Merge pull request 'how_to_show_ur_pp: fixes for end-2-end order/position display'

Reviewed-on: https://www.pikers.dev/pikers/piker/pulls/60

README.rst

@@ -1,162 +1,196 @@
 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` ::
+
+    uv sync
+
+    # ^ astral's docs,
+    # https://docs.astral.sh/uv/concepts/projects/sync/
+
+include all GUIs (ex. for charting)::
+
+    uv sync --extra uis
+
+AND with all our hacking tools and WIP integrations::
+
+    uv sync --dev --all-extras 
 
 
-rigorous install on ``nixos`` using ``poetry2nix``
-**************************************************
-TODO!
+Ensure you can run the root-daemon::
+
+    uv run pikerd [-l info --pdb]
 
 
-hacky install on nixos
-**********************
-`NixOS` is our core devs' distro of choice for which we offer
-a stringently defined development shell envoirment that can be loaded with::
+install on nix(os)
+******************
+``NixOS`` is our core devs' distro of choice for which we offer
+a stringently defined development shell envoirment that can currently
+be applied in one of 2 ways::
 
-    nix-shell develop.nix
+    # ONLY if running on X11
+    nix-shell default.nix
 
-this will setup the required python environment to run piker, make sure to
-run::
+Or if you prefer flakes style and a modern DE::
 
-    pip install -r requirements.txt -e .
-
-once after loading the shell
+    # ONLY if also running on Wayland
+    nix develop  # for default bash
+    nix develop -c uv run xonsh  # for @goodboy's preferred sh B)
 
 
-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::
+    [uv run] 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 .
+    # ^^^ iff you haven't activated the py-env,
+    # - https://docs.astral.sh/uv/concepts/projects/run/
+    #
+    # in order to create an explicit virt-env see,
+    # - https://docs.astral.sh/uv/concepts/projects/layout/#the-project-environment
+    # - https://docs.astral.sh/uv/pip/environments/
+    #
+    # use $UV_PROJECT_ENVIRONMENT to select any non-`.venv/`
+    # as the venv sudir in the repo's root.
+    # - https://docs.astral.sh/uv/reference/environment/#uv_project_environment
+
+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 +200,15 @@ 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!

config/brokers.toml

@@ -1,6 +1,5 @@
-################
 # ---- CEXY ----
-################
+
 [binance]
 accounts.paper = 'paper'
 
@@ -13,28 +12,41 @@ accounts.spot = 'spot'
 spot.use_testnet = false
 spot.api_key = ''
 spot.api_secret = ''
+# ------ binance ------
 
 
 [deribit]
+# std assets
 key_id = ''
 key_secret = ''
+# options
+accounts.option = 'option'
+option.use_testnet = false
+option.key_id = ''
+option.key_secret = ''
+# aux logging from `cryptofeed`
+option.log.filename = 'cryptofeed.log'
+option.log.level = 'DEBUG'
+option.log.disabled = true
+# ------ deribit ------
 
 
 [kraken]
 key_descr = ''
 api_key = ''
 secret = ''
+# ------ kraken ------
 
 
 [kucoin]
 key_id = ''
 key_secret = ''
 key_passphrase = ''
+# ------ kucoin ------
 
 
-################
 # -- BROKERZ ---
-################
+
 [questrade]
 refresh_token = ''
 access_token = ''
@@ -42,44 +54,55 @@ api_server = 'https://api06.iq.questrade.com/'
 expires_in = 1800
 token_type = 'Bearer'
 expires_at = 1616095326.355846
+# ------ questrade ------
 
 
 [ib]
+# define the (set of) host-port socketaddrs that
+# brokerd.ib will scan to connect to an API endpoint
+# (ib-gw or ib-tws listening instances)
 hosts = [
     '127.0.0.1',
 ]
-# XXX: the order in which ports will be scanned
-# (by the `brokerd` daemon-actor)
-# is determined # by the line order here.
-# TODO: when we eventually spawn gateways in our
-# container, we can just dynamically allocate these
-# using IBC.
 ports = [
     4002,  # gw
     7497,  # tws
 ]
 
-# XXX: for a paper account the flex web query service
-# is not supported so you have to manually download
-# and XML report and put it in a location that can be
-# accessed by the ``brokerd.ib`` backend code for parsing.
-flex_token = ''
-flex_trades_query_id = ''  # live account
-
-# when clients are being scanned this determines
-# which clients are preferred to be used for data
-# feeds based on the order of account names, if
-# detected as active on an API client.
+# When API endpoints are being scanned durin startup, the order
+# of user-defined-account "names" (as defined below) here
+# determines which py-client connection is given priority to be
+# used for data-feed-requests by according to whichever client
+# connected to an API endpoing which reported the equivalent
+# account number for that name.
 prefer_data_account = [
     'paper',
     'margin',
     'ira',
 ]
 
+# For long-term trades txn (transaction) history
+# processing (i.e your txn ledger with IB) you can
+# (automatically for live accounts) query the FLEX
+# report system for past history.
+#
+# (For paper accounts the web query service
+# is not supported so you have to manually download
+# an XML report and put it in a location that can be
+# accessed by our `brokerd.ib` backend code for parsing).
+#
+flex_token = ''
+flex_trades_query_id = ''  # live account
+
+# define "aliases" (names) for each account number
+# such that the names can be reffed and logged throughout
+# `piker.accounting` subsys and more easily
+# referred to  by the user.
+#
+# These keys will be the set exposed through the order-mode
+# account-selection UI so that numbers are never shown.
 [ib.accounts]
-# the order in which accounts will be selectable
-# in the order mode UI (if found via clients during
-# API-app scanning)when a new symbol is loaded.
-paper = 'XX0000000'
-margin = 'X0000000'
-ira = 'X0000000'
+paper = 'DU0000000'  # <- literal account #
+margin = 'U0000000'
+ira = 'U0000000'
+# ------ ib ------

config/conf.toml

@@ -1,7 +1,9 @@
 [network]
-tsdb.backend = 'marketstore'
-tsdb.host = 'localhost'
-tsdb.grpc_port = 5995
+pikerd = [
+  '/ipv4/127.0.0.1/tcp/6116',  # std localhost daemon-actor tree
+  # '/uds/6116',  # TODO std uds socket file
+]
+
 
 [ui]
 # set custom font + size which will scale entire UI

default.nix

@@ -0,0 +1,135 @@
+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;
+
+  pypkgs = python313Packages;
+  qtpyStorePath = lib.getLib pypkgs.qtpy;
+  pyqt6StorePath = lib.getLib pypkgs.pyqt6;
+  pyqt6SipStorePath = lib.getLib pypkgs.pyqt6-sip;
+  rapidfuzzStorePath = lib.getLib pypkgs.rapidfuzz;
+  qdarkstyleStorePath = lib.getLib pypkgs.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.
+    python313
+    uv
+    pypkgs.qdarkstyle
+    pypkgs.rapidfuzz
+    pypkgs.pyqt6
+    pypkgs.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="${rapidfuzzStorePath}/lib/python3.13/site-packages"
+    QDRKSTYLE_PATH="${qdarkstyleStorePath}/lib/python3.13/site-packages"
+    QTPY_PATH="${qtpyStorePath}/lib/python3.13/site-packages"
+    PYQT6_PATH="${pyqt6StorePath}/lib/python3.13/site-packages"
+    PYQT6_SIP_PATH="${pyqt6SipStorePath}/lib/python3.13/site-packages"
+
+    PATCH="$PATCH:$RPDFUZZ_PATH"
+    PATCH="$PATCH:$QDRKSTYLE_PATH"
+    PATCH="$PATCH:$QTPY_PATH"
+    PATCH="$PATCH:$PYQT6_PATH"
+    PATCH="$PATCH:$PYQT6_SIP_PATH"
+
+    export PATCH
+
+    # install all dev and extras
+    uv sync --dev --all-extras
+
+  '';
+}

develop.nix

@@ -1,28 +1,34 @@
 with (import <nixpkgs> {});
-with python310Packages;
+
 stdenv.mkDerivation {
-  name = "pip-env";
+  name = "poetry-env";
   buildInputs = [
     # System requirements.
     readline
 
     # TODO: hacky non-poetry install stuff we need to get rid of!!
-    virtualenv
-    setuptools
-    pip
-
-    # obviously, and see below for hacked linking
-    pyqt5
+    poetry
+    # virtualenv
+    # setuptools
+    # pip
 
     # Python requirements (enough to get a virtualenv going).
-    python310Full
+    python311Full
+
+    # obviously, and see below for hacked linking
+    python311Packages.pyqt5
+    python311Packages.pyqt5_sip
+    # python311Packages.qtpy
 
     # numerics deps
-    python310Packages.python-Levenshtein
-    python310Packages.fastparquet
-    python310Packages.polars
+    python311Packages.levenshtein
+    python311Packages.fastparquet
+    python311Packages.polars
 
   ];
+  # environment.sessionVariables = {
+  #   LD_LIBRARY_PATH = "${pkgs.stdenv.cc.cc.lib}/lib";
+  # };
   src = null;
   shellHook = ''
     # Allow the use of wheels.
@@ -30,13 +36,12 @@ stdenv.mkDerivation {
 
     # Augment the dynamic linker path
     export LD_LIBRARY_PATH=$LD_LIBRARY_PATH:${R}/lib/R/lib:${readline}/lib
-
     export QT_QPA_PLATFORM_PLUGIN_PATH="${qt5.qtbase.bin}/lib/qt-${qt5.qtbase.version}/plugins";
 
-    if [ ! -d "venv" ]; then
-        virtualenv venv
+    if [ ! -d ".venv" ]; then
+        poetry install --with uis
     fi
 
-    source venv/bin/activate
+    poetry shell
   '';
 }

dockering/ib/README.rst

@@ -1,30 +1,138 @@
 running ``ib`` gateway in ``docker``
 ------------------------------------
-We have a config based on the (now defunct)
-image from "waytrade":
+We have a config based on a well maintained community
+image from `@gnzsnz`:
 
-https://github.com/waytrade/ib-gateway-docker
+https://github.com/gnzsnz/ib-gateway-docker
 
-To startup this image with our custom settings
-simply run the command::
+
+To startup this image simply run the command::
 
     docker compose up
 
-And you should have the following socket-available services:
+(For further usage^ see the official `docker-compose`_ docs)
 
-- ``x11vnc1@127.0.0.1:3003``
-- ``ib-gw@127.0.0.1:4002``
 
-You can attach to the container via a VNC client
-without password auth.
+And you should have the following socket-available services by
+default:
 
-SECURITY STUFF!?!?!
--------------------
-Though "``ib``" claims they host filter connections outside
-localhost (aka ``127.0.0.1``) it's probably better if you filter
-the socket at the OS level using a stateless firewall rule::
+- ``x11vnc1 @ 127.0.0.1:5900``
+- ``ib-gw @ 127.0.0.1:4002``
+
+You can now attach to the container via a VNC client with password-auth;
+here is an example using ``vncclient`` on ``linux``::
+
+    vncviewer localhost:5900
+
+now enter the pw (password) you set via an (see second code blob)
+`.env file`_ or pw-file according to the `credentials section`_.
+
+If you want to change away from their default config see the example
+`docker-compose.yml`-config issue and config-section of the readme,
+
+  - https://github.com/gnzsnz/ib-gateway-docker?tab=readme-ov-file#configuration
+  - https://github.com/gnzsnz/ib-gateway-docker/discussions/103
+
+.. _.env file: https://github.com/gnzsnz/ib-gateway-docker?tab=readme-ov-file#how-to-use-it
+.. _docker-compose: https://docs.docker.com/compose/
+.. _credentials section: https://github.com/gnzsnz/ib-gateway-docker?tab=readme-ov-file#credentials
+
+
+Connecting to the API from `piker`
+---------------------------------
+In order to expose the container's API endpoint to the
+`brokerd/datad/ib` actor, we need to add a section to the user's
+`brokers.toml` config (note the below is similar to the repo-shipped
+template file),
+
+.. code:: toml
+
+    [ib]
+    # define the (set of) host-port socketaddrs that
+    # brokerd.ib will scan to connect to an API endpoint
+    # (ib-gw or ib-tws listening instances)
+    hosts = [
+        '127.0.0.1',
+    ]
+    ports = [
+        4002,  # gw
+        7497,  # tws
+    ]
+
+    # When API endpoints are being scanned durin startup, the order
+    # of user-defined-account "names" (as defined below) here
+    # determines which py-client connection is given priority to be
+    # used for data-feed-requests by according to whichever client
+    # connected to an API endpoing which reported the equivalent
+    # account number for that name.
+    prefer_data_account = [
+        'paper',
+        'margin',
+        'ira',
+    ]
+
+    # define "aliases" (names) for each account number
+    # such that the names can be reffed and logged throughout
+    # `piker.accounting` subsys and more easily
+    # referred to  by the user.
+    #
+    # These keys will be the set exposed through the order-mode
+    # account-selection UI so that numbers are never shown.
+    [ib.accounts]
+    paper = 'XX0000000'
+    margin = 'X0000000'
+    ira = 'X0000000'
+
+
+the broker daemon can also connect to the container's VNC server for
+added functionalies including,
+
+- viewing the API endpoint program's GUI for manual interventions,
+- workarounds for historical data throttling using hotkey hacks,
+
+Add a further section to `brokers.toml` which maps each API-ep's
+port to a table of VNC server connection info like,
+
+.. code:: toml
+
+    [ib.vnc_addrs]
+    4002 = {host = 'localhost', port = 5900, pw = 'doggy'}
+
+The `pw = 'doggy'` here ^ should the same value as the particular
+container instances `.env` file setting (when it was run),
+
+.. code:: ini
+
+    VNC_SERVER_PASSWORD='doggy'
+
+
+IF you also want to run ``TWS``
+-------------------------------
+You can also run it containerized,
+
+https://github.com/gnzsnz/ib-gateway-docker?tab=readme-ov-file#using-tws
+
+
+SECURITY stuff (advanced, only if you're paranoid)
+--------------------------------------------------
+First and foremost if doing a "distributed" container setup where you
+run the ``ib-gw`` docker container and your connecting API client
+(likely ``ib_async`` from python) on **different hosts** be sure to
+read the `security considerations`_ section!
+
+And for a further (somewhat paranoid) perspective from
+a long-time-ago serious devops eng..
+
+Though "``ib``" claims they filter remote host connections outside
+``localhost`` (aka ``127.0.0.1`` on ipv4) it's prolly justified if
+you'd like to filter the socket at the *OS level* using a stateless
+firewall rule::
 
     ip rule add not unicast iif lo to 0.0.0.0/0 dport 4002
 
-We will soon have this baked into our own custom image but for
-now you'll have to do it urself dawgy.
+
+We will soon have this either baked into our own custom derivative
+image (or patched into the current upstream one after further testin)
+but for now you'll have to do it urself, diggity dawg.
+
+.. _security considerations: https://github.com/gnzsnz/ib-gateway-docker?tab=readme-ov-file#security-considerations

dockering/ib/docker-compose.yml

@@ -1,10 +1,15 @@
-# rework from the original @
-# https://github.com/waytrade/ib-gateway-docker/blob/master/docker-compose.yml
-version: "3.5"
-
+# a community maintained IB API container!
+#
+# https://github.com/gnzsnz/ib-gateway-docker
+#
+# For piker we (currently) include some minor deviations
+# for some config files in the `volumes` section.
+#
+# See full configuration settings @
+# - https://github.com/gnzsnz/ib-gateway-docker?tab=readme-ov-file#configuration
+# - https://github.com/gnzsnz/ib-gateway-docker/discussions/103
 
 services:
-
   ib_gw_paper:
 
     # apparently java is a mega cukc:
@@ -19,8 +24,9 @@ services:
 
     # other image tags available:
     # https://github.com/waytrade/ib-gateway-docker#supported-tags
-    # image: waytrade/ib-gateway:981.3j
-    image: waytrade/ib-gateway:1012.2i
+    # image: waytrade/ib-gateway:1012.2i
+    image: ghcr.io/gnzsnz/ib-gateway:latest
+
     restart: 'no'  # restart on boot whenev there's a crash or user clicsk
     network_mode: 'host'
 
@@ -49,16 +55,22 @@ services:
         target: /root/scripts/run_x11_vnc.sh
         read_only: true
 
-    # NOTE:to fill these out, define an `.env` file in the same dir as
-    # this compose file which looks something like:
-    # TWS_USERID='myuser'
-    # TWS_PASSWORD='guest'
+    # NOTE: an alt method to fill these out is to
+    # define an `.env` file in the same dir as
+    # this compose file.
     environment:
       TWS_USERID: ${TWS_USERID}
+      # TWS_USERID: 'myuser'
       TWS_PASSWORD: ${TWS_PASSWORD}
-      TRADING_MODE: 'paper'
-      VNC_SERVER_PASSWORD: 'doggy'
-      VNC_SERVER_PORT: '3003'
+      # TWS_PASSWORD: 'guest'
+      TRADING_MODE: ${TRADING_MODE}
+      # TRADING_MODE: 'paper'
+      VNC_SERVER_PASSWORD: ${VNC_SERVER_PASSWORD}
+      # VNC_SERVER_PASSWORD: 'doggy'
+
+      # TODO, see if we can get this supported like it
+      # was on the old `waytrade` image?
+      # VNC_SERVER_PORT: '3003'
 
     # ports:
     #   - target: 4002
@@ -75,6 +87,9 @@ services:
       # - "127.0.0.1:4002:4002"
       # - "127.0.0.1:5900:5900"
 
+  # TODO, a masked but working example of dual paper + live
+  # ib-gw instances running in a single app run!
+  #
   # ib_gw_live:
   #   image: waytrade/ib-gateway:1012.2i
   #   restart: no

dockering/ib/ibc.ini

@@ -117,9 +117,57 @@ SecondFactorDevice=
 
 # If you use the IBKR Mobile app for second factor authentication,
 # and you fail to complete the process before the time limit imposed
-# by IBKR, you can use this setting to tell IBC to exit: arrangements
-# can then be made to automatically restart IBC in order to initiate
-# the login sequence afresh. Otherwise, manual intervention at TWS's
+# by IBKR, this setting tells IBC whether to automatically restart
+# the login sequence, giving you another opportunity to complete
+# second factor authentication. 
+#
+# Permitted values are 'yes' and 'no'.
+#
+# If this setting is not present or has no value, then the value
+# of the deprecated ExitAfterSecondFactorAuthenticationTimeout is
+# used instead. If this also has no value, then this setting defaults
+# to 'no'.
+#
+# NB: you must be using IBC v3.14.0 or later to use this setting:
+# earlier versions ignore it.
+
+ReloginAfterSecondFactorAuthenticationTimeout=
+
+
+# This setting is only relevant if
+# ReloginAfterSecondFactorAuthenticationTimeout is set to 'yes',
+# or if ExitAfterSecondFactorAuthenticationTimeout is set to 'yes'.
+#
+# It controls how long (in seconds) IBC waits for login to complete
+# after the user acknowledges the second factor authentication
+# alert at the IBKR Mobile app. If login has not completed after
+# this time, IBC terminates.
+# The default value is 60.
+
+SecondFactorAuthenticationExitInterval=
+
+
+# This setting specifies the timeout for second factor authentication
+# imposed by IB. The value is in seconds. You should not change this
+# setting unless you have reason to believe that IB has changed the
+# timeout. The default value is 180.
+
+SecondFactorAuthenticationTimeout=180
+
+
+# DEPRECATED SETTING
+# ------------------
+#
+# ExitAfterSecondFactorAuthenticationTimeout - THIS SETTING WILL BE
+# REMOVED IN A FUTURE RELEASE. For IBC version 3.14.0 and later, see
+# the notes for ReloginAfterSecondFactorAuthenticationTimeout above.
+#
+# For IBC versions earlier than 3.14.0: If you use the IBKR Mobile
+# app for second factor authentication, and you fail to complete the
+# process before the time limit imposed by IBKR, you can use this
+# setting to tell IBC to exit: arrangements can then be made to
+# automatically restart IBC in order to initiate the login sequence
+# afresh. Otherwise, manual intervention at TWS's
 # Second Factor Authentication dialog is needed to complete the
 # login.
 #
@@ -132,29 +180,18 @@ SecondFactorDevice=
 ExitAfterSecondFactorAuthenticationTimeout=no
 
 
-# This setting is only relevant if
-# ExitAfterSecondFactorAuthenticationTimeout is set to 'yes'.
-#
-# It controls how long (in seconds) IBC waits for login to complete
-# after the user acknowledges the second factor authentication
-# alert at the IBKR Mobile app. If login has not completed after
-# this time, IBC terminates.
-# The default value is 40.
-
-SecondFactorAuthenticationExitInterval=
-
-
 # Trading Mode
 # ------------
 #
-# TWS 955 introduced a new Trading Mode combo box on its login
-# dialog. This indicates whether the live account or the paper
-# trading account corresponding to the supplied credentials is
-# to be used. The allowed values are 'live' (the default) and
-# 'paper'. For earlier versions of TWS this setting has no
-# effect.
+# This indicates whether the live account or the paper trading
+# account corresponding to the supplied credentials is to be used.
+# The allowed values are 'live' (the default) and 'paper'.
+#
+# If this is set to 'live', then the credentials for the live
+# account must be supplied. If it is set to 'paper', then either
+# the live or the paper-trading credentials may be supplied.
 
-TradingMode=
+TradingMode=paper
 
 
 # Paper-trading Account Warning
@@ -188,7 +225,7 @@ AcceptNonBrokerageAccountWarning=yes
 #
 # The default value is 60.
 
-LoginDialogDisplayTimeout=20
+LoginDialogDisplayTimeout=60
 
 
 
@@ -217,7 +254,15 @@ LoginDialogDisplayTimeout=20
 # but they are acceptable.
 #
 # The default is the current working directory when IBC is
-# started.
+# started, unless the TWS_SETTINGS_PATH setting in the relevant
+# start script is set.
+#
+# If both this setting and TWS_SETTINGS_PATH are set, then this
+# setting takes priority. Note that if they have different values,
+# auto-restart will not work.
+#
+# NB: this setting is now DEPRECATED. You should use the
+# TWS_SETTINGS_PATH setting in the relevant start script.
 
 IbDir=/root/Jts
 
@@ -284,15 +329,32 @@ ExistingSessionDetectedAction=primary
 # Override TWS API Port Number
 # ----------------------------
 #
-# If OverrideTwsApiPort is set to an integer, IBC changes the
-# 'Socket port' in TWS's API configuration to that number shortly
-# after startup. Leaving the setting blank will make no change to
-# the current setting. This setting is only intended for use in
-# certain specialized situations where the port number needs to
+# If OverrideTwsApiPort is set to an integer, IBC changes the 
+# 'Socket port' in TWS's API configuration to that number shortly 
+# after startup (but note that for the FIX Gateway, this setting is
+# actually stored in jts.ini rather than the Gateway's settings
+# file). Leaving the setting blank will make no change to 
+# the current setting. This setting is only intended for use in 
+# certain specialized situations where the port number needs to 
+# be set dynamically at run-time, and for the FIX Gateway: most
+# non-FIX users will never need it, so don't use it unless you know
+# you need it.
+
+OverrideTwsApiPort=4000
+
+
+# Override TWS Master Client ID
+# -----------------------------
+#
+# If OverrideTwsMasterClientID is set to an integer, IBC changes the
+# 'Master Client ID' value in TWS's API configuration to that 
+# value shortly after startup. Leaving the setting blank will make
+# no change to the current setting. This setting is only intended 
+# for use in certain specialized situations where the value needs to
 # be set dynamically at run-time: most users will never need it,
 # so don't use it unless you know you need it.
 
-; OverrideTwsApiPort=4002
+OverrideTwsMasterClientID=
 
 
 # Read-only Login
@@ -302,11 +364,13 @@ ExistingSessionDetectedAction=primary
 # account security programme, the user will not be asked to perform
 # the second factor authentication action, and login to TWS will
 # occur automatically in read-only mode: in this mode, placing or
-# managing orders is not allowed. If set to 'no', and the user is
-# enrolled in IB's account security programme, the user must perform
-# the relevant second factor authentication action to complete the
-# login. 
-
+# managing orders is not allowed. 
+#
+# If set to 'no', and the user is enrolled in IB's account security
+# programme, the second factor authentication process is handled
+# according to the Second Factor Authentication Settings described
+# elsewhere in this file.
+#
 # If the user is not enrolled in IB's account security programme,
 # this setting is ignored. The default is 'no'.
 
@@ -326,7 +390,44 @@ ReadOnlyLogin=no
 # set the relevant checkbox (this only needs to be done once) and
 # not provide a value for this setting.
 
-ReadOnlyApi=no
+ReadOnlyApi=
+
+
+# API Precautions
+# ---------------
+# 
+# These settings relate to the corresponding 'Precautions' checkboxes in the
+# API section of the Global Configuration dialog.
+#
+# For all of these, the accepted values are:
+# - 'yes' sets the checkbox
+# - 'no' clears the checkbox
+# - if not set, the existing TWS/Gateway configuration is unchanged
+#
+# NB: thess settings are really only supplied for the benefit of new TWS
+# or Gateway instances that are being automatically installed and
+# started without user intervention, or where user settings are not preserved
+# between sessions (eg some Docker containers). Where a user is involved, they
+# should use the Global Configuration to set the relevant checkboxes and not
+# provide values for these settings.
+
+BypassOrderPrecautions=
+
+BypassBondWarning=
+
+BypassNegativeYieldToWorstConfirmation=
+
+BypassCalledBondWarning=
+
+BypassSameActionPairTradeWarning=
+
+BypassPriceBasedVolatilityRiskWarning=
+
+BypassUSStocksMarketDataInSharesWarning=
+
+BypassRedirectOrderWarning=
+
+BypassNoOverfillProtectionPrecaution=
 
 
 # Market data size for US stocks - lots or shares
@@ -381,54 +482,145 @@ AcceptBidAskLastSizeDisplayUpdateNotification=accept
 SendMarketDataInLotsForUSstocks=
 
 
+# Trusted API Client IPs
+# ----------------------
+#
+# NB: THIS SETTING IS ONLY RELEVANT FOR THE GATEWAY, AND ONLY WHEN FIX=yes.
+# In all other cases it is ignored.
+#
+# This is a list of IP addresses separated by commas. API clients with IP
+# addresses in this list are able to connect to the API without Gateway
+# generating the 'Incoming connection' popup.
+#
+# Note that 127.0.0.1 is always permitted to connect, so do not include it
+# in this setting.
+
+TrustedTwsApiClientIPs=
+
+
+# Reset Order ID Sequence
+# -----------------------
+#
+# The setting resets the order id sequence for orders submitted via the API, so
+# that the next invocation of the `NextValidId` API callback will return the
+# value 1. The reset occurs when TWS starts.
+#
+# Note that order ids are reset for all API clients, except those that have
+# outstanding (ie incomplete) orders: their order id sequence carries on as
+# before.
+#
+# Valid values are 'yes', 'true', 'false' and 'no'. The default is 'no'.
+
+ResetOrderIdsAtStart=
+
+
+# This setting specifies IBC's action when TWS displays the dialog asking for
+# confirmation of a request to reset the API order id sequence.
+#
+# Note that the Gateway never displays this dialog, so this setting is ignored
+# for a Gateway session.
+#
+# Valid values consist of two strings separated by a solidus '/'. The first
+# value specifies the action to take when the order id reset request resulted
+# from setting ResetOrderIdsAtStart=yes. The second specifies the action to
+# take when the order id reset request is a result of the user clicking the
+# 'Reset API order ID sequence' button in the API configuration. Each value
+# must be one of the following:
+#
+#    'confirm' 
+#        order ids will be reset
+#
+#    'reject' 
+#        order ids will not be reset
+#
+#    'ignore' 
+#        IBC will ignore the dialog. The user must take action.
+#
+#    The default setting is ignore/ignore
+
+# Examples:
+#
+#    'confirm/reject' - confirm order id reset only if ResetOrderIdsAtStart=yes
+#                       and reject any user-initiated requests
+#
+#    'ignore/confirm' - user must decide what to do if ResetOrderIdsAtStart=yes
+#                       and confirm user-initiated requests
+#
+#    'reject/ignore'  - reject order id reset if  ResetOrderIdsAtStart=yes but
+#                       allow user to handle user-initiated requests 
+
+ConfirmOrderIdReset=
+
+
 
 # =============================================================================
-# 4.   TWS Auto-Closedown
+# 4.   TWS Auto-Logoff and Auto-Restart
 # =============================================================================
 #
-# IMPORTANT NOTE: Starting with TWS 974, this setting no longer
-# works properly, because IB have changed the way TWS handles its
-# autologoff mechanism. 
+# TWS and Gateway insist on being restarted every day. Two alternative
+# automatic options are offered: 
 #
-# You should now configure the TWS autologoff time to something
-# convenient for you, and restart IBC each day.
+#    - Auto-Logoff: at a specified time, TWS shuts down tidily, without
+#      restarting.
 #
-# Alternatively, discontinue use of IBC and use the auto-relogin
-# mechanism within TWS 974 and later versions (note that the 
-# auto-relogin mechanism provided by IB is not available if you
-# use IBC).
+#    - Auto-Restart: at a specified time, TWS shuts down and then restarts
+#      without the user having to re-autheticate.
+#
+# The normal way to configure the time at which this happens is via the Lock
+# and Exit section of the Configuration dialog. Once this time has been
+# configured in this way, the setting persists until the user changes it again.
+#
+# However, there are situations where there is no user available to do this
+# configuration, or where there is no persistent storage (for example some
+# Docker images). In such cases, the auto-restart or auto-logoff time can be
+# set whenever IBC starts with the settings below.
+#
+# The value, if specified, must be a time in HH:MM AM/PM format, for example
+# 08:00 AM or 10:00 PM. Note that there must be a single space between the
+# two parts of this value; also that midnight is "12:00 AM" and midday is
+# "12:00 PM".
+#
+# If no value is specified for either setting, the currently configured
+# settings will apply. If a value is supplied for one setting, the other
+# setting is cleared. If values are supplied for both settings, only the
+# auto-restart time is set, and the auto-logoff time is cleared.
+#
+# Note that for a normal TWS/Gateway installation with persistent storage
+# (for example on a desktop computer) the value will be persisted as if the
+# user had set it via the configuration dialog.
+#
+# If you choose to auto-restart, you should take note of the considerations
+# described at the link below. Note that where this information mentions
+# 'manual authentication', restarting IBC will do the job (IBKR does not
+# recognise the existence of IBC in its docuemntation).
+#
+#  https://www.interactivebrokers.com/en/software/tws/twsguide.htm#usersguidebook/configuretws/auto_restart_info.htm
+#
+# If you use the "RESTART" command via the IBC command server, and IBC is
+# running any version of the Gateway (or a version of TWS earlier than 1018),
+# note that this will set the Auto-Restart time in Gateway/TWS's configuration
+# dialog to the time at which the restart actually happens (which may be up to
+# a minute after the RESTART command is issued). To prevent future auto-
+# restarts at this time, you must make sure you have set AutoLogoffTime or
+# AutoRestartTime to your desired value before running IBC. NB: this does not
+# apply to TWS from version 1018 onwards.
 
-# Set to yes or no (lower case).
-#
-#   yes   means allow TWS to shut down automatically at its
-# 	  specified shutdown time, which is set via the TWS
-#	  configuration menu.
-#
-#   no    means TWS never shuts down automatically.
-#
-# NB: IB recommends that you do not keep TWS running
-# continuously. If you set this setting to 'no', you may
-# experience incorrect TWS operation.
-#
-# NB: the default for this setting is 'no'. Since this will
-# only work properly with TWS versions earlier than 974, you
-# should explicitly set this to 'yes' for version 974 and later.
-
-IbAutoClosedown=yes
+AutoLogoffTime=
 
+AutoRestartTime=
 
 
 # =============================================================================
 # 5.   TWS Tidy Closedown Time
 # =============================================================================
 #
-# NB: starting with TWS 974 this is no longer a useful option
-# because both TWS and Gateway now have the same auto-logoff
-# mechanism, and IBC can no longer avoid this.
+# Specifies a time at which TWS will close down tidily, with no restart.
 #
-# Note that giving this setting a value does not change TWS's
-# auto-logoff in any way: any setting will be additional to the
-# TWS auto-logoff.
+# There is little reason to use this setting. It is similar to AutoLogoffTime,
+# but can include a day-of-the-week, whereas AutoLogoffTime and AutoRestartTime
+# apply every day. So for example you could use ClosedownAt in conjunction with
+# AutoRestartTime to shut down TWS on Friday evenings after the markets
+# close, without it running on Saturday as well.
 #
 # To tell IBC to tidily close TWS at a specified time every
 # day, set this value to <hh:mm>, for example:
@@ -487,7 +679,7 @@ AcceptIncomingConnectionAction=reject
 #   no    means the dialog remains on display and must be
 #         handled by the user.
 
-AllowBlindTrading=yes
+AllowBlindTrading=no
 
 
 # Save Settings on a Schedule
@@ -530,6 +722,26 @@ AllowBlindTrading=yes
 SaveTwsSettingsAt=
 
 
+# Confirm Crypto Currency Orders Automatically
+# --------------------------------------------
+#
+# When you place an order for a cryptocurrency contract, a dialog is displayed
+# asking you to confirm that you want to place the order, and notifying you
+# that you are placing an order to trade cryptocurrency with Paxos, a New York
+# limited trust company, and not at Interactive Brokers.
+#
+#   transmit    means that the order will be placed automatically, and the
+#               dialog will then be closed
+#
+#   cancel      means that the order will not be placed, and the dialog will
+#               then be closed
+#
+#   manual      means that IBC will take no action and the user must deal
+#               with the dialog
+
+ConfirmCryptoCurrencyOrders=transmit
+
+
 
 # =============================================================================
 # 7.   Settings Specific to Indian Versions of TWS
@@ -566,13 +778,17 @@ DismissNSEComplianceNotice=yes
 #
 # The port number that IBC listens on for commands
 # such as "STOP". DO NOT set this to the port number
-# used for TWS API connections. There is no good reason
-# to change this setting unless the port is used by
-# some other application (typically another instance of
-# IBC). The default value is 0, which tells IBC not to
-# start the command server
+# used for TWS API connections.
+#
+# The convention is to use 7462 for this port,
+# but it must be set to a different value from any other
+# IBC instance that might run at the same time.
+#
+# The default value is 0, which tells IBC not to start
+# the command server
 
 #CommandServerPort=7462
+CommandServerPort=0
 
 
 # Permitted Command Sources
@@ -583,19 +799,19 @@ DismissNSEComplianceNotice=yes
 # IBC.  Commands can always be sent from the
 # same host as IBC is running on.
 
-ControlFrom=127.0.0.1
+ControlFrom=
 
 
 # Address for Receiving Commands
 # ------------------------------
 #
 # Specifies the IP address on which the Command Server
-# is so listen. For a multi-homed host, this can be used
+# is to listen. For a multi-homed host, this can be used
 # to specify that connection requests are only to be
 # accepted on the specified address. The default is to
 # accept connection requests on all local addresses.
 
-BindAddress=127.0.0.1
+BindAddress=
 
 
 # Command Prompt
@@ -621,7 +837,7 @@ CommandPrompt=
 # information is sent. The default is that such information
 # is not sent.
 
-SuppressInfoMessages=no
+SuppressInfoMessages=yes
 
 
 
@@ -651,10 +867,10 @@ SuppressInfoMessages=no
 # The LogStructureScope setting indicates which windows are
 # eligible for structure logging:
 #
-#    - if set to 'known', only windows that IBC recognizes
-#      are eligible - these are windows that IBC has some
-#      interest in monitoring, usually to take some action
-#      on the user's behalf;
+#    - (default value) if set to 'known', only windows that
+#      IBC recognizes are eligible - these are windows that
+#      IBC has some interest in monitoring, usually to take
+#      some action on the user's behalf;
 #
 #    - if set to 'unknown', only windows that IBC does not
 #      recognize are eligible. Most windows displayed by
@@ -667,9 +883,8 @@ SuppressInfoMessages=no
 #    - if set to 'all', then every window displayed by TWS
 #      is eligible.
 #
-# The default value is 'known'.
 
-LogStructureScope=all
+LogStructureScope=known
 
 
 # When to Log Window Structure
@@ -682,13 +897,15 @@ LogStructureScope=all
 #       structure of an eligible window the first time it
 #       is encountered;
 #
+#     - if set to 'openclose', the structure is logged every
+#       time an eligible window is opened or closed;
+#
 #    - if set to 'activate', the structure is logged every
 #      time an eligible window is made active;
 #
-#    - if set to 'never' or 'no' or 'false', structure
-#      information is never logged.
+#    - (default value) if set to 'never' or 'no' or 'false',
+#      structure information is never logged.
 #
-# The default value is 'never'.
 
 LogStructureWhen=never
 
@@ -708,4 +925,3 @@ LogStructureWhen=never
 #LogComponents=
 
 
-

examples/basic_order_bot.py

@@ -121,6 +121,7 @@ async def bot_main():
             # tick_throttle=10,
         ) as feed,
 
+        tractor.trionics.collapse_eg(),
         trio.open_nursery() as tn,
     ):
         assert accounts

flake.lock

@@ -0,0 +1,27 @@
+{
+  "nodes": {
+    "nixpkgs": {
+      "locked": {
+        "lastModified": 1765779637,
+        "narHash": "sha256-KJ2wa/BLSrTqDjbfyNx70ov/HdgNBCBBSQP3BIzKnv4=",
+        "owner": "nixos",
+        "repo": "nixpkgs",
+        "rev": "1306659b587dc277866c7b69eb97e5f07864d8c4",
+        "type": "github"
+      },
+      "original": {
+        "owner": "nixos",
+        "ref": "nixos-unstable",
+        "repo": "nixpkgs",
+        "type": "github"
+      }
+    },
+    "root": {
+      "inputs": {
+        "nixpkgs": "nixpkgs"
+      }
+    }
+  },
+  "root": "root",
+  "version": 7
+}

flake.nix

@@ -0,0 +1,103 @@
+# An "impure" template thx to `pyproject.nix`,
+# https://pyproject-nix.github.io/pyproject.nix/templates.html#impure
+# https://github.com/pyproject-nix/pyproject.nix/blob/master/templates/impure/flake.nix
+{
+  description = "An impure `piker` overlay using `uv` with Nix(OS)";
+
+  inputs = {
+    nixpkgs.url = "github:nixos/nixpkgs/nixos-unstable";
+  };
+
+  outputs =
+    { nixpkgs, ... }:
+    let
+      inherit (nixpkgs) lib;
+      forAllSystems = lib.genAttrs lib.systems.flakeExposed;
+    in
+    {
+      devShells = forAllSystems (
+        system:
+        let
+          pkgs = nixpkgs.legacyPackages.${system};
+
+          # do store-path extractions
+          qt6baseStorePath = lib.getLib pkgs.qt6.qtbase;
+          # ?TODO? can remove below since manual linking not needed?
+          # qt6QtWaylandStorePath = lib.getLib pkgs.qt6.qtwayland;
+
+          # XXX NOTE XXX, for now we overlay specific pkgs via
+          # a major-version-pinned-`cpython`
+          cpython = "python313";
+          pypkgs = pkgs."${cpython}Packages";
+        in
+        {
+          default = pkgs.mkShell {
+
+            packages = with pkgs; [
+              # XXX, ensure sh completions active!
+              bashInteractive
+              bash-completion
+
+              # dev utils
+              ruff
+              pypkgs.ruff
+
+              qt6.qtwayland
+              qt6.qtbase
+
+              uv
+              python313  # ?TODO^ how to set from `cpython` above?
+              pypkgs.pyqt6
+              pypkgs.pyqt6-sip
+              pypkgs.qtpy
+              pypkgs.qdarkstyle
+              pypkgs.rapidfuzz
+            ];
+
+            shellHook = ''
+              # unmask to debug **this** dev-shell-hook
+              # set -e
+
+              # set qt-base/plugin path(s)
+              QTBASE_PATH="${qt6baseStorePath}/lib"
+              QT_PLUGIN_PATH="${qt6baseStorePath}/lib/qt-6/plugins"
+              QT_QPA_PLATFORM_PLUGIN_PATH="$QT_PLUGIN_PATH/platforms"
+
+              # link in Qt cc lib paths from <nixpkgs>
+              LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QTBASE_PATH"
+              LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_PLUGIN_PATH"
+              LD_LIBRARY_PATH="$LD_LIBRARY_PATH:$QT_QPA_PLATFORM_PLUGIN_PATH"
+
+              # link-in c++ stdlib for various AOT-ext-pkgs (numpy, etc.)
+              LD_LIBRARY_PATH="${pkgs.stdenv.cc.cc.lib}/lib:$LD_LIBRARY_PATH"
+
+              export LD_LIBRARY_PATH
+
+              # RUNTIME-SETTINGS
+              #
+              # ------ Qt ------
+              # XXX, unmask to debug qt .so linking/loading deats
+              # export QT_DEBUG_PLUGINS=1
+              #
+              # ALSO, for *modern linux* DEs,
+              # - maybe set wayland-mode (TODO, parametrtize this!)
+              #  * a chosen wayland-mode shell-integration
+              export QT_QPA_PLATFORM="wayland"
+              export QT_WAYLAND_SHELL_INTEGRATION="xdg-shell"
+
+              # ------ uv ------
+              # - always use the ./py313/ venv-subdir
+              export UV_PROJECT_ENVIRONMENT="py313"
+              # sync project-env with all extras
+              uv sync --dev --all-extras --no-group lint
+
+              # ------ TIPS ------
+              # NOTE, to launch the py-venv installed `xonsh` (like @goodboy)
+              # run the `nix develop` cmd with,
+              # >> nix develop -c uv run xonsh
+            '';
+          };
+        }
+      );
+    };
+}

piker/accounting/__init__.py

@@ -33,7 +33,6 @@ from ._pos import (
     Account,
     load_account,
     load_account_from_ledger,
-    open_pps,
     open_account,
     Position,
 )
@@ -42,7 +41,6 @@ from ._mktinfo import (
     dec_digits,
     digits_to_dec,
     MktPair,
-    Symbol,
     unpack_fqme,
     _derivs as DerivTypes,
 )
@@ -60,7 +58,6 @@ __all__ = [
     'Asset',
     'MktPair',
     'Position',
-    'Symbol',
     'Transaction',
     'TransactionLedger',
     'dec_digits',
@@ -70,7 +67,6 @@ __all__ = [
     'load_account_from_ledger',
     'mk_allocator',
     'open_account',
-    'open_pps',
     'open_trade_ledger',
     'unpack_fqme',
     'DerivTypes',

piker/accounting/_ledger.py

@@ -40,7 +40,7 @@ import tomli_w  # for fast ledger writing
 
 from piker.types import Struct
 from piker import config
-from ..log import get_logger
+from piker.log import get_logger
 from .calc import (
     iter_by_dt,
 )
@@ -239,7 +239,9 @@ class TransactionLedger(UserDict):
 
         symcache: SymbologyCache = self._symcache
         towrite: dict[str, Any] = {}
-        for tid, txdict in self.tx_sort(self.data.copy()):
+        for tid, txdict in self.tx_sort(
+            self.data.copy()
+        ):
             # write blank-str expiry for non-expiring assets
             if (
                 'expiry' in txdict
@@ -377,7 +379,7 @@ def open_trade_ledger(
         account,
         dirpath=_fp,
     )
-    cpy = ledger_dict.copy()
+    cpy: dict = ledger_dict.copy()
 
     # XXX NOTE: if not provided presume we are being called from
     # sync code and need to maybe run `trio` to generate..
@@ -406,7 +408,13 @@ def open_trade_ledger(
         account=account,
         mod=mod,
         symcache=symcache,
-        tx_sort=getattr(mod, 'tx_sort', tx_sort),
+
+        # NOTE: allow backends to provide custom ledger sorting
+        tx_sort=getattr(
+            mod,
+            'tx_sort',
+            tx_sort,
+        ),
     )
     try:
         yield ledger

piker/accounting/_mktinfo.py

@@ -305,8 +305,8 @@ class MktPair(Struct, frozen=True):
     # config right?
     # src_type: AssetTypeName
 
-    # for derivs, info describing contract, egs.
-    # strike price, call or put, swap type, exercise model, etc.
+    # for derivs, info describing contract, egs. strike price, call
+    # or put, swap type, exercise model, etc.
     contract_info: list[str] | None = None
 
     # TODO: rename to sectype since all of these can
@@ -327,7 +327,11 @@ class MktPair(Struct, frozen=True):
     ) -> dict:
         d = super().to_dict(**kwargs)
         d['src'] = self.src.to_dict(**kwargs)
-        d['dst'] = self.dst.to_dict(**kwargs)
+
+        if not isinstance(self.dst, str):
+            d['dst'] = self.dst.to_dict(**kwargs)
+        else:
+            d['dst'] = str(self.dst)
 
         d['price_tick'] = str(self.price_tick)
         d['size_tick'] = str(self.size_tick)
@@ -349,11 +353,16 @@ class MktPair(Struct, frozen=True):
         Constructor for a received msg-dict normally received over IPC.
 
         '''
-        dst_asset_msg = msg.pop('dst')
-        dst = Asset.from_msg(dst_asset_msg)  # .copy()
+        if not isinstance(
+            dst_asset_msg := msg.pop('dst'),
+            str,
+        ):
+            dst: Asset = Asset.from_msg(dst_asset_msg)  # .copy()
+        else:
+            dst: str = dst_asset_msg
 
-        src_asset_msg = msg.pop('src')
-        src = Asset.from_msg(src_asset_msg)  # .copy()
+        src_asset_msg: dict = msg.pop('src')
+        src: Asset = Asset.from_msg(src_asset_msg)  # .copy()
 
         # XXX NOTE: ``msgspec`` can encode `Decimal` but it doesn't
         # decide to it by default since we aren't spec-cing these
@@ -381,8 +390,8 @@ class MktPair(Struct, frozen=True):
         cls,
         fqme: str,
 
-        price_tick: float | str,
-        size_tick: float | str,
+        price_tick: float|str,
+        size_tick: float|str,
         bs_mktid: str,
 
         broker: str | None = None,
@@ -668,90 +677,3 @@ def unpack_fqme(
         # '.'.join([mkt_ep, venue]),
         suffix,
     )
-
-
-class Symbol(Struct):
-    '''
-    I guess this is some kinda container thing for dealing with
-    all the different meta-data formats from brokers?
-
-    '''
-    key: str
-
-    broker: str = ''
-    venue: str = ''
-
-    # precision descriptors for price and vlm
-    tick_size: Decimal = Decimal('0.01')
-    lot_tick_size: Decimal = Decimal('0.0')
-
-    suffix: str = ''
-    broker_info: dict[str, dict[str, Any]] = {}
-
-    @classmethod
-    def from_fqme(
-        cls,
-        fqsn: str,
-        info: dict[str, Any],
-
-    ) -> Symbol:
-        broker, mktep, venue, suffix = unpack_fqme(fqsn)
-        tick_size = info.get('price_tick_size', 0.01)
-        lot_size = info.get('lot_tick_size', 0.0)
-
-        return Symbol(
-            broker=broker,
-            key=mktep,
-            tick_size=tick_size,
-            lot_tick_size=lot_size,
-            venue=venue,
-            suffix=suffix,
-            broker_info={broker: info},
-        )
-
-    @property
-    def type_key(self) -> str:
-        return list(self.broker_info.values())[0]['asset_type']
-
-    @property
-    def tick_size_digits(self) -> int:
-        return float_digits(self.tick_size)
-
-    @property
-    def lot_size_digits(self) -> int:
-        return float_digits(self.lot_tick_size)
-
-    @property
-    def price_tick(self) -> Decimal:
-        return Decimal(str(self.tick_size))
-
-    @property
-    def size_tick(self) -> Decimal:
-        return Decimal(str(self.lot_tick_size))
-
-    @property
-    def broker(self) -> str:
-        return list(self.broker_info.keys())[0]
-
-    @property
-    def fqme(self) -> str:
-        return maybe_cons_tokens([
-            self.key,  # final "pair name" (eg. qqq[/usd], btcusdt)
-            self.venue,
-            self.suffix,  # includes expiry and other con info
-            self.broker,
-        ])
-
-    def quantize(
-        self,
-        size: float,
-    ) -> Decimal:
-        digits = float_digits(self.lot_tick_size)
-        return Decimal(size).quantize(
-            Decimal(f'1.{"0".ljust(digits, "0")}'),
-            rounding=ROUND_HALF_EVEN
-        )
-
-    # NOTE: when cast to `str` return fqme
-    def __str__(self) -> str:
-        return self.fqme

piker/accounting/_pos.py

@@ -30,7 +30,8 @@ from types import ModuleType
 from typing import (
     Any,
     Iterator,
-    Generator
+    Generator,
+    TYPE_CHECKING,
 )
 
 import pendulum
@@ -59,8 +60,10 @@ from ..clearing._messages import (
     BrokerdPosition,
 )
 from piker.types import Struct
-from piker.data._symcache import SymbologyCache
-from ..log import get_logger
+from piker.log import get_logger
+
+if TYPE_CHECKING:
+    from piker.data._symcache import SymbologyCache
 
 log = get_logger(__name__)
 
@@ -353,17 +356,20 @@ class Position(Struct):
     ) -> bool:
         '''
         Update clearing table by calculating the rolling ppu and
-        (accumulative) size in both the clears entry and local
-        attrs state.
+        (accumulative) size in both the clears entry and local attrs
+        state.
 
         Inserts are always done in datetime sorted order.
 
         '''
-        # added: bool = False
         tid: str = t.tid
         if tid in self._events:
-            log.warning(f'{t} is already added?!')
-            # return added
+            log.debug(
+                f'Txn is already added?\n'
+                f'\n'
+                f'{t}\n'
+            )
+            return False
 
         # TODO: apparently this IS possible with a dict but not
         # common and probably not that beneficial unless we're also
@@ -444,6 +450,12 @@ class Position(Struct):
     # def suggest_split(self) -> float:
     #     ...
 
+    # ?TODO, for sending rendered state over the wire?
+    # def summary(self) -> PositionSummary:
+        # do minimal conversion to a subset of fields
+        # currently defined in `.clearing._messages.BrokerdPosition`
+
+
 
 class Account(Struct):
     '''
@@ -487,12 +499,23 @@ class Account(Struct):
 
     def update_from_ledger(
         self,
-        ledger: TransactionLedger | dict[str, Transaction],
+        ledger: TransactionLedger|dict[str, Transaction],
         cost_scalar: float = 2,
-        symcache: SymbologyCache | None = None,
+        symcache: SymbologyCache|None = None,
 
         _mktmap_table: dict[str, MktPair] | None = None,
 
+        only_require: list[str]|True = True,
+        # ^list of fqmes that are "required" to be processed from
+        # this ledger pass; we often don't care about others and
+        # definitely shouldn't always error in such cases.
+        # (eg. broker backend loaded that doesn't yet supsport the
+        # symcache but also, inside the paper engine we don't ad-hoc
+        # request `get_mkt_info()` for every symbol in the ledger,
+        # only the one for which we're simulating against).
+        # TODO, not sure if there's a better soln for this, ideally
+        # all backends get symcache support afap i guess..
+
     ) -> dict[str, Position]:
         '''
         Update the internal `.pps[str, Position]` table from input
@@ -535,14 +558,40 @@ class Account(Struct):
                 if _mktmap_table is None:
                     raise
 
+                required: bool = (
+                    only_require is True
+                    or (
+                        only_require is not True
+                        and
+                        fqme in only_require
+                    )
+                )
                 # XXX: caller is allowed to provide a fallback
                 # mktmap table for the case where a new position is
                 # being added and the preloaded symcache didn't
                 # have this entry prior (eg. with frickin IB..)
-                mkt = _mktmap_table[fqme]
+                if (
+                    not (mkt := _mktmap_table.get(fqme))
+                    and
+                    required
+                ):
+                    raise
+
+                elif not required:
+                    continue
+
+                else:
+                    # should be an entry retreived somewhere
+                    assert mkt
+
 
             if not (pos := pps.get(bs_mktid)):
 
+                assert isinstance(
+                    mkt,
+                    MktPair,
+                )
+
                 # if no existing pos, allocate fresh one.
                 pos = pps[bs_mktid] = Position(
                     mkt=mkt,
@@ -651,7 +700,7 @@ class Account(Struct):
     def write_config(self) -> None:
         '''
         Write the current account state to the user's account TOML file, normally
-        something like ``pps.toml``.
+        something like `pps.toml`.
 
         '''
         # TODO: show diff output?
@@ -691,7 +740,7 @@ class Account(Struct):
                     else:
                         # TODO: we reallly need a diff set of
                         # loglevels/colors per subsys.
-                        log.warning(
+                        log.debug(
                             f'Recent position for {fqme} was closed!'
                         )
 
@@ -705,7 +754,7 @@ class Account(Struct):
         # XXX WTF: if we use a tomlkit.Integer here we get this
         # super weird --1 thing going on for cumsize!?1!
         # NOTE: the fix was to always float() the size value loaded
-        # in open_pps() below!
+        # in open_account() below!
         config.write(
             config=self.conf,
             path=self.conf_path,
@@ -889,7 +938,6 @@ def open_account(
             clears_table['dt'] = dt
             trans.append(Transaction(
                 fqme=bs_mktid,
-                # sym=mkt,
                 bs_mktid=bs_mktid,
                 tid=tid,
                 # XXX: not sure why sometimes these are loaded as
@@ -912,11 +960,22 @@ def open_account(
         ):
             expiry: pendulum.DateTime = pendulum.parse(expiry)
 
-        pp = pp_objs[bs_mktid] = Position(
-            mkt,
-            split_ratio=split_ratio,
-            bs_mktid=bs_mktid,
-        )
+        # !XXX, should never be duplicates over
+        # a backend-(broker)-system's unique market-IDs!
+        if pos := pp_objs.get(bs_mktid):
+            if mkt != pos.mkt:
+                log.warning(
+                    f'Duplicated position but diff `MktPair.fqme` ??\n'
+                    f'bs_mktid: {bs_mktid!r}\n'
+                    f'pos.mkt: {pos.mkt}\n'
+                    f'mkt: {mkt}\n'
+                )
+        else:
+            pos = pp_objs[bs_mktid] = Position(
+                mkt,
+                split_ratio=split_ratio,
+                bs_mktid=bs_mktid,
+            )
 
         # XXX: super critical, we need to be sure to include
         # all pps.toml clears to avoid reusing clears that were
@@ -924,8 +983,13 @@ def open_account(
         # state, since today's records may have already been
         # processed!
         for t in trans:
-            pp.add_clear(t)
-
+            added: bool = pos.add_clear(t)
+            if not added:
+                log.warning(
+                    f'Txn already recorded in pp ??\n'
+                    f'\n'
+                    f'{t}\n'
+                )
     try:
         yield acnt
     finally:
@@ -933,20 +997,6 @@ def open_account(
             acnt.write_config()
 
 
-# TODO: drop the old name and THIS!
-@cm
-def open_pps(
-    *args,
-    **kwargs,
-) -> Generator[Account, None, None]:
-    log.warning(
-        '`open_pps()` is now deprecated!\n'
-        'Please use `with open_account() as cnt:`'
-    )
-    with open_account(*args, **kwargs) as acnt:
-        yield acnt
-
-
 def load_account_from_ledger(
 
     brokername: str,

piker/accounting/calc.py

@@ -22,7 +22,9 @@ you know when you're losing money (if possible) XD
 from __future__ import annotations
 from collections.abc import ValuesView
 from contextlib import contextmanager as cm
+from functools import partial
 from math import copysign
+from pprint import pformat
 from typing import (
     Any,
     Callable,
@@ -30,6 +32,7 @@ from typing import (
     TYPE_CHECKING,
 )
 
+from tractor.devx import maybe_open_crash_handler
 import polars as pl
 from pendulum import (
     DateTime,
@@ -37,12 +40,16 @@ from pendulum import (
     parse,
 )
 
+from ..log import get_logger
+
 if TYPE_CHECKING:
     from ._ledger import (
         Transaction,
         TransactionLedger,
     )
 
+log = get_logger(__name__)
+
 
 def ppu(
     clears: Iterator[Transaction],
@@ -238,6 +245,9 @@ def iter_by_dt(
 
     def dyn_parse_to_dt(
         tx: tuple[str, dict[str, Any]] | Transaction,
+
+        debug: bool = False,
+        _invalid: list|None = None,
     ) -> DateTime:
 
         # handle `.items()` inputs
@@ -250,33 +260,90 @@ def iter_by_dt(
         # get best parser for this record..
         for k in parsers:
             if (
-                isdict and k in tx
-                 or getattr(tx, k, None)
+                (v := getattr(tx, k, None))
+                or
+                (
+                    isdict
+                    and
+                    (v := tx.get(k))
+                )
             ):
-                v = tx[k] if isdict else tx.dt
-                assert v is not None, f'No valid value for `{k}`!?'
-
                 # only call parser on the value if not None from
                 # the `parsers` table above (when NOT using
                 # `.get()`), otherwise pass through the value and
                 # sort on it directly
                 if (
                     not isinstance(v, DateTime)
-                    and (parser := parsers.get(k))
+                    and
+                    (parser := parsers.get(k))
                 ):
-                    return parser(v)
+                    ret = parser(v)
                 else:
-                    return v
+                    ret = v
 
+                return ret
+
+            else:
+                log.debug(
+                    f'Parser-field not found in txn\n'
+                    f'\n'
+                    f'parser-field: {k!r}\n'
+                    f'txn: {tx!r}\n'
+                    f'\n'
+                    f'Trying next..\n'
+                )
+                continue
+
+        # XXX: we should never really get here bc it means some kinda
+        # bad txn-record (field) data..
+        #
+        # -> set the `debug_mode = True` if you want to trace such
+        # cases from REPL ;)
         else:
-            # XXX: should never get here..
-            breakpoint()
+            # XXX: we should really never get here..
+            # only if a ledger record has no expected sort(able)
+            # field will we likely hit this.. like with ze IB.
+            # if no sortable field just deliver epoch?
+            log.warning(
+                'No (time) sortable field for TXN:\n'
+                f'{tx!r}\n'
+            )
+            report: str = (
+                f'No supported time-field found in txn !?\n'
+                f'\n'
+                f'supported-time-fields: {parsers!r}\n'
+                f'\n'
+                f'txn: {tx!r}\n'
+            )
+            if debug:
+                with maybe_open_crash_handler(
+                    pdb=debug,
+                    raise_on_exit=False,
+                ):
+                    raise ValueError(report)
+            else:
+                log.error(report)
 
-    entry: tuple[str, dict] | Transaction
+            if _invalid is not None:
+                _invalid.append(tx)
+                return from_timestamp(0.)
+
+    entry: tuple[str, dict]|Transaction
+    invalid: list = []
     for entry in sorted(
         records,
-        key=key or dyn_parse_to_dt,
+        key=key or partial(
+            dyn_parse_to_dt,
+            _invalid=invalid,
+        ),
     ):
+        if entry in invalid:
+            log.warning(
+                f'Ignoring txn w invalid timestamp ??\n'
+                f'{pformat(entry)}\n'
+            )
+            continue
+
         # NOTE the type sig above; either pairs or txns B)
         yield entry
 
@@ -339,6 +406,7 @@ def open_ledger_dfs(
     acctname: str,
 
     ledger: TransactionLedger | None = None,
+    debug_mode: bool = False,
 
     **kwargs,
 
@@ -353,8 +421,10 @@ def open_ledger_dfs(
     can update the ledger on exit.
 
     '''
-    from tractor._debug import open_crash_handler
-    with open_crash_handler():
+    with maybe_open_crash_handler(
+        pdb=debug_mode,
+        # raise_on_exit=False,
+    ):
         if not ledger:
             import time
             from ._ledger import open_trade_ledger
@@ -446,7 +516,7 @@ def ledger_to_dfs(
 
         df = dfs[key] = ldf.with_columns([
 
-            pl.cumsum('size').alias('cumsize'),
+            pl.cum_sum('size').alias('cumsize'),
 
             # amount of source asset "sent" (via buy txns in
             # the market) to acquire the dst asset, PER txn.
@@ -461,7 +531,7 @@ def ledger_to_dfs(
         ]).with_columns([
 
             # rolling balance in src asset units
-            (pl.col('dst_bot').cumsum() * -1).alias('src_balance'),
+            (pl.col('dst_bot').cum_sum() * -1).alias('src_balance'),
 
             # "position operation type" in terms of increasing the
             # amount in the dst asset (entering) or decreasing the
@@ -603,7 +673,7 @@ def ledger_to_dfs(
                 # cost that was included in the least-recently
                 # entered txn that is still part of the current CSi
                 # set.
-                # => we look up the cost-per-unit cumsum and apply
+                # => we look up the cost-per-unit cum_sum and apply
                 # if over the current txn size (by multiplication)
                 # and then reverse that previusly applied cost on
                 # the txn_cost for this record.

piker/accounting/cli.py

@@ -300,7 +300,8 @@ def disect(
         assert not df.is_empty()
 
         # muck around in pdbp REPL
-        breakpoint()
+        # tractor.devx.mk_pdb().set_trace()
+        # breakpoint()
 
         # TODO: we REALLY need a better console REPL for this
         # kinda thing..

piker/brokers/__init__.py

@@ -50,7 +50,7 @@ __brokers__: list[str] = [
     'binance',
     'ib',
     'kraken',
-    'kucoin'
+    'kucoin',
 
     # broken but used to work
     # 'questrade',
@@ -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
@@ -98,13 +98,14 @@ async def open_cached_client(
     If one has not been setup do it and cache it.
 
     '''
-    brokermod = get_brokermod(brokername)
+    brokermod: ModuleType = get_brokermod(brokername)
+
+    # TODO: make abstract or `typing.Protocol`
+    # client: Client
     async with maybe_open_context(
         acm_func=brokermod.get_client,
         kwargs=kwargs,
-
     ) as (cache_hit, client):
-
         if cache_hit:
             log.runtime(f'Reusing existing {client}')
 

piker/brokers/_daemon.py

@@ -96,7 +96,10 @@ async def _setup_persistent_brokerd(
     # - `open_symbol_search()`
     # NOTE: see ep invocation details inside `.data.feed`.
     try:
-        async with trio.open_nursery() as service_nursery:
+        async with (
+            tractor.trionics.collapse_eg(),
+            trio.open_nursery() as service_nursery
+        ):
             bus: _FeedsBus = feed.get_feed_bus(
                 brokername,
                 service_nursery,
@@ -179,9 +182,6 @@ def broker_init(
         subpath: str = f'{modpath}.{submodname}'
         enabled.append(subpath)
 
-        # TODO XXX: DO WE NEED THIS?
-        # enabled.append('piker.data.feed')
-
     return (
         brokermod,
         start_actor_kwargs,  # to `ActorNursery.start_actor()`

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 (
@@ -50,6 +51,7 @@ class SymbolNotFound(BrokerError):
     "Symbol not found by broker search"
 
 
+# TODO: these should probably be moved to `.tsp/.data`?
 class NoData(BrokerError):
     '''
     Symbol data not permitted or no data
@@ -59,14 +61,15 @@ class NoData(BrokerError):
     def __init__(
         self,
         *args,
-        frame_size: int = 1000,
+        info: dict|None = None,
 
     ) -> None:
         super().__init__(*args)
+        self.info: dict|None = info
 
         # when raised, machinery can check if the backend
         # set a "frame size" for doing datetime calcs.
-        self.frame_size: int = 1000
+        # self.frame_size: int = 1000
 
 
 class DataUnavailable(BrokerError):
@@ -88,16 +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
@@ -25,6 +25,7 @@ from __future__ import annotations
 from collections import ChainMap
 from contextlib import (
     asynccontextmanager as acm,
+    AsyncExitStack,
 )
 from datetime import datetime
 from pprint import pformat
@@ -41,8 +42,7 @@ import trio
 from pendulum import (
     now,
 )
-import asks
-from fuzzywuzzy import process as fuzzy
+import httpx
 import numpy as np
 
 from piker import config
@@ -52,9 +52,13 @@ from piker.clearing._messages import (
 from piker.accounting import (
     Asset,
     digits_to_dec,
+    MktPair,
 )
 from piker.types import Struct
-from piker.data import def_iohlcv_fields
+from piker.data import (
+    def_iohlcv_fields,
+    match_from_pairs,
+)
 from piker.brokers import (
     resproc,
     SymbolNotFound,
@@ -64,7 +68,6 @@ from .venues import (
     PAIRTYPES,
     Pair,
     MarketType,
-
     _spot_url,
     _futes_url,
     _testnet_futes_url,
@@ -74,16 +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(touch_if_dne=True)
-
-    section = conf.get('binance')
-
+    conf, path = config.load(
+        conf_name='brokers',
+        touch_if_dne=True,
+    )
+    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
@@ -139,7 +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.
@@ -148,10 +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
@@ -178,44 +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`
@@ -230,40 +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,
@@ -282,7 +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')):
@@ -311,7 +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,
 
@@ -322,8 +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:
@@ -352,9 +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
@@ -379,11 +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'),
         )
@@ -425,7 +370,20 @@ 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(
+                    f'\n'
+                    f'New or removed field we need to codify!\n'
+                    f'pair-type: {pair_type!r}\n'
+                    f'\n'
+                    f"Don't panic, prolly stupid binance changed their symbology schema again..\n"
+                    f'Check out their API docs here:\n'
+                    f'\n'
+                    f'https://binance-docs.github.io/apidocs/spot/en/#exchange-information\n'
+                )
+                raise
             pair_table[pair.symbol.upper()] = pair
 
             # update an additional top-level-cross-venue-table
@@ -520,7 +478,9 @@ class Client:
 
         '''
         pair_table: dict[str, Pair] = self._venue2pairs[
-            venue or self.mkt_mode
+            venue
+            or
+            self.mkt_mode
         ]
         if (
             expiry
@@ -539,9 +499,9 @@ 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,
                 )
@@ -549,7 +509,7 @@ class Client:
         if sym:
             return pair_table[sym]
         else:
-            self._pairs
+            return self._pairs
 
     async def get_assets(
         self,
@@ -594,20 +554,32 @@ class Client:
 
     ) -> dict[str, Any]:
 
-        fq_pairs: dict = await self.exch_info()
+        fq_pairs: dict[str, Pair] = await self.exch_info()
 
-        matches = fuzzy.extractBests(
-            pattern,
-            fq_pairs,
+        # TODO: cache this list like we were in
+        # `open_symbol_search()`?
+        # keys: list[str] = list(fq_pairs)
+
+        return match_from_pairs(
+            pairs=fq_pairs,
+            query=pattern.upper(),
             score_cutoff=50,
         )
-        # repack in dict form
-        return {item[0]['symbol']: item[0]
-                for item in matches}
+
+    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,
@@ -637,16 +609,20 @@ 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] = []
@@ -963,17 +939,148 @@ 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,
     ):
@@ -435,6 +440,7 @@ async def open_trade_dialog(
             #   - ledger: TransactionLedger
 
             async with (
+                tractor.trionics.collapse_eg(),
                 trio.open_nursery() as tn,
                 ctx.open_stream() as ems_stream,
             ):

piker/brokers/binance/feed.py

@@ -42,12 +42,12 @@ from trio_typing import TaskStatus
 from pendulum import (
     from_timestamp,
 )
-from fuzzywuzzy 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,
@@ -94,13 +94,15 @@ class L1(Struct):
 
 
 # validation type
+# https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Aggregate-Trade-Streams#response-example
 class AggTrade(Struct, frozen=True):
     e: str  # Event type
     E: int  # Event time
     s: str  # Symbol
     a: int  # Aggregate trade ID
     p: float  # Price
-    q: float  # Quantity
+    q: float  # Quantity with all the market trades
+    nq: float # Normal quantity without the trades involving RPI orders
     f: int  # First trade ID
     l: int  # noqa Last trade ID
     T: int  # Trade time
@@ -110,6 +112,7 @@ class AggTrade(Struct, frozen=True):
 
 async def stream_messages(
     ws: NoBsWs,
+
 ) -> AsyncGenerator[NoBsWs, dict]:
 
     # TODO: match syntax here!
@@ -220,6 +223,8 @@ 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 +257,30 @@ 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}
@@ -439,7 +450,6 @@ async def subscribe(
 
 
 async def stream_quotes(
-
     send_chan: trio.abc.SendChannel,
     symbols: list[str],
     feed_is_live: trio.Event,
@@ -451,11 +461,14 @@ async def stream_quotes(
 ) -> None:
 
     async with (
+        tractor.trionics.maybe_raise_from_masking_exc(),
         send_chan as send_chan,
         open_cached_client('binance') as client,
     ):
         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 +517,6 @@ 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:
@@ -533,14 +545,15 @@ async def open_symbol_search(
 
             pattern: str
             async for pattern in stream:
-                matches = fuzzy.extractBests(
+                # NOTE: pattern fuzzy-matching is done within
+                # the methd impl.
+                pairs: dict[str, Pair] = await client.search_symbols(
                     pattern,
-                    client._pairs,
-                    score_cutoff=50,
                 )
 
-                # repack in dict form
-                await stream.send({
-                    item[0].bs_fqme: item[0]
-                    for item in matches
-                })
+                # 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/binance/venues.py

@@ -97,6 +97,16 @@ class Pair(Struct, frozen=True, kw_only=True):
     baseAsset: str
     baseAssetPrecision: int
 
+    permissionSets: list[list[str]]
+
+    # https://developers.binance.com/docs/binance-spot-api-docs#2025-08-26
+    # will become non-optional 2025-08-28?
+    # https://developers.binance.com/docs/binance-spot-api-docs#future-changes
+    pegInstructionsAllowed: bool = False
+
+    # https://developers.binance.com/docs/binance-spot-api-docs#2025-12-02
+    opoAllowed: bool = False
+
     filters: dict[
         str,
         str | int | float,
@@ -137,11 +147,17 @@ class SpotPair(Pair, frozen=True):
     quoteOrderQtyMarketAllowed: bool
     isSpotTradingAllowed: bool
     isMarginTradingAllowed: bool
+    otoAllowed: bool
 
     defaultSelfTradePreventionMode: str
     allowedSelfTradePreventionModes: list[str]
     permissions: list[str]
 
+    # can the paint botz creat liq gaps even easier on this asset?
+    # Bp
+    # https://developers.binance.com/docs/binance-spot-api-docs/faqs/order_amend_keep_priority
+    amendAllowed: bool
+
     # NOTE: see `.data._symcache.SymbologyCache.load()` for why
     ns_path: str = 'piker.brokers.binance:SpotPair'
 
@@ -179,7 +195,6 @@ 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'],
@@ -194,6 +209,45 @@ class FutesPair(Pair):
     def quoteAssetPrecision(self) -> int:
         return self.quotePrecision
 
+    @property
+    def expiry(self) -> str:
+        symbol: str = self.symbol
+        contype: str = self.contractType
+        match contype:
+            case (
+                'CURRENT_QUARTER'
+                | 'CURRENT_QUARTER DELIVERING'
+                | 'NEXT_QUARTER'  # su madre binance..
+            ):
+                pair, _, expiry = symbol.partition('_')
+                assert pair == self.pair  # sanity
+                return f'{expiry}'
+
+            case (
+                'PERPETUAL'
+                | 'TRADIFI_PERPETUAL'
+            ):
+                return 'PERP'
+
+            case '':
+                subtype: list[str] = self.underlyingSubType
+                if not subtype:
+                    if self.status == 'PENDING_TRADING':
+                        return 'PENDING'
+
+                match subtype:
+                    case ['DEFI']:
+                        return 'PERP'
+
+        # wow, just wow you binance guys suck..
+        if self.status == 'PENDING_TRADING':
+            return 'PENDING'
+
+        # XXX: yeah no clue then..
+        raise ValueError(
+            f'Bad .expiry token match: {contype} for {symbol}'
+        )
+
     @property
     def venue(self) -> str:
         symbol: str = self.symbol
@@ -201,37 +255,54 @@ class FutesPair(Pair):
         margin: str = self.marginAsset
 
         match ctype:
-            case 'PERPETUAL':
-                return f'{margin}M.PERP'
+            case (
+                'PERPETUAL'
+                | 'TRADIFI_PERPETUAL'
+            ):
+                return f'{margin}M'
 
-            case 'CURRENT_QUARTER':
+            case (
+                'CURRENT_QUARTER'
+                | 'CURRENT_QUARTER DELIVERING'
+                | 'NEXT_QUARTER'  # su madre binance..
+            ):
                 _, _, expiry = symbol.partition('_')
-                return f'{margin}M.{expiry}'
+                return f'{margin}M'
 
             case '':
                 subtype: list[str] = self.underlyingSubType
                 if not subtype:
                     if self.status == 'PENDING_TRADING':
-                        return f'{margin}M.PENDING'
+                        return f'{margin}M'
 
                 match subtype:
-                    case ['DEFI']:
-                        return f'{subtype[0]}.PERP'
+                    case (
+                        ['DEFI']
+                        | ['USDC']
+                    ):
+                        return f'{subtype[0]}'
 
         # XXX: yeah no clue then..
-        return 'WTF.PWNED.BBQ'
+        raise ValueError(
+            f'Bad .venue token match: {ctype}'
+        )
 
     @property
     def bs_fqme(self) -> str:
         symbol: str = self.symbol
         ctype: str = self.contractType
         venue: str = self.venue
+        pair: str = self.pair
 
         match ctype:
-            case 'CURRENT_QUARTER':
-                symbol, _, expiry = symbol.partition('_')
+            case (
+                'CURRENT_QUARTER'
+                | 'NEXT_QUARTER'  # su madre binance..
+            ):
+                pair, _, expiry = symbol.partition('_')
+                assert pair == self.pair
 
-        return f'{symbol}.{venue}'
+        return f'{pair}.{venue}.{self.expiry}'
 
     @property
     def bs_src_asset(self) -> str:

piker/brokers/cli.py

@@ -454,37 +454,54 @@ def mkt_info(
 
 @cli.command()
 @click.argument('pattern', required=True)
+# TODO: move this to top level click/typer context for all subs
+@click.option(
+    '--pdb',
+    is_flag=True,
+    help='Enable tractor debug mode',
+)
 @click.pass_obj
-def search(config, pattern):
+def search(
+    config: dict,
+    pattern: str,
+    pdb: bool,
+):
     '''
     Search for symbols from broker backend(s).
 
     '''
     # global opts
-    brokermods = list(config['brokermods'].values())
+    brokermods: list[ModuleType] = list(config['brokermods'].values())
+
+    # TODO: this is coming from the `search --pdb` NOT from
+    # the `piker --pdb` XD ..
+    # -[ ] pull from the parent click ctx's values..dumdum
+    # assert pdb
 
     # define tractor entrypoint
     async def main(func):
-
         async with maybe_open_pikerd(
             loglevel=config['loglevel'],
+            debug_mode=pdb,
         ):
             return await func()
 
-    quotes = trio.run(
-        main,
-        partial(
-            core.symbol_search,
-            brokermods,
-            pattern,
-        ),
-    )
+    from piker.toolz import open_crash_handler
+    with open_crash_handler():
+        quotes = trio.run(
+            main,
+            partial(
+                core.symbol_search,
+                brokermods,
+                pattern,
+            ),
+        )
 
-    if not quotes:
-        log.error(f"No matches could be found for {pattern}?")
-        return
+        if not quotes:
+            log.error(f"No matches could be found for {pattern}?")
+            return
 
-    click.echo(colorize_json(quotes))
+        click.echo(colorize_json(quotes))
 
 
 @cli.command()
@@ -493,9 +510,11 @@ def search(config, pattern):
 @click.option('--delete', '-d', flag_value=True, help='Delete section')
 @click.pass_obj
 def brokercfg(config, section, value, delete):
-    """If invoked with no arguments, open an editor to edit broker configs file
-    or get / update an individual section.
-    """
+    '''
+    If invoked with no arguments, open an editor to edit broker
+    configs file or get / update an individual section.
+
+    '''
     from .. import config
 
     if section:

piker/brokers/core.py

@@ -22,7 +22,9 @@ routines should be primitive data types where possible.
 """
 import inspect
 from types import ModuleType
-from typing import List, Dict, Any, Optional
+from typing import (
+    Any,
+)
 
 import trio
 
@@ -34,8 +36,10 @@ from ..accounting import MktPair
 
 
 async def api(brokername: str, methname: str, **kwargs) -> dict:
-    """Make (proxy through) a broker API call by name and return its result.
-    """
+    '''
+    Make (proxy through) a broker API call by name and return its result.
+
+    '''
     brokermod = get_brokermod(brokername)
     async with brokermod.get_client() as client:
         meth = getattr(client, methname, None)
@@ -62,10 +66,14 @@ async def api(brokername: str, methname: str, **kwargs) -> dict:
 
 async def stocks_quote(
     brokermod: ModuleType,
-    tickers: List[str]
-) -> Dict[str, Dict[str, Any]]:
-    """Return quotes dict for ``tickers``.
-    """
+    tickers: list[str]
+
+) -> dict[str, dict[str, Any]]:
+    '''
+    Return a `dict` of snapshot quotes for the provided input
+    `tickers`: a `list` of fqmes.
+
+    '''
     async with brokermod.get_client() as client:
         return await client.quote(tickers)
 
@@ -74,13 +82,15 @@ async def stocks_quote(
 async def option_chain(
     brokermod: ModuleType,
     symbol: str,
-    date: Optional[str] = None,
-) -> Dict[str, Dict[str, Dict[str, Any]]]:
-    """Return option chain for ``symbol`` for ``date``.
+    date: str|None = None,
+) -> dict[str, dict[str, dict[str, Any]]]:
+    '''
+    Return option chain for ``symbol`` for ``date``.
 
     By default all expiries are returned. If ``date`` is provided
     then contract quotes for that single expiry are returned.
-    """
+
+    '''
     async with brokermod.get_client() as client:
         if date:
             id = int((await client.tickers2ids([symbol]))[symbol])
@@ -98,7 +108,7 @@ async def option_chain(
 # async def contracts(
 #     brokermod: ModuleType,
 #     symbol: str,
-# ) -> Dict[str, Dict[str, Dict[str, Any]]]:
+# ) -> dict[str, dict[str, dict[str, Any]]]:
 #     """Return option contracts (all expiries) for ``symbol``.
 #     """
 #     async with brokermod.get_client() as client:
@@ -110,15 +120,24 @@ async def bars(
     brokermod: ModuleType,
     symbol: str,
     **kwargs,
-) -> Dict[str, Dict[str, Dict[str, Any]]]:
-    """Return option contracts (all expiries) for ``symbol``.
-    """
+) -> dict[str, dict[str, dict[str, Any]]]:
+    '''
+    Return option contracts (all expiries) for ``symbol``.
+
+    '''
     async with brokermod.get_client() as client:
         return await client.bars(symbol, **kwargs)
 
 
-async def search_w_brokerd(name: str, pattern: str) -> dict:
+async def search_w_brokerd(
+    name: str,
+    pattern: str,
+) -> dict:
 
+    # TODO: WHY NOT WORK!?!
+    # when we `step` through the next block?
+    # import tractor
+    # await tractor.pause()
     async with open_cached_client(name) as client:
 
         # TODO: support multiple asset type concurrent searches.
@@ -130,12 +149,12 @@ async def symbol_search(
     pattern: str,
     **kwargs,
 
-) -> Dict[str, Dict[str, Dict[str, Any]]]:
+) -> dict[str, dict[str, dict[str, Any]]]:
     '''
     Return symbol info from broker.
 
     '''
-    results = []
+    results: list[str] = []
 
     async def search_backend(
         brokermod: ModuleType
@@ -143,9 +162,20 @@ async def symbol_search(
 
         brokername: str = mod.name
 
+        # TODO: figure this the FUCK OUT
+        # -> ok so obvi in the root actor any async task that's
+        # spawned outside the main tractor-root-actor task needs to
+        # call this..
+        # await tractor.devx._debug.maybe_init_greenback()
+        # tractor.pause_from_sync()
+
         async with maybe_spawn_brokerd(
             mod.name,
-            infect_asyncio=getattr(mod, '_infect_asyncio', False),
+            infect_asyncio=getattr(
+                mod,
+                '_infect_asyncio',
+                False,
+            ),
         ) as portal:
 
             results.append((
@@ -158,7 +188,6 @@ async def symbol_search(
             ))
 
     async with trio.open_nursery() as n:
-
         for mod in brokermods:
             n.start_soon(search_backend, mod.name)
 
@@ -168,11 +197,13 @@ async def symbol_search(
 async def mkt_info(
     brokermod: ModuleType,
     fqme: str,
+
     **kwargs,
 
 ) -> MktPair:
     '''
-    Return MktPair info from broker including src and dst assets.
+    Return the `piker.accounting.MktPair` info struct from a given
+    backend broker tradable src/dst asset pair.
 
     '''
     async with open_cached_client(brokermod.name) as client:

piker/brokers/deribit/api.py

@@ -31,14 +31,15 @@ from typing import (
     Callable,
 )
 
-import pendulum
+from pendulum import now
 import trio
 from trio_typing import TaskStatus
-from fuzzywuzzy import process as fuzzy
+from rapidfuzz import process as fuzzy
 import numpy as np
 from tractor.trionics import (
     broadcast_receiver,
     maybe_open_context
+    collapse_eg,
 )
 from tractor import to_asyncio
 # XXX WOOPS XD
@@ -52,8 +53,11 @@ from cryptofeed.defines import (
 )
 from cryptofeed.symbols import Symbol
 
-from piker.data.types import Struct
-from piker.data import def_iohlcv_fields
+from piker.data import (
+    def_iohlcv_fields,
+    match_from_pairs,
+    Struct,
+)
 from piker.data._web_bs import (
     open_jsonrpc_session
 )
@@ -79,7 +83,7 @@ _testnet_ws_url = 'wss://test.deribit.com/ws/api/v2'
 class JSONRPCResult(Struct):
     jsonrpc: str = '2.0'
     id: int
-    result: Optional[dict] = None
+    result: Optional[list[dict]] = None
     error: Optional[dict] = None
     usIn: int
     usOut: int
@@ -289,24 +293,29 @@ class Client:
         currency: str = 'btc',  # BTC, ETH, SOL, USDC
         kind: str = 'option',
         expired: bool = False
-    ) -> dict[str, Any]:
-        """Get symbol info for the exchange.
 
-        """
+    ) -> dict[str, dict]:
+        '''
+        Get symbol infos.
+
+        '''
         if self._pairs:
             return self._pairs
 
         # will retrieve all symbols by default
-        params = {
+        params: dict[str, str] = {
             'currency': currency.upper(),
             'kind': kind,
             'expired': str(expired).lower()
         }
 
-        resp = await self.json_rpc('public/get_instruments', params)
-        results = resp.result
-
-        instruments = {
+        resp: JSONRPCResult = await self.json_rpc(
+            'public/get_instruments',
+            params,
+        )
+        # convert to symbol-keyed table
+        results: list[dict] | None = resp.result
+        instruments: dict[str, dict] = {
             item['instrument_name'].lower(): item
             for item in results
         }
@@ -319,6 +328,7 @@ class Client:
     async def cache_symbols(
         self,
     ) -> dict:
+
         if not self._pairs:
             self._pairs = await self.symbol_info()
 
@@ -329,17 +339,23 @@ class Client:
         pattern: str,
         limit: int = 30,
     ) -> dict[str, Any]:
-        data = await self.symbol_info()
+        '''
+        Fuzzy search symbology set for pairs matching `pattern`.
 
-        matches = fuzzy.extractBests(
-            pattern,
-            data,
+        '''
+        pairs: dict[str, Any] = await self.symbol_info()
+        matches: dict[str, Pair] = match_from_pairs(
+            pairs=pairs,
+            query=pattern.upper(),
             score_cutoff=35,
             limit=limit
         )
-        # repack in dict form
-        return {item[0]['instrument_name'].lower(): item[0]
-                for item in matches}
+
+       # repack in name-keyed table
+        return {
+            pair['instrument_name'].lower(): pair
+            for pair in matches.values()
+        }
 
     async def bars(
         self,
@@ -417,6 +433,7 @@ async def get_client(
 ) -> Client:
 
     async with (
+        collapse_eg(),
         trio.open_nursery() as n,
         open_jsonrpc_session(
             _testnet_ws_url, dtype=JSONRPCResult) as json_rpc

piker/brokers/deribit/feed.py

@@ -26,7 +26,7 @@ import time
 import trio
 from trio_typing import TaskStatus
 import pendulum
-from fuzzywuzzy import process as fuzzy
+from rapidfuzz import process as fuzzy
 import numpy as np
 import tractor
 

piker/brokers/ib/_util.py

@@ -20,6 +20,11 @@ runnable script-programs.
 
 '''
 from __future__ import annotations
+from datetime import (  # noqa
+    datetime,
+    date,
+    tzinfo as TzInfo,
+)
 from functools import partial
 from typing import (
     Literal,
@@ -33,7 +38,7 @@ from piker.brokers._util import get_logger
 
 if TYPE_CHECKING:
     from .api import Client
-    from ib_insync import IB
+    import i3ipc
 
 log = get_logger('piker.brokers.ib')
 
@@ -48,8 +53,39 @@ _reset_tech: Literal[
 ] = 'vnc'
 
 
+no_setup_msg:str = (
+    'No data reset hack test setup for {vnc_sockaddr}!\n'
+    'See config setup tips @\n'
+    'https://github.com/pikers/piker/tree/master/piker/brokers/ib'
+)
+
+
+def try_xdo_manual(
+    client: Client,
+):
+    '''
+    Do the "manual" `xdo`-based screen switch + click
+    combo since apparently the `asyncvnc` client ain't workin..
+
+    Note this is only meant as a backup method for Xorg users,
+    ideally you can use a real vnc client and the `vnc_click_hack()`
+    impl!
+
+    '''
+    global _reset_tech
+    try:
+        i3ipc_xdotool_manual_click_hack()
+        _reset_tech = 'i3ipc_xdotool'
+        return True
+    except OSError:
+        vnc_sockaddr: str = client.conf.vnc_addrs
+        log.exception(
+            no_setup_msg.format(vnc_sockaddr=vnc_sockaddr)
+        )
+        return False
+
+
 async def data_reset_hack(
-    # vnc_host: str,
     client: Client,
     reset_type: Literal['data', 'connection'],
 
@@ -81,56 +117,60 @@ async def data_reset_hack(
           that need to be wrangle.
 
     '''
-    ib_client: IB = client.ib
-
     # look up any user defined vnc socket address mapped from
     # a particular API socket port.
-    api_port: str = str(ib_client.client.port)
-    vnc_host: str
-    vnc_port: int
-    vnc_host, vnc_port = client.conf['vnc_addrs'].get(
-        api_port,
-        ('localhost', 3003)
-    )
+    vnc_addrs: tuple[str]|None = client.conf.get('vnc_addrs')
+    if not vnc_addrs:
+        log.warning(
+            no_setup_msg.format(vnc_sockaddr=client.conf)
+            +
+            'REQUIRES A `vnc_addrs: array` ENTRY'
+        )
 
-    no_setup_msg:str = (
-        f'No data reset hack test setup for {vnc_host}!\n'
-        'See setup @\n'
-        'https://github.com/pikers/piker/tree/master/piker/brokers/ib'
-    )
     global _reset_tech
-
     match _reset_tech:
         case 'vnc':
             try:
                 await tractor.to_asyncio.run_task(
                     partial(
                         vnc_click_hack,
-                        host=vnc_host,
-                        port=vnc_port,
+                        client=client,
                     )
                 )
-            except OSError:
-                if vnc_host != 'localhost':
-                    log.warning(no_setup_msg)
-                    return False
-
+            except (
+                OSError,  # no VNC server avail..
+                PermissionError,  # asyncvnc pw fail..
+            ):
                 try:
                     import i3ipc  # noqa  (since a deps dynamic check)
                 except ModuleNotFoundError:
-                    log.warning(no_setup_msg)
+                    log.warning(
+                        no_setup_msg.format(vnc_sockaddr=client.conf)
+                    )
                     return False
 
-                try:
-                    i3ipc_xdotool_manual_click_hack()
-                    _reset_tech = 'i3ipc_xdotool'
-                    return True
-                except OSError:
-                    log.exception(no_setup_msg)
-                    return False
+                # XXX, Xorg only workaround..
+                # TODO? remove now that we have `pyvnc`?
+                # if vnc_host not in {
+                #     'localhost',
+                #     '127.0.0.1',
+                # }:
+                #     focussed, matches = i3ipc_fin_wins_titled()
+                #     if not matches:
+                #         log.warning(
+                #             no_setup_msg.format(vnc_sockaddr=vnc_sockaddr)
+                #         )
+                #         return False
+                #     else:
+                #         try_xdo_manual(vnc_sockaddr)
+
+                # localhost but no vnc-client or it borked..
+                else:
+                    try_xdo_manual(client)
 
         case 'i3ipc_xdotool':
-            i3ipc_xdotool_manual_click_hack()
+            try_xdo_manual(client)
+            # i3ipc_xdotool_manual_click_hack()
 
         case _ as tech:
             raise RuntimeError(f'{tech} is not supported for reset tech!?')
@@ -140,21 +180,66 @@ async def data_reset_hack(
 
 
 async def vnc_click_hack(
-    host: str,
-    port: int,
-    reset_type: str = 'data'
+    client: Client,
+    reset_type: str = 'data',
+    pw: str|None = None,
+
 ) -> None:
     '''
     Reset the data or network connection for the VNC attached
-    ib gateway using magic combos.
+    ib-gateway using a (magic) keybinding combo.
+
+    A vnc-server password can be set either by an input `pw` param or
+    set in the client's config with the latter loaded from the user's
+    `brokers.toml` in a vnc-addrs-port-mapping section,
+
+    .. code:: toml
+
+        [ib.vnc_addrs]
+        4002 = {host = 'localhost', port = 5900, pw = 'doggy'}
 
     '''
+    api_port: str = str(client.ib.client.port)
+    conf: dict = client.conf
+    vnc_addrs: dict[int, tuple] = conf.get('vnc_addrs')
+    if not vnc_addrs:
+        return None
+
+    addr_entry: dict|tuple = vnc_addrs.get(
+        api_port,
+        ('localhost', 5900)  # a typical default
+    )
+    if pw is None:
+        match addr_entry:
+            case (
+                host,
+                port,
+            ):
+                pass
+
+            case {
+                'host': host,
+                'port': port,
+                'pw': pw
+            }:
+                pass
+
+            case _:
+                raise ValueError(
+                    f'Invalid `ib.vnc_addrs` entry ?\n'
+                    f'{addr_entry!r}\n'
+                )
     try:
-        import asyncvnc
+        from pyvnc import (
+            AsyncVNCClient,
+            VNCConfig,
+            Point,
+            MOUSE_BUTTON_LEFT,
+        )
     except ModuleNotFoundError:
         log.warning(
             "In order to leverage `piker`'s built-in data reset hacks, install "
-            "the `asyncvnc` project: https://github.com/barneygale/asyncvnc"
+            "the `pyvnc` project: https://github.com/regulad/pyvnc.git"
         )
         return
 
@@ -165,24 +250,79 @@ async def vnc_click_hack(
         'connection': 'r'
     }[reset_type]
 
-    async with asyncvnc.connect(
-        host,
-        port=port,
-
-        # TODO: doesn't work see:
-        # https://github.com/barneygale/asyncvnc/issues/7
-        # password='ibcansmbz',
-
-    ) as client:
-
-        # move to middle of screen
-        # 640x1800
-        client.mouse.move(
-            x=500,
-            y=500,
+    with tractor.devx.open_crash_handler():
+        client = await AsyncVNCClient.connect(
+            VNCConfig(
+                host=host,
+                port=port,
+                password=pw,
+            )
         )
-        client.mouse.click()
-        client.keyboard.press('Ctrl', 'Alt', key)  # keys are stacked
+        async with client:
+            # move to middle of screen
+            # 640x1800
+            await client.move(
+                Point(
+                    500,
+                    500,
+                )
+            )
+            # ensure the ib-gw window is active
+            await client.click(MOUSE_BUTTON_LEFT)
+            # send the hotkeys combo B)
+            await client.press('Ctrl', 'Alt', key)  # keys are stacked
+
+
+def i3ipc_fin_wins_titled(
+    titles: list[str] = [
+        'Interactive Brokers',  # tws running in i3
+        'IB Gateway',  # gw running in i3
+        # 'IB',  # gw running in i3 (newer version?)
+
+        # !TODO, remote vnc instance
+        # -[ ] something in title (or other Con-props) that indicates
+        #   this is explicitly for ibrk sw?
+        #  |_[ ]  !can use modden spawn eventually!
+        'TigerVNC',
+        # 'vncviewer',  # the terminal..
+    ],
+) -> tuple[
+    i3ipc.Con,  # orig focussed win
+    list[tuple[str, i3ipc.Con]],  # matching wins by title
+]:
+    '''
+    Attempt to find a local-DE window titled with an entry in
+    `titles`.
+
+    If found deliver the current focussed window and all matching
+    `i3ipc.Con`s in a list.
+
+    '''
+    import i3ipc
+    ipc = i3ipc.Connection()
+
+    # TODO: might be worth offering some kinda api for grabbing
+    # the window id from the pid?
+    # https://stackoverflow.com/a/2250879
+    tree = ipc.get_tree()
+    focussed: i3ipc.Con = tree.find_focused()
+
+    matches: list[i3ipc.Con] = []
+    for name in titles:
+        results = tree.find_titled(name)
+        print(f'results for {name}: {results}')
+        if results:
+            con = results[0]
+            matches.append((
+                name,
+                con,
+            ))
+
+    return (
+        focussed,
+        matches,
+    )
+
 
 
 def i3ipc_xdotool_manual_click_hack() -> None:
@@ -190,67 +330,48 @@ def i3ipc_xdotool_manual_click_hack() -> None:
     Do the data reset hack but expecting a local X-window using `xdotool`.
 
     '''
-    import i3ipc
-    i3 = i3ipc.Connection()
-
-    # TODO: might be worth offering some kinda api for grabbing
-    # the window id from the pid?
-    # https://stackoverflow.com/a/2250879
-    t = i3.get_tree()
-
-    orig_win_id = t.find_focused().window
-
-    # for tws
-    win_names: list[str] = [
-        'Interactive Brokers',  # tws running in i3
-        'IB Gateway',  # gw running in i3
-        # 'IB',  # gw running in i3 (newer version?)
-    ]
-
+    focussed, matches = i3ipc_fin_wins_titled()
+    orig_win_id = focussed.window
     try:
-        for name in win_names:
-            results = t.find_titled(name)
-            print(f'results for {name}: {results}')
-            if results:
-                con = results[0]
-                print(f'Resetting data feed for {name}')
-                win_id = str(con.window)
-                w, h = con.rect.width, con.rect.height
+        for name, con in matches:
+            print(f'Resetting data feed for {name}')
+            win_id = str(con.window)
+            w, h = con.rect.width, con.rect.height
 
-                # TODO: seems to be a few libs for python but not sure
-                # if they support all the sub commands we need, order of
-                # most recent commit history:
-                # https://github.com/rr-/pyxdotool
-                # https://github.com/ShaneHutter/pyxdotool
-                # https://github.com/cphyc/pyxdotool
+            # TODO: seems to be a few libs for python but not sure
+            # if they support all the sub commands we need, order of
+            # most recent commit history:
+            # https://github.com/rr-/pyxdotool
+            # https://github.com/ShaneHutter/pyxdotool
+            # https://github.com/cphyc/pyxdotool
 
-                # TODO: only run the reconnect (2nd) kc on a detected
-                # disconnect?
-                for key_combo, timeout in [
-                    # only required if we need a connection reset.
-                    # ('ctrl+alt+r', 12),
-                    # data feed reset.
-                    ('ctrl+alt+f', 6)
-                ]:
-                    subprocess.call([
-                        'xdotool',
-                        'windowactivate', '--sync', win_id,
+            # TODO: only run the reconnect (2nd) kc on a detected
+            # disconnect?
+            for key_combo, timeout in [
+                # only required if we need a connection reset.
+                # ('ctrl+alt+r', 12),
+                # data feed reset.
+                ('ctrl+alt+f', 6)
+            ]:
+                subprocess.call([
+                    'xdotool',
+                    'windowactivate', '--sync', win_id,
 
-                        # move mouse to bottom left of window (where
-                        # there should be nothing to click).
-                        'mousemove_relative', '--sync', str(w-4), str(h-4),
+                    # move mouse to bottom left of window (where
+                    # there should be nothing to click).
+                    'mousemove_relative', '--sync', str(w-4), str(h-4),
 
-                        # NOTE: we may need to stick a `--retry 3` in here..
-                        'click', '--window', win_id,
-                        '--repeat', '3', '1',
+                    # NOTE: we may need to stick a `--retry 3` in here..
+                    'click', '--window', win_id,
+                    '--repeat', '3', '1',
 
-                        # hackzorzes
-                        'key', key_combo,
-                        ],
-                        timeout=timeout,
-                    )
+                    # hackzorzes
+                    'key', key_combo,
+                    ],
+                    timeout=timeout,
+                )
 
-    # re-activate and focus original window
+        # re-activate and focus original window
         subprocess.call([
             'xdotool',
             'windowactivate', '--sync', str(orig_win_id),
@@ -258,3 +379,99 @@ def i3ipc_xdotool_manual_click_hack() -> None:
         ])
     except subprocess.TimeoutExpired:
         log.exception('xdotool timed out?')
+
+
+
+def is_current_time_in_range(
+    start_dt: datetime,
+    end_dt: datetime,
+) -> bool:
+    '''
+    Check if current time is within the datetime range.
+
+    Use any/the-same timezone as provided by `start_dt.tzinfo` value
+    in the range.
+
+    '''
+    now: datetime = datetime.now(start_dt.tzinfo)
+    return start_dt <= now <= end_dt
+
+
+# TODO, put this into `._util` and call it from here!
+#
+# NOTE, this was generated by @guille from a gpt5 prompt
+# and was originally thot to be needed before learning about
+# `ib_insync.contract.ContractDetails._parseSessions()` and
+# it's downstream meths..
+#
+# This is still likely useful to keep for now to parse the
+# `.tradingHours: str` value manually if we ever decide
+# to move off `ib_async` and implement our own `trio`/`anyio`
+# based version Bp
+#
+# >attempt to parse the retarted ib "time stampy thing" they
+# >do for "venue hours" with this.. written by
+# >gpt5-"thinking",
+#
+
+
+def parse_trading_hours(
+    spec: str,
+    tz: TzInfo|None = None
+) -> dict[
+    date,
+    tuple[datetime, datetime]
+]|None:
+    '''
+    Parse venue hours like:
+    'YYYYMMDD:HHMM-YYYYMMDD:HHMM;YYYYMMDD:CLOSED;...'
+
+    Returns `dict[date] = (open_dt, close_dt)` or `None` if
+    closed.
+
+    '''
+    if (
+        not isinstance(spec, str)
+        or
+        not spec
+    ):
+        raise ValueError('spec must be a non-empty string')
+
+    out: dict[
+        date,
+        tuple[datetime, datetime]
+    ]|None = {}
+
+    for part in (p.strip() for p in spec.split(';') if p.strip()):
+        if part.endswith(':CLOSED'):
+            day_s, _ = part.split(':', 1)
+            d = datetime.strptime(day_s, '%Y%m%d').date()
+            out[d] = None
+            continue
+
+        try:
+            start_s, end_s = part.split('-', 1)
+            start_dt = datetime.strptime(start_s, '%Y%m%d:%H%M')
+            end_dt = datetime.strptime(end_s, '%Y%m%d:%H%M')
+        except ValueError as exc:
+            raise ValueError(f'invalid segment: {part}') from exc
+
+        if tz is not None:
+            start_dt = start_dt.replace(tzinfo=tz)
+            end_dt = end_dt.replace(tzinfo=tz)
+
+        out[start_dt.date()] = (start_dt, end_dt)
+
+    return out
+
+
+# ORIG desired usage,
+#
+# TODO, for non-drunk tomorrow,
+# - call above fn and check that `output[today] is not None`
+# trading_hrs: dict = parse_trading_hours(
+#     details.tradingHours
+# )
+# liq_hrs: dict = parse_trading_hours(
+#     details.liquidHours
+    # )

piker/brokers/ib/api.py

@@ -41,7 +41,6 @@ import time
 from typing import (
     Any,
     Callable,
-    Union,
 )
 from types import SimpleNamespace
 
@@ -49,7 +48,13 @@ from bidict import bidict
 import trio
 import tractor
 from tractor import to_asyncio
-import pendulum
+from tractor import trionics
+from pendulum import (
+    from_timestamp,
+    DateTime,
+    Duration,
+    duration as mk_duration,
+)
 from eventkit import Event
 from ib_insync import (
     client as ib_client,
@@ -221,16 +226,20 @@ def bars_to_np(bars: list) -> np.ndarray:
 # https://interactivebrokers.github.io/tws-api/historical_limitations.html#non-available_hd
 _samplings: dict[int, tuple[str, str]] = {
     1: (
+        # ib strs
         '1 secs',
         f'{int(2e3)} S',
-        pendulum.duration(seconds=2e3),
+
+        mk_duration(seconds=2e3),
     ),
     # TODO: benchmark >1 D duration on query to see if
     # throughput can be made faster during backfilling.
     60: (
+        # ib strs
         '1 min',
-        '1 D',
-        pendulum.duration(days=1),
+        '2 D',
+
+        mk_duration(days=2),
     ),
 }
 
@@ -279,9 +288,31 @@ 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.
@@ -303,19 +334,19 @@ class Client:
         fqme: str,
 
         # EST in ISO 8601 format is required... below is EPOCH
-        start_dt: Union[datetime, str] = "1970-01-01T00:00:00.000000-05:00",
-        end_dt: Union[datetime, str] = "",
+        start_dt: datetime|str = "1970-01-01T00:00:00.000000-05:00",
+        end_dt: datetime|str = "",
 
         # ohlc sample period in seconds
         sample_period_s: int = 1,
 
         # optional "duration of time" equal to the
         # length of the returned history frame.
-        duration: str | None = None,
+        duration: str|None = None,
 
         **kwargs,
 
-    ) -> tuple[BarDataList, np.ndarray, pendulum.Duration]:
+    ) -> tuple[BarDataList, np.ndarray, Duration]:
         '''
         Retreive OHLCV bars for a fqme over a range to the present.
 
@@ -324,14 +355,19 @@ class Client:
         # https://interactivebrokers.github.io/tws-api/historical_data.html
         bars_kwargs = {'whatToShow': 'TRADES'}
         bars_kwargs.update(kwargs)
-        bar_size, duration, dt_duration = _samplings[sample_period_s]
+        (
+            bar_size,
+            ib_duration_str,
+            default_dt_duration,
+        ) = _samplings[sample_period_s]
 
-        global _enters
-        log.info(
-            f"REQUESTING {duration}'s worth {bar_size} BARS\n"
-            f'{_enters} @ end={end_dt}"'
+        dt_duration: Duration = (
+            duration
+            or default_dt_duration
         )
 
+        # TODO: maybe remove all this?
+        global _enters
         if not end_dt:
             end_dt = ''
 
@@ -340,8 +376,8 @@ class Client:
         contract: Contract = (await self.find_contracts(fqme))[0]
         bars_kwargs.update(getattr(contract, 'bars_kwargs', {}))
 
-        bars = await self.ib.reqHistoricalDataAsync(
-            contract,
+        kwargs: dict[str, Any] = dict(
+            contract=contract,
             endDateTime=end_dt,
             formatDate=2,
 
@@ -353,7 +389,7 @@ class Client:
 
             # time history length values format:
             # ``durationStr=integer{SPACE}unit (S|D|W|M|Y)``
-            durationStr=duration,
+            durationStr=ib_duration_str,
 
             # always use extended hours
             useRTH=False,
@@ -363,50 +399,122 @@ class Client:
             # whatToShow='MIDPOINT',
             # whatToShow='TRADES',
         )
+        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 2 cases here to handle (and this should be
-            # read alongside the implementation of
-            # ``.reqHistoricalDataAsync()``):
-            # - no data is returned for the period likely due to
-            # a weekend, holiday or other non-trading period prior to
-            # ``end_dt`` which exceeds the ``duration``,
-            # - a timeout occurred in which case insync internals return
-            # an empty list thing with bars.clear()...
-            return [], np.empty(0), dt_duration
+            # 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()
+
+            log.critical(
+                'STUPID IB SAYS NO HISTORY\n\n'
+                + query_info
+            )
+
             # 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.
-        elif (
-            end_dt
-            and (
-                (len(bars) * sample_period_s) < dt_duration.in_seconds()
-            )
+        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 (
+            # XXX XXX XXX
+            # => WHY DID WE EVEN NEED THIS ORIGINALLY!? <=
+            # XXX XXX XXX
+            False
+            and end_dt
         ):
-            log.warning(
-                f'Recursing to get more bars from {end_dt} for {dt_duration}'
-            )
-            end_dt -= dt_duration
-            (
-                r_bars,
-                r_arr,
-                r_duration,
-            ) = await self.bars(
-                fqme,
-                start_dt=start_dt,
-                end_dt=end_dt,
-            )
-            r_bars.extend(bars)
-            bars = r_bars
+            nparr: np.ndarray = bars_to_np(bars)
+            times: np.ndarray = nparr['time']
+            first: float = times[0]
+            tdiff: float = times[-1] - first
 
-        nparr = bars_to_np(bars)
-        return bars, nparr, dt_duration
+            if (
+                # len(bars) * sample_period_s) < dt_duration.in_seconds()
+                tdiff < dt_duration.in_seconds()
+                # and False
+            ):
+                end_dt: DateTime = from_timestamp(first)
+                log.warning(
+                    f'Frame result was shorter then {dt_duration}!?\n'
+                    'Recursing for more bars:\n'
+                    f'end_dt: {end_dt}\n'
+                    f'dt_duration: {dt_duration}\n'
+                )
+                (
+                    r_bars,
+                    r_arr,
+                    r_duration,
+                ) = await self.bars(
+                    fqme,
+                    start_dt=start_dt,
+                    end_dt=end_dt,
+                    sample_period_s=sample_period_s,
+
+                    # TODO: make a table for Duration to
+                    # the ib str values in order to use this?
+                    # duration=duration,
+                )
+                r_bars.extend(bars)
+                bars = r_bars
+
+        nparr: np.ndarray = bars_to_np(bars)
+
+        # timestep should always be at least as large as the
+        # period step.
+        tdiff: np.ndarray = np.diff(nparr['time'])
+        to_short: np.ndarray = tdiff < sample_period_s
+        if (to_short).any():
+            # raise ValueError(
+            log.error(
+                f'OHLC frame for {sample_period_s} has {to_short.size} '
+                'time steps which are shorter then expected?!"'
+            )
+            # OOF: this will break teardown?
+            # -[ ] check if it's greenback
+            # -[ ] why tf are we leaking shm entries..
+            # -[ ] make a test on the debugging asyncio testing
+            #    branch..
+            # breakpoint()
+
+        return (
+            bars,
+            nparr,
+            dt_duration,
+        )
 
     async def con_deats(
         self,
@@ -416,20 +524,26 @@ class Client:
 
         futs: list[asyncio.Future] = []
         for con in contracts:
-            if con.primaryExchange not in _exch_skip_list:
+            exch: str = con.primaryExchange or con.exchange
+            if (
+                exch
+                and exch not in _exch_skip_list
+            ):
                 futs.append(self.ib.reqContractDetailsAsync(con))
 
         # batch request all details
         try:
             results: list[ContractDetails] = await asyncio.gather(*futs)
         except RequestError as err:
-            msg = err.message
+            msg: str = err.message
             if (
                 'No security definition' in msg
             ):
                 log.warning(f'{msg}: {contracts}')
                 return {}
 
+            raise
+
         # one set per future result
         details: dict[str, ContractDetails] = {}
         for details_set in results:
@@ -602,8 +716,8 @@ class Client:
 
     async def find_contracts(
         self,
-        pattern: str | None = None,
-        contract: Contract | None = None,
+        pattern: str|None = None,
+        contract: Contract|None = None,
         qualify: bool = True,
         err_on_qualify: bool = True,
 
@@ -663,7 +777,7 @@ class Client:
 
         # commodities
         elif exch == 'CMDTY':  # eg. XAUUSD.CMDTY
-            con_kwargs, bars_kwargs = _adhoc_symbol_map[symbol]
+            con_kwargs, bars_kwargs = _adhoc_symbol_map[symbol.upper()]
             con = Commodity(**con_kwargs)
             con.bars_kwargs = bars_kwargs
 
@@ -727,12 +841,16 @@ class Client:
                 or tract.exchange
                 or exch
             )
-            pattern: str = f'{symbol}.{exch}'
+            pattern: str = f'{symbol}.{exch.lower()}'
             expiry: str = tract.lastTradeDateOrContractMonth
             # add an entry with expiry suffix if available
             if expiry:
                 pattern += f'.{expiry}'
 
+            # since pos update msgs will always have the full fqme
+            # with suffix?
+            pattern += '.ib'
+
             # directly cache the input pattern to the output
             # contract match as well as by the IB-internal conId.
             self._contracts[pattern] = tract
@@ -740,6 +858,23 @@ class Client:
 
         return contracts
 
+    async def maybe_get_head_time(
+        self,
+        fqme: str,
+
+    ) -> datetime|None:
+        '''
+        Return the first datetime stamp for `fqme` or `None`
+        on request failure.
+
+        '''
+        try:
+            head_dt: datetime = await self.get_head_time(fqme=fqme)
+            return head_dt
+        except RequestError:
+            log.warning(f'Unable to get head time: {fqme} ?')
+            return None
+
     async def get_head_time(
         self,
         fqme: str,
@@ -779,8 +914,11 @@ class Client:
     async def get_quote(
         self,
         contract: Contract,
+        timeout: float = 1,
+        tries: int = 100,
+        raise_on_timeout: bool = False,
 
-    ) -> Ticker:
+    ) -> Ticker|None:
         '''
         Return a single (snap) quote for symbol.
 
@@ -789,30 +927,53 @@ class Client:
             contract,
             snapshot=True,
         )
-        ready = ticker.updateEvent
+        ready: ticker.TickerUpdateEvent = ticker.updateEvent
 
         # ensure a last price gets filled in before we deliver quote
+        timeouterr: Exception|None = None
         warnset: bool = False
-        for _ in range(100):
-            if isnan(ticker.last):
+        for _ in range(tries):
+
+            # wait for a first update(Event) indicatingn a 
+            # live quote feed.
+            if isnan(ticker.last):
+                try:
+                    tkr = await asyncio.wait_for(
+                        ready,
+                        timeout=timeout,
+                    )
+                    if tkr:
+                        break
+
+                except TimeoutError as err:
+                    timeouterr = err
+                    await asyncio.sleep(0.01)
+                    continue
 
-                done, pending = await asyncio.wait(
-                    [ready],
-                    timeout=0.01,
-                )
-                if ready in done:
-                    break
                 else:
                     if not warnset:
                         log.warning(
-                            f'Quote for {contract} timed out: market is closed?'
+                            f'Quote req timed out..\n'
+                            f'Maybe the venue is closed?\n'
+                            f'\n'
+                            f'{asdict(contract)}'
                         )
                         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
+            ):
+                raise timeouterr
+
             if not warnset:
                 log.warning(
                     f'Contract {contract} is not returning a quote '
@@ -820,6 +981,8 @@ class Client:
                 )
                 warnset = True
 
+            return None
+
         return ticker
 
     # async to be consistent for the client proxy, and cuz why not.
@@ -867,8 +1030,12 @@ 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",
@@ -981,7 +1148,9 @@ _scan_ignore: set[tuple[str, int]] = set()
 
 def get_config() -> dict[str, Any]:
 
-    conf, path = config.load('brokers')
+    conf, path = config.load(
+        conf_name='brokers',
+    )
     section = conf.get('ib')
 
     accounts = section.get('accounts')
@@ -994,8 +1163,8 @@ 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:
@@ -1062,7 +1231,7 @@ 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] = {}
@@ -1087,6 +1256,12 @@ 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,
@@ -1101,7 +1276,9 @@ 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
 
@@ -1116,37 +1293,59 @@ 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:
@@ -1169,21 +1368,20 @@ async def load_aio_clients(
 
 
 async def load_clients_for_trio(
-    from_trio: asyncio.Queue,
-    to_trio: trio.abc.SendChannel,
-
+    chan: tractor.to_asyncio.LinkedTaskChannel,
 ) -> None:
     '''
     Pure async mngr proxy to ``load_aio_clients()``.
 
-    This is a bootstrap entrypoing to call from
-    a ``tractor.to_asyncio.open_channel_from()``.
+    This is a bootstrap entrypoint to call from
+    a `tractor.to_asyncio.open_channel_from()`.
 
     '''
-    async with load_aio_clients() as accts2clients:
-
-        to_trio.send_nowait(accts2clients)
+    async with load_aio_clients(
+        disconnect_on_exit=False,
+    ) as accts2clients:
 
+        chan.started_nowait(accts2clients)
         # TODO: maybe a sync event to wait on instead?
         await asyncio.sleep(float('inf'))
 
@@ -1196,7 +1394,10 @@ async def open_client_proxies() -> tuple[
     async with (
         tractor.trionics.maybe_open_context(
             acm_func=tractor.to_asyncio.open_channel_from,
-            kwargs={'target': load_clients_for_trio},
+            kwargs={
+                'target': load_clients_for_trio,
+                # ^XXX, kwarg to `open_channel_from()`
+            },
 
             # lock around current actor task access
             # TODO: maybe this should be the default in tractor?
@@ -1306,7 +1507,7 @@ class MethodProxy:
         self,
         pattern: str,
 
-    ) -> Union[dict[str, Any], trio.Event]:
+    ) -> dict[str, Any]|trio.Event:
 
         ev = self.event_table.get(pattern)
 
@@ -1327,27 +1528,25 @@ class MethodProxy:
 
 
 async def open_aio_client_method_relay(
-    from_trio: asyncio.Queue,
-    to_trio: trio.abc.SendChannel,
+    chan: tractor.to_asyncio.LinkedTaskChannel,
     client: Client,
     event_consumers: dict[str, trio.Event],
 
 ) -> None:
 
     # sync with `open_client_proxy()` caller
-    to_trio.send_nowait(client)
+    chan.started_nowait(client)
 
     # TODO: separate channel for error handling?
-    client.inline_errors(to_trio)
+    client.inline_errors(chan)
 
     # relay all method requests to ``asyncio``-side client and deliver
     # back results
-    while not to_trio._closed:
-        msg = await from_trio.get()
-
+    while not chan._to_trio._closed:  # <- TODO, better check like `._web_bs`?
+        msg: tuple[str, dict]|dict|None = await chan.get()
         match msg:
             case None:  # termination sentinel
-                print('asyncio PROXY-RELAY SHUTDOWN')
+                log.info('asyncio `Client` method-proxy SHUTDOWN!')
                 break
 
             case (meth_name, kwargs):
@@ -1357,7 +1556,7 @@ async def open_aio_client_method_relay(
                 try:
                     resp = await meth(**kwargs)
                     # echo the msg back
-                    to_trio.send_nowait({'result': resp})
+                    chan.send_nowait({'result': resp})
 
                 except (
                     RequestError,
@@ -1365,10 +1564,10 @@ async def open_aio_client_method_relay(
                     # TODO: relay all errors to trio?
                     # BaseException,
                 ) as err:
-                    to_trio.send_nowait({'exception': err})
+                    chan.send_nowait({'exception': err})
 
             case {'error': content}:
-                to_trio.send_nowait({'exception': content})
+                chan.send_nowait({'exception': content})
 
             case _:
                 raise ValueError(f'Unhandled msg {msg}')
@@ -1390,7 +1589,8 @@ async def open_client_proxy(
             event_consumers=event_table,
         ) as (first, chan),
 
-        trio.open_nursery() as relay_n,
+        trionics.collapse_eg(),  # loose-ify
+        trio.open_nursery() as relay_tn,
     ):
 
         assert isinstance(first, Client)
@@ -1430,7 +1630,7 @@ async def open_client_proxy(
 
                     continue
 
-        relay_n.start_soon(relay_events)
+        relay_tn.start_soon(relay_events)
 
         yield proxy
 

piker/brokers/ib/broker.py

@@ -20,7 +20,7 @@ Order and trades endpoints for use with ``piker``'s EMS.
 """
 from __future__ import annotations
 from contextlib import ExitStack
-from collections import ChainMap
+# from collections import ChainMap
 from functools import partial
 from pprint import pformat
 import time
@@ -34,6 +34,7 @@ import trio
 from trio_typing import TaskStatus
 import tractor
 from tractor.to_asyncio import LinkedTaskChannel
+from tractor import trionics
 from ib_insync.contract import (
     Contract,
 )
@@ -116,7 +117,11 @@ def pack_position(
             symbol=fqme,
             currency=con.currency,
             size=float(pos.position),
-            avg_price=float(pos.avgCost) / float(con.multiplier or 1.0),
+            avg_price=(
+                float(pos.avgCost)
+                /
+                float(con.multiplier or 1.0)
+            ),
         ),
     )
 
@@ -357,6 +362,10 @@ async def update_and_audit_pos_msg(
         size=ibpos.position,
 
         avg_price=pikerpos.ppu,
+
+        # XXX ensures matching even if multiple venue-names
+        # in `.bs_fqme`, likely from txn records..
+        bs_mktid=mkt.bs_mktid,
     )
 
     ibfmtmsg: str = pformat(ibpos._asdict())
@@ -407,7 +416,7 @@ async def update_and_audit_pos_msg(
 
     # TODO: make this a "propaganda" log level?
     if ibpos.avgCost != msg.avg_price:
-        log.warning(
+        log.debug(
             f'IB "FIFO" avg price for {msg.symbol} is DIFF:\n'
             f'ib: {ibfmtmsg}\n'
             '---------------------------\n'
@@ -425,7 +434,8 @@ async def aggr_open_orders(
 
 ) -> None:
     '''
-    Collect all open orders from client and fill in `order_msgs: list`.
+    Collect all open orders from client and fill in `order_msgs:
+    list`.
 
     '''
     trades: list[Trade] = client.ib.openTrades()
@@ -546,7 +556,10 @@ async def open_trade_dialog(
         ),
 
         # TODO: do this as part of `open_account()`!?
-        open_symcache('ib', only_from_memcache=True) as symcache,
+        open_symcache(
+            'ib',
+            only_from_memcache=True,
+        ) as symcache,
     ):
         # Open a trade ledgers stack for appending trade records over
         # multiple accounts.
@@ -554,8 +567,10 @@ async def open_trade_dialog(
         ledgers: dict[str, TransactionLedger] = {}
         tables: dict[str, Account] = {}
         order_msgs: list[Status] = []
-        conf = get_config()
-        accounts_def_inv: bidict[str, str] = bidict(conf['accounts']).inverse
+        conf: dict = get_config()
+        accounts_def_inv: bidict[str, str] = bidict(
+            conf['accounts']
+        ).inverse
 
         with (
             ExitStack() as lstack,
@@ -705,7 +720,11 @@ async def open_trade_dialog(
             # client-account and build out position msgs to deliver to
             # EMS.
             for acctid, acnt in tables.items():
-                active_pps, closed_pps = acnt.dump_active()
+                active_pps: dict[str, Position]
+                (
+                    active_pps,
+                    closed_pps,
+                ) = acnt.dump_active()
 
                 for pps in [active_pps, closed_pps]:
                     piker_pps: list[Position] = list(pps.values())
@@ -721,6 +740,7 @@ async def open_trade_dialog(
                         )
                         if ibpos:
                             bs_mktid: str = str(ibpos.contract.conId)
+
                             msg = await update_and_audit_pos_msg(
                                 acctid,
                                 pikerpos,
@@ -738,7 +758,7 @@ async def open_trade_dialog(
                                 f'UNEXPECTED POSITION says IB => {msg.symbol}\n'
                                 'Maybe they LIQUIDATED YOU or your ledger is wrong?\n'
                             )
-                            log.error(logmsg)
+                            log.debug(logmsg)
 
             await ctx.started((
                 all_positions,
@@ -747,21 +767,22 @@ async def open_trade_dialog(
 
             async with (
                 ctx.open_stream() as ems_stream,
-                trio.open_nursery() as n,
+                trionics.collapse_eg(),
+                trio.open_nursery() as tn,
             ):
                 # relay existing open orders to ems
                 for msg in order_msgs:
                     await ems_stream.send(msg)
 
                 for client in set(aioclients.values()):
-                    trade_event_stream: LinkedTaskChannel = await n.start(
+                    trade_event_stream: LinkedTaskChannel = await tn.start(
                         open_trade_event_stream,
                         client,
                     )
 
                     # start order request handler **before** local trades
                     # event loop
-                    n.start_soon(
+                    tn.start_soon(
                         handle_order_requests,
                         ems_stream,
                         accounts_def,
@@ -769,7 +790,7 @@ async def open_trade_dialog(
                     )
 
                     # allocate event relay tasks for each client connection
-                    n.start_soon(
+                    tn.start_soon(
                         deliver_trade_events,
 
                         trade_event_stream,
@@ -846,6 +867,18 @@ async def emit_pp_update(
 
         # con: Contract = fill.contract
 
+        # provide a backup fqme -> MktPair table in case the
+        # symcache does not (yet) have an entry for the current mkt
+        # txn.
+        backup_table: dict[str, MktPair] = {}
+        for tid, txn in trans.items():
+            fqme: str = txn.fqme
+            if fqme not in ledger.symcache.mktmaps:
+                # bs_mktid: str = txn.bs_mktid
+                backup_table[fqme] = client._cons2mkts[
+                    client._contracts[fqme]
+                ]
+
         acnt.update_from_ledger(
             trans,
 
@@ -855,7 +888,7 @@ async def emit_pp_update(
 
             # TODO: remove this hack by attempting to symcache an
             # incrementally updated table?
-            _mktmap_table=client._contracts
+            _mktmap_table=backup_table,
         )
 
         # re-compute all positions that have changed state.
@@ -1171,7 +1204,14 @@ 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,
@@ -1222,34 +1262,52 @@ async def deliver_trade_events(
                 # never relay errors for non-broker related issues
                 # https://interactivebrokers.github.io/tws-api/message_codes.html
                 code: int = err['error_code']
-                if code in {
-                    200,  # uhh
+                reason: str = err['reason']
+                reqid: str = str(err['reqid'])
+
+                # "Warning:" msg codes,
+                # https://interactivebrokers.github.io/tws-api/message_codes.html#warning_codes
+                # - 2109: 'Outside Regular Trading Hours'
+                if 'Warning:' in reason:
+                    log.warning(
+                        f'Order-API-warning: {code!r}\n'
+                        f'reqid: {reqid!r}\n'
+                        f'\n'
+                        f'{pformat(err)}\n'
+                        # ^TODO? should we just print the `reason`
+                        # not the full `err`-dict?
+                    )
+                    continue
+
+                # XXX known special (ignore) cases
+                elif code in {
+                    200,  # uhh.. ni idea
 
                     # hist pacing / connectivity
                     162,
                     165,
 
-                    # WARNING codes:
-                    # https://interactivebrokers.github.io/tws-api/message_codes.html#warning_codes
-                    # Attribute 'Outside Regular Trading Hours' is
-                    # " 'ignored based on the order type and
-                    # destination. PlaceOrder is now ' 'being
-                    # processed.',
-                    2109,
-
                     # XXX: lol this isn't even documented..
                     # 'No market data during competing live session'
                     1669,
                 }:
+                    log.error(
+                        f'Order-API-error which is non-cancel-causing ?!\n'
+                        f'\n'
+                        f'{pformat(err)}\n'
+                    )
                     continue
 
-                reqid: str = str(err['reqid'])
-                reason: str = err['reason']
-
                 if err['reqid'] == -1:
-                    log.error(f'TWS external order error:\n{pformat(err)}')
+                    log.error(
+                        f'TWS external order error ??\n'
+                        f'{pformat(err)}\n'
+                    )
 
-                flow: ChainMap = flows.get(reqid)
+                flow: dict = dict(
+                    flows.get(reqid)
+                    or {}
+                )
 
                 # TODO: we don't want to relay data feed / lookup errors
                 # so we need some further filtering logic here..
@@ -1260,7 +1318,7 @@ async def deliver_trade_events(
                     reason=reason,
                     broker_details={
                         'name': 'ib',
-                        'flow': dict(flow),
+                        'flow': flow,
                     },
                 )
                 flows.add_msg(reqid, err_msg.to_dict())

piker/brokers/ib/ledger.py

@@ -31,9 +31,14 @@ from typing import (
 )
 
 from bidict import bidict
-import pendulum
-from ib_insync.objects import (
+from pendulum import (
+    DateTime,
+    parse,
+    from_timestamp,
+)
+from ib_insync import (
     Contract,
+    Commodity,
     Fill,
     Execution,
     CommissionReport,
@@ -65,10 +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,
     }
 )
 
@@ -88,15 +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']]
@@ -127,26 +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')
@@ -237,6 +271,21 @@ def norm_trade(
                 name=symbol.lower(),
                 atype='option',
                 tx_tick=Decimal('1'),
+
+                # TODO: we should probably always cast to the
+                # `Contract` instance then dict-serialize that for
+                # the `.info` field!
+                # info=asdict(Option()),
+            )
+
+        case 'CMDTY':
+            from .symbols import _adhoc_symbol_map
+            con_kwargs, _ = _adhoc_symbol_map[symbol.upper()]
+            dst = Asset(
+                name=symbol.lower(),
+                atype='commodity',
+                tx_tick=Decimal('1'),
+                info=asdict(Commodity(**con_kwargs)),
             )
 
     # try to build out piker fqme from record.
@@ -341,6 +390,7 @@ def norm_trade_records(
         if txn is None:
             continue
 
+        # inject txns sorted by datetime
         insort(
             records,
             txn,
@@ -389,7 +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

@@ -29,7 +29,7 @@ from typing import (
     TYPE_CHECKING,
 )
 
-from fuzzywuzzy import process as fuzzy
+from rapidfuzz import process as fuzzy
 import ib_insync as ibis
 import tractor
 import trio
@@ -165,6 +165,7 @@ _exch_skip_list = {
     'MEXI',  # mexican stocks
 
     # no idea
+    'NSE',
     'VALUE',
     'FUNDSERV',
     'SWB2',
@@ -208,12 +209,15 @@ 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:
                 log.info(f'received {pattern}')
-                now = time.time()
+                now: float = time.time()
 
                 # this causes tractor hang...
                 # assert 0
@@ -260,7 +264,9 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
                 # defined adhoc symbol set.
                 stock_results = []
 
-                async def stash_results(target: Awaitable[list]):
+                async def extend_results(
+                    target: Awaitable[list]
+                ) -> None:
                     try:
                         results = await target
                     except tractor.trionics.Lagged:
@@ -269,11 +275,11 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
 
                     stock_results.extend(results)
 
-                for i in range(10):
+                for _ in range(10):
                     with trio.move_on_after(3) as cs:
                         async with trio.open_nursery() as sn:
                             sn.start_soon(
-                                stash_results,
+                                extend_results,
                                 proxy.search_symbols(
                                     pattern=pattern,
                                     upto=5,
@@ -288,11 +294,13 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
                             f'Search timeout? {proxy._aio_ns.ib.client}'
                         )
                         continue
-                    else:
+                    elif stock_results:
                         break
+                    # else:
+                    # await tractor.pause()
 
                     # # match against our ad-hoc set immediately
-                    # adhoc_matches = fuzzy.extractBests(
+                    # adhoc_matches = fuzzy.extract(
                     #     pattern,
                     #     list(_adhoc_futes_set),
                     #     score_cutoff=90,
@@ -305,7 +313,7 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
                     #     adhoc_matches}
 
                 log.debug(f'fuzzy matching stocks {stock_results}')
-                stock_matches = fuzzy.extractBests(
+                stock_matches = fuzzy.extract(
                     pattern,
                     stock_results,
                     score_cutoff=50,
@@ -423,9 +431,9 @@ def con2fqme(
         except KeyError:
             pass
 
-    suffix = con.primaryExchange or con.exchange
-    symbol = con.symbol
-    expiry = con.lastTradeDateOrContractMonth or ''
+    suffix: str = con.primaryExchange or con.exchange
+    symbol: str = con.symbol
+    expiry: str = con.lastTradeDateOrContractMonth or ''
 
     match con:
         case ibis.Option():
@@ -517,7 +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

@@ -27,18 +27,21 @@ from typing import (
 )
 import time
 
+import httpx
 import pendulum
-import asks
-from fuzzywuzzy import process as fuzzy
 import numpy as np
 import urllib.parse
 import hashlib
 import hmac
 import base64
+import tractor
 import trio
 
 from piker import config
-from piker.data import def_iohlcv_fields
+from piker.data import (
+    def_iohlcv_fields,
+    match_from_pairs,
+)
 from piker.accounting._mktinfo import (
     Asset,
     digits_to_dec,
@@ -58,6 +61,11 @@ 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!
@@ -68,12 +76,18 @@ _symbol_info_translation: dict[str, str] = {
 
 
 def get_config() -> dict[str, Any]:
+    '''
+    Load our section from `piker/brokers.toml`.
 
-    conf, path = config.load()
-    section = conf.get('kraken')
-
-    if section is None:
-        log.warning(f'No config section found for kraken in {path}')
+    '''
+    conf, path = config.load(
+        conf_name='brokers',
+        touch_if_dne=True,
+    )
+    if (section := conf.get('kraken')) is None:
+        log.warning(
+            f'No config section found for kraken in {path}'
+        )
         return {}
 
     return section
@@ -106,16 +120,19 @@ class InvalidKey(ValueError):
 
 class Client:
 
-    # symbol mapping from all names to the altname
-    _altnames: dict[str, str] = {}
-
-    # key-ed by kraken's own bs_mktids (like fricking "XXMRZEUR")
-    # with said keys used directly from EP responses so that ledger
-    # parsing can be easily accomplished from both trade-event-msgs
-    # and offline toml files
+    # assets and mkt pairs are key-ed by kraken's ReST response
+    # symbol-bs_mktids (we call them "X-keys" like fricking
+    # "XXMRZEUR"). these keys used directly since ledger endpoints
+    # return transaction sets keyed with the same set!
     _Assets: dict[str, Asset] = {}
     _AssetPairs: dict[str, Pair] = {}
 
+    # offer lookup tables for all .altname and .wsname
+    # to the equivalent .xname so that various symbol-schemas
+    # can be mapped to `Pair`s in the tables above.
+    _altnames: dict[str, str] = {}
+    _wsnames: dict[str, str] = {}
+
     # key-ed by `Pair.bs_fqme: str`, and thus used for search
     # allowing for lookup using piker's own FQME symbology sys.
     _pairs: dict[str, Pair] = {}
@@ -124,16 +141,15 @@ 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
@@ -155,10 +171,9 @@ 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)
 
@@ -169,18 +184,18 @@ 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)
 
@@ -209,8 +224,8 @@ class Client:
         by_bsmktid: dict[str, dict] = resp['result']
 
         balances: dict = {}
-        for respname, bal in by_bsmktid.items():
-            asset: Asset = self._Assets[respname]
+        for xname, bal in by_bsmktid.items():
+            asset: Asset = self._Assets[xname]
 
             # TODO: which KEY should we use? it's used to index
             # the `Account.pps: dict` ..
@@ -358,8 +373,7 @@ class Client:
         #     1658347714, 'status': 'Success'}]}
 
         if xfers:
-            import tractor
-            await tractor.pp()
+            await tractor.pause()
 
         trans: dict[str, Transaction] = {}
         for entry in xfers:
@@ -367,7 +381,6 @@ class Client:
             asset_key: str = entry['asset']
             asset: Asset = self._Assets[asset_key]
             asset_key: str = asset.name.lower()
-            # asset_key: str = self._altnames[asset_key].lower()
 
             # XXX: this is in the asset units (likely) so it isn't
             # quite the same as a commisions cost necessarily..)
@@ -473,25 +486,32 @@ class Client:
             if err:
                 raise SymbolNotFound(pair_patt)
 
-            # NOTE: we key pairs by our custom defined `.bs_fqme`
-            # field since we want to offer search over this key
-            # set, callers should fill out lookup tables for
-            # kraken's bs_mktid keys to map to these keys!
-            for key, data in resp['result'].items():
-                pair = Pair(respname=key, **data)
+            # NOTE: we try to key pairs by our custom defined
+            # `.bs_fqme` field since we want to offer search over
+            # this pattern set, callers should fill out lookup
+            # tables for kraken's bs_mktid keys to map to these
+            # keys!
+            # XXX: FURTHER kraken's data eng team decided to offer
+            # 3 frickin market-pair-symbol key sets depending on
+            # which frickin API is being used.
+            # Example for the trading pair 'LTC<EUR'
+            # - the "X-key" from rest eps 'XLTCZEUR'
+            # - the "websocket key" from ws msgs is 'LTC/EUR'
+            # - the "altname key" also delivered in pair info is 'LTCEUR'
+            for xkey, data in resp['result'].items():
 
-                # always cache so we can possibly do faster lookup
-                self._AssetPairs[key] = pair
+                # NOTE: always cache in pairs tables for faster lookup
+                with tractor.devx.maybe_open_crash_handler(): # as bxerr:
+                    pair = Pair(xname=xkey, **data)
 
-                bs_fqme: str = pair.bs_fqme
-
-                self._pairs[bs_fqme] = pair
-
-                # register the piker pair under all monikers, a giant flat
-                # surjection of all possible (and stupid) kraken names to
-                # the FMQE style piker key.
-                self._altnames[pair.altname] = bs_fqme
-                self._altnames[pair.wsname] = bs_fqme
+                # register the above `Pair` structs for all
+                # key-sets/monikers: a set of 4 (frickin) tables
+                # acting as a combined surjection of all possible
+                # (and stupid) kraken names to their `Pair` obj.
+                self._AssetPairs[xkey] = pair
+                self._pairs[pair.bs_fqme] = pair
+                self._altnames[pair.altname] = pair
+                self._wsnames[pair.wsname] = pair
 
         if pair_patt is not None:
             return next(iter(self._pairs.items()))[1]
@@ -506,12 +526,13 @@ class Client:
         Load all market pair info build and cache it for downstream
         use.
 
-        An ``._altnames: dict[str, str]`` is available for looking
-        up the piker-native FQME style `Pair.bs_fqme: str` for any
-        input of the three (yes, it's that idiotic) available
-        key-sets that kraken frickin offers depending on the API
-        including the .altname, .wsname and the weird ass default
-        set they return in rest responses..
+        Multiple pair info lookup tables (like ``._altnames:
+        dict[str, str]``) are created for looking up the
+        piker-native `Pair`-struct from any input of the three
+        (yes, it's that idiotic..) available symbol/pair-key-sets
+        that kraken frickin offers depending on the API including
+        the .altname, .wsname and the weird ass default set they
+        return in ReST responses .xname..
 
         '''
         if (
@@ -539,13 +560,17 @@ class Client:
             await self.get_mkt_pairs()
             assert self._pairs, '`Client.get_mkt_pairs()` was never called!?'
 
-        matches = fuzzy.extractBests(
-            pattern,
-            self._pairs,
+        matches: dict[str, Pair] = match_from_pairs(
+            pairs=self._pairs,
+            query=pattern.upper(),
             score_cutoff=50,
         )
-        # repack in dict form
-        return {item[0].altname: item[0] for item in matches}
+
+        # repack in .altname-keyed output table
+        return {
+            pair.altname: pair
+            for pair in matches.values()
+        }
 
     async def bars(
         self,
@@ -628,7 +653,7 @@ class Client:
     def to_bs_fqme(
         cls,
         pair_str: str
-    ) -> tuple[str, Pair]:
+    ) -> str:
         '''
         Normalize symbol names to to a 3x3 pair from the global
         definition map which we build out from the data retreived from
@@ -636,7 +661,7 @@ class Client:
 
         '''
         try:
-            return cls._altnames[pair_str.upper()]
+            return cls._altnames[pair_str.upper()].bs_fqme
         except KeyError as ke:
             raise SymbolNotFound(f'kraken has no {ke.args[0]}')
 
@@ -644,24 +669,36 @@ 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

@@ -175,9 +175,8 @@ async def handle_order_requests(
 
             case {
                 'account': 'kraken.spot' as account,
-                'action': action,
-            } if action in {'buy', 'sell'}:
-
+                'action': 'buy'|'sell',
+            }:
                 # validate
                 order = BrokerdOrder(**msg)
 
@@ -262,6 +261,12 @@ async def handle_order_requests(
                 } | extra
 
                 log.info(f'Submitting WS order request:\n{pformat(req)}')
+
+                # NOTE HOWTO, debug order requests
+                #
+                # if 'XRP' in pair:
+                #     await tractor.pause()
+
                 await ws.send_msg(req)
 
                 # placehold for sanity checking in relay loop
@@ -407,7 +412,7 @@ def trades2pps(
                 # included?
                 account='kraken.' + acctid,
                 symbol=p.mkt.fqme,
-                size=p.size,
+                size=p.cumsize,
                 avg_price=p.ppu,
                 currency='',
             )
@@ -513,6 +518,7 @@ async def open_trade_dialog(
             ledger_trans: dict[str, Transaction] = await norm_trade_records(
                 ledger,
                 client,
+                api_name_set='xname',
             )
 
             if not acnt.pps:
@@ -534,6 +540,7 @@ async def open_trade_dialog(
             api_trans: dict[str, Transaction] = await norm_trade_records(
                 tids2trades,
                 client,
+                api_name_set='xname',
             )
 
             # retrieve kraken reported balances
@@ -542,7 +549,7 @@ async def open_trade_dialog(
             # to be reloaded.
             balances: dict[str, float] = await client.get_balances()
 
-            verify_balances(
+            await verify_balances(
                 acnt,
                 src_fiat,
                 balances,
@@ -610,18 +617,18 @@ 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,
                 )
 
 
@@ -637,7 +644,8 @@ 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,
@@ -697,7 +705,8 @@ 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')
 
@@ -743,12 +752,19 @@ async def handle_order_updates(
                 new_trans = await norm_trade_records(
                     trades,
                     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)
 
@@ -1074,6 +1090,8 @@ async def handle_order_updates(
                         f'Failed to {action} order {reqid}:\n'
                         f'{errmsg}'
                     )
+                    # if tractor._state.debug_mode():
+                    #     await tractor.pause()
 
                     symbol: str = 'N/A'
                     if chain := apiflows.get(reqid):

piker/brokers/kraken/ledger.py

@@ -64,9 +64,19 @@ def norm_trade(
         'sell': -1,
     }[record['type']]
 
-    rest_pair_key: str = record['pair']
-    pair: Pair = pairs[rest_pair_key]
+    # NOTE: this value may be either the websocket OR the rest schema
+    # so we need to detect the key format and then choose the
+    # correct symbol lookup table to evetually get a ``Pair``..
+    # See internals of `Client.asset_pairs()` for deats!
+    src_pair_key: str = record['pair']
 
+    # XXX: kraken's data engineering is soo bad they require THREE
+    # different pair schemas (more or less seemingly tied to
+    # transport-APIs)..LITERALLY they return different market id
+    # pairs in the ledger endpoints vs. the websocket event subs..
+    # lookup pair using appropriately provided tabled depending
+    # on API-key-schema..
+    pair: Pair = pairs[src_pair_key]
     fqme: str = pair.bs_fqme.lower() + '.kraken'
 
     return Transaction(
@@ -83,6 +93,7 @@ def norm_trade(
 async def norm_trade_records(
     ledger: dict[str, Any],
     client: Client,
+    api_name_set: str = 'xname',
 
 ) -> dict[str, Transaction]:
     '''
@@ -97,11 +108,16 @@ async def norm_trade_records(
         # mkt: MktPair = (await get_mkt_info(manual_fqme))[0]
         # fqme: str = mkt.fqme
         # assert fqme == manual_fqme
+        pairs: dict[str, Pair] = {
+            'xname': client._AssetPairs,
+            'wsname': client._wsnames,
+            'altname': client._altnames,
+        }[api_name_set]
 
         records[tid] = norm_trade(
             tid,
             record,
-            pairs=client._AssetPairs,
+            pairs=pairs,
         )
 
     return records

piker/brokers/kraken/symbols.py

@@ -21,7 +21,6 @@ Symbology defs and search.
 from decimal import Decimal
 
 import tractor
-from fuzzywuzzy import process as fuzzy
 
 from piker._cacheables import (
     async_lifo_cache,
@@ -41,9 +40,14 @@ from piker.accounting._mktinfo import (
 )
 
 
-# https://www.kraken.com/features/api#get-tradable-pairs
 class Pair(Struct):
-    respname: str  # idiotic bs_mktid equiv i guess?
+    '''
+    A tradable asset pair as schema-defined by,
+
+    https://docs.kraken.com/api/docs/rest-api/get-tradable-asset-pairs
+
+    '''
+    xname: str  # idiotic bs_mktid equiv i guess?
     altname: str  # alternate pair name
     wsname: str  # WebSocket pair name (if available)
     aclass_base: str  # asset class of base component
@@ -53,7 +57,6 @@ class Pair(Struct):
     lot: str  # volume lot size
 
     cost_decimals: int
-    costmin: float
     pair_decimals: int  # scaling decimal places for pair
     lot_decimals: int  # scaling decimal places for volume
 
@@ -79,6 +82,7 @@ class Pair(Struct):
     tick_size: float  # min price step size
     status: str
 
+    costmin: str|None = None  # XXX, only some mktpairs?
     short_position_limit: float = 0
     long_position_limit: float = float('inf')
 
@@ -94,7 +98,7 @@ class Pair(Struct):
         make up their minds on a better key set XD
 
         '''
-        return self.respname
+        return self.xname
 
     @property
     def price_tick(self) -> Decimal:
@@ -136,19 +140,10 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
         await ctx.started(cache)
 
         async with ctx.open_stream() as stream:
-
             async for pattern in stream:
-
-                matches = fuzzy.extractBests(
-                    pattern,
-                    client._pairs,
-                    score_cutoff=50,
+                await stream.send(
+                    await client.search_symbols(pattern)
                 )
-                # repack in dict form
-                await stream.send({
-                    pair[0].altname: pair[0]
-                    for pair in matches
-                })
 
 
 @async_lifo_cache()

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,
@@ -41,9 +40,8 @@ from typing import (
 import wsproto
 from uuid import uuid4
 
-from fuzzywuzzy import process as fuzzy
 from trio_typing import TaskStatus
-import asks
+import httpx
 from bidict import bidict
 import numpy as np
 import pendulum
@@ -64,8 +62,11 @@ from piker._cacheables import (
 )
 from piker.log import get_logger
 from piker.data.validate import FeedInit
-from piker.types import Struct
-from piker.data import def_iohlcv_fields
+from piker.types import Struct  # NOTE, this is already a `tractor.msg.Struct`
+from piker.data import (
+    def_iohlcv_fields,
+    match_from_pairs,
+)
 from piker.data._web_bs import (
     open_autorecon_ws,
     NoBsWs,
@@ -97,9 +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
@@ -109,7 +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):
@@ -210,8 +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]] = []
@@ -225,18 +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(
@@ -247,6 +270,7 @@ class Client:
             ).digest()
         )
 
+        # TODO: can we cache this between calls?
         passphrase = base64.b64encode(
             hmac.new(
                 self._config.key_secret.encode('utf-8'),
@@ -268,8 +292,10 @@ class Client:
         self,
         action: Literal['POST', 'GET'],
         endpoint: str,
+
         api: str = 'v2',
         headers: dict = {},
+
     ) -> Any:
         '''
         Generic request wrapper for Kucoin API
@@ -282,14 +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)}'
@@ -309,7 +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'
@@ -347,8 +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()
@@ -364,20 +395,29 @@ 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
 
         return pairs, fqmes2mktids
 
-    async def cache_pairs(
+    async def get_mkt_pairs(
         self,
         update: bool = False,
 
@@ -405,16 +445,27 @@ class Client:
 
     ) -> dict[str, KucoinMktPair]:
         '''
-        Use fuzzy search to match against all market names.
+        Use fuzzy search engine to match against pairs, deliver
+        matching ones.
 
         '''
-        data = await self.cache_pairs()
+        if not len(self._pairs):
+            await self.get_mkt_pairs()
+            assert self._pairs, '`Client.get_mkt_pairs()` was never called!?'
 
-        matches = fuzzy.extractBests(
-            pattern, data, score_cutoff=35, limit=limit
+        matches: dict[str, KucoinMktPair] = match_from_pairs(
+            pairs=self._pairs,
+            # query=pattern.upper(),
+            query=pattern.upper(),
+            score_cutoff=35,
+            limit=limit,
         )
+
         # repack in dict form
-        return {item[0].name: item[0] for item in matches}
+        return {
+            pair.name: pair
+            for pair in matches.values()
+        }
 
     async def last_trades(self, sym: str) -> list[AccountTrade]:
         trades = await self._request(
@@ -554,13 +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.cache_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
@@ -569,7 +628,7 @@ async def open_symbol_search(
 ) -> None:
     async with open_cached_client('kucoin') as client:
         # load all symbols locally for fast search
-        await client.cache_pairs()
+        await client.get_mkt_pairs()
         await ctx.started()
 
         async with ctx.open_stream() as stream:
@@ -596,7 +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
@@ -608,16 +667,21 @@ 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:
         # split off any fqme broker part
         bs_fqme, _, broker = fqme.partition('.')
 
-        pairs: dict[str, KucoinMktPair] = await client.cache_pairs()
+        pairs: dict[str, KucoinMktPair] = await client.get_mkt_pairs()
 
         try:
             # likely search result key which is already in native mkt symbol form
@@ -685,6 +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)
@@ -692,7 +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(
                 (
@@ -706,20 +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
@@ -774,7 +861,7 @@ async def subscribe(
             )
 
 
-async def stream_messages(
+async def iter_normed_quotes(
     ws: NoBsWs,
     sym: str,
 
@@ -805,6 +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': [
@@ -897,7 +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/brokers/questrade.py

@@ -37,6 +37,12 @@ import tractor
 from async_generator import asynccontextmanager
 import numpy as np
 import wrapt
+
+# TODO, port to `httpx`/`trio-websocket` whenver i get back to
+# writing a proper ws-api streamer for this backend (since the data
+# feeds are free now) as per GH feat-req:
+# https://github.com/pikers/piker/issues/509
+#
 import asks
 
 from ..calc import humanize, percent_change

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/clearing/_client.py

@@ -25,7 +25,10 @@ from typing import TYPE_CHECKING
 
 import trio
 import tractor
-from tractor.trionics import broadcast_receiver
+from tractor.trionics import (
+    broadcast_receiver,
+    collapse_eg,
+)
 
 from ._util import (
     log,  # sub-sys logger
@@ -168,7 +171,6 @@ class OrderClient(Struct):
 
 
 async def relay_orders_from_sync_code(
-
     client: OrderClient,
     symbol_key: str,
     to_ems_stream: tractor.MsgStream,
@@ -242,6 +244,11 @@ async def open_ems(
 
     async with maybe_open_emsd(
         broker,
+        # XXX NOTE, LOL so this determines the daemon `emsd` loglevel
+        # then FYI.. that's kinda wrong no?
+        # -[ ] shouldn't it be set by `pikerd -l` or no?
+        # -[ ] would make a lot more sense to have a subsys ctl for
+        #     levels.. like `-l emsd.info` or something?
         loglevel=loglevel,
     ) as portal:
 
@@ -281,8 +288,11 @@ async def open_ems(
             client._ems_stream = trades_stream
 
             # start sync code order msg delivery task
-            async with trio.open_nursery() as n:
-                n.start_soon(
+            async with (
+                collapse_eg(),
+                trio.open_nursery() as tn,
+            ):
+                tn.start_soon(
                     relay_orders_from_sync_code,
                     client,
                     fqme,
@@ -298,4 +308,4 @@ async def open_ems(
                 )
 
                 # stop the sync-msg-relay task on exit.
-                n.cancel_scope.cancel()
+                tn.cancel_scope.cancel()

piker/clearing/_ems.py

@@ -42,6 +42,7 @@ from bidict import bidict
 import trio
 from trio_typing import TaskStatus
 import tractor
+from tractor import trionics
 
 from ._util import (
     log,  # sub-sys logger
@@ -76,7 +77,6 @@ if TYPE_CHECKING:
 
 # TODO: numba all of this
 def mk_check(
-
     trigger_price: float,
     known_last: float,
     action: str,
@@ -162,7 +162,7 @@ async def clear_dark_triggers(
 
     router: Router,
     brokerd_orders_stream: tractor.MsgStream,
-    quote_stream: tractor.ReceiveMsgStream,  # noqa
+    quote_stream: tractor.MsgStream,
     broker: str,
     fqme: str,
 
@@ -178,6 +178,7 @@ async def clear_dark_triggers(
     '''
     # XXX: optimize this for speed!
     # TODO:
+    # - port to the new ringbuf stuff in `tractor.ipc`!
     # - numba all this!
     # - this stream may eventually contain multiple symbols
     quote_stream._raise_on_lag = False
@@ -387,6 +388,7 @@ async def open_brokerd_dialog(
     for ep_name in [
         'open_trade_dialog',  # probably final name?
         'trades_dialogue',  # legacy
+        # ^!TODO, rm this since all backends ported no ?!?
     ]:
         trades_endpoint = getattr(
             brokermod,
@@ -500,7 +502,7 @@ class Router(Struct):
 
     '''
     # setup at actor spawn time
-    nursery: trio.Nursery
+    _tn: trio.Nursery
 
     # broker to book map
     books: dict[str, DarkBook] = {}
@@ -653,7 +655,11 @@ class Router(Struct):
             flume = feed.flumes[fqme]
             first_quote: dict = flume.first_quote
             book: DarkBook = self.get_dark_book(broker)
-            book.lasts[fqme]: float = float(first_quote['last'])
+
+            if not (last := first_quote.get('last')):
+                last: float = flume.rt_shm.array[-1]['close']
+
+            book.lasts[fqme]: float = float(last)
 
             async with self.maybe_open_brokerd_dialog(
                 brokermod=brokermod,
@@ -666,7 +672,7 @@ class Router(Struct):
                 # dark book clearing loop, also lives with parent
                 # daemon to allow dark order clearing while no
                 # client is connected.
-                self.nursery.start_soon(
+                self._tn.start_soon(
                     clear_dark_triggers,
                     self,
                     relay.brokerd_stream,
@@ -689,7 +695,7 @@ class Router(Struct):
 
                 # spawn a ``brokerd`` order control dialog stream
                 # that syncs lifetime with the parent `emsd` daemon.
-                self.nursery.start_soon(
+                self._tn.start_soon(
                     translate_and_relay_brokerd_events,
                     broker,
                     relay.brokerd_stream,
@@ -716,7 +722,7 @@ class Router(Struct):
             subs = self.subscribers[sub_key]
 
         sent_some: bool = False
-        for client_stream in subs:
+        for client_stream in subs.copy():
             try:
                 await client_stream.send(msg)
                 sent_some = True
@@ -763,10 +769,12 @@ async def _setup_persistent_emsd(
 
     global _router
 
-    # open a root "service nursery" for the ``emsd`` actor
-    async with trio.open_nursery() as service_nursery:
-
-        _router = Router(nursery=service_nursery)
+    # open a root "service task-nursery" for the `emsd`-actor
+    async with (
+        trionics.collapse_eg(),
+        trio.open_nursery() as tn
+    ):
+        _router = Router(_tn=tn)
 
         # TODO: send back the full set of persistent
         # orders/execs?
@@ -913,8 +921,17 @@ async def translate_and_relay_brokerd_events(
             }:
                 if (
                     not oid
+                    # try to lookup any order dialog by
+                    # brokerd-side id..
+                    and not (
+                        oid := book._ems2brokerd_ids.inverse.get(reqid)
+                    )
                 ):
-                    oid: str = book._ems2brokerd_ids.inverse[reqid]
+                    log.warning(
+                        f'Rxed unusable error-msg:\n'
+                        f'{brokerd_msg}'
+                    )
+                    continue
 
                 msg = BrokerdError(**brokerd_msg)
 
@@ -949,7 +966,10 @@ async def translate_and_relay_brokerd_events(
                     fqme: str = (
                         bdmsg.symbol  # might be None
                         or
-                        bdmsg.broker_details['flow']['symbol']
+                        bdmsg.broker_details['flow']
+                        # NOTE: what happens in empty case in the
+                        # broadcast below? it's a problem?
+                        .get('symbol', '')
                     )
 
                 await router.client_broadcast(
@@ -998,14 +1018,28 @@ async def translate_and_relay_brokerd_events(
                 status_msg.brokerd_msg = msg
                 status_msg.src = msg.broker_details['name']
 
-                await router.client_broadcast(
-                    status_msg.req.symbol,
-                    status_msg,
-                )
+                if not status_msg.req:
+                    # likely some order change state?
+                    await tractor.pause()
+                else:
+                    await router.client_broadcast(
+                        status_msg.req.symbol,
+                        status_msg,
+                    )
 
                 if status == 'closed':
-                    log.info(f'Execution for {oid} is complete!')
-                    status_msg = book._active.pop(oid)
+                    log.info(
+                        f'Execution is complete!\n'
+                        f'oid: {oid!r}\n'
+                    )
+                    status_msg = book._active.pop(oid, None)
+                    if status_msg is None:
+                        log.warning(
+                            f'Order was already cleared from book ??\n'
+                            f'oid: {oid!r}\n'
+                            f'\n'
+                            f'Maybe the order cancelled before submitted ??\n'
+                        )
 
                 elif status == 'canceled':
                     log.cancel(f'Cancellation for {oid} is complete!')
@@ -1170,12 +1204,16 @@ async def process_client_order_cmds(
     submitting live orders immediately if requested by the client.
 
     '''
-    # cmd: dict
+    # TODO, only allow `msgspec.Struct` form!
+    cmd: dict
     async for cmd in client_order_stream:
-        log.info(f'Received order cmd:\n{pformat(cmd)}')
+        log.info(
+            f'Received order cmd:\n'
+            f'{pformat(cmd)}\n'
+        )
 
         # CAWT DAMN we need struct support!
-        oid = str(cmd['oid'])
+        oid: str = str(cmd['oid'])
 
         # register this stream as an active order dialog (msg flow) for
         # this order id such that translated message from the brokerd
@@ -1281,7 +1319,7 @@ async def process_client_order_cmds(
             case {
                 'oid': oid,
                 'symbol': fqme,
-                'price': trigger_price,
+                'price': price,
                 'size': size,
                 'action': ('buy' | 'sell') as action,
                 'exec_mode': ('live' | 'paper'),
@@ -1313,7 +1351,7 @@ async def process_client_order_cmds(
 
                     symbol=sym,
                     action=action,
-                    price=trigger_price,
+                    price=price,
                     size=size,
                     account=req.account,
                 )
@@ -1335,7 +1373,11 @@ async def process_client_order_cmds(
                 # (``translate_and_relay_brokerd_events()`` above) will
                 # handle relaying the ems side responses back to
                 # the client/cmd sender from this request
-                log.info(f'Sending live order to {broker}:\n{pformat(msg)}')
+                log.info(
+                    f'Sending live order to {broker}:\n'
+                    f'{pformat(msg)}'
+                )
+
                 await brokerd_order_stream.send(msg)
 
                 # an immediate response should be ``BrokerdOrderAck``
@@ -1351,7 +1393,7 @@ async def process_client_order_cmds(
             case {
                 'oid': oid,
                 'symbol': fqme,
-                'price': trigger_price,
+                'price': price,
                 'size': size,
                 'exec_mode': exec_mode,
                 'action': action,
@@ -1379,7 +1421,12 @@ async def process_client_order_cmds(
                 if isnan(last):
                     last = flume.rt_shm.array[-1]['close']
 
-                pred = mk_check(trigger_price, last, action)
+                trigger_price: float = float(price)
+                pred = mk_check(
+                    trigger_price,
+                    last,
+                    action,
+                )
 
                 # NOTE: for dark orders currently we submit
                 # the triggered live order at a price 5 ticks
@@ -1486,7 +1533,7 @@ async def maybe_open_trade_relays(
         loglevel: str = 'info',
     ):
 
-        fqme, relay, feed, client_ready = await _router.nursery.start(
+        fqme, relay, feed, client_ready = await _router._tn.start(
             _router.open_trade_relays,
             fqme,
             exec_mode,
@@ -1516,19 +1563,18 @@ async def maybe_open_trade_relays(
 
 @tractor.context
 async def _emsd_main(
-    ctx: tractor.Context,
+    ctx: tractor.Context,   # becomes `ems_ctx` below
     fqme: str,
     exec_mode: str,  # ('paper', 'live')
-    loglevel: str | None = None,
+    loglevel: str|None = None,
 
-) -> tuple[
-    dict[
-        # brokername, acctid
-        tuple[str, str],
+) -> tuple[  # `ctx.started()` value!
+    dict[  # positions
+        tuple[str, str],  # brokername, acctid
         list[BrokerdPosition],
     ],
-    list[str],
-    dict[str, Status],
+    list[str],  # accounts
+    dict[str, Status],  # dialogs
 ]:
     '''
     EMS (sub)actor entrypoint providing the execution management

piker/clearing/_messages.py

@@ -19,6 +19,7 @@ Clearing sub-system message and protocols.
 
 """
 from __future__ import annotations
+from decimal import Decimal
 from typing import (
     Literal,
 )
@@ -71,7 +72,15 @@ class Order(Struct):
     symbol: str  # | MktPair
     account: str  # should we set a default as '' ?
 
-    price: float
+    # https://docs.python.org/3/library/decimal.html#decimal-objects
+    #
+    # ?TODO? decimal usage throughout?
+    # -[ ] possibly leverage the `Encoder(decimal_format='number')`
+    #  bit?
+    # |_https://jcristharif.com/msgspec/supported-types.html#decimal
+    # -[ ] should we also use it for .size?
+    #
+    price: Decimal
     size: float  # -ve is "sell", +ve is "buy"
 
     brokers: list[str] = []
@@ -178,7 +187,7 @@ class BrokerdOrder(Struct):
     time_ns: int
 
     symbol: str  # fqme
-    price: float
+    price: Decimal
     size: float
 
     # TODO: if we instead rely on a +ve/-ve size to determine
@@ -292,6 +301,9 @@ class BrokerdError(Struct):
 
 # TODO: yeah, so we REALLY need to completely deprecate
 # this and use the `.accounting.Position` msg-type instead..
+# -[ ] an alternative might be to add a `Position.summary() ->
+#   `PositionSummary`-msg that we generate since `Position` has a lot
+#   of fields by default we likely don't want to send over the wire?
 class BrokerdPosition(Struct):
     '''
     Position update event from brokerd.
@@ -304,3 +316,4 @@ class BrokerdPosition(Struct):
     avg_price: float
     currency: str = ''
     name: str = 'position'
+    bs_mktid: str|int|None = None

piker/clearing/_paper_engine.py

@@ -26,6 +26,7 @@ from contextlib import asynccontextmanager as acm
 from datetime import datetime
 from operator import itemgetter
 import itertools
+from pprint import pformat
 import time
 from typing import (
     Callable,
@@ -39,6 +40,7 @@ import trio
 import tractor
 
 from piker.brokers import get_brokermod
+from piker.service import find_service
 from piker.accounting import (
     Account,
     MktPair,
@@ -295,6 +297,8 @@ class PaperBoi(Struct):
 
         # transmit pp msg to ems
         pp: Position = self.acnt.pps[bs_mktid]
+        # TODO, this will break if `require_only=True` was passed to
+        # `.update_from_ledger()`
 
         pp_msg = BrokerdPosition(
             broker=self.broker,
@@ -506,7 +510,7 @@ async def handle_order_requests(
                 reqid = await client.submit_limit(
                     oid=order.oid,
                     symbol=f'{order.symbol}.{client.broker}',
-                    price=order.price,
+                    price=float(order.price),
                     action=order.action,
                     size=order.size,
                     # XXX: by default 0 tells ``ib_insync`` methods that
@@ -651,6 +655,7 @@ async def open_trade_dialog(
                 # in) use manually constructed table from calling
                 # the `.get_mkt_info()` provider EP above.
                 _mktmap_table=mkt_by_fqme,
+                only_require=list(mkt_by_fqme),
             )
 
             pp_msgs: list[BrokerdPosition] = []
@@ -696,7 +701,12 @@ async def open_trade_dialog(
                 # sanity check all the mkt infos
                 for fqme, flume in feed.flumes.items():
                     mkt: MktPair = symcache.mktmaps.get(fqme) or mkt_by_fqme[fqme]
-                    assert mkt == flume.mkt
+                    if mkt != flume.mkt:
+                        diff: tuple = mkt - flume.mkt
+                        log.warning(
+                            'MktPair sig mismatch?\n'
+                            f'{pformat(diff)}'
+                        )
 
                 get_cost: Callable = getattr(
                     brokermod,
@@ -754,7 +764,7 @@ async def open_paperboi(
     service_name = f'paperboi.{broker}'
 
     async with (
-        tractor.find_actor(service_name) as portal,
+        find_service(service_name) as portal,
         tractor.open_nursery() as an,
     ):
         # NOTE: only spawn if no paperboi already is up since we likely
@@ -777,8 +787,10 @@ async def open_paperboi(
         ) as (ctx, first):
             yield ctx, first
 
-            # tear down connection and any spawned actor on exit
+            # ALWAYS tear down connection AND any newly spawned
+            # paperboi actor on exit!
             await ctx.cancel()
+
             if we_spawned:
                 await portal.cancel_actor()
 

piker/clearing/_util.py

@@ -30,6 +30,7 @@ subsys: str = 'piker.clearing'
 
 log = get_logger(subsys)
 
+# TODO, oof doesn't this ignore the `loglevel` then???
 get_console_log = partial(
     get_console_log,
     name=subsys,

piker/cli/__init__.py

@@ -1,30 +1,33 @@
 # piker: trading gear for hackers
-# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of pikers)
+# Copyright (C) 2018-present Tyler Goodlet
+# (in stewardship for pikers, everywhere.)
 
-# 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 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.
+# 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/>.
+# 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/>.
 
 '''
 CLI commons.
 
 '''
 import os
-from contextlib import AsyncExitStack
+# from contextlib import AsyncExitStack
 from types import ModuleType
 
 import click
 import trio
 import tractor
+from tractor._multiaddr import parse_maddr
 
 from ..log import (
     get_console_log,
@@ -42,35 +45,97 @@ from .. import config
 log = get_logger('piker.cli')
 
 
+def load_trans_eps(
+    network: dict | None = None,
+    maddrs: list[tuple] | None = None,
+
+) -> dict[str, dict[str, dict]]:
+
+    # transport-oriented endpoint multi-addresses
+    eps: dict[
+        str,  # service name, eg. `pikerd`, `emsd`..
+
+        # libp2p style multi-addresses parsed into prot layers
+        list[dict[str, str | int]]
+    ] = {}
+
+    if (
+        network
+        and not maddrs
+    ):
+        # load network section and (attempt to) connect all endpoints
+        # which are reachable B)
+        for key, maddrs in network.items():
+            match key:
+
+                # TODO: resolve table across multiple discov
+                # prots Bo
+                case 'resolv':
+                    pass
+
+                case 'pikerd':
+                    dname: str = key
+                    for maddr in maddrs:
+                        layers: dict = parse_maddr(maddr)
+                        eps.setdefault(
+                            dname,
+                            [],
+                        ).append(layers)
+
+    elif maddrs:
+        # presume user is manually specifying the root actor ep.
+        eps['pikerd'] = [parse_maddr(maddr)]
+
+    return eps
+
+
 @click.command()
-@click.option('--loglevel', '-l', default='warning', help='Logging level')
-@click.option('--tl', is_flag=True, help='Enable tractor logging')
-@click.option('--pdb', is_flag=True, help='Enable tractor debug mode')
-@click.option('--host', '-h', default=None, help='Host addr to bind')
-@click.option('--port', '-p', default=None, help='Port number to bind')
 @click.option(
-    '--tsdb',
-    is_flag=True,
-    help='Enable local ``marketstore`` instance'
+    '--loglevel',
+    '-l',
+    default='warning',
+    help='Logging level',
 )
 @click.option(
-    '--es',
+    '--tl',
     is_flag=True,
-    help='Enable local ``elasticsearch`` instance'
+    help='Enable tractor-runtime logs',
 )
+@click.option(
+    '--pdb',
+    is_flag=True,
+    help='Enable tractor debug mode',
+)
+@click.option(
+    '--maddr',
+    '-m',
+    default=None,
+    help='Multiaddrs to bind or contact',
+)
+# @click.option(
+#     '--tsdb',
+#     is_flag=True,
+#     help='Enable local ``marketstore`` instance'
+# )
+# @click.option(
+#     '--es',
+#     is_flag=True,
+#     help='Enable local ``elasticsearch`` instance'
+# )
 def pikerd(
+    maddr: list[str] | None,
     loglevel: str,
-    host: str,
-    port: int,
     tl: bool,
     pdb: bool,
-    tsdb: bool,
-    es: bool,
+    # tsdb: bool,
+    # es: bool,
 ):
     '''
     Spawn the piker broker-daemon.
 
     '''
+    # from tractor.devx import maybe_open_crash_handler
+    # with maybe_open_crash_handler(pdb=False):
     log = get_console_log(loglevel, name='cli')
 
     if pdb:
@@ -82,46 +147,49 @@ def pikerd(
             "\n"
         ))
 
-    reg_addr: None | tuple[str, int] = None
-    if host or port:
-        reg_addr = (
-            host or _default_registry_host,
-            int(port) or _default_registry_port,
+    # service-actor registry endpoint socket-address set
+    regaddrs: list[tuple[str, int]] = []
+
+    conf, _ = config.load(
+        conf_name='conf',
+    )
+    network: dict = conf.get('network')
+    if (
+        network is None
+        and not maddr
+    ):
+        regaddrs = [(
+            _default_registry_host,
+            _default_registry_port,
+        )]
+
+    else:
+        eps: dict = load_trans_eps(
+            network,
+            maddr,
         )
+        for layers in eps['pikerd']:
+            regaddrs.append((
+                layers['ipv4']['addr'],
+                layers['tcp']['port'],
+            ))
 
     from .. import service
 
     async def main():
         service_mngr: service.Services
-
         async with (
             service.open_pikerd(
+                registry_addrs=regaddrs,
                 loglevel=loglevel,
                 debug_mode=pdb,
-                registry_addr=reg_addr,
-
-            ) as service_mngr,  # normally delivers a ``Services`` handle
-
-            AsyncExitStack() as stack,
+                # enable_transports=['uds'],
+                enable_transports=['tcp'],
+            ) as service_mngr,
         ):
-            if tsdb:
-                dname, conf = await stack.enter_async_context(
-                    service.marketstore.start_ahab_daemon(
-                        service_mngr,
-                        loglevel=loglevel,
-                    )
-                )
-                log.info(f'TSDB `{dname}` up with conf:\n{conf}')
-
-            if es:
-                dname, conf = await stack.enter_async_context(
-                    service.elastic.start_ahab_daemon(
-                        service_mngr,
-                        loglevel=loglevel,
-                    )
-                )
-                log.info(f'DB `{dname}` up with conf:\n{conf}')
-
+            assert service_mngr
+            # ?TODO? spawn all other sub-actor daemons according to
+            # multiaddress endpoint spec defined by user config
             await trio.sleep_forever()
 
     trio.run(main)
@@ -137,8 +205,24 @@ def pikerd(
 @click.option('--loglevel', '-l', default='warning', help='Logging level')
 @click.option('--tl', is_flag=True, help='Enable tractor logging')
 @click.option('--configdir', '-c', help='Configuration directory')
-@click.option('--host', '-h', default=None, help='Host addr to bind')
-@click.option('--port', '-p', default=None, help='Port number to bind')
+@click.option(
+    '--pdb',
+    is_flag=True,
+    help='Enable runtime debug mode ',
+)
+@click.option(
+    '--maddr',
+    '-m',
+    default=None,
+    multiple=True,
+    help='Multiaddr to bind',
+)
+@click.option(
+    '--regaddr',
+    '-r',
+    default=None,
+    help='Registrar addr to contact',
+)
 @click.pass_context
 def cli(
     ctx: click.Context,
@@ -146,8 +230,11 @@ def cli(
     loglevel: str,
     tl: bool,
     configdir: str,
-    host: str,
-    port: int,
+    pdb: bool,
+
+    # TODO: make these list[str] with multiple -m maddr0 -m maddr1
+    maddr: list[str],
+    regaddr: str,
 
 ) -> None:
     if configdir is not None:
@@ -168,12 +255,20 @@ def cli(
     }
     assert brokermods
 
-    reg_addr: None | tuple[str, int] = None
-    if host or port:
-        reg_addr = (
-            host or _default_registry_host,
-            int(port) or _default_registry_port,
-        )
+    # TODO: load endpoints from `conf::[network].pikerd`
+    # - pikerd vs. regd, separate registry daemon?
+    # - expose datad vs. brokerd?
+    # - bind emsd with certain perms on public iface?
+    regaddrs: list[tuple[str, int]] = regaddr or [(
+        _default_registry_host,
+        _default_registry_port,
+    )]
+
+    # TODO: factor [network] section parsing out from pikerd
+    # above and call it here as well.
+    # if maddr:
+    #     for addr in maddr:
+    #         layers: dict = parse_maddr(addr)
 
     ctx.obj.update({
         'brokers': brokers,
@@ -183,7 +278,12 @@ def cli(
         'log': get_console_log(loglevel),
         'confdir': config._config_dir,
         'wl_path': config._watchlists_data_path,
-        'registry_addr': reg_addr,
+        'registry_addrs': regaddrs,
+        'pdb': pdb,  # debug mode flag
+
+        # TODO: endpoint parsing, pinging and binding
+        # on no existing server.
+        # 'maddrs': maddr,
     })
 
     # allow enabling same loglevel in ``tractor`` machinery
@@ -207,6 +307,10 @@ def services(config, tl, ports):
     if not ports:
         ports = [_default_registry_port]
 
+    addr = tractor._addr.wrap_address(
+        addr=(host, ports[0])
+    )
+
     async def list_services():
         nonlocal host
         async with (
@@ -214,24 +318,25 @@ def services(config, tl, ports):
                 name='service_query',
                 loglevel=config['loglevel'] if tl else None,
             ),
-            tractor.get_arbiter(
-                host=host,
-                port=ports[0]
+            tractor.get_registry(
+                addr=addr,
             ) as portal
         ):
-            registry = await portal.run_from_ns('self', 'get_registry')
+            registry = await portal.run_from_ns(
+                'self',
+                'get_registry',
+            )
             json_d = {}
             for key, socket in registry.items():
-                host, port = socket
-                json_d[key] = f'{host}:{port}'
+                json_d[key] = f'{socket}'
+
             click.echo(f"{colorize_json(json_d)}")
 
     trio.run(list_services)
 
 
 def _load_clis() -> None:
-    from ..service import marketstore  # noqa
-    from ..service import elastic  # noqa
+    # from ..service import elastic  # noqa
     from ..brokers import cli  # noqa
     from ..ui import cli  # noqa
     from ..watchlists import cli  # noqa

piker/config.py

@@ -41,10 +41,13 @@ from .log import get_logger
 log = get_logger('broker-config')
 
 
-# XXX NOTE: taken from ``click`` since apparently they have some
-# super weirdness with sigint and sudo..no clue
-# we're probably going to slowly just modify it to our own version over
-# time..
+# XXX NOTE: taken from `click`
+# |_https://github.com/pallets/click/blob/main/src/click/utils.py#L449
+#
+# (since apparently they have some super weirdness with SIGINT and
+# sudo.. no clue we're probably going to slowly just modify it to our
+# own version over time..)
+#
 def get_app_dir(
     app_name: str,
     roaming: bool = True,
@@ -104,14 +107,15 @@ 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"
@@ -134,14 +138,19 @@ def get_app_dir(
 
 _click_config_dir: Path = Path(get_app_dir('piker'))
 _config_dir: Path = _click_config_dir
-_parent_user: str = os.environ.get('SUDO_USER')
 
-if _parent_user:
+# NOTE: when using `sudo` we attempt to determine the non-root user
+# and still use their normal config dir.
+if (
+    (_parent_user := os.environ.get('SUDO_USER'))
+    and
+    _parent_user != 'root'
+):
     non_root_user_dir = Path(
         os.path.expanduser(f'~{_parent_user}')
     )
     root: str = 'root'
-    _ccds: str = str(_click_config_dir)  # click config dir string
+    _ccds: str = str(_click_config_dir)  # click config dir as string
     i_tail: int = int(_ccds.rfind(root) + len(root))
     _config_dir = (
         non_root_user_dir
@@ -246,7 +255,8 @@ def repodir() -> Path:
 
 
 def load(
-    conf_name: str = 'brokers',  # appended with .toml suffix
+    # NOTE: always appended with .toml suffix
+    conf_name: str = 'conf',
     path: Path | None = None,
 
     decode: Callable[
@@ -254,7 +264,7 @@ def load(
         MutableMapping,
     ] = tomllib.loads,
 
-    touch_if_dne: bool = False,
+    touch_if_dne: bool = True,
 
     **tomlkws,
 
@@ -263,7 +273,7 @@ def load(
     Load config file by name.
 
     If desired config is not in the top level piker-user config path then
-    pass the ``path: Path`` explicitly.
+    pass the `path: Path` explicitly.
 
     '''
     # create the $HOME/.config/piker dir if dne
@@ -278,7 +288,8 @@ def load(
 
     if (
         not path.is_file()
-        and touch_if_dne
+        and
+        touch_if_dne
     ):
         # only do a template if no path provided,
         # just touch an empty file with same name.
@@ -357,7 +368,9 @@ def load_accounts(
 
 ) -> bidict[str, str | None]:
 
-    conf, path = load()
+    conf, path = load(
+        conf_name='brokers',
+    )
     accounts = bidict()
     for provider_name, section in conf.items():
         accounts_section = section.get('accounts')

piker/data/__init__.py

@@ -43,8 +43,10 @@ from ._symcache import (
     SymbologyCache,
     open_symcache,
     get_symcache,
+    match_from_pairs,
 )
 from ._sampling import open_sample_stream
+from ..types import Struct
 
 
 __all__: list[str] = [
@@ -54,6 +56,7 @@ __all__: list[str] = [
     'ShmArray',
     'iterticks',
     'maybe_open_shm_array',
+    'match_from_pairs',
     'attach_shm_array',
     'open_shm_array',
     'get_shm_token',
@@ -62,6 +65,7 @@ __all__: list[str] = [
     'open_symcache',
     'open_sample_stream',
     'get_symcache',
+    'Struct',
     'SymbologyCache',
     'types',
 ]

piker/data/_formatters.py

@@ -41,6 +41,11 @@ if TYPE_CHECKING:
     )
     from piker.toolz import Profiler
 
+# default gap between bars: "bar gap multiplier"
+# - 0.5 is no overlap between OC arms,
+# - 1.0 is full overlap on each neighbor sample
+BGM: float = 0.16
+
 
 class IncrementalFormatter(msgspec.Struct):
     '''
@@ -513,6 +518,7 @@ class IncrementalFormatter(msgspec.Struct):
 
 
 class OHLCBarsFmtr(IncrementalFormatter):
+
     x_offset: np.ndarray = np.array([
         -0.5,
         0,
@@ -604,8 +610,9 @@ class OHLCBarsFmtr(IncrementalFormatter):
         vr: tuple[int, int],
 
         start: int = 0,  # XXX: do we need this?
+
         # 0.5 is no overlap between arms, 1.0 is full overlap
-        w: float = 0.16,
+        gap: float = BGM,
 
     ) -> tuple[
         np.ndarray,
@@ -622,7 +629,7 @@ class OHLCBarsFmtr(IncrementalFormatter):
             array[:-1],
             start,
             bar_w=self.index_step_size,
-            bar_gap=w * self.index_step_size,
+            bar_gap=gap * self.index_step_size,
 
             # XXX: don't ask, due to a ``numba`` bug..
             use_time_index=(self.index_field == 'time'),

piker/data/_sampling.py

@@ -33,6 +33,11 @@ from typing import (
 )
 
 import tractor
+from tractor import (
+    Context,
+    MsgStream,
+    Channel,
+)
 from tractor.trionics import (
     maybe_open_nursery,
 )
@@ -53,7 +58,10 @@ if TYPE_CHECKING:
     from ._sharedmem import (
         ShmArray,
     )
-    from .feed import _FeedsBus
+    from .feed import (
+        _FeedsBus,
+        Sub,
+    )
 
 
 # highest frequency sample step is 1 second by default, though in
@@ -87,6 +95,12 @@ class Sampler:
     # history loading.
     incr_task_cs: trio.CancelScope | None = None
 
+    bcast_errors: tuple[Exception] = (
+        trio.BrokenResourceError,
+        trio.ClosedResourceError,
+        trio.EndOfChannel,
+    )
+
     # holds all the ``tractor.Context`` remote subscriptions for
     # a particular sample period increment event: all subscribers are
     # notified on a step.
@@ -94,7 +108,7 @@ class Sampler:
         float,
         list[
             float,
-            set[tractor.MsgStream]
+            set[MsgStream]
         ],
     ] = defaultdict(
         lambda: [
@@ -250,16 +264,17 @@ class Sampler:
         subs: set
         last_ts, subs = pair
 
-        task = trio.lowlevel.current_task()
-        log.debug(
-            f'SUBS {self.subscribers}\n'
-            f'PAIR {pair}\n'
-            f'TASK: {task}: {id(task)}\n'
-            f'broadcasting {period_s} -> {last_ts}\n'
-            # f'consumers: {subs}'
-        )
-        borked: set[tractor.MsgStream] = set()
-        sent: set[tractor.MsgStream] = set()
+        # NOTE, for debugging pub-sub issues
+        # task = trio.lowlevel.current_task()
+        # log.debug(
+        #     f'AlL-SUBS@{period_s!r}: {self.subscribers}\n'
+        #     f'PAIR: {pair}\n'
+        #     f'TASK: {task}: {id(task)}\n'
+        #     f'broadcasting {period_s} -> {last_ts}\n'
+        #     f'consumers: {subs}'
+        # )
+        borked: set[MsgStream] = set()
+        sent: set[MsgStream] = set()
         while True:
             try:
                 for stream in (subs - sent):
@@ -274,12 +289,11 @@ class Sampler:
                         await stream.send(msg)
                         sent.add(stream)
 
-                    except (
-                        trio.BrokenResourceError,
-                        trio.ClosedResourceError
-                    ):
+                    except self.bcast_errors as err:
                         log.error(
-                            f'{stream._ctx.chan.uid} dropped connection'
+                            f'Connection dropped for IPC ctx\n'
+                            f'{stream._ctx}\n\n'
+                            f'Due to {type(err)}'
                         )
                         borked.add(stream)
                 else:
@@ -314,7 +328,7 @@ class Sampler:
 
 @tractor.context
 async def register_with_sampler(
-    ctx: tractor.Context,
+    ctx: Context,
     period_s: float,
     shms_by_period: dict[float, dict] | None = None,
 
@@ -386,7 +400,8 @@ async def register_with_sampler(
                 finally:
                     if (
                         sub_for_broadcasts
-                        and subs
+                        and
+                        subs
                     ):
                         try:
                             subs.remove(stream)
@@ -553,8 +568,7 @@ async def open_sample_stream(
 
 
 async def sample_and_broadcast(
-
-    bus: _FeedsBus,  # noqa
+    bus: _FeedsBus,
     rt_shm: ShmArray,
     hist_shm: ShmArray,
     quote_stream: trio.abc.ReceiveChannel,
@@ -574,11 +588,33 @@ async def sample_and_broadcast(
 
     overruns = Counter()
 
+    # NOTE, only used for debugging live-data-feed issues, though
+    # this should be resolved more correctly in the future using the
+    # new typed-msgspec feats of `tractor`!
+    #
+    # XXX, a multiline nested `dict` formatter (since rn quote-msgs
+    # are just that).
+    # pfmt: Callable[[str], str] = mk_repr()
+
     # iterate stream delivered by broker
     async for quotes in quote_stream:
         # print(quotes)
 
-        # TODO: ``numba`` this!
+        # XXX WARNING XXX only enable for debugging bc ow can cost
+        # ALOT of perf with HF-feedz!!!
+        #
+        # log.info(
+        #     'Rx live quotes:\n'
+        #     f'{pfmt(quotes)}'
+        # )
+
+        # TODO,
+        # -[ ] `numba` or `cython`-nize this loop possibly?
+        #  |_alternatively could we do it in rust somehow by upacking
+        #    arrow msgs instead of using `msgspec`?
+        # -[ ] use `msgspec.Struct` support in new typed-msging from
+        #     `tractor` to ensure only allowed msgs are transmitted?
+        #
         for broker_symbol, quote in quotes.items():
             # TODO: in theory you can send the IPC msg *before* writing
             # to the sharedmem array to decrease latency, however, that
@@ -649,12 +685,22 @@ async def sample_and_broadcast(
             # eventually block this producer end of the feed and
             # thus other consumers still attached.
             sub_key: str = broker_symbol.lower()
-            subs: list[
-                tuple[
-                    tractor.MsgStream | trio.MemorySendChannel,
-                    float | None,  # tick throttle in Hz
-                ]
-            ] = bus.get_subs(sub_key)
+            subs: set[Sub] = bus.get_subs(sub_key)
+
+            # TODO, figure out how to make this useful whilst
+            # incoporating feed "pausing" ..
+            #
+            # if not subs:
+            #     all_bs_fqmes: list[str] = list(
+            #         bus._subscribers.keys()
+            #     )
+            #     log.warning(
+            #         f'No subscribers for {brokername!r} live-quote ??\n'
+            #         f'broker_symbol: {broker_symbol}\n\n'
+
+            #         f'Maybe the backend-sys symbol does not match one of,\n'
+            #         f'{pfmt(all_bs_fqmes)}\n'
+            #     )
 
             # NOTE: by default the broker backend doesn't append
             # it's own "name" into the fqme schema (but maybe it
@@ -663,34 +709,40 @@ async def sample_and_broadcast(
             fqme: str = f'{broker_symbol}.{brokername}'
             lags: int = 0
 
-            # TODO: speed up this loop in an AOT compiled lang (like
-            # rust or nim or zig) and/or instead of doing a fan out to
-            # TCP sockets here, we add a shm-style tick queue which
-            # readers can pull from instead of placing the burden of
-            # broadcast on solely on this `brokerd` actor. see issues:
+            # XXX TODO XXX: speed up this loop in an AOT compiled
+            # lang (like rust or nim or zig)!
+            # AND/OR instead of doing a fan out to TCP sockets
+            # here, we add a shm-style tick queue which readers can
+            # pull from instead of placing the burden of broadcast
+            # on solely on this `brokerd` actor. see issues:
             # - https://github.com/pikers/piker/issues/98
             # - https://github.com/pikers/piker/issues/107
 
-            for (stream, tick_throttle) in subs.copy():
+            # for (stream, tick_throttle) in subs.copy():
+            for sub in subs.copy():
+                ipc: MsgStream = sub.ipc
+                throttle: float = sub.throttle_rate
                 try:
                     with trio.move_on_after(0.2) as cs:
-                        if tick_throttle:
+                        if throttle:
+                            send_chan: trio.abc.SendChannel = sub.send_chan
+
                             # this is a send mem chan that likely
                             # pushes to the ``uniform_rate_send()`` below.
                             try:
-                                stream.send_nowait(
+                                send_chan.send_nowait(
                                     (fqme, quote)
                                 )
                             except trio.WouldBlock:
                                 overruns[sub_key] += 1
-                                ctx = stream._ctx
-                                chan = ctx.chan
+                                ctx: Context = ipc._ctx
+                                chan: Channel = ctx.chan
 
                                 log.warning(
                                     f'Feed OVERRUN {sub_key}'
-                                    '@{bus.brokername} -> \n'
+                                    f'@{bus.brokername} -> \n'
                                     f'feed @ {chan.uid}\n'
-                                    f'throttle = {tick_throttle} Hz'
+                                    f'throttle = {throttle} Hz'
                                 )
 
                                 if overruns[sub_key] > 6:
@@ -707,10 +759,10 @@ async def sample_and_broadcast(
                                             f'{sub_key}:'
                                             f'{ctx.cid}@{chan.uid}'
                                         )
-                                        await stream.aclose()
+                                        await ipc.aclose()
                                         raise trio.BrokenResourceError
                         else:
-                            await stream.send(
+                            await ipc.send(
                                 {fqme: quote}
                             )
 
@@ -719,21 +771,17 @@ async def sample_and_broadcast(
                         if lags > 10:
                             await tractor.pause()
 
-                except (
-                    trio.BrokenResourceError,
-                    trio.ClosedResourceError,
-                    trio.EndOfChannel,
-                ):
-                    ctx = stream._ctx
-                    chan = ctx.chan
+                except Sampler.bcast_errors as ipc_err:
+                    ctx: Context = ipc._ctx
+                    chan: Channel = ctx.chan
                     if ctx:
                         log.warning(
-                            'Dropped `brokerd`-quotes-feed connection:\n'
-                            f'{broker_symbol}:'
-                            f'{ctx.cid}@{chan.uid}'
+                            f'Dropped `brokerd`-feed for {broker_symbol!r} due to,\n'
+                            f'x>) {ctx.cid}@{chan.uid}'
+                            f'|_{ipc_err!r}\n\n'
                         )
-                    if tick_throttle:
-                        assert stream._closed
+                    if sub.throttle_rate:
+                        assert ipc._closed
 
                     # XXX: do we need to deregister here
                     # if it's done in the fee bus code?
@@ -742,17 +790,16 @@ async def sample_and_broadcast(
                     # since there seems to be some kinda race..
                     bus.remove_subs(
                         sub_key,
-                        {(stream, tick_throttle)},
+                        {sub},
                     )
 
 
 async def uniform_rate_send(
-
     rate: float,
     quote_stream: trio.abc.ReceiveChannel,
-    stream: tractor.MsgStream,
+    stream: MsgStream,
 
-    task_status: TaskStatus = trio.TASK_STATUS_IGNORED,
+    task_status: TaskStatus[None] = trio.TASK_STATUS_IGNORED,
 
 ) -> None:
     '''
@@ -770,13 +817,16 @@ async def uniform_rate_send(
     https://gist.github.com/njsmith/7ea44ec07e901cb78ebe1dd8dd846cb9
 
     '''
-    # TODO: compute the approx overhead latency per cycle
-    left_to_sleep = throttle_period = 1/rate - 0.000616
+    # ?TODO? dynamically compute the **actual** approx overhead latency per cycle
+    # instead of this magic # bidinezz?
+    throttle_period: float = 1/rate - 0.000616
+    left_to_sleep: float = throttle_period
 
     # send cycle state
+    first_quote: dict|None
     first_quote = last_quote = None
-    last_send = time.time()
-    diff = 0
+    last_send: float = time.time()
+    diff: float = 0
 
     task_status.started()
     ticks_by_type: dict[
@@ -787,22 +837,28 @@ async def uniform_rate_send(
     clear_types = _tick_groups['clears']
 
     while True:
-
         # compute the remaining time to sleep for this throttled cycle
-        left_to_sleep = throttle_period - diff
+        left_to_sleep: float = throttle_period - diff
 
         if left_to_sleep > 0:
+            cs: trio.CancelScope
             with trio.move_on_after(left_to_sleep) as cs:
+                sym: str
+                last_quote: dict
                 try:
                     sym, last_quote = await quote_stream.receive()
                 except trio.EndOfChannel:
-                    log.exception(f"feed for {stream} ended?")
+                    log.exception(
+                        f'Live stream for feed for ended?\n'
+                        f'<=c\n'
+                        f'  |_[{stream!r}\n'
+                    )
                     break
 
-                diff = time.time() - last_send
+                diff: float = time.time() - last_send
 
                 if not first_quote:
-                    first_quote = last_quote
+                    first_quote: float = last_quote
                     # first_quote['tbt'] = ticks_by_type
 
                 if (throttle_period - diff) > 0:
@@ -863,7 +919,9 @@ async def uniform_rate_send(
         # TODO: now if only we could sync this to the display
         # rate timing exactly lul
         try:
-            await stream.send({sym: first_quote})
+            await stream.send({
+                sym: first_quote
+            })
         except tractor.RemoteActorError as rme:
             if rme.type is not tractor._exceptions.StreamOverrun:
                 raise
@@ -874,19 +932,28 @@ async def uniform_rate_send(
                 f'{sym}:{ctx.cid}@{chan.uid}'
             )
 
+        # NOTE: any of these can be raised by `tractor`'s IPC
+        # transport-layer and we want to be highly resilient
+        # to consumers which crash or lose network connection.
+        # I.e. we **DO NOT** want to crash and propagate up to
+        # ``pikerd`` these kinds of errors!
         except (
-            # NOTE: any of these can be raised by ``tractor``'s IPC
-            # transport-layer and we want to be highly resilient
-            # to consumers which crash or lose network connection.
-            # I.e. we **DO NOT** want to crash and propagate up to
-            # ``pikerd`` these kinds of errors!
-            trio.ClosedResourceError,
-            trio.BrokenResourceError,
             ConnectionResetError,
-        ):
-            # if the feed consumer goes down then drop
-            # out of this rate limiter
-            log.warning(f'{stream} closed')
+        ) + Sampler.bcast_errors as ipc_err:
+            match ipc_err:
+                case trio.EndOfChannel():
+                    log.info(
+                        f'{stream} terminated by peer,\n'
+                        f'{ipc_err!r}'
+                    )
+                case _:
+                    # if the feed consumer goes down then drop
+                    # out of this rate limiter
+                    log.warning(
+                        f'{stream} closed due to,\n'
+                        f'{ipc_err!r}'
+                    )
+
             await stream.aclose()
             return
 

piker/data/_symcache.py

@@ -31,11 +31,14 @@ from pathlib import Path
 from pprint import pformat
 from typing import (
     Any,
+    Callable,
+    Sequence,
+    Hashable,
     TYPE_CHECKING,
 )
 from types import ModuleType
 
-from fuzzywuzzy import process as fuzzy
+from rapidfuzz import process as fuzzy
 import tomli_w  # for fast symbol cache writing
 import tractor
 import trio
@@ -54,7 +57,7 @@ from piker.brokers import (
 )
 
 if TYPE_CHECKING:
-    from ..accounting import (
+    from piker.accounting import (
         Asset,
         MktPair,
     )
@@ -88,6 +91,18 @@ class SymbologyCache(Struct):
     # provided by the backend pkg.
     mktmaps: dict[str, MktPair] = field(default_factory=dict)
 
+    def pformat(self) -> str:
+        return (
+            f'<{type(self).__name__}(\n'
+            f' .mod: {self.mod!r}\n'
+            f' .assets: {len(self.assets)!r}\n'
+            f' .pairs: {len(self.pairs)!r}\n'
+            f' .mktmaps: {len(self.mktmaps)!r}\n'
+            f')>'
+        )
+
+    __repr__ = pformat
+
     def write_config(self) -> None:
 
         # put the backend's pair-struct type ref at the top
@@ -128,8 +143,8 @@ class SymbologyCache(Struct):
           - `.get_mkt_pairs()`: returning a table of pair-`Struct`
             types, custom defined by the particular backend.
 
-        AND, the required `.get_mkt_info()` module-level endpoint which
-        maps `fqme: str` -> `MktPair`s.
+        AND, the required `.get_mkt_info()` module-level endpoint
+        which maps `fqme: str` -> `MktPair`s.
 
         These tables are then used to fill out the `.assets`, `.pairs` and
         `.mktmaps` tables on this cache instance, respectively.
@@ -147,57 +162,68 @@ class SymbologyCache(Struct):
                     'Implement `Client.get_assets()`!'
                 )
 
-            if get_mkt_pairs := getattr(client, 'get_mkt_pairs', None):
-
-                pairs: dict[str, Struct] = await get_mkt_pairs()
-                for bs_fqme, pair in pairs.items():
-
-                    # NOTE: every backend defined pair should
-                    # declare it's ns path for roundtrip
-                    # serialization lookup.
-                    if not getattr(pair, 'ns_path', None):
-                        raise TypeError(
-                            f'Pair-struct for {self.mod.name} MUST define a '
-                            '`.ns_path: str`!\n'
-                            f'{pair}'
-                        )
-
-                    entry = await self.mod.get_mkt_info(pair.bs_fqme)
-                    if not entry:
-                        continue
-
-                    mkt: MktPair
-                    pair: Struct
-                    mkt, _pair = entry
-                    assert _pair is pair, (
-                        f'`{self.mod.name}` backend probably has a '
-                        'keying-symmetry problem between the pair-`Struct` '
-                        'returned from `Client.get_mkt_pairs()`and the '
-                        'module level endpoint: `.get_mkt_info()`\n\n'
-                        "Here's the struct diff:\n"
-                        f'{_pair - pair}'
-                    )
-                    # NOTE XXX: this means backends MUST implement
-                    # a `Struct.bs_mktid: str` field to provide
-                    # a native-keyed map to their own symbol
-                    # set(s).
-                    self.pairs[pair.bs_mktid] = pair
-
-                    # NOTE: `MktPair`s are keyed here using piker's
-                    # internal FQME schema so that search,
-                    # accounting and feed init can be accomplished
-                    # a sane, uniform, normalized basis.
-                    self.mktmaps[mkt.fqme] = mkt
-
-                self.pair_ns_path: str = tractor.msg.NamespacePath.from_ref(
-                    pair,
-                )
-
-            else:
+            get_mkt_pairs: Callable|None = getattr(
+                client,
+                'get_mkt_pairs',
+                None,
+            )
+            if not get_mkt_pairs:
                 log.warning(
                     'No symbology cache `Pair` support for `{provider}`..\n'
                     'Implement `Client.get_mkt_pairs()`!'
                 )
+                return self
+
+            pairs: dict[str, Struct] = await get_mkt_pairs()
+            if not pairs:
+                log.warning(
+                    'No pairs from intial {provider!r} sym-cache request?\n\n'
+                    '`Client.get_mkt_pairs()` -> {pairs!r} ?'
+                )
+                return self
+
+            for bs_fqme, pair in pairs.items():
+                if not getattr(pair, 'ns_path', None):
+                    # XXX: every backend defined pair must declare
+                    # a `.ns_path: tractor.NamespacePath` to enable
+                    # roundtrip serialization lookup from a local
+                    # cache file.
+                    raise TypeError(
+                        f'Pair-struct for {self.mod.name} MUST define a '
+                        '`.ns_path: str`!\n\n'
+                        f'{pair!r}'
+                    )
+
+                entry = await self.mod.get_mkt_info(pair.bs_fqme)
+                if not entry:
+                    continue
+
+                mkt: MktPair
+                pair: Struct
+                mkt, _pair = entry
+                assert _pair is pair, (
+                    f'`{self.mod.name}` backend probably has a '
+                    'keying-symmetry problem between the pair-`Struct` '
+                    'returned from `Client.get_mkt_pairs()`and the '
+                    'module level endpoint: `.get_mkt_info()`\n\n'
+                    "Here's the struct diff:\n"
+                    f'{_pair - pair}'
+                )
+                # NOTE XXX: this means backends MUST implement
+                # a `Struct.bs_mktid: str` field to provide
+                # a native-keyed map to their own symbol
+                # set(s).
+                self.pairs[pair.bs_mktid] = pair
+
+                # NOTE: `MktPair`s are keyed here using piker's
+                # internal FQME schema so that search,
+                # accounting and feed init can be accomplished
+                # a sane, uniform, normalized basis.
+                self.mktmaps[mkt.fqme] = mkt
+
+            self.pair_ns_path: str = tractor.msg.NamespacePath.from_ref(
+                pair,
+            )
 
         return self
 
@@ -308,7 +334,7 @@ class SymbologyCache(Struct):
         matches in a `dict` including the `MktPair` values.
 
         '''
-        matches = fuzzy.extractBests(
+        matches = fuzzy.extract(
             pattern,
             getattr(self, table),
             score_cutoff=50,
@@ -466,3 +492,43 @@ def get_symcache(
         pdbp.xpm()
 
     return symcache
+
+
+def match_from_pairs(
+    pairs: dict[str, Struct],
+    query: str,
+    score_cutoff: int = 50,
+    **extract_kwargs,
+
+) -> dict[str, Struct]:
+    '''
+    Fuzzy search over a "pairs table" maintained by most backends
+    as part of their symbology-info caching internals.
+
+    Scan the native symbol key set and return best ranked
+    matches back in a new `dict`.
+
+    '''
+
+    # TODO: somehow cache this list (per call) like we were in
+    # `open_symbol_search()`?
+    keys: list[str] = list(pairs)
+    matches: list[tuple[
+        Sequence[Hashable],  # matching input key
+        Any,  # scores
+        Any,
+    ]] = fuzzy.extract(
+        # NOTE: most backends provide keys uppercased
+        query=query,
+        choices=keys,
+        score_cutoff=score_cutoff,
+        **extract_kwargs,
+    )
+
+    # pop and repack pairs in output dict
+    matched_pairs: dict[str, Struct] = {}
+    for item in matches:
+        pair_key: str = item[0]
+        matched_pairs[pair_key] = pairs[pair_key]
+
+    return matched_pairs

piker/data/_timeseries.py

@@ -1,336 +0,0 @@
-# piker: trading gear for hackers
-# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of 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/>.
-
-'''
-Financial time series processing utilities usually
-pertaining to OHLCV style sampled data.
-
-Routines are generally implemented in either ``numpy`` or
-``polars`` B)
-
-'''
-from __future__ import annotations
-from typing import Literal
-from math import (
-    ceil,
-    floor,
-)
-
-import numpy as np
-import polars as pl
-
-from ._sharedmem import ShmArray
-from ..toolz.profile import (
-    Profiler,
-    pg_profile_enabled,
-    ms_slower_then,
-)
-
-
-def slice_from_time(
-    arr: np.ndarray,
-    start_t: float,
-    stop_t: float,
-    step: float,  # sampler period step-diff
-
-) -> slice:
-    '''
-    Calculate array indices mapped from a time range and return them in
-    a slice.
-
-    Given an input array with an epoch `'time'` series entry, calculate
-    the indices which span the time range and return in a slice. Presume
-    each `'time'` step increment is uniform and when the time stamp
-    series contains gaps (the uniform presumption is untrue) use
-    ``np.searchsorted()`` binary search to look up the appropriate
-    index.
-
-    '''
-    profiler = Profiler(
-        msg='slice_from_time()',
-        disabled=not pg_profile_enabled(),
-        ms_threshold=ms_slower_then,
-    )
-
-    times = arr['time']
-    t_first = floor(times[0])
-    t_last = ceil(times[-1])
-
-    # the greatest index we can return which slices to the
-    # end of the input array.
-    read_i_max = arr.shape[0]
-
-    # compute (presumed) uniform-time-step index offsets
-    i_start_t = floor(start_t)
-    read_i_start = floor(((i_start_t - t_first) // step)) - 1
-
-    i_stop_t = ceil(stop_t)
-
-    # XXX: edge case -> always set stop index to last in array whenever
-    # the input stop time is detected to be greater then the equiv time
-    # stamp at that last entry.
-    if i_stop_t >= t_last:
-        read_i_stop = read_i_max
-    else:
-        read_i_stop = ceil((i_stop_t - t_first) // step) + 1
-
-    # always clip outputs to array support
-    # for read start:
-    # - never allow a start < the 0 index
-    # - never allow an end index > the read array len
-    read_i_start = min(
-        max(0, read_i_start),
-        read_i_max - 1,
-    )
-    read_i_stop = max(
-        0,
-        min(read_i_stop, read_i_max),
-    )
-
-    # check for larger-then-latest calculated index for given start
-    # time, in which case we do a binary search for the correct index.
-    # NOTE: this is usually the result of a time series with time gaps
-    # where it is expected that each index step maps to a uniform step
-    # in the time stamp series.
-    t_iv_start = times[read_i_start]
-    if (
-        t_iv_start > i_start_t
-    ):
-        # do a binary search for the best index mapping to ``start_t``
-        # given we measured an overshoot using the uniform-time-step
-        # calculation from above.
-
-        # TODO: once we start caching these per source-array,
-        # we can just overwrite ``read_i_start`` directly.
-        new_read_i_start = np.searchsorted(
-            times,
-            i_start_t,
-            side='left',
-        )
-
-        # TODO: minimize binary search work as much as possible:
-        # - cache these remap values which compensate for gaps in the
-        #   uniform time step basis where we calc a later start
-        #   index for the given input ``start_t``.
-        # - can we shorten the input search sequence by heuristic?
-        #   up_to_arith_start = index[:read_i_start]
-
-        if (
-            new_read_i_start <= read_i_start
-        ):
-            # t_diff = t_iv_start - start_t
-            # print(
-            #     f"WE'RE CUTTING OUT TIME - STEP:{step}\n"
-            #     f'start_t:{start_t} -> 0index start_t:{t_iv_start}\n'
-            #     f'diff: {t_diff}\n'
-            #     f'REMAPPED START i: {read_i_start} -> {new_read_i_start}\n'
-            # )
-            read_i_start = new_read_i_start
-
-    t_iv_stop = times[read_i_stop - 1]
-    if (
-        t_iv_stop > i_stop_t
-    ):
-        # t_diff = stop_t - t_iv_stop
-        # print(
-        #     f"WE'RE CUTTING OUT TIME - STEP:{step}\n"
-        #     f'calced iv stop:{t_iv_stop} -> stop_t:{stop_t}\n'
-        #     f'diff: {t_diff}\n'
-        #     # f'SHOULD REMAP STOP: {read_i_start} -> {new_read_i_start}\n'
-        # )
-        new_read_i_stop = np.searchsorted(
-            times[read_i_start:],
-            # times,
-            i_stop_t,
-            side='right',
-        )
-
-        if (
-            new_read_i_stop <= read_i_stop
-        ):
-            read_i_stop = read_i_start + new_read_i_stop + 1
-
-    # sanity checks for range size
-    # samples = (i_stop_t - i_start_t) // step
-    # index_diff = read_i_stop - read_i_start + 1
-    # if index_diff > (samples + 3):
-    #     breakpoint()
-
-    # read-relative indexes: gives a slice where `shm.array[read_slc]`
-    # will be the data spanning the input time range `start_t` ->
-    # `stop_t`
-    read_slc = slice(
-        int(read_i_start),
-        int(read_i_stop),
-    )
-
-    profiler(
-        'slicing complete'
-        # f'{start_t} -> {abs_slc.start} | {read_slc.start}\n'
-        # f'{stop_t} -> {abs_slc.stop} | {read_slc.stop}\n'
-    )
-
-    # NOTE: if caller needs absolute buffer indices they can
-    # slice the buffer abs index like so:
-    # index = arr['index']
-    # abs_indx = index[read_slc]
-    # abs_slc = slice(
-    #     int(abs_indx[0]),
-    #     int(abs_indx[-1]),
-    # )
-
-    return read_slc
-
-
-def detect_null_time_gap(
-    shm: ShmArray,
-    imargin: int = 1,
-
-) -> tuple[float, float] | None:
-    '''
-    Detect if there are any zero-epoch stamped rows in
-    the presumed 'time' field-column.
-
-    Filter to the gap and return a surrounding index range.
-
-    NOTE: for now presumes only ONE gap XD
-
-    '''
-    # ensure we read buffer state only once so that ShmArray rt
-    # circular-buffer updates don't cause a indexing/size mismatch.
-    array: np.ndarray = shm.array
-
-    zero_pred: np.ndarray = array['time'] == 0
-    zero_t: np.ndarray = array[zero_pred]
-
-    if zero_t.size:
-        istart, iend = zero_t['index'][[0, -1]]
-        start, end = shm._array['time'][
-            [istart - imargin, iend + imargin]
-        ]
-        return (
-            istart - imargin,
-            start,
-            end,
-            iend + imargin,
-        )
-
-    return None
-
-
-t_unit: Literal = Literal[
-    'days',
-    'hours',
-    'minutes',
-    'seconds',
-    'miliseconds',
-    'microseconds',
-    'nanoseconds',
-]
-
-
-def with_dts(
-    df: pl.DataFrame,
-    time_col: str = 'time',
-) -> pl.DataFrame:
-    '''
-    Insert datetime (casted) columns to a (presumably) OHLC sampled
-    time series with an epoch-time column keyed by ``time_col``.
-
-    '''
-    return df.with_columns([
-        pl.col(time_col).shift(1).suffix('_prev'),
-        pl.col(time_col).diff().alias('s_diff'),
-        pl.from_epoch(pl.col(time_col)).alias('dt'),
-    ]).with_columns([
-        pl.from_epoch(pl.col(f'{time_col}_prev')).alias('dt_prev'),
-        pl.col('dt').diff().alias('dt_diff'),
-    ]) #.with_columns(
-        # pl.col('dt').diff().dt.days().alias('days_dt_diff'),
-    # )
-
-
-def detect_time_gaps(
-    df: pl.DataFrame,
-
-    time_col: str = 'time',
-    # epoch sampling step diff
-    expect_period: float = 60,
-
-    # datetime diff unit and gap value
-    # crypto mkts
-    # gap_dt_unit: t_unit = 'minutes',
-    # gap_thresh: int = 1,
-
-    # NOTE: legacy stock mkts have venue operating hours
-    # and thus gaps normally no more then 1-2 days at
-    # a time.
-    # XXX -> must be valid ``polars.Expr.dt.<name>``
-    # TODO: allow passing in a frame of operating hours
-    # durations/ranges for faster legit gap checks.
-    gap_dt_unit: t_unit = 'days',
-    gap_thresh: int = 1,
-
-) -> pl.DataFrame:
-    '''
-    Filter to OHLC datums which contain sample step gaps.
-
-    For eg. legacy markets which have venue close gaps and/or
-    actual missing data segments.
-
-    '''
-    return (
-        with_dts(df)
-        .filter(
-            pl.col('s_diff').abs() > expect_period
-        )
-        .filter(
-            getattr(
-                pl.col('dt_diff').dt,
-                gap_dt_unit,
-            )().abs() > gap_thresh
-        )
-    )
-
-
-def detect_price_gaps(
-    df: pl.DataFrame,
-    gt_multiplier: float = 2.,
-    price_fields: list[str] = ['high', 'low'],
-
-) -> pl.DataFrame:
-    '''
-    Detect gaps in clearing price over an OHLC series.
-
-    2 types of gaps generally exist; up gaps and down gaps:
-
-    - UP gap: when any next sample's lo price is strictly greater
-      then the current sample's hi price.
-
-    - DOWN gap: when any next sample's hi price is strictly
-      less then the current samples lo price.
-
-    '''
-    # return df.filter(
-    #     pl.col('high') - ) > expect_period,
-    # ).select([
-    #     pl.dt.datetime(pl.col(time_col).shift(1)).suffix('_previous'),
-    #     pl.all(),
-    # ]).select([
-    #     pl.all(),
-    #     (pl.col(time_col) - pl.col(f'{time_col}_previous')).alias('diff'),
-    # ])
-    ...

piker/data/_web_bs.py

@@ -27,7 +27,6 @@ from functools import partial
 from types import ModuleType
 from typing import (
     Any,
-    Optional,
     Callable,
     AsyncContextManager,
     AsyncGenerator,
@@ -35,6 +34,7 @@ from typing import (
 )
 import json
 
+import tractor
 import trio
 from trio_typing import TaskStatus
 from trio_websocket import (
@@ -167,7 +167,7 @@ async def _reconnect_forever(
 
     async def proxy_msgs(
         ws: WebSocketConnection,
-        pcs: trio.CancelScope,  # parent cancel scope
+        rent_cs: trio.CancelScope,  # parent cancel scope
     ):
         '''
         Receive (under `timeout` deadline) all msgs from from underlying
@@ -192,7 +192,7 @@ async def _reconnect_forever(
                         f'{url} connection bail with:'
                     )
                     await trio.sleep(0.5)
-                    pcs.cancel()
+                    rent_cs.cancel()
 
                     # go back to reonnect loop in parent task
                     return
@@ -204,7 +204,7 @@ async def _reconnect_forever(
                         f'{src_mod}\n'
                         'WS feed seems down and slow af.. reconnecting\n'
                     )
-                    pcs.cancel()
+                    rent_cs.cancel()
 
                     # go back to reonnect loop in parent task
                     return
@@ -228,16 +228,25 @@ async def _reconnect_forever(
     nobsws._connected = trio.Event()
     task_status.started()
 
-    while not snd._closed:
+    mc_state: trio._channel.MemoryChannelState = snd._state
+    while (
+        mc_state.open_receive_channels > 0
+        and
+        mc_state.open_send_channels > 0
+    ):
         log.info(
             f'{src_mod}\n'
             f'{url} trying (RE)CONNECT'
         )
 
-        async with trio.open_nursery() as n:
-            cs = nobsws._cs = n.cancel_scope
-            ws: WebSocketConnection
-            async with open_websocket_url(url) as ws:
+        ws: WebSocketConnection
+        try:
+            async with (
+                open_websocket_url(url) as ws,
+                tractor.trionics.collapse_eg(),
+                trio.open_nursery() as tn,
+            ):
+                cs = nobsws._cs = tn.cancel_scope
                 nobsws._ws = ws
                 log.info(
                     f'{src_mod}\n'
@@ -245,7 +254,7 @@ async def _reconnect_forever(
                 )
 
                 # begin relay loop to forward msgs
-                n.start_soon(
+                tn.start_soon(
                     proxy_msgs,
                     ws,
                     cs,
@@ -259,7 +268,7 @@ async def _reconnect_forever(
 
                     # TODO: should we return an explicit sub-cs
                     # from this fixture task?
-                    await n.start(
+                    await tn.start(
                         open_fixture,
                         fixture,
                         nobsws,
@@ -270,8 +279,22 @@ async def _reconnect_forever(
                 nobsws._connected.set()
                 await trio.sleep_forever()
 
-            # ws open block end
-        # nursery block end
+        except (
+            HandshakeError,
+            ConnectionRejected,
+        ):
+            log.exception('Retrying connection')
+            await trio.sleep(0.5)  # throttle
+
+        except BaseException as _berr:
+            berr = _berr
+            log.exception(
+                'Reconnect-attempt failed ??\n'
+            )
+            await trio.sleep(0.2)  # throttle
+            raise berr
+
+        #|_ws & nursery block ends
         nobsws._connected = trio.Event()
         if cs.cancelled_caught:
             log.cancel(
@@ -284,7 +307,8 @@ async def _reconnect_forever(
                 and not nobsws._connected.is_set()
             )
 
-        # -> from here, move to next reconnect attempt
+        # -> from here, move to next reconnect attempt iteration
+        # in the while loop above Bp
 
     else:
         log.exception(
@@ -318,21 +342,25 @@ async def open_autorecon_ws(
     connetivity errors, or some user defined recv timeout.
 
     You can provide a ``fixture`` async-context-manager which will be
-    entered/exitted around each connection reset; eg. for (re)requesting
-    subscriptions without requiring streaming setup code to rerun.
+    entered/exitted around each connection reset; eg. for
+    (re)requesting subscriptions without requiring streaming setup
+    code to rerun.
 
     '''
     snd: trio.MemorySendChannel
     rcv: trio.MemoryReceiveChannel
     snd, rcv = trio.open_memory_channel(616)
 
-    async with trio.open_nursery() as n:
+    async with (
+        tractor.trionics.collapse_eg(),
+        trio.open_nursery() as tn
+    ):
         nobsws = NoBsWs(
             url,
             rcv,
             msg_recv_timeout=msg_recv_timeout,
         )
-        await n.start(
+        await tn.start(
             partial(
                 _reconnect_forever,
                 url,
@@ -345,16 +373,15 @@ async def open_autorecon_ws(
         await nobsws._connected.wait()
         assert nobsws._cs
         assert nobsws.connected()
-
         try:
             yield nobsws
         finally:
-            n.cancel_scope.cancel()
+            tn.cancel_scope.cancel()
 
 
 '''
-JSONRPC response-request style machinery for transparent multiplexing of msgs
-over a NoBsWs.
+JSONRPC response-request style machinery for transparent multiplexing
+of msgs over a `NoBsWs`.
 
 '''
 
@@ -362,8 +389,8 @@ over a NoBsWs.
 class JSONRPCResult(Struct):
     id: int
     jsonrpc: str = '2.0'
-    result: Optional[dict] = None
-    error: Optional[dict] = None
+    result: dict|None = None
+    error: dict|None = None
 
 
 @acm
@@ -371,43 +398,82 @@ async def open_jsonrpc_session(
     url: str,
     start_id: int = 0,
     response_type: type = JSONRPCResult,
-    request_type: Optional[type] = None,
-    request_hook: Optional[Callable] = None,
-    error_hook: Optional[Callable] = None,
+    msg_recv_timeout: float = float('inf'),
+    # ^NOTE, since only `deribit` is using this jsonrpc stuff atm
+    # and options mkts are generally "slow moving"..
+    #
+    # FURTHER if we break the underlying ws connection then since we
+    # don't pass a `fixture` to the task that manages `NoBsWs`, i.e.
+    # `_reconnect_forever()`, the jsonrpc "transport pipe" get's
+    # broken and never restored with wtv init sequence is required to
+    # re-establish a working req-resp session.
+
 ) -> Callable[[str, dict], dict]:
+    '''
+    Init a json-RPC-over-websocket connection to the provided `url`.
+
+    A `json_rpc: Callable[[str, dict], dict` is delivered to the
+    caller for sending requests and a bg-`trio.Task` handles
+    processing of response msgs including error reporting/raising in
+    the parent/caller task.
+
+    '''
+    # NOTE, store all request msgs so we can raise errors on the
+    # caller side!
+    req_msgs: dict[int, dict] = {}
 
     async with (
-        trio.open_nursery() as n,
-        open_autorecon_ws(url) as ws
+        trio.open_nursery() as tn,
+        open_autorecon_ws(
+            url=url,
+            msg_recv_timeout=msg_recv_timeout,
+        ) as ws
     ):
-        rpc_id: Iterable = count(start_id)
+        rpc_id: Iterable[int] = count(start_id)
         rpc_results: dict[int, dict] = {}
 
-        async def json_rpc(method: str, params: dict) -> dict:
+        async def json_rpc(
+            method: str,
+            params: dict,
+        ) -> dict:
             '''
             perform a json rpc call and wait for the result, raise exception in
             case of error field present on response
             '''
+            nonlocal req_msgs
+
+            req_id: int = next(rpc_id)
             msg = {
                 'jsonrpc': '2.0',
-                'id': next(rpc_id),
+                'id': req_id,
                 'method': method,
                 'params': params
             }
             _id = msg['id']
 
-            rpc_results[_id] = {
+            result = rpc_results[_id] = {
                 'result': None,
-                'event': trio.Event()
+                'error': None,
+                'event': trio.Event(),  # signal caller resp arrived
             }
+            req_msgs[_id] = msg
 
             await ws.send_msg(msg)
 
+            # wait for reponse before unblocking requester code
             await rpc_results[_id]['event'].wait()
 
-            ret = rpc_results[_id]['result']
+            if (maybe_result := result['result']):
+                ret = maybe_result
+                del rpc_results[_id]
 
-            del rpc_results[_id]
+            else:
+                err = result['error']
+                raise Exception(
+                    f'JSONRPC request failed\n'
+                    f'req: {msg}\n'
+                    f'resp: {err}\n'
+                )
 
             if ret.error is not None:
                 raise Exception(json.dumps(ret.error, indent=4))
@@ -422,6 +488,7 @@ async def open_jsonrpc_session(
             the server side.
 
             '''
+            nonlocal req_msgs
             async for msg in ws:
                 match msg:
                     case {
@@ -445,19 +512,28 @@ async def open_jsonrpc_session(
                         'params': _,
                     }:
                         log.debug(f'Recieved\n{msg}')
-                        if request_hook:
-                            await request_hook(request_type(**msg))
 
                     case {
                         'error': error
                     }:
-                        log.warning(f'Recieved\n{error}')
-                        if error_hook:
-                            await error_hook(response_type(**msg))
+                        # retreive orig request msg, set error
+                        # response in original "result" msg,
+                        # THEN FINALLY set the event to signal caller
+                        # to raise the error in the parent task.
+                        req_id: int = error['id']
+                        req_msg: dict = req_msgs[req_id]
+                        result: dict = rpc_results[req_id]
+                        result['error'] = error
+                        result['event'].set()
+                        log.error(
+                            f'JSONRPC request failed\n'
+                            f'req: {req_msg}\n'
+                            f'resp: {error}\n'
+                        )
 
                     case _:
                         log.warning(f'Unhandled JSON-RPC msg!?\n{msg}')
 
-        n.start_soon(recv_task)
+        tn.start_soon(recv_task)
         yield json_rpc
-        n.cancel_scope.cancel()
+        tn.cancel_scope.cancel()

piker/data/feed.py

@@ -28,6 +28,7 @@ module.
 from __future__ import annotations
 from collections import (
     defaultdict,
+    abc,
 )
 from contextlib import asynccontextmanager as acm
 from functools import partial
@@ -36,19 +37,16 @@ from types import ModuleType
 from typing import (
     Any,
     AsyncContextManager,
-    Optional,
     Awaitable,
     Sequence,
+    TYPE_CHECKING,
 )
 
 import trio
 from trio.abc import ReceiveChannel
 from trio_typing import TaskStatus
 import tractor
-from tractor.trionics import (
-    maybe_open_context,
-    gather_contexts,
-)
+from tractor import trionics
 
 from piker.accounting import (
     MktPair,
@@ -59,7 +57,6 @@ from piker.brokers import get_brokermod
 from piker.service import (
     maybe_spawn_brokerd,
 )
-from piker.ui import _search
 from piker.calc import humanize
 from ._util import (
     log,
@@ -70,7 +67,7 @@ from .validate import (
     FeedInit,
     validate_backend,
 )
-from .history import (
+from ..tsp import (
     manage_history,
 )
 from .ingest import get_ingestormod
@@ -79,6 +76,35 @@ from ._sampling import (
     uniform_rate_send,
 )
 
+if TYPE_CHECKING:
+    from tractor._addr import Address
+    from tractor.msg.types import Aid
+
+
+class Sub(Struct, frozen=True):
+    '''
+    A live feed subscription entry.
+
+    Contains meta-data on the remote-actor type (in functionality
+    terms) as well as refs to IPC streams and sampler runtime
+    params.
+
+    '''
+    ipc: tractor.MsgStream
+    send_chan: trio.abc.SendChannel | None = None
+
+    # tick throttle rate in Hz; determines how live
+    # quotes/ticks should be downsampled before relay
+    # to the receiving remote consumer (process).
+    throttle_rate:  float | None  = None
+    _throttle_cs: trio.CancelScope | None = None
+
+    # TODO: actually stash comms info for the far end to allow
+    # `.tsp`, `.fsp` and `.data._sampling` sub-systems to re-render
+    # the data view as needed via msging with the `._remote_ctl`
+    # ipc ctx.
+    rc_ui: bool = False
+
 
 class _FeedsBus(Struct):
     '''
@@ -104,13 +130,7 @@ class _FeedsBus(Struct):
 
     _subscribers: defaultdict[
         str,
-        set[
-            tuple[
-                tractor.MsgStream | trio.MemorySendChannel,
-                # tractor.Context,
-                float | None,  # tick throttle in Hz
-            ]
-        ]
+        set[Sub]
     ] = defaultdict(set)
 
     async def start_task(
@@ -125,6 +145,8 @@ class _FeedsBus(Struct):
                 trio.CancelScope] = trio.TASK_STATUS_IGNORED,
         ) -> None:
             with trio.CancelScope() as cs:
+                # TODO: shouldn't this be a direct await to avoid
+                # cancellation contagion to the bus nursery!?!?!
                 await self.nursery.start(
                     target,
                     *args,
@@ -142,31 +164,28 @@ class _FeedsBus(Struct):
     def get_subs(
         self,
         key: str,
-    ) -> set[
-        tuple[
-            tractor.MsgStream | trio.MemorySendChannel,
-            float | None,  # tick throttle in Hz
-        ]
-    ]:
+
+    ) -> set[Sub]:
         '''
         Get the ``set`` of consumer subscription entries for the given key.
 
         '''
         return self._subscribers[key]
 
+    def subs_items(self) -> abc.ItemsView[str, set[Sub]]:
+        return self._subscribers.items()
+
     def add_subs(
         self,
         key: str,
-        subs: set[tuple[
-            tractor.MsgStream | trio.MemorySendChannel,
-            float | None,  # tick throttle in Hz
-        ]],
-    ) -> set[tuple]:
+        subs: set[Sub],
+
+    ) -> set[Sub]:
         '''
         Add a ``set`` of consumer subscription entries for the given key.
 
         '''
-        _subs: set[tuple] = self._subscribers[key]
+        _subs: set[Sub] = self._subscribers.setdefault(key, set())
         _subs.update(subs)
         return _subs
 
@@ -331,7 +350,6 @@ async def allocate_persistent_feed(
     ) = await bus.nursery.start(
         manage_history,
         mod,
-        bus,
         mkt,
         some_data_ready,
         feed_is_live,
@@ -339,7 +357,9 @@ async def allocate_persistent_feed(
 
     # yield back control to starting nursery once we receive either
     # some history or a real-time quote.
-    log.info(f'loading OHLCV history: {fqme}')
+    log.info(
+        f'loading OHLCV history: {fqme!r}\n'
+    )
     await some_data_ready.wait()
 
     flume = Flume(
@@ -408,7 +428,13 @@ async def allocate_persistent_feed(
         rt_shm.array['time'][1] = ts + 1
 
     elif hist_shm.array.size == 0:
-        raise RuntimeError(f'History (1m) Shm for {fqme} is empty!?')
+        for i in range(100):
+            await trio.sleep(0.1)
+            if hist_shm.array.size > 0:
+                break
+        else:
+            await tractor.pause()
+            raise RuntimeError(f'History (1m) Shm for {fqme} is empty!?')
 
     # wait the spawning parent task to register its subscriber
     # send-stream entry before we start the sample loop.
@@ -438,8 +464,9 @@ async def open_feed_bus(
     symbols: list[str],  # normally expected to the broker-specific fqme
 
     loglevel: str = 'error',
-    tick_throttle: Optional[float] = None,
+    tick_throttle: float | None = None,
     start_stream: bool = True,
+    allow_remote_ctl_ui: bool = False,
 
 ) -> dict[
     str,  # fqme
@@ -454,8 +481,12 @@ async def open_feed_bus(
     if loglevel is None:
         loglevel = tractor.current_actor().loglevel
 
-    # XXX: required to propagate ``tractor`` loglevel to piker logging
-    get_console_log(loglevel or tractor.current_actor().loglevel)
+    # XXX: required to propagate ``tractor`` loglevel to piker
+    # logging
+    get_console_log(
+        loglevel
+        or tractor.current_actor().loglevel
+    )
 
     # local state sanity checks
     # TODO: check for any stale shm entries for this symbol
@@ -465,7 +496,7 @@ async def open_feed_bus(
     assert 'brokerd' in servicename
     assert brokername in servicename
 
-    bus = get_feed_bus(brokername)
+    bus: _FeedsBus = get_feed_bus(brokername)
     sub_registered = trio.Event()
 
     flumes: dict[str, Flume] = {}
@@ -512,10 +543,10 @@ async def open_feed_bus(
         # pack for ``.started()`` sync msg
         flumes[fqme] = flume
 
-        # we use the broker-specific fqme (bs_fqme) for the
-        # sampler subscription since the backend isn't (yet) expected to
-        # append it's own name to the fqme, so we filter on keys which
-        # *do not* include that name (e.g .ib) .
+        # we use the broker-specific fqme (bs_fqme) for the sampler
+        # subscription since the backend isn't (yet) expected to
+        # append it's own name to the fqme, so we filter on keys
+        # which *do not* include that name (e.g .ib) .
         bus._subscribers.setdefault(bs_fqme, set())
 
     # sync feed subscribers with flume handles
@@ -554,49 +585,60 @@ async def open_feed_bus(
             # that the ``sample_and_broadcast()`` task (spawned inside
             # ``allocate_persistent_feed()``) will push real-time quote
             # (ticks) to this new consumer.
-
+            cs: trio.CancelScope | None = None
+            send: trio.MemorySendChannel | None = None
             if tick_throttle:
                 flume.throttle_rate = tick_throttle
 
-                # open a bg task which receives quotes over a mem chan
-                # and only pushes them to the target actor-consumer at
-                # a max ``tick_throttle`` instantaneous rate.
+                # open a bg task which receives quotes over a mem
+                # chan and only pushes them to the target
+                # actor-consumer at a max ``tick_throttle``
+                # (instantaneous) rate.
                 send, recv = trio.open_memory_channel(2**10)
 
-                cs = await bus.start_task(
+                # NOTE: the ``.send`` channel here is a swapped-in
+                # trio mem chan which gets `.send()`-ed by the normal
+                # sampler task but instead of being sent directly
+                # over the IPC msg stream it's the throttle task
+                # does the work of incrementally forwarding to the
+                # IPC stream at the throttle rate.
+                cs: trio.CancelScope = await bus.start_task(
                     uniform_rate_send,
                     tick_throttle,
                     recv,
                     stream,
                 )
-                # NOTE: so the ``send`` channel here is actually a swapped
-                # in trio mem chan which gets pushed by the normal sampler
-                # task but instead of being sent directly over the IPC msg
-                # stream it's the throttle task does the work of
-                # incrementally forwarding to the IPC stream at the throttle
-                # rate.
-                send._ctx = ctx  # mock internal ``tractor.MsgStream`` ref
-                sub = (send, tick_throttle)
 
-            else:
-                sub = (stream, tick_throttle)
+            sub = Sub(
+                ipc=stream,
+                send_chan=send,
+                throttle_rate=tick_throttle,
+                _throttle_cs=cs,
+                rc_ui=allow_remote_ctl_ui,
+            )
 
             # TODO: add an api for this on the bus?
             # maybe use the current task-id to key the sub list that's
             # added / removed? Or maybe we can add a general
             # pause-resume by sub-key api?
             bs_fqme = fqme.removesuffix(f'.{brokername}')
-            local_subs.setdefault(bs_fqme, set()).add(sub)
-            bus.add_subs(bs_fqme, {sub})
+            local_subs.setdefault(
+                bs_fqme,
+                set()
+            ).add(sub)
+            bus.add_subs(
+                bs_fqme,
+                {sub}
+            )
 
         # sync caller with all subs registered state
         sub_registered.set()
 
-        uid = ctx.chan.uid
+        uid: tuple[str, str] = ctx.chan.uid
         try:
-            # ctrl protocol for start/stop of quote streams based on UI
-            # state (eg. don't need a stream when a symbol isn't being
-            # displayed).
+            # ctrl protocol for start/stop of live quote streams
+            # based on UI state (eg. don't need a stream when
+            # a symbol isn't being displayed).
             async for msg in stream:
 
                 if msg == 'pause':
@@ -688,7 +730,10 @@ class Feed(Struct):
                 async for msg in stream:
                     await tx.send(msg)
 
-        async with trio.open_nursery() as nurse:
+        async with (
+            tractor.trionics.collapse_eg(),
+            trio.open_nursery() as nurse
+        ):
             # spawn a relay task for each stream so that they all
             # multiplex to a common channel.
             for brokername in mods:
@@ -734,6 +779,7 @@ async def install_brokerd_search(
                 except trio.EndOfChannel:
                     return {}
 
+            from piker.ui import _search
             async with _search.register_symbol_search(
 
                 provider_name=brokermod.name,
@@ -750,9 +796,8 @@ async def install_brokerd_search(
 
 @acm
 async def maybe_open_feed(
-
     fqmes: list[str],
-    loglevel: Optional[str] = None,
+    loglevel: str | None = None,
 
     **kwargs,
 
@@ -768,7 +813,7 @@ async def maybe_open_feed(
     '''
     fqme = fqmes[0]
 
-    async with maybe_open_context(
+    async with trionics.maybe_open_context(
         acm_func=open_feed,
         kwargs={
             'fqmes': fqmes,
@@ -788,7 +833,7 @@ async def maybe_open_feed(
             # add a new broadcast subscription for the quote stream
             # if this feed is likely already in use
 
-            async with gather_contexts(
+            async with trionics.gather_contexts(
                 mngrs=[stream.subscribe() for stream in feed.streams.values()]
             ) as bstreams:
                 for bstream, flume in zip(bstreams, feed.flumes.values()):
@@ -804,13 +849,14 @@ async def maybe_open_feed(
 
 @acm
 async def open_feed(
-
     fqmes: list[str],
 
-    loglevel: str | None = None,
+    loglevel: str|None = None,
     allow_overruns: bool = True,
     start_stream: bool = True,
-    tick_throttle: float | None = None,  # Hz
+    tick_throttle: float|None = None,  # Hz
+
+    allow_remote_ctl_ui: bool = False,
 
 ) -> Feed:
     '''
@@ -848,7 +894,7 @@ async def open_feed(
         )
 
     portals: tuple[tractor.Portal]
-    async with gather_contexts(
+    async with trionics.gather_contexts(
         brokerd_ctxs,
     ) as portals:
 
@@ -861,19 +907,19 @@ async def open_feed(
             feed.portals[brokermod] = portal
 
             # fill out "status info" that the UI can show
-            host, port = portal.channel.raddr
-            if host == '127.0.0.1':
-                host = 'localhost'
-
+            chan: tractor.Channel = portal.chan
+            raddr: Address = chan.raddr
+            aid: Aid = chan.aid
+            # TAG_feed_status_update
             feed.status.update({
-                'actor_name': portal.channel.uid[0],
-                'host': host,
-                'port': port,
+                'actor_id': aid,
+                'actor_short_id': f'{aid.name}@{aid.pid}',
+                'ipc': chan.raddr.proto_key,
+                'ipc_addr': raddr,
                 'hist_shm': 'NA',
                 'rt_shm': 'NA',
-                'throttle_rate': tick_throttle,
+                'throttle_hz': tick_throttle,
             })
-            # feed.status.update(init_msg.pop('status', {}))
 
             # (allocate and) connect to any feed bus for this broker
             bus_ctxs.append(
@@ -894,13 +940,19 @@ async def open_feed(
                     # of these stream open sequences sequentially per
                     # backend? .. need some thot!
                     allow_overruns=True,
+
+                    # NOTE: UI actors (like charts) can allow
+                    # remote control of certain graphics rendering
+                    # capabilities via the
+                    # `.ui._remote_ctl.remote_annotate()` msg loop.
+                    allow_remote_ctl_ui=allow_remote_ctl_ui,
                 )
             )
 
         assert len(feed.mods) == len(feed.portals)
 
         async with (
-            gather_contexts(bus_ctxs) as ctxs,
+            trionics.gather_contexts(bus_ctxs) as ctxs,
         ):
             stream_ctxs: list[tractor.MsgStream] = []
             for (
@@ -942,7 +994,7 @@ async def open_feed(
             brokermod: ModuleType
             fqmes: list[str]
             async with (
-                gather_contexts(stream_ctxs) as streams,
+                trionics.gather_contexts(stream_ctxs) as streams,
             ):
                 for (
                     stream,
@@ -958,6 +1010,12 @@ async def open_feed(
                         if brokermod.name == flume.mkt.broker:
                             flume.stream = stream
 
-                assert len(feed.mods) == len(feed.portals) == len(feed.streams)
+                assert (
+                    len(feed.mods)
+                    ==
+                    len(feed.portals)
+                    ==
+                    len(feed.streams)
+                )
 
                 yield feed

piker/data/flows.py

@@ -36,41 +36,21 @@ from ._sharedmem import (
     ShmArray,
     _Token,
 )
+from piker.accounting import MktPair
 
 if TYPE_CHECKING:
-    from ..accounting import MktPair
-    from .feed import Feed
-
-
-# TODO: ideas for further abstractions as per
-# https://github.com/pikers/piker/issues/216 and
-# https://github.com/pikers/piker/issues/270:
-# - a ``Cascade`` would be the minimal "connection" of 2 ``Flumes``
-#   as per circuit parlance:
-#   https://en.wikipedia.org/wiki/Two-port_network#Cascade_connection
-#     - could cover the combination of our `FspAdmin` and the
-#       backend `.fsp._engine` related machinery to "connect" one flume
-#       to another?
-# - a (financial signal) ``Flow`` would be the a "collection" of such
-#    minmial cascades. Some engineering based jargon concepts:
-#     - https://en.wikipedia.org/wiki/Signal_chain
-#     - https://en.wikipedia.org/wiki/Daisy_chain_(electrical_engineering)
-#     - https://en.wikipedia.org/wiki/Audio_signal_flow
-#     - https://en.wikipedia.org/wiki/Digital_signal_processing#Implementation
-#     - https://en.wikipedia.org/wiki/Dataflow_programming
-#     - https://en.wikipedia.org/wiki/Signal_programming
-#     - https://en.wikipedia.org/wiki/Incremental_computing
+    from piker.data.feed import Feed
 
 
 class Flume(Struct):
     '''
-    Composite reference type which points to all the addressing handles
-    and other meta-data necessary for the read, measure and management
-    of a set of real-time updated data flows.
+    Composite reference type which points to all the addressing
+    handles and other meta-data necessary for the read, measure and
+    management of a set of real-time updated data flows.
 
     Can be thought of as a "flow descriptor" or "flow frame" which
-    describes the high level properties of a set of data flows that can
-    be used seamlessly across process-memory boundaries.
+    describes the high level properties of a set of data flows that
+    can be used seamlessly across process-memory boundaries.
 
     Each instance's sub-components normally includes:
      - a msg oriented quote stream provided via an IPC transport
@@ -93,6 +73,7 @@ class Flume(Struct):
     # private shm refs loaded dynamically from tokens
     _hist_shm: ShmArray | None = None
     _rt_shm: ShmArray | None = None
+    _readonly: bool = True
 
     stream: tractor.MsgStream | None = None
     izero_hist: int = 0
@@ -101,7 +82,7 @@ class Flume(Struct):
 
     # TODO: do we need this really if we can pull the `Portal` from
     # ``tractor``'s internals?
-    feed: Feed | None = None
+    feed: Feed|None = None
 
     @property
     def rt_shm(self) -> ShmArray:
@@ -109,7 +90,7 @@ class Flume(Struct):
         if self._rt_shm is None:
             self._rt_shm = attach_shm_array(
                 token=self._rt_shm_token,
-                readonly=True,
+                readonly=self._readonly,
             )
 
         return self._rt_shm
@@ -122,12 +103,10 @@ class Flume(Struct):
                 'No shm token has been set for the history buffer?'
             )
 
-        if (
-            self._hist_shm is None
-        ):
+        if self._hist_shm is None:
             self._hist_shm = attach_shm_array(
                 token=self._hist_shm_token,
-                readonly=True,
+                readonly=self._readonly,
             )
 
         return self._hist_shm
@@ -146,10 +125,10 @@ class Flume(Struct):
         period and ratio between them.
 
         '''
-        times = self.hist_shm.array['time']
-        end = pendulum.from_timestamp(times[-1])
-        start = pendulum.from_timestamp(times[times != times[-1]][-1])
-        hist_step_size_s = (end - start).seconds
+        times: np.ndarray = self.hist_shm.array['time']
+        end: float | int = pendulum.from_timestamp(times[-1])
+        start: float | int = pendulum.from_timestamp(times[times != times[-1]][-1])
+        hist_step_size_s: float = (end - start).seconds
 
         times = self.rt_shm.array['time']
         end = pendulum.from_timestamp(times[-1])
@@ -169,17 +148,25 @@ class Flume(Struct):
         msg = self.to_dict()
         msg['mkt'] = self.mkt.to_dict()
 
-        # can't serialize the stream or feed objects, it's expected
-        # you'll have a ref to it since this msg should be rxed on
-        # a stream on whatever far end IPC..
+        # NOTE: pop all un-msg-serializable fields:
+        # - `tractor.MsgStream`
+        # - `Feed`
+        # - `Shmarray`
+        # it's expected the `.from_msg()` on the other side
+        # will get instead some kind of msg-compat version
+        # that it can load.
         msg.pop('stream')
         msg.pop('feed')
+        msg.pop('_rt_shm')
+        msg.pop('_hist_shm')
+
         return msg
 
     @classmethod
     def from_msg(
         cls,
         msg: dict,
+        readonly: bool = True,
 
     ) -> dict:
         '''
@@ -190,7 +177,11 @@ class Flume(Struct):
         mkt_msg = msg.pop('mkt')
         from ..accounting import MktPair  # cycle otherwise..
         mkt = MktPair.from_msg(mkt_msg)
-        return cls(mkt=mkt, **msg)
+        msg |= {'_readonly': readonly}
+        return cls(
+            mkt=mkt,
+            **msg,
+        )
 
     def get_index(
         self,

piker/data/history.py

@@ -1,982 +0,0 @@
-# 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/>.
-
-'''
-Historical data business logic for load, backfill and tsdb storage.
-
-'''
-from __future__ import annotations
-# from collections import (
-#     Counter,
-# )
-from datetime import datetime
-from functools import partial
-# import time
-from types import ModuleType
-from typing import (
-    Callable,
-    TYPE_CHECKING,
-)
-
-import trio
-from trio_typing import TaskStatus
-import tractor
-from pendulum import (
-    Duration,
-    from_timestamp,
-)
-import numpy as np
-
-from ..accounting import (
-    MktPair,
-)
-from ._util import (
-    log,
-)
-from ._sharedmem import (
-    maybe_open_shm_array,
-    ShmArray,
-)
-from ._source import def_iohlcv_fields
-from ._sampling import (
-    open_sample_stream,
-)
-from ..brokers._util import (
-    DataUnavailable,
-)
-
-if TYPE_CHECKING:
-    from bidict import bidict
-    from ..service.marketstore import StorageClient
-    from .feed import _FeedsBus
-
-
-# `ShmArray` buffer sizing configuration:
-_mins_in_day = int(60 * 24)
-# how much is probably dependent on lifestyle
-# but we reco a buncha times (but only on a
-# run-every-other-day kinda week).
-_secs_in_day = int(60 * _mins_in_day)
-_days_in_week: int = 7
-
-_days_worth: int = 3
-_default_hist_size: int = 6 * 365 * _mins_in_day
-_hist_buffer_start = int(
-    _default_hist_size - round(7 * _mins_in_day)
-)
-
-_default_rt_size: int = _days_worth * _secs_in_day
-# NOTE: start the append index in rt buffer such that 1 day's worth
-# can be appenened before overrun.
-_rt_buffer_start = int((_days_worth - 1) * _secs_in_day)
-
-
-def diff_history(
-    array: np.ndarray,
-    append_until_dt: datetime | None = None,
-    prepend_until_dt: datetime | None = None,
-
-) -> np.ndarray:
-
-    # no diffing with tsdb dt index possible..
-    if (
-        prepend_until_dt is None
-        and append_until_dt is None
-    ):
-        return array
-
-    times = array['time']
-
-    if append_until_dt:
-        return array[times < append_until_dt.timestamp()]
-    else:
-        return array[times >= prepend_until_dt.timestamp()]
-
-
-async def shm_push_in_between(
-    shm: ShmArray,
-    to_push: np.ndarray,
-    prepend_index: int,
-
-    update_start_on_prepend: bool = False,
-
-) -> int:
-    shm.push(
-        to_push,
-        prepend=True,
-
-        # XXX: only update the ._first index if no tsdb
-        # segment was previously prepended by the
-        # parent task.
-        update_first=update_start_on_prepend,
-
-        # XXX: only prepend from a manually calculated shm
-        # index if there was already a tsdb history
-        # segment prepended (since then the
-        # ._first.value is going to be wayyy in the
-        # past!)
-        start=(
-            prepend_index
-            if not update_start_on_prepend
-            else None
-        ),
-    )
-    # XXX: extremely important, there can be no checkpoints
-    # in the block above to avoid entering new ``frames``
-    # values while we're pipelining the current ones to
-    # memory...
-    array = shm.array
-    zeros = array[array['low'] == 0]
-
-    # always backfill gaps with the earliest (price) datum's
-    # value to avoid the y-ranger including zeros and completely
-    # stretching the y-axis..
-    if 0 < zeros.size:
-        zeros[[
-            'open',
-            'high',
-            'low',
-            'close',
-        ]] = shm._array[zeros['index'][0] - 1]['close']
-        # await tractor.pause()
-
-
-async def start_backfill(
-    get_hist,
-    mod: ModuleType,
-    mkt: MktPair,
-    shm: ShmArray,
-    timeframe: float,
-
-    backfill_from_shm_index: int,
-    backfill_from_dt: datetime,
-
-    sampler_stream: tractor.MsgStream,
-
-    backfill_until_dt: datetime | None = None,
-    storage: StorageClient | None = None,
-
-    write_tsdb: bool = True,
-
-    task_status: TaskStatus[tuple] = trio.TASK_STATUS_IGNORED,
-
-) -> int:
-
-        # let caller unblock and deliver latest history frame
-        # and use to signal that backfilling the shm gap until
-        # the tsdb end is complete!
-        bf_done = trio.Event()
-        task_status.started(bf_done)
-
-        # based on the sample step size, maybe load a certain amount history
-        update_start_on_prepend: bool = False
-        if backfill_until_dt is None:
-
-            # TODO: drop this right and just expose the backfill
-            # limits inside a [storage] section in conf.toml?
-            # when no tsdb "last datum" is provided, we just load
-            # some near-term history.
-            # periods = {
-            #     1: {'days': 1},
-            #     60: {'days': 14},
-            # }
-
-            # do a decently sized backfill and load it into storage.
-            periods = {
-                1: {'days': 6},
-                60: {'years': 6},
-            }
-            period_duration: int = periods[timeframe]
-
-            update_start_on_prepend = True
-
-            # NOTE: manually set the "latest" datetime which we intend to
-            # backfill history "until" so as to adhere to the history
-            # settings above when the tsdb is detected as being empty.
-            backfill_until_dt = backfill_from_dt.subtract(**period_duration)
-
-
-        # TODO: can we drop this? without conc i don't think this
-        # is necessary any more?
-        # configure async query throttling
-        # rate = config.get('rate', 1)
-        # XXX: legacy from ``trimeter`` code but unsupported now.
-        # erlangs = config.get('erlangs', 1)
-        # avoid duplicate history frames with a set of datetime frame
-        # starts and associated counts of how many duplicates we see
-        # per time stamp.
-        # starts: Counter[datetime] = Counter()
-
-        # conduct "backward history gap filling" where we push to
-        # the shm buffer until we have history back until the
-        # latest entry loaded from the tsdb's table B)
-        last_start_dt: datetime = backfill_from_dt
-        next_prepend_index: int = backfill_from_shm_index
-
-        while last_start_dt > backfill_until_dt:
-
-            log.debug(
-                f'Requesting {timeframe}s frame ending in {last_start_dt}'
-            )
-
-            try:
-                (
-                    array,
-                    next_start_dt,
-                    next_end_dt,
-                ) = await get_hist(
-                    timeframe,
-                    end_dt=last_start_dt,
-                )
-
-            # broker says there never was or is no more history to pull
-            except DataUnavailable:
-                log.warning(
-                    f'NO-MORE-DATA: backend {mod.name} halted history!?'
-                )
-
-                # ugh, what's a better way?
-                # TODO: fwiw, we probably want a way to signal a throttle
-                # condition (eg. with ib) so that we can halt the
-                # request loop until the condition is resolved?
-                return
-
-            # TODO: drop this? see todo above..
-            # if (
-            #     next_start_dt in starts
-            #     and starts[next_start_dt] <= 6
-            # ):
-            #     start_dt = min(starts)
-            #     log.warning(
-            #         f"{mkt.fqme}: skipping duplicate frame @ {next_start_dt}"
-            #     )
-            #     starts[start_dt] += 1
-            #     await tractor.pause()
-            #     continue
-
-            # elif starts[next_start_dt] > 6:
-            #     log.warning(
-            #         f'NO-MORE-DATA: backend {mod.name} before {next_start_dt}?'
-            #     )
-            #     return
-
-            # # only update new start point if not-yet-seen
-            # starts[next_start_dt] += 1
-
-            assert array['time'][0] == next_start_dt.timestamp()
-
-            diff = last_start_dt - next_start_dt
-            frame_time_diff_s = diff.seconds
-
-            # frame's worth of sample-period-steps, in seconds
-            frame_size_s = len(array) * timeframe
-            expected_frame_size_s = frame_size_s + timeframe
-            if frame_time_diff_s > expected_frame_size_s:
-
-                # XXX: query result includes a start point prior to our
-                # expected "frame size" and thus is likely some kind of
-                # history gap (eg. market closed period, outage, etc.)
-                # so just report it to console for now.
-                log.warning(
-                    f'History frame ending @ {last_start_dt} appears to have a gap:\n'
-                    f'{diff} ~= {frame_time_diff_s} seconds'
-                )
-
-            to_push = diff_history(
-                array,
-                prepend_until_dt=backfill_until_dt,
-            )
-            ln = len(to_push)
-            if ln:
-                log.info(f'{ln} bars for {next_start_dt} -> {last_start_dt}')
-
-            else:
-                log.warning(
-                    '0 BARS TO PUSH after diff!?\n'
-                    f'{next_start_dt} -> {last_start_dt}'
-                )
-
-            # bail gracefully on shm allocation overrun/full
-            # condition
-            try:
-                await shm_push_in_between(
-                    shm,
-                    to_push,
-                    prepend_index=next_prepend_index,
-                    update_start_on_prepend=update_start_on_prepend,
-                )
-                await sampler_stream.send({
-                    'broadcast_all': {
-                        'backfilling': (mkt.fqme, timeframe),
-                    },
-                })
-
-                # decrement next prepend point
-                next_prepend_index = next_prepend_index - ln
-                last_start_dt = next_start_dt
-
-            except ValueError as ve:
-                _ve = ve
-                log.error(
-                    f'Shm prepend OVERRUN on: {next_start_dt} -> {last_start_dt}?'
-                )
-
-                if next_prepend_index < ln:
-                    log.warning(
-                        f'Shm buffer can only hold {next_prepend_index} more rows..\n'
-                        f'Appending those from recent {ln}-sized frame, no more!'
-                    )
-
-                to_push = to_push[-next_prepend_index + 1:]
-                await shm_push_in_between(
-                    shm,
-                    to_push,
-                    prepend_index=next_prepend_index,
-                    update_start_on_prepend=update_start_on_prepend,
-                )
-                await sampler_stream.send({
-                    'broadcast_all': {
-                        'backfilling': (mkt.fqme, timeframe),
-                    },
-                })
-
-                # can't push the entire frame? so
-                # push only the amount that can fit..
-                break
-
-            log.info(
-                f'Shm pushed {ln} frame:\n'
-                f'{next_start_dt} -> {last_start_dt}'
-            )
-
-            # FINALLY, maybe write immediately to the tsdb backend for
-            # long-term storage.
-            if (
-                storage is not None
-                and write_tsdb
-            ):
-                log.info(
-                    f'Writing {ln} frame to storage:\n'
-                    f'{next_start_dt} -> {last_start_dt}'
-                )
-
-                # always drop the src asset token for
-                # non-currency-pair like market types (for now)
-                if mkt.dst.atype not in {
-                    'crypto',
-                    'crypto_currency',
-                    'fiat',  # a "forex pair"
-                }:
-                    # for now, our table key schema is not including
-                    # the dst[/src] source asset token.
-                    col_sym_key: str = mkt.get_fqme(
-                        delim_char='',
-                        without_src=True,
-                    )
-                else:
-                    col_sym_key: str = mkt.get_fqme(delim_char='')
-
-                # TODO: implement parquet append!?
-                await storage.write_ohlcv(
-                    col_sym_key,
-                    shm.array,
-                    timeframe,
-                )
-        else:
-            # finally filled gap
-            log.info(
-                f'Finished filling gap to tsdb start @ {backfill_until_dt}!'
-            )
-            # conduct tsdb timestamp gap detection and backfill any
-            # seemingly missing sequence segments..
-            # TODO: ideally these never exist but somehow it seems
-            # sometimes we're writing zero-ed segments on certain
-            # (teardown) cases?
-            from ._timeseries import detect_null_time_gap
-
-            gap_indices: tuple | None = detect_null_time_gap(shm)
-            while gap_indices:
-                (
-                    istart,
-                    start,
-                    end,
-                    iend,
-                ) = gap_indices
-
-                start_dt = from_timestamp(start)
-                end_dt = from_timestamp(end)
-                (
-                    array,
-                    next_start_dt,
-                    next_end_dt,
-                ) = await get_hist(
-                    timeframe,
-                    start_dt=start_dt,
-                    end_dt=end_dt,
-                )
-
-                # XXX TODO: pretty sure if i plot tsla, btcusdt.binance
-                # and mnq.cme.ib this causes a Qt crash XXDDD
-
-                # make sure we don't overrun the buffer start
-                len_to_push: int = min(iend, array.size)
-                to_push: np.ndarray = array[-len_to_push:]
-                await shm_push_in_between(
-                    shm,
-                    to_push,
-                    prepend_index=iend,
-                    update_start_on_prepend=False,
-                )
-
-                # TODO: UI side needs IPC event to update..
-                # - make sure the UI actually always handles
-                #  this update!
-                # - remember that in the display side, only refersh this
-                #   if the respective history is actually "in view".
-                #   loop
-                await sampler_stream.send({
-                    'broadcast_all': {
-                        'backfilling': (mkt.fqme, timeframe),
-                    },
-                })
-                gap_indices: tuple | None = detect_null_time_gap(shm)
-
-        # XXX: extremely important, there can be no checkpoints
-        # in the block above to avoid entering new ``frames``
-        # values while we're pipelining the current ones to
-        # memory...
-        # await sampler_stream.send('broadcast_all')
-
-        # short-circuit (for now)
-        bf_done.set()
-
-
-async def back_load_from_tsdb(
-    storemod: ModuleType,
-    storage: StorageClient,
-
-    fqme: str,
-
-    tsdb_history: np.ndarray,
-
-    last_tsdb_dt: datetime,
-    latest_start_dt: datetime,
-    latest_end_dt: datetime,
-
-    bf_done: trio.Event,
-
-    timeframe: int,
-    shm: ShmArray,
-):
-    assert len(tsdb_history)
-
-    # sync to backend history task's query/load completion
-    # if bf_done:
-    #     await bf_done.wait()
-
-    # TODO: eventually it'd be nice to not require a shm array/buffer
-    # to accomplish this.. maybe we can do some kind of tsdb direct to
-    # graphics format eventually in a child-actor?
-    if storemod.name == 'nativedb':
-        return
-
-        await tractor.pause()
-        assert shm._first.value == 0
-
-    array = shm.array
-
-    # if timeframe == 1:
-    #     times = shm.array['time']
-    #     assert (times[1] - times[0]) == 1
-
-    if len(array):
-        shm_last_dt = from_timestamp(
-            shm.array[0]['time']
-        )
-    else:
-        shm_last_dt = None
-
-    if last_tsdb_dt:
-        assert shm_last_dt >= last_tsdb_dt
-
-    # do diff against start index of last frame of history and only
-    # fill in an amount of datums from tsdb allows for most recent
-    # to be loaded into mem *before* tsdb data.
-    if (
-        last_tsdb_dt
-        and latest_start_dt
-    ):
-        backfilled_size_s = (
-            latest_start_dt - last_tsdb_dt
-        ).seconds
-        # if the shm buffer len is not large enough to contain
-        # all missing data between the most recent backend-queried frame
-        # and the most recent dt-index in the db we warn that we only
-        # want to load a portion of the next tsdb query to fill that
-        # space.
-        log.info(
-            f'{backfilled_size_s} seconds worth of {timeframe}s loaded'
-        )
-
-    # Load TSDB history into shm buffer (for display) if there is
-    # remaining buffer space.
-
-    time_key: str = 'time'
-    if getattr(storemod, 'ohlc_key_map', False):
-        keymap: bidict = storemod.ohlc_key_map
-        time_key: str = keymap.inverse['time']
-
-    # if (
-    #     not len(tsdb_history)
-    # ):
-    #     return
-
-    tsdb_last_frame_start: datetime = last_tsdb_dt
-    # load as much from storage into shm possible (depends on
-    # user's shm size settings).
-    while shm._first.value > 0:
-
-        tsdb_history = await storage.read_ohlcv(
-            fqme,
-            timeframe=timeframe,
-            end=tsdb_last_frame_start,
-        )
-
-        # # empty query
-        # if not len(tsdb_history):
-        #     break
-
-        next_start = tsdb_history[time_key][0]
-        if next_start >= tsdb_last_frame_start:
-            # no earlier data detected
-            break
-
-        else:
-            tsdb_last_frame_start = next_start
-
-        # TODO: see if there's faster multi-field reads:
-        # https://numpy.org/doc/stable/user/basics.rec.html#accessing-multiple-fields
-        # re-index  with a `time` and index field
-        prepend_start = shm._first.value
-
-        to_push = tsdb_history[-prepend_start:]
-        shm.push(
-            to_push,
-
-            # insert the history pre a "days worth" of samples
-            # to leave some real-time buffer space at the end.
-            prepend=True,
-            # update_first=False,
-            # start=prepend_start,
-            field_map=storemod.ohlc_key_map,
-        )
-
-        log.info(f'Loaded {to_push.shape} datums from storage')
-        tsdb_last_frame_start = tsdb_history[time_key][0]
-
-        # manually trigger step update to update charts/fsps
-        # which need an incremental update.
-        # NOTE: the way this works is super duper
-        # un-intuitive right now:
-        # - the broadcaster fires a msg to the fsp subsystem.
-        # - fsp subsys then checks for a sample step diff and
-        #   possibly recomputes prepended history.
-        # - the fsp then sends back to the parent actor
-        #   (usually a chart showing graphics for said fsp)
-        #   which tells the chart to conduct a manual full
-        #   graphics loop cycle.
-        # await sampler_stream.send('broadcast_all')
-
-
-async def tsdb_backfill(
-    mod: ModuleType,
-    storemod: ModuleType,
-    tn: trio.Nursery,
-
-    storage: StorageClient,
-    mkt: MktPair,
-    shm: ShmArray,
-    timeframe: float,
-
-    sampler_stream: tractor.MsgStream,
-
-    task_status: TaskStatus[
-        tuple[ShmArray, ShmArray]
-    ] = trio.TASK_STATUS_IGNORED,
-
-) -> None:
-
-    get_hist: Callable[
-        [int, datetime, datetime],
-        tuple[np.ndarray, str]
-    ]
-    config: dict[str, int]
-    async with mod.open_history_client(
-        mkt,
-    ) as (get_hist, config):
-        log.info(f'{mod} history client returned backfill config: {config}')
-
-        # get latest query's worth of history all the way
-        # back to what is recorded in the tsdb
-        try:
-            array, mr_start_dt, mr_end_dt = await get_hist(
-                timeframe,
-                end_dt=None,
-            )
-
-        # XXX: timeframe not supported for backend (since
-        # above exception type), terminate immediately since
-        # there's no backfilling possible.
-        except DataUnavailable:
-            task_status.started()
-            return
-
-        # TODO: fill in non-zero epoch time values ALWAYS!
-        # hist_shm._array['time'] = np.arange(
-        #     start=
-
-        # NOTE: removed for now since it'll always break
-        # on the first 60s of the venue open..
-        # times: np.ndarray = array['time']
-        # # sample period step size in seconds
-        # step_size_s = (
-        #     from_timestamp(times[-1])
-        #     - from_timestamp(times[-2])
-        # ).seconds
-
-        # if step_size_s not in (1, 60):
-        #     log.error(f'Last 2 sample period is off!? -> {step_size_s}')
-        #     step_size_s = (
-        #         from_timestamp(times[-2])
-        #         - from_timestamp(times[-3])
-        #     ).seconds
-
-        # NOTE: on the first history, most recent history
-        # frame we PREPEND from the current shm ._last index
-        # and thus a gap between the earliest datum loaded here
-        # and the latest loaded from the tsdb may exist!
-        log.info(f'Pushing {array.size} to shm!')
-        shm.push(
-            array,
-            prepend=True,  # append on first frame
-        )
-        backfill_gap_from_shm_index: int = shm._first.value + 1
-
-        # tell parent task to continue
-        task_status.started()
-
-        # loads a (large) frame of data from the tsdb depending
-        # on the db's query size limit; our "nativedb" (using
-        # parquet) generally can load the entire history into mem
-        # but if not then below the remaining history can be lazy
-        # loaded?
-        fqme: str = mkt.fqme
-        tsdb_entry: tuple | None =  await storage.load(
-            fqme,
-            timeframe=timeframe,
-        )
-
-        last_tsdb_dt: datetime | None = None
-        if tsdb_entry:
-            (
-                tsdb_history,
-                first_tsdb_dt,
-                last_tsdb_dt,
-            ) = tsdb_entry
-
-            # calc the index from which the tsdb data should be
-            # prepended, presuming there is a gap between the
-            # latest frame (loaded/read above) and the latest
-            # sample loaded from the tsdb.
-            backfill_diff: Duration =  mr_start_dt - last_tsdb_dt
-            offset_s: float = backfill_diff.in_seconds()
-            offset_samples: int = round(offset_s / timeframe)
-
-            # TODO: see if there's faster multi-field reads:
-            # https://numpy.org/doc/stable/user/basics.rec.html#accessing-multiple-fields
-            # re-index  with a `time` and index field
-            prepend_start = shm._first.value - offset_samples + 1
-
-            # tsdb history is so far in the past we can't fit it in
-            # shm buffer space so simply don't load it!
-            if prepend_start > 0:
-                to_push = tsdb_history[-prepend_start:]
-                shm.push(
-                    to_push,
-
-                    # insert the history pre a "days worth" of samples
-                    # to leave some real-time buffer space at the end.
-                    prepend=True,
-                    # update_first=False,
-                    start=prepend_start,
-                    field_map=storemod.ohlc_key_map,
-                )
-
-                log.info(f'Loaded {to_push.shape} datums from storage')
-
-        # TODO: maybe start history anal and load missing "history
-        # gaps" via backend..
-
-        if timeframe not in (1, 60):
-            raise ValueError(
-                '`piker` only needs to support 1m and 1s sampling '
-                'but ur api is trying to deliver a longer '
-                f'timeframe of {timeframe} seconds..\n'
-                'So yuh.. dun do dat brudder.'
-            )
-        # if there is a gap to backfill from the first
-        # history frame until the last datum loaded from the tsdb
-        # continue that now in the background
-        bf_done = await tn.start(
-            partial(
-                start_backfill,
-                get_hist,
-                mod,
-                mkt,
-                shm,
-                timeframe,
-
-                backfill_from_shm_index=backfill_gap_from_shm_index,
-                backfill_from_dt=mr_start_dt,
-
-                sampler_stream=sampler_stream,
-
-                backfill_until_dt=last_tsdb_dt,
-                storage=storage,
-            )
-        )
-
-        # if len(hist_shm.array) < 2:
-        # TODO: there's an edge case here to solve where if the last
-        # frame before market close (at least on ib) was pushed and
-        # there was only "1 new" row pushed from the first backfill
-        # query-iteration, then the sample step sizing calcs will
-        # break upstream from here since you can't diff on at least
-        # 2 steps... probably should also add logic to compute from
-        # the tsdb series and stash that somewhere as meta data on
-        # the shm buffer?.. no se.
-
-        # backload any further data from tsdb (concurrently per
-        # timeframe) if not all data was able to be loaded (in memory)
-        # from the ``StorageClient.load()`` call above.
-        try:
-            await trio.sleep_forever()
-        finally:
-            return
-
-        # IF we need to continue backloading incrementally from the
-        # tsdb client..
-        tn.start_soon(
-            back_load_from_tsdb,
-
-            storemod,
-            storage,
-            fqme,
-
-            tsdb_history,
-            last_tsdb_dt,
-            mr_start_dt,
-            mr_end_dt,
-            bf_done,
-
-            timeframe,
-            shm,
-        )
-
-
-async def manage_history(
-    mod: ModuleType,
-    bus: _FeedsBus,
-    mkt: MktPair,
-    some_data_ready: trio.Event,
-    feed_is_live: trio.Event,
-    timeframe: float = 60,  # in seconds
-
-    task_status: TaskStatus[
-        tuple[ShmArray, ShmArray]
-    ] = trio.TASK_STATUS_IGNORED,
-
-) -> None:
-    '''
-    Load and manage historical data including the loading of any
-    available series from any connected tsdb as well as conduct
-    real-time update of both that existing db and the allocated
-    shared memory buffer.
-
-    Init sequence:
-    - allocate shm (numpy array) buffers for 60s & 1s sample rates
-    - configure "zero index" for each buffer: the index where
-      history will prepended *to* and new live data will be
-      appened *from*.
-    - open a ``.storage.StorageClient`` and load any existing tsdb
-      history as well as (async) start a backfill task which loads
-      missing (newer) history from the data provider backend:
-      - tsdb history is loaded first and pushed to shm ASAP.
-      - the backfill task loads the most recent history before
-        unblocking its parent task, so that the `ShmArray._last` is
-        up to date to allow the OHLC sampler to begin writing new
-        samples as the correct buffer index once the provider feed
-        engages.
-
-    '''
-    # TODO: is there a way to make each shm file key
-    # actor-tree-discovery-addr unique so we avoid collisions
-    # when doing tests which also allocate shms for certain instruments
-    # that may be in use on the system by some other running daemons?
-    # from tractor._state import _runtime_vars
-    # port = _runtime_vars['_root_mailbox'][1]
-
-    uid: tuple = tractor.current_actor().uid
-    name, uuid = uid
-    service: str = name.rstrip(f'.{mod.name}')
-    fqme: str = mkt.get_fqme(delim_char='')
-
-    # (maybe) allocate shm array for this broker/symbol which will
-    # be used for fast near-term history capture and processing.
-    hist_shm, opened = maybe_open_shm_array(
-        size=_default_hist_size,
-        append_start_index=_hist_buffer_start,
-
-        key=f'piker.{service}[{uuid[:16]}].{fqme}.hist',
-
-        # use any broker defined ohlc dtype:
-        dtype=getattr(mod, '_ohlc_dtype', def_iohlcv_fields),
-
-        # we expect the sub-actor to write
-        readonly=False,
-    )
-    hist_zero_index = hist_shm.index - 1
-
-    # TODO: history validation
-    if not opened:
-        raise RuntimeError(
-            "Persistent shm for sym was already open?!"
-        )
-
-    rt_shm, opened = maybe_open_shm_array(
-        size=_default_rt_size,
-        append_start_index=_rt_buffer_start,
-        key=f'piker.{service}[{uuid[:16]}].{fqme}.rt',
-
-        # use any broker defined ohlc dtype:
-        dtype=getattr(mod, '_ohlc_dtype', def_iohlcv_fields),
-
-        # we expect the sub-actor to write
-        readonly=False,
-    )
-
-    # (for now) set the rt (hft) shm array with space to prepend
-    # only a few days worth of 1s history.
-    days: int = 2
-    start_index: int = days*_secs_in_day
-    rt_shm._first.value = start_index
-    rt_shm._last.value = start_index
-    rt_zero_index = rt_shm.index - 1
-
-    if not opened:
-        raise RuntimeError(
-            "Persistent shm for sym was already open?!"
-        )
-
-    open_history_client = getattr(
-        mod,
-        'open_history_client',
-    )
-    assert open_history_client
-
-    # TODO: maybe it should be a subpkg of `.data`?
-    from piker import storage
-
-    async with (
-        storage.open_storage_client() as (storemod, client),
-        trio.open_nursery() as tn,
-    ):
-        log.info(
-            f'Connecting to storage backend `{storemod.name}`:\n'
-            f'location: {client.address}\n'
-            f'db cardinality: {client.cardinality}\n'
-            # TODO: show backend config, eg:
-            # - network settings
-            # - storage size with compression
-            # - number of loaded time series?
-        )
-
-        # NOTE: this call ONLY UNBLOCKS once the latest-most frame
-        # (i.e. history just before the live feed latest datum) of
-        # history has been loaded and written to the shm buffer:
-        # - the backfiller task can write in reverse chronological
-        #   to the shm and tsdb
-        # - the tsdb data can be loaded immediately and the
-        #   backfiller can do a single append from it's end datum and
-        #   then prepends backward to that from the current time
-        #   step.
-        tf2mem: dict = {
-            1: rt_shm,
-            60: hist_shm,
-        }
-        async with open_sample_stream(
-            period_s=1.,
-            shms_by_period={
-                1.: rt_shm.token,
-                60.: hist_shm.token,
-            },
-
-            # NOTE: we want to only open a stream for doing
-            # broadcasts on backfill operations, not receive the
-            # sample index-stream (since there's no code in this
-            # data feed layer that needs to consume it).
-            open_index_stream=True,
-            sub_for_broadcasts=False,
-
-        ) as sample_stream:
-            # register 1s and 1m buffers with the global incrementer task
-            log.info(f'Connected to sampler stream: {sample_stream}')
-
-            for timeframe in [60, 1]:
-                await tn.start(
-                    tsdb_backfill,
-                    mod,
-                    storemod,
-                    tn,
-                    # bus,
-                    client,
-                    mkt,
-                    tf2mem[timeframe],
-                    timeframe,
-
-                    sample_stream,
-                )
-
-            # indicate to caller that feed can be delivered to
-            # remote requesting client since we've loaded history
-            # data that can be used.
-            some_data_ready.set()
-
-            # wait for a live feed before starting the sampler.
-            await feed_is_live.wait()
-
-            # yield back after client connect with filled shm
-            task_status.started((
-                hist_zero_index,
-                hist_shm,
-                rt_zero_index,
-                rt_shm,
-            ))
-
-            # history retreival loop depending on user interaction
-            # and thus a small RPC-prot for remotely controllinlg
-            # what data is loaded for viewing.
-            await trio.sleep_forever()

piker/data/validate.py

@@ -113,9 +113,9 @@ def validate_backend(
             )
             if ep is None:
                 log.warning(
-                    f'Provider backend {mod.name} is missing '
-                    f'{daemon_name} support :(\n'
-                    f'The following endpoint is missing: {name}'
+                    f'Provider backend {mod.name!r} is missing '
+                    f'{daemon_name!r} support?\n'
+                    f'|_module endpoint-func missing: {name!r}\n'
                 )
 
     inits: list[

piker/fsp/__init__.py

@@ -26,7 +26,10 @@ from ._api import (
     maybe_mk_fsp_shm,
     Fsp,
 )
-from ._engine import cascade
+from ._engine import (
+    cascade,
+    Cascade,
+)
 from ._volume import (
     dolla_vlm,
     flow_rates,
@@ -35,6 +38,7 @@ from ._volume import (
 
 __all__: list[str] = [
     'cascade',
+    'Cascade',
     'maybe_mk_fsp_shm',
     'Fsp',
     'dolla_vlm',
@@ -46,9 +50,12 @@ __all__: list[str] = [
 async def latency(
     source: 'TickStream[Dict[str, float]]',  # noqa
     ohlcv: np.ndarray
+
 ) -> AsyncIterator[np.ndarray]:
-    """Latency measurements, broker to piker.
-    """
+    '''
+    Latency measurements, broker to piker.
+
+    '''
     # TODO: do we want to offer yielding this async
     # before the rt data connection comes up?
 

piker/fsp/_engine.py

@@ -18,13 +18,12 @@
 core task logic for processing chains
 
 '''
-from dataclasses import dataclass
+from __future__ import annotations
+from contextlib import asynccontextmanager as acm
 from functools import partial
 from typing import (
     AsyncIterator,
     Callable,
-    Optional,
-    Union,
 )
 
 import numpy as np
@@ -33,9 +32,9 @@ from trio_typing import TaskStatus
 import tractor
 from tractor.msg import NamespacePath
 
+from piker.types import Struct
 from ..log import get_logger, get_console_log
 from .. import data
-from ..data import attach_shm_array
 from ..data.feed import (
     Flume,
     Feed,
@@ -56,12 +55,6 @@ from ..toolz import Profiler
 log = get_logger(__name__)
 
 
-@dataclass
-class TaskTracker:
-    complete: trio.Event
-    cs: trio.CancelScope
-
-
 async def filter_quotes_by_sym(
 
     sym: str,
@@ -82,30 +75,168 @@ async def filter_quotes_by_sym(
         if quote:
             yield quote
 
+# TODO: unifying the abstractions in this FSP subsys/layer:
+# -[ ] move the `.data.flows.Flume` type into this
+#   module/subsys/pkg?
+# -[ ] ideas for further abstractions as per
+#   - https://github.com/pikers/piker/issues/216,
+#   - https://github.com/pikers/piker/issues/270:
+#   - a (financial signal) ``Flow`` would be the a "collection" of such
+#     minmial cascades. Some engineering based jargon concepts:
+#     - https://en.wikipedia.org/wiki/Signal_chain
+#     - https://en.wikipedia.org/wiki/Daisy_chain_(electrical_engineering)
+#     - https://en.wikipedia.org/wiki/Audio_signal_flow
+#     - https://en.wikipedia.org/wiki/Digital_signal_processing#Implementation
+#     - https://en.wikipedia.org/wiki/Dataflow_programming
+#     - https://en.wikipedia.org/wiki/Signal_programming
+#     - https://en.wikipedia.org/wiki/Incremental_computing
+#     - https://en.wikipedia.org/wiki/Signal-flow_graph
+#     - https://en.wikipedia.org/wiki/Signal-flow_graph#Basic_components
 
-async def fsp_compute(
+# -[ ] we probably want to eval THE BELOW design and unify with the
+#   proto `TaskManager` in the `tractor` dev branch as well as with
+#   our below idea for `Cascade`:
+#   - https://github.com/goodboy/tractor/pull/363
+class Cascade(Struct):
+    '''
+    As per sig-proc engineering parlance, this is a chaining of
+    `Flume`s, which are themselves collections of "Streams"
+    implemented currently via `ShmArray`s.
 
+    A `Cascade` is be the minimal "connection" of 2 `Flumes`
+    as per circuit parlance:
+    https://en.wikipedia.org/wiki/Two-port_network#Cascade_connection
+
+    TODO:
+      -[ ] could cover the combination of our `FspAdmin` and the
+        backend `.fsp._engine` related machinery to "connect" one flume
+        to another?
+
+    '''
+    # TODO: make these `Flume`s
+    src: Flume
+    dst: Flume
+    tn: trio.Nursery
+    fsp: Fsp  # UI-side middleware ctl API
+
+    # filled during cascade/.bind_func() (fsp_compute) init phases
+    bind_func: Callable | None = None
+    complete: trio.Event | None = None
+    cs: trio.CancelScope | None = None
+    client_stream: tractor.MsgStream | None = None
+
+    async def resync(self) -> int:
+        # TODO: adopt an incremental update engine/approach
+        # where possible here eventually!
+        log.info(f're-syncing fsp {self.fsp.name} to source')
+        self.cs.cancel()
+        await self.complete.wait()
+        index: int = await self.tn.start(self.bind_func)
+
+        # always trigger UI refresh after history update,
+        # see ``piker.ui._fsp.FspAdmin.open_chain()`` and
+        # ``piker.ui._display.trigger_update()``.
+        dst_shm: ShmArray = self.dst.rt_shm
+        await self.client_stream.send({
+            'fsp_update': {
+                'key': dst_shm.token,
+                'first': dst_shm._first.value,
+                'last': dst_shm._last.value,
+            }
+        })
+        return index
+
+    def is_synced(self) -> tuple[bool, int, int]:
+        '''
+        Predicate to dertmine if a destination FSP
+        output array is aligned to its source array.
+
+        '''
+        src_shm: ShmArray = self.src.rt_shm
+        dst_shm: ShmArray = self.dst.rt_shm
+        step_diff = src_shm.index - dst_shm.index
+        len_diff = abs(len(src_shm.array) - len(dst_shm.array))
+        synced: bool = not (
+            # the source is likely backfilling and we must
+            # sync history calculations
+            len_diff > 2
+
+            # we aren't step synced to the source and may be
+            # leading/lagging by a step
+            or step_diff > 1
+            or step_diff < 0
+        )
+        if not synced:
+            fsp: Fsp = self.fsp
+            log.warning(
+                '***DESYNCED FSP***\n'
+                f'{fsp.ns_path}@{src_shm.token}\n'
+                f'step_diff: {step_diff}\n'
+                f'len_diff: {len_diff}\n'
+            )
+        return (
+            synced,
+            step_diff,
+            len_diff,
+        )
+
+    async def poll_and_sync_to_step(self) -> int:
+        synced, step_diff, _ = self.is_synced()
+        while not synced:
+            await self.resync()
+            synced, step_diff, _ = self.is_synced()
+
+        return step_diff
+
+    @acm
+    async def open_edge(
+        self,
+        bind_func: Callable,
+    ) -> int:
+        self.bind_func = bind_func
+        index = await self.tn.start(bind_func)
+        yield index
+        # TODO: what do we want on teardown/error?
+        # -[ ] dynamic reconnection after update?
+
+
+async def connect_streams(
+    casc: Cascade,
     mkt: MktPair,
-    flume: Flume,
     quote_stream: trio.abc.ReceiveChannel,
+    src: Flume,
+    dst: Flume,
 
-    src: ShmArray,
-    dst: ShmArray,
-
-    func: Callable,
+    edge_func: Callable,
 
     # attach_stream: bool = False,
     task_status: TaskStatus[None] = trio.TASK_STATUS_IGNORED,
 
 ) -> None:
+    '''
+    Stream and per-sample compute and write the cascade of
+    2 `Flumes`/streams given some operating `func`.
 
+    https://en.wikipedia.org/wiki/Signal-flow_graph#Basic_components
+
+    Not literally, but something like:
+
+        edge_func(Flume_in) -> Flume_out
+
+    '''
     profiler = Profiler(
         delayed=False,
         disabled=True
     )
 
-    fqme = mkt.fqme
-    out_stream = func(
+    # TODO: just pull it from src.mkt.fqme no?
+    # fqme: str = mkt.fqme
+    fqme: str = src.mkt.fqme
+
+    # TODO: dynamic introspection of what the underlying (vertex)
+    # function actually requires from input node (flumes) then
+    # deliver those inputs as part of a graph "compilation" step?
+    out_stream = edge_func(
 
         # TODO: do we even need this if we do the feed api right?
         # shouldn't a local stream do this before we get a handle
@@ -113,20 +244,21 @@ async def fsp_compute(
         # async itertools style?
         filter_quotes_by_sym(fqme, quote_stream),
 
-        # XXX: currently the ``ohlcv`` arg
-        flume.rt_shm,
+        # XXX: currently the ``ohlcv`` arg, but we should allow
+        # (dynamic) requests for src flume (node) streams?
+        src.rt_shm,
     )
 
     # HISTORY COMPUTE PHASE
     # conduct a single iteration of fsp with historical bars input
     # and get historical output.
-    history_output: Union[
-        dict[str, np.ndarray],  # multi-output case
-        np.ndarray,  # single output case
-    ]
+    history_output: (
+        dict[str, np.ndarray]  # multi-output case
+        | np.ndarray,  # single output case
+    )
     history_output = await anext(out_stream)
 
-    func_name = func.__name__
+    func_name = edge_func.__name__
     profiler(f'{func_name} generated history')
 
     # build struct array with an 'index' field to push as history
@@ -134,10 +266,12 @@ async def fsp_compute(
     # TODO: push using a[['f0', 'f1', .., 'fn']] = .. syntax no?
     # if the output array is multi-field then push
     # each respective field.
-    fields = getattr(dst.array.dtype, 'fields', None).copy()
+    dst_shm: ShmArray = dst.rt_shm
+    fields = getattr(dst_shm.array.dtype, 'fields', None).copy()
     fields.pop('index')
-    history_by_field: Optional[np.ndarray] = None
-    src_time = src.array['time']
+    history_by_field: np.ndarray | None = None
+    src_shm: ShmArray = src.rt_shm
+    src_time = src_shm.array['time']
 
     if (
         fields and
@@ -156,7 +290,7 @@ async def fsp_compute(
                 if history_by_field is None:
 
                     if output is None:
-                        length = len(src.array)
+                        length = len(src_shm.array)
                     else:
                         length = len(output)
 
@@ -165,7 +299,7 @@ async def fsp_compute(
                     # will be pushed to shm.
                     history_by_field = np.zeros(
                         length,
-                        dtype=dst.array.dtype
+                        dtype=dst_shm.array.dtype
                     )
 
                 if output is None:
@@ -182,13 +316,13 @@ async def fsp_compute(
             )
         history_by_field = np.zeros(
             len(history_output),
-            dtype=dst.array.dtype
+            dtype=dst_shm.array.dtype
         )
         history_by_field[func_name] = history_output
 
     history_by_field['time'] = src_time[-len(history_by_field):]
 
-    history_output['time'] = src.array['time']
+    history_output['time'] = src_shm.array['time']
 
     # TODO: XXX:
     # THERE'S A BIG BUG HERE WITH THE `index` field since we're
@@ -201,11 +335,11 @@ async def fsp_compute(
     #   is `index` aware such that historical data can be indexed
     #   relative to the true first datum? Not sure if this is sane
     #   for incremental compuations.
-    first = dst._first.value = src._first.value
+    first = dst_shm._first.value = src_shm._first.value
 
     # TODO: can we use this `start` flag instead of the manual
     # setting above?
-    index = dst.push(
+    index = dst_shm.push(
         history_by_field,
         start=first,
     )
@@ -216,12 +350,9 @@ async def fsp_compute(
     # setup a respawn handle
     with trio.CancelScope() as cs:
 
-        # TODO: might be better to just make a "restart" method where
-        # the target task is spawned implicitly and then the event is
-        # set via some higher level api? At that poing we might as well
-        # be writing a one-cancels-one nursery though right?
-        tracker = TaskTracker(trio.Event(), cs)
-        task_status.started((tracker, index))
+        casc.cs = cs
+        casc.complete = trio.Event()
+        task_status.started(index)
 
         profiler(f'{func_name} yield last index')
 
@@ -235,12 +366,12 @@ async def fsp_compute(
                 log.debug(f"{func_name}: {processed}")
                 key, output = processed
                 # dst.array[-1][key] = output
-                dst.array[[key, 'time']][-1] = (
+                dst_shm.array[[key, 'time']][-1] = (
                     output,
                     # TODO: what about pushing ``time.time_ns()``
                     # in which case we'll need to round at the graphics
                     # processing / sampling layer?
-                    src.array[-1]['time']
+                    src_shm.array[-1]['time']
                 )
 
                 # NOTE: for now we aren't streaming this to the consumer
@@ -252,7 +383,7 @@ async def fsp_compute(
                 # N-consumers who subscribe for the real-time output,
                 # which we'll likely want to implement using local-mem
                 # chans for the fan out?
-                # index = src.index
+                # index = src_shm.index
                 # if attach_stream:
                 #     await client_stream.send(index)
 
@@ -262,7 +393,7 @@ async def fsp_compute(
                 #     log.info(f'FSP quote too fast: {hz}')
                 # last = time.time()
         finally:
-            tracker.complete.set()
+            casc.complete.set()
 
 
 @tractor.context
@@ -273,15 +404,15 @@ async def cascade(
     # data feed key
     fqme: str,
 
-    src_shm_token: dict,
-    dst_shm_token: tuple[str, np.dtype],
-
+    # flume pair cascaded using an "edge function"
+    src_flume_addr: dict,
+    dst_flume_addr: dict,
     ns_path: NamespacePath,
 
     shm_registry: dict[str, _Token],
 
     zero_on_step: bool = False,
-    loglevel: Optional[str] = None,
+    loglevel: str | None = None,
 
 ) -> None:
     '''
@@ -297,8 +428,14 @@ async def cascade(
     if loglevel:
         get_console_log(loglevel)
 
-    src = attach_shm_array(token=src_shm_token)
-    dst = attach_shm_array(readonly=False, token=dst_shm_token)
+    src: Flume = Flume.from_msg(src_flume_addr)
+    dst: Flume = Flume.from_msg(
+        dst_flume_addr,
+        readonly=False,
+    )
+
+    # src: ShmArray = attach_shm_array(token=src_shm_token)
+    # dst: ShmArray = attach_shm_array(readonly=False, token=dst_shm_token)
 
     reg = _load_builtins()
     lines = '\n'.join([f'{key.rpartition(":")[2]} => {key}' for key in reg])
@@ -306,11 +443,11 @@ async def cascade(
         f'Registered FSP set:\n{lines}'
     )
 
-    # update actorlocal flows table which registers
-    # readonly "instances" of this fsp for symbol/source
-    # so that consumer fsps can look it up by source + fsp.
-    # TODO: ugh i hate this wind/unwind to list over the wire
-    # but not sure how else to do it.
+    # NOTE XXX: update actorlocal flows table which registers
+    # readonly "instances" of this fsp for symbol/source so that
+    # consumer fsps can look it up by source + fsp.
+    # TODO: ugh i hate this wind/unwind to list over the wire but
+    # not sure how else to do it.
     for (token, fsp_name, dst_token) in shm_registry:
         Fsp._flow_registry[(
             _Token.from_msg(token),
@@ -320,12 +457,15 @@ async def cascade(
     fsp: Fsp = reg.get(
         NamespacePath(ns_path)
     )
-    func = fsp.func
+    func: Callable = fsp.func
 
     if not func:
         # TODO: assume it's a func target path
         raise ValueError(f'Unknown fsp target: {ns_path}')
 
+    _fqme: str = src.mkt.fqme
+    assert _fqme == fqme
+
     # open a data feed stream with requested broker
     feed: Feed
     async with data.feed.maybe_open_feed(
@@ -339,177 +479,143 @@ async def cascade(
 
     ) as feed:
 
-        flume = feed.flumes[fqme]
-        mkt = flume.mkt
-        assert src.token == flume.rt_shm.token
+        flume: Flume = feed.flumes[fqme]
+        # XXX: can't do this since flume.feed will be set XD
+        # assert flume == src
+        assert flume.mkt == src.mkt
+        mkt: MktPair = flume.mkt
+
+        # NOTE: FOR NOW, sanity checks around the feed as being
+        # always the src flume (until we get to fancier/lengthier
+        # chains/graphs.
+        assert src.rt_shm.token == flume.rt_shm.token
+
+        # XXX: won't work bc the _hist_shm_token value will be
+        # list[list] after IPC..
+        # assert flume.to_msg() == src_flume_addr
+
         profiler(f'{func}: feed up')
 
-        func_name = func.__name__
+        func_name: str = func.__name__
         async with (
-            trio.open_nursery() as n,
+            tractor.trionics.collapse_eg(),  # avoid multi-taskc tb in console
+            trio.open_nursery() as tn,
         ):
+            # TODO: might be better to just make a "restart" method where
+            # the target task is spawned implicitly and then the event is
+            # set via some higher level api? At that poing we might as well
+            # be writing a one-cancels-one nursery though right?
+            casc = Cascade(
+                src,
+                dst,
+                tn,
+                fsp,
+            )
 
+            # TODO: this seems like it should be wrapped somewhere?
             fsp_target = partial(
-
-                fsp_compute,
+                connect_streams,
+                casc=casc,
                 mkt=mkt,
-                flume=flume,
                 quote_stream=flume.stream,
 
-                # shm
+                # flumes and shm passthrough
                 src=src,
                 dst=dst,
 
-                # target
-                func=func
+                # chain function which takes src flume input(s)
+                # and renders dst flume output(s)
+                edge_func=func
             )
+            async with casc.open_edge(
+                bind_func=fsp_target,
+            ) as index:
+                # casc.bind_func = fsp_target
+                # index = await tn.start(fsp_target)
+                dst_shm: ShmArray = dst.rt_shm
+                src_shm: ShmArray = src.rt_shm
 
-            tracker, index = await n.start(fsp_target)
+                if zero_on_step:
+                    last = dst.rt_shm.array[-1:]
+                    zeroed = np.zeros(last.shape, dtype=last.dtype)
 
-            if zero_on_step:
-                last = dst.array[-1:]
-                zeroed = np.zeros(last.shape, dtype=last.dtype)
+                profiler(f'{func_name}: fsp up')
 
-            profiler(f'{func_name}: fsp up')
+                # sync to client-side actor
+                await ctx.started(index)
 
-            # sync client
-            await ctx.started(index)
+                # XXX:  rt stream with client which we MUST
+                # open here (and keep it open) in order to make
+                # incremental "updates" as history prepends take
+                # place.
+                async with ctx.open_stream() as client_stream:
+                    casc.client_stream: tractor.MsgStream = client_stream
 
-            # XXX:  rt stream with client which we MUST
-            # open here (and keep it open) in order to make
-            # incremental "updates" as history prepends take
-            # place.
-            async with ctx.open_stream() as client_stream:
+                    s, step, ld = casc.is_synced()
 
-                # TODO: these likely should all become
-                # methods of this ``TaskLifetime`` or wtv
-                # abstraction..
-                async def resync(
-                    tracker: TaskTracker,
+                    # detect sample period step for subscription to increment
+                    # signal
+                    times = src.rt_shm.array['time']
+                    if len(times) > 1:
+                        last_ts = times[-1]
+                        delay_s: float = float(last_ts - times[times != last_ts][-1])
+                    else:
+                        # our default "HFT" sample rate.
+                        delay_s: float = _default_delay_s
 
-                ) -> tuple[TaskTracker, int]:
-                    # TODO: adopt an incremental update engine/approach
-                    # where possible here eventually!
-                    log.info(f're-syncing fsp {func_name} to source')
-                    tracker.cs.cancel()
-                    await tracker.complete.wait()
-                    tracker, index = await n.start(fsp_target)
+                    # sub and increment the underlying shared memory buffer
+                    # on every step msg received from the global `samplerd`
+                    # service.
+                    async with open_sample_stream(
+                        float(delay_s)
+                    ) as istream:
 
-                    # always trigger UI refresh after history update,
-                    # see ``piker.ui._fsp.FspAdmin.open_chain()`` and
-                    # ``piker.ui._display.trigger_update()``.
-                    await client_stream.send({
-                        'fsp_update': {
-                            'key': dst_shm_token,
-                            'first': dst._first.value,
-                            'last': dst._last.value,
-                        }
-                    })
-                    return tracker, index
+                        profiler(f'{func_name}: sample stream up')
+                        profiler.finish()
 
-                def is_synced(
-                    src: ShmArray,
-                    dst: ShmArray
-                ) -> tuple[bool, int, int]:
-                    '''
-                    Predicate to dertmine if a destination FSP
-                    output array is aligned to its source array.
+                        async for i in istream:
+                            # print(f'FSP incrementing {i}')
 
-                    '''
-                    step_diff = src.index - dst.index
-                    len_diff = abs(len(src.array) - len(dst.array))
-                    return not (
-                        # the source is likely backfilling and we must
-                        # sync history calculations
-                        len_diff > 2
+                            # respawn the compute task if the source
+                            # array has been updated such that we compute
+                            # new history from the (prepended) source.
+                            synced, step_diff, _ = casc.is_synced()
+                            if not synced:
+                                step_diff: int = await casc.poll_and_sync_to_step()
 
-                        # we aren't step synced to the source and may be
-                        # leading/lagging by a step
-                        or step_diff > 1
-                        or step_diff < 0
-                    ), step_diff, len_diff
+                                # skip adding a last bar since we should already
+                                # be step alinged
+                                if step_diff == 0:
+                                    continue
 
-                async def poll_and_sync_to_step(
-                    tracker: TaskTracker,
-                    src: ShmArray,
-                    dst: ShmArray,
+                            # read out last shm row, copy and write new row
+                            array = dst_shm.array
 
-                ) -> tuple[TaskTracker, int]:
+                            # some metrics like vlm should be reset
+                            # to zero every step.
+                            if zero_on_step:
+                                last = zeroed
+                            else:
+                                last = array[-1:].copy()
 
-                    synced, step_diff, _ = is_synced(src, dst)
-                    while not synced:
-                        tracker, index = await resync(tracker)
-                        synced, step_diff, _ = is_synced(src, dst)
+                            dst.rt_shm.push(last)
 
-                    return tracker, step_diff
+                            # sync with source buffer's time step
+                            src_l2 = src_shm.array[-2:]
+                            src_li, src_lt = src_l2[-1][['index', 'time']]
+                            src_2li, src_2lt = src_l2[-2][['index', 'time']]
+                            dst_shm._array['time'][src_li] = src_lt
+                            dst_shm._array['time'][src_2li] = src_2lt
 
-                s, step, ld = is_synced(src, dst)
-
-                # detect sample period step for subscription to increment
-                # signal
-                times = src.array['time']
-                if len(times) > 1:
-                    last_ts = times[-1]
-                    delay_s = float(last_ts - times[times != last_ts][-1])
-                else:
-                    # our default "HFT" sample rate.
-                    delay_s = _default_delay_s
-
-                # sub and increment the underlying shared memory buffer
-                # on every step msg received from the global `samplerd`
-                # service.
-                async with open_sample_stream(float(delay_s)) as istream:
-
-                    profiler(f'{func_name}: sample stream up')
-                    profiler.finish()
-
-                    async for i in istream:
-                        # print(f'FSP incrementing {i}')
-
-                        # respawn the compute task if the source
-                        # array has been updated such that we compute
-                        # new history from the (prepended) source.
-                        synced, step_diff, _ = is_synced(src, dst)
-                        if not synced:
-                            tracker, step_diff = await poll_and_sync_to_step(
-                                tracker,
-                                src,
-                                dst,
-                            )
-
-                            # skip adding a last bar since we should already
-                            # be step alinged
-                            if step_diff == 0:
-                                continue
-
-                        # read out last shm row, copy and write new row
-                        array = dst.array
-
-                        # some metrics like vlm should be reset
-                        # to zero every step.
-                        if zero_on_step:
-                            last = zeroed
-                        else:
-                            last = array[-1:].copy()
-
-                        dst.push(last)
-
-                        # sync with source buffer's time step
-                        src_l2 = src.array[-2:]
-                        src_li, src_lt = src_l2[-1][['index', 'time']]
-                        src_2li, src_2lt = src_l2[-2][['index', 'time']]
-                        dst._array['time'][src_li] = src_lt
-                        dst._array['time'][src_2li] = src_2lt
-
-                        # last2 = dst.array[-2:]
-                        # if (
-                        #     last2[-1]['index'] != src_li
-                        #     or last2[-2]['index'] != src_2li
-                        # ):
-                        #     dstl2 = list(last2)
-                        #     srcl2 = list(src_l2)
-                        #     print(
-                        #         # f'{dst.token}\n'
-                        #         f'src: {srcl2}\n'
-                        #         f'dst: {dstl2}\n'
-                        #     )
+                            # last2 = dst.array[-2:]
+                            # if (
+                            #     last2[-1]['index'] != src_li
+                            #     or last2[-2]['index'] != src_2li
+                            # ):
+                            #     dstl2 = list(last2)
+                            #     srcl2 = list(src_l2)
+                            #     print(
+                            #         # f'{dst.token}\n'
+                            #         f'src: {srcl2}\n'
+                            #         f'dst: {dstl2}\n'
+                            #     )

piker/log.py

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

piker/service/__init__.py

@@ -14,49 +14,45 @@
 # 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/>.
 
-"""
-Actor-runtime service orchestration machinery.
+'''
+Actor runtime primtives and (distributed) service APIs for,
 
-"""
-from __future__ import annotations
+- daemon-service mgmt: `_daemon` (i.e. low-level spawn and supervise machinery
+  for sub-actors like `brokerd`, `emsd`, datad`, etc.)
 
-from ._mngr import Services
-from ._registry import (  # noqa
-    _tractor_kwargs,
-    _default_reg_addr,
-    _default_registry_host,
-    _default_registry_port,
-    open_registry,
-    find_service,
-    check_for_service,
+- service-actor supervision (via `trio` tasks) API: `._mngr`
+
+- discovery interface (via light wrapping around `tractor`'s built-in
+  prot): `._registry`
+
+- `docker` cntr SC supervision for use with `trio`: `_ahab`
+  - wrappers for marketstore and elasticsearch dbs
+  => TODO: maybe to (re)move elsewhere?
+
+'''
+from ._mngr import Services as Services
+from ._registry import (
+    _tractor_kwargs as _tractor_kwargs,
+    _default_reg_addr as _default_reg_addr,
+    _default_registry_host as _default_registry_host,
+    _default_registry_port as _default_registry_port,
+
+    open_registry as open_registry,
+    find_service as find_service,
+    check_for_service as check_for_service,
 )
-from ._daemon import (  # noqa
-    maybe_spawn_daemon,
-    spawn_emsd,
-    maybe_open_emsd,
+from ._daemon import (
+    maybe_spawn_daemon as maybe_spawn_daemon,
+    spawn_emsd as spawn_emsd,
+    maybe_open_emsd as maybe_open_emsd,
 )
 from ._actor_runtime import (
-    open_piker_runtime,
-    maybe_open_pikerd,
-    open_pikerd,
-    get_tractor_runtime_kwargs,
+    open_piker_runtime as open_piker_runtime,
+    maybe_open_pikerd as maybe_open_pikerd,
+    open_pikerd as open_pikerd,
+    get_runtime_vars as get_runtime_vars,
 )
 from ..brokers._daemon import (
-    spawn_brokerd,
-    maybe_spawn_brokerd,
+    spawn_brokerd as spawn_brokerd,
+    maybe_spawn_brokerd as maybe_spawn_brokerd,
 )
-
-
-__all__ = [
-    'check_for_service',
-    'Services',
-    'maybe_spawn_daemon',
-    'spawn_brokerd',
-    'maybe_spawn_brokerd',
-    'spawn_emsd',
-    'maybe_open_emsd',
-    'open_piker_runtime',
-    'maybe_open_pikerd',
-    'open_pikerd',
-    'get_tractor_runtime_kwargs',
-]

piker/service/_actor_runtime.py

@@ -45,7 +45,7 @@ from ._registry import (  # noqa
 )
 
 
-def get_tractor_runtime_kwargs() -> dict[str, Any]:
+def get_runtime_vars() -> dict[str, Any]:
     '''
     Deliver ``tractor`` related runtime variables in a `dict`.
 
@@ -56,6 +56,8 @@ def get_tractor_runtime_kwargs() -> dict[str, Any]:
 @acm
 async def open_piker_runtime(
     name: str,
+    registry_addrs: list[tuple[str, int]] = [],
+
     enable_modules: list[str] = [],
     loglevel: Optional[str] = None,
 
@@ -63,8 +65,6 @@ async def open_piker_runtime(
     # for data daemons when running in production.
     debug_mode: bool = False,
 
-    registry_addr: None | tuple[str, int] = None,
-
     # TODO: once we have `rsyscall` support we will read a config
     # and spawn the service tree distributed per that.
     start_method: str = 'trio',
@@ -74,7 +74,7 @@ async def open_piker_runtime(
 
 ) -> tuple[
     tractor.Actor,
-    tuple[str, int],
+    list[tuple[str, int]],
 ]:
     '''
     Start a piker actor who's runtime will automatically sync with
@@ -84,50 +84,71 @@ async def open_piker_runtime(
     a root actor.
 
     '''
+    # check for existing runtime, boot it
+    # if not already running.
     try:
-        # check for existing runtime
-        actor = tractor.current_actor().uid
-
+        actor = tractor.current_actor()
     except tractor._exceptions.NoRuntime:
         tractor._state._runtime_vars[
-            'piker_vars'] = tractor_runtime_overrides
+            'piker_vars'
+        ] = tractor_runtime_overrides
 
-        registry_addr = registry_addr or _default_reg_addr
+        # NOTE: if no registrar list passed used the default of just
+        # setting it as the root actor on localhost.
+        registry_addrs = (
+            registry_addrs
+            or [_default_reg_addr]
+        )
+
+        if ems := tractor_kwargs.pop('enable_modules', None):
+            # import pdbp; pdbp.set_trace()
+            enable_modules.extend(ems)
 
         async with (
             tractor.open_root_actor(
 
-                # passed through to ``open_root_actor``
-                arbiter_addr=registry_addr,
+                # passed through to `open_root_actor`
+                registry_addrs=registry_addrs,
                 name=name,
+                start_method=start_method,
                 loglevel=loglevel,
                 debug_mode=debug_mode,
-                start_method=start_method,
+
+                # XXX NOTE MEMBER DAT der's a perf hit yo!!
+                # https://greenback.readthedocs.io/en/latest/principle.html#performance
+                maybe_enable_greenback=True,
 
                 # TODO: eventually we should be able to avoid
                 # having the root have more then permissions to
                 # spawn other specialized daemons I think?
                 enable_modules=enable_modules,
+                hide_tb=False,
 
                 **tractor_kwargs,
-            ) as _,
+            ) as actor,
 
-            open_registry(registry_addr, ensure_exists=False) as addr,
+            open_registry(
+                registry_addrs,
+                ensure_exists=False,
+            ) as addrs,
         ):
-            yield (
-                tractor.current_actor(),
-                addr,
-            )
-    else:
-        async with open_registry(registry_addr) as addr:
+            assert actor is tractor.current_actor()
             yield (
                 actor,
-                addr,
+                addrs,
+            )
+    else:
+        async with open_registry(
+            registry_addrs
+        ) as addrs:
+            yield (
+                actor,
+                addrs,
             )
 
 
-_root_dname = 'pikerd'
-_root_modules = [
+_root_dname: str = 'pikerd'
+_root_modules: list[str] = [
     __name__,
     'piker.service._daemon',
     'piker.brokers._daemon',
@@ -141,13 +162,13 @@ _root_modules = [
 
 @acm
 async def open_pikerd(
+    registry_addrs: list[tuple[str, int]],
 
     loglevel: str | None = None,
 
     # XXX: you should pretty much never want debug mode
     # for data daemons when running in production.
     debug_mode: bool = False,
-    registry_addr: None | tuple[str, int] = None,
 
     **kwargs,
 
@@ -159,33 +180,44 @@ async def open_pikerd(
     alive underling services (see below).
 
     '''
+    # NOTE: for the root daemon we always enable the root
+    # mod set and we `list.extend()` it into wtv the
+    # caller requested.
+    # TODO: make this mod set more strict?
+    # -[ ] eventually we should be able to avoid
+    #    having the root have more then permissions to spawn other
+    #    specialized daemons I think?
+    ems: list[str] = kwargs.setdefault('enable_modules', [])
+    ems.extend(_root_modules)
+
     async with (
         open_piker_runtime(
 
             name=_root_dname,
-            # TODO: eventually we should be able to avoid
-            # having the root have more then permissions to
-            # spawn other specialized daemons I think?
-            enable_modules=_root_modules,
             loglevel=loglevel,
             debug_mode=debug_mode,
-            registry_addr=registry_addr,
+            registry_addrs=registry_addrs,
 
             **kwargs,
 
-        ) as (root_actor, reg_addr),
+        ) as (
+            root_actor,
+            reg_addrs,
+        ),
         tractor.open_nursery() as actor_nursery,
-        trio.open_nursery() as service_nursery,
+        tractor.trionics.collapse_eg(),
+        trio.open_nursery() as service_tn,
     ):
-        if root_actor.accept_addr != reg_addr:
-            raise RuntimeError(
-                f'`pikerd` failed to bind on {reg_addr}!\n'
-                'Maybe you have another daemon already running?'
-            )
+        for addr in reg_addrs:
+            if addr not in root_actor.accept_addrs:
+                raise RuntimeError(
+                    f'`pikerd` failed to bind on {addr}!\n'
+                    'Maybe you have another daemon already running?'
+                )
 
         # assign globally for future daemon/task creation
         Services.actor_n = actor_nursery
-        Services.service_n = service_nursery
+        Services.service_n = service_tn
         Services.debug_mode = debug_mode
 
         try:
@@ -195,7 +227,7 @@ async def open_pikerd(
             # TODO: is this more clever/efficient?
             # if 'samplerd' in Services.service_tasks:
             #     await Services.cancel_service('samplerd')
-            service_nursery.cancel_scope.cancel()
+            service_tn.cancel_scope.cancel()
 
 
 # TODO: do we even need this?
@@ -225,12 +257,15 @@ async def open_pikerd(
 
 @acm
 async def maybe_open_pikerd(
-    loglevel: Optional[str] = None,
-    registry_addr: None | tuple = None,
+    registry_addrs: list[tuple[str, int]] | None = None,
 
+    loglevel: str | None = None,
     **kwargs,
 
-) -> tractor._portal.Portal | ClassVar[Services]:
+) -> (
+    tractor._portal.Portal
+    |ClassVar[Services]
+):
     '''
     If no ``pikerd`` daemon-root-actor can be found start it and
     yield up (we should probably figure out returning a portal to self
@@ -253,32 +288,52 @@ async def maybe_open_pikerd(
     #     async with open_portal(chan) as arb_portal:
     #         yield arb_portal
 
+    registry_addrs: list[tuple[str, int]] = (
+        registry_addrs
+        or
+        [_default_reg_addr]
+    )
+
+    pikerd_portal: tractor.Portal|None
     async with (
         open_piker_runtime(
             name=query_name,
-            registry_addr=registry_addr,
+            registry_addrs=registry_addrs,
             loglevel=loglevel,
             **kwargs,
-        ) as _,
-
-        tractor.find_actor(
-            _root_dname,
-            arbiter_sockaddr=registry_addr,
-        ) as portal
+        ) as (actor, addrs),
     ):
-        # connect to any existing daemon presuming
-        # its registry socket was selected.
-        if (
-            portal is not None
-        ):
-            yield portal
+        if _root_dname in actor.uid:
+            yield None
             return
 
+        # NOTE: IFF running in disti mode, try to attach to any
+        # existing (host-local) `pikerd`.
+        else:
+            async with tractor.find_actor(
+                _root_dname,
+                registry_addrs=registry_addrs,
+                only_first=True,
+                # raise_on_none=True,
+            ) as pikerd_portal:
+
+                # connect to any existing remote daemon presuming its
+                # registry socket was selected.
+                if pikerd_portal is not None:
+
+                    # sanity check that we are actually connecting to
+                    # a remote process and not ourselves.
+                    assert actor.uid != pikerd_portal.channel.uid
+                    assert registry_addrs
+
+                    yield pikerd_portal
+                    return
+
     # presume pikerd role since no daemon could be found at
     # configured address
     async with open_pikerd(
         loglevel=loglevel,
-        registry_addr=registry_addr,
+        registry_addrs=registry_addrs,
 
         # passthrough to ``tractor`` init
         **kwargs,

piker/service/_ahab.py

@@ -15,8 +15,8 @@
 # along with this program.  If not, see <https://www.gnu.org/licenses/>.
 
 '''
-Supervisor for ``docker`` with included async and SC wrapping
-to ensure a cancellable container lifetime system.
+Supervisor for ``docker`` with included async and SC wrapping to
+ensure a cancellable container lifetime system.
 
 '''
 from __future__ import annotations

piker/service/_daemon.py

@@ -28,6 +28,7 @@ from contextlib import (
 )
 
 import tractor
+from trio.lowlevel import current_task
 
 from ._util import (
     log,  # sub-sys logger
@@ -70,66 +71,84 @@ async def maybe_spawn_daemon(
     lock = Services.locks[service_name]
     await lock.acquire()
 
-    async with find_service(service_name) as portal:
-        if portal is not None:
-            lock.release()
-            yield portal
-            return
+    try:
+        async with find_service(
+            service_name,
+            registry_addrs=[('127.0.0.1', 6116)],
+        ) as portal:
+            if portal is not None:
+                lock.release()
+                yield portal
+                return
 
-    log.warning(
-        f"Couldn't find any existing {service_name}\n"
-        'Attempting to spawn new daemon-service..'
-    )
+        log.warning(
+            f"Couldn't find any existing {service_name}\n"
+            'Attempting to spawn new daemon-service..'
+        )
 
-    # ask root ``pikerd`` daemon to spawn the daemon we need if
-    # pikerd is not live we now become the root of the
-    # process tree
-    async with maybe_open_pikerd(
-        loglevel=loglevel,
-        **pikerd_kwargs,
+        # ask root ``pikerd`` daemon to spawn the daemon we need if
+        # pikerd is not live we now become the root of the
+        # process tree
+        async with maybe_open_pikerd(
+            loglevel=loglevel,
+            **pikerd_kwargs,
 
-    ) as pikerd_portal:
+        ) as pikerd_portal:
 
-        # we are the root and thus are `pikerd`
-        # so spawn the target service directly by calling
-        # the provided target routine.
-        # XXX: this assumes that the target is well formed and will
-        # do the right things to setup both a sub-actor **and** call
-        # the ``_Services`` api from above to start the top level
-        # service task for that actor.
-        started: bool
-        if pikerd_portal is None:
-            started = await service_task_target(
-                loglevel=loglevel,
-                **spawn_args,
+            # we are the root and thus are `pikerd`
+            # so spawn the target service directly by calling
+            # the provided target routine.
+            # XXX: this assumes that the target is well formed and will
+            # do the right things to setup both a sub-actor **and** call
+            # the ``_Services`` api from above to start the top level
+            # service task for that actor.
+            started: bool
+            if pikerd_portal is None:
+                started = await service_task_target(
+                    loglevel=loglevel,
+                    **spawn_args,
+                )
+
+            else:
+                # request a remote `pikerd` (service manager) to start the
+                # target daemon-task, the target can't return
+                # a non-serializable value since it is expected that service
+                # starting is non-blocking and the target task will persist
+                # running "under" or "within" the `pikerd` actor tree after
+                # the questing client disconnects. in other words this
+                # spawns a persistent daemon actor that continues to live
+                # for the lifespan of whatever the service manager inside
+                # `pikerd` says it should.
+                started = await pikerd_portal.run(
+                    service_task_target,
+                    loglevel=loglevel,
+                    **spawn_args,
+                )
+
+            if started:
+                log.info(f'Service {service_name} started!')
+
+            # block until we can discover (by IPC connection) to the newly
+            # spawned daemon-actor and then deliver the portal to the
+            # caller.
+            async with tractor.wait_for_actor(service_name) as portal:
+                lock.release()
+                yield portal
+                await portal.cancel_actor()
+
+    except BaseException as _err:
+        err = _err
+        if (
+            lock.locked()
+            and
+            lock.statistics().owner is current_task()
+        ):
+            log.exception(
+                f'Releasing stale lock after crash..?'
+                f'{err!r}\n'
             )
-
-        else:
-            # request a remote `pikerd` (service manager) to start the
-            # target daemon-task, the target can't return
-            # a non-serializable value since it is expected that service
-            # starting is non-blocking and the target task will persist
-            # running "under" or "within" the `pikerd` actor tree after
-            # the questing client disconnects. in other words this
-            # spawns a persistent daemon actor that continues to live
-            # for the lifespan of whatever the service manager inside
-            # `pikerd` says it should.
-            started = await pikerd_portal.run(
-                service_task_target,
-                loglevel=loglevel,
-                **spawn_args,
-            )
-
-        if started:
-            log.info(f'Service {service_name} started!')
-
-        # block until we can discover (by IPC connection) to the newly
-        # spawned daemon-actor and then deliver the portal to the
-        # caller.
-        async with tractor.wait_for_actor(service_name) as portal:
             lock.release()
-            yield portal
-            await portal.cancel_actor()
+            raise err
 
 
 async def spawn_emsd(

piker/service/_mngr.py

@@ -27,6 +27,12 @@ from typing import (
 import trio
 from trio_typing import TaskStatus
 import tractor
+from tractor import (
+    current_actor,
+    ContextCancelled,
+    Context,
+    Portal,
+)
 
 from ._util import (
     log,  # sub-sys logger
@@ -38,6 +44,8 @@ from ._util import (
 #   library.
 # - wrap a "remote api" wherein you can get a method proxy
 #   to the pikerd actor for starting services remotely!
+# - prolly rename this to ActorServicesNursery since it spawns
+#   new actors and supervises them to completion?
 class Services:
 
     actor_n: tractor._supervise.ActorNursery
@@ -47,7 +55,7 @@ class Services:
         str,
         tuple[
             trio.CancelScope,
-            tractor.Portal,
+            Portal,
             trio.Event,
         ]
     ] = {}
@@ -57,12 +65,12 @@ class Services:
     async def start_service_task(
         self,
         name: str,
-        portal: tractor.Portal,
+        portal: Portal,
         target: Callable,
         allow_overruns: bool = False,
         **ctx_kwargs,
 
-    ) -> (trio.CancelScope, tractor.Context):
+    ) -> (trio.CancelScope, Context):
         '''
         Open a context in a service sub-actor, add to a stack
         that gets unwound at ``pikerd`` teardown.
@@ -101,13 +109,30 @@ class Services:
                         # wait on any context's return value
                         # and any final portal result from the
                         # sub-actor.
-                        ctx_res = await ctx.result()
+                        ctx_res: Any = await ctx.wait_for_result()
 
                         # NOTE: blocks indefinitely until cancelled
                         # either by error from the target context
                         # function or by being cancelled here by the
                         # surrounding cancel scope.
                         return (await portal.result(), ctx_res)
+                    except ContextCancelled as ctxe:
+                        canceller: tuple[str, str] = ctxe.canceller
+                        our_uid: tuple[str, str] = current_actor().uid
+                        if (
+                            canceller != portal.channel.uid
+                            and
+                            canceller != our_uid
+                        ):
+                            log.cancel(
+                                f'Actor-service {name} was remotely cancelled?\n'
+                                f'remote canceller: {canceller}\n'
+                                f'Keeping {our_uid} alive, ignoring sub-actor cancel..\n'
+                            )
+                        else:
+                            raise
+
+
 
                     finally:
                         await portal.cancel_actor()

piker/service/_registry.py

@@ -27,6 +27,7 @@ from typing import (
 )
 
 import tractor
+from tractor import Portal
 
 from ._util import (
     log,  # sub-sys logger
@@ -46,7 +47,9 @@ _registry: Registry | None = None
 
 
 class Registry:
-    addr: None | tuple[str, int] = None
+    # TODO: should this be a set or should we complain
+    # on duplicates?
+    addrs: list[tuple[str, int]] = []
 
     # TODO: table of uids to sockaddrs
     peers: dict[
@@ -60,69 +63,134 @@ _tractor_kwargs: dict[str, Any] = {}
 
 @acm
 async def open_registry(
-    addr: None | tuple[str, int] = None,
+    addrs: list[tuple[str, int]],
     ensure_exists: bool = True,
 
-) -> tuple[str, int]:
+) -> list[tuple[str, int]]:
+    '''
+    Open the service-actor-discovery registry by returning a set of
+    tranport socket-addrs to registrar actors which may be
+    contacted and queried for similar addresses for other
+    non-registrar actors.
 
+    '''
     global _tractor_kwargs
     actor = tractor.current_actor()
     uid = actor.uid
+    preset_reg_addrs: list[tuple[str, int]] = Registry.addrs
     if (
-        Registry.addr is not None
-        and addr
+        preset_reg_addrs
+        and addrs
     ):
-        raise RuntimeError(
-            f'`{uid}` registry addr already bound @ {_registry.sockaddr}'
-        )
+        if preset_reg_addrs != addrs:
+            # if any(addr in preset_reg_addrs for addr in addrs):
+            diff: set[tuple[str, int]] = set(preset_reg_addrs) - set(addrs)
+            if diff:
+                log.warning(
+                    f'`{uid}` requested only subset of registrars: {addrs}\n'
+                    f'However there are more @{diff}'
+                )
+            else:
+                raise RuntimeError(
+                    f'`{uid}` has non-matching registrar addresses?\n'
+                    f'request: {addrs}\n'
+                    f'already set: {preset_reg_addrs}'
+                )
 
     was_set: bool = False
 
     if (
         not tractor.is_root_process()
-        and Registry.addr is None
+        and
+        not Registry.addrs
     ):
-        Registry.addr = actor._arb_addr
+        Registry.addrs.extend(actor.reg_addrs)
 
     if (
         ensure_exists
-        and Registry.addr is None
+        and
+        not Registry.addrs
     ):
         raise RuntimeError(
-            f"`{uid}` registry should already exist bug doesn't?"
+            f"`{uid}` registry should already exist but doesn't?"
         )
 
     if (
-        Registry.addr is None
+        not Registry.addrs
     ):
         was_set = True
-        Registry.addr = addr or _default_reg_addr
+        Registry.addrs = addrs or [_default_reg_addr]
 
-    _tractor_kwargs['arbiter_addr'] = Registry.addr
+    # NOTE: only spot this seems currently used is inside
+    # `.ui._exec` which is the (eventual qtloops) bootstrapping
+    # with guest mode.
+    _tractor_kwargs['registry_addrs'] = Registry.addrs
 
     try:
-        yield Registry.addr
+        yield Registry.addrs
     finally:
         # XXX: always clear the global addr if we set it so that the
         # next (set of) calls will apply whatever new one is passed
         # in.
         if was_set:
-            Registry.addr = None
+            Registry.addrs = None
 
 
 @acm
 async def find_service(
     service_name: str,
-) -> tractor.Portal | None:
+    registry_addrs: list[tuple[str, int]] | None = None,
+
+    first_only: bool = True,
+
+) -> (
+    Portal
+    | list[Portal]
+    | None
+):
+    # try:
+    reg_addrs: list[tuple[str, int]]
+    async with open_registry(
+        addrs=(
+            registry_addrs
+            # NOTE: if no addr set is passed assume the registry has
+            # already been opened and use the previously applied
+            # startup set.
+            or Registry.addrs
+        ),
+    ) as reg_addrs:
+
+        log.info(
+            f'Scanning for service {service_name!r}'
+        )
 
-    async with open_registry() as reg_addr:
-        log.info(f'Scanning for service `{service_name}`')
         # attach to existing daemon by name if possible
+        maybe_portals: list[Portal]|Portal|None
         async with tractor.find_actor(
             service_name,
-            arbiter_sockaddr=reg_addr,
-        ) as maybe_portal:
-            yield maybe_portal
+            registry_addrs=reg_addrs,
+            only_first=first_only,  # if set only returns single ref
+        ) as maybe_portals:
+            if not maybe_portals:
+                # log.info(
+                print(
+                    f'Could NOT find service {service_name!r} -> {maybe_portals!r}'
+                )
+                yield None
+                return
+
+            # log.info(
+            print(
+                f'Found service {service_name!r} -> {maybe_portals}'
+            )
+            yield maybe_portals
+
+    # except BaseException as _berr:
+    #     berr = _berr
+    #     log.exception(
+    #         'tractor.find_actor() failed with,\n'
+    #     )
+    #     raise berr
 
 
 async def check_for_service(
@@ -133,9 +201,11 @@ async def check_for_service(
     Service daemon "liveness" predicate.
 
     '''
-    async with open_registry(ensure_exists=False) as reg_addr:
-        async with tractor.query_actor(
+    async with (
+        open_registry(ensure_exists=False) as reg_addr,
+        tractor.query_actor(
             service_name,
             arbiter_sockaddr=reg_addr,
-        ) as sockaddr:
-            return sockaddr
+        ) as sockaddr,
+    ):
+        return sockaddr

piker/storage/__init__.py

@@ -139,6 +139,13 @@ class StorageClient(
         ...
 
 
+class TimeseriesNotFound(Exception):
+    '''
+    No timeseries entry can be found for this backend.
+
+    '''
+
+
 class StorageConnectionError(ConnectionError):
     '''
     Can't connect to the desired tsdb subsys/service.
@@ -169,10 +176,13 @@ async def open_storage_client(
     tsdb_host: str = 'localhost'
 
     # load root config and any tsdb user defined settings
-    conf, path = config.load('conf', touch_if_dne=True)
+    conf, path = config.load(
+        conf_name='conf',
+        touch_if_dne=True,
+    )
 
     # TODO: maybe not under a "network" section.. since
-    # no more chitty mkts..
+    # no more chitty `marketstore`..
     tsdbconf: dict = {}
     service_section = conf.get('service')
     if (
@@ -183,8 +193,11 @@ async def open_storage_client(
 
         # lookup backend tsdb module by name and load any user service
         # settings for connecting to the tsdb service.
-        backend: str = tsdbconf.pop('backend')
-        tsdb_host: str = tsdbconf['host']
+        backend: str = tsdbconf.pop(
+            'name',
+            def_backend,
+        )
+        tsdb_host: str = tsdbconf.get('maddrs', [])
 
     if backend is None:
         backend: str = def_backend

piker/storage/cli.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of piker0)
+# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of 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
@@ -19,10 +19,18 @@ Storage middle-ware CLIs.
 
 """
 from __future__ import annotations
+# from datetime import datetime
+# from contextlib import (
+#     AsyncExitStack,
+# )
 from pathlib import Path
+from math import copysign
 import time
-from typing import Generator
-# from typing import TYPE_CHECKING
+from types import ModuleType
+from typing import (
+    Any,
+    TYPE_CHECKING,
+)
 
 import polars as pl
 import numpy as np
@@ -35,24 +43,21 @@ import typer
 
 from piker.service import open_piker_runtime
 from piker.cli import cli
-from piker.config import get_conf_dir
 from piker.data import (
-    maybe_open_shm_array,
-    def_iohlcv_fields,
     ShmArray,
 )
-from piker.data.history import (
-    _default_hist_size,
-    _default_rt_size,
-)
-from . import (
-    log,
-)
+from piker import tsp
+from piker.data._formatters import BGM
+from . import log
 from . import (
     __tsdbs__,
     open_storage_client,
+    StorageClient,
 )
 
+if TYPE_CHECKING:
+    from piker.ui._remote_ctl import AnnotCtl
+
 
 store = typer.Typer()
 
@@ -77,7 +82,6 @@ def ls(
         async with (
             open_piker_runtime(
                 'tsdb_storage',
-                enable_modules=['piker.service._ahab'],
             ),
         ):
             for i, backend in enumerate(backends):
@@ -99,6 +103,18 @@ def ls(
     trio.run(query_all)
 
 
+# TODO: like ls but takes in a pattern and matches
+# @store.command()
+# def search(
+#     patt: str,
+#     backends: list[str] = typer.Argument(
+#         default=None,
+#         help='Storage backends to query, default is all.'
+#     ),
+# ):
+#     ...
+
+
 @store.command()
 def delete(
     symbols: list[str],
@@ -121,7 +137,6 @@ def delete(
         async with (
             open_piker_runtime(
                 'tsdb_storage',
-                enable_modules=['piker.service._ahab']
             ),
             open_storage_client(backend) as (_, client),
             trio.open_nursery() as n,
@@ -142,21 +157,33 @@ def delete(
 def anal(
     fqme: str,
     period: int = 60,
+    pdb: bool = False,
 
 ) -> np.ndarray:
+    '''
+    Anal-ysis is when you take the data do stuff to it.
 
+    NOTE: This ONLY loads the offline timeseries data (by default
+    from a parquet file) NOT the in-shm version you might be seeing
+    in a chart.
+
+    '''
     async def main():
         async with (
             open_piker_runtime(
+                # are you a bear or boi?
                 'tsdb_polars_anal',
-                # enable_modules=['piker.service._ahab']
-                debug_mode=True,
+                debug_mode=pdb,
+            ),
+            open_storage_client() as (
+                mod,
+                client,
             ),
-            open_storage_client() as (mod, client),
         ):
             syms: list[str] = await client.list_keys()
-            print(f'{len(syms)} FOUND for {mod.name}')
+            log.info(f'{len(syms)} FOUND for {mod.name}')
 
+            history: ShmArray  # np buffer format
             (
                 history,
                 first_dt,
@@ -167,179 +194,357 @@ def anal(
             )
             assert first_dt < last_dt
 
-            src_df = await client.as_df(fqme, period)
-            from piker.data import _timeseries as tsmod
-            df: pl.DataFrame = tsmod.with_dts(src_df)
-            gaps: pl.DataFrame = tsmod.detect_time_gaps(df)
+            null_segs: tuple = tsp.get_null_segs(
+                frame=history,
+                period=period,
+            )
+            # TODO: do tsp queries to backcend to fill i missing
+            # history and then prolly write it to tsdb!
 
-            if not gaps.is_empty():
-                print(f'Gaps found:\n{gaps}')
+            shm_df: pl.DataFrame = await client.as_df(
+                fqme,
+                period,
+            )
 
-            # TODO: something better with tab completion..
-            # is there something more minimal but nearly as
-            # functional as ipython?
-            await tractor.pause()
+            df: pl.DataFrame  # with dts
+            deduped: pl.DataFrame  # deduplicated dts
+            (
+                df,
+                deduped,
+                diff,
+            ) = tsp.dedupe(
+                shm_df,
+                period=period,
+            )
+
+            write_edits: bool = True
+            if (
+                write_edits
+                and (
+                    diff
+                    or null_segs
+                )
+            ):
+                await tractor.pause()
+                await client.write_ohlcv(
+                    fqme,
+                    ohlcv=deduped,
+                    timeframe=period,
+                )
+
+            else:
+                # TODO: something better with tab completion..
+                # is there something more minimal but nearly as
+                # functional as ipython?
+                await tractor.pause()
+                assert not null_segs
 
     trio.run(main)
 
 
-def iter_dfs_from_shms(fqme: str) -> Generator[
-    tuple[Path, ShmArray, pl.DataFrame],
-    None,
-    None,
-]:
-    # shm buffer size table based on known sample rates
-    sizes: dict[str, int] = {
-        'hist': _default_hist_size,
-        'rt': _default_rt_size,
-    }
+async def markup_gaps(
+    fqme: str,
+    timeframe: float,
+    actl: AnnotCtl,
+    wdts: pl.DataFrame,
+    gaps: pl.DataFrame,
 
-    # load all detected shm buffer files which have the
-    # passed FQME pattern in the file name.
-    shmfiles: list[Path] = []
-    shmdir = Path('/dev/shm/')
+) -> dict[int, dict]:
+    '''
+    Remote annotate time-gaps in a dt-fielded ts (normally OHLC)
+    with rectangles.
 
-    for shmfile in shmdir.glob(f'*{fqme}*'):
-        filename: str = shmfile.name
+    '''
+    aids: dict[int] = {}
+    for i in range(gaps.height):
 
-        # skip index files
-        if (
-            '_first' in filename
-            or '_last' in filename
-        ):
-            continue
+        row: pl.DataFrame = gaps[i]
 
-        assert shmfile.is_file()
-        log.debug(f'Found matching shm buffer file: {filename}')
-        shmfiles.append(shmfile)
+        # the gap's RIGHT-most bar's OPEN value
+        # at that time (sample) step.
+        iend: int = row['index'][0]
+        # dt: datetime = row['dt'][0]
+        # dt_prev: datetime = row['dt_prev'][0]
+        # dt_end_t: float = dt.timestamp()
 
-    for shmfile in shmfiles:
 
-        # lookup array buffer size based on file suffix
-        # being either .rt or .hist
-        key: str = shmfile.name.rsplit('.')[-1]
+        # TODO: can we eventually remove this
+        # once we figure out why the epoch cols
+        # don't match?
+        # TODO: FIX HOW/WHY these aren't matching
+        # and are instead off by 4hours (EST
+        # vs. UTC?!?!)
+        # end_t: float = row['time']
+        # assert (
+        #     dt.timestamp()
+        #     ==
+        #     end_t
+        # )
 
-        # skip FSP buffers for now..
-        if key not in sizes:
-            continue
-
-        size: int = sizes[key]
-
-        # attach to any shm buffer, load array into polars df,
-        # write to local parquet file.
-        shm, opened = maybe_open_shm_array(
-            key=shmfile.name,
-            size=size,
-            dtype=def_iohlcv_fields,
-            readonly=True,
+        # the gap's LEFT-most bar's CLOSE value
+        # at that time (sample) step.
+        prev_r: pl.DataFrame = wdts.filter(
+            pl.col('index') == iend - 1
         )
-        assert not opened
-        ohlcv = shm.array
+        # XXX: probably a gap in the (newly sorted or de-duplicated)
+        # dt-df, so we might need to re-index first..
+        if prev_r.is_empty():
+            await tractor.pause()
 
-        start = time.time()
+        istart: int = prev_r['index'][0]
+        # dt_start_t: float = dt_prev.timestamp()
 
-        # XXX: thanks to this SO answer for this conversion tip:
-        # https://stackoverflow.com/a/72054819
-        df = pl.DataFrame({
-            field_name: ohlcv[field_name]
-            for field_name in ohlcv.dtype.fields
-        })
-        delay: float = round(
-            time.time() - start,
-            ndigits=6,
+        # start_t: float = prev_r['time']
+        # assert (
+        #     dt_start_t
+        #     ==
+        #     start_t
+        # )
+
+        # TODO: implement px-col width measure
+        # and ensure at least as many px-cols
+        # shown per rect as configured by user.
+        # gap_w: float = abs((iend - istart))
+        # if gap_w < 6:
+        #     margin: float = 6
+        #     iend += margin
+        #     istart -= margin
+
+        rect_gap: float = BGM*3/8
+        opn: float = row['open'][0]
+        ro: tuple[float, float] = (
+            # dt_end_t,
+            iend + rect_gap + 1,
+            opn,
         )
-        log.info(
-            f'numpy -> polars conversion took {delay} secs\n'
-            f'polars df: {df}'
+        cls: float = prev_r['close'][0]
+        lc: tuple[float, float] = (
+            # dt_start_t,
+            istart - rect_gap, # + 1 ,
+            cls,
         )
 
-        yield (
-            shmfile,
-            shm,
-            df,
+        color: str = 'dad_blue'
+        diff: float = cls - opn
+        sgn: float = copysign(1, diff)
+        color: str = {
+            -1: 'buy_green',
+            1: 'sell_red',
+        }[sgn]
+
+        rect_kwargs: dict[str, Any] = dict(
+            fqme=fqme,
+            timeframe=timeframe,
+            start_pos=lc,
+            end_pos=ro,
+            color=color,
         )
 
+        aid: int = await actl.add_rect(**rect_kwargs)
+        assert aid
+        aids[aid] = rect_kwargs
+
+    # tell chart to redraw all its
+    # graphics view layers Bo
+    await actl.redraw(
+        fqme=fqme,
+        timeframe=timeframe,
+    )
+    return aids
+
 
 @store.command()
 def ldshm(
     fqme: str,
-
-    write_parquet: bool = False,
+    write_parquet: bool = True,
+    reload_parquet_to_shm: bool = True,
 
 ) -> None:
     '''
     Linux ONLY: load any fqme file name matching shm buffer from
     /dev/shm/ into an OHLCV numpy array and polars DataFrame,
-    optionally write to .parquet file.
+    optionally write to offline storage via `.parquet` file.
 
     '''
     async def main():
+        from piker.ui._remote_ctl import (
+            open_annot_ctl,
+        )
+        actl: AnnotCtl
+        mod: ModuleType
+        client: StorageClient
         async with (
             open_piker_runtime(
                 'polars_boi',
                 enable_modules=['piker.data._sharedmem'],
                 debug_mode=True,
             ),
+            open_storage_client() as (
+                mod,
+                client,
+            ),
+            open_annot_ctl() as actl,
         ):
-            df: pl.DataFrame | None = None
-            for shmfile, shm, src_df in iter_dfs_from_shms(fqme):
+            shm_df: pl.DataFrame | None = None
+            tf2aids: dict[float, dict] = {}
+
+            for (
+                shmfile,
+                shm,
+                # parquet_path,
+                shm_df,
+            ) in tsp.iter_dfs_from_shms(fqme):
 
-                # compute ohlc properties for naming
                 times: np.ndarray = shm.array['time']
-                secs: float = times[-1] - times[-2]
-                if secs < 1.:
+                d1: float = float(times[-1] - times[-2])
+                d2: float = float(times[-2] - times[-3])
+                med: float = np.median(np.diff(times))
+                if (
+                    d1 < 1.
+                    and d2 < 1.
+                    and med < 1.
+                ):
                     raise ValueError(
                         f'Something is wrong with time period for {shm}:\n{times}'
                     )
 
-                from piker.data import _timeseries as tsmod
-                df: pl.DataFrame = tsmod.with_dts(src_df)
-                gaps: pl.DataFrame = tsmod.detect_time_gaps(df)
+                period_s: float = float(max(d1, d2, med))
 
-                # TODO: maybe only optionally enter this depending
-                # on some CLI flags and/or gap detection?
-                if (
-                    not gaps.is_empty()
-                    or secs > 2
-                ):
+                null_segs: tuple = tsp.get_null_segs(
+                    frame=shm.array,
+                    period=period_s,
+                )
+
+                # TODO: call null-seg fixer somehow?
+                if null_segs:
                     await tractor.pause()
+                #     async with (
+                #         trio.open_nursery() as tn,
+                #         mod.open_history_client(
+                #             mkt,
+                #         ) as (get_hist, config),
+                #     ):
+                #         nulls_detected: trio.Event = await tn.start(partial(
+                #             tsp.maybe_fill_null_segments,
 
-                # write to parquet file?
-                if write_parquet:
-                    timeframe: str = f'{secs}s'
+                #             shm=shm,
+                #             timeframe=timeframe,
+                #             get_hist=get_hist,
+                #             sampler_stream=sampler_stream,
+                #             mkt=mkt,
+                #         ))
 
-                    datadir: Path = get_conf_dir() / 'nativedb'
-                    if not datadir.is_dir():
-                        datadir.mkdir()
+                # over-write back to shm?
+                wdts: pl.DataFrame  # with dts
+                deduped: pl.DataFrame  # deduplicated dts
+                (
+                    wdts,
+                    deduped,
+                    diff,
+                ) = tsp.dedupe(
+                    shm_df,
+                    period=period_s,
+                )
 
-                    path: Path = datadir / f'{fqme}.{timeframe}.parquet'
+                # detect gaps from in expected (uniform OHLC) sample period
+                step_gaps: pl.DataFrame = tsp.detect_time_gaps(
+                    deduped,
+                    expect_period=period_s,
+                )
 
-                    # write to fs
-                    start = time.time()
-                    df.write_parquet(path)
-                    delay: float = round(
-                        time.time() - start,
-                        ndigits=6,
-                    )
-                    log.info(
-                        f'parquet write took {delay} secs\n'
-                        f'file path: {path}'
+                # TODO: by default we always want to mark these up
+                # with rects showing up/down gaps Bo
+                venue_gaps: pl.DataFrame = tsp.detect_time_gaps(
+                    deduped,
+                    expect_period=period_s,
+
+                    # TODO: actually pull the exact duration
+                    # expected for each venue operational period?
+                    gap_dt_unit='days',
+                    gap_thresh=1,
+                )
+
+                # TODO: find the disjoint set of step gaps from
+                # venue (closure) set!
+                # -[ ] do a set diff by checking for the unique
+                #    gap set only in the step_gaps?
+                if (
+                    not venue_gaps.is_empty()
+                    or (
+                        period_s < 60
+                        and not step_gaps.is_empty()
                     )
+                ):
+                    # write repaired ts to parquet-file?
+                    if write_parquet:
+                        start: float = time.time()
+                        path: Path = await client.write_ohlcv(
+                            fqme,
+                            ohlcv=deduped,
+                            timeframe=period_s,
+                        )
+                        write_delay: float = round(
+                            time.time() - start,
+                            ndigits=6,
+                        )
 
-                    # read back from fs
-                    start = time.time()
-                    read_df: pl.DataFrame = pl.read_parquet(path)
-                    delay: float = round(
-                        time.time() - start,
-                        ndigits=6,
-                    )
-                    print(
-                        f'parquet read took {delay} secs\n'
-                        f'polars df: {read_df}'
-                    )
+                        # read back from fs
+                        start: float = time.time()
+                        read_df: pl.DataFrame = pl.read_parquet(path)
+                        read_delay: float = round(
+                            time.time() - start,
+                            ndigits=6,
+                        )
+                        log.info(
+                            f'parquet write took {write_delay} secs\n'
+                            f'file path: {path}'
+                            f'parquet read took {read_delay} secs\n'
+                            f'polars df: {read_df}'
+                        )
 
-            if df is None:
-                log.error(f'No matching shm buffers for {fqme} ?')
+                        if reload_parquet_to_shm:
+                            new = tsp.pl2np(
+                                deduped,
+                                dtype=shm.array.dtype,
+                            )
+                            # since normally readonly
+                            shm._array.setflags(
+                                write=int(1),
+                            )
+                            shm.push(
+                                new,
+                                prepend=True,
+                                start=new['index'][-1],
+                                update_first=False,  # don't update ._first
+                            )
+
+                    do_markup_gaps: bool = True
+                    if do_markup_gaps:
+                        new_df: pl.DataFrame = tsp.np2pl(new)
+                        aids: dict = await markup_gaps(
+                            fqme,
+                            period_s,
+                            actl,
+                            new_df,
+                            step_gaps,
+                        )
+                        # last chance manual overwrites in REPL
+                        # await tractor.pause()
+                        assert aids
+                        tf2aids[period_s] = aids
+
+                else:
+                    # allow interaction even when no ts problems.
+                    assert not diff
+
+            await tractor.pause()
+            log.info('Exiting TSP shm anal-izer!')
+
+            if shm_df is None:
+                log.error(
+                    f'No matching shm buffers for {fqme} ?'
+
+                )
 
     trio.run(main)
 

piker/storage/nativedb.py

@@ -19,7 +19,8 @@
             call a poor man's tsdb).
 
 AKA a `piker`-native file-system native "time series database"
-without needing an extra process and no standard TSDB features, YET!
+without needing an extra process and no standard TSDB features,
+YET!
 
 '''
 # TODO: like there's soo much..
@@ -55,8 +56,6 @@ from datetime import datetime
 from pathlib import Path
 import time
 
-# from bidict import bidict
-# import tractor
 import numpy as np
 import polars as pl
 from pendulum import (
@@ -64,45 +63,18 @@ from pendulum import (
 )
 
 from piker import config
-from piker.data import def_iohlcv_fields
-from piker.data import ShmArray
+from piker import tsp
+from piker.data import (
+    def_iohlcv_fields,
+    ShmArray,
+)
 from piker.log import get_logger
+from . import TimeseriesNotFound
 
 
 log = get_logger('storage.nativedb')
 
 
-# NOTE: thanks to this SO answer for the below conversion routines
-# to go from numpy struct-arrays to polars dataframes and back:
-# https://stackoverflow.com/a/72054819
-def np2pl(array: np.ndarray) -> pl.DataFrame:
-    return pl.DataFrame({
-        field_name: array[field_name]
-        for field_name in array.dtype.fields
-    })
-
-
-def pl2np(
-    df: pl.DataFrame,
-    dtype: np.dtype,
-
-) -> np.ndarray:
-
-    # Create numpy struct array of the correct size and dtype
-    # and loop through df columns to fill in array fields.
-    array = np.empty(
-        df.height,
-        dtype,
-    )
-    for field, col in zip(
-        dtype.fields,
-        df.columns,
-    ):
-        array[field] = df.get_column(col).to_numpy()
-
-    return array
-
-
 def detect_period(shm: ShmArray) -> float:
     '''
     Attempt to detect the series time step sampling period
@@ -123,16 +95,19 @@ def detect_period(shm: ShmArray) -> float:
 
 def mk_ohlcv_shm_keyed_filepath(
     fqme: str,
-    period: float,  # ow known as the "timeframe"
+    period: float | int,  # ow known as the "timeframe"
     datadir: Path,
 
-) -> str:
+) -> Path:
 
     if period < 1.:
         raise ValueError('Sample period should be >= 1.!?')
 
-    period_s: str = f'{period}s'
-    path: Path = datadir / f'{fqme}.ohlcv{period_s}.parquet'
+    path: Path = (
+        datadir
+        /
+        f'{fqme}.ohlcv{int(period)}s.parquet'
+    )
     return path
 
 
@@ -186,7 +161,13 @@ class NativeStorageClient:
 
     def index_files(self):
         for path in self._datadir.iterdir():
-            if path.name in {'borked', 'expired',}:
+            if (
+                path.is_dir()
+                or
+                '.parquet' not in str(path)
+                # or
+                # path.name in {'borked', 'expired',}
+            ):
                 continue
 
             key: str = path.name.rstrip('.parquet')
@@ -228,8 +209,21 @@ class NativeStorageClient:
                 fqme,
                 timeframe,
             )
-        except FileNotFoundError:
-            return None
+        except FileNotFoundError as fnfe:
+
+            bs_fqme, _, *_ = fqme.rpartition('.')
+
+            possible_matches: list[str] = []
+            for tskey in self._index:
+                if bs_fqme in tskey:
+                    possible_matches.append(tskey)
+
+            match_str: str = '\n'.join(sorted(possible_matches))
+            raise TimeseriesNotFound(
+                f'No entry for `{fqme}`?\n'
+                f'Maybe you need a more specific fqme-key like:\n\n'
+                f'{match_str}'
+            ) from fnfe
 
         times = array['time']
         return (
@@ -242,6 +236,7 @@ class NativeStorageClient:
         self,
         fqme: str,
         period: float,
+
     ) -> Path:
         return mk_ohlcv_shm_keyed_filepath(
             fqme=fqme,
@@ -249,6 +244,23 @@ class NativeStorageClient:
             datadir=self._datadir,
         )
 
+    def _cache_df(
+        self,
+        fqme: str,
+        df: pl.DataFrame,
+        timeframe: float,
+
+    ) -> None:
+        # cache df for later usage since we (currently) need to
+        # convert to np.ndarrays to push to our `ShmArray` rt
+        # buffers subsys but later we may operate entirely on
+        # pyarrow arrays/buffers so keeping the dfs around for
+        # a variety of purposes is handy.
+        self._dfs.setdefault(
+            timeframe,
+            {},
+        )[fqme] = df
+
     async def read_ohlcv(
         self,
         fqme: str,
@@ -257,13 +269,20 @@ class NativeStorageClient:
         # limit: int = int(200e3),
 
     ) -> np.ndarray:
-        path: Path = self.mk_path(fqme, period=int(timeframe))
+        path: Path = self.mk_path(
+            fqme,
+            period=int(timeframe),
+        )
         df: pl.DataFrame = pl.read_parquet(path)
-        self._dfs.setdefault(timeframe, {})[fqme] = df
 
+        self._cache_df(
+            fqme=fqme,
+            df=df,
+            timeframe=timeframe,
+        )
         # TODO: filter by end and limit inputs
         # times: pl.Series = df['time']
-        array: np.ndarray = pl2np(
+        array: np.ndarray = tsp.pl2np(
             df,
             dtype=np.dtype(def_iohlcv_fields),
         )
@@ -273,11 +292,15 @@ class NativeStorageClient:
         self,
         fqme: str,
         period: int = 60,
+        load_from_offline: bool = True,
 
     ) -> pl.DataFrame:
         try:
             return self._dfs[period][fqme]
         except KeyError:
+            if not load_from_offline:
+                raise
+
             await self.read_ohlcv(fqme, period)
             return self._dfs[period][fqme]
 
@@ -299,32 +322,39 @@ class NativeStorageClient:
             datadir=self._datadir,
         )
         if isinstance(ohlcv, np.ndarray):
-            df: pl.DataFrame = np2pl(ohlcv)
+            df: pl.DataFrame = tsp.np2pl(ohlcv)
         else:
             df = ohlcv
 
+        self._cache_df(
+            fqme=fqme,
+            df=df,
+            timeframe=timeframe,
+        )
+
         # TODO: in terms of managing the ultra long term data
-        # - use a proper profiler to measure all this IO and
+        # -[ ] use a proper profiler to measure all this IO and
         #   roundtripping!
-        # - try out ``fastparquet``'s append writing:
-        # https://fastparquet.readthedocs.io/en/latest/api.html#fastparquet.write
+        # -[ ] implement parquet append!? see issue:
+        #   https://github.com/pikers/piker/issues/536
+        #   -[ ] try out ``fastparquet``'s append writing:
+        #     https://fastparquet.readthedocs.io/en/latest/api.html#fastparquet.write
         start = time.time()
         df.write_parquet(path)
         delay: float = round(
             time.time() - start,
             ndigits=6,
         )
-        print(
+        log.info(
             f'parquet write took {delay} secs\n'
             f'file path: {path}'
         )
         return path
 
-
     async def write_ohlcv(
         self,
         fqme: str,
-        ohlcv: np.ndarray,
+        ohlcv: np.ndarray | pl.DataFrame,
         timeframe: int,
 
     ) -> Path:
@@ -376,6 +406,8 @@ class NativeStorageClient:
     #     ...
 
 
+# TODO: does this need to be async on average?
+# I guess for any IPC connected backend yes?
 @acm
 async def get_client(
 
@@ -393,7 +425,7 @@ async def get_client(
     '''
     datadir: Path = config.get_conf_dir() / 'nativedb'
     if not datadir.is_dir():
-        log.info(f'Creating `nativedb` director: {datadir}')
+        log.info(f'Creating `nativedb` dir: {datadir}')
         datadir.mkdir()
 
     client = NativeStorageClient(datadir)

piker/toolz/__init__.py

@@ -18,24 +18,12 @@
 Toolz for debug, profile and trace of the distributed runtime :surfer:
 
 '''
-from .debug import (
-    open_crash_handler,
+from tractor.devx import (
+    open_crash_handler as open_crash_handler,
 )
 from .profile import (
-    Profiler,
-    pg_profile_enabled,
-    ms_slower_then,
-    timeit,
+    Profiler as Profiler,
+    pg_profile_enabled as pg_profile_enabled,
+    ms_slower_then as ms_slower_then,
+    timeit as timeit,
 )
-
-# TODO: other mods to include?
-# - DROP .trionics, already moved into tractor
-# - move in `piker.calc`
-
-__all__: list[str] = [
-    'open_crash_handler',
-    'pg_profile_enabled',
-    'ms_slower_then',
-    'Profiler',
-    'timeit',
-]

piker/toolz/debug.py

@@ -1,40 +0,0 @@
-# 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/>.
-
-'''
-Debugger wrappers for `pdbp` as used by `tractor`.
-
-'''
-from contextlib import contextmanager as cm
-
-import pdbp
-
-
-# TODO: better naming and what additionals?
-# - optional runtime plugging?
-# - detection for sync vs. async code?
-# - specialized REPL entry when in distributed mode?
-@cm
-def open_crash_handler():
-    '''
-    Super basic crash handler using `pdbp` debugger.
-
-    '''
-    try:
-        yield
-    except BaseException:
-        pdbp.xpm()
-        raise

piker/tsp/_anal.py

@@ -0,0 +1,746 @@
+# piker: trading gear for hackers
+# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of 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/>.
+
+'''
+Financial time series processing utilities usually
+pertaining to OHLCV style sampled data.
+
+Routines are generally implemented in either ``numpy`` or
+``polars`` B)
+
+'''
+from __future__ import annotations
+from functools import partial
+from math import (
+    ceil,
+    floor,
+)
+import time
+from typing import (
+    Literal,
+    # AsyncGenerator,
+    Generator,
+)
+
+import numpy as np
+import polars as pl
+from pendulum import (
+    DateTime,
+    from_timestamp,
+)
+
+from ..toolz.profile import (
+    Profiler,
+    pg_profile_enabled,
+    ms_slower_then,
+)
+from ..log import (
+    get_logger,
+    get_console_log,
+)
+# for "time series processing"
+subsys: str = 'piker.tsp'
+
+log = get_logger(subsys)
+get_console_log = partial(
+    get_console_log,
+    name=subsys,
+)
+
+# NOTE: union type-defs to handle generic `numpy` and `polars` types
+# side-by-side Bo
+# |_ TODO: schema spec typing?
+#   -[ ] nptyping!
+#   -[ ] wtv we can with polars?
+Frame = pl.DataFrame | np.ndarray
+Seq = pl.Series | np.ndarray
+
+
+def slice_from_time(
+    arr: np.ndarray,
+    start_t: float,
+    stop_t: float,
+    step: float,  # sampler period step-diff
+
+) -> slice:
+    '''
+    Calculate array indices mapped from a time range and return them in
+    a slice.
+
+    Given an input array with an epoch `'time'` series entry, calculate
+    the indices which span the time range and return in a slice. Presume
+    each `'time'` step increment is uniform and when the time stamp
+    series contains gaps (the uniform presumption is untrue) use
+    ``np.searchsorted()`` binary search to look up the appropriate
+    index.
+
+    '''
+    profiler = Profiler(
+        msg='slice_from_time()',
+        disabled=not pg_profile_enabled(),
+        ms_threshold=ms_slower_then,
+    )
+
+    times = arr['time']
+    t_first = floor(times[0])
+    t_last = ceil(times[-1])
+
+    # the greatest index we can return which slices to the
+    # end of the input array.
+    read_i_max = arr.shape[0]
+
+    # compute (presumed) uniform-time-step index offsets
+    i_start_t = floor(start_t)
+    read_i_start = floor(((i_start_t - t_first) // step)) - 1
+
+    i_stop_t = ceil(stop_t)
+
+    # XXX: edge case -> always set stop index to last in array whenever
+    # the input stop time is detected to be greater then the equiv time
+    # stamp at that last entry.
+    if i_stop_t >= t_last:
+        read_i_stop = read_i_max
+    else:
+        read_i_stop = ceil((i_stop_t - t_first) // step) + 1
+
+    # always clip outputs to array support
+    # for read start:
+    # - never allow a start < the 0 index
+    # - never allow an end index > the read array len
+    read_i_start = min(
+        max(0, read_i_start),
+        read_i_max - 1,
+    )
+    read_i_stop = max(
+        0,
+        min(read_i_stop, read_i_max),
+    )
+
+    # check for larger-then-latest calculated index for given start
+    # time, in which case we do a binary search for the correct index.
+    # NOTE: this is usually the result of a time series with time gaps
+    # where it is expected that each index step maps to a uniform step
+    # in the time stamp series.
+    t_iv_start = times[read_i_start]
+    if (
+        t_iv_start > i_start_t
+    ):
+        # do a binary search for the best index mapping to ``start_t``
+        # given we measured an overshoot using the uniform-time-step
+        # calculation from above.
+
+        # TODO: once we start caching these per source-array,
+        # we can just overwrite ``read_i_start`` directly.
+        new_read_i_start = np.searchsorted(
+            times,
+            i_start_t,
+            side='left',
+        )
+
+        # TODO: minimize binary search work as much as possible:
+        # - cache these remap values which compensate for gaps in the
+        #   uniform time step basis where we calc a later start
+        #   index for the given input ``start_t``.
+        # - can we shorten the input search sequence by heuristic?
+        #   up_to_arith_start = index[:read_i_start]
+
+        if (
+            new_read_i_start <= read_i_start
+        ):
+            # t_diff = t_iv_start - start_t
+            # print(
+            #     f"WE'RE CUTTING OUT TIME - STEP:{step}\n"
+            #     f'start_t:{start_t} -> 0index start_t:{t_iv_start}\n'
+            #     f'diff: {t_diff}\n'
+            #     f'REMAPPED START i: {read_i_start} -> {new_read_i_start}\n'
+            # )
+            read_i_start = new_read_i_start
+
+    t_iv_stop = times[read_i_stop - 1]
+    if (
+        t_iv_stop > i_stop_t
+    ):
+        # t_diff = stop_t - t_iv_stop
+        # print(
+        #     f"WE'RE CUTTING OUT TIME - STEP:{step}\n"
+        #     f'calced iv stop:{t_iv_stop} -> stop_t:{stop_t}\n'
+        #     f'diff: {t_diff}\n'
+        #     # f'SHOULD REMAP STOP: {read_i_start} -> {new_read_i_start}\n'
+        # )
+        new_read_i_stop = np.searchsorted(
+            times[read_i_start:],
+            # times,
+            i_stop_t,
+            side='right',
+        )
+
+        if (
+            new_read_i_stop <= read_i_stop
+        ):
+            read_i_stop = read_i_start + new_read_i_stop + 1
+
+    # sanity checks for range size
+    # samples = (i_stop_t - i_start_t) // step
+    # index_diff = read_i_stop - read_i_start + 1
+    # if index_diff > (samples + 3):
+    #     breakpoint()
+
+    # read-relative indexes: gives a slice where `shm.array[read_slc]`
+    # will be the data spanning the input time range `start_t` ->
+    # `stop_t`
+    read_slc = slice(
+        int(read_i_start),
+        int(read_i_stop),
+    )
+
+    profiler(
+        'slicing complete'
+        # f'{start_t} -> {abs_slc.start} | {read_slc.start}\n'
+        # f'{stop_t} -> {abs_slc.stop} | {read_slc.stop}\n'
+    )
+
+    # NOTE: if caller needs absolute buffer indices they can
+    # slice the buffer abs index like so:
+    # index = arr['index']
+    # abs_indx = index[read_slc]
+    # abs_slc = slice(
+    #     int(abs_indx[0]),
+    #     int(abs_indx[-1]),
+    # )
+
+    return read_slc
+
+
+def get_null_segs(
+    frame: Frame,
+    period: float,  # sampling step in seconds
+    imargin: int = 1,
+    col: str = 'time',
+
+) -> tuple[
+    # Seq,  # TODO: can we make it an array-type instead?
+    list[
+        list[int, int],
+    ],
+    Seq,
+    Frame
+] | None:
+    '''
+    Detect if there are any zero(-epoch stamped) valued
+    rows in for the provided `col: str` column; by default
+    presume the 'time' field/column.
+
+    Filter to all such zero (time) segments and return
+    the corresponding frame zeroed segment's,
+
+      - gap absolute (in buffer terms) indices-endpoints as
+        `absi_zsegs`
+      - abs indices of all rows with zeroed `col` values as `absi_zeros`
+      - the corresponding frame's row-entries (view) which are
+        zeroed for the `col` as `zero_t`
+
+    '''
+    times: Seq = frame['time']
+    zero_pred: Seq = (times == 0)
+
+    if isinstance(frame, np.ndarray):
+        tis_zeros: int = zero_pred.any()
+    else:
+        tis_zeros: int = zero_pred.any()
+
+    if not tis_zeros:
+        return None
+
+    # TODO: use ndarray for this?!
+    absi_zsegs: list[list[int, int]] = []
+
+    if isinstance(frame, np.ndarray):
+        # view of ONLY the zero segments as one continuous chunk
+        zero_t: np.ndarray = frame[zero_pred]
+        # abs indices of said zeroed rows
+        absi_zeros = zero_t['index']
+        # diff of abs index steps between each zeroed row
+        absi_zdiff: np.ndarray = np.diff(absi_zeros)
+
+        # scan for all frame-indices where the
+        # zeroed-row-abs-index-step-diff is greater then the
+        # expected increment of 1.
+        # data  1st zero seg  data  zeros
+        # ----  ------------  ----  -----  ------  ----
+        # ||||..000000000000..||||..00000..||||||..0000
+        # ----  ------------  ----  -----  ------  ----
+        #       ^zero_t[0]                            ^zero_t[-1]
+        #                           ^fi_zgaps[0]   ^fi_zgaps[1]
+        #       ^absi_zsegs[0][0]   ^---^ => absi_zsegs[1]: tuple
+        #  absi_zsegs[0][1]^
+        #
+        # NOTE: the first entry in `fi_zgaps` is where
+        # the first (absolute) index step diff is > 1.
+        # and it is a frame-relative index into `zero_t`.
+        fi_zgaps = np.argwhere(
+            absi_zdiff > 1
+            # NOTE: +1 here is ensure we index to the "start" of each
+            # segment (if we didn't the below loop needs to be
+            # re-written to expect `fi_end_rows`!
+        ) + 1
+        # the rows from the contiguous zeroed segments which have
+        # abs-index steps >1 compared to the previous zero row
+        # (indicating an end of zeroed segment).
+        fi_zseg_start_rows = zero_t[fi_zgaps]
+
+    # TODO: equiv for pl.DataFrame case!
+    else:
+        izeros: pl.Series = zero_pred.arg_true()
+        zero_t: pl.DataFrame = frame[izeros]
+
+        absi_zeros = zero_t['index']
+        absi_zdiff: pl.Series = absi_zeros.diff()
+        fi_zgaps = (absi_zdiff > 1).arg_true()
+
+    # XXX: our goal (in this func) is to select out slice index
+    # pairs (zseg0_start, zseg_end) in abs index units for each
+    # null-segment portion detected throughout entire input frame.
+
+    # only up to one null-segment in entire frame?
+    num_gaps: int = fi_zgaps.size + 1
+    if num_gaps < 1:
+        if absi_zeros.size > 1:
+            absi_zsegs = [[
+                # TODO: maybe mk these max()/min() limits func
+                # consts instead of called more then once?
+                max(
+                    absi_zeros[0] - 1,
+                    0,
+                ),
+                # NOTE: need the + 1 to guarantee we index "up to"
+                # the next non-null row-datum.
+                min(
+                    absi_zeros[-1] + 1,
+                    frame['index'][-1],
+                ),
+            ]]
+        else:
+            # XXX EDGE CASE: only one null-datum found so
+            # mark the start abs index as None to trigger
+            # a full frame-len query to the respective backend?
+            absi_zsegs = [[
+                # see `get_hist()` in backend, should ALWAYS be
+                # able to handle a `start_dt=None`!
+                # None,
+                None,
+                absi_zeros[0] + 1,
+            ]]
+
+    # XXX NOTE XXX: if >= 2 zeroed segments are found, there should
+    # ALWAYS be more then one zero-segment-abs-index-step-diff row
+    # in `absi_zdiff`, so loop through all such
+    # abs-index-step-diffs >1 (i.e. the entries of `absi_zdiff`)
+    # and add them as the "end index" entries for each segment.
+    # Then, iif NOT iterating the first such segment end, look back
+    # for the prior segments zero-segment start indext by relative
+    # indexing the `zero_t` frame by -1 and grabbing the abs index
+    # of what should be the prior zero-segment abs start index.
+    else:
+        # NOTE: since `absi_zdiff` will never have a row
+        # corresponding to the first zero-segment's row, we add it
+        # manually here.
+        absi_zsegs.append([
+            max(
+                absi_zeros[0] - 1,
+                0,
+            ),
+            None,
+        ])
+
+        # TODO: can we do it with vec ops?
+        for i, (
+            fi,  # frame index of zero-seg start
+            zseg_start_row,  # full row for ^
+        ) in enumerate(zip(
+            fi_zgaps,
+            fi_zseg_start_rows,
+        )):
+            assert (zseg_start_row == zero_t[fi]).all()
+            iabs: int = zseg_start_row['index'][0]
+            absi_zsegs.append([
+                iabs - 1,
+                None,  # backfilled on next iter
+            ])
+
+            # final iter case, backfill FINAL end iabs!
+            if (i + 1) == fi_zgaps.size:
+                absi_zsegs[-1][1] = absi_zeros[-1] + 1
+
+            # NOTE: only after the first segment (due to `.diff()`
+            # usage above) can we do a lookback to the prior
+            # segment's end row and determine it's abs index to
+            # retroactively insert to the prior
+            # `absi_zsegs[i-1][1]` entry Bo
+            last_end: int = absi_zsegs[i][1]
+            if last_end is None:
+                prev_zseg_row = zero_t[fi - 1]
+                absi_post_zseg = prev_zseg_row['index'][0] + 1
+                # XXX: MUST BACKFILL previous end iabs!
+                absi_zsegs[i][1] = absi_post_zseg
+
+        else:
+            if 0 < num_gaps < 2:
+                absi_zsegs[-1][1] = min(
+                    absi_zeros[-1] + 1,
+                    frame['index'][-1],
+                )
+
+            iabs_first: int = frame['index'][0]
+            for start, end in absi_zsegs:
+
+                ts_start: float = times[start - iabs_first]
+                ts_end: float = times[end - iabs_first]
+                if (
+                    (ts_start == 0 and not start == 0)
+                    or
+                    ts_end == 0
+                ):
+                    import pdbp
+                    pdbp.set_trace()
+
+                assert end
+                assert start < end
+
+    log.warning(
+        f'Frame has {len(absi_zsegs)} NULL GAPS!?\n'
+        f'period: {period}\n'
+        f'total null samples: {len(zero_t)}\n'
+    )
+
+    return (
+        absi_zsegs,  # [start, end] abs slice indices of seg
+        absi_zeros,  # all abs indices within all null-segs
+        zero_t,  # sliced-view of all null-segment rows-datums
+    )
+
+
+def iter_null_segs(
+    timeframe: float,
+    frame: Frame | None = None,
+    null_segs: tuple | None = None,
+
+) -> Generator[
+    tuple[
+        int, int,
+        int, int,
+        float, float,
+        float, float,
+
+        # Seq,  # TODO: can we make it an array-type instead?
+        # list[
+        #     list[int, int],
+        # ],
+        # Seq,
+        # Frame
+    ],
+    None,
+]:
+    if not (
+        null_segs := get_null_segs(
+            frame,
+            period=timeframe,
+        )
+    ):
+        return
+
+    absi_pairs_zsegs: list[list[float, float]]
+    izeros: Seq
+    zero_t: Frame
+    (
+        absi_pairs_zsegs,
+        izeros,
+        zero_t,
+    ) = null_segs
+
+    absi_first: int = frame[0]['index']
+    for (
+        absi_start,
+        absi_end,
+    ) in absi_pairs_zsegs:
+
+        fi_end: int = absi_end - absi_first
+        end_row: Seq = frame[fi_end]
+        end_t: float = end_row['time']
+        end_dt: DateTime = from_timestamp(end_t)
+
+        fi_start = None
+        start_row = None
+        start_t = None
+        start_dt = None
+        if (
+            absi_start is not None
+            and start_t != 0
+        ):
+            fi_start: int = absi_start - absi_first
+            start_row: Seq = frame[fi_start]
+            start_t: float = start_row['time']
+            start_dt: DateTime = from_timestamp(start_t)
+
+        if absi_start < 0:
+            import pdbp
+            pdbp.set_trace()
+
+        yield (
+            absi_start, absi_end,  # abs indices
+            fi_start, fi_end,  # relative "frame" indices
+            start_t, end_t,
+            start_dt, end_dt,
+        )
+
+
+def with_dts(
+    df: pl.DataFrame,
+    time_col: str = 'time',
+
+) -> pl.DataFrame:
+    '''
+    Insert datetime (casted) columns to a (presumably) OHLC sampled
+    time series with an epoch-time column keyed by `time_col: str`.
+
+    '''
+    return df.with_columns([
+        pl.col(time_col).shift(1).name.suffix('_prev'),
+        pl.col(time_col).diff().alias('s_diff'),
+        pl.from_epoch(pl.col(time_col)).alias('dt'),
+    ]).with_columns([
+        pl.from_epoch(
+            column=pl.col(f'{time_col}_prev'),
+        ).alias('dt_prev'),
+        pl.col('dt').diff().alias('dt_diff'),
+    ])
+
+
+t_unit: Literal = Literal[
+    'days',
+    'hours',
+    'minutes',
+    'seconds',
+    'miliseconds',
+    'microseconds',
+    'nanoseconds',
+]
+
+
+def detect_time_gaps(
+    w_dts: pl.DataFrame,
+
+    time_col: str = 'time',
+    # epoch sampling step diff
+    expect_period: float = 60,
+
+    # NOTE: legacy stock mkts have venue operating hours
+    # and thus gaps normally no more then 1-2 days at
+    # a time.
+    gap_thresh: float = 1.,
+
+    # TODO: allow passing in a frame of operating hours?
+    # -[ ] durations/ranges for faster legit gap checks?
+    # XXX -> must be valid ``polars.Expr.dt.<name>``
+    # like 'days' which a sane default for venue closures
+    # though will detect weekend gaps which are normal :o
+    gap_dt_unit: t_unit | None = None,
+
+) -> pl.DataFrame:
+    '''
+    Filter to OHLC datums which contain sample step gaps.
+
+    For eg. legacy markets which have venue close gaps and/or
+    actual missing data segments.
+
+    '''
+    # first select by any sample-period (in seconds unit) step size
+    # greater then expected.
+    step_gaps: pl.DataFrame = w_dts.filter(
+        pl.col('s_diff').abs() > expect_period
+    )
+
+    if gap_dt_unit is None:
+        return step_gaps
+
+    # NOTE: this flag is to indicate that on this (sampling) time
+    # scale we expect to only be filtering against larger venue
+    # closures-scale time gaps.
+    return step_gaps.filter(
+        # Second by an arbitrary dt-unit step size
+        getattr(
+            pl.col('dt_diff').dt,
+            gap_dt_unit,
+        )().abs() > gap_thresh
+    )
+
+
+def detect_price_gaps(
+    df: pl.DataFrame,
+    gt_multiplier: float = 2.,
+    price_fields: list[str] = ['high', 'low'],
+
+) -> pl.DataFrame:
+    '''
+    Detect gaps in clearing price over an OHLC series.
+
+    2 types of gaps generally exist; up gaps and down gaps:
+
+    - UP gap: when any next sample's lo price is strictly greater
+      then the current sample's hi price.
+
+    - DOWN gap: when any next sample's hi price is strictly
+      less then the current samples lo price.
+
+    '''
+    # return df.filter(
+    #     pl.col('high') - ) > expect_period,
+    # ).select([
+    #     pl.dt.datetime(pl.col(time_col).shift(1)).suffix('_previous'),
+    #     pl.all(),
+    # ]).select([
+    #     pl.all(),
+    #     (pl.col(time_col) - pl.col(f'{time_col}_previous')).alias('diff'),
+    # ])
+    ...
+
+# TODO: probably just use the null_segs impl above?
+def detect_vlm_gaps(
+    df: pl.DataFrame,
+    col: str = 'volume',
+
+) -> pl.DataFrame:
+
+    vnull: pl.DataFrame = df.filter(
+        pl.col(col) == 0
+    )
+    return vnull
+
+
+def dedupe(
+    src_df: pl.DataFrame,
+
+    time_gaps: pl.DataFrame | None = None,
+    sort: bool = True,
+    period: float = 60,
+
+) -> tuple[
+    pl.DataFrame,  # with dts
+    pl.DataFrame,  # with deduplicated dts (aka gap/repeat removal)
+    int,  # len diff between input and deduped
+]:
+    '''
+    Check for time series gaps and if found
+    de-duplicate any datetime entries, check for
+    a frame height diff and return the newly
+    dt-deduplicated frame.
+
+    '''
+    wdts: pl.DataFrame = with_dts(src_df)
+
+    deduped = wdts
+
+    # remove duplicated datetime samples/sections
+    deduped: pl.DataFrame = wdts.unique(
+        # subset=['dt'],
+        subset=['time'],
+        maintain_order=True,
+    )
+
+    # maybe sort on any time field
+    if sort:
+        deduped = deduped.sort(by='time')
+        # TODO: detect out-of-order segments which were corrected!
+        # -[ ] report in log msg
+        # -[ ] possibly return segment sections which were moved?
+
+    diff: int = (
+        wdts.height
+        -
+        deduped.height
+    )
+    return (
+        wdts,
+        deduped,
+        diff,
+    )
+
+
+def sort_diff(
+    src_df: pl.DataFrame,
+    col: str = 'time',
+
+) -> tuple[
+    pl.DataFrame,  # with dts
+    pl.DataFrame,  # sorted
+    list[int],  # indices of segments that are out-of-order
+]:
+    ser: pl.Series = src_df[col]
+    sortd: pl.DataFrame = ser.sort()
+    diff: pl.Series = ser.diff()
+
+    sortd_diff: pl.Series = sortd.diff()
+    i_step_diff = (diff != sortd_diff).arg_true()
+    frame_reorders: int = i_step_diff.len()
+    if frame_reorders:
+        log.warn(
+            f'Resorted frame on col: {col}\n'
+            f'{frame_reorders}'
+
+        )
+        # import pdbp; pdbp.set_trace()
+
+# NOTE: thanks to this SO answer for the below conversion routines
+# to go from numpy struct-arrays to polars dataframes and back:
+# https://stackoverflow.com/a/72054819
+def np2pl(array: np.ndarray) -> pl.DataFrame:
+    start: float = time.time()
+
+    # XXX: thanks to this SO answer for this conversion tip:
+    # https://stackoverflow.com/a/72054819
+    df = pl.DataFrame({
+        field_name: array[field_name]
+        for field_name in array.dtype.fields
+    })
+    delay: float = round(
+        time.time() - start,
+        ndigits=6,
+    )
+    log.info(
+        f'numpy -> polars conversion took {delay} secs\n'
+        f'polars df: {df}'
+    )
+    return df
+
+
+def pl2np(
+    df: pl.DataFrame,
+    dtype: np.dtype,
+
+) -> np.ndarray:
+
+    # Create numpy struct array of the correct size and dtype
+    # and loop through df columns to fill in array fields.
+    array = np.empty(
+        df.height,
+        dtype,
+    )
+    for field, col in zip(
+        dtype.fields,
+        df.columns,
+    ):
+        array[field] = df.get_column(col).to_numpy()
+
+    return array

piker/types.py

@@ -21,15 +21,16 @@ Extensions to built-in or (heavily used but 3rd party) friend-lib
 types.
 
 '''
+from __future__ import annotations
 from collections import UserList
 from pprint import (
-    pformat,
+    saferepr,
 )
 from typing import Any
 
 from msgspec import (
     msgpack,
-    Struct,
+    Struct as _Struct,
     structs,
 )
 
@@ -62,7 +63,7 @@ class DiffDump(UserList):
 
 
 class Struct(
-    Struct,
+    _Struct,
 
     # https://jcristharif.com/msgspec/structs.html#tagged-unions
     # tag='pikerstruct',
@@ -72,9 +73,27 @@ class Struct(
     A "human friendlier" (aka repl buddy) struct subtype.
 
     '''
+    def _sin_props(self) -> Iterator[
+        tuple[
+            structs.FieldIinfo,
+            str,
+            Any,
+        ]
+    ]:
+        '''
+        Iterate over all non-@property fields of this struct.
+
+        '''
+        fi: structs.FieldInfo
+        for fi in structs.fields(self):
+            key: str = fi.name
+            val: Any = getattr(self, key)
+            yield fi, key, val
+
     def to_dict(
         self,
         include_non_members: bool = True,
+
     ) -> dict:
         '''
         Like it sounds.. direct delegation to:
@@ -90,16 +109,72 @@ class Struct(
 
         # only return a dict of the struct members
         # which were provided as input, NOT anything
-        # added as `@properties`!
+        # added as type-defined `@property` methods!
         sin_props: dict = {}
-        for fi in structs.fields(self):
-            key: str = fi.name
-            sin_props[key] = asdict[key]
+        fi: structs.FieldInfo
+        for fi, k, v in self._sin_props():
+            sin_props[k] = asdict[k]
 
         return sin_props
 
-    def pformat(self) -> str:
-        return f'Struct({pformat(self.to_dict())})'
+    def pformat(
+        self,
+        field_indent: int = 2,
+        indent: int = 0,
+
+    ) -> str:
+        '''
+        Recursion-safe `pprint.pformat()` style formatting of
+        a `msgspec.Struct` for sane reading by a human using a REPL.
+
+        '''
+        # global whitespace indent
+        ws: str = ' '*indent
+
+        # field whitespace indent
+        field_ws: str = ' '*(field_indent + indent)
+
+        # qtn: str = ws + self.__class__.__qualname__
+        qtn: str = self.__class__.__qualname__
+
+        obj_str: str = ''  # accumulator
+        fi: structs.FieldInfo
+        k: str
+        v: Any
+        for fi, k, v in self._sin_props():
+
+            # TODO: how can we prefer `Literal['option1',  'option2,
+            # ..]` over .__name__ == `Literal` but still get only the
+            # latter for simple types like `str | int | None` etc..?
+            ft: type = fi.type
+            typ_name: str = getattr(ft, '__name__', str(ft))
+
+            # recurse to get sub-struct's `.pformat()` output Bo
+            if isinstance(v, Struct):
+                val_str: str =  v.pformat(
+                    indent=field_indent + indent,
+                    field_indent=indent + field_indent,
+                )
+
+            else:  # the `pprint` recursion-safe format:
+                # https://docs.python.org/3.11/library/pprint.html#pprint.saferepr
+                val_str: str = saferepr(v)
+
+            obj_str += (field_ws + f'{k}: {typ_name} = {val_str},\n')
+
+        return (
+            f'{qtn}(\n'
+            f'{obj_str}'
+            f'{ws})'
+        )
+
+    # TODO: use a pprint.PrettyPrinter instance around ONLY rendering
+    # inside a known tty?
+    # def __repr__(self) -> str:
+    #     ...
+
+    # __str__ = __repr__ = pformat
+    __repr__ = pformat
 
     def copy(
         self,

piker/ui/__init__.py

@@ -14,9 +14,8 @@
 # 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/>.
 
-"""
-Stuff for your eyes, aka super hawt Qt UI components.
+'''
+UI components built using `Qt` with major versions swapped in via
+the import indirection in the `.qt` sub-mod.
 
-Currently we only support PyQt5 due to this issue in Pyside2:
-https://bugreports.qt.io/projects/PYSIDE/issues/PYSIDE-1313
-"""
+'''

piker/ui/_anchors.py

@@ -21,8 +21,10 @@ Anchor funtions for UI placement of annotions.
 from __future__ import annotations
 from typing import Callable, TYPE_CHECKING
 
-from PyQt5.QtCore import QPointF
-from PyQt5.QtWidgets import QGraphicsPathItem
+from piker.ui.qt import (
+    QPointF,
+    QGraphicsPathItem,
+)
 
 if TYPE_CHECKING:
     from ._chart import ChartPlotWidget

piker/ui/_annotate.py

@@ -20,12 +20,22 @@ Annotations for ur faces.
 """
 from typing import Callable
 
-from PyQt5 import QtCore, QtGui, QtWidgets
-from PyQt5.QtCore import QPointF, QRectF
-from PyQt5.QtWidgets import QGraphicsPathItem
-from pyqtgraph import Point, functions as fn, Color
+from pyqtgraph import (
+    Point,
+    functions as fn,
+    Color,
+)
 import numpy as np
 
+from piker.ui.qt import (
+    QtCore,
+    QtGui,
+    QtWidgets,
+    QPointF,
+    QRectF,
+    QGraphicsPathItem,
+)
+
 
 def mk_marker_path(
 

piker/ui/_app.py

@@ -21,9 +21,12 @@ Main app startup and run.
 from functools import partial
 from types import ModuleType
 
-from PyQt5.QtCore import QEvent
+import tractor
 import trio
 
+from piker.ui.qt import (
+    QEvent,
+)
 from ..service import maybe_spawn_brokerd
 from . import _event
 from ._exec import run_qtractor
@@ -114,6 +117,7 @@ async def _async_main(
         needed_brokermods[brokername] = brokers[brokername]
 
     async with (
+        tractor.trionics.collapse_eg(),
         trio.open_nursery() as root_n,
     ):
         # set root nursery and task stack for spawning other charts/feeds

piker/ui/_axes.py

@@ -23,16 +23,24 @@ from functools import lru_cache
 from typing import Callable
 from math import floor
 
-import numpy as np
+import polars as pl
 import pyqtgraph as pg
-from PyQt5 import QtCore, QtGui, QtWidgets
-from PyQt5.QtCore import QPointF
 
+from piker.ui.qt import (
+    QtCore,
+    QtGui,
+    QtWidgets,
+    QPointF,
+    txt_flag,
+    align_flag,
+    px_cache_mode,
+)
 from . import _pg_overrides as pgo
 from ..accounting._mktinfo import float_digits
 from ._label import Label
 from ._style import DpiAwareFont, hcolor, _font
 from ._interaction import ChartView
+from ._dataviz import Viz
 
 _axis_pen = pg.mkPen(hcolor('bracket'))
 
@@ -287,9 +295,7 @@ class DynamicDateAxis(Axis):
     # time formats mapped by seconds between bars
     tick_tpl = {
         60 * 60 * 24: '%Y-%b-%d',
-        60: '%H:%M',
-        30: '%H:%M:%S',
-        5: '%H:%M:%S',
+        60: '%Y-%b-%d(%H:%M)',
         1: '%H:%M:%S',
     }
 
@@ -305,10 +311,10 @@ class DynamicDateAxis(Axis):
         # XX: ARGGGGG AG:LKSKDJF:LKJSDFD
         chart = self.pi.chart_widget
 
-        viz = chart._vizs[chart.name]
+        viz: Viz = chart._vizs[chart.name]
         shm = viz.shm
         array = shm.array
-        ifield = viz.index_field
+        ifield: str = viz.index_field
         index = array[ifield]
         i_0, i_l = index[0], index[-1]
 
@@ -329,7 +335,7 @@ class DynamicDateAxis(Axis):
             arr_len = index.shape[0]
             first = shm._first.value
             times = array['time']
-            epochs = times[
+            epochs: list[int] = times[
                 list(
                     map(
                         int,
@@ -341,23 +347,30 @@ class DynamicDateAxis(Axis):
                 )
             ]
         else:
-            epochs = list(map(int, indexes))
+            epochs: list[int] = list(map(int, indexes))
 
         # TODO: **don't** have this hard coded shift to EST
-        # delay = times[-1] - times[-2]
-        dts = np.array(
+        delay: float = viz.time_step()
+        if delay > 1:
+            # NOTE: use less granular dt-str when using 1M+ OHLC
+            fmtstr: str = self.tick_tpl[delay]
+        else:
+            fmtstr: str = '%Y-%m-%d(%H:%M:%S)'
+
+        # https://pola-rs.github.io/polars/py-polars/html/reference/expressions/api/polars.from_epoch.html#polars-from-epoch
+        pl_dts: pl.Series = pl.from_epoch(
             epochs,
-            dtype='datetime64[s]',
+            time_unit='s',
+        # NOTE: kinda weird we can pass it to `.from_epoch()` no?
+        ).dt.replace_time_zone(
+            time_zone='UTC'
+        ).dt.convert_time_zone(
+            # TODO: pull this from either:
+            # -[ ] the mkt venue tz by default
+            # -[ ] the user's config under `sys.mkt_timezone: str`
+            'EST'
         )
-
-        # see units listing:
-        # https://numpy.org/devdocs/reference/arrays.datetime.html#datetime-units
-        return list(np.datetime_as_string(dts))
-
-        # TODO: per timeframe formatting?
-        # - we probably need this based on zoom now right?
-        # prec = self.np_dt_precision[delay]
-        # return dts.strftime(self.tick_tpl[delay])
+        return pl_dts.dt.to_string(fmtstr).to_list()
 
     def tickStrings(
         self,
@@ -408,11 +421,15 @@ class AxisLabel(pg.GraphicsObject):
         super().__init__()
         self.setParentItem(parent)
 
-        self.setFlag(self.ItemIgnoresTransformations)
+        self.setFlag(
+            self.GraphicsItemFlag.ItemIgnoresTransformations
+        )
         self.setZValue(100)
 
         # XXX: pretty sure this is faster
-        self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
+        self.setCacheMode(
+            px_cache_mode.DeviceCoordinateCache
+        )
 
         self._parent = parent
 
@@ -549,21 +566,14 @@ class AxisLabel(pg.GraphicsObject):
 
         return (self.rect.width(), self.rect.height())
 
-# _common_text_flags = (
-#     QtCore.Qt.TextDontClip |
-#     QtCore.Qt.AlignCenter |
-#     QtCore.Qt.AlignTop |
-#     QtCore.Qt.AlignHCenter |
-#     QtCore.Qt.AlignVCenter
-# )
 
 
 class XAxisLabel(AxisLabel):
     _x_margin = 8
 
     text_flags = (
-        QtCore.Qt.TextDontClip
-        | QtCore.Qt.AlignCenter
+        align_flag.AlignCenter
+        | txt_flag.TextDontClip
     )
 
     def size_hint(self) -> tuple[float, float]:
@@ -620,10 +630,10 @@ class YAxisLabel(AxisLabel):
     _y_margin: int = 4
 
     text_flags = (
-        QtCore.Qt.AlignLeft
-        # QtCore.Qt.AlignHCenter
-        | QtCore.Qt.AlignVCenter
-        | QtCore.Qt.TextDontClip
+        align_flag.AlignLeft
+        | align_flag.AlignVCenter
+        # | align_flag.AlignHCenter
+        | txt_flag.TextDontClip
     )
 
     def __init__(

piker/ui/_chart.py

@@ -28,22 +28,19 @@ from typing import (
     TYPE_CHECKING,
 )
 
-from PyQt5 import QtCore, QtWidgets
-from PyQt5.QtCore import (
+import pyqtgraph as pg
+import trio
+
+from piker.ui.qt import (
+    QtCore,
     Qt,
     QLineF,
-    # QPointF,
-)
-from PyQt5.QtWidgets import (
     QFrame,
     QWidget,
     QHBoxLayout,
     QVBoxLayout,
     QSplitter,
 )
-import pyqtgraph as pg
-import trio
-
 from ._axes import (
     DynamicDateAxis,
     PriceAxis,
@@ -570,8 +567,8 @@ class LinkedSplits(QWidget):
 
         # style?
         self.chart.setFrameStyle(
-            QFrame.StyledPanel |
-            QFrame.Plain
+            QFrame.Shape.StyledPanel |
+            QFrame.Shadow.Plain
         )
 
         return self.chart
@@ -689,8 +686,8 @@ class LinkedSplits(QWidget):
 
         cpw.plotItem.vb.linked = self
         cpw.setFrameStyle(
-            QtWidgets.QFrame.StyledPanel
-            # | QtWidgets.QFrame.Plain
+            QFrame.Shape.StyledPanel
+            # | QFrame.Shadow.Plain
         )
 
         # don't show the little "autoscale" A label.

piker/ui/_cursor.py

@@ -28,9 +28,14 @@ from typing import (
 import inspect
 import numpy as np
 import pyqtgraph as pg
-from PyQt5 import QtCore, QtWidgets
-from PyQt5.QtCore import QPointF, QRectF
 
+from piker.ui.qt import (
+    QPointF,
+    QRectF,
+    QtCore,
+    QtWidgets,
+    px_cache_mode,
+)
 from ._style import (
     _xaxis_at,
     hcolor,
@@ -104,7 +109,9 @@ class LineDot(pg.CurvePoint):
         dot.setParentItem(self)
 
         # keep a static size
-        self.setFlag(self.ItemIgnoresTransformations)
+        self.setFlag(
+            self.GraphicsItemFlag.ItemIgnoresTransformations
+        )
 
     def event(
         self,
@@ -207,9 +214,10 @@ class ContentsLabel(pg.LabelItem):
         # this being "html" is the dumbest shit :eyeroll:
 
         self.setText(
-            "<b>i</b>:{index}<br/>"
+            "<b>i_arr</b>:{index}<br/>"
             # NB: these fields must be indexed in the correct order via
             # the slice syntax below.
+            "<b>i_shm</b>:{}<br/>"
             "<b>epoch</b>:{}<br/>"
             "<b>O</b>:{}<br/>"
             "<b>H</b>:{}<br/>"
@@ -219,6 +227,7 @@ class ContentsLabel(pg.LabelItem):
             # "<b>wap</b>:{}".format(
                 *array[ix][
                     [
+                        'index',
                         'time',
                         'open',
                         'high',
@@ -270,10 +279,15 @@ class ContentsLabels:
         x_in: int,
 
     ) -> None:
-        for chart, name, label, update in self._labels:
+        for (
+            chart,
+            name,
+            label,
+            update,
+        )in self._labels:
 
             viz = chart.get_viz(name)
-            array = viz.shm.array
+            array: np.ndarray = viz.shm._array
             index = array[viz.index_field]
             start = index[0]
             stop = index[-1]
@@ -284,7 +298,7 @@ class ContentsLabels:
             ):
                 # out of range
                 print('WTF out of range?')
-                continue
+                # continue
 
             # call provided update func with data point
             try:
@@ -292,6 +306,7 @@ class ContentsLabels:
                 ix = np.searchsorted(index, x_in)
                 if ix > len(array):
                     breakpoint()
+
                 update(ix, array)
 
             except IndexError:
@@ -416,10 +431,10 @@ class Cursor(pg.GraphicsObject):
         # vertical and horizonal lines and a y-axis label
 
         vl = plot.addLine(x=0, pen=self.lines_pen, movable=False)
-        vl.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
+        vl.setCacheMode(px_cache_mode.DeviceCoordinateCache)
 
         hl = plot.addLine(y=0, pen=self.lines_pen, movable=False)
-        hl.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
+        hl.setCacheMode(px_cache_mode.DeviceCoordinateCache)
         hl.hide()
 
         yl = YAxisLabel(
@@ -503,7 +518,10 @@ class Cursor(pg.GraphicsObject):
             plot=chart
         )
         chart.addItem(cursor)
-        self.graphics[chart].setdefault('cursors', []).append(cursor)
+        self.graphics[chart].setdefault(
+            'cursors',
+            [],
+        ).append(cursor)
         return cursor
 
     def mouseAction(

piker/ui/_curve.py

@@ -19,20 +19,21 @@ Fast, smooth, sexy curves.
 
 """
 from contextlib import contextmanager as cm
+from enum import EnumType
 from typing import Callable
 
 import numpy as np
 import pyqtgraph as pg
-from PyQt5 import QtWidgets
-from PyQt5.QtWidgets import QGraphicsItem
-from PyQt5.QtCore import (
+
+from piker.ui.qt import (
+    QtWidgets,
+    QGraphicsItem,
     Qt,
     QLineF,
     QRectF,
-)
-from PyQt5.QtGui import (
     QPainter,
     QPainterPath,
+    px_cache_mode,
 )
 from ._style import hcolor
 from ..log import get_logger
@@ -42,22 +43,23 @@ from ..toolz.profile import (
     ms_slower_then,
 )
 
-
 log = get_logger(__name__)
 
 
+pen_style: EnumType = Qt.PenStyle
+
 _line_styles: dict[str, int] = {
-    'solid': Qt.PenStyle.SolidLine,
-    'dash': Qt.PenStyle.DashLine,
-    'dot': Qt.PenStyle.DotLine,
-    'dashdot': Qt.PenStyle.DashDotLine,
+    'solid': pen_style.SolidLine,
+    'dash': pen_style.DashLine,
+    'dot': pen_style.DotLine,
+    'dashdot': pen_style.DashDotLine,
 }
 
 
 class FlowGraphic(pg.GraphicsObject):
     '''
-    Base class with minimal interface for `QPainterPath` implemented,
-    real-time updated "data flow" graphics.
+    Base class with minimal interface for `QPainterPath`
+    implemented, real-time updated "data flow" graphics.
 
     See subtypes below.
 
@@ -69,12 +71,12 @@ class FlowGraphic(pg.GraphicsObject):
     # XXX-NOTE-XXX: graphics caching B)
     # see explanation for different caching modes:
     # https://stackoverflow.com/a/39410081
-    cache_mode: int = QGraphicsItem.DeviceCoordinateCache
+    cache_mode: int = px_cache_mode.DeviceCoordinateCache
     # XXX: WARNING item caching seems to only be useful
     # if we don't re-generate the entire QPainterPath every time
     # don't ever use this - it's a colossal nightmare of artefacts
     # and is disastrous for performance.
-    # QGraphicsItem.ItemCoordinateCache
+    # cache_mode.ItemCoordinateCache
     # TODO: still questions todo with coord-cacheing that we should
     # probably talk to a core dev about:
     # - if this makes trasform interactions slower (such as zooming)
@@ -167,15 +169,16 @@ class FlowGraphic(pg.GraphicsObject):
         return None
 
     # XXX: due to a variety of weird jitter bugs and "smearing"
-    # artifacts when click-drag panning and viewing history time series,
-    # we offer this ctx-mngr interface to allow temporarily disabling
-    # Qt's graphics caching mode; this is now currently used from
-    # ``ChartView.start/signal_ic()`` methods which also disable the
-    # rt-display loop when the user is moving around a view.
+    # artifacts when click-drag panning and viewing history time
+    # series, we offer this ctx-mngr interface to allow temporarily
+    # disabling Qt's graphics caching mode; this is now currently
+    # used from ``ChartView.start/signal_ic()`` methods which also
+    # disable the rt-display loop when the user is moving around
+    # a view.
     @cm
     def reset_cache(self) -> None:
         try:
-            none = QGraphicsItem.NoCache
+            none = px_cache_mode.NoCache
             log.debug(
                 f'{self._name} -> CACHE DISABLE: {none}'
             )

piker/ui/_dataviz.py

@@ -36,9 +36,12 @@ from msgspec import (
     field,
 )
 import numpy as np
+from numpy import (
+    ndarray,
+)
 import pyqtgraph as pg
-from PyQt5.QtCore import QLineF
 
+from piker.ui.qt import QLineF
 from ..data._sharedmem import (
     ShmArray,
 )
@@ -49,7 +52,7 @@ from ..data._formatters import (
     OHLCBarsAsCurveFmtr,  # OHLC converted to line
     StepCurveFmtr,  # "step" curve (like for vlm)
 )
-from ..data._timeseries import (
+from ..tsp import (
     slice_from_time,
 )
 from ._ohlc import (
@@ -82,10 +85,11 @@ def render_baritems(
     viz: Viz,
     graphics: BarItems,
     read: tuple[
-        int, int, np.ndarray,
-        int, int, np.ndarray,
+        int, int, ndarray,
+        int, int, ndarray,
     ],
     profiler: Profiler,
+    force_redraw: bool = False,
     **kwargs,
 
 ) -> None:
@@ -216,9 +220,11 @@ def render_baritems(
     viz._in_ds = should_line
 
     should_redraw = (
-        changed_to_line
+        force_redraw
+        or changed_to_line
         or not should_line
     )
+    # print(f'should_redraw: {should_redraw}')
     return (
         graphics,
         r,
@@ -250,7 +256,7 @@ class ViewState(Struct):
     ] | None = None
 
     # last in view ``ShmArray.array[read_slc]`` data
-    in_view: np.ndarray | None = None
+    in_view: ndarray | None = None
 
 
 class Viz(Struct):
@@ -313,6 +319,7 @@ class Viz(Struct):
     _last_uppx: float = 0
     _in_ds: bool = False
     _index_step: float | None = None
+    _time_step: float | None = None
 
     # map from uppx -> (downsampled data, incremental graphics)
     _src_r: Renderer | None = None
@@ -359,7 +366,8 @@ class Viz(Struct):
 
     def index_step(
         self,
-        reset: bool = False,
+        index_field: str | None = None,
+
     ) -> float:
         '''
         Return the size between sample steps in the units of the
@@ -367,12 +375,17 @@ class Viz(Struct):
         epoch time in seconds.
 
         '''
-        # attempt to dectect the best step size by scanning a sample of
-        # the source data.
-        if self._index_step is None:
-
-            index: np.ndarray = self.shm.array[self.index_field]
-            isample: np.ndarray = index[-16:]
+        # attempt to detect the best step size by scanning a sample
+        # of the source data.
+        if (
+            self._index_step is None
+            or index_field is not None
+        ):
+            index: ndarray = self.shm.array[
+                index_field
+                or self.index_field
+            ]
+            isample: ndarray = index[-16:]
 
             mxdiff: None | float = None
             for step in np.diff(isample):
@@ -386,7 +399,15 @@ class Viz(Struct):
                         )
                     mxdiff = step
 
-            self._index_step = max(mxdiff, 1)
+            step: float = max(mxdiff, 1)
+
+            # only SET the internal index step if an explicit
+            # field name is NOT passed, since in such cases this
+            # is likely just being called from `.time_step()`.
+            if index_field is not None:
+                return step
+
+            self._index_step = step
             if (
                 mxdiff < 1
                 or 1 < mxdiff < 60
@@ -397,6 +418,17 @@ class Viz(Struct):
 
         return self._index_step
 
+    def time_step(self) -> float:
+        '''
+        Attempt to determine the per-sample time-step period by 
+        forcing an epoch-index and calling `.index_step()`.
+
+        '''
+        if self._time_step is None:
+            self._time_step: float = self.index_step(index_field='time')
+
+        return self._time_step
+
     def maxmin(
         self,
 
@@ -404,6 +436,9 @@ class Viz(Struct):
         i_read_range: tuple[int, int] | None = None,
         use_caching: bool = True,
 
+        # XXX: internal debug
+        _do_print: bool = False
+
     ) -> tuple[float, float] | None:
         '''
         Compute the cached max and min y-range values for a given
@@ -423,15 +458,14 @@ class Viz(Struct):
         if shm is None:
             return None
 
-        do_print: bool = False
-        arr = shm.array
+        arr: ndarray = shm.array
 
         if i_read_range is not None:
             read_slc = slice(*i_read_range)
-            index = arr[read_slc][self.index_field]
+            index: float | int = arr[read_slc][self.index_field]
             if not index.size:
                 return None
-            ixrng = (index[0], index[-1])
+            ixrng: tuple[int, int] = (index[0], index[-1])
 
         else:
             if x_range is None:
@@ -449,15 +483,24 @@ class Viz(Struct):
 
             # TODO: hash the slice instead maybe?
             # https://stackoverflow.com/a/29980872
-            ixrng = lbar, rbar = round(x_range[0]), round(x_range[1])
+            ixrng = lbar, rbar = (
+                round(x_range[0]),
+                round(x_range[1]),
+            )
 
         if (
             use_caching
             and self._mxmn_cache_enabled
         ):
+            # TODO: is there a way to ONLY clear ranges containing
+            # a certain sub-range?
+            # -[ ] currently we have a problem where a previously
+            #    cached mxmn will persist even if the viz is "hard
+            #    re-rendered" (usually bc underlying data was
+            #    corrected)
             cached_result = self._mxmns.get(ixrng)
             if cached_result:
-                if do_print:
+                if _do_print:
                     print(
                         f'{self.name} CACHED maxmin\n'
                         f'{ixrng} -> {cached_result}'
@@ -487,7 +530,7 @@ class Viz(Struct):
                     (rbar - ifirst) + 1
                 )
 
-        slice_view = arr[read_slc]
+        slice_view: ndarray = arr[read_slc]
 
         if not slice_view.size:
             log.warning(
@@ -498,7 +541,7 @@ class Viz(Struct):
 
         elif self.ds_yrange:
             mxmn = self.ds_yrange
-            if do_print:
+            if _do_print:
                 print(
                     f'{self.name} M4 maxmin:\n'
                     f'{ixrng} -> {mxmn}'
@@ -515,7 +558,7 @@ class Viz(Struct):
 
             mxmn = ylow, yhigh
             if (
-                do_print
+                _do_print
             ):
                 s = 3
                 print(
@@ -529,14 +572,23 @@ class Viz(Struct):
 
         # cache result for input range
         ylow, yhi = mxmn
+        diff: float = yhi - ylow
+
+        # order-of-magnitude check
+        # TODO: really we should be checking the hi or low
+        # against the previous sample to catch stuff like,
+        # - rando stock (reverse-)split
+        # - null-segments written by some prior
+        #   crash-during-backfil
+        if diff > 0:
+            omg: float = abs(logf(diff, 10))
+        else:
+            omg: float = 0
 
         try:
             prolly_anomaly: bool = (
-                (
-                    abs(logf(ylow, 10)) > 16
-                    if ylow
-                    else False
-                )
+                # diff == 0
+                (ylow and omg > 10)
                 or (
                     isnan(ylow) or isnan(yhi)
                 )
@@ -563,7 +615,8 @@ class Viz(Struct):
 
     def view_range(self) -> tuple[int, int]:
         '''
-        Return the start and stop x-indexes for the managed ``ViewBox``.
+        Return the start and stop x-indexes for the managed
+        ``ViewBox``.
 
         '''
         vr = self.plot.viewRect()
@@ -576,7 +629,7 @@ class Viz(Struct):
         self,
         view_range: None | tuple[float, float] = None,
         index_field: str | None = None,
-        array: np.ndarray | None = None,
+        array: ndarray | None = None,
 
     ) -> tuple[
         int, int, int, int, int, int
@@ -647,8 +700,8 @@ class Viz(Struct):
         profiler: None | Profiler = None,
 
     ) -> tuple[
-        int, int, np.ndarray,
-        int, int, np.ndarray,
+        int, int, ndarray,
+        int, int, ndarray,
     ]:
         '''
         Read the underlying shm array buffer and
@@ -818,6 +871,10 @@ class Viz(Struct):
                 graphics,
                 read,
                 profiler,
+
+                # NOTE: only set when caller says to
+                force_redraw=should_redraw,
+
                 **kwargs,
             )
 
@@ -980,6 +1037,39 @@ class Viz(Struct):
             graphics,
         )
 
+    def reset_graphics(
+        self,
+
+        # TODO: allow only resetting within some x-domain range?
+        # ixrng: tuple[int, int] | None = None,
+
+    ) -> None:
+        '''
+        Hard reset all graphics (rendering) layers for this
+        data viz including clearing the mxmn auto-y-range
+        cache.
+
+        Normally called when the underlying data set is modified
+        (probably by some `.tsp` correcting/editing routine) and
+        the (now cached) graphics need to be fully re-rendered from
+        source.
+
+        '''
+        log.warning(
+            f'Forcing hard Viz graphihcs RESET:\n'
+            f'.name: {self.name}\n'
+            f'.index_field: {self.index_field}\n'
+            f'.index_step(): {self.index_step()}\n'
+            f'.time_step(): {self.time_step()}\n'
+        )
+        # XXX: always clear the mxn y-range cache
+        # to avoid old data (anomalies) from being
+        # retained in auto-yrange output.
+        self._mxmn_cache_enabled = False
+        self._mxmns.clear()
+        self.update_graphics(force_redraw=True)
+        self._mxmn_cache_enabled = True
+
     def draw_last(
         self,
         array_key: str | None = None,
@@ -1072,7 +1162,7 @@ class Viz(Struct):
 
         '''
         shm: ShmArray = self.shm
-        array: np.ndarray = shm.array
+        array: ndarray = shm.array
         view: ChartView = self.plot.vb
         (
             vl,

piker/ui/_display.py

@@ -57,6 +57,7 @@ from piker.toolz import (
     Profiler,
 )
 from piker.log import get_logger
+from piker import config
 # from ..data._source import tf_in_1s
 from ._axes import YAxisLabel
 from ._chart import (
@@ -210,9 +211,9 @@ async def increment_history_view(
 ):
     hist_chart: ChartPlotWidget = ds.hist_chart
     hist_viz: Viz = ds.hist_viz
-    viz: Viz = ds.viz
+    # viz: Viz = ds.viz
     assert 'hist' in hist_viz.shm.token['shm_name']
-    name: str = hist_viz.name
+    # name: str = hist_viz.name
 
     # TODO: seems this is more reliable at keeping the slow
     # chart incremented in view more correctly?
@@ -225,7 +226,8 @@ async def increment_history_view(
     # draw everything from scratch on first entry!
     for curve_name, hist_viz in hist_chart._vizs.items():
         log.info(f'Forcing hard redraw -> {curve_name}')
-        hist_viz.update_graphics(force_redraw=True)
+        hist_viz.reset_graphics()
+        # hist_viz.update_graphics(force_redraw=True)
 
     async with open_sample_stream(1.) as min_istream:
         async for msg in min_istream:
@@ -248,17 +250,27 @@ async def increment_history_view(
             # - samplerd could emit the actual update range via
             #   tuple and then we only enter the below block if that
             #   range is detected as in-view?
-            if (
-                (bf_wut := msg.get('backfilling', False))
-            ):
-                viz_name, timeframe = bf_wut
-                if viz_name == name:
-                    log.info(f'Forcing hard redraw -> {name}@{timeframe}')
-                    match timeframe:
-                        case 60:
-                            hist_viz.update_graphics(force_redraw=True)
-                        case 1:
-                            viz.update_graphics(force_redraw=True)
+            # match msg:
+            #     case {
+            #         'backfilling': (viz_name, timeframe),
+            #     } if (
+            #         viz_name == name
+            #     ):
+            #         log.warning(
+            #             f'Forcing HARD REDRAW:\n'
+            #             f'name: {name}\n'
+            #             f'timeframe: {timeframe}\n'
+            #         )
+            #         # TODO: only allow this when the data is IN VIEW!
+            #         # also, we probably can do this more efficiently
+            #         # / smarter by only redrawing the portion of the
+            #         # path necessary?
+            #         {
+            #             60: hist_viz,
+            #             1: viz,
+            #         }[timeframe].update_graphics(
+            #             force_redraw=True
+            #         )
 
             # check if slow chart needs an x-domain shift and/or
             # y-range resize.
@@ -299,6 +311,7 @@ async def increment_history_view(
 
 async def graphics_update_loop(
 
+    dss: dict[str, DisplayState],
     nurse: trio.Nursery,
     godwidget: GodWidget,
     feed: Feed,
@@ -340,8 +353,6 @@ async def graphics_update_loop(
         'i_last_slow_t':  0,  # multiview-global slow (1m) step index
     }
 
-    dss: dict[str, DisplayState] = {}
-
     for fqme, flume in feed.flumes.items():
         ohlcv = flume.rt_shm
         hist_ohlcv = flume.hist_shm
@@ -460,10 +471,18 @@ async def graphics_update_loop(
         if ds.hist_vars['i_last'] < ds.hist_vars['i_last_append']:
             await tractor.pause()
 
+    # try:
+
+    # XXX TODO: we need to do _dss UPDATE here so that when
+    # a feed-view is switched you can still remote annotate the
+    # prior view..
+    from . import _remote_ctl
+    _remote_ctl._dss.update(dss)
+
     # main real-time quotes update loop
     stream: tractor.MsgStream
     async with feed.open_multi_stream() as stream:
-        assert stream
+        # assert stream
         async for quotes in stream:
             quote_period = time.time() - last_quote_s
             quote_rate = round(
@@ -479,7 +498,7 @@ async def graphics_update_loop(
                 pass
                 # log.warning(f'High quote rate {mkt.fqme}: {quote_rate}')
 
-            last_quote_s = time.time()
+            last_quote_s: float = time.time()
 
             for fqme, quote in quotes.items():
                 ds = dss[fqme]
@@ -509,6 +528,12 @@ async def graphics_update_loop(
                     quote,
                 )
 
+    # finally:
+    #     # XXX: cancel any remote annotation control ctxs
+    #     _remote_ctl._dss = None
+    #     for cid, (ctx, aids) in _remote_ctl._ctxs.items():
+    #         await ctx.cancel()
+
 
 def graphics_update_cycle(
     ds: DisplayState,
@@ -1207,6 +1232,8 @@ async def link_views_with_region(
     # region.sigRegionChangeFinished.connect(update_pi_from_region)
 
 
+# NOTE: default is set to 60 FPS until the runtime delivers the
+# discoverd hw value below.
 _quote_throttle_rate: int = 60 - 6
 
 
@@ -1225,7 +1252,7 @@ async def display_symbol_data(
     fast from a cached watch-list.
 
     '''
-    sbar = godwidget.window.status_bar
+    # sbar = godwidget.window.status_bar
     # historical data fetch
     # brokermod = brokers.get_brokermod(provider)
 
@@ -1235,11 +1262,11 @@ async def display_symbol_data(
     #     group_key=loading_sym_key,
     # )
 
-    for fqme in fqmes:
-        loading_sym_key = sbar.open_status(
-            f'loading {fqme} ->',
-            group_key=True
-        )
+    # for fqme in fqmes:
+    #     loading_sym_key = sbar.open_status(
+    #         f'loading {fqme} ->',
+    #         group_key=True
+    #     )
 
     # (TODO: make this not so shit XD)
     # close group status once a symbol feed fully loads to view.
@@ -1248,26 +1275,54 @@ async def display_symbol_data(
     # TODO: ctl over update loop's maximum frequency.
     # - load this from a config.toml!
     # - allow dyanmic configuration from chart UI?
+    (
+        conf,
+        path,
+    ) = config.load()
+    ui_conf: dict = conf['ui']
+
     global _quote_throttle_rate
     from ._window import main_window
-    display_rate = main_window().current_screen().refreshRate()
-    _quote_throttle_rate = floor(display_rate) - 6
+
+    display_rate: int = floor(
+        main_window().current_screen().refreshRate()
+    ) - 6
+
+    mx_redraw_rate: int = ui_conf.get(
+        'max_redraw_rate',
+        _quote_throttle_rate,
+    )
+
+    if mx_redraw_rate < display_rate:
+        log.info(
+            'Down-throttling redraw rate to config setting\n'
+            f'display FPS: {display_rate}\n'
+            'max_redraw_rate: {max_redraw_rate}\n'
+        )
+    else:
+        _quote_throttle_rate = display_rate
 
     # TODO: we should be able to increase this if we use some
     # `mypyc` speedups elsewhere? 22ish seems to be the sweet
     # spot for single-feed chart.
     num_of_feeds = len(fqmes)
-    mx: int = 22
-    if num_of_feeds > 1:
-        # there will be more ctx switches with more than 1 feed so we
-        # max throttle down a bit more.
-        mx = 16
+    # if num_of_feeds > 1:
+
+    # there will be more ctx switches with more than 1 feed so we
+    # max throttle down a bit more.
+    mx_per_feed: int = (
+        ui_conf.get(
+        'per_feed_redraw_rate',
+        mx_redraw_rate,
+        )
+        or 16
+    )
 
     # limit to at least display's FPS
     # avoiding needless Qt-in-guest-mode context switches
     cycles_per_feed = min(
         round(_quote_throttle_rate/num_of_feeds),
-        mx,
+        mx_per_feed,
     )
 
     feed: Feed
@@ -1390,7 +1445,10 @@ async def display_symbol_data(
         # for pause/resume on mouse interaction
         rt_chart.feed = feed
 
-        async with trio.open_nursery() as ln:
+        async with (
+            tractor.trionics.collapse_eg(),
+            trio.open_nursery() as ln,
+        ):
             # if available load volume related built-in display(s)
             vlm_charts: dict[
                 str,
@@ -1412,7 +1470,7 @@ async def display_symbol_data(
                 start_fsp_displays,
                 rt_linked,
                 flume,
-                loading_sym_key,
+                # loading_sym_key,
                 loglevel,
             )
 
@@ -1531,8 +1589,10 @@ async def display_symbol_data(
             )
 
             # start update loop task
+            dss: dict[str, DisplayState] = {}
             ln.start_soon(
                 graphics_update_loop,
+                dss,
                 ln,
                 godwidget,
                 feed,
@@ -1546,15 +1606,31 @@ async def display_symbol_data(
             order_ctl_fqme: str = fqmes[0]
             mode: OrderMode
             async with (
+
                 open_order_mode(
                     feed,
                     godwidget,
                     order_ctl_fqme,
                     order_mode_started,
                     loglevel=loglevel
-                ) as mode
-            ):
+                ) as mode,
 
+                # TODO: maybe have these startup sooner before
+                # order mode fully boots? but we gotta,
+                # -[ ] decouple the order mode bindings until
+                #    the mode has fully booted..
+                #    -[ ] maybe do an Event to sync?
+
+                # start input handling for ``ChartView`` input
+                # (i.e. kb + mouse handling loops)
+                rt_chart.view.open_async_input_handler(
+                    dss=dss,
+                ),
+                hist_chart.view.open_async_input_handler(
+                    dss=dss,
+                ),
+
+            ):
                 rt_linked.mode = mode
 
                 rt_viz = rt_chart.get_viz(order_ctl_fqme)

piker/ui/_editors.py

@@ -21,7 +21,8 @@ Higher level annotation editors.
 from __future__ import annotations
 from collections import defaultdict
 from typing import (
-    TYPE_CHECKING
+    Sequence,
+    TYPE_CHECKING,
 )
 
 import pyqtgraph as pg
@@ -31,24 +32,34 @@ from pyqtgraph import (
     QtCore,
     QtWidgets,
 )
-from PyQt5.QtGui import (
-    QColor,
-)
-from PyQt5.QtWidgets import (
-    QLabel,
-)
 
 from pyqtgraph import functions as fn
-from PyQt5.QtCore import QPointF
 import numpy as np
 
 from piker.types import Struct
-from ._style import hcolor, _font
+from piker.ui.qt import (
+    Qt,
+    QPointF,
+    QRectF,
+    QGraphicsProxyWidget,
+    QGraphicsScene,
+    QLabel,
+    QColor,
+    QTransform,
+)
+from ._style import (
+    hcolor,
+    _font,
+)
 from ._lines import LevelLine
 from ..log import get_logger
 
 if TYPE_CHECKING:
-    from ._chart import GodWidget
+    from ._chart import (
+        GodWidget,
+        ChartPlotWidget,
+    )
+    from ._interaction import ChartView
 
 
 log = get_logger(__name__)
@@ -65,7 +76,7 @@ class ArrowEditor(Struct):
         uid: str,
         x: float,
         y: float,
-        color='default',
+        color: str = 'default',
         pointing: str | None = None,
 
     ) -> pg.ArrowItem:
@@ -251,43 +262,75 @@ class LineEditor(Struct):
         return lines
 
 
-class SelectRect(QtWidgets.QGraphicsRectItem):
+def as_point(
+    pair: Sequence[float, float] | QPointF,
+) -> list[QPointF, QPointF]:
+    '''
+    Case any input tuple of floats to a a list of `QPoint` objects
+    for use in Qt geometry routines.
 
+    '''
+    if isinstance(pair, QPointF):
+        return pair
+
+    return QPointF(pair[0], pair[1])
+
+
+# TODO: maybe implement better, something something RectItemProxy??
+# -[ ] dig into details of how proxy's work?
+#    https://doc.qt.io/qt-5/qgraphicsscene.html#addWidget
+# -[ ] consider using `.addRect()` maybe?
+
+class SelectRect(QtWidgets.QGraphicsRectItem):
+    '''
+    A data-view "selection rectangle": the most fundamental
+    geometry for annotating data views.
+
+    - https://doc.qt.io/qt-5/qgraphicsrectitem.html
+    - https://doc.qt.io/qt-6/qgraphicsrectitem.html
+
+    '''
     def __init__(
         self,
         viewbox: ViewBox,
-        color: str = 'dad_blue',
+        color: str | None = None,
     ) -> None:
         super().__init__(0, 0, 1, 1)
 
         # self.rbScaleBox = QGraphicsRectItem(0, 0, 1, 1)
-        self.vb = viewbox
-        self._chart: 'ChartPlotWidget' = None  # noqa
+        self.vb: ViewBox = viewbox
 
-        # override selection box color
+        self._chart: ChartPlotWidget | None = None  # noqa
+
+        # TODO: maybe allow this to be dynamic via a method?
+        #l override selection box color
+        color: str = color or 'dad_blue'
         color = QColor(hcolor(color))
+
         self.setPen(fn.mkPen(color, width=1))
         color.setAlpha(66)
         self.setBrush(fn.mkBrush(color))
         self.setZValue(1e9)
-        self.hide()
-        self._label = None
 
         label = self._label = QLabel()
-        label.setTextFormat(0)  # markdown
+        label.setTextFormat(
+            Qt.TextFormat.MarkdownText
+        )
         label.setFont(_font.font)
         label.setMargin(0)
         label.setAlignment(
             QtCore.Qt.AlignLeft
             # | QtCore.Qt.AlignVCenter
         )
+        label.hide()  # always right after init
 
         # proxy is created after containing scene is initialized
-        self._label_proxy = None
-        self._abs_top_right = None
+        self._label_proxy: QGraphicsProxyWidget | None = None
+        self._abs_top_right: Point | None = None
 
-        # TODO: "swing %" might be handy here (data's max/min # % change)
-        self._contents = [
+        # TODO: "swing %" might be handy here (data's max/min
+        # # % change)?
+        self._contents: list[str] = [
             'change: {pchng:.2f} %',
             'range: {rng:.2f}',
             'bars: {nbars}',
@@ -297,12 +340,31 @@ class SelectRect(QtWidgets.QGraphicsRectItem):
             'sigma: {std:.2f}',
         ]
 
+        self.add_to_view(viewbox)
+        self.hide()
+
+    def add_to_view(
+        self,
+        view: ChartView,
+    ) -> None:
+        '''
+        Self-defined view hookup impl which will
+        also re-assign the internal ref.
+
+        '''
+        view.addItem(
+            self,
+            ignoreBounds=True,
+        )
+        if self.vb is not view:
+            self.vb = view
+
     @property
-    def chart(self) -> 'ChartPlotWidget':  # noqa
+    def chart(self) -> ChartPlotWidget:  # noqa
         return self._chart
 
     @chart.setter
-    def chart(self, chart: 'ChartPlotWidget') -> None:  # noqa
+    def chart(self, chart: ChartPlotWidget) -> None:  # noqa
         self._chart = chart
         chart.sigRangeChanged.connect(self.update_on_resize)
         palette = self._label.palette()
@@ -315,57 +377,155 @@ class SelectRect(QtWidgets.QGraphicsRectItem):
         )
 
     def update_on_resize(self, vr, r):
-        """Re-position measure label on view range change.
+        '''
+        Re-position measure label on view range change.
 
-        """
+        '''
         if self._abs_top_right:
             self._label_proxy.setPos(
                 self.vb.mapFromView(self._abs_top_right)
             )
 
-    def mouse_drag_released(
+    def set_scen_pos(
         self,
-        p1: QPointF,
-        p2: QPointF
+        scen_p1: QPointF,
+        scen_p2: QPointF,
+
+        update_label: bool = True,
+
     ) -> None:
-        """Called on final button release for mouse drag with start and
-        end positions.
+        '''
+        Set position from scene coords of selection rect (normally
+        from mouse position) and accompanying label, move label to
+        match.
 
-        """
-        self.set_pos(p1, p2)
+        '''
+        # NOTE XXX: apparently just setting it doesn't work!?
+        # i have no idea why but it's pretty weird we have to do
+        # this transform thing which was basically pulled verbatim
+        # from the `pg.ViewBox.updateScaleBox()` method.
+        view_rect: QRectF = self.vb.childGroup.mapRectFromScene(
+            QRectF(
+                scen_p1, 
+                scen_p2,
+            )
+        )
+        self.setPos(view_rect.topLeft())
+        # XXX: does not work..!?!?
+        # https://doc.qt.io/qt-5/qgraphicsrectitem.html#setRect
+        # self.setRect(view_rect)
 
-    def set_pos(
-        self,
-        p1: QPointF,
-        p2: QPointF
-    ) -> None:
-        """Set position of selection rect and accompanying label, move
-        label to match.
+        tr = QTransform.fromScale(
+            view_rect.width(),
+            view_rect.height(),
+        )
+        self.setTransform(tr)
 
-        """
-        if self._label_proxy is None:
-            # https://doc.qt.io/qt-5/qgraphicsproxywidget.html
-            self._label_proxy = self.vb.scene().addWidget(self._label)
-
-        start_pos = self.vb.mapToView(p1)
-        end_pos = self.vb.mapToView(p2)
-
-        # map to view coords and update area
-        r = QtCore.QRectF(start_pos, end_pos)
-
-        # old way; don't need right?
-        # lr = QtCore.QRectF(p1, p2)
-        # r = self.vb.childGroup.mapRectFromParent(lr)
-
-        self.setPos(r.topLeft())
-        self.resetTransform()
-        self.setRect(r)
+        # XXX: never got this working, was always offset
+        # / transformed completely wrong (and off to the far right
+        # from the cursor?)
+        # self.set_view_pos(
+        #     view_rect=view_rect,
+        #     # self.vwqpToView(p1),
+        #     # self.vb.mapToView(p2),
+        #     # start_pos=self.vb.mapToScene(p1),
+        #     # end_pos=self.vb.mapToScene(p2),
+        # )
         self.show()
 
-        y1, y2 = start_pos.y(), end_pos.y()
-        x1, x2 = start_pos.x(), end_pos.x()
+        if update_label:
+            self.init_label(view_rect)
 
-        # TODO: heh, could probably use a max-min streamin algo here too
+    def set_view_pos(
+        self,
+
+        start_pos: QPointF | Sequence[float, float] | None = None,
+        end_pos: QPointF | Sequence[float, float] | None = None,
+        view_rect: QRectF | None = None,
+
+        update_label: bool = True,
+
+    ) -> None:
+        '''
+        Set position from `ViewBox` coords (i.e. from the actual
+        data domain) of rect (and any accompanying label which is
+        moved to match).
+
+        '''
+        if self._chart is None:
+            raise RuntimeError(
+                'You MUST assign a `SelectRect.chart: ChartPlotWidget`!'
+            )
+
+        if view_rect is None:
+            # ensure point casting
+            start_pos: QPointF = as_point(start_pos)
+            end_pos: QPointF = as_point(end_pos)
+
+            # map to view coords and update area
+            view_rect = QtCore.QRectF(
+                start_pos,
+                end_pos,
+            )
+
+        self.setPos(view_rect.topLeft())
+
+        # NOTE: SERIOUSLY NO IDEA WHY THIS WORKS...
+        # but it does and all the other commented stuff above
+        # dint, dawg..
+
+        # self.resetTransform()
+        # self.setRect(view_rect)
+
+        tr = QTransform.fromScale(
+            view_rect.width(),
+            view_rect.height(),
+        )
+        self.setTransform(tr)
+
+        if update_label:
+            self.init_label(view_rect)
+
+        print(
+            'SelectRect modify:\n'
+            f'QRectF: {view_rect}\n'
+            f'start_pos: {start_pos}\n'
+            f'end_pos: {end_pos}\n'
+        )
+        self.show()
+
+    def init_label(
+        self,
+        view_rect: QRectF,
+   ) -> QLabel:
+
+        # should be init-ed in `.__init__()`
+        label: QLabel = self._label
+        cv: ChartView = self.vb
+
+        # https://doc.qt.io/qt-5/qgraphicsproxywidget.html
+        if self._label_proxy is None:
+            scen: QGraphicsScene = cv.scene()
+            # NOTE: specifically this is passing a widget
+            # pointer to the scene's `.addWidget()` as per,
+            # https://doc.qt.io/qt-5/qgraphicsproxywidget.html#embedding-a-widget-with-qgraphicsproxywidget
+            self._label_proxy: QGraphicsProxyWidget = scen.addWidget(label)
+
+        # get label startup coords
+        tl: QPointF = view_rect.topLeft()
+        br: QPointF = view_rect.bottomRight()
+
+        x1, y1 = tl.x(), tl.y()
+        x2, y2 = br.x(), br.y()
+
+        # TODO: to remove, previous label corner point unpacking
+        # x1, y1 = start_pos.x(), start_pos.y()
+        # x2, y2 = end_pos.x(), end_pos.y()
+        # y1, y2 = start_pos.y(), end_pos.y()
+        # x1, x2 = start_pos.x(), end_pos.x()
+
+        # TODO: heh, could probably use a max-min streamin algo
+        # here too?
         _, xmn = min(y1, y2), min(x1, x2)
         ymx, xmx = max(y1, y2), max(x1, x2)
 
@@ -375,26 +535,35 @@ class SelectRect(QtWidgets.QGraphicsRectItem):
         ixmn, ixmx = round(xmn), round(xmx)
         nbars = ixmx - ixmn + 1
 
-        chart = self._chart
-        data = chart.get_viz(chart.name).shm.array[ixmn:ixmx]
+        chart: ChartPlotWidget = self._chart
+        data: np.ndarray = chart.get_viz(
+            chart.name
+        ).shm.array[ixmn:ixmx]
 
         if len(data):
-            std = data['close'].std()
-            dmx = data['high'].max()
-            dmn = data['low'].min()
+            std: float = data['close'].std()
+            dmx: float = data['high'].max()
+            dmn: float = data['low'].min()
         else:
             dmn = dmx = std = np.nan
 
         # update label info
-        self._label.setText('\n'.join(self._contents).format(
-            pchng=pchng, rng=rng, nbars=nbars,
-            std=std, dmx=dmx, dmn=dmn,
+        label.setText('\n'.join(self._contents).format(
+            pchng=pchng,
+            rng=rng,
+            nbars=nbars,
+            std=std,
+            dmx=dmx,
+            dmn=dmn,
         ))
 
         # print(f'x2, y2: {(x2, y2)}')
         # print(f'xmn, ymn: {(xmn, ymx)}')
 
-        label_anchor = Point(xmx + 2, ymx)
+        label_anchor = Point(
+            xmx + 2,
+            ymx,
+        )
 
         # XXX: in the drag bottom-right -> top-left case we don't
         # want the label to overlay the box.
@@ -403,13 +572,40 @@ class SelectRect(QtWidgets.QGraphicsRectItem):
         #     # label_anchor = Point(x2, y2 + self._label.height())
         #     label_anchor = Point(xmn, ymn)
 
-        self._abs_top_right = label_anchor
-        self._label_proxy.setPos(self.vb.mapFromView(label_anchor))
-        # self._label.show()
+        self._abs_top_right: Point = label_anchor
+        self._label_proxy.setPos(
+            cv.mapFromView(label_anchor)
+        )
+        label.show()
 
-    def clear(self):
-        """Clear the selection box from view.
+    def hide(self):
+        '''
+        Clear the selection box from its graphics scene but
+        don't delete it permanently.
 
-        """
+        '''
+        super().hide()
         self._label.hide()
-        self.hide()
+
+    # TODO: ensure noone else using dis.
+    clear = hide
+
+    def delete(self) -> None:
+        '''
+        De-allocate this rect from its rendering graphics scene.
+
+        Like a permanent hide.
+
+        '''
+        scen: QGraphicsScene = self.scene()
+        if scen is None:
+            return
+
+        scen.removeItem(self)
+        if (
+            self._label
+            and
+            self._label_proxy
+
+        ):
+            scen.removeItem(self._label_proxy)

piker/ui/_event.py

@@ -22,29 +22,33 @@ from contextlib import asynccontextmanager as acm
 from typing import Callable
 
 import trio
-from tractor.trionics import gather_contexts
-from PyQt5 import QtCore
-from PyQt5.QtCore import QEvent, pyqtBoundSignal
-from PyQt5.QtWidgets import QWidget
-from PyQt5.QtWidgets import (
-    QGraphicsSceneMouseEvent as gs_mouse,
+from tractor.trionics import (
+    gather_contexts,
+    collapse_eg,
 )
 
+from piker.ui.qt import (
+    QtCore,
+    QWidget,
+    QEvent,
+    keys,
+    gs_keys,
+    pyqtBoundSignal,
+)
 from piker.types import Struct
 
 
 MOUSE_EVENTS = {
-    gs_mouse.GraphicsSceneMousePress,
-    gs_mouse.GraphicsSceneMouseRelease,
-    QEvent.MouseButtonPress,
-    QEvent.MouseButtonRelease,
+    gs_keys.GraphicsSceneMousePress,
+    gs_keys.GraphicsSceneMouseRelease,
+    keys.MouseButtonPress,
+    keys.MouseButtonRelease,
     # QtGui.QMouseEvent,
 }
 
 
 # TODO: maybe consider some constrained ints down the road?
 # https://pydantic-docs.helpmanual.io/usage/types/#constrained-types
-
 class KeyboardMsg(Struct):
     '''Unpacked Qt keyboard event data.
 
@@ -114,7 +118,10 @@ class EventRelay(QtCore.QObject):
         # something to do with Qt internals and calling the
         # parent handler?
 
-        if etype in {QEvent.KeyPress, QEvent.KeyRelease}:
+        if etype in {
+            QEvent.Type.KeyPress,
+            QEvent.Type.KeyRelease,
+        }:
 
             msg = KeyboardMsg(
                 event=ev,
@@ -160,7 +167,9 @@ class EventRelay(QtCore.QObject):
 async def open_event_stream(
 
     source_widget: QWidget,
-    event_types: set[QEvent] = {QEvent.KeyPress},
+    event_types: set[QEvent] = {
+        QEvent.Type.KeyPress,
+    },
     filter_auto_repeats: bool = True,
 
 ) -> trio.abc.ReceiveChannel:
@@ -201,8 +210,11 @@ async def open_signal_handler(
         async for args in recv:
             await async_handler(*args)
 
-    async with trio.open_nursery() as n:
-        n.start_soon(proxy_to_handler)
+    async with (
+        collapse_eg(),
+        trio.open_nursery() as tn
+    ):
+        tn.start_soon(proxy_to_handler)
         async with send:
             yield
 
@@ -212,18 +224,49 @@ async def open_handlers(
 
     source_widgets: list[QWidget],
     event_types: set[QEvent],
-    async_handler: Callable[[QWidget, trio.abc.ReceiveChannel], None],
-    **kwargs,
+
+    # NOTE: if you want to bind in additional kwargs to the handler
+    # pass in a `partial()` instead!
+    async_handler: Callable[
+        [QWidget, trio.abc.ReceiveChannel],  # required handler args
+        None
+    ],
+
+    # XXX: these are ONLY inputs available to the
+    # `open_event_stream()` event-relay to mem-chan factor above!
+    **open_ev_stream_kwargs,
 
 ) -> None:
+    '''
+    Connect and schedule an async handler function to receive an
+    arbitrary `QWidget`'s events with kb/mouse msgs repacked into
+    structs (see above) and shuttled over a mem-chan to the input
+    `async_handler` to allow interaction-IO processing from
+    a `trio` func-as-task.
+
+    '''
+    widget: QWidget
+    streams: list[trio.abc.ReceiveChannel]
     async with (
-        trio.open_nursery() as n,
+        collapse_eg(),
+        trio.open_nursery() as tn,
         gather_contexts([
-            open_event_stream(widget, event_types, **kwargs)
+            open_event_stream(
+                widget,
+                event_types,
+                **open_ev_stream_kwargs,
+            )
             for widget in source_widgets
         ]) as streams,
     ):
-        for widget, event_recv_stream in zip(source_widgets, streams):
-            n.start_soon(async_handler, widget, event_recv_stream)
+        for widget, event_recv_stream in zip(
+            source_widgets,
+            streams,
+        ):
+            tn.start_soon(
+                async_handler,
+                widget,
+                event_recv_stream,
+            )
 
         yield

piker/ui/_exec.py

@@ -30,34 +30,35 @@ from typing import (
 import platform
 import traceback
 
-# Qt specific
-import PyQt5  # noqa
-from PyQt5.QtWidgets import (
-    QWidget,
-    QMainWindow,
-    QApplication,
-)
-from PyQt5 import QtCore
-from PyQt5.QtCore import (
-    pyqtRemoveInputHook,
-    Qt,
-    QCoreApplication,
-)
 import qdarkstyle
 from qdarkstyle import DarkPalette
 # import qdarkgraystyle  # TODO: play with it
 import trio
 from outcome import Error
 
+# Qt version-agnostic
+from .qt import (
+    QWidget,
+    QMainWindow,
+    QApplication,
+    QtCore,
+    pyqtRemoveInputHook,
+    Qt,
+    QCoreApplication,
+)
 from ..service import (
     maybe_open_pikerd,
-    get_tractor_runtime_kwargs,
+    get_runtime_vars,
 )
 from ..log import get_logger
 from ._pg_overrides import _do_overrides
 from . import _style
 
 
+if TYPE_CHECKING:
+    from ._chart import GodWidget
+
+
 log = get_logger(__name__)
 
 # pyqtgraph global config
@@ -146,7 +147,7 @@ def run_qtractor(
 
     # load dark theme
     stylesheet = qdarkstyle.load_stylesheet(
-        qt_api='pyqt5',
+        qt_api='pyqt6',
         palette=DarkPalette,
     )
     app.setStyleSheet(stylesheet)
@@ -173,7 +174,9 @@ def run_qtractor(
     instance.window = window
 
     # override tractor's defaults
-    tractor_kwargs.update(get_tractor_runtime_kwargs())
+    tractor_kwargs.update(
+        get_runtime_vars()
+    )
 
     # define tractor entrypoint
     async def main():

piker/ui/_feedstatus.py

@@ -18,10 +18,11 @@
 Feed status and controls widget(s) for embedding in a UI-pane.
 
 """
-
 from __future__ import annotations
-from textwrap import dedent
-from typing import TYPE_CHECKING
+from typing import (
+    Any,
+    TYPE_CHECKING,
+)
 
 # from PyQt5.QtCore import Qt
 
@@ -49,35 +50,55 @@ def mk_feed_label(
     a feed control protocol.
 
     '''
-    status = feed.status
+    status: dict[str, Any] = feed.status
     assert status
 
-    msg = dedent("""
-        actor: **{actor_name}**\n
-        |_ @**{host}:{port}**\n
-    """)
+    # SO tips on ws/nls,
+    # https://stackoverflow.com/a/15721400
+    ws: str = ' '
+    # nl: str = '<br>'  # dun work?
+    actor_info_repr: str = (
+        f')> **{status["actor_short_id"]}**\n'
+        '\n'  # bc md?
+    )
 
-    for key, val in status.items():
-        if key in ('host', 'port', 'actor_name'):
-            continue
-        msg += f'\n|_ {key}: **{{{key}}}**\n'
+    # fields to select *IN* for display
+    # (see `.data.feed.open_feed()` status
+    #  update -> TAG_feed_status_update)
+    for key in [
+        'ipc',
+        'hist_shm',
+        'rt_shm',
+        'throttle_hz',
+    ]:
+        # NOTE, the 2nd key is filled via `.format()` updates.
+        actor_info_repr += (
+            f'\n'  # bc md?
+            f'{ws}|_{key}: **{{{key}}}**\n'
+        )
+        # ^TODO? formatting and content..
+        # -[ ] showing which fqme is "forward" on the
+        #    chart/fsp/order-mode?
+        #  '|_ flows: **{symbols}**\n'
+        #
+        # -[x] why isn't the indent working?
+        #  => markdown, now solved..
 
     feed_label = FormatLabel(
-        fmt_str=msg,
-        # |_ streams: **{symbols}**\n
+        fmt_str=actor_info_repr,
         font=_font.font,
         font_size=_font_small.px_size,
         font_color='default_lightest',
     )
 
+    # ?TODO, remove this?
     # form.vbox.setAlignment(feed_label, Qt.AlignBottom)
     # form.vbox.setAlignment(Qt.AlignBottom)
-    _ = chart.height() - (
-        form.height() +
-        form.fill_bar.height()
-        # feed_label.height()
-    )
+    # _ = chart.height() - (
+    #     form.height() +
+    #     form.fill_bar.height()
+    #     # feed_label.height()
+    # )
 
     feed_label.format(**feed.status)
-
     return feed_label

piker/ui/_forms.py

@@ -28,9 +28,15 @@ from typing import (
 )
 
 import trio
-from PyQt5 import QtGui
-from PyQt5.QtCore import QSize, QModelIndex, Qt, QEvent
-from PyQt5.QtWidgets import (
+
+from piker.ui.qt import (
+    keys,
+    size_policy,
+    QtGui,
+    QSize,
+    QModelIndex,
+    Qt,
+    QEvent,
     QWidget,
     QLabel,
     QComboBox,
@@ -39,7 +45,6 @@ from PyQt5.QtWidgets import (
     QVBoxLayout,
     QFormLayout,
     QProgressBar,
-    QSizePolicy,
     QStyledItemDelegate,
     QStyleOptionViewItem,
 )
@@ -71,14 +76,14 @@ class Edit(QLineEdit):
 
         if width_in_chars:
             self._chars = int(width_in_chars)
-            x_size_policy = QSizePolicy.Fixed
+            x_size_policy = size_policy.Fixed
 
         else:
             # chart count which will be used to calculate
             # width of input field.
             self._chars: int = 6
             # fit to surroundingn frame width
-            x_size_policy = QSizePolicy.Expanding
+            x_size_policy = size_policy.Expanding
 
         super().__init__(parent)
 
@@ -86,7 +91,7 @@ class Edit(QLineEdit):
         # https://doc.qt.io/qt-5/qsizepolicy.html#Policy-enum
         self.setSizePolicy(
             x_size_policy,
-            QSizePolicy.Fixed,
+            size_policy.Fixed,
         )
         self.setFont(font.font)
 
@@ -180,11 +185,13 @@ class Selection(QComboBox):
 
         self._items: dict[str, int] = {}
         super().__init__(parent=parent)
-        self.setSizeAdjustPolicy(QComboBox.AdjustToContents)
+        self.setSizeAdjustPolicy(
+            QComboBox.SizeAdjustPolicy.AdjustToContents,
+        )
         # make line edit expand to surrounding frame
         self.setSizePolicy(
-            QSizePolicy.Expanding,
-            QSizePolicy.Fixed,
+            size_policy.Expanding,
+            size_policy.Fixed,
         )
         view = self.view()
         view.setUniformItemSizes(True)
@@ -308,8 +315,8 @@ class FieldsForm(QWidget):
 
         # size it as we specify
         self.setSizePolicy(
-            QSizePolicy.Expanding,
-            QSizePolicy.Expanding,
+            size_policy.Expanding,
+            size_policy.Expanding,
         )
 
         # XXX: not sure why we have to create this here exactly
@@ -416,8 +423,8 @@ class FieldsForm(QWidget):
         select.set_items(values)
 
         self.setSizePolicy(
-            QSizePolicy.Fixed,
-            QSizePolicy.Fixed,
+            size_policy.Fixed,
+            size_policy.Fixed,
         )
         select.show()
         self.form.addRow(label, select)
@@ -437,7 +444,10 @@ async def handle_field_input(
 
     async for kbmsg in recv_chan:
 
-        if kbmsg.etype in {QEvent.KeyPress, QEvent.KeyRelease}:
+        if kbmsg.etype in {
+            keys.KeyPress,
+            keys.KeyRelease,
+        }:
             event, etype, key, mods, txt = kbmsg.to_tuple()
             print(f'key: {kbmsg.key}, mods: {kbmsg.mods}, txt: {kbmsg.txt}')
 
@@ -703,7 +713,8 @@ def mk_fill_status_bar(
     )
 
     bottom_label = form.add_field_label(
-        'x: {step_size}',
+        # 'x: {step_size}',
+       '{unit_prefix}: {step_size}',
         font_size=bar_label_font_size,
         font_color='gunmetal',
     )

piker/ui/_fsp.py

@@ -181,7 +181,10 @@ async def open_fsp_sidepane(
 async def open_fsp_actor_cluster(
     names: list[str] = ['fsp_0', 'fsp_1'],
 
-) -> AsyncGenerator[int, dict[str, tractor.Portal]]:
+) -> AsyncGenerator[
+    int,
+    dict[str, tractor.Portal]
+]:
 
     from tractor._clustering import open_actor_cluster
 
@@ -390,7 +393,7 @@ class FspAdmin:
         complete: trio.Event,
         started: trio.Event,
         fqme: str,
-        dst_fsp_flume: Flume,
+        dst_flume: Flume,
         conf: dict,
         target: Fsp,
         loglevel: str,
@@ -408,16 +411,14 @@ class FspAdmin:
                 # chaining entrypoint
                 cascade,
 
+                # TODO: can't we just drop this and expect
+                # far end to read the src flume's .mkt.fqme?
                 # data feed key
                 fqme=fqme,
 
-                # TODO: pass `Flume.to_msg()`s here?
-                # mems
-                src_shm_token=self.flume.rt_shm.token,
-                dst_shm_token=dst_fsp_flume.rt_shm.token,
-
-                # target
-                ns_path=ns_path,
+                src_flume_addr=self.flume.to_msg(),
+                dst_flume_addr=dst_flume.to_msg(),
+                ns_path=ns_path,  # edge-bind-func
 
                 loglevel=loglevel,
                 zero_on_step=conf.get('zero_on_step', False),
@@ -431,14 +432,14 @@ class FspAdmin:
             ctx.open_stream() as stream,
         ):
 
-            dst_fsp_flume.stream: tractor.MsgStream = stream
+            dst_flume.stream: tractor.MsgStream = stream
 
             # register output data
             self._registry[
                 (fqme, ns_path)
             ] = (
                 stream,
-                dst_fsp_flume.rt_shm,
+                dst_flume.rt_shm,
                 complete
             )
 
@@ -515,7 +516,7 @@ class FspAdmin:
             broker='piker',
             _atype='fsp',
         )
-        dst_fsp_flume = Flume(
+        dst_flume = Flume(
             mkt=mkt,
             _rt_shm_token=dst_shm.token,
             first_quote={},
@@ -543,13 +544,13 @@ class FspAdmin:
             complete,
             started,
             fqme,
-            dst_fsp_flume,
+            dst_flume,
             conf,
             target,
             loglevel,
         )
 
-        return dst_fsp_flume, started
+        return dst_flume, started
 
     async def open_fsp_chart(
         self,
@@ -559,7 +560,7 @@ class FspAdmin:
         conf: dict,  # yeah probably dumb..
         loglevel: str = 'error',
 
-    ) -> (trio.Event, ChartPlotWidget):
+    ) -> trio.Event:
 
         flume, started = await self.start_engine_task(
             target,
@@ -599,6 +600,7 @@ async def open_fsp_admin(
             kwargs=kwargs,
         ) as (cache_hit, cluster_map),
 
+        tractor.trionics.collapse_eg(),
         trio.open_nursery() as tn,
     ):
         if cache_hit:
@@ -612,6 +614,8 @@ async def open_fsp_admin(
         )
         try:
             yield admin
+
+        # ??TODO, does this *need* to be inside a finally?
         finally:
             # terminate all tasks via signals
             for key, entry in admin._registry.items():
@@ -926,7 +930,7 @@ async def start_fsp_displays(
 
     linked: LinkedSplits,
     flume: Flume,
-    group_status_key: str,
+    # group_status_key: str,
     loglevel: str,
 
 ) -> None:
@@ -973,21 +977,23 @@ async def start_fsp_displays(
             flume,
         ) as admin,
     ):
-        statuses = []
+        statuses: list[trio.Event] = []
         for target, conf in fsp_conf.items():
-            started = await admin.open_fsp_chart(
+            started: trio.Event = await admin.open_fsp_chart(
                 target,
                 conf,
             )
-            done = linked.window().status_bar.open_status(
-                f'loading fsp, {target}..',
-                group_key=group_status_key,
-            )
-            statuses.append((started, done))
+            # done = linked.window().status_bar.open_status(
+            #     f'loading fsp, {target}..',
+            #     group_key=group_status_key,
+            # )
+            # statuses.append((started, done))
+            statuses.append(started)
 
-        for fsp_loaded, status_cb in statuses:
+        # for fsp_loaded, status_cb in statuses:
+        for fsp_loaded in statuses:
             await fsp_loaded.wait()
             profiler(f'attached to fsp portal: {target}')
-            status_cb()
+            # status_cb()
 
     # blocks on nursery until all fsp actors complete

piker/ui/_icons.py

@@ -15,15 +15,18 @@
 # along with this program.  If not, see <https://www.gnu.org/licenses/>.
 
 '''
-``QIcon`` hackery.
+`QIcon` hackery.
+
+Mostly dynamically loading pixmaps for use with `QGraphicsScene`.
 
 '''
-from PyQt5.QtWidgets import QStyle
-from PyQt5.QtGui import (
-    QIcon, QPixmap, QColor
+from piker.ui.qt import (
+    QSize,
+    QStyle,
+    QIcon,
+    QPixmap,
+    QColor,
 )
-from PyQt5.QtCore import QSize
-
 from ._style import hcolor
 
 # https://www.pythonguis.com/faq/built-in-qicons-pyqt/
@@ -44,7 +47,8 @@ def mk_icons(
     size: QSize,
 
 ) -> dict[str, QIcon]:
-    '''This helper is indempotent.
+    '''
+    This helper is indempotent.
 
     '''
     global _icons, _icon_names
@@ -56,7 +60,11 @@ def mk_icons(
     # load account selection using current style
     for name, icon_name in _icon_names.items():
 
-        stdpixmap = getattr(QStyle, icon_name)
+        stdpixmap = getattr(
+            # https://www.pythonguis.com/faq/built-in-qicons-pyqt/
+            QStyle.StandardPixmap,  # pyqt/pyside6
+            icon_name,
+        )
         stdicon = style.standardIcon(stdpixmap)
         pixmap = stdicon.pixmap(size)
 

piker/ui/_interaction.py

@@ -23,6 +23,7 @@ from contextlib import (
     asynccontextmanager,
     ExitStack,
 )
+from functools import partial
 import time
 from typing import (
     Callable,
@@ -30,24 +31,26 @@ from typing import (
 )
 
 import pyqtgraph as pg
-# from pyqtgraph.GraphicsScene import mouseEvents
-from PyQt5.QtWidgets import QGraphicsSceneMouseEvent as gs_mouse
-from PyQt5.QtGui import (
-    QWheelEvent,
-)
-from PyQt5.QtCore import (
-    Qt,
-    QEvent,
-)
+# NOTE XXX: pg is super annoying and re-implements it's own mouse
+# event subsystem.. we should really look into re-working/writing
+# this down the road.. Bo
+from pyqtgraph.GraphicsScene import mouseEvents as mevs
+# from pyqtgraph.GraphicsScene.mouseEvents import MouseDragEvent
 from pyqtgraph import (
     ViewBox,
     Point,
     QtCore,
+    functions as fn,
 )
-from pyqtgraph import functions as fn
 import numpy as np
 import trio
 
+from piker.ui.qt import (
+    QWheelEvent,
+    QGraphicsSceneMouseEvent as gs_mouse,
+    Qt,
+    QEvent,
+)
 from ..log import get_logger
 from ..toolz import (
     Profiler,
@@ -70,27 +73,28 @@ if TYPE_CHECKING:
     )
     from ._dataviz import Viz
     from .order_mode import OrderMode
+    from ._display import DisplayState
 
 
 log = get_logger(__name__)
 
 NUMBER_LINE = {
-    Qt.Key_1,
-    Qt.Key_2,
-    Qt.Key_3,
-    Qt.Key_4,
-    Qt.Key_5,
-    Qt.Key_6,
-    Qt.Key_7,
-    Qt.Key_8,
-    Qt.Key_9,
-    Qt.Key_0,
+    Qt.Key.Key_1,
+    Qt.Key.Key_2,
+    Qt.Key.Key_3,
+    Qt.Key.Key_4,
+    Qt.Key.Key_5,
+    Qt.Key.Key_6,
+    Qt.Key.Key_7,
+    Qt.Key.Key_8,
+    Qt.Key.Key_9,
+    Qt.Key.Key_0,
 }
 
 ORDER_MODE = {
-    Qt.Key_A,
-    Qt.Key_F,
-    Qt.Key_D,
+    Qt.Key.Key_A,
+    Qt.Key.Key_F,
+    Qt.Key.Key_D,
 }
 
 
@@ -98,6 +102,7 @@ async def handle_viewmode_kb_inputs(
 
     view: ChartView,
     recv_chan: trio.abc.ReceiveChannel,
+    dss: dict[str, DisplayState],
 
 ) -> None:
 
@@ -173,17 +178,42 @@ async def handle_viewmode_kb_inputs(
                     Qt.Key_P,
                 }
             ):
-                import tractor
                 feed = order_mode.feed  # noqa
                 chart = order_mode.chart  # noqa
                 viz = chart.main_viz  # noqa
                 vlm_chart = chart.linked.subplots['volume']  # noqa
                 vlm_viz = vlm_chart.main_viz  # noqa
                 dvlm_pi = vlm_chart._vizs['dolla_vlm'].plot  # noqa
+                import tractor
                 await tractor.pause()
                 view.interact_graphics_cycle()
 
-            # SEARCH MODE #
+            # FORCE graphics reset-and-render of all currently
+            # shown data `Viz`s for the current chart app.
+            if (
+                ctrl
+                and key in {
+                    Qt.Key_R,
+                }
+            ):
+                fqme: str
+                ds: DisplayState
+                for fqme, ds in dss.items():
+
+                    viz: Viz
+                    for tf, viz in {
+                        60: ds.hist_viz,
+                        1: ds.viz,
+                    }.items():
+                        # TODO: only allow this when the data is IN VIEW!
+                        # also, we probably can do this more efficiently
+                        # / smarter by only redrawing the portion of the
+                        # path necessary?
+                        viz.reset_graphics()
+
+            # ------ - ------
+            # SEARCH MODE
+            # ------ - ------
             # ctlr-<space>/<l> for "lookup", "search" -> open search tree
             if (
                 ctrl
@@ -243,8 +273,10 @@ async def handle_viewmode_kb_inputs(
                     delta=-view.def_delta,
                 )
 
-            elif key == Qt.Key_R:
-
+            elif (
+                not ctrl
+                and key == Qt.Key_R
+            ):
                 # NOTE: seems that if we don't yield a Qt render
                 # cycle then the m4 downsampled curves will show here
                 # without another reset..
@@ -427,6 +459,7 @@ async def handle_viewmode_mouse(
 
     view: ChartView,
     recv_chan: trio.abc.ReceiveChannel,
+    dss: dict[str, DisplayState],
 
 ) -> None:
 
@@ -466,6 +499,7 @@ class ChartView(ViewBox):
     mode_name: str = 'view'
     def_delta: float = 616 * 6
     def_scale_factor: float = 1.016 ** (def_delta * -1 / 20)
+    # annots: dict[int, GraphicsObject] = {}
 
     def __init__(
         self,
@@ -486,6 +520,7 @@ class ChartView(ViewBox):
             # defaultPadding=0.,
             **kwargs
         )
+
         # for "known y-range style"
         self._static_yrange = static_yrange
 
@@ -500,7 +535,11 @@ class ChartView(ViewBox):
 
         # add our selection box annotator
         self.select_box = SelectRect(self)
-        self.addItem(self.select_box, ignoreBounds=True)
+        # self.select_box.add_to_view(self)
+        # self.addItem(
+        #     self.select_box,
+        #     ignoreBounds=True,
+        # )
 
         self.mode = None
         self.order_mode: bool = False
@@ -557,6 +596,7 @@ class ChartView(ViewBox):
     @asynccontextmanager
     async def open_async_input_handler(
         self,
+        **handler_kwargs,
 
     ) -> ChartView:
 
@@ -567,14 +607,20 @@ class ChartView(ViewBox):
                     QEvent.KeyPress,
                     QEvent.KeyRelease,
                 },
-                async_handler=handle_viewmode_kb_inputs,
+                async_handler=partial(
+                    handle_viewmode_kb_inputs,
+                    **handler_kwargs,
+                ),
             ),
             _event.open_handlers(
                 [self],
                 event_types={
                     gs_mouse.GraphicsSceneMousePress,
                 },
-                async_handler=handle_viewmode_mouse,
+                async_handler=partial(
+                    handle_viewmode_mouse,
+                    **handler_kwargs,
+                ),
             ),
         ):
             yield self
@@ -711,17 +757,18 @@ class ChartView(ViewBox):
 
     def mouseDragEvent(
         self,
-        ev,
+        ev: mevs.MouseDragEvent,
         axis: int | None = None,
 
     ) -> None:
-        pos = ev.pos()
-        lastPos = ev.lastPos()
-        dif = pos - lastPos
-        dif = dif * -1
+        pos: Point = ev.pos()
+        lastPos: Point = ev.lastPos()
+        dif: Point = (pos - lastPos) * -1
+        # dif: Point = pos - lastPos
+        # dif: Point = dif * -1
 
         # NOTE: if axis is specified, event will only affect that axis.
-        button = ev.button()
+        btn = ev.button()
 
         # Ignore axes if mouse is disabled
         mouseEnabled = np.array(
@@ -733,7 +780,7 @@ class ChartView(ViewBox):
             mask[1-axis] = 0.0
 
         # Scale or translate based on mouse button
-        if button & (
+        if btn & (
             QtCore.Qt.LeftButton | QtCore.Qt.MidButton
         ):
             # zoom y-axis ONLY when click-n-drag on it
@@ -756,34 +803,55 @@ class ChartView(ViewBox):
                 # XXX: WHY
                 ev.accept()
 
-                down_pos = ev.buttonDownPos()
+                down_pos: Point = ev.buttonDownPos(
+                    btn=btn,
+                )
+                scen_pos: Point = ev.scenePos()
+                scen_down_pos: Point = ev.buttonDownScenePos(
+                    btn=btn,
+                )
 
                 # This is the final position in the drag
                 if ev.isFinish():
 
-                    self.select_box.mouse_drag_released(down_pos, pos)
+                    # import pdbp; pdbp.set_trace()
 
-                    ax = QtCore.QRectF(down_pos, pos)
-                    ax = self.childGroup.mapRectFromParent(ax)
+                    # NOTE: think of this as a `.mouse_drag_release()`
+                    # (bc HINT that's what i called the shit ass
+                    # method that wrapped this call [yes, as a single
+                    # fucking call] originally.. you bish, guille)
+                    # Bo.. oraleeee
+                    self.select_box.set_scen_pos(
+                        # down_pos,
+                        # pos,
+                        scen_down_pos,
+                        scen_pos,
+                    )
 
                     # this is the zoom transform cmd
-                    self.showAxRect(ax)
-
+                    ax = QtCore.QRectF(down_pos, pos)
+                    ax = self.childGroup.mapRectFromParent(ax)
+                    # self.showAxRect(ax)
                     # axis history tracking
                     self.axHistoryPointer += 1
                     self.axHistory = self.axHistory[
                         :self.axHistoryPointer] + [ax]
 
                 else:
-                    print('drag finish?')
-                    self.select_box.set_pos(down_pos, pos)
+                    self.select_box.set_scen_pos(
+                        # down_pos,
+                        # pos,
+                        scen_down_pos,
+                        scen_pos,
+                    )
 
                     # update shape of scale box
                     # self.updateScaleBox(ev.buttonDownPos(), ev.pos())
-                    self.updateScaleBox(
-                        down_pos,
-                        ev.pos(),
-                    )
+                    # breakpoint()
+                    # self.updateScaleBox(
+                    #     down_pos,
+                    #     ev.pos(),
+                    # )
 
             # PANNING MODE
             else:
@@ -822,7 +890,7 @@ class ChartView(ViewBox):
                 # ev.accept()
 
         # WEIRD "RIGHT-CLICK CENTER ZOOM" MODE
-        elif button & QtCore.Qt.RightButton:
+        elif btn & QtCore.Qt.RightButton:
 
             if self.state['aspectLocked'] is not False:
                 mask[0] = 0

piker/ui/_l1.py

@@ -21,9 +21,12 @@ Double auction top-of-book (L1) graphics.
 from typing import Tuple
 
 import pyqtgraph as pg
-from PyQt5 import QtCore, QtGui
-from PyQt5.QtCore import QPointF
 
+from piker.ui.qt import (
+    QPointF,
+    QtCore,
+    QtGui,
+)
 from ._axes import YAxisLabel
 from ._style import hcolor
 from ._pg_overrides import PlotItem

piker/ui/_label.py

@@ -25,10 +25,17 @@ from typing import (
 )
 
 import pyqtgraph as pg
-from PyQt5 import QtGui, QtWidgets
-from PyQt5.QtWidgets import QLabel, QSizePolicy
-from PyQt5.QtCore import QPointF, QRectF, Qt
 
+from piker.ui.qt import (
+    px_cache_mode,
+    QtGui,
+    QtWidgets,
+    QLabel,
+    size_policy,
+    QPointF,
+    QRectF,
+    Qt,
+)
 from ._style import (
     DpiAwareFont,
     hcolor,
@@ -78,7 +85,7 @@ class Label:
         self._x_offset = x_offset
 
         txt = self.txt = QtWidgets.QGraphicsTextItem(parent=parent)
-        txt.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
+        txt.setCacheMode(px_cache_mode.DeviceCoordinateCache)
 
         vb.scene().addItem(txt)
 
@@ -103,7 +110,7 @@ class Label:
         self._anchor_func = self.txt.pos().x
 
         # not sure if this makes a diff
-        self.txt.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
+        self.txt.setCacheMode(px_cache_mode.DeviceCoordinateCache)
 
         # TODO: edit and selection support
         # https://doc.qt.io/qt-5/qt.html#TextInteractionFlag-enum
@@ -278,18 +285,20 @@ class FormatLabel(QLabel):
         font_size: int,
         font_color: str,
 
+        use_md: bool = True,
+
         parent=None,
 
     ) -> None:
 
         super().__init__(parent)
 
-        # by default set the format string verbatim and expect user to
-        # call ``.format()`` later (presumably they'll notice the
+        # by default set the format string verbatim and expect user
+        # to call ``.format()`` later (presumably they'll notice the
         # unformatted content if ``fmt_str`` isn't meant to be
         # unformatted).
         self.fmt_str = fmt_str
-        self.setText(fmt_str)
+        # self.setText(fmt_str)  # ?TODO, why here?
 
         self.setStyleSheet(
             f"""QLabel {{
@@ -299,15 +308,21 @@ class FormatLabel(QLabel):
             """
         )
         self.setFont(_font.font)
-        self.setTextFormat(Qt.MarkdownText)  # markdown
+        if use_md:
+            self.setTextFormat(
+                Qt.TextFormat.MarkdownText
+            )
         self.setMargin(0)
 
         self.setSizePolicy(
-            QSizePolicy.Expanding,
-            QSizePolicy.Expanding,
+            size_policy.Expanding,
+            size_policy.Expanding,
         )
         self.setAlignment(
-            Qt.AlignVCenter | Qt.AlignLeft
+            Qt.AlignLeft
+            |
+            Qt.AlignBottom
+            # Qt.AlignVCenter
         )
         self.setText(self.fmt_str)
 

piker/ui/_lines.py

@@ -27,10 +27,22 @@ from typing import (
 )
 
 import pyqtgraph as pg
-from pyqtgraph import Point, functions as fn
-from PyQt5 import QtCore, QtGui, QtWidgets
-from PyQt5.QtCore import QPointF
+from pyqtgraph import (
+    Point,
+    functions as fn,
+)
 
+from piker.ui.qt import (
+    px_cache_mode,
+    QtCore,
+    QtGui,
+    QGraphicsPathItem,
+    QStyleOptionGraphicsItem,
+    QGraphicsItem,
+    QGraphicsScene,
+    QWidget,
+    QPointF,
+)
 from ._annotate import LevelMarker
 from ._anchors import (
     vbr_left,
@@ -130,7 +142,9 @@ class LevelLine(pg.InfiniteLine):
         self._right_end_sc: float = 0
 
         # use px caching
-        self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
+        self.setCacheMode(
+            px_cache_mode.DeviceCoordinateCache
+        )
 
     def txt_offsets(self) -> tuple[int, int]:
         return 0, 0
@@ -201,7 +215,7 @@ class LevelLine(pg.InfiniteLine):
     ) -> None:
 
         if not called_from_on_pos_change:
-            last = self.value()
+            last: float = self.value()
 
             # if the position hasn't changed then ``.update_labels()``
             # will not be called by a non-triggered `.on_pos_change()`,
@@ -308,7 +322,7 @@ class LevelLine(pg.InfiniteLine):
         Remove this line from containing chart/view/scene.
 
         '''
-        scene = self.scene()
+        scene: QGraphicsScene = self.scene()
         if scene:
             for label in self._labels:
                 label.delete()
@@ -339,8 +353,8 @@ class LevelLine(pg.InfiniteLine):
         self,
 
         p: QtGui.QPainter,
-        opt: QtWidgets.QStyleOptionGraphicsItem,
-        w: QtWidgets.QWidget
+        opt: QStyleOptionGraphicsItem,
+        w: QWidget
 
     ) -> None:
         '''
@@ -417,9 +431,9 @@ class LevelLine(pg.InfiniteLine):
 
     def add_marker(
         self,
-        path: QtWidgets.QGraphicsPathItem,
+        path: QGraphicsPathItem,
 
-    ) -> QtWidgets.QGraphicsPathItem:
+    ) -> QGraphicsPathItem:
 
         self._marker = path
         self._marker.setPen(self.currentPen)

piker/ui/_ohlc.py

@@ -20,16 +20,14 @@ Super fast OHLC sampling graphics types.
 from __future__ import annotations
 
 import numpy as np
-from PyQt5 import (
+
+from piker.ui.qt import (
     QtGui,
     QtWidgets,
-)
-from PyQt5.QtCore import (
+    QPainterPath,
     QLineF,
     QRectF,
 )
-from PyQt5.QtGui import QPainterPath
-
 from ._curve import FlowGraphic
 from ..toolz import (
     Profiler,

piker/ui/_pg_overrides.py

@@ -24,8 +24,6 @@ view transforms.
 """
 import pyqtgraph as pg
 
-from ._axes import Axis
-
 
 def invertQTransform(tr):
     """Return a QTransform that is the inverse of *tr*.
@@ -53,6 +51,9 @@ def _do_overrides() -> None:
     pg.functions.invertQTransform = invertQTransform
     pg.PlotItem = PlotItem
 
+    from ._axes import Axis
+    pg.Axis = Axis
+
     # enable "QPainterPathPrivate for faster arrayToQPath" from
     # https://github.com/pyqtgraph/pyqtgraph/pull/2324
     pg.setConfigOption('enableExperimental', True)
@@ -234,7 +235,7 @@ class PlotItem(pg.PlotItem):
                 # ``ViewBox`` geometry bug.. where a gap for the
                 # 'bottom' axis is somehow left in?
                 # axis = pg.AxisItem(orientation=name, parent=self)
-                axis = Axis(
+                axis = pg.Axis(
                     self,
                     orientation=name,
                     parent=self,

piker/ui/_position.py

@@ -344,7 +344,10 @@ class SettingsPane:
         dsize = tracker.live_pp.dsize
 
         # READ out settings and update the status UI / settings widgets
-        suffix = {'currency': ' $', 'units': ' u'}[alloc.size_unit]
+        unit_char: str = {
+            'currency': '$',
+            'units': 'u',
+        }[alloc.size_unit]
         size_unit, limit = alloc.limit_info()
 
         step_size, currency_per_slot = alloc.step_sizes()
@@ -358,10 +361,11 @@ class SettingsPane:
             self.apply_setting('limit', limit)
 
         self.step_label.format(
-            step_size=str(humanize(step_size)) + suffix
+            unit_prefix=unit_char,
+            step_size=str(humanize(step_size))
         )
         self.limit_label.format(
-            limit=str(humanize(limit)) + suffix
+            limit=f'{unit_char}: {str(humanize(limit))}'
         )
 
         # update size unit in UI