Rename fqsn -> fqme in feeds tests

Frickin ib, they give you the `0.001` (or wtv) in the
`ContractDetails.minSize: float` but won't accept fractional sizes
through the API.. Either way, it's probably not sane to be supporting
fractional order sizes for legacy instruments by default especially
since it in theory affects a lot of the clearing outcomes by having ib
do wtv magical junk behind the scenes to make it work..

piker/accounting/_pos.py

@@ -637,8 +637,8 @@ class PpTable(Struct):
 
         active, closed = self.dump_active()
 
-        # ONLY dict-serialize all active positions; those that are closed
+        # ONLY dict-serialize all active positions; those that are
-        # we don't store in the ``pps.toml``.
+        # closed we don't store in the ``pps.toml``.
         to_toml_dict = {}
 
         for bs_mktid, pos in active.items():
@@ -688,13 +688,12 @@ class PpTable(Struct):
 
             self.conf.update(pp_entries)
 
-        elif (
+        # if there are no active position entries according
-            self.brokername in self.conf and
+        # to the toml dump output above, then clear the config
-            self.acctid in self.conf[self.brokername]
+        # file of all entries.
-        ):
+        elif self.conf:
-            del self.conf[self.brokername][self.acctid]
+            for entry in list(self.conf):
-            if len(self.conf[self.brokername]) == 0:
+                del self.conf[entry]
-                del self.conf[self.brokername]
 
         # TODO: why tf haven't they already done this for inline
         # tables smh..

piker/brokers/ib/feed.py

@@ -619,7 +619,7 @@ async def _setup_quote_stream(
 async def open_aio_quote_stream(
 
     symbol: str,
-    contract: Optional[Contract] = None,
+    contract: Contract | None = None,
 
 ) -> trio.abc.ReceiveStream:
 
@@ -741,9 +741,9 @@ async def stream_quotes(
 
         try:
             (
-                con,
+                con,  # Contract
-                first_ticker,
+                first_ticker,  # Ticker
-                details,
+                details,  # ContractDetails
             ) = await proxy.get_sym_details(symbol=sym)
         except ConnectionError:
             log.exception(f'Proxy is ded {proxy._aio_ns}')
@@ -759,6 +759,7 @@ async def stream_quotes(
 
             '''
             # pass back some symbol info like min_tick, trading_hours, etc.
+            con: Contract = details.contract
             syminfo = asdict(details)
             syminfo.update(syminfo['contract'])
 
@@ -785,6 +786,11 @@ async def stream_quotes(
             price_tick: Decimal = Decimal(str(syminfo['minTick']))
             size_tick: Decimal = Decimal(str(syminfo['minSize']).rstrip('0'))
 
+            # XXX: GRRRR they don't support fractional share sizes for
+            # stocks from the API?!
+            if con.secType == 'STK':
+                size_tick = Decimal('1')
+
             syminfo['price_tick_size'] = price_tick
             # NOTE: as you'd expect for "legacy" assets, the "volume
             # precision" is normally discreet.

piker/clearing/_paper_engine.py

@@ -124,7 +124,10 @@ class PaperBoi(Struct):
         # in the broker trades event processing loop
         await trio.sleep(0.05)
 
-        if action == 'sell':
+        if (
+            action == 'sell'
+            and size > 0
+        ):
             size = -size
 
         msg = BrokerdStatus(

piker/data/feed.py

@@ -941,7 +941,7 @@ class BackendInitMsg(Struct, frozen=True):
     from each backend broker/data provider.
 
     '''
-    fqsn: str
+    fqme: str
     symbol_info: dict | None = None
     mkt_info: MktPair | None = None
     shm_write_opts: dict[str, Any] | None = None
@@ -1284,7 +1284,9 @@ async def open_feed_bus(
 
     # sync feed subscribers with flume handles
     await ctx.started(
-        {fqsn: flume.to_msg() for fqsn, flume in flumes.items()}
+        {fqsn: flume.to_msg()
+         for fqsn, flume in flumes.items()
+        }
     )
 
     if not start_stream:

piker/ui/order_mode.py

@@ -289,6 +289,20 @@ class OrderMode:
 
         symbol = self.chart.linked.symbol
 
+        # NOTE : we could also use instead,
+        # symbol.quantize(price, quantity_type='price')
+        # but it returns a Decimal and it's probably gonna
+        # be slower?
+        # TODO: should we be enforcing this precision
+        # at a different layer in the stack? right now
+        # any precision error will literally be relayed
+        # all the way back from the backend.
+
+        price = round(
+            price,
+            ndigits=symbol.tick_size_digits,
+        )
+
         order = self._staged_order = Order(
             action=action,
             price=price,
@@ -359,7 +373,7 @@ class OrderMode:
             # NOTE: we have to str-ify `MktPair` first since we can't
             # cast to it without being mega explicit with
             # `msgspec.Struct`, which we're not yet..
-            order = staged.copy({
+            order: Order = staged.copy({
                 'symbol': str(staged.symbol),
                 'oid': oid,
             })
@@ -436,8 +450,17 @@ class OrderMode:
         line: LevelLine,
 
     ) -> None:
+        '''
+        Retreive the level line's end state, compute the size
+        and price for the new price-level, send an update msg to
+        the EMS, adjust mirrored level line on secondary chart.
 
-        level = line.value()
+        '''
+        mktinfo = self.chart.linked.symbol
+        level = round(
+            line.value(),
+            ndigits=mktinfo.tick_size_digits,
+        )
         # updated by level change callback set in ``.new_line_from_order()``
         dialog = line.dialog
         size = dialog.order.size
@@ -689,7 +712,7 @@ async def open_order_mode(
     # symbol names (i.e. the same names you'd get back in search
     # results) in order for position msgs to correctly trigger the
     # display of a position indicator on screen.
-    position_msgs: dict[str, list[BrokerdPosition]]
+    position_msgs: dict[str, dict[str, BrokerdPosition]]
 
     # spawn EMS actor-service
     async with (
@@ -872,8 +895,11 @@ async def open_order_mode(
         # Pack position messages by account, should only be one-to-one.
         # NOTE: requires the backend exactly specifies
         # the expected symbol key in its positions msg.
-        for (broker, acctid), msgs in position_msgs.items():
+        for (
-            for msg in msgs:
+            (broker, acctid),
+            pps_by_fqme
+        ) in position_msgs.items():
+            for msg in pps_by_fqme.values():
                 await process_trade_msg(
                     mode,
                     client,

tests/conftest.py

@@ -87,8 +87,11 @@ def log(
 @acm
 async def _open_test_pikerd(
     tmpconfdir: str,
+
     reg_addr: tuple[str, int] | None = None,
     loglevel: str = 'warning',
+    debug_mode: bool = False,
+
     **kwargs,
 
 ) -> tuple[
@@ -122,7 +125,7 @@ async def _open_test_pikerd(
             # or just in sequence per test, so we keep root.
             drop_root_perms_for_ahab=False,
 
-            debug_mode=True,
+            debug_mode=debug_mode,
 
             **kwargs,
 
@@ -178,6 +181,8 @@ def open_test_pikerd(
         # bind in level from fixture, which is itself set by
         # `--ll <value>` cli flag.
         loglevel=loglevel,
+
+        debug_mode=request.config.option.usepdb
     )
 
     # NOTE: the `tmp_dir` fixture will wipe any files older then 3 test

tests/test_ems.py

@@ -1,5 +1,13 @@
 '''
-Paper-mode testing
+Execution mgmt system (EMS) e2e testing.
+
+Most tests leverage our paper clearing engine found (currently) in
+``piker.clearing._paper_engine`.
+
+Ideally in the longer run we are able to support forms of (non-clearing)
+live order tests against certain backends that make it possible to do
+so..
+
 '''
 from contextlib import (
     contextmanager as cm,
@@ -159,21 +167,27 @@ def load_and_check_pos(
             yield pp
 
 
-@pytest.mark.trio
+def test_ems_err_on_bad_broker(
-async def test_ems_err_on_bad_broker(
     open_test_pikerd: Services,
     loglevel: str,
 ):
+    async def load_bad_fqme():
         try:
-        async with open_ems(
+            async with (
-            'doggy.smiles',
+                open_test_pikerd() as (_, _, _, services),
+
+                open_ems(
+                    'doggycoin.doggy',
                     mode='paper',
                     loglevel=loglevel,
-        ) as _:
+                ) as _
+            ):
                 pytest.fail('EMS is working on non-broker!?')
         except ModuleNotFoundError:
             pass
 
+    run_and_tollerate_cancels(load_bad_fqme)
+
 
 async def match_ppmsgs_on_ems_boot(
     ppmsgs: list[BrokerdPosition],
@@ -264,12 +278,14 @@ async def submit_and_check(
         od: dict
         for od in fills:
             print(f'Sending order {od} for fill')
+            size = od['size']
             sent, msgs = await order_and_and_wait_for_ppmsg(
                 client,
                 trades_stream,
                 fqme,
-                action='buy',
+                action='buy' if size > 0 else 'sell',
-                size=od['size'],
+                price=100e3 if size > 0 else 0,
+                size=size,
             )
 
         last_order: Order = sent[-1]
@@ -300,7 +316,8 @@ async def submit_and_check(
             {'size': 0.001},
         ),
 
-        # multi-partial entry and exits.
+        # multi-partial entry and exits from net-zero, to short and back
+        # to net-zero.
         (
             # enters
             {'size': 0.001},
@@ -314,10 +331,18 @@ async def submit_and_check(
             {'size': 0.001},
             {'size': 0.002},
 
-            # exits to get back to zero.
+            # nearly back to zero.
             {'size': -0.001},
+
+            # switch to net-short
             {'size': -0.025},
             {'size': -0.0195},
+
+            # another entry
+            {'size': 0.001},
+
+            # final cover to net-zero again.
+            {'size': 0.038},
         ),
     ],
     ids='fills={}'.format,
@@ -328,7 +353,7 @@ def test_multi_fill_positions(
 
     fills: tuple[dict],
 
-    check_cross_session: bool = True,
+    check_cross_session: bool = False,
 
 ) -> None:
 

tests/test_feeds.py

@@ -13,13 +13,14 @@ from piker.data import (
     ShmArray,
     open_feed,
 )
+from piker.data.flows import Flume
 from piker.accounting._mktinfo import (
     unpack_fqsn,
 )
 
 
 @pytest.mark.parametrize(
-    'fqsns',
+    'fqmes',
     [
         # binance
         (100, {'btcusdt.binance', 'ethusdt.binance'}, False),
@@ -30,20 +31,20 @@ from piker.accounting._mktinfo import (
         # binance + kraken
         (100, {'btcusdt.binance', 'xbtusd.kraken'}, False),
     ],
-    ids=lambda param: f'quotes={param[0]}@fqsns={param[1]}',
+    ids=lambda param: f'quotes={param[0]}@fqmes={param[1]}',
 )
 def test_multi_fqsn_feed(
     open_test_pikerd: AsyncContextManager,
-    fqsns: set[str],
+    fqmes: set[str],
     loglevel: str,
     ci_env: bool
 ):
     '''
-    Start a real-time data feed for provided fqsn and pull
+    Start a real-time data feed for provided fqme and pull
     a few quotes then simply shut down.
 
     '''
-    max_quotes, fqsns, run_in_ci = fqsns
+    max_quotes, fqmes, run_in_ci = fqmes
 
     if (
         ci_env
@@ -52,15 +53,15 @@ def test_multi_fqsn_feed(
         pytest.skip('Skipping CI disabled test due to feed restrictions')
 
     brokers = set()
-    for fqsn in fqsns:
+    for fqme in fqmes:
-        brokername, key, suffix = unpack_fqsn(fqsn)
+        brokername, key, suffix = unpack_fqsn(fqme)
         brokers.add(brokername)
 
     async def main():
         async with (
             open_test_pikerd(),
             open_feed(
-                fqsns,
+                fqmes,
                 loglevel=loglevel,
 
                 # TODO: ensure throttle rate is applied
@@ -71,20 +72,20 @@ def test_multi_fqsn_feed(
             ) as feed
         ):
             # verify shm buffers exist
-            for fqin in fqsns:
+            for fqin in fqmes:
                 flume = feed.flumes[fqin]
                 ohlcv: ShmArray = flume.rt_shm
                 hist_ohlcv: ShmArray = flume.hist_shm
 
             async with feed.open_multi_stream(brokers) as stream:
 
-                # pull the first startup quotes, one for each fqsn, and
+                # pull the first startup quotes, one for each fqme, and
                 # ensure they match each flume's startup quote value.
-                fqsns_copy = fqsns.copy()
+                fqsns_copy = fqmes.copy()
                 with trio.fail_after(0.5):
                     for _ in range(1):
                         first_quotes = await stream.receive()
-                        for fqsn, quote in first_quotes.items():
+                        for fqme, quote in first_quotes.items():
 
                             # XXX: TODO: WTF apparently this error will get
                             # supressed and only show up in the teardown
@@ -92,18 +93,18 @@ def test_multi_fqsn_feed(
                             # <tractorbugurl>
                             # assert 0
 
-                            fqsns_copy.remove(fqsn)
+                            fqsns_copy.remove(fqme)
-                            flume = feed.flumes[fqsn]
+                            flume: Flume = feed.flumes[fqme]
                             assert quote['last'] == flume.first_quote['last']
 
                 cntr = Counter()
                 with trio.fail_after(6):
                     async for quotes in stream:
-                        for fqsn, quote in quotes.items():
+                        for fqme, quote in quotes.items():
-                            cntr[fqsn] += 1
+                            cntr[fqme] += 1
 
                             # await tractor.breakpoint()
-                            flume = feed.flumes[fqsn]
+                            flume = feed.flumes[fqme]
                             ohlcv: ShmArray = flume.rt_shm
                             hist_ohlcv: ShmArray = flume.hist_shm
 
@@ -116,7 +117,7 @@ def test_multi_fqsn_feed(
                             # assert last == rt_row['close']
                             # assert last == hist_row['close']
                             pprint(
-                               f'{fqsn}: {quote}\n'
+                               f'{fqme}: {quote}\n'
                                f'rt_ohlc: {rt_row}\n'
                                f'hist_ohlc: {hist_row}\n'
                             )
@@ -124,6 +125,6 @@ def test_multi_fqsn_feed(
                         if cntr.total() >= max_quotes:
                             break
 
-            assert set(cntr.keys()) == fqsns
+            assert set(cntr.keys()) == fqmes
 
     trio.run(main)