piker/accounting/README.rst

@@ -1,40 +1,8 @@
-piker.accounting
+.accounting
-________________
+-----------
 A subsystem for transaction processing, storage and historical
 measurement.
 
-synopsis
---------
-The big question for any trader is this:
-
-*what is the price that determines whether i take a loss or a gain on my
-trade?*
-
-In other words, at any given state of accounting your current assets,
-what is the price between any 2 assets you've transacted that determines
-at which price you can conduct **the next** transaction and know if you
-are making or losing more (or less) of the *source* asset versus the
-*destination* asset?
-
-Let's do a very simple example:
-
-> Joe wants to buy some tacos bc they're super hungo.
-> Joe has a friend who also likes tacos but doesn't mind if they're fresh; he doesn't mind having day old tacos.
-> Inflation is rampant and taco prices are trending up for no good reason besides everyone thinks prices are going up.
-> Joe goes to the taco stand and buys 4 tacos at 25 mxn.
-> This makes Joe's net cost `4 * 25 = 200` mxn.
-> Joe eats 3 tacos and realizes that he can't finish the last, so he puts it in the fridge to save for the next day (since he owns a comal).
-> The next day the price of tacos goes up to 30 mxn (for no good reason > besides the taco stand noticing Joe is a tourist and that > "inflation" is some thing that's used as an excuse for price changes).
-> Joe's friend from before got lit up (like he does every morning) and msgs Joe to buy him 2 tacos for when he shows up in the late morning.
-> Joe says "sure, but i also have a leftover if you want it, and I'm fasting today so you can have my sobras and i'll buy you a new one".
-> The friend coughs a couple times, and says "yee no problem man, just make sure you get them"
->
-
-
-Prior *suit* definitions:
-
-- the canucks equiv of the IRS call this idea ["Adjusted cost base"](https://www.canada.ca/en/revenue-agency/services/tax/individuals/topics/about-your-tax-return/tax-return/completing-a-tax-return/personal-income/line-12700-capital-gains/definitions-capital-gains.html#Adjustedcostbase)
-
 
 .pnl
 ----

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 piker.log import get_logger
+from ..log import get_logger
 from .calc import (
     iter_by_dt,
 )
@@ -239,9 +239,7 @@ class TransactionLedger(UserDict):
 
         symcache: SymbologyCache = self._symcache
         towrite: dict[str, Any] = {}
-        for tid, txdict in self.tx_sort(
+        for tid, txdict in self.tx_sort(self.data.copy()):
-            self.data.copy()
-        ):
             # write blank-str expiry for non-expiring assets
             if (
                 'expiry' in txdict
@@ -379,7 +377,7 @@ def open_trade_ledger(
         account,
         dirpath=_fp,
     )
-    cpy: dict = ledger_dict.copy()
+    cpy = ledger_dict.copy()
 
     # XXX NOTE: if not provided presume we are being called from
     # sync code and need to maybe run `trio` to generate..
@@ -408,13 +406,7 @@ 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
+    # for derivs, info describing contract, egs.
-    # or put, swap type, exercise model, etc.
+    # 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

piker/accounting/_pos.py

@@ -30,8 +30,7 @@ from types import ModuleType
 from typing import (
     Any,
     Iterator,
-    Generator,
+    Generator
-    TYPE_CHECKING,
 )
 
 import pendulum
@@ -60,10 +59,8 @@ from ..clearing._messages import (
     BrokerdPosition,
 )
 from piker.types import Struct
-from piker.log import get_logger
-
-if TYPE_CHECKING:
 from piker.data._symcache import SymbologyCache
+from ..log import get_logger
 
 log = get_logger(__name__)
 
@@ -496,17 +493,6 @@ class Account(Struct):
 
         _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
@@ -549,32 +535,11 @@ 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..)
-                if (
+                mkt = _mktmap_table[fqme]
-                    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)):
 
@@ -691,7 +656,7 @@ 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?

piker/accounting/calc.py

@@ -251,16 +251,10 @@ def iter_by_dt(
         for k in parsers:
             if (
                 isdict and k in tx
-                or
+                 or getattr(tx, k, None)
-                getattr(tx, k, None)
             ):
-                v = (
+                v = tx[k] if isdict else tx.dt
-                    tx[k] if isdict
+                assert v is not None, f'No valid value for `{k}`!?'
-                    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
@@ -275,21 +269,8 @@ def iter_by_dt(
                     return v
 
         else:
-            # TODO: move to top?
+            # XXX: should never get here..
-            from piker.log import get_logger
+            breakpoint()
-            log = get_logger(__name__)
-
-            # 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}\n'
-            )
-            return from_timestamp(0)
-            # breakpoint()
-
 
     entry: tuple[str, dict] | Transaction
     for entry in sorted(

piker/accounting/cli.py

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

piker/clearing/_paper_engine.py

@@ -653,7 +653,6 @@ 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] = []

piker/data/_symcache.py

@@ -31,7 +31,6 @@ from pathlib import Path
 from pprint import pformat
 from typing import (
     Any,
-    Callable,
     Sequence,
     Hashable,
     TYPE_CHECKING,
@@ -57,7 +56,7 @@ from piker.brokers import (
 )
 
 if TYPE_CHECKING:
-    from piker.accounting import (
+    from ..accounting import (
         Asset,
         MktPair,
     )
@@ -150,36 +149,19 @@ class SymbologyCache(Struct):
                     'Implement `Client.get_assets()`!'
                 )
 
-            get_mkt_pairs: Callable|None = getattr(
+            if get_mkt_pairs := getattr(client, 'get_mkt_pairs', None):
-                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():
+
+                    # NOTE: every backend defined pair should
+                    # declare it's ns path for roundtrip
+                    # serialization lookup.
                     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'
+                            '`.ns_path: str`!\n'
-                        f'{pair!r}'
+                            f'{pair}'
                         )
 
                     entry = await self.mod.get_mkt_info(pair.bs_fqme)
@@ -213,6 +195,12 @@ class SymbologyCache(Struct):
                     pair,
                 )
 
+            else:
+                log.warning(
+                    'No symbology cache `Pair` support for `{provider}`..\n'
+                    'Implement `Client.get_mkt_pairs()`!'
+                )
+
         return self
 
     @classmethod

piker/data/feed.py

@@ -786,6 +786,7 @@ async def install_brokerd_search(
 
 @acm
 async def maybe_open_feed(
+
     fqmes: list[str],
     loglevel: str | None = None,
 
@@ -839,6 +840,7 @@ async def maybe_open_feed(
 
 @acm
 async def open_feed(
+
     fqmes: list[str],
 
     loglevel: str | None = None,

piker/data/flows.py

@@ -36,10 +36,10 @@ from ._sharedmem import (
     ShmArray,
     _Token,
 )
-from piker.accounting import MktPair
 
 if TYPE_CHECKING:
-    from piker.data.feed import Feed
+    from ..accounting import MktPair
+    from .feed import Feed
 
 
 class Flume(Struct):

piker/data/validate.py

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