Add Plot

Here is the `plot_graph()` that is in char of the bars, scatter and vertical line plot items.

Also all the necessary code  for the graph to be shown.

README.rst

@@ -1,162 +1,161 @@
 piker
 -----
-trading gear for hackers.
+trading gear for hackers
 
 |gh_actions|
 
 .. |gh_actions| image:: https://img.shields.io/endpoint.svg?url=https%3A%2F%2Factions-badge.atrox.dev%2Fpikers%2Fpiker%2Fbadge&style=popout-square
     :target: https://actions-badge.atrox.dev/piker/pikers/goto
 
-``piker`` is a broker agnostic, next-gen FOSS toolset for real-time
-computational trading targeted at `hardcore Linux users <comp_trader>`_ .
+``piker`` is a broker agnostic, next-gen FOSS toolset and runtime for
+real-time computational trading targeted at `hardcore Linux users
+<comp_trader>`_ .
 
-we use as much bleeding edge tech as possible including (but not limited to):
+we use much bleeding edge tech including (but not limited to):
 
 - latest python for glue_
-- trio_ & tractor_ for our distributed, multi-core, real-time streaming
-  `structured concurrency`_ runtime B)
-- Qt_ for pristine high performance UIs
-- pyqtgraph_ for real-time charting
-- ``polars`` ``numpy`` and ``numba`` for `fast numerics`_
-- `apache arrow and parquet`_ for time series history management
-  persistence and sharing
-- (prototyped) techtonicdb_ for L2 book storage
+- uv_ for packaging and distribution
+- trio_ & tractor_ for our distributed `structured concurrency`_ runtime
+- Qt_ for pristine low latency UIs
+- pyqtgraph_ (which we've extended) for real-time charting and graphics
+- ``polars`` ``numpy`` and ``numba`` for redic `fast numerics`_
+- `apache arrow and parquet`_ for time-series storage
 
-.. |travis| image:: https://img.shields.io/travis/pikers/piker/master.svg
-    :target: https://travis-ci.org/pikers/piker
+potential projects we might integrate with soon,
+
+- (already prototyped in ) techtonicdb_ for L2 book storage
+
+.. _comp_trader: https://jfaleiro.wordpress.com/2019/10/09/computational-trader/
+.. _glue: https://numpy.org/doc/stable/user/c-info.python-as-glue.html#using-python-as-glue
+.. _uv: https://docs.astral.sh/uv/
 .. _trio: https://github.com/python-trio/trio
 .. _tractor: https://github.com/goodboy/tractor
 .. _structured concurrency: https://trio.discourse.group/
-.. _marketstore: https://github.com/alpacahq/marketstore
-.. _techtonicdb: https://github.com/0b01/tectonicdb
 .. _Qt: https://www.qt.io/
 .. _pyqtgraph: https://github.com/pyqtgraph/pyqtgraph
-.. _glue: https://numpy.org/doc/stable/user/c-info.python-as-glue.html#using-python-as-glue
 .. _apache arrow and parquet: https://arrow.apache.org/faq/
 .. _fast numerics: https://zerowithdot.com/python-numpy-and-pandas-performance/
-.. _comp_trader: https://jfaleiro.wordpress.com/2019/10/09/computational-trader/
+.. _techtonicdb: https://github.com/0b01/tectonicdb
 
 
-focus and features:
-*******************
-- 100% federated: your code, your hardware, your data feeds, your broker fills.
-- zero web: low latency, native software that doesn't try to re-invent the OS
-- maximal **privacy**: prevent brokers and mms from knowing your
-  planz; smack their spreads with dark volume.
-- zero clutter: modal, context oriented UIs that echew minimalism, reduce
-  thought noise and encourage un-emotion.
-- first class parallelism: built from the ground up on next-gen structured concurrency
-  primitives.
-- traders first: broker/exchange/asset-class agnostic
-- systems grounded: real-time financial signal processing that will
-  make any queuing or DSP eng juice their shorts.
-- non-tina UX: sleek, powerful keyboard driven interaction with expected use in tiling wms
-- data collaboration: every process and protocol is multi-host scalable.
-- fight club ready: zero interest in adoption by suits; no corporate friendly license, ever.
+focus and feats:
+****************
+fitting with these tenets, we're always open to new
+framework/lib/service interop suggestions and ideas!
 
-fitting with these tenets, we're always open to new framework suggestions and ideas.
+- **100% federated**:
+  your code, your hardware, your data feeds, your broker fills.
 
-building the best looking, most reliable, keyboard friendly trading
-platform is the dream; join the cause.
+- **zero web**:
+  low latency as a prime objective, native UIs and modern IPC
+  protocols without trying to re-invent the "OS-as-an-app"..
+
+- **maximal privacy**:
+  prevent brokers and mms from knowing your planz; smack their
+  spreads with dark volume from a VPN tunnel.
+
+- **zero clutter**:
+  modal, context oriented UIs that echew minimalism, reduce thought
+  noise and encourage un-emotion.
+
+- **first class parallelism**:
+  built from the ground up on a next-gen structured concurrency
+  supervision sys.
+
+- **traders first**:
+  broker/exchange/venue/asset-class/money-sys agnostic
+
+- **systems grounded**:
+  real-time financial signal processing (fsp) that will make any
+  queuing or DSP eng juice their shorts.
+
+- **non-tina UX**:
+  sleek, powerful keyboard driven interaction with expected use in
+  tiling wms (or maybe even a DDE).
+
+- **data collab at scale**:
+  every actor-process and protocol is multi-host aware.
+
+- **fight club ready**:
+  zero interest in adoption by suits; no corporate friendly license,
+  ever.
+
+building the hottest looking, fastest, most reliable, keyboard
+friendly FOSS trading platform is the dream; join the cause.
 
 
-sane install with `poetry`
-**************************
-TODO!
+a sane install with `uv`
+************************
+bc why install with `python` when you can faster with `rust` ::
 
-
-rigorous install on ``nixos`` using ``poetry2nix``
-**************************************************
-TODO!
+    uv lock
 
 
 hacky install on nixos
 **********************
-`NixOS` is our core devs' distro of choice for which we offer
+``NixOS`` is our core devs' distro of choice for which we offer
 a stringently defined development shell envoirment that can be loaded with::
 
-    nix-shell develop.nix
-
-this will setup the required python environment to run piker, make sure to
-run::
-
-    pip install -r requirements.txt -e .
-
-once after loading the shell
+    nix-shell default.nix
 
 
-install wild-west style via `pip`
-*********************************
-``piker`` is currently under heavy pre-alpha development and as such
-should be cloned from this repo and hacked on directly.
+start a chart
+*************
+run a realtime OHLCV chart stand-alone::
 
-for a development install::
+    piker -l info chart btcusdt.spot.binance xmrusdt.spot.kraken
 
-    git clone git@github.com:pikers/piker.git
-    cd piker
-    virtualenv env
-    source ./env/bin/activate
-    pip install -r requirements.txt -e .
+this runs a chart UI (with 1m sampled OHLCV) and shows 2 spot markets from 2 diff cexes
+overlayed on the same graph. Use of `piker` without first starting
+a daemon (`pikerd` - see below) means there is an implicit spawning of the
+multi-actor-runtime (implemented as a `tractor` app).
+
+For additional subsystem feats available through our chart UI see the
+various sub-readmes:
+
+- order control using a mouse-n-keyboard UX B)
+- cross venue market-pair (what most call "symbol") search, select, overlay Bo
+- financial-signal-processing (`piker.fsp`) write-n-reload to sub-chart BO
+- src-asset derivatives scan for anal, like the infamous "max pain" XO
 
 
-check out our charts
-********************
-bet you weren't expecting this from the foss::
-
-    piker -l info -b kraken -b binance chart btcusdt.binance --pdb
-
-
-this runs the main chart (currently with 1m sampled OHLC) in in debug
-mode and you can practice paper trading using the following
-micro-manual:
-
-``order_mode`` (
-    edge triggered activation by any of the following keys,
-    ``mouse-click`` on y-level to submit at that price
-    ):
-
-    - ``f``/ ``ctl-f`` to stage buy
-    - ``d``/ ``ctl-d`` to stage sell
-    - ``a`` to stage alert
-
-
-``search_mode`` (
-    ``ctl-l`` or ``ctl-space`` to open,
-    ``ctl-c`` or ``ctl-space`` to close
-    ) :
-
-    - begin typing to have symbol search automatically lookup
-      symbols from all loaded backend (broker) providers
-    - arrow keys and mouse click to navigate selection
-    - vi-like ``ctl-[hjkl]`` for navigation
-
-
-you can also configure your position allocation limits from the
-sidepane.
-
-
-run in distributed mode
-***********************
-start the service manager and data feed daemon in the background and
-connect to it::
+spawn a daemon standalone
+*************************
+we call the root actor-process the ``pikerd``. it can be (and is
+recommended normally to be) started separately from the ``piker
+chart`` program::
 
     pikerd -l info --pdb
 
+the daemon does nothing until a ``piker``-client (like ``piker
+chart``) connects and requests some particular sub-system. for
+a connecting chart ``pikerd`` will spawn and manage at least,
 
-connect your chart::
+- a data-feed daemon: ``datad`` which does all the work of comms with
+  the backend provider (in this case the ``binance`` cex).
+- a paper-trading engine instance, ``paperboi.binance``, (if no live
+  account has been configured) which allows for auto/manual order
+  control against the live quote stream.
 
-    piker -l info -b kraken -b binance chart xmrusdt.binance --pdb
+*using* an actor-service (aka micro-daemon) manager which dynamically
+supervises various sub-subsystems-as-services throughout the ``piker``
+runtime-stack.
 
+now you can (implicitly) connect your chart::
 
-enjoy persistent real-time data feeds tied to daemon lifetime. the next
-time you spawn a chart it will load much faster since the data feed has
-been cached and is now always running live in the background until you
-kill ``pikerd``.
+    piker chart btcusdt.spot.binance
+
+since ``pikerd`` was started separately you can now enjoy a persistent
+real-time data stream tied to the daemon-tree's lifetime. i.e. the next
+time you spawn a chart it will obviously not only load much faster
+(since the underlying ``datad.binance`` is left running with its
+in-memory IPC data structures) but also the data-feed and any order
+mgmt states should be persistent until you finally cancel ``pikerd``.
 
 
 if anyone asks you what this project is about
 *********************************************
-you don't talk about it.
+you don't talk about it; just use it.
 
 
 how do i get involved?
@@ -166,6 +165,15 @@ enter the matrix.
 
 how come there ain't that many docs
 ***********************************
-suck it up, learn the code; no one is trying to sell you on anything.
-also, we need lotsa help so if you want to start somewhere and can't
-necessarily write serious code, this might be the place for you!
+i mean we want/need them but building the core right has been higher
+prio then marketting (and likely will stay that way Bp).
+
+soo, suck it up bc,
+
+- no one is trying to sell you on anything
+- learning the code base is prolly way more valuable
+- the UI/UXs are intended to be "intuitive" for any hacker..
+
+we obviously need tonz help so if you want to start somewhere and
+can't necessarily write "advanced" concurrent python/rust code, this
+helping document literally anything might be the place for you!

default.nix

@@ -0,0 +1,134 @@
+with (import <nixpkgs> {});
+let
+  glibStorePath = lib.getLib glib;
+  zlibStorePath = lib.getLib zlib;
+  zstdStorePath = lib.getLib zstd;
+  dbusStorePath = lib.getLib dbus;
+  libGLStorePath = lib.getLib libGL;
+  freetypeStorePath = lib.getLib freetype;
+  qt6baseStorePath = lib.getLib qt6.qtbase;
+  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-uv";
+  buildInputs = [
+    # System requirements.
+    glib
+    zlib
+    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
+    python312Packages.uv
+    python312Packages.qdarkstyle
+    python312Packages.rapidfuzz
+    python312Packages.pyqt6
+    python312Packages.qtpy
+  ];
+  src = null;
+  shellHook = ''
+    set -e
+
+    # Set the Qt plugin path
+    # export QT_DEBUG_PLUGINS=1
+
+    QTBASE_PATH="${qt6baseStorePath}/lib"
+    QT_PLUGIN_PATH="$QTBASE_PATH/qt-6/plugins"
+    QT_QPA_PLATFORM_PLUGIN_PATH="$QT_PLUGIN_PATH/platforms"
+
+    LIB_GCC_PATH="${libgcc.lib}/lib"
+    GLIB_PATH="${glibStorePath}/lib"
+    ZSTD_PATH="${zstdStorePath}/lib"
+    ZLIB_PATH="${zlibStorePath}/lib"
+    DBUS_PATH="${dbusStorePath}/lib"
+    LIBGL_PATH="${libGLStorePath}/lib"
+    FREETYPE_PATH="${freetypeStorePath}/lib"
+    FONTCONFIG_PATH="${fontconfigStorePath}/lib"
+    LIB_XKB_COMMON_PATH="${libxkbcommonStorePath}/lib"
+
+    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"
+
+    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"
+
+    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="$LD_LIBRARY_PATH:$ZLIB_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"
+
+    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"
+
+    export LD_LIBRARY_PATH
+
+    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
+
+  '';
+}

examples/max_pain.py

@@ -0,0 +1,239 @@
+#!/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,
+)
+import sys
+import pyqtgraph as pg
+from PyQt6 import QtCore
+from pyqtgraph import ScatterPlotItem, InfiniteLine
+from PyQt6.QtWidgets import QApplication
+
+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 get_total_intrinsic_values(
+        oi_by_strikes: dict[str, dict[str, Decimal]]
+    ) -> dict[str, dict[str, Decimal]]:
+        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,
+            }
+
+        return intrinsic_values
+
+    def get_intrinsic_value_and_max_pain(
+        intrinsic_values: dict[str, dict[str, Decimal]]
+        ):
+        # 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)
+
+        for strike, oi in oi_by_strikes.items():
+            s = Decimal(strike)
+            if intrinsic_values[strike]['total'] < total_intrinsic_value:
+                total_intrinsic_value = intrinsic_values[strike]['total']
+                max_pain = s
+
+        return total_intrinsic_value, max_pain
+
+    def plot_graph(
+        oi_by_strikes: dict[str, dict[str, Decimal]],
+        plot,
+    ):
+        """Update the bar graph with new open interest data."""
+        plot.clear()
+
+        intrinsic_values = get_total_intrinsic_values(oi_by_strikes)
+
+        for strike_str in sorted(oi_by_strikes, key=lambda x: int(x)):
+            strike = int(strike_str)
+            calls_val = float(oi_by_strikes[strike_str]['C'])
+            puts_val  = float(oi_by_strikes[strike_str]['P'])
+
+            bar_c = pg.BarGraphItem(
+                x=[strike - 100],
+                height=[calls_val],
+                width=200,
+                pen='w',
+                brush=(0, 0, 255, 150)
+            )
+            plot.addItem(bar_c)
+
+            bar_p = pg.BarGraphItem(
+                x=[strike + 100],
+                height=[puts_val],
+                width=200,
+                pen='w',
+                brush=(255, 0, 0, 150)
+            )
+            plot.addItem(bar_p)
+
+            total_val = float(intrinsic_values[strike_str]['total']) / 100000
+
+            scatter_iv = ScatterPlotItem(
+                x=[strike],
+                y=[total_val],
+                pen=pg.mkPen(color=(0, 255, 0), width=2),
+                brush=pg.mkBrush(0, 255, 0, 150),
+                size=3,
+                symbol='o'
+            )
+            plot.addItem(scatter_iv)
+
+        _, max_pain = get_intrinsic_value_and_max_pain(intrinsic_values)
+
+        vertical_line = InfiniteLine(
+            pos=max_pain,
+            angle=90,
+            pen=pg.mkPen(color='yellow', width=1, style=QtCore.Qt.PenStyle.DotLine),
+            label=f'Max pain: {max_pain:,.0f}',
+            labelOpts={
+                'position': 0.85,
+                'color': 'yellow',
+                'movable': True
+            }
+        )
+        plot.addItem(vertical_line)
+
+    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
+
+        intrinsic_values = get_total_intrinsic_values(oi_by_strikes)
+
+        total_intrinsic_value, max_pain = get_intrinsic_value_and_max_pain(intrinsic_values)
+
+        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:
+        # Initialize QApplication
+        app = QApplication(sys.argv)
+
+        win = pg.GraphicsLayoutWidget(show=True)
+        win.setWindowTitle('Calls (blue) vs Puts (red)')
+
+        plot = win.addPlot(title='OI by Strikes')
+        plot.showGrid(x=True, y=True)
+        print('Plot initialized...')
+
+        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)
+                    intrinsic_values = get_total_intrinsic_values(oi_by_strikes)
+
+                    # graph here
+                    plot_graph(oi_by_strikes, plot)
+
+                    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']:,.0f}')
+                    print(f'total intrinsic value: {max_pain['total_intrinsic_value']:,.0f}')
+                    print('-----------------------------------------------')
+
+            # Process GUI events to keep the window responsive
+            app.processEvents()
+
+
+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/__init__.py

@@ -50,7 +50,8 @@ __brokers__: list[str] = [
     'binance',
     'ib',
     'kraken',
-    'kucoin'
+    'kucoin',
+    'deribit',
 
     # broken but used to work
     # 'questrade',
@@ -61,7 +62,6 @@ __brokers__: list[str] = [
     # wstrade
     # iex
 
-    # deribit
     # bitso
 ]
 
@@ -71,7 +71,7 @@ def get_brokermod(brokername: str) -> ModuleType:
     Return the imported broker module by name.
 
     '''
-    module = import_module('.' + brokername, 'piker.brokers')
+    module: ModuleType = import_module('.' + brokername, 'piker.brokers')
     # we only allow monkeying because it's for internal keying
     module.name = module.__name__.split('.')[-1]
     return module

piker/brokers/_util.py

@@ -18,10 +18,11 @@
 Handy cross-broker utils.
 
 """
+from __future__ import annotations
 from functools import partial
 
 import json
-import asks
+import httpx
 import logging
 
 from ..log import (
@@ -60,11 +61,11 @@ class NoData(BrokerError):
     def __init__(
         self,
         *args,
-        info: dict,
+        info: dict|None = None,
 
     ) -> None:
         super().__init__(*args)
-        self.info: dict = info
+        self.info: dict|None = info
 
         # when raised, machinery can check if the backend
         # set a "frame size" for doing datetime calcs.
@@ -90,16 +91,18 @@ class DataThrottle(BrokerError):
 
 
 def resproc(
-    resp: asks.response_objects.Response,
+    resp: httpx.Response,
     log: logging.Logger,
     return_json: bool = True,
     log_resp: bool = False,
 
-) -> asks.response_objects.Response:
-    """Process response and return its json content.
+) -> httpx.Response:
+    '''
+    Process response and return its json content.
 
     Raise the appropriate error on non-200 OK responses.
-    """
+
+    '''
     if not resp.status_code == 200:
         raise BrokerError(resp.body)
     try:

piker/brokers/binance/api.py

@@ -1,8 +1,8 @@
 # piker: trading gear for hackers
 # Copyright (C)
-#   Guillermo Rodriguez (aka ze jefe)
-#   Tyler Goodlet
-#   (in stewardship for pikers)
+#  Guillermo Rodriguez (aka ze jefe)
+#  Tyler Goodlet
+#  (in stewardship for pikers)
 
 # This program is free software: you can redistribute it and/or modify
 # it under the terms of the GNU Affero General Public License as published by
@@ -25,14 +25,13 @@ from __future__ import annotations
 from collections import ChainMap
 from contextlib import (
     asynccontextmanager as acm,
+    AsyncExitStack,
 )
 from datetime import datetime
 from pprint import pformat
 from typing import (
     Any,
     Callable,
-    Hashable,
-    Sequence,
     Type,
 )
 import hmac
@@ -43,8 +42,7 @@ import trio
 from pendulum import (
     now,
 )
-import asks
-from rapidfuzz import process as fuzzy
+import httpx
 import numpy as np
 
 from piker import config
@@ -54,6 +52,7 @@ from piker.clearing._messages import (
 from piker.accounting import (
     Asset,
     digits_to_dec,
+    MktPair,
 )
 from piker.types import Struct
 from piker.data import (
@@ -69,7 +68,6 @@ from .venues import (
     PAIRTYPES,
     Pair,
     MarketType,
-
     _spot_url,
     _futes_url,
     _testnet_futes_url,
@@ -79,19 +77,18 @@ from .venues import (
 log = get_logger('piker.brokers.binance')
 
 
-def get_config() -> dict:
-
+def get_config() -> dict[str, Any]:
     conf: dict
     path: Path
     conf, path = config.load(
         conf_name='brokers',
         touch_if_dne=True,
     )
-
-    section = conf.get('binance')
-
+    section: dict = conf.get('binance')
     if not section:
-        log.warning(f'No config section found for binance in {path}')
+        log.warning(
+            f'No config section found for binance in {path}'
+        )
         return {}
 
     return section
@@ -147,7 +144,7 @@ def binance_timestamp(
 
 class Client:
     '''
-    Async ReST API client using ``trio`` + ``asks`` B)
+    Async ReST API client using `trio` + `httpx` B)
 
     Supports all of the spot, margin and futures endpoints depending
     on method.
@@ -156,10 +153,17 @@ class Client:
     def __init__(
         self,
 
+        venue_sessions: dict[
+            str,  # venue key
+            tuple[httpx.AsyncClient, str]  # session, eps path
+        ],
+        conf: dict[str, Any],
         # TODO: change this to `Client.[mkt_]venue: MarketType`?
         mkt_mode: MarketType = 'spot',
 
     ) -> None:
+        self.conf = conf
+
         # build out pair info tables for each market type
         # and wrap in a chain-map view for search / query.
         self._spot_pairs: dict[str, Pair] = {}  # spot info table
@@ -186,44 +190,13 @@ class Client:
         # market symbols for use by search. See `.exch_info()`.
         self._pairs: ChainMap[str, Pair] = ChainMap()
 
-        # spot EPs sesh
-        self._sesh = asks.Session(connections=4)
-        self._sesh.base_location: str = _spot_url
-        # spot testnet
-        self._test_sesh: asks.Session = asks.Session(connections=4)
-        self._test_sesh.base_location: str = _testnet_spot_url
-
-        # margin and extended spot endpoints session.
-        self._sapi_sesh = asks.Session(connections=4)
-        self._sapi_sesh.base_location: str = _spot_url
-
-        # futes EPs sesh
-        self._fapi_sesh = asks.Session(connections=4)
-        self._fapi_sesh.base_location: str = _futes_url
-        # futes testnet
-        self._test_fapi_sesh: asks.Session = asks.Session(connections=4)
-        self._test_fapi_sesh.base_location: str = _testnet_futes_url
-
         # global client "venue selection" mode.
         # set this when you want to switch venues and not have to
         # specify the venue for the next request.
         self.mkt_mode: MarketType = mkt_mode
 
-        # per 8
-        self.venue_sesh: dict[
-            str,  # venue key
-            tuple[asks.Session, str]  # session, eps path
-        ] = {
-            'spot': (self._sesh, '/api/v3/'),
-            'spot_testnet': (self._test_sesh, '/fapi/v1/'),
-
-            'margin': (self._sapi_sesh, '/sapi/v1/'),
-
-            'usdtm_futes': (self._fapi_sesh, '/fapi/v1/'),
-            'usdtm_futes_testnet': (self._test_fapi_sesh, '/fapi/v1/'),
-
-            # 'futes_coin': self._dapi,  # TODO
-        }
+        # per-mkt-venue API client table
+        self.venue_sesh = venue_sessions
 
         # lookup for going from `.mkt_mode: str` to the config
         # subsection `key: str`
@@ -238,40 +211,6 @@ class Client:
             'futes': ['usdtm_futes'],
         }
 
-        # for creating API keys see,
-        # https://www.binance.com/en/support/faq/how-to-create-api-keys-on-binance-360002502072
-        self.conf: dict = get_config()
-
-        for key, subconf in self.conf.items():
-            if api_key := subconf.get('api_key', ''):
-                venue_keys: list[str] = self.confkey2venuekeys[key]
-
-                venue_key: str
-                sesh: asks.Session
-                for venue_key in venue_keys:
-                    sesh, _ = self.venue_sesh[venue_key]
-
-                    api_key_header: dict = {
-                        # taken from official:
-                        # https://github.com/binance/binance-futures-connector-python/blob/main/binance/api.py#L47
-                        "Content-Type": "application/json;charset=utf-8",
-
-                        # TODO: prolly should just always query and copy
-                        # in the real latest ver?
-                        "User-Agent": "binance-connector/6.1.6smbz6",
-                        "X-MBX-APIKEY": api_key,
-                    }
-                    sesh.headers.update(api_key_header)
-
-                    # if `.use_tesnet = true` in the config then
-                    # also add headers for the testnet session which
-                    # will be used for all order control
-                    if subconf.get('use_testnet', False):
-                        testnet_sesh, _ = self.venue_sesh[
-                            venue_key + '_testnet'
-                        ]
-                        testnet_sesh.headers.update(api_key_header)
-
     def _mk_sig(
         self,
         data: dict,
@@ -290,7 +229,6 @@ class Client:
                 'to define the creds for auth-ed endpoints!?'
             )
 
-
         # XXX: Info on security and authentification
         # https://binance-docs.github.io/apidocs/#endpoint-security-type
         if not (api_secret := subconf.get('api_secret')):
@@ -319,7 +257,7 @@ class Client:
         params: dict,
 
         method: str = 'get',
-        venue: str | None = None,  # if None use `.mkt_mode` state
+        venue: str|None = None,  # if None use `.mkt_mode` state
         signed: bool = False,
         allow_testnet: bool = False,
 
@@ -330,8 +268,9 @@ class Client:
         - /fapi/v3/ USD-M FUTURES, or
         - /api/v3/ SPOT/MARGIN
 
-        account/market endpoint request depending on either passed in `venue: str`
-        or the current setting `.mkt_mode: str` setting, default `'spot'`.
+        account/market endpoint request depending on either passed in
+        `venue: str` or the current setting `.mkt_mode: str` setting,
+        default `'spot'`.
 
 
         Docs per venue API:
@@ -360,9 +299,6 @@ class Client:
                 venue=venue_key,
             )
 
-        sesh: asks.Session
-        path: str
-
         # Check if we're configured to route order requests to the
         # venue equivalent's testnet.
         use_testnet: bool = False
@@ -387,11 +323,12 @@ class Client:
             # ctl machinery B)
             venue_key += '_testnet'
 
-        sesh, path = self.venue_sesh[venue_key]
-
-        meth: Callable = getattr(sesh, method)
+        client: httpx.AsyncClient
+        path: str
+        client, path = self.venue_sesh[venue_key]
+        meth: Callable = getattr(client, method)
         resp = await meth(
-            path=path + endpoint,
+            url=path + endpoint,
             params=params,
             timeout=float('inf'),
         )
@@ -433,7 +370,15 @@ class Client:
                 item['filters'] = filters
 
             pair_type: Type = PAIRTYPES[venue]
-            pair: Pair = pair_type(**item)
+            try:
+                pair: Pair = pair_type(**item)
+            except Exception as e:
+                e.add_note(
+                    "\nDon't panic, prolly stupid binance changed their symbology schema again..\n"
+                    'Check out their API docs here:\n\n'
+                    'https://binance-docs.github.io/apidocs/spot/en/#exchange-information'
+                )
+                raise
             pair_table[pair.symbol.upper()] = pair
 
             # update an additional top-level-cross-venue-table
@@ -528,7 +473,9 @@ class Client:
 
         '''
         pair_table: dict[str, Pair] = self._venue2pairs[
-            venue or self.mkt_mode
+            venue
+            or
+            self.mkt_mode
         ]
         if (
             expiry
@@ -547,9 +494,9 @@ class Client:
             venues: list[str] = [venue]
 
         # batch per-venue download of all exchange infos
-        async with trio.open_nursery() as rn:
+        async with trio.open_nursery() as tn:
             for ven in venues:
-                rn.start_soon(
+                tn.start_soon(
                     self._cache_pairs,
                     ven,
                 )
@@ -602,11 +549,11 @@ class Client:
 
     ) -> dict[str, Any]:
 
-        fq_pairs: dict = await self.exch_info()
+        fq_pairs: dict[str, Pair] = await self.exch_info()
 
         # TODO: cache this list like we were in
         # `open_symbol_search()`?
-        keys: list[str] = list(fq_pairs)
+        # keys: list[str] = list(fq_pairs)
 
         return match_from_pairs(
             pairs=fq_pairs,
@@ -614,9 +561,20 @@ class Client:
             score_cutoff=50,
         )
 
+    def pair2venuekey(
+        self,
+        pair: Pair,
+    ) -> str:
+        return {
+            'USDTM': 'usdtm_futes',
+            'SPOT': 'spot',
+            # 'COINM': 'coin_futes',
+            # ^-TODO-^ bc someone might want it..?
+        }[pair.venue]
+
     async def bars(
         self,
-        symbol: str,
+        mkt: MktPair,
 
         start_dt: datetime | None = None,
         end_dt: datetime | None = None,
@@ -646,16 +604,20 @@ class Client:
         start_time = binance_timestamp(start_dt)
         end_time = binance_timestamp(end_dt)
 
+        bs_pair: Pair = self._pairs[mkt.bs_fqme.upper()]
+
         # https://binance-docs.github.io/apidocs/spot/en/#kline-candlestick-data
         bars = await self._api(
             'klines',
             params={
-                'symbol': symbol.upper(),
+                # NOTE: always query using their native symbology!
+                'symbol': mkt.bs_mktid.upper(),
                 'interval': '1m',
                 'startTime': start_time,
                 'endTime': end_time,
                 'limit': limit
             },
+            venue=self.pair2venuekey(bs_pair),
             allow_testnet=False,
         )
         new_bars: list[tuple] = []
@@ -972,17 +934,148 @@ class Client:
         await self.close_listen_key(key)
 
 
+_venue_urls: dict[str, str] = {
+    'spot': (
+        _spot_url,
+        '/api/v3/',
+    ),
+    'spot_testnet': (
+        _testnet_spot_url,
+        '/fapi/v1/'
+    ),
+    # margin and extended spot endpoints session.
+    # TODO: did this ever get implemented fully?
+    # 'margin': (
+    #     _spot_url,
+    #     '/sapi/v1/'
+    # ),
+
+    'usdtm_futes': (
+        _futes_url,
+        '/fapi/v1/',
+    ),
+
+    'usdtm_futes_testnet': (
+        _testnet_futes_url,
+        '/fapi/v1/',
+    ),
+
+    # TODO: for anyone who actually needs it ;P
+    # 'coin_futes': ()
+}
+
+
+def init_api_keys(
+    client: Client,
+    conf: dict[str, Any],
+) -> None:
+    '''
+    Set up per-venue API keys each http client according to the user's
+    `brokers.conf`.
+
+    For ex, to use spot-testnet and live usdt futures APIs:
+
+    ```toml
+        [binance]
+        # spot test net
+        spot.use_testnet = true
+        spot.api_key = '<spot_api_key_from_binance_account>'
+        spot.api_secret = '<spot_api_key_password>'
+
+        # futes live
+        futes.use_testnet = false
+        accounts.usdtm = 'futes'
+        futes.api_key = '<futes_api_key_from_binance>'
+        futes.api_secret = '<futes_api_key_password>''
+
+        # if uncommented will use the built-in paper engine and not
+        # connect to `binance` API servers for order ctl.
+        # accounts.paper = 'paper'
+    ```
+
+    '''
+    for key, subconf in conf.items():
+        if api_key := subconf.get('api_key', ''):
+            venue_keys: list[str] = client.confkey2venuekeys[key]
+
+            venue_key: str
+            client: httpx.AsyncClient
+            for venue_key in venue_keys:
+                client, _ = client.venue_sesh[venue_key]
+
+                api_key_header: dict = {
+                    # taken from official:
+                    # https://github.com/binance/binance-futures-connector-python/blob/main/binance/api.py#L47
+                    "Content-Type": "application/json;charset=utf-8",
+
+                    # TODO: prolly should just always query and copy
+                    # in the real latest ver?
+                    "User-Agent": "binance-connector/6.1.6smbz6",
+                    "X-MBX-APIKEY": api_key,
+                }
+                client.headers.update(api_key_header)
+
+                # if `.use_tesnet = true` in the config then
+                # also add headers for the testnet session which
+                # will be used for all order control
+                if subconf.get('use_testnet', False):
+                    testnet_sesh, _ = client.venue_sesh[
+                        venue_key + '_testnet'
+                    ]
+                    testnet_sesh.headers.update(api_key_header)
+
+
 @acm
-async def get_client() -> Client:
+async def get_client(
+    mkt_mode: MarketType = 'spot',
+) -> Client:
+    '''
+    Construct an single `piker` client which composes multiple underlying venue
+    specific API clients both for live and test networks.
 
-    client = Client()
-    await client.exch_info()
-    log.info(
-        f'{client} in {client.mkt_mode} mode: caching exchange infos..\n'
-        'Cached multi-market pairs:\n'
-        f'spot: {len(client._spot_pairs)}\n'
-        f'usdtm_futes: {len(client._ufutes_pairs)}\n'
-        f'Total: {len(client._pairs)}\n'
-    )
+    '''
+    venue_sessions: dict[
+        str,  # venue key
+        tuple[httpx.AsyncClient, str]  # session, eps path
+    ] = {}
+    async with AsyncExitStack() as client_stack:
+        for name, (base_url, path) in _venue_urls.items():
+            api: httpx.AsyncClient = await client_stack.enter_async_context(
+                httpx.AsyncClient(
+                    base_url=base_url,
+                    # headers={},
 
-    yield client
+                    # TODO: is there a way to numerate this?
+                    # https://www.python-httpx.org/advanced/clients/#why-use-a-client
+                    # connections=4
+                )
+            )
+            venue_sessions[name] = (
+                api,
+                path,
+            )
+
+        conf: dict[str, Any] = get_config()
+        # for creating API keys see,
+        # https://www.binance.com/en/support/faq/how-to-create-api-keys-on-binance-360002502072
+        client = Client(
+            venue_sessions=venue_sessions,
+            conf=conf,
+            mkt_mode=mkt_mode,
+        )
+        init_api_keys(
+            client=client,
+            conf=conf,
+        )
+        fq_pairs: dict[str, Pair] = await client.exch_info()
+        assert fq_pairs
+        log.info(
+            f'Loaded multi-venue `Client` in mkt_mode={client.mkt_mode!r}\n\n'
+            f'Symbology Summary:\n'
+            f'------ - ------\n'
+            f'spot: {len(client._spot_pairs)}\n'
+            f'usdtm_futes: {len(client._ufutes_pairs)}\n'
+            '------ - ------\n'
+            f'total: {len(client._pairs)}\n'
+        )
+        yield client

piker/brokers/binance/broker.py

@@ -264,15 +264,20 @@ async def open_trade_dialog(
     # do a open_symcache() call.. though maybe we can hide
     # this in a new async version of open_account()?
     async with open_cached_client('binance') as client:
-        subconf: dict = client.conf[venue_name]
-        use_testnet = subconf.get('use_testnet', False)
+        subconf: dict|None = client.conf.get(venue_name)
 
         # XXX: if no futes.api_key or spot.api_key has been set we
         # always fall back to the paper engine!
-        if not subconf.get('api_key'):
+        if (
+            not subconf
+            or
+            not subconf.get('api_key')
+        ):
             await ctx.started('paper')
             return
 
+        use_testnet: bool = subconf.get('use_testnet', False)
+
     async with (
         open_cached_client('binance') as client,
     ):

piker/brokers/binance/feed.py

@@ -42,12 +42,12 @@ from trio_typing import TaskStatus
 from pendulum import (
     from_timestamp,
 )
-from rapidfuzz import process as fuzzy
 import numpy as np
 import tractor
 
 from piker.brokers import (
     open_cached_client,
+    NoData,
 )
 from piker._cacheables import (
     async_lifo_cache,
@@ -110,6 +110,7 @@ class AggTrade(Struct, frozen=True):
 
 async def stream_messages(
     ws: NoBsWs,
+
 ) -> AsyncGenerator[NoBsWs, dict]:
 
     # TODO: match syntax here!
@@ -220,6 +221,8 @@ def make_sub(pairs: list[str], sub_name: str, uid: int) -> dict[str, str]:
     }
 
 
+# TODO, why aren't frame resp `log.info()`s showing in upstream
+# code?!
 @acm
 async def open_history_client(
     mkt: MktPair,
@@ -252,24 +255,30 @@ async def open_history_client(
             else:
                 client.mkt_mode = 'spot'
 
-            # NOTE: always query using their native symbology!
-            mktid: str = mkt.bs_mktid
-            array = await client.bars(
-                mktid,
+            array: np.ndarray = await client.bars(
+                mkt=mkt,
                 start_dt=start_dt,
                 end_dt=end_dt,
             )
+            if array.size == 0:
+                raise NoData(
+                    f'No frame for {start_dt} -> {end_dt}\n'
+                )
+
             times = array['time']
-            if (
-                end_dt is None
-            ):
-                inow = round(time.time())
+            if not times.any():
+                raise ValueError(
+                    'Bad frame with null-times?\n\n'
+                    f'{times}'
+                )
+
+            if end_dt is None:
+                inow: int = round(time.time())
                 if (inow - times[-1]) > 60:
                     await tractor.pause()
 
             start_dt = from_timestamp(times[0])
             end_dt = from_timestamp(times[-1])
-
             return array, start_dt, end_dt
 
         yield get_ohlc, {'erlangs': 3, 'rate': 3}
@@ -456,6 +465,8 @@ async def stream_quotes(
     ):
         init_msgs: list[FeedInit] = []
         for sym in symbols:
+            mkt: MktPair
+            pair: Pair
             mkt, pair = await get_mkt_info(sym)
 
             # build out init msgs according to latest spec
@@ -504,7 +515,6 @@ async def stream_quotes(
 
             # start streaming
             async for typ, quote in msg_gen:
-
                 # period = time.time() - last
                 # hz = 1/period if period else float('inf')
                 # if hz > 60:
@@ -540,7 +550,7 @@ async def open_symbol_search(
                 )
 
                 # repack in fqme-keyed table
-                byfqme: dict[start, Pair] = {}
+                byfqme: dict[str, Pair] = {}
                 for pair in pairs.values():
                     byfqme[pair.bs_fqme] = pair
 

piker/brokers/binance/venues.py

@@ -137,10 +137,12 @@ class SpotPair(Pair, frozen=True):
     quoteOrderQtyMarketAllowed: bool
     isSpotTradingAllowed: bool
     isMarginTradingAllowed: bool
+    otoAllowed: bool
 
     defaultSelfTradePreventionMode: str
     allowedSelfTradePreventionModes: list[str]
     permissions: list[str]
+    permissionSets: list[list[str]]
 
     # NOTE: see `.data._symcache.SymbologyCache.load()` for why
     ns_path: str = 'piker.brokers.binance:SpotPair'
@@ -179,7 +181,6 @@ class FutesPair(Pair):
     quoteAsset: str  # 'USDT',
     quotePrecision: int  # 8,
     requiredMarginPercent: float  # '5.0000',
-    settlePlan: int  # 0,
     timeInForce: list[str]  # ['GTC', 'IOC', 'FOK', 'GTX'],
     triggerProtect: float  # '0.0500',
     underlyingSubType: list[str]  # ['PoW'],

piker/brokers/deribit/__init__.py

@@ -25,6 +25,7 @@ from .api import (
     get_client,
 )
 from .feed import (
+    get_mkt_info,
     open_history_client,
     open_symbol_search,
     stream_quotes,
@@ -34,15 +35,20 @@ from .feed import (
     # open_trade_dialog,
     # norm_trade_records,
 # )
+from .venues import (
+    OptionPair,
+)
 
 log = get_logger(__name__)
 
 __all__ = [
     'get_client',
 #    'trades_dialogue',
+    'get_mkt_info',
     'open_history_client',
     'open_symbol_search',
     'stream_quotes',
+    'OptionPair',
 #    'norm_trade_records',
 ]
 

piker/brokers/deribit/feed.py

@@ -18,38 +18,59 @@
 Deribit backend.
 
 '''
+from __future__ import annotations
 from contextlib import asynccontextmanager as acm
 from datetime import datetime
-from typing import Any, Optional, Callable
+from typing import (
+    # Any,
+    # Optional,
+    Callable,
+)
+# from pprint import pformat
 import time
 
+import cryptofeed
 import trio
 from trio_typing import TaskStatus
-import pendulum
-from rapidfuzz import process as fuzzy
+from pendulum import (
+    from_timestamp,
+)
 import numpy as np
 import tractor
 
-from piker.brokers import open_cached_client
-from piker.log import get_logger, get_console_log
-from piker.data import ShmArray
-from piker.brokers._util import (
-    BrokerError,
+from piker.accounting import (
+    Asset,
+    MktPair,
+    unpack_fqme,
+)
+from piker.brokers import (
+    open_cached_client,
+    NoData,
     DataUnavailable,
 )
-
-from cryptofeed import FeedHandler
-from cryptofeed.defines import (
-    DERIBIT, L1_BOOK, TRADES, OPTION, CALL, PUT
+from piker._cacheables import (
+    async_lifo_cache,
 )
-from cryptofeed.symbols import Symbol
+from piker.log import (
+    get_logger,
+    mk_repr,
+)
+from piker.data.validate import FeedInit
+
 
 from .api import (
-    Client, Trade,
-    get_config,
-    str_to_cb_sym, piker_sym_to_cb_sym, cb_sym_to_deribit_inst,
+    Client,
+    # get_config,
+    piker_sym_to_cb_sym,
+    cb_sym_to_deribit_inst,
+    str_to_cb_sym,
     maybe_open_price_feed
 )
+from .venues import (
+    Pair,
+    OptionPair,
+    Trade,
+)
 
 _spawn_kwargs = {
     'infect_asyncio': True,
@@ -64,90 +85,215 @@ async def open_history_client(
     mkt: MktPair,
 ) -> tuple[Callable, int]:
 
-    fnstrument: str = mkt.bs_fqme
     # TODO implement history getter for the new storage layer.
     async with open_cached_client('deribit') as client:
 
+        pair: OptionPair = client._pairs[mkt.dst.name]
+        # XXX NOTE, the cuckers use ms !!!
+        creation_time_s: int = pair.creation_timestamp/1000
+
         async def get_ohlc(
-            end_dt: Optional[datetime] = None,
-            start_dt: Optional[datetime] = None,
+            timeframe: float,
+            end_dt: datetime | None = None,
+            start_dt: datetime | None = None,
 
         ) -> tuple[
             np.ndarray,
             datetime,  # start
             datetime,  # end
         ]:
+            if timeframe != 60:
+                raise DataUnavailable('Only 1m bars are supported')
 
-            array = await client.bars(
-                instrument,
+            array: np.ndarray = await client.bars(
+                mkt,
                 start_dt=start_dt,
                 end_dt=end_dt,
             )
             if len(array) == 0:
-                raise DataUnavailable
+                if (
+                    end_dt is None
+                ):
+                    raise DataUnavailable(
+                        'No history seems to exist yet?\n\n'
+                        f'{mkt}'
+                    )
+                elif (
+                    end_dt
+                    and
+                    end_dt.timestamp() < creation_time_s
+                ):
+                    # the contract can't have history
+                    # before it was created.
+                    pair_type_str: str = type(pair).__name__
+                    create_dt: datetime = from_timestamp(creation_time_s)
+                    raise DataUnavailable(
+                        f'No history prior to\n'
+                        f'`{pair_type_str}.creation_timestamp: int = '
+                        f'{pair.creation_timestamp}\n\n'
+                        f'------ deribit sux ------\n'
+                        f'WHICH IN "NORMAL PEOPLE WHO USE EPOCH TIME" form is,\n'
+                        f'creation_time_s: {creation_time_s}\n'
+                        f'create_dt: {create_dt}\n'
+                    )
+                raise NoData(
+                    f'No frame for {start_dt} -> {end_dt}\n'
+                )
 
-            start_dt = pendulum.from_timestamp(array[0]['time'])
-            end_dt = pendulum.from_timestamp(array[-1]['time'])
+            start_dt = from_timestamp(array[0]['time'])
+            end_dt = from_timestamp(array[-1]['time'])
+
+            times = array['time']
+            if not times.any():
+                raise ValueError(
+                    'Bad frame with null-times?\n\n'
+                    f'{times}'
+                )
+
+            if end_dt is None:
+                inow: int = round(time.time())
+                if (inow - times[-1]) > 60:
+                    await tractor.pause()
 
             return array, start_dt, end_dt
 
-        yield get_ohlc, {'erlangs': 3, 'rate': 3}
+        yield (
+            get_ohlc,
+            {  # backfill config
+                'erlangs': 3,
+                'rate': 3,
+            }
+        )
+
+
+@async_lifo_cache()
+async def get_mkt_info(
+    fqme: str,
+
+) -> tuple[MktPair, Pair|OptionPair] | None:
+
+    # uppercase since kraken bs_mktid is always upper
+    if 'deribit' not in fqme.lower():
+        fqme += '.deribit'
+
+    mkt_mode: str = ''
+    broker, mkt_ep, venue, expiry = unpack_fqme(fqme)
+
+    # NOTE: we always upper case all tokens to be consistent with
+    # binance's symbology style for pairs, like `BTCUSDT`, but in
+    # theory we could also just keep things lower case; as long as
+    # we're consistent and the symcache matches whatever this func
+    # returns, always!
+    expiry: str = expiry.upper()
+    venue: str = venue.upper()
+    # venue_lower: str = venue.lower()
+
+    mkt_mode: str = 'option'
+
+    async with open_cached_client(
+        'deribit',
+    ) as client:
+
+        assets: dict[str, Asset] = await client.get_assets()
+        pair_str: str = mkt_ep.lower()
+
+        pair: Pair = await client.exch_info(
+            sym=pair_str,
+        )
+        mkt_mode = pair.venue
+        client.mkt_mode = mkt_mode
+
+        dst: Asset | None = assets.get(pair.bs_dst_asset)
+        src: Asset | None = assets.get(pair.bs_src_asset)
+
+        mkt = MktPair(
+            dst=dst,
+            src=src,
+            price_tick=pair.price_tick,
+            size_tick=pair.size_tick,
+            bs_mktid=pair.symbol,
+            venue=mkt_mode,
+            broker='deribit',
+            _atype=mkt_mode,
+            _fqme_without_src=True,
+
+            # expiry=pair.expiry,
+            # XXX TODO, currently we don't use it since it's
+            # already "described" in the `OptionPair.symbol: str`
+            # and if we slap in the ISO repr it's kinda hideous..
+            # -[ ] figure out the best either std
+        )
+        return mkt, pair
 
 
 async def stream_quotes(
-
     send_chan: trio.abc.SendChannel,
     symbols: list[str],
     feed_is_live: trio.Event,
-    loglevel: str = None,
 
     # startup sync
     task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
 
 ) -> None:
-    # XXX: required to propagate ``tractor`` loglevel to piker logging
-    get_console_log(loglevel or tractor.current_actor().loglevel)
+    '''
+    Open a live quote stream for the market set defined by `symbols`.
 
-    sym = symbols[0]
+    Internally this starts a `cryptofeed.FeedHandler` inside an `asyncio`-side
+    task and relays through L1 and `Trade` msgs here to our `trio.Task`.
+
+    '''
+    sym = symbols[0].split('.')[0]
+    init_msgs: list[FeedInit] = []
+
+    # multiline nested `dict` formatter (since rn quote-msgs are
+    # just that).
+    pfmt: Callable[[str], str] = mk_repr(
+        # so we can see `deribit`'s delightfully mega-long bs fields..
+        maxstring=100,
+    )
 
     async with (
         open_cached_client('deribit') as client,
         send_chan as send_chan
     ):
+        mkt: MktPair
+        pair: Pair
+        mkt, pair = await get_mkt_info(sym)
 
-        init_msgs = {
-            # pass back token, and bool, signalling if we're the writer
-            # and that history has been written
-            sym: {
-                'symbol_info': {
-                    'asset_type': 'option',
-                    'price_tick_size': 0.0005
-                },
-                'shm_write_opts': {'sum_tick_vml': False},
-                'fqsn': sym,
-            },
-        }
+        # build out init msgs according to latest spec
+        init_msgs.append(
+            FeedInit(
+                mkt_info=mkt,
+            )
+        )
+        # build `cryptofeed` feed-handle
+        cf_sym: cryptofeed.Symbol = piker_sym_to_cb_sym(sym)
 
-        nsym = piker_sym_to_cb_sym(sym)
+        from_cf: tractor.to_asyncio.LinkedTaskChannel
+        async with maybe_open_price_feed(sym) as from_cf:
 
-        async with maybe_open_price_feed(sym) as stream:
+            # load the "last trades" summary
+            last_trades_res: cryptofeed.LastTradesResult = await client.last_trades(
+                cb_sym_to_deribit_inst(cf_sym),
+                count=1,
+            )
+            last_trades: list[Trade] = last_trades_res.trades
 
-            cache = await client.cache_symbols()
+            # TODO, do we even need this or will the above always
+            # work?
+            # if not last_trades:
+            #     await tractor.pause()
+            #     async for typ, quote in from_cf:
+            #         if typ == 'trade':
+            #             last_trade = Trade(**(quote['data']))
+            #             break
 
-            last_trades = (await client.last_trades(
-                cb_sym_to_deribit_inst(nsym), count=1)).trades
+            # else:
+            last_trade = Trade(
+                **(last_trades[0])
+            )
 
-            if len(last_trades) == 0:
-                last_trade = None
-                async for typ, quote in stream:
-                    if typ == 'trade':
-                        last_trade = Trade(**(quote['data']))
-                        break
-
-            else:
-                last_trade = Trade(**(last_trades[0]))
-
-            first_quote = {
+            first_quote: dict = {
                 'symbol': sym,
                 'last': last_trade.price,
                 'brokerd_ts': last_trade.timestamp,
@@ -158,13 +304,84 @@ async def stream_quotes(
                     'broker_ts': last_trade.timestamp
                 }]
             }
-            task_status.started((init_msgs,  first_quote))
+            task_status.started((
+                init_msgs,
+                first_quote,
+            ))
 
             feed_is_live.set()
 
-            async for typ, quote in stream:
-                topic = quote['symbol']
-                await send_chan.send({topic: quote})
+            # NOTE XXX, static for now!
+            # => since this only handles ONE mkt feed at a time we
+            # don't need a lookup table to map interleaved quotes
+            # from multiple possible mkt-pairs
+            topic: str = mkt.bs_fqme
+
+            # deliver until cancelled
+            async for typ, ref in from_cf:
+                match typ:
+                    case 'trade':
+                        trade: cryptofeed.types.Trade = ref
+
+                        # TODO, re-impl this according to teh ideal
+                        # fqme for opts that we choose!!
+                        bs_fqme: str = cb_sym_to_deribit_inst(
+                            str_to_cb_sym(trade.symbol)
+                        ).lower()
+
+                        piker_quote: dict = {
+                            'symbol': bs_fqme,
+                            'last': trade.price,
+                            'broker_ts': time.time(),
+                            # ^TODO, name this `brokerd/datad_ts` and
+                            # use `time.time_ns()` ??
+                            'ticks': [{
+                                'type': 'trade',
+                                'price': float(trade.price),
+                                'size': float(trade.amount),
+                                'broker_ts': trade.timestamp,
+                            }],
+                        }
+                        log.info(
+                            f'deribit {typ!r} quote for {sym!r}\n\n'
+                            f'{trade}\n\n'
+                            f'{pfmt(piker_quote)}\n'
+                        )
+
+                    case 'l1':
+                        book: cryptofeed.types.L1Book = ref
+
+                        # TODO, so this is where we can possibly change things
+                        # and instead lever the `MktPair.bs_fqme: str` output?
+                        bs_fqme: str = cb_sym_to_deribit_inst(
+                            str_to_cb_sym(book.symbol)
+                        ).lower()
+
+                        piker_quote: dict = {
+                            'symbol': bs_fqme,
+                            'ticks': [
+
+                                {'type': 'bid',
+                                 'price': float(book.bid_price),
+                                 'size': float(book.bid_size)},
+
+                                {'type': 'bsize',
+                                 'price': float(book.bid_price),
+                                 'size': float(book.bid_size),},
+
+                                {'type': 'ask',
+                                 'price': float(book.ask_price),
+                                 'size': float(book.ask_size),},
+
+                                {'type': 'asize',
+                                 'price': float(book.ask_price),
+                                 'size': float(book.ask_size),}
+                            ]
+                        }
+
+                await send_chan.send({
+                    topic: piker_quote,
+                })
 
 
 @tractor.context
@@ -174,12 +391,21 @@ async def open_symbol_search(
     async with open_cached_client('deribit') as client:
 
         # load all symbols locally for fast search
-        cache = await client.cache_symbols()
+        # cache = client._pairs
         await ctx.started()
 
         async with ctx.open_stream() as stream:
-
+            pattern: str
             async for pattern in stream:
-                # repack in dict form
-                await stream.send(
-                    await client.search_symbols(pattern))
+
+                # NOTE: pattern fuzzy-matching is done within
+                # the methd impl.
+                pairs: dict[str, Pair] = await client.search_symbols(
+                    pattern,
+                )
+                # repack in fqme-keyed table
+                byfqme: dict[str, Pair] = {}
+                for pair in pairs.values():
+                    byfqme[pair.bs_fqme] = pair
+
+                await stream.send(byfqme)

piker/brokers/deribit/venues.py

@@ -0,0 +1,196 @@
+# piker: trading gear for hackers
+# Copyright (C) Tyler Goodlet (in stewardship for pikers)
+
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU Affero General Public License for more details.
+
+# 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/>.
+
+"""
+Per market data-type definitions and schemas types.
+
+"""
+from __future__ import annotations
+import pendulum
+from typing import (
+    Literal,
+    Optional,
+)
+from decimal import Decimal
+
+from piker.types import Struct
+
+
+# API endpoint paths by venue / sub-API
+_domain: str = 'deribit.com'
+_url = f'https://www.{_domain}'
+
+# WEBsocketz
+_ws_url: str = f'wss://www.{_domain}/ws/api/v2'
+
+# test nets
+_testnet_ws_url: str = f'wss://test.{_domain}/ws/api/v2'
+
+MarketType = Literal[
+    'option'
+]
+
+
+def get_api_eps(venue: MarketType) -> tuple[str, str]:
+    '''
+    Return API ep root paths per venue.
+
+    '''
+    return {
+        'option': (
+            _ws_url,
+        ),
+    }[venue]
+
+
+class Pair(Struct, frozen=True, kw_only=True):
+
+    symbol: str
+
+    # src
+    quote_currency: str # 'BTC'
+
+    # dst
+    base_currency: str # "BTC",
+
+    tick_size: float # 0.0001 # [{'above_price': 0.005, 'tick_size': 0.0005}]
+    tick_size_steps: list[dict[str, float]] 
+
+    @property
+    def price_tick(self) -> Decimal:
+        return Decimal(str(self.tick_size_steps[0]['above_price']))
+
+    @property
+    def size_tick(self) -> Decimal:
+        return Decimal(str(self.tick_size))
+
+    @property
+    def bs_fqme(self) -> str:
+        return f'{self.symbol}'
+
+    @property
+    def bs_mktid(self) -> str:
+        return f'{self.symbol}.{self.venue}'
+
+
+class OptionPair(Pair, frozen=True):
+
+    taker_commission: float # 0.0003
+    strike: float # 5000.0
+    settlement_period: str # 'day'
+    settlement_currency: str # "BTC",
+    rfq: bool # false
+    price_index: str # 'btc_usd'
+    option_type: str # 'call'
+    min_trade_amount: float # 0.1
+    maker_commission: float # 0.0003
+    kind: str # 'option'
+    is_active: bool # true
+    instrument_type: str # 'reversed'
+    instrument_name: str # 'BTC-1SEP24-55000-C'
+    instrument_id: int # 364671
+    expiration_timestamp: int # 1725177600000
+    creation_timestamp: int # 1724918461000
+    counter_currency: str # 'USD' 
+    contract_size: float # '1.0'
+    block_trade_tick_size: float # '0.0001'
+    block_trade_min_trade_amount: int # '25'
+    block_trade_commission: float # '0.003'
+
+    # NOTE: see `.data._symcache.SymbologyCache.load()` for why
+    ns_path: str = 'piker.brokers.deribit:OptionPair'
+
+    # TODO, impl this without the MM:SS part of
+    # the `'THH:MM:SS..'` etc..
+    @property
+    def expiry(self) -> str:
+        iso_date = pendulum.from_timestamp(
+            self.expiration_timestamp / 1000
+        ).isoformat()
+        return iso_date 
+
+    @property
+    def venue(self) -> str:
+        return f'{self.instrument_type}_option'
+
+    @property
+    def bs_fqme(self) -> str:
+        return f'{self.symbol}'
+
+    @property
+    def bs_src_asset(self) -> str:
+        return f'{self.quote_currency}'
+
+    @property
+    def bs_dst_asset(self) -> str:
+        return f'{self.symbol}'
+
+
+PAIRTYPES: dict[MarketType, Pair] = {
+    'option': OptionPair,
+}
+
+
+class JSONRPCResult(Struct):
+    id: int
+    usIn: int
+    usOut: int
+    usDiff: int
+    testnet: bool
+    jsonrpc: str = '2.0'
+    error: Optional[dict] = None
+    result: Optional[list[dict]] = None
+
+
+class JSONRPCChannel(Struct):
+    method: str
+    params: dict
+    jsonrpc: str = '2.0'
+
+
+class KLinesResult(Struct):
+    low: list[float]
+    cost: list[float]
+    high: list[float]
+    open: list[float]
+    close: list[float]
+    ticks: list[int]
+    status: str
+    volume: list[float]
+
+
+class Trade(Struct):
+    iv: float
+    price: float
+    amount: float
+    trade_id: str
+    contracts: float
+    direction: str
+    trade_seq: int
+    timestamp: int
+    mark_price: float
+    index_price: float
+    tick_direction: int
+    instrument_name: str
+    combo_id: Optional[str] = '',
+    combo_trade_id: Optional[int] = 0,
+    block_trade_id: Optional[str] = '',
+    block_trade_leg_count: Optional[int] = 0,
+
+
+class LastTradesResult(Struct):
+    trades: list[Trade]
+    has_more: bool

piker/brokers/ib/_util.py

@@ -100,7 +100,7 @@ async def data_reset_hack(
         log.warning(
             no_setup_msg
             +
-            f'REQUIRES A `vnc_addrs: array` ENTRY'
+            'REQUIRES A `vnc_addrs: array` ENTRY'
         )
 
     vnc_host, vnc_port = vnc_sockaddr.get(
@@ -259,7 +259,7 @@ def i3ipc_xdotool_manual_click_hack() -> None:
                         timeout=timeout,
                     )
 
-    # re-activate and focus original window
+        # re-activate and focus original window
         subprocess.call([
             'xdotool',
             'windowactivate', '--sync', str(orig_win_id),

piker/brokers/ib/api.py

@@ -287,9 +287,31 @@ class Client:
         self.conf = config
 
         # NOTE: the ib.client here is "throttled" to 45 rps by default
-        self.ib = ib
+        self.ib: IB = ib
         self.ib.RaiseRequestErrors: bool = True
 
+        # self._acnt_names: set[str] = {}
+        self._acnt_names: list[str] = []
+
+    @property
+    def acnts(self) -> list[str]:
+        # return list(self._acnt_names)
+        return self._acnt_names
+
+    def __repr__(self) -> str:
+        return (
+            f'<{type(self).__name__}('
+            f'ib={self.ib} '
+            f'acnts={self.acnts}'
+
+            # TODO: we need to mask out acnt-#s and other private
+            # infos if we're going to console this!
+            # f' |_.conf:\n'
+            # f'    {pformat(self.conf)}\n'
+
+            ')>'
+        )
+
     async def get_fills(self) -> list[Fill]:
         '''
         Return list of rents `Fills` from trading session.
@@ -376,55 +398,63 @@ class Client:
             # whatToShow='MIDPOINT',
             # whatToShow='TRADES',
         )
-        log.info(
-            f'REQUESTING {ib_duration_str} worth {bar_size} BARS\n'
-            f'fqme: {fqme}\n'
-            f'global _enters: {_enters}\n'
-            f'kwargs: {pformat(kwargs)}\n'
-        )
-
         bars = await self.ib.reqHistoricalDataAsync(
             **kwargs,
         )
 
+        query_info: str = (
+            f'REQUESTING IB history BARS\n'
+            f'    ------ - ------\n'
+            f'dt_duration: {dt_duration}\n'
+            f'ib_duration_str: {ib_duration_str}\n'
+            f'bar_size: {bar_size}\n'
+            f'fqme: {fqme}\n'
+            f'actor-global _enters: {_enters}\n'
+            f'kwargs: {pformat(kwargs)}\n'
+        )
         # tail case if no history for range or none prior.
+        # NOTE: there's actually 3 cases here to handle (and
+        # this should be read alongside the implementation of
+        # `.reqHistoricalDataAsync()`):
+        # - a timeout occurred in which case insync internals return
+        #   an empty list thing with bars.clear()...
+        # - no data exists for the period likely due to
+        #   a weekend, holiday or other non-trading period prior to
+        #   ``end_dt`` which exceeds the ``duration``,
+        # - LITERALLY this is the start of the mkt's history!
         if not bars:
-            # NOTE: there's actually 3 cases here to handle (and
-            # this should be read alongside the implementation of
-            # `.reqHistoricalDataAsync()`):
-            # - a timeout occurred in which case insync internals return
-            #   an empty list thing with bars.clear()...
-            # - no data exists for the period likely due to
-            #   a weekend, holiday or other non-trading period prior to
-            #   ``end_dt`` which exceeds the ``duration``,
-            # - LITERALLY this is the start of the mkt's history!
+            # TODO: figure out wut's going on here.
 
+            # TODO: is this handy, a sync requester for tinkering
+            # with empty frame cases?
+            # def get_hist():
+            #     return self.ib.reqHistoricalData(**kwargs)
+            # import pdbp
+            # pdbp.set_trace()
 
-            # sync requester for debugging empty frame cases
-            def get_hist():
-                return self.ib.reqHistoricalData(**kwargs)
+            log.critical(
+                'STUPID IB SAYS NO HISTORY\n\n'
+                + query_info
+            )
 
-            assert get_hist
-            import pdbp
-            pdbp.set_trace()
-
-            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.
+            # rewrite the method in the first case?
+            # right now there's no way to detect a timeout..
+            return [], np.empty(0), dt_duration
 
-        # NOTE XXX: ensure minimum duration in bars B)
-        # => we recursively call this method until we get at least
-        # as many bars such that they sum in aggregate to the the
-        # desired total time (duration) at most.
-        # XXX XXX XXX
-        # WHY DID WE EVEN NEED THIS ORIGINALLY!?
-        # XXX XXX XXX
-        # - if you query over a gap and get no data
-        #   that may short circuit the history 
+        log.info(query_info)
+        # NOTE XXX: ensure minimum duration in bars?
+        # => recursively call this method until we get at least as
+        #   many bars such that they sum in aggregate to the the
+        #   desired total time (duration) at most.
+        #  - if you query over a gap and get no data
+        #    that may short circuit the history
         if (
-            end_dt
-            and False
+            # XXX XXX XXX
+            # => WHY DID WE EVEN NEED THIS ORIGINALLY!? <=
+            # XXX XXX XXX
+            False
+            and end_dt
         ):
             nparr: np.ndarray = bars_to_np(bars)
             times: np.ndarray = nparr['time']
@@ -927,7 +957,10 @@ class Client:
                         warnset = True
 
             else:
-                log.info(f'Got first quote for {contract}')
+                log.info(
+                    'Got first quote for contract\n'
+                    f'{contract}\n'
+                )
                 break
         else:
             if timeouterr and raise_on_timeout:
@@ -991,8 +1024,12 @@ class Client:
                     outsideRth=True,
 
                     optOutSmartRouting=True,
+                    # TODO: need to understand this setting better as
+                    # it pertains to shit ass mms..
                     routeMarketableToBbo=True,
+
                     designatedLocation='SMART',
+
                     # TODO: make all orders GTC?
                     # https://interactivebrokers.github.io/tws-api/classIBApi_1_1Order.html#a95539081751afb9980f4c6bd1655a6ba
                     # goodTillDate=f"yyyyMMdd-HH:mm:ss",
@@ -1120,8 +1157,8 @@ def get_config() -> dict[str, Any]:
     names = list(accounts.keys())
     accts = section['accounts'] = bidict(accounts)
     log.info(
-        f'brokers.toml defines {len(accts)} accounts: '
-        f'{pformat(names)}'
+        f'{path} defines {len(accts)} account aliases:\n'
+        f'{pformat(names)}\n'
     )
 
     if section is None:
@@ -1188,7 +1225,7 @@ async def load_aio_clients(
         try_ports = list(try_ports.values())
 
     _err = None
-    accounts_def = config.load_accounts(['ib'])
+    accounts_def: dict[str, str] = config.load_accounts(['ib'])
     ports = try_ports if port is None else [port]
     combos = list(itertools.product(hosts, ports))
     accounts_found: dict[str, Client] = {}
@@ -1213,6 +1250,12 @@ async def load_aio_clients(
 
         for i in range(connect_retries):
             try:
+                log.info(
+                    'Trying `ib_async` connect\n'
+                    f'{host}: {port}\n'
+                    f'clientId: {client_id}\n'
+                    f'timeout: {connect_timeout}\n'
+                )
                 await ib.connectAsync(
                     host,
                     port,
@@ -1227,7 +1270,9 @@ async def load_aio_clients(
                 client = Client(ib=ib, config=conf)
 
                 # update all actor-global caches
-                log.info(f"Caching client for {sockaddr}")
+                log.runtime(
+                    f'Connected and caching `Client` @ {sockaddr!r}'
+                )
                 _client_cache[sockaddr] = client
                 break
 
@@ -1242,37 +1287,59 @@ async def load_aio_clients(
                 OSError,
             ) as ce:
                 _err = ce
-                log.warning(
-                    f'Failed to connect on {host}:{port} for {i} time with,\n'
-                    f'{ib.client.apiError.value()}\n'
-                    'retrying with a new client id..')
+                message: str = (
+                    f'Failed to connect on {host}:{port} after {i} tries with\n'
+                    f'{ib.client.apiError.value()!r}\n\n'
+                    'Retrying with a new client id..\n'
+                )
+                log.runtime(message)
+        else:
+            # XXX report loudly if we never established after all
+            # re-tries
+            log.warning(message)
 
         # Pre-collect all accounts available for this
         # connection and map account names to this client
         # instance.
         for value in ib.accountValues():
-            acct_number = value.account
+            acct_number: str = value.account
 
-            entry = accounts_def.inverse.get(acct_number)
-            if not entry:
+            acnt_alias: str = accounts_def.inverse.get(acct_number)
+            if not acnt_alias:
+
+                # TODO: should we constuct the below reco-ex from
+                # the existing config content?
+                _, path = config.load(
+                    conf_name='brokers',
+                )
                 raise ValueError(
-                    'No section in brokers.toml for account:'
-                    f' {acct_number}\n'
-                    f'Please add entry to continue using this API client'
+                    'No alias in account section for account!\n'
+                    f'Please add an acnt alias entry to your {path}\n'
+                    'For example,\n\n'
+
+                    '[ib.accounts]\n'
+                    'margin = {accnt_number!r}\n'
+                    '^^^^^^ <- you need this part!\n\n'
+
+                    'This ensures `piker` will not leak private acnt info '
+                    'to console output by default!\n'
                 )
 
             # surjection of account names to operating clients.
-            if acct_number not in accounts_found:
-                accounts_found[entry] = client
+            if acnt_alias not in accounts_found:
+                accounts_found[acnt_alias] = client
+                # client._acnt_names.add(acnt_alias)
+                client._acnt_names.append(acnt_alias)
 
-        log.info(
-            f'Loaded accounts for client @ {host}:{port}\n'
-            f'{pformat(accounts_found)}'
-        )
+        if accounts_found:
+            log.info(
+                f'Loaded accounts for api client\n\n'
+                f'{pformat(accounts_found)}\n'
+            )
 
-        # XXX: why aren't we just updating this directy above
-        # instead of using the intermediary `accounts_found`?
-        _accounts2clients.update(accounts_found)
+            # XXX: why aren't we just updating this directy above
+            # instead of using the intermediary `accounts_found`?
+            _accounts2clients.update(accounts_found)
 
     # if we have no clients after the scan loop then error out.
     if not _client_cache:
@@ -1306,7 +1373,9 @@ async def load_clients_for_trio(
     a ``tractor.to_asyncio.open_channel_from()``.
 
     '''
-    async with load_aio_clients() as accts2clients:
+    async with load_aio_clients(
+        disconnect_on_exit=False,
+    ) as accts2clients:
 
         to_trio.send_nowait(accts2clients)
 
@@ -1472,7 +1541,7 @@ async def open_aio_client_method_relay(
         msg: tuple[str, dict] | dict | None = await from_trio.get()
         match msg:
             case None:  # termination sentinel
-                print('asyncio PROXY-RELAY SHUTDOWN')
+                log.info('asyncio `Client` method-proxy SHUTDOWN!')
                 break
 
             case (meth_name, kwargs):

piker/brokers/ib/broker.py

@@ -1183,7 +1183,14 @@ async def deliver_trade_events(
                         pos
                         and fill
                     ):
-                        assert fill.commissionReport == cr
+                        now_cr: CommissionReport = fill.commissionReport
+                        if (now_cr != cr):
+                            log.warning(
+                                'UhhHh ib updated the commission report mid-fill..?\n'
+                                f'was: {pformat(cr)}\n'
+                                f'now: {pformat(now_cr)}\n'
+                            )
+
                         await emit_pp_update(
                             ems_stream,
                             accounts_def,

piker/brokers/ib/feed.py

@@ -671,8 +671,8 @@ async def _setup_quote_stream(
         # making them mostly useless and explains why the scanner
         # is always slow XD
         # '293',  # Trade count for day
-        '294',  # Trade rate / minute
-        '295',  # Vlm rate / minute
+        # '294',  # Trade rate / minute
+        # '295',  # Vlm rate / minute
     ),
     contract: Contract | None = None,
 
@@ -915,9 +915,13 @@ async def stream_quotes(
 
         if first_ticker:
             first_quote: dict = normalize(first_ticker)
-            log.info(
-                'Rxed init quote:\n'
-                f'{pformat(first_quote)}'
+
+            # TODO: we need a stack-oriented log levels filters for
+            # this!
+            # log.info(message, filter={'stack': 'live_feed'}) ?
+            log.runtime(
+                'Rxed init quote:\n\n'
+                f'{pformat(first_quote)}\n'
             )
 
         # NOTE: it might be outside regular trading hours for
@@ -969,7 +973,11 @@ async def stream_quotes(
             raise_on_timeout=True,
         )
         first_quote: dict = normalize(first_ticker)
-        log.info(
+
+        # TODO: we need a stack-oriented log levels filters for
+        # this!
+        # log.info(message, filter={'stack': 'live_feed'}) ?
+        log.runtime(
             'Rxed init quote:\n'
             f'{pformat(first_quote)}'
         )

piker/brokers/ib/ledger.py

@@ -31,7 +31,11 @@ from typing import (
 )
 
 from bidict import bidict
-import pendulum
+from pendulum import (
+    DateTime,
+    parse,
+    from_timestamp,
+)
 from ib_insync import (
     Contract,
     Commodity,
@@ -66,10 +70,11 @@ tx_sort: Callable = partial(
     iter_by_dt,
     parsers={
         'dateTime': parse_flex_dt,
-        'datetime': pendulum.parse,
-        # for some some fucking 2022 and
-        # back options records...fuck me.
-        'date': pendulum.parse,
+        'datetime': parse,
+
+        # XXX: for some some fucking 2022 and
+        # back options records.. f@#$ me..
+        'date': parse,
     }
 )
 
@@ -89,15 +94,38 @@ def norm_trade(
 
     conid: int = str(record.get('conId') or record['conid'])
     bs_mktid: str = str(conid)
-    comms = record.get('commission')
-    if comms is None:
-        comms = -1*record['ibCommission']
 
-    price = record.get('price') or record['tradePrice']
+    # NOTE: sometimes weird records (like BTTX?)
+    # have no field for this?
+    comms: float = -1 * (
+        record.get('commission')
+        or record.get('ibCommission')
+        or 0
+    )
+    if not comms:
+        log.warning(
+            'No commissions found for record?\n'
+            f'{pformat(record)}\n'
+        )
+
+    price: float = (
+        record.get('price')
+        or record.get('tradePrice')
+    )
+    if price is None:
+        log.warning(
+            'No `price` field found in record?\n'
+            'Skipping normalization..\n'
+            f'{pformat(record)}\n'
+        )
+        return None
 
     # the api doesn't do the -/+ on the quantity for you but flex
     # records do.. are you fucking serious ib...!?
-    size = record.get('quantity') or record['shares'] * {
+    size: float|int = (
+        record.get('quantity')
+        or record['shares']
+    ) * {
         'BOT': 1,
         'SLD': -1,
     }[record['side']]
@@ -128,26 +156,31 @@ def norm_trade(
         # otype = tail[6]
         # strike = tail[7:]
 
-        print(f'skipping opts contract {symbol}')
+        log.warning(
+            f'Skipping option contract -> NO SUPPORT YET!\n'
+            f'{symbol}\n'
+        )
         return None
 
     # timestamping is way different in API records
-    dtstr = record.get('datetime')
-    date = record.get('date')
-    flex_dtstr = record.get('dateTime')
+    dtstr: str = record.get('datetime')
+    date: str = record.get('date')
+    flex_dtstr: str = record.get('dateTime')
 
     if dtstr or date:
-        dt = pendulum.parse(dtstr or date)
+        dt: DateTime = parse(dtstr or date)
 
     elif flex_dtstr:
         # probably a flex record with a wonky non-std timestamp..
-        dt = parse_flex_dt(record['dateTime'])
+        dt: DateTime = parse_flex_dt(record['dateTime'])
 
     # special handling of symbol extraction from
     # flex records using some ad-hoc schema parsing.
-    asset_type: str = record.get(
-        'assetCategory'
-    ) or record.get('secType', 'STK')
+    asset_type: str = (
+        record.get('assetCategory')
+        or record.get('secType')
+        or 'STK'
+    )
 
     if (expiry := (
             record.get('lastTradeDateOrContractMonth')
@@ -357,6 +390,7 @@ def norm_trade_records(
         if txn is None:
             continue
 
+        # inject txns sorted by datetime
         insort(
             records,
             txn,
@@ -405,7 +439,7 @@ def api_trades_to_ledger_entries(
                     txn_dict[attr_name] = val
 
         tid = str(txn_dict['execId'])
-        dt = pendulum.from_timestamp(txn_dict['time'])
+        dt = from_timestamp(txn_dict['time'])
         txn_dict['datetime'] = str(dt)
         acctid = accounts[txn_dict['acctNumber']]
 

piker/brokers/ib/symbols.py

@@ -209,7 +209,10 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
                 break
 
             ib_client = proxy._aio_ns.ib
-            log.info(f'Using {ib_client} for symbol search')
+            log.info(
+                f'Using API client for symbol-search\n'
+                f'{ib_client}\n'
+            )
 
             last = time.time()
             async for pattern in stream:
@@ -294,7 +297,7 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
                     elif stock_results:
                         break
                     # else:
-                    await tractor.pause()
+                    # await tractor.pause()
 
                     # # match against our ad-hoc set immediately
                     # adhoc_matches = fuzzy.extract(
@@ -522,7 +525,21 @@ async def get_mkt_info(
         venue = con.primaryExchange or con.exchange
 
     price_tick: Decimal = Decimal(str(details.minTick))
-    # price_tick: Decimal = Decimal('0.01')
+    ib_min_tick_gt_2: Decimal = Decimal('0.01')
+    if (
+        price_tick < ib_min_tick_gt_2
+    ):
+        # TODO: we need to add some kinda dynamic rounding sys
+        # to our MktPair i guess?
+        # not sure where the logic should sit, but likely inside
+        # the `.clearing._ems` i suppose...
+        log.warning(
+            'IB seems to disallow a min price tick < 0.01 '
+            'when the price is > 2.0..?\n'
+            f'Decreasing min tick precision for {fqme} to 0.01'
+        )
+        # price_tick = ib_min_tick
+        # await tractor.pause()
 
     if atype == 'stock':
         # XXX: GRRRR they don't support fractional share sizes for

piker/brokers/kraken/api.py

@@ -27,8 +27,8 @@ from typing import (
 )
 import time
 
+import httpx
 import pendulum
-import asks
 import numpy as np
 import urllib.parse
 import hashlib
@@ -60,6 +60,11 @@ log = get_logger('piker.brokers.kraken')
 
 # <uri>/<version>/
 _url = 'https://api.kraken.com/0'
+
+_headers: dict[str, str] = {
+    'User-Agent': 'krakenex/2.1.0 (+https://github.com/veox/python3-krakenex)'
+}
+
 # TODO: this is the only backend providing this right?
 # in which case we should drop it from the defaults and
 # instead make a custom fields descr in this module!
@@ -135,16 +140,15 @@ class Client:
     def __init__(
         self,
         config: dict[str, str],
+        httpx_client: httpx.AsyncClient,
+
         name: str = '',
         api_key: str = '',
         secret: str = ''
     ) -> None:
-        self._sesh = asks.Session(connections=4)
-        self._sesh.base_location = _url
-        self._sesh.headers.update({
-            'User-Agent':
-                'krakenex/2.1.0 (+https://github.com/veox/python3-krakenex)'
-        })
+
+        self._sesh: httpx.AsyncClient = httpx_client
+
         self._name = name
         self._api_key = api_key
         self._secret = secret
@@ -166,10 +170,9 @@ class Client:
         method: str,
         data: dict,
     ) -> dict[str, Any]:
-        resp = await self._sesh.post(
-            path=f'/public/{method}',
+        resp: httpx.Response = await self._sesh.post(
+            url=f'/public/{method}',
             json=data,
-            timeout=float('inf')
         )
         return resproc(resp, log)
 
@@ -180,18 +183,18 @@ class Client:
         uri_path: str
     ) -> dict[str, Any]:
         headers = {
-            'Content-Type':
-                'application/x-www-form-urlencoded',
-            'API-Key':
-                self._api_key,
-            'API-Sign':
-                get_kraken_signature(uri_path, data, self._secret)
+            'Content-Type': 'application/x-www-form-urlencoded',
+            'API-Key': self._api_key,
+            'API-Sign': get_kraken_signature(
+                uri_path,
+                data,
+                self._secret,
+            ),
         }
-        resp = await self._sesh.post(
-            path=f'/private/{method}',
+        resp: httpx.Response = await self._sesh.post(
+            url=f'/private/{method}',
             data=data,
             headers=headers,
-            timeout=float('inf')
         )
         return resproc(resp, log)
 
@@ -665,24 +668,36 @@ class Client:
 @acm
 async def get_client() -> Client:
 
-    conf = get_config()
-    if conf:
-        client = Client(
-            conf,
+    conf: dict[str, Any] = get_config()
+    async with httpx.AsyncClient(
+        base_url=_url,
+        headers=_headers,
 
-            # TODO: don't break these up and just do internal
-            # conf lookups instead..
-            name=conf['key_descr'],
-            api_key=conf['api_key'],
-            secret=conf['secret']
-        )
-    else:
-        client = Client({})
+        # TODO: is there a way to numerate this?
+        # https://www.python-httpx.org/advanced/clients/#why-use-a-client
+        # connections=4
+    ) as trio_client:
+        if conf:
+            client = Client(
+                conf,
+                httpx_client=trio_client,
 
-    # at startup, load all symbols, and asset info in
-    # batch requests.
-    async with trio.open_nursery() as nurse:
-        nurse.start_soon(client.get_assets)
-        await client.get_mkt_pairs()
+                # TODO: don't break these up and just do internal
+                # conf lookups instead..
+                name=conf['key_descr'],
+                api_key=conf['api_key'],
+                secret=conf['secret']
+            )
+        else:
+            client = Client(
+                conf={},
+                httpx_client=trio_client,
+            )
 
-    yield client
+        # at startup, load all symbols, and asset info in
+        # batch requests.
+        async with trio.open_nursery() as nurse:
+            nurse.start_soon(client.get_assets)
+            await client.get_mkt_pairs()
+
+        yield client

piker/brokers/kraken/broker.py

@@ -612,18 +612,18 @@ async def open_trade_dialog(
 
                 # enter relay loop
                 await handle_order_updates(
-                    client,
-                    ws,
-                    stream,
-                    ems_stream,
-                    apiflows,
-                    ids,
-                    reqids2txids,
-                    acnt,
-                    api_trans,
-                    acctid,
-                    acc_name,
-                    token,
+                    client=client,
+                    ws=ws,
+                    ws_stream=stream,
+                    ems_stream=ems_stream,
+                    apiflows=apiflows,
+                    ids=ids,
+                    reqids2txids=reqids2txids,
+                    acnt=acnt,
+                    ledger=ledger,
+                    acctid=acctid,
+                    acc_name=acc_name,
+                    token=token,
                 )
 
 
@@ -639,7 +639,8 @@ async def handle_order_updates(
 
     # transaction records which will be updated
     # on new trade clearing events (aka order "fills")
-    ledger_trans: dict[str, Transaction],
+    ledger: TransactionLedger,
+    # ledger_trans: dict[str, Transaction],
     acctid: str,
     acc_name: str,
     token: str,
@@ -699,7 +700,8 @@ async def handle_order_updates(
                     # if tid not in ledger_trans
                 }
                 for tid, trade in trades.items():
-                    assert tid not in ledger_trans
+                    # assert tid not in ledger_trans
+                    assert tid not in ledger
                     txid = trade['ordertxid']
                     reqid = trade.get('userref')
 
@@ -747,11 +749,17 @@ async def handle_order_updates(
                     client,
                     api_name_set='wsname',
                 )
-                ppmsgs = trades2pps(
-                    acnt,
-                    acctid,
-                    new_trans,
+                ppmsgs: list[BrokerdPosition] = trades2pps(
+                    acnt=acnt,
+                    ledger=ledger,
+                    acctid=acctid,
+                    new_trans=new_trans,
                 )
+                # ppmsgs = trades2pps(
+                #     acnt,
+                #     acctid,
+                #     new_trans,
+                # )
                 for pp_msg in ppmsgs:
                     await ems_stream.send(pp_msg)
 

piker/brokers/kucoin.py

@@ -16,10 +16,9 @@
 # along with this program.  If not, see <https://www.gnu.org/licenses/>.
 
 '''
-Kucoin broker backend
+Kucoin cex API backend.
 
 '''
-
 from contextlib import (
     asynccontextmanager as acm,
     aclosing,
@@ -42,7 +41,7 @@ import wsproto
 from uuid import uuid4
 
 from trio_typing import TaskStatus
-import asks
+import httpx
 from bidict import bidict
 import numpy as np
 import pendulum
@@ -63,7 +62,7 @@ from piker._cacheables import (
 )
 from piker.log import get_logger
 from piker.data.validate import FeedInit
-from piker.types import Struct
+from piker.types import Struct  # NOTE, this is already a `tractor.msg.Struct`
 from piker.data import (
     def_iohlcv_fields,
     match_from_pairs,
@@ -99,9 +98,18 @@ class KucoinMktPair(Struct, frozen=True):
     def size_tick(self) -> Decimal:
         return Decimal(str(self.quoteMinSize))
 
+    callauctionFirstStageStartTime: None|float
+    callauctionIsEnabled: bool
+    callauctionPriceCeiling: float|None
+    callauctionPriceFloor: float|None
+    callauctionSecondStageStartTime: float|None
+    callauctionThirdStageStartTime: float|None
+
     enableTrading: bool
+    feeCategory: int
     feeCurrency: str
     isMarginEnabled: bool
+    makerFeeCoefficient: float
     market: str
     minFunds: float
     name: str
@@ -111,7 +119,10 @@ class KucoinMktPair(Struct, frozen=True):
     quoteIncrement: float
     quoteMaxSize: float
     quoteMinSize: float
+    st: bool
     symbol: str  # our bs_mktid, kucoin's internal id
+    takerFeeCoefficient: float
+    tradingStartTime: float|None
 
 
 class AccountTrade(Struct, frozen=True):
@@ -212,8 +223,12 @@ def get_config() -> BrokerConfig | None:
 
 class Client:
 
-    def __init__(self) -> None:
-        self._config: BrokerConfig | None = get_config()
+    def __init__(
+        self,
+        httpx_client: httpx.AsyncClient,
+    ) -> None:
+        self._http: httpx.AsyncClient = httpx_client
+        self._config: BrokerConfig|None = get_config()
         self._pairs: dict[str, KucoinMktPair] = {}
         self._fqmes2mktids: bidict[str, str] = bidict()
         self._bars: list[list[float]] = []
@@ -227,18 +242,24 @@ class Client:
 
     ) -> dict[str, str | bytes]:
         '''
-        Generate authenticated request headers
+        Generate authenticated request headers:
+
         https://docs.kucoin.com/#authentication
+        https://www.kucoin.com/docs/basic-info/connection-method/authentication/creating-a-request
+        https://www.kucoin.com/docs/basic-info/connection-method/authentication/signing-a-message
 
         '''
-
         if not self._config:
             raise ValueError(
-                'No config found when trying to send authenticated request')
+                'No config found when trying to send authenticated request'
+            )
 
         str_to_sign = (
             str(int(time.time() * 1000))
-            + action + f'/api/{api}/{endpoint.lstrip("/")}'
+            +
+            action
+            +
+            f'/api/{api}/{endpoint.lstrip("/")}'
         )
 
         signature = base64.b64encode(
@@ -249,6 +270,7 @@ class Client:
             ).digest()
         )
 
+        # TODO: can we cache this between calls?
         passphrase = base64.b64encode(
             hmac.new(
                 self._config.key_secret.encode('utf-8'),
@@ -270,8 +292,10 @@ class Client:
         self,
         action: Literal['POST', 'GET'],
         endpoint: str,
+
         api: str = 'v2',
         headers: dict = {},
+
     ) -> Any:
         '''
         Generic request wrapper for Kucoin API
@@ -284,14 +308,19 @@ class Client:
                 api,
             )
 
-        api_url = f'https://api.kucoin.com/api/{api}/{endpoint}'
-
-        res = await asks.request(action, api_url, headers=headers)
-
-        json = res.json()
-        if 'data' in json:
-            return json['data']
+        req_meth: Callable = getattr(
+            self._http,
+            action.lower(),
+        )
+        res = await req_meth(
+            url=f'/{api}/{endpoint}',
+            headers=headers,
+        )
+        json: dict = res.json()
+        if (data := json.get('data')) is not None:
+            return data
         else:
+            api_url: str = self._http.base_url
             log.error(
                 f'Error making request to {api_url} ->\n'
                 f'{pformat(res)}'
@@ -311,7 +340,7 @@ class Client:
         '''
         token_type = 'private' if private else 'public'
         try:
-            data: dict[str, Any] | None = await self._request(
+            data: dict[str, Any]|None = await self._request(
                 'POST',
                 endpoint=f'bullet-{token_type}',
                 api='v1'
@@ -349,8 +378,8 @@ class Client:
             currencies: dict[str, Currency] = {}
             entries: list[dict] = await self._request(
                 'GET',
-                api='v1',
                 endpoint='currencies',
+                api='v1',
             )
             for entry in entries:
                 curr = Currency(**entry).copy()
@@ -366,13 +395,22 @@ class Client:
         dict[str, KucoinMktPair],
         bidict[str, KucoinMktPair],
     ]:
-        entries = await self._request('GET', 'symbols')
+        entries = await self._request(
+            'GET',
+            endpoint='symbols',
+        )
         log.info(f' {len(entries)} Kucoin market pairs fetched')
 
         pairs: dict[str, KucoinMktPair] = {}
         fqmes2mktids: bidict[str, str] = bidict()
         for item in entries:
-            pair = pairs[item['name']] = KucoinMktPair(**item)
+            try:
+                pair = pairs[item['name']] = KucoinMktPair(**item)
+            except TypeError as te:
+                raise TypeError(
+                    '`KucoinMktPair` and reponse fields do not match ??\n'
+                    f'{KucoinMktPair.fields_diff(item)}\n'
+                ) from te
             fqmes2mktids[
                 item['name'].lower().replace('-', '')
             ] = pair.name
@@ -567,13 +605,21 @@ def fqme_to_kucoin_sym(
 
 @acm
 async def get_client() -> AsyncGenerator[Client, None]:
-    client = Client()
+    '''
+    Load an API `Client` preconfigured from user settings
 
-    async with trio.open_nursery() as n:
-        n.start_soon(client.get_mkt_pairs)
-        await client.get_currencies()
+    '''
+    async with (
+        httpx.AsyncClient(
+            base_url='https://api.kucoin.com/api',
+        ) as trio_client,
+    ):
+        client = Client(httpx_client=trio_client)
+        async with trio.open_nursery() as tn:
+            tn.start_soon(client.get_mkt_pairs)
+            await client.get_currencies()
 
-    yield client
+        yield client
 
 
 @tractor.context
@@ -609,7 +655,7 @@ async def open_ping_task(
                 await trio.sleep((ping_interval - 1000) / 1000)
                 await ws.send_msg({'id': connect_id, 'type': 'ping'})
 
-        log.info('Starting ping task for kucoin ws connection')
+        log.warning('Starting ping task for kucoin ws connection')
         n.start_soon(ping_server)
 
         yield
@@ -621,9 +667,14 @@ async def open_ping_task(
 async def get_mkt_info(
     fqme: str,
 
-) -> tuple[MktPair, KucoinMktPair]:
+) -> tuple[
+    MktPair,
+    KucoinMktPair,
+]:
     '''
-    Query for and return a `MktPair` and `KucoinMktPair`.
+    Query for and return both a `piker.accounting.MktPair` and
+    `KucoinMktPair` from provided `fqme: str`
+    (fully-qualified-market-endpoint).
 
     '''
     async with open_cached_client('kucoin') as client:
@@ -698,6 +749,8 @@ async def stream_quotes(
 
         log.info(f'Starting up quote stream(s) for {symbols}')
         for sym_str in symbols:
+            mkt: MktPair
+            pair: KucoinMktPair
             mkt, pair = await get_mkt_info(sym_str)
             init_msgs.append(
                 FeedInit(mkt_info=mkt)
@@ -705,7 +758,11 @@ async def stream_quotes(
 
         ws: NoBsWs
         token, ping_interval = await client._get_ws_token()
-        connect_id = str(uuid4())
+        log.info('API reported ping_interval: {ping_interval}\n')
+
+        connect_id: str = str(uuid4())
+        typ: str
+        quote: dict
         async with (
             open_autorecon_ws(
                 (
@@ -719,20 +776,37 @@ async def stream_quotes(
                 ),
             ) as ws,
             open_ping_task(ws, ping_interval, connect_id),
-            aclosing(stream_messages(ws, sym_str)) as msg_gen,
+            aclosing(
+                iter_normed_quotes(
+                    ws, sym_str
+                )
+            ) as iter_quotes,
         ):
-            typ, quote = await anext(msg_gen)
+            typ, quote = await anext(iter_quotes)
 
-            while typ != 'trade':
-                # take care to not unblock here until we get a real
-                # trade quote
-                typ, quote = await anext(msg_gen)
+            # take care to not unblock here until we get a real
+            # trade quote?
+            # ^TODO, remove this right?
+            # -[ ] what often blocks chart boot/new-feed switching
+            #   since we'ere waiting for a live quote instead of just
+            #   loading history afap..
+            #  |_ XXX, not sure if we require a bit of rework to core
+            #    feed init logic or if backends justg gotta be
+            #    changed up.. feel like there was some causality
+            #    dilema prolly only seen with IB too..
+            # while typ != 'trade':
+            #     typ, quote = await anext(iter_quotes)
 
             task_status.started((init_msgs, quote))
             feed_is_live.set()
 
-            async for typ, msg in msg_gen:
-                await send_chan.send({sym_str: msg})
+            # XXX NOTE, DO NOT include the `.<backend>` suffix!
+            # OW the sampling loop will not broadcast correctly..
+            # since `bus._subscribers.setdefault(bs_fqme, set())`
+            # is used inside `.data.open_feed_bus()` !!!
+            topic: str = mkt.bs_fqme
+            async for typ, quote in iter_quotes:
+                await send_chan.send({topic: quote})
 
 
 @acm
@@ -787,7 +861,7 @@ async def subscribe(
             )
 
 
-async def stream_messages(
+async def iter_normed_quotes(
     ws: NoBsWs,
     sym: str,
 
@@ -818,6 +892,9 @@ async def stream_messages(
 
                 yield 'trade', {
                     'symbol': sym,
+                    # TODO, is 'last' even used elsewhere/a-good
+                    # semantic? can't we just read the ticks with our
+                    # .data.ticktools.frame_ticks()`/
                     'last': trade_data.price,
                     'brokerd_ts': last_trade_ts,
                     'ticks': [
@@ -910,7 +987,7 @@ async def open_history_client(
             if end_dt is None:
                 inow = round(time.time())
 
-                print(
+                log.debug(
                     f'difference in time between load and processing'
                     f'{inow - times[-1]}'
                 )

piker/clearing/README.rst

@@ -0,0 +1,49 @@
+piker.clearing
+______________
+trade execution-n-control subsys for both live and paper trading as
+well as algo-trading manual override/interaction across any backend
+broker and data provider.
+
+avail UIs
+*********
+
+order ctl
+---------
+the `piker.clearing` subsys is exposed mainly though
+the `piker chart` GUI as a "chart trader" style UX and
+is automatically enabled whenever a chart is opened.
+
+.. ^TODO, more prose here!
+
+the "manual" order control features are exposed via the
+`piker.ui.order_mode` API and can pretty much always be
+used (at least) in simulated-trading mode, aka "paper"-mode, and
+the micro-manual is as follows:
+
+``order_mode`` (
+    edge triggered activation by any of the following keys,
+    ``mouse-click`` on y-level to submit at that price
+    ):
+
+    - ``f``/ ``ctl-f`` to stage buy
+    - ``d``/ ``ctl-d`` to stage sell
+    - ``a`` to stage alert
+
+
+``search_mode`` (
+    ``ctl-l`` or ``ctl-space`` to open,
+    ``ctl-c`` or ``ctl-space`` to close
+    ) :
+
+    - begin typing to have symbol search automatically lookup
+      symbols from all loaded backend (broker) providers
+    - arrow keys and mouse click to navigate selection
+    - vi-like ``ctl-[hjkl]`` for navigation
+
+
+position (pp) mgmt
+------------------
+you can also configure your position allocation limits from the
+sidepane.
+
+.. ^TODO, explain and provide tut once more refined!

piker/config.py

@@ -104,14 +104,15 @@ def get_app_dir(
     # `tractor`) with the testing dir and check for it whenever we
     # detect `pytest` is being used (which it isn't under normal
     # operation).
-    if "pytest" in sys.modules:
-        import tractor
-        actor = tractor.current_actor(err_on_no_runtime=False)
-        if actor:  # runtime is up
-            rvs = tractor._state._runtime_vars
-            testdirpath = Path(rvs['piker_vars']['piker_test_dir'])
-            assert testdirpath.exists(), 'piker test harness might be borked!?'
-            app_name = str(testdirpath)
+    # if "pytest" in sys.modules:
+    #     import tractor
+    #     actor = tractor.current_actor(err_on_no_runtime=False)
+    #     if actor:  # runtime is up
+    #         rvs = tractor._state._runtime_vars
+    #         import pdbp; pdbp.set_trace()
+    #         testdirpath = Path(rvs['piker_vars']['piker_test_dir'])
+    #         assert testdirpath.exists(), 'piker test harness might be borked!?'
+    #         app_name = str(testdirpath)
 
     if platform.system() == 'Windows':
         key = "APPDATA" if roaming else "LOCALAPPDATA"

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"
 
 # ------ - ------
 
@@ -34,121 +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"
-cython = "^3.0.0"
-greenback = "^1.1.1"
-ib-insync = "^0.9.86"
-msgspec = "^0.18.0"
-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"
-
-[tool.poetry.dependencies.tractor]
-develop = true
-git = 'https://github.com/goodboy/tractor.git'
-branch = 'asyncio_debugger_support'
-# path = "../tractor"
-
-[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"
-
-# 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=[
-  "async",
-  "trading",
-  "finance",
-  "quant",
-  "charting",
+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',
-  "License :: OSI Approved :: GNU Affero General Public License v3 or later (AGPLv3+)",
-  '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',
+classifiers = [
+    "Development Status :: 3 - Alpha",
+    "License :: OSI Approved :: GNU Affero General Public License v3 or later (AGPLv3+)",
+    "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",
 ]
+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", editable = true }