-# #ClosedownAt=\u661F\u671F\u516D 12:00
-
-ClosedownAt=
-
-
-
-# =============================================================================
-# 6.   Other TWS Settings
-# =============================================================================
-
-# Accept Incoming Connection
-# --------------------------
-#
-# If set to 'accept', IBC automatically accepts incoming
-# API connection dialogs. If set to 'reject', IBC
-# automatically rejects incoming API connection dialogs. If
-# set to 'manual', the user must decide whether to accept or reject
-# incoming API connection dialogs. The default is 'manual'.
-# NB: it is recommended to set this to 'reject', and to explicitly
-# configure which IP addresses can connect to the API in TWS's API
-# configuration page, as this is much more secure (in this case, no
-# incoming API connection dialogs will occur for those IP addresses).
-
-AcceptIncomingConnectionAction=reject
-
-
-# Allow Blind Trading
-# -------------------
-#
-# If you attempt to place an order for a contract for which
-# you have no market data subscription, TWS displays a dialog
-# to warn you against such blind trading.
-#
-#   yes   means the dialog is dismissed as though the user had
-# 	  clicked the 'Ok' button: this means that you accept
-# 	  the risk and want the order to be submitted.
-#
-#   no    means the dialog remains on display and must be
-#         handled by the user.
-
-AllowBlindTrading=yes
-
-
-# Save Settings on a Schedule
-# ---------------------------
-#
-# You can tell TWS to automatically save its settings on a schedule
-# of your choosing. You can specify one or more specific times,
-# like this:
-#
-# SaveTwsSettingsAt=HH:MM [ HH:MM]...
-#
-# for example:
-# SaveTwsSettingsAt=08:00   12:30 17:30
-#
-# Or you can specify an interval at which settings are to be saved,
-# optionally starting at a specific time and continuing until another
-# time, like this:
-#
-#SaveTwsSettingsAt=Every n [{mins | hours}] [hh:mm] [hh:mm]
-#
-# where the first hh:mm is the start time and the second is the end
-# time. If you don't specify the end time, settings are saved regularly
-# from the start time till midnight. If you don't specify the start time.
-# settings are saved regularly all day, beginning at 00:00. Note that
-# settings will always be saved at the end time, even if that is not
-# exactly one interval later than the previous time. If neither 'mins'
-# nor 'hours' is specified, 'mins' is assumed. Examples:
-#
-# To save every 30 minutes all day starting at 00:00
-#SaveTwsSettingsAt=Every 30
-#SaveTwsSettingsAt=Every 30 mins
-#
-# To save every hour starting at 08:00 and ending at midnight
-#SaveTwsSettingsAt=Every 1 hours 08:00
-#SaveTwsSettingsAt=Every 1 hours 08:00 00:00
-#
-# To save every 90 minutes starting at 08:00 up to and including 17:43
-#SaveTwsSettingsAt=Every 90 08:00 17:43
-
-SaveTwsSettingsAt=
-
-
-
-# =============================================================================
-# 7.   Settings Specific to Indian Versions of TWS
-# =============================================================================
-
-# Indian versions of TWS may display a password expiry
-# notification dialog and a NSE Compliance dialog. These can be
-# dismissed by setting the following to yes. By default the
-# password expiry notice is not dismissed, but the NSE Compliance
-# notice is dismissed.
-
-# Warning: setting DismissPasswordExpiryWarning=yes will mean
-# you will not be notified when your password is about to expire.
-# You must then take other measures to ensure that your password
-# is changed within the expiry period, otherwise IBC will
-# not be able to login successfully.
-
-DismissPasswordExpiryWarning=no
-DismissNSEComplianceNotice=yes
-
-
-
-# =============================================================================
-# 8.   IBC Command Server Settings
-# =============================================================================
-
-# Do NOT CHANGE THE FOLLOWING SETTINGS unless you
-# intend to issue commands to IBC (for example
-# using telnet). Note that these settings have nothing to
-# do with running programs that use the TWS API.
-
-# Command Server Port Number
-# --------------------------
-#
-# The port number that IBC listens on for commands
-# such as "STOP". DO NOT set this to the port number
-# used for TWS API connections. There is no good reason
-# to change this setting unless the port is used by
-# some other application (typically another instance of
-# IBC). The default value is 0, which tells IBC not to
-# start the command server
-
-#CommandServerPort=7462
-
-
-# Permitted Command Sources
-# -------------------------
-#
-# A comma separated list of IP addresses, or host names,
-# which are allowed addresses for sending commands to
-# IBC.  Commands can always be sent from the
-# same host as IBC is running on.
-
-ControlFrom=127.0.0.1
-
-
-# Address for Receiving Commands
-# ------------------------------
-#
-# Specifies the IP address on which the Command Server
-# is so listen. For a multi-homed host, this can be used
-# to specify that connection requests are only to be
-# accepted on the specified address. The default is to
-# accept connection requests on all local addresses.
-
-BindAddress=127.0.0.1
-
-
-# Command Prompt
-# --------------
-#
-# The specified string is output by the server when
-# the connection is first opened and after the completion
-# of each command. This can be useful if sending commands
-# using an interactive program such as telnet. The default
-# is that no prompt is output.
-# For example:
-#
-# CommandPrompt=>
-
-CommandPrompt=
-
-
-# Suppress Command Server Info Messages
-# -------------------------------------
-#
-# Some commands can return intermediate information about
-# their progress. This setting controls whether such
-# information is sent. The default is that such information
-# is not sent.
-
-SuppressInfoMessages=no
-
-
-
-# =============================================================================
-# 9.   Diagnostic Settings
-# =============================================================================
-#
-# IBC can log information about the structure of windows
-# displayed by TWS. This information is useful when adding
-# new features to IBC or when behaviour is not as expected. 
-#
-# The logged information shows the hierarchical organisation
-# of all the components of the window, and includes the
-# current values of text boxes and labels.
-#
-# Note that this structure logging has a small performance
-# impact, and depending on the settings can cause the logfile
-# size to be significantly increased. It is therefore
-# recommended that the LogStructureWhen setting be set to
-# 'never' (the default) unless there is a specific reason
-# that this information is needed.
-
-
-# Scope of Structure Logging
-# --------------------------
-#
-# The LogStructureScope setting indicates which windows are
-# eligible for structure logging:
-#
-#    - if set to 'known', only windows that IBC recognizes
-#      are eligible - these are windows that IBC has some
-#      interest in monitoring, usually to take some action
-#      on the user's behalf;
-#
-#    - if set to 'unknown', only windows that IBC does not
-#      recognize are eligible. Most windows displayed by
-#      TWS fall into this category;
-#
-#    - if set to 'untitled', only windows that IBC does not
-#      recognize and that have no title are eligible. These
-#      are usually message boxes or similar small windows,
-#
-#    - if set to 'all', then every window displayed by TWS
-#      is eligible.
-#
-# The default value is 'known'.
-
-LogStructureScope=all
-
-
-# When to Log Window Structure
-# ----------------------------
-#
-# The LogStructureWhen setting specifies the circumstances
-# when eligible TWS windows have their structure logged:
-#
-#     - if set to 'open' or 'yes' or 'true', IBC logs the
-#       structure of an eligible window the first time it
-#       is encountered;
-#
-#    - if set to 'activate', the structure is logged every
-#      time an eligible window is made active;
-#
-#    - if set to 'never' or 'no' or 'false', structure
-#      information is never logged.
-#
-# The default value is 'never'.
-
-LogStructureWhen=never
-
-
-# DEPRECATED SETTING
-# ------------------
-#
-# LogComponents - THIS SETTING WILL BE REMOVED IN A FUTURE
-# RELEASE
-#
-# If LogComponents is set to any value, this is equivalent
-# to setting LogStructureWhen to that same value and
-# LogStructureScope to 'all': the actual values of those
-# settings are ignored. The default is that the values
-# of LogStructureScope and LogStructureWhen are honoured.
-
-#LogComponents=
-
-
-

dockering/ib/jts.ini

@@ -1,33 +0,0 @@
-[IBGateway]
-ApiOnly=true
-LocalServerPort=4002
-# 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 +0,0 @@
-#!/bin/sh
-
-# start VNC server
-x11vnc \
-    -ncache_cr \
-    -listen localhost \
-    -display :1 \
-    -forever \
-    -shared \
-    -logappend /var/log/x11vnc.log \
-    -bg \
-    -noipv6 \
-    -autoport 3003 \
-    # can't use this because of ``asyncvnc`` issue:
-    # https://github.com/barneygale/asyncvnc/issues/1
-    # -passwd 'ibcansmbz'

piker/_daemon.py

@@ -35,7 +35,7 @@ log = get_logger(__name__)
 
 _root_dname = 'pikerd'
 
-_registry_addr = ('127.0.0.1', 6116)
+_registry_addr = ('127.0.0.1', 1616)
 _tractor_kwargs: dict[str, Any] = {
     # use a different registry addr then tractor's default
     'arbiter_addr': _registry_addr
@@ -426,19 +426,9 @@ async def spawn_brokerd(
 
     # ask `pikerd` to spawn a new sub-actor and manage it under its
     # actor nursery
-    modpath = brokermod.__name__
-    broker_enable = [modpath]
-    for submodname in getattr(
-        brokermod,
-        '__enable_modules__',
-        [],
-    ):
-        subpath = f'{modpath}.{submodname}'
-        broker_enable.append(subpath)
-
     portal = await _services.actor_n.start_actor(
         dname,
-        enable_modules=_data_mods + broker_enable,
+        enable_modules=_data_mods + [brokermod.__name__],
         loglevel=loglevel,
         debug_mode=_services.debug_mode,
         **tractor_kwargs

piker/_profile.py

@@ -24,7 +24,7 @@ from functools import wraps
 # NOTE: you can pass a flag to enable this:
 # ``piker chart <args> --profile``.
 _pg_profile: bool = False
-ms_slower_then: float = 0
+ms_slower_then: float = 10
 
 
 def pg_profile_enabled() -> bool:

piker/brokers/_util.py

@@ -33,41 +33,7 @@ class SymbolNotFound(BrokerError):
 
 
 class NoData(BrokerError):
-    '''
+    "Symbol data not permitted"
-    Symbol data not permitted or no data
-    for time range found.
-
-    '''
-    def __init__(
-        self,
-        *args,
-        frame_size: int = 1000,
-
-    ) -> None:
-        super().__init__(*args)
-
-        # when raised, machinery can check if the backend
-        # set a "frame size" for doing datetime calcs.
-        self.frame_size: int = 1000
-
-
-class DataUnavailable(BrokerError):
-    '''
-    Signal storage requests to terminate.
-
-    '''
-    # TODO: add in a reason that can be displayed in the
-    # UI (for eg. `kraken` is bs and you should complain
-    # to them that you can't pull more OHLC data..)
-
-
-class DataThrottle(BrokerError):
-    '''
-    Broker throttled request rate for data.
-
-    '''
-    # TODO: add in throttle metrics/feedback
-
 
 
 def resproc(
@@ -84,12 +50,12 @@ def resproc(
     if not resp.status_code == 200:
         raise BrokerError(resp.body)
     try:
-        msg = resp.json()
+        json = resp.json()
     except json.decoder.JSONDecodeError:
         log.exception(f"Failed to process {resp}:\n{resp.text}")
         raise BrokerError(resp.text)
 
     if log_resp:
-        log.debug(f"Received json contents:\n{colorize_json(msg)}")
+        log.debug(f"Received json contents:\n{colorize_json(json)}")
 
-    return msg if return_json else resp
+    return json if return_json else resp

piker/brokers/binance.py

@@ -19,7 +19,6 @@ Binance backend
 
 """
 from contextlib import asynccontextmanager as acm
-from datetime import datetime
 from typing import (
     Any, Union, Optional,
     AsyncGenerator, Callable,
@@ -28,7 +27,7 @@ import time
 
 import trio
 from trio_typing import TaskStatus
-import pendulum
+import arrow
 import asks
 from fuzzywuzzy import process as fuzzy
 import numpy as np
@@ -133,7 +132,7 @@ class OHLC:
     bar_wap: float = 0.0
 
 
-# convert datetime obj timestamp to unixtime in milliseconds
+# convert arrow timestamp to unixtime in miliseconds
 def binance_timestamp(when):
     return int((when.timestamp() * 1000) + (when.microsecond / 1000))
 
@@ -222,22 +221,20 @@ class Client:
     async def bars(
         self,
         symbol: str,
-        start_dt: Optional[datetime] = None,
+        start_time: int = None,
-        end_dt: Optional[datetime] = None,
+        end_time: int = None,
         limit: int = 1000,  # <- max allowed per query
         as_np: bool = True,
 
     ) -> dict:
 
-        if end_dt is None:
+        if start_time is None:
-            end_dt = pendulum.now('UTC')
+            start_time = binance_timestamp(
+                arrow.utcnow().floor('minute').shift(minutes=-limit)
+            )
 
-        if start_dt is None:
+        if end_time is None:
-            start_dt = end_dt.start_of(
+            end_time = binance_timestamp(arrow.utcnow())
-                'minute').subtract(minutes=limit)
-
-        start_time = binance_timestamp(start_dt)
-        end_time = binance_timestamp(end_dt)
 
         # https://binance-docs.github.io/apidocs/spot/en/#kline-candlestick-data
         bars = await self._api(
@@ -382,27 +379,7 @@ async def open_history_client(
 
     # TODO implement history getter for the new storage layer.
     async with open_cached_client('binance') as client:
-
+        yield 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(
-                symbol,
-                start_dt=start_dt,
-                end_dt=end_dt,
-            )
-            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(
@@ -452,8 +429,8 @@ async def stream_quotes(
 
             # XXX: after manually inspecting the response format we
             # just directly pick out the info we need
-            si['price_tick_size'] = float(syminfo.filters[0]['tickSize'])
+            si['price_tick_size'] = syminfo.filters[0]['tickSize']
-            si['lot_tick_size'] = float(syminfo.filters[2]['stepSize'])
+            si['lot_tick_size'] = syminfo.filters[2]['stepSize']
             si['asset_type'] = 'crypto'
 
         symbol = symbols[0]

piker/brokers/cli.py

@@ -23,6 +23,7 @@ from operator import attrgetter
 from operator import itemgetter
 
 import click
+import pandas as pd
 import trio
 import tractor
 
@@ -46,10 +47,8 @@ _watchlists_data_path = os.path.join(_config_dir, 'watchlists.json')
 @click.argument('kwargs', nargs=-1)
 @click.pass_obj
 def api(config, meth, kwargs, keys):
-    '''
+    """Make a broker-client API method call
-    Make a broker-client API method call
+    """
-
-    '''
     # global opts
     broker = config['brokers'][0]
 
@@ -80,13 +79,13 @@ def api(config, meth, kwargs, keys):
 
 
 @cli.command()
+@click.option('--df-output', '-df', flag_value=True,
+              help='Output in `pandas.DataFrame` format')
 @click.argument('tickers', nargs=-1, required=True)
 @click.pass_obj
-def quote(config, tickers):
+def quote(config, tickers, df_output):
-    '''
+    """Print symbol quotes to the console
-    Print symbol quotes to the console
+    """
-
-    '''
     # global opts
     brokermod = config['brokermods'][0]
 
@@ -101,19 +100,28 @@ def quote(config, tickers):
             if ticker not in syms:
                 brokermod.log.warn(f"Could not find symbol {ticker}?")
 
-    click.echo(colorize_json(quotes))
+    if df_output:
+        cols = next(filter(bool, quotes)).copy()
+        cols.pop('symbol')
+        df = pd.DataFrame(
+            (quote or {} for quote in quotes),
+            columns=cols,
+        )
+        click.echo(df)
+    else:
+        click.echo(colorize_json(quotes))
 
 
 @cli.command()
+@click.option('--df-output', '-df', flag_value=True,
+              help='Output in `pandas.DataFrame` format')
 @click.option('--count', '-c', default=1000,
               help='Number of bars to retrieve')
 @click.argument('symbol', required=True)
 @click.pass_obj
-def bars(config, symbol, count):
+def bars(config, symbol, count, df_output):
-    '''
+    """Retreive 1m bars for symbol and print on the console
-    Retreive 1m bars for symbol and print on the console
+    """
-
-    '''
     # global opts
     brokermod = config['brokermods'][0]
 
@@ -125,7 +133,7 @@ def bars(config, symbol, count):
             brokermod,
             symbol,
             count=count,
-            as_np=False,
+            as_np=df_output
         )
     )
 
@@ -133,7 +141,10 @@ def bars(config, symbol, count):
         log.error(f"No quotes could be found for {symbol}?")
         return
 
-    click.echo(colorize_json(bars))
+    if df_output:
+        click.echo(pd.DataFrame(bars))
+    else:
+        click.echo(colorize_json(bars))
 
 
 @cli.command()
@@ -145,10 +156,8 @@ def bars(config, symbol, count):
 @click.argument('name', nargs=1, required=True)
 @click.pass_obj
 def record(config, rate, name, dhost, filename):
-    '''
+    """Record client side quotes to a file on disk
-    Record client side quotes to a file on disk
+    """
-
-    '''
     # global opts
     brokermod = config['brokermods'][0]
     loglevel = config['loglevel']
@@ -186,10 +195,8 @@ def record(config, rate, name, dhost, filename):
 @click.argument('symbol', required=True)
 @click.pass_context
 def contracts(ctx, loglevel, broker, symbol, ids):
-    '''
+    """Get list of all option contracts for symbol
-    Get list of all option contracts for symbol
+    """
-
-    '''
     brokermod = get_brokermod(broker)
     get_console_log(loglevel)
 
@@ -206,14 +213,14 @@ def contracts(ctx, loglevel, broker, symbol, ids):
 
 
 @cli.command()
+@click.option('--df-output', '-df', flag_value=True,
+              help='Output in `pandas.DataFrame` format')
 @click.option('--date', '-d', help='Contracts expiry date')
 @click.argument('symbol', required=True)
 @click.pass_obj
-def optsquote(config, symbol, date):
+def optsquote(config, symbol, df_output, date):
-    '''
+    """Retreive symbol option quotes on the console
-    Retreive symbol option quotes on the console
+    """
-
-    '''
     # global opts
     brokermod = config['brokermods'][0]
 
@@ -226,17 +233,22 @@ def optsquote(config, symbol, date):
         log.error(f"No option quotes could be found for {symbol}?")
         return
 
-    click.echo(colorize_json(quotes))
+    if df_output:
+        df = pd.DataFrame(
+            (quote.values() for quote in quotes),
+            columns=quotes[0].keys(),
+        )
+        click.echo(df)
+    else:
+        click.echo(colorize_json(quotes))
 
 
 @cli.command()
 @click.argument('tickers', nargs=-1, required=True)
 @click.pass_obj
 def symbol_info(config, tickers):
-    '''
+    """Print symbol quotes to the console
-    Print symbol quotes to the console
+    """
-
-    '''
     # global opts
     brokermod = config['brokermods'][0]
 
@@ -258,10 +270,8 @@ def symbol_info(config, tickers):
 @click.argument('pattern', required=True)
 @click.pass_obj
 def search(config, pattern):
-    '''
+    """Search for symbols from broker backend(s).
-    Search for symbols from broker backend(s).
+    """
-
-    '''
     # global opts
     brokermods = config['brokermods']
 

piker/brokers/ib/__init__.py

@@ -1,67 +0,0 @@
-# piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for pikers)
-
-# This program is free software: you can redistribute it and/or modify
-# it under the terms of the GNU Affero General Public License as published by
-# the Free Software Foundation, either version 3 of the License, or
-# (at your option) any later version.
-
-# This program is distributed in the hope that it will be useful,
-# but WITHOUT ANY WARRANTY; without even the implied warranty of
-# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
-# GNU Affero General Public License for more details.
-
-# You should have received a copy of the GNU Affero General Public License
-# along with this program.  If not, see <https://www.gnu.org/licenses/>.
-
-"""
-Interactive Brokers API backend.
-
-Sub-modules within break into the core functionalities:
-
-- ``broker.py`` part for orders / trading endpoints
-- ``data.py`` for real-time data feed endpoints
-
-- ``client.py`` for the core API machinery which is ``trio``-ized
-  wrapping around ``ib_insync``.
-
-- ``report.py`` for the hackery to build manual pp calcs
-  to avoid ib's absolute bullshit FIFO style position
-  tracking..
-
-"""
-from .api import (
-    get_client,
-)
-from .feed import (
-    open_history_client,
-    open_symbol_search,
-    stream_quotes,
-)
-from .broker import trades_dialogue
-
-__all__ = [
-    'get_client',
-    'trades_dialogue',
-    'open_history_client',
-    'open_symbol_search',
-    'stream_quotes',
-]
-
-
-# tractor RPC enable arg
-__enable_modules__: list[str] = [
-    'api',
-    'feed',
-    'broker',
-]
-
-# passed to ``tractor.ActorNursery.start_actor()``
-_spawn_kwargs = {
-    'infect_asyncio': True,
-}
-
-# annotation to let backend agnostic code
-# know if ``brokerd`` should be spawned with
-# ``tractor``'s aio mode.
-_infect_asyncio: bool = True

piker/brokers/ib/broker.py

@@ -1,590 +0,0 @@
-# piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for pikers)
-
-# This program is free software: you can redistribute it and/or modify
-# it under the terms of the GNU Affero General Public License as published by
-# the Free Software Foundation, either version 3 of the License, or
-# (at your option) any later version.
-
-# This program is distributed in the hope that it will be useful,
-# but WITHOUT ANY WARRANTY; without even the implied warranty of
-# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
-# GNU Affero General Public License for more details.
-
-# You should have received a copy of the GNU Affero General Public License
-# along with this program.  If not, see <https://www.gnu.org/licenses/>.
-"""
-Order and trades endpoints for use with ``piker``'s EMS.
-
-"""
-from __future__ import annotations
-from dataclasses import asdict
-from functools import partial
-from pprint import pformat
-import time
-from typing import (
-    Any,
-    Optional,
-    AsyncIterator,
-)
-
-import trio
-from trio_typing import TaskStatus
-import tractor
-from ib_insync.contract import (
-    Contract,
-    Option,
-)
-from ib_insync.order import (
-    Trade,
-    OrderStatus,
-)
-from ib_insync.objects import (
-    Fill,
-    Execution,
-)
-from ib_insync.objects import Position
-
-from piker import config
-from piker.log import get_console_log
-from piker.clearing._messages import (
-    BrokerdOrder,
-    BrokerdOrderAck,
-    BrokerdStatus,
-    BrokerdPosition,
-    BrokerdCancel,
-    BrokerdFill,
-    BrokerdError,
-)
-from .api import (
-    _accounts2clients,
-    _adhoc_futes_set,
-    log,
-    get_config,
-    open_client_proxies,
-    Client,
-)
-
-
-def pack_position(
-    pos: Position
-
-) -> dict[str, Any]:
-    con = pos.contract
-
-    if isinstance(con, Option):
-        # TODO: option symbol parsing and sane display:
-        symbol = con.localSymbol.replace(' ', '')
-
-    else:
-        # TODO: lookup fqsn even for derivs.
-        symbol = con.symbol.lower()
-
-    exch = (con.primaryExchange or con.exchange).lower()
-    symkey = '.'.join((symbol, exch))
-    if not exch:
-        # attempt to lookup the symbol from our
-        # hacked set..
-        for sym in _adhoc_futes_set:
-            if symbol in sym:
-                symkey = sym
-                break
-
-    expiry = con.lastTradeDateOrContractMonth
-    if expiry:
-        symkey += f'.{expiry}'
-
-    # TODO: options contracts into a sane format..
-
-    return BrokerdPosition(
-        broker='ib',
-        account=pos.account,
-        symbol=symkey,
-        currency=con.currency,
-        size=float(pos.position),
-        avg_price=float(pos.avgCost) / float(con.multiplier or 1.0),
-    )
-
-
-async def handle_order_requests(
-
-    ems_order_stream: tractor.MsgStream,
-    accounts_def: dict[str, str],
-
-) -> None:
-
-    request_msg: dict
-    async for request_msg in ems_order_stream:
-        log.info(f'Received order request {request_msg}')
-
-        action = request_msg['action']
-        account = request_msg['account']
-
-        acct_number = accounts_def.get(account)
-        if not acct_number:
-            log.error(
-                f'An IB account number for name {account} is not found?\n'
-                'Make sure you have all TWS and GW instances running.'
-            )
-            await ems_order_stream.send(BrokerdError(
-                oid=request_msg['oid'],
-                symbol=request_msg['symbol'],
-                reason=f'No account found: `{account}` ?',
-            ).dict())
-            continue
-
-        client = _accounts2clients.get(account)
-        if not client:
-            log.error(
-                f'An IB client for account name {account} is not found.\n'
-                'Make sure you have all TWS and GW instances running.'
-            )
-            await ems_order_stream.send(BrokerdError(
-                oid=request_msg['oid'],
-                symbol=request_msg['symbol'],
-                reason=f'No api client loaded for account: `{account}` ?',
-            ).dict())
-            continue
-
-        if action in {'buy', 'sell'}:
-            # validate
-            order = BrokerdOrder(**request_msg)
-
-            # call our client api to submit the order
-            reqid = client.submit_limit(
-                oid=order.oid,
-                symbol=order.symbol,
-                price=order.price,
-                action=order.action,
-                size=order.size,
-                account=acct_number,
-
-                # XXX: by default 0 tells ``ib_insync`` methods that
-                # there is no existing order so ask the client to create
-                # a new one (which it seems to do by allocating an int
-                # counter - collision prone..)
-                reqid=order.reqid,
-            )
-            if reqid is None:
-                await ems_order_stream.send(BrokerdError(
-                    oid=request_msg['oid'],
-                    symbol=request_msg['symbol'],
-                    reason='Order already active?',
-                ).dict())
-
-            # deliver ack that order has been submitted to broker routing
-            await ems_order_stream.send(
-                BrokerdOrderAck(
-                    # ems order request id
-                    oid=order.oid,
-                    # broker specific request id
-                    reqid=reqid,
-                    time_ns=time.time_ns(),
-                    account=account,
-                ).dict()
-            )
-
-        elif action == 'cancel':
-            msg = BrokerdCancel(**request_msg)
-            client.submit_cancel(reqid=msg.reqid)
-
-        else:
-            log.error(f'Unknown order command: {request_msg}')
-
-
-async def recv_trade_updates(
-
-    client: Client,
-    to_trio: trio.abc.SendChannel,
-
-) -> None:
-    """Stream a ticker using the std L1 api.
-    """
-    client.inline_errors(to_trio)
-
-    # sync with trio task
-    to_trio.send_nowait(None)
-
-    def push_tradesies(eventkit_obj, obj, fill=None):
-        """Push events to trio task.
-
-        """
-        if fill is not None:
-            # execution details event
-            item = ('fill', (obj, fill))
-
-        elif eventkit_obj.name() == 'positionEvent':
-            item = ('position', obj)
-
-        else:
-            item = ('status', obj)
-
-        log.info(f'eventkit event ->\n{pformat(item)}')
-
-        try:
-            to_trio.send_nowait(item)
-        except trio.BrokenResourceError:
-            log.exception(f'Disconnected from {eventkit_obj} updates')
-            eventkit_obj.disconnect(push_tradesies)
-
-    # hook up to the weird eventkit object - event stream api
-    for ev_name in [
-        'orderStatusEvent',  # all order updates
-        'execDetailsEvent',  # all "fill" updates
-        'positionEvent',  # avg price updates per symbol per account
-
-        # 'commissionReportEvent',
-        # XXX: ugh, it is a separate event from IB and it's
-        # emitted as follows:
-        # self.ib.commissionReportEvent.emit(trade, fill, report)
-
-        # XXX: not sure yet if we need these
-        # 'updatePortfolioEvent',
-
-        # XXX: these all seem to be weird ib_insync intrernal
-        # events that we probably don't care that much about
-        # given the internal design is wonky af..
-        # 'newOrderEvent',
-        # 'orderModifyEvent',
-        # 'cancelOrderEvent',
-        # 'openOrderEvent',
-    ]:
-        eventkit_obj = getattr(client.ib, ev_name)
-        handler = partial(push_tradesies, eventkit_obj)
-        eventkit_obj.connect(handler)
-
-    # let the engine run and stream
-    await client.ib.disconnectedEvent
-
-
-@tractor.context
-async def trades_dialogue(
-
-    ctx: tractor.Context,
-    loglevel: str = None,
-
-) -> AsyncIterator[dict[str, Any]]:
-
-    # XXX: required to propagate ``tractor`` loglevel to piker logging
-    get_console_log(loglevel or tractor.current_actor().loglevel)
-
-    accounts_def = config.load_accounts(['ib'])
-
-    global _client_cache
-
-    # deliver positions to subscriber before anything else
-    all_positions = []
-    accounts = set()
-    clients: list[tuple[Client, trio.MemoryReceiveChannel]] = []
-
-    async with (
-        trio.open_nursery() as nurse,
-        open_client_proxies() as (proxies, aioclients),
-    ):
-        for account, proxy in proxies.items():
-
-            client = aioclients[account]
-
-            async def open_stream(
-                task_status: TaskStatus[
-                    trio.abc.ReceiveChannel
-                ] = trio.TASK_STATUS_IGNORED,
-            ):
-                # each api client has a unique event stream
-                async with tractor.to_asyncio.open_channel_from(
-                    recv_trade_updates,
-                    client=client,
-                ) as (first, trade_event_stream):
-
-                    task_status.started(trade_event_stream)
-                    await trio.sleep_forever()
-
-            trade_event_stream = await nurse.start(open_stream)
-
-            clients.append((client, trade_event_stream))
-
-            assert account in accounts_def
-            accounts.add(account)
-
-        for client in aioclients.values():
-            for pos in client.positions():
-
-                msg = pack_position(pos)
-                msg.account = accounts_def.inverse[msg.account]
-
-                assert msg.account in accounts, (
-                    f'Position for unknown account: {msg.account}')
-
-                all_positions.append(msg.dict())
-
-        trades: list[dict] = []
-        for proxy in proxies.values():
-            trades.append(await proxy.trades())
-
-        log.info(f'Loaded {len(trades)} from this session')
-        # TODO: write trades to local ``trades.toml``
-        # - use above per-session trades data and write to local file
-        # - get the "flex reports" working and pull historical data and
-        # also save locally.
-
-        await ctx.started((
-            all_positions,
-            tuple(name for name in accounts_def if name in accounts),
-        ))
-
-        async with (
-            ctx.open_stream() as ems_stream,
-            trio.open_nursery() as n,
-        ):
-            # start order request handler **before** local trades event loop
-            n.start_soon(handle_order_requests, ems_stream, accounts_def)
-
-            # allocate event relay tasks for each client connection
-            for client, stream in clients:
-                n.start_soon(
-                    deliver_trade_events,
-                    stream,
-                    ems_stream,
-                    accounts_def
-                )
-
-            # block until cancelled
-            await trio.sleep_forever()
-
-
-async def deliver_trade_events(
-
-    trade_event_stream: trio.MemoryReceiveChannel,
-    ems_stream: tractor.MsgStream,
-    accounts_def: dict[str, str],
-
-) -> None:
-    '''Format and relay all trade events for a given client to the EMS.
-
-    '''
-    action_map = {'BOT': 'buy', 'SLD': 'sell'}
-
-    # TODO: for some reason we can receive a ``None`` here when the
-    # ib-gw goes down? Not sure exactly how that's happening looking
-    # at the eventkit code above but we should probably handle it...
-    async for event_name, item in trade_event_stream:
-
-        log.info(f'ib sending {event_name}:\n{pformat(item)}')
-
-        # TODO: templating the ib statuses in comparison with other
-        # brokers is likely the way to go:
-        # https://interactivebrokers.github.io/tws-api/interfaceIBApi_1_1EWrapper.html#a17f2a02d6449710b6394d0266a353313
-        # short list:
-        # - PendingSubmit
-        # - PendingCancel
-        # - PreSubmitted (simulated orders)
-        # - ApiCancelled (cancelled by client before submission
-        #                 to routing)
-        # - Cancelled
-        # - Filled
-        # - Inactive (reject or cancelled but not by trader)
-
-        # XXX: here's some other sucky cases from the api
-        # - short-sale but securities haven't been located, in this
-        #   case we should probably keep the order in some kind of
-        #   weird state or cancel it outright?
-
-        # status='PendingSubmit', message=''),
-        # status='Cancelled', message='Error 404,
-        #   reqId 1550: Order held while securities are located.'),
-        # status='PreSubmitted', message='')],
-
-        if event_name == 'status':
-
-            # XXX: begin normalization of nonsense ib_insync internal
-            # object-state tracking representations...
-
-            # unwrap needed data from ib_insync internal types
-            trade: Trade = item
-            status: OrderStatus = trade.orderStatus
-
-            # skip duplicate filled updates - we get the deats
-            # from the execution details event
-            msg = BrokerdStatus(
-
-                reqid=trade.order.orderId,
-                time_ns=time.time_ns(),  # cuz why not
-                account=accounts_def.inverse[trade.order.account],
-
-                # everyone doin camel case..
-                status=status.status.lower(),  # force lower case
-
-                filled=status.filled,
-                reason=status.whyHeld,
-
-                # this seems to not be necessarily up to date in the
-                # execDetails event.. so we have to send it here I guess?
-                remaining=status.remaining,
-
-                broker_details={'name': 'ib'},
-            )
-
-        elif event_name == 'fill':
-
-            # for wtv reason this is a separate event type
-            # from IB, not sure why it's needed other then for extra
-            # complexity and over-engineering :eyeroll:.
-            # we may just end up dropping these events (or
-            # translating them to ``Status`` msgs) if we can
-            # show the equivalent status events are no more latent.
-
-            # unpack ib_insync types
-            # pep-0526 style:
-            # https://www.python.org/dev/peps/pep-0526/#global-and-local-variable-annotations
-            trade: Trade
-            fill: Fill
-            trade, fill = item
-            execu: Execution = fill.execution
-
-            # TODO: normalize out commissions details?
-            details = {
-                'contract': asdict(fill.contract),
-                'execution': asdict(fill.execution),
-                'commissions': asdict(fill.commissionReport),
-                'broker_time': execu.time,   # supposedly server fill time
-                'name': 'ib',
-            }
-
-            msg = BrokerdFill(
-                # should match the value returned from `.submit_limit()`
-                reqid=execu.orderId,
-                time_ns=time.time_ns(),  # cuz why not
-
-                action=action_map[execu.side],
-                size=execu.shares,
-                price=execu.price,
-
-                broker_details=details,
-                # XXX: required by order mode currently
-                broker_time=details['broker_time'],
-
-            )
-
-        elif event_name == 'error':
-
-            err: dict = item
-
-            # f$#$% gawd dammit insync..
-            con = err['contract']
-            if isinstance(con, Contract):
-                err['contract'] = asdict(con)
-
-            if err['reqid'] == -1:
-                log.error(f'TWS external order error:\n{pformat(err)}')
-
-            # TODO: what schema for this msg if we're going to make it
-            # portable across all backends?
-            # msg = BrokerdError(**err)
-            continue
-
-        elif event_name == 'position':
-            msg = pack_position(item)
-            msg.account = accounts_def.inverse[msg.account]
-
-        elif event_name == 'event':
-
-            # it's either a general system status event or an external
-            # trade event?
-            log.info(f"TWS system status: \n{pformat(item)}")
-
-            # TODO: support this again but needs parsing at the callback
-            # level...
-            # reqid = item.get('reqid', 0)
-            # if getattr(msg, 'reqid', 0) < -1:
-            # log.info(f"TWS triggered trade\n{pformat(msg.dict())}")
-
-            continue
-
-            # msg.reqid = 'tws-' + str(-1 * reqid)
-
-            # mark msg as from "external system"
-            # TODO: probably something better then this.. and start
-            # considering multiplayer/group trades tracking
-            # msg.broker_details['external_src'] = 'tws'
-
-        # XXX: we always serialize to a dict for msgpack
-        # translations, ideally we can move to an msgspec (or other)
-        # encoder # that can be enabled in ``tractor`` ahead of
-        # time so we can pass through the message types directly.
-        await ems_stream.send(msg.dict())
-
-
-def load_flex_trades(
-    path: Optional[str] = None,
-
-) -> dict[str, str]:
-
-    from pprint import pprint
-    from ib_insync import flexreport, util
-
-    conf = get_config()
-
-    if not path:
-        # load ``brokers.toml`` and try to get the flex
-        # token and query id that must be previously defined
-        # by the user.
-        token = conf.get('flex_token')
-        if not token:
-            raise ValueError(
-               'You must specify a ``flex_token`` field in your'
-               '`brokers.toml` in order load your trade log, see our'
-               'intructions for how to set this up here:\n'
-               'PUT LINK HERE!'
-            )
-
-        qid = conf['flex_trades_query_id']
-
-        # TODO: hack this into our logging
-        # system like we do with the API client..
-        util.logToConsole()
-
-        # TODO: rewrite the query part of this with async..httpx?
-        report = flexreport.FlexReport(
-            token=token,
-            queryId=qid,
-        )
-
-    else:
-        # XXX: another project we could potentially look at,
-        # https://pypi.org/project/ibflex/
-        report = flexreport.FlexReport(path=path)
-
-    trade_entries = report.extract('Trade')
-    trades = {
-        # XXX: LOL apparently ``toml`` has a bug
-        # where a section key error will show up in the write
-        # if you leave this as an ``int``?
-        str(t.__dict__['tradeID']): t.__dict__
-        for t in trade_entries
-    }
-
-    ln = len(trades)
-    log.info(f'Loaded {ln} trades from flex query')
-
-    trades_by_account = {}
-    for tid, trade in trades.items():
-        trades_by_account.setdefault(
-            # oddly for some so-called "BookTrade" entries
-            # this field seems to be blank, no cuckin clue.
-            # trade['ibExecID']
-            str(trade['accountId']), {}
-        )[tid] = trade
-
-    section = {'ib': trades_by_account}
-    pprint(section)
-
-    # TODO: load the config first and append in
-    # the new trades loaded here..
-    try:
-        config.write(section, 'trades')
-    except KeyError:
-        import pdbpp; pdbpp.set_trace()  # noqa
-
-
-if __name__ == '__main__':
-    load_flex_trades()

piker/brokers/ib/feed.py

@@ -1,938 +0,0 @@
-# piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for pikers)
-
-# This program is free software: you can redistribute it and/or modify
-# it under the terms of the GNU Affero General Public License as published by
-# the Free Software Foundation, either version 3 of the License, or
-# (at your option) any later version.
-
-# This program is distributed in the hope that it will be useful,
-# but WITHOUT ANY WARRANTY; without even the implied warranty of
-# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
-# GNU Affero General Public License for more details.
-
-# You should have received a copy of the GNU Affero General Public License
-# along with this program.  If not, see <https://www.gnu.org/licenses/>.
-"""
-Data feed endpoints pre-wrapped and ready for use with ``tractor``/``trio``.
-
-"""
-from __future__ import annotations
-import asyncio
-from contextlib import asynccontextmanager as acm
-from dataclasses import asdict
-from datetime import datetime
-from math import isnan
-import time
-from typing import (
-    Callable,
-    Optional,
-    Awaitable,
-)
-
-from async_generator import aclosing
-from fuzzywuzzy import process as fuzzy
-import numpy as np
-import pendulum
-import tractor
-import trio
-from trio_typing import TaskStatus
-
-from piker.data._sharedmem import ShmArray
-from .._util import SymbolNotFound, NoData
-from .api import (
-    _adhoc_futes_set,
-    log,
-    load_aio_clients,
-    ibis,
-    MethodProxy,
-    open_client_proxies,
-    get_preferred_data_client,
-    Ticker,
-    RequestError,
-    Contract,
-)
-
-
-# https://interactivebrokers.github.io/tws-api/tick_types.html
-tick_types = {
-    77: 'trade',
-
-    # a "utrade" aka an off exchange "unreportable" (dark) vlm:
-    # https://interactivebrokers.github.io/tws-api/tick_types.html#rt_volume
-    48: 'dark_trade',
-
-    # standard L1 ticks
-    0: 'bsize',
-    1: 'bid',
-    2: 'ask',
-    3: 'asize',
-    4: 'last',
-    5: 'size',
-    8: 'volume',
-
-    # ``ib_insync`` already packs these into
-    # quotes under the following fields.
-    # 55: 'trades_per_min',  # `'tradeRate'`
-    # 56: 'vlm_per_min',  # `'volumeRate'`
-    # 89: 'shortable',  # `'shortableShares'`
-}
-
-
-@acm
-async def open_data_client() -> MethodProxy:
-    '''
-    Open the first found preferred "data client" as defined in the
-    user's ``brokers.toml`` in the ``ib.prefer_data_account`` variable
-    and deliver that client wrapped in a ``MethodProxy``.
-
-    '''
-    async with (
-        open_client_proxies() as (proxies, clients),
-    ):
-        account_name, client = get_preferred_data_client(clients)
-        proxy = proxies.get(f'ib.{account_name}')
-        if not proxy:
-            raise ValueError(
-                f'No preferred data client could be found for {account_name}!'
-            )
-
-        yield proxy
-
-
-@acm
-async def open_history_client(
-    symbol: str,
-
-) -> tuple[Callable, int]:
-    '''
-    History retreival endpoint - delivers a historical frame callble
-    that takes in ``pendulum.datetime`` and returns ``numpy`` arrays.
-
-    '''
-    async with open_data_client() as proxy:
-
-        async def get_hist(
-            end_dt: Optional[datetime] = None,
-            start_dt: Optional[datetime] = None,
-
-        ) -> tuple[np.ndarray, str]:
-
-            out, fails = await get_bars(proxy, symbol, end_dt=end_dt)
-
-            # TODO: add logic here to handle tradable hours and only grab
-            # valid bars in the range
-            if out is None:
-                # could be trying to retreive bars over weekend
-                log.error(f"Can't grab bars starting at {end_dt}!?!?")
-                raise NoData(
-                    f'{end_dt}',
-                    frame_size=2000,
-                )
-
-            bars, bars_array, first_dt, last_dt = out
-
-            # volume cleaning since there's -ve entries,
-            # wood luv to know what crookery that is..
-            vlm = bars_array['volume']
-            vlm[vlm < 0] = 0
-
-            return bars_array, first_dt, last_dt
-
-        # TODO: it seems like we can do async queries for ohlc
-        # but getting the order right still isn't working and I'm not
-        # quite sure why.. needs some tinkering and probably
-        # a lookthrough of the ``ib_insync`` machinery, for eg. maybe
-        # we have to do the batch queries on the `asyncio` side?
-        yield get_hist, {'erlangs': 1, 'rate': 6}
-
-
-_pacing: str = (
-    'Historical Market Data Service error '
-    'message:Historical data request pacing violation'
-)
-
-
-async def get_bars(
-
-    proxy: MethodProxy,
-    fqsn: str,
-
-    # blank to start which tells ib to look up the latest datum
-    end_dt: str = '',
-
-) -> (dict, np.ndarray):
-    '''
-    Retrieve historical data from a ``trio``-side task using
-    a ``MethoProxy``.
-
-    '''
-    fails = 0
-    bars: Optional[list] = None
-    first_dt: datetime = None
-    last_dt: datetime = None
-
-    if end_dt:
-        last_dt = pendulum.from_timestamp(end_dt.timestamp())
-
-    for _ in range(10):
-        try:
-            out = await proxy.bars(
-                fqsn=fqsn,
-                end_dt=end_dt,
-            )
-            if out:
-                bars, bars_array = out
-
-            else:
-                await tractor.breakpoint()
-
-            if bars_array is None:
-                raise SymbolNotFound(fqsn)
-
-            first_dt = pendulum.from_timestamp(
-                bars[0].date.timestamp())
-
-            last_dt = pendulum.from_timestamp(
-                bars[-1].date.timestamp())
-
-            time = bars_array['time']
-            assert time[-1] == last_dt.timestamp()
-            assert time[0] == first_dt.timestamp()
-            log.info(
-                f'{len(bars)} bars retreived for {first_dt} -> {last_dt}'
-            )
-
-            return (bars, bars_array, first_dt, last_dt), fails
-
-        except RequestError as err:
-            msg = err.message
-            # why do we always need to rebind this?
-            # _err = err
-
-            if 'No market data permissions for' in msg:
-                # TODO: signalling for no permissions searches
-                raise NoData(
-                    f'Symbol: {fqsn}',
-                )
-
-            elif (
-                err.code == 162
-                and 'HMDS query returned no data' in err.message
-            ):
-                # XXX: this is now done in the storage mgmt layer
-                # and we shouldn't implicitly decrement the frame dt
-                # index since the upper layer may be doing so
-                # concurrently and we don't want to be delivering frames
-                # that weren't asked for.
-                log.warning(
-                    f'NO DATA found ending @ {end_dt}\n'
-                )
-
-                # try to decrement start point and look further back
-                # end_dt = last_dt = last_dt.subtract(seconds=2000)
-
-                raise NoData(
-                    f'Symbol: {fqsn}',
-                    frame_size=2000,
-                )
-
-            elif _pacing in msg:
-
-                log.warning(
-                    'History throttle rate reached!\n'
-                    'Resetting farms with `ctrl-alt-f` hack\n'
-                )
-                # TODO: we might have to put a task lock around this
-                # method..
-                hist_ev = proxy.status_event(
-                    'HMDS data farm connection is OK:ushmds'
-                )
-
-                # XXX: other event messages we might want to try and
-                # wait for but i wasn't able to get any of this
-                # reliable..
-                # reconnect_start = proxy.status_event(
-                #     'Market data farm is connecting:usfuture'
-                # )
-                # live_ev = proxy.status_event(
-                #     'Market data farm connection is OK:usfuture'
-                # )
-
-                # try to wait on the reset event(s) to arrive, a timeout
-                # will trigger a retry up to 6 times (for now).
-                tries: int = 2
-                timeout: float = 10
-
-                # try 3 time with a data reset then fail over to
-                # a connection reset.
-                for i in range(1, tries):
-
-                    log.warning('Sending DATA RESET request')
-                    await data_reset_hack(reset_type='data')
-
-                    with trio.move_on_after(timeout) as cs:
-                        for name, ev in [
-                            # TODO: not sure if waiting on other events
-                            # is all that useful here or not. in theory
-                            # you could wait on one of the ones above
-                            # first to verify the reset request was
-                            # sent?
-                            ('history', hist_ev),
-                        ]:
-                            await ev.wait()
-                            log.info(f"{name} DATA RESET")
-                            break
-
-                    if cs.cancelled_caught:
-                        fails += 1
-                        log.warning(
-                            f'Data reset {name} timeout, retrying {i}.'
-                        )
-
-                        continue
-                else:
-
-                    log.warning('Sending CONNECTION RESET')
-                    await data_reset_hack(reset_type='connection')
-
-                    with trio.move_on_after(timeout) as cs:
-                        for name, ev in [
-                            # TODO: not sure if waiting on other events
-                            # is all that useful here or not. in theory
-                            # you could wait on one of the ones above
-                            # first to verify the reset request was
-                            # sent?
-                            ('history', hist_ev),
-                        ]:
-                            await ev.wait()
-                            log.info(f"{name} DATA RESET")
-
-                    if cs.cancelled_caught:
-                        fails += 1
-                        log.warning('Data CONNECTION RESET timeout!?')
-
-            else:
-                raise
-
-    return None, None
-    # else:  # throttle wasn't fixed so error out immediately
-    #     raise _err
-
-
-async def backfill_bars(
-
-    fqsn: str,
-    shm: ShmArray,  # type: ignore # noqa
-
-    # TODO: we want to avoid overrunning the underlying shm array buffer
-    # and we should probably calc the number of calls to make depending
-    # on that until we have the `marketstore` daemon in place in which
-    # case the shm size will be driven by user config and available sys
-    # memory.
-    count: int = 16,
-
-    task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
-
-) -> None:
-    '''
-    Fill historical bars into shared mem / storage afap.
-
-    TODO: avoid pacing constraints:
-    https://github.com/pikers/piker/issues/128
-
-    '''
-    # last_dt1 = None
-    last_dt = None
-
-    with trio.CancelScope() as cs:
-
-        async with open_data_client() as proxy:
-
-            out, fails = await get_bars(proxy, fqsn)
-
-            if out is None:
-                raise RuntimeError("Could not pull currrent history?!")
-
-            (first_bars, bars_array, first_dt, last_dt) = out
-            vlm = bars_array['volume']
-            vlm[vlm < 0] = 0
-            last_dt = first_dt
-
-            # write historical data to buffer
-            shm.push(bars_array)
-
-            task_status.started(cs)
-
-            i = 0
-            while i < count:
-
-                out, fails = await get_bars(proxy, fqsn, end_dt=first_dt)
-
-                if out is None:
-                    # could be trying to retreive bars over weekend
-                    # TODO: add logic here to handle tradable hours and
-                    # only grab valid bars in the range
-                    log.error(f"Can't grab bars starting at {first_dt}!?!?")
-
-                    # XXX: get_bars() should internally decrement dt by
-                    # 2k seconds and try again.
-                    continue
-
-                (first_bars, bars_array, first_dt, last_dt) = out
-                # last_dt1 = last_dt
-                # last_dt = first_dt
-
-                # volume cleaning since there's -ve entries,
-                # wood luv to know what crookery that is..
-                vlm = bars_array['volume']
-                vlm[vlm < 0] = 0
-
-                # TODO we should probably dig into forums to see what peeps
-                # think this data "means" and then use it as an indicator of
-                # sorts? dinkus has mentioned that $vlms for the day dont'
-                # match other platforms nor the summary stat tws shows in
-                # the monitor - it's probably worth investigating.
-
-                shm.push(bars_array, prepend=True)
-                i += 1
-
-
-asset_type_map = {
-    'STK': 'stock',
-    'OPT': 'option',
-    'FUT': 'future',
-    'CONTFUT': 'continuous_future',
-    'CASH': 'forex',
-    'IND': 'index',
-    'CFD': 'cfd',
-    'BOND': 'bond',
-    'CMDTY': 'commodity',
-    'FOP': 'futures_option',
-    'FUND': 'mutual_fund',
-    'WAR': 'warrant',
-    'IOPT': 'warran',
-    'BAG': 'bag',
-    # 'NEWS': 'news',
-}
-
-
-_quote_streams: dict[str, trio.abc.ReceiveStream] = {}
-
-
-async def _setup_quote_stream(
-
-    from_trio: asyncio.Queue,
-    to_trio: trio.abc.SendChannel,
-
-    symbol: str,
-    opts: tuple[int] = (
-        '375',  # RT trade volume (excludes utrades)
-        '233',  # RT trade volume (includes utrades)
-        '236',  # Shortable shares
-
-        # these all appear to only be updated every 25s thus
-        # making them mostly useless and explains why the scanner
-        # is always slow XD
-        # '293',  # Trade count for day
-        '294',  # Trade rate / minute
-        '295',  # Vlm rate / minute
-    ),
-    contract: Optional[Contract] = None,
-
-) -> trio.abc.ReceiveChannel:
-    '''
-    Stream a ticker using the std L1 api.
-
-    This task is ``asyncio``-side and must be called from
-    ``tractor.to_asyncio.open_channel_from()``.
-
-    '''
-    global _quote_streams
-
-    to_trio.send_nowait(None)
-
-    async with load_aio_clients() as accts2clients:
-        caccount_name, client = get_preferred_data_client(accts2clients)
-        contract = contract or (await client.find_contract(symbol))
-        ticker: Ticker = client.ib.reqMktData(contract, ','.join(opts))
-
-        # NOTE: it's batch-wise and slow af but I guess could
-        # be good for backchecking? Seems to be every 5s maybe?
-        # ticker: Ticker = client.ib.reqTickByTickData(
-        #     contract, 'Last',
-        # )
-
-        # # define a simple queue push routine that streams quote packets
-        # # to trio over the ``to_trio`` memory channel.
-        # to_trio, from_aio = trio.open_memory_channel(2**8)  # type: ignore
-        def teardown():
-            ticker.updateEvent.disconnect(push)
-            log.error(f"Disconnected stream for `{symbol}`")
-            client.ib.cancelMktData(contract)
-
-            # decouple broadcast mem chan
-            _quote_streams.pop(symbol, None)
-
-        def push(t: Ticker) -> None:
-            """
-            Push quotes to trio task.
-
-            """
-            # log.debug(t)
-            try:
-                to_trio.send_nowait(t)
-
-            except (
-                trio.BrokenResourceError,
-
-                # XXX: HACK, not sure why this gets left stale (probably
-                # due to our terrible ``tractor.to_asyncio``
-                # implementation for streams.. but if the mem chan
-                # gets left here and starts blocking just kill the feed?
-                # trio.WouldBlock,
-            ):
-                # XXX: eventkit's ``Event.emit()`` for whatever redic
-                # reason will catch and ignore regular exceptions
-                # resulting in tracebacks spammed to console..
-                # Manually do the dereg ourselves.
-                teardown()
-            except trio.WouldBlock:
-                log.warning(
-                    f'channel is blocking symbol feed for {symbol}?'
-                    f'\n{to_trio.statistics}'
-                )
-
-            # except trio.WouldBlock:
-            #     # for slow debugging purposes to avoid clobbering prompt
-            #     # with log msgs
-            #     pass
-
-        ticker.updateEvent.connect(push)
-        try:
-            await asyncio.sleep(float('inf'))
-        finally:
-            teardown()
-
-        # return from_aio
-
-
-@acm
-async def open_aio_quote_stream(
-
-    symbol: str,
-    contract: Optional[Contract] = None,
-
-) -> trio.abc.ReceiveStream:
-
-    from tractor.trionics import broadcast_receiver
-    global _quote_streams
-
-    from_aio = _quote_streams.get(symbol)
-    if from_aio:
-
-        # if we already have a cached feed deliver a rx side clone to consumer
-        async with broadcast_receiver(
-            from_aio,
-            2**6,
-        ) as from_aio:
-            yield from_aio
-            return
-
-    async with tractor.to_asyncio.open_channel_from(
-        _setup_quote_stream,
-        symbol=symbol,
-        contract=contract,
-
-    ) as (first, from_aio):
-
-        # cache feed for later consumers
-        _quote_streams[symbol] = from_aio
-
-        yield from_aio
-
-
-# TODO: cython/mypyc/numba this!
-def normalize(
-    ticker: Ticker,
-    calc_price: bool = False
-
-) -> dict:
-
-    # should be real volume for this contract by default
-    calc_price = False
-
-    # check for special contract types
-    con = ticker.contract
-    if type(con) in (
-        ibis.Commodity,
-        ibis.Forex,
-    ):
-        # commodities and forex don't have an exchange name and
-        # no real volume so we have to calculate the price
-        suffix = con.secType
-        # no real volume on this tract
-        calc_price = True
-
-    else:
-        suffix = con.primaryExchange
-        if not suffix:
-            suffix = con.exchange
-
-        # append a `.<suffix>` to the returned symbol
-        # key for derivatives that normally is the expiry
-        # date key.
-        expiry = con.lastTradeDateOrContractMonth
-        if expiry:
-            suffix += f'.{expiry}'
-
-    # convert named tuples to dicts so we send usable keys
-    new_ticks = []
-    for tick in ticker.ticks:
-        if tick and not isinstance(tick, dict):
-            td = tick._asdict()
-            td['type'] = tick_types.get(
-                td['tickType'],
-                'n/a',
-            )
-
-            new_ticks.append(td)
-
-            tbt = ticker.tickByTicks
-            if tbt:
-                print(f'tickbyticks:\n {ticker.tickByTicks}')
-
-    ticker.ticks = new_ticks
-
-    # some contracts don't have volume so we may want to calculate
-    # a midpoint price based on data we can acquire (such as bid / ask)
-    if calc_price:
-        ticker.ticks.append(
-            {'type': 'trade', 'price': ticker.marketPrice()}
-        )
-
-    # serialize for transport
-    data = asdict(ticker)
-
-    # generate fqsn with possible specialized suffix
-    # for derivatives, note the lowercase.
-    data['symbol'] = data['fqsn'] = '.'.join(
-        (con.symbol, suffix)
-    ).lower()
-
-    # convert named tuples to dicts for transport
-    tbts = data.get('tickByTicks')
-    if tbts:
-        data['tickByTicks'] = [tbt._asdict() for tbt in tbts]
-
-    # add time stamps for downstream latency measurements
-    data['brokerd_ts'] = time.time()
-
-    # stupid stupid shit...don't even care any more..
-    # leave it until we do a proper latency study
-    # if ticker.rtTime is not None:
-    #     data['broker_ts'] = data['rtTime_s'] = float(
-    #         ticker.rtTime.timestamp) / 1000.
-    data.pop('rtTime')
-
-    return data
-
-
-async def stream_quotes(
-
-    send_chan: trio.abc.SendChannel,
-    symbols: list[str],
-    feed_is_live: trio.Event,
-    loglevel: str = None,
-
-    # startup sync
-    task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
-
-) -> None:
-    '''
-    Stream symbol quotes.
-
-    This is a ``trio`` callable routine meant to be invoked
-    once the brokerd is up.
-
-    '''
-    # TODO: support multiple subscriptions
-    sym = symbols[0]
-    log.info(f'request for real-time quotes: {sym}')
-
-    async with open_data_client() as proxy:
-
-        con, first_ticker, details = await proxy.get_sym_details(symbol=sym)
-        first_quote = normalize(first_ticker)
-        # print(f'first quote: {first_quote}')
-
-        def mk_init_msgs() -> dict[str, dict]:
-            '''
-            Collect a bunch of meta-data useful for feed startup and
-            pack in a `dict`-msg.
-
-            '''
-            # pass back some symbol info like min_tick, trading_hours, etc.
-            syminfo = asdict(details)
-            syminfo.update(syminfo['contract'])
-
-            # nested dataclass we probably don't need and that won't IPC
-            # serialize
-            syminfo.pop('secIdList')
-
-            # TODO: more consistent field translation
-            atype = syminfo['asset_type'] = asset_type_map[syminfo['secType']]
-
-            # for stocks it seems TWS reports too small a tick size
-            # such that you can't submit orders with that granularity?
-            min_tick = 0.01 if atype == 'stock' else 0
-
-            syminfo['price_tick_size'] = max(syminfo['minTick'], min_tick)
-
-            # for "traditional" assets, volume is normally discreet, not
-            # a float
-            syminfo['lot_tick_size'] = 0.0
-
-            ibclient = proxy._aio_ns.ib.client
-            host, port = ibclient.host, ibclient.port
-
-            # TODO: for loop through all symbols passed in
-            init_msgs = {
-                # pass back token, and bool, signalling if we're the writer
-                # and that history has been written
-                sym: {
-                    'symbol_info': syminfo,
-                    'fqsn': first_quote['fqsn'],
-                },
-                'status': {
-                    'data_ep': f'{host}:{port}',
-                },
-
-            }
-            return init_msgs
-
-        init_msgs = mk_init_msgs()
-
-        # TODO: we should instead spawn a task that waits on a feed to start
-        # and let it wait indefinitely..instead of this hard coded stuff.
-        with trio.move_on_after(1):
-            contract, first_ticker, details = await proxy.get_quote(symbol=sym)
-
-        # it might be outside regular trading hours so see if we can at
-        # least grab history.
-        if isnan(first_ticker.last):
-            task_status.started((init_msgs, first_quote))
-
-            # it's not really live but this will unblock
-            # the brokerd feed task to tell the ui to update?
-            feed_is_live.set()
-
-            # block and let data history backfill code run.
-            await trio.sleep_forever()
-            return  # we never expect feed to come up?
-
-        async with open_aio_quote_stream(
-            symbol=sym,
-            contract=con,
-        ) as stream:
-
-            # ugh, clear ticks since we've consumed them
-            # (ahem, ib_insync is stateful trash)
-            first_ticker.ticks = []
-
-            task_status.started((init_msgs, first_quote))
-
-            async with aclosing(stream):
-                if type(first_ticker.contract) not in (
-                    ibis.Commodity,
-                    ibis.Forex
-                ):
-                    # wait for real volume on feed (trading might be closed)
-                    while True:
-                        ticker = await stream.receive()
-
-                        # for a real volume contract we rait for the first
-                        # "real" trade to take place
-                        if (
-                            # not calc_price
-                            # and not ticker.rtTime
-                            not ticker.rtTime
-                        ):
-                            # spin consuming tickers until we get a real
-                            # market datum
-                            log.debug(f"New unsent ticker: {ticker}")
-                            continue
-                        else:
-                            log.debug("Received first real volume tick")
-                            # ugh, clear ticks since we've consumed them
-                            # (ahem, ib_insync is truly stateful trash)
-                            ticker.ticks = []
-
-                            # XXX: this works because we don't use
-                            # ``aclosing()`` above?
-                            break
-
-                    quote = normalize(ticker)
-                    log.debug(f"First ticker received {quote}")
-
-                # tell caller quotes are now coming in live
-                feed_is_live.set()
-
-                # last = time.time()
-                async for ticker in stream:
-                    quote = normalize(ticker)
-                    await send_chan.send({quote['fqsn']: quote})
-
-                    # ugh, clear ticks since we've consumed them
-                    ticker.ticks = []
-                    # last = time.time()
-
-
-async def data_reset_hack(
-    reset_type: str = 'data',
-
-) -> None:
-    '''
-    Run key combos for resetting data feeds and yield back to caller
-    when complete.
-
-    This is a linux-only hack around:
-
-    https://interactivebrokers.github.io/tws-api/historical_limitations.html#pacing_violations
-
-    TODOs:
-        - a return type that hopefully determines if the hack was
-          successful.
-        - other OS support?
-        - integration with ``ib-gw`` run in docker + Xorg?
-
-    '''
-
-    async def vnc_click_hack(
-        reset_type: str = 'data'
-    ) -> None:
-        '''
-        Reset the data or netowork connection for the VNC attached
-        ib gateway using magic combos.
-
-        '''
-        key = {'data': 'f', 'connection': 'r'}[reset_type]
-
-        import asyncvnc
-
-        async with asyncvnc.connect(
-            'localhost',
-            port=3003,
-            # password='ibcansmbz',
-        ) as client:
-
-            # move to middle of screen
-            # 640x1800
-            client.mouse.move(
-                x=500,
-                y=500,
-            )
-            client.mouse.click()
-            client.keyboard.press('Ctrl', 'Alt', key)  # keys are stacked
-
-    await tractor.to_asyncio.run_task(vnc_click_hack)
-
-    # we don't really need the ``xdotool`` approach any more B)
-    return True
-
-
-@tractor.context
-async def open_symbol_search(
-    ctx: tractor.Context,
-
-) -> None:
-
-    # TODO: load user defined symbol set locally for fast search?
-    await ctx.started({})
-
-    async with open_data_client() as proxy:
-        async with ctx.open_stream() as stream:
-
-            last = time.time()
-
-            async for pattern in stream:
-                log.debug(f'received {pattern}')
-                now = time.time()
-
-                assert pattern, 'IB can not accept blank search pattern'
-
-                # throttle search requests to no faster then 1Hz
-                diff = now - last
-                if diff < 1.0:
-                    log.debug('throttle sleeping')
-                    await trio.sleep(diff)
-                    try:
-                        pattern = stream.receive_nowait()
-                    except trio.WouldBlock:
-                        pass
-
-                if not pattern or pattern.isspace():
-                    log.warning('empty pattern received, skipping..')
-
-                    # TODO: *BUG* if nothing is returned here the client
-                    # side will cache a null set result and not showing
-                    # anything to the use on re-searches when this query
-                    # timed out. We probably need a special "timeout" msg
-                    # or something...
-
-                    # XXX: this unblocks the far end search task which may
-                    # hold up a multi-search nursery block
-                    await stream.send({})
-
-                    continue
-
-                log.debug(f'searching for {pattern}')
-
-                last = time.time()
-
-                # async batch search using api stocks endpoint and module
-                # defined adhoc symbol set.
-                stock_results = []
-
-                async def stash_results(target: Awaitable[list]):
-                    stock_results.extend(await target)
-
-                async with trio.open_nursery() as sn:
-                    sn.start_soon(
-                        stash_results,
-                        proxy.search_symbols(
-                            pattern=pattern,
-                            upto=5,
-                        ),
-                    )
-
-                    # trigger async request
-                    await trio.sleep(0)
-
-                    # match against our ad-hoc set immediately
-                    adhoc_matches = fuzzy.extractBests(
-                        pattern,
-                        list(_adhoc_futes_set),
-                        score_cutoff=90,
-                    )
-                    log.info(f'fuzzy matched adhocs: {adhoc_matches}')
-                    adhoc_match_results = {}
-                    if adhoc_matches:
-                        # TODO: do we need to pull contract details?
-                        adhoc_match_results = {i[0]: {} for i in adhoc_matches}
-
-                log.debug(f'fuzzy matching stocks {stock_results}')
-                stock_matches = fuzzy.extractBests(
-                    pattern,
-                    stock_results,
-                    score_cutoff=50,
-                )
-
-                matches = adhoc_match_results | {
-                    item[0]: {} for item in stock_matches
-                }
-                # TODO: we used to deliver contract details
-                # {item[2]: item[0] for item in stock_matches}
-
-                log.debug(f"sending matches: {matches.keys()}")
-                await stream.send(matches)

piker/brokers/kraken.py

@@ -14,20 +14,18 @@
 # 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.
 
-'''
+"""
 from contextlib import asynccontextmanager as acm
 from dataclasses import asdict, field
-from datetime import datetime
+from typing import List, Dict, Any, Tuple, Optional, Callable
-from pprint import pformat
-from typing import Any, Optional, AsyncIterator, Callable, Union
 import time
 
 from trio_typing import TaskStatus
 import trio
-import pendulum
+import arrow
 import asks
 from fuzzywuzzy import process as fuzzy
 import numpy as np
@@ -35,30 +33,12 @@ import tractor
 from pydantic.dataclasses import dataclass
 from pydantic import BaseModel
 import wsproto
-import urllib.parse
-import hashlib
-import hmac
-import base64
 
-from .. import config
 from .._cacheables import open_cached_client
-from ._util import (
+from ._util import resproc, SymbolNotFound, BrokerError
-    resproc,
-    SymbolNotFound,
-    BrokerError,
-    DataThrottle,
-    DataUnavailable,
-)
 from ..log import get_logger, get_console_log
 from ..data import ShmArray
-from ..data._web_bs import open_autorecon_ws, NoBsWs
+from ..data._web_bs import open_autorecon_ws
-from ..clearing._paper_engine import PaperBoi
-from ..clearing._messages import (
-    BrokerdPosition, BrokerdOrder, BrokerdStatus,
-    BrokerdOrderAck, BrokerdError, BrokerdCancel,
-    BrokerdFill,
-)
-
 
 log = get_logger(__name__)
 
@@ -87,7 +67,7 @@ ohlc_dtype = np.dtype(_ohlc_dtype)
 _show_wap_in_history = True
 
 
-_symbol_info_translation: dict[str, str] = {
+_symbol_info_translation: Dict[str, str] = {
     'tick_decimals': 'pair_decimals',
 }
 
@@ -109,16 +89,16 @@ class Pair(BaseModel):
     lot_multiplier: float
 
     # array of leverage amounts available when buying
-    leverage_buy: list[int]
+    leverage_buy: List[int]
     # array of leverage amounts available when selling
-    leverage_sell: list[int]
+    leverage_sell: List[int]
 
     # fee schedule array in [volume, percent fee] tuples
-    fees: list[tuple[int, float]]
+    fees: List[Tuple[int, float]]
 
     # maker fee schedule array in [volume, percent fee] tuples (if on
     # maker/taker)
-    fees_maker: list[tuple[int, float]]
+    fees_maker: List[Tuple[int, float]]
 
     fee_volume_currency: str  # volume discount currency
     margin_call: str  # margin call level
@@ -126,27 +106,13 @@ class Pair(BaseModel):
     ordermin: float  # minimum order volume for pair
 
 
-class Trade(BaseModel):
-    '''
-    Trade class that helps parse and validate ownTrades stream
-
-    '''
-    reqid: str  # kraken order transaction id
-    action: str  # buy or sell
-    price: str  # price of asset
-    size: str  # vol of asset
-    broker_time: str  # e.g GTC, GTD
-
-
 @dataclass
 class OHLC:
-    '''
+    """Description of the flattened OHLC quote format.
-    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
@@ -160,54 +126,12 @@ class OHLC:
     volume: float  # Accumulated volume **within interval**
     count: int  # Number of trades within interval
     # (sampled) generated tick data
-    ticks: list[Any] = field(default_factory=list)
+    ticks: List[Any] = field(default_factory=list)
-
-
-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:
 
-    def __init__(
+    def __init__(self) -> None:
-        self,
-        name: str = '',
-        api_key: str = '',
-        secret: str = ''
-    ) -> None:
         self._sesh = asks.Session(connections=4)
         self._sesh.base_location = _url
         self._sesh.headers.update({
@@ -215,12 +139,9 @@ class Client:
                 'krakenex/2.1.0 (+https://github.com/veox/python3-krakenex)'
         })
         self._pairs: list[str] = []
-        self._name = name
-        self._api_key = api_key
-        self._secret = secret
 
     @property
-    def pairs(self) -> dict[str, Any]:
+    def pairs(self) -> Dict[str, Any]:
         if self._pairs is None:
             raise RuntimeError(
                 "Make sure to run `cache_symbols()` on startup!"
@@ -233,7 +154,7 @@ class Client:
         self,
         method: str,
         data: dict,
-    ) -> dict[str, Any]:
+    ) -> Dict[str, Any]:
         resp = await self._sesh.post(
             path=f'/public/{method}',
             json=data,
@@ -241,112 +162,6 @@ class Client:
         )
         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_trades(
-        self,
-        data: dict[str, Any] = {}
-    ) -> dict[str, Any]:
-        data['ofs'] = 0
-        # Grab all trade history
-        # https://docs.kraken.com/rest/#operation/getTradeHistory
-        # Kraken uses 'ofs' to refer to the offset
-        while True:
-            resp = await self.endpoint('TradesHistory', data)
-            # grab the first 50 trades
-            if data['ofs'] == 0:
-                trades = resp['result']['trades']
-            # load the next 50 trades using dict constructor
-            # for speed
-            elif data['ofs'] == 50:
-                trades = dict(trades, **resp['result']['trades'])
-            # catch the end of the trades
-            elif resp['result']['trades'] == {}:
-                count = resp['result']['count']
-                break
-            # update existing dict if num trades exceeds 100
-            else:
-                trades.update(resp['result']['trades'])
-            # increment the offset counter
-            data['ofs'] += 50
-            # To avoid exceeding API rate limit in case of a lot of trades
-            await trio.sleep(1)
-
-        # make sure you grabbed all the trades
-        assert count == len(trades.values())
-
-        return trades
-
-    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,
@@ -382,7 +197,7 @@ class Client:
         self,
         pattern: str,
         limit: int = None,
-    ) -> dict[str, Any]:
+    ) -> Dict[str, Any]:
         if self._pairs is not None:
             data = self._pairs
         else:
@@ -399,26 +214,17 @@ class Client:
     async def bars(
         self,
         symbol: str = 'XBTUSD',
-
         # UTC 2017-07-02 12:53:20
-        since: Optional[Union[int, datetime]] = None,
+        since: int = 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(
+            since = arrow.utcnow().floor('minute').shift(
-                minutes=count).timestamp()
+                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)))
+        since = str(max(1499000000, since))
         json = await self._public(
             'OHLC',
             data={
@@ -462,30 +268,12 @@ class Client:
             array = np.array(new_bars, dtype=_ohlc_dtype) if as_np else bars
             return array
         except KeyError:
-            errmsg = json['error'][0]
+            raise SymbolNotFound(json['error'][0] + f': {symbol}')
-
-            if 'not found' in errmsg:
-                raise SymbolNotFound(errmsg + f': {symbol}')
-
-            elif 'Too many requests' in errmsg:
-                raise DataThrottle(f'{symbol}')
-
-            else:
-                raise BrokerError(errmsg)
 
 
 @acm
 async def get_client() -> Client:
-
+    client = Client()
-    section = get_config()
-    if section:
-        client = Client(
-            name=section['key_descr'],
-            api_key=section['api_key'],
-            secret=section['secret']
-        )
-    else:
-        client = Client()
 
     # at startup, load all symbols locally for fast search
     await client.cache_symbols()
@@ -493,382 +281,8 @@ async def get_client() -> Client:
     yield client
 
 
-def pack_positions(
+async def stream_messages(ws):
-    acc: str,
-    trades: dict
-) -> list[Any]:
-    positions: dict[str, float] = {}
-    vols: dict[str, float] = {}
-    costs: dict[str, float] = {}
-    position_msgs: list[Any] = []
 
-    for trade in trades.values():
-        sign = -1 if trade['type'] == 'sell' else 1
-        pair = trade['pair']
-        vol = float(trade['vol'])
-        vols[pair] = vols.get(pair, 0) + sign * vol
-        costs[pair] = costs.get(pair, 0) + sign * float(trade['cost'])
-        positions[pair] = costs[pair] / vols[pair] if vols[pair] else 0
-
-    for ticker, pos in positions.items():
-        vol = float(vols[ticker])
-        if not vol:
-            continue
-        norm_sym = normalize_symbol(ticker)
-        msg = BrokerdPosition(
-            broker='kraken',
-            account=acc,
-            symbol=norm_sym,
-            currency=norm_sym[-3:],
-            size=vol,
-            avg_price=float(pos),
-        )
-        position_msgs.append(msg.dict())
-
-    return position_msgs
-
-
-def normalize_symbol(
-    ticker: str
-) -> str:
-    # This is to convert symbol names from what kraken
-    # uses to the traditional 3x3 pair symbol syntax
-    symlen = len(ticker)
-    if symlen == 6:
-        return ticker.lower()
-    else:
-        for sym in ['XXBT', 'XXMR', 'ZEUR']:
-            if sym in ticker:
-                ticker = ticker.replace(sym, sym[1:])
-        return ticker.lower()
-
-
-def make_auth_sub(data: dict[str, Any]) -> dict[str, str]:
-    '''
-    Create a request subscription packet dict.
-
-    ## TODO: point to the auth urls
-    https://docs.kraken.com/websockets/#message-subscribe
-
-    '''
-    # eg. 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
-    return {
-        'event': 'subscribe',
-        'subscription': data,
-    }
-
-
-async def handle_order_requests(
-
-        client: Client,
-        ems_order_stream: tractor.MsgStream,
-
-) -> None:
-
-    request_msg: dict
-    order: BrokerdOrder
-
-    async for request_msg in ems_order_stream:
-        log.info(
-            'Received order request:\n'
-            f'{pformat(request_msg)}'
-        )
-
-        action = request_msg['action']
-
-        if action in {'buy', 'sell'}:
-
-            account = request_msg['account']
-            if account != 'kraken.spot':
-                log.error(
-                    'This is a kraken account, \
-                    only a `kraken.spot` selection is valid'
-                )
-                await ems_order_stream.send(BrokerdError(
-                    oid=request_msg['oid'],
-                    symbol=request_msg['symbol'],
-
-                    # reason=f'Kraken only, No account found: `{account}` ?',
-                    reason=(
-                        'Kraken only, order mode disabled due to '
-                        'https://github.com/pikers/piker/issues/299'
-                    ),
-
-                ).dict())
-                continue
-
-            # validate
-            order = BrokerdOrder(**request_msg)
-            # call our client api to submit the order
-            resp = await client.submit_limit(
-                symbol=order.symbol,
-                price=order.price,
-                action=order.action,
-                size=order.size,
-                reqid=order.reqid,
-            )
-
-            err = resp['error']
-            if err:
-                oid = order.oid
-                log.error(f'Failed to submit order: {oid}')
-
-                await ems_order_stream.send(
-                    BrokerdError(
-                        oid=order.oid,
-                        reqid=order.reqid,
-                        symbol=order.symbol,
-                        reason="Failed order submission",
-                        broker_details=resp
-                    ).dict()
-                )
-            else:
-                # TODO: handle multiple orders (cancels?)
-                #       txid is an array of strings
-                if order.reqid is None:
-                    reqid = resp['result']['txid'][0]
-                else:
-                    # update the internal pairing of oid to krakens
-                    # txid with the new txid that is returned on edit
-                    reqid = resp['result']['txid']
-
-                # 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,
-
-                        # account the made the order
-                        account=order.account
-
-                    ).dict()
-                )
-
-        elif action == 'cancel':
-            msg = BrokerdCancel(**request_msg)
-
-            # Send order cancellation to kraken
-            resp = await client.submit_cancel(
-                reqid=msg.reqid
-            )
-
-            # Check to make sure there was no error returned by
-            # the kraken endpoint. Assert one order was cancelled.
-            try:
-                result = resp['result']
-                count = result['count']
-
-            # check for 'error' key if we received no 'result'
-            except KeyError:
-                error = resp.get('error')
-
-                await ems_order_stream.send(
-                    BrokerdError(
-                        oid=msg.oid,
-                        reqid=msg.reqid,
-                        symbol=msg.symbol,
-                        reason="Failed order cancel",
-                        broker_details=resp
-                    ).dict()
-                )
-
-                if not error:
-                    raise BrokerError(f'Unknown order cancel response: {resp}')
-
-            else:
-                if not count:  # no orders were cancelled?
-
-                    # XXX: what exactly is this from and why would we care?
-                    # there doesn't seem to be any docs here?
-                    # https://docs.kraken.com/rest/#operation/cancelOrder
-
-                    # Check to make sure the cancellation is NOT pending,
-                    # then send the confirmation to the ems order stream
-                    pending = result.get('pending')
-                    if pending:
-                        log.error(f'Order {oid} cancel was not yet successful')
-
-                        await ems_order_stream.send(
-                            BrokerdError(
-                                oid=msg.oid,
-                                reqid=msg.reqid,
-                                symbol=msg.symbol,
-                                # TODO: maybe figure out if pending
-                                # cancels will eventually get cancelled
-                                reason="Order cancel is still pending?",
-                                broker_details=resp
-                            ).dict()
-                        )
-
-                else:  # order cancel success case.
-
-                    await ems_order_stream.send(
-                        BrokerdStatus(
-                            reqid=msg.reqid,
-                            account=msg.account,
-                            time_ns=time.time_ns(),
-                            status='cancelled',
-                            reason='Order cancelled',
-                            broker_details={'name': 'kraken'}
-                        ).dict()
-                    )
-    else:
-        log.error(f'Unknown order command: {request_msg}')
-
-
-@tractor.context
-async def trades_dialogue(
-    ctx: tractor.Context,
-    loglevel: str = None,
-) -> AsyncIterator[dict[str, Any]]:
-
-    # XXX: required to propagate ``tractor`` loglevel to piker logging
-    get_console_log(loglevel or tractor.current_actor().loglevel)
-
-    @acm
-    async def subscribe(ws: wsproto.WSConnection, token: str):
-        # XXX: setup subs
-        # https://docs.kraken.com/websockets/#message-subscribe
-        # specific logic for this in kraken's shitty sync client:
-        # https://github.com/krakenfx/kraken-wsclient-py/blob/master/kraken_wsclient_py/kraken_wsclient_py.py#L188
-        trades_sub = make_auth_sub(
-            {'name': 'ownTrades', 'token': token}
-        )
-
-        # 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(trades_sub)
-
-        yield
-
-        # unsub from all pairs on teardown
-        await ws.send_msg({
-            'event': 'unsubscribe',
-            'subscription': ['ownTrades'],
-        })
-
-        # XXX: do we need to ack the unsub?
-        # await ws.recv_msg()
-
-    # Authenticated block
-    async with get_client() as client:
-        if not client._api_key:
-            log.error('Missing Kraken API key: Trades WS connection failed')
-            await ctx.started(({}, ['paper']))
-
-            async with (
-                ctx.open_stream() as ems_stream,
-                trio.open_nursery() as n,
-            ):
-
-                client = PaperBoi(
-                    'kraken',
-                    ems_stream,
-                    _buys={},
-                    _sells={},
-
-                    _reqids={},
-
-                    # TODO: load paper positions from ``positions.toml``
-                    _positions={},
-                )
-
-                # TODO: maybe add multiple accounts
-                n.start_soon(handle_order_requests, client, ems_stream)
-
-        acc_name = 'kraken.' + client._name
-        trades = await client.get_trades()
-
-        position_msgs = pack_positions(acc_name, trades)
-
-        await ctx.started((position_msgs, (acc_name,)))
-
-        # Get websocket token for authenticated data stream
-        # Assert that a token was actually received.
-        resp = await client.endpoint('GetWebSocketsToken', {})
-
-        # lol wtf is this..
-        assert resp['error'] == []
-
-        token = resp['result']['token']
-
-        async with (
-            ctx.open_stream() as ems_stream,
-            trio.open_nursery() as n,
-        ):
-            # TODO: maybe add multiple accounts
-            n.start_soon(handle_order_requests, client, ems_stream)
-
-            # Process trades msg stream of ws
-            async with open_autorecon_ws(
-                'wss://ws-auth.kraken.com/',
-                fixture=subscribe,
-                token=token,
-            ) as ws:
-                async for msg in process_trade_msgs(ws):
-                    for trade in msg:
-                        # check the type of packaged message
-                        assert type(trade) == Trade
-
-                        # prepare and send a filled status update
-                        filled_msg = BrokerdStatus(
-                            reqid=trade.reqid,
-                            time_ns=time.time_ns(),
-
-                            account='kraken.spot',
-                            status='filled',
-                            filled=float(trade.size),
-                            reason='Order filled by kraken',
-                            broker_details={
-                                'name': 'kraken',
-                                'broker_time': trade.broker_time
-                            },
-
-                            # TODO: figure out if kraken gives a count
-                            # of how many units of underlying were
-                            # filled. Alternatively we can decrement
-                            # this value ourselves by associating and
-                            # calcing from the diff with the original
-                            # client-side request, see:
-                            # https://github.com/pikers/piker/issues/296
-                            remaining=0,
-                        )
-
-                        await ems_stream.send(filled_msg.dict())
-
-                        # send a fill msg for gui update
-                        fill_msg = BrokerdFill(
-                            reqid=trade.reqid,
-                            time_ns=time.time_ns(),
-
-                            action=trade.action,
-                            size=float(trade.size),
-                            price=float(trade.price),
-                            # TODO: maybe capture more msg data i.e fees?
-                            broker_details={'name': 'kraken'},
-                            broker_time=float(trade.broker_time)
-                        )
-
-                        await ems_stream.send(fill_msg.dict())
-
-
-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:
@@ -906,95 +320,39 @@ async def stream_messages(
             if err:
                 raise BrokerError(err)
         else:
-            yield msg
+            chan_id, *payload_array, chan_name, pair = msg
 
+            if 'ohlc' in chan_name:
 
-async def process_data_feed_msgs(
+                yield 'ohlc', OHLC(chan_id, chan_name, pair, *payload_array[0])
-    ws: NoBsWs,
-):
-    '''
-    Parse and pack data feed messages.
 
-    '''
+            elif 'spread' in chan_name:
-    async for msg in stream_messages(ws):
 
-        chan_id, *payload_array, chan_name, pair = msg
+                bid, ask, ts, bsize, asize = map(float, payload_array[0])
 
-        if 'ohlc' in chan_name:
+                # 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},
 
-            yield 'ohlc', OHLC(chan_id, chan_name, pair, *payload_array[0])
+                        {'type': 'ask', 'price': ask, 'size': asize},
+                        {'type': 'asize', 'price': ask, 'size': asize},
+                    ],
+                }
+                yield 'l1', quote
 
-        elif 'spread' in chan_name:
+            # elif 'book' in msg[-2]:
+            #     chan_id, *payload_array, chan_name, pair = msg
+            #     print(msg)
 
-            bid, ask, ts, bsize, asize = map(float, payload_array[0])
+            else:
-
+                print(f'UNHANDLED MSG: {msg}')
-            # 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)
-
-        else:
-            print(f'UNHANDLED MSG: {msg}')
-            yield msg
-
-
-async def process_trade_msgs(
-    ws: NoBsWs,
-):
-    '''
-    Parse and pack data feed messages.
-
-    '''
-    sequence_counter = 0
-    async for msg in stream_messages(ws):
-
-        try:
-            # check that we are on the ownTrades stream and that msgs
-            # are arriving in sequence with kraken For clarification the
-            # kraken ws api docs for this stream:
-            # https://docs.kraken.com/websockets/#message-ownTrades
-            assert msg[1] == 'ownTrades'
-            assert msg[2]['sequence'] > sequence_counter
-            sequence_counter += 1
-            raw_msgs = msg[0]
-            trade_msgs = []
-
-            # Check that we are only processing new trades
-            if msg[2]['sequence'] != 1:
-                # check if its a new order or an update msg
-                for trade_msg in raw_msgs:
-                    trade = list(trade_msg.values())[0]
-                    order_msg = Trade(
-                        reqid=trade['ordertxid'],
-                        action=trade['type'],
-                        price=trade['price'],
-                        size=trade['vol'],
-                        broker_time=trade['time']
-                    )
-                    trade_msgs.append(order_msg)
-
-            yield trade_msgs
-
-        except AssertionError:
-            print(f'UNHANDLED MSG: {msg}')
-            yield msg
 
 
 def normalize(
     ohlc: OHLC,
-
 ) -> dict:
     quote = asdict(ohlc)
     quote['broker_ts'] = quote['time']
@@ -1012,13 +370,12 @@ def normalize(
     return topic, quote
 
 
-def make_sub(pairs: list[str], data: dict[str, Any]) -> dict[str, str]:
+def make_sub(pairs: List[str], data: Dict[str, Any]) -> Dict[str, str]:
-    '''
+    """Create a request subscription packet dict.
-    Create a request subscription packet dict.
 
     https://docs.kraken.com/websockets/#message-subscribe
 
-    '''
+    """
     # eg. 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
     return {
@@ -1036,45 +393,7 @@ async def open_history_client(
 
     # TODO implement history getter for the new storage layer.
     async with open_cached_client('kraken') as client:
-
+        yield 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(
@@ -1085,9 +404,8 @@ async def backfill_bars(
     task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
 
 ) -> None:
-    '''
+    """Fill historical bars into shared mem / storage afap.
-    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)
@@ -1098,7 +416,7 @@ async def backfill_bars(
 async def stream_quotes(
 
     send_chan: trio.abc.SendChannel,
-    symbols: list[str],
+    symbols: List[str],
     feed_is_live: trio.Event,
     loglevel: str = None,
 
@@ -1106,15 +424,13 @@ async def stream_quotes(
     sub_type: str = 'ohlc',
 
     # startup sync
-    task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
+    task_status: TaskStatus[Tuple[Dict, Dict]] = trio.TASK_STATUS_IGNORED,
 
 ) -> None:
-    '''
+    """Subscribe for ohlc stream of quotes for ``pairs``.
-    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)
 
@@ -1187,16 +503,15 @@ async def stream_quotes(
             # XXX: do we need to ack the unsub?
             # await ws.recv_msg()
 
-        # see the tips on reconnection logic:
+        # see the tips on reonnection 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:
 
             # pull a first quote and deliver
-            msg_gen = process_data_feed_msgs(ws)
+            msg_gen = stream_messages(ws)
 
             # TODO: use ``anext()`` when it lands in 3.10!
             typ, ohlc_last = await msg_gen.__anext__()
@@ -1254,7 +569,6 @@ async def stream_quotes(
 @tractor.context
 async def open_symbol_search(
     ctx: tractor.Context,
-
 ) -> Client:
     async with open_cached_client('kraken') as client:
 

piker/brokers/questrade.py

@@ -19,6 +19,7 @@ Questrade API backend.
 """
 from __future__ import annotations
 import inspect
+import contextlib
 import time
 from datetime import datetime
 from functools import partial
@@ -31,10 +32,11 @@ from typing import (
     Callable,
 )
 
-import pendulum
+import arrow
 import trio
 import tractor
 from async_generator import asynccontextmanager
+import pandas as pd
 import numpy as np
 import wrapt
 import asks
@@ -44,6 +46,7 @@ from .._cacheables import open_cached_client, async_lifo_cache
 from .. import config
 from ._util import resproc, BrokerError, SymbolNotFound
 from ..log import get_logger, colorize_json, get_console_log
+from . import get_brokermod
 
 
 log = get_logger(__name__)
@@ -598,16 +601,12 @@ class Client:
         sid = sids[symbol]
 
         # get last market open end time
-        est_end = now = pendulum.now('UTC').in_timezoe(
+        est_end = now = arrow.utcnow().to('US/Eastern').floor('minute')
-            'America/New_York').start_of('minute')
-
         # on non-paid feeds we can't retreive the first 15 mins
         wd = now.isoweekday()
         if wd > 5:
             quotes = await self.quote([symbol])
-            est_end = pendulum.parse(
+            est_end = arrow.get(quotes[0]['lastTradeTime'])
-                quotes[0]['lastTradeTime']
-            )
             if est_end.hour == 0:
                 # XXX don't bother figuring out extended hours for now
                 est_end = est_end.replace(hour=17)
@@ -668,7 +667,7 @@ def get_OHLCV(
     """
     del bar['end']
     del bar['VWAP']
-    bar['start'] = pendulum.from_timestamp(bar['start']) / 10**9
+    bar['start'] = pd.Timestamp(bar['start']).value/10**9
     return tuple(bar.values())
 
 

piker/clearing/_client.py

@@ -201,8 +201,8 @@ async def open_ems(
     # ready for order commands
     book = get_orders()
 
-    from ..data._source import unpack_fqsn
+    from ..data._source import uncons_fqsn
-    broker, symbol, suffix = unpack_fqsn(fqsn)
+    broker, symbol, suffix = uncons_fqsn(fqsn)
 
     async with maybe_open_emsd(broker) as portal:
 

piker/clearing/_ems.py

@@ -20,6 +20,7 @@ In da suit parlances: "Execution management systems"
 """
 from contextlib import asynccontextmanager
 from dataclasses import dataclass, field
+# from math import isnan
 from pprint import pformat
 import time
 from typing import AsyncIterator, Callable
@@ -80,9 +81,7 @@ def mk_check(
 
         return check_lt
 
-    raise ValueError(
+    raise ValueError('trigger: {trigger_price}, last: {known_last}')
-        f'trigger: {trigger_price}, last: {known_last}'
-    )
 
 
 @dataclass
@@ -500,9 +499,7 @@ async def open_brokerd_trades_dialogue(
         finally:
             # parent context must have been closed
             # remove from cache so next client will respawn if needed
-            relay = _router.relays.pop(broker, None)
+            _router.relays.pop(broker)
-            if not relay:
-                log.warning(f'Relay for {broker} was already removed!?')
 
 
 @tractor.context
@@ -563,10 +560,7 @@ async def translate_and_relay_brokerd_events(
 
         name = brokerd_msg['name']
 
-        log.info(
+        log.info(f'Received broker trade event:\n{pformat(brokerd_msg)}')
-            f'Received broker trade event:\n'
-            f'{pformat(brokerd_msg)}'
-        )
 
         if name == 'position':
 
@@ -618,28 +612,19 @@ async def translate_and_relay_brokerd_events(
             # packed at submission since we already know it ahead of
             # time
             paper = brokerd_msg['broker_details'].get('paper_info')
-            ext = brokerd_msg['broker_details'].get('external')
             if paper:
                 # paperboi keeps the ems id up front
                 oid = paper['oid']
 
-            elif ext:
+            else:
                 # may be an order msg specified as "external" to the
                 # piker ems flow (i.e. generated by some other
                 # external broker backend client (like tws for ib)
-                log.error(f"External trade event {ext}")
+                ext = brokerd_msg['broker_details'].get('external')
+                if ext:
+                    log.error(f"External trade event {ext}")
 
                 continue
-
-            else:
-                # something is out of order, we don't have an oid for
-                # this broker-side message.
-                log.error(
-                    'Unknown oid:{oid} for msg:\n'
-                    f'{pformat(brokerd_msg)}'
-                    'Unable to relay message to client side!?'
-                )
-
         else:
             # check for existing live flow entry
             entry = book._ems_entries.get(oid)
@@ -837,9 +822,7 @@ async def process_client_order_cmds(
                 if reqid:
 
                     # send cancel to brokerd immediately!
-                    log.info(
+                    log.info("Submitting cancel for live order {reqid}")
-                        f'Submitting cancel for live order {reqid}'
-                    )
 
                     await brokerd_order_stream.send(msg.dict())
 
@@ -1043,8 +1026,8 @@ async def _emsd_main(
     global _router
     assert _router
 
-    from ..data._source import unpack_fqsn
+    from ..data._source import uncons_fqsn
-    broker, symbol, suffix = unpack_fqsn(fqsn)
+    broker, symbol, suffix = uncons_fqsn(fqsn)
     dark_book = _router.get_dark_book(broker)
 
     # TODO: would be nice if in tractor we can require either a ctx arg,
@@ -1068,6 +1051,11 @@ async def _emsd_main(
         book = _router.get_dark_book(broker)
         book.lasts[fqsn] = first_quote['last']
 
+        # XXX: ib is a cucker but we've fixed avoiding receiving any
+        # `Nan`s in the backend during market hours (right?). this was
+        # here previously as a sanity check during market hours.
+        # assert not isnan(last)
+
         # open a stream with the brokerd backend for order
         # flow dialogue
         async with (

piker/clearing/_messages.py

@@ -184,7 +184,7 @@ class BrokerdStatus(BaseModel):
     # {
     #   'submitted',
     #   'cancelled',
-    #   'filled',
+    #   'executed',
     # }
     status: str
 
@@ -242,7 +242,7 @@ 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: Union[int, str] = ''
 
     symbol: str
     reason: str

piker/clearing/_paper_engine.py

@@ -32,7 +32,7 @@ from dataclasses import dataclass
 
 from .. import data
 from ..data._normalize import iterticks
-from ..data._source import unpack_fqsn
+from ..data._source import uncons_fqsn
 from ..log import get_logger
 from ._messages import (
     BrokerdCancel, BrokerdOrder, BrokerdOrderAck, BrokerdStatus,
@@ -390,7 +390,7 @@ async def handle_order_requests(
             account = request_msg['account']
             if account != 'paper':
                 log.error(
-                    'This is a paper account, only a `paper` selection is valid'
+                    'On a paper account, only a `paper` selection is valid'
                 )
                 await ems_order_stream.send(BrokerdError(
                     oid=request_msg['oid'],
@@ -463,8 +463,7 @@ async def trades_dialogue(
     ):
         # 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(({}, ['paper']))
-        await ctx.started(({}, {'paper',}))
 
         async with (
             ctx.open_stream() as ems_stream,
@@ -500,7 +499,7 @@ async def open_paperboi(
     its context.
 
     '''
-    broker, symbol, expiry = unpack_fqsn(fqsn)
+    broker, symbol, expiry = uncons_fqsn(fqsn)
     service_name = f'paperboi.{broker}'
 
     async with (

piker/cli/__init__.py

@@ -1,25 +1,7 @@
-# piker: trading gear for hackers
+"""
-# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of pikers)
-
-# This program is free software: you can redistribute it and/or modify
-# it under the terms of the GNU Affero General Public License as published by
-# 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/>.
-
-'''
 CLI commons.
-
+"""
-'''
 import os
-from pprint import pformat
 
 import click
 import trio
@@ -72,22 +54,17 @@ def pikerd(loglevel, host, tl, pdb, tsdb):
             trio.open_nursery() as n,
         ):
             if tsdb:
-                from piker.data._ahab import start_ahab
+                # TODO:
-                from piker.data.marketstore import start_marketstore
+                # async with maybe_open_marketstored():
 
+                from piker.data._ahab import start_ahab
                 log.info('Spawning `marketstore` supervisor')
-                ctn_ready, config, (cid, pid) = await n.start(
+                ctn_ready = await n.start(
                     start_ahab,
                     'marketstored',
-                    start_marketstore,
-
-                )
-                log.info(
-                    f'`marketstore` up!\n'
-                    f'`marketstored` pid: {pid}\n'
-                    f'docker container id: {cid}\n'
-                    f'config: {pformat(config)}'
                 )
+                await ctn_ready.wait()
+                log.info('`marketstore` container:{uid} up')
 
             await trio.sleep_forever()
 

piker/config.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) 2018-present  Tyler Goodlet (in stewardship for pikers)
+# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of piker0)
 
 # This program is free software: you can redistribute it and/or modify
 # it under the terms of the GNU Affero General Public License as published by
@@ -16,7 +16,6 @@
 
 """
 Broker configuration mgmt.
-
 """
 import platform
 import sys
@@ -51,7 +50,7 @@ def get_app_dir(app_name, roaming=True, force_posix=False):
     Unix (POSIX):
       ``~/.foo-bar``
     Win XP (roaming):
-      ``C:\Documents and Settings\<user>\Local Settings\Application Data\Foo``
+      ``C:\Documents and Settings\<user>\Local Settings\Application Data\Foo Bar``
     Win XP (not roaming):
       ``C:\Documents and Settings\<user>\Application Data\Foo Bar``
     Win 7 (roaming):
@@ -82,8 +81,7 @@ def get_app_dir(app_name, roaming=True, force_posix=False):
             folder = os.path.expanduser("~")
         return os.path.join(folder, app_name)
     if force_posix:
-        return os.path.join(
+        return os.path.join(os.path.expanduser("~/.{}".format(_posixify(app_name))))
-            os.path.expanduser("~/.{}".format(_posixify(app_name))))
     if sys.platform == "darwin":
         return os.path.join(
             os.path.expanduser("~/Library/Application Support"), app_name
@@ -109,12 +107,7 @@ if _parent_user:
         ]
     )
 
-_conf_names: set[str] = {
+_file_name = 'brokers.toml'
-    'brokers',
-    'trades',
-    'watchlists',
-}
-
 _watchlists_data_path = os.path.join(_config_dir, 'watchlists.json')
 _context_defaults = dict(
     default_map={
@@ -136,43 +129,23 @@ def _override_config_dir(
     _config_dir = path
 
 
-def _conf_fn_w_ext(
+def get_broker_conf_path():
-    name: str,
-) -> str:
-    # change this if we ever change the config file format.
-    return f'{name}.toml'
-
-
-def get_conf_path(
-    conf_name: str = 'brokers',
-
-) -> str:
     """Return the default config path normally under
     ``~/.config/piker`` on linux.
 
     Contains files such as:
     - brokers.toml
     - watchlists.toml
-    - trades.toml
-
-    # maybe coming soon ;)
     - signals.toml
     - strats.toml
 
     """
-    assert conf_name in _conf_names
+    return os.path.join(_config_dir, _file_name)
-    fn = _conf_fn_w_ext(conf_name)
-    return os.path.join(
-        _config_dir,
-        fn,
-    )
 
 
 def repodir():
-    '''
+    """Return the abspath to the repo directory.
-    Return the abspath to the repo directory.
+    """
-
-    '''
     dirpath = os.path.abspath(
         # we're 3 levels down in **this** module file
         dirname(dirname(os.path.realpath(__file__)))
@@ -181,27 +154,16 @@ def repodir():
 
 
 def load(
-    conf_name: str = 'brokers',
     path: str = None
-
 ) -> (dict, str):
-    '''
+    """Load broker config.
-    Load config file by name.
+    """
-
+    path = path or get_broker_conf_path()
-    '''
-    path = path or get_conf_path(conf_name)
     if not os.path.isfile(path):
-        fn = _conf_fn_w_ext(conf_name)
+        shutil.copyfile(
-
+            os.path.join(repodir(), 'config', 'brokers.toml'),
-        template = os.path.join(
+            path,
-            repodir(),
-            'config',
-            fn
         )
-        # try to copy in a template config to the user's directory
-        # if one exists.
-        if os.path.isfile(template):
-            shutil.copyfile(template, path)
 
     config = toml.load(path)
     log.debug(f"Read config file {path}")
@@ -210,17 +172,13 @@ def load(
 
 def write(
     config: dict,  # toml config as dict
-    name: str = 'brokers',
     path: str = None,
-
 ) -> None:
-    ''''
+    """Write broker config to disk.
-    Write broker config to disk.
 
     Create a ``brokers.ini`` file if one does not exist.
-
+    """
-    '''
+    path = path or get_broker_conf_path()
-    path = path or get_conf_path(name)
     dirname = os.path.dirname(path)
     if not os.path.isdir(dirname):
         log.debug(f"Creating config dir {_config_dir}")
@@ -230,10 +188,7 @@ def write(
         raise ValueError(
             "Watch out you're trying to write a blank config!")
 
-    log.debug(
+    log.debug(f"Writing config file {path}")
-        f"Writing config `{name}` file to:\n"
-        f"{path}"
-    )
     with open(path, 'w') as cf:
         return toml.dump(config, cf)
 
@@ -263,5 +218,4 @@ def load_accounts(
 
     # our default paper engine entry
     accounts['paper'] = None
-
     return accounts

piker/data/_ahab.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of pikers)
+# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of piker0)
 
 # This program is free software: you can redistribute it and/or modify
 # it under the terms of the GNU Affero General Public License as published by
@@ -19,25 +19,19 @@ Supervisor for docker with included specific-image service helpers.
 
 '''
 import os
-import time
 from typing import (
     Optional,
-    Callable,
+    # Any,
-    Any,
 )
 from contextlib import asynccontextmanager as acm
 
 import trio
 from trio_typing import TaskStatus
 import tractor
-from tractor.msg import NamespacePath
 import docker
 import json
-from docker.models.containers import Container as DockerContainer
+from docker.models.containers import Container
-from docker.errors import (
+from docker.errors import DockerException, APIError
-    DockerException,
-    APIError,
-)
 from requests.exceptions import ConnectionError, ReadTimeout
 
 from ..log import get_logger, get_console_log
@@ -46,14 +40,49 @@ from .. import config
 log = get_logger(__name__)
 
 
+_config = '''
+# piker's ``marketstore`` config.
+
+# mount this config using:
+# sudo docker run --mount \
+# type=bind,source="$HOME/.config/piker/",target="/etc" -i -p \
+# 5993:5993 alpacamarkets/marketstore:latest
+
+root_directory: data
+listen_port: 5993
+grpc_listen_port: 5995
+log_level: debug
+queryable: true
+stop_grace_period: 0
+wal_rotate_interval: 5
+stale_threshold: 5
+enable_add: true
+enable_remove: false
+
+triggers:
+  - module: ondiskagg.so
+    on: "*/1Sec/OHLCV"
+    config:
+        # filter: "nasdaq"
+        destinations:
+            - 1Min
+            - 5Min
+            - 15Min
+            - 1H
+            - 1D
+
+  - module: stream.so
+    on: '*/*/*'
+    # config:
+    #     filter: "nasdaq"
+
+'''
+
+
 class DockerNotStarted(Exception):
     'Prolly you dint start da daemon bruh'
 
 
-class ContainerError(RuntimeError):
-    'Error reported via app-container logging level'
-
-
 @acm
 async def open_docker(
     url: Optional[str] = None,
@@ -99,216 +128,145 @@ async def open_docker(
     finally:
         if client:
             client.close()
-
+            # client.api._custom_adapter.close()
-
+            for c in client.containers.list():
-class Container:
+                c.kill()
-    '''
-    Wrapper around a ``docker.models.containers.Container`` to include
-    log capture and relay through our native logging system and helper
-    method(s) for cancellation/teardown.
-
-    '''
-    def __init__(
-        self,
-        cntr: DockerContainer,
-    ) -> None:
-
-        self.cntr = cntr
-        # log msg de-duplication
-        self.seen_so_far = set()
-
-    async def process_logs_until(
-        self,
-        patt: str,
-        bp_on_msg: bool = False,
-    ) -> bool:
-        '''
-        Attempt to capture container log messages and relay through our
-        native logging system.
-
-        '''
-        seen_so_far = self.seen_so_far
-
-        while True:
-            logs = self.cntr.logs()
-            entries = logs.decode().split('\n')
-            for entry in entries:
-
-                # ignore null lines
-                if not entry:
-                    continue
-
-                try:
-                    record = json.loads(entry.strip())
-                except json.JSONDecodeError:
-                    if 'Error' in entry:
-                        raise RuntimeError(entry)
-                    raise
-
-                msg = record['msg']
-                level = record['level']
-                if msg and entry not in seen_so_far:
-                    seen_so_far.add(entry)
-                    if bp_on_msg:
-                        await tractor.breakpoint()
-
-                    getattr(log, level, log.error)(f'{msg}')
-
-                    # print(f'level: {level}')
-                    if level in ('error', 'fatal'):
-                        raise ContainerError(msg)
-
-                if patt in msg:
-                    return True
-
-                # do a checkpoint so we don't block if cancelled B)
-                await trio.sleep(0.01)
-
-        return False
-
-    def try_signal(
-        self,
-        signal: str = 'SIGINT',
-
-    ) -> bool:
-        try:
-            # XXX: market store doesn't seem to shutdown nicely all the
-            # time with this (maybe because there are still open grpc
-            # connections?) noticably after client connections have been
-            # made or are in use/teardown. It works just fine if you
-            # just start and stop the container tho?..
-            log.cancel(f'SENDING {signal} to {self.cntr.id}')
-            self.cntr.kill(signal)
-            return True
-
-        except docker.errors.APIError as err:
-            if 'is not running' in err.explanation:
-                return False
-
-    async def cancel(
-        self,
-        stop_msg: str,
-    ) -> None:
-
-        cid = self.cntr.id
-        # first try a graceful cancel
-        log.cancel(
-            f'SIGINT cancelling container: {cid}\n'
-            f'waiting on stop msg: "{stop_msg}"'
-        )
-        self.try_signal('SIGINT')
-
-        start = time.time()
-        for _ in range(30):
-
-            with trio.move_on_after(0.5) as cs:
-                cs.shield = True
-                await self.process_logs_until(stop_msg)
-
-                # if we aren't cancelled on above checkpoint then we
-                # assume we read the expected stop msg and terminated.
-                break
-
-            try:
-                log.info(f'Polling for container shutdown:\n{cid}')
-
-                if self.cntr.status not in {'exited', 'not-running'}:
-                    self.cntr.wait(
-                        timeout=0.1,
-                        condition='not-running',
-                    )
-
-                break
-
-            except (
-                ReadTimeout,
-            ):
-                log.info(f'Still waiting on container:\n{cid}')
-                continue
-
-            except (
-                docker.errors.APIError,
-                ConnectionError,
-            ):
-                log.exception('Docker connection failure')
-                break
-        else:
-            delay = time.time() - start
-            log.error(
-                f'Failed to kill container {cid} after {delay}s\n'
-                'sending SIGKILL..'
-            )
-            # get out the big guns, bc apparently marketstore
-            # doesn't actually know how to terminate gracefully
-            # :eyeroll:...
-            self.try_signal('SIGKILL')
-            self.cntr.wait(
-                timeout=3,
-                condition='not-running',
-            )
-
-        log.cancel(f'Container stopped: {cid}')
 
 
 @tractor.context
-async def open_ahabd(
+async def open_marketstored(
     ctx: tractor.Context,
-    endpoint: str,  # ns-pointer str-msg-type
-
     **kwargs,
 
 ) -> None:
-    get_console_log('info', name=__name__)
+    '''
+    Start and supervise a marketstore instance with its config bind-mounted
+    in from the piker config directory on the system.
+
+    The equivalent cli cmd to this code is:
+
+        sudo docker run --mount \
+        type=bind,source="$HOME/.config/piker/",target="/etc" -i -p \
+        5993:5993 alpacamarkets/marketstore:latest
+
+    '''
+    log = get_console_log('info', name=__name__)
 
     async with open_docker() as client:
 
-        # TODO: eventually offer a config-oriented API to do the mounts,
+        # create a mount from user's local piker config dir into container
-        # params, etc. passing to ``Containter.run()``?
+        config_dir_mnt = docker.types.Mount(
-        # call into endpoint for container config/init
+            target='/etc',
-        ep_func = NamespacePath(endpoint).load_ref()
+            source=config._config_dir,
-        (
+            type='bind',
-            dcntr,
+        )
-            cntr_config,
-            start_msg,
-            stop_msg,
-        ) = ep_func(client)
-        cntr = Container(dcntr)
 
-        with trio.move_on_after(1):
+        # create a user config subdir where the marketstore
-            found = await cntr.process_logs_until(start_msg)
+        # backing filesystem database can be persisted.
+        persistent_data_dir = os.path.join(
+            config._config_dir, 'data',
+        )
+        if not os.path.isdir(persistent_data_dir):
+            os.mkdir(persistent_data_dir)
 
-            if not found and cntr not in client.containers.list():
+        data_dir_mnt = docker.types.Mount(
-                raise RuntimeError(
+            target='/data',
-                    'Failed to start `marketstore` check logs deats'
+            source=persistent_data_dir,
+            type='bind',
+        )
+
+        cntr: Container = client.containers.run(
+            'alpacamarkets/marketstore:latest',
+            # do we need this for cmds?
+            # '-i',
+
+            # '-p 5993:5993',
+            ports={
+                '5993/tcp': 5993,  # jsonrpc
+                '5995/tcp': 5995,  # grpc
+            },
+            mounts=[config_dir_mnt, data_dir_mnt],
+            detach=True,
+            # stop_signal='SIGINT',
+            init=True,
+            # remove=True,
+        )
+        try:
+            seen_so_far = set()
+
+            async def process_logs_until(
+                match: str,
+                bp_on_msg: bool = False,
+            ):
+                logs = cntr.logs(stream=True)
+                for entry in logs:
+                    entry = entry.decode()
+
+                    try:
+                        record = json.loads(entry.strip())
+                    except json.JSONDecodeError:
+                        if 'Error' in entry:
+                            raise RuntimeError(entry)
+
+                    msg = record['msg']
+                    level = record['level']
+                    if msg and entry not in seen_so_far:
+                        seen_so_far.add(entry)
+                        if bp_on_msg:
+                            await tractor.breakpoint()
+                        getattr(log, level, log.error)(f'{msg}')
+
+                    # if "launching tcp listener for all services..." in msg:
+                    if match in msg:
+                        return True
+
+                    # do a checkpoint so we don't block if cancelled B)
+                    await trio.sleep(0)
+
+                return False
+
+            with trio.move_on_after(0.5):
+                found = await process_logs_until(
+                    "launching tcp listener for all services...",
                 )
 
-        await ctx.started((
+                if not found and cntr not in client.containers.list():
-            cntr.cntr.id,
+                    raise RuntimeError(
-            os.getpid(),
+                        'Failed to start `marketstore` check logs deats'
-            cntr_config,
+                    )
-        ))
 
-        try:
+            await ctx.started(cntr.id)
 
-            # TODO: we might eventually want a proxy-style msg-prot here
+            # block for the expected "teardown log msg"..
-            # to allow remote control of containers without needing
+            await process_logs_until('exiting...',)
-            # callers to have root perms?
+
-            await trio.sleep_forever()
+        except (
+            BaseException,
+            # trio.Cancelled,
+            # KeyboardInterrupt,
+        ):
+            cntr.kill('SIGINT')
+            with trio.move_on_after(0.5) as cs:
+                cs.shield = True
+                await process_logs_until('exiting...',)
+            raise
 
         finally:
-            with trio.CancelScope(shield=True):
+            try:
-                await cntr.cancel(stop_msg)
+                cntr.wait(
+                    timeout=0.5,
+                    condition='not-running',
+                )
+            except (
+                ReadTimeout,
+                ConnectionError,
+            ):
+                cntr.kill()
 
 
 async def start_ahab(
     service_name: str,
-    endpoint: Callable[docker.DockerClient, DockerContainer],
+    task_status: TaskStatus[trio.Event] = trio.TASK_STATUS_IGNORED,
-    task_status: TaskStatus[
-        tuple[
-            trio.Event,
-            dict[str, Any],
-        ],
-    ] = trio.TASK_STATUS_IGNORED,
 
 ) -> None:
     '''
@@ -347,19 +305,14 @@ async def start_ahab(
                     )[2]  # named user's uid
                 )
 
+            task_status.started(cn_ready)
+
             async with portal.open_context(
-                open_ahabd,
+                open_marketstored,
-                endpoint=str(NamespacePath.from_ref(endpoint)),
             ) as (ctx, first):
 
-                cid, pid, cntr_config = first
+                assert str(first)
-
+                # run till cancelled
-                task_status.started((
-                    cn_ready,
-                    cntr_config,
-                    (cid, pid),
-                ))
-
                 await trio.sleep_forever()
 
     # since we demoted root perms in this parent
@@ -371,6 +324,7 @@ async def start_ahab(
     # TODO: we could also consider adding
     # a ``tractor.ZombieDetected`` or something that we could raise
     # if we find the child didn't terminate.
+    # await tractor.breakpoint()
     except PermissionError:
         log.warning('Failed to cancel root permsed container')
 
@@ -383,3 +337,12 @@ async def start_ahab(
                 return
         else:
             raise
+
+
+async def main():
+    await start_ahab()
+    await trio.sleep_forever()
+
+
+if __name__ == '__main__':
+    trio.run(main)

piker/data/_sampling.py

@@ -22,7 +22,7 @@ financial data flows.
 from __future__ import annotations
 from collections import Counter
 import time
-from typing import TYPE_CHECKING, Optional, Union
+from typing import TYPE_CHECKING
 
 import tractor
 import trio
@@ -32,7 +32,6 @@ from ..log import get_logger
 
 if TYPE_CHECKING:
     from ._sharedmem import ShmArray
-    from .feed import _FeedsBus
 
 log = get_logger(__name__)
 
@@ -91,7 +90,6 @@ async def increment_ohlc_buffer(
 
     total_s = 0  # total seconds counted
     lowest = min(sampler.ohlcv_shms.keys())
-    lowest_shm = sampler.ohlcv_shms[lowest][0]
     ad = lowest - 0.001
 
     with trio.CancelScope() as cs:
@@ -135,57 +133,21 @@ async def increment_ohlc_buffer(
                     # write to the buffer
                     shm.push(last)
 
-            await broadcast(delay_s, shm=lowest_shm)
+            # broadcast the buffer index step to any subscribers for
+            # a given sample period.
+            subs = sampler.subscribers.get(delay_s, ())
 
-
+            for stream in subs:
-async def broadcast(
+                try:
-    delay_s: int,
+                    await stream.send({'index': shm._last.value})
-    shm: Optional[ShmArray] = None,
+                except (
-
+                    trio.BrokenResourceError,
-) -> None:
+                    trio.ClosedResourceError
-    '''
+                ):
-    Broadcast the given ``shm: ShmArray``'s buffer index step to any
+                    log.error(
-    subscribers for a given sample period.
+                        f'{stream._ctx.chan.uid} dropped connection'
-
+                    )
-    The sent msg will include the first and last index which slice into
+                    subs.remove(stream)
-    the buffer's non-empty data.
-
-    '''
-    subs = sampler.subscribers.get(delay_s, ())
-
-    first = last = -1
-
-    if shm is None:
-        periods = sampler.ohlcv_shms.keys()
-        # if this is an update triggered by a history update there
-        # might not actually be any sampling bus setup since there's
-        # no "live feed" active yet.
-        if periods:
-            lowest = min(periods)
-            shm = sampler.ohlcv_shms[lowest][0]
-            first = shm._first.value
-            last = shm._last.value
-
-    for stream in subs:
-        try:
-            await stream.send({
-                'first': first,
-                'last': last,
-                'index': last,
-            })
-        except (
-            trio.BrokenResourceError,
-            trio.ClosedResourceError
-        ):
-            log.error(
-                f'{stream._ctx.chan.uid} dropped connection'
-            )
-            try:
-                subs.remove(stream)
-            except ValueError:
-                log.warning(
-                    f'{stream._ctx.chan.uid} sub already removed!?'
-                )
 
 
 @tractor.context
@@ -220,7 +182,7 @@ async def iter_ohlc_periods(
 
 async def sample_and_broadcast(
 
-    bus: _FeedsBus,  # noqa
+    bus: '_FeedsBus',  # noqa
     shm: ShmArray,
     quote_stream: trio.abc.ReceiveChannel,
     brokername: str,
@@ -299,13 +261,7 @@ async def sample_and_broadcast(
             # end up triggering backpressure which which will
             # eventually block this producer end of the feed and
             # thus other consumers still attached.
-            subs: list[
+            subs = bus._subscribers[broker_symbol.lower()]
-                tuple[
-                    Union[tractor.MsgStream, trio.MemorySendChannel],
-                    tractor.Context,
-                    Optional[float],  # tick throttle in Hz
-                ]
-            ] = bus._subscribers[broker_symbol.lower()]
 
             # NOTE: by default the broker backend doesn't append
             # it's own "name" into the fqsn schema (but maybe it
@@ -314,7 +270,7 @@ async def sample_and_broadcast(
             bsym = f'{broker_symbol}.{brokername}'
             lags: int = 0
 
-            for (stream, ctx, tick_throttle) in subs:
+            for (stream, tick_throttle) in subs:
 
                 try:
                     with trio.move_on_after(0.2) as cs:
@@ -326,41 +282,25 @@ async def sample_and_broadcast(
                                     (bsym, quote)
                                 )
                             except trio.WouldBlock:
-                                chan = ctx.chan
+                                ctx = getattr(stream, '_ctx', None)
                                 if ctx:
                                     log.warning(
                                         f'Feed overrun {bus.brokername} ->'
-                                        f'{chan.uid} !!!'
+                                        f'{ctx.channel.uid} !!!'
                                     )
                                 else:
                                     key = id(stream)
                                     overruns[key] += 1
                                     log.warning(
-                                        f'Feed overrun {broker_symbol}'
+                                        f'Feed overrun {bus.brokername} -> '
-                                        '@{bus.brokername} -> '
                                         f'feed @ {tick_throttle} Hz'
                                     )
                                     if overruns[key] > 6:
-                                        # TODO: should we check for the
+                                        log.warning(
-                                        # context being cancelled? this
+                                            f'Dropping consumer {stream}'
-                                        # could happen but the
+                                        )
-                                        # channel-ipc-pipe is still up.
+                                        await stream.aclose()
-                                        if not chan.connected():
+                                        raise trio.BrokenResourceError
-                                            log.warning(
-                                                'Dropping broken consumer:\n'
-                                                f'{broker_symbol}:'
-                                                f'{ctx.cid}@{chan.uid}'
-                                            )
-                                            await stream.aclose()
-                                            raise trio.BrokenResourceError
-                                        else:
-                                            log.warning(
-                                                'Feed getting overrun bro!\n'
-                                                f'{broker_symbol}:'
-                                                f'{ctx.cid}@{chan.uid}'
-                                            )
-                                            continue
-
                         else:
                             await stream.send(
                                 {bsym: quote}
@@ -376,12 +316,11 @@ async def sample_and_broadcast(
                     trio.ClosedResourceError,
                     trio.EndOfChannel,
                 ):
-                    chan = ctx.chan
+                    ctx = getattr(stream, '_ctx', None)
                     if ctx:
                         log.warning(
-                            'Dropped `brokerd`-quotes-feed connection:\n'
+                            f'{ctx.chan.uid} dropped  '
-                            f'{broker_symbol}:'
+                            '`brokerd`-quotes-feed connection'
-                            f'{ctx.cid}@{chan.uid}'
                         )
                     if tick_throttle:
                         assert stream._closed
@@ -394,11 +333,7 @@ async def sample_and_broadcast(
                     try:
                         subs.remove((stream, tick_throttle))
                     except ValueError:
-                        log.error(
+                        log.error(f'{stream} was already removed from subs!?')
-                            f'Stream was already removed from subs!?\n'
-                            f'{broker_symbol}:'
-                            f'{ctx.cid}@{chan.uid}'
-                        )
 
 
 # TODO: a less naive throttler, here's some snippets:
@@ -432,12 +367,7 @@ async def uniform_rate_send(
 
         if left_to_sleep > 0:
             with trio.move_on_after(left_to_sleep) as cs:
-                try:
+                sym, last_quote = await quote_stream.receive()
-                    sym, last_quote = await quote_stream.receive()
-                except trio.EndOfChannel:
-                    log.exception(f"feed for {stream} ended?")
-                    break
-
                 diff = time.time() - last_send
 
                 if not first_quote:
@@ -510,7 +440,6 @@ async def uniform_rate_send(
             # if the feed consumer goes down then drop
             # out of this rate limiter
             log.warning(f'{stream} closed')
-            await stream.aclose()
             return
 
         # reset send cycle state

piker/data/_sharedmem.py

@@ -20,9 +20,9 @@ NumPy compatible shared memory buffers for real-time IPC streaming.
 """
 from __future__ import annotations
 from sys import byteorder
-import time
 from typing import Optional
 from multiprocessing.shared_memory import SharedMemory, _USE_POSIX
+from multiprocessing import resource_tracker as mantracker
 
 if _USE_POSIX:
     from _posixshmem import shm_unlink
@@ -30,7 +30,6 @@ if _USE_POSIX:
 import tractor
 import numpy as np
 from pydantic import BaseModel
-from numpy.lib import recfunctions as rfn
 
 from ..log import get_logger
 from ._source import base_iohlc_dtype
@@ -39,41 +38,26 @@ from ._source import base_iohlc_dtype
 log = get_logger(__name__)
 
 
-# how  much is probably dependent on lifestyle
+# Tell the "resource tracker" thing to fuck off.
-_secs_in_day = int(60 * 60 * 24)
+class ManTracker(mantracker.ResourceTracker):
-# we try for a buncha times, but only on a run-every-other-day kinda week.
+    def register(self, name, rtype):
-_days_worth = 16
+        pass
-_default_size = _days_worth * _secs_in_day
+
-# where to start the new data append index
+    def unregister(self, name, rtype):
-_rt_buffer_start = int((_days_worth - 1) * _secs_in_day)
+        pass
+
+    def ensure_running(self):
+        pass
 
 
-def cuckoff_mantracker():
+# "know your land and know your prey"
-
+# https://www.dailymotion.com/video/x6ozzco
-    from multiprocessing import resource_tracker as mantracker
+mantracker._resource_tracker = ManTracker()
-
+mantracker.register = mantracker._resource_tracker.register
-    # Tell the "resource tracker" thing to fuck off.
+mantracker.ensure_running = mantracker._resource_tracker.ensure_running
-    class ManTracker(mantracker.ResourceTracker):
+ensure_running = mantracker._resource_tracker.ensure_running
-        def register(self, name, rtype):
+mantracker.unregister = mantracker._resource_tracker.unregister
-            pass
+mantracker.getfd = mantracker._resource_tracker.getfd
-
-        def unregister(self, name, rtype):
-            pass
-
-        def ensure_running(self):
-            pass
-
-    # "know your land and know your prey"
-    # https://www.dailymotion.com/video/x6ozzco
-    mantracker._resource_tracker = ManTracker()
-    mantracker.register = mantracker._resource_tracker.register
-    mantracker.ensure_running = mantracker._resource_tracker.ensure_running
-    # ensure_running = mantracker._resource_tracker.ensure_running
-    mantracker.unregister = mantracker._resource_tracker.unregister
-    mantracker.getfd = mantracker._resource_tracker.getfd
-
-
-cuckoff_mantracker()
 
 
 class SharedInt:
@@ -99,12 +83,7 @@ class SharedInt:
         if _USE_POSIX:
             # We manually unlink to bypass all the "resource tracker"
             # nonsense meant for non-SC systems.
-            name = self._shm.name
+            shm_unlink(self._shm.name)
-            try:
-                shm_unlink(name)
-            except FileNotFoundError:
-                # might be a teardown race here?
-                log.warning(f'Shm for {name} already unlinked?')
 
 
 class _Token(BaseModel):
@@ -204,11 +183,7 @@ class ShmArray:
         self._post_init: bool = False
 
         # pushing data does not write the index (aka primary key)
-        dtype = shmarr.dtype
+        self._write_fields = list(shmarr.dtype.fields.keys())[1:]
-        if dtype.fields:
-            self._write_fields = list(shmarr.dtype.fields.keys())[1:]
-        else:
-            self._write_fields = None
 
     # TODO: ringbuf api?
 
@@ -254,58 +229,10 @@ class ShmArray:
 
         return a
 
-    def ustruct(
-        self,
-        fields: Optional[list[str]] = None,
-
-        # type that all field values will be cast to
-        # in the returned view.
-        common_dtype: np.dtype = np.float,
-
-    ) -> np.ndarray:
-
-        array = self._array
-
-        if fields:
-            selection = array[fields]
-            # fcount = len(fields)
-        else:
-            selection = array
-            # fcount = len(array.dtype.fields)
-
-        # XXX: manual ``.view()`` attempt that also doesn't work.
-        # uview = selection.view(
-        #     dtype='<f16',
-        # ).reshape(-1, 4, order='A')
-
-        # assert len(selection) == len(uview)
-
-        u = rfn.structured_to_unstructured(
-            selection,
-            # dtype=float,
-            copy=True,
-        )
-
-        # unstruct = np.ndarray(u.shape, dtype=a.dtype, buffer=shm.buf)
-        # array[:] = a[:]
-        return u
-        # return ShmArray(
-        #     shmarr=u,
-        #     first=self._first,
-        #     last=self._last,
-        #     shm=self._shm
-        # )
-
     def last(
         self,
         length: int = 1,
-
     ) -> np.ndarray:
-        '''
-        Return the last ``length``'s worth of ("row") entries from the
-        array.
-
-        '''
         return self.array[-length:]
 
     def push(
@@ -314,7 +241,6 @@ class ShmArray:
 
         field_map: Optional[dict[str, str]] = None,
         prepend: bool = False,
-        update_first: bool = True,
         start: Optional[int] = None,
 
     ) -> int:
@@ -327,9 +253,10 @@ class ShmArray:
 
         '''
         length = len(data)
+        index = start if start is not None else self._last.value
 
         if prepend:
-            index = (start or self._first.value) - length
+            index = self._first.value - length
 
             if index < 0:
                 raise ValueError(
@@ -337,9 +264,6 @@ class ShmArray:
                     f'You have passed {abs(index)} too many datums.'
                 )
 
-        else:
-            index = start if start is not None else self._last.value
-
         end = index + length
 
         if field_map:
@@ -357,17 +281,12 @@ class ShmArray:
             # tries to access ``.array`` (which due to the index
             # overlap will be empty). Pretty sure we've fixed it now
             # but leaving this here as a reminder.
-            if prepend and update_first and length:
+            if prepend:
                 assert index < self._first.value
 
-            if (
+            if index < self._first.value:
-                index < self._first.value
-                and update_first
-            ):
-                assert prepend, 'prepend=True not passed but index decreased?'
                 self._first.value = index
-
+            else:
-            elif not prepend:
                 self._last.value = end
 
             self._post_init = True
@@ -403,7 +322,6 @@ class ShmArray:
                 f"Input array has unknown field(s): {only_in_theirs}"
             )
 
-    # TODO: support "silent" prepends that don't update ._first.value?
     def prepend(
         self,
         data: np.ndarray,
@@ -430,6 +348,12 @@ class ShmArray:
         ...
 
 
+# how  much is probably dependent on lifestyle
+_secs_in_day = int(60 * 60 * 24)
+# we try for 3 times but only on a run-every-other-day kinda week.
+_default_size = 6 * _secs_in_day
+
+
 def open_shm_array(
 
     key: Optional[str] = None,
@@ -454,11 +378,7 @@ def open_shm_array(
         create=True,
         size=a.nbytes
     )
-    array = np.ndarray(
+    array = np.ndarray(a.shape, dtype=a.dtype, buffer=shm.buf)
-        a.shape,
-        dtype=a.dtype,
-        buffer=shm.buf
-    )
     array[:] = a[:]
     array.setflags(write=int(not readonly))
 
@@ -501,7 +421,7 @@ def open_shm_array(
     # this sets the index to 3/4 of the length of the buffer
     # leaving a "days worth of second samples" for the real-time
     # section.
-    last.value = first.value = _rt_buffer_start
+    last.value = first.value = int(5*_secs_in_day)
 
     shmarr = ShmArray(
         array,
@@ -542,26 +462,8 @@ def attach_shm_array(
     if key in _known_tokens:
         assert _Token.from_msg(_known_tokens[key]) == token, "WTF"
 
-    # XXX: ugh, looks like due to the ``shm_open()`` C api we can't
-    # actually place files in a subdir, see discussion here:
-    # https://stackoverflow.com/a/11103289
-
     # attach to array buffer and view as per dtype
-    _err: Optional[Exception] = None
+    shm = SharedMemory(name=key)
-    for _ in range(3):
-        try:
-            shm = SharedMemory(
-                name=key,
-                create=False,
-            )
-            break
-        except OSError as oserr:
-            _err = oserr
-            time.sleep(0.1)
-    else:
-        if _err:
-            raise _err
-
     shmarr = np.ndarray(
         (size,),
         dtype=token.dtype,

piker/data/_source.py

@@ -21,7 +21,6 @@ from __future__ import annotations
 from typing import Any
 import decimal
 
-from bidict import bidict
 import numpy as np
 from pydantic import BaseModel
 # from numba import from_dtype
@@ -33,7 +32,7 @@ ohlc_fields = [
     ('high', float),
     ('low', float),
     ('close', float),
-    ('volume', float),
+    ('volume', int),
     ('bar_wap', float),
 ]
 
@@ -48,16 +47,16 @@ base_ohlc_dtype = np.dtype(ohlc_fields)
 # https://github.com/numba/numba/issues/4511
 # numba_ohlc_dtype = from_dtype(base_ohlc_dtype)
 
-# map time frame "keys" to seconds values
+# map time frame "keys" to minutes values
-tf_in_1s = bidict({
+tf_in_1m = {
-    1: '1s',
+    '1m': 1,
-    60: '1m',
+    '5m':  5,
-    60*5: '5m',
+    '15m': 15,
-    60*15: '15m',
+    '30m':  30,
-    60*30: '30m',
+    '1h': 60,
-    60*60: '1h',
+    '4h': 240,
-    60*60*24: '1d',
+    '1d': 1440,
-})
+}
 
 
 def mk_fqsn(
@@ -92,7 +91,7 @@ def ohlc_zeros(length: int) -> np.ndarray:
     return np.zeros(length, dtype=base_ohlc_dtype)
 
 
-def unpack_fqsn(fqsn: str) -> tuple[str, str, str]:
+def uncons_fqsn(fqsn: str) -> tuple[str, str, str]:
     '''
     Unpack a fully-qualified-symbol-name to ``tuple``.
 
@@ -178,7 +177,7 @@ class Symbol(BaseModel):
     # XXX: like wtf..
     # ) -> 'Symbol':
     ) -> None:
-        broker, key, suffix = unpack_fqsn(fqsn)
+        broker, key, suffix = uncons_fqsn(fqsn)
         return cls.from_broker_info(
             broker,
             key,
@@ -222,23 +221,6 @@ class Symbol(BaseModel):
             return (key, broker)
 
     def front_fqsn(self) -> str:
-        '''
-        fqsn = "fully qualified symbol name"
-
-        Basically the idea here is for all client-ish code (aka programs/actors
-        that ask the provider agnostic layers in the stack for data) should be
-        able to tell which backend / venue / derivative each data feed/flow is
-        from by an explicit string key of the current form:
-
-        <instrumentname>.<venue>.<suffixwithmetadata>.<brokerbackendname>
-
-        TODO: I have thoughts that we should actually change this to be
-        more like an "attr lookup" (like how the web should have done
-        urls, but marketting peeps ruined it etc. etc.):
-
-        <broker>.<venue>.<instrumentname>.<suffixwithmetadata>
-
-        '''
         tokens = self.tokens()
         fqsn = '.'.join(tokens)
         return fqsn

piker/data/_web_bs.py

@@ -53,13 +53,11 @@ class NoBsWs:
     def __init__(
         self,
         url: str,
-        token: str,
         stack: AsyncExitStack,
         fixture: Callable,
         serializer: ModuleType = json,
     ):
         self.url = url
-        self.token = token
         self.fixture = fixture
         self._stack = stack
         self._ws: 'WebSocketConnection' = None  # noqa
@@ -83,15 +81,9 @@ class NoBsWs:
                     trio_websocket.open_websocket_url(self.url)
                 )
                 # rerun user code fixture
-                if self.token == '':
+                ret = await self._stack.enter_async_context(
-                    ret = await self._stack.enter_async_context(
+                    self.fixture(self)
-                        self.fixture(self)
+                )
-                    )
-                else:
-                    ret = await self._stack.enter_async_context(
-                        self.fixture(self, self.token)
-                    )
-
                 assert ret is None
 
                 log.info(f'Connection success: {self.url}')
@@ -135,14 +127,12 @@ async def open_autorecon_ws(
 
     # TODO: proper type annot smh
     fixture: Callable,
-    # 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:

piker/data/feed.py

@@ -22,32 +22,26 @@ This module is enabled for ``brokerd`` daemons.
 """
 from __future__ import annotations
 from dataclasses import dataclass, field
-from datetime import datetime
 from contextlib import asynccontextmanager
 from functools import partial
-from pprint import pformat
 from types import ModuleType
 from typing import (
     Any,
     AsyncIterator, Optional,
-    Generator,
     Awaitable,
-    TYPE_CHECKING,
-    Union,
 )
 
+
+import pendulum
 import trio
 from trio.abc import ReceiveChannel
 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
 
 from ..brokers import get_brokermod
-from ..calc import humanize
+from .._cacheables import maybe_open_context
 from ..log import get_logger, get_console_log
 from .._daemon import (
     maybe_spawn_brokerd,
@@ -62,24 +56,17 @@ from .ingest import get_ingestormod
 from ._source import (
     base_iohlc_dtype,
     Symbol,
-    unpack_fqsn,
+    uncons_fqsn,
 )
 from ..ui import _search
 from ._sampling import (
     sampler,
-    broadcast,
     increment_ohlc_buffer,
     iter_ohlc_periods,
     sample_and_broadcast,
     uniform_rate_send,
 )
-from ..brokers._util import (
-    NoData,
-    DataUnavailable,
-)
 
-if TYPE_CHECKING:
-    from .marketstore import Storage
 
 log = get_logger(__name__)
 
@@ -117,13 +104,7 @@ class _FeedsBus(BaseModel):
     # https://github.com/samuelcolvin/pydantic/issues/2816
     _subscribers: dict[
         str,
-        list[
+        list[tuple[tractor.MsgStream, Optional[float]]]
-            tuple[
-                Union[tractor.MsgStream, trio.MemorySendChannel],
-                tractor.Context,
-                Optional[float],  # tick throttle in Hz
-            ]
-        ]
     ] = {}
 
     async def start_task(
@@ -212,449 +193,20 @@ async def _setup_persistent_brokerd(
         await trio.sleep_forever()
 
 
-def diff_history(
-    array,
-    start_dt,
-    end_dt,
-    last_tsdb_dt: Optional[datetime] = None
-
-) -> np.ndarray:
-
-    to_push = array
-
-    if last_tsdb_dt:
-        s_diff = (start_dt - last_tsdb_dt).seconds
-
-        # if we detect a partial frame's worth of data
-        # that is new, slice out only that history and
-        # write to shm.
-        if (
-            s_diff < 0
-        ):
-            if abs(s_diff) < len(array):
-                # the + 1 is because ``last_tsdb_dt`` is pulled from
-                # the last row entry for the ``'time'`` field retreived
-                # from the tsdb.
-                to_push = array[abs(s_diff) + 1:]
-
-            else:
-                # pass back only the portion of the array that is
-                # greater then the last time stamp in the tsdb.
-                time = array['time']
-                to_push = array[time >= last_tsdb_dt.timestamp()]
-
-            log.info(
-                f'Pushing partial frame {to_push.size} to shm'
-            )
-
-    return to_push
-
-
 async def start_backfill(
     mod: ModuleType,
-    bfqsn: str,
+    fqsn: str,
     shm: ShmArray,
 
-    last_tsdb_dt: Optional[datetime] = None,
-    storage: Optional[Storage] = None,
-    write_tsdb: bool = True,
-    tsdb_is_up: bool = False,
-
     task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
 
 ) -> int:
 
-    async with mod.open_history_client(bfqsn) as (hist, config):
+    return await mod.backfill_bars(
-
+        fqsn,
-        # get latest query's worth of history all the way
+        shm,
-        # back to what is recorded in the tsdb
+        task_status=task_status,
-        array, start_dt, end_dt = await hist(end_dt=None)
+    )
-
-        times = array['time']
-
-        # sample period step size in seconds
-        step_size_s = (
-            pendulum.from_timestamp(times[-1])
-            - pendulum.from_timestamp(times[-2])
-        ).seconds
-
-        # "frame"'s worth of sample period steps in seconds
-        frame_size_s = len(array) * step_size_s
-
-        to_push = diff_history(
-            array,
-            start_dt,
-            end_dt,
-            last_tsdb_dt=last_tsdb_dt,
-        )
-
-        log.info(f'Pushing {to_push.size} to shm!')
-        shm.push(to_push)
-
-        for delay_s in sampler.subscribers:
-            await broadcast(delay_s)
-
-        # signal that backfilling to tsdb's end datum is complete
-        bf_done = trio.Event()
-
-        # let caller unblock and deliver latest history frame
-        task_status.started((shm, start_dt, end_dt, bf_done))
-
-        # based on the sample step size, maybe load a certain amount history
-        if last_tsdb_dt is None:
-            if step_size_s not in (1, 60):
-                raise ValueError(
-                    '`piker` only needs to support 1m and 1s sampling '
-                    'but ur api is trying to deliver a longer '
-                    f'timeframe of {step_size_s} ' 'seconds.. so ye, dun '
-                    'do dat brudder.'
-                )
-
-            # when no tsdb "last datum" is provided, we just load
-            # some near-term history.
-            periods = {
-                1: {'days': 1},
-                60: {'days': 14},
-            }
-
-            if tsdb_is_up:
-                # do a decently sized backfill and load it into storage.
-                periods = {
-                    1: {'days': 6},
-                    60: {'years': 2},
-                }
-
-            kwargs = periods[step_size_s]
-            last_tsdb_dt = start_dt.subtract(**kwargs)
-
-        # configure async query throttling
-        erlangs = config.get('erlangs', 1)
-        rate = config.get('rate', 1)
-        frames = {}
-
-        def iter_dts(start: datetime):
-
-            while True:
-
-                hist_period = pendulum.period(
-                    start,
-                    last_tsdb_dt,
-                )
-                dtrange = list(hist_period.range('seconds', frame_size_s))
-                log.debug(f'New datetime index:\n{pformat(dtrange)}')
-
-                for end_dt in dtrange:
-                    log.info(f'Yielding next frame start {end_dt}')
-                    start = yield end_dt
-
-                    # if caller sends a new start date, reset to that
-                    if start is not None:
-                        log.warning(f'Resetting date range: {start}')
-                        break
-                else:
-                    # from while
-                    return
-
-        # pull new history frames until we hit latest
-        # already in the tsdb or a max count.
-        count = 0
-
-        # NOTE: when gaps are detected in the retreived history (by
-        # comparisor of the end - start versus the expected "frame size"
-        # in seconds) we need a way to alert the async request code not
-        # to continue to query for data "within the gap". This var is
-        # set in such cases such that further requests in that period
-        # are discarded and further we reset the "datetimem query frame
-        # index" in such cases to avoid needless noop requests.
-        earliest_end_dt: Optional[datetime] = start_dt
-
-        async def get_ohlc_frame(
-            input_end_dt: datetime,
-            iter_dts_gen: Generator[datetime],
-
-        ) -> np.ndarray:
-
-            nonlocal count, frames, earliest_end_dt, frame_size_s
-            count += 1
-
-            if input_end_dt > earliest_end_dt:
-                # if a request comes in for an inter-gap frame we
-                # discard it since likely this request is still
-                # lingering from before the reset of ``iter_dts()`` via
-                # ``.send()`` below.
-                log.info(f'Discarding request history ending @ {input_end_dt}')
-
-                # signals to ``trimeter`` loop to discard and
-                # ``continue`` in it's schedule loop.
-                return None
-
-            try:
-                log.info(
-                    f'Requesting {step_size_s}s frame ending in {input_end_dt}'
-                )
-                array, start_dt, end_dt = await hist(end_dt=input_end_dt)
-                assert array['time'][0] == start_dt.timestamp()
-
-            except NoData:
-                log.warning(
-                    f'NO DATA for {frame_size_s}s frame @ {input_end_dt} ?!?'
-                )
-                return None  # discard signal
-
-            except DataUnavailable as duerr:
-                # broker is being a bish and we can't pull
-                # any more..
-                log.warning('backend halted on data deliver !?!?')
-
-                # ugh, what's a better way?
-                # TODO: fwiw, we probably want a way to signal a throttle
-                # condition (eg. with ib) so that we can halt the
-                # request loop until the condition is resolved?
-                return duerr
-
-            diff = end_dt - start_dt
-            frame_time_diff_s = diff.seconds
-            expected_frame_size_s = frame_size_s + step_size_s
-
-            if frame_time_diff_s > expected_frame_size_s:
-
-                # XXX: query result includes a start point prior to our
-                # expected "frame size" and thus is likely some kind of
-                # history gap (eg. market closed period, outage, etc.)
-                # so indicate to the request loop that this gap is
-                # expected by both,
-                # - resetting the ``iter_dts()`` generator to start at
-                #   the new start point delivered in this result
-                # - setting the non-locally scoped ``earliest_end_dt``
-                #   to this new value so that the request loop doesn't
-                #   get tripped up thinking there's an out of order
-                #   request-result condition.
-
-                log.warning(
-                    f'History frame ending @ {end_dt} appears to have a gap:\n'
-                    f'{diff} ~= {frame_time_diff_s} seconds'
-                )
-
-                # reset dtrange gen to new start point
-                try:
-                    next_end = iter_dts_gen.send(start_dt)
-                    log.info(
-                        f'Reset frame index to start at {start_dt}\n'
-                        f'Was at {next_end}'
-                    )
-
-                    # NOTE: manually set "earliest end datetime" index-value
-                    # to avoid the request loop getting confused about
-                    # new frames that are earlier in history - i.e. this
-                    # **is not** the case of out-of-order frames from
-                    # an async batch request.
-                    earliest_end_dt = start_dt
-
-                except StopIteration:
-                    # gen already terminated meaning we probably already
-                    # exhausted it via frame requests.
-                    log.info(
-                        "Datetime index already exhausted, can't reset.."
-                    )
-
-            to_push = diff_history(
-                array,
-                start_dt,
-                end_dt,
-                last_tsdb_dt=last_tsdb_dt,
-            )
-            ln = len(to_push)
-            if ln:
-                log.info(f'{ln} bars for {start_dt} -> {end_dt}')
-                frames[input_end_dt.timestamp()] = (to_push, start_dt, end_dt)
-                return to_push, start_dt, end_dt
-
-            else:
-                log.warning(
-                    f'{ln} BARS TO PUSH after diff?!: {start_dt} -> {end_dt}'
-                )
-                return None
-
-        # initial dt index starts at the start of the first query result
-        idts = iter_dts(start_dt)
-
-        async with trimeter.amap(
-            partial(
-                get_ohlc_frame,
-                # we close in the ``iter_dt()`` gen in so we can send
-                # reset signals as needed for gap dection in the
-                # history.
-                iter_dts_gen=idts,
-            ),
-            idts,
-
-            capture_outcome=True,
-            include_value=True,
-
-            # better technical names bruv...
-            max_at_once=erlangs,
-            max_per_second=rate,
-
-        ) as outcomes:
-
-            # Then iterate over the return values, as they become available
-            # (i.e., not necessarily in the original order)
-            async for input_end_dt, outcome in outcomes:
-
-                try:
-                    out = outcome.unwrap()
-
-                    if out is None:
-                        # skip signal
-                        continue
-
-                    elif isinstance(out, DataUnavailable):
-                        # no data available case signal.. so just kill
-                        # further requests and basically just stop
-                        # trying...
-                        break
-
-                except Exception:
-                    log.exception('uhh trimeter bail')
-                    raise
-                else:
-                    to_push, start_dt, end_dt = out
-
-                if not len(to_push):
-                    # diff returned no new data (i.e. we probablyl hit
-                    # the ``last_tsdb_dt`` point).
-                    # TODO: raise instead?
-                    log.warning(f'No history for range {start_dt} -> {end_dt}')
-                    continue
-
-                # pipeline-style pull frames until we need to wait for
-                # the next in order to arrive.
-                # i = end_dts.index(input_end_dt)
-                # print(f'latest end_dt {end_dt} found at index {i}')
-
-                epochs = list(reversed(sorted(frames)))
-                for epoch in epochs:
-
-                    start = shm.array['time'][0]
-                    last_shm_prepend_dt = pendulum.from_timestamp(start)
-                    earliest_frame_queue_dt = pendulum.from_timestamp(epoch)
-
-                    diff = start - epoch
-
-                    if diff < 0:
-                        log.warning(
-                            'Discarding out of order frame:\n'
-                            f'{earliest_frame_queue_dt}'
-                        )
-                        frames.pop(epoch)
-                        continue
-                        # await tractor.breakpoint()
-
-                    if diff > step_size_s:
-
-                        if earliest_end_dt < earliest_frame_queue_dt:
-                            # XXX: an expected gap was encountered (see
-                            # logic in ``get_ohlc_frame()``, so allow
-                            # this frame through to the storage layer.
-                            log.warning(
-                                f'Expected history gap of {diff}s:\n'
-                                f'{earliest_frame_queue_dt} <- '
-                                f'{earliest_end_dt}'
-                            )
-
-                        elif (
-                            erlangs > 1
-                        ):
-                            # we don't yet have the next frame to push
-                            # so break back to the async request loop
-                            # while we wait for more async frame-results
-                            # to arrive.
-                            if len(frames) >= erlangs:
-                                log.warning(
-                                    'Frame count in async-queue is greater '
-                                    'then erlangs?\n'
-                                    'There seems to be a gap between:\n'
-                                    f'{earliest_frame_queue_dt} <- '
-                                    f'{last_shm_prepend_dt}\n'
-                                    'Conducting manual call for frame ending: '
-                                    f'{last_shm_prepend_dt}'
-                                )
-                                (
-                                    to_push,
-                                    start_dt,
-                                    end_dt,
-                                ) = await get_ohlc_frame(
-                                    input_end_dt=last_shm_prepend_dt,
-                                    iter_dts_gen=idts,
-                                )
-                                last_epoch = to_push['time'][-1]
-                                diff = start - last_epoch
-
-                                if diff > step_size_s:
-                                    await tractor.breakpoint()
-                                    raise DataUnavailable(
-                                        'An awkward frame was found:\n'
-                                        f'{start_dt} -> {end_dt}:\n{to_push}'
-                                    )
-
-                                else:
-                                    frames[last_epoch] = (
-                                        to_push, start_dt, end_dt)
-                                    break
-
-                            expect_end = pendulum.from_timestamp(start)
-                            expect_start = expect_end.subtract(
-                                seconds=frame_size_s)
-                            log.warning(
-                                'waiting on out-of-order history frame:\n'
-                                f'{expect_end - expect_start}'
-                            )
-                            break
-
-                    to_push, start_dt, end_dt = frames.pop(epoch)
-                    ln = len(to_push)
-
-                    # bail gracefully on shm allocation overrun/full condition
-                    try:
-                        shm.push(to_push, prepend=True)
-                    except ValueError:
-                        log.info(
-                            f'Shm buffer overrun on: {start_dt} -> {end_dt}?'
-                        )
-                        break
-
-                    log.info(
-                        f'Shm pushed {ln} frame:\n'
-                        f'{start_dt} -> {end_dt}'
-                    )
-                    # keep track of most recent "prepended" ``start_dt``
-                    # both for detecting gaps and ensuring async
-                    # frame-result order.
-                    earliest_end_dt = start_dt
-
-                    if (
-                        storage is not None
-                        and write_tsdb
-                    ):
-                        log.info(
-                            f'Writing {ln} frame to storage:\n'
-                            f'{start_dt} -> {end_dt}'
-                        )
-                        await storage.write_ohlcv(
-                            f'{bfqsn}.{mod.name}',  # lul..
-                            to_push,
-                        )
-
-                # TODO: can we only trigger this if the respective
-                # history in "in view"?!?
-                # XXX: extremely important, there can be no checkpoints
-                # in the block above to avoid entering new ``frames``
-                # values while we're pipelining the current ones to
-                # memory...
-                for delay_s in sampler.subscribers:
-                    await broadcast(delay_s)
-
-        bf_done.set()
 
 
 async def manage_history(
@@ -698,154 +250,115 @@ async def manage_history(
     # for now only do backfilling if no tsdb can be found
     do_legacy_backfill = not is_up and opened
 
-    bfqsn = fqsn.replace('.' + mod.name, '')
     open_history_client = getattr(mod, 'open_history_client', None)
-    assert open_history_client
 
     if is_up and opened and open_history_client:
 
         log.info('Found existing `marketstored`')
         from . import marketstore
+
         async with marketstore.open_storage_client(
             fqsn,
         ) as storage:
 
-            # TODO: this should be used verbatim for the pure
+            tsdb_arrays = await storage.read_ohlcv(fqsn)
-            # shm backfiller approach below.
 
-            # start history anal and load missing new data via backend.
+            if not tsdb_arrays:
-            series, _, last_tsdb_dt = await storage.load(fqsn)
+                do_legacy_backfill = True
 
-            broker, symbol, expiry = unpack_fqsn(fqsn)
-            (
-                shm,
-                latest_start_dt,
-                latest_end_dt,
-                bf_done,
-            ) = await bus.nursery.start(
-                partial(
-                    start_backfill,
-                    mod,
-                    bfqsn,
-                    shm,
-                    last_tsdb_dt=last_tsdb_dt,
-                    tsdb_is_up=True,
-                    storage=storage,
-                )
-            )
-
-            # if len(shm.array) < 2:
-            # TODO: there's an edge case here to solve where if the last
-            # frame before market close (at least on ib) was pushed and
-            # there was only "1 new" row pushed from the first backfill
-            # query-iteration, then the sample step sizing calcs will
-            # break upstream from here since you can't diff on at least
-            # 2 steps... probably should also add logic to compute from
-            # the tsdb series and stash that somewhere as meta data on
-            # the shm buffer?.. no se.
-
-            task_status.started(shm)
-            some_data_ready.set()
-
-            await bf_done.wait()
-            # do diff against last start frame of history and only fill
-            # in from the tsdb an allotment that allows for most recent
-            # to be loaded into mem *before* tsdb data.
-            if last_tsdb_dt:
-                dt_diff_s = (
-                    latest_start_dt - last_tsdb_dt
-                ).seconds
             else:
-                dt_diff_s = 0
+                log.info(f'Loaded tsdb history {tsdb_arrays}')
 
-            # await trio.sleep_forever()
+                fastest = list(tsdb_arrays.values())[0]
-            # TODO: see if there's faster multi-field reads:
+                times = fastest['Epoch']
-            # https://numpy.org/doc/stable/user/basics.rec.html#accessing-multiple-fields
+                first, last = times[0], times[-1]
-            # re-index  with a `time` and index field
+                first_tsdb_dt, last_tsdb_dt = map(
-            prepend_start = shm._first.value
+                    pendulum.from_timestamp, [first, last]
-
-            # sanity check on most-recent-data loading
-            assert prepend_start > dt_diff_s
-
-            history = list(series.values())
-            if history:
-                fastest = history[0]
-                to_push = fastest[:prepend_start]
-
-                shm.push(
-                    to_push,
-
-                    # insert the history pre a "days worth" of samples
-                    # to leave some real-time buffer space at the end.
-                    prepend=True,
-                    # update_first=False,
-                    # start=prepend_start,
-                    field_map=marketstore.ohlc_key_map,
                 )
 
-                # load as much from storage into shm as space will
+                # TODO: this should be used verbatim for the pure
-                # allow according to user's shm size settings.
+                # shm backfiller approach below.
-                count = 0
-                end = fastest['Epoch'][0]
 
-                while shm._first.value > 0:
+                def diff_history(
-                    count += 1
+                    array,
-                    series = await storage.read_ohlcv(
+                    start_dt,
-                        fqsn,
+                    end_dt,
-                        end=end,
-                    )
-                    history = list(series.values())
-                    fastest = history[0]
-                    end = fastest['Epoch'][0]
-                    prepend_start -= len(to_push)
-                    to_push = fastest[:prepend_start]
 
+                ) -> np.ndarray:
+
+                    s_diff = (last_tsdb_dt - start_dt).seconds
+
+                    # if we detect a partial frame's worth of data
+                    # that is new, slice out only that history and
+                    # write to shm.
+                    if s_diff > 0:
+                        assert last_tsdb_dt > start_dt
+                        selected = array['time'] > last_tsdb_dt.timestamp()
+                        to_push = array[selected]
+                        log.info(
+                            f'Pushing partial frame {to_push.size} to shm'
+                        )
+                        return to_push
+
+                    else:
+                        return array
+
+                # start history anal and load missing new data via backend.
+                async with open_history_client(fqsn) as hist:
+
+                    # get latest query's worth of history all the way
+                    # back to what is recorded in the tsdb
+                    array, start_dt, end_dt = await hist(end_dt='')
+                    to_push = diff_history(array, start_dt, end_dt)
+                    shm.push(to_push)
+
+                    # let caller unblock and deliver latest history frame
+                    task_status.started(shm)
+                    some_data_ready.set()
+
+                    # pull new history frames until we hit latest
+                    # already in the tsdb
+                    while start_dt > last_tsdb_dt:
+                        array, start_dt, end_dt = await hist(end_dt=start_dt)
+                        to_push = diff_history(array, start_dt, end_dt)
+                        shm.push(to_push, prepend=True)
+
+                    # TODO: see if there's faster multi-field reads:
+                    # https://numpy.org/doc/stable/user/basics.rec.html#accessing-multiple-fields
+                    # re-index  with a `time` and index field
                     shm.push(
-                        to_push,
+                        fastest[-shm._first.value:],
 
                         # insert the history pre a "days worth" of samples
                         # to leave some real-time buffer space at the end.
                         prepend=True,
-                        # update_first=False,
+                        # start=shm._len - _secs_in_day,
-                        # start=prepend_start,
+                        field_map={
-                        field_map=marketstore.ohlc_key_map,
+                            'Epoch': 'time',
+                            'Open': 'open',
+                            'High': 'high',
+                            'Low': 'low',
+                            'Close': 'close',
+                            'Volume': 'volume',
+                        },
                     )
 
-                    # manually trigger step update to update charts/fsps
+                    # TODO: write new data to tsdb to be ready to for next
-                    # which need an incremental update.
+                    # read.
-                    # NOTE: the way this works is super duper
-                    # un-intuitive right now:
-                    # - the broadcaster fires a msg to the fsp subsystem.
-                    # - fsp subsys then checks for a sample step diff and
-                    #   possibly recomputes prepended history.
-                    # - the fsp then sends back to the parent actor
-                    #   (usually a chart showing graphics for said fsp)
-                    #   which tells the chart to conduct a manual full
-                    #   graphics loop cycle.
-                    for delay_s in sampler.subscribers:
-                        await broadcast(delay_s)
-
-                    if count > 6:
-                        break
-
-                log.info(f'Loaded {to_push.shape} datums from storage')
-
-                # TODO: write new data to tsdb to be ready to for next read.
 
     if do_legacy_backfill:
         # do a legacy incremental backfill from the provider.
         log.info('No existing `marketstored` found..')
 
+        bfqsn = fqsn.replace('.' + mod.name, '')
         # start history backfill task ``backfill_bars()`` is
         # a required backend func this must block until shm is
         # filled with first set of ohlc bars
         await bus.nursery.start(
-            partial(
+            start_backfill,
-                start_backfill,
+            mod,
-                mod,
+            bfqsn,
-                bfqsn,
+            shm,
-                shm,
-            )
         )
 
         # yield back after client connect with filled shm
@@ -864,10 +377,8 @@ async def manage_history(
 
 async def allocate_persistent_feed(
     bus: _FeedsBus,
-
     brokername: str,
     symbol: str,
-
     loglevel: str,
     start_stream: bool = True,
 
@@ -887,7 +398,6 @@ async def allocate_persistent_feed(
     - a real-time streaming task which connec
 
     '''
-    # load backend module
     try:
         mod = get_brokermod(brokername)
     except ImportError:
@@ -944,10 +454,7 @@ async def allocate_persistent_feed(
     # true fqsn
     fqsn = '.'.join((bfqsn, brokername))
     # add a fqsn entry that includes the ``.<broker>`` suffix
-    # and an entry that includes the broker-specific fqsn (including
-    # any new suffixes or elements as injected by the backend).
     init_msg[fqsn] = msg
-    init_msg[bfqsn] = msg
 
     # TODO: pretty sure we don't need this? why not just leave 1s as
     # the fastest "sample period" since we'll probably always want that
@@ -961,14 +468,13 @@ async def allocate_persistent_feed(
     await some_data_ready.wait()
 
     # append ``.<broker>`` suffix to each quote symbol
-    acceptable_not_fqsn_with_broker_suffix = symbol + f'.{brokername}'
+    bsym = symbol + f'.{brokername}'
-
     generic_first_quotes = {
-        acceptable_not_fqsn_with_broker_suffix: first_quote,
+        bsym: first_quote,
         fqsn: first_quote,
     }
 
-    bus.feeds[symbol] = bus.feeds[bfqsn] = (
+    bus.feeds[symbol] = bus.feeds[fqsn] = (
         init_msg,
         generic_first_quotes,
     )
@@ -1019,9 +525,9 @@ async def open_feed_bus(
 
     ctx: tractor.Context,
     brokername: str,
-    symbol: str,  # normally expected to the broker-specific fqsn
+    symbol: str,
     loglevel: str,
-    tick_throttle: Optional[float] = None,
+    tick_throttle:  Optional[float] = None,
     start_stream: bool = True,
 
 ) -> None:
@@ -1041,9 +547,7 @@ async def open_feed_bus(
     # TODO: check for any stale shm entries for this symbol
     # (after we also group them in a nice `/dev/shm/piker/` subdir).
     # ensure we are who we think we are
-    servicename = tractor.current_actor().name
+    assert 'brokerd' in tractor.current_actor().name
-    assert 'brokerd' in servicename
-    assert brokername in servicename
 
     bus = get_feed_bus(brokername)
 
@@ -1053,7 +557,7 @@ async def open_feed_bus(
     entry = bus.feeds.get(symbol)
     if entry is None:
         # allocate a new actor-local stream bus which
-        # will persist for this `brokerd`'s service lifetime.
+        # will persist for this `brokerd`.
         async with bus.task_lock:
             await bus.nursery.start(
                 partial(
@@ -1082,7 +586,7 @@ async def open_feed_bus(
     # true fqsn
     fqsn = '.'.join([bfqsn, brokername])
     assert fqsn in first_quotes
-    assert bus.feeds[bfqsn]
+    assert bus.feeds[fqsn]
 
     # broker-ambiguous symbol (provided on cli - eg. mnq.globex.ib)
     bsym = symbol + f'.{brokername}'
@@ -1125,10 +629,10 @@ async def open_feed_bus(
                 recv,
                 stream,
             )
-            sub = (send, ctx, tick_throttle)
+            sub = (send, tick_throttle)
 
         else:
-            sub = (stream, ctx, tick_throttle)
+            sub = (stream, tick_throttle)
 
         subs = bus._subscribers[bfqsn]
         subs.append(sub)
@@ -1211,10 +715,10 @@ class Feed:
     shm: ShmArray
     mod: ModuleType
     first_quotes: dict  # symbol names to first quote dicts
-    _portal: tractor.Portal
-    stream: trio.abc.ReceiveChannel[dict[str, Any]]
-    status: dict[str, Any]
 
+    _portal: tractor.Portal
+
+    stream: trio.abc.ReceiveChannel[dict[str, Any]]
     throttle_rate: Optional[int] = None
 
     _trade_stream: Optional[AsyncIterator[dict[str, Any]]] = None
@@ -1282,7 +786,7 @@ async def install_brokerd_search(
                 # a backend module?
                 pause_period=getattr(
                     brokermod, '_search_conf', {}
-                ).get('pause_period', 0.0616),
+                    ).get('pause_period', 0.0616),
             ):
                 yield
 
@@ -1304,7 +808,7 @@ async def open_feed(
     '''
     fqsn = fqsns[0].lower()
 
-    brokername, key, suffix = unpack_fqsn(fqsn)
+    brokername, key, suffix = uncons_fqsn(fqsn)
     bfqsn = fqsn.replace('.' + brokername, '')
 
     try:
@@ -1355,24 +859,9 @@ async def open_feed(
             first_quotes=first_quotes,
             stream=stream,
             _portal=portal,
-            status={},
             throttle_rate=tick_throttle,
         )
 
-        # fill out "status info" that the UI can show
-        host, port = feed.portal.channel.raddr
-        if host == '127.0.0.1':
-            host = 'localhost'
-
-        feed.status.update({
-            'actor_name': feed.portal.channel.uid[0],
-            'host': host,
-            'port': port,
-            'shm': f'{humanize(feed.shm._shm.size)}',
-            'throttle_rate': feed.throttle_rate,
-        })
-        feed.status.update(init_msg.pop('status', {}))
-
         for sym, data in init_msg.items():
             si = data['symbol_info']
             fqsn = data['fqsn'] + f'.{brokername}'

piker/data/marketstore.py

@@ -23,15 +23,12 @@
 - todo: tick sequence stream-cloning for testing
 
 '''
-from __future__ import annotations
 from contextlib import asynccontextmanager as acm
-from datetime import datetime
 from pprint import pformat
 from typing import (
     Any,
     Optional,
     Union,
-    TYPE_CHECKING,
 )
 import time
 from math import isnan
@@ -40,6 +37,7 @@ from bidict import bidict
 import msgpack
 import pyqtgraph as pg
 import numpy as np
+import pandas as pd
 import tractor
 from trio_websocket import open_websocket_url
 from anyio_marketstore import (
@@ -47,154 +45,14 @@ from anyio_marketstore import (
     MarketstoreClient,
     Params,
 )
-import pendulum
 import purerpc
 
-if TYPE_CHECKING:
-    import docker
-    from ._ahab import DockerContainer
-
 from .feed import maybe_open_feed
 from ..log import get_logger, get_console_log
 
 
 log = get_logger(__name__)
 
-
-# container level config
-_config = {
-    'grpc_listen_port': 5995,
-    'ws_listen_port': 5993,
-    'log_level': 'debug',
-}
-
-_yaml_config = '''
-# piker's ``marketstore`` config.
-
-# mount this config using:
-# sudo docker run --mount \
-# type=bind,source="$HOME/.config/piker/",target="/etc" -i -p \
-# 5993:5993 alpacamarkets/marketstore:latest
-
-root_directory: data
-listen_port: {ws_listen_port}
-grpc_listen_port: {grpc_listen_port}
-log_level: {log_level}
-queryable: true
-stop_grace_period: 0
-wal_rotate_interval: 5
-stale_threshold: 5
-enable_add: true
-enable_remove: false
-
-triggers:
-  - module: ondiskagg.so
-    on: "*/1Sec/OHLCV"
-    config:
-        # filter: "nasdaq"
-        destinations:
-            - 1Min
-            - 5Min
-            - 15Min
-            - 1H
-            - 1D
-
-  - module: stream.so
-    on: '*/*/*'
-    # config:
-    #     filter: "nasdaq"
-
-'''.format(**_config)
-
-
-def start_marketstore(
-    client: docker.DockerClient,
-
-    **kwargs,
-
-) -> tuple[DockerContainer, dict[str, Any]]:
-    '''
-    Start and supervise a marketstore instance with its config bind-mounted
-    in from the piker config directory on the system.
-
-    The equivalent cli cmd to this code is:
-
-        sudo docker run --mount \
-        type=bind,source="$HOME/.config/piker/",target="/etc" -i -p \
-        5993:5993 alpacamarkets/marketstore:latest
-
-    '''
-    import os
-    import docker
-    from .. import config
-    get_console_log('info', name=__name__)
-
-    mktsdir = os.path.join(config._config_dir, 'marketstore')
-
-    # create when dne
-    if not os.path.isdir(mktsdir):
-        os.mkdir(mktsdir)
-
-    yml_file = os.path.join(mktsdir, 'mkts.yml')
-    if not os.path.isfile(yml_file):
-        log.warning(
-            f'No `marketstore` config exists?: {yml_file}\n'
-            'Generating new file from template:\n'
-            f'{_yaml_config}\n'
-        )
-        with open(yml_file, 'w') as yf:
-            yf.write(_yaml_config)
-
-    # create a mount from user's local piker config dir into container
-    config_dir_mnt = docker.types.Mount(
-        target='/etc',
-        source=mktsdir,
-        type='bind',
-    )
-
-    # create a user config subdir where the marketstore
-    # backing filesystem database can be persisted.
-    persistent_data_dir = os.path.join(
-        mktsdir, 'data',
-    )
-    if not os.path.isdir(persistent_data_dir):
-        os.mkdir(persistent_data_dir)
-
-    data_dir_mnt = docker.types.Mount(
-        target='/data',
-        source=persistent_data_dir,
-        type='bind',
-    )
-
-    dcntr: DockerContainer = client.containers.run(
-        'alpacamarkets/marketstore:latest',
-        # do we need this for cmds?
-        # '-i',
-
-        # '-p 5993:5993',
-        ports={
-            '5993/tcp': 5993,  # jsonrpc / ws?
-            '5995/tcp': 5995,  # grpc
-        },
-        mounts=[
-            config_dir_mnt,
-            data_dir_mnt,
-        ],
-        detach=True,
-        # stop_signal='SIGINT',
-        init=True,
-        # remove=True,
-    )
-    return (
-        dcntr,
-        _config,
-
-        # expected startup and stop msgs
-        "launching tcp listener for all services...",
-        "exiting...",
-    )
-
-
 _tick_tbk_ids: tuple[str, str] = ('1Sec', 'TICK')
 _tick_tbk: str = '{}/' + '/'.join(_tick_tbk_ids)
 
@@ -242,22 +100,12 @@ _ohlcv_dt = [
     # ohlcv sampling
     ('Open', 'f4'),
     ('High', 'f4'),
-    ('Low', 'f4'),
+    ('Low', 'i8'),
-    ('Close', 'f4'),
+    ('Close', 'i8'),
     ('Volume', 'f4'),
 ]
 
 
-ohlc_key_map = bidict({
-    'Epoch': 'time',
-    'Open': 'open',
-    'High': 'high',
-    'Low': 'low',
-    'Close': 'close',
-    'Volume': 'volume',
-})
-
-
 def mk_tbk(keys: tuple[str, str, str]) -> str:
     '''
     Generate a marketstore table key from a tuple.
@@ -279,7 +127,7 @@ def quote_to_marketstore_structarray(
     '''
     if last_fill:
         # new fill bby
-        now = int(pendulum.parse(last_fill).timestamp)
+        now = timestamp(last_fill)
     else:
         # this should get inserted upstream by the broker-client to
         # subtract from IPC latency
@@ -309,6 +157,15 @@ def quote_to_marketstore_structarray(
     return np.array([tuple(array_input)], dtype=_quote_dt)
 
 
+def timestamp(date, **kwargs) -> int:
+    '''
+    Return marketstore compatible 'Epoch' integer in nanoseconds
+    from a date formatted str.
+
+    '''
+    return int(pd.Timestamp(date, **kwargs).value)
+
+
 @acm
 async def get_client(
     host: str = 'localhost',
@@ -342,7 +199,6 @@ class MarketStoreError(Exception):
 #                 raise MarketStoreError(err)
 
 
-# map of seconds ints to "time frame" accepted keys
 tf_in_1s = bidict({
     1: '1Sec',
     60: '1Min',
@@ -384,41 +240,13 @@ class Storage:
     async def write_ticks(self, ticks: list) -> None:
         ...
 
-    async def load(
+    async def write_ohlcv(self, ohlcv: np.ndarray) -> None:
-        self,
+        ...
-        fqsn: str,
-
-    ) -> tuple[
-        dict[int, np.ndarray],  # timeframe (in secs) to series
-        Optional[datetime],  # first dt
-        Optional[datetime],  # last dt
-    ]:
-
-        first_tsdb_dt, last_tsdb_dt = None, None
-        tsdb_arrays = await self.read_ohlcv(
-            fqsn,
-            # on first load we don't need to pull the max
-            # history per request size worth.
-            limit=3000,
-        )
-        log.info(f'Loaded tsdb history {tsdb_arrays}')
-
-        if tsdb_arrays:
-            fastest = list(tsdb_arrays.values())[0]
-            times = fastest['Epoch']
-            first, last = times[0], times[-1]
-            first_tsdb_dt, last_tsdb_dt = map(
-                pendulum.from_timestamp, [first, last]
-            )
-
-        return tsdb_arrays, first_tsdb_dt, last_tsdb_dt
 
     async def read_ohlcv(
         self,
         fqsn: str,
         timeframe: Optional[Union[int, str]] = None,
-        end: Optional[int] = None,
-        limit: int = int(800e3),
 
     ) -> tuple[
         MarketstoreClient,
@@ -430,30 +258,16 @@ class Storage:
         if fqsn not in syms:
             return {}
 
-        tfstr = tf_in_1s[1]
-
-        params = Params(
-            symbols=fqsn,
-            timeframe=tfstr,
-            attrgroup='OHLCV',
-            end=end,
-            # limit_from_start=True,
-
-            # TODO: figure the max limit here given the
-            # ``purepc`` msg size limit of purerpc: 33554432
-            limit=limit,
-        )
-
         if timeframe is None:
             log.info(f'starting {fqsn} tsdb granularity scan..')
             # loop through and try to find highest granularity
             for tfstr in tf_in_1s.values():
                 try:
                     log.info(f'querying for {tfstr}@{fqsn}')
-                    params.set('timeframe', tfstr)
+                    result = await client.query(
-                    result = await client.query(params)
+                        Params(fqsn, tfstr, 'OHLCV',)
+                    )
                     break
-
                 except purerpc.grpclib.exceptions.UnknownError:
                     # XXX: this is already logged by the container and
                     # thus shows up through `marketstored` logs relay.
@@ -463,7 +277,8 @@ class Storage:
                 return {}
 
         else:
-            result = await client.query(params)
+            tfstr = tf_in_1s[timeframe]
+            result = await client.query(Params(fqsn, tfstr, 'OHLCV',))
 
         # TODO: it turns out column access on recarrays is actually slower:
         # https://jakevdp.github.io/PythonDataScienceHandbook/02.09-structured-data-numpy.html#RecordArrays:-Structured-Arrays-with-a-Twist
@@ -492,90 +307,6 @@ class Storage:
 
         return await client.destroy(tbk=key)
 
-    async def write_ohlcv(
-        self,
-        fqsn: str,
-        ohlcv: np.ndarray,
-        append_and_duplicate: bool = True,
-        limit: int = int(800e3),
-
-    ) -> None:
-        # build mkts schema compat array for writing
-        mkts_dt = np.dtype(_ohlcv_dt)
-        mkts_array = np.zeros(
-            len(ohlcv),
-            dtype=mkts_dt,
-        )
-        # copy from shm array (yes it's this easy):
-        # https://numpy.org/doc/stable/user/basics.rec.html#assignment-from-other-structured-arrays
-        mkts_array[:] = ohlcv[[
-            'time',
-            'open',
-            'high',
-            'low',
-            'close',
-            'volume',
-        ]]
-
-        m, r = divmod(len(mkts_array), limit)
-
-        for i in range(m, 1):
-            to_push = mkts_array[i-1:i*limit]
-
-            # write to db
-            resp = await self.client.write(
-                to_push,
-                tbk=f'{fqsn}/1Sec/OHLCV',
-
-                # NOTE: will will append duplicates
-                # for the same timestamp-index.
-                # TODO: pre deduplicate?
-                isvariablelength=append_and_duplicate,
-            )
-
-            log.info(
-                f'Wrote {mkts_array.size} datums to tsdb\n'
-            )
-
-            for resp in resp.responses:
-                err = resp.error
-                if err:
-                    raise MarketStoreError(err)
-
-        if r:
-            to_push = mkts_array[m*limit:]
-
-            # write to db
-            resp = await self.client.write(
-                to_push,
-                tbk=f'{fqsn}/1Sec/OHLCV',
-
-                # NOTE: will will append duplicates
-                # for the same timestamp-index.
-                # TODO: pre deduplicate?
-                isvariablelength=append_and_duplicate,
-            )
-
-            log.info(
-                f'Wrote {mkts_array.size} datums to tsdb\n'
-            )
-
-            for resp in resp.responses:
-                err = resp.error
-                if err:
-                    raise MarketStoreError(err)
-
-    # XXX: currently the only way to do this is through the CLI:
-
-    # sudo ./marketstore connect --dir ~/.config/piker/data
-    # >> \show mnq.globex.20220617.ib/1Sec/OHLCV 2022-05-15
-    # and this seems to block and use up mem..
-    # >> \trim mnq.globex.20220617.ib/1Sec/OHLCV 2022-05-15
-
-    # relevant source code for this is here:
-    # https://github.com/alpacahq/marketstore/blob/master/cmd/connect/session/trim.go#L14
-    # def delete_range(self, start_dt, end_dt) -> None:
-    #     ...
 
 @acm
 async def open_storage_client(
@@ -596,7 +327,7 @@ async def open_storage_client(
 
 
 async def tsdb_history_update(
-    fqsn: Optional[str] = None,
+    fqsn: str,
 
 ) -> list[str]:
 
@@ -642,51 +373,80 @@ async def tsdb_history_update(
     ):
         profiler(f'opened feed for {fqsn}')
 
-        to_append = feed.shm.array
+        symbol = feed.symbols.get(fqsn)
-        to_prepend = None
+        if symbol:
-
+            fqsn = symbol.front_fqsn()
-        if fqsn:
-            symbol = feed.symbols.get(fqsn)
-            if symbol:
-                fqsn = symbol.front_fqsn()
-
-            # diff db history with shm and only write the missing portions
-            ohlcv = feed.shm.array
-
-            # TODO: use pg profiler
-            tsdb_arrays = await storage.read_ohlcv(fqsn)
-            # hist diffing
-            if tsdb_arrays:
-                for secs in (1, 60):
-                    ts = tsdb_arrays.get(secs)
-                    if ts is not None and len(ts):
-                        # these aren't currently used but can be referenced from
-                        # within the embedded ipython shell below.
-                        to_append = ohlcv[ohlcv['time'] > ts['Epoch'][-1]]
-                        to_prepend = ohlcv[ohlcv['time'] < ts['Epoch'][0]]
-
-            profiler('Finished db arrays diffs')
 
         syms = await storage.client.list_symbols()
         log.info(f'Existing tsdb symbol set:\n{pformat(syms)}')
         profiler(f'listed symbols {syms}')
 
-        # TODO: ask if user wants to write history for detected
+        # diff db history with shm and only write the missing portions
-        # available shm buffers?
+        ohlcv = feed.shm.array
+
+        # TODO: use pg profiler
+        tsdb_arrays = await storage.read_ohlcv(fqsn)
+
+        to_append = feed.shm.array
+        to_prepend = None
+
+        # hist diffing
+        if tsdb_arrays:
+            onesec = tsdb_arrays[1]
+            to_append = ohlcv[ohlcv['time'] > onesec['Epoch'][-1]]
+            to_prepend = ohlcv[ohlcv['time'] < onesec['Epoch'][0]]
+
+        profiler('Finished db arrays diffs')
+
+        for array in [to_append, to_prepend]:
+            if array is None:
+                continue
+
+            log.info(
+                f'Writing datums {array.size} -> to tsdb from shm\n'
+            )
+
+            # build mkts schema compat array for writing
+            mkts_dt = np.dtype(_ohlcv_dt)
+            mkts_array = np.zeros(
+                len(array),
+                dtype=mkts_dt,
+            )
+            # copy from shm array (yes it's this easy):
+            # https://numpy.org/doc/stable/user/basics.rec.html#assignment-from-other-structured-arrays
+            mkts_array[:] = array[[
+                'time',
+                'open',
+                'high',
+                'low',
+                'close',
+                'volume',
+            ]]
+
+            # write to db
+            resp = await storage.client.write(
+                mkts_array,
+                tbk=f'{fqsn}/1Sec/OHLCV',
+
+                # NOTE: will will append duplicates
+                # for the same timestamp-index.
+                # TODO: pre deduplicate?
+                isvariablelength=True,
+            )
+
+            log.info(
+                f'Wrote {to_append.size} datums to tsdb\n'
+            )
+            profiler('Finished db writes')
+
+            for resp in resp.responses:
+                err = resp.error
+                if err:
+                    raise MarketStoreError(err)
+
         from tractor.trionics import ipython_embed
         await ipython_embed()
 
-        # for array in [to_append, to_prepend]:
-        #     if array is None:
-        #         continue
-
-        #     log.info(
-        #         f'Writing datums {array.size} -> to tsdb from shm\n'
-        #     )
-        #     await storage.write_ohlcv(fqsn, array)
-
-        # profiler('Finished db writes')
-
 
 async def ingest_quote_stream(
     symbols: list[str],

piker/fsp/_engine.py

@@ -361,7 +361,7 @@ async def cascade(
                 ) -> tuple[TaskTracker, int]:
                     # TODO: adopt an incremental update engine/approach
                     # where possible here eventually!
-                    log.debug(f're-syncing fsp {func_name} to source')
+                    log.warning(f're-syncing fsp {func_name} to source')
                     tracker.cs.cancel()
                     await tracker.complete.wait()
                     tracker, index = await n.start(fsp_target)
@@ -369,12 +369,7 @@ async def cascade(
                     # always trigger UI refresh after history update,
                     # see ``piker.ui._fsp.FspAdmin.open_chain()`` and
                     # ``piker.ui._display.trigger_update()``.
-                    await client_stream.send({
+                    await client_stream.send('update')
-                        'fsp_update': {
-                            'key': dst_shm_token,
-                            'first': dst._first.value,
-                            'last': dst._last.value,
-                    }})
                     return tracker, index
 
                 def is_synced(

piker/fsp/_momo.py

@@ -167,7 +167,6 @@ def _wma(
 
     assert length == len(weights)
 
-    # lol, for long sequences this is nutso slow and expensive..
     return np.convolve(signal, weights, 'valid')
 
 

piker/fsp/_volume.py

@@ -309,7 +309,7 @@ async def flow_rates(
 
         if period > 1:
             trade_rate_wma = _wma(
-                dvlm_shm.array['trade_count'][-period:],
+                dvlm_shm.array['trade_count'],
                 period,
                 weights=weights,
             )
@@ -332,7 +332,7 @@ async def flow_rates(
 
         if period > 1:
             dark_trade_rate_wma = _wma(
-                dvlm_shm.array['dark_trade_count'][-period:],
+                dvlm_shm.array['dark_trade_count'],
                 period,
                 weights=weights,
             )

piker/log.py

@@ -25,13 +25,10 @@ from pygments import highlight, lexers, formatters
 
 # Makes it so we only see the full module name when using ``__name__``
 # without the extra "piker." prefix.
-_proj_name: str = 'piker'
+_proj_name = 'piker'
 
 
-def get_logger(
+def get_logger(name: str = None) -> logging.Logger:
-    name: str = None,
-
-) -> logging.Logger:
     '''Return the package log or a sub-log for `name` if provided.
     '''
     return tractor.log.get_logger(name=name, _root_name=_proj_name)

piker/ui/_axes.py

@@ -19,10 +19,10 @@ Chart axes graphics and behavior.
 
 """
 from functools import lru_cache
-from typing import Optional, Callable
+from typing import List, Tuple, Optional, Callable
 from math import floor
 
-import numpy as np
+import pandas as pd
 import pyqtgraph as pg
 from PyQt5 import QtCore, QtGui, QtWidgets
 from PyQt5.QtCore import QPointF
@@ -103,7 +103,7 @@ class Axis(pg.AxisItem):
     def size_to_values(self) -> None:
         pass
 
-    def txt_offsets(self) -> tuple[int, int]:
+    def txt_offsets(self) -> Tuple[int, int]:
         return tuple(self.style['tickTextOffset'])
 
 
@@ -218,14 +218,13 @@ class DynamicDateAxis(Axis):
 
     def _indexes_to_timestrs(
         self,
-        indexes: list[int],
+        indexes: List[int],
 
-    ) -> list[str]:
+    ) -> List[str]:
 
         chart = self.linkedsplits.chart
-        flow = chart._flows[chart.name]
+        bars = chart._arrays[chart.name]
-        shm = flow.shm
+        shm = self.linkedsplits.chart._shm
-        bars = shm.array
         first = shm._first.value
 
         bars_len = len(bars)
@@ -242,17 +241,10 @@ class DynamicDateAxis(Axis):
         )]
 
         # TODO: **don't** have this hard coded shift to EST
-        # delay = times[-1] - times[-2]
+        dts = pd.to_datetime(epochs, unit='s')  # - 4*pd.offsets.Hour()
-        dts = np.array(epochs, dtype='datetime64[s]')
 
-        # see units listing:
+        delay = times[-1] - times[-2]
-        # https://numpy.org/devdocs/reference/arrays.datetime.html#datetime-units
+        return dts.strftime(self.tick_tpl[delay])
-        return list(np.datetime_as_string(dts))
-
-        # TODO: per timeframe formatting?
-        # - we probably need this based on zoom now right?
-        # prec = self.np_dt_precision[delay]
-        # return dts.strftime(self.tick_tpl[delay])
 
     def tickStrings(
         self,
@@ -438,7 +430,7 @@ class XAxisLabel(AxisLabel):
         | QtCore.Qt.AlignCenter
     )
 
-    def size_hint(self) -> tuple[float, float]:
+    def size_hint(self) -> Tuple[float, float]:
         # size to parent axis height
         return self._parent.height(), None
 
@@ -452,11 +444,11 @@ class XAxisLabel(AxisLabel):
 
         timestrs = self._parent._indexes_to_timestrs([int(value)])
 
-        if not len(timestrs):
+        if not timestrs.any():
             return
 
         pad = 1*' '
-        self.label_str = pad + str(timestrs[0]) + pad
+        self.label_str = pad + timestrs[0] + pad
 
         _, y_offset = self._parent.txt_offsets()
 
@@ -517,7 +509,7 @@ class YAxisLabel(AxisLabel):
         if getattr(self._parent, 'txt_offsets', False):
             self.x_offset, y_offset = self._parent.txt_offsets()
 
-    def size_hint(self) -> tuple[float, float]:
+    def size_hint(self) -> Tuple[float, float]:
         # size to parent axis width(-ish)
         wsh = self._dpifont.boundingRect(' ').height() / 2
         return (

piker/ui/_chart.py

@@ -37,6 +37,7 @@ from PyQt5.QtWidgets import (
 import numpy as np
 import pyqtgraph as pg
 import trio
+from pydantic import BaseModel
 
 from ._axes import (
     DynamicDateAxis,
@@ -47,13 +48,9 @@ from ._cursor import (
     Cursor,
     ContentsLabel,
 )
-from ..data._sharedmem import ShmArray
 from ._l1 import L1Labels
 from ._ohlc import BarItems
-from ._curve import (
+from ._curve import FastAppendCurve
-    Curve,
-    StepCurve,
-)
 from ._style import (
     hcolor,
     CHART_MARGINS,
@@ -62,12 +59,11 @@ from ._style import (
 )
 from ..data.feed import Feed
 from ..data._source import Symbol
+from ..data._sharedmem import ShmArray
 from ..log import get_logger
 from ._interaction import ChartView
 from ._forms import FieldsForm
-from .._profile import pg_profile_enabled, ms_slower_then
 from ._overlay import PlotItemOverlay
-from ._flows import Flow
 
 if TYPE_CHECKING:
     from ._display import DisplayState
@@ -368,11 +364,11 @@ class LinkedSplits(QWidget):
 
         self._symbol: Symbol = None
 
-    def graphics_cycle(self, **kwargs) -> None:
+    def graphics_cycle(self) -> None:
         from . import _display
         ds = self.display_state
         if ds:
-            return _display.graphics_update_cycle(ds, **kwargs)
+            return _display.graphics_update_cycle(ds)
 
     @property
     def symbol(self) -> Symbol:
@@ -418,7 +414,7 @@ class LinkedSplits(QWidget):
         self,
 
         symbol: Symbol,
-        shm: ShmArray,
+        array: np.ndarray,
         sidepane: FieldsForm,
 
         style: str = 'bar',
@@ -443,7 +439,7 @@ class LinkedSplits(QWidget):
         self.chart = self.add_plot(
 
             name=symbol.key,
-            shm=shm,
+            array=array,
             style=style,
             _is_main=True,
 
@@ -471,7 +467,7 @@ class LinkedSplits(QWidget):
         self,
 
         name: str,
-        shm: ShmArray,
+        array: np.ndarray,
 
         array_key: Optional[str] = None,
         style: str = 'line',
@@ -515,6 +511,7 @@ class LinkedSplits(QWidget):
             name=name,
             data_key=array_key or name,
 
+            array=array,
             parent=qframe,
             linkedsplits=self,
             axisItems=axes,
@@ -578,7 +575,7 @@ class LinkedSplits(QWidget):
 
             graphics, data_key = cpw.draw_ohlc(
                 name,
-                shm,
+                array,
                 array_key=array_key
             )
             self.cursor.contents_labels.add_label(
@@ -592,7 +589,7 @@ class LinkedSplits(QWidget):
             add_label = True
             graphics, data_key = cpw.draw_curve(
                 name,
-                shm,
+                array,
                 array_key=array_key,
                 color='default_light',
             )
@@ -601,7 +598,7 @@ class LinkedSplits(QWidget):
             add_label = True
             graphics, data_key = cpw.draw_curve(
                 name,
-                shm,
+                array,
                 array_key=array_key,
                 step_mode=True,
                 color='davies',
@@ -656,6 +653,31 @@ class LinkedSplits(QWidget):
                 cpw.sidepane.setMaximumWidth(sp_w)
 
 
+# class FlowsTable(pydantic.BaseModel):
+#     '''
+#     Data-AGGRegate: high level API onto multiple (categorized)
+#     ``Flow``s with high level processing routines for
+#     multi-graphics computations and display.
+
+#     '''
+#     flows: dict[str, np.ndarray] = {}
+
+
+class Flow(BaseModel):
+    '''
+    (FinancialSignal-)Flow compound type which wraps a real-time
+    graphics (curve) and its backing data stream together for high level
+    access and control.
+
+    '''
+    class Config:
+        arbitrary_types_allowed = True
+
+    name: str
+    plot: pg.PlotItem
+    shm: Optional[ShmArray] = None  # may be filled in "later"
+
+
 class ChartPlotWidget(pg.PlotWidget):
     '''
     ``GraphicsView`` subtype containing a single ``PlotItem``.
@@ -689,6 +711,7 @@ class ChartPlotWidget(pg.PlotWidget):
 
         # the "data view" we generate graphics from
         name: str,
+        array: np.ndarray,
         data_key: str,
         linkedsplits: LinkedSplits,
 
@@ -741,6 +764,14 @@ class ChartPlotWidget(pg.PlotWidget):
         self._max_l1_line_len: float = 0
 
         # self.setViewportMargins(0, 0, 0, 0)
+        # self._ohlc = array  # readonly view of ohlc data
+
+        # TODO: move to Aggr above XD
+        # readonly view of data arrays
+        self._arrays = {
+            self.data_key: array,
+        }
+        self._graphics = {}  # registry of underlying graphics
 
         # registry of overlay curve names
         self._flows: dict[str, Flow] = {}
@@ -756,6 +787,7 @@ class ChartPlotWidget(pg.PlotWidget):
         # show background grid
         self.showGrid(x=False, y=True, alpha=0.3)
 
+        self.default_view()
         self.cv.enable_auto_yrange()
 
         self.pi_overlay: PlotItemOverlay = PlotItemOverlay(self.plotItem)
@@ -804,8 +836,14 @@ class ChartPlotWidget(pg.PlotWidget):
         Return a range tuple for the bars present in view.
 
         '''
-        main_flow = self._flows[self.name]
+        l, r = self.view_range()
-        ifirst, l, lbar, rbar, r, ilast = main_flow.datums_range()
+        array = self._arrays[self.name]
+        start, stop = self._xrange = (
+            array[0]['index'],
+            array[-1]['index'],
+        )
+        lbar = max(l, start)
+        rbar = min(r, stop)
         return l, lbar, rbar, r
 
     def curve_width_pxs(
@@ -859,51 +897,40 @@ class ChartPlotWidget(pg.PlotWidget):
 
     def default_view(
         self,
-        bars_from_y: int = 3000,
+        steps_on_screen: Optional[int] = None
 
     ) -> None:
         '''
         Set the view box to the "default" startup view of the scene.
 
         '''
-        flow = self._flows.get(self.name)
+        try:
-        if not flow:
+            index = self._arrays[self.name]['index']
-            log.warning(f'`Flow` for {self.name} not loaded yet?')
+        except IndexError:
+            log.warning(f'array for {self.name} not loaded yet?')
             return
 
-        index = flow.shm.array['index']
         xfirst, xlast = index[0], index[-1]
         l, lbar, rbar, r = self.bars_range()
-        view = self.view
+
+        marker_pos, l1_len = self.pre_l1_xs()
+        end = xlast + l1_len + 1
 
         if (
             rbar < 0
             or l < xfirst
-            or l < 0
             or (rbar - lbar) < 6
         ):
-            # TODO: set fixed bars count on screen that approx includes as
+            # set fixed bars count on screen that approx includes as
             # many bars as possible before a downsample line is shown.
-            begin = xlast - bars_from_y
+            begin = xlast - round(6116 / 6)
-            view.setXRange(
-                min=begin,
-                max=xlast,
-                padding=0,
-            )
-            # re-get range
-            l, lbar, rbar, r = self.bars_range()
 
-        # we get the L1 spread label "length" in view coords
+        else:
-        # terms now that we've scaled either by user control
+            begin = end - (r - l)
-        # or to the default set of bars as per the immediate block
-        # above.
-        marker_pos, l1_len = self.pre_l1_xs()
-        end = xlast + l1_len + 1
-        begin = end - (r - l)
 
         # for debugging
         # print(
-        #     # f'bars range: {brange}\n'
+        #     f'bars range: {brange}\n'
         #     f'xlast: {xlast}\n'
         #     f'marker pos: {marker_pos}\n'
         #     f'l1 len: {l1_len}\n'
@@ -915,13 +942,14 @@ class ChartPlotWidget(pg.PlotWidget):
         if self._static_yrange == 'axis':
             self._static_yrange = None
 
+        view = self.view
         view.setXRange(
             min=begin,
             max=end,
             padding=0,
         )
-        self.view.maybe_downsample_graphics()
         view._set_yrange()
+        self.view.maybe_downsample_graphics()
         try:
             self.linked.graphics_cycle()
         except IndexError:
@@ -930,7 +958,6 @@ class ChartPlotWidget(pg.PlotWidget):
     def increment_view(
         self,
         steps: int = 1,
-        vb: Optional[ChartView] = None,
 
     ) -> None:
         """
@@ -939,8 +966,7 @@ class ChartPlotWidget(pg.PlotWidget):
 
         """
         l, r = self.view_range()
-        view = vb or self.view
+        self.view.setXRange(
-        view.setXRange(
             min=l + steps,
             max=r + steps,
 
@@ -952,7 +978,7 @@ class ChartPlotWidget(pg.PlotWidget):
     def draw_ohlc(
         self,
         name: str,
-        shm: ShmArray,
+        data: np.ndarray,
 
         array_key: Optional[str] = None,
 
@@ -972,16 +998,11 @@ class ChartPlotWidget(pg.PlotWidget):
         # the np array buffer to be drawn on next render cycle
         self.plotItem.addItem(graphics)
 
+        # draw after to allow self.scene() to work...
+        graphics.draw_from_data(data)
+
         data_key = array_key or name
-
+        self._graphics[data_key] = graphics
-        self._flows[data_key] = Flow(
-            name=name,
-            plot=self.plotItem,
-            _shm=shm,
-            is_ohlc=True,
-            graphics=graphics,
-        )
-
         self._add_sticky(name, bg_color='davies')
 
         return graphics, data_key
@@ -1022,7 +1043,6 @@ class ChartPlotWidget(pg.PlotWidget):
         )
         pi.hideButtons()
 
-        # cv.enable_auto_yrange(self.view)
         cv.enable_auto_yrange()
 
         # compose this new plot's graphics with the current chart's
@@ -1047,21 +1067,19 @@ class ChartPlotWidget(pg.PlotWidget):
         self,
 
         name: str,
-        shm: ShmArray,
+        data: np.ndarray,
 
         array_key: Optional[str] = None,
         overlay: bool = False,
         color: Optional[str] = None,
         add_label: bool = True,
-        pi: Optional[pg.PlotItem] = None,
-        step_mode: bool = False,
 
         **pdi_kwargs,
 
     ) -> (pg.PlotDataItem, str):
         '''
         Draw a "curve" (line plot graphics) for the provided data in
-        the input shm array ``shm``.
+        the input array ``data``.
 
         '''
         color = color or self.pen_color or 'default_light'
@@ -1071,28 +1089,35 @@ class ChartPlotWidget(pg.PlotWidget):
 
         data_key = array_key or name
 
-        curve_type = {
+        # yah, we wrote our own B)
-            None: Curve,
+        curve = FastAppendCurve(
-            'step': StepCurve,
+            y=data[data_key],
-            # TODO:
+            x=data['index'],
-            # 'bars': BarsItems
+            # antialias=True,
-        }['step' if step_mode else None]
-
-        curve = curve_type(
             name=name,
+
+            # XXX: pretty sure this is just more overhead
+            # on data reads and makes graphics rendering no faster
+            # clipToView=True,
+
             **pdi_kwargs,
         )
 
-        pi = pi or self.plotItem
+        # XXX: see explanation for different caching modes:
+        # https://stackoverflow.com/a/39410081
+        # seems to only be useful if we don't re-generate the entire
+        # QPainterPath every time
+        # curve.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
 
-        self._flows[data_key] = Flow(
+        # don't ever use this - it's a colossal nightmare of artefacts
-            name=name,
+        # and is disastrous for performance.
-            plot=pi,
+        # curve.setCacheMode(QtWidgets.QGraphicsItem.ItemCoordinateCache)
-            _shm=shm,
+
-            is_ohlc=False,
+        # register curve graphics and backing array for name
-            # register curve graphics with this flow
+        self._graphics[name] = curve
-            graphics=curve,
+        self._arrays[data_key] = data
-        )
+
+        pi = self.plotItem
 
         # TODO: this probably needs its own method?
         if overlay:
@@ -1102,6 +1127,10 @@ class ChartPlotWidget(pg.PlotWidget):
                             f'{overlay} must be from `.plotitem_overlay()`'
                         )
                 pi = overlay
+
+            # anchor_at = ('bottom', 'left')
+            self._flows[name] = Flow(name=name, plot=pi)
+
         else:
             # anchor_at = ('top', 'left')
 
@@ -1151,9 +1180,32 @@ class ChartPlotWidget(pg.PlotWidget):
         )
         return last
 
-    def update_graphics_from_flow(
+    # def update_ohlc_from_array(
+    #     self,
+
+    #     graphics_name: str,
+    #     array: np.ndarray,
+    #     **kwargs,
+
+    # ) -> pg.GraphicsObject:
+    #     '''
+    #     Update the named internal graphics from ``array``.
+
+    #     '''
+    #     self._index = array['index'][0]
+    #     self._arrays[self.name] = array
+
+    #     graphics = self._graphics[graphics_name]
+    #     graphics.update_from_array(array, **kwargs)
+
+    #     return graphics
+
+    # def update_curve_from_array(
+    def update_graphics_from_array(
         self,
         graphics_name: str,
+
+        array: Optional[np.ndarray] = None,
         array_key: Optional[str] = None,
 
         **kwargs,
@@ -1163,11 +1215,64 @@ class ChartPlotWidget(pg.PlotWidget):
         Update the named internal graphics from ``array``.
 
         '''
-        flow = self._flows[array_key or graphics_name]
+        if array is not None:
-        return flow.update_graphics(
+            assert len(array)
-            array_key=array_key,
+
-            **kwargs,
+        data_key = array_key or graphics_name
-        )
+        if graphics_name not in self._flows:
+            data_key = self.name
+
+        if array is not None:
+            # write array to internal graphics table
+            self._arrays[data_key] = array
+        else:
+            array = self._arrays[data_key]
+
+        # array key and graphics "name" might be different..
+        graphics = self._graphics[graphics_name]
+
+        # compute "in-view" indices
+        l, lbar, rbar, r = self.bars_range()
+        indexes = array['index']
+        ifirst = indexes[0]
+        ilast = indexes[-1]
+
+        lbar_i = max(l, ifirst) - ifirst
+        rbar_i = min(r, ilast) - ifirst
+
+        in_view = array[lbar_i: rbar_i]
+
+        if not in_view.size:
+            return graphics
+
+        # TODO: we could do it this way as well no?
+        # to_draw = array[lbar - ifirst:(rbar - ifirst) + 1]
+
+        # start_index = self._index
+        # lbar = max(l, start_index) - start_index
+        # rbar = min(r, ohlc[-1]['index']) - start_index
+        if isinstance(graphics, BarItems):
+            graphics.update_from_array(
+                array,
+                in_view,
+                view_range=(lbar_i, rbar_i),
+
+                **kwargs,
+            )
+
+        else:
+            graphics.update_from_array(
+                x=array['index'],
+                y=array[data_key],
+
+                x_iv=in_view['index'],
+                y_iv=in_view[data_key],
+                view_range=(lbar_i, rbar_i),
+
+                **kwargs
+            )
+
+        return graphics
 
     # def _label_h(self, yhigh: float, ylow: float) -> float:
     #     # compute contents label "height" in view terms
@@ -1214,7 +1319,7 @@ class ChartPlotWidget(pg.PlotWidget):
 
         # TODO: this should go onto some sort of
         # data-view thinger..right?
-        ohlc = self._flows[self.name].shm.array
+        ohlc = self._shm.array
 
         # XXX: not sure why the time is so off here
         # looks like we're gonna have to do some fixing..
@@ -1244,9 +1349,7 @@ class ChartPlotWidget(pg.PlotWidget):
     def maxmin(
         self,
         name: Optional[str] = None,
-        bars_range: Optional[tuple[
+        bars_range: Optional[tuple[int, int, int, int]] = None,
-            int, int, int, int, int, int
-        ]] = None,
 
     ) -> tuple[float, float]:
         '''
@@ -1255,43 +1358,46 @@ class ChartPlotWidget(pg.PlotWidget):
         If ``bars_range`` is provided use that range.
 
         '''
-        # print(f'Chart[{self.name}].maxmin()')
+        l, lbar, rbar, r = bars_range or self.bars_range()
-        profiler = pg.debug.Profiler(
+        # TODO: logic to check if end of bars in view
-            msg=f'`{str(self)}.maxmin(name={name})`: `{self.name}`',
+        # extra = view_len - _min_points_to_show
-            disabled=not pg_profile_enabled(),
+        # begin = self._arrays['ohlc'][0]['index'] - extra
-            ms_threshold=ms_slower_then,
+        # # end = len(self._arrays['ohlc']) - 1 + extra
-            delayed=True,
+        # end = self._arrays['ohlc'][-1]['index'] - 1 + extra
-        )
+
+        # bars_len = rbar - lbar
+        # log.debug(
+        #     f"\nl: {l}, lbar: {lbar}, rbar: {rbar}, r: {r}\n"
+        #     f"view_len: {view_len}, bars_len: {bars_len}\n"
+        #     f"begin: {begin}, end: {end}, extra: {extra}"
+        # )
 
         # TODO: here we should instead look up the ``Flow.shm.array``
         # and read directly from shm to avoid copying to memory first
         # and then reading it again here.
-        flow_key = name or self.name
+        a = self._arrays.get(name or self.name)
-        flow = self._flows.get(flow_key)
+        if a is None:
+            return None
+
+        ifirst = a[0]['index']
+        bars = a[lbar - ifirst:(rbar - ifirst) + 1]
+
+        if not len(bars):
+            # likely no data loaded yet or extreme scrolling?
+            log.error(f"WTF bars_range = {lbar}:{rbar}")
+            return
+
         if (
-            flow is None
+            self.data_key == self.linked.symbol.key
         ):
-            log.error(f"flow {flow_key} doesn't exist in chart {self.name} !?")
+            # ohlc sampled bars hi/lo lookup
-            key = res = 0, 0
+            ylow = np.nanmin(bars['low'])
+            yhigh = np.nanmax(bars['high'])
 
         else:
-            (
+            view = bars[name or self.data_key]
-                first,
+            ylow = np.nanmin(view)
-                l,
+            yhigh = np.nanmax(view)
-                lbar,
-                rbar,
-                r,
-                last,
-            ) = bars_range or flow.datums_range()
-            profiler(f'{self.name} got bars range')
 
-            key = round(lbar), round(rbar)
+        # print(f'{(ylow, yhigh)}')
-            res = flow.maxmin(*key)
+        return ylow, yhigh
-            if res == (None, None):
-                log.error(
-                    f"{flow_key} no mxmn for bars_range => {key} !?"
-                )
-                res = 0, 0
-
-        profiler(f'yrange mxmn: {key} -> {res}')
-        return res

piker/ui/_compression.py

@@ -108,7 +108,7 @@ def trace_hl(
 
 def ohlc_flatten(
     ohlc: np.ndarray,
-    use_mxmn: bool = True,
+    use_mxmn: bool = False,
 
 ) -> tuple[np.ndarray, np.ndarray]:
     '''
@@ -120,11 +120,7 @@ def ohlc_flatten(
     index = ohlc['index']
 
     if use_mxmn:
-        # traces a line optimally over highs to lows
-        # using numba. NOTE: pretty sure this is faster
-        # and looks about the same as the below output.
         flat, x = hl2mxmn(ohlc)
-
     else:
         flat = rfn.structured_to_unstructured(
             ohlc[['open', 'high', 'low', 'close']]
@@ -138,20 +134,50 @@ def ohlc_flatten(
     return x, flat
 
 
+def ohlc_to_m4_line(
+    ohlc: np.ndarray,
+    px_width: int,
+
+    downsample: bool = False,
+    uppx: Optional[float] = None,
+    pretrace: bool = False,
+
+) -> tuple[np.ndarray, np.ndarray]:
+    '''
+    Convert an OHLC struct-array to a m4 downsampled 1-d array.
+
+    '''
+    xpts, flat = ohlc_flatten(
+        ohlc,
+        use_mxmn=pretrace,
+    )
+
+    if downsample:
+        bins, x, y = ds_m4(
+            xpts,
+            flat,
+            px_width=px_width,
+            uppx=uppx,
+            log_scale=bool(uppx)
+        )
+        x = np.broadcast_to(x[:, None], y.shape)
+        x = (x + np.array([-0.43, 0, 0, 0.43])).flatten()
+        y = y.flatten()
+
+        return x, y
+    else:
+        return xpts, flat
+
+
 def ds_m4(
     x: np.ndarray,
     y: np.ndarray,
-    # units-per-pixel-x(dimension)
-    uppx: float,
 
-    # XXX: troll zone / easter egg..
+    # this is the width of the data in view
-    # want to mess with ur pal, pass in the actual
+    # in display-device-local pixel units.
-    # pixel width here instead of uppx-proper (i.e. pass
+    px_width: int,
-    # in our ``pg.GraphicsObject`` derivative's ``.px_width()``
+    uppx: Optional[float] = None,
-    # gto mega-trip-out ur bud). Hint, it used to be implemented
+    log_scale: bool = True,
-    # (wrongly) using "pixel width", so check the git history ;)
-
-    xrange: Optional[float] = None,
 
 ) -> tuple[int, np.ndarray, np.ndarray]:
     '''
@@ -178,49 +204,51 @@ def ds_m4(
     # "i didn't show it in the sample code, but it's accounted for
     # in the start and end indices and number of bins"
 
-    # should never get called unless actually needed
+    # optionally log-scale down the "supposed pxs on screen"
-    assert uppx > 1
+    # as the units-per-px (uppx) get's large.
+    if log_scale:
+        assert uppx, 'You must provide a `uppx` value to use log scaling!'
+
+        scaler = round(
+            max(
+                # NOTE: found that a 16x px width brought greater
+                # detail, likely due to dpi scaling?
+                # px_width=px_width * 16,
+                2**6 / (1 + math.log(uppx, 2)),
+                1
+            )
+        )
+        px_width *= scaler
+
+    assert px_width > 1  # width of screen in pxs?
 
     # NOTE: if we didn't pre-slice the data to downsample
     # you could in theory pass these as the slicing params,
     # do we care though since we can always just pre-slice the
     # input?
     x_start = x[0]  # x value start/lowest in domain
-
+    x_end = x[-1]  # x end value/highest in domain
-    if xrange is None:
-        x_end = x[-1]  # x end value/highest in domain
-        xrange = (x_end - x_start)
 
     # XXX: always round up on the input pixels
-    # lnx = len(x)
+    px_width = math.ceil(px_width)
-    # uppx *= max(4 / (1 + math.log(uppx, 2)), 1)
 
-    pxw = math.ceil(xrange / uppx)
+    x_range = x_end - x_start
 
-    # scale up the frame "width" directly with uppx
+    # ratio of indexed x-value to width of raster in pixels.
-    w = uppx
+    # this is more or less, uppx: units-per-pixel.
+    w = x_range / float(px_width)
 
     # ensure we make more then enough
     # frames (windows) for the output pixel
-    frames = pxw
+    frames = px_width
 
     # if we have more and then exact integer's
     # (uniform quotient output) worth of datum-domain-points
     # per windows-frame, add one more window to ensure
     # we have room for all output down-samples.
-    pts_per_pixel, r = divmod(xrange, frames)
+    pts_per_pixel, r = divmod(len(x), frames)
     if r:
-        # while r:
         frames += 1
-        pts_per_pixel, r = divmod(xrange, frames)
-
-    # print(
-    #     f'uppx: {uppx}\n'
-    #     f'xrange: {xrange}\n'
-    #     f'pxw: {pxw}\n'
-    #     f'frames: {frames}\n'
-    # )
-    assert frames >= (xrange / uppx)
 
     # call into ``numba``
     nb, i_win, y_out = _m4(

piker/ui/_cursor.py

@@ -43,8 +43,8 @@ log = get_logger(__name__)
 # latency (in terms of perceived lag in cross hair) so really be sure
 # there's an improvement if you want to change it!
 
-_mouse_rate_limit = 60  # TODO; should we calc current screen refresh rate?
+_mouse_rate_limit = 120  # TODO; should we calc current screen refresh rate?
-_debounce_delay = 0
+_debounce_delay = 1 / 40
 _ch_label_opac = 1
 
 
@@ -98,30 +98,25 @@ class LineDot(pg.CurvePoint):
         ev: QtCore.QEvent,
 
     ) -> bool:
-
+        if not isinstance(
-        if (
+            ev, QtCore.QDynamicPropertyChangeEvent
-            not isinstance(ev, QtCore.QDynamicPropertyChangeEvent)
+        ) or self.curve() is None:
-            or self.curve() is None
-        ):
             return False
 
         # TODO: get rid of this ``.getData()`` and
         # make a more pythonic api to retreive backing
         # numpy arrays...
-        # (x, y) = self.curve().getData()
+        (x, y) = self.curve().getData()
-        # index = self.property('index')
+        index = self.property('index')
-        # # first = self._plot._arrays['ohlc'][0]['index']
+        # first = self._plot._arrays['ohlc'][0]['index']
-        # # first = x[0]
+        # first = x[0]
-        # # i = index - first
+        # i = index - first
-        # if index:
+        if index:
-        #     i = round(index - x[0])
+            i = round(index - x[0])
-        #     if i > 0 and i < len(y):
+            if i > 0 and i < len(y):
-        #         newPos = (index, y[i])
+                newPos = (index, y[i])
-        #         QtWidgets.QGraphicsItem.setPos(
+                QtWidgets.QGraphicsItem.setPos(self, *newPos)
-        #             self,
+                return True
-        #             *newPos,
-        #         )
-        #         return True
 
         return False
 
@@ -196,9 +191,6 @@ class ContentsLabel(pg.LabelItem):
 
         self.setText(
             "<b>i</b>:{index}<br/>"
-            # NB: these fields must be indexed in the correct order via
-            # the slice syntax below.
-            "<b>epoch</b>:{}<br/>"
             "<b>O</b>:{}<br/>"
             "<b>H</b>:{}<br/>"
             "<b>L</b>:{}<br/>"
@@ -206,15 +198,7 @@ class ContentsLabel(pg.LabelItem):
             "<b>V</b>:{}<br/>"
             "<b>wap</b>:{}".format(
                 *array[index - first][
-                    [
+                    ['open', 'high', 'low', 'close', 'volume', 'bar_wap']
-                        'time',
-                        'open',
-                        'high',
-                        'low',
-                        'close',
-                        'volume',
-                        'bar_wap',
-                    ]
                 ],
                 name=name,
                 index=index,
@@ -259,13 +243,13 @@ class ContentsLabels:
     def update_labels(
         self,
         index: int,
+        # array_name: str,
 
     ) -> None:
+        # for name, (label, update) in self._labels.items():
         for chart, name, label, update in self._labels:
 
-            flow = chart._flows[name]
+            array = chart._arrays[name]
-            array = flow.shm.array
-
             if not (
                 index >= 0
                 and index < array[-1]['index']
@@ -274,6 +258,8 @@ class ContentsLabels:
                 print('WTF out of range?')
                 continue
 
+            # array = chart._arrays[name]
+
             # call provided update func with data point
             try:
                 label.show()
@@ -475,12 +461,9 @@ class Cursor(pg.GraphicsObject):
     ) -> LineDot:
         # if this plot contains curves add line dot "cursors" to denote
         # the current sample under the mouse
-        main_flow = plot._flows[plot.name]
-        # read out last index
-        i = main_flow.shm.array[-1]['index']
         cursor = LineDot(
             curve,
-            index=i,
+            index=plot._arrays[plot.name][-1]['index'],
             plot=plot
         )
         plot.addItem(cursor)

piker/ui/_curve.py

@@ -18,37 +18,83 @@
 Fast, smooth, sexy curves.
 
 """
-from contextlib import contextmanager as cm
+from typing import Optional
-from typing import Optional, Callable
 
 import numpy as np
 import pyqtgraph as pg
-from PyQt5 import QtWidgets
+from PyQt5 import QtGui, QtWidgets
 from PyQt5.QtWidgets import QGraphicsItem
 from PyQt5.QtCore import (
     Qt,
     QLineF,
     QSizeF,
     QRectF,
-    # QRect,
     QPointF,
 )
-from PyQt5.QtGui import (
+
-    QPainter,
-    QPainterPath,
-)
 from .._profile import pg_profile_enabled, ms_slower_then
 from ._style import hcolor
-# from ._compression import (
+from ._compression import (
-#     # ohlc_to_m4_line,
+    # ohlc_to_m4_line,
-#     ds_m4,
+    ds_m4,
-# )
+)
 from ..log import get_logger
 
 
 log = get_logger(__name__)
 
 
+def step_path_arrays_from_1d(
+    x: np.ndarray,
+    y: np.ndarray,
+    include_endpoints: bool = False,
+
+) -> (np.ndarray, np.ndarray):
+    '''
+    Generate a "step mode" curve aligned with OHLC style bars
+    such that each segment spans each bar (aka "centered" style).
+
+    '''
+    y_out = y.copy()
+    x_out = x.copy()
+    x2 = np.empty(
+        # the data + 2 endpoints on either end for
+        # "termination of the path".
+        (len(x) + 1, 2),
+        # we want to align with OHLC or other sampling style
+        # bars likely so we need fractinal values
+        dtype=float,
+    )
+    x2[0] = x[0] - 0.5
+    x2[1] = x[0] + 0.5
+    x2[1:] = x[:, np.newaxis] + 0.5
+
+    # flatten to 1-d
+    x_out = x2.reshape(x2.size)
+
+    # we create a 1d with 2 extra indexes to
+    # hold the start and (current) end value for the steps
+    # on either end
+    y2 = np.empty((len(y), 2), dtype=y.dtype)
+    y2[:] = y[:, np.newaxis]
+
+    y_out = np.empty(
+        2*len(y) + 2,
+        dtype=y.dtype
+    )
+
+    # flatten and set 0 endpoints
+    y_out[1:-1] = y2.reshape(y2.size)
+    y_out[0] = 0
+    y_out[-1] = 0
+
+    if not include_endpoints:
+        return x_out[:-1], y_out[:-1]
+
+    else:
+        return x_out, y_out
+
+
 _line_styles: dict[str, int] = {
     'solid': Qt.PenStyle.SolidLine,
     'dash': Qt.PenStyle.DashLine,
@@ -57,43 +103,24 @@ _line_styles: dict[str, int] = {
 }
 
 
-class Curve(pg.GraphicsObject):
+class FastAppendCurve(pg.GraphicsObject):
     '''
-    A faster, simpler, append friendly version of
+    A faster, append friendly version of ``pyqtgraph.PlotCurveItem``
-    ``pyqtgraph.PlotCurveItem`` built for highly customizable real-time
+    built for real-time data updates.
-    updates.
 
-    This type is a much stripped down version of a ``pyqtgraph`` style
+    The main difference is avoiding regeneration of the entire
-    "graphics object" in the sense that the internal lower level
+    historical path where possible and instead only updating the "new"
-    graphics which are drawn in the ``.paint()`` method are actually
+    segment(s) via a ``numpy`` array diff calc. Further the "last"
-    rendered outside of this class entirely and instead are assigned as
+    graphic segment is drawn independently such that near-term (high
-    state (instance vars) here and then drawn during a Qt graphics
+    frequency) discrete-time-sampled style updates don't trigger a full
-    cycle.
+    path redraw.
-
-    The main motivation for this more modular, composed design is that
-    lower level graphics data can be rendered in different threads and
-    then read and drawn in this main thread without having to worry
-    about dealing with Qt's concurrency primitives. See
-    ``piker.ui._flows.Renderer`` for details and logic related to lower
-    level path generation and incremental update. The main differences in
-    the path generation code include:
-
-    - avoiding regeneration of the entire historical path where possible
-      and instead only updating the "new" segment(s) via a ``numpy``
-      array diff calc.
-    - here, the "last" graphics datum-segment is drawn independently
-      such that near-term (high frequency) discrete-time-sampled style
-      updates don't trigger a full path redraw.
 
     '''
-
-    # sub-type customization methods
-    sub_br: Optional[Callable] = None
-    sub_paint: Optional[Callable] = None
-    declare_paintables: Optional[Callable] = None
-
     def __init__(
         self,
+
+        x: np.ndarray,
+        y: np.ndarray,
         *args,
 
         step_mode: bool = False,
@@ -107,25 +134,29 @@ class Curve(pg.GraphicsObject):
 
     ) -> None:
 
-        self._name = name
-
         # brutaaalll, see comments within..
-        self.yData = None
+        self._y = self.yData = y
-        self.xData = None
+        self._x = self.xData = x
 
-        # self._last_cap: int = 0
+        self._name = name
-        self.path: Optional[QPainterPath] = None
+        self.path: Optional[QtGui.QPainterPath] = None
 
-        # additional path used for appends which tries to avoid
-        # triggering an update/redraw of the presumably larger
-        # historical ``.path`` above.
         self.use_fpath = use_fpath
-        self.fast_path: Optional[QPainterPath] = None
+        self.fast_path: Optional[QtGui.QPainterPath] = None
+
+        self._ds_cache: dict = {}
 
         # TODO: we can probably just dispense with the parent since
         # we're basically only using the pen setting now...
         super().__init__(*args, **kwargs)
 
+        # self._xrange: tuple[int, int] = self.dataBounds(ax=0)
+        self._xrange: Optional[tuple[int, int]] = None
+
+        # self._last_draw = time.time()
+        self._in_ds: bool = False
+        self._last_uppx: float = 0
+
         # all history of curve is drawn in single px thickness
         pen = pg.mkPen(hcolor(color))
         pen.setStyle(_line_styles[style])
@@ -139,43 +170,29 @@ class Curve(pg.GraphicsObject):
         # self.last_step_pen = pg.mkPen(hcolor(color), width=2)
         self.last_step_pen = pg.mkPen(pen, width=2)
 
-        # self._last_line: Optional[QLineF] = None
+        self._last_line: Optional[QLineF] = None
-        self._last_line = QLineF()
+        self._last_step_rect: Optional[QRectF] = None
-        self._last_w: float = 1
 
         # flat-top style histogram-like discrete curve
-        # self._step_mode: bool = step_mode
+        self._step_mode: bool = step_mode
 
         # self._fill = True
         self._brush = pg.functions.mkBrush(hcolor(fill_color or color))
 
-        # NOTE: this setting seems to mostly prevent redraws on mouse
-        # interaction which is a huge boon for avg interaction latency.
-
         # TODO: one question still remaining is if this makes trasform
         # interactions slower (such as zooming) and if so maybe if/when
         # we implement a "history" mode for the view we disable this in
         # that mode?
-        # don't enable caching by default for the case where the
+        if step_mode:
-        # only thing drawn is the "last" line segment which can
+            # don't enable caching by default for the case where the
-        # have a weird artifact where it won't be fully drawn to its
+            # only thing drawn is the "last" line segment which can
-        # endpoint (something we saw on trade rate curves)
+            # have a weird artifact where it won't be fully drawn to its
-        self.setCacheMode(QGraphicsItem.DeviceCoordinateCache)
+            # endpoint (something we saw on trade rate curves)
+            self.setCacheMode(
+                QGraphicsItem.DeviceCoordinateCache
+            )
 
-        # XXX: see explanation for different caching modes:
+        self.update()
-        # https://stackoverflow.com/a/39410081
-        # seems to only be useful if we don't re-generate the entire
-        # QPainterPath every time
-        # curve.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
-
-        # don't ever use this - it's a colossal nightmare of artefacts
-        # and is disastrous for performance.
-        # curve.setCacheMode(QtWidgets.QGraphicsItem.ItemCoordinateCache)
-
-        # allow sub-type customization
-        declare = self.declare_paintables
-        if declare:
-            declare()
 
     # TODO: probably stick this in a new parent
     # type which will contain our own version of
@@ -199,18 +216,462 @@ class Curve(pg.GraphicsObject):
         vr = self.viewRect()
         l, r = int(vr.left()), int(vr.right())
 
+        if not self._xrange:
+            return 0
+
         start, stop = self._xrange
         lbar = max(l, start)
         rbar = min(r, stop)
 
-        return vb.mapViewToDevice(
+        return round(vb.mapViewToDevice(
             QLineF(lbar, 0, rbar, 0)
-        ).length()
+        ).length())
+
+    # def should_ds_or_redraw(
+    #     self,
+
+    # ) -> tuple[bool, bool]:
+
+    #     uppx = self.x_uppx()
+    #     px_width = self.px_width()
+    #     if not px_width:
+    #         return False, False
+
+    #     # uppx_diff = abs(uppx - self._last_uppx)
+    #     uppx_diff = (uppx - self._last_uppx)
+    #     self._last_uppx = uppx
+
+    #     should_redraw: bool = False
+    #     should_ds: bool = self._in_ds
+
+    #     # print(uppx_diff)
+
+    #     if (
+    #         uppx <= 8
+    #     ):
+    #         # trigger redraw or original non-downsampled data
+    #         if self._in_ds:
+    #             print('REVERTING BACK TO SRC DATA')
+    #             # clear downsampled curve(s) and expect
+    #             # refresh of path segments.
+    #             should_redraw = True
+
+    #     elif (
+    #         uppx_diff >= 1
+    #         or uppx_diff <= -1
+    #         or self._step_mode and abs(uppx_diff) >= 1
+    #     ):
+    #         log.info(
+    #             f'{self._name} downsampler change: {self._last_uppx} -> {uppx}'
+    #         )
+    #         should_ds = {'px_width': px_width, 'uppx': uppx}
+    #         should_redraw = True
+
+    #     if should_ds:
+    #         should_ds = {'px_width': px_width, 'uppx': uppx}
+
+    #     return should_ds, should_redraw
+
+    def downsample(
+        self,
+        x,
+        y,
+        px_width,
+        uppx,
+
+    ) -> tuple[np.ndarray, np.ndarray]:
+
+        # downsample whenever more then 1 pixels per datum can be shown.
+        # always refresh data bounds until we get diffing
+        # working properly, see above..
+        bins, x, y = ds_m4(
+            x,
+            y,
+            px_width=px_width,
+            uppx=uppx,
+            log_scale=bool(uppx)
+        )
+        x = np.broadcast_to(x[:, None], y.shape)
+        # x = (x + np.array([-0.43, 0, 0, 0.43])).flatten()
+        x = (x + np.array([-0.5, 0, 0, 0.5])).flatten()
+        y = y.flatten()
+
+        # presumably?
+        # self._in_ds = True
+        return x, y
+
+    def maybe_downsample(
+        self,
+    ) -> None:
+        '''
+        Simple update call but with previously cached arrays data.
+
+        '''
+        # print('DS CALLED FROM INTERACTION?')
+        # presume this is a so called "interaction update", see
+        # ``ChartView.maybe_downsample_graphics()``.
+        self.update_from_array(self._x, self._y)
+
+    def update_from_array(
+        self,
+
+        # full array input history
+        x: np.ndarray,
+        y: np.ndarray,
+
+        # pre-sliced array data that's "in view"
+        x_iv: np.ndarray,
+        y_iv: np.ndarray,
+
+        view_range: Optional[tuple[int, int]] = None,
+
+    ) -> QtGui.QPainterPath:
+        '''
+        Update curve from input 2-d data.
+
+        Compare with a cached "x-range" state and (pre/a)ppend based on
+        a length diff.
+
+        '''
+        profiler = pg.debug.Profiler(
+            msg=f'FastAppendCurve.update_from_array(): `{self._name}`',
+            disabled=not pg_profile_enabled(),
+            gt=ms_slower_then,
+        )
+        flip_cache = False
+        draw_full_path = True
+
+        # XXX: lol brutal, the internals of `CurvePoint` (inherited by
+        # our `LineDot`) required ``.getData()`` to work..
+        self.xData = x
+        self.yData = y
+
+        # update internal array refs
+        self._x, self._y = x, y
+
+        # compute the length diffs between the first/last index entry in
+        # the input data and the last indexes we have on record from the
+        # last time we updated the curve index.
+        if self._xrange:
+            istart, istop = self._xrange
+        else:
+            self._xrange = istart, istop = x[0], x[-1]
+
+        prepend_length = int(istart - x[0])
+        append_length = int(x[-1] - istop)
+
+        # print(f"xrange: {self._xrange}")
+        if view_range:
+            li, ri = view_range
+            # x, y = x[lbar:rbar], y[lbar:rbar]
+            # x, y = x_iv, y_iv
+            profiler(f'view range slice {view_range}')
+
+            # if self._name == 'OHLC':
+            #     print(f'view range slice {view_range}')
+
+        # ds state checking
+        uppx = self.x_uppx()
+        px_width = self.px_width()
+        uppx_diff = (uppx - self._last_uppx)
+
+        # step mode: draw flat top discrete "step"
+        # over the index space for each datum.
+        if self._step_mode:
+
+            # TODO: numba this bish
+            # x_out, y_out = step_path_arrays_from_1d(
+            #     x[:-1], y[:-1]
+            # )
+
+            x_iv_out, y_iv_out = step_path_arrays_from_1d(
+                x_iv[:-1], y_iv[:-1]
+            )
+
+            profiler('generated step arrays')
+
+        else:
+            # by default we only pull data up to the last (current) index
+            # x_out, y_out = x[:-1], y[:-1]
+            x_iv_out, y_iv_out = x_iv[:-1], y_iv[:-1]
+            profiler('sliced array history')
+
+
+        # by default plan to draw the source ouput that's "in view"
+        x_to_path, y_to_path = x_iv_out, y_iv_out
+
+        ds_key = px_width, uppx
+
+        # always re-ds if we were dsed but the input range changes.
+        if self._in_ds:
+            # slice out the portion of the downsampled data that is
+            # "in view" and **only** draw a path for that.
+
+            entry = self._ds_cache.get(ds_key)
+            if entry:
+                x_ds_out, y_ds_out, first_i, last_i = entry
+
+                # if last_i == x[-1]:
+                log.info(
+                    f'{self._name} has cached ds {ds_key} -> {entry}'
+                )
+                prepend_length = int(first_i - ri)
+                append_length = int(ri - last_i)
+
+                # x_to_path = x_ds_out
+                # y_to_path = y_ds_out
+
+                # else:
+                #     log.warn(f'{self._name} ds updates unhandled!')
+                    # DS only the new part?
+
+        # check for downsampling conditions
+        if (
+            # std m4 downsample conditions
+            uppx_diff >= 4
+            or uppx_diff <= -2
+            or self._step_mode and abs(uppx_diff) >= 2
+
+            # or self._in_ds and px_width > 1
+        ):
+            # if not uppx_diff >= 1:
+            log.info(
+                f'{self._name} sampler change: {self._last_uppx} -> {uppx}'
+            )
+            self._last_uppx = uppx
+            # should_ds = {'px_width': px_width, 'uppx': uppx}
+
+            # if self._step_mode:
+            #     # TODO: numba this bish
+            #     x_out, y_out = step_path_arrays_from_1d(
+            #         x_iv[:-1], y_iv[:-1]
+            #     )
+            # else:
+            #     # by default we only pull data up to the last (current) index
+            #     x_out, y_out = x_iv[:-1], y_iv[:-1]
+
+            x_ds_out, y_ds_out = self.downsample(
+                x_iv_out,
+                y_iv_out,
+
+                px_width=px_width,
+                uppx=uppx,
+            )
+            profiler(
+                f'path downsample ds_key={ds_key}\n'
+                f'{x_iv_out.size}, {y_iv_out.size}'
+            )
+
+            # cache downsampled outputs
+            self._ds_cache[ds_key] = (
+                x_ds_out,
+                y_ds_out,
+                x[0],
+                x[-1],
+            )
+
+            x_to_path = x_ds_out
+            y_to_path = y_ds_out
+
+            self._in_ds = True
+
+        elif (
+            uppx <= 8
+            and self._in_ds
+        ):
+            # we should de-downsample back to our original
+            # source data so we clear our path data in prep
+            # to generate a new one from original source data.
+            if self.path:
+                self.path.clear()
+
+            if self.fast_path:
+                self.fast_path.clear()
+
+            log.info(f'DEDOWN -> {self._name}')
+            profiler('path reversion to non-ds data')
+
+            self._in_ds = False
+
+
+        # render path graphics
+        # log.info(
+        #     # f'{self._name}: last sizes {x_to_path.size}, {y_to_path.size}',
+        #     f'{self._name}: sizes {x_to_path.size}, {y_to_path.size}',
+        # )
+
+        self._last_topaths = x_to_path, y_to_path
+
+        no_path_yet = self.path is None
+
+        if draw_full_path:
+            self.path = pg.functions.arrayToQPath(
+                x_to_path,
+                y_to_path,
+                connect='all',
+                finiteCheck=False,
+                path=self.path,
+            )
+            profiler('generated FULL PATH -> {self._name}')
+
+        # reserve mem allocs see:
+        # - https://doc.qt.io/qt-5/qpainterpath.html#reserve
+        # - https://doc.qt.io/qt-5/qpainterpath.html#capacity
+        # - https://doc.qt.io/qt-5/qpainterpath.html#clear
+        # XXX: right now this is based on had hoc checks on a
+        # hidpi 3840x2160 4k monitor but we should optimize for
+        # the target display(s) on the sys.
+        if no_path_yet:
+            self.path.reserve(int(500e3))
+
+        self._last_vr = view_range
+
+        # TODO: get this piecewise prepend working - right now it's
+        # giving heck on vwap...
+        # if prepend_length:
+        #     breakpoint()
+
+        #     prepend_path = pg.functions.arrayToQPath(
+        #         x[0:prepend_length],
+        #         y[0:prepend_length],
+        #         connect='all'
+        #     )
+
+        #     # swap prepend path in "front"
+        #     old_path = self.path
+        #     self.path = prepend_path
+        #     # self.path.moveTo(new_x[0], new_y[0])
+        #     self.path.connectPath(old_path)
+
+        # elif (
+        #     append_length > 0
+        # ):
+        #     if self._step_mode:
+        #         new_x, new_y = step_path_arrays_from_1d(
+        #             x[-append_length - 2:-1],
+        #             y[-append_length - 2:-1],
+        #         )
+        #         # [1:] since we don't need the vertical line normally at
+        #         # the beginning of the step curve taking the first (x,
+        #         # y) poing down to the x-axis **because** this is an
+        #         # appended path graphic.
+        #         new_x = new_x[1:]
+        #         new_y = new_y[1:]
+
+        #     else:
+        #         # print(f"append_length: {append_length}")
+        #         new_x = x[-append_length - 2:-1]
+        #         new_y = y[-append_length - 2:-1]
+        #         # print((new_x, new_y))
+
+        #     profiler('diffed append arrays')
+
+        #     if should_ds:
+        #         new_x, new_y = self.downsample(
+        #             new_x,
+        #             new_y,
+        #             **should_ds,
+        #         )
+        #         profiler(f'fast path downsample redraw={should_ds}')
+
+        #     append_path = pg.functions.arrayToQPath(
+        #         new_x,
+        #         new_y,
+        #         connect='all',
+        #         finiteCheck=False,
+        #         path=self.fast_path,
+        #     )
+
+        #     if self.use_fpath:
+        #         # an attempt at trying to make append-updates faster..
+        #         if self.fast_path is None:
+        #             self.fast_path = append_path
+        #             self.fast_path.reserve(int(6e3))
+        #         else:
+        #             self.fast_path.connectPath(append_path)
+        #             size = self.fast_path.capacity()
+        #             profiler(f'connected fast path w size: {size}')
+
+        #             # print(f"append_path br: {append_path.boundingRect()}")
+        #             # self.path.moveTo(new_x[0], new_y[0])
+        #             # path.connectPath(append_path)
+
+        #             # XXX: lol this causes a hang..
+        #             # self.path = self.path.simplified()
+        #     else:
+        #         size = self.path.capacity()
+        #         profiler(f'connected history path w size: {size}')
+        #         self.path.connectPath(append_path)
+
+            # other merging ideas:
+            # https://stackoverflow.com/questions/8936225/how-to-merge-qpainterpaths
+            # path.addPath(append_path)
+            # path.closeSubpath()
+
+            # TODO: try out new work from `pyqtgraph` main which
+            # should repair horrid perf:
+            # https://github.com/pyqtgraph/pyqtgraph/pull/2032
+            # ok, nope still horrible XD
+            # if self._fill:
+            #     # XXX: super slow set "union" op
+            #     self.path = self.path.united(append_path).simplified()
+
+        # self.disable_cache()
+        # flip_cache = True
+
+        # XXX: do we need this any more?
+        # if (
+        #     self._step_mode
+        # ):
+        #     self.disable_cache()
+        #     flip_cache = True
+
+        x_last = x[-1]
+        y_last = y[-1]
+
+        # draw the "current" step graphic segment so it lines up with
+        # the "middle" of the current (OHLC) sample.
+        if self._step_mode:
+            self._last_line = QLineF(
+                x_last - 0.5, 0,
+                x_last + 0.5, 0,
+            )
+            self._last_step_rect = QRectF(
+                x_last - 0.5, 0,
+                x_last + 0.5, y_last
+            )
+            # print(
+            #     f"path br: {self.path.boundingRect()}",
+            #     f"fast path br: {self.fast_path.boundingRect()}",
+            #     f"last rect br: {self._last_step_rect}",
+            # )
+        else:
+            # print((x[-1], y_last))
+            self._last_line = QLineF(
+                x[-2], y[-2],
+                x[-1], y_last
+            )
+
+        profiler('draw last segment')
+
+        # trigger redraw of path
+        # do update before reverting to cache mode
+        # self.prepareGeometryChange()
+        self.update()
+        profiler('.update()')
+
+        if flip_cache:
+            # XXX: seems to be needed to avoid artifacts (see above).
+            self.setCacheMode(QGraphicsItem.DeviceCoordinateCache)
 
     # XXX: lol brutal, the internals of `CurvePoint` (inherited by
     # our `LineDot`) required ``.getData()`` to work..
     def getData(self):
-        return self.xData, self.yData
+        return self._x, self._y
+
+    # TODO: drop the above after ``Cursor`` re-work
+    def get_arrays(self) -> tuple[np.ndarray, np.ndarray]:
+        return self._x, self._y
 
     def clear(self):
         '''
@@ -233,18 +694,25 @@ class Curve(pg.GraphicsObject):
                 # self.fast_path.clear()
                 self.fast_path = None
 
-    @cm
+        # self.disable_cache()
-    def reset_cache(self) -> None:
+        # self.setCacheMode(QGraphicsItem.DeviceCoordinateCache)
+
+    def disable_cache(self) -> None:
+        '''
+        Disable the use of the pixel coordinate cache and trigger a geo event.
+
+        '''
+        # XXX: pretty annoying but, without this there's little
+        # artefacts on the append updates to the curve...
         self.setCacheMode(QtWidgets.QGraphicsItem.NoCache)
-        yield
+        self.prepareGeometryChange()
-        self.setCacheMode(QGraphicsItem.DeviceCoordinateCache)
 
     def boundingRect(self):
         '''
         Compute and then cache our rect.
         '''
         if self.path is None:
-            return QPainterPath().boundingRect()
+            return QtGui.QPainterPath().boundingRect()
         else:
             # dynamically override this method after initial
             # path is created to avoid requiring the above None check
@@ -256,7 +724,6 @@ class Curve(pg.GraphicsObject):
         Post init ``.boundingRect()```.
 
         '''
-        # hb = self.path.boundingRect()
         hb = self.path.controlPointRect()
         hb_size = hb.size()
 
@@ -264,60 +731,17 @@ class Curve(pg.GraphicsObject):
         if fp:
             fhb = fp.controlPointRect()
             hb_size = fhb.size() + hb_size
-
         # print(f'hb_size: {hb_size}')
 
-        # if self._last_step_rect:
+        w = hb_size.width() + 1
-        #     hb_size += self._last_step_rect.size()
+        h = hb_size.height() + 1
-
-        # if self._line:
-        #     br = self._last_step_rect.bottomRight()
-
-        # tl = QPointF(
-        #     # self._vr[0],
-        #     # hb.topLeft().y(),
-        #     # 0,
-        #     # hb_size.height() + 1
-        # )
-
-        #     br = self._last_step_rect.bottomRight()
-
-        w = hb_size.width()
-        h = hb_size.height()
-
-        sbr = self.sub_br
-        if sbr:
-            w, h = self.sub_br(w, h)
-        else:
-            # assume plain line graphic and use
-            # default unit step in each direction.
-
-            # only on a plane line do we include
-            # and extra index step's worth of width
-            # since in the step case the end of the curve
-            # actually terminates earlier so we don't need
-            # this for the last step.
-            w += self._last_w
-            # ll = self._last_line
-            h += 1  # ll.y2() - ll.y1()
-
-        # br = QPointF(
-        #     self._vr[-1],
-        #     # tl.x() + w,
-        #     tl.y() + h,
-        # )
 
         br = QRectF(
 
             # top left
-            # hb.topLeft()
-            # tl,
             QPointF(hb.topLeft()),
 
-            # br,
             # total size
-            # QSizeF(hb_size)
-            # hb_size,
             QSizeF(w, h)
         )
         # print(f'bounding rect: {br}')
@@ -325,36 +749,41 @@ class Curve(pg.GraphicsObject):
 
     def paint(
         self,
-        p: QPainter,
+        p: QtGui.QPainter,
         opt: QtWidgets.QStyleOptionGraphicsItem,
         w: QtWidgets.QWidget
 
     ) -> None:
 
         profiler = pg.debug.Profiler(
-            msg=f'Curve.paint(): `{self._name}`',
+            msg=f'FastAppendCurve.paint(): `{self._name}`',
             disabled=not pg_profile_enabled(),
-            ms_threshold=ms_slower_then,
+            # disabled=True,
+            gt=ms_slower_then,
         )
 
-        sub_paint = self.sub_paint
+        if (
-        if sub_paint:
+            self._step_mode
-            sub_paint(p, profiler)
+            and self._last_step_rect
+        ):
+            brush = self._brush
 
-        p.setPen(self.last_step_pen)
+            # p.drawLines(*tuple(filter(bool, self._last_step_lines)))
-        p.drawLine(self._last_line)
+            # p.drawRect(self._last_step_rect)
-        profiler('.drawLine()')
+            p.fillRect(self._last_step_rect, brush)
-        p.setPen(self._pen)
+            profiler('.fillRect()')
+
+        if self._last_line:
+            p.setPen(self.last_step_pen)
+            p.drawLine(self._last_line)
+            profiler('.drawLine()')
+            p.setPen(self._pen)
 
         path = self.path
-        # cap = path.capacity()
-        # if cap != self._last_cap:
-        #     print(f'NEW CAPACITY: {self._last_cap} -> {cap}')
-        #     self._last_cap = cap
 
         if path:
             p.drawPath(path)
-            profiler(f'.drawPath(path): {path.capacity()}')
+            profiler('.drawPath(path)')
 
         fp = self.fast_path
         if fp:
@@ -368,117 +797,3 @@ class Curve(pg.GraphicsObject):
         # if self._fill:
         #     brush = self.opts['brush']
         #     p.fillPath(self.path, brush)
-
-    def draw_last_datum(
-        self,
-        path: QPainterPath,
-        src_data: np.ndarray,
-        render_data: np.ndarray,
-        reset: bool,
-        array_key: str,
-
-    ) -> None:
-        # default line draw last call
-        # with self.reset_cache():
-        x = render_data['index']
-        y = render_data[array_key]
-
-        # draw the "current" step graphic segment so it
-        # lines up with the "middle" of the current
-        # (OHLC) sample.
-        self._last_line = QLineF(
-            x[-2], y[-2],
-            x[-1], y[-1],
-        )
-
-        return x, y
-
-
-# TODO: this should probably be a "downsampled" curve type
-# that draws a bar-style (but for the px column) last graphics
-# element such that the current datum in view can be shown
-# (via it's max / min) even when highly zoomed out.
-class FlattenedOHLC(Curve):
-
-    def draw_last_datum(
-        self,
-        path: QPainterPath,
-        src_data: np.ndarray,
-        render_data: np.ndarray,
-        reset: bool,
-        array_key: str,
-
-    ) -> None:
-        lasts = src_data[-2:]
-        x = lasts['index']
-        y = lasts['close']
-
-        # draw the "current" step graphic segment so it
-        # lines up with the "middle" of the current
-        # (OHLC) sample.
-        self._last_line = QLineF(
-            x[-2], y[-2],
-            x[-1], y[-1]
-        )
-        return x, y
-
-
-class StepCurve(Curve):
-
-    def declare_paintables(
-        self,
-    ) -> None:
-        self._last_step_rect = QRectF()
-
-    def draw_last_datum(
-        self,
-        path: QPainterPath,
-        src_data: np.ndarray,
-        render_data: np.ndarray,
-        reset: bool,
-        array_key: str,
-
-        w: float = 0.5,
-
-    ) -> None:
-
-        # TODO: remove this and instead place all step curve
-        # updating into pre-path data render callbacks.
-        # full input data
-        x = src_data['index']
-        y = src_data[array_key]
-
-        x_last = x[-1]
-        y_last = y[-1]
-
-        # lol, commenting this makes step curves
-        # all "black" for me :eyeroll:..
-        self._last_line = QLineF(
-            x_last - w, 0,
-            x_last + w, 0,
-        )
-        self._last_step_rect = QRectF(
-            x_last - w, 0,
-            x_last + w, y_last,
-        )
-        return x, y
-
-    def sub_paint(
-        self,
-        p: QPainter,
-        profiler: pg.debug.Profiler,
-
-    ) -> None:
-        # p.drawLines(*tuple(filter(bool, self._last_step_lines)))
-        # p.drawRect(self._last_step_rect)
-        p.fillRect(self._last_step_rect, self._brush)
-        profiler('.fillRect()')
-
-    def sub_br(
-        self,
-        path_w: float,
-        path_h: float,
-
-    ) -> (float, float):
-        # passthrough
-        return path_w, path_h

piker/ui/_display.py

@@ -29,10 +29,10 @@ from typing import Optional, Any, Callable
 import numpy as np
 import tractor
 import trio
-import pendulum
 import pyqtgraph as pg
+from PyQt5.QtCore import QLineF
 
-# from .. import brokers
+from .. import brokers
 from ..data.feed import open_feed
 from ._axes import YAxisLabel
 from ._chart import (
@@ -48,22 +48,21 @@ from ._fsp import (
     open_vlm_displays,
 )
 from ..data._sharedmem import ShmArray
-from ..data._source import tf_in_1s
 from ._forms import (
     FieldsForm,
     mk_order_pane_layout,
 )
 from .order_mode import open_order_mode
-from .._profile import (
+# from .._profile import (
-    pg_profile_enabled,
+#     pg_profile_enabled,
-    ms_slower_then,
+#     ms_slower_then,
-)
+# )
 from ..log import get_logger
 
 log = get_logger(__name__)
 
 # TODO: load this from a config.toml!
-_quote_throttle_rate: int = 22  # Hz
+_quote_throttle_rate: int = 12  # Hz
 
 
 # a working tick-type-classes template
@@ -74,20 +73,12 @@ _tick_groups = {
 }
 
 
-# TODO: delegate this to each `Flow.maxmin()` which includes
-# caching and further we should implement the following stream based
-# approach, likely with ``numba``:
-# https://arxiv.org/abs/cs/0610046
-# https://github.com/lemire/pythonmaxmin
 def chart_maxmin(
     chart: ChartPlotWidget,
-    ohlcv_shm: ShmArray,
     vlm_chart: Optional[ChartPlotWidget] = None,
 
 ) -> tuple[
-
     tuple[int, int, int, int],
-
     float,
     float,
     float,
@@ -96,26 +87,34 @@ def chart_maxmin(
     Compute max and min datums "in view" for range limits.
 
     '''
-    last_bars_range = chart.bars_range()
+    # TODO: implement this
-    out = chart.maxmin()
+    # https://arxiv.org/abs/cs/0610046
+    # https://github.com/lemire/pythonmaxmin
 
-    if out is None:
+    array = chart._arrays[chart.name]
+    ifirst = array[0]['index']
+
+    last_bars_range = chart.bars_range()
+    l, lbar, rbar, r = last_bars_range
+    in_view = array[lbar - ifirst:rbar - ifirst + 1]
+
+    if not in_view.size:
+        log.warning('Resetting chart to data')
+        chart.default_view()
         return (last_bars_range, 0, 0, 0)
 
-    mn, mx = out
+    mx, mn = np.nanmax(in_view['high']), np.nanmin(in_view['low'])
+
+    # TODO: when we start using line charts, probably want to make
+    # this an overloaded call on our `DataView
+    # sym = chart.name
+    # mx, mn = np.nanmax(in_view[sym]), np.nanmin(in_view[sym])
 
     mx_vlm_in_view = 0
     if vlm_chart:
-        out = vlm_chart.maxmin()
+        mx_vlm_in_view = np.max(in_view['volume'])
-        if out:
-            _, mx_vlm_in_view = out
 
-    return (
+    return last_bars_range, mx, max(mn, 0), mx_vlm_in_view
-        last_bars_range,
-        mx,
-        max(mn, 0),  # presuming price can't be negative?
-        mx_vlm_in_view,
-    )
 
 
 @dataclass
@@ -184,12 +183,7 @@ async def graphics_update_loop(
     if vlm_chart:
         vlm_sticky = vlm_chart._ysticks['volume']
 
-    maxmin = partial(
+    maxmin = partial(chart_maxmin, chart, vlm_chart)
-        chart_maxmin,
-        chart,
-        ohlcv,
-        vlm_chart,
-    )
     last_bars_range: tuple[float, float]
     (
         last_bars_range,
@@ -263,7 +257,6 @@ async def graphics_update_loop(
         'vars': {
             'tick_margin': tick_margin,
             'i_last': i_last,
-            'i_last_append': i_last,
             'last_mx_vlm': last_mx_vlm,
             'last_mx': last_mx,
             'last_mn': last_mn,
@@ -272,9 +265,8 @@ async def graphics_update_loop(
 
     chart.default_view()
 
-    # main real-time quotes update loop
+    # main loop
     async for quotes in stream:
-
         ds.quotes = quotes
         quote_period = time.time() - last_quote
         quote_rate = round(
@@ -309,39 +301,88 @@ async def graphics_update_loop(
 def graphics_update_cycle(
     ds: DisplayState,
     wap_in_history: bool = False,
-    trigger_all: bool = False,  # flag used by prepend history updates
-    prepend_update_index: Optional[int] = None,
 
 ) -> None:
+
     # TODO: eventually optimize this whole graphics stack with ``numba``
     # hopefully XD
 
-    chart = ds.chart
-
     profiler = pg.debug.Profiler(
-        msg=f'Graphics loop cycle for: `{chart.name}`',
+        disabled=True,  # not pg_profile_enabled(),
-        delayed=True,
+        gt=1/12 * 1e3,
-        disabled=not pg_profile_enabled(),
-        # disabled=True,
-        ms_threshold=ms_slower_then,
-
-        # ms_threshold=1/12 * 1e3,
     )
 
     # unpack multi-referenced components
+    chart = ds.chart
     vlm_chart = ds.vlm_chart
     l1 = ds.l1
+
     ohlcv = ds.ohlcv
     array = ohlcv.array
     vars = ds.vars
     tick_margin = vars['tick_margin']
 
-    update_uppx = 16
+    update_uppx = 5
 
     for sym, quote in ds.quotes.items():
+        brange, mx_in_view, mn_in_view, mx_vlm_in_view = ds.maxmin()
+        l, lbar, rbar, r = brange
+        mx = mx_in_view + tick_margin
+        mn = mn_in_view - tick_margin
+        profiler('maxmin call')
 
         # compute the first available graphic's x-units-per-pixel
-        uppx = vlm_chart.view.x_uppx()
+        xpx = vlm_chart.view.xs_in_px()
+
+        in_view = chart.in_view(ohlcv.array)
+
+        if lbar != rbar:
+            # view box width in pxs
+            w = chart.view.boundingRect().width()
+
+            # TODO: a better way to get this?
+            # i would guess the esiest way is to just
+            # get the ``.boundingRect()`` of the curve
+            # in view but maybe there's something smarter?
+            # Currently we're just mapping the rbar, lbar to
+            # pixels via:
+            cw = chart.view.mapViewToDevice(QLineF(lbar, 0, rbar, 0)).length()
+            # is this faster?
+            # cw = chart.mapFromView(QLineF(lbar, 0 , rbar, 0)).length()
+
+            profiler(
+                f'view width pxs: {w}\n'
+                f'curve width pxs: {cw}\n'
+                f'sliced in view: {in_view.size}'
+            )
+
+            # compress bars to m4 line(s) if uppx is high enough
+            # if in_view.size > cw:
+            #     from ._compression import ds_m4, hl2mxmn
+
+            #     mxmn, x = hl2mxmn(in_view)
+            #     profiler('hl tracer')
+
+            #     nb, x, y = ds_m4(
+            #         x=x,
+            #         y=mxmn,
+            #         # TODO: this needs to actually be the width
+            #         # in pixels of the visible curve since we don't
+            #         # want to downsample any 'zeros' around the curve,
+            #         # just the values that make up the curve graphic,
+            #         # i think?
+            #         px_width=cw,
+            #     )
+            #     profiler(
+            #         'm4 downsampled\n'
+            #         f' ds bins: {nb}\n'
+            #         f' x.shape: {x.shape}\n'
+            #         f' y.shape: {y.shape}\n'
+            #         f' x: {x}\n'
+            #         f' y: {y}\n'
+            #     )
+
+        # assert y.size == mxmn.size
 
         # NOTE: vlm may be written by the ``brokerd`` backend
         # event though a tick sample is not emitted.
@@ -349,7 +390,7 @@ def graphics_update_cycle(
         # https://github.com/pikers/piker/issues/116
 
         # NOTE: this used to be implemented in a dedicated
-        # "increment task": ``check_for_new_bars()`` but it doesn't
+        # "increment tas": ``check_for_new_bars()`` but it doesn't
         # make sense to do a whole task switch when we can just do
         # this simple index-diff and all the fsp sub-curve graphics
         # are diffed on each draw cycle anyway; so updates to the
@@ -360,71 +401,53 @@ def graphics_update_cycle(
         i_diff = i_step - vars['i_last']
         vars['i_last'] = i_step
 
-        append_diff = i_step - vars['i_last_append']
-
-        # update the "last datum" (aka extending the flow graphic with
-        # new data) only if the number of unit steps is >= the number of
-        # such unit steps per pixel (aka uppx). Iow, if the zoom level
-        # is such that a datum(s) update to graphics wouldn't span
-        # to a new pixel, we don't update yet.
-        do_append = (append_diff >= uppx)
-        if do_append:
-            vars['i_last_append'] = i_step
-
-        do_rt_update = uppx < update_uppx
-        # print(
-        #     f'append_diff:{append_diff}\n'
-        #     f'uppx:{uppx}\n'
-        #     f'do_append: {do_append}'
-        # )
-
-        # TODO: we should only run mxmn when we know
-        # an update is due via ``do_append`` above.
-        (
-            brange,
-            mx_in_view,
-            mn_in_view,
-            mx_vlm_in_view,
-        ) = ds.maxmin()
-        l, lbar, rbar, r = brange
-        mx = mx_in_view + tick_margin
-        mn = mn_in_view - tick_margin
-
-        profiler('`ds.maxmin()` call')
-
-        liv = r >= i_step  # the last datum is in view
-
-        if (
-            prepend_update_index is not None
-            and lbar > prepend_update_index
-        ):
-            # on a history update (usually from the FSP subsys)
-            # if the segment of history that is being prepended
-            # isn't in view there is no reason to do a graphics
-            # update.
-            log.debug('Skipping prepend graphics cycle: frame not in view')
-            return
-
         # don't real-time "shift" the curve to the
-        # left unless we get one of the following:
+        # left under the following conditions:
         if (
-            (
+            i_diff > 0  # no new sample step
-                # i_diff > 0  # no new sample step
+            and xpx < update_uppx  # chart is zoomed out very far
-                do_append
+            and r >= i_step  # the last datum isn't in view
-                # and uppx < 4  # chart is zoomed out very far
-                and liv
-            )
-            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)
 
-            if vlm_chart:
+        if vlm_chart:
-                vlm_chart.increment_view(steps=i_diff)
+            # always update y-label
+            ds.vlm_sticky.update_from_data(*array[-1][['index', 'volume']])
 
-            profiler('view incremented')
+            if (
+                # if zoomed out alot don't update the last "bar"
+                (xpx < update_uppx or i_diff > 0)
+                and r >= i_step
+            ):
+                # TODO: make it so this doesn't have to be called
+                # once the $vlm is up?
+                vlm_chart.update_graphics_from_array('volume', array)
+
+                if (
+                    mx_vlm_in_view != vars['last_mx_vlm']
+                    or mx_vlm_in_view > vars['last_mx_vlm']
+                ):
+                    # print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}')
+                    vlm_chart.view._set_yrange(
+                        yrange=(0, mx_vlm_in_view * 1.375)
+                    )
+                    vars['last_mx_vlm'] = mx_vlm_in_view
+
+                for curve_name, flow in vlm_chart._flows.items():
+                    update_fsp_chart(
+                        vlm_chart,
+                        flow.shm,
+                        curve_name,
+                        array_key=curve_name,
+                    )
+                    # is this even doing anything?
+                    flow.plot.vb._set_yrange(
+                        autoscale_linked_plots=False,
+                        name=curve_name,
+                    )
 
         ticks_frame = quote.get('ticks', ())
 
@@ -468,24 +491,19 @@ def graphics_update_cycle(
         # current) tick first order as an optimization where we only
         # update from the last tick from each type class.
         # last_clear_updated: bool = False
+        # for typ, tick in reversed(lasts.items()):
 
         # update ohlc sampled price bars
         if (
-            do_rt_update
+            xpx < update_uppx
-            or do_append
+            or i_diff > 0
-            or trigger_all
         ):
-            chart.update_graphics_from_flow(
+            chart.update_graphics_from_array(
                 chart.name,
-                # do_append=uppx < update_uppx,
+                array,
-                do_append=do_append,
             )
 
-        # NOTE: we always update the "last" datum
+        # iterate in FIFO order per frame
-        # since the current range should at least be updated
-        # to it's max/min on the last pixel.
-
-        # iterate in FIFO order per tick-frame
         for typ, tick in lasts.items():
 
             price = tick.get('price')
@@ -495,9 +513,8 @@ def graphics_update_cycle(
             # tick frames to determine the y-range for chart
             # auto-scaling.
             # TODO: we need a streaming minmax algo here, see def above.
-            if liv:
+            mx = max(price + tick_margin, mx)
-                mx = max(price + tick_margin, mx)
+            mn = min(price - tick_margin, mn)
-                mn = min(price - tick_margin, mn)
 
             if typ in clear_types:
 
@@ -520,8 +537,9 @@ def graphics_update_cycle(
 
                 if wap_in_history:
                     # update vwap overlay line
-                    chart.update_graphics_from_flow(
+                    chart.update_graphics_from_array(
                         'bar_wap',
+                        array,
                     )
 
             # L1 book label-line updates
@@ -535,10 +553,7 @@ def graphics_update_cycle(
                     l1.bid_label.fields['level']: l1.bid_label,
                 }.get(price)
 
-                if (
+                if label is not None:
-                    label is not None
-                    and liv
-                ):
                     label.update_fields(
                         {'level': price, 'size': size}
                     )
@@ -547,157 +562,54 @@ def graphics_update_cycle(
                     # the relevant L1 queue?
                     # label.size -= size
 
-            elif (
+            # elif ticktype in ('ask', 'asize'):
-                typ in _tick_groups['asks']
+            elif typ in _tick_groups['asks']:
-                # TODO: instead we could check if the price is in the
-                # y-view-range?
-                and liv
-            ):
                 l1.ask_label.update_fields({'level': price, 'size': size})
 
-            elif (
+            # elif ticktype in ('bid', 'bsize'):
-                typ in _tick_groups['bids']
+            elif typ in _tick_groups['bids']:
-                # TODO: instead we could check if the price is in the
-                # y-view-range?
-                and liv
-            ):
                 l1.bid_label.update_fields({'level': price, 'size': size})
 
         # check for y-range re-size
         if (
             (mx > vars['last_mx']) or (mn < vars['last_mn'])
             and not chart._static_yrange == 'axis'
-            and liv
         ):
-            main_vb = chart.view
+            # print(f'new y range: {(mn, mx)}')
-            if (
+            chart.view._set_yrange(
-                main_vb._ic is None
+                yrange=(mn, mx),
-                or not main_vb._ic.is_set()
+                # TODO: we should probably scale
-            ):
+                # the view margin based on the size
-                # print(f'updating range due to mxmn')
+                # of the true range? This way you can
-                main_vb._set_yrange(
+                # slap in orders outside the current
-                    # TODO: we should probably scale
+                # L1 (only) book range.
-                    # the view margin based on the size
+                # range_margin=0.1,
-                    # of the true range? This way you can
-                    # slap in orders outside the current
-                    # L1 (only) book range.
-                    # range_margin=0.1,
-                    yrange=(mn, mx),
-                )
-
-        # XXX: update this every draw cycle to make L1-always-in-view work.
-        vars['last_mx'], vars['last_mn'] = mx, mn
-
-        # run synchronous update on all linked flows
-        # TODO: should the "main" (aka source) flow be special?
-        for curve_name, flow in chart._flows.items():
-            # update any overlayed fsp flows
-            if curve_name != chart.data_key:
-                update_fsp_chart(
-                    chart,
-                    flow,
-                    curve_name,
-                    array_key=curve_name,
-                )
-
-            # even if we're downsampled bigly
-            # draw the last datum in the final
-            # px column to give the user the mx/mn
-            # range of that set.
-            if (
-                not do_append
-                # and not do_rt_update
-                and liv
-            ):
-                flow.draw_last(
-                    array_key=curve_name,
-                    only_last_uppx=True,
-                )
-
-        # volume chart logic..
-        # TODO: can we unify this with the above loop?
-        if vlm_chart:
-            # always update y-label
-            ds.vlm_sticky.update_from_data(
-                *array[-1][['index', 'volume']]
             )
 
-            if (
+        vars['last_mx'], vars['last_mn'] = mx, mn
-                (
-                    do_rt_update
-                    or do_append
-                    and liv
-                )
-                or trigger_all
-            ):
-                # TODO: make it so this doesn't have to be called
-                # once the $vlm is up?
-                vlm_chart.update_graphics_from_flow(
-                    'volume',
-                    # UGGGh, see ``maxmin()`` impl in `._fsp` for
-                    # the overlayed plotitems... we need a better
-                    # bay to invoke a maxmin per overlay..
-                    render=False,
-                    # XXX: ^^^^ THIS IS SUPER IMPORTANT! ^^^^
-                    # without this, since we disable the
-                    # 'volume' (units) chart after the $vlm starts
-                    # up we need to be sure to enable this
-                    # auto-ranging otherwise there will be no handler
-                    # connected to update accompanying overlay
-                    # graphics..
-                )
-                profiler('`vlm_chart.update_graphics_from_flow()`')
 
-                if (
+        # run synchronous update on all derived fsp subplots
-                    mx_vlm_in_view != vars['last_mx_vlm']
+        for name, subchart in ds.linked.subplots.items():
-                ):
+            update_fsp_chart(
-                    yrange = (0, mx_vlm_in_view * 1.375)
+                subchart,
-                    vlm_chart.view._set_yrange(
+                subchart._shm,
-                        yrange=yrange,
-                    )
-                    profiler('`vlm_chart.view._set_yrange()`')
-                    # print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}')
-                    vars['last_mx_vlm'] = mx_vlm_in_view
 
-            for curve_name, flow in vlm_chart._flows.items():
+                # XXX: do we really needs seperate names here?
+                name,
+                array_key=name,
+            )
+            subchart.cv._set_yrange()
 
-                if (
+            # TODO: all overlays on all subplots..
-                    curve_name != 'volume' and
-                    flow.render and (
-                        liv and
-                        do_rt_update or do_append
-                    )
-                ):
-                    update_fsp_chart(
-                        vlm_chart,
-                        flow,
-                        curve_name,
-                        array_key=curve_name,
-                        # do_append=uppx < update_uppx,
-                        do_append=do_append,
-                    )
-                    # is this even doing anything?
-                    # (pretty sure it's the real-time
-                    # resizing from last quote?)
-                    fvb = flow.plot.vb
-                    fvb._set_yrange(
-                        name=curve_name,
-                    )
 
-                elif (
+        # run synchronous update on all derived overlays
-                    curve_name != 'volume'
+        for curve_name, flow in chart._flows.items():
-                    and not do_append
+            update_fsp_chart(
-                    and liv
+                chart,
-                    and uppx >= 1
+                flow.shm,
-                    # even if we're downsampled bigly
+                curve_name,
-                    # draw the last datum in the final
+                array_key=curve_name,
-                    # px column to give the user the mx/mn
+            )
-                    # range of that set.
-                ):
-                    # always update the last datum-element
-                    # graphic for all flows
-                    # print(f'drawing last {flow.name}')
-                    flow.draw_last(array_key=curve_name)
 
 
 async def display_symbol_data(
@@ -723,17 +635,15 @@ async def display_symbol_data(
     )
 
     # historical data fetch
-    # brokermod = brokers.get_brokermod(provider)
+    brokermod = brokers.get_brokermod(provider)
 
     # ohlc_status_done = sbar.open_status(
     #     'retreiving OHLC history.. ',
     #     clear_on_next=True,
     #     group_key=loading_sym_key,
     # )
-    fqsn = '.'.join((sym, provider))
-
     async with open_feed(
-        [fqsn],
+        ['.'.join((sym, provider))],
         loglevel=loglevel,
 
         # limit to at least display's FPS
@@ -746,17 +656,11 @@ async def display_symbol_data(
         symbol = feed.symbols[sym]
         fqsn = symbol.front_fqsn()
 
-        times = bars['time']
-        end = pendulum.from_timestamp(times[-1])
-        start = pendulum.from_timestamp(times[times != times[-1]][-1])
-        step_size_s = (end - start).seconds
-        tf_key = tf_in_1s[step_size_s]
-
         # load in symbol's ohlc data
         godwidget.window.setWindowTitle(
             f'{fqsn} '
             f'tick:{symbol.tick_size} '
-            f'step:{tf_key} '
+            f'step:1s '
         )
 
         linked = godwidget.linkedsplits
@@ -772,31 +676,31 @@ async def display_symbol_data(
         # create main OHLC chart
         chart = linked.plot_ohlc_main(
             symbol,
-            ohlcv,
+            bars,
             sidepane=pp_pane,
         )
-        chart.default_view()
         chart._feeds[symbol.key] = feed
         chart.setFocus()
 
         # plot historical vwap if available
         wap_in_history = False
 
-        # XXX: FOR SOME REASON THIS IS CAUSING HANGZ!?!
+        if brokermod._show_wap_in_history:
-        # if brokermod._show_wap_in_history:
 
-        #     if 'bar_wap' in bars.dtype.fields:
+            if 'bar_wap' in bars.dtype.fields:
-        #         wap_in_history = True
+                wap_in_history = True
-        #         chart.draw_curve(
+                chart.draw_curve(
-        #             name='bar_wap',
+                    name='bar_wap',
-        #             shm=ohlcv,
+                    data=bars,
-        #             color='default_light',
+                    add_label=False,
-        #             add_label=False,
+                )
-        #         )
 
         # size view to data once at outset
         chart.cv._set_yrange()
 
+        # TODO: a data view api that makes this less shit
+        chart._shm = ohlcv
+
         # NOTE: we must immediately tell Qt to show the OHLC chart
         # to avoid a race where the subplots get added/shown to
         # the linked set *before* the main price chart!
@@ -852,12 +756,13 @@ async def display_symbol_data(
                 # that it isn't double rendered in the display loop
                 # above since we do a maxmin calc on the volume data to
                 # determine if auto-range adjustements should be made.
-                # linked.subplots.pop('volume', None)
+                linked.subplots.pop('volume', None)
 
                 # TODO: make this not so shit XD
                 # close group status
                 sbar._status_groups[loading_sym_key][1]()
 
                 # let the app run.. bby
+                chart.default_view()
                 # linked.graphics_cycle()
                 await trio.sleep_forever()

piker/ui/_editors.py

@@ -343,7 +343,7 @@ class SelectRect(QtGui.QGraphicsRectItem):
         nbars = ixmx - ixmn + 1
 
         chart = self._chart
-        data = chart._flows[chart.name].shm.array[ixmn:ixmx]
+        data = chart._arrays[chart.name][ixmn:ixmx]
 
         if len(data):
             std = data['close'].std()

piker/ui/_exec.py

@@ -49,6 +49,10 @@ from . import _style
 log = get_logger(__name__)
 
 # pyqtgraph global config
+# might as well enable this for now?
+pg.useOpenGL = True
+pg.enableExperimental = True
+
 # engage core tweaks that give us better response
 # latency then the average pg user
 _do_overrides()

piker/ui/_feedstatus.py

@@ -1,83 +0,0 @@
-# piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for piker0)
-
-# This program is free software: you can redistribute it and/or modify
-# it under the terms of the GNU Affero General Public License as published by
-# the Free Software Foundation, either version 3 of the License, or
-# (at your option) any later version.
-
-# This program is distributed in the hope that it will be useful,
-# but WITHOUT ANY WARRANTY; without even the implied warranty of
-# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
-# GNU Affero General Public License for more details.
-
-# You should have received a copy of the GNU Affero General Public License
-# along with this program.  If not, see <https://www.gnu.org/licenses/>.
-
-"""
-Feed status and controls widget(s) for embedding in a UI-pane.
-
-"""
-
-from __future__ import annotations
-from textwrap import dedent
-from typing import TYPE_CHECKING
-
-# from PyQt5.QtCore import Qt
-
-from ._style import _font, _font_small
-# from ..calc import humanize
-from ._label import FormatLabel
-
-if TYPE_CHECKING:
-    from ._chart import ChartPlotWidget
-    from ..data.feed import Feed
-    from ._forms import FieldsForm
-
-
-def mk_feed_label(
-    form: FieldsForm,
-    feed: Feed,
-    chart: ChartPlotWidget,
-
-) -> FormatLabel:
-    '''
-    Generate a label from feed meta-data to be displayed
-    in a UI sidepane.
-
-    TODO: eventually buttons for changing settings over
-    a feed control protocol.
-
-    '''
-    status = feed.status
-    assert status
-
-    msg = dedent("""
-        actor: **{actor_name}**\n
-        |_ @**{host}:{port}**\n
-    """)
-
-    for key, val in status.items():
-        if key in ('host', 'port', 'actor_name'):
-            continue
-        msg += f'\n|_ {key}: **{{{key}}}**\n'
-
-    feed_label = FormatLabel(
-        fmt_str=msg,
-        # |_ streams: **{symbols}**\n
-        font=_font.font,
-        font_size=_font_small.px_size,
-        font_color='default_lightest',
-    )
-
-    # form.vbox.setAlignment(feed_label, Qt.AlignBottom)
-    # form.vbox.setAlignment(Qt.AlignBottom)
-    _ = chart.height() - (
-        form.height() +
-        form.fill_bar.height()
-        # feed_label.height()
-    )
-
-    feed_label.format(**feed.status)
-
-    return feed_label

piker/ui/_forms.py

@@ -750,12 +750,12 @@ def mk_order_pane_layout(
         parent=parent,
         fields_schema={
             'account': {
-                'label': '**accnt**:',
+                'label': '**account**:',
                 'type': 'select',
                 'default_value': ['paper'],
             },
             'size_unit': {
-                'label': '**alloc**:',
+                'label': '**allocate**:',
                 'type': 'select',
                 'default_value': [
                     '$ size',

piker/ui/_fsp.py

@@ -72,17 +72,12 @@ def has_vlm(ohlcv: ShmArray) -> bool:
 
 def update_fsp_chart(
     chart: ChartPlotWidget,
-    flow,
+    shm: ShmArray,
     graphics_name: str,
     array_key: Optional[str],
-    **kwargs,
 
 ) -> None:
 
-    shm = flow.shm
-    if not shm:
-        return
-
     array = shm.array
     last_row = try_read(array)
 
@@ -94,10 +89,10 @@ def update_fsp_chart(
     # update graphics
     # NOTE: this does a length check internally which allows it
     # staying above the last row check below..
-    chart.update_graphics_from_flow(
+    chart.update_graphics_from_array(
         graphics_name,
+        array,
         array_key=array_key or graphics_name,
-        **kwargs,
     )
 
     # XXX: re: ``array_key``: fsp func names must be unique meaning we
@@ -107,6 +102,9 @@ def update_fsp_chart(
     # read from last calculated value and update any label
     last_val_sticky = chart._ysticks.get(graphics_name)
     if last_val_sticky:
+        # array = shm.array[array_key]
+        # if len(array):
+        #     value = array[-1]
         last = last_row[array_key]
         last_val_sticky.update_from_data(-1, last)
 
@@ -244,18 +242,20 @@ async def run_fsp_ui(
 
             chart.draw_curve(
                 name=name,
-                shm=shm,
+                data=shm.array,
                 overlay=True,
                 color='default_light',
                 array_key=name,
                 **conf.get('chart_kwargs', {})
             )
+            # specially store ref to shm for lookup in display loop
+            chart._flows[name].shm = shm
 
         else:
             # create a new sub-chart widget for this fsp
             chart = linkedsplits.add_plot(
                 name=name,
-                shm=shm,
+                array=shm.array,
 
                 array_key=name,
                 sidepane=sidepane,
@@ -267,6 +267,11 @@ async def run_fsp_ui(
                 **conf.get('chart_kwargs', {})
             )
 
+            # XXX: ONLY for sub-chart fsps, overlays have their
+            # data looked up from the chart's internal array set.
+            # TODO: we must get a data view api going STAT!!
+            chart._shm = shm
+
             # should **not** be the same sub-chart widget
             assert chart.name != linkedsplits.chart.name
 
@@ -277,7 +282,7 @@ async def run_fsp_ui(
         # first UI update, usually from shm pushed history
         update_fsp_chart(
             chart,
-            chart._flows[array_key],
+            shm,
             name,
             array_key=array_key,
         )
@@ -435,16 +440,9 @@ class FspAdmin:
             # wait for graceful shutdown signal
             async with stream.subscribe() as stream:
                 async for msg in stream:
-                    info = msg.get('fsp_update')
+                    if msg == 'update':
-                    if info:
+                        log.info(f'Re-syncing graphics for fsp: {ns_path}')
-                        # if the chart isn't hidden try to update
+                        self.linked.graphics_cycle()
-                        # the data on screen.
-                        if not self.linked.isHidden():
-                            log.debug(f'Re-syncing graphics for fsp: {ns_path}')
-                            self.linked.graphics_cycle(
-                                trigger_all=True,
-                                prepend_update_index=info['first'],
-                            )
                     else:
                         log.info(f'recved unexpected fsp engine msg: {msg}')
 
@@ -620,7 +618,7 @@ async def open_vlm_displays(
         shm = ohlcv
         chart = linked.add_plot(
             name='volume',
-            shm=shm,
+            array=shm.array,
 
             array_key='volume',
             sidepane=sidepane,
@@ -635,7 +633,7 @@ async def open_vlm_displays(
         )
 
         # force 0 to always be in view
-        def multi_maxmin(
+        def maxmin(
             names: list[str],
 
         ) -> tuple[float, float]:
@@ -651,7 +649,7 @@ async def open_vlm_displays(
 
             return 0, mx
 
-        chart.view.maxmin = partial(multi_maxmin, names=['volume'])
+        chart.view.maxmin = partial(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...
@@ -659,6 +657,11 @@ async def open_vlm_displays(
         # chart.hideAxis('right')
         # chart.showAxis('left')
 
+        # XXX: ONLY for sub-chart fsps, overlays have their
+        # data looked up from the chart's internal array set.
+        # TODO: we must get a data view api going STAT!!
+        chart._shm = shm
+
         # send back new chart to caller
         task_status.started(chart)
 
@@ -673,9 +676,9 @@ async def open_vlm_displays(
 
         last_val_sticky.update_from_data(-1, value)
 
-        vlm_curve = chart.update_graphics_from_flow(
+        vlm_curve = chart.update_graphics_from_array(
             'volume',
-            # shm.array,
+            shm.array,
         )
 
         # size view to data once at outset
@@ -741,24 +744,29 @@ async def open_vlm_displays(
                'dolla_vlm',
                'dark_vlm',
             ]
-            # dvlm_rate_fields = [
+            dvlm_rate_fields = [
-            #     'dvlm_rate',
+                'dvlm_rate',
-            #     'dark_dvlm_rate',
+                'dark_dvlm_rate',
-            # ]
+            ]
             trade_rate_fields = [
                 'trade_rate',
                 'dark_trade_rate',
             ]
 
-            group_mxmn = partial(
+            # add custom auto range handler
-                multi_maxmin,
+            dvlm_pi.vb._maxmin = partial(
+                maxmin,
                 # keep both regular and dark vlm in view
-                names=fields,
+                names=fields + dvlm_rate_fields,
-                # names=fields + dvlm_rate_fields,
             )
 
-            # add custom auto range handler
+            # TODO: is there a way to "sync" the dual axes such that only
-            dvlm_pi.vb._maxmin = group_mxmn
+            # one curve is needed?
+            # hide the original vlm curve since the $vlm one is now
+            # displayed and the curves are effectively the same minus
+            # liquidity events (well at least on low OHLC periods - 1s).
+            vlm_curve.hide()
+            chart.removeItem(vlm_curve)
 
             # use slightly less light (then bracket) gray
             # for volume from "main exchange" and a more "bluey"
@@ -784,22 +792,21 @@ async def open_vlm_displays(
                         color = 'bracket'
 
                     curve, _ = chart.draw_curve(
+                        # name='dolla_vlm',
                         name=name,
-                        shm=shm,
+                        data=shm.array,
                         array_key=name,
                         overlay=pi,
                         color=color,
                         step_mode=step_mode,
                         style=style,
-                        pi=pi,
                     )
 
                     # TODO: we need a better API to do this..
                     # specially store ref to shm for lookup in display loop
                     # since only a placeholder of `None` is entered in
                     # ``.draw_curve()``.
-                    flow = chart._flows[name]
+                    chart._flows[name].shm = shm
-                    assert flow.plot is pi
 
             chart_curves(
                 fields,
@@ -821,24 +828,11 @@ async def open_vlm_displays(
             )
             await started.wait()
 
-            # chart_curves(
+            chart_curves(
-            #     dvlm_rate_fields,
+                dvlm_rate_fields,
-            #     dvlm_pi,
+                dvlm_pi,
-            #     fr_shm,
+                fr_shm,
-            # )
+            )
-
-            # TODO: is there a way to "sync" the dual axes such that only
-            # one curve is needed?
-            # hide the original vlm curve since the $vlm one is now
-            # displayed and the curves are effectively the same minus
-            # liquidity events (well at least on low OHLC periods - 1s).
-            vlm_curve.hide()
-            chart.removeItem(vlm_curve)
-            vflow = chart._flows['volume']
-            vflow.render = False
-
-            # avoid range sorting on volume once disabled
-            chart.view.disable_auto_yrange()
 
             # Trade rate overlay
             # XXX: requires an additional overlay for
@@ -863,7 +857,7 @@ async def open_vlm_displays(
             )
             # add custom auto range handler
             tr_pi.vb.maxmin = partial(
-                multi_maxmin,
+                maxmin,
                 # keep both regular and dark vlm in view
                 names=trade_rate_fields,
             )
@@ -879,10 +873,7 @@ async def open_vlm_displays(
                 style='dash',
             )
 
-            for pi in (
+            for pi in (dvlm_pi, tr_pi):
-                dvlm_pi,
-                tr_pi,
-            ):
                 for name, axis_info in pi.axes.items():
                     # lol this sux XD
                     axis = axis_info['item']
@@ -891,10 +882,10 @@ async def open_vlm_displays(
 
         # built-in vlm fsps
         for target, conf in {
-            # tina_vwap: {
+            tina_vwap: {
-            #     'overlay': 'ohlc',  # overlays with OHLCV (main) chart
+                'overlay': 'ohlc',  # overlays with OHLCV (main) chart
-            #     'anchor': 'session',
+                'anchor': 'session',
-            # },
+            },
         }.items():
             started = await admin.open_fsp_chart(
                 target,

piker/ui/_interaction.py

@@ -20,6 +20,7 @@ Chart view box primitives
 """
 from __future__ import annotations
 from contextlib import asynccontextmanager
+# import itertools
 import time
 from typing import Optional, Callable
 
@@ -33,10 +34,11 @@ import numpy as np
 import trio
 
 from ..log import get_logger
-from .._profile import pg_profile_enabled, ms_slower_then
+from ._style import _min_points_to_show
-# from ._style import _min_points_to_show
 from ._editors import SelectRect
 from . import _event
+from .._profile import pg_profile_enabled, ms_slower_then
+# from ._ohlc import BarItems
 
 
 log = get_logger(__name__)
@@ -358,7 +360,6 @@ class ChartView(ViewBox):
     ):
         super().__init__(
             parent=parent,
-            name=name,
             # TODO: look into the default view padding
             # support that might replace somem of our
             # ``ChartPlotWidget._set_yrange()`
@@ -391,11 +392,6 @@ class ChartView(ViewBox):
     def start_ic(
         self,
     ) -> None:
-        '''
-        Signal the beginning of a click-drag interaction
-        to any interested task waiters.
-
-        '''
         if self._ic is None:
             self.chart.pause_all_feeds()
             self._ic = trio.Event()
@@ -403,13 +399,13 @@ class ChartView(ViewBox):
     def signal_ic(
         self,
         *args,
-
+        # ev = None,
     ) -> None:
-        '''
+        if args:
-        Signal the end of a click-drag interaction
+            print(f'range change dun: {args}')
-        to any waiters.
+        else:
+            print('proxy called')
 
-        '''
         if self._ic:
             self._ic.set()
             self._ic = None
@@ -484,18 +480,15 @@ class ChartView(ViewBox):
 
         # don't zoom more then the min points setting
         l, lbar, rbar, r = chart.bars_range()
-        # vl = r - l
+        vl = r - l
 
-        # if ev.delta() > 0 and vl <= _min_points_to_show:
+        if ev.delta() > 0 and vl <= _min_points_to_show:
-        #     log.debug("Max zoom bruh...")
+            log.debug("Max zoom bruh...")
-        #     return
+            return
 
-        # if (
+        if ev.delta() < 0 and vl >= len(chart._arrays[chart.name]) + 666:
-        #     ev.delta() < 0
+            log.debug("Min zoom bruh...")
-        #     and vl >= len(chart._flows[chart.name].shm.array) + 666
+            return
-        # ):
-        #     log.debug("Min zoom bruh...")
-        #     return
 
         # actual scaling factor
         s = 1.015 ** (ev.delta() * -1 / 20)  # self.state['wheelScaleFactor'])
@@ -569,23 +562,11 @@ class ChartView(ViewBox):
 
             self._resetTarget()
             self.scaleBy(s, focal)
-
-            # XXX: the order of the next 2 lines i'm pretty sure
-            # matters, we want the resize to trigger before the graphics
-            # update, but i gotta feelin that because this one is signal
-            # based (and thus not necessarily sync invoked right away)
-            # that calling the resize method manually might work better.
             self.sigRangeChangedManually.emit(mask)
 
-            # XXX: without this is seems as though sometimes
+            # self._ic.set()
-            # when zooming in from far out (and maybe vice versa?)
+            # self._ic = None
-            # the signal isn't being fired enough since if you pan
+            # self.chart.resume_all_feeds()
-            # just after you'll see further downsampling code run
-            # (pretty noticeable on the OHLC ds curve) but with this
-            # that never seems to happen? Only question is how much this
-            # "double work" is causing latency when these missing event
-            # fires don't happen?
-            self.maybe_downsample_graphics()
 
             ev.accept()
 
@@ -692,6 +673,7 @@ class ChartView(ViewBox):
                 self.sigRangeChangedManually.emit(self.state['mouseEnabled'])
 
                 if ev.isFinish():
+                    print('DRAG FINISH')
                     self.signal_ic()
                     # self._ic.set()
                     # self._ic = None
@@ -747,8 +729,9 @@ class ChartView(ViewBox):
 
         # flag to prevent triggering sibling charts from the same linked
         # set from recursion errors.
-        autoscale_linked_plots: bool = False,
+        autoscale_linked_plots: bool = True,
         name: Optional[str] = None,
+        # autoscale_overlays: bool = False,
 
     ) -> None:
         '''
@@ -759,14 +742,6 @@ class ChartView(ViewBox):
         data set.
 
         '''
-        name = self.name
-        # print(f'YRANGE ON {name}')
-        profiler = pg.debug.Profiler(
-            msg=f'`ChartView._set_yrange()`: `{name}`',
-            disabled=not pg_profile_enabled(),
-            ms_threshold=ms_slower_then,
-            delayed=True,
-        )
         set_range = True
         chart = self._chart
 
@@ -790,23 +765,36 @@ class ChartView(ViewBox):
         elif yrange is not None:
             ylow, yhigh = yrange
 
+        # calculate max, min y values in viewable x-range from data.
+        # Make sure min bars/datums on screen is adhered.
+        else:
+            br = bars_range or chart.bars_range()
+
+            # TODO: maybe should be a method on the
+            # chart widget/item?
+            if autoscale_linked_plots:
+                # avoid recursion by sibling plots
+                linked = self.linkedsplits
+                plots = list(linked.subplots.copy().values())
+                main = linked.chart
+                if main:
+                    plots.append(main)
+
+                for chart in plots:
+                    if chart and not chart._static_yrange:
+                        chart.cv._set_yrange(
+                            bars_range=br,
+                            autoscale_linked_plots=False,
+                        )
+
         if set_range:
 
-            # XXX: only compute the mxmn range
+            yrange = self._maxmin()
-            # if none is provided as input!
+            if yrange is None:
-            if not yrange:
+                return
-                # flow = chart._flows[name]
-                yrange = self._maxmin()
-
-                if yrange is None:
-                    log.warning(f'No yrange provided for {name}!?')
-                    print(f"WTF NO YRANGE {name}")
-                    return
 
             ylow, yhigh = yrange
 
-            profiler(f'callback ._maxmin(): {yrange}')
-
             # view margins: stay within a % of the "true range"
             diff = yhigh - ylow
             ylow = ylow - (diff * range_margin)
@@ -820,13 +808,9 @@ class ChartView(ViewBox):
                 yMax=yhigh,
             )
             self.setYRange(ylow, yhigh)
-            profiler(f'set limits: {(ylow, yhigh)}')
-
-        profiler.finish()
 
     def enable_auto_yrange(
-        self,
+        vb: ChartView,
-        src_vb: Optional[ChartView] = None,
 
     ) -> None:
         '''
@@ -834,11 +818,7 @@ class ChartView(ViewBox):
         based on data contents and ``ViewBox`` state.
 
         '''
-        if src_vb is None:
+        vb.sigXRangeChanged.connect(vb._set_yrange)
-            src_vb = self
-
-        # splitter(s) resizing
-        src_vb.sigResized.connect(self._set_yrange)
 
         # TODO: a smarter way to avoid calling this needlessly?
         # 2 things i can think of:
@@ -846,102 +826,55 @@ class ChartView(ViewBox):
         #   iterate those.
         # - only register this when certain downsampleable graphics are
         #   "added to scene".
-        src_vb.sigRangeChangedManually.connect(
+        vb.sigXRangeChanged.connect(vb.maybe_downsample_graphics)
-            self.maybe_downsample_graphics
-        )
 
         # mouse wheel doesn't emit XRangeChanged
-        src_vb.sigRangeChangedManually.connect(self._set_yrange)
+        vb.sigRangeChangedManually.connect(vb._set_yrange)
 
-        # src_vb.sigXRangeChanged.connect(self._set_yrange)
+        # splitter(s) resizing
-        # src_vb.sigXRangeChanged.connect(
+        vb.sigResized.connect(vb._set_yrange)
-        #     self.maybe_downsample_graphics
-        # )
 
-    def disable_auto_yrange(self) -> None:
+    def disable_auto_yrange(
+        self,
+    ) -> None:
 
-        self.sigResized.disconnect(
+        self._chart._static_yrange = 'axis'
-            self._set_yrange,
-        )
-        self.sigRangeChangedManually.disconnect(
-            self.maybe_downsample_graphics
-        )
-        self.sigRangeChangedManually.disconnect(
-            self._set_yrange,
-        )
 
-        # self.sigXRangeChanged.disconnect(self._set_yrange)
+    def xs_in_px(self) -> float:
-        # self.sigXRangeChanged.disconnect(
-        #     self.maybe_downsample_graphics
-        # )
-
-    def x_uppx(self) -> float:
         '''
         Return the "number of x units" within a single
         pixel currently being displayed for relevant
         graphics items which are our children.
 
         '''
-        graphics = [f.graphics for f in self._chart._flows.values()]
+        for graphic in self._chart._graphics.values():
-        if not graphics:
-            return 0
-
-        for graphic in graphics:
             xvec = graphic.pixelVectors()[0]
             if xvec:
-                return xvec.x()
+                xpx = xvec.x()
-        else:
+                if xpx:
-            return 0
+                    return xpx
+            else:
+                continue
+        return 1.0
 
-    def maybe_downsample_graphics(
+    def maybe_downsample_graphics(self):
-        self,
-        autoscale_overlays: bool = True,
-    ):
-
-        profiler = pg.debug.Profiler(
-            msg=f'ChartView.maybe_downsample_graphics() for {self.name}',
-            disabled=not pg_profile_enabled(),
-
-            # XXX: important to avoid not seeing underlying
-            # ``.update_graphics_from_flow()`` nested profiling likely
-            # due to the way delaying works and garbage collection of
-            # the profiler in the delegated method calls.
-            ms_threshold=6,
-            # ms_threshold=ms_slower_then,
-        )
 
         # TODO: a faster single-loop-iterator way of doing this XD
         chart = self._chart
-        linked = self.linkedsplits
+        # graphics = list(self._chart._graphics.values())
-        plots = linked.subplots | {chart.name: chart}
-        for chart_name, chart in plots.items():
-            for name, flow in chart._flows.items():
 
-                if (
+        profiler = pg.debug.Profiler(
-                    not flow.render
+            msg=f'FastAppendCurve.update_from_array(): `{chart.name}`',
+            disabled=not pg_profile_enabled(),
+            gt=ms_slower_then,
+        )
+        for name, graphics in chart._graphics.items():
+            # pass in no array which will read and render from the last
+            # passed array (normally provided by the display loop.)
+            chart.update_graphics_from_array(name)
+            profiler(f'updating {name}')
 
-                    # XXX: super important to be aware of this.
+        # for graphic in graphics:
-                    # or not flow.graphics.isVisible()
+        #     ds_meth = getattr(graphic, 'maybe_downsample', None)
-                ):
+        #     if ds_meth:
-                    continue
+        #         ds_meth()
-
-                # pass in no array which will read and render from the last
-                # passed array (normally provided by the display loop.)
-                chart.update_graphics_from_flow(
-                    name,
-                    use_vr=True,
-                )
-
-                # for each overlay on this chart auto-scale the
-                # y-range to max-min values.
-                if autoscale_overlays:
-                    overlay = chart.pi_overlay
-                    if overlay:
-                        for pi in overlay.overlays:
-                            pi.vb._set_yrange(
-                                # TODO: get the range once up front...
-                                # bars_range=br,
-                            )
-                    profiler('autoscaled linked plots')
-
-                profiler(f'<{chart_name}>.update_graphics_from_flow({name})')

piker/ui/_ohlc.py

@@ -25,13 +25,17 @@ from typing import (
 
 import numpy as np
 import pyqtgraph as pg
+from numba import njit, float64, int64  # , optional
 from PyQt5 import QtCore, QtGui, QtWidgets
 from PyQt5.QtCore import QLineF, QPointF
-from PyQt5.QtGui import QPainterPath
+# from numba import types as ntypes
+# from ..data._source import numba_ohlc_dtype
 
 from .._profile import pg_profile_enabled, ms_slower_then
 from ._style import hcolor
 from ..log import get_logger
+from ._curve import FastAppendCurve
+from ._compression import ohlc_flatten
 
 if TYPE_CHECKING:
     from ._chart import LinkedSplits
@@ -42,8 +46,7 @@ log = get_logger(__name__)
 
 def bar_from_ohlc_row(
     row: np.ndarray,
-    # 0.5 is no overlap between arms, 1.0 is full overlap
+    w: float
-    w: float = 0.43
 
 ) -> tuple[QLineF]:
     '''
@@ -81,11 +84,128 @@ def bar_from_ohlc_row(
     return [hl, o, c]
 
 
+@njit(
+    # TODO: for now need to construct this manually for readonly arrays, see
+    # https://github.com/numba/numba/issues/4511
+    # ntypes.tuple((float64[:], float64[:], float64[:]))(
+    #     numba_ohlc_dtype[::1],  # contiguous
+    #     int64,
+    #     optional(float64),
+    # ),
+    nogil=True
+)
+def path_arrays_from_ohlc(
+    data: np.ndarray,
+    start: int64,
+    bar_gap: float64 = 0.43,
+
+) -> np.ndarray:
+    '''
+    Generate an array of lines objects from input ohlc data.
+
+    '''
+    size = int(data.shape[0] * 6)
+
+    x = np.zeros(
+        # data,
+        shape=size,
+        dtype=float64,
+    )
+    y, c = x.copy(), x.copy()
+
+    # TODO: report bug for assert @
+    # /home/goodboy/repos/piker/env/lib/python3.8/site-packages/numba/core/typing/builtins.py:991
+    for i, q in enumerate(data[start:], start):
+
+        # TODO: ask numba why this doesn't work..
+        # open, high, low, close, index = q[
+        #     ['open', 'high', 'low', 'close', 'index']]
+
+        open = q['open']
+        high = q['high']
+        low = q['low']
+        close = q['close']
+        index = float64(q['index'])
+
+        istart = i * 6
+        istop = istart + 6
+
+        # x,y detail the 6 points which connect all vertexes of a ohlc bar
+        x[istart:istop] = (
+            index - bar_gap,
+            index,
+            index,
+            index,
+            index,
+            index + bar_gap,
+        )
+        y[istart:istop] = (
+            open,
+            open,
+            low,
+            high,
+            close,
+            close,
+        )
+
+        # specifies that the first edge is never connected to the
+        # prior bars last edge thus providing a small "gap"/"space"
+        # between bars determined by ``bar_gap``.
+        c[istart:istop] = (1, 1, 1, 1, 1, 0)
+
+    return x, y, c
+
+
+def gen_qpath(
+    data: np.ndarray,
+    start: int,  # XXX: do we need this?
+    w: float,
+    path: Optional[QtGui.QPainterPath] = None,
+
+) -> QtGui.QPainterPath:
+
+    path_was_none = path is None
+
+    profiler = pg.debug.Profiler(
+        msg='gen_qpath ohlc',
+        disabled=not pg_profile_enabled(),
+        gt=ms_slower_then,
+    )
+
+    x, y, c = path_arrays_from_ohlc(
+        data,
+        start,
+        bar_gap=w,
+    )
+    profiler("generate stream with numba")
+
+    # TODO: numba the internals of this!
+    path = pg.functions.arrayToQPath(
+        x,
+        y,
+        connect=c,
+        path=path,
+    )
+
+    # avoid mem allocs if possible
+    if path_was_none:
+        path.reserve(path.capacity())
+
+    profiler("generate path with arrayToQPath")
+
+    return path
+
+
 class BarItems(pg.GraphicsObject):
     '''
     "Price range" bars graphics rendered from a OHLC sampled sequence.
 
     '''
+    sigPlotChanged = QtCore.pyqtSignal(object)
+
+    # 0.5 is no overlap between arms, 1.0 is full overlap
+    w: float = 0.43
+
     def __init__(
         self,
         linked: LinkedSplits,
@@ -105,13 +225,495 @@ class BarItems(pg.GraphicsObject):
         self.last_bar_pen = pg.mkPen(hcolor(last_bar_color), width=2)
         self._name = name
 
+        self._ds_line_xy: Optional[
+            tuple[np.ndarray, np.ndarray]
+        ] = None
+
+        # NOTE: this prevents redraws on mouse interaction which is
+        # a huge boon for avg interaction latency.
+
+        # TODO: one question still remaining is if this makes trasform
+        # interactions slower (such as zooming) and if so maybe if/when
+        # we implement a "history" mode for the view we disable this in
+        # that mode?
         self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
-        self.path = QPainterPath()
+
+        self._pi = plotitem
+        self.path = QtGui.QPainterPath()
+        self.fast_path = QtGui.QPainterPath()
+
+        self._xrange: tuple[int, int]
+        self._yrange: tuple[float, float]
+        self._vrange = None
+
+        # TODO: don't render the full backing array each time
+        # self._path_data = None
         self._last_bar_lines: Optional[tuple[QLineF, ...]] = None
 
-    def x_uppx(self) -> int:
+        # track the current length of drawable lines within the larger array
-        # we expect the downsample curve report this.
+        self.start_index: int = 0
-        return 0
+        self.stop_index: int = 0
+
+        # downsampler-line state
+        self._in_ds: bool = False
+        self._ds_line: Optional[FastAppendCurve] = None
+        self._dsi: tuple[int, int] = 0, 0
+        self._xs_in_px: float = 0
+
+    def draw_from_data(
+        self,
+        ohlc: np.ndarray,
+        start: int = 0,
+
+    ) -> QtGui.QPainterPath:
+        '''
+        Draw OHLC datum graphics from a ``np.ndarray``.
+
+        This routine is usually only called to draw the initial history.
+
+        '''
+        hist, last = ohlc[:-1], ohlc[-1]
+        self.path = gen_qpath(hist, start, self.w)
+
+        # save graphics for later reference and keep track
+        # of current internal "last index"
+        # self.start_index = len(ohlc)
+        index = ohlc['index']
+        self._xrange = (index[0], index[-1])
+        self._yrange = (
+            np.nanmax(ohlc['high']),
+            np.nanmin(ohlc['low']),
+        )
+
+        # up to last to avoid double draw of last bar
+        self._last_bar_lines = bar_from_ohlc_row(last, self.w)
+
+        x, y = self._ds_line_xy = ohlc_flatten(ohlc)
+
+        # self.update_ds_line(
+        #     x,
+        #     y,
+        # )
+
+        # TODO: figuring out the most optimial size for the ideal
+        # curve-path by,
+        # - calcing the display's max px width `.screen()`
+        # - drawing a curve and figuring out it's capacity:
+        #   https://doc.qt.io/qt-5/qpainterpath.html#capacity
+        # - reserving that cap for each curve-mapped-to-shm with
+
+        # - leveraging clearing when needed to redraw the entire
+        #   curve that does not release mem allocs:
+        #   https://doc.qt.io/qt-5/qpainterpath.html#clear
+        curve = FastAppendCurve(
+            y=y,
+            x=x,
+            name='OHLC',
+            color=self._color,
+        )
+        curve.hide()
+        self._pi.addItem(curve)
+        self._ds_line = curve
+
+        self._ds_xrange = (index[0], index[-1])
+
+        # trigger render
+        # https://doc.qt.io/qt-5/qgraphicsitem.html#update
+        self.update()
+
+        return self.path
+
+    # def update_ds_line(
+    #     self,
+    #     x,
+    #     y,
+
+    # ) -> FastAppendCurve:
+
+    #     # determine current potential downsampling value (based on pixel
+    #     # scaling) and return any existing curve for it.
+    #     curve = self._ds_line
+
+    #     if not curve:
+    #         # TODO: figuring out the most optimial size for the ideal
+    #         # curve-path by,
+    #         # - calcing the display's max px width `.screen()`
+    #         # - drawing a curve and figuring out it's capacity:
+    #         #   https://doc.qt.io/qt-5/qpainterpath.html#capacity
+    #         # - reserving that cap for each curve-mapped-to-shm with
+
+    #         # - leveraging clearing when needed to redraw the entire
+    #         #   curve that does not release mem allocs:
+    #         #   https://doc.qt.io/qt-5/qpainterpath.html#clear
+    #         curve = FastAppendCurve(
+    #             y=y,
+    #             x=x,
+    #             name='OHLC',
+    #             color=self._color,
+    #         )
+    #         curve.hide()
+    #         self._pi.addItem(curve)
+    #         self._ds_line = curve
+
+    #         return curve
+
+    #     # TODO: we should be diffing the amount of new data which
+    #     # needs to be downsampled. Ideally we actually are just
+    #     # doing all the ds-ing in sibling actors so that the data
+    #     # can just be read and rendered to graphics on events of our
+    #     # choice.
+    #     # diff = do_diff(ohlc, new_bit)
+
+    #     curve.update_from_array(
+    #         y=y,
+    #         x=x,
+    #         x_iv=x,
+    #         y_iv=y,
+    #         view_range=True,  # hack
+    #     )
+    #     return curve
+
+    def update_from_array(
+        self,
+
+        # full array input history
+        ohlc: np.ndarray,
+
+        # pre-sliced array data that's "in view"
+        ohlc_iv: np.ndarray,
+
+        view_range: Optional[tuple[int, int]] = None,
+
+    ) -> None:
+        '''
+        Update the last datum's bar graphic from input data array.
+
+        This routine should be interface compatible with
+        ``pg.PlotCurveItem.setData()``. Normally this method in
+        ``pyqtgraph`` seems to update all the data passed to the
+        graphics object, and then update/rerender, but here we're
+        assuming the prior graphics havent changed (OHLC history rarely
+        does) so this "should" be simpler and faster.
+
+        This routine should be made (transitively) as fast as possible.
+
+        '''
+        profiler = pg.debug.Profiler(
+            disabled=not pg_profile_enabled(),
+            gt=ms_slower_then,
+        )
+
+        # vr = self.viewRect()
+        # l, r = int(vr.left()), int(vr.right())
+        # # l, r = self.view_range()
+        # # array = self._arrays[self.name]
+        # indexes = ohlc['index']
+        # start_index = indexes[0]
+        # end_index = indexes[-1]
+
+        # lbar = max(l, start_index) - start_index
+        # rbar = min(r, end_index) - start_index
+        # in_view = ohlc[lbar:rbar]
+        # self._vrange = lbar, rbar
+
+        # index = self.start_index
+        istart, istop = self._xrange
+        ds_istart, ds_istop = self._ds_xrange
+
+        index = ohlc['index']
+        first_index, last_index = index[0], index[-1]
+
+        # length = len(ohlc)
+        prepend_length = istart - first_index
+        append_length = last_index - istop
+
+        # ds_prepend_length = ds_istart - first_index
+        # ds_append_length = last_index - ds_istop
+
+        flip_cache = False
+
+        x_gt = 6
+        if self._ds_line:
+            uppx = self._ds_line.x_uppx()
+        else:
+            uppx = 0
+
+        should_line = self._in_ds
+        if (
+            self._in_ds
+            and uppx < x_gt
+        ):
+            should_line = False
+
+        elif (
+            not self._in_ds
+            and uppx >= x_gt
+        ):
+            should_line = True
+
+        # should_ds, should_redraw = self.should_ds_or_redraw()
+        # print(
+        #     f'OHLC in line: {self._in_ds}'
+        #     f'OHLC should line: {should_line}\n'
+        #     # f'OHLC should_redraw: {should_redraw}\n'
+        # )
+
+        if (
+            should_line
+        ):
+            # update the line graphic
+            # x, y = self._ds_line_xy = ohlc_flatten(ohlc_iv)
+            # x, y = self._ds_line_xy = ohlc_flatten(ohlc)
+            x_iv, y_iv = self._ds_line_xy = ohlc_flatten(ohlc_iv)
+            profiler('flattening bars to line')
+
+            curve = self._ds_line
+            # curve = self.update_ds_line(x, y)
+
+            # TODO: we should be diffing the amount of new data which
+            # needs to be downsampled. Ideally we actually are just
+            # doing all the ds-ing in sibling actors so that the data
+            # can just be read and rendered to graphics on events of our
+            # choice.
+            # diff = do_diff(ohlc, new_bit)
+            curve.update_from_array(
+                y=x_iv,
+                x=y_iv,
+                x_iv=x_iv,
+                y_iv=y_iv,
+                view_range=view_range,  # hack
+            )
+
+            # we already are showing a line and should be
+            # self._in_ds
+
+            # check if the ds line should be resampled/drawn
+            # should_ds_line, should_redraw_line = self._ds_line.should_ds_or_redraw()
+            # print(f'OHLC DS should ds: {should_ds_line}, should_redraw: {should_redraw_line}')
+
+            # if (
+            #     # line should be redrawn/sampled
+            #     # should_ds_line or
+
+            #     # we are flipping to line from bars mode
+            #     not self._in_ds
+            # ):
+                # uppx = self._ds_line.x_uppx()
+                # self._xs_in_px = uppx
+
+
+            if not self._in_ds:
+                # hide bars and show line
+                self.hide()
+                # XXX: is this actually any faster?
+                # self._pi.removeItem(self)
+
+                # TODO: a `.ui()` log level?
+                log.info(
+                    f'downsampling to line graphic {self._name}'
+                )
+
+                # self._pi.addItem(curve)
+                curve.show()
+                curve.update()
+                self._in_ds = True
+
+            # stop here since we don't need to update bars path any more
+            # as we delegate to the downsample line with updates.
+            return
+
+        elif (
+            not should_line
+            and self._in_ds
+        ):
+            # flip back to bars graphics and hide the downsample line.
+            log.info(f'showing bars graphic {self._name}')
+
+            curve = self._ds_line
+            curve.hide()
+            # self._pi.removeItem(curve)
+
+            # XXX: is this actually any faster?
+            # self._pi.addItem(self)
+            self.show()
+            self._in_ds = False
+
+        # if not self._in_ds and should_ds
+        #     self.hide()
+        #     # XXX: is this actually any faster?
+        #     # self._pi.removeItem(self)
+
+        #     # this should have been done in the block above
+        #     # x, y = self._ds_line_xy = ohlc_flatten(ohlc_iv)
+        #     # curve = self.update_ds_line(x, y)
+
+        #     # TODO: a `.ui()` log level?
+        #     log.info(
+        #         f'downsampling to line graphic {self._name}'
+        #     )
+
+        #     # self._pi.addItem(curve)
+        #     curve.show()
+        #     curve.update()
+        #     self._in_ds = True
+        #     return
+
+        # self._in_ds = False
+
+        # print('YO NOT DS OHLC')
+
+        # generate in_view path
+        self.path = gen_qpath(
+            ohlc_iv,
+            0,
+            self.w,
+            # path=self.path,
+        )
+
+        # TODO: to make the downsampling faster
+        # - allow mapping only a range of lines thus only drawing as
+        #   many bars as exactly specified.
+        # - move ohlc "flattening" to a shmarr
+        # - maybe move all this embedded logic to a higher
+        #   level type?
+
+        # ohlc = in_view
+
+        # if prepend_length:
+        #     # new history was added and we need to render a new path
+        #     prepend_bars = ohlc[:prepend_length]
+
+        # if ds_prepend_length:
+        #     ds_prepend_bars = ohlc[:ds_prepend_length]
+        #     pre_x, pre_y = ohlc_flatten(ds_prepend_bars)
+        #     fx = np.concatenate((pre_x, fx))
+        #     fy = np.concatenate((pre_y, fy))
+        #     profiler('ds line prepend diff complete')
+
+        # if append_length:
+        #     # generate new graphics to match provided array
+        #     # path appending logic:
+        #     # we need to get the previous "current bar(s)" for the time step
+        #     # and convert it to a sub-path to append to the historical set
+        #     # new_bars = ohlc[istop - 1:istop + append_length - 1]
+        #     append_bars = ohlc[-append_length - 1:-1]
+        #     # print(f'ohlc bars to append size: {append_bars.size}\n')
+
+        # if ds_append_length:
+        #     ds_append_bars = ohlc[-ds_append_length - 1:-1]
+        #     post_x, post_y = ohlc_flatten(ds_append_bars)
+        #     print(
+        #         f'ds curve to append sizes: {(post_x.size, post_y.size)}'
+        #     )
+        #     fx = np.concatenate((fx, post_x))
+        #     fy = np.concatenate((fy, post_y))
+
+        #     profiler('ds line append diff complete')
+
+        profiler('array diffs complete')
+
+        # does this work?
+        last = ohlc[-1]
+        # fy[-1] = last['close']
+
+        # # incremental update and cache line datums
+        # self._ds_line_xy = fx, fy
+
+        # maybe downsample to line
+        # ds = self.maybe_downsample()
+        # if ds:
+        #     # if we downsample to a line don't bother with
+        #     # any more path generation / updates
+        #     self._ds_xrange = first_index, last_index
+        #     profiler('downsampled to line')
+        #     return
+
+        # print(in_view.size)
+
+        # if self.path:
+        #     self.path = path
+        #     self.path.reserve(path.capacity())
+        #     self.path.swap(path)
+
+        # path updates
+        # if prepend_length:
+        #     # XXX: SOMETHING IS MAYBE FISHY HERE what with the old_path
+        #     # y value not matching the first value from
+        #     # ohlc[prepend_length + 1] ???
+        #     prepend_path = gen_qpath(prepend_bars, 0, self.w)
+        #     old_path = self.path
+        #     self.path = prepend_path
+        #     self.path.addPath(old_path)
+        #     profiler('path PREPEND')
+
+        # if append_length:
+        #     append_path = gen_qpath(append_bars, 0, self.w)
+
+        #     self.path.moveTo(
+        #         float(istop - self.w),
+        #         float(append_bars[0]['open'])
+        #     )
+        #     self.path.addPath(append_path)
+
+        #     profiler('path APPEND')
+        #     fp = self.fast_path
+        #     if fp is None:
+        #         self.fast_path = append_path
+
+        #     else:
+        #         fp.moveTo(
+        #             float(istop - self.w), float(new_bars[0]['open'])
+        #         )
+        #         fp.addPath(append_path)
+
+        #     self.setCacheMode(QtWidgets.QGraphicsItem.NoCache)
+        #     flip_cache = True
+
+        self._xrange = first_index, last_index
+
+        # trigger redraw despite caching
+        self.prepareGeometryChange()
+
+        # generate new lines objects for updatable "current bar"
+        self._last_bar_lines = bar_from_ohlc_row(last, self.w)
+
+        # last bar update
+        i, o, h, l, last, v = last[
+            ['index', 'open', 'high', 'low', 'close', 'volume']
+        ]
+        # assert i == self.start_index - 1
+        # assert i == last_index
+        body, larm, rarm = self._last_bar_lines
+
+        # XXX: is there a faster way to modify this?
+        rarm.setLine(rarm.x1(), last, rarm.x2(), last)
+
+        # writer is responsible for changing open on "first" volume of bar
+        larm.setLine(larm.x1(), o, larm.x2(), o)
+
+        if l != h:  # noqa
+
+            if body is None:
+                body = self._last_bar_lines[0] = QLineF(i, l, i, h)
+            else:
+                # update body
+                body.setLine(i, l, i, h)
+
+            # XXX: pretty sure this is causing an issue where the bar has
+            # a large upward move right before the next sample and the body
+            # is getting set to None since the next bar is flat but the shm
+            # array index update wasn't read by the time this code runs. Iow
+            # we're doing this removal of the body for a bar index that is
+            # now out of date / from some previous sample. It's weird
+            # though because i've seen it do this to bars i - 3 back?
+
+        profiler('last bar set')
+
+        self.update()
+        profiler('.update()')
+
+        if flip_cache:
+            self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
 
     def boundingRect(self):
         # Qt docs: https://doc.qt.io/qt-5/qgraphicsitem.html#boundingRect
@@ -135,6 +737,16 @@ class BarItems(pg.GraphicsObject):
             hb.bottomRight(),
         )
 
+        # fp = self.fast_path
+        # if fp:
+        #     fhb = fp.controlPointRect()
+        #     print((hb_tl, hb_br))
+        #     print(fhb)
+        #     hb_tl, hb_br = (
+        #         fhb.topLeft() + hb.topLeft(),
+        #         fhb.bottomRight() + hb.bottomRight(),
+        #     )
+
         # need to include last bar height or BR will be off
         mx_y = hb_br.y()
         mn_y = hb_tl.y()
@@ -162,6 +774,70 @@ class BarItems(pg.GraphicsObject):
 
         )
 
+    # def should_ds_or_redraw(
+    #     self,
+    #     x_gt: float = 2,
+
+    # ) -> tuple[bool, bool]:
+
+    #     curve = self._ds_line
+    #     if not curve:
+    #         return False, False
+
+    #     # this is the ``float`` value of the "number of x units" (in
+    #     # view coords) that a pixel spans.
+    #     uppx = self._ds_line.x_uppx()
+    #     print(f'uppx: {uppx}')
+
+    #     # linked = self.linked
+    #     should_redraw: bool = False
+    #     should_ds: bool = False
+
+    #     if (
+    #         not self._in_ds
+    #         and uppx >= x_gt
+    #     ):
+
+    #         should_ds = True
+    #         should_redraw = True
+
+    #     elif (
+    #         self._in_ds
+    #         and uppx < x_gt
+    #     ):
+    #         should_ds = False
+    #         should_redraw = True
+
+    #     if self._in_ds:
+    #         should_ds = True
+
+    #     # no curve change
+    #     return should_ds, should_redraw
+
+#     def maybe_downsample(
+#         self,
+#         x_gt: float = 2,
+
+#     ) -> bool:
+#         '''
+#         Call this when you want to stop drawing individual
+#         bars and instead use a ``FastAppendCurve`` intepolation
+#         line (normally when the width of a bar (aka 1.0 in the x)
+#         is less then a pixel width on the device).
+
+#         '''
+#         ds_xy = self._ds_line_xy
+#         if ds_xy:
+#             ds_xy.maybe_downsample()
+
+#         if (
+#             self._ds_line_xy is not None
+#             and self._in_ds
+#         ):
+#             curve = self.update_ds_line(
+#                 *self._ds_line_xy,
+#             )
+
     def paint(
         self,
         p: QtGui.QPainter,
@@ -170,9 +846,12 @@ class BarItems(pg.GraphicsObject):
 
     ) -> None:
 
+        if self._in_ds:
+            return
+
         profiler = pg.debug.Profiler(
             disabled=not pg_profile_enabled(),
-            ms_threshold=ms_slower_then,
+            gt=ms_slower_then,
         )
 
         # p.setCompositionMode(0)
@@ -184,67 +863,13 @@ class BarItems(pg.GraphicsObject):
         # lead to any perf gains other then when zoomed in to less bars
         # in view.
         p.setPen(self.last_bar_pen)
-        if self._last_bar_lines:
+        p.drawLines(*tuple(filter(bool, self._last_bar_lines)))
-            p.drawLines(*tuple(filter(bool, self._last_bar_lines)))
+        profiler('draw last bar')
-            profiler('draw last bar')
 
         p.setPen(self.bars_pen)
         p.drawPath(self.path)
         profiler(f'draw history path: {self.path.capacity()}')
 
-    def draw_last_datum(
+        # if self.fast_path:
-        self,
+        #     p.drawPath(self.fast_path)
-        path: QPainterPath,
+        #     profiler('draw fast path')
-        src_data: np.ndarray,
-        render_data: np.ndarray,
-        reset: bool,
-        array_key: str,
-
-        fields: list[str] = [
-            'index',
-            'open',
-            'high',
-            'low',
-            'close',
-        ],
-
-    ) -> None:
-
-        # relevant fields
-        ohlc = src_data[fields]
-        last_row = ohlc[-1:]
-
-        # individual values
-        last_row = i, o, h, l, last = ohlc[-1]
-
-        # generate new lines objects for updatable "current bar"
-        self._last_bar_lines = bar_from_ohlc_row(last_row)
-
-        # assert i == graphics.start_index - 1
-        # assert i == last_index
-        body, larm, rarm = self._last_bar_lines
-
-        # XXX: is there a faster way to modify this?
-        rarm.setLine(rarm.x1(), last, rarm.x2(), last)
-
-        # writer is responsible for changing open on "first" volume of bar
-        larm.setLine(larm.x1(), o, larm.x2(), o)
-
-        if l != h:  # noqa
-
-            if body is None:
-                body = self._last_bar_lines[0] = QLineF(i, l, i, h)
-            else:
-                # update body
-                body.setLine(i, l, i, h)
-
-            # XXX: pretty sure this is causing an issue where the
-            # bar has a large upward move right before the next
-            # sample and the body is getting set to None since the
-            # next bar is flat but the shm array index update wasn't
-            # read by the time this code runs. Iow we're doing this
-            # removal of the body for a bar index that is now out of
-            # date / from some previous sample. It's weird though
-            # because i've seen it do this to bars i - 3 back?
-
-        return ohlc['index'], ohlc['close']

piker/ui/_pathops.py

@@ -1,236 +0,0 @@
-# piker: trading gear for hackers
-# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of piker0)
-
-# This program is free software: you can redistribute it and/or modify
-# it under the terms of the GNU Affero General Public License as published by
-# the Free Software Foundation, either version 3 of the License, or
-# (at your option) any later version.
-
-# This program is distributed in the hope that it will be useful,
-# but WITHOUT ANY WARRANTY; without even the implied warranty of
-# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
-# GNU Affero General Public License for more details.
-
-# You should have received a copy of the GNU Affero General Public License
-# along with this program.  If not, see <https://www.gnu.org/licenses/>.
-"""
-Super fast ``QPainterPath`` generation related operator routines.
-
-"""
-from __future__ import annotations
-from typing import (
-    # Optional,
-    TYPE_CHECKING,
-)
-
-import numpy as np
-from numpy.lib import recfunctions as rfn
-from numba import njit, float64, int64  # , optional
-# import pyqtgraph as pg
-from PyQt5 import QtGui
-# from PyQt5.QtCore import QLineF, QPointF
-
-from ..data._sharedmem import (
-    ShmArray,
-)
-# from .._profile import pg_profile_enabled, ms_slower_then
-from ._compression import (
-    ds_m4,
-)
-
-if TYPE_CHECKING:
-    from ._flows import Renderer
-
-
-def xy_downsample(
-    x,
-    y,
-    uppx,
-
-    x_spacer: float = 0.5,
-
-) -> tuple[np.ndarray, np.ndarray]:
-
-    # downsample whenever more then 1 pixels per datum can be shown.
-    # always refresh data bounds until we get diffing
-    # working properly, see above..
-    bins, x, y = ds_m4(
-        x,
-        y,
-        uppx,
-    )
-
-    # flatten output to 1d arrays suitable for path-graphics generation.
-    x = np.broadcast_to(x[:, None], y.shape)
-    x = (x + np.array(
-        [-x_spacer, 0, 0, x_spacer]
-    )).flatten()
-    y = y.flatten()
-
-    return x, y
-
-
-@njit(
-    # TODO: for now need to construct this manually for readonly arrays, see
-    # https://github.com/numba/numba/issues/4511
-    # ntypes.tuple((float64[:], float64[:], float64[:]))(
-    #     numba_ohlc_dtype[::1],  # contiguous
-    #     int64,
-    #     optional(float64),
-    # ),
-    nogil=True
-)
-def path_arrays_from_ohlc(
-    data: np.ndarray,
-    start: int64,
-    bar_gap: float64 = 0.43,
-
-) -> np.ndarray:
-    '''
-    Generate an array of lines objects from input ohlc data.
-
-    '''
-    size = int(data.shape[0] * 6)
-
-    x = np.zeros(
-        # data,
-        shape=size,
-        dtype=float64,
-    )
-    y, c = x.copy(), x.copy()
-
-    # TODO: report bug for assert @
-    # /home/goodboy/repos/piker/env/lib/python3.8/site-packages/numba/core/typing/builtins.py:991
-    for i, q in enumerate(data[start:], start):
-
-        # TODO: ask numba why this doesn't work..
-        # open, high, low, close, index = q[
-        #     ['open', 'high', 'low', 'close', 'index']]
-
-        open = q['open']
-        high = q['high']
-        low = q['low']
-        close = q['close']
-        index = float64(q['index'])
-
-        istart = i * 6
-        istop = istart + 6
-
-        # x,y detail the 6 points which connect all vertexes of a ohlc bar
-        x[istart:istop] = (
-            index - bar_gap,
-            index,
-            index,
-            index,
-            index,
-            index + bar_gap,
-        )
-        y[istart:istop] = (
-            open,
-            open,
-            low,
-            high,
-            close,
-            close,
-        )
-
-        # specifies that the first edge is never connected to the
-        # prior bars last edge thus providing a small "gap"/"space"
-        # between bars determined by ``bar_gap``.
-        c[istart:istop] = (1, 1, 1, 1, 1, 0)
-
-    return x, y, c
-
-
-def gen_ohlc_qpath(
-    r: Renderer,
-    data: np.ndarray,
-    array_key: str,  # we ignore this
-    vr: tuple[int, int],
-
-    start: int = 0,  # XXX: do we need this?
-    # 0.5 is no overlap between arms, 1.0 is full overlap
-    w: float = 0.43,
-
-) -> QtGui.QPainterPath:
-    '''
-    More or less direct proxy to ``path_arrays_from_ohlc()``
-    but with closed in kwargs for line spacing.
-
-    '''
-    x, y, c = path_arrays_from_ohlc(
-        data,
-        start,
-        bar_gap=w,
-    )
-    return x, y, c
-
-
-def ohlc_to_line(
-    ohlc_shm: ShmArray,
-    data_field: str,
-    fields: list[str] = ['open', 'high', 'low', 'close']
-
-) -> tuple[
-    np.ndarray,
-    np.ndarray,
-]:
-    '''
-    Convert an input struct-array holding OHLC samples into a pair of
-    flattened x, y arrays with the same size (datums wise) as the source
-    data.
-
-    '''
-    y_out = ohlc_shm.ustruct(fields)
-    first = ohlc_shm._first.value
-    last = ohlc_shm._last.value
-
-    # write pushed data to flattened copy
-    y_out[first:last] = rfn.structured_to_unstructured(
-        ohlc_shm.array[fields]
-    )
-
-    # generate an flat-interpolated x-domain
-    x_out = (
-        np.broadcast_to(
-            ohlc_shm._array['index'][:, None],
-            (
-                ohlc_shm._array.size,
-                # 4,  # only ohlc
-                y_out.shape[1],
-            ),
-        ) + np.array([-0.5, 0, 0, 0.5])
-    )
-    assert y_out.any()
-
-    return (
-        x_out,
-        y_out,
-    )
-
-
-def to_step_format(
-    shm: ShmArray,
-    data_field: str,
-    index_field: str = 'index',
-
-) -> tuple[int, np.ndarray, np.ndarray]:
-    '''
-    Convert an input 1d shm array to a "step array" format
-    for use by path graphics generation.
-
-    '''
-    i = shm._array['index'].copy()
-    out = shm._array[data_field].copy()
-
-    x_out = np.broadcast_to(
-        i[:, None],
-        (i.size, 2),
-    ) + np.array([-0.5, 0.5])
-
-    y_out = np.empty((len(out), 2), dtype=out.dtype)
-    y_out[:] = out[:, np.newaxis]
-
-    # start y at origin level
-    y_out[0, 0] = 0
-    return x_out, y_out

piker/ui/_window.py

@@ -287,6 +287,7 @@ class MainWindow(QtGui.QMainWindow):
             app = QtGui.QApplication.instance()
             geo = self.current_screen().geometry()
             h, w = geo.height(), geo.width()
+            self.setMaximumSize(w, h)
             # use approx 1/3 of the area of the screen by default
             self._size = round(w * .666), round(h * .666)
 

piker/ui/cli.py

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

piker/ui/order_mode.py

@@ -30,7 +30,6 @@ import uuid
 from pydantic import BaseModel
 import tractor
 import trio
-from PyQt5.QtCore import Qt
 
 from .. import config
 from ..clearing._client import open_ems, OrderBook
@@ -38,7 +37,6 @@ from ..clearing._allocate import (
     mk_allocator,
     Position,
 )
-from ._style import _font
 from ..data._source import Symbol
 from ..data.feed import Feed
 from ..log import get_logger
@@ -48,8 +46,7 @@ from ._position import (
     PositionTracker,
     SettingsPane,
 )
-from ._forms import FieldsForm
+from ._label import FormatLabel
-# from ._label import FormatLabel
 from ._window import MultiStatus
 from ..clearing._messages import Order, BrokerdPosition
 from ._forms import open_form_input_handling
@@ -642,21 +639,63 @@ async def open_order_mode(
                 pp_tracker.hide_info()
 
         # setup order mode sidepane widgets
-        form: FieldsForm = chart.sidepane
+        form = chart.sidepane
-        form.vbox.setSpacing(
+        vbox = form.vbox
+
+        from textwrap import dedent
+
+        from PyQt5.QtCore import Qt
+
+        from ._style import _font, _font_small
+        from ..calc import humanize
+
+        feed_label = FormatLabel(
+            fmt_str=dedent("""
+            actor: **{actor_name}**\n
+            |_ @**{host}:{port}**\n
+            |_ throttle_hz: **{throttle_rate}**\n
+            |_ streams: **{symbols}**\n
+            |_ shm: **{shm}**\n
+            """),
+            font=_font.font,
+            font_size=_font_small.px_size,
+            font_color='default_lightest',
+        )
+
+        form.feed_label = feed_label
+
+        # add feed info label to top
+        vbox.insertWidget(
+            0,
+            feed_label,
+            alignment=Qt.AlignBottom,
+        )
+        # vbox.setAlignment(feed_label, Qt.AlignBottom)
+        # vbox.setAlignment(Qt.AlignBottom)
+        _ = chart.height() - (
+            form.height() +
+            form.fill_bar.height()
+            # feed_label.height()
+        )
+        vbox.setSpacing(
             int((1 + 5/8)*_font.px_size)
         )
 
-        from ._feedstatus import mk_feed_label
+        # fill in brokerd feed info
-
+        host, port = feed.portal.channel.raddr
-        feed_label = mk_feed_label(
+        if host == '127.0.0.1':
-            form,
+            host = 'localhost'
-            feed,
+        mpshm = feed.shm._shm
-            chart,
+        shmstr = f'{humanize(mpshm.size)}'
+        form.feed_label.format(
+            actor_name=feed.portal.channel.uid[0],
+            host=host,
+            port=port,
+            symbols=len(feed.symbols),
+            shm=shmstr,
+            throttle_rate=feed.throttle_rate,
         )
 
-        # XXX: we set this because?
-        form.feed_label = feed_label
         order_pane = SettingsPane(
             form=form,
             # XXX: ugh, so hideous...
@@ -667,11 +706,6 @@ async def open_order_mode(
         )
         order_pane.set_accounts(list(trackers.keys()))
 
-        form.vbox.addWidget(
-            feed_label,
-            alignment=Qt.AlignBottom,
-        )
-
         # update pp icons
         for name, tracker in trackers.items():
             order_pane.update_account_icons({name: tracker.live_pp})
@@ -873,9 +907,7 @@ async def process_trades_and_update_ui(
                 mode.lines.remove_line(uuid=oid)
 
         # each clearing tick is responded individually
-        elif resp in (
+        elif resp in ('broker_filled',):
-            'broker_filled',
-        ):
 
             known_order = book._sent_orders.get(oid)
             if not known_order:

requirements.txt

@@ -1,21 +1,14 @@
 # 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+git://github.com/goodboy/tractor.git@master#egg=tractor
 
 # `pyqtgraph` peeps keep breaking, fixing, improving so might as well
 # pin this to a dev branch that we have more control over especially
 # as more graphics stuff gets hashed out.
--e git+https://github.com/pikers/pyqtgraph.git@piker_pin#egg=pyqtgraph
+-e git+git://github.com/pikers/pyqtgraph.git@piker_pin#egg=pyqtgraph
 
 
-# our async client for ``marketstore`` (the tsdb)
+# we own and maintain the async client for `marketstore` in our org
--e git+https://github.com/pikers/anyio-marketstore.git@master#egg=anyio-marketstore
+# `anyio_marketstore`:
-
+-e git+git://github.com/pikers/anyio-marketstore.git@master#egg=anyio-marketstore
-
-# ``trimeter`` for asysnc history fetching
--e git+https://github.com/python-trio/trimeter.git@master#egg=trimeter
-
-
-# ``asyncvnc`` for sending interactions to ib-gw inside docker
--e git+https://github.com/pikers/asyncvnc.git@vid_passthrough#egg=asyncvnc

setup.py

@@ -51,55 +51,42 @@ setup(
         # async
         'trio',
         'trio-websocket',
+        # 'tractor',  # from github currently
         'msgspec',  # performant IPC messaging
         'async_generator',
 
-        # from github currently (see requirements.txt)
-        # 'trimeter',  # not released yet..
-        # 'tractor',
-        # asyncvnc,
-
         # brokers
         'asks==2.4.8',
         'ib_insync',
 
         # numerics
-        'pendulum', # easier datetimes
+        'arrow',  # better datetimes
         'bidict',  # 2 way map
         'cython',
         'numpy',
         'numba',
+        'pandas',
 
         # UI
         'PyQt5',
-        # 'pyqtgraph',  from our fork see reqs.txt
+        'pyqtgraph',
-        'qdarkstyle >= 3.0.2',  # themeing
+        'qdarkstyle >= 3.0.2',
-        'fuzzywuzzy[speedup]',  # fuzzy search
+        # fuzzy search
+        'fuzzywuzzy[speedup]',
 
         # tsdbs
-        # anyio-marketstore  # from gh see reqs.txt
+        'pymarketstore',
     ],
-    extras_require={
-        'tsdb': [
-            'docker',
-        ],
-
-    },
     tests_require=['pytest'],
-    python_requires=">=3.10",
+    python_requires=">=3.9",  # literally for ``datetime.datetime.fromisoformat``...
-    keywords=[
+    keywords=["async", "trading", "finance", "quant", "charting"],
-        "async",
-        "trading",
-        "finance",
-        "quant",
-        "charting",
-    ],
     classifiers=[
         'Development Status :: 3 - Alpha',
         'License :: OSI Approved :: ',
         'Operating System :: POSIX :: Linux',
         "Programming Language :: Python :: Implementation :: CPython",
         "Programming Language :: Python :: 3 :: Only",
+        "Programming Language :: Python :: 3.9",
         "Programming Language :: Python :: 3.10",
         'Intended Audience :: Financial and Insurance Industry',
         'Intended Audience :: Science/Research',