piker/accounting/__init__.py

@@ -33,6 +33,7 @@ from ._pos import (
     Account,
     load_account,
     load_account_from_ledger,
+    open_pps,
     open_account,
     Position,
 )
@@ -67,6 +68,7 @@ __all__ = [
     'load_account_from_ledger',
     'mk_allocator',
     'open_account',
+    'open_pps',
     'open_trade_ledger',
     'unpack_fqme',
     'DerivTypes',

piker/accounting/_pos.py

@@ -353,12 +353,13 @@ class Position(Struct):
     ) -> bool:
         '''
         Update clearing table by calculating the rolling ppu and
-        (accumulative) size in both the clears entry and local attrs
-        state.
+        (accumulative) size in both the clears entry and local
+        attrs state.
 
         Inserts are always done in datetime sorted order.
 
         '''
+        # added: bool = False
         tid: str = t.tid
         if tid in self._events:
             log.debug(
@@ -366,7 +367,7 @@ class Position(Struct):
                 f'\n'
                 f'{t}\n'
             )
-            return False
+            # return added
 
         # TODO: apparently this IS possible with a dict but not
         # common and probably not that beneficial unless we're also
@@ -447,12 +448,6 @@ class Position(Struct):
     # def suggest_split(self) -> float:
     #     ...
 
-    # ?TODO, for sending rendered state over the wire?
-    # def summary(self) -> PositionSummary:
-        # do minimal conversion to a subset of fields
-        # currently defined in `.clearing._messages.BrokerdPosition`
-
-
 
 class Account(Struct):
     '''
@@ -496,9 +491,9 @@ class Account(Struct):
 
     def update_from_ledger(
         self,
-        ledger: TransactionLedger|dict[str, Transaction],
+        ledger: TransactionLedger | dict[str, Transaction],
         cost_scalar: float = 2,
-        symcache: SymbologyCache|None = None,
+        symcache: SymbologyCache | None = None,
 
         _mktmap_table: dict[str, MktPair] | None = None,
 
@@ -719,7 +714,7 @@ class Account(Struct):
         # XXX WTF: if we use a tomlkit.Integer here we get this
         # super weird --1 thing going on for cumsize!?1!
         # NOTE: the fix was to always float() the size value loaded
-        # in open_account() below!
+        # in open_pps() below!
         config.write(
             config=self.conf,
             path=self.conf_path,
@@ -903,6 +898,7 @@ def open_account(
             clears_table['dt'] = dt
             trans.append(Transaction(
                 fqme=bs_mktid,
+                # sym=mkt,
                 bs_mktid=bs_mktid,
                 tid=tid,
                 # XXX: not sure why sometimes these are loaded as
@@ -925,22 +921,11 @@ def open_account(
         ):
             expiry: pendulum.DateTime = pendulum.parse(expiry)
 
-        # !XXX, should never be duplicates over
-        # a backend-(broker)-system's unique market-IDs!
-        if pos := pp_objs.get(bs_mktid):
-            if mkt != pos.mkt:
-                log.warning(
-                    f'Duplicated position but diff `MktPair.fqme` ??\n'
-                    f'bs_mktid: {bs_mktid!r}\n'
-                    f'pos.mkt: {pos.mkt}\n'
-                    f'mkt: {mkt}\n'
-                )
-        else:
-            pos = pp_objs[bs_mktid] = Position(
-                mkt,
-                split_ratio=split_ratio,
-                bs_mktid=bs_mktid,
-            )
+        pp = pp_objs[bs_mktid] = Position(
+            mkt,
+            split_ratio=split_ratio,
+            bs_mktid=bs_mktid,
+        )
 
         # XXX: super critical, we need to be sure to include
         # all pps.toml clears to avoid reusing clears that were
@@ -948,13 +933,8 @@ def open_account(
         # state, since today's records may have already been
         # processed!
         for t in trans:
-            added: bool = pos.add_clear(t)
-            if not added:
-                log.warning(
-                    f'Txn already recorded in pp ??\n'
-                    f'\n'
-                    f'{t}\n'
-                )
+            pp.add_clear(t)
+
     try:
         yield acnt
     finally:
@@ -962,6 +942,20 @@ def open_account(
             acnt.write_config()
 
 
+# TODO: drop the old name and THIS!
+@cm
+def open_pps(
+    *args,
+    **kwargs,
+) -> Generator[Account, None, None]:
+    log.warning(
+        '`open_pps()` is now deprecated!\n'
+        'Please use `with open_account() as cnt:`'
+    )
+    with open_account(*args, **kwargs) as acnt:
+        yield acnt
+
+
 def load_account_from_ledger(
 
     brokername: str,

piker/brokers/ib/broker.py

@@ -358,10 +358,6 @@ async def update_and_audit_pos_msg(
         size=ibpos.position,
 
         avg_price=pikerpos.ppu,
-
-        # XXX ensures matching even if multiple venue-names
-        # in `.bs_fqme`, likely from txn records..
-        bs_mktid=mkt.bs_mktid,
     )
 
     ibfmtmsg: str = pformat(ibpos._asdict())
@@ -430,8 +426,7 @@ async def aggr_open_orders(
 
 ) -> None:
     '''
-    Collect all open orders from client and fill in `order_msgs:
-    list`.
+    Collect all open orders from client and fill in `order_msgs: list`.
 
     '''
     trades: list[Trade] = client.ib.openTrades()

piker/clearing/_messages.py

@@ -301,9 +301,6 @@ class BrokerdError(Struct):
 
 # TODO: yeah, so we REALLY need to completely deprecate
 # this and use the `.accounting.Position` msg-type instead..
-# -[ ] an alternative might be to add a `Position.summary() ->
-#   `PositionSummary`-msg that we generate since `Position` has a lot
-#   of fields by default we likely don't want to send over the wire?
 class BrokerdPosition(Struct):
     '''
     Position update event from brokerd.
@@ -316,4 +313,3 @@ class BrokerdPosition(Struct):
     avg_price: float
     currency: str = ''
     name: str = 'position'
-    bs_mktid: str|int|None = None

piker/ui/order_mode.py

@@ -555,13 +555,14 @@ class OrderMode:
 
     def on_fill(
         self,
+
         uuid: str,
         price: float,
         time_s: float,
 
         pointing: str | None = None,
 
-    ) -> bool:
+    ) -> None:
         '''
         Fill msg handler.
 
@@ -574,83 +575,60 @@ class OrderMode:
         - update fill bar size
 
         '''
-        # XXX WARNING XXX
-        # if a `Status(resp='error')` arrives *before* this
-        # fill-status, the `.dialogs` entry may have already been
-        # popped and thus the below will skipped.
-        #
-        # NOTE, to avoid this confusing scenario ensure that any
-        # errors delivered thru from the broker-backend are not just
-        # "noisy reporting" (like is very common from IB..) and are
-        # instead ONLY errors-causing-order-dialog-cancellation!
-        if not (dialog := self.dialogs.get(uuid)):
-            log.warning(
-                f'Order was already cleared from `.dialogs` ??\n'
-                f'uuid: {uuid!r}\n'
-            )
-            return False
-
+        dialog = self.dialogs[uuid]
         lines = dialog.lines
         chart = self.chart
 
-        if not lines:
-            log.warn("No line(s) for order {uuid}!?")
-            return False
-
-        # update line state(s)
-        #
-        # ?XXX this fails on certain types of races?
+        # XXX: seems to fail on certain types of races?
         # assert len(lines) == 2
-        flume: Flume = self.feed.flumes[chart.linked.mkt.fqme]
-        _, _, ratio = flume.get_ds_info()
+        if lines:
+            flume: Flume = self.feed.flumes[chart.linked.mkt.fqme]
+            _, _, ratio = flume.get_ds_info()
 
-        for chart, shm in [
-            (self.chart, flume.rt_shm),
-            (self.hist_chart, flume.hist_shm),
-        ]:
-            viz = chart.get_viz(chart.name)
-            index_field = viz.index_field
-            arr = shm.array
+            for chart, shm in [
+                (self.chart, flume.rt_shm),
+                (self.hist_chart, flume.hist_shm),
+            ]:
+                viz = chart.get_viz(chart.name)
+                index_field = viz.index_field
+                arr = shm.array
 
-            # TODO: borked for int index based..
-            index = flume.get_index(time_s, arr)
+                # TODO: borked for int index based..
+                index = flume.get_index(time_s, arr)
 
-            # get absolute index for arrow placement
-            arrow_index = arr[index_field][index]
+                # get absolute index for arrow placement
+                arrow_index = arr[index_field][index]
 
-            self.arrows.add(
-                chart.plotItem,
-                uuid,
-                arrow_index,
-                price,
-                pointing=pointing,
-                color=lines[0].color
-            )
+                self.arrows.add(
+                    chart.plotItem,
+                    uuid,
+                    arrow_index,
+                    price,
+                    pointing=pointing,
+                    color=lines[0].color
+                )
+        else:
+            log.warn("No line(s) for order {uuid}!?")
 
     def on_cancel(
         self,
-        uuid: str,
+        uuid: str
 
-    ) -> bool:
+    ) -> None:
 
-        msg: Order|None = self.client._sent_orders.pop(uuid, None)
-        if msg is None:
+        msg: Order = self.client._sent_orders.pop(uuid, None)
+
+        if msg is not None:
+            self.lines.remove_line(uuid=uuid)
+            self.chart.linked.cursor.show_xhair()
+
+            dialog = self.dialogs.pop(uuid, None)
+            if dialog:
+                dialog.last_status_close()
+        else:
             log.warning(
                 f'Received cancel for unsubmitted order {pformat(msg)}'
             )
-            return False
-
-        # remove GUI line, show cursor.
-        self.lines.remove_line(uuid=uuid)
-        self.chart.linked.cursor.show_xhair()
-
-        # remove msg dialog (history)
-        dialog: Dialog|None = self.dialogs.pop(uuid, None)
-        if dialog:
-            dialog.last_status_close()
-
-        return True
-
 
     def cancel_orders_under_cursor(self) -> list[str]:
         return self.cancel_orders(
@@ -1079,23 +1057,13 @@ async def process_trade_msg(
     if name in (
         'position',
     ):
-        mkt: MktPair = mode.chart.linked.mkt
+        sym: MktPair = mode.chart.linked.mkt
         pp_msg_symbol = msg['symbol'].lower()
-        pp_msg_bsmktid = msg['bs_mktid']
-        fqme = mkt.fqme
-        broker = mkt.broker
+        fqme = sym.fqme
+        broker = sym.broker
         if (
-            # match on any backed-specific(-unique)-ID first!
-            (
-                pp_msg_bsmktid
-                and
-                mkt.bs_mktid == pp_msg_bsmktid
-            )
-            or
-            # OW try against what's provided as an FQME..
             pp_msg_symbol == fqme
-            or
-            pp_msg_symbol == fqme.removesuffix(f'.{broker}')
+            or pp_msg_symbol == fqme.removesuffix(f'.{broker}')
         ):
             log.info(
                 f'Loading position for `{fqme}`:\n'
@@ -1118,7 +1086,7 @@ async def process_trade_msg(
         return
 
     msg = Status(**msg)
-    # resp: str = msg.resp
+    resp = msg.resp
     oid = msg.oid
     dialog: Dialog = mode.dialogs.get(oid)
 
@@ -1182,33 +1150,20 @@ async def process_trade_msg(
                         mode.on_submit(oid)
 
         case Status(resp='error'):
-            # TODO: parse into broker-side msg, or should we
-            # expect it to just be **that** msg verbatim (since
-            # we'd presumably have only 1 `Error` msg-struct)
-            broker_msg: dict = msg.brokerd_msg
 
-            # XXX NOTE, this presumes the rxed "error" is
-            # order-dialog-cancel-causing, THUS backends much ONLY
-            # relay errors of this "severity"!!
-            log.error(
-                f'Order errored ??\n'
-                f'oid: {oid!r}\n'
-                f'\n'
-                f'{pformat(broker_msg)}\n'
-                f'\n'
-                f'=> CANCELLING ORDER DIALOG <=\n'
-
-                # from tractor.devx.pformat import ppfmt
-                # !TODO LOL, wtf the msg is causing
-                # a recursion bug!
-                # -[ ] get this shit on msgspec stat!
-                # f'{ppfmt(broker_msg)}'
-            )
             # do all the things for a cancel:
             # - drop order-msg dialog from client table
             # - delete level line from view
             mode.on_cancel(oid)
 
+            # TODO: parse into broker-side msg, or should we
+            # expect it to just be **that** msg verbatim (since
+            # we'd presumably have only 1 `Error` msg-struct)
+            broker_msg: dict = msg.brokerd_msg
+            log.error(
+                f'Order {oid}->{resp} with:\n{pformat(broker_msg)}'
+            )
+
         case Status(resp='canceled'):
             # delete level line from view
             mode.on_cancel(oid)
@@ -1223,10 +1178,10 @@ async def process_trade_msg(
             # TODO: UX for a "pending" clear/live order
             log.info(f'Dark order triggered for {fmtmsg}')
 
-        # TODO: do the struct-msg version, blah blah..
-        # req=Order(exec_mode='live', action='alert') as req,
         case Status(
             resp='triggered',
+            # TODO: do the struct-msg version, blah blah..
+            # req=Order(exec_mode='live', action='alert') as req,
             req={
                 'exec_mode': 'live',
                 'action': 'alert',