69 changed files with 4468 additions and 11765 deletions
--- a/.github/workflows/ci.yml
+++ b/.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
--- a/.gitignore
+++ b/.gitignore
@ -97,9 +97,6 @@ ENV/
 # mkdocs documentation
 /site
 # extra scripts dir
 /snippets
 # mypy
 .mypy_cache/
 .vscode/settings.json
--- a/README.rst
+++ b/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
--- a/config/brokers.toml
+++ b/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"
--- a/dockering/ib/README.rst
+++ b/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.
--- a/dockering/ib/docker-compose.yml
+++ b/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"
--- a/dockering/ib/fork_ports_delayed.sh
+++ b/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
--- a/dockering/ib/ibc.ini
+++ b/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=
--- a/dockering/ib/jts.ini
+++ b/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
--- a/dockering/ib/run_x11_vnc.sh
+++ b/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'
--- a/piker/init.py
+++ b/piker/init.py
@ -18,3 +18,10 @@
 piker: trading gear for hackers.
 """
 import msgpack  # noqa
 # TODO: remove this now right?
 import msgpack_numpy
 # patch msgpack for numpy arrays
 msgpack_numpy.patch()
--- a/piker/_daemon.py
+++ b/piker/_daemon.py
@ -19,7 +19,7 @@ Structured, daemon tree service management.
 """
 from typing import Optional, Union, Callable, Any
-from contextlib import asynccontextmanager as acm
+from contextlib import asynccontextmanager
 from collections import defaultdict
 from pydantic import BaseModel
@ -34,11 +34,9 @@ from .brokers import get_brokermod
 log = get_logger(__name__)
 _root_dname = 'pikerd'
 _registry_addr = ('127.0.0.1', 6116)
 _tractor_kwargs: dict[str, Any] = {
    # use a different registry addr then tractor's default
-    'arbiter_addr': _registry_addr
+    'arbiter_addr':  ('127.0.0.1', 6116),
 }
 _root_modules = [
    __name__,
@ -80,6 +78,7 @@ class Services(BaseModel):
        ) -> Any:
            with trio.CancelScope() as cs:
                async with portal.open_context(
                    target,
                    **kwargs,
@ -88,21 +87,19 @@ class Services(BaseModel):
                    # unblock once the remote context has started
                    task_status.started((cs, first))
-                    log.info(
+
                        f'`pikerd` service {name} started with value {first}'
                    )
                    try:
                    # wait on any context's return value
                    ctx_res = await ctx.result()
-                    except tractor.ContextCancelled:
+                    log.info(
-                        return await self.cancel_service(name)
+                        f'`pikerd` service {name} started with value {ctx_res}'
-                    else:
+                    )
                # wait on any error from the sub-actor
-                        # NOTE: this will block indefinitely until
+                # NOTE: this will block indefinitely until cancelled
-                        # cancelled either by error from the target
+                # either by error from the target context function or
-                        # context function or by being cancelled here by
+                # by being cancelled here by the surroundingn cancel
-                        # the surrounding cancel scope
+                # scope
-                        return (await portal.result(), ctx_res)
+                return await (portal.result(), ctx_res)
        cs, first = await self.service_n.start(open_context_in_task)
@ -112,17 +109,14 @@ class Services(BaseModel):
        return cs, first
    # TODO: per service cancellation by scope, we aren't using this
    # anywhere right?
    async def cancel_service(
        self,
        name: str,
    ) -> Any:
        log.info(f'Cancelling `pikerd` service {name}')
        cs, portal = self.service_tasks[name]
        # XXX: not entirely sure why this is required,
        # and should probably be better fine tuned in
        # ``tractor``?
        cs.cancel()
        return await portal.cancel_actor()
@ -130,7 +124,7 @@ class Services(BaseModel):
 _services: Optional[Services] = None
-@acm
+@asynccontextmanager
 async def open_pikerd(
    start_method: str = 'trio',
    loglevel: Optional[str] = None,
@ -156,7 +150,7 @@ async def open_pikerd(
        tractor.open_root_actor(
            # passed through to ``open_root_actor``
-            arbiter_addr=_registry_addr,
+            arbiter_addr=_tractor_kwargs['arbiter_addr'],
            name=_root_dname,
            loglevel=loglevel,
            debug_mode=debug_mode,
@ -185,48 +179,7 @@ async def open_pikerd(
            yield _services
-@acm
+@asynccontextmanager
 async def open_piker_runtime(
    name: str,
    enable_modules: list[str] = [],
    start_method: str = 'trio',
    loglevel: Optional[str] = None,
    # XXX: you should pretty much never want debug mode
    # for data daemons when running in production.
    debug_mode: bool = False,
 ) -> Optional[tractor._portal.Portal]:
    '''
    Start a piker actor who's runtime will automatically
    sync with existing piker actors in local network
    based on configuration.
    '''
    global _services
    assert _services is None
    # XXX: this may open a root actor as well
    async with (
        tractor.open_root_actor(
            # passed through to ``open_root_actor``
            arbiter_addr=_registry_addr,
            name=name,
            loglevel=loglevel,
            debug_mode=debug_mode,
            start_method=start_method,
            # TODO: eventually we should be able to avoid
            # having the root have more then permissions to
            # spawn other specialized daemons I think?
            enable_modules=_root_modules,
        ) as _,
    ):
        yield tractor.current_actor()
@acm
 async def maybe_open_runtime(
    loglevel: Optional[str] = None,
    **kwargs,
@ -249,7 +202,7 @@ async def maybe_open_runtime(
        yield
-@acm
+@asynccontextmanager
 async def maybe_open_pikerd(
    loglevel: Optional[str] = None,
    **kwargs,
@ -300,36 +253,7 @@ class Brokerd:
    locks = defaultdict(trio.Lock)
-@acm
+@asynccontextmanager
 async def find_service(
    service_name: str,
 ) -> Optional[tractor.Portal]:
    log.info(f'Scanning for service `{service_name}`')
    # attach to existing daemon by name if possible
    async with tractor.find_actor(
        service_name,
        arbiter_sockaddr=_registry_addr,
    ) as maybe_portal:
        yield maybe_portal
 async def check_for_service(
    service_name: str,
 ) -> bool:
    '''
    Service daemon "liveness" predicate.
    '''
    async with tractor.query_actor(
        service_name,
        arbiter_sockaddr=_registry_addr,
    ) as sockaddr:
        return sockaddr
@acm
 async def maybe_spawn_daemon(
    service_name: str,
@ -339,7 +263,7 @@ async def maybe_spawn_daemon(
    **kwargs,
 ) -> tractor.Portal:
-    '''
+    """
    If no ``service_name`` daemon-actor can be found,
    spawn one in a local subactor and return a portal to it.
@ -350,7 +274,7 @@ async def maybe_spawn_daemon(
    This can be seen as a service starting api for remote-actor
    clients.
-    '''
+    """
    if loglevel:
        get_console_log(loglevel)
@ -359,14 +283,13 @@ async def maybe_spawn_daemon(
    lock = Brokerd.locks[service_name]
    await lock.acquire()
-    async with find_service(service_name) as portal:
+    # attach to existing daemon by name if possible
    async with tractor.find_actor(service_name) as portal:
        if portal is not None:
            lock.release()
            yield portal
            return
    log.warning(f"Couldn't find any existing {service_name}")
    # ask root ``pikerd`` daemon to spawn the daemon we need if
    # pikerd is not live we now become the root of the
    # process tree
@ -402,7 +325,6 @@ async def maybe_spawn_daemon(
        async with tractor.wait_for_actor(service_name) as portal:
            lock.release()
            yield portal
            await portal.cancel_actor()
 async def spawn_brokerd(
@ -426,19 +348,9 @@ 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
@ -456,7 +368,7 @@ async def spawn_brokerd(
    return True
-@acm
+@asynccontextmanager
 async def maybe_spawn_brokerd(
    brokername: str,
@ -464,9 +376,7 @@ async def maybe_spawn_brokerd(
    **kwargs,
 ) -> tractor.Portal:
-    '''
+    '''Helper to spawn a brokerd service.
    Helper to spawn a brokerd service *from* a client
    who wishes to use the sub-actor-daemon.
    '''
    async with maybe_spawn_daemon(
@ -518,7 +428,7 @@ async def spawn_emsd(
    return True
-@acm
+@asynccontextmanager
 async def maybe_open_emsd(
    brokername: str,
@ -537,25 +447,3 @@ async def maybe_open_emsd(
    ) as portal:
        yield portal
 # TODO: ideally we can start the tsdb "on demand" but it's
 # probably going to require "rootless" docker, at least if we don't
 # want to expect the user to start ``pikerd`` with root perms all the
 # time.
 # async def maybe_open_marketstored(
 #     loglevel: Optional[str] = None,
 #     **kwargs,
 # ) -> tractor._portal.Portal:  # noqa
 #     async with maybe_spawn_daemon(
 #         'marketstored',
 #         service_task_target=spawn_emsd,
 #         spawn_args={'loglevel': loglevel},
 #         loglevel=loglevel,
 #         **kwargs,
 #     ) as portal:
 #         yield portal
--- a/piker/_profile.py
+++ b/piker/_profile.py
@ -21,10 +21,7 @@ Profiling wrappers for internal libs.
 import time
 from functools import wraps
-# NOTE: you can pass a flag to enable this:
+_pg_profile: bool = True
 # ``piker chart <args> --profile``.
 _pg_profile: bool = False
 ms_slower_then: float = 0
 def pg_profile_enabled() -> bool:
--- a/piker/brokers/_util.py
+++ b/piker/brokers/_util.py
@ -33,49 +33,13 @@ 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(
    resp: asks.response_objects.Response,
    log: logging.Logger,
-    return_json: bool = True,
+    return_json: bool = True
    log_resp: bool = False,
 ) -> asks.response_objects.Response:
    """Process response and return its json content.
@ -84,12 +48,11 @@ 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)
    else:
        log.debug(f"Received json contents:\n{colorize_json(json)}")
-    if log_resp:
+    return json if return_json else resp
        log.debug(f"Received json contents:\n{colorize_json(msg)}")
    return msg if return_json else resp
--- a/piker/brokers/binance.py
+++ b/piker/brokers/binance.py
@ -18,17 +18,13 @@
 Binance backend
 """
-from contextlib import asynccontextmanager as acm
+from contextlib import asynccontextmanager
-from datetime import datetime
+from typing import List, Dict, Any, Tuple, Union, Optional, AsyncGenerator
 from typing import (
    Any, Union, Optional,
    AsyncGenerator, Callable,
 )
 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
@ -92,7 +88,7 @@ class Pair(BaseModel):
    baseCommissionPrecision: int
    quoteCommissionPrecision: int
-    orderTypes: list[str]
+    orderTypes: List[str]
    icebergAllowed: bool
    ocoAllowed: bool
@ -100,8 +96,8 @@ class Pair(BaseModel):
    isSpotTradingAllowed: bool
    isMarginTradingAllowed: bool
-    filters: list[dict[str, Union[str, int, float]]]
+    filters: List[Dict[str, Union[str, int, float]]]
-    permissions: list[str]
+    permissions: List[str]
@dataclass
@ -133,7 +129,7 @@ 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))
@ -149,7 +145,7 @@ class Client:
        self,
        method: str,
        params: dict,
-    ) -> dict[str, Any]:
+    ) -> Dict[str, Any]:
        resp = await self._sesh.get(
            path=f'/api/v3/{method}',
            params=params,
@ -204,7 +200,7 @@ class Client:
        self,
        pattern: str,
        limit: int = None,
-    ) -> dict[str, Any]:
+    ) -> Dict[str, Any]:
        if self._pairs is not None:
            data = self._pairs
        else:
@ -222,22 +218,20 @@ 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(
@ -279,7 +273,7 @@ class Client:
        return array
-@acm
+@asynccontextmanager
 async def get_client() -> Client:
    client = Client()
    await client.cache_symbols()
@ -359,7 +353,7 @@ async def stream_messages(ws: NoBsWs) -> AsyncGenerator[NoBsWs, dict]:
            }
-def make_sub(pairs: list[str], sub_name: str, uid: int) -> dict[str, str]:
+def make_sub(pairs: List[str], sub_name: str, uid: int) -> Dict[str, str]:
    """Create a request subscription packet dict.
    https://binance-docs.github.io/apidocs/spot/en/#live-subscribing-unsubscribing-to-streams
@ -374,37 +368,6 @@ def make_sub(pairs: list[str], sub_name: str, uid: int) -> dict[str, str]:
    }
@acm
 async def open_history_client(
    symbol: str,
 ) -> tuple[Callable, int]:
    # TODO implement history getter for the new storage layer.
    async with open_cached_client('binance') as client:
        async def get_ohlc(
            end_dt: Optional[datetime] = None,
            start_dt: Optional[datetime] = None,
        ) -> tuple[
            np.ndarray,
            datetime,  # start
            datetime,  # end
        ]:
            array = await client.bars(
                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(
    sym: str,
    shm: ShmArray,  # type: ignore # noqa
@ -422,12 +385,13 @@ async def backfill_bars(
 async def stream_quotes(
    send_chan: trio.abc.SendChannel,
-    symbols: list[str],
+    symbols: List[str],
    shm: ShmArray,
    feed_is_live: trio.Event,
    loglevel: str = None,
    # startup sync
-    task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
+    task_status: TaskStatus[Tuple[Dict, Dict]] = trio.TASK_STATUS_IGNORED,
 ) -> None:
    # XXX: required to propagate ``tractor`` loglevel to piker logging
@ -452,8 +416,8 @@ 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]
@ -464,11 +428,10 @@ async def stream_quotes(
            symbol: {
                'symbol_info': sym_infos[sym],
                'shm_write_opts': {'sum_tick_vml': False},
                'fqsn': sym,
            },
        }
-        @acm
+        @asynccontextmanager
        async def subscribe(ws: wsproto.WSConnection):
            # setup subs
@ -518,7 +481,8 @@ async def stream_quotes(
                # TODO: use ``anext()`` when it lands in 3.10!
                typ, quote = await msg_gen.__anext__()
-            task_status.started((init_msgs,  quote))
+            first_quote = {quote['symbol'].lower(): quote}
            task_status.started((init_msgs,  first_quote))
            # signal to caller feed is ready for consumption
            feed_is_live.set()
--- a/piker/brokers/cli.py
+++ b/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}?")
    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
        )
    )
@ -133,6 +141,9 @@ def bars(config, symbol, count):
        log.error(f"No quotes could be found for {symbol}?")
        return
    if df_output:
        click.echo(pd.DataFrame(bars))
    else:
        click.echo(colorize_json(bars))
@ -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]
@ -226,6 +233,13 @@ def optsquote(config, symbol, date):
        log.error(f"No option quotes could be found for {symbol}?")
        return
    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))
@ -233,10 +247,8 @@ def optsquote(config, symbol, date):
@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']
--- a/piker/brokers/core.py
+++ b/piker/brokers/core.py
@ -142,23 +142,15 @@ async def symbol_search(
    brokermods: list[ModuleType],
    pattern: str,
    **kwargs,
 ) -> Dict[str, Dict[str, Dict[str, Any]]]:
-    '''
+    """Return symbol info from broker.
-    Return symbol info from broker.
+    """
    '''
    results = []
-    async def search_backend(
+    async def search_backend(brokername: str) -> None:
        brokermod: ModuleType
    ) -> None:
        brokername: str = mod.name
        async with maybe_spawn_brokerd(
-            mod.name,
+            brokername,
            infect_asyncio=getattr(mod, '_infect_asyncio', False),
        ) as portal:
            results.append((
--- a/piker/brokers/ib.py
+++ b/piker/brokers/ib.py
--- a/piker/brokers/ib/init.py
+++ b/piker/brokers/ib/init.py
@ -1,67 +0,0 @@
 # piker: trading gear for hackers
 # Copyright (C) Tyler Goodlet (in stewardship for pikers)
 # This program is free software: you can redistribute it and/or modify
 # it under the terms of the GNU Affero General Public License as published by
 # the Free Software Foundation, either version 3 of the License, or
 # (at your option) any later version.
 # This program is distributed in the hope that it will be useful,
 # but WITHOUT ANY WARRANTY; without even the implied warranty of
 # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 # GNU Affero General Public License for more details.
 # You should have received a copy of the GNU Affero General Public License
 # along with this program.  If not, see <https://www.gnu.org/licenses/>.
 """
 Interactive Brokers API backend.
 Sub-modules within break into the core functionalities:
 - ``broker.py`` part for orders / trading endpoints
 - ``data.py`` for real-time data feed endpoints
 - ``client.py`` for the core API machinery which is ``trio``-ized
  wrapping around ``ib_insync``.
 - ``report.py`` for the hackery to build manual pp calcs
  to avoid ib's absolute bullshit FIFO style position
  tracking..
 """
 from .api import (
    get_client,
 )
 from .feed import (
    open_history_client,
    open_symbol_search,
    stream_quotes,
 )
 from .broker import trades_dialogue
 __all__ = [
    'get_client',
    'trades_dialogue',
    'open_history_client',
    'open_symbol_search',
    'stream_quotes',
 ]
 # tractor RPC enable arg
 __enable_modules__: list[str] = [
    'api',
    'feed',
    'broker',
 ]
 # passed to ``tractor.ActorNursery.start_actor()``
 _spawn_kwargs = {
    'infect_asyncio': True,
 }
 # annotation to let backend agnostic code
 # know if ``brokerd`` should be spawned with
 # ``tractor``'s aio mode.
 _infect_asyncio: bool = True
--- a/piker/brokers/ib/api.py
+++ b/piker/brokers/ib/api.py
--- a/piker/brokers/ib/broker.py
+++ b/piker/brokers/ib/broker.py
@ -1,590 +0,0 @@
 # piker: trading gear for hackers
 # Copyright (C) Tyler Goodlet (in stewardship for pikers)
 # This program is free software: you can redistribute it and/or modify
 # it under the terms of the GNU Affero General Public License as published by
 # the Free Software Foundation, either version 3 of the License, or
 # (at your option) any later version.
 # This program is distributed in the hope that it will be useful,
 # but WITHOUT ANY WARRANTY; without even the implied warranty of
 # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 # GNU Affero General Public License for more details.
 # You should have received a copy of the GNU Affero General Public License
 # along with this program.  If not, see <https://www.gnu.org/licenses/>.
 """
 Order and trades endpoints for use with ``piker``'s EMS.
 """
 from __future__ import annotations
 from dataclasses import asdict
 from functools import partial
 from pprint import pformat
 import time
 from typing import (
    Any,
    Optional,
    AsyncIterator,
 )
 import trio
 from trio_typing import TaskStatus
 import tractor
 from ib_insync.contract import (
    Contract,
    Option,
 )
 from ib_insync.order import (
    Trade,
    OrderStatus,
 )
 from ib_insync.objects import (
    Fill,
    Execution,
 )
 from ib_insync.objects import Position
 from piker import config
 from piker.log import get_console_log
 from piker.clearing._messages import (
    BrokerdOrder,
    BrokerdOrderAck,
    BrokerdStatus,
    BrokerdPosition,
    BrokerdCancel,
    BrokerdFill,
    BrokerdError,
 )
 from .api import (
    _accounts2clients,
    _adhoc_futes_set,
    log,
    get_config,
    open_client_proxies,
    Client,
 )
 def pack_position(
    pos: Position
 ) -> dict[str, Any]:
    con = pos.contract
    if isinstance(con, Option):
        # TODO: option symbol parsing and sane display:
        symbol = con.localSymbol.replace(' ', '')
    else:
        # TODO: lookup fqsn even for derivs.
        symbol = con.symbol.lower()
    exch = (con.primaryExchange or con.exchange).lower()
    symkey = '.'.join((symbol, exch))
    if not exch:
        # attempt to lookup the symbol from our
        # hacked set..
        for sym in _adhoc_futes_set:
            if symbol in sym:
                symkey = sym
                break
    expiry = con.lastTradeDateOrContractMonth
    if expiry:
        symkey += f'.{expiry}'
    # TODO: options contracts into a sane format..
    return BrokerdPosition(
        broker='ib',
        account=pos.account,
        symbol=symkey,
        currency=con.currency,
        size=float(pos.position),
        avg_price=float(pos.avgCost) / float(con.multiplier or 1.0),
    )
 async def handle_order_requests(
    ems_order_stream: tractor.MsgStream,
    accounts_def: dict[str, str],
 ) -> None:
    request_msg: dict
    async for request_msg in ems_order_stream:
        log.info(f'Received order request {request_msg}')
        action = request_msg['action']
        account = request_msg['account']
        acct_number = accounts_def.get(account)
        if not acct_number:
            log.error(
                f'An IB account number for name {account} is not found?\n'
                'Make sure you have all TWS and GW instances running.'
            )
            await ems_order_stream.send(BrokerdError(
                oid=request_msg['oid'],
                symbol=request_msg['symbol'],
                reason=f'No account found: `{account}` ?',
            ).dict())
            continue
        client = _accounts2clients.get(account)
        if not client:
            log.error(
                f'An IB client for account name {account} is not found.\n'
                'Make sure you have all TWS and GW instances running.'
            )
            await ems_order_stream.send(BrokerdError(
                oid=request_msg['oid'],
                symbol=request_msg['symbol'],
                reason=f'No api client loaded for account: `{account}` ?',
            ).dict())
            continue
        if action in {'buy', 'sell'}:
            # validate
            order = BrokerdOrder(**request_msg)
            # call our client api to submit the order
            reqid = client.submit_limit(
                oid=order.oid,
                symbol=order.symbol,
                price=order.price,
                action=order.action,
                size=order.size,
                account=acct_number,
                # XXX: by default 0 tells ``ib_insync`` methods that
                # there is no existing order so ask the client to create
                # a new one (which it seems to do by allocating an int
                # counter - collision prone..)
                reqid=order.reqid,
            )
            if reqid is None:
                await ems_order_stream.send(BrokerdError(
                    oid=request_msg['oid'],
                    symbol=request_msg['symbol'],
                    reason='Order already active?',
                ).dict())
            # deliver ack that order has been submitted to broker routing
            await ems_order_stream.send(
                BrokerdOrderAck(
                    # ems order request id
                    oid=order.oid,
                    # broker specific request id
                    reqid=reqid,
                    time_ns=time.time_ns(),
                    account=account,
                ).dict()
            )
        elif action == 'cancel':
            msg = BrokerdCancel(**request_msg)
            client.submit_cancel(reqid=msg.reqid)
        else:
            log.error(f'Unknown order command: {request_msg}')
 async def recv_trade_updates(
    client: Client,
    to_trio: trio.abc.SendChannel,
 ) -> None:
    """Stream a ticker using the std L1 api.
    """
    client.inline_errors(to_trio)
    # sync with trio task
    to_trio.send_nowait(None)
    def push_tradesies(eventkit_obj, obj, fill=None):
        """Push events to trio task.
        """
        if fill is not None:
            # execution details event
            item = ('fill', (obj, fill))
        elif eventkit_obj.name() == 'positionEvent':
            item = ('position', obj)
        else:
            item = ('status', obj)
        log.info(f'eventkit event ->\n{pformat(item)}')
        try:
            to_trio.send_nowait(item)
        except trio.BrokenResourceError:
            log.exception(f'Disconnected from {eventkit_obj} updates')
            eventkit_obj.disconnect(push_tradesies)
    # hook up to the weird eventkit object - event stream api
    for ev_name in [
        'orderStatusEvent',  # all order updates
        'execDetailsEvent',  # all "fill" updates
        'positionEvent',  # avg price updates per symbol per account
        # 'commissionReportEvent',
        # XXX: ugh, it is a separate event from IB and it's
        # emitted as follows:
        # self.ib.commissionReportEvent.emit(trade, fill, report)
        # XXX: not sure yet if we need these
        # 'updatePortfolioEvent',
        # XXX: these all seem to be weird ib_insync intrernal
        # events that we probably don't care that much about
        # given the internal design is wonky af..
        # 'newOrderEvent',
        # 'orderModifyEvent',
        # 'cancelOrderEvent',
        # 'openOrderEvent',
    ]:
        eventkit_obj = getattr(client.ib, ev_name)
        handler = partial(push_tradesies, eventkit_obj)
        eventkit_obj.connect(handler)
    # let the engine run and stream
    await client.ib.disconnectedEvent
@tractor.context
 async def trades_dialogue(
    ctx: tractor.Context,
    loglevel: str = None,
 ) -> AsyncIterator[dict[str, Any]]:
    # XXX: required to propagate ``tractor`` loglevel to piker logging
    get_console_log(loglevel or tractor.current_actor().loglevel)
    accounts_def = config.load_accounts(['ib'])
    global _client_cache
    # deliver positions to subscriber before anything else
    all_positions = []
    accounts = set()
    clients: list[tuple[Client, trio.MemoryReceiveChannel]] = []
    async with (
        trio.open_nursery() as nurse,
        open_client_proxies() as (proxies, aioclients),
    ):
        for account, proxy in proxies.items():
            client = aioclients[account]
            async def open_stream(
                task_status: TaskStatus[
                    trio.abc.ReceiveChannel
                ] = trio.TASK_STATUS_IGNORED,
            ):
                # each api client has a unique event stream
                async with tractor.to_asyncio.open_channel_from(
                    recv_trade_updates,
                    client=client,
                ) as (first, trade_event_stream):
                    task_status.started(trade_event_stream)
                    await trio.sleep_forever()
            trade_event_stream = await nurse.start(open_stream)
            clients.append((client, trade_event_stream))
            assert account in accounts_def
            accounts.add(account)
        for client in aioclients.values():
            for pos in client.positions():
                msg = pack_position(pos)
                msg.account = accounts_def.inverse[msg.account]
                assert msg.account in accounts, (
                    f'Position for unknown account: {msg.account}')
                all_positions.append(msg.dict())
        trades: list[dict] = []
        for proxy in proxies.values():
            trades.append(await proxy.trades())
        log.info(f'Loaded {len(trades)} from this session')
        # TODO: write trades to local ``trades.toml``
        # - use above per-session trades data and write to local file
        # - get the "flex reports" working and pull historical data and
        # also save locally.
        await ctx.started((
            all_positions,
            tuple(name for name in accounts_def if name in accounts),
        ))
        async with (
            ctx.open_stream() as ems_stream,
            trio.open_nursery() as n,
        ):
            # start order request handler **before** local trades event loop
            n.start_soon(handle_order_requests, ems_stream, accounts_def)
            # allocate event relay tasks for each client connection
            for client, stream in clients:
                n.start_soon(
                    deliver_trade_events,
                    stream,
                    ems_stream,
                    accounts_def
                )
            # block until cancelled
            await trio.sleep_forever()
 async def deliver_trade_events(
    trade_event_stream: trio.MemoryReceiveChannel,
    ems_stream: tractor.MsgStream,
    accounts_def: dict[str, str],
 ) -> None:
    '''Format and relay all trade events for a given client to the EMS.
    '''
    action_map = {'BOT': 'buy', 'SLD': 'sell'}
    # TODO: for some reason we can receive a ``None`` here when the
    # ib-gw goes down? Not sure exactly how that's happening looking
    # at the eventkit code above but we should probably handle it...
    async for event_name, item in trade_event_stream:
        log.info(f'ib sending {event_name}:\n{pformat(item)}')
        # TODO: templating the ib statuses in comparison with other
        # brokers is likely the way to go:
        # https://interactivebrokers.github.io/tws-api/interfaceIBApi_1_1EWrapper.html#a17f2a02d6449710b6394d0266a353313
        # short list:
        # - PendingSubmit
        # - PendingCancel
        # - PreSubmitted (simulated orders)
        # - ApiCancelled (cancelled by client before submission
        #                 to routing)
        # - Cancelled
        # - Filled
        # - Inactive (reject or cancelled but not by trader)
        # XXX: here's some other sucky cases from the api
        # - short-sale but securities haven't been located, in this
        #   case we should probably keep the order in some kind of
        #   weird state or cancel it outright?
        # status='PendingSubmit', message=''),
        # status='Cancelled', message='Error 404,
        #   reqId 1550: Order held while securities are located.'),
        # status='PreSubmitted', message='')],
        if event_name == 'status':
            # XXX: begin normalization of nonsense ib_insync internal
            # object-state tracking representations...
            # unwrap needed data from ib_insync internal types
            trade: Trade = item
            status: OrderStatus = trade.orderStatus
            # skip duplicate filled updates - we get the deats
            # from the execution details event
            msg = BrokerdStatus(
                reqid=trade.order.orderId,
                time_ns=time.time_ns(),  # cuz why not
                account=accounts_def.inverse[trade.order.account],
                # everyone doin camel case..
                status=status.status.lower(),  # force lower case
                filled=status.filled,
                reason=status.whyHeld,
                # this seems to not be necessarily up to date in the
                # execDetails event.. so we have to send it here I guess?
                remaining=status.remaining,
                broker_details={'name': 'ib'},
            )
        elif event_name == 'fill':
            # for wtv reason this is a separate event type
            # from IB, not sure why it's needed other then for extra
            # complexity and over-engineering :eyeroll:.
            # we may just end up dropping these events (or
            # translating them to ``Status`` msgs) if we can
            # show the equivalent status events are no more latent.
            # unpack ib_insync types
            # pep-0526 style:
            # https://www.python.org/dev/peps/pep-0526/#global-and-local-variable-annotations
            trade: Trade
            fill: Fill
            trade, fill = item
            execu: Execution = fill.execution
            # TODO: normalize out commissions details?
            details = {
                'contract': asdict(fill.contract),
                'execution': asdict(fill.execution),
                'commissions': asdict(fill.commissionReport),
                'broker_time': execu.time,   # supposedly server fill time
                'name': 'ib',
            }
            msg = BrokerdFill(
                # should match the value returned from `.submit_limit()`
                reqid=execu.orderId,
                time_ns=time.time_ns(),  # cuz why not
                action=action_map[execu.side],
                size=execu.shares,
                price=execu.price,
                broker_details=details,
                # XXX: required by order mode currently
                broker_time=details['broker_time'],
            )
        elif event_name == 'error':
            err: dict = item
            # f$#$% gawd dammit insync..
            con = err['contract']
            if isinstance(con, Contract):
                err['contract'] = asdict(con)
            if err['reqid'] == -1:
                log.error(f'TWS external order error:\n{pformat(err)}')
            # TODO: what schema for this msg if we're going to make it
            # portable across all backends?
            # msg = BrokerdError(**err)
            continue
        elif event_name == 'position':
            msg = pack_position(item)
            msg.account = accounts_def.inverse[msg.account]
        elif event_name == 'event':
            # it's either a general system status event or an external
            # trade event?
            log.info(f"TWS system status: \n{pformat(item)}")
            # TODO: support this again but needs parsing at the callback
            # level...
            # reqid = item.get('reqid', 0)
            # if getattr(msg, 'reqid', 0) < -1:
            # log.info(f"TWS triggered trade\n{pformat(msg.dict())}")
            continue
            # msg.reqid = 'tws-' + str(-1 * reqid)
            # mark msg as from "external system"
            # TODO: probably something better then this.. and start
            # considering multiplayer/group trades tracking
            # msg.broker_details['external_src'] = 'tws'
        # XXX: we always serialize to a dict for msgpack
        # translations, ideally we can move to an msgspec (or other)
        # encoder # that can be enabled in ``tractor`` ahead of
        # time so we can pass through the message types directly.
        await ems_stream.send(msg.dict())
 def load_flex_trades(
    path: Optional[str] = None,
 ) -> dict[str, str]:
    from pprint import pprint
    from ib_insync import flexreport, util
    conf = get_config()
    if not path:
        # load ``brokers.toml`` and try to get the flex
        # token and query id that must be previously defined
        # by the user.
        token = conf.get('flex_token')
        if not token:
            raise ValueError(
               'You must specify a ``flex_token`` field in your'
               '`brokers.toml` in order load your trade log, see our'
               'intructions for how to set this up here:\n'
               'PUT LINK HERE!'
            )
        qid = conf['flex_trades_query_id']
        # TODO: hack this into our logging
        # system like we do with the API client..
        util.logToConsole()
        # TODO: rewrite the query part of this with async..httpx?
        report = flexreport.FlexReport(
            token=token,
            queryId=qid,
        )
    else:
        # XXX: another project we could potentially look at,
        # https://pypi.org/project/ibflex/
        report = flexreport.FlexReport(path=path)
    trade_entries = report.extract('Trade')
    trades = {
        # XXX: LOL apparently ``toml`` has a bug
        # where a section key error will show up in the write
        # if you leave this as an ``int``?
        str(t.__dict__['tradeID']): t.__dict__
        for t in trade_entries
    }
    ln = len(trades)
    log.info(f'Loaded {ln} trades from flex query')
    trades_by_account = {}
    for tid, trade in trades.items():
        trades_by_account.setdefault(
            # oddly for some so-called "BookTrade" entries
            # this field seems to be blank, no cuckin clue.
            # trade['ibExecID']
            str(trade['accountId']), {}
        )[tid] = trade
    section = {'ib': trades_by_account}
    pprint(section)
    # TODO: load the config first and append in
    # the new trades loaded here..
    try:
        config.write(section, 'trades')
    except KeyError:
        import pdbpp; pdbpp.set_trace()  # noqa
 if __name__ == '__main__':
    load_flex_trades()
--- a/piker/brokers/ib/feed.py
+++ b/piker/brokers/ib/feed.py
@ -1,938 +0,0 @@
 # piker: trading gear for hackers
 # Copyright (C) Tyler Goodlet (in stewardship for pikers)
 # This program is free software: you can redistribute it and/or modify
 # it under the terms of the GNU Affero General Public License as published by
 # the Free Software Foundation, either version 3 of the License, or
 # (at your option) any later version.
 # This program is distributed in the hope that it will be useful,
 # but WITHOUT ANY WARRANTY; without even the implied warranty of
 # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 # GNU Affero General Public License for more details.
 # You should have received a copy of the GNU Affero General Public License
 # along with this program.  If not, see <https://www.gnu.org/licenses/>.
 """
 Data feed endpoints pre-wrapped and ready for use with ``tractor``/``trio``.
 """
 from __future__ import annotations
 import asyncio
 from contextlib import asynccontextmanager as acm
 from dataclasses import asdict
 from datetime import datetime
 from math import isnan
 import time
 from typing import (
    Callable,
    Optional,
    Awaitable,
 )
 from async_generator import aclosing
 from fuzzywuzzy import process as fuzzy
 import numpy as np
 import pendulum
 import tractor
 import trio
 from trio_typing import TaskStatus
 from piker.data._sharedmem import ShmArray
 from .._util import SymbolNotFound, NoData
 from .api import (
    _adhoc_futes_set,
    log,
    load_aio_clients,
    ibis,
    MethodProxy,
    open_client_proxies,
    get_preferred_data_client,
    Ticker,
    RequestError,
    Contract,
 )
 # https://interactivebrokers.github.io/tws-api/tick_types.html
 tick_types = {
    77: 'trade',
    # a "utrade" aka an off exchange "unreportable" (dark) vlm:
    # https://interactivebrokers.github.io/tws-api/tick_types.html#rt_volume
    48: 'dark_trade',
    # standard L1 ticks
    0: 'bsize',
    1: 'bid',
    2: 'ask',
    3: 'asize',
    4: 'last',
    5: 'size',
    8: 'volume',
    # ``ib_insync`` already packs these into
    # quotes under the following fields.
    # 55: 'trades_per_min',  # `'tradeRate'`
    # 56: 'vlm_per_min',  # `'volumeRate'`
    # 89: 'shortable',  # `'shortableShares'`
 }
@acm
 async def open_data_client() -> MethodProxy:
    '''
    Open the first found preferred "data client" as defined in the
    user's ``brokers.toml`` in the ``ib.prefer_data_account`` variable
    and deliver that client wrapped in a ``MethodProxy``.
    '''
    async with (
        open_client_proxies() as (proxies, clients),
    ):
        account_name, client = get_preferred_data_client(clients)
        proxy = proxies.get(f'ib.{account_name}')
        if not proxy:
            raise ValueError(
                f'No preferred data client could be found for {account_name}!'
            )
        yield proxy
@acm
 async def open_history_client(
    symbol: str,
 ) -> tuple[Callable, int]:
    '''
    History retreival endpoint - delivers a historical frame callble
    that takes in ``pendulum.datetime`` and returns ``numpy`` arrays.
    '''
    async with open_data_client() as proxy:
        async def get_hist(
            end_dt: Optional[datetime] = None,
            start_dt: Optional[datetime] = None,
        ) -> tuple[np.ndarray, str]:
            out, fails = await get_bars(proxy, symbol, end_dt=end_dt)
            # TODO: add logic here to handle tradable hours and only grab
            # valid bars in the range
            if out is None:
                # could be trying to retreive bars over weekend
                log.error(f"Can't grab bars starting at {end_dt}!?!?")
                raise NoData(
                    f'{end_dt}',
                    frame_size=2000,
                )
            bars, bars_array, first_dt, last_dt = out
            # volume cleaning since there's -ve entries,
            # wood luv to know what crookery that is..
            vlm = bars_array['volume']
            vlm[vlm < 0] = 0
            return bars_array, first_dt, last_dt
        # TODO: it seems like we can do async queries for ohlc
        # but getting the order right still isn't working and I'm not
        # quite sure why.. needs some tinkering and probably
        # a lookthrough of the ``ib_insync`` machinery, for eg. maybe
        # we have to do the batch queries on the `asyncio` side?
        yield get_hist, {'erlangs': 1, 'rate': 6}
 _pacing: str = (
    'Historical Market Data Service error '
    'message:Historical data request pacing violation'
 )
 async def get_bars(
    proxy: MethodProxy,
    fqsn: str,
    # blank to start which tells ib to look up the latest datum
    end_dt: str = '',
 ) -> (dict, np.ndarray):
    '''
    Retrieve historical data from a ``trio``-side task using
    a ``MethoProxy``.
    '''
    fails = 0
    bars: Optional[list] = None
    first_dt: datetime = None
    last_dt: datetime = None
    if end_dt:
        last_dt = pendulum.from_timestamp(end_dt.timestamp())
    for _ in range(10):
        try:
            out = await proxy.bars(
                fqsn=fqsn,
                end_dt=end_dt,
            )
            if out:
                bars, bars_array = out
            else:
                await tractor.breakpoint()
            if bars_array is None:
                raise SymbolNotFound(fqsn)
            first_dt = pendulum.from_timestamp(
                bars[0].date.timestamp())
            last_dt = pendulum.from_timestamp(
                bars[-1].date.timestamp())
            time = bars_array['time']
            assert time[-1] == last_dt.timestamp()
            assert time[0] == first_dt.timestamp()
            log.info(
                f'{len(bars)} bars retreived for {first_dt} -> {last_dt}'
            )
            return (bars, bars_array, first_dt, last_dt), fails
        except RequestError as err:
            msg = err.message
            # why do we always need to rebind this?
            # _err = err
            if 'No market data permissions for' in msg:
                # TODO: signalling for no permissions searches
                raise NoData(
                    f'Symbol: {fqsn}',
                )
            elif (
                err.code == 162
                and 'HMDS query returned no data' in err.message
            ):
                # XXX: this is now done in the storage mgmt layer
                # and we shouldn't implicitly decrement the frame dt
                # index since the upper layer may be doing so
                # concurrently and we don't want to be delivering frames
                # that weren't asked for.
                log.warning(
                    f'NO DATA found ending @ {end_dt}\n'
                )
                # try to decrement start point and look further back
                # end_dt = last_dt = last_dt.subtract(seconds=2000)
                raise NoData(
                    f'Symbol: {fqsn}',
                    frame_size=2000,
                )
            elif _pacing in msg:
                log.warning(
                    'History throttle rate reached!\n'
                    'Resetting farms with `ctrl-alt-f` hack\n'
                )
                # TODO: we might have to put a task lock around this
                # method..
                hist_ev = proxy.status_event(
                    'HMDS data farm connection is OK:ushmds'
                )
                # XXX: other event messages we might want to try and
                # wait for but i wasn't able to get any of this
                # reliable..
                # reconnect_start = proxy.status_event(
                #     'Market data farm is connecting:usfuture'
                # )
                # live_ev = proxy.status_event(
                #     'Market data farm connection is OK:usfuture'
                # )
                # try to wait on the reset event(s) to arrive, a timeout
                # will trigger a retry up to 6 times (for now).
                tries: int = 2
                timeout: float = 10
                # try 3 time with a data reset then fail over to
                # a connection reset.
                for i in range(1, tries):
                    log.warning('Sending DATA RESET request')
                    await data_reset_hack(reset_type='data')
                    with trio.move_on_after(timeout) as cs:
                        for name, ev in [
                            # TODO: not sure if waiting on other events
                            # is all that useful here or not. in theory
                            # you could wait on one of the ones above
                            # first to verify the reset request was
                            # sent?
                            ('history', hist_ev),
                        ]:
                            await ev.wait()
                            log.info(f"{name} DATA RESET")
                            break
                    if cs.cancelled_caught:
                        fails += 1
                        log.warning(
                            f'Data reset {name} timeout, retrying {i}.'
                        )
                        continue
                else:
                    log.warning('Sending CONNECTION RESET')
                    await data_reset_hack(reset_type='connection')
                    with trio.move_on_after(timeout) as cs:
                        for name, ev in [
                            # TODO: not sure if waiting on other events
                            # is all that useful here or not. in theory
                            # you could wait on one of the ones above
                            # first to verify the reset request was
                            # sent?
                            ('history', hist_ev),
                        ]:
                            await ev.wait()
                            log.info(f"{name} DATA RESET")
                    if cs.cancelled_caught:
                        fails += 1
                        log.warning('Data CONNECTION RESET timeout!?')
            else:
                raise
    return None, None
    # else:  # throttle wasn't fixed so error out immediately
    #     raise _err
 async def backfill_bars(
    fqsn: str,
    shm: ShmArray,  # type: ignore # noqa
    # TODO: we want to avoid overrunning the underlying shm array buffer
    # and we should probably calc the number of calls to make depending
    # on that until we have the `marketstore` daemon in place in which
    # case the shm size will be driven by user config and available sys
    # memory.
    count: int = 16,
    task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
 ) -> None:
    '''
    Fill historical bars into shared mem / storage afap.
    TODO: avoid pacing constraints:
    https://github.com/pikers/piker/issues/128
    '''
    # last_dt1 = None
    last_dt = None
    with trio.CancelScope() as cs:
        async with open_data_client() as proxy:
            out, fails = await get_bars(proxy, fqsn)
            if out is None:
                raise RuntimeError("Could not pull currrent history?!")
            (first_bars, bars_array, first_dt, last_dt) = out
            vlm = bars_array['volume']
            vlm[vlm < 0] = 0
            last_dt = first_dt
            # write historical data to buffer
            shm.push(bars_array)
            task_status.started(cs)
            i = 0
            while i < count:
                out, fails = await get_bars(proxy, fqsn, end_dt=first_dt)
                if out is None:
                    # could be trying to retreive bars over weekend
                    # TODO: add logic here to handle tradable hours and
                    # only grab valid bars in the range
                    log.error(f"Can't grab bars starting at {first_dt}!?!?")
                    # XXX: get_bars() should internally decrement dt by
                    # 2k seconds and try again.
                    continue
                (first_bars, bars_array, first_dt, last_dt) = out
                # last_dt1 = last_dt
                # last_dt = first_dt
                # volume cleaning since there's -ve entries,
                # wood luv to know what crookery that is..
                vlm = bars_array['volume']
                vlm[vlm < 0] = 0
                # TODO we should probably dig into forums to see what peeps
                # think this data "means" and then use it as an indicator of
                # sorts? dinkus has mentioned that $vlms for the day dont'
                # match other platforms nor the summary stat tws shows in
                # the monitor - it's probably worth investigating.
                shm.push(bars_array, prepend=True)
                i += 1
 asset_type_map = {
    'STK': 'stock',
    'OPT': 'option',
    'FUT': 'future',
    'CONTFUT': 'continuous_future',
    'CASH': 'forex',
    'IND': 'index',
    'CFD': 'cfd',
    'BOND': 'bond',
    'CMDTY': 'commodity',
    'FOP': 'futures_option',
    'FUND': 'mutual_fund',
    'WAR': 'warrant',
    'IOPT': 'warran',
    'BAG': 'bag',
    # 'NEWS': 'news',
 }
 _quote_streams: dict[str, trio.abc.ReceiveStream] = {}
 async def _setup_quote_stream(
    from_trio: asyncio.Queue,
    to_trio: trio.abc.SendChannel,
    symbol: str,
    opts: tuple[int] = (
        '375',  # RT trade volume (excludes utrades)
        '233',  # RT trade volume (includes utrades)
        '236',  # Shortable shares
        # these all appear to only be updated every 25s thus
        # making them mostly useless and explains why the scanner
        # is always slow XD
        # '293',  # Trade count for day
        '294',  # Trade rate / minute
        '295',  # Vlm rate / minute
    ),
    contract: Optional[Contract] = None,
 ) -> trio.abc.ReceiveChannel:
    '''
    Stream a ticker using the std L1 api.
    This task is ``asyncio``-side and must be called from
    ``tractor.to_asyncio.open_channel_from()``.
    '''
    global _quote_streams
    to_trio.send_nowait(None)
    async with load_aio_clients() as accts2clients:
        caccount_name, client = get_preferred_data_client(accts2clients)
        contract = contract or (await client.find_contract(symbol))
        ticker: Ticker = client.ib.reqMktData(contract, ','.join(opts))
        # NOTE: it's batch-wise and slow af but I guess could
        # be good for backchecking? Seems to be every 5s maybe?
        # ticker: Ticker = client.ib.reqTickByTickData(
        #     contract, 'Last',
        # )
        # # define a simple queue push routine that streams quote packets
        # # to trio over the ``to_trio`` memory channel.
        # to_trio, from_aio = trio.open_memory_channel(2**8)  # type: ignore
        def teardown():
            ticker.updateEvent.disconnect(push)
            log.error(f"Disconnected stream for `{symbol}`")
            client.ib.cancelMktData(contract)
            # decouple broadcast mem chan
            _quote_streams.pop(symbol, None)
        def push(t: Ticker) -> None:
            """
            Push quotes to trio task.
            """
            # log.debug(t)
            try:
                to_trio.send_nowait(t)
            except (
                trio.BrokenResourceError,
                # XXX: HACK, not sure why this gets left stale (probably
                # due to our terrible ``tractor.to_asyncio``
                # implementation for streams.. but if the mem chan
                # gets left here and starts blocking just kill the feed?
                # trio.WouldBlock,
            ):
                # XXX: eventkit's ``Event.emit()`` for whatever redic
                # reason will catch and ignore regular exceptions
                # resulting in tracebacks spammed to console..
                # Manually do the dereg ourselves.
                teardown()
            except trio.WouldBlock:
                log.warning(
                    f'channel is blocking symbol feed for {symbol}?'
                    f'\n{to_trio.statistics}'
                )
            # except trio.WouldBlock:
            #     # for slow debugging purposes to avoid clobbering prompt
            #     # with log msgs
            #     pass
        ticker.updateEvent.connect(push)
        try:
            await asyncio.sleep(float('inf'))
        finally:
            teardown()
        # return from_aio
@acm
 async def open_aio_quote_stream(
    symbol: str,
    contract: Optional[Contract] = None,
 ) -> trio.abc.ReceiveStream:
    from tractor.trionics import broadcast_receiver
    global _quote_streams
    from_aio = _quote_streams.get(symbol)
    if from_aio:
        # if we already have a cached feed deliver a rx side clone to consumer
        async with broadcast_receiver(
            from_aio,
            2**6,
        ) as from_aio:
            yield from_aio
            return
    async with tractor.to_asyncio.open_channel_from(
        _setup_quote_stream,
        symbol=symbol,
        contract=contract,
    ) as (first, from_aio):
        # cache feed for later consumers
        _quote_streams[symbol] = from_aio
        yield from_aio
 # TODO: cython/mypyc/numba this!
 def normalize(
    ticker: Ticker,
    calc_price: bool = False
 ) -> dict:
    # should be real volume for this contract by default
    calc_price = False
    # check for special contract types
    con = ticker.contract
    if type(con) in (
        ibis.Commodity,
        ibis.Forex,
    ):
        # commodities and forex don't have an exchange name and
        # no real volume so we have to calculate the price
        suffix = con.secType
        # no real volume on this tract
        calc_price = True
    else:
        suffix = con.primaryExchange
        if not suffix:
            suffix = con.exchange
        # append a `.<suffix>` to the returned symbol
        # key for derivatives that normally is the expiry
        # date key.
        expiry = con.lastTradeDateOrContractMonth
        if expiry:
            suffix += f'.{expiry}'
    # convert named tuples to dicts so we send usable keys
    new_ticks = []
    for tick in ticker.ticks:
        if tick and not isinstance(tick, dict):
            td = tick._asdict()
            td['type'] = tick_types.get(
                td['tickType'],
                'n/a',
            )
            new_ticks.append(td)
            tbt = ticker.tickByTicks
            if tbt:
                print(f'tickbyticks:\n {ticker.tickByTicks}')
    ticker.ticks = new_ticks
    # some contracts don't have volume so we may want to calculate
    # a midpoint price based on data we can acquire (such as bid / ask)
    if calc_price:
        ticker.ticks.append(
            {'type': 'trade', 'price': ticker.marketPrice()}
        )
    # serialize for transport
    data = asdict(ticker)
    # generate fqsn with possible specialized suffix
    # for derivatives, note the lowercase.
    data['symbol'] = data['fqsn'] = '.'.join(
        (con.symbol, suffix)
    ).lower()
    # convert named tuples to dicts for transport
    tbts = data.get('tickByTicks')
    if tbts:
        data['tickByTicks'] = [tbt._asdict() for tbt in tbts]
    # add time stamps for downstream latency measurements
    data['brokerd_ts'] = time.time()
    # stupid stupid shit...don't even care any more..
    # leave it until we do a proper latency study
    # if ticker.rtTime is not None:
    #     data['broker_ts'] = data['rtTime_s'] = float(
    #         ticker.rtTime.timestamp) / 1000.
    data.pop('rtTime')
    return data
 async def stream_quotes(
    send_chan: trio.abc.SendChannel,
    symbols: list[str],
    feed_is_live: trio.Event,
    loglevel: str = None,
    # startup sync
    task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
 ) -> None:
    '''
    Stream symbol quotes.
    This is a ``trio`` callable routine meant to be invoked
    once the brokerd is up.
    '''
    # TODO: support multiple subscriptions
    sym = symbols[0]
    log.info(f'request for real-time quotes: {sym}')
    async with open_data_client() as proxy:
        con, first_ticker, details = await proxy.get_sym_details(symbol=sym)
        first_quote = normalize(first_ticker)
        # print(f'first quote: {first_quote}')
        def mk_init_msgs() -> dict[str, dict]:
            '''
            Collect a bunch of meta-data useful for feed startup and
            pack in a `dict`-msg.
            '''
            # pass back some symbol info like min_tick, trading_hours, etc.
            syminfo = asdict(details)
            syminfo.update(syminfo['contract'])
            # nested dataclass we probably don't need and that won't IPC
            # serialize
            syminfo.pop('secIdList')
            # TODO: more consistent field translation
            atype = syminfo['asset_type'] = asset_type_map[syminfo['secType']]
            # for stocks it seems TWS reports too small a tick size
            # such that you can't submit orders with that granularity?
            min_tick = 0.01 if atype == 'stock' else 0
            syminfo['price_tick_size'] = max(syminfo['minTick'], min_tick)
            # for "traditional" assets, volume is normally discreet, not
            # a float
            syminfo['lot_tick_size'] = 0.0
            ibclient = proxy._aio_ns.ib.client
            host, port = ibclient.host, ibclient.port
            # TODO: for loop through all symbols passed in
            init_msgs = {
                # pass back token, and bool, signalling if we're the writer
                # and that history has been written
                sym: {
                    'symbol_info': syminfo,
                    'fqsn': first_quote['fqsn'],
                },
                'status': {
                    'data_ep': f'{host}:{port}',
                },
            }
            return init_msgs
        init_msgs = mk_init_msgs()
        # TODO: we should instead spawn a task that waits on a feed to start
        # and let it wait indefinitely..instead of this hard coded stuff.
        with trio.move_on_after(1):
            contract, first_ticker, details = await proxy.get_quote(symbol=sym)
        # it might be outside regular trading hours so see if we can at
        # least grab history.
        if isnan(first_ticker.last):
            task_status.started((init_msgs, first_quote))
            # it's not really live but this will unblock
            # the brokerd feed task to tell the ui to update?
            feed_is_live.set()
            # block and let data history backfill code run.
            await trio.sleep_forever()
            return  # we never expect feed to come up?
        async with open_aio_quote_stream(
            symbol=sym,
            contract=con,
        ) as stream:
            # ugh, clear ticks since we've consumed them
            # (ahem, ib_insync is stateful trash)
            first_ticker.ticks = []
            task_status.started((init_msgs, first_quote))
            async with aclosing(stream):
                if type(first_ticker.contract) not in (
                    ibis.Commodity,
                    ibis.Forex
                ):
                    # wait for real volume on feed (trading might be closed)
                    while True:
                        ticker = await stream.receive()
                        # for a real volume contract we rait for the first
                        # "real" trade to take place
                        if (
                            # not calc_price
                            # and not ticker.rtTime
                            not ticker.rtTime
                        ):
                            # spin consuming tickers until we get a real
                            # market datum
                            log.debug(f"New unsent ticker: {ticker}")
                            continue
                        else:
                            log.debug("Received first real volume tick")
                            # ugh, clear ticks since we've consumed them
                            # (ahem, ib_insync is truly stateful trash)
                            ticker.ticks = []
                            # XXX: this works because we don't use
                            # ``aclosing()`` above?
                            break
                    quote = normalize(ticker)
                    log.debug(f"First ticker received {quote}")
                # tell caller quotes are now coming in live
                feed_is_live.set()
                # last = time.time()
                async for ticker in stream:
                    quote = normalize(ticker)
                    await send_chan.send({quote['fqsn']: quote})
                    # ugh, clear ticks since we've consumed them
                    ticker.ticks = []
                    # last = time.time()
 async def data_reset_hack(
    reset_type: str = 'data',
 ) -> None:
    '''
    Run key combos for resetting data feeds and yield back to caller
    when complete.
    This is a linux-only hack around:
    https://interactivebrokers.github.io/tws-api/historical_limitations.html#pacing_violations
    TODOs:
        - a return type that hopefully determines if the hack was
          successful.
        - other OS support?
        - integration with ``ib-gw`` run in docker + Xorg?
    '''
    async def vnc_click_hack(
        reset_type: str = 'data'
    ) -> None:
        '''
        Reset the data or netowork connection for the VNC attached
        ib gateway using magic combos.
        '''
        key = {'data': 'f', 'connection': 'r'}[reset_type]
        import asyncvnc
        async with asyncvnc.connect(
            'localhost',
            port=3003,
            # password='ibcansmbz',
        ) as client:
            # move to middle of screen
            # 640x1800
            client.mouse.move(
                x=500,
                y=500,
            )
            client.mouse.click()
            client.keyboard.press('Ctrl', 'Alt', key)  # keys are stacked
    await tractor.to_asyncio.run_task(vnc_click_hack)
    # we don't really need the ``xdotool`` approach any more B)
    return True
@tractor.context
 async def open_symbol_search(
    ctx: tractor.Context,
 ) -> None:
    # TODO: load user defined symbol set locally for fast search?
    await ctx.started({})
    async with open_data_client() as proxy:
        async with ctx.open_stream() as stream:
            last = time.time()
            async for pattern in stream:
                log.debug(f'received {pattern}')
                now = time.time()
                assert pattern, 'IB can not accept blank search pattern'
                # throttle search requests to no faster then 1Hz
                diff = now - last
                if diff < 1.0:
                    log.debug('throttle sleeping')
                    await trio.sleep(diff)
                    try:
                        pattern = stream.receive_nowait()
                    except trio.WouldBlock:
                        pass
                if not pattern or pattern.isspace():
                    log.warning('empty pattern received, skipping..')
                    # TODO: *BUG* if nothing is returned here the client
                    # side will cache a null set result and not showing
                    # anything to the use on re-searches when this query
                    # timed out. We probably need a special "timeout" msg
                    # or something...
                    # XXX: this unblocks the far end search task which may
                    # hold up a multi-search nursery block
                    await stream.send({})
                    continue
                log.debug(f'searching for {pattern}')
                last = time.time()
                # async batch search using api stocks endpoint and module
                # defined adhoc symbol set.
                stock_results = []
                async def stash_results(target: Awaitable[list]):
                    stock_results.extend(await target)
                async with trio.open_nursery() as sn:
                    sn.start_soon(
                        stash_results,
                        proxy.search_symbols(
                            pattern=pattern,
                            upto=5,
                        ),
                    )
                    # trigger async request
                    await trio.sleep(0)
                    # match against our ad-hoc set immediately
                    adhoc_matches = fuzzy.extractBests(
                        pattern,
                        list(_adhoc_futes_set),
                        score_cutoff=90,
                    )
                    log.info(f'fuzzy matched adhocs: {adhoc_matches}')
                    adhoc_match_results = {}
                    if adhoc_matches:
                        # TODO: do we need to pull contract details?
                        adhoc_match_results = {i[0]: {} for i in adhoc_matches}
                log.debug(f'fuzzy matching stocks {stock_results}')
                stock_matches = fuzzy.extractBests(
                    pattern,
                    stock_results,
                    score_cutoff=50,
                )
                matches = adhoc_match_results | {
                    item[0]: {} for item in stock_matches
                }
                # TODO: we used to deliver contract details
                # {item[2]: item[0] for item in stock_matches}
                log.debug(f"sending matches: {matches.keys()}")
                await stream.send(matches)
--- a/piker/brokers/kraken.py
+++ b/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 contextlib import asynccontextmanager
 from dataclasses import asdict, field
-from datetime import datetime
+from typing import List, Dict, Any, Tuple, Optional
 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={
@ -462,29 +268,11 @@ 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
+@asynccontextmanager
 async def get_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
@ -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:
@ -906,18 +320,6 @@ async def stream_messages(
            if err:
                raise BrokerError(err)
        else:
            yield msg
 async def process_data_feed_msgs(
    ws: NoBsWs,
 ):
    '''
    Parse and pack data feed messages.
    '''
    async for msg in stream_messages(ws):
            chan_id, *payload_array, chan_name, pair = msg
            if 'ohlc' in chan_name:
@ -947,54 +349,10 @@ async def process_data_feed_msgs(
            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 {
@ -1028,55 +385,6 @@ def make_sub(pairs: list[str], data: dict[str, Any]) -> dict[str, str]:
    }
@acm
 async def open_history_client(
    symbol: str,
 ) -> tuple[Callable, int]:
    # TODO implement history getter for the new storage layer.
    async with open_cached_client('kraken') as client:
        # lol, kraken won't send any more then the "last"
        # 720 1m bars.. so we have to just ignore further
        # requests of this type..
        queries: int = 0
        async def get_ohlc(
            end_dt: Optional[datetime] = None,
            start_dt: Optional[datetime] = None,
        ) -> tuple[
            np.ndarray,
            datetime,  # start
            datetime,  # end
        ]:
            nonlocal queries
            if queries > 0:
                raise DataUnavailable
            count = 0
            while count <= 3:
                try:
                    array = await client.bars(
                        symbol,
                        since=end_dt,
                    )
                    count += 1
                    queries += 1
                    break
                except DataThrottle:
                    log.warning(f'kraken OHLC throttle for {symbol}')
                    await trio.sleep(1)
            start_dt = pendulum.from_timestamp(array[0]['time'])
            end_dt = pendulum.from_timestamp(array[-1]['time'])
            return array, start_dt, end_dt
        yield get_ohlc, {'erlangs': 1, 'rate': 1}
 async def backfill_bars(
    sym: str,
@ -1085,9 +393,8 @@ 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 +405,8 @@ async def backfill_bars(
 async def stream_quotes(
    send_chan: trio.abc.SendChannel,
-    symbols: list[str],
+    symbols: List[str],
    shm: ShmArray,
    feed_is_live: trio.Event,
    loglevel: str = None,
@ -1106,15 +414,13 @@ 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)
@ -1145,11 +451,10 @@ async def stream_quotes(
            symbol: {
                'symbol_info': sym_infos[sym],
                'shm_write_opts': {'sum_tick_vml': False},
                'fqsn': sym,
            },
        }
-        @acm
+        @asynccontextmanager
        async def subscribe(ws: wsproto.WSConnection):
            # XXX: setup subs
            # https://docs.kraken.com/websockets/#message-subscribe
@ -1187,23 +492,23 @@ 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__()
            topic, quote = normalize(ohlc_last)
-            task_status.started((init_msgs,  quote))
+            first_quote = {topic: quote}
            task_status.started((init_msgs,  first_quote))
            # lol, only "closes" when they're margin squeezing clients ;P
            feed_is_live.set()
@ -1254,7 +559,6 @@ async def stream_quotes(
@tractor.context
 async def open_symbol_search(
    ctx: tractor.Context,
 ) -> Client:
    async with open_cached_client('kraken') as client:
--- a/piker/brokers/questrade.py
+++ b/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())
--- a/piker/clearing/_allocate.py
+++ b/piker/clearing/_allocate.py
@ -29,8 +29,7 @@ from ._messages import BrokerdPosition, Status
 class Position(BaseModel):
-    '''
+    '''Basic pp (personal position) model with attached fills history.
    Basic pp (personal position) model with attached fills history.
    This type should be IPC wire ready?
@ -62,15 +61,6 @@ class Position(BaseModel):
        self.avg_price = avg_price
        self.size = size
    @property
    def dsize(self) -> float:
        '''
        The "dollar" size of the pp, normally in trading (fiat) unit
        terms.
        '''
        return self.avg_price * self.size
 _size_units = bidict({
    'currency': '$ size',
@ -124,8 +114,7 @@ class Allocator(BaseModel):
    def step_sizes(
        self,
    ) -> (float, float):
-        '''
+        '''Return the units size for each unit type as a tuple.
        Return the units size for each unit type as a tuple.
        '''
        slots = self.slots
@ -153,8 +142,7 @@ class Allocator(BaseModel):
        action: str,
    ) -> dict:
-        '''
+        '''Generate order request info for the "next" submittable order
        Generate order request info for the "next" submittable order
        depending on position / order entry config.
        '''
@ -178,9 +166,7 @@ class Allocator(BaseModel):
            l_sub_pp = (self.currency_limit - live_cost_basis) / price
        else:
-            raise ValueError(
+            raise ValueError(f"Not valid size unit '{size}'")
                f"Not valid size unit '{size_unit}'"
            )
        # an entry (adding-to or starting a pp)
        if (
@ -264,8 +250,7 @@ class Allocator(BaseModel):
        pp: Position,
    ) -> float:
-        '''
+        '''Calc and return the number of slots used by this ``Position``.
        Calc and return the number of slots used by this ``Position``.
        '''
        abs_pp_size = abs(pp.size)
@ -284,14 +269,6 @@ class Allocator(BaseModel):
        return round(prop * self.slots)
 _derivs = (
    'future',
    'continuous_future',
    'option',
    'futures_option',
 )
 def mk_allocator(
    symbol: Symbol,
@ -300,7 +277,7 @@ def mk_allocator(
    # default allocation settings
    defaults: dict[str, float] = {
        'account': None,  # select paper by default
-        'size_unit': 'currency',
+        'size_unit': 'currency', #_size_units['currency'],
        'units_limit': 400,
        'currency_limit': 5e3,
        'slots': 4,
@ -328,9 +305,11 @@ def mk_allocator(
    asset_type = symbol.type_key
    # specific configs by asset class / type
-    if asset_type in _derivs:
+    if asset_type in ('future', 'option', 'futures_option'):
        # since it's harder to know how currency "applies" in this case
        # given leverage properties
        alloc.size_unit = '# units'
@ -353,7 +332,7 @@ def mk_allocator(
        if startup_size > alloc.units_limit:
            alloc.units_limit = startup_size
-            if asset_type in _derivs:
+            if asset_type in ('future', 'option', 'futures_option'):
                alloc.slots = alloc.units_limit
    return alloc
--- a/piker/clearing/_client.py
+++ b/piker/clearing/_client.py
@ -18,7 +18,7 @@
 Orders and execution client API.
 """
-from contextlib import asynccontextmanager as acm
+from contextlib import asynccontextmanager
 from typing import Dict
 from pprint import pformat
 from dataclasses import dataclass, field
@ -27,6 +27,7 @@ import trio
 import tractor
 from tractor.trionics import broadcast_receiver
 from ..data._source import Symbol
 from ..log import get_logger
 from ._ems import _emsd_main
 from .._daemon import maybe_open_emsd
@ -155,19 +156,16 @@ async def relay_order_cmds_from_sync_code(
                await to_ems_stream.send(cmd)
-@acm
+@asynccontextmanager
 async def open_ems(
-    fqsn: str,
+    broker: str,
    symbol: Symbol,
-) -> (
+) -> (OrderBook, tractor.MsgStream, dict):
-    OrderBook,
+    """Spawn an EMS daemon and begin sending orders and receiving
    tractor.MsgStream,
    dict,
 ):
    '''
    Spawn an EMS daemon and begin sending orders and receiving
    alerts.
    This EMS tries to reduce most broker's terrible order entry apis to
    a very simple protocol built on a few easy to grok and/or
    "rantsy" premises:
@ -196,22 +194,21 @@ async def open_ems(
    - 'dark_executed', 'broker_executed'
    - 'broker_filled'
-    '''
+    """
    # wait for service to connect back to us signalling
    # ready for order commands
    book = get_orders()
    from ..data._source import unpack_fqsn
    broker, symbol, suffix = unpack_fqsn(fqsn)
    async with maybe_open_emsd(broker) as portal:
        async with (
            # connect to emsd
            portal.open_context(
                _emsd_main,
-                fqsn=fqsn,
+                broker=broker,
                symbol=symbol.key,
            ) as (ctx, (positions, accounts)),
@ -221,7 +218,7 @@ async def open_ems(
            async with trio.open_nursery() as n:
                n.start_soon(
                    relay_order_cmds_from_sync_code,
-                    fqsn,
+                    symbol.key,
                    trades_stream
                )
--- a/piker/clearing/_ems.py
+++ b/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
@ -53,8 +54,7 @@ def mk_check(
    action: str,
 ) -> Callable[[float, float], bool]:
-    '''
+    """Create a predicate for given ``exec_price`` based on last known
    Create a predicate for given ``exec_price`` based on last known
    price, ``known_last``.
    This is an automatic alert level thunk generator based on where the
@ -62,7 +62,7 @@ def mk_check(
    interest is; pick an appropriate comparison operator based on
    avoiding the case where the a predicate returns true immediately.
-    '''
+    """
    # str compares:
    # https://stackoverflow.com/questions/46708708/compare-strings-in-numba-compiled-function
@ -80,9 +80,7 @@ def mk_check(
        return check_lt
-    raise ValueError(
+    raise ValueError('trigger: {trigger_price}, last: {known_last}')
        f'trigger: {trigger_price}, last: {known_last}'
    )
@dataclass
@ -114,8 +112,8 @@ class _DarkBook:
    # tracks most recent values per symbol each from data feed
    lasts: dict[
-        str,
+        tuple[str, str],
-        float,
+        float
    ] = field(default_factory=dict)
    # mapping of piker ems order ids to current brokerd order flow message
@ -136,42 +134,40 @@ async def clear_dark_triggers(
    ems_client_order_stream: tractor.MsgStream,
    quote_stream: tractor.ReceiveMsgStream,  # noqa
    broker: str,
-    fqsn: str,
+    symbol: str,
    book: _DarkBook,
 ) -> None:
-    '''
+    """Core dark order trigger loop.
    Core dark order trigger loop.
    Scan the (price) data feed and submit triggered orders
    to broker.
-    '''
+    """
    # this stream may eventually contain multiple symbols
    # XXX: optimize this for speed!
    # TODO:
    # - numba all this!
    # - this stream may eventually contain multiple symbols
    async for quotes in quote_stream:
        # TODO: numba all this!
        # start = time.time()
        for sym, quote in quotes.items():
-            execs = book.orders.get(sym, {})
+
            execs = book.orders.get(sym, None)
            if execs is None:
                continue
            for tick in iterticks(
                quote,
                # dark order price filter(s)
-                types=(
+                types=('ask', 'bid', 'trade', 'last')
                    'ask',
                    'bid',
                    'trade',
                    'last',
                    # 'dark_trade',  # TODO: should allow via config?
                )
            ):
                price = tick.get('price')
                ttype = tick['type']
                # update to keep new cmds informed
-                book.lasts[sym] = price
+                book.lasts[(broker, symbol)] = price
                for oid, (
                    pred,
@ -182,6 +178,7 @@ async def clear_dark_triggers(
                ) in (
                    tuple(execs.items())
                ):
                    if (
                        not pred or
                        ttype not in tf or
@ -196,7 +193,6 @@ async def clear_dark_triggers(
                    action: str = cmd['action']
                    symbol: str = cmd['symbol']
                    bfqsn: str = symbol.replace(f'.{broker}', '')
                    if action == 'alert':
                        # nothing to do but relay a status
@ -226,7 +222,7 @@ async def clear_dark_triggers(
                            # order-request and instead create a new one.
                            reqid=None,
-                            symbol=bfqsn,
+                            symbol=sym,
                            price=submit_price,
                            size=cmd['size'],
                        )
@ -248,9 +244,12 @@ async def clear_dark_triggers(
                        oid=oid,  # ems order id
                        resp=resp,
                        time_ns=time.time_ns(),
-                        symbol=fqsn,
+
                        symbol=symbol,
                        trigger_price=price,
                        broker_details={'name': broker},
                        cmd=cmd,  # original request message
                    ).dict()
@ -263,20 +262,12 @@ async def clear_dark_triggers(
                            f'pred for {oid} was already removed!?'
                        )
                    try:
                    await ems_client_order_stream.send(msg)
                    except (
                        trio.ClosedResourceError,
                    ):
                        log.warning(
                            f'client {ems_client_order_stream} stream is broke'
                        )
                        break
                else:  # condition scan loop complete
                    log.debug(f'execs are {execs}')
                    if execs:
-                        book.orders[fqsn] = execs
+                        book.orders[symbol] = execs
        # print(f'execs scan took: {time.time() - start}')
@ -299,8 +290,7 @@ class TradesRelay:
 class Router(BaseModel):
-    '''
+    '''Order router which manages and tracks per-broker dark book,
    Order router which manages and tracks per-broker dark book,
    alerts, clearing and related data feed management.
    A singleton per ``emsd`` actor.
@ -388,8 +378,7 @@ async def open_brokerd_trades_dialogue(
    task_status: TaskStatus[TradesRelay] = trio.TASK_STATUS_IGNORED,
 ) -> tuple[dict, tractor.MsgStream]:
-    '''
+    '''Open and yield ``brokerd`` trades dialogue context-stream if none
    Open and yield ``brokerd`` trades dialogue context-stream if none
    already exists.
    '''
@ -426,7 +415,8 @@ async def open_brokerd_trades_dialogue(
            # actor to simulate the real IPC load it'll have when also
            # pulling data from feeds
            open_trades_endpoint = paper.open_paperboi(
-                fqsn='.'.join([symbol, broker]),
+                broker=broker,
                symbol=symbol,
                loglevel=loglevel,
            )
@ -464,13 +454,12 @@ async def open_brokerd_trades_dialogue(
                # locally cache and track positions per account.
                pps = {}
                for msg in positions:
                    log.info(f'loading pp: {msg}')
                    account = msg['account']
                    assert account in accounts
                    pps.setdefault(
-                        f'{msg["symbol"]}.{broker}',
+                        msg['symbol'],
                        {}
                    )[account] = msg
@ -500,9 +489,7 @@ 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
@ -534,8 +521,7 @@ async def translate_and_relay_brokerd_events(
    router: Router,
 ) -> AsyncIterator[dict]:
-    '''
+    '''Trades update loop - receive updates from ``brokerd`` trades
    Trades update loop - receive updates from ``brokerd`` trades
    endpoint, convert to EMS response msgs, transmit **only** to
    ordering client(s).
@ -563,10 +549,7 @@ 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':
@ -574,28 +557,14 @@ async def translate_and_relay_brokerd_events(
            # XXX: this will be useful for automatic strats yah?
            # keep pps per account up to date locally in ``emsd`` mem
-            sym, broker = pos_msg['symbol'], pos_msg['broker']
+            relay.positions.setdefault(pos_msg['symbol'], {}).setdefault(
            relay.positions.setdefault(
                # NOTE: translate to a FQSN!
                f'{sym}.{broker}',
                {}
            ).setdefault(
                pos_msg['account'], {}
            ).update(pos_msg)
            # fan-out-relay position msgs immediately by
            # broadcasting updates on all client streams
-            for client_stream in router.clients.copy():
+            for client_stream in router.clients:
                try:
                await client_stream.send(pos_msg)
                except(
                    trio.ClosedResourceError,
                    trio.BrokenResourceError,
                ):
                    router.clients.remove(client_stream)
                    log.warning(
                        f'client for {client_stream} was already closed?')
            continue
@ -618,28 +587,19 @@ 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)
                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 +797,7 @@ 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())
@ -876,15 +834,11 @@ async def process_client_order_cmds(
            msg = Order(**cmd)
-            fqsn = msg.symbol
+            sym = msg.symbol
            trigger_price = msg.price
            size = msg.size
            exec_mode = msg.exec_mode
            broker = msg.brokers[0]
            # remove the broker part before creating a message
            # to send to the specific broker since they probably
            # aren't expectig their own name, but should they?
            sym = fqsn.replace(f'.{broker}', '')
            if exec_mode == 'live' and action in ('buy', 'sell',):
@ -942,7 +896,7 @@ async def process_client_order_cmds(
                # price received from the feed, instead of being
                # like every other shitty tina platform that makes
                # the user choose the predicate operator.
-                last = dark_book.lasts[fqsn]
+                last = dark_book.lasts[(broker, sym)]
                pred = mk_check(trigger_price, last, action)
                spread_slap: float = 5
@ -973,7 +927,7 @@ async def process_client_order_cmds(
                # dark book entry if the order id already exists
                dark_book.orders.setdefault(
-                    fqsn, {}
+                    sym, {}
                )[oid] = (
                    pred,
                    tickfilter,
@ -1000,8 +954,8 @@ async def process_client_order_cmds(
 async def _emsd_main(
    ctx: tractor.Context,
-    fqsn: str,
+    broker: str,
-
+    symbol: str,
    _exec_mode: str = 'dark',  # ('paper', 'dark', 'live')
    loglevel: str = 'info',
@ -1043,8 +997,6 @@ async def _emsd_main(
    global _router
    assert _router
    from ..data._source import unpack_fqsn
    broker, symbol, suffix = unpack_fqsn(fqsn)
    dark_book = _router.get_dark_book(broker)
    # TODO: would be nice if in tractor we can require either a ctx arg,
@ -1057,16 +1009,22 @@ async def _emsd_main(
    # spawn one task per broker feed
    async with (
        maybe_open_feed(
-            [fqsn],
+            broker,
            [symbol],
            loglevel=loglevel,
-        ) as (feed, quote_stream),
+        ) as (feed, stream),
    ):
        # XXX: this should be initial price quote from target provider
-        first_quote = feed.first_quotes[fqsn]
+        first_quote = feed.first_quotes[symbol]
        book = _router.get_dark_book(broker)
-        book.lasts[fqsn] = first_quote['last']
+        last = book.lasts[(broker, symbol)] = 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
@ -1090,8 +1048,8 @@ async def _emsd_main(
            # flatten out collected pps from brokerd for delivery
            pp_msgs = {
-                fqsn: list(pps.values())
+                sym: list(pps.values())
-                for fqsn, pps in relay.positions.items()
+                for sym, pps in relay.positions.items()
            }
            # signal to client that we're started and deliver
@ -1108,9 +1066,9 @@ async def _emsd_main(
                    brokerd_stream,
                    ems_client_order_stream,
-                    quote_stream,
+                    stream,
                    broker,
-                    fqsn,  # form: <name>.<venue>.<suffix>.<broker>
+                    symbol,
                    book
                )
@ -1126,7 +1084,7 @@ async def _emsd_main(
                        # relay.brokerd_dialogue,
                        brokerd_stream,
-                        fqsn,
+                        symbol,
                        feed,
                        dark_book,
                        _router,
--- a/piker/clearing/_messages.py
+++ b/piker/clearing/_messages.py
@ -155,11 +155,8 @@ class BrokerdOrder(BaseModel):
 class BrokerdOrderAck(BaseModel):
-    '''
+    '''Immediate reponse to a brokerd order request providing
-    Immediate reponse to a brokerd order request providing the broker
+    the broker specifci unique order id.
    specific unique order id so that the EMS can associate this
    (presumably differently formatted broker side ID) with our own
    ``.oid`` (which is a uuid4).
    '''
    name: str = 'ack'
@ -184,7 +181,7 @@ class BrokerdStatus(BaseModel):
    # {
    #   'submitted',
    #   'cancelled',
-    #   'filled',
+    #   'executed',
    # }
    status: str
@ -206,8 +203,7 @@ class BrokerdStatus(BaseModel):
 class BrokerdFill(BaseModel):
-    '''
+    '''A single message indicating a "fill-details" event from the broker
    A single message indicating a "fill-details" event from the broker
    if avaiable.
    '''
@ -231,18 +227,16 @@ class BrokerdFill(BaseModel):
 class BrokerdError(BaseModel):
-    '''
+    '''Optional error type that can be relayed to emsd for error handling.
    Optional error type that can be relayed to emsd for error handling.
    This is still a TODO thing since we're not sure how to employ it yet.
    '''
    name: str = 'error'
    oid: str
    # 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
--- a/piker/clearing/_paper_engine.py
+++ b/piker/clearing/_paper_engine.py
@ -32,7 +32,6 @@ from dataclasses import dataclass
 from .. import data
 from ..data._normalize import iterticks
 from ..data._source import unpack_fqsn
 from ..log import get_logger
 from ._messages import (
    BrokerdCancel, BrokerdOrder, BrokerdOrderAck, BrokerdStatus,
@ -390,7 +389,7 @@ 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'],
@ -447,7 +446,7 @@ async def trades_dialogue(
    ctx: tractor.Context,
    broker: str,
-    fqsn: str,
+    symbol: str,
    loglevel: str = None,
 ) -> None:
@ -456,15 +455,15 @@ async def trades_dialogue(
    async with (
        data.open_feed(
-            [fqsn],
+            broker,
            [symbol],
            loglevel=loglevel,
        ) as feed,
    ):
        # 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,
@ -491,16 +490,15 @@ async def trades_dialogue(
@asynccontextmanager
 async def open_paperboi(
-    fqsn: str,
+    broker: str,
    symbol: str,
    loglevel: str,
 ) -> Callable:
-    '''
+    '''Spawn a paper engine actor and yield through access to
    Spawn a paper engine actor and yield through access to
    its context.
    '''
    broker, symbol, expiry = unpack_fqsn(fqsn)
    service_name = f'paperboi.{broker}'
    async with (
@ -519,7 +517,7 @@ async def open_paperboi(
        async with portal.open_context(
                trades_dialogue,
                broker=broker,
-                fqsn=fqsn,
+                symbol=symbol,
                loglevel=loglevel,
        ) as (ctx, first):
--- a/piker/cli/init.py
+++ b/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
@ -34,22 +16,29 @@ from .. import config
 log = get_logger('cli')
 DEFAULT_BROKER = 'questrade'
 _config_dir = click.get_app_dir('piker')
 _watchlists_data_path = os.path.join(_config_dir, 'watchlists.json')
 _context_defaults = dict(
    default_map={
        # Questrade specific quote poll rates
        'monitor': {
            'rate': 3,
        },
        'optschain': {
            'rate': 1,
        },
    }
 )
@click.command()
@click.option('--loglevel', '-l', default='warning', help='Logging level')
@click.option('--tl', is_flag=True, help='Enable tractor logging')
@click.option('--pdb', is_flag=True, help='Enable tractor debug mode')
@click.option('--host', '-h', default='127.0.0.1', help='Host address to bind')
-@click.option(
+def pikerd(loglevel, host, tl, pdb):
-    '--tsdb',
+    """Spawn the piker broker-daemon.
-    is_flag=True,
+    """
    help='Enable local ``marketstore`` instance'
 )
 def pikerd(loglevel, host, tl, pdb, tsdb):
    '''
    Spawn the piker broker-daemon.
    '''
    from .._daemon import open_pikerd
    log = get_console_log(loglevel)
@ -63,38 +52,13 @@ def pikerd(loglevel, host, tl, pdb, tsdb):
        ))
    async def main():
-
+        async with open_pikerd(loglevel=loglevel, debug_mode=pdb):
        async with (
            open_pikerd(
                loglevel=loglevel,
                debug_mode=pdb,
            ),  # normally delivers a ``Services`` handle
            trio.open_nursery() as n,
        ):
            if tsdb:
                from piker.data._ahab import start_ahab
                from piker.data.marketstore import start_marketstore
                log.info('Spawning `marketstore` supervisor')
                ctn_ready, config, (cid, pid) = 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 trio.sleep_forever()
    trio.run(main)
-@click.group(context_settings=config._context_defaults)
+@click.group(context_settings=_context_defaults)
@click.option(
    '--brokers', '-b',
    default=[DEFAULT_BROKER],
@ -123,8 +87,8 @@ def cli(ctx, brokers, loglevel, tl, configdir):
        'loglevel': loglevel,
        'tractorloglevel': None,
        'log': get_console_log(loglevel),
-        'confdir': config._config_dir,
+        'confdir': _config_dir,
-        'wl_path': config._watchlists_data_path,
+        'wl_path': _watchlists_data_path,
    })
    # allow enabling same loglevel in ``tractor`` machinery
@ -145,11 +109,13 @@ def services(config, tl, names):
        ) as portal:
            registry = await portal.run_from_ns('self', 'get_registry')
            json_d = {}
-            for key, socket in registry.items():
+            for uid, socket in registry.items():
-                # name, uuid = uid
+                name, uuid = uid
                host, port = socket
-                json_d[key] = f'{host}:{port}'
+                json_d[f'{name}.{uuid}'] = f'{host}:{port}'
-            click.echo(f"{colorize_json(json_d)}")
+            click.echo(
                f"Available `piker` services:\n{colorize_json(json_d)}"
            )
    tractor.run(
        list_services,
--- a/piker/config.py
+++ b/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
@ -16,10 +16,7 @@
 """
 Broker configuration mgmt.
 """
 import platform
 import sys
 import os
 from os.path import dirname
 import shutil
@ -27,106 +24,14 @@ from typing import Optional
 from bidict import bidict
 import toml
 import click
 from .log import get_logger
 log = get_logger('broker-config')
-
+_config_dir = click.get_app_dir('piker')
-# taken from ``click`` since apparently they have some
+_file_name = 'brokers.toml'
 # super weirdness with sigint and sudo..no clue
 def get_app_dir(app_name, roaming=True, force_posix=False):
    r"""Returns the config folder for the application.  The default behavior
    is to return whatever is most appropriate for the operating system.
    To give you an idea, for an app called ``"Foo Bar"``, something like
    the following folders could be returned:
    Mac OS X:
      ``~/Library/Application Support/Foo Bar``
    Mac OS X (POSIX):
      ``~/.foo-bar``
    Unix:
      ``~/.config/foo-bar``
    Unix (POSIX):
      ``~/.foo-bar``
    Win XP (roaming):
      ``C:\Documents and Settings\<user>\Local Settings\Application Data\Foo``
    Win XP (not roaming):
      ``C:\Documents and Settings\<user>\Application Data\Foo Bar``
    Win 7 (roaming):
      ``C:\Users\<user>\AppData\Roaming\Foo Bar``
    Win 7 (not roaming):
      ``C:\Users\<user>\AppData\Local\Foo Bar``
    .. versionadded:: 2.0
    :param app_name: the application name.  This should be properly capitalized
                     and can contain whitespace.
    :param roaming: controls if the folder should be roaming or not on Windows.
                    Has no affect otherwise.
    :param force_posix: if this is set to `True` then on any POSIX system the
                        folder will be stored in the home folder with a leading
                        dot instead of the XDG config home or darwin's
                        application support folder.
    """
    def _posixify(name):
        return "-".join(name.split()).lower()
    # if WIN:
    if platform.system() == 'Windows':
        key = "APPDATA" if roaming else "LOCALAPPDATA"
        folder = os.environ.get(key)
        if folder is None:
            folder = os.path.expanduser("~")
        return os.path.join(folder, app_name)
    if force_posix:
        return os.path.join(
            os.path.expanduser("~/.{}".format(_posixify(app_name))))
    if sys.platform == "darwin":
        return os.path.join(
            os.path.expanduser("~/Library/Application Support"), app_name
        )
    return os.path.join(
        os.environ.get("XDG_CONFIG_HOME", os.path.expanduser("~/.config")),
        _posixify(app_name),
    )
 _config_dir = _click_config_dir = get_app_dir('piker')
 _parent_user = os.environ.get('SUDO_USER')
 if _parent_user:
    non_root_user_dir = os.path.expanduser(
        f'~{_parent_user}'
    )
    root = 'root'
    _config_dir = (
        non_root_user_dir +
        _click_config_dir[
            _click_config_dir.rfind(root) + len(root):
        ]
    )
 _conf_names: set[str] = {
    'brokers',
    'trades',
    'watchlists',
 }
 _watchlists_data_path = os.path.join(_config_dir, 'watchlists.json')
 _context_defaults = dict(
    default_map={
        # Questrade specific quote poll rates
        'monitor': {
            'rate': 3,
        },
        'optschain': {
            'rate': 1,
        },
    }
 )
 def _override_config_dir(
@ -136,43 +41,23 @@ 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 +66,16 @@ 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 +84,13 @@ 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 +100,7 @@ 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 +130,4 @@ def load_accounts(
    # our default paper engine entry
    accounts['paper'] = None
    return accounts
--- a/piker/data/_ahab.py
+++ b/piker/data/_ahab.py
@ -1,385 +0,0 @@
 # 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/>.
 '''
 Supervisor for docker with included specific-image service helpers.
 '''
 import os
 import time
 from typing import (
    Optional,
    Callable,
    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.errors import (
    DockerException,
    APIError,
 )
 from requests.exceptions import ConnectionError, ReadTimeout
 from ..log import get_logger, get_console_log
 from .. import config
 log = get_logger(__name__)
 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,
    **kwargs,
 ) -> docker.DockerClient:
    client: Optional[docker.DockerClient] = None
    try:
        client = docker.DockerClient(
            base_url=url,
            **kwargs
        ) if url else docker.from_env(**kwargs)
        yield client
    except (
        DockerException,
        APIError,
    ) as err:
        def unpack_msg(err: Exception) -> str:
            args = getattr(err, 'args', None)
            if args:
                return args
            else:
                return str(err)
        # could be more specific so let's check if it's just perms.
        if err.args:
            errs = err.args
            for err in errs:
                msg = unpack_msg(err)
                if 'PermissionError' in msg:
                    raise DockerException('You dint run as root yo!')
                elif 'FileNotFoundError' in msg:
                    raise DockerNotStarted('Did you start da service sister?')
        # not perms?
        raise
    finally:
        if client:
            client.close()
 class Container:
    '''
    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(
    ctx: tractor.Context,
    endpoint: str,  # ns-pointer str-msg-type
    **kwargs,
 ) -> None:
    get_console_log('info', name=__name__)
    async with open_docker() as client:
        # TODO: eventually offer a config-oriented API to do the mounts,
        # params, etc. passing to ``Containter.run()``?
        # call into endpoint for container config/init
        ep_func = NamespacePath(endpoint).load_ref()
        (
            dcntr,
            cntr_config,
            start_msg,
            stop_msg,
        ) = ep_func(client)
        cntr = Container(dcntr)
        with trio.move_on_after(1):
            found = await cntr.process_logs_until(start_msg)
            if not found and cntr not in client.containers.list():
                raise RuntimeError(
                    'Failed to start `marketstore` check logs deats'
                )
        await ctx.started((
            cntr.cntr.id,
            os.getpid(),
            cntr_config,
        ))
        try:
            # TODO: we might eventually want a proxy-style msg-prot here
            # to allow remote control of containers without needing
            # callers to have root perms?
            await trio.sleep_forever()
        finally:
            with trio.CancelScope(shield=True):
                await cntr.cancel(stop_msg)
 async def start_ahab(
    service_name: str,
    endpoint: Callable[docker.DockerClient, DockerContainer],
    task_status: TaskStatus[
        tuple[
            trio.Event,
            dict[str, Any],
        ],
    ] = trio.TASK_STATUS_IGNORED,
 ) -> None:
    '''
    Start a ``docker`` container supervisor with given service name.
    Currently the actor calling this task should normally be started
    with root permissions (until we decide to use something that doesn't
    require this, like docker's rootless mode or some wrapper project) but
    te root perms are de-escalated after the docker supervisor sub-actor
    is started.
    '''
    cn_ready = trio.Event()
    try:
        async with tractor.open_nursery(
            loglevel='runtime',
        ) as tn:
            portal = await tn.start_actor(
                service_name,
                enable_modules=[__name__]
            )
            # TODO: we have issues with this on teardown
            # where ``tractor`` tries to issue ``os.kill()``
            # and hits perms errors since the root process
            # doesn't any longer have root perms..
            # de-escalate root perms to the original user
            # after the docker supervisor actor is spawned.
            if config._parent_user:
                import pwd
                os.setuid(
                    pwd.getpwnam(
                        config._parent_user
                    )[2]  # named user's uid
                )
            async with portal.open_context(
                open_ahabd,
                endpoint=str(NamespacePath.from_ref(endpoint)),
            ) as (ctx, first):
                cid, pid, cntr_config = first
                task_status.started((
                    cn_ready,
                    cntr_config,
                    (cid, pid),
                ))
                await trio.sleep_forever()
    # since we demoted root perms in this parent
    # we'll get a perms error on proc cleanup in
    # ``tractor`` nursery exit. just make sure
    # the child is terminated and don't raise the
    # error if so.
    # TODO: we could also consider adding
    # a ``tractor.ZombieDetected`` or something that we could raise
    # if we find the child didn't terminate.
    except PermissionError:
        log.warning('Failed to cancel root permsed container')
    except (
        trio.MultiError,
    ) as err:
        for subexc in err.exceptions:
            if isinstance(subexc, PermissionError):
                log.warning('Failed to cancel root perms-ed container')
                return
        else:
            raise
--- a/piker/data/_sampling.py
+++ b/piker/data/_sampling.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
@ -15,57 +15,40 @@
 # along with this program.  If not, see <https://www.gnu.org/licenses/>.
 """
-Sampling and broadcast machinery for (soft) real-time delivery of
+Data buffers for fast shared humpy.
 financial data flows.
 """
 from __future__ import annotations
 from collections import Counter
 import time
-from typing import TYPE_CHECKING, Optional, Union
+from typing import Dict, List
 import tractor
 import trio
 from trio_typing import TaskStatus
 from ._sharedmem import ShmArray
 from ..log import get_logger
 if TYPE_CHECKING:
    from ._sharedmem import ShmArray
    from .feed import _FeedsBus
 log = get_logger(__name__)
-class sampler:
+# TODO: we could stick these in a composed type to avoid
-    '''
+# angering the "i hate module scoped variables crowd" (yawn).
-    Global sampling engine registry.
+_shms: Dict[int, List[ShmArray]] = {}
 _start_increment: Dict[str, trio.Event] = {}
 _incrementers: Dict[int, trio.CancelScope] = {}
 _subscribers: Dict[str, tractor.Context] = {}
    Manages state for sampling events, shm incrementing and
    sample period logic.
-    '''
+def shm_incrementing(shm_token_name: str) -> trio.Event:
-    # TODO: we could stick these in a composed type to avoid
+    global _start_increment
-    # angering the "i hate module scoped variables crowd" (yawn).
+    return _start_increment.setdefault(shm_token_name, trio.Event())
    ohlcv_shms: dict[int, list[ShmArray]] = {}
    # holds one-task-per-sample-period tasks which are spawned as-needed by
    # data feed requests with a given detected time step usually from
    # history loading.
    incrementers: dict[int, trio.CancelScope] = {}
    # holds all the ``tractor.Context`` remote subscriptions for
    # a particular sample period increment event: all subscribers are
    # notified on a step.
    subscribers: dict[int, tractor.Context] = {}
 async def increment_ohlc_buffer(
    delay_s: int,
    task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
 ):
-    '''
+    """Task which inserts new bars into the provide shared memory array
    Task which inserts new bars into the provide shared memory array
    every ``delay_s`` seconds.
    This task fulfills 2 purposes:
@ -76,8 +59,8 @@ async def increment_ohlc_buffer(
    Note that if **no** actor has initiated this task then **none** of
    the underlying buffers will actually be incremented.
    """
    '''
    # # wait for brokerd to signal we should start sampling
    # await shm_incrementing(shm_token['shm_name']).wait()
@ -86,18 +69,19 @@ async def increment_ohlc_buffer(
    # to solve this is to make this task aware of the instrument's
    # tradable hours?
    global _incrementers
    # adjust delay to compensate for trio processing time
-    ad = min(sampler.ohlcv_shms.keys()) - 0.001
+    ad = min(_shms.keys()) - 0.001
    total_s = 0  # total seconds counted
-    lowest = min(sampler.ohlcv_shms.keys())
+    lowest = min(_shms.keys())
    lowest_shm = sampler.ohlcv_shms[lowest][0]
    ad = lowest - 0.001
    with trio.CancelScope() as cs:
        # register this time period step as active
-        sampler.incrementers[delay_s] = cs
+        _incrementers[delay_s] = cs
        task_status.started(cs)
        while True:
@ -107,10 +91,8 @@ async def increment_ohlc_buffer(
            total_s += lowest
            # increment all subscribed shm arrays
-            # TODO:
+            # TODO: this in ``numba``
-            # - this in ``numba``
+            for delay_s, shms in _shms.items():
            # - just lookup shms for this step instead of iterating?
            for delay_s, shms in sampler.ohlcv_shms.items():
                if total_s % delay_s != 0:
                    continue
@ -135,107 +117,65 @@ async def increment_ohlc_buffer(
                    # write to the buffer
                    shm.push(last)
-            await broadcast(delay_s, shm=lowest_shm)
+                # broadcast the buffer index step
                subs = _subscribers.get(delay_s, ())
-
+                for ctx in subs:
 async def broadcast(
    delay_s: int,
    shm: Optional[ShmArray] = None,
 ) -> None:
    '''
    Broadcast the given ``shm: ShmArray``'s buffer index step to any
    subscribers for a given sample period.
    The sent msg will include the first and last index which slice into
    the buffer's non-empty data.
    '''
    subs = sampler.subscribers.get(delay_s, ())
    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({
+                        await ctx.send_yield({'index': shm._last.value})
                'first': first,
                'last': last,
                'index': last,
            })
                    except (
                        trio.BrokenResourceError,
                        trio.ClosedResourceError
                    ):
-            log.error(
+                        log.error(f'{ctx.chan.uid} dropped connection')
-                f'{stream._ctx.chan.uid} dropped connection'
+                        subs.remove(ctx)
            )
            try:
                subs.remove(stream)
            except ValueError:
                log.warning(
                    f'{stream._ctx.chan.uid} sub already removed!?'
                )
-@tractor.context
+@tractor.stream
 async def iter_ohlc_periods(
    ctx: tractor.Context,
    delay_s: int,
 ) -> None:
-    '''
+    """
    Subscribe to OHLC sampling "step" events: when the time
    aggregation period increments, this event stream emits an index
    event.
-    '''
+    """
    # add our subscription
-    subs = sampler.subscribers.setdefault(delay_s, [])
+    global _subscribers
-    await ctx.started()
+    subs = _subscribers.setdefault(delay_s, [])
-    async with ctx.open_stream() as stream:
+    subs.append(ctx)
        subs.append(stream)
    try:
        # stream and block until cancelled
        await trio.sleep_forever()
    finally:
        try:
-                subs.remove(stream)
+            subs.remove(ctx)
        except ValueError:
            log.error(
-                    f'iOHLC step stream was already dropped {ctx.chan.uid}?'
+                f'iOHLC step stream was already dropped for {ctx.chan.uid}?'
            )
 async def sample_and_broadcast(
-    bus: _FeedsBus,  # noqa
+    bus: '_FeedsBus',  # noqa
    shm: ShmArray,
    quote_stream: trio.abc.ReceiveChannel,
    brokername: str,
    sum_tick_vlm: bool = True,
 ) -> None:
    log.info("Started shared mem bar writer")
    overruns = Counter()
    # iterate stream delivered by broker
    async for quotes in quote_stream:
        # TODO: ``numba`` this!
-        for broker_symbol, quote in quotes.items():
+        for sym, quote in quotes.items():
            # TODO: in theory you can send the IPC msg *before* writing
            # to the sharedmem array to decrease latency, however, that
            # will require at least some way to prevent task switching
@ -299,22 +239,10 @@ 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[sym.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
+            lags = 0
-            # it's own "name" into the fqsn schema (but maybe it
+            for (stream, tick_throttle) in subs:
            # should?) so we have to manually generate the correct
            # key here.
            bsym = f'{broker_symbol}.{brokername}'
            lags: int = 0
            for (stream, ctx, tick_throttle) in subs:
                try:
                    with trio.move_on_after(0.2) as cs:
@ -322,49 +250,21 @@ async def sample_and_broadcast(
                            # this is a send mem chan that likely
                            # pushes to the ``uniform_rate_send()`` below.
                            try:
-                                stream.send_nowait(
+                                stream.send_nowait((sym, quote))
                                    (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
                                        # context being cancelled? this
                                        # could happen but the
                                        # channel-ipc-pipe is still up.
                                        if not chan.connected():
                                            log.warning(
                                                'Dropping broken consumer:\n'
                                                f'{broker_symbol}:'
                                                f'{ctx.cid}@{chan.uid}'
                                            )
                                            await stream.aclose()
                                            raise trio.BrokenResourceError
                        else:
-                                            log.warning(
+                            await stream.send({sym: quote})
                                                'Feed getting overrun bro!\n'
                                                f'{broker_symbol}:'
                                                f'{ctx.cid}@{chan.uid}'
                                            )
                                            continue
                        else:
                            await stream.send(
                                {bsym: quote}
                            )
                    if cs.cancelled_caught:
                        lags += 1
@ -376,29 +276,21 @@ 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
+                        assert stream.closed()
                    # XXX: do we need to deregister here
                    # if it's done in the fee bus code?
                    # so far seems like no since this should all
                    # be single-threaded. Doing it anyway though
                    # since there seems to be some kinda race..
                    try:
                    subs.remove((stream, tick_throttle))
                    except ValueError:
                        log.error(
                            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:
@ -411,8 +303,6 @@ async def uniform_rate_send(
    quote_stream: trio.abc.ReceiveChannel,
    stream: tractor.MsgStream,
    task_status: TaskStatus = trio.TASK_STATUS_IGNORED,
 ) -> None:
    # TODO: compute the approx overhead latency per cycle
@ -423,8 +313,6 @@ async def uniform_rate_send(
    last_send = time.time()
    diff = 0
    task_status.started()
    while True:
        # compute the remaining time to sleep for this throttled cycle
@ -432,12 +320,7 @@ 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()
                except trio.EndOfChannel:
                    log.exception(f"feed for {stream} ended?")
                    break
                diff = time.time() - last_send
                if not first_quote:
@ -497,20 +380,10 @@ async def uniform_rate_send(
        # rate timing exactly lul
        try:
            await stream.send({sym: first_quote})
-        except (
+        except trio.ClosedResourceError:
            # NOTE: any of these can be raised by ``tractor``'s IPC
            # transport-layer and we want to be highly resilient
            # to consumers which crash or lose network connection.
            # I.e. we **DO NOT** want to crash and propagate up to
            # ``pikerd`` these kinds of errors!
            trio.ClosedResourceError,
            trio.BrokenResourceError,
            ConnectionResetError,
        ):
            # 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
--- a/piker/data/_sharedmem.py
+++ b/piker/data/_sharedmem.py
@ -19,18 +19,18 @@ NumPy compatible shared memory buffers for real-time IPC streaming.
 """
 from __future__ import annotations
 from dataclasses import dataclass, asdict
 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
 import tractor
 import numpy as np
-from pydantic import BaseModel
+from pydantic import BaseModel, validator
 from numpy.lib import recfunctions as rfn
 from ..log import get_logger
 from ._source import base_iohlc_dtype
@ -39,21 +39,8 @@ 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.
 _days_worth = 16
 _default_size = _days_worth * _secs_in_day
 # where to start the new data append index
 _rt_buffer_start = int((_days_worth - 1) * _secs_in_day)
 def cuckoff_mantracker():
    from multiprocessing import resource_tracker as mantracker
    # Tell the "resource tracker" thing to fuck off.
    class ManTracker(mantracker.ResourceTracker):
    def register(self, name, rtype):
        pass
@ -63,17 +50,15 @@ def cuckoff_mantracker():
    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
-
+# "know your land and know your prey"
-cuckoff_mantracker()
+# 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
 class SharedInt:
@ -99,12 +84,7 @@ 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):
@ -172,8 +152,7 @@ def _make_token(
 class ShmArray:
-    '''
+    """A shared memory ``numpy`` (compatible) array API.
    A shared memory ``numpy`` (compatible) array API.
    An underlying shared memory buffer is allocated based on
    a user specified ``numpy.ndarray``. This fixed size array
@ -183,7 +162,7 @@ class ShmArray:
    ``SharedInt`` interfaces) values such that multiple processes can
    interact with the same array using a synchronized-index.
-    '''
+    """
    def __init__(
        self,
        shmarr: np.ndarray,
@ -204,11 +183,7 @@ class ShmArray:
        self._post_init: bool = False
        # pushing data does not write the index (aka primary key)
        dtype = shmarr.dtype
        if dtype.fields:
        self._write_fields = list(shmarr.dtype.fields.keys())[1:]
        else:
            self._write_fields = None
    # TODO: ringbuf api?
@ -234,8 +209,7 @@ class ShmArray:
    @property
    def array(self) -> np.ndarray:
-        '''
+        '''Return an up-to-date ``np.ndarray`` view of the
        Return an up-to-date ``np.ndarray`` view of the
        so-far-written data to the underlying shm buffer.
        '''
@ -254,129 +228,62 @@ 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(
        self,
        data: np.ndarray,
        field_map: Optional[dict[str, str]] = None,
        prepend: bool = False,
        update_first: bool = True,
        start: Optional[int] = None,
    ) -> int:
-        '''
+        '''Ring buffer like "push" to append data
        Ring buffer like "push" to append data
        into the buffer and return updated "last" index.
        NB: no actual ring logic yet to give a "loop around" on overflow
        condition, lel.
        '''
        self._post_init = True
        length = len(data)
        index = start or self._last.value
        if prepend:
-            index = (start or self._first.value) - length
+            index = self._first.value - length
            if index < 0:
                raise ValueError(
                    f'Array size of {self._len} was overrun during prepend.\n'
-                    f'You have passed {abs(index)} too many datums.'
+                    '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:
+        fields = self._write_fields
            src_names, dst_names = zip(*field_map.items())
        else:
            dst_names = src_names = self._write_fields
        try:
-            self._array[
+            self._array[fields][index:end] = data[fields][:]
                list(dst_names)
            ][index:end] = data[list(src_names)][:]
            # NOTE: there was a race here between updating
            # the first and last indices and when the next reader
            # 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
            return end
        except ValueError as err:
            if field_map:
                raise
            # should raise if diff detected
            self.diff_err_fields(data)
            raise err
@ -403,7 +310,6 @@ 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 +336,12 @@ 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 = 3 * _secs_in_day
 def open_shm_array(
    key: Optional[str] = None,
@ -454,11 +366,7 @@ 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))
@ -484,24 +392,7 @@ def open_shm_array(
        )
    )
-    # start the "real-time" updated section after 3-days worth of 1s
+    last.value = first.value = int(_secs_in_day)
    # sampled OHLC. this allows appending up to a days worth from
    # tick/quote feeds before having to flush to a (tsdb) storage
    # backend, and looks something like,
    # -------------------------
    # |              |        i
    # _________________________
    # <-------------> <------->
    #  history         real-time
    #
    # Once fully "prepended", the history section will leave the
    # ``ShmArray._start.value: int = 0`` and the yet-to-be written
    # real-time section will start at ``ShmArray.index: int``.
    # 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
    shmarr = ShmArray(
        array,
@ -542,26 +433,8 @@ 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,
--- a/piker/data/_source.py
+++ b/piker/data/_source.py
@ -17,13 +17,12 @@
 """
 numpy data source coversion helpers.
 """
-from __future__ import annotations
+from typing import Dict, Any, List
 from typing import Any
 import decimal
 from bidict import bidict
 import numpy as np
-from pydantic import BaseModel
+import pandas as pd
 from pydantic import BaseModel, validate_arguments
 # from numba import from_dtype
@ -33,7 +32,7 @@ ohlc_fields = [
    ('high', float),
    ('low', float),
    ('close', float),
-    ('volume', float),
+    ('volume', int),
    ('bar_wap', float),
 ]
@ -48,29 +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(
    provider: str,
    symbol: str,
 ) -> str:
    '''
    Generate a "fully qualified symbol name" which is
    a reverse-hierarchical cross broker/provider symbol
    '''
    return '.'.join([symbol, provider]).lower()
 def float_digits(
@ -92,113 +78,31 @@ def ohlc_zeros(length: int) -> np.ndarray:
    return np.zeros(length, dtype=base_ohlc_dtype)
 def unpack_fqsn(fqsn: str) -> tuple[str, str, str]:
    '''
    Unpack a fully-qualified-symbol-name to ``tuple``.
    '''
    venue = ''
    suffix = ''
    # TODO: probably reverse the order of all this XD
    tokens = fqsn.split('.')
    if len(tokens) < 3:
        # probably crypto
        symbol, broker = tokens
        return (
            broker,
            symbol,
            '',
        )
    elif len(tokens) > 3:
        symbol, venue, suffix, broker = tokens
    else:
        symbol, venue, broker = tokens
        suffix = ''
    # head, _, broker = fqsn.rpartition('.')
    # symbol, _, suffix = head.rpartition('.')
    return (
        broker,
        '.'.join([symbol, venue]),
        suffix,
    )
 class Symbol(BaseModel):
-    '''
+    """I guess this is some kinda container thing for dealing with
    I guess this is some kinda container thing for dealing with
    all the different meta-data formats from brokers?
-    '''
+    Yah, i guess dats what it izz.
    """
    key: str
-    tick_size: float = 0.01
+    type_key: str  # {'stock', 'forex', 'future', ... etc.}
-    lot_tick_size: float = 0.0  # "volume" precision as min step value
+    tick_size: float
-    tick_size_digits: int = 2
+    lot_tick_size: float  # "volume" precision as min step value
-    lot_size_digits: int = 0
+    tick_size_digits: int
-    suffix: str = ''
+    lot_size_digits: int
-    broker_info: dict[str, dict[str, Any]] = {}
+    broker_info: Dict[str, Dict[str, Any]] = {}
    # specifies a "class" of financial instrument
    # ex. stock, futer, option, bond etc.
    # @validate_arguments
    @classmethod
    def from_broker_info(
        cls,
        broker: str,
        symbol: str,
        info: dict[str, Any],
        suffix: str = '',
    # XXX: like wtf..
    # ) -> 'Symbol':
    ) -> None:
        tick_size = info.get('price_tick_size', 0.01)
        lot_tick_size = info.get('lot_tick_size', 0.0)
        return Symbol(
            key=symbol,
            tick_size=tick_size,
            lot_tick_size=lot_tick_size,
            tick_size_digits=float_digits(tick_size),
            lot_size_digits=float_digits(lot_tick_size),
            suffix=suffix,
            broker_info={broker: info},
        )
    @classmethod
    def from_fqsn(
        cls,
        fqsn: str,
        info: dict[str, Any],
    # XXX: like wtf..
    # ) -> 'Symbol':
    ) -> None:
        broker, key, suffix = unpack_fqsn(fqsn)
        return cls.from_broker_info(
            broker,
            key,
            info=info,
            suffix=suffix,
        )
    @property
-    def type_key(self) -> str:
+    def brokers(self) -> List[str]:
        return list(self.broker_info.values())[0]['asset_type']
    @property
    def brokers(self) -> list[str]:
        return list(self.broker_info.keys())
    def nearest_tick(self, value: float) -> float:
-        '''
+        """Return the nearest tick value based on mininum increment.
        Return the nearest tick value based on mininum increment.
-        '''
+        """
        mult = 1 / self.tick_size
        return round(value * mult) / mult
@ -214,44 +118,85 @@ class Symbol(BaseModel):
            self.key,
        )
    def tokens(self) -> tuple[str]:
        broker, key = self.front_feed()
        if self.suffix:
            return (key, self.suffix, broker)
        else:
            return (key, broker)
-    def front_fqsn(self) -> str:
+@validate_arguments
-        '''
+def mk_symbol(
        fqsn = "fully qualified symbol name"
-        Basically the idea here is for all client-ish code (aka programs/actors
+    key: str,
-        that ask the provider agnostic layers in the stack for data) should be
+    type_key: str,
-        able to tell which backend / venue / derivative each data feed/flow is
+    tick_size: float = 0.01,
-        from by an explicit string key of the current form:
+    lot_tick_size: float = 0,
    broker_info: dict[str, Any] = {},
-        <instrumentname>.<venue>.<suffixwithmetadata>.<brokerbackendname>
+) -> Symbol:
-
+    '''Create and return an instrument description for the
-        TODO: I have thoughts that we should actually change this to be
+    "symbol" named as ``key``.
        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()
+    return Symbol(
-        fqsn = '.'.join(tokens)
+        key=key,
-        return fqsn
+        type_key=type_key,
        tick_size=tick_size,
        lot_tick_size=lot_tick_size,
        tick_size_digits=float_digits(tick_size),
        lot_size_digits=float_digits(lot_tick_size),
        broker_info=broker_info,
    )
    def iterfqsns(self) -> list[str]:
        keys = []
        for broker in self.broker_info.keys():
            fqsn = mk_fqsn(self.key, broker)
            if self.suffix:
                fqsn += f'.{self.suffix}'
            keys.append(fqsn)
-        return keys
+def from_df(
    df: pd.DataFrame,
    source=None,
    default_tf=None
 ) -> np.recarray:
    """Convert OHLC formatted ``pandas.DataFrame`` to ``numpy.recarray``.
    """
    df.reset_index(inplace=True)
    # hackery to convert field names
    date = 'Date'
    if 'date' in df.columns:
        date = 'date'
    # convert to POSIX time
    df[date] = [d.timestamp() for d in df[date]]
    # try to rename from some camel case
    columns = {
        'Date': 'time',
        'date': 'time',
        'Open': 'open',
        'High': 'high',
        'Low': 'low',
        'Close': 'close',
        'Volume': 'volume',
        # most feeds are providing this over sesssion anchored
        'vwap': 'bar_wap',
        # XXX: ib_insync calls this the "wap of the bar"
        # but no clue what is actually is...
        # https://github.com/pikers/piker/issues/119#issuecomment-729120988
        'average': 'bar_wap',
    }
    df = df.rename(columns=columns)
    for name in df.columns:
        # if name not in base_ohlc_dtype.names[1:]:
        if name not in base_ohlc_dtype.names:
            del df[name]
    # TODO: it turns out column access on recarrays is actually slower:
    # https://jakevdp.github.io/PythonDataScienceHandbook/02.09-structured-data-numpy.html#RecordArrays:-Structured-Arrays-with-a-Twist
    # it might make sense to make these structured arrays?
    array = df.to_records(index=False)
    _nan_to_closest_num(array)
    return array
 def _nan_to_closest_num(array: np.ndarray):
--- a/piker/data/_web_bs.py
+++ b/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(
                    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:
--- a/piker/data/cli.py
+++ b/piker/data/cli.py
@ -16,34 +16,26 @@
 """
 marketstore cli.
 """
 from typing import List
 from functools import partial
 from pprint import pformat
 from anyio_marketstore import open_marketstore_client
 import trio
 import tractor
 import click
 import numpy as np
 from .marketstore import (
    get_client,
-    # stream_quotes,
+    stream_quotes,
    ingest_quote_stream,
-    # _url,
+    _url,
    _tick_tbk_ids,
    mk_tbk,
 )
 from ..cli import cli
 from .. import watchlists as wl
 from ..log import get_logger
 from ._sharedmem import (
    maybe_open_shm_array,
 )
 from ._source import (
    base_iohlc_dtype,
 )
 log = get_logger(__name__)
@ -57,58 +49,51 @@ log = get_logger(__name__)
 )
@click.argument('names', nargs=-1)
@click.pass_obj
-def ms_stream(
+def ms_stream(config: dict, names: List[str], url: str):
-    config: dict,
+    """Connect to a marketstore time bucket stream for (a set of) symbols(s)
    names: list[str],
    url: str,
 ) -> None:
    '''
    Connect to a marketstore time bucket stream for (a set of) symbols(s)
    and print to console.
-
+    """
    '''
    async def main():
-        # async for quote in stream_quotes(symbols=names):
+        async for quote in stream_quotes(symbols=names):
-        #    log.info(f"Received quote:\n{quote}")
+            log.info(f"Received quote:\n{quote}")
        ...
    trio.run(main)
-# @cli.command()
+@cli.command()
-# @click.option(
+@click.option(
-#     '--url',
+    '--url',
-#     default=_url,
+    default=_url,
-#     help='HTTP URL of marketstore instance'
+    help='HTTP URL of marketstore instance'
-# )
+)
-# @click.argument('names', nargs=-1)
+@click.argument('names', nargs=-1)
-# @click.pass_obj
+@click.pass_obj
-# def ms_destroy(config: dict, names: list[str], url: str) -> None:
+def ms_destroy(config: dict, names: List[str], url: str) -> None:
-#     """Destroy symbol entries in the local marketstore instance.
+    """Destroy symbol entries in the local marketstore instance.
-#     """
+    """
-#     async def main():
+    async def main():
-#         nonlocal names
+        nonlocal names
-#         async with get_client(url) as client:
+        async with get_client(url) as client:
-# 
+
-#             if not names:
+            if not names:
-#                 names = await client.list_symbols()
+                names = await client.list_symbols()
-# 
+
-#             # default is to wipe db entirely.
+            # default is to wipe db entirely.
-#             answer = input(
+            answer = input(
-#                 "This will entirely wipe you local marketstore db @ "
+                "This will entirely wipe you local marketstore db @ "
-#                 f"{url} of the following symbols:\n {pformat(names)}"
+                f"{url} of the following symbols:\n {pformat(names)}"
-#                 "\n\nDelete [N/y]?\n")
+                "\n\nDelete [N/y]?\n")
-# 
+
-#             if answer == 'y':
+            if answer == 'y':
-#                 for sym in names:
+                for sym in names:
-#                     # tbk = _tick_tbk.format(sym)
+                    # tbk = _tick_tbk.format(sym)
-#                     tbk = tuple(sym, *_tick_tbk_ids)
+                    tbk = tuple(sym, *_tick_tbk_ids)
-#                     print(f"Destroying {tbk}..")
+                    print(f"Destroying {tbk}..")
-#                     await client.destroy(mk_tbk(tbk))
+                    await client.destroy(mk_tbk(tbk))
-#             else:
+            else:
-#                 print("Nothing deleted.")
+                print("Nothing deleted.")
-# 
+
-#     tractor.run(main)
+    tractor.run(main)
@cli.command()
@ -117,53 +102,41 @@ def ms_stream(
    is_flag=True,
    help='Enable tractor logging')
@click.option(
-    '--host',
+    '--url',
-    default='localhost'
+    default=_url,
    help='HTTP URL of marketstore instance'
 )
-@click.option(
+@click.argument('name', nargs=1, required=True)
    '--port',
    default=5993
 )
@click.argument('symbols', nargs=-1)
@click.pass_obj
-def storesh(
+def ms_shell(config, name, tl, url):
-    config,
+    """Start an IPython shell ready to query the local marketstore db.
-    tl,
+    """
    host,
    port,
    symbols: list[str],
 ):
    '''
    Start an IPython shell ready to query the local marketstore db.
    '''
    from piker.data.marketstore import tsdb_history_update
    from piker._daemon import open_piker_runtime
    async def main():
-        nonlocal symbols
+        async with get_client(url) as client:
            query = client.query  # noqa
            # TODO: write magics to query marketstore
            from IPython import embed
            embed()
-        async with open_piker_runtime(
+    tractor.run(main)
            'storesh',
            enable_modules=['piker.data._ahab'],
        ):
            symbol = symbols[0]
            await tsdb_history_update(symbol)
    trio.run(main)
@cli.command()
@click.option('--test-file', '-t', help='Test quote stream file')
@click.option('--tl', is_flag=True, help='Enable tractor logging')
@click.option('--tl', is_flag=True, help='Enable tractor logging')
@click.option(
    '--url',
    default=_url,
    help='HTTP URL of marketstore instance'
 )
@click.argument('name', nargs=1, required=True)
@click.pass_obj
-def ingest(config, name, test_file, tl):
+def ingest(config, name, test_file, tl, url):
-    '''
+    """Ingest real-time broker quotes and ticks to a marketstore instance.
-    Ingest real-time broker quotes and ticks to a marketstore instance.
+    """
    '''
    # global opts
    brokermod = config['brokermod']
    loglevel = config['loglevel']
    tractorloglevel = config['tractorloglevel']
    # log = config['log']
@ -172,25 +145,15 @@ def ingest(config, name, test_file, tl):
    watchlists = wl.merge_watchlist(watchlist_from_file, wl._builtins)
    symbols = watchlists[name]
-    grouped_syms = {}
+    tractor.run(
-    for sym in symbols:
+        partial(
        symbol, _, provider = sym.rpartition('.')
        if provider not in grouped_syms:
            grouped_syms[provider] = []
        grouped_syms[provider].append(symbol)
    async def entry_point():
        async with tractor.open_nursery() as n:
            for provider, symbols in grouped_syms.items(): 
                await n.run_in_actor(
            ingest_quote_stream,
-                    name='ingest_marketstore',
+            symbols,
-                    symbols=symbols,
+            brokermod.name,
                    brokername=provider,
            tries=1,
-                    actorloglevel=loglevel,
+            loglevel=loglevel,
-                    loglevel=tractorloglevel
+        ),
        name='ingest_marketstore',
        loglevel=tractorloglevel,
        debug_mode=True,
    )
    tractor.run(entry_point)
--- a/piker/data/feed.py
+++ b/piker/data/feed.py
--- a/piker/data/marketstore.py
+++ b/piker/data/marketstore.py
@ -14,200 +14,36 @@
 # 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/>.
-'''
+"""
 ``marketstore`` integration.
 - client management routines
 - ticK data ingest routines
 - websocket client for subscribing to write triggers
 - todo: tick sequence stream-cloning for testing
-
+- todo: docker container management automation
-'''
+"""
-from __future__ import annotations
+from contextlib import asynccontextmanager
-from contextlib import asynccontextmanager as acm
+from typing import Dict, Any, List, Callable, Tuple
 from datetime import datetime
 from pprint import pformat
 from typing import (
    Any,
    Optional,
    Union,
    TYPE_CHECKING,
 )
 import time
 from math import isnan
 from bidict import bidict
 import msgpack
 import pyqtgraph as pg
 import numpy as np
 import pandas as pd
 import pymarketstore as pymkts
 import tractor
 from trio_websocket import open_websocket_url
 from anyio_marketstore import (
    open_marketstore_client,
    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
 from ..data import open_feed
 log = get_logger(__name__)
-
+_tick_tbk_ids: Tuple[str, str] = ('1Sec', 'TICK')
 # 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)
-
+_url: str = 'http://localhost:5993/rpc'
 _tick_dt = [
    # these two are required for as a "primary key"
    ('Epoch', 'i8'),
    ('Nanoseconds', 'i4'),
    ('IsTrade', 'i1'),
    ('IsBid', 'i1'),
    ('Price', 'f4'),
    ('Size', 'f4')
 ]
 _quote_dt = [
    # these two are required for as a "primary key"
    ('Epoch', 'i8'),
@ -225,7 +61,6 @@ _quote_dt = [
    # ('brokerd_ts', 'i64'),
    # ('VWAP', 'f4')
 ]
 _quote_tmp = {}.fromkeys(dict(_quote_dt).keys(), np.nan)
 _tick_map = {
    'Up': 1,
@ -234,52 +69,31 @@ _tick_map = {
    None: np.nan,
 }
 _ohlcv_dt = [
    # these two are required for as a "primary key"
    ('Epoch', 'i8'),
    # ('Nanoseconds', 'i4'),
-    # ohlcv sampling
+class MarketStoreError(Exception):
-    ('Open', 'f4'),
+    "Generic marketstore client error"
    ('High', 'f4'),
    ('Low', 'f4'),
    ('Close', 'f4'),
    ('Volume', 'f4'),
 ]
-ohlc_key_map = bidict({
+def err_on_resp(response: dict) -> None:
-    'Epoch': 'time',
+    """Raise any errors found in responses from client request.
-    'Open': 'open',
+    """
-    'High': 'high',
+    responses = response['responses']
-    'Low': 'low',
+    if responses is not None:
-    'Close': 'close',
+        for r in responses:
-    'Volume': 'volume',
+            err = r['error']
-})
+            if err:
-
+                raise MarketStoreError(err)
 def mk_tbk(keys: tuple[str, str, str]) -> str:
    '''
    Generate a marketstore table key from a tuple.
    Converts,
        ``('SPY', '1Sec', 'TICK')`` -> ``"SPY/1Sec/TICK"```
    '''
    return '/'.join(keys)
 def quote_to_marketstore_structarray(
-    quote: dict[str, Any],
+    quote: Dict[str, Any],
-    last_fill: Optional[float]
+    last_fill: str,
 ) -> np.array:
-    '''
+    """Return marketstore writeable structarray from quote ``dict``.
-    Return marketstore writeable structarray from quote ``dict``.
+    """
    '''
    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
@ -287,7 +101,7 @@ def quote_to_marketstore_structarray(
    secs, ns = now / 10**9, now % 10**9
-    # pack into list[tuple[str, Any]]
+    # pack into List[Tuple[str, Any]]
    array_input = []
    # insert 'Epoch' entry first and then 'Nanoseconds'.
@ -309,467 +123,146 @@ def quote_to_marketstore_structarray(
    return np.array([tuple(array_input)], dtype=_quote_dt)
-@acm
+def timestamp(datestr: str) -> int:
    """Return marketstore compatible 'Epoch' integer in nanoseconds
    from a date formatted str.
    """
    return int(pd.Timestamp(datestr).value)
 def mk_tbk(keys: Tuple[str, str, str]) -> str:
    """Generate a marketstore table key from a tuple.
    Converts,
        ``('SPY', '1Sec', 'TICK')`` -> ``"SPY/1Sec/TICK"```
    """
    return '{}/' + '/'.join(keys)
 class Client:
    """Async wrapper around the alpaca ``pymarketstore`` sync client.
    This will server as the shell for building out a proper async client
    that isn't horribly documented and un-tested..
    """
    def __init__(self, url: str):
        self._client = pymkts.Client(url)
    async def _invoke(
        self,
        meth: Callable,
        *args,
        **kwargs,
    ) -> Any:
        return err_on_resp(meth(*args, **kwargs))
    async def destroy(
        self,
        tbk: Tuple[str, str, str],
    ) -> None:
        return await self._invoke(self._client.destroy, mk_tbk(tbk))
    async def list_symbols(
        self,
        tbk: str,
    ) -> List[str]:
        return await self._invoke(self._client.list_symbols, mk_tbk(tbk))
    async def write(
        self,
        symbol: str,
        array: np.ndarray,
    ) -> None:
        start = time.time()
        await self._invoke(
            self._client.write,
            array,
            _tick_tbk.format(symbol),
            isvariablelength=True
        )
        log.debug(f"{symbol} write time (s): {time.time() - start}")
    def query(
        self,
        symbol,
        tbk: Tuple[str, str] = _tick_tbk_ids,
    ) -> pd.DataFrame:
        # XXX: causes crash
        # client.query(pymkts.Params(symbol, '*', 'OHCLV'
        result = self._client.query(
            pymkts.Params(symbol, *tbk),
        )
        return result.first().df()
@asynccontextmanager
 async def get_client(
-    host: str = 'localhost',
+    url: str = _url,
-    port: int = 5995
+) -> Client:
-
+    yield Client(url)
 ) -> MarketstoreClient:
    '''
    Load a ``anyio_marketstore`` grpc client connected
    to an existing ``marketstore`` server.
    '''
    async with open_marketstore_client(
        host,
        port
    ) as client:
        yield client
 class MarketStoreError(Exception):
    "Generic marketstore client error"
 # def err_on_resp(response: dict) -> None:
 #     """Raise any errors found in responses from client request.
 #     """
 #     responses = response['responses']
 #     if responses is not None:
 #         for r in responses:
 #             err = r['error']
 #             if err:
 #                 raise MarketStoreError(err)
 # map of seconds ints to "time frame" accepted keys
 tf_in_1s = bidict({
    1: '1Sec',
    60: '1Min',
    60*5: '5Min',
    60*15: '15Min',
    60*30: '30Min',
    60*60: '1H',
    60*60*24: '1D',
 })
 class Storage:
    '''
    High level storage api for both real-time and historical ingest.
    '''
    def __init__(
        self,
        client: MarketstoreClient,
    ) -> None:
        # TODO: eventually this should be an api/interface type that
        # ensures we can support multiple tsdb backends.
        self.client = client
        # series' cache from tsdb reads
        self._arrays: dict[str, np.ndarray] = {}
    async def list_keys(self) -> list[str]:
        return await self.client.list_symbols()
    async def search_keys(self, pattern: str) -> list[str]:
        '''
        Search for time series key in the storage backend.
        '''
        ...
    async def write_ticks(self, ticks: list) -> None:
        ...
    async def load(
        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,
        Union[dict, np.ndarray]
    ]:
        client = self.client
        syms = await client.list_symbols()
        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(params)
                    break
                except purerpc.grpclib.exceptions.UnknownError:
                    # XXX: this is already logged by the container and
                    # thus shows up through `marketstored` logs relay.
                    # log.warning(f'{tfstr}@{fqsn} not found')
                    continue
            else:
                return {}
        else:
            result = await client.query(params)
        # TODO: it turns out column access on recarrays is actually slower:
        # https://jakevdp.github.io/PythonDataScienceHandbook/02.09-structured-data-numpy.html#RecordArrays:-Structured-Arrays-with-a-Twist
        # it might make sense to make these structured arrays?
        # Fill out a `numpy` array-results map
        arrays = {}
        for fqsn, data_set in result.by_symbols().items():
            arrays.setdefault(fqsn, {})[
                tf_in_1s.inverse[data_set.timeframe]
            ] = data_set.array
        return arrays[fqsn][timeframe] if timeframe else arrays[fqsn]
    async def delete_ts(
        self,
        key: str,
        timeframe: Optional[Union[int, str]] = None,
    ) -> bool:
        client = self.client
        syms = await client.list_symbols()
        print(syms)
        # if key not in syms:
        #     raise KeyError(f'`{fqsn}` table key not found?')
        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(
    fqsn: str,
    period: Optional[Union[int, str]] = None,  # in seconds
 ) -> tuple[Storage, dict[str, np.ndarray]]:
    '''
    Load a series by key and deliver in ``numpy`` struct array format.
    '''
    async with (
        # eventually a storage backend endpoint
        get_client() as client,
    ):
        # slap on our wrapper api
        yield Storage(client)
 async def tsdb_history_update(
    fqsn: Optional[str] = None,
 ) -> list[str]:
    # TODO: real-time dedicated task for ensuring
    # history consistency between the tsdb, shm and real-time feed..
    # update sequence design notes:
    # - load existing highest frequency data from mkts
    #   * how do we want to offer this to the UI?
    #    - lazy loading?
    #    - try to load it all and expect graphics caching/diffing
    #      to  hide extra bits that aren't in view?
    # - compute the diff between latest data from broker and shm
    #   * use sql api in mkts to determine where the backend should
    #     start querying for data?
    #   * append any diff with new shm length
    #   * determine missing (gapped) history by scanning
    #   * how far back do we look?
    # - begin rt update ingest and aggregation
    #   * could start by always writing ticks to mkts instead of
    #     worrying about a shm queue for now.
    #   * we have a short list of shm queues worth groking:
    #     - https://github.com/pikers/piker/issues/107
    #   * the original data feed arch blurb:
    #     - https://github.com/pikers/piker/issues/98
    #
    profiler = pg.debug.Profiler(
        disabled=False,  # not pg_profile_enabled(),
        delayed=False,
    )
    async with (
        open_storage_client(fqsn) as storage,
        maybe_open_feed(
            [fqsn],
            start_stream=False,
        ) as (feed, stream),
    ):
        profiler(f'opened feed for {fqsn}')
        to_append = feed.shm.array
        to_prepend = None
        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
        # available shm buffers?
        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],
+    symbols: List[str],
    brokername: str,
    tries: int = 1,
    loglevel: str = None,
 ) -> None:
-    '''
+    """Ingest a broker quote stream into marketstore in (sampled) tick format.
-    Ingest a broker quote stream into a ``marketstore`` tsdb.
+    """
    async with open_feed(
        brokername,
        symbols,
        loglevel=loglevel,
    ) as (first_quotes, qstream):
-    '''
+        quote_cache = first_quotes.copy()
-    async with (
+
-        maybe_open_feed(brokername, symbols, loglevel=loglevel) as feed,
+        async with get_client() as ms_client:
-        get_client() as ms_client,
+
-    ):
+            # start ingest to marketstore
-        async for quotes in feed.stream:
+            async for quotes in qstream:
                log.info(quotes)
                for symbol, quote in quotes.items():
                for tick in quote.get('ticks', ()):
                    ticktype = tick.get('type', 'n/a')
-            # techtonic tick write
+                    # remap tick strs to ints
-            array = quote_to_marketstore_structarray({
+                    quote['tick'] = _tick_map[quote.get('tick', 'Equal')]
                'IsTrade': 1 if ticktype == 'trade' else 0,
                'IsBid': 1 if ticktype in ('bid', 'bsize') else 0,
                'Price': tick.get('price'),
                'Size': tick.get('size')
            }, last_fill=quote.get('broker_ts', None))
-            await ms_client.write(array, _tick_tbk)
+                    # check for volume update (i.e. did trades happen
                    # since last quote)
                    new_vol = quote.get('volume', None)
                    if new_vol is None:
                        log.debug(f"No fills for {symbol}")
                        if new_vol == quote_cache.get('volume'):
                            # should never happen due to field diffing
                            # on sender side
                            log.error(
                                f"{symbol}: got same volume as last quote?")
-            # LEGACY WRITE LOOP (using old tick dt)
+                    quote_cache.update(quote)
            # quote_cache = {
            #     'size': 0,
            #     'tick': 0
            # }
-            # async for quotes in qstream:
+                    a = quote_to_marketstore_structarray(
-            #     log.info(quotes)
+                        quote,
-            #     for symbol, quote in quotes.items():
+                        # TODO: check this closer to the broker query api
-
+                        last_fill=quote.get('fill_time', '')
-            #         # remap tick strs to ints
+                    )
-            #         quote['tick'] = _tick_map[quote.get('tick', 'Equal')]
+                    await ms_client.write(symbol, a)
            #         # check for volume update (i.e. did trades happen
            #         # since last quote)
            #         new_vol = quote.get('volume', None)
            #         if new_vol is None:
            #             log.debug(f"No fills for {symbol}")
            #             if new_vol == quote_cache.get('volume'):
            #                 # should never happen due to field diffing
            #                 # on sender side
            #                 log.error(
            #                     f"{symbol}: got same volume as last quote?")
            #         quote_cache.update(quote)
            #         a = quote_to_marketstore_structarray(
            #             quote,
            #             # TODO: check this closer to the broker query api
            #             last_fill=quote.get('fill_time', '')
            #         )
            #         await ms_client.write(symbol, a)
 async def stream_quotes(
-    symbols: list[str],
+    symbols: List[str],
    host: str = 'localhost',
    port: int = 5993,
    diff_cached: bool = True,
    loglevel: str = None,
 ) -> None:
-    '''
+    """Open a symbol stream from a running instance of marketstore and
    Open a symbol stream from a running instance of marketstore and
    log to console.
-
+    """
    '''
    # XXX: required to propagate ``tractor`` loglevel to piker logging
    get_console_log(loglevel or tractor.current_actor().loglevel)
-    tbks: dict[str, str] = {sym: f"{sym}/*/*" for sym in symbols}
+    tbks: Dict[str, str] = {sym: f"{sym}/*/*" for sym in symbols}
    async with open_websocket_url(f'ws://{host}:{port}/ws') as ws:
        # send subs topics to server
@ -778,7 +271,7 @@ async def stream_quotes(
        )
        log.info(resp)
-        async def recv() -> dict[str, Any]:
+        async def recv() -> Dict[str, Any]:
            return msgpack.loads((await ws.get_message()), encoding='utf-8')
        streams = (await recv())['streams']
--- a/piker/fsp/_engine.py
+++ b/piker/fsp/_engine.py
@ -37,7 +37,6 @@ from .. import data
 from ..data import attach_shm_array
 from ..data.feed import Feed
 from ..data._sharedmem import ShmArray
 from ..data._source import Symbol
 from ._api import (
    Fsp,
    _load_builtins,
@ -76,7 +75,8 @@ async def filter_quotes_by_sym(
 async def fsp_compute(
-    symbol: Symbol,
+    ctx: tractor.Context,
    symbol: str,
    feed: Feed,
    quote_stream: trio.abc.ReceiveChannel,
@ -85,7 +85,7 @@ async def fsp_compute(
    func: Callable,
-    # attach_stream: bool = False,
+    attach_stream: bool = False,
    task_status: TaskStatus[None] = trio.TASK_STATUS_IGNORED,
 ) -> None:
@ -95,14 +95,13 @@ async def fsp_compute(
        disabled=True
    )
    fqsn = symbol.front_fqsn()
    out_stream = func(
        # TODO: do we even need this if we do the feed api right?
        # shouldn't a local stream do this before we get a handle
        # to the async iterable? it's that or we do some kinda
        # async itertools style?
-        filter_quotes_by_sym(fqsn, quote_stream),
+        filter_quotes_by_sym(symbol, quote_stream),
        # XXX: currently the ``ohlcv`` arg
        feed.shm,
@ -124,10 +123,11 @@ async def fsp_compute(
    # TODO: push using a[['f0', 'f1', .., 'fn']] = .. syntax no?
    # if the output array is multi-field then push
    # each respective field.
    # await tractor.breakpoint()
    fields = getattr(dst.array.dtype, 'fields', None).copy()
    fields.pop('index')
-    history: Optional[np.ndarray] = None  # TODO: nptyping here!
+    # TODO: nptyping here!
-
+    history: Optional[np.ndarray] = None
    if fields and len(fields) > 1 and fields:
        if not isinstance(history_output, dict):
            raise ValueError(
@ -192,23 +192,22 @@ async def fsp_compute(
    profiler(f'{func_name} pushed history')
    profiler.finish()
    # TODO: UGH, what is the right way to do something like this?
    if not ctx._started_called:
        await ctx.started(index)
    # setup a respawn handle
    with trio.CancelScope() as cs:
        # TODO: might be better to just make a "restart" method where
        # the target task is spawned implicitly and then the event is
        # set via some higher level api? At that poing we might as well
        # be writing a one-cancels-one nursery though right?
        tracker = TaskTracker(trio.Event(), cs)
        task_status.started((tracker, index))
        profiler(f'{func_name} yield last index')
        # import time
        # last = time.time()
        try:
-
+            # rt stream
            async with ctx.open_stream() as stream:
                async for processed in out_stream:
                    log.debug(f"{func_name}: {processed}")
@ -219,14 +218,8 @@ async def fsp_compute(
                    # NOTE: for now we aren't streaming this to the consumer
                    # stream latest array index entry which basically just acts
                    # as trigger msg to tell the consumer to read from shm
-                # TODO: further this should likely be implemented much
+                    if attach_stream:
-                # like our `Feed` api where there is one background
+                        await stream.send(index)
                # "service" task which computes output and then sends to
                # N-consumers who subscribe for the real-time output,
                # which we'll likely want to implement using local-mem
                # chans for the fan out?
                # if attach_stream:
                #     await client_stream.send(index)
                    # period = time.time() - last
                    # hz = 1/period if period else float('nan')
@ -243,7 +236,8 @@ async def cascade(
    ctx: tractor.Context,
    # data feed key
-    fqsn: str,
+    brokername: str,
    symbol: str,
    src_shm_token: dict,
    dst_shm_token: tuple[str, np.dtype],
@ -261,10 +255,7 @@ async def cascade(
    destination shm array buffer.
    '''
-    profiler = pg.debug.Profiler(
+    profiler = pg.debug.Profiler(delayed=False, disabled=False)
        delayed=False,
        disabled=False
    )
    if loglevel:
        get_console_log(loglevel)
@ -278,7 +269,7 @@ async def cascade(
        f'Registered FSP set:\n{lines}'
    )
-    # update actorlocal flows table which registers
+    # update actor local flows table which registers
    # readonly "instances" of this fsp for symbol/source
    # so that consumer fsps can look it up by source + fsp.
    # TODO: ugh i hate this wind/unwind to list over the wire
@ -299,7 +290,8 @@ async def cascade(
    # open a data feed stream with requested broker
    async with data.feed.maybe_open_feed(
-        [fqsn],
+        brokername,
        [symbol],
        # TODO throttle tick outputs from *this* daemon since
        # it'll emit tons of ticks due to the throttle only
@ -308,7 +300,6 @@ async def cascade(
        # tick_throttle=60,
    ) as (feed, quote_stream):
        symbol = feed.symbols[fqsn]
        profiler(f'{func}: feed up')
@ -323,6 +314,7 @@ async def cascade(
            fsp_target = partial(
                fsp_compute,
                ctx=ctx,
                symbol=symbol,
                feed=feed,
                quote_stream=quote_stream,
@ -331,7 +323,7 @@ async def cascade(
                src=src,
                dst=dst,
-                # target
+                # func_name=func_name,
                func=func
            )
@ -343,39 +335,13 @@ async def cascade(
            profiler(f'{func_name}: fsp up')
-            # sync client
+            async def resync(tracker: TaskTracker) -> tuple[TaskTracker, int]:
            await ctx.started(index)
            # XXX:  rt stream with client which we MUST
            # open here (and keep it open) in order to make
            # incremental "updates" as history prepends take
            # place.
            async with ctx.open_stream() as client_stream:
                # TODO: these likely should all become
                # methods of this ``TaskLifetime`` or wtv
                # abstraction..
                async def resync(
                    tracker: TaskTracker,
                ) -> 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)
+                return await n.start(fsp_target)
                    # always trigger UI refresh after history update,
                    # see ``piker.ui._fsp.FspAdmin.open_chain()`` and
                    # ``piker.ui._display.trigger_update()``.
                    await client_stream.send({
                        'fsp_update': {
                            'key': dst_shm_token,
                            'first': dst._first.value,
                            'last': dst._last.value,
                    }})
                    return tracker, index
            def is_synced(
                src: ShmArray,
@ -415,21 +381,14 @@ async def cascade(
            s, step, ld = is_synced(src, dst)
                # detect sample period step for subscription to increment
                # signal
                times = src.array['time']
                delay_s = times[-1] - times[times != times[-1]][-1]
            # Increment the underlying shared memory buffer on every
            # "increment" msg received from the underlying data feed.
-                async with feed.index_stream(
+            async with feed.index_stream() as stream:
                    int(delay_s)
                ) as istream:
                profiler(f'{func_name}: sample stream up')
                profiler.finish()
-                    async for _ in istream:
+                async for msg in stream:
                    # respawn the compute task if the source
                    # array has been updated such that we compute
--- a/piker/fsp/_momo.py
+++ b/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')
--- a/piker/fsp/_volume.py
+++ b/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,
            )
--- a/piker/log.py
+++ b/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)
--- a/piker/ui/_anchors.py
+++ b/piker/ui/_anchors.py
@ -25,10 +25,39 @@ from PyQt5.QtCore import QPointF
 from PyQt5.QtWidgets import QGraphicsPathItem
 if TYPE_CHECKING:
    from ._axes import PriceAxis
    from ._chart import ChartPlotWidget
    from ._label import Label
 def marker_right_points(
    chart: ChartPlotWidget,  # noqa
    marker_size: int = 20,
 ) -> (float, float, float):
    '''
    Return x-dimension, y-axis-aware, level-line marker oriented scene
    values.
    X values correspond to set the end of a level line, end of
    a paried level line marker, and the right most side of the "right"
    axis respectively.
    '''
    # TODO: compute some sensible maximum value here
    # and use a humanized scheme to limit to that length.
    l1_len = chart._max_l1_line_len
    ryaxis = chart.getAxis('right')
    r_axis_x = ryaxis.pos().x()
    up_to_l1_sc = r_axis_x - l1_len - 10
    marker_right = up_to_l1_sc - (1.375 * 2 * marker_size)
    line_end = marker_right - (6/16 * marker_size)
    return line_end, marker_right, r_axis_x
 def vbr_left(
    label: Label,
--- a/piker/ui/_annotate.py
+++ b/piker/ui/_annotate.py
@ -26,6 +26,8 @@ from PyQt5.QtWidgets import QGraphicsPathItem
 from pyqtgraph import Point, functions as fn, Color
 import numpy as np
 from ._anchors import marker_right_points
 def mk_marker_path(
@ -114,7 +116,7 @@ class LevelMarker(QGraphicsPathItem):
        self.get_level = get_level
        self._on_paint = on_paint
-        self.scene_x = lambda: chart.marker_right_points()[1]
+        self.scene_x = lambda: marker_right_points(chart)[1]
        self.level: float = 0
        self.keep_in_view = keep_in_view
@ -167,7 +169,7 @@ class LevelMarker(QGraphicsPathItem):
        vr = view.state['viewRange']
        ymn, ymx = vr[1]
-        # _, marker_right, _ = line._chart.marker_right_points()
+        # _, marker_right, _ = marker_right_points(line._chart)
        x = self.scene_x()
        if self.style == '>|':  # short style, points "down-to" line
--- a/piker/ui/_axes.py
+++ b/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 (
--- a/piker/ui/_chart.py
+++ b/piker/ui/_chart.py
@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for pikers)
+# 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
@ -19,14 +19,10 @@ High level chart-widget apis.
 '''
 from __future__ import annotations
-from typing import Optional, TYPE_CHECKING
+from typing import Optional
 from PyQt5 import QtCore, QtWidgets
-from PyQt5.QtCore import (
+from PyQt5.QtCore import Qt
    Qt,
    QLineF,
    # QPointF,
 )
 from PyQt5.QtWidgets import (
    QFrame,
    QWidget,
@ -37,6 +33,7 @@ from PyQt5.QtWidgets import (
 import numpy as np
 import pyqtgraph as pg
 import trio
 from pydantic import BaseModel
 from ._axes import (
    DynamicDateAxis,
@ -47,30 +44,25 @@ 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,
    _xaxis_at,
    _min_points_to_show,
    _bars_from_right_in_follow_mode,
    _bars_to_left_in_follow_mode,
 )
 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
 log = get_logger(__name__)
@ -238,23 +230,16 @@ class GodWidget(QWidget):
            # chart is already in memory so just focus it
            linkedsplits.show()
            linkedsplits.focus()
            linkedsplits.graphics_cycle()
            await trio.sleep(0)
            # resume feeds *after* rendering chart view asap
            chart.resume_all_feeds()
            # TODO: we need a check to see if the chart
            # last had the xlast in view, if so then shift so it's
            # still in view, if the user was viewing history then
            # do nothing yah?
            chart.default_view()
        self.linkedsplits = linkedsplits
        symbol = linkedsplits.symbol
        if symbol is not None:
            self.window.setWindowTitle(
-                f'{symbol.front_fqsn()} '
+                f'{symbol.key}@{symbol.brokers} '
                f'tick:{symbol.tick_size}'
            )
@ -361,19 +346,8 @@ class LinkedSplits(QWidget):
        self.layout.setContentsMargins(0, 0, 0, 0)
        self.layout.addWidget(self.splitter)
        # chart-local graphics state that can be passed to
        # a ``graphic_update_cycle()`` call by any task wishing to
        # update the UI for a given "chart instance".
        self.display_state: Optional[DisplayState] = None
        self._symbol: Symbol = None
    def graphics_cycle(self, **kwargs) -> None:
        from . import _display
        ds = self.display_state
        if ds:
            return _display.graphics_update_cycle(ds, **kwargs)
    @property
    def symbol(self) -> Symbol:
        return self._symbol
@ -388,15 +362,12 @@ class LinkedSplits(QWidget):
        '''
        ln = len(self.subplots)
        # proportion allocated to consumer subcharts
        if not prop:
-            prop = 3/8*5/8
+            # proportion allocated to consumer subcharts
-
+            if ln < 2:
-            # if ln < 2:
+                prop = 1/3
-            #     prop = 3/8*5/8
+            elif ln >= 2:
-
+                prop = 3/8
            # elif ln >= 2:
            #     prop = 3/8
        major = 1 - prop
        min_h_ind = int((self.height() * prop) / ln)
@ -418,7 +389,7 @@ class LinkedSplits(QWidget):
        self,
        symbol: Symbol,
-        shm: ShmArray,
+        array: np.ndarray,
        sidepane: FieldsForm,
        style: str = 'bar',
@ -443,7 +414,7 @@ class LinkedSplits(QWidget):
        self.chart = self.add_plot(
            name=symbol.key,
-            shm=shm,
+            array=array,
            style=style,
            _is_main=True,
@ -471,7 +442,7 @@ class LinkedSplits(QWidget):
        self,
        name: str,
-        shm: ShmArray,
+        array: np.ndarray,
        array_key: Optional[str] = None,
        style: str = 'line',
@ -515,6 +486,7 @@ class LinkedSplits(QWidget):
            name=name,
            data_key=array_key or name,
            array=array,
            parent=qframe,
            linkedsplits=self,
            axisItems=axes,
@ -578,7 +550,7 @@ class LinkedSplits(QWidget):
            graphics, data_key = cpw.draw_ohlc(
                name,
-                shm,
+                array,
                array_key=array_key
            )
            self.cursor.contents_labels.add_label(
@ -592,7 +564,7 @@ class LinkedSplits(QWidget):
            add_label = True
            graphics, data_key = cpw.draw_curve(
                name,
-                shm,
+                array,
                array_key=array_key,
                color='default_light',
            )
@ -601,7 +573,7 @@ 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 +628,31 @@ 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 +686,7 @@ class ChartPlotWidget(pg.PlotWidget):
        # the "data view" we generate graphics from
        name: str,
        array: np.ndarray,
        data_key: str,
        linkedsplits: LinkedSplits,
@ -741,6 +739,14 @@ 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 +762,7 @@ 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)
@ -800,138 +807,39 @@ class ChartPlotWidget(pg.PlotWidget):
        return int(vr.left()), int(vr.right())
    def bars_range(self) -> tuple[int, int, int, int]:
-        '''
+        """Return a range tuple for the bars present in view.
-        Return a range tuple for the bars present in view.
+        """
-
+        l, r = self.view_range()
-        '''
+        array = self._arrays[self.name]
-        main_flow = self._flows[self.name]
+        lbar = max(l, array[0]['index'])
-        ifirst, l, lbar, rbar, r, ilast = main_flow.datums_range()
+        rbar = min(r, array[-1]['index'])
        return l, lbar, rbar, r
    def curve_width_pxs(
        self,
    ) -> float:
        _, lbar, rbar, _ = self.bars_range()
        return self.view.mapViewToDevice(
            QLineF(lbar, 0, rbar, 0)
        ).length()
    def pre_l1_xs(self) -> tuple[float, float]:
        '''
        Return the view x-coord for the value just before
        the L1 labels on the y-axis as well as the length
        of that L1 label from the y-axis.
        '''
        line_end, marker_right, yaxis_x = self.marker_right_points()
        view = self.view
        line = view.mapToView(
            QLineF(line_end, 0, yaxis_x, 0)
        )
        return line.x1(), line.length()
    def marker_right_points(
        self,
        marker_size: int = 20,
    ) -> (float, float, float):
        '''
        Return x-dimension, y-axis-aware, level-line marker oriented scene
        values.
        X values correspond to set the end of a level line, end of
        a paried level line marker, and the right most side of the "right"
        axis respectively.
        '''
        # TODO: compute some sensible maximum value here
        # and use a humanized scheme to limit to that length.
        l1_len = self._max_l1_line_len
        ryaxis = self.getAxis('right')
        r_axis_x = ryaxis.pos().x()
        up_to_l1_sc = r_axis_x - l1_len - 10
        marker_right = up_to_l1_sc - (1.375 * 2 * marker_size)
        line_end = marker_right - (6/16 * marker_size)
        return line_end, marker_right, r_axis_x
    def default_view(
        self,
-        bars_from_y: int = 3000,
+        index: int = -1,
    ) -> None:
-        '''
+        """Set the view box to the "default" startup view of the scene.
        Set the view box to the "default" startup view of the scene.
-        '''
+        """
-        flow = self._flows.get(self.name)
+        xlast = self._arrays[self.name][index]['index']
-        if not flow:
+        begin = xlast - _bars_to_left_in_follow_mode
-            log.warning(f'`Flow` for {self.name} not loaded yet?')
+        end = xlast + _bars_from_right_in_follow_mode
            return
        index = flow.shm.array['index']
        xfirst, xlast = index[0], index[-1]
        l, lbar, rbar, r = self.bars_range()
        view = self.view
        if (
            rbar < 0
            or l < xfirst
            or l < 0
            or (rbar - lbar) < 6
        ):
            # TODO: 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
            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
        # terms now that we've scaled either by user control
        # 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'xlast: {xlast}\n'
        #     f'marker pos: {marker_pos}\n'
        #     f'l1 len: {l1_len}\n'
        #     f'begin: {begin}\n'
        #     f'end: {end}\n'
        # )
        # remove any custom user yrange setttings
        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()
        try:
            self.linked.graphics_cycle()
        except IndexError:
            pass
    def increment_view(
        self,
        steps: int = 1,
        vb: Optional[ChartView] = None,
    ) -> None:
        """
        Increment the data view one step to the right thus "following"
@ -939,10 +847,9 @@ class ChartPlotWidget(pg.PlotWidget):
        """
        l, r = self.view_range()
-        view = vb or self.view
+        self.view.setXRange(
-        view.setXRange(
+            min=l + 1,
-            min=l + steps,
+            max=r + 1,
            max=r + steps,
            # TODO: holy shit, wtf dude... why tf would this not be 0 by
            # default... speechless.
@ -951,8 +858,9 @@ class ChartPlotWidget(pg.PlotWidget):
    def draw_ohlc(
        self,
        name: str,
-        shm: ShmArray,
+        data: np.ndarray,
        array_key: Optional[str] = None,
@ -962,26 +870,19 @@ class ChartPlotWidget(pg.PlotWidget):
        '''
        graphics = BarItems(
            self.linked,
            self.plotItem,
-            pen_color=self.pen_color,
+            pen_color=self.pen_color
            name=name,
        )
        # adds all bar/candle graphics objects for each data point in
        # 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 +923,6 @@ 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 +947,19 @@ 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 +969,41 @@ 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,
            # TODO: see how this handles with custom ohlcv bars graphics
            # and/or if we can implement something similar for OHLC graphics
            # autoDownsample=True,
            # downsample=60,
            # downsampleMethod='subsample',
            **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 +1013,10 @@ 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')
@ -1109,17 +1024,7 @@ class ChartPlotWidget(pg.PlotWidget):
            # (we need something that avoids clutter on x-axis).
            self._add_sticky(name, bg_color=color)
        # NOTE: this is more or less the RENDER call that tells Qt to
        # start showing the generated graphics-curves. This is kind of
        # of edge-triggered call where once added any
        # ``QGraphicsItem.update()`` calls are automatically displayed.
        # Our internal graphics objects have their own "update from
        # data" style method API that allows for real-time updates on
        # the next render cycle; just note a lot of the real-time
        # updates are implicit and require a bit of digging to
        # understand.
        pi.addItem(curve)
        return curve, data_key
    # TODO: make this a ctx mngr
@ -1151,11 +1056,11 @@ class ChartPlotWidget(pg.PlotWidget):
        )
        return last
-    def update_graphics_from_flow(
+    def update_ohlc_from_array(
        self,
        graphics_name: str,
        array_key: Optional[str] = None,
        graphics_name: str,
        array: np.ndarray,
        **kwargs,
    ) -> pg.GraphicsObject:
@ -1163,12 +1068,50 @@ class ChartPlotWidget(pg.PlotWidget):
        Update the named internal graphics from ``array``.
        '''
-        flow = self._flows[array_key or graphics_name]
+        self._arrays[self.name] = array
-        return flow.update_graphics(
+        graphics = self._graphics[graphics_name]
-            array_key=array_key,
+        graphics.update_from_array(array, **kwargs)
        return graphics
    def update_curve_from_array(
        self,
        graphics_name: str,
        array: np.ndarray,
        array_key: Optional[str] = None,
        **kwargs,
    ) -> pg.GraphicsObject:
        '''
        Update the named internal graphics from ``array``.
        '''
        assert len(array)
        data_key = array_key or graphics_name
        if graphics_name not in self._flows:
            self._arrays[self.name] = array
        else:
            self._arrays[data_key] = array
        curve = self._graphics[graphics_name]
        # NOTE: back when we weren't implementing the curve graphics
        # ourselves you'd have updates using this method:
        # curve.setData(y=array[graphics_name], x=array['index'], **kwargs)
        # NOTE: graphics **must** implement a diff based update
        # operation where an internal ``FastUpdateCurve._xrange`` is
        # used to determine if the underlying path needs to be
        # pre/ap-pended.
        curve.update_from_array(
            x=array['index'],
            y=array[data_key],
            **kwargs
        )
        return curve
    # def _label_h(self, yhigh: float, ylow: float) -> float:
    #     # compute contents label "height" in view terms
    #     # to avoid having data "contents" overlap with them
@ -1198,9 +1141,6 @@ class ChartPlotWidget(pg.PlotWidget):
    #     print(f"bounds (ylow, yhigh): {(ylow, yhigh)}")
    # TODO: pretty sure we can just call the cursor
    # directly not? i don't wee why we need special "signal proxies"
    # for this lul..
    def enterEvent(self, ev):  # noqa
        # pg.PlotWidget.enterEvent(self, ev)
        self.sig_mouse_enter.emit(self)
@ -1214,7 +1154,7 @@ 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..
@ -1225,28 +1165,10 @@ class ChartPlotWidget(pg.PlotWidget):
        else:
            return ohlc['index'][-1]
    def in_view(
        self,
        array: np.ndarray,
    ) -> np.ndarray:
        '''
        Slice an input struct array providing only datums
        "in view" of this chart.
        '''
        l, lbar, rbar, r = self.bars_range()
        ifirst = array[0]['index']
        # slice data by offset from the first index
        # available in the passed datum set.
        return array[lbar - ifirst:(rbar - ifirst) + 1]
    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 +1177,46 @@ 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
--- a/piker/ui/_compression.py
+++ b/piker/ui/_compression.py
@ -1,318 +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/>.
 '''
 Graphics related downsampling routines for compressing to pixel
 limits on the display device.
 '''
 import math
 from typing import Optional
 import numpy as np
 from numpy.lib import recfunctions as rfn
 from numba import (
    jit,
    # float64, optional, int64,
 )
 from ..log import get_logger
 log = get_logger(__name__)
 def hl2mxmn(ohlc: np.ndarray) -> np.ndarray:
    '''
    Convert a OHLC struct-array containing 'high'/'low' columns
    to a "joined" max/min 1-d array.
    '''
    index = ohlc['index']
    hls = ohlc[[
        'low',
        'high',
    ]]
    mxmn = np.empty(2*hls.size, dtype=np.float64)
    x = np.empty(2*hls.size, dtype=np.float64)
    trace_hl(hls, mxmn, x, index[0])
    x = x + index[0]
    return mxmn, x
@jit(
    # TODO: the type annots..
    # float64[:](float64[:],),
    nopython=True,
 )
 def trace_hl(
    hl: 'np.ndarray',
    out: np.ndarray,
    x: np.ndarray,
    start: int,
    # the "offset" values in the x-domain which
    # place the 2 output points around each ``int``
    # master index.
    margin: float = 0.43,
 ) -> None:
    '''
    "Trace" the outline of the high-low values of an ohlc sequence
    as a line such that the maximum deviation (aka disperaion) between
    bars if preserved.
    This routine is expected to modify input arrays in-place.
    '''
    last_l = hl['low'][0]
    last_h = hl['high'][0]
    for i in range(hl.size):
        row = hl[i]
        l, h = row['low'], row['high']
        up_diff = h - last_l
        down_diff = last_h - l
        if up_diff > down_diff:
            out[2*i + 1] = h
            out[2*i] = last_l
        else:
            out[2*i + 1] = l
            out[2*i] = last_h
        last_l = l
        last_h = h
        x[2*i] = int(i) - margin
        x[2*i + 1] = int(i) + margin
    return out
 def ohlc_flatten(
    ohlc: np.ndarray,
    use_mxmn: bool = True,
 ) -> tuple[np.ndarray, np.ndarray]:
    '''
    Convert an OHLCV struct-array into a flat ready-for-line-plotting
    1-d array that is 4 times the size with x-domain values distributed
    evenly (by 0.5 steps) over each index.
    '''
    index = ohlc['index']
    if use_mxmn:
        # traces a line optimally over highs to lows
        # using numba. NOTE: pretty sure this is faster
        # and looks about the same as the below output.
        flat, x = hl2mxmn(ohlc)
    else:
        flat = rfn.structured_to_unstructured(
            ohlc[['open', 'high', 'low', 'close']]
        ).flatten()
        x = np.linspace(
            start=index[0] - 0.5,
            stop=index[-1] + 0.5,
            num=len(flat),
        )
    return x, flat
 def ds_m4(
    x: np.ndarray,
    y: np.ndarray,
    # units-per-pixel-x(dimension)
    uppx: float,
    # XXX: troll zone / easter egg..
    # want to mess with ur pal, pass in the actual
    # pixel width here instead of uppx-proper (i.e. pass
    # in our ``pg.GraphicsObject`` derivative's ``.px_width()``
    # gto mega-trip-out ur bud). Hint, it used to be implemented
    # (wrongly) using "pixel width", so check the git history ;)
    xrange: Optional[float] = None,
 ) -> tuple[int, np.ndarray, np.ndarray]:
    '''
    Downsample using the M4 algorithm.
    This is more or less an OHLC style sampling of a line-style series.
    '''
    # NOTE: this method is a so called "visualization driven data
    # aggregation" approach. It gives error-free line chart
    # downsampling, see
    # further scientific paper resources:
    # - http://www.vldb.org/pvldb/vol7/p797-jugel.pdf
    # - http://www.vldb.org/2014/program/papers/demo/p997-jugel.pdf
    # Details on implementation of this algo are based in,
    # https://github.com/pikers/piker/issues/109
    # XXX: from infinite on downsampling viewable graphics:
    # "one thing i remembered about the binning - if you are
    # picking a range within your timeseries the start and end bin
    # should be one more bin size outside the visual range, then
    # you get better visual fidelity at the edges of the graph"
    # "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
    assert uppx > 1
    # 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
    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)
    # uppx *= max(4 / (1 + math.log(uppx, 2)), 1)
    pxw = math.ceil(xrange / uppx)
    # scale up the frame "width" directly with uppx
    w = uppx
    # ensure we make more then enough
    # frames (windows) for the output pixel
    frames = pxw
    # 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)
    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(
        x,
        y,
        frames,
        # TODO: see func below..
        # i_win,
        # y_out,
        # first index in x data to start at
        x_start,
        # window size for each "frame" of data to downsample (normally
        # scaled by the ratio of pixels on screen to data in x-range).
        w,
    )
    # filter out any overshoot in the input allocation arrays by
    # removing zero-ed tail entries which should start at a certain
    # index.
    i_win = i_win[i_win != 0]
    y_out = y_out[:i_win.size]
    return nb, i_win, y_out
@jit(
    nopython=True,
    nogil=True,
 )
 def _m4(
    xs: np.ndarray,
    ys: np.ndarray,
    frames: int,
    # TODO: using this approach by having the ``.zeros()`` alloc lines
    # below, in put python was causing segs faults and alloc crashes..
    # we might need to see how it behaves with shm arrays and consider
    # allocating them once at startup?
    # pre-alloc array of x indices mapping to the start
    # of each window used for downsampling in y.
    # i_win: np.ndarray,
    # pre-alloc array of output downsampled y values
    # y_out: np.ndarray,
    x_start: int,
    step: float,
 ) -> int:
    # nbins = len(i_win)
    # count = len(xs)
    # these are pre-allocated and mutated by ``numba``
    # code in-place.
    y_out = np.zeros((frames, 4), ys.dtype)
    i_win = np.zeros(frames, xs.dtype)
    bincount = 0
    x_left = x_start
    # Find the first window's starting value which *includes* the
    # first value in the x-domain array, i.e. the first
    # "left-side-of-window" **plus** the downsampling step,
    # creates a window which includes the first x **value**.
    while xs[0] >= x_left + step:
        x_left += step
    # set all bins in the left-most entry to the starting left-most x value
    # (aka a row broadcast).
    i_win[bincount] = x_left
    # set all y-values to the first value passed in.
    y_out[bincount] = ys[0]
    for i in range(len(xs)):
        x = xs[i]
        y = ys[i]
        if x < x_left + step:   # the current window "step" is [bin, bin+1)
            y_out[bincount, 1] = min(y, y_out[bincount, 1])
            y_out[bincount, 2] = max(y, y_out[bincount, 2])
            y_out[bincount, 3] = y
        else:
            # Find the next bin
            while x >= x_left + step:
                x_left += step
            bincount += 1
            i_win[bincount] = x_left
            y_out[bincount] = y
    return bincount, i_win, y_out
--- a/piker/ui/_cursor.py
+++ b/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
@ -95,33 +95,26 @@ class LineDot(pg.CurvePoint):
    def event(
        self,
        ev: QtCore.QEvent,
-    ) -> bool:
+    ) -> None:
-
+        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
+        (x, y) = self.curve().getData()
-        # make a more pythonic api to retreive backing
+        index = self.property('index')
-        # numpy arrays...
+        # first = self._plot._arrays['ohlc'][0]['index']
-        # (x, y) = self.curve().getData()
+        # first = x[0]
-        # index = self.property('index')
+        # i = index - first
-        # # first = self._plot._arrays['ohlc'][0]['index']
+        if index:
-        # # first = x[0]
+            i = index - x[0]
-        # # i = index - first
+            if i > 0 and i < len(y):
-        # if index:
+                newPos = (index, y[i])
-        #     i = round(index - x[0])
+                QtWidgets.QGraphicsItem.setPos(self, *newPos)
-        #     if i > 0 and i < len(y):
+                return True
        #         newPos = (index, y[i])
        #         QtWidgets.QGraphicsItem.setPos(
        #             self,
        #             *newPos,
        #         )
        #         return True
        return False
@ -196,9 +189,6 @@ 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 +196,7 @@ 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 +241,13 @@ 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 +256,8 @@ class ContentsLabels:
                print('WTF out of range?')
                continue
            # array = chart._arrays[name]
            # call provided update func with data point
            try:
                label.show()
@ -309,8 +293,7 @@ class ContentsLabels:
 class Cursor(pg.GraphicsObject):
-    '''
+    '''Multi-plot cursor for use on a ``LinkedSplits`` chart (set).
    Multi-plot cursor for use on a ``LinkedSplits`` chart (set).
    '''
    def __init__(
@ -325,7 +308,7 @@ class Cursor(pg.GraphicsObject):
        self.linked = linkedsplits
        self.graphics: dict[str, pg.GraphicsObject] = {}
-        self.plots: list['PlotChartWidget'] = []  # type: ignore # noqa
+        self.plots: List['PlotChartWidget'] = []  # type: ignore # noqa
        self.active_plot = None
        self.digits: int = digits
        self._datum_xy: tuple[int, float] = (0, 0)
@ -422,7 +405,6 @@ class Cursor(pg.GraphicsObject):
            slot=self.mouseMoved,
            delay=_debounce_delay,
        )
        px_enter = pg.SignalProxy(
            plot.sig_mouse_enter,
            rateLimit=_mouse_rate_limit,
@ -454,10 +436,7 @@ class Cursor(pg.GraphicsObject):
        if plot.linked.xaxis_chart is plot:
            xlabel = self.xaxis_label = XAxisLabel(
                parent=self.plots[plot_index].getAxis('bottom'),
-                # parent=self.plots[plot_index].pi_overlay.get_axis(
+                # parent=self.plots[plot_index].pi_overlay.get_axis(plot.plotItem, 'bottom'),
                #     plot.plotItem, 'bottom'
                # ),
                opacity=_ch_label_opac,
                bg_color=self.label_color,
            )
@ -475,12 +454,9 @@ 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)
--- a/piker/ui/_curve.py
+++ b/piker/ui/_curve.py
@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for pikers)
+# 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
@ -18,35 +18,72 @@
 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,
+from .._profile import pg_profile_enabled
    QPainterPath,
 )
 from .._profile import pg_profile_enabled, ms_slower_then
 from ._style import hcolor
 # from ._compression import (
 #     # ohlc_to_m4_line,
 #     ds_m4,
 # )
 from ..log import get_logger
-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] = {
@ -57,74 +94,39 @@ _line_styles: dict[str, int] = {
 }
-class Curve(pg.GraphicsObject):
+# TODO: got a feeling that dropping this inheritance gets us even more speedups
 class FastAppendCurve(pg.PlotCurveItem):
    '''
-    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,
        *args,
        step_mode: bool = False,
        color: str = 'default_lightest',
        fill_color: Optional[str] = None,
        style: str = 'solid',
        name: Optional[str] = None,
        use_fpath: bool = True,
        **kwargs
    ) -> None:
        self._name = name
        # brutaaalll, see comments within..
        self.yData = None
        self.xData = None
        # self._last_cap: int = 0
        self.path: Optional[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
        # TODO: we can probably just dispense with the parent since
        # we're basically only using the pen setting now...
        super().__init__(*args, **kwargs)
        self._name = name
        self._xrange: tuple[int, int] = self.dataBounds(ax=0)
        # all history of curve is drawn in single px thickness
        pen = pg.mkPen(hcolor(color))
@ -133,191 +135,218 @@ class Curve(pg.GraphicsObject):
        if 'dash' in style:
            pen.setDashPattern([8, 3])
-        self._pen = pen
+        self.setPen(pen)
        # last segment is drawn in 2px thickness for emphasis
        # self.last_step_pen = pg.mkPen(hcolor(color), width=2)
        self.last_step_pen = pg.mkPen(pen, width=2)
-        # self._last_line: Optional[QLineF] = None
+        self._last_line: QLineF = None
-        self._last_line = QLineF()
+        self._last_step_rect: 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))
+        self.setBrush(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?
        if step_mode:
            # don't enable caching by default for the case where the
            # only thing drawn is the "last" line segment which can
            # have a weird artifact where it won't be fully drawn to its
            # endpoint (something we saw on trade rate curves)
-        self.setCacheMode(QGraphicsItem.DeviceCoordinateCache)
+            self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
-        # XXX: see explanation for different caching modes:
+    def update_from_array(
-        # https://stackoverflow.com/a/39410081
+        self,
-        # seems to only be useful if we don't re-generate the entire
+        x: np.ndarray,
-        # QPainterPath every time
+        y: np.ndarray,
        # curve.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
-        # don't ever use this - it's a colossal nightmare of artefacts
+    ) -> QtGui.QPainterPath:
        # and is disastrous for performance.
        # curve.setCacheMode(QtWidgets.QGraphicsItem.ItemCoordinateCache)
-        # allow sub-type customization
+        profiler = pg.debug.Profiler(disabled=not pg_profile_enabled())
-        declare = self.declare_paintables
+        flip_cache = False
        if declare:
            declare()
-    # TODO: probably stick this in a new parent
+        istart, istop = self._xrange
-    # type which will contain our own version of
+        # print(f"xrange: {self._xrange}")
-    # what ``PlotCurveItem`` had in terms of base
+
-    # functionality? A `FlowGraphic` maybe?
+        # compute the length diffs between the first/last index entry in
-    def x_uppx(self) -> int:
+        # the input data and the last indexes we have on record from the
        # last time we updated the curve index.
        prepend_length = istart - x[0]
        append_length = x[-1] - istop
        # step mode: draw flat top discrete "step"
        # over the index space for each datum.
        if self._step_mode:
            x_out, y_out = step_path_arrays_from_1d(x[:-1], y[:-1])
        px_vecs = self.pixelVectors()[0]
        if px_vecs:
            xs_in_px = px_vecs.x()
            return round(xs_in_px)
        else:
-            return 0
+            # by default we only pull data up to the last (current) index
            x_out, y_out = x[:-1], y[:-1]
-    def px_width(self) -> float:
+        if self.path is None or prepend_length > 0:
            self.path = pg.functions.arrayToQPath(
                x_out,
                y_out,
                connect='all',
                finiteCheck=False,
            )
            profiler('generate fresh path')
-        vb = self.getViewBox()
+            # if self._step_mode:
-        if not vb:
+            #     self.path.closeSubpath()
            return 0
-        vr = self.viewRect()
+        # TODO: get this piecewise prepend working - right now it's
-        l, r = int(vr.left()), int(vr.right())
+        # giving heck on vwap...
        # if prepend_length:
        #     breakpoint()
-        start, stop = self._xrange
+        #     prepend_path = pg.functions.arrayToQPath(
-        lbar = max(l, start)
+        #         x[0:prepend_length],
-        rbar = min(r, stop)
+        #         y[0:prepend_length],
        #         connect='all'
        #     )
-        return vb.mapViewToDevice(
+        #     # swap prepend path in "front"
-            QLineF(lbar, 0, rbar, 0)
+        #     old_path = self.path
-        ).length()
+        #     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))
            append_path = pg.functions.arrayToQPath(
                new_x,
                new_y,
                connect='all',
                # finiteCheck=False,
            )
            path = self.path
            # other merging ideas:
            # https://stackoverflow.com/questions/8936225/how-to-merge-qpainterpaths
            if self._step_mode:
                # path.addPath(append_path)
                self.path.connectPath(append_path)
                # 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()
                #     # path.addPath(append_path)
                #     # path.closeSubpath()
            else:
                # print(f"append_path br: {append_path.boundingRect()}")
                # self.path.moveTo(new_x[0], new_y[0])
                # self.path.connectPath(append_path)
                path.connectPath(append_path)
            self.disable_cache()
            flip_cache = True
        if (
            self._step_mode
        ):
            self.disable_cache()
            flip_cache = True
            # print(f"update br: {self.path.boundingRect()}")
        # XXX: lol brutal, the internals of `CurvePoint` (inherited by
        # our `LineDot`) required ``.getData()`` to work..
-    def getData(self):
+        self.xData = x
-        return self.xData, self.yData
+        self.yData = y
-    def clear(self):
+        x0, x_last = self._xrange = x[0], x[-1]
-        '''
+        y_last = y[-1]
        Clear internal graphics making object ready for full re-draw.
-        '''
+        # draw the "current" step graphic segment so it lines up with
-        # NOTE: original code from ``pg.PlotCurveItem``
+        # the "middle" of the current (OHLC) sample.
-        self.xData = None
+        if self._step_mode:
-        self.yData = None
+            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
            )
        else:
            # print((x[-1], y_last))
            self._last_line = QLineF(
                x[-2], y[-2],
                x[-1], y_last
            )
-        # XXX: previously, if not trying to leverage `.reserve()` allocs
+        # trigger redraw of path
-        # then you might as well create a new one..
+        # do update before reverting to cache mode
-        # self.path = None
+        self.prepareGeometryChange()
        self.update()
-        # path reservation aware non-mem de-alloc cleaning
+        if flip_cache:
-        if self.path:
+            # XXX: seems to be needed to avoid artifacts (see above).
-            self.path.clear()
+            self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
-            if self.fast_path:
+    def disable_cache(self) -> None:
-                # self.fast_path.clear()
+        # XXX: pretty annoying but, without this there's little
-                self.fast_path = None
+        # artefacts on the append updates to the curve...
    @cm
    def reset_cache(self) -> None:
        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
-            self.boundingRect = self._path_br
+            self.boundingRect = self._br
-            return self._path_br()
+            return self._br()
-    def _path_br(self):
+    def _br(self):
-        '''
+        """Post init ``.boundingRect()```.
        Post init ``.boundingRect()```.
-        '''
+        """
        # hb = self.path.boundingRect()
        hb = self.path.controlPointRect()
        hb_size = hb.size()
        fp = self.fast_path
        if fp:
            fhb = fp.controlPointRect()
            hb_size = fhb.size() + hb_size
        # print(f'hb_size: {hb_size}')
-        # if self._last_step_rect:
+        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}')
@ -325,160 +354,39 @@ class Curve(pg.GraphicsObject):
    def paint(
        self,
-        p: QPainter,
+        p: QtGui.QPainter,
        opt: QtWidgets.QStyleOptionGraphicsItem,
        w: QtWidgets.QWidget
    ) -> None:
-        profiler = pg.debug.Profiler(
+        profiler = pg.debug.Profiler(disabled=not pg_profile_enabled())
-            msg=f'Curve.paint(): `{self._name}`',
+        # p.setRenderHint(p.Antialiasing, True)
            disabled=not pg_profile_enabled(),
            ms_threshold=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.opts['brush']
            # p.drawLines(*tuple(filter(bool, self._last_step_lines)))
            # p.drawRect(self._last_step_rect)
            p.fillRect(self._last_step_rect, brush)
            # p.drawPath(self.path)
            # profiler('.drawPath()')
        p.setPen(self.last_step_pen)
        p.drawLine(self._last_line)
        profiler('.drawLine()')
        p.setPen(self._pen)
-        path = self.path
+        # else:
-        # cap = path.capacity()
+        p.setPen(self.opts['pen'])
-        # if cap != self._last_cap:
+        p.drawPath(self.path)
-        #     print(f'NEW CAPACITY: {self._last_cap} -> {cap}')
+        profiler('.drawPath()')
        #     self._last_cap = cap
-        if path:
+        # TODO: try out new work from `pyqtgraph` main which
-            p.drawPath(path)
+        # should repair horrid perf:
            profiler(f'.drawPath(path): {path.capacity()}')
        fp = self.fast_path
        if fp:
            p.drawPath(fp)
            profiler('.drawPath(fast_path)')
        # TODO: try out new work from `pyqtgraph` main which should
        # repair horrid perf (pretty sure i did and it was still
        # horrible?):
        # https://github.com/pyqtgraph/pyqtgraph/pull/2032
        # 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
--- a/piker/ui/_display.py
+++ b/piker/ui/_display.py
@ -21,20 +21,16 @@ this module ties together quote and computational (fsp) streams with
 graphics update methods via our custom ``pyqtgraph`` charting api.
 '''
 from dataclasses import dataclass
 from functools import partial
 import time
-from typing import Optional, Any, Callable
+from typing import Optional
 import numpy as np
 import tractor
 import trio
 import pendulum
 import pyqtgraph as pg
-# from .. import brokers
+from .. import brokers
-from ..data.feed import open_feed
+from ..data.feed import open_feed, Feed
 from ._axes import YAxisLabel
 from ._chart import (
    ChartPlotWidget,
    LinkedSplits,
@ -47,23 +43,18 @@ from ._fsp import (
    has_vlm,
    open_vlm_displays,
 )
-from ..data._sharedmem import ShmArray
+from ..data._sharedmem import ShmArray, try_read
 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 (
    pg_profile_enabled,
    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 = 6 + 16  # Hz
 # a working tick-type-classes template
@ -74,20 +65,12 @@ _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,
@ -96,57 +79,34 @@ def chart_maxmin(
    Compute max and min datums "in view" for range limits.
    '''
    # TODO: implement this
    # https://arxiv.org/abs/cs/0610046
    # https://github.com/lemire/pythonmaxmin
    array = chart._arrays[chart.name]
    ifirst = array[0]['index']
    last_bars_range = chart.bars_range()
-    out = chart.maxmin()
+    l, lbar, rbar, r = last_bars_range
    in_view = array[lbar - ifirst:rbar - ifirst + 1]
-    if out is None:
+    assert in_view.size
        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
 class DisplayState:
    '''
    Chart-local real-time graphics state container.
    '''
    quotes: dict[str, Any]
    maxmin: Callable
    ohlcv: ShmArray
    # high level chart handles
    linked: LinkedSplits
    chart: ChartPlotWidget
    vlm_chart: ChartPlotWidget
    # axis labels
    l1: L1Labels
    last_price_sticky: YAxisLabel
    vlm_sticky: YAxisLabel
    # misc state tracking
    vars: dict[str, Any]
    wap_in_history: bool = False
 async def graphics_update_loop(
    linked: LinkedSplits,
    stream: tractor.MsgStream,
    ohlcv: np.ndarray,
@ -171,7 +131,6 @@ async def graphics_update_loop(
    #   of copying it from last bar's close
    # - 1-5 sec bar lookback-autocorrection like tws does?
    #   (would require a background history checker task)
    display_rate = linked.godwidget.window.current_screen().refreshRate()
    chart = linked.chart
@ -183,14 +142,12 @@ async def graphics_update_loop(
    if vlm_chart:
        vlm_sticky = vlm_chart._ysticks['volume']
        vlm_view = vlm_chart.view
    maxmin = partial(chart_maxmin, chart, vlm_chart)
    chart.default_view()
    maxmin = partial(
        chart_maxmin,
        chart,
        ohlcv,
        vlm_chart,
    )
    last_bars_range: tuple[float, float]
    (
        last_bars_range,
        last_mx,
@ -222,9 +179,8 @@ async def graphics_update_loop(
    tick_margin = 3 * tick_size
    chart.show()
-    # view = chart.view
+    view = chart.view
    last_quote = time.time()
    i_last = ohlcv.index
    # async def iter_drain_quotes():
    #     # NOTE: all code below this loop is expected to be synchronous
@ -249,33 +205,8 @@ async def graphics_update_loop(
    # async for quotes in iter_drain_quotes():
    ds = linked.display_state = DisplayState(**{
        'quotes': {},
        'linked': linked,
        'maxmin': maxmin,
        'ohlcv': ohlcv,
        'chart': chart,
        'last_price_sticky': last_price_sticky,
        'vlm_chart': vlm_chart,
        'vlm_sticky': vlm_sticky,
        'l1': l1,
        '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,
        }
    })
    chart.default_view()
    # main real-time quotes update loop
    async for quotes in stream:
        ds.quotes = quotes
        quote_period = time.time() - last_quote
        quote_rate = round(
            1/quote_period, 1) if quote_period > 0 else float('inf')
@ -284,8 +215,7 @@ async def graphics_update_loop(
            # in the absolute worst case we shouldn't see more then
            # twice the expected throttle rate right!?
-            # and quote_rate >= _quote_throttle_rate * 2
+            and quote_rate >= _quote_throttle_rate * 1.5
            and quote_rate >= display_rate
        ):
            log.warning(f'High quote rate {symbol.key}: {quote_rate}')
@ -296,135 +226,50 @@ async def graphics_update_loop(
            chart.pause_all_feeds()
            continue
-        ic = chart.view._ic
+        for sym, quote in quotes.items():
        if ic:
            chart.pause_all_feeds()
            await ic.wait()
            chart.resume_all_feeds()
        # sync call to update all graphics/UX components.
        graphics_update_cycle(ds)
 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}`',
        delayed=True,
        disabled=not pg_profile_enabled(),
        # disabled=True,
        ms_threshold=ms_slower_then,
        # ms_threshold=1/12 * 1e3,
    )
    # unpack multi-referenced components
    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
    for sym, quote in ds.quotes.items():
        # compute the first available graphic's x-units-per-pixel
        uppx = vlm_chart.view.x_uppx()
        # NOTE: vlm may be written by the ``brokerd`` backend
        # event though a tick sample is not emitted.
        # TODO: show dark trades differently
        # 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
        # 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
        # "curve" length is already automatic.
        # increment the view position by the sample offset.
        i_step = ohlcv.index
        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()
+            ) = maxmin()
            l, lbar, rbar, r = brange
            mx = mx_in_view + tick_margin
            mn = mn_in_view - tick_margin
-        profiler('`ds.maxmin()` call')
+            # NOTE: vlm may be written by the ``brokerd`` backend
-
+            # event though a tick sample is not emitted.
-        liv = r >= i_step  # the last datum is in view
+            # TODO: show dark trades differently
-
+            # https://github.com/pikers/piker/issues/116
-        if (
+            array = ohlcv.array
            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:
        if (
            (
                # i_diff > 0  # no new sample step
                do_append
                # 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:
-                vlm_chart.increment_view(steps=i_diff)
+                vlm_chart.update_curve_from_array('volume', array)
                vlm_sticky.update_from_data(*array[-1][['index', 'volume']])
-            profiler('view incremented')
+                if (
                    mx_vlm_in_view != last_mx_vlm or
                    mx_vlm_in_view > last_mx_vlm
                ):
                    # print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}')
                    vlm_view._set_yrange(
                        yrange=(0, mx_vlm_in_view * 1.375)
                    )
                    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 +313,9 @@ 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
+            # iterate in FIFO order per frame
        if (
            do_rt_update
            or do_append
            or trigger_all
        ):
            chart.update_graphics_from_flow(
                chart.name,
                # do_append=uppx < update_uppx,
                do_append=do_append,
            )
        # NOTE: we always update the "last" datum
        # since the current range should at least be updated
        # to it's max/min on the last pixel.
        # iterate in FIFO order per tick-frame
            for typ, tick in lasts.items():
                price = tick.get('price')
@ -495,7 +325,6 @@ 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)
                mn = min(price - tick_margin, mn)
@ -514,15 +343,19 @@ def graphics_update_cycle(
                    # update price sticky(s)
                    end = array[-1]
-                ds.last_price_sticky.update_from_data(
+                    last_price_sticky.update_from_data(
                        *end[['index', 'close']]
                    )
                    # update ohlc sampled price bars
                    chart.update_ohlc_from_array(
                        chart.name,
                        array,
                    )
                    if wap_in_history:
                        # update vwap overlay line
-                    chart.update_graphics_from_flow(
+                        chart.update_curve_from_array('bar_wap', ohlcv.array)
                        'bar_wap',
                    )
                # L1 book label-line updates
                # XXX: is this correct for ib?
@ -535,169 +368,136 @@ def graphics_update_cycle(
                        l1.bid_label.fields['level']: l1.bid_label,
                    }.get(price)
-                if (
+                    if label is not None:
-                    label is not None
+                        label.update_fields({'level': price, 'size': size})
                    and liv
                ):
                    label.update_fields(
                        {'level': price, 'size': size}
                    )
                        # TODO: on trades should we be knocking down
                        # 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'])
+                (mx > last_mx) or (mn < last_mn)
                and not chart._static_yrange == 'axis'
            and liv
            ):
-            main_vb = chart.view
+                # print(f'new y range: {(mn, mx)}')
-            if (
+                view._set_yrange(
-                main_vb._ic is None
+                    yrange=(mn, mx),
                or not main_vb._ic.is_set()
            ):
                # print(f'updating range due to mxmn')
                main_vb._set_yrange(
                    # TODO: we should probably scale
                    # the view margin based on the size
                    # 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.
+            last_mx, last_mn = mx, mn
        vars['last_mx'], vars['last_mn'] = mx, mn
-        # run synchronous update on all linked flows
+            # run synchronous update on all derived fsp subplots
-        # TODO: should the "main" (aka source) flow be special?
+            for name, subchart in linked.subplots.items():
                update_fsp_chart(
                    subchart,
                    subchart._shm,
                    # XXX: do we really needs seperate names here?
                    name,
                    array_key=name,
                )
                subchart.cv._set_yrange()
                # TODO: all overlays on all subplots..
            # run synchronous update on all derived overlays
            for curve_name, flow in chart._flows.items():
            # update any overlayed fsp flows
            if curve_name != chart.data_key:
                update_fsp_chart(
                    chart,
-                    flow,
+                    flow.shm,
                    curve_name,
                    array_key=curve_name,
                )
                # chart.view._set_yrange()
-            # even if we're downsampled bigly
+
-            # draw the last datum in the final
+async def check_for_new_bars(
-            # px column to give the user the mx/mn
+    feed: Feed,
-            # range of that set.
+    ohlcv: np.ndarray,
-            if (
+    linkedsplits: LinkedSplits,
-                not do_append
+
-                # and not do_rt_update
+) -> None:
-                and liv
+    '''
-            ):
+    Task which updates from new bars in the shared ohlcv buffer every
-                flow.draw_last(
+    ``delay_s`` seconds.
-                    array_key=curve_name,
+
-                    only_last_uppx=True,
+    '''
    # TODO: right now we'll spin printing bars if the last time
    # stamp is before a large period of no market activity.
    # Likely the best way to solve this is to make this task
    # aware of the instrument's tradable hours?
    price_chart = linkedsplits.chart
    price_chart.default_view()
    async with feed.index_stream() as stream:
        async for index in stream:
            # update chart historical bars graphics by incrementing
            # a time step and drawing the history and new bar
            # When appending a new bar, in the time between the insert
            # from the writing process and the Qt render call, here,
            # the index of the shm buffer may be incremented and the
            # (render) call here might read the new flat bar appended
            # to the buffer (since -1 index read). In that case H==L and the
            # body will be set as None (not drawn) on what this render call
            # *thinks* is the curent bar (even though it's reading data from
            # the newly inserted flat bar.
            #
            # HACK: We need to therefore write only the history (not the
            # current bar) and then either write the current bar manually
            # or place a cursor for visual cue of the current time step.
            array = ohlcv.array
            # avoid unreadable race case on backfills
            while not try_read(array):
                await trio.sleep(0.01)
            # XXX: this puts a flat bar on the current time step
            # TODO: if we eventually have an x-axis time-step "cursor"
            # we can get rid of this since it is extra overhead.
            price_chart.update_ohlc_from_array(
                price_chart.name,
                array,
                just_history=False,
            )
-        # volume chart logic..
+            # main chart overlays
-        # TODO: can we unify this with the above loop?
+            # for name in price_chart._flows:
-        if vlm_chart:
+            for curve_name in price_chart._flows:
-            # always update y-label
+                price_chart.update_curve_from_array(
            ds.vlm_sticky.update_from_data(
                *array[-1][['index', 'volume']]
            )
            if (
                (
                    do_rt_update
                    or do_append
                    and liv
                )
                or trigger_all
            ):
                # TODO: make it so this doesn't have to be called
                # once the $vlm is up?
                vlm_chart.update_graphics_from_flow(
                    'volume',
                    # UGGGh, see ``maxmin()`` impl in `._fsp` for
                    # the overlayed plotitems... we need a better
                    # bay to invoke a maxmin per overlay..
                    render=False,
                    # XXX: ^^^^ THIS IS SUPER IMPORTANT! ^^^^
                    # without this, since we disable the
                    # 'volume' (units) chart after the $vlm starts
                    # up we need to be sure to enable this
                    # auto-ranging otherwise there will be no handler
                    # connected to update accompanying overlay
                    # graphics..
                )
                profiler('`vlm_chart.update_graphics_from_flow()`')
                if (
                    mx_vlm_in_view != vars['last_mx_vlm']
                ):
                    yrange = (0, mx_vlm_in_view * 1.375)
                    vlm_chart.view._set_yrange(
                        yrange=yrange,
                    )
                    profiler('`vlm_chart.view._set_yrange()`')
                    # print(f'mx vlm: {last_mx_vlm} -> {mx_vlm_in_view}')
                    vars['last_mx_vlm'] = mx_vlm_in_view
            for curve_name, flow in vlm_chart._flows.items():
                if (
                    curve_name != 'volume' and
                    flow.render and (
                        liv and
                        do_rt_update or do_append
                    )
                ):
                    update_fsp_chart(
                        vlm_chart,
                        flow,
                    curve_name,
-                        array_key=curve_name,
+                    price_chart._arrays[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 (
+            # each subplot
-                    curve_name != 'volume'
+            for name, chart in linkedsplits.subplots.items():
-                    and not do_append
+
-                    and liv
+                # TODO: do we need the same unreadable guard as for the
-                    and uppx >= 1
+                # price chart (above) here?
-                    # even if we're downsampled bigly
+                chart.update_curve_from_array(
-                    # draw the last datum in the final
+                    chart.name,
-                    # px column to give the user the mx/mn
+                    chart._shm.array,
-                    # range of that set.
+                    array_key=chart.data_key
-                ):
+                )
-                    # always update the last datum-element
+
-                    # graphic for all flows
+            # shift the view if in follow mode
-                    # print(f'drawing last {flow.name}')
+            price_chart.increment_view()
                    flow.draw_last(array_key=curve_name)
 async def display_symbol_data(
@ -723,17 +523,17 @@ 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],
+            provider,
            [sym],
            loglevel=loglevel,
            # limit to at least display's FPS
@ -744,23 +544,15 @@ async def display_symbol_data(
        ohlcv: ShmArray = feed.shm
        bars = ohlcv.array
        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'{symbol.key}@{symbol.brokers} '
-            f'tick:{symbol.tick_size} '
+            f'tick:{symbol.tick_size}'
            f'step:{tf_key} '
        )
-        linked = godwidget.linkedsplits
+        linkedsplits = godwidget.linkedsplits
-        linked._symbol = symbol
+        linkedsplits._symbol = symbol
        # generate order mode side-pane UI
        # A ``FieldsForm`` form to configure order entry
@ -770,38 +562,38 @@ async def display_symbol_data(
        godwidget.pp_pane = pp_pane
        # create main OHLC chart
-        chart = linked.plot_ohlc_main(
+        chart = linkedsplits.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!
-        linked.show()
+        linkedsplits.show()
-        linked.focus()
+        linkedsplits.focus()
        await trio.sleep(0)
        vlm_chart: Optional[ChartPlotWidget] = None
@ -811,7 +603,7 @@ async def display_symbol_data(
            if has_vlm(ohlcv):
                vlm_chart = await ln.start(
                    open_vlm_displays,
-                    linked,
+                    linkedsplits,
                    ohlcv,
                )
@ -819,7 +611,7 @@ async def display_symbol_data(
            # from an input config.
            ln.start_soon(
                start_fsp_displays,
-                linked,
+                linkedsplits,
                ohlcv,
                loading_sym_key,
                loglevel,
@ -828,36 +620,44 @@ async def display_symbol_data(
            # start graphics update loop after receiving first live quote
            ln.start_soon(
                graphics_update_loop,
-                linked,
+                linkedsplits,
                feed.stream,
                ohlcv,
                wap_in_history,
                vlm_chart,
            )
            # start sample step incrementer
            ln.start_soon(
                check_for_new_bars,
                feed,
                ohlcv,
                linkedsplits
            )
            async with (
                open_order_mode(
                    feed,
                    chart,
-                    fqsn,
+                    symbol,
                    provider,
                    order_mode_started
                )
            ):
                # let Qt run to render all widgets and make sure the
                # sidepanes line up vertically.
                await trio.sleep(0)
-                linked.resize_sidepanes()
+                linkedsplits.resize_sidepanes()
                # NOTE: we pop the volume chart from the subplots set so
                # 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)
+                linkedsplits.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
                # linked.graphics_cycle()
                await trio.sleep_forever()
--- a/piker/ui/_editors.py
+++ b/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()
--- a/piker/ui/_exec.py
+++ b/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()
--- a/piker/ui/_feedstatus.py
+++ b/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
--- a/piker/ui/_flows.py
+++ b/piker/ui/_flows.py
--- a/piker/ui/_forms.py
+++ b/piker/ui/_forms.py
@ -21,7 +21,6 @@ Text entry "forms" widgets (mostly for configuration and UI user input).
 from __future__ import annotations
 from contextlib import asynccontextmanager
 from functools import partial
 from math import floor
 from typing import (
    Optional, Any, Callable, Awaitable
 )
@ -543,7 +542,7 @@ class FillStatusBar(QProgressBar):
    '''
    border_px: int = 2
-    slot_margin_px: int = 1
+    slot_margin_px: int = 2
    def __init__(
        self,
@ -554,11 +553,7 @@ class FillStatusBar(QProgressBar):
    ) -> None:
        super().__init__(parent=parent)
-
+        self.approx_h = approx_height_px
        self.approx_h = int(round(approx_height_px))
        self.setMinimumHeight(self.approx_h)
        self.setMaximumHeight(self.approx_h)
        self.font_size = font_size
        self.setFormat('')  # label format
@ -572,12 +567,17 @@ class FillStatusBar(QProgressBar):
    ) -> None:
-        self.setOrientation(Qt.Vertical)
+        approx_h = self.approx_h
        h = self.height()
        # TODO: compute "used height" thus far and mostly fill the rest
-        tot_slot_h, r = divmod(h, slots)
+        tot_slot_h, r = divmod(
            approx_h,
            slots,
        )
        clipped = int(slots * tot_slot_h + 2*self.border_px)
        self.setMaximumHeight(clipped)
        slot_height_px = tot_slot_h - 2*self.slot_margin_px
        self.setOrientation(Qt.Vertical)
        self.setStyleSheet(
            f"""
            QProgressBar {{
@ -592,28 +592,21 @@ class FillStatusBar(QProgressBar):
                border: {self.border_px}px solid {hcolor('default_light')};
                border-radius: 2px;
            }}
            QProgressBar::chunk {{
                background-color: {hcolor('default_spotlight')};
                color: {hcolor('bracket')};
                border-radius: 2px;
                margin: {self.slot_margin_px}px;
                height: {slot_height_px}px;
            }}
            """
        )
        # to set a discrete "block" per slot...
        # XXX: couldn't get the discrete math to work here such
        # that it was always correctly showing a discretized value
        # up to the limit; not sure if it's the ``.setRange()``
        # / ``.setValue()`` api or not but i was able to get something
        # close screwing with the divmod above above but after so large
        # a value it would always be less chunks then the correct
        # value..
        # margin: {self.slot_margin_px}px;
        # height: {slot_height_px}px;
        # margin-bottom: {slot_margin_px*2}px;
        # margin-top: {slot_margin_px*2}px;
        # color: #19232D;
@ -750,12 +743,12 @@ 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',
--- a/piker/ui/_fsp.py
+++ b/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_curve_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 +242,21 @@ async def run_fsp_ui(
            chart.draw_curve(
                name=name,
-                shm=shm,
+                data=shm.array,
                overlay=True,
                color='default_light',
                array_key=name,
                separate_axes=conf.get('separate_axes', False),
                **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 +268,11 @@ 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 +283,7 @@ 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,
        )
@ -380,7 +386,6 @@ class FspAdmin:
        portal: tractor.Portal,
        complete: trio.Event,
        started: trio.Event,
        fqsn: str,
        dst_shm: ShmArray,
        conf: dict,
        target: Fsp,
@ -392,6 +397,7 @@ class FspAdmin:
        cluster and sleeps until signalled to exit.
        '''
        brokername, sym = self.linked.symbol.front_feed()
        ns_path = str(target.ns_path)
        async with (
            portal.open_context(
@ -400,7 +406,8 @@ class FspAdmin:
                cascade,
                # data feed key
-                fqsn=fqsn,
+                brokername=brokername,
                symbol=sym,
                # mems
                src_shm_token=self.src_shm.token,
@ -420,10 +427,9 @@ class FspAdmin:
            ) as (ctx, last_index),
            ctx.open_stream() as stream,
        ):
            # register output data
            self._registry[
-                (fqsn, ns_path)
+                (brokername, sym, ns_path)
            ] = (
                stream,
                dst_shm,
@ -433,21 +439,6 @@ class FspAdmin:
            started.set()
            # wait for graceful shutdown signal
            async with stream.subscribe() as stream:
                async for msg in stream:
                    info = msg.get('fsp_update')
                    if info:
                        # if the chart isn't hidden try to update
                        # the data on screen.
                        if not self.linked.isHidden():
                            log.debug(f'Re-syncing graphics for fsp: {ns_path}')
                            self.linked.graphics_cycle(
                                trigger_all=True,
                                prepend_update_index=info['first'],
                            )
                    else:
                        log.info(f'recved unexpected fsp engine msg: {msg}')
            await complete.wait()
    async def start_engine_task(
@ -461,11 +452,11 @@ class FspAdmin:
    ) -> (ShmArray, trio.Event):
-        fqsn = self.linked.symbol.front_fqsn()
+        fqsn = self.linked.symbol.front_feed()
        # allocate an output shm array
        key, dst_shm, opened = maybe_mk_fsp_shm(
-            fqsn,
+            '.'.join(fqsn),
            target=target,
            readonly=True,
        )
@ -486,7 +477,6 @@ class FspAdmin:
            portal,
            complete,
            started,
            fqsn,
            dst_shm,
            conf,
            target,
@ -620,7 +610,7 @@ 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 +625,7 @@ 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 +641,7 @@ 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 +649,11 @@ 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 +668,9 @@ async def open_vlm_displays(
        last_val_sticky.update_from_data(-1, value)
-        vlm_curve = chart.update_graphics_from_flow(
+        vlm_curve = chart.update_curve_from_array(
            'volume',
-            # shm.array,
+            shm.array,
        )
        # size view to data once at outset
@ -741,24 +736,28 @@ 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()
            # use slightly less light (then bracket) gray
            # for volume from "main exchange" and a more "bluey"
@ -784,22 +783,21 @@ 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,
@ -815,30 +813,17 @@ async def open_vlm_displays(
                flow_rates,
                {  # fsp engine conf
                    'func_name': 'flow_rates',
-                    'zero_on_step': False,
+                    'zero_on_step': True,
                },
                # loglevel,
            )
            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 +848,7 @@ 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 +864,7 @@ 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 +873,10 @@ 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,
--- a/piker/ui/_interaction.py
+++ b/piker/ui/_interaction.py
@ -33,8 +33,7 @@ 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
@ -319,7 +318,6 @@ async def handle_viewmode_mouse(
        ):
            # when in order mode, submit execution
            # msg.event.accept()
            # breakpoint()
            view.order_mode.submit_order()
@ -358,13 +356,13 @@ 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()`
            # defaultPadding=0.,
            **kwargs
        )
        # for "known y-range style"
        self._static_yrange = static_yrange
        self._maxmin = None
@ -386,34 +384,6 @@ class ChartView(ViewBox):
        self.order_mode: bool = False
        self.setFocusPolicy(QtCore.Qt.StrongFocus)
        self._ic = None
    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()
    def signal_ic(
        self,
        *args,
    ) -> None:
        '''
        Signal the end of a click-drag interaction
        to any waiters.
        '''
        if self._ic:
            self._ic.set()
            self._ic = None
            self.chart.resume_all_feeds()
    @asynccontextmanager
    async def open_async_input_handler(
@ -465,8 +435,7 @@ class ChartView(ViewBox):
        axis=None,
        relayed_from: ChartView = None,
    ):
-        '''
+        '''Override "center-point" location for scrolling.
        Override "center-point" location for scrolling.
        This is an override of the ``ViewBox`` method simply changing
        the center of the zoom to be the y-axis.
@ -484,18 +453,15 @@ 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'])
@ -569,24 +535,7 @@ 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
            # when zooming in from far out (and maybe vice versa?)
            # the signal isn't being fired enough since if you pan
            # 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()
    def mouseDragEvent(
@ -669,11 +618,6 @@ class ChartView(ViewBox):
                # XXX: WHY
                ev.accept()
                self.start_ic()
                # if self._ic is None:
                #     self.chart.pause_all_feeds()
                #     self._ic = trio.Event()
                if axis == 1:
                    self.chart._static_yrange = 'axis'
@ -691,12 +635,6 @@ class ChartView(ViewBox):
                self.sigRangeChangedManually.emit(self.state['mouseEnabled'])
                if ev.isFinish():
                    self.signal_ic()
                    # self._ic.set()
                    # self._ic = None
                    # self.chart.resume_all_feeds()
        # WEIRD "RIGHT-CLICK CENTER ZOOM" MODE
        elif button & QtCore.Qt.RightButton:
@ -747,8 +685,9 @@ 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 +698,6 @@ 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 +721,36 @@ 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
            # if none is provided as input!
            if not yrange:
                # 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 +764,9 @@ 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:
        '''
@ -834,114 +774,13 @@ 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:
        # - register downsample-able graphics specially and only
        #   iterate those.
        # - only register this when certain downsampleable graphics are
        #   "added to scene".
        src_vb.sigRangeChangedManually.connect(
            self.maybe_downsample_graphics
        )
        # mouse wheel doesn't emit XRangeChanged
-        src_vb.sigRangeChangedManually.connect(self._set_yrange)
+        vb.sigRangeChangedManually.connect(vb._set_yrange)
        vb.sigResized.connect(vb._set_yrange)  # splitter(s) resizing
-        # src_vb.sigXRangeChanged.connect(self._set_yrange)
+    def disable_auto_yrange(
        # src_vb.sigXRangeChanged.connect(
        #     self.maybe_downsample_graphics
        # )
    def disable_auto_yrange(self) -> None:
        self.sigResized.disconnect(
            self._set_yrange,
        )
        self.sigRangeChangedManually.disconnect(
            self.maybe_downsample_graphics
        )
        self.sigRangeChangedManually.disconnect(
            self._set_yrange,
        )
        # self.sigXRangeChanged.disconnect(self._set_yrange)
        # 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()]
        if not graphics:
            return 0
        for graphic in graphics:
            xvec = graphic.pixelVectors()[0]
            if xvec:
                return xvec.x()
        else:
            return 0
    def maybe_downsample_graphics(
        self,
-        autoscale_overlays: bool = True,
+    ) -> None:
    ):
-        profiler = pg.debug.Profiler(
+        self._chart._static_yrange = 'axis'
            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
        plots = linked.subplots | {chart.name: chart}
        for chart_name, chart in plots.items():
            for name, flow in chart._flows.items():
                if (
                    not flow.render
                    # XXX: super important to be aware of this.
                    # or not flow.graphics.isVisible()
                ):
                    continue
                # 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})')
--- a/piker/ui/_lines.py
+++ b/piker/ui/_lines.py
@ -20,7 +20,7 @@ Lines for orders, alerts, L2.
 """
 from functools import partial
 from math import floor
-from typing import Optional, Callable
+from typing import Tuple, Optional, List, Callable
 import pyqtgraph as pg
 from pyqtgraph import Point, functions as fn
@ -29,8 +29,10 @@ from PyQt5.QtCore import QPointF
 from ._annotate import qgo_draw_markers, LevelMarker
 from ._anchors import (
    marker_right_points,
    vbr_left,
    right_axis,
    # pp_tight_and_right,  # wanna keep it straight in the long run
    gpath_pin,
 )
 from ..calc import humanize
@ -102,8 +104,8 @@ class LevelLine(pg.InfiniteLine):
        # list of labels anchored at one of the 2 line endpoints
        # inside the viewbox
-        self._labels: list[Label] = []
+        self._labels: List[Label] = []
-        self._markers: list[(int, Label)] = []
+        self._markers: List[(int, Label)] = []
        # whenever this line is moved trigger label updates
        self.sigPositionChanged.connect(self.on_pos_change)
@ -122,7 +124,7 @@ class LevelLine(pg.InfiniteLine):
        self._y_incr_mult = 1 / chart.linked.symbol.tick_size
        self._right_end_sc: float = 0
-    def txt_offsets(self) -> tuple[int, int]:
+    def txt_offsets(self) -> Tuple[int, int]:
        return 0, 0
    @property
@ -313,6 +315,17 @@ class LevelLine(pg.InfiniteLine):
        # TODO: enter labels edit mode
        print(f'double click {ev}')
    def right_point(
        self,
    ) -> float:
        chart = self._chart
        l1_len = chart._max_l1_line_len
        ryaxis = chart.getAxis('right')
        up_to_l1_sc = ryaxis.pos().x() - l1_len
        return up_to_l1_sc
    def paint(
        self,
@ -332,7 +345,7 @@ class LevelLine(pg.InfiniteLine):
        vb_left, vb_right = self._endPoints
        vb = self.getViewBox()
-        line_end, marker_right, r_axis_x = self._chart.marker_right_points()
+        line_end, marker_right, r_axis_x = marker_right_points(self._chart)
        if self.show_markers and self.markers:
@ -398,7 +411,7 @@ class LevelLine(pg.InfiniteLine):
    def scene_endpoint(self) -> QPointF:
        if not self._right_end_sc:
-            line_end, _, _ = self._chart.marker_right_points()
+            line_end, _, _ = marker_right_points(self._chart)
            self._right_end_sc = line_end - 10
        return QPointF(self._right_end_sc, self.scene_y())
@ -409,23 +422,23 @@ class LevelLine(pg.InfiniteLine):
    ) -> QtWidgets.QGraphicsPathItem:
        self._marker = path
        self._marker.setPen(self.currentPen)
        self._marker.setBrush(fn.mkBrush(self.currentPen.color()))
        # add path to scene
        self.getViewBox().scene().addItem(path)
-        # place to just-left of L1 labels
+        self._marker = path
-        rsc = self._chart.pre_l1_xs()[0]
+
        rsc = self.right_point()
        self._marker.setPen(self.currentPen)
        self._marker.setBrush(fn.mkBrush(self.currentPen.color()))
        path.setPos(QPointF(rsc, self.scene_y()))
        return path
    def hoverEvent(self, ev):
-        '''
+        """Mouse hover callback.
        Mouse hover callback.
-        '''
+        """
        cur = self._chart.linked.cursor
        # hovered
@ -601,8 +614,7 @@ def order_line(
    **line_kwargs,
 ) -> LevelLine:
-    '''
+    '''Convenience routine to add a line graphic representing an order
    Convenience routine to add a line graphic representing an order
    execution submitted to the EMS via the chart's "order mode".
    '''
@ -677,6 +689,7 @@ def order_line(
            return f'{account}: '
        label.fields = {
            'size': size,
            'size_digits': 0,
--- a/piker/ui/_ohlc.py
+++ b/piker/ui/_ohlc.py
@ -17,40 +17,40 @@
 Super fast OHLC sampling graphics types.
 """
-from __future__ import annotations
+from typing import List, Optional, Tuple
 from typing import (
    Optional,
    TYPE_CHECKING,
 )
 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 .._profile import pg_profile_enabled
 from ._style import hcolor
 from ..log import get_logger
 if TYPE_CHECKING:
    from ._chart import LinkedSplits
-log = get_logger(__name__)
+def _mk_lines_array(
    data: List,
    size: int,
    elements_step: int = 6,
 ) -> np.ndarray:
    """Create an ndarray to hold lines graphics info.
    """
    return np.zeros_like(
        data,
        shape=(int(size), elements_step),
        dtype=object,
    )
-def bar_from_ohlc_row(
+def lines_from_ohlc(
    row: np.ndarray,
-    # 0.5 is no overlap between arms, 1.0 is full overlap
+    w: float
-    w: float = 0.43
+) -> Tuple[QLineF]:
 ) -> tuple[QLineF]:
    '''
    Generate the minimal ``QLineF`` lines to construct a single
    OHLC "bar" for use in the "last datum" of a series.
    '''
    open, high, low, close, index = row[
        ['open', 'high', 'low', 'close', 'index']]
@ -81,37 +81,280 @@ def bar_from_ohlc_row(
    return [hl, o, c]
-class BarItems(pg.GraphicsObject):
+@njit(
-    '''
+    # TODO: for now need to construct this manually for readonly arrays, see
-    "Price range" bars graphics rendered from a OHLC sampled sequence.
+    # 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,
    start,  # XXX: do we need this?
    w,
 ) -> QtGui.QPainterPath:
    profiler = pg.debug.Profiler(disabled=not pg_profile_enabled())
    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)
    profiler("generate path with arrayToQPath")
    return path
 class BarItems(pg.GraphicsObject):
    """Price range bars graphics rendered from a OHLC 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,
+        # scene: 'QGraphicsScene',  # noqa
        plotitem: 'pg.PlotItem',  # noqa
        pen_color: str = 'bracket',
        last_bar_color: str = 'bracket',
        name: Optional[str] = None,
    ) -> None:
        super().__init__()
-        self.linked = linked
+
        # XXX: for the mega-lulz increasing width here increases draw
        # latency...  so probably don't do it until we figure that out.
        self._color = pen_color
        self.bars_pen = pg.mkPen(hcolor(pen_color), width=1)
        self.last_bar_pen = pg.mkPen(hcolor(last_bar_color), width=2)
        self._name = name
        # 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._last_bar_lines: Optional[tuple[QLineF, ...]] = None
-    def x_uppx(self) -> int:
+        # not sure if this is actually impoving anything but figured it
-        # we expect the downsample curve report this.
+        # was worth a shot:
-        return 0
+        # self.path.reserve(int(100e3 * 6))
        self.path = QtGui.QPainterPath()
        self._pi = plotitem
        self._xrange: Tuple[int, int]
        self._yrange: Tuple[float, float]
        # TODO: don't render the full backing array each time
        # self._path_data = None
        self._last_bar_lines: Optional[Tuple[QLineF, ...]] = None
        # track the current length of drawable lines within the larger array
        self.start_index: int = 0
        self.stop_index: int = 0
    def draw_from_data(
        self,
        data: 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 = data[:-1], data[-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(data)
        index = data['index']
        self._xrange = (index[0], index[-1])
        self._yrange = (
            np.nanmax(data['high']),
            np.nanmin(data['low']),
        )
        # up to last to avoid double draw of last bar
        self._last_bar_lines = lines_from_ohlc(last, self.w)
        # trigger render
        # https://doc.qt.io/qt-5/qgraphicsitem.html#update
        self.update()
        return self.path
    def update_from_array(
        self,
        array: np.ndarray,
        just_history=False,
    ) -> 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.
        """
        # index = self.start_index
        istart, istop = self._xrange
        index = array['index']
        first_index, last_index = index[0], index[-1]
        # length = len(array)
        prepend_length = istart - first_index
        append_length = last_index - istop
        flip_cache = False
        # TODO: allow mapping only a range of lines thus
        # only drawing as many bars as exactly specified.
        if prepend_length:
            # new history was added and we need to render a new path
            new_bars = array[:prepend_length]
            prepend_path = gen_qpath(new_bars, 0, self.w)
            # XXX: SOMETHING IS MAYBE FISHY HERE what with the old_path
            # y value not matching the first value from
            # array[prepend_length + 1] ???
            # update path
            old_path = self.path
            self.path = prepend_path
            self.path.addPath(old_path)
            # trigger redraw despite caching
            self.prepareGeometryChange()
        if append_length:
            # generate new lines objects for updatable "current bar"
            self._last_bar_lines = lines_from_ohlc(array[-1], self.w)
            # 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 = array[istop - 1:istop + append_length - 1]
            new_bars = array[-append_length - 1:-1]
            append_path = gen_qpath(new_bars, 0, self.w)
            self.path.moveTo(float(istop - self.w), float(new_bars[0]['open']))
            self.path.addPath(append_path)
            # trigger redraw despite caching
            self.prepareGeometryChange()
            self.setCacheMode(QtWidgets.QGraphicsItem.NoCache)
            flip_cache = True
        self._xrange = first_index, last_index
        # last bar update
        i, o, h, l, last, v = array[-1][
            ['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?
        self.update()
        if flip_cache:
            self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
    def boundingRect(self):
        # Qt docs: https://doc.qt.io/qt-5/qgraphicsitem.html#boundingRect
@ -130,17 +373,12 @@ class BarItems(pg.GraphicsObject):
        # apparently this a lot faster says the docs?
        # https://doc.qt.io/qt-5/qpainterpath.html#controlPointRect
        hb = self.path.controlPointRect()
-        hb_tl, hb_br = (
+        hb_tl, hb_br = hb.topLeft(), hb.bottomRight()
            hb.topLeft(),
            hb.bottomRight(),
        )
        # need to include last bar height or BR will be off
        mx_y = hb_br.y()
        mn_y = hb_tl.y()
        last_lines = self._last_bar_lines
        if last_lines:
        body_line = self._last_bar_lines[0]
        if body_line:
            mx_y = max(mx_y, max(body_line.y1(), body_line.y2()))
@ -167,13 +405,9 @@ class BarItems(pg.GraphicsObject):
        p: QtGui.QPainter,
        opt: QtWidgets.QStyleOptionGraphicsItem,
        w: QtWidgets.QWidget
    ) -> None:
-        profiler = pg.debug.Profiler(
+        profiler = pg.debug.Profiler(disabled=not pg_profile_enabled())
            disabled=not pg_profile_enabled(),
            ms_threshold=ms_slower_then,
        )
        # p.setCompositionMode(0)
@ -184,67 +418,9 @@ 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)))
        profiler('draw last bar')
        p.setPen(self.bars_pen)
        p.drawPath(self.path)
-        profiler(f'draw history path: {self.path.capacity()}')
+        profiler('draw history path')
    def draw_last_datum(
        self,
        path: QPainterPath,
        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']
--- a/piker/ui/_pathops.py
+++ b/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
--- a/piker/ui/_position.py
+++ b/piker/ui/_position.py
@ -71,10 +71,10 @@ async def update_pnl_from_feed(
    log.info(f'Starting pnl display for {pp.alloc.account}')
    if live.size < 0:
-        types = ('ask', 'last', 'last', 'dark_trade')
+        types = ('ask', 'last', 'last', 'utrade')
    elif live.size > 0:
-        types = ('bid', 'last', 'last', 'dark_trade')
+        types = ('bid', 'last', 'last', 'utrade')
    else:
        log.info(f'No position (yet) for {tracker.alloc.account}@{key}')
@ -119,8 +119,7 @@ async def update_pnl_from_feed(
@dataclass
 class SettingsPane:
-    '''
+    '''Composite set of widgets plus an allocator model for configuring
    Composite set of widgets plus an allocator model for configuring
    order entry sizes and position limits per tradable instrument.
    '''
@ -152,8 +151,7 @@ class SettingsPane:
        key: str,
    ) -> None:
-        '''
+        '''Called on any order pane drop down selection change.
        Called on any order pane drop down selection change.
        '''
        log.info(f'selection input {key}:{text}')
@ -166,8 +164,7 @@ class SettingsPane:
        value: str,
    ) -> bool:
-        '''
+        '''Called on any order pane edit field value change.
        Called on any order pane edit field value change.
        '''
        mode = self.order_mode
@ -222,36 +219,16 @@ class SettingsPane:
            else:
                value = puterize(value)
                if key == 'limit':
                    pp = mode.current_pp.live_pp
                    if size_unit == 'currency':
                        dsize = pp.dsize
                        if dsize > value:
                            log.error(
                                f'limit must > then current pp: {dsize}'
                            )
                            raise ValueError
                        alloc.currency_limit = value
                    else:
                        size = pp.size
                        if size > value:
                            log.error(
                                f'limit must > then current pp: {size}'
                            )
                            raise ValueError
                        alloc.units_limit = value
                elif key == 'slots':
                    if value <= 0:
                        raise ValueError('slots must be > 0')
                    alloc.slots = int(value)
                else:
-                    log.error(f'Unknown setting {key}')
+                    raise ValueError(f'Unknown setting {key}')
                    raise ValueError
            log.info(f'settings change: {key}: {value}')
@ -386,8 +363,7 @@ def position_line(
    marker: Optional[LevelMarker] = None,
 ) -> LevelLine:
-    '''
+    '''Convenience routine to create a line graphic representing a "pp"
    Convenience routine to create a line graphic representing a "pp"
    aka the acro for a,
    "{piker, private, personal, puny, <place your p-word here>} position".
@ -441,8 +417,7 @@ def position_line(
 class PositionTracker:
-    '''
+    '''Track and display real-time positions for a single symbol
    Track and display real-time positions for a single symbol
    over multiple accounts on a single chart.
    Graphically composed of a level line and marker as well as labels
@ -522,8 +497,7 @@ class PositionTracker:
    @property
    def pane(self) -> FieldsForm:
-        '''
+        '''Return handle to pp side pane form.
        Return handle to pp side pane form.
        '''
        return self.chart.linked.godwidget.pp_pane
@ -533,8 +507,7 @@ class PositionTracker:
        marker: LevelMarker
    ) -> None:
-        '''
+        '''Update all labels.
        Update all labels.
        Meant to be called from the maker ``.paint()``
        for immediate, lag free label draws.
--- a/piker/ui/_style.py
+++ b/piker/ui/_style.py
@ -14,10 +14,9 @@
 # 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/>.
-'''
+"""
 Qt UI styling.
-
+"""
 '''
 from typing import Optional, Dict
 import math
@ -203,6 +202,8 @@ _xaxis_at = 'bottom'
 # charting config
 CHART_MARGINS = (0, 0, 2, 2)
 _min_points_to_show = 6
 _bars_to_left_in_follow_mode = int(61*6)
 _bars_from_right_in_follow_mode = round(0.16 * _bars_to_left_in_follow_mode)
 _tina_mode = False
--- a/piker/ui/_window.py
+++ b/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)
--- a/piker/ui/cli.py
+++ b/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
+    """
    '''
    # 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']
--- a/piker/ui/order_mode.py
+++ b/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
@ -110,8 +107,7 @@ def on_level_change_update_next_order_info(
@dataclass
 class OrderMode:
-    '''
+    '''Major UX mode for placing orders on a chart view providing so
    Major UX mode for placing orders on a chart view providing so
    called, "chart trading".
    This is the other "main" mode that pairs with "view mode" (when
@ -271,14 +267,13 @@ class OrderMode:
        '''
        staged = self._staged_order
-        symbol: Symbol = staged.symbol
+        symbol = staged.symbol
        oid = str(uuid.uuid4())
        # format order data for ems
        fqsn = symbol.front_fqsn()
        order = staged.copy(
            update={
-                'symbol': fqsn,
+                'symbol': symbol.key,
                'oid': oid,
            }
        )
@ -523,7 +518,8 @@ async def open_order_mode(
    feed: Feed,
    chart: 'ChartPlotWidget',  # noqa
-    fqsn: str,
+    symbol: Symbol,
    brokername: str,
    started: trio.Event,
 ) -> None:
@ -549,7 +545,8 @@ async def open_order_mode(
    # spawn EMS actor-service
    async with (
-        open_ems(fqsn) as (
+
        open_ems(brokername, symbol) as (
            book,
            trades_stream,
            position_msgs,
@ -558,7 +555,8 @@ async def open_order_mode(
        trio.open_nursery() as tn,
    ):
-        log.info(f'Opening order mode for {fqsn}')
+        log.info(f'Opening order mode for {brokername}.{symbol.key}')
        view = chart.view
        # annotations editors
@ -567,7 +565,7 @@ async def open_order_mode(
        # symbol id
        symbol = chart.linked.symbol
-        symkey = symbol.front_fqsn()
+        symkey = symbol.key
        # map of per-provider account keys to position tracker instances
        trackers: dict[str, PositionTracker] = {}
@ -611,7 +609,7 @@ async def open_order_mode(
                log.info(f'Loading pp for {symkey}:\n{pformat(msg)}')
                startup_pp.update_from_msg(msg)
-            # allocator config
+            # allocator
            alloc = mk_allocator(
                symbol=symbol,
                account=account_name,
@ -642,21 +640,63 @@ 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 +707,6 @@ 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})
@ -782,18 +817,8 @@ async def process_trades_and_update_ui(
            'position',
        ):
            sym = mode.chart.linked.symbol
-            pp_msg_symbol = msg['symbol'].lower()
+            if msg['symbol'].lower() in sym.key:
            fqsn = sym.front_fqsn()
            broker, key = sym.front_feed()
            # print(
            #     f'pp msg symbol: {pp_msg_symbol}\n',
            #     f'fqsn: {fqsn}\n',
            #     f'front key: {key}\n',
            # )
            if (
                pp_msg_symbol == fqsn.replace(f'.{broker}', '')
            ):
                tracker = mode.trackers[msg['account']]
                tracker.live_pp.update_from_msg(msg)
                # update order pane widgets
@ -873,9 +898,7 @@ 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:
--- a/requirements.txt
+++ b/requirements.txt
@ -1,21 +1,9 @@
 # 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)
 -e git+https://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
--- a/setup.py
+++ b/setup.py
@ -51,55 +51,43 @@ 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',
        'msgpack-numpy',
        # 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',
--- a/snippets/ib_data_reset.py
+++ b/snippets/ib_data_reset.py
@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for pikers)
+# 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
@ -30,13 +30,11 @@ orig_win_id = t.find_focused().window
 # for tws
 win_names: list[str] = [
    'Interactive Brokers',  # tws running in i3
-    'IB Gateway',  # gw running in i3
+    'IB Gateway.',  # gw running in i3
    # 'IB',  # gw running in i3 (newer version?)
 ]
 for name in win_names:
-    results = t.find_titled(name)
+    results = t.find_named(name)
    print(f'results for {name}: {results}')
    if results:
        con = results[0]
        print(f'Resetting data feed for {name}')
@ -49,15 +47,6 @@ for name in win_names:
        # https://github.com/rr-/pyxdotool
        # https://github.com/ShaneHutter/pyxdotool
        # https://github.com/cphyc/pyxdotool
        # TODO: only run the reconnect (2nd) kc on a detected
        # disconnect?
        for key_combo, timeout in [
            # only required if we need a connection reset.
            # ('ctrl+alt+r', 12),
            # data feed reset.
            ('ctrl+alt+f', 6)
        ]:
        subprocess.call([
            'xdotool',
            'windowactivate', '--sync', win_id,
@ -67,13 +56,12 @@ for name in win_names:
            'mousemove_relative', '--sync', str(w-4), str(h-4),
            # NOTE: we may need to stick a `--retry 3` in here..
-                'click', '--window', win_id,
+            'click', '--window', win_id, '--repeat', '3', '1',
                '--repeat', '3', '1',
            # hackzorzes
-                'key', key_combo,
+            'key', 'ctrl+alt+f',
            ],
-                timeout=timeout,
+            timeout=1,
        )
 # re-activate and focus original window