`deribit.feed`: fix "trade" event streaming

The main change needed to make `piker.data.feed._FeedsBus` work was
to correctly format the `'trade'` msgs with the (new schema) expected
`'ticks': list[dict]` field which,
- we compute the `piker` quote-msg-`dict` from the (now directly proxied through)
  `cryptofeed.types.Trade`'s fields inside the body of `stream_quotes()`.
- similarly, move the `'l1'` msg processing, **out of** the `asyncio`-side
  `_l1()` callback (defined as a closure in `.api.aio_price_feed_relay()`
  and passed to the `cryptofeed.FeedHandler`) and instead mod the
  callback to simply pass through the `.types.L1Book` ref directly to
  the `piker`/`trio` side task for conversion.

In support of all that,
- mask-to-drop the alt-branch to wait on a first rt event when the
  `cryptofeed.LastTradesResult.trades: list[Trade]` is empty; doesn't
  seem like this ever even happens?
- add a buncha typing, comments and doc-strs to the routines in
  `.deribit.api` including notes on where we can choose to mod the
  `.bs_fqme` for our eventually preferred `piker` style format.
- simplify some nested `@acm` enters to the new single `async with
  <tuple>)` style.
- be particularly pedantic about typing
  `tractor.to_asyncio.LinkedTaskChannel`
- bit of pep8 line-spacing fixes in `.venues`.

default.nix

@@ -1,130 +1,82 @@
 with (import <nixpkgs> {});
+with python312Packages;
 let
   glibStorePath = lib.getLib glib;
-  zstdStorePath = lib.getLib zstd;
-  dbusStorePath = lib.getLib dbus;
-  libGLStorePath = lib.getLib libGL;
-  freetypeStorePath = lib.getLib freetype;
+  qtpyStorePath = lib.getLib qtpy;
+  pyqt6StorePath = lib.getLib pyqt6;
+  pyqt6SipStorePath = lib.getLib pyqt6-sip;
   qt6baseStorePath = lib.getLib qt6.qtbase;
-  fontconfigStorePath = lib.getLib fontconfig;
-  libxkbcommonStorePath = lib.getLib libxkbcommon;
-  xcbutilcursorStorePath = lib.getLib xcb-util-cursor;
-
-  qtpyStorePath = lib.getLib python312Packages.qtpy;
-  pyqt6StorePath = lib.getLib python312Packages.pyqt6;
-  pyqt6SipStorePath = lib.getLib python312Packages.pyqt6-sip;
-  rapidfuzzStorePath = lib.getLib python312Packages.rapidfuzz;
-  qdarkstyleStorePath = lib.getLib python312Packages.qdarkstyle;
-
-  xorgLibX11StorePath = lib.getLib xorg.libX11;
-  xorgLibxcbStorePath = lib.getLib xorg.libxcb;
-  xorgxcbutilwmStorePath = lib.getLib xorg.xcbutilwm;
-  xorgxcbutilimageStorePath = lib.getLib xorg.xcbutilimage;
-  xorgxcbutilerrorsStorePath = lib.getLib xorg.xcbutilerrors;
-  xorgxcbutilkeysymsStorePath = lib.getLib xorg.xcbutilkeysyms;
-  xorgxcbutilrenderutilStorePath = lib.getLib xorg.xcbutilrenderutil;
+  rapidfuzzStorePath = lib.getLib rapidfuzz;
+  qdarkstyleStorePath = lib.getLib qdarkstyle;
 in
 stdenv.mkDerivation {
-  name = "piker-qt6-uv";
+  name = "piker-qt6-poetry-shell";
   buildInputs = [
     # System requirements.
     glib
-    dbus
-    zstd
-    libGL
-    freetype
     qt6.qtbase
     libgcc.lib
-    fontconfig
-    libxkbcommon
-
-    # Xorg requirements
-    xcb-util-cursor
-    xorg.libxcb
-    xorg.libX11
-    xorg.xcbutilwm
-    xorg.xcbutilimage
-    xorg.xcbutilerrors
-    xorg.xcbutilkeysyms
-    xorg.xcbutilrenderutil
 
     # Python requirements.
     python312Full
-    python312Packages.uv
-    python312Packages.qdarkstyle
-    python312Packages.rapidfuzz
-    python312Packages.pyqt6
-    python312Packages.qtpy
+    poetry-core
+    qdarkstyle
+    rapidfuzz
+    pyqt6
+    qtpy
   ];
   src = null;
   shellHook = ''
     set -e
 
+    export LD_LIBRARY_PATH=$LD_LIBRARY_PATH:${libgcc.lib}/lib:${glibStorePath}/lib
+
     # 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="$QT_PLUGIN_PATH/platforms"
+    QTBASE_PATH="${qt6baseStorePath}"
+    echo "qtbase path:    $QTBASE_PATH"
+    echo ""
+    export QT_PLUGIN_PATH="$QTBASE_PATH/lib/qt-6/plugins"
+    export QT_QPA_PLATFORM_PLUGIN_PATH="$QT_PLUGIN_PATH/platforms"
+    echo "qt plugin path: $QT_PLUGIN_PATH"
+    echo ""
 
-    LIB_GCC_PATH="${libgcc.lib}/lib"
-    GLIB_PATH="${glibStorePath}/lib"
-    ZSTD_PATH="${zstdStorePath}/lib"
-    DBUS_PATH="${dbusStorePath}/lib"
-    LIBGL_PATH="${libGLStorePath}/lib"
-    FREETYPE_PATH="${freetypeStorePath}/lib"
-    FONTCONFIG_PATH="${fontconfigStorePath}/lib"
-    LIB_XKB_COMMON_PATH="${libxkbcommonStorePath}/lib"
+    # Maybe create venv & install deps
+    poetry install --with uis
 
-    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"
+    # Use pyqt6 from System, patch activate script
+    ACTIVATE_SCRIPT_PATH="$(poetry env info --path)/bin/activate"
 
-    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"
+    export RPDFUZZ_PATH="${rapidfuzzStorePath}/lib/python3.12/site-packages"
+    export QDRKSTYLE_PATH="${qdarkstyleStorePath}/lib/python3.12/site-packages"
+    export QTPY_PATH="${qtpyStorePath}/lib/python3.12/site-packages"
+    export PYQT6_PATH="${pyqt6StorePath}/lib/python3.12/site-packages"
+    export PYQT6_SIP_PATH="${pyqt6SipStorePath}/lib/python3.12/site-packages"
+    echo "rapidfuzz at:   $RPDFUZZ_PATH"
+    echo "qdarkstyle at:  $QDRKSTYLE_PATH"
+    echo "qtpy at:        $QTPY_PATH" 
+    echo "pyqt6 at:       $PYQT6_PATH"
+    echo "pyqt6-sip at:   $PYQT6_SIP_PATH"
+    echo ""
 
-    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="$LD_LIBRARY_PATH:$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"
+    PATCH="export PYTHONPATH=\""
 
-    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"
+    PATCH="$PATCH\$RPDFUZZ_PATH"
+    PATCH="$PATCH:\$QDRKSTYLE_PATH"
+    PATCH="$PATCH:\$QTPY_PATH"
+    PATCH="$PATCH:\$PYQT6_PATH"
+    PATCH="$PATCH:\$PYQT6_SIP_PATH"
 
-    export LD_LIBRARY_PATH
+    PATCH="$PATCH\""
 
-    RPDFUZZ_PATH="${rapidfuzzStorePath}/lib/python3.12/site-packages"
-    QDRKSTYLE_PATH="${qdarkstyleStorePath}/lib/python3.12/site-packages"
-    QTPY_PATH="${qtpyStorePath}/lib/python3.12/site-packages"
-    PYQT6_PATH="${pyqt6StorePath}/lib/python3.12/site-packages"
-    PYQT6_SIP_PATH="${pyqt6SipStorePath}/lib/python3.12/site-packages"
-
-    PATCH="$PATCH:$RPDFUZZ_PATH"
-    PATCH="$PATCH:$QDRKSTYLE_PATH"
-    PATCH="$PATCH:$QTPY_PATH"
-    PATCH="$PATCH:$PYQT6_PATH"
-    PATCH="$PATCH:$PYQT6_SIP_PATH"
-
-    export PATCH 
-
-    # Install deps
-    uv lock
+    if grep -q "$PATCH" "$ACTIVATE_SCRIPT_PATH"; then
+        echo "venv is already patched."
+    else
+        echo "patching $ACTIVATE_SCRIPT_PATH to use pyqt6 from nixos..."
+        sed -i "\$i$PATCH" $ACTIVATE_SCRIPT_PATH
+    fi
 
+    poetry shell
   '';
 }

pyproject.toml

@@ -15,8 +15,8 @@
 # You should have received a copy of the GNU Affero General Public License
 # along with this program.  If not, see <https://www.gnu.org/licenses/>.
 [build-system]
-requires = ["hatchling"]
-build-backend = "hatchling.build"
+requires = ["poetry-core"]
+build-backend = "poetry.core.masonry.api"
 
 # ------ - ------
 
@@ -34,114 +34,119 @@ ignore = []
 
 # ------ - ------
 
-[project]
+[tool.poetry]
 name = "piker"
-version = "0.1.0a0dev0"
+version = "0.1.0.alpha0.dev0"
 description = "trading gear for hackers"
-authors = [{ name = "Tyler Goodlet", email = "goodboy_foss@protonmail.com" }]
-requires-python = ">=3.12, <3.13"
-license = "AGPL-3.0-or-later"
+authors = ["Tyler Goodlet <goodboy_foss@protonmail.com>"]
+license = "AGPLv3"
 readme = "README.rst"
-keywords = [
-    "async",
-    "trading",
-    "finance",
-    "quant",
-    "charting",
+
+# ------ - ------
+
+[tool.poetry.dependencies]
+async-generator = "^1.10"
+attrs = "^23.1.0"
+bidict = "^0.22.1"
+colorama = "^0.4.6"
+colorlog = "^6.7.0"
+ib-insync = "^0.9.86"
+msgspec = "^0.18.6"
+numba = "^0.59.0"
+numpy = "^1.25"
+polars = "^0.18.13"
+pygments = "^2.16.1"
+python = ">=3.11, <3.13"
+rich = "^13.5.2"
+# setuptools = "^68.0.0"
+tomli = "^2.0.1"
+tomli-w = "^1.0.0"
+trio-util = "^0.7.0"
+trio-websocket = "^0.10.3"
+typer = "^0.9.0"
+rapidfuzz = "^3.5.2"
+pdbp = "^1.5.0"
+trio = "^0.24"
+pendulum = "^3.0.0"
+httpx = "^0.27.0"
+cryptofeed = "^2.4.0"
+pyarrow = "^17.0.0"
+
+tractor = {path = "../tractor", develop = true}
+websockets = "12.0"
+[tool.poetry.dependencies.asyncvnc]
+git = 'https://github.com/pikers/asyncvnc.git'
+branch = 'main'
+
+[tool.poetry.dependencies.tomlkit]
+develop = true
+git = 'https://github.com/pikers/tomlkit.git'
+branch = 'piker_pin'
+# path = "../tomlkit/"
+
+[tool.poetry.group.uis]
+optional = true
+[tool.poetry.group.uis.dependencies]
+# https://python-poetry.org/docs/managing-dependencies/#dependency-groups
+# TODO: make sure the levenshtein shit compiles on nix..
+# rapidfuzz = {extras = ["speedup"], version = "^0.18.0"}
+rapidfuzz = "^3.2.0"
+qdarkstyle = ">=3.0.2"
+pyqtgraph = { git = 'https://github.com/pikers/pyqtgraph.git' }
+
+# ------ - ------
+pyqt6 = "^6.7.0"
+
+[tool.poetry.group.dev]
+optional = true
+[tool.poetry.group.dev.dependencies]
+# testing / CI
+pytest = "^6.0.0"
+elasticsearch = "^8.9.0"
+xonsh = "^0.14.2"
+prompt-toolkit = "3.0.40"
+cython = "^3.0.0"
+greenback = "^1.1.1"
+
+# console ehancements and eventually remote debugging
+# extras/helpers.
+# TODO: add a toolset that makes debugging a `pikerd` service
+# (tree) easy to hack on directly using more or less the local env:
+# - xonsh + xxh
+# - rsyscall + pdbp
+# - actor runtime control console like BEAM/OTP
+
+# ------ - ------
+
+# TODO: add an `--only daemon` group for running non-ui / pikerd
+# service tree in distributed mode B)
+# https://python-poetry.org/docs/managing-dependencies/#installing-group-dependencies
+# [tool.poetry.group.daemon.dependencies]
+
+[tool.poetry.scripts]
+piker = 'piker.cli:cli'
+pikerd = 'piker.cli:pikerd'
+ledger = 'piker.accounting.cli:ledger'
+
+
+[project]
+keywords=[
+  "async",
+  "trading",
+  "finance",
+  "quant",
+  "charting",
 ]
-classifiers = [
-    "Development Status :: 3 - Alpha",
-    "License :: OSI Approved :: GNU Affero General Public License v3 or later (AGPLv3+)",
-    "Operating System :: POSIX :: Linux",
-    "Programming Language :: Python :: Implementation :: CPython",
-    "Programming Language :: Python :: 3 :: Only",
-    "Programming Language :: Python :: 3.11",
-    "Programming Language :: Python :: 3.12",
-    "Intended Audience :: Financial and Insurance Industry",
-    "Intended Audience :: Science/Research",
-    "Intended Audience :: Developers",
-    "Intended Audience :: Education",
+classifiers=[
+  'Development Status :: 3 - Alpha',
+  "License :: OSI Approved :: GNU Affero General Public License v3 or later (AGPLv3+)",
+  'Operating System :: POSIX :: Linux',
+  "Programming Language :: Python :: Implementation :: CPython",
+  "Programming Language :: Python :: 3 :: Only",
+  "Programming Language :: Python :: 3.11",
+  "Programming Language :: Python :: 3.12",
+  'Intended Audience :: Financial and Insurance Industry',
+  'Intended Audience :: Science/Research',
+  'Intended Audience :: Developers',
+  'Intended Audience :: Education',
 ]
-dependencies = [
-    "async-generator >=1.10, <2.0.0",
-    "attrs >=23.1.0, <24.0.0",
-    "bidict >=0.22.1, <0.23.0",
-    "colorama >=0.4.6, <0.5.0",
-    "colorlog >=6.7.0, <7.0.0",
-    "ib-insync >=0.9.86, <0.10.0",
-    "numba >=0.59.0, <0.60.0",
-    "numpy >=1.25, <2.0",
-    "polars >=0.18.13, <0.19.0",
-    "pygments >=2.16.1, <3.0.0",
-    "rich >=13.5.2, <14.0.0",
-    "tomli >=2.0.1, <3.0.0",
-    "tomli-w >=1.0.0, <2.0.0",
-    "trio-util >=0.7.0, <0.8.0",
-    "trio-websocket >=0.10.3, <0.11.0",
-    "typer >=0.9.0, <1.0.0",
-    "rapidfuzz >=3.5.2, <4.0.0",
-    "pdbp >=1.5.0, <2.0.0",
-    "trio >=0.24, <0.25",
-    "pendulum >=3.0.0, <4.0.0",
-    "httpx >=0.27.0, <0.28.0",
-    "cryptofeed >=2.4.0, <3.0.0",
-    "pyarrow >=17.0.0, <18.0.0",
-    "websockets ==12.0",
-    "msgspec",
-    "tractor",
-    "asyncvnc",
-    "tomlkit",
-]
-
-[project.optional-dependencies]
-uis = [
-    # https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies
-    # TODO: make sure the levenshtein shit compiles on nix..
-    # rapidfuzz = {extras = ["speedup"], version = "^0.18.0"}
-    "rapidfuzz >=3.2.0, <4.0.0",
-    "qdarkstyle >=3.0.2, <4.0.0",
-    "pyqt6 >=6.7.0, <7.0.0",
-    "pyqtgraph",
-
-    # ------ - ------
-
-    # TODO: add an `--only daemon` group for running non-ui / pikerd
-    # service tree in distributed mode B)
-    # https://docs.astral.sh/uv/concepts/projects/dependencies/#optional-dependencies
-    # [project.optional-dependencies]
-]
-
-[dependency-groups]
-dev = [
-    "pytest >=6.0.0, <7.0.0",
-    "elasticsearch >=8.9.0, <9.0.0",
-    "xonsh >=0.14.2, <0.15.0",
-    "prompt-toolkit ==3.0.40",
-    "cython >=3.0.0, <4.0.0",
-    "greenback >=1.1.1, <2.0.0",
-    # console ehancements and eventually remote debugging
-    # extras/helpers.
-    # TODO: add a toolset that makes debugging a `pikerd` service
-    # (tree) easy to hack on directly using more or less the local env:
-    # - xonsh + xxh
-    # - rsyscall + pdbp
-    # - actor runtime control console like BEAM/OTP
-]
-
-[project.scripts]
-piker = "piker.cli:cli"
-pikerd = "piker.cli:pikerd"
-ledger = "piker.accounting.cli:ledger"
-
-[tool.hatch.build.targets.sdist]
-include = ["piker"]
-
-[tool.hatch.build.targets.wheel]
-include = ["piker"]
-
-[tool.uv.sources]
-pyqtgraph = { git = "https://github.com/pikers/pyqtgraph.git" }
-asyncvnc = { git = "https://github.com/pikers/asyncvnc.git", branch = "main" }
-tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" }
-msgspec = { git = "https://github.com/jcrist/msgspec.git" }
-tractor = { path = "../tractor" }