Max pain daemon:

- To calculate the `max_pain` first we need an expiration date,
get_expiration_dates()` retrieves them and the user then enters one of
the shown, then using the select expiry_date on `get_instruments()` we
are good to build the `oi_by_strikes` important!

- Add `update_oi_by_strikes()`.

- Add `check_if_complete()`.

- `get_max_pain()`: here's where all the action takes place, the
`oi_by_strikes` must be complete to start the calculations,

- Use `maybe_open_oi_feed` for open a oi_feed.

- Add `max_pain_readme.rst`

default.nix

@@ -1,82 +1,130 @@
 with (import <nixpkgs> {});
-with python312Packages;
 let
   glibStorePath = lib.getLib glib;
-  qtpyStorePath = lib.getLib qtpy;
-  pyqt6StorePath = lib.getLib pyqt6;
-  pyqt6SipStorePath = lib.getLib pyqt6-sip;
+  zstdStorePath = lib.getLib zstd;
+  dbusStorePath = lib.getLib dbus;
+  libGLStorePath = lib.getLib libGL;
+  freetypeStorePath = lib.getLib freetype;
   qt6baseStorePath = lib.getLib qt6.qtbase;
-  rapidfuzzStorePath = lib.getLib rapidfuzz;
-  qdarkstyleStorePath = lib.getLib qdarkstyle;
+  fontconfigStorePath = lib.getLib fontconfig;
+  libxkbcommonStorePath = lib.getLib libxkbcommon;
+  xcbutilcursorStorePath = lib.getLib xcb-util-cursor;
+
+  qtpyStorePath = lib.getLib python312Packages.qtpy;
+  pyqt6StorePath = lib.getLib python312Packages.pyqt6;
+  pyqt6SipStorePath = lib.getLib python312Packages.pyqt6-sip;
+  rapidfuzzStorePath = lib.getLib python312Packages.rapidfuzz;
+  qdarkstyleStorePath = lib.getLib python312Packages.qdarkstyle;
+
+  xorgLibX11StorePath = lib.getLib xorg.libX11;
+  xorgLibxcbStorePath = lib.getLib xorg.libxcb;
+  xorgxcbutilwmStorePath = lib.getLib xorg.xcbutilwm;
+  xorgxcbutilimageStorePath = lib.getLib xorg.xcbutilimage;
+  xorgxcbutilerrorsStorePath = lib.getLib xorg.xcbutilerrors;
+  xorgxcbutilkeysymsStorePath = lib.getLib xorg.xcbutilkeysyms;
+  xorgxcbutilrenderutilStorePath = lib.getLib xorg.xcbutilrenderutil;
 in
 stdenv.mkDerivation {
-  name = "piker-qt6-poetry-shell";
+  name = "piker-qt6-uv";
   buildInputs = [
     # System requirements.
     glib
+    dbus
+    zstd
+    libGL
+    freetype
     qt6.qtbase
     libgcc.lib
+    fontconfig
+    libxkbcommon
+
+    # Xorg requirements
+    xcb-util-cursor
+    xorg.libxcb
+    xorg.libX11
+    xorg.xcbutilwm
+    xorg.xcbutilimage
+    xorg.xcbutilerrors
+    xorg.xcbutilkeysyms
+    xorg.xcbutilrenderutil
 
     # Python requirements.
     python312Full
-    poetry-core
-    qdarkstyle
-    rapidfuzz
-    pyqt6
-    qtpy
+    python312Packages.uv
+    python312Packages.qdarkstyle
+    python312Packages.rapidfuzz
+    python312Packages.pyqt6
+    python312Packages.qtpy
   ];
   src = null;
   shellHook = ''
     set -e
 
-    export LD_LIBRARY_PATH=$LD_LIBRARY_PATH:${libgcc.lib}/lib:${glibStorePath}/lib
-
     # Set the Qt plugin path
     # export QT_DEBUG_PLUGINS=1
 
-    QTBASE_PATH="${qt6baseStorePath}"
-    echo "qtbase path:    $QTBASE_PATH"
-    echo ""
-    export QT_PLUGIN_PATH="$QTBASE_PATH/lib/qt-6/plugins"
-    export QT_QPA_PLATFORM_PLUGIN_PATH="$QT_PLUGIN_PATH/platforms"
-    echo "qt plugin path: $QT_PLUGIN_PATH"
-    echo ""
+    QTBASE_PATH="${qt6baseStorePath}/lib"
+    QT_PLUGIN_PATH="$QTBASE_PATH/qt-6/plugins"
+    QT_QPA_PLATFORM_PLUGIN_PATH="$QT_PLUGIN_PATH/platforms"
 
-    # Maybe create venv & install deps
-    poetry install --with uis
+    LIB_GCC_PATH="${libgcc.lib}/lib"
+    GLIB_PATH="${glibStorePath}/lib"
+    ZSTD_PATH="${zstdStorePath}/lib"
+    DBUS_PATH="${dbusStorePath}/lib"
+    LIBGL_PATH="${libGLStorePath}/lib"
+    FREETYPE_PATH="${freetypeStorePath}/lib"
+    FONTCONFIG_PATH="${fontconfigStorePath}/lib"
+    LIB_XKB_COMMON_PATH="${libxkbcommonStorePath}/lib"
 
-    # Use pyqt6 from System, patch activate script
-    ACTIVATE_SCRIPT_PATH="$(poetry env info --path)/bin/activate"
+    XCB_UTIL_CURSOR_PATH="${xcbutilcursorStorePath}/lib"
+    XORG_LIB_X11_PATH="${xorgLibX11StorePath}/lib"
+    XORG_LIB_XCB_PATH="${xorgLibxcbStorePath}/lib"
+    XORG_XCB_UTIL_IMAGE_PATH="${xorgxcbutilimageStorePath}/lib"
+    XORG_XCB_UTIL_WM_PATH="${xorgxcbutilwmStorePath}/lib"
+    XORG_XCB_UTIL_RENDER_UTIL_PATH="${xorgxcbutilrenderutilStorePath}/lib"
+    XORG_XCB_UTIL_KEYSYMS_PATH="${xorgxcbutilkeysymsStorePath}/lib"
+    XORG_XCB_UTIL_ERRORS_PATH="${xorgxcbutilerrorsStorePath}/lib"
 
-    export RPDFUZZ_PATH="${rapidfuzzStorePath}/lib/python3.12/site-packages"
-    export QDRKSTYLE_PATH="${qdarkstyleStorePath}/lib/python3.12/site-packages"
-    export QTPY_PATH="${qtpyStorePath}/lib/python3.12/site-packages"
-    export PYQT6_PATH="${pyqt6StorePath}/lib/python3.12/site-packages"
-    export PYQT6_SIP_PATH="${pyqt6SipStorePath}/lib/python3.12/site-packages"
-    echo "rapidfuzz at:   $RPDFUZZ_PATH"
-    echo "qdarkstyle at:  $QDRKSTYLE_PATH"
-    echo "qtpy at:        $QTPY_PATH" 
-    echo "pyqt6 at:       $PYQT6_PATH"
-    echo "pyqt6-sip at:   $PYQT6_SIP_PATH"
-    echo ""
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QTBASE_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_PLUGIN_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_QPA_PLATFORM_PLUGIN_PATH"
 
-    PATCH="export PYTHONPATH=\""
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIB_GCC_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$DBUS_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$GLIB_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$ZSTD_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIBGL_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$FONTCONFIG_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$FREETYPE_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$LIB_XKB_COMMON_PATH"
 
-    PATCH="$PATCH\$RPDFUZZ_PATH"
-    PATCH="$PATCH:\$QDRKSTYLE_PATH"
-    PATCH="$PATCH:\$QTPY_PATH"
-    PATCH="$PATCH:\$PYQT6_PATH"
-    PATCH="$PATCH:\$PYQT6_SIP_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XCB_UTIL_CURSOR_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_LIB_X11_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_LIB_XCB_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_IMAGE_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_WM_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_RENDER_UTIL_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_KEYSYMS_PATH"
+    LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$XORG_XCB_UTIL_ERRORS_PATH"
 
-    PATCH="$PATCH\""
+    export LD_LIBRARY_PATH
 
-    if grep -q "$PATCH" "$ACTIVATE_SCRIPT_PATH"; then
-        echo "venv is already patched."
-    else
-        echo "patching $ACTIVATE_SCRIPT_PATH to use pyqt6 from nixos..."
-        sed -i "\$i$PATCH" $ACTIVATE_SCRIPT_PATH
-    fi
+    RPDFUZZ_PATH="${rapidfuzzStorePath}/lib/python3.12/site-packages"
+    QDRKSTYLE_PATH="${qdarkstyleStorePath}/lib/python3.12/site-packages"
+    QTPY_PATH="${qtpyStorePath}/lib/python3.12/site-packages"
+    PYQT6_PATH="${pyqt6StorePath}/lib/python3.12/site-packages"
+    PYQT6_SIP_PATH="${pyqt6SipStorePath}/lib/python3.12/site-packages"
+
+    PATCH="$PATCH:$RPDFUZZ_PATH"
+    PATCH="$PATCH:$QDRKSTYLE_PATH"
+    PATCH="$PATCH:$QTPY_PATH"
+    PATCH="$PATCH:$PYQT6_PATH"
+    PATCH="$PATCH:$PYQT6_SIP_PATH"
+
+    export PATCH 
+
+    # Install deps
+    uv lock
 
-    poetry shell
   '';
 }

examples/max_pain.py

@@ -0,0 +1,139 @@
+#!/usr/bin/env python
+from decimal import (
+    Decimal,
+)
+import trio
+import tractor
+from datetime import datetime
+from pprint import pformat
+from piker.brokers.deribit.api import (
+    get_client,
+    maybe_open_oi_feed,
+)
+
+def check_if_complete(
+        oi: dict[str, dict[str, Decimal | None]]
+    ) -> bool:
+    return all(
+        oi[strike]['C'] is not None
+        and
+        oi[strike]['P'] is not None for strike in oi
+    )
+
+
+async def max_pain_daemon(
+) -> None:
+    oi_by_strikes: dict[str, dict[str, Decimal | None]]
+    instruments: list[Symbol] = []
+    expiry_dates: list[str]
+    expiry_date: str
+    currency: str = 'btc'
+    kind: str = 'option'
+
+    async with get_client(
+    ) as client:
+        expiry_dates: list[str] = await client.get_expiration_dates(
+            currency=currency,
+            kind=kind
+        )
+
+        print(f'Available expiration dates for {currency}-{kind}:')
+        print(f'{expiry_dates}')
+        expiry_date = input('Please enter a valid expiration date: ').upper()
+        print('Starting little daemon...')
+
+        oi_by_strikes: dict[str, dict[str, Decimal]]
+        instruments = await client.get_instruments(
+            expiry_date=expiry_date,
+        )
+        oi_by_strikes = client.get_strikes_dict(instruments)
+
+
+    def update_oi_by_strikes(msg: tuple):
+        nonlocal oi_by_strikes
+        if 'oi' == msg[0]:
+            strike_price = msg[1]['strike_price']
+            option_type = msg[1]['option_type']
+            open_interest = msg[1]['open_interest']
+            oi_by_strikes.setdefault(
+                strike_price, {}
+            ).update(
+                {option_type: open_interest}
+            )
+
+    def get_max_pain(
+        oi_by_strikes: dict[str, dict[str, Decimal]]
+    ) -> dict[str, str | Decimal]:
+        '''
+        This method requires only the strike_prices and oi for call
+        and puts, the closes list are the same as the strike_prices
+        the idea is to sum all the calls and puts cash for each strike
+        and the ITM strikes from that strike, the lowest value is what we
+        are looking for the intrinsic value.
+
+        '''
+
+        nonlocal timestamp
+        # We meed to find the lowest value, so we start at
+        # infinity to ensure that, and the max_pain must be
+        # an amount greater than zero.
+        total_intrinsic_value: Decimal = Decimal('Infinity')
+        max_pain: Decimal = Decimal(0)
+        call_cash: Decimal = Decimal(0)
+        put_cash: Decimal = Decimal(0)
+        intrinsic_values: dict[str, dict[str, Decimal]] = {}
+        closes: list = sorted(Decimal(close) for close in oi_by_strikes)
+
+        for strike, oi in oi_by_strikes.items():
+            s = Decimal(strike)
+            call_cash = sum(max(0, (s - c) * oi_by_strikes[str(c)]['C']) for c in closes)
+            put_cash = sum(max(0, (c - s) * oi_by_strikes[str(c)]['P']) for c in closes)
+
+            intrinsic_values[strike] = {
+                'C': call_cash,
+                'P': put_cash,
+                'total': call_cash + put_cash,
+            }
+
+            if intrinsic_values[strike]['total'] < total_intrinsic_value:
+                total_intrinsic_value = intrinsic_values[strike]['total']
+                max_pain = s
+
+        return {
+            'timestamp': timestamp,
+            'expiry_date': expiry_date,
+            'total_intrinsic_value': total_intrinsic_value,
+            'max_pain': max_pain,
+        }
+
+    async with maybe_open_oi_feed(
+        instruments,
+    ) as oi_feed:
+        async for msg in oi_feed:
+
+            update_oi_by_strikes(msg)
+            if check_if_complete(oi_by_strikes):
+                if 'oi' == msg[0]:
+                    timestamp = msg[1]['timestamp']
+                    max_pain = get_max_pain(oi_by_strikes)
+                    print('-----------------------------------------------')
+                    print(f'timestamp:             {datetime.fromtimestamp(max_pain['timestamp'])}')
+                    print(f'expiry_date:           {max_pain['expiry_date']}')
+                    print(f'max_pain:              {max_pain['max_pain']}')
+                    print(f'total intrinsic value: {max_pain['total_intrinsic_value']}')
+                    print('-----------------------------------------------')
+
+
+async def main():
+
+    async with tractor.open_nursery() as n:
+
+        p: tractor.Portal = await n.start_actor(
+            'max_pain_daemon',
+            enable_modules=[__name__],
+            infect_asyncio=True,
+        )
+        await p.run(max_pain_daemon)
+
+if __name__ == '__main__':
+    trio.run(main)

examples/max_pain_readme.rst

@@ -0,0 +1,19 @@
+## Max Pain Calculation for Deribit Options
+
+This feature, which calculates the max pain point for options traded on the Deribit exchange using cryptofeed library.
+
+- Functions in the api module for fetching options data from Deribit. [commit](https://pikers.dev/pikers/piker/commit/da55856dd2876291f55a06eb0561438a912d8241)
+
+- Compute the max pain point based on open interest data using deribit's api. [commit](https://pikers.dev/pikers/piker/commit/0d9d6e15ba0edeb662ec97f7599dd66af3046b94)
+
+### How to test it?
+
+**Before start:** in order to get this working with `uv`,  you **must** use my `tractor` [fork](https://pikers.dev/ntorres/tractor/src/branch/aio_abandons) and this branch: `aio_abandons`, the reason is that I cherry-pick the `uv_migration` that guille made, for some reason that a didn't dive into, in my system y need tractor using `uv` too. quite hacky I guess.
+
+1. `uv lock`
+
+2. `uv run --no-dev python examples/max_pain.py`
+
+3. A message should be display, enter one of the expiration date available.
+
+4. The script should be up and running.

piker/brokers/deribit/api.py

@@ -52,12 +52,14 @@ from cryptofeed import FeedHandler
 from cryptofeed.defines import (
     DERIBIT,
     L1_BOOK, TRADES,
-    OPTION, CALL, PUT
+    OPTION, CALL, PUT,
+    OPEN_INTEREST,
 )
 from cryptofeed.symbols import Symbol
 from cryptofeed.types import (
     L1Book,
     Trade,
+    OpenInterest,
 )
 from piker.brokers import SymbolNotFound
 from .venues import (
@@ -110,6 +112,10 @@ def deribit_timestamp(when: datetime) -> int:
     )
 
 
+def get_timestamp_int(expiry_date: str) -> int:
+    return int(time.mktime(time.strptime(expiry_date, '%d%b%y')))
+
+
 def str_to_cb_sym(name: str) -> Symbol:
     base, strike_price, expiry_date, option_type = name.split('-')
 
@@ -122,8 +128,9 @@ def str_to_cb_sym(name: str) -> Symbol:
     else:
         raise Exception("Couldn\'t parse option type")
 
-    new_expiry_date = get_values_from_cb_normalized_date(expiry_date)
-
+    new_expiry_date: int = get_timestamp_int(
+        get_values_from_cb_normalized_date(expiry_date)
+    )
     return Symbol(
         base=base,
         quote=quote,
@@ -143,11 +150,12 @@ def piker_sym_to_cb_sym(name: str) -> Symbol:
     )= tuple(
         name.upper().split('-'))
 
+    new_expiry_date = get_timestamp_int(expiry_date)
     quote: str = base
 
-    if option_type == 'P':
+    if option_type == 'P' or option_type == 'PUT':
         option_type = PUT 
-    elif option_type == 'C':
+    elif option_type == 'C' or option_type == 'CALL':
         option_type = CALL
     else:
         raise Exception("Couldn\'t parse option type")
@@ -158,7 +166,7 @@ def piker_sym_to_cb_sym(name: str) -> Symbol:
         type=OPTION,
         strike_price=strike_price,
         option_type=option_type,
-        expiry_date=expiry_date
+        expiry_date=new_expiry_date
     )
 
 
@@ -226,16 +234,18 @@ def get_config() -> dict[str, Any]:
         )
 
     conf_option = section.get('option', {})
-    section.clear # clear the dict to reuse it
-    section['deribit'] = {}
-    section['deribit']['key_id'] = conf_option.get('api_key')
-    section['deribit']['key_secret'] = conf_option.get('api_secret')
-
-    section['log'] = {}
-    section['log']['filename'] = 'feedhandler.log'
-    section['log']['level'] = 'DEBUG'
-
-    return section
+    conf_log = conf_option.get('log', {})
+    return {
+        'deribit': {
+            'key_id': conf_option['key_id'],
+            'key_secret': conf_option['key_secret'],
+        },
+        'log': {
+            'filename': conf_log['filename'],
+            'level': conf_log['level'],
+            'disabled': conf_log['disabled'],
+        }
+    }
 
 
 class Client:
@@ -311,6 +321,20 @@ class Client:
 
         return balances
 
+    async def get_currencies(
+        self,
+
+    ) -> list[dict]:
+        '''
+        Return the set of currencies for deribit.
+        '''
+        assets = {}
+        resp = await self._json_rpc_auth_wrapper(
+            'public/get_currencies',
+            params={}
+        )
+        return resp.result
+
     async def get_assets(
         self,
         venue: str | None = None,
@@ -323,11 +347,7 @@ class Client:
 
         '''
         assets = {}
-        resp = await self._json_rpc_auth_wrapper(
-            'public/get_currencies',
-            params={}
-        )
-        currencies: list[dict] = resp.result
+        currencies = await self.get_currencies()
         for currency in currencies:
             name: str = currency['currency']
             tx_tick: Decimal = digits_to_dec(currency['fee_precision'])
@@ -359,6 +379,82 @@ class Client:
 
         return flat
 
+    async def get_instruments(
+        self,
+        currency: str = 'btc',
+        kind: str = 'option',
+        expired: bool = False,
+        expiry_date: str = None,
+
+    ) -> list[Symbol]:
+        """
+        Get instruments for cryptoFeed.FeedHandler.
+        """
+        params: dict[str, str] = {
+            'currency': currency.upper(),
+            'kind': kind,
+            'expired': expired,
+        }
+
+        r: JSONRPCResult = await self._json_rpc_auth_wrapper(
+            'public/get_instruments',
+            params,
+        )
+        resp = r.result
+        response_list = []
+
+        for i in range(len(resp)):
+            element = resp[i]
+            name = f'{element["instrument_name"].split("-")[1]}'
+            if not expiry_date or name == expiry_date.upper():
+                response_list.append(piker_sym_to_cb_sym(element['instrument_name']))
+
+        return response_list
+
+    async def get_expiration_dates(
+        self,
+        currency: str = 'btc',
+        kind: str = 'option',
+
+    ) ->  list[str]:
+        """
+        Get a dict with all expiration dates listed as value and currency as key.
+        """
+        
+        params: dict[str, str] = {
+            'currency': currency.upper(),
+            'kind': kind,
+        }
+
+        r: JSONRPCResult = await self._json_rpc_auth_wrapper(
+            'public/get_expirations',
+            params,
+        )
+        resp = r.result
+
+        return resp[currency][kind]
+
+    def get_strikes_dict(
+        self,
+        instruments: list[Symbol],
+
+    ) -> dict[str, dict[str, Decimal | None]]:
+        """
+        Get a dict with strike prices as keys.
+        """
+
+        response: dict[str, dict[str, Decimal | None]] = {}
+
+        for i in range(len(instruments)):
+            element = instruments[i]
+            strike = f'{str(element).split('-')[1]}'
+            response[f'{strike}'] = {
+                'C': None,
+                'P': None,
+            }
+
+        return response
+
     async def submit_limit(
         self,
         symbol: str,
@@ -738,6 +834,116 @@ async def maybe_open_price_feed(
             yield feed
 
 
+async def aio_open_interest_feed_relay(
+    fh: FeedHandler,
+    instruments: list[Symbol],
+    from_trio: asyncio.Queue,
+    to_trio: trio.abc.SendChannel,
+) -> None:
+    async def _trade(
+        trade: Trade,  # cryptofeed, NOT ours from `.venues`!
+        receipt_timestamp: int,
+    ) -> None:
+        '''
+        Proxy-thru `cryptofeed.FeedHandler` "trades" to `piker`-side.
+
+        '''
+        to_trio.send_nowait(('trade', trade))
+
+	# trade and oi are user defined functions that
+	# will be called when trade and open interest updates are received
+	# data type is not dict, is an object: cryptofeed.types.OpenINterest
+    async def _oi(
+        oi: OpenInterest,
+        receipt_timestamp: int,
+    ) -> None:
+        '''
+        Proxy-thru `cryptofeed.FeedHandler` "oi" to `piker`-side.
+
+        '''
+        symbol: Symbol = str_to_cb_sym(oi.symbol)
+        piker_sym: str = cb_sym_to_deribit_inst(symbol)
+        (
+            base,
+            expiry_date,
+            strike_price,
+            option_type
+        ) = tuple(
+            piker_sym.split('-')
+        )
+        msg = {
+            'timestamp': oi.timestamp,
+            'strike_price': strike_price,
+            'option_type': option_type,
+            'open_interest': Decimal(oi.open_interest),
+        }
+        to_trio.send_nowait(('oi', msg))
+
+
+    channels = [TRADES, OPEN_INTEREST]
+    callbacks={TRADES: _trade, OPEN_INTEREST: _oi}
+
+    fh.add_feed(
+        DERIBIT,
+        channels=channels,
+        symbols=instruments,
+        callbacks=callbacks
+    )
+
+    if not fh.running:
+        fh.run(
+            start_loop=False,
+            install_signal_handlers=False
+        )
+
+    # sync with trio
+    to_trio.send_nowait(None)
+
+    # run until cancelled
+    await asyncio.sleep(float('inf'))
+
+
+@acm
+async def open_oi_feed(
+    instruments: list[Symbol], 
+) -> to_asyncio.LinkedTaskChannel:
+
+    fh: FeedHandler
+    first: None
+    chan: to_asyncio.LinkedTaskChannel
+    async with (
+        maybe_open_feed_handler() as fh,
+        to_asyncio.open_channel_from(
+            partial(
+                aio_open_interest_feed_relay,
+                fh,
+                instruments,
+            )
+        ) as (first, chan)
+    ):
+        yield chan
+
+
+@acm
+async def maybe_open_oi_feed(
+    instruments: list[Symbol], 
+) -> trio.abc.ReceiveStream:
+
+    # TODO: add a predicate to maybe_open_context
+    feed: to_asyncio.LinkedTaskChannel
+    async with maybe_open_context(
+        acm_func=open_oi_feed,
+        kwargs={
+            'instruments': instruments
+        },
+        key=f'{instruments[0].base}',
+
+    ) as (cache_hit, feed):
+        if cache_hit:
+            yield broadcast_receiver(feed, 10)
+        else:
+            yield feed
+
 
 # TODO, move all to `.broker` submod!
 # async def aio_order_feed_relay(

pyproject.toml

@@ -15,8 +15,8 @@
 # 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/>.
 [build-system]
-requires = ["poetry-core"]
-build-backend = "poetry.core.masonry.api"
+requires = ["hatchling"]
+build-backend = "hatchling.build"
 
 # ------ - ------
 
@@ -34,119 +34,114 @@ ignore = []
 
 # ------ - ------
 
-[tool.poetry]
-name = "piker"
-version = "0.1.0.alpha0.dev0"
-description = "trading gear for hackers"
-authors = ["Tyler Goodlet <goodboy_foss@protonmail.com>"]
-license = "AGPLv3"
-readme = "README.rst"
-
-# ------ - ------
-
-[tool.poetry.dependencies]
-async-generator = "^1.10"
-attrs = "^23.1.0"
-bidict = "^0.22.1"
-colorama = "^0.4.6"
-colorlog = "^6.7.0"
-ib-insync = "^0.9.86"
-msgspec = "^0.18.6"
-numba = "^0.59.0"
-numpy = "^1.25"
-polars = "^0.18.13"
-pygments = "^2.16.1"
-python = ">=3.11, <3.13"
-rich = "^13.5.2"
-# setuptools = "^68.0.0"
-tomli = "^2.0.1"
-tomli-w = "^1.0.0"
-trio-util = "^0.7.0"
-trio-websocket = "^0.10.3"
-typer = "^0.9.0"
-rapidfuzz = "^3.5.2"
-pdbp = "^1.5.0"
-trio = "^0.24"
-pendulum = "^3.0.0"
-httpx = "^0.27.0"
-cryptofeed = "^2.4.0"
-pyarrow = "^17.0.0"
-
-tractor = {path = "../tractor", develop = true}
-websockets = "12.0"
-[tool.poetry.dependencies.asyncvnc]
-git = 'https://github.com/pikers/asyncvnc.git'
-branch = 'main'
-
-[tool.poetry.dependencies.tomlkit]
-develop = true
-git = 'https://github.com/pikers/tomlkit.git'
-branch = 'piker_pin'
-# path = "../tomlkit/"
-
-[tool.poetry.group.uis]
-optional = true
-[tool.poetry.group.uis.dependencies]
-# https://python-poetry.org/docs/managing-dependencies/#dependency-groups
-# TODO: make sure the levenshtein shit compiles on nix..
-# rapidfuzz = {extras = ["speedup"], version = "^0.18.0"}
-rapidfuzz = "^3.2.0"
-qdarkstyle = ">=3.0.2"
-pyqtgraph = { git = 'https://github.com/pikers/pyqtgraph.git' }
-
-# ------ - ------
-pyqt6 = "^6.7.0"
-
-[tool.poetry.group.dev]
-optional = true
-[tool.poetry.group.dev.dependencies]
-# testing / CI
-pytest = "^6.0.0"
-elasticsearch = "^8.9.0"
-xonsh = "^0.14.2"
-prompt-toolkit = "3.0.40"
-cython = "^3.0.0"
-greenback = "^1.1.1"
-
-# console ehancements and eventually remote debugging
-# extras/helpers.
-# TODO: add a toolset that makes debugging a `pikerd` service
-# (tree) easy to hack on directly using more or less the local env:
-# - xonsh + xxh
-# - rsyscall + pdbp
-# - actor runtime control console like BEAM/OTP
-
-# ------ - ------
-
-# TODO: add an `--only daemon` group for running non-ui / pikerd
-# service tree in distributed mode B)
-# https://python-poetry.org/docs/managing-dependencies/#installing-group-dependencies
-# [tool.poetry.group.daemon.dependencies]
-
-[tool.poetry.scripts]
-piker = 'piker.cli:cli'
-pikerd = 'piker.cli:pikerd'
-ledger = 'piker.accounting.cli:ledger'
-
-
 [project]
-keywords=[
+name = "piker"
+version = "0.1.0a0dev0"
+description = "trading gear for hackers"
+authors = [{ name = "Tyler Goodlet", email = "goodboy_foss@protonmail.com" }]
+requires-python = ">=3.12, <3.13"
+license = "AGPL-3.0-or-later"
+readme = "README.rst"
+keywords = [
     "async",
     "trading",
     "finance",
     "quant",
     "charting",
 ]
-classifiers=[
-  'Development Status :: 3 - Alpha',
+classifiers = [
+    "Development Status :: 3 - Alpha",
     "License :: OSI Approved :: GNU Affero General Public License v3 or later (AGPLv3+)",
-  'Operating System :: POSIX :: Linux',
+    "Operating System :: POSIX :: Linux",
     "Programming Language :: Python :: Implementation :: CPython",
     "Programming Language :: Python :: 3 :: Only",
     "Programming Language :: Python :: 3.11",
     "Programming Language :: Python :: 3.12",
-  'Intended Audience :: Financial and Insurance Industry',
-  'Intended Audience :: Science/Research',
-  'Intended Audience :: Developers',
-  'Intended Audience :: Education',
+    "Intended Audience :: Financial and Insurance Industry",
+    "Intended Audience :: Science/Research",
+    "Intended Audience :: Developers",
+    "Intended Audience :: Education",
 ]
+dependencies = [
+    "async-generator >=1.10, <2.0.0",
+    "attrs >=23.1.0, <24.0.0",
+    "bidict >=0.22.1, <0.23.0",
+    "colorama >=0.4.6, <0.5.0",
+    "colorlog >=6.7.0, <7.0.0",
+    "ib-insync >=0.9.86, <0.10.0",
+    "numba >=0.59.0, <0.60.0",
+    "numpy >=1.25, <2.0",
+    "polars >=0.18.13, <0.19.0",
+    "pygments >=2.16.1, <3.0.0",
+    "rich >=13.5.2, <14.0.0",
+    "tomli >=2.0.1, <3.0.0",
+    "tomli-w >=1.0.0, <2.0.0",
+    "trio-util >=0.7.0, <0.8.0",
+    "trio-websocket >=0.10.3, <0.11.0",
+    "typer >=0.9.0, <1.0.0",
+    "rapidfuzz >=3.5.2, <4.0.0",
+    "pdbp >=1.5.0, <2.0.0",
+    "trio >=0.24, <0.25",
+    "pendulum >=3.0.0, <4.0.0",
+    "httpx >=0.27.0, <0.28.0",
+    "cryptofeed >=2.4.0, <3.0.0",
+    "pyarrow >=17.0.0, <18.0.0",
+    "websockets ==12.0",
+    "msgspec",
+    "tractor",
+    "asyncvnc",
+    "tomlkit",
+]
+
+[project.optional-dependencies]
+uis = [
+    # https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies
+    # TODO: make sure the levenshtein shit compiles on nix..
+    # rapidfuzz = {extras = ["speedup"], version = "^0.18.0"}
+    "rapidfuzz >=3.2.0, <4.0.0",
+    "qdarkstyle >=3.0.2, <4.0.0",
+    "pyqt6 >=6.7.0, <7.0.0",
+    "pyqtgraph",
+
+    # ------ - ------
+
+    # TODO: add an `--only daemon` group for running non-ui / pikerd
+    # service tree in distributed mode B)
+    # https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies
+    # [project.optional-dependencies]
+]
+
+[dependency-groups]
+dev = [
+    "pytest >=6.0.0, <7.0.0",
+    "elasticsearch >=8.9.0, <9.0.0",
+    "xonsh >=0.14.2, <0.15.0",
+    "prompt-toolkit ==3.0.40",
+    "cython >=3.0.0, <4.0.0",
+    "greenback >=1.1.1, <2.0.0",
+    # console ehancements and eventually remote debugging
+    # extras/helpers.
+    # TODO: add a toolset that makes debugging a `pikerd` service
+    # (tree) easy to hack on directly using more or less the local env:
+    # - xonsh + xxh
+    # - rsyscall + pdbp
+    # - actor runtime control console like BEAM/OTP
+]
+
+[project.scripts]
+piker = "piker.cli:cli"
+pikerd = "piker.cli:pikerd"
+ledger = "piker.accounting.cli:ledger"
+
+[tool.hatch.build.targets.sdist]
+include = ["piker"]
+
+[tool.hatch.build.targets.wheel]
+include = ["piker"]
+
+[tool.uv.sources]
+pyqtgraph = { git = "https://github.com/pikers/pyqtgraph.git" }
+asyncvnc = { git = "https://github.com/pikers/asyncvnc.git", branch = "main" }
+tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" }
+msgspec = { git = "https://github.com/jcrist/msgspec.git" }
+tractor = { path = "../tractor" }