Add dict differ helpers from SO answer

`ib` is super good not being reliable with order event sequence order
and duplication of fill info. This adds some guards to try and avoid
popping the last status status too early if we end up receiving
a `'closed'` before the expected `'fill`' event(s). Further delete the
`status_msg` ref on each iteration to avoid stale reference lookups in
the relay task/loop.

piker/brokers/ib/broker.py

@@ -36,8 +36,6 @@ from trio_typing import TaskStatus
 import tractor
 from ib_insync.contract import (
     Contract,
-    # Option,
-    # Forex,
 )
 from ib_insync.order import (
     Trade,
@@ -364,11 +362,24 @@ async def update_and_audit_msgs(
                 # presume we're at least not more in the shit then we
                 # thought.
                 if diff:
+                    reverse_split_ratio = pikersize / ibsize
+                    split_ratio = 1/reverse_split_ratio
+
+                    if split_ratio >= reverse_split_ratio:
+                        entry = f'split_ratio = {int(split_ratio)}'
+                    else:
+                        entry = f'split_ratio = 1/{int(reverse_split_ratio)}'
+
                     raise ValueError(
                         f'POSITION MISMATCH ib <-> piker ledger:\n'
                         f'ib: {ibppmsg}\n'
                         f'piker: {msg}\n'
-                        'YOU SHOULD FIGURE OUT WHY TF YOUR LEDGER IS OFF!?!?'
+                        f'reverse_split_ratio: {reverse_split_ratio}\n'
+                        f'split_ratio: {split_ratio}\n\n'
+                        'FIGURE OUT WHY TF YOUR LEDGER IS OFF!?!?\n\n'
+                        'If you are expecting a (reverse) split in this '
+                        'instrument you should probably put the following '
+                        f'in the `pps.toml` section:\n{entry}'
                     )
                     msg.size = ibsize
 
@@ -532,6 +543,7 @@ async def trades_dialogue(
                     # sure know which positions to update from the ledger if
                     # any are missing from the ``pps.toml``
                     bsuid, msg = pack_position(pos)
+
                     acctid = msg.account = accounts_def.inverse[msg.account]
                     acctid = acctid.strip('ib.')
                     cids2pps[(acctid, bsuid)] = msg
@@ -571,14 +583,22 @@ async def trades_dialogue(
                             trans = trans_by_acct.get(acctid)
                             if trans:
                                 table.update_from_trans(trans)
-                                table.update_from_trans(trans)
 
                         # XXX: not sure exactly why it wouldn't be in
                         # the updated output (maybe this is a bug?) but
                         # if you create a pos from TWS and then load it
                         # from the api trades it seems we get a key
                         # error from ``update[bsuid]`` ?
-                        pp = table.pps[bsuid]
+                        pp = table.pps.get(bsuid)
+                        if not pp:
+                            log.error(
+                                f'The contract id for {msg} may have '
+                                f'changed to {bsuid}\nYou may need to '
+                                'adjust your ledger for this, skipping '
+                                'for now.'
+                            )
+                            continue
+
                         if msg.size != pp.size:
                             log.error(
                                 'Position mismatch {pp.symbol.front_fqsn()}:\n'
@@ -730,8 +750,11 @@ async def emit_pp_update(
 _statuses: dict[str, str] = {
     'cancelled': 'canceled',
     'submitted': 'open',
-    'pendingsubmit': 'pending',
-    'filled': 'fill',
+    # XXX: just pass these through? it duplicates actual fill events other
+    # then the case where you the `.remaining == 0` case which is our
+    # 'closed'` case.
+    # 'filled': 'pending',
+    # 'pendingsubmit': 'pending',
 
     # TODO: see a current ``ib_insync`` issue around this:
     # https://github.com/erdewit/ib_insync/issues/363
@@ -805,8 +828,12 @@ async def deliver_trade_events(
                 # cancelling.. gawwwd
                 if ib_status_key == 'cancelled':
                     last_log = trade.log[-1]
-                    if last_log.message:
+                    if (
+                        last_log.message
+                        and 'Error' not in last_log.message
+                    ):
                         ib_status_key = trade.log[-2].status
+                        print(ib_status_key)
 
                 elif ib_status_key == 'inactive':
                     async def sched_cancel():
@@ -821,10 +848,16 @@ async def deliver_trade_events(
 
                     nurse.start_soon(sched_cancel)
 
-                status_key = _statuses.get(ib_status_key) or ib_status_key
+                status_key = (
+                    _statuses.get(ib_status_key)
+                    or ib_status_key.lower()
+                )
 
                 remaining = status.remaining
-                if remaining == 0:
+                if (
+                    status_key == 'filled'
+                    and remaining == 0
+                ):
                     status_key = 'closed'
 
                 # skip duplicate filled updates - we get the deats
@@ -978,9 +1011,18 @@ async def deliver_trade_events(
                 if err['reqid'] == -1:
                     log.error(f'TWS external order error:\n{pformat(err)}')
 
-                # TODO: what schema for this msg if we're going to make it
-                # portable across all backends?
-                # msg = BrokerdError(**err)
+                # TODO: we don't want to relay data feed / lookup errors
+                # so we need some further filtering logic here..
+                # for most cases the 'status' block above should take
+                # care of this.
+                # await ems_stream.send(BrokerdStatus(
+                #     status='error',
+                #     reqid=err['reqid'],
+                #     reason=err['reason'],
+                #     time_ns=time.time_ns(),
+                #     account=accounts_def.inverse[trade.order.account],
+                #     broker_details={'name': 'ib'},
+                # ))
 
             case 'position':
 

piker/calc.py

@@ -101,3 +101,30 @@ def percent_change(
     new: float,
 ) -> float:
     return pnl(init, new) * 100.
+
+
+def diff_dict(
+    d1: dict,
+    d2: dict,
+
+) -> dict:
+    d1_keys = set(d1.keys())
+    d2_keys = set(d2.keys())
+    shared_keys = d1_keys.intersection(d2_keys)
+    shared_deltas = {o: (d1[o], d2[o]) for o in shared_keys if d1[o] != d2[o]}
+    added_keys = d2_keys - d1_keys
+    added_deltas = {o: (None, d2[o]) for o in added_keys}
+    deltas = {**shared_deltas, **added_deltas}
+    return parse_deltas(deltas)
+
+
+def parse_deltas(deltas: dict) -> dict:
+    res = {}
+    for k, v in deltas.items():
+        if isinstance(v[0], dict):
+            tmp = diff_dict(v[0], v[1])
+            if tmp:
+                res[k] = tmp
+        else:
+            res[k] = v[1]
+    return res

piker/clearing/_client.py

@@ -83,7 +83,13 @@ class OrderBook:
         """Cancel an order (or alert) in the EMS.
 
         """
-        cmd = self._sent_orders[uuid]
+        cmd = self._sent_orders.get(uuid)
+        if not cmd:
+            log.error(
+                f'Unknown order {uuid}!?\n'
+                f'Maybe there is a stale entry or line?\n'
+                f'You should report this as a bug!'
+            )
         msg = Cancel(
             oid=uuid,
             symbol=cmd.symbol,
@@ -156,7 +162,10 @@ async def relay_order_cmds_from_sync_code(
                 # send msg over IPC / wire
                 await to_ems_stream.send(cmd)
             else:
-                log.warning(f'Ignoring unmatched order cmd for {sym}: {msg}')
+                log.warning(
+                    f'Ignoring unmatched order cmd for {sym} != {symbol_key}:'
+                    f'\n{msg}'
+                )
 
 
 @acm

piker/clearing/_ems.py

@@ -667,19 +667,19 @@ async def translate_and_relay_brokerd_events(
                 # received this ack, in which case we relay that cancel
                 # signal **asap** to the backend broker
                 # status = book._active.get(oid)
-                status = book._active[oid]
-                req = status.req
+                status_msg = book._active[oid]
+                req = status_msg.req
                 if req and req.action == 'cancel':
                     # assign newly providerd broker backend request id
                     # and tell broker to cancel immediately
-                    status.reqid = reqid
+                    status_msg.reqid = reqid
                     await brokerd_trades_stream.send(req)
 
                 # 2. the order is now active and will be mirrored in
                 # our book -> registered as live flow
                 else:
                     # TODO: should we relay this ack state?
-                    status.resp = 'pending'
+                    status_msg.resp = 'pending'
 
                 # no msg to client necessary
                 continue
@@ -729,6 +729,7 @@ async def translate_and_relay_brokerd_events(
                 # msg-chain/dialog.
                 ems_client_order_stream = router.dialogues[oid]
                 status_msg = book._active[oid]
+                old_resp = status_msg.resp
                 status_msg.resp = status
 
                 # retrieve existing live flow
@@ -746,16 +747,47 @@ async def translate_and_relay_brokerd_events(
 
                 if status == 'closed':
                     log.info(f'Execution for {oid} is complete!')
-                    status_msg = book._active.pop(oid)
+
+                    # only if we already rxed a fill then probably
+                    # this clear is fully complete? (frickin ib..)
+                    if old_resp == 'fill':
+                        status_msg = book._active.pop(oid)
 
                 elif status == 'canceled':
-                    log.info(f'Cancellation for {oid} is complete!')
+                    log.cancel(f'Cancellation for {oid} is complete!')
 
                 else:  # open
                     # relayed from backend but probably not handled so
                     # just log it
                     log.info(f'{broker} opened order {msg}')
 
+            # BrokerdFill
+            case {
+                'name': 'fill',
+                'reqid': reqid,  # brokerd generated order-request id
+                # 'symbol': sym,  # paper engine doesn't have this, nbd?
+            } if (
+                oid := book._ems2brokerd_ids.inverse.get(reqid)
+            ):
+                # proxy through the "fill" result(s)
+                msg = BrokerdFill(**brokerd_msg)
+                log.info(f'Fill for {oid} cleared with:\n{pformat(msg)}')
+
+                ems_client_order_stream = router.dialogues[oid]
+
+                # wtf a fill can come after 'closed' from ib?
+                status_msg = book._active[oid]
+
+                # only if we already rxed a 'closed'
+                # this clear is fully complete? (frickin ib..)
+                # if status_msg.resp == 'closed':
+                #     status_msg = book._active.pop(oid)
+
+                status_msg.resp = 'fill'
+                status_msg.reqid = reqid
+                status_msg.brokerd_msg = msg
+                await ems_client_order_stream.send(status_msg)
+
             # ``Status`` containing an embedded order msg which
             # should be loaded as a "pre-existing open order" from the
             # brokerd backend.
@@ -811,6 +843,14 @@ async def translate_and_relay_brokerd_events(
                 # don't fall through
                 continue
 
+            # brokerd error
+            case {
+                'name': 'status',
+                'status': 'error',
+            }:
+                log.error(f'Broker error:\n{pformat(brokerd_msg)}')
+                # XXX: we presume the brokerd cancels its own order
+
             # TOO FAST ``BrokerdStatus`` that arrives
             # before the ``BrokerdAck``.
             case {
@@ -823,32 +863,20 @@ async def translate_and_relay_brokerd_events(
                 'status': status,
                 'reqid': reqid,
             }:
+                status_msg = book._active[oid]
                 log.warning(
-                    'Unhandled broker status:\n'
+                    'Unhandled broker status for dialog:\n'
+                    f'{pformat(status_msg)}\n'
                     f'{pformat(brokerd_msg)}\n'
                 )
 
-            # BrokerdFill
-            case {
-                'name': 'fill',
-                'reqid': reqid,  # brokerd generated order-request id
-                # 'symbol': sym,  # paper engine doesn't have this, nbd?
-            } if (
-                oid := book._ems2brokerd_ids.inverse.get(reqid)
-            ):
-                # proxy through the "fill" result(s)
-                log.info(f'Fill for {oid} cleared with:\n{pformat(msg)}')
-                msg = BrokerdFill(**brokerd_msg)
-                ems_client_order_stream = router.dialogues[oid]
-                status_msg = book._active[oid]
-                status_msg.resp = 'fill'
-                status_msg.reqid = reqid
-                status_msg.brokerd_msg = msg
-                await ems_client_order_stream.send(status_msg)
-
             case _:
                 raise ValueError(f'Brokerd message {brokerd_msg} is invalid')
 
+        # XXX: ugh sometimes we don't access it?
+        if status_msg:
+            del status_msg
+
     # TODO: do we want this to keep things cleaned up?
     # it might require a special status from brokerd to affirm the
     # flow is complete?

piker/clearing/_messages.py

@@ -234,6 +234,7 @@ class BrokerdStatus(Struct):
         'canceled',
         'fill',
         'pending',
+        'error',
     ]
 
     account: str

piker/data/marketstore.py

@@ -37,7 +37,7 @@ import time
 from math import isnan
 
 from bidict import bidict
-import msgpack
+from msgspec.msgpack import encode, decode
 import pyqtgraph as pg
 import numpy as np
 import tractor
@@ -774,12 +774,13 @@ async def stream_quotes(
     async with open_websocket_url(f'ws://{host}:{port}/ws') as ws:
         # send subs topics to server
         resp = await ws.send_message(
-            msgpack.dumps({'streams': list(tbks.values())})
+
+            encode({'streams': list(tbks.values())})
         )
         log.info(resp)
 
         async def recv() -> dict[str, Any]:
-            return msgpack.loads((await ws.get_message()), encoding='utf-8')
+            return decode((await ws.get_message()), encoding='utf-8')
 
         streams = (await recv())['streams']
         log.info(f"Subscribed to {streams}")

piker/data/types.py

@@ -18,6 +18,7 @@
 Built-in (extension) types.
 
 """
+import sys
 from typing import Optional
 from pprint import pformat
 
@@ -42,7 +43,12 @@ class Struct(
         }
 
     def __repr__(self):
-        return f'Struct({pformat(self.to_dict())})'
+        # only turn on pprint when we detect a python REPL
+        # at runtime B)
+        if hasattr(sys, 'ps1'):
+            return f'Struct({pformat(self.to_dict())})'
+
+        return super().__repr__()
 
     def copy(
         self,

piker/pp.py

@@ -134,6 +134,8 @@ class Position(Struct):
     # unique backend symbol id
     bsuid: str
 
+    split_ratio: Optional[int] = None
+
     # ordered record of known constituent trade messages
     clears: dict[
         Union[str, int, Status],  # trade id
@@ -159,6 +161,9 @@ class Position(Struct):
         clears = d.pop('clears')
         expiry = d.pop('expiry')
 
+        if self.split_ratio is None:
+            d.pop('split_ratio')
+
         # TODO: we need to figure out how to have one top level
         # listing venue here even when the backend isn't providing
         # it via the trades ledger..
@@ -384,12 +389,22 @@ class Position(Struct):
                 asize_h.append(accum_size)
                 ppu_h.append(ppu_h[-1])
 
-        return ppu_h[-1] if ppu_h else 0
+        final_ppu = ppu_h[-1] if ppu_h else 0
+
+        # handle any split info entered (for now) manually by user
+        if self.split_ratio is not None:
+            final_ppu /= self.split_ratio
+
+        return final_ppu
 
     def calc_size(self) -> float:
         size: float = 0
         for tid, entry in self.clears.items():
             size += entry['size']
+
+        if self.split_ratio is not None:
+            size = round(size * self.split_ratio)
+
         return size
 
     def minimize_clears(
@@ -848,6 +863,7 @@ def open_pps(
         size = entry['size']
         # TODO: remove but, handle old field name for now
         ppu = entry.get('ppu', entry.get('be_price', 0))
+        split_ratio = entry.get('split_ratio')
 
         expiry = entry.get('expiry')
         if expiry:
@@ -857,6 +873,7 @@ def open_pps(
             Symbol.from_fqsn(fqsn, info={}),
             size=size,
             ppu=ppu,
+            split_ratio=split_ratio,
             expiry=expiry,
             bsuid=entry['bsuid'],
 

piker/ui/order_mode.py

@@ -163,7 +163,6 @@ class OrderMode:
     ) -> LevelLine:
 
         level = order.price
-        print(f'SIZE: {order.size}')
         line = order_line(
 
             self.chart,
@@ -859,7 +858,7 @@ async def process_trade_msg(
 
     get_index = mode.chart.get_index
     fmsg = pformat(msg)
-    log.info(f'Received order msg:\n{fmsg}')
+    log.debug(f'Received order msg:\n{fmsg}')
     name = msg['name']
 
     if name in (
@@ -920,6 +919,7 @@ async def process_trade_msg(
                 ):
                     dialog = mode.load_unknown_dialog_from_msg(msg)
                     mode.on_submit(oid)
+                    # return dialog, msg
 
         case Status(resp='error'):
             # delete level line from view
@@ -932,16 +932,15 @@ async def process_trade_msg(
         case Status(resp='canceled'):
             # delete level line from view
             mode.on_cancel(oid)
-            req = msg.req
-            log.cancel(
-                f'Canceled order {oid}:\n{pformat(req)}'
-            )
+            req = Order(**msg.req)
+            log.cancel(f'Canceled {req.action}:{oid}')
 
         case Status(
             resp='triggered',
             # req=Order(exec_mode='dark')  # TODO:
             req={'exec_mode': 'dark'},
         ):
+            # TODO: UX for a "pending" clear/live order
             log.info(f'Dark order triggered for {fmsg}')
 
         case Status(
@@ -951,13 +950,14 @@ async def process_trade_msg(
         ):
             # should only be one "fill" for an alert
             # add a triangle and remove the level line
+            req = Order(**req)
             mode.on_fill(
                 oid,
                 price=req.price,
                 arrow_index=get_index(time.time()),
             )
             mode.lines.remove_line(uuid=oid)
-            msg.req = Order(**req)
+            msg.req = req
             await mode.on_exec(oid, msg)
 
         # response to completed 'dialog' for order request
@@ -966,18 +966,18 @@ async def process_trade_msg(
             # req=Order() as req,  # TODO
             req=req,
         ):
-            # right now this is just triggering a system alert
             msg.req = Order(**req)
             await mode.on_exec(oid, msg)
             mode.lines.remove_line(uuid=oid)
 
         # each clearing tick is responded individually
         case Status(resp='fill'):
+
+            # handle out-of-piker fills reporting?
             known_order = book._sent_orders.get(oid)
             if not known_order:
                 log.warning(f'order {oid} is unknown')
                 return
-                # continue
 
             action = known_order.action
             details = msg.brokerd_msg