WIP adding draft-commented code to try and get splits workin..

Allows keeping mutex state around data reset requests which (if more
then one are sent) can cause a throttling condition where ib's servers
will get slower and slower to conduct a reconnect. With this you can
have multiple ongoing contract requests without hitting that issue and
we can go back to having a nice 3s timeout on the history queries before
activating the hack.

piker/_daemon.py

@@ -195,9 +195,8 @@ async def open_piker_runtime(
 
 ) -> Optional[tractor._portal.Portal]:
     '''
-    Start a piker actor who's runtime will automatically
+    Start a piker actor who's runtime will automatically sync with
-    sync with existing piker actors in local network
+    existing piker actors on the local link based on configuration.
-    based on configuration.
 
     '''
     global _services

piker/brokers/ib/api.py

@@ -412,7 +412,7 @@ class Client:
             # ``end_dt`` which exceeds the ``duration``,
             # - a timeout occurred in which case insync internals return
             # an empty list thing with bars.clear()...
-            return [], np.empty(0)
+            return [], np.empty(0), dt_duration
             # TODO: we could maybe raise ``NoData`` instead if we
             # rewrite the method in the first case? right now there's no
             # way to detect a timeout.
@@ -483,7 +483,7 @@ class Client:
         self,
         pattern: str,
         # how many contracts to search "up to"
-        upto: int = 6,
+        upto: int = 16,
         asdicts: bool = True,
 
     ) -> dict[str, ContractDetails]:
@@ -518,6 +518,16 @@ class Client:
 
                 exch = tract.exchange
                 if exch not in _exch_skip_list:
+
+                    # try to lookup any contracts from our adhoc set
+                    # since often the exchange/venue is named slightly
+                    # different (eg. BRR.CMECRYPTO` instead of just
+                    # `.CME`).
+                    info = _adhoc_symbol_map.get(sym)
+                    if info:
+                        con_kwargs, bars_kwargs = info
+                        exch = con_kwargs['exchange']
+
                     # try get all possible contracts for symbol as per,
                     # https://interactivebrokers.github.io/tws-api/basic_contracts.html#fut
                     con = ibis.Future(
@@ -1086,6 +1096,7 @@ async def load_aio_clients(
     # retry a few times to get the client going..
     connect_retries: int = 3,
     connect_timeout: float = 0.5,
+    disconnect_on_exit: bool = True,
 
 ) -> dict[str, Client]:
     '''
@@ -1227,6 +1238,7 @@ async def load_aio_clients(
     finally:
         # TODO: for re-scans we'll want to not teardown clients which
         # are up and stable right?
+        if disconnect_on_exit:
             for acct, client in _accounts2clients.items():
                 log.info(f'Disconnecting {acct}@{client}')
                 client.ib.disconnect()

piker/brokers/ib/broker.py

@@ -305,7 +305,7 @@ async def update_ledger_from_api_trades(
         entry['listingExchange'] = pexch
 
     conf = get_config()
-    entries = trades_to_ledger_entries(
+    entries = api_trades_to_ledger_entries(
         conf['accounts'].inverse,
         trade_entries,
     )
@@ -371,8 +371,8 @@ async def update_and_audit_msgs(
                     else:
                         entry = f'split_ratio = 1/{int(reverse_split_ratio)}'
 
-                    # raise ValueError(
+                    raise ValueError(
-                    log.error(
+                    # log.error(
                         f'POSITION MISMATCH ib <-> piker ledger:\n'
                         f'ib: {ibppmsg}\n'
                         f'piker: {msg}\n'
@@ -1123,18 +1123,16 @@ def norm_trade_records(
             continue
 
         # timestamping is way different in API records
+        dtstr = record.get('datetime')
         date = record.get('date')
-        if not date:
+        flex_dtstr = record.get('dateTime')
-            # probably a flex record with a wonky non-std timestamp..
-            date, ts = record['dateTime'].split(';')
-            dt = pendulum.parse(date)
-            ts = f'{ts[:2]}:{ts[2:4]}:{ts[4:]}'
-            tsdt = pendulum.parse(ts)
-            dt.set(hour=tsdt.hour, minute=tsdt.minute, second=tsdt.second)
 
-        else:
+        if dtstr or date:
-            # epoch_dt = pendulum.from_timestamp(record.get('time'))
+            dt = pendulum.parse(dtstr or date)
-            dt = pendulum.parse(date)
+
+        elif flex_dtstr:
+            # probably a flex record with a wonky non-std timestamp..
+            dt = parse_flex_dt(record['dateTime'])
 
         # special handling of symbol extraction from
         # flex records using some ad-hoc schema parsing.
@@ -1183,41 +1181,29 @@ def norm_trade_records(
     return {r.tid: r for r in records}
 
 
-def trades_to_ledger_entries(
+def parse_flex_dt(
+    record: str,
+) -> pendulum.datetime:
+    date, ts = record.split(';')
+    dt = pendulum.parse(date)
+    ts = f'{ts[:2]}:{ts[2:4]}:{ts[4:]}'
+    tsdt = pendulum.parse(ts)
+    return dt.set(hour=tsdt.hour, minute=tsdt.minute, second=tsdt.second)
+
+
+def api_trades_to_ledger_entries(
     accounts: bidict,
     trade_entries: list[object],
-    source_type: str = 'api',
 
 ) -> dict:
     '''
-    Convert either of API execution objects or flex report
+    Convert API execution objects entry objects into ``dict`` form,
-    entry objects into ``dict`` form, pretty much straight up
+    pretty much straight up without modification except add
-    without modification.
+    a `pydatetime` field from the parsed timestamp.
 
     '''
     trades_by_account = {}
-
     for t in trade_entries:
-        if source_type == 'flex':
-            entry = t.__dict__
-
-            # XXX: LOL apparently ``toml`` has a bug
-            # where a section key error will show up in the write
-            # if you leave a table key as an `int`? So i guess
-            # cast to strs for all keys..
-
-            # oddly for some so-called "BookTrade" entries
-            # this field seems to be blank, no cuckin clue.
-            # trade['ibExecID']
-            tid = str(entry.get('ibExecID') or entry['tradeID'])
-            # date = str(entry['tradeDate'])
-
-            # XXX: is it going to cause problems if a account name
-            # get's lost? The user should be able to find it based
-            # on the actual exec history right?
-            acctid = accounts[str(entry['accountId'])]
-
-        elif source_type == 'api':
         # NOTE: example of schema we pull from the API client.
         # {
         #     'commissionReport': CommissionReport(...
@@ -1244,7 +1230,8 @@ def trades_to_ledger_entries(
         tid = str(entry['execId'])
         dt = pendulum.from_timestamp(entry['time'])
         # TODO: why isn't this showing seconds in the str?
-            entry['date'] = str(dt)
+        entry['pydatetime'] = dt
+        entry['datetime'] = str(dt)
         acctid = accounts[entry['acctNumber']]
 
         if not tid:
@@ -1263,6 +1250,73 @@ def trades_to_ledger_entries(
             acctid, {}
         )[tid] = entry
 
+    # sort entries in output by python based datetime
+    for acctid in trades_by_account:
+        trades_by_account[acctid] = dict(sorted(
+            trades_by_account[acctid].items(),
+            key=lambda entry: entry[1].pop('pydatetime'),
+        ))
+
+    return trades_by_account
+
+
+def flex_records_to_ledger_entries(
+    accounts: bidict,
+    trade_entries: list[object],
+
+) -> dict:
+    '''
+    Convert flex report entry objects into ``dict`` form, pretty much
+    straight up without modification except add a `pydatetime` field
+    from the parsed timestamp.
+
+    '''
+    trades_by_account = {}
+    for t in trade_entries:
+        entry = t.__dict__
+
+        # XXX: LOL apparently ``toml`` has a bug
+        # where a section key error will show up in the write
+        # if you leave a table key as an `int`? So i guess
+        # cast to strs for all keys..
+
+        # oddly for some so-called "BookTrade" entries
+        # this field seems to be blank, no cuckin clue.
+        # trade['ibExecID']
+        tid = str(entry.get('ibExecID') or entry['tradeID'])
+        # date = str(entry['tradeDate'])
+
+        # XXX: is it going to cause problems if a account name
+        # get's lost? The user should be able to find it based
+        # on the actual exec history right?
+        acctid = accounts[str(entry['accountId'])]
+
+        # probably a flex record with a wonky non-std timestamp..
+        dt = entry['pydatetime'] = parse_flex_dt(entry['dateTime'])
+        entry['datetime'] = str(dt)
+
+        if not tid:
+            # this is likely some kind of internal adjustment
+            # transaction, likely one of the following:
+            # - an expiry event that will show a "book trade" indicating
+            #   some adjustment to cash balances: zeroing or itm settle.
+            # - a manual cash balance position adjustment likely done by
+            #   the user from the accounts window in TWS where they can
+            #   manually set the avg price and size:
+            #   https://api.ibkr.com/lib/cstools/faq/web1/index.html#/tag/DTWS_ADJ_AVG_COST
+            log.warning(f'Skipping ID-less ledger entry:\n{pformat(entry)}')
+            continue
+
+        trades_by_account.setdefault(
+            acctid, {}
+        )[tid] = entry
+
+    for acctid in trades_by_account:
+        trades_by_account[acctid] = dict(sorted(
+            trades_by_account[acctid].items(),
+            key=lambda entry: entry[1]['pydatetime'],
+        ))
+
     return trades_by_account
 
 
@@ -1309,15 +1363,16 @@ def load_flex_trades(
     ln = len(trade_entries)
     log.info(f'Loaded {ln} trades from flex query')
 
-    trades_by_account = trades_to_ledger_entries(
+    trades_by_account = flex_records_to_ledger_entries(
-        # get reverse map to user account names
+        conf['accounts'].inverse,  # reverse map to user account names
-        conf['accounts'].inverse,
         trade_entries,
-        source_type='flex',
     )
 
+    ledger_dict: Optional[dict] = None
+
     for acctid in trades_by_account:
         trades_by_id = trades_by_account[acctid]
+
         with open_trade_ledger('ib', acctid) as ledger_dict:
             tid_delta = set(trades_by_id) - set(ledger_dict)
             log.info(
@@ -1325,9 +1380,11 @@ def load_flex_trades(
                 f'{pformat(tid_delta)}'
             )
             if tid_delta:
-                ledger_dict.update(
+                sorted_delta = dict(sorted(
-                    {tid: trades_by_id[tid] for tid in tid_delta}
+                    {tid: trades_by_id[tid] for tid in tid_delta}.items(),
-                )
+                    key=lambda entry: entry[1].pop('pydatetime'),
+                ))
+                ledger_dict.update(sorted_delta)
 
     return ledger_dict
 

piker/brokers/ib/feed.py

@@ -254,6 +254,9 @@ async def wait_on_data_reset(
     return False
 
 
+_data_resetter_task: trio.Task | None = None
+
+
 async def get_bars(
 
     proxy: MethodProxy,
@@ -264,7 +267,7 @@ async def get_bars(
     end_dt: str = '',
 
     # TODO: make this more dynamic based on measured frame rx latency..
-    timeout: float = 1.5,  # how long before we trigger a feed reset
+    timeout: float = 3,  # how long before we trigger a feed reset
 
     task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
 
@@ -274,13 +277,15 @@ async def get_bars(
     a ``MethoProxy``.
 
     '''
-    data_cs: Optional[trio.CancelScope] = None
+    global _data_resetter_task
-    result: Optional[tuple[
+
+    data_cs: trio.CancelScope | None = None
+    result: tuple[
         ibis.objects.BarDataList,
         np.ndarray,
         datetime,
         datetime,
-    ]] = None
+    ] | None = None
     result_ready = trio.Event()
 
     async def query():
@@ -307,7 +312,7 @@ async def get_bars(
                     log.warning(
                         f'History is blank for {dt_duration} from {end_dt}'
                     )
-                    end_dt = end_dt.subtract(dt_duration)
+                    end_dt -= dt_duration
                     continue
 
                 if bars_array is None:
@@ -400,6 +405,10 @@ async def get_bars(
                 else:
                     raise
 
+    # TODO: make this global across all history task/requests
+    # such that simultaneous symbol queries don't try data resettingn
+    # too fast..
+    unset_resetter: bool = False
     async with trio.open_nursery() as nurse:
 
         # start history request that we allow
@@ -414,6 +423,14 @@ async def get_bars(
                 await result_ready.wait()
                 break
 
+            if _data_resetter_task:
+                # don't double invoke the reset hack if another
+                # requester task already has it covered.
+                continue
+            else:
+                _data_resetter_task = trio.lowlevel.current_task()
+                unset_resetter = True
+
             # spawn new data reset task
             data_cs, reset_done = await nurse.start(
                 partial(
@@ -425,6 +442,7 @@ async def get_bars(
             # sync wait on reset to complete
             await reset_done.wait()
 
+    _data_resetter_task = None if unset_resetter else _data_resetter_task
     return result, data_cs is not None
 
 
@@ -483,7 +501,9 @@ async def _setup_quote_stream(
 
     to_trio.send_nowait(None)
 
-    async with load_aio_clients() as accts2clients:
+    async with load_aio_clients(
+        disconnect_on_exit=False,
+    ) as accts2clients:
         caccount_name, client = get_preferred_data_client(accts2clients)
         contract = contract or (await client.find_contract(symbol))
         ticker: Ticker = client.ib.reqMktData(contract, ','.join(opts))
@@ -563,7 +583,8 @@ async def open_aio_quote_stream(
     from_aio = _quote_streams.get(symbol)
     if from_aio:
 
-        # if we already have a cached feed deliver a rx side clone to consumer
+        # if we already have a cached feed deliver a rx side clone
+        # to consumer
         async with broadcast_receiver(
             from_aio,
             2**6,
@@ -754,17 +775,45 @@ async def stream_quotes(
             await trio.sleep_forever()
             return  # we never expect feed to come up?
 
-        async with open_aio_quote_stream(
+        cs: Optional[trio.CancelScope] = None
+        startup: bool = True
+        while (
+            startup
+            or cs.cancel_called
+        ):
+            with trio.CancelScope() as cs:
+                async with (
+                    trio.open_nursery() as nurse,
+                    open_aio_quote_stream(
                         symbol=sym,
                         contract=con,
-        ) as stream:
+                    ) as stream,
-
+                ):
                     # ugh, clear ticks since we've consumed them
                     # (ahem, ib_insync is stateful trash)
                     first_ticker.ticks = []
 
+                    # only on first entry at feed boot up
+                    if startup:
+                        startup = False
                         task_status.started((init_msgs, first_quote))
 
+                    # start a stream restarter task which monitors the
+                    # data feed event.
+                    async def reset_on_feed():
+
+                        # TODO: this seems to be surpressed from the
+                        # traceback in ``tractor``?
+                        # assert 0
+
+                        rt_ev = proxy.status_event(
+                            'Market data farm connection is OK:usfarm'
+                        )
+                        await rt_ev.wait()
+                        cs.cancel()  # cancel called should now be set
+
+                    nurse.start_soon(reset_on_feed)
+
                     async with aclosing(stream):
                         if syminfo.get('no_vlm', False):
 
@@ -772,29 +821,31 @@ async def stream_quotes(
                             # include vlm data.
                             atype = syminfo['asset_type']
                             log.info(
-                        f'Non-vlm asset {sym}@{atype}, skipping quote poll...'
+                                f'No-vlm {sym}@{atype}, skipping quote poll'
                             )
 
                         else:
-                    # wait for real volume on feed (trading might be closed)
+                            # wait for real volume on feed (trading might be
+                            # closed)
                             while True:
                                 ticker = await stream.receive()
 
-                        # for a real volume contract we rait for the first
+                                # for a real volume contract we rait for
-                        # "real" trade to take place
+                                # the first "real" trade to take place
                                 if (
                                     # not calc_price
                                     # and not ticker.rtTime
                                     not ticker.rtTime
                                 ):
-                            # spin consuming tickers until we get a real
+                                    # spin consuming tickers until we
-                            # market datum
+                                    # get a real market datum
                                     log.debug(f"New unsent ticker: {ticker}")
                                     continue
                                 else:
-                            log.debug("Received first real volume tick")
+                                    log.debug("Received first volume tick")
-                            # ugh, clear ticks since we've consumed them
+                                    # ugh, clear ticks since we've
-                            # (ahem, ib_insync is truly stateful trash)
+                                    # consumed them (ahem, ib_insync is
+                                    # truly stateful trash)
                                     ticker.ticks = []
 
                                     # XXX: this works because we don't use
@@ -922,7 +973,14 @@ async def open_symbol_search(
                     except trio.WouldBlock:
                         pass
 
-                if not pattern or pattern.isspace():
+                if (
+                    not pattern
+                    or pattern.isspace()
+
+                    # XXX: not sure if this is a bad assumption but it
+                    # seems to make search snappier?
+                    or len(pattern) < 1
+                ):
                     log.warning('empty pattern received, skipping..')
 
                     # TODO: *BUG* if nothing is returned here the client

piker/cli/__init__.py

@@ -138,25 +138,26 @@ def cli(ctx, brokers, loglevel, tl, configdir):
 @click.pass_obj
 def services(config, tl, names):
 
-    async def list_services():
+    from .._daemon import open_piker_runtime
 
-        async with tractor.get_arbiter(
+    async def list_services():
+        async with (
+            open_piker_runtime(
+                name='service_query',
+                loglevel=config['loglevel'] if tl else None,
+            ),
+            tractor.get_arbiter(
                 *_tractor_kwargs['arbiter_addr']
-        ) as portal:
+            ) as portal
+        ):
             registry = await portal.run_from_ns('self', 'get_registry')
             json_d = {}
             for key, socket in registry.items():
-                # name, uuid = uid
                 host, port = socket
                 json_d[key] = f'{host}:{port}'
             click.echo(f"{colorize_json(json_d)}")
 
-    tractor.run(
+    trio.run(list_services)
-        list_services,
-        name='service_query',
-        loglevel=config['loglevel'] if tl else None,
-        arbiter_addr=_tractor_kwargs['arbiter_addr'],
-    )
 
 
 def _load_clis() -> None:

piker/data/feed.py

@@ -333,7 +333,7 @@ async def start_backfill(
                 # do a decently sized backfill and load it into storage.
                 periods = {
                     1: {'days': 6},
-                    60: {'years': 10},
+                    60: {'years': 6},
                 }
 
             kwargs = periods[step_size_s]
@@ -348,36 +348,45 @@ async def start_backfill(
         # last retrieved start dt to the next request as
         # it's end dt.
         starts: set[datetime] = set()
-
         while start_dt > last_tsdb_dt:
-
-            print(f"QUERY end_dt={start_dt}")
             try:
                 log.info(
                     f'Requesting {step_size_s}s frame ending in {start_dt}'
                 )
-                array, start_dt, end_dt = await hist(
+                array, next_start_dt, end_dt = await hist(
                     timeframe,
                     end_dt=start_dt,
                 )
+
+                if next_start_dt in starts:
+                    start_dt = min(starts)
+                    print("SKIPPING DUPLICATE FRAME @ {next_start_dt}")
+                    continue
+
+                # only update new start point if new
+                start_dt = next_start_dt
+                starts.add(start_dt)
+
                 assert array['time'][0] == start_dt.timestamp()
 
             except NoData:
+                # XXX: unhandled history gap (shouldn't happen?)
                 log.warning(
                     f'NO DATA for {frame_size_s}s frame @ {start_dt} ?!?'
                 )
-                return None  # discard signal
+                await tractor.breakpoint()
 
-            except DataUnavailable as duerr:
+            except DataUnavailable:  # as duerr:
-                # broker is being a bish and we can't pull
+                # broker is being a bish and we can't pull any more..
-                # any more..
+                log.warning(
-                log.warning('backend halted on data deliver !?!?')
+                    f'NO-MORE-DATA: backend {mod.name} halted history!?'
+                )
 
                 # 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?
-                return duerr
+                return
 
             diff = end_dt - start_dt
             frame_time_diff_s = diff.seconds
@@ -394,22 +403,6 @@ async def start_backfill(
                     f'{diff} ~= {frame_time_diff_s} seconds'
                 )
 
-            array, _start_dt, end_dt = await hist(
-                timeframe,
-                end_dt=start_dt,
-            )
-
-            if (
-                _start_dt in starts
-            ):
-                print("SKIPPING DUPLICATE FRAME @ {_start_dt}")
-                start_dt = min(starts)
-                continue
-
-            # only update new start point if new
-            start_dt = _start_dt
-            starts.add(start_dt)
-
             to_push = diff_history(
                 array,
                 start_dt,
@@ -498,10 +491,10 @@ async def manage_history(
         readonly=False,
     )
     # TODO: history validation
-    if not opened:
+    # if not opened:
-        raise RuntimeError(
+    #     raise RuntimeError(
-            "Persistent shm for sym was already open?!"
+    #         "Persistent shm for sym was already open?!"
-        )
+    #     )
 
     rt_shm, opened = maybe_open_shm_array(
         key=f'{fqsn}_rt',
@@ -513,10 +506,10 @@ async def manage_history(
         readonly=False,
         size=3*_secs_in_day,
     )
-    if not opened:
+    # if not opened:
-        raise RuntimeError(
+    #     raise RuntimeError(
-            "Persistent shm for sym was already open?!"
+    #         "Persistent shm for sym was already open?!"
-        )
+    #     )
 
     log.info('Scanning for existing `marketstored`')
 

piker/pp.py

@@ -20,6 +20,7 @@ that doesn't try to cuk most humans who prefer to not lose their moneys..
 (looking at you `ib` and dirt-bird friends)
 
 '''
+from __future__ import annotations
 from contextlib import contextmanager as cm
 from pprint import pformat
 import os
@@ -138,13 +139,31 @@ class Position(Struct):
 
     # ordered record of known constituent trade messages
     clears: dict[
-        Union[str, int, Status],  # trade id
+        str | int,  # trade id
         dict[str, Any],  # transaction history summaries
     ] = {}
     first_clear_dt: Optional[datetime] = None
 
     expiry: Optional[datetime] = None
 
+    # @property
+    # def clears(self) -> dict[
+    #     Union[str, int, Status],  # trade id
+    #     dict[str, Any],  # transaction history summaries
+    # ]:
+    #     '''
+    #     Datetime sorted reference to internal clears table.
+
+    #     '''
+    #     # self._clears = {}
+    #     self._clears = dict(sorted(
+    #         self._clears.items(),
+    #         key=lambda entry: entry[1]['dt'],
+    #     ))
+    #         # self._clears[k] = v
+
+    #     return self._clears
+
     def to_dict(self) -> dict:
         return {
             f: getattr(self, f)
@@ -219,6 +238,10 @@ class Position(Struct):
 
         '''
         clears = list(self.clears.values())
+        if not clears:
+            log.warning(f'No clears table for {self.symbol}!?')
+            return
+
         self.first_clear_dt = min(list(entry['dt'] for entry in clears))
         last_clear = clears[-1]
 
@@ -623,6 +646,7 @@ class PpTable(Struct):
 
     def to_toml(
         self,
+        min_clears: bool = True,
     ) -> dict[str, Any]:
 
         active, closed = self.dump_active()
@@ -635,7 +659,9 @@ class PpTable(Struct):
 
             # keep the minimal amount of clears that make up this
             # position since the last net-zero state.
+            if min_clears:
                 pos.minimize_clears()
+
             pos.ensure_state()
 
             # serialize to pre-toml form
@@ -682,6 +708,8 @@ def load_pps_from_ledger(
     brokername: str,
     acctname: str,
 
+    table: Optional[PpTable] = None,
+
     # post normalization filter on ledger entries to be processed
     filter_by: Optional[list[dict]] = None,
 
@@ -698,7 +726,6 @@ def load_pps_from_ledger(
     '''
     with (
         open_trade_ledger(brokername, acctname) as ledger,
-        open_pps(brokername, acctname) as table,
     ):
         if not ledger:
             # null case, no ledger file with content
@@ -716,6 +743,10 @@ def load_pps_from_ledger(
         else:
             records = src_records
 
+        if table is None:
+            with open_pps(brokername, acctname) as table:
+                updated = table.update_from_trans(records)
+        else:
             updated = table.update_from_trans(records)
 
     return records, updated
@@ -886,15 +917,27 @@ def open_pps(
         conf=conf,
     )
 
+    # first pass populate all missing clears record tables
+    # for fqsn, entry in pps.items():
+    #     # convert clears sub-tables (only in this form
+    #     # for toml re-presentation) back into a master table.
+    #     clears_list = entry.get('clears', [])
+
+    #     # attempt to reload from ledger
+    #     if not clears_list:
+    #         trans, pos = load_pps_from_ledger(
+    #             brokername,
+    #             acctid,
+    #             filter_by=[entry['bsuid']],
+    #             table=table,
+    #         )
+    #         # breakpoint()
+
     # unmarshal/load ``pps.toml`` config entries into object form
     # and update `PpTable` obj entries.
     for fqsn, entry in pps.items():
         bsuid = entry['bsuid']
 
-        # convert clears sub-tables (only in this form
-        # for toml re-presentation) back into a master table.
-        clears_list = entry['clears']
-
         # index clears entries in "object" form by tid in a top
         # level dict instead of a list (as is presented in our
         # ``pps.toml``).
@@ -906,6 +949,18 @@ def open_pps(
         # processing of new clear events.
         trans: list[Transaction] = []
 
+        # convert clears sub-tables (only in this form
+        # for toml re-presentation) back into a master table.
+        clears_list = entry['clears']
+
+        # # attempt to reload from ledger
+        # if not clears_list:
+        #     trans, pos = load_pps_from_ledger(
+        #         brokername,
+        #         acctid,
+        #         table=table,
+        #     )
+
         for clears_table in clears_list:
             tid = clears_table.pop('tid')
             dtstr = clears_table['dt']