Support `tractor.pause_from_sync()` in `brokerd`s

By passing down the `tractor.hilevel.ServiceMngr.debug_mode: bool`
(normally proxied in from the `--pdb` CLI flag) to `spawn_brokerd()` and
adjusting the `_setup_persistent_brokerd()` endpoint to do the
`tractor.devx._debug.maybe_init_greenback()` if needed.

Also in the `broker_init()` factory merge all `tractor` related `kwargs`
(i.e. `start_actor_kwargs | datad_kwargs | spawn_kws`) into the 2nd
element returned as to be passed to `ActorNursery.start_actor()`. Start
re-naming some internal vars/fields as `datad` as well.

piker/brokers/_daemon.py

@@ -61,12 +61,13 @@ async def _setup_persistent_brokerd(
     ctx: tractor.Context,
     brokername: str,
     loglevel: str | None = None,
+    debug_mode: bool = False,
 
 ) -> None:
     '''
-    Allocate a actor-wide service nursery in ``brokerd``
-    such that feeds can be run in the background persistently by
-    the broker backend as needed.
+    Allocate a actor-wide service nursery in `brokerd` such that
+    feeds can be run in the background persistently by the broker
+    backend as needed.
 
     '''
     # NOTE: we only need to setup logging once (and only) here
@@ -87,6 +88,18 @@ async def _setup_persistent_brokerd(
     from piker.data import feed
     assert not feed._bus
 
+    if (
+        debug_mode
+        and
+        tractor.current_actor().is_infected_aio()
+    ):
+        # NOTE, whenever running `asyncio` in provider's actor
+        # runtime be sure we enabled `breakpoint()` support
+        # for non-`trio.Task` usage.
+        from tractor.devx._debug import maybe_init_greenback
+        await maybe_init_greenback()
+        # breakpoint()  # XXX, SHOULD WORK from `trio.Task`!
+
     # allocate a nursery to the bus for spawning background
     # tasks to service client IPC requests, normally
     # `tractor.Context` connections to explicitly required
@@ -146,18 +159,21 @@ def broker_init(
       above.
 
     '''
-    from ..brokers import get_brokermod
-    brokermod = get_brokermod(brokername)
+    brokermod: ModuleType = get_brokermod(brokername)
     modpath: str = brokermod.__name__
-
-    start_actor_kwargs['name'] = f'brokerd.{brokername}'
-    start_actor_kwargs.update(
-        getattr(
-            brokermod,
-            '_spawn_kwargs',
-            {},
-        )
+    spawn_kws: dict = getattr(
+        brokermod,
+        '_spawn_kwargs',
+        {},
     )
+    # ^^ NOTE, here we pull any runtime parameters specific
+    # to spawning the sub-actor for the backend. For ex.
+    # both `ib` and `deribit` rely on,
+    #  `'infect_asyncio': True,` since they both
+    #  use `tractor`'s "infected `asyncio` mode"
+    #  for their libs but you could also do something like
+    #  `'debug_mode: True` which would be like passing
+    #  `--pdb` for just that provider backend.
 
     # XXX TODO: make this not so hacky/monkeypatched..
     # -> we need a sane way to configure the logging level for all
@@ -167,8 +183,7 @@ def broker_init(
 
     # lookup actor-enabled modules declared by the backend offering the
     # `brokerd` endpoint(s).
-    enabled: list[str]
-    enabled = start_actor_kwargs['enable_modules'] = [
+    enabled: list[str] = [
         __name__,  # so that eps from THIS mod can be invoked
         modpath,
     ]
@@ -180,9 +195,13 @@ def broker_init(
         subpath: str = f'{modpath}.{submodname}'
         enabled.append(subpath)
 
+    datad_kwargs: dict = {
+        'name': f'brokerd.{brokername}',
+        'enable_modules': enabled,
+    }
     return (
         brokermod,
-        start_actor_kwargs,  # to `ActorNursery.start_actor()`
+        start_actor_kwargs | datad_kwargs | spawn_kws,  # to `ActorNursery.start_actor()`
 
         # XXX see impl above; contains all (actor global)
         # setup/teardown expected in all `brokerd` actor instances.
@@ -215,10 +234,6 @@ async def spawn_brokerd(
         **tractor_kwargs,
     )
 
-    brokermod = get_brokermod(brokername)
-    extra_tractor_kwargs = getattr(brokermod, '_spawn_kwargs', {})
-    tractor_kwargs.update(extra_tractor_kwargs)
-
     # ask `pikerd` to spawn a new sub-actor and manage it under its
     # actor nursery
     from piker.service import (
@@ -236,8 +251,12 @@ async def spawn_brokerd(
             # passed to daemon_fixture_ep(**kwargs)
             brokername=brokername,
             loglevel=loglevel,
+            debug_mode=mngr.debug_mode,
         ),
         debug_mode=mngr.debug_mode,
+        # ^TODO, allow overriding this per-daemon from client side?
+        # |_ it's already supported in `tractor` so..
+
         loglevel=loglevel,
         enable_modules=(
             _data_mods

piker/data/_sampling.py

@@ -97,6 +97,12 @@ class Sampler:
     # history loading.
     incr_task_cs: trio.CancelScope | None = None
 
+    bcast_errors: tuple[Exception] = (
+        trio.BrokenResourceError,
+        trio.ClosedResourceError,
+        trio.EndOfChannel,
+    )
+
     # holds all the ``tractor.Context`` remote subscriptions for
     # a particular sample period increment event: all subscribers are
     # notified on a step.
@@ -260,14 +266,15 @@ class Sampler:
         subs: set
         last_ts, subs = pair
 
-        task = trio.lowlevel.current_task()
-        log.debug(
-            f'SUBS {self.subscribers}\n'
-            f'PAIR {pair}\n'
-            f'TASK: {task}: {id(task)}\n'
-            f'broadcasting {period_s} -> {last_ts}\n'
-            # f'consumers: {subs}'
-        )
+        # NOTE, for debugging pub-sub issues
+        # task = trio.lowlevel.current_task()
+        # log.debug(
+        #     f'AlL-SUBS@{period_s!r}: {self.subscribers}\n'
+        #     f'PAIR: {pair}\n'
+        #     f'TASK: {task}: {id(task)}\n'
+        #     f'broadcasting {period_s} -> {last_ts}\n'
+        #     f'consumers: {subs}'
+        # )
         borked: set[MsgStream] = set()
         sent: set[MsgStream] = set()
         while True:
@@ -284,12 +291,11 @@ class Sampler:
                         await stream.send(msg)
                         sent.add(stream)
 
-                    except (
-                        trio.BrokenResourceError,
-                        trio.ClosedResourceError
-                    ):
+                    except self.bcast_errors as err:
                         log.error(
-                            f'{stream._ctx.chan.uid} dropped connection'
+                            f'Connection dropped for IPC ctx\n'
+                            f'{stream._ctx}\n\n'
+                            f'Due to {type(err)}'
                         )
                         borked.add(stream)
                 else:
@@ -399,7 +405,8 @@ async def register_with_sampler(
                 finally:
                     if (
                         sub_for_broadcasts
-                        and subs
+                        and
+                        subs
                     ):
                         try:
                             subs.remove(stream)
@@ -575,8 +582,7 @@ async def open_sample_stream(
 
 
 async def sample_and_broadcast(
-
-    bus: _FeedsBus,  # noqa
+    bus: _FeedsBus,
     rt_shm: ShmArray,
     hist_shm: ShmArray,
     quote_stream: trio.abc.ReceiveChannel,
@@ -596,11 +602,33 @@ async def sample_and_broadcast(
 
     overruns = Counter()
 
+    # NOTE, only used for debugging live-data-feed issues, though
+    # this should be resolved more correctly in the future using the
+    # new typed-msgspec feats of `tractor`!
+    #
+    # XXX, a multiline nested `dict` formatter (since rn quote-msgs
+    # are just that).
+    # pfmt: Callable[[str], str] = mk_repr()
+
     # iterate stream delivered by broker
     async for quotes in quote_stream:
         # print(quotes)
 
-        # TODO: ``numba`` this!
+        # XXX WARNING XXX only enable for debugging bc ow can cost
+        # ALOT of perf with HF-feedz!!!
+        #
+        # log.info(
+        #     'Rx live quotes:\n'
+        #     f'{pfmt(quotes)}'
+        # )
+
+        # TODO,
+        # -[ ] `numba` or `cython`-nize this loop possibly?
+        #  |_alternatively could we do it in rust somehow by upacking
+        #    arrow msgs instead of using `msgspec`?
+        # -[ ] use `msgspec.Struct` support in new typed-msging from
+        #     `tractor` to ensure only allowed msgs are transmitted?
+        #
         for broker_symbol, quote in quotes.items():
             # TODO: in theory you can send the IPC msg *before* writing
             # to the sharedmem array to decrease latency, however, that
@@ -673,6 +701,21 @@ async def sample_and_broadcast(
             sub_key: str = broker_symbol.lower()
             subs: set[Sub] = bus.get_subs(sub_key)
 
+            # TODO, figure out how to make this useful whilst
+            # incoporating feed "pausing" ..
+            #
+            # if not subs:
+            #     all_bs_fqmes: list[str] = list(
+            #         bus._subscribers.keys()
+            #     )
+            #     log.warning(
+            #         f'No subscribers for {brokername!r} live-quote ??\n'
+            #         f'broker_symbol: {broker_symbol}\n\n'
+
+            #         f'Maybe the backend-sys symbol does not match one of,\n'
+            #         f'{pfmt(all_bs_fqmes)}\n'
+            #     )
+
             # NOTE: by default the broker backend doesn't append
             # it's own "name" into the fqme schema (but maybe it
             # should?) so we have to manually generate the correct
@@ -742,18 +785,14 @@ async def sample_and_broadcast(
                         if lags > 10:
                             await tractor.pause()
 
-                except (
-                    trio.BrokenResourceError,
-                    trio.ClosedResourceError,
-                    trio.EndOfChannel,
-                ):
+                except Sampler.bcast_errors as ipc_err:
                     ctx: Context = ipc._ctx
                     chan: Channel = ctx.chan
                     if ctx:
                         log.warning(
-                            'Dropped `brokerd`-quotes-feed connection:\n'
-                            f'{broker_symbol}:'
-                            f'{ctx.cid}@{chan.uid}'
+                            f'Dropped `brokerd`-feed for {broker_symbol!r} due to,\n'
+                            f'x>) {ctx.cid}@{chan.uid}'
+                            f'|_{ipc_err!r}\n\n'
                         )
                     if sub.throttle_rate:
                         assert ipc._closed
@@ -770,12 +809,11 @@ async def sample_and_broadcast(
 
 
 async def uniform_rate_send(
-
     rate: float,
     quote_stream: trio.abc.ReceiveChannel,
     stream: MsgStream,
 
-    task_status: TaskStatus = trio.TASK_STATUS_IGNORED,
+    task_status: TaskStatus[None] = trio.TASK_STATUS_IGNORED,
 
 ) -> None:
     '''
@@ -793,13 +831,16 @@ async def uniform_rate_send(
     https://gist.github.com/njsmith/7ea44ec07e901cb78ebe1dd8dd846cb9
 
     '''
-    # TODO: compute the approx overhead latency per cycle
-    left_to_sleep = throttle_period = 1/rate - 0.000616
+    # ?TODO? dynamically compute the **actual** approx overhead latency per cycle
+    # instead of this magic # bidinezz?
+    throttle_period: float = 1/rate - 0.000616
+    left_to_sleep: float = throttle_period
 
     # send cycle state
+    first_quote: dict|None
     first_quote = last_quote = None
-    last_send = time.time()
-    diff = 0
+    last_send: float = time.time()
+    diff: float = 0
 
     task_status.started()
     ticks_by_type: dict[
@@ -810,22 +851,28 @@ async def uniform_rate_send(
     clear_types = _tick_groups['clears']
 
     while True:
-
         # compute the remaining time to sleep for this throttled cycle
-        left_to_sleep = throttle_period - diff
+        left_to_sleep: float = throttle_period - diff
 
         if left_to_sleep > 0:
+            cs: trio.CancelScope
             with trio.move_on_after(left_to_sleep) as cs:
+                sym: str
+                last_quote: dict
                 try:
                     sym, last_quote = await quote_stream.receive()
                 except trio.EndOfChannel:
-                    log.exception(f"feed for {stream} ended?")
+                    log.exception(
+                        f'Live stream for feed for ended?\n'
+                        f'<=c\n'
+                        f'  |_[{stream!r}\n'
+                    )
                     break
 
-                diff = time.time() - last_send
+                diff: float = time.time() - last_send
 
                 if not first_quote:
-                    first_quote = last_quote
+                    first_quote: float = last_quote
                     # first_quote['tbt'] = ticks_by_type
 
                 if (throttle_period - diff) > 0:
@@ -886,7 +933,9 @@ async def uniform_rate_send(
         # TODO: now if only we could sync this to the display
         # rate timing exactly lul
         try:
-            await stream.send({sym: first_quote})
+            await stream.send({
+                sym: first_quote
+            })
         except tractor.RemoteActorError as rme:
             if rme.type is not tractor._exceptions.StreamOverrun:
                 raise
@@ -897,20 +946,28 @@ async def uniform_rate_send(
                 f'{sym}:{ctx.cid}@{chan.uid}'
             )
 
+        # 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!
         except (
-            # 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.EndOfChannel,
-            trio.ClosedResourceError,
-            trio.BrokenResourceError,
             ConnectionResetError,
-        ):
-            # if the feed consumer goes down then drop
-            # out of this rate limiter
-            log.warning(f'{stream} closed')
+        ) + Sampler.bcast_errors as ipc_err:
+            match ipc_err:
+                case trio.EndOfChannel():
+                    log.info(
+                        f'{stream} terminated by peer,\n'
+                        f'{ipc_err!r}'
+                    )
+                case _:
+                    # if the feed consumer goes down then drop
+                    # out of this rate limiter
+                    log.warning(
+                        f'{stream} closed due to,\n'
+                        f'{ipc_err!r}'
+                    )
+
             await stream.aclose()
             return
 

piker/data/_web_bs.py

@@ -273,7 +273,7 @@ async def _reconnect_forever(
                 nobsws._connected.set()
                 await trio.sleep_forever()
         except HandshakeError:
-            log.exception(f'Retrying connection')
+            log.exception('Retrying connection')
 
         # ws & nursery block ends
 
@@ -359,8 +359,8 @@ async def open_autorecon_ws(
 
 
 '''
-JSONRPC response-request style machinery for transparent multiplexing of msgs
-over a NoBsWs.
+JSONRPC response-request style machinery for transparent multiplexing
+of msgs over a `NoBsWs`.
 
 '''
 
@@ -377,43 +377,82 @@ async def open_jsonrpc_session(
     url: str,
     start_id: int = 0,
     response_type: type = JSONRPCResult,
-    request_type: Optional[type] = None,
-    request_hook: Optional[Callable] = None,
-    error_hook: Optional[Callable] = None,
+    msg_recv_timeout: float = float('inf'),
+    # ^NOTE, since only `deribit` is using this jsonrpc stuff atm
+    # and options mkts are generally "slow moving"..
+    #
+    # FURTHER if we break the underlying ws connection then since we
+    # don't pass a `fixture` to the task that manages `NoBsWs`, i.e.
+    # `_reconnect_forever()`, the jsonrpc "transport pipe" get's
+    # broken and never restored with wtv init sequence is required to
+    # re-establish a working req-resp session.
+
 ) -> Callable[[str, dict], dict]:
+    '''
+    Init a json-RPC-over-websocket connection to the provided `url`.
+
+    A `json_rpc: Callable[[str, dict], dict` is delivered to the
+    caller for sending requests and a bg-`trio.Task` handles
+    processing of response msgs including error reporting/raising in
+    the parent/caller task.
+
+    '''
+    # NOTE, store all request msgs so we can raise errors on the
+    # caller side!
+    req_msgs: dict[int, dict] = {}
 
     async with (
-        trio.open_nursery() as n,
-        open_autorecon_ws(url) as ws
+        trio.open_nursery() as tn,
+        open_autorecon_ws(
+            url=url,
+            msg_recv_timeout=msg_recv_timeout,
+        ) as ws
     ):
-        rpc_id: Iterable = count(start_id)
+        rpc_id: Iterable[int] = count(start_id)
         rpc_results: dict[int, dict] = {}
 
-        async def json_rpc(method: str, params: dict) -> dict:
+        async def json_rpc(
+            method: str,
+            params: dict,
+        ) -> dict:
             '''
             perform a json rpc call and wait for the result, raise exception in
             case of error field present on response
             '''
+            nonlocal req_msgs
+
+            req_id: int = next(rpc_id)
             msg = {
                 'jsonrpc': '2.0',
-                'id': next(rpc_id),
+                'id': req_id,
                 'method': method,
                 'params': params
             }
             _id = msg['id']
 
-            rpc_results[_id] = {
+            result = rpc_results[_id] = {
                 'result': None,
-                'event': trio.Event()
+                'error': None,
+                'event': trio.Event(),  # signal caller resp arrived
             }
+            req_msgs[_id] = msg
 
             await ws.send_msg(msg)
 
+            # wait for reponse before unblocking requester code
             await rpc_results[_id]['event'].wait()
 
-            ret = rpc_results[_id]['result']
+            if (maybe_result := result['result']):
+                ret = maybe_result
+                del rpc_results[_id]
 
-            del rpc_results[_id]
+            else:
+                err = result['error']
+                raise Exception(
+                    f'JSONRPC request failed\n'
+                    f'req: {msg}\n'
+                    f'resp: {err}\n'
+                )
 
             if ret.error is not None:
                 raise Exception(json.dumps(ret.error, indent=4))
@@ -428,6 +467,7 @@ async def open_jsonrpc_session(
             the server side.
 
             '''
+            nonlocal req_msgs
             async for msg in ws:
                 match msg:
                     case {
@@ -451,19 +491,28 @@ async def open_jsonrpc_session(
                         'params': _,
                     }:
                         log.debug(f'Recieved\n{msg}')
-                        if request_hook:
-                            await request_hook(request_type(**msg))
 
                     case {
                         'error': error
                     }:
-                        log.warning(f'Recieved\n{error}')
-                        if error_hook:
-                            await error_hook(response_type(**msg))
+                        # retreive orig request msg, set error
+                        # response in original "result" msg,
+                        # THEN FINALLY set the event to signal caller
+                        # to raise the error in the parent task.
+                        req_id: int = error['id']
+                        req_msg: dict = req_msgs[req_id]
+                        result: dict = rpc_results[req_id]
+                        result['error'] = error
+                        result['event'].set()
+                        log.error(
+                            f'JSONRPC request failed\n'
+                            f'req: {req_msg}\n'
+                            f'resp: {error}\n'
+                        )
 
                     case _:
                         log.warning(f'Unhandled JSON-RPC msg!?\n{msg}')
 
-        n.start_soon(recv_task)
+        tn.start_soon(recv_task)
         yield json_rpc
-        n.cancel_scope.cancel()
+        tn.cancel_scope.cancel()

piker/log.py

@@ -19,6 +19,10 @@ Log like a forester!
 """
 import logging
 import json
+import reprlib
+from typing import (
+    Callable,
+)
 
 import tractor
 from pygments import (
@@ -84,3 +88,29 @@ def colorize_json(
         # likeable styles: algol_nu, tango, monokai
         formatters.TerminalTrueColorFormatter(style=style)
     )
+
+
+# TODO, eventually defer to the version in `modden` once
+# it becomes a dep!
+def mk_repr(
+    **repr_kws,
+) -> Callable[[str], str]:
+    '''
+    Allocate and deliver a `repr.Repr` instance with provided input
+    settings using the std-lib's `reprlib` mod,
+     * https://docs.python.org/3/library/reprlib.html
+
+    ------ Ex. ------
+    An up to 6-layer-nested `dict` as multi-line:
+    - https://stackoverflow.com/a/79102479
+    - https://docs.python.org/3/library/reprlib.html#reprlib.Repr.maxlevel
+
+    '''
+    def_kws: dict[str, int] = dict(
+        indent=2,
+        maxlevel=6,  # recursion levels
+        maxstring=66,  # match editor line-len limit
+    )
+    def_kws |= repr_kws
+    reprr = reprlib.Repr(**def_kws)
+    return reprr.repr

piker/storage/cli.py

@@ -386,6 +386,8 @@ def ldshm(
             open_annot_ctl() as actl,
         ):
             shm_df: pl.DataFrame | None = None
+            tf2aids: dict[float, dict] = {}
+
             for (
                 shmfile,
                 shm,
@@ -526,16 +528,17 @@ def ldshm(
                             new_df,
                             step_gaps,
                         )
-
                         # last chance manual overwrites in REPL
-                        await tractor.pause()
+                        # await tractor.pause()
                         assert aids
+                        tf2aids[period_s] = aids
 
                 else:
                     # allow interaction even when no ts problems.
-                    await tractor.pause()
-                    # assert not diff
+                    assert not diff
 
+            await tractor.pause()
+            log.info('Exiting TSP shm anal-izer!')
 
             if shm_df is None:
                 log.error(

piker/storage/nativedb.py

@@ -161,7 +161,13 @@ class NativeStorageClient:
 
     def index_files(self):
         for path in self._datadir.iterdir():
-            if path.name in {'borked', 'expired',}:
+            if (
+                path.is_dir()
+                or
+                '.parquet' not in str(path)
+                # or
+                # path.name in {'borked', 'expired',}
+            ):
                 continue
 
             key: str = path.name.rstrip('.parquet')

piker/tsp/__init__.py

@@ -44,8 +44,10 @@ import trio
 from trio_typing import TaskStatus
 import tractor
 from pendulum import (
+    Interval,
     DateTime,
     Duration,
+    duration as mk_duration,
     from_timestamp,
 )
 import numpy as np
@@ -214,7 +216,8 @@ async def maybe_fill_null_segments(
         # pair, immediately stop backfilling?
         if (
             start_dt
-            and end_dt < start_dt
+            and
+            end_dt < start_dt
         ):
             await tractor.pause()
             break
@@ -262,6 +265,7 @@ async def maybe_fill_null_segments(
         except tractor.ContextCancelled:
             # log.exception
             await tractor.pause()
+            raise
 
     null_segs_detected.set()
     # RECHECK for more null-gaps
@@ -349,7 +353,7 @@ async def maybe_fill_null_segments(
 
 async def start_backfill(
     get_hist,
-    frame_types: dict[str, Duration] | None,
+    def_frame_duration: Duration,
     mod: ModuleType,
     mkt: MktPair,
     shm: ShmArray,
@@ -379,22 +383,23 @@ async def start_backfill(
         update_start_on_prepend: bool = False
         if backfill_until_dt is None:
 
-            # TODO: drop this right and just expose the backfill
-            # limits inside a [storage] section in conf.toml?
-            # when no tsdb "last datum" is provided, we just load
-            # some near-term history.
-            # periods = {
-            #     1: {'days': 1},
-            #     60: {'days': 14},
-            # }
-
-            # do a decently sized backfill and load it into storage.
+            # TODO: per-provider default history-durations?
+            # -[ ] inside the `open_history_client()` config allow
+            #    declaring the history duration limits instead of
+            #    guessing and/or applying the same limits to all?
+            #
+            # -[ ] allow declaring (default) per-provider backfill
+            #     limits inside a [storage] sub-section in conf.toml?
+            #
+            # NOTE, when no tsdb "last datum" is provided, we just
+            # load some near-term history by presuming a "decently
+            # large" 60s duration limit and a much shorter 1s range.
             periods = {
                 1: {'days': 2},
                 60: {'years': 6},
             }
             period_duration: int = periods[timeframe]
-            update_start_on_prepend = True
+            update_start_on_prepend: bool = True
 
             # NOTE: manually set the "latest" datetime which we intend to
             # backfill history "until" so as to adhere to the history
@@ -416,7 +421,6 @@ async def start_backfill(
                 f'backfill_until_dt: {backfill_until_dt}\n'
                 f'last_start_dt: {last_start_dt}\n'
             )
-
             try:
                 (
                     array,
@@ -426,71 +430,114 @@ async def start_backfill(
                     timeframe,
                     end_dt=last_start_dt,
                 )
-
             except NoData as _daterr:
-                # 3 cases:
-                # - frame in the middle of a legit venue gap
-                # - history actually began at the `last_start_dt`
-                # - some other unknown error (ib blocking the
-                #   history bc they don't want you seeing how they
-                #   cucked all the tinas..)
-                if dur := frame_types.get(timeframe):
-                    # decrement by a frame's worth of duration and
-                    # retry a few times.
-                    last_start_dt.subtract(
-                        seconds=dur.total_seconds()
+                orig_last_start_dt: datetime = last_start_dt
+                gap_report: str = (
+                    f'EMPTY FRAME for `end_dt: {last_start_dt}`?\n'
+                    f'{mod.name} -> tf@fqme: {timeframe}@{mkt.fqme}\n'
+                    f'last_start_dt: {orig_last_start_dt}\n\n'
+                    f'bf_until: {backfill_until_dt}\n'
+                )
+                # EMPTY FRAME signal with 3 (likely) causes:
+                #
+                # 1. range contains legit gap in venue history
+                # 2. history actually (edge case) **began** at the
+                #    value `last_start_dt`
+                # 3. some other unknown error (ib blocking the
+                #    history-query bc they don't want you seeing how
+                #    they cucked all the tinas.. like with options
+                #    hist)
+                #
+                if def_frame_duration:
+                    # decrement by a duration's (frame) worth of time
+                    # as maybe indicated by the backend to see if we
+                    # can get older data before this possible
+                    # "history gap".
+                    last_start_dt: datetime = last_start_dt.subtract(
+                        seconds=def_frame_duration.total_seconds()
                     )
-                    log.warning(
-                        f'{mod.name} -> EMPTY FRAME for end_dt?\n'
-                        f'tf@fqme: {timeframe}@{mkt.fqme}\n'
-                        'bf_until <- last_start_dt:\n'
-                        f'{backfill_until_dt} <- {last_start_dt}\n'
-                        f'Decrementing `end_dt` by {dur} and retry..\n'
+                    gap_report += (
+                        f'Decrementing `end_dt` and retrying with,\n'
+                        f'def_frame_duration: {def_frame_duration}\n'
+                        f'(new) last_start_dt: {last_start_dt}\n'
                     )
+                    log.warning(gap_report)
+                    # skip writing to shm/tsdb and try the next
+                    # duration's worth of prior history.
                     continue
 
-            # broker says there never was or is no more history to pull
-            except DataUnavailable:
-                log.warning(
-                    f'NO-MORE-DATA in range?\n'
-                    f'`{mod.name}` halted history:\n'
-                    f'tf@fqme: {timeframe}@{mkt.fqme}\n'
-                    'bf_until <- last_start_dt:\n'
-                    f'{backfill_until_dt} <- {last_start_dt}\n'
-                )
+                else:
+                    # await tractor.pause()
+                    raise DataUnavailable(gap_report)
 
-                # ugh, what's a better way?
-                # TODO: fwiw, we probably want a way to signal a throttle
-                # condition (eg. with ib) so that we can halt the
-                # request loop until the condition is resolved?
-                if timeframe > 1:
-                    await tractor.pause()
+            # broker says there never was or is no more history to pull
+            except DataUnavailable as due:
+                message: str = due.args[0]
+                log.warning(
+                    f'Provider {mod.name!r} halted backfill due to,\n\n'
+
+                    f'{message}\n'
+
+                    f'fqme: {mkt.fqme}\n'
+                    f'timeframe: {timeframe}\n'
+                    f'last_start_dt: {last_start_dt}\n'
+                    f'bf_until: {backfill_until_dt}\n'
+                )
+                # UGH: what's a better way?
+                # TODO: backends are responsible for being correct on
+                # this right!?
+                # -[ ] in the `ib` case we could maybe offer some way
+                #     to halt the request loop until the condition is
+                #     resolved or should the backend be entirely in
+                #     charge of solving such faults? yes, right?
                 return
 
+            time: np.ndarray = array['time']
             assert (
-                array['time'][0]
+                time[0]
                 ==
                 next_start_dt.timestamp()
             )
 
-            diff = last_start_dt - next_start_dt
-            frame_time_diff_s = diff.seconds
+            assert time[-1] == next_end_dt.timestamp()
+
+            expected_dur: Interval = last_start_dt - next_start_dt
 
             # frame's worth of sample-period-steps, in seconds
             frame_size_s: float = len(array) * timeframe
-            expected_frame_size_s: float = frame_size_s + timeframe
-            if frame_time_diff_s > expected_frame_size_s:
-
+            recv_frame_dur: Duration = (
+                from_timestamp(array[-1]['time'])
+                -
+                from_timestamp(array[0]['time'])
+            )
+            if (
+                (lt_frame := (recv_frame_dur < expected_dur))
+                or
+                (null_frame := (frame_size_s == 0))
+                # ^XXX, should NEVER hit now!
+            ):
                 # XXX: query result includes a start point prior to our
                 # expected "frame size" and thus is likely some kind of
                 # history gap (eg. market closed period, outage, etc.)
                 # so just report it to console for now.
+                if lt_frame:
+                    reason = 'Possible GAP (or first-datum)'
+                else:
+                    assert null_frame
+                    reason = 'NULL-FRAME'
+
+                missing_dur: Interval = expected_dur.end - recv_frame_dur.end
                 log.warning(
-                    'GAP DETECTED:\n'
-                    f'last_start_dt: {last_start_dt}\n'
-                    f'diff: {diff}\n'
-                    f'frame_time_diff_s: {frame_time_diff_s}\n'
+                    f'{timeframe}s-series {reason} detected!\n'
+                    f'fqme: {mkt.fqme}\n'
+                    f'last_start_dt: {last_start_dt}\n\n'
+                    f'recv interval: {recv_frame_dur}\n'
+                    f'expected interval: {expected_dur}\n\n'
+
+                    f'Missing duration of history of {missing_dur.in_words()!r}\n'
+                    f'{missing_dur}\n'
                 )
+                # await tractor.pause()
 
             to_push = diff_history(
                 array,
@@ -565,22 +612,27 @@ async def start_backfill(
             # long-term storage.
             if (
                 storage is not None
-                and write_tsdb
+                and
+                write_tsdb
             ):
                 log.info(
                     f'Writing {ln} frame to storage:\n'
                     f'{next_start_dt} -> {last_start_dt}'
                 )
 
-                # always drop the src asset token for
+                # NOTE, always drop the src asset token for
                 # non-currency-pair like market types (for now)
+                #
+                # THAT IS, for now our table key schema is NOT
+                # including the dst[/src] source asset token. SO,
+                # 'tsla.nasdaq.ib' over 'tsla/usd.nasdaq.ib' for
+                # historical reasons ONLY.
                 if mkt.dst.atype not in {
                     'crypto',
                     'crypto_currency',
                     'fiat',  # a "forex pair"
+                    'perpetual_future',  # stupid "perps" from cex land
                 }:
-                    # for now, our table key schema is not including
-                    # the dst[/src] source asset token.
                     col_sym_key: str = mkt.get_fqme(
                         delim_char='',
                         without_src=True,
@@ -685,7 +737,7 @@ async def back_load_from_tsdb(
         last_tsdb_dt
         and latest_start_dt
     ):
-        backfilled_size_s = (
+        backfilled_size_s: Duration = (
             latest_start_dt - last_tsdb_dt
         ).seconds
         # if the shm buffer len is not large enough to contain
@@ -908,6 +960,8 @@ async def tsdb_backfill(
             f'{pformat(config)}\n'
         )
 
+        # concurrently load the provider's most-recent-frame AND any
+        # pre-existing tsdb history already saved in `piker` storage.
         dt_eps: list[DateTime, DateTime] = []
         async with trio.open_nursery() as tn:
             tn.start_soon(
@@ -918,7 +972,6 @@ async def tsdb_backfill(
                 timeframe,
                 config,
             )
-
             tsdb_entry: tuple = await load_tsdb_hist(
                 storage,
                 mkt,
@@ -947,6 +1000,25 @@ async def tsdb_backfill(
                 mr_end_dt,
             ) = dt_eps
 
+            first_frame_dur_s: Duration = (mr_end_dt - mr_start_dt).seconds
+            calced_frame_size: Duration = mk_duration(
+                seconds=first_frame_dur_s,
+            )
+            # NOTE, attempt to use the backend declared default frame
+            # sizing (as allowed by their time-series query APIs) and
+            # if not provided try to construct a default from the
+            # first frame received above.
+            def_frame_durs: dict[
+                int,
+                Duration,
+            ]|None = config.get('frame_types', None)
+            if def_frame_durs:
+                def_frame_size: Duration = def_frame_durs[timeframe]
+                assert def_frame_size == calced_frame_size
+            else:
+                # use what we calced from first frame above.
+                def_frame_size = calced_frame_size
+
             # NOTE: when there's no offline data, there's 2 cases:
             # - data backend doesn't support timeframe/sample
             #   period (in which case `dt_eps` should be `None` and
@@ -977,7 +1049,7 @@ async def tsdb_backfill(
                     partial(
                         start_backfill,
                         get_hist=get_hist,
-                        frame_types=config.get('frame_types', None),
+                        def_frame_duration=def_frame_size,
                         mod=mod,
                         mkt=mkt,
                         shm=shm,

piker/tsp/_anal.py

@@ -616,6 +616,18 @@ def detect_price_gaps(
     # ])
     ...
 
+# TODO: probably just use the null_segs impl above?
+def detect_vlm_gaps(
+    df: pl.DataFrame,
+    col: str = 'volume',
+
+) -> pl.DataFrame:
+
+    vnull: pl.DataFrame = w_dts.filter(
+        pl.col(col) == 0
+    )
+    return vnull
+
 
 def dedupe(
     src_df: pl.DataFrame,
@@ -626,7 +638,6 @@ def dedupe(
 
 ) -> tuple[
     pl.DataFrame,  # with dts
-    pl.DataFrame,  # gaps
     pl.DataFrame,  # with deduplicated dts (aka gap/repeat removal)
     int,  # len diff between input and deduped
 ]:
@@ -639,19 +650,22 @@ def dedupe(
     '''
     wdts: pl.DataFrame = with_dts(src_df)
 
-    # maybe sort on any time field
-    if sort:
-        wdts = wdts.sort(by='time')
-        # TODO: detect out-of-order segments which were corrected!
-        # -[ ] report in log msg
-        # -[ ] possibly return segment sections which were moved?
+    deduped = wdts
 
     # remove duplicated datetime samples/sections
     deduped: pl.DataFrame = wdts.unique(
-        subset=['dt'],
+        # subset=['dt'],
+        subset=['time'],
         maintain_order=True,
     )
 
+    # maybe sort on any time field
+    if sort:
+        deduped = deduped.sort(by='time')
+        # TODO: detect out-of-order segments which were corrected!
+        # -[ ] report in log msg
+        # -[ ] possibly return segment sections which were moved?
+
     diff: int = (
         wdts.height
         -

piker/types.py

@@ -21,230 +21,4 @@ Extensions to built-in or (heavily used but 3rd party) friend-lib
 types.
 
 '''
-from __future__ import annotations
-from collections import UserList
-from pprint import (
-    saferepr,
-)
-from typing import Any
-
-from msgspec import (
-    msgpack,
-    Struct as _Struct,
-    structs,
-)
-
-
-class DiffDump(UserList):
-    '''
-    Very simple list delegator that repr() dumps (presumed) tuple
-    elements of the form `tuple[str, Any, Any]` in a nice
-    multi-line readable form for analyzing `Struct` diffs.
-
-    '''
-    def __repr__(self) -> str:
-        if not len(self):
-            return super().__repr__()
-
-        # format by displaying item pair's ``repr()`` on multiple,
-        # indented lines such that they are more easily visually
-        # comparable when printed to console when printed to
-        # console.
-        repstr: str = '[\n'
-        for k, left, right in self:
-            repstr += (
-                f'({k},\n'
-                f'\t{repr(left)},\n'
-                f'\t{repr(right)},\n'
-                ')\n'
-            )
-        repstr += ']\n'
-        return repstr
-
-
-class Struct(
-    _Struct,
-
-    # https://jcristharif.com/msgspec/structs.html#tagged-unions
-    # tag='pikerstruct',
-    # tag=True,
-):
-    '''
-    A "human friendlier" (aka repl buddy) struct subtype.
-
-    '''
-    def _sin_props(self) -> Iterator[
-        tuple[
-            structs.FieldIinfo,
-            str,
-            Any,
-        ]
-    ]:
-        '''
-        Iterate over all non-@property fields of this struct.
-
-        '''
-        fi: structs.FieldInfo
-        for fi in structs.fields(self):
-            key: str = fi.name
-            val: Any = getattr(self, key)
-            yield fi, key, val
-
-    def to_dict(
-        self,
-        include_non_members: bool = True,
-
-    ) -> dict:
-        '''
-        Like it sounds.. direct delegation to:
-        https://jcristharif.com/msgspec/api.html#msgspec.structs.asdict
-
-        BUT, by default we pop all non-member (aka not defined as
-        struct fields) fields by default.
-
-        '''
-        asdict: dict = structs.asdict(self)
-        if include_non_members:
-            return asdict
-
-        # only return a dict of the struct members
-        # which were provided as input, NOT anything
-        # added as type-defined `@property` methods!
-        sin_props: dict = {}
-        fi: structs.FieldInfo
-        for fi, k, v in self._sin_props():
-            sin_props[k] = asdict[k]
-
-        return sin_props
-
-    def pformat(
-        self,
-        field_indent: int = 2,
-        indent: int = 0,
-
-    ) -> str:
-        '''
-        Recursion-safe `pprint.pformat()` style formatting of
-        a `msgspec.Struct` for sane reading by a human using a REPL.
-
-        '''
-        # global whitespace indent
-        ws: str = ' '*indent
-
-        # field whitespace indent
-        field_ws: str = ' '*(field_indent + indent)
-
-        # qtn: str = ws + self.__class__.__qualname__
-        qtn: str = self.__class__.__qualname__
-
-        obj_str: str = ''  # accumulator
-        fi: structs.FieldInfo
-        k: str
-        v: Any
-        for fi, k, v in self._sin_props():
-
-            # TODO: how can we prefer `Literal['option1',  'option2,
-            # ..]` over .__name__ == `Literal` but still get only the
-            # latter for simple types like `str | int | None` etc..?
-            ft: type = fi.type
-            typ_name: str = getattr(ft, '__name__', str(ft))
-
-            # recurse to get sub-struct's `.pformat()` output Bo
-            if isinstance(v, Struct):
-                val_str: str =  v.pformat(
-                    indent=field_indent + indent,
-                    field_indent=indent + field_indent,
-                )
-
-            else:  # the `pprint` recursion-safe format:
-                # https://docs.python.org/3.11/library/pprint.html#pprint.saferepr
-                val_str: str = saferepr(v)
-
-            obj_str += (field_ws + f'{k}: {typ_name} = {val_str},\n')
-
-        return (
-            f'{qtn}(\n'
-            f'{obj_str}'
-            f'{ws})'
-        )
-
-    # TODO: use a pprint.PrettyPrinter instance around ONLY rendering
-    # inside a known tty?
-    # def __repr__(self) -> str:
-    #     ...
-
-    # __str__ = __repr__ = pformat
-    __repr__ = pformat
-
-    def copy(
-        self,
-        update: dict | None = None,
-
-    ) -> Struct:
-        '''
-        Validate-typecast all self defined fields, return a copy of
-        us with all such fields.
-
-        NOTE: This is kinda like the default behaviour in
-        `pydantic.BaseModel` except a copy of the object is
-        returned making it compat with `frozen=True`.
-
-        '''
-        if update:
-            for k, v in update.items():
-                setattr(self, k, v)
-
-        # NOTE: roundtrip serialize to validate
-        # - enode to msgpack binary format,
-        # - decode that back to a struct.
-        return msgpack.Decoder(type=type(self)).decode(
-            msgpack.Encoder().encode(self)
-        )
-
-    def typecast(
-        self,
-
-        # TODO: allow only casting a named subset?
-        # fields: set[str] | None = None,
-
-    ) -> None:
-        '''
-        Cast all fields using their declared type annotations
-        (kinda like what `pydantic` does by default).
-
-        NOTE: this of course won't work on frozen types, use
-        ``.copy()`` above in such cases.
-
-        '''
-        # https://jcristharif.com/msgspec/api.html#msgspec.structs.fields
-        fi: structs.FieldInfo
-        for fi in structs.fields(self):
-            setattr(
-                self,
-                fi.name,
-                fi.type(getattr(self, fi.name)),
-            )
-
-    def __sub__(
-        self,
-        other: Struct,
-
-    ) -> DiffDump[tuple[str, Any, Any]]:
-        '''
-        Compare fields/items key-wise and return a ``DiffDump``
-        for easy visual REPL comparison B)
-
-        '''
-        diffs: DiffDump[tuple[str, Any, Any]] = DiffDump()
-        for fi in structs.fields(self):
-            attr_name: str = fi.name
-            ours: Any = getattr(self, attr_name)
-            theirs: Any = getattr(other, attr_name)
-            if ours != theirs:
-                diffs.append((
-                    attr_name,
-                    ours,
-                    theirs,
-                ))
-
-        return diffs
+from tractor.msg import Struct as Struct