piker/brokers/_util.py

@@ -33,41 +33,7 @@ class SymbolNotFound(BrokerError):
 
 
 class NoData(BrokerError):
-    '''
+    "Symbol data not permitted"
-    Symbol data not permitted or no data
-    for time range found.
-
-    '''
-    def __init__(
-        self,
-        *args,
-        frame_size: int = 1000,
-
-    ) -> None:
-        super().__init__(*args)
-
-        # when raised, machinery can check if the backend
-        # set a "frame size" for doing datetime calcs.
-        self.frame_size: int = 1000
-
-
-class DataUnavailable(BrokerError):
-    '''
-    Signal storage requests to terminate.
-
-    '''
-    # TODO: add in a reason that can be displayed in the
-    # UI (for eg. `kraken` is bs and you should complain
-    # to them that you can't pull more OHLC data..)
-
-
-class DataThrottle(BrokerError):
-    '''
-    Broker throttled request rate for data.
-
-    '''
-    # TODO: add in throttle metrics/feedback
-
 
 
 def resproc(
@@ -84,12 +50,12 @@ def resproc(
     if not resp.status_code == 200:
         raise BrokerError(resp.body)
     try:
-        msg = resp.json()
+        json = resp.json()
     except json.decoder.JSONDecodeError:
         log.exception(f"Failed to process {resp}:\n{resp.text}")
         raise BrokerError(resp.text)
 
     if log_resp:
-        log.debug(f"Received json contents:\n{colorize_json(msg)}")
+        log.debug(f"Received json contents:\n{colorize_json(json)}")
 
-    return msg if return_json else resp
+    return json if return_json else resp

piker/brokers/ib.py

@@ -1482,9 +1482,7 @@ async def get_bars(
 
             if 'No market data permissions for' in msg:
                 # TODO: signalling for no permissions searches
-                raise NoData(
+                raise NoData(f'Symbol: {fqsn}')
-                    f'Symbol: {fqsn}',
-                )
                 break
 
             elif (
@@ -1564,10 +1562,7 @@ async def open_history_client(
             if out is None:
                 # could be trying to retreive bars over weekend
                 log.error(f"Can't grab bars starting at {end_dt}!?!?")
-                raise NoData(
+                raise NoData(f'{end_dt}')
-                    f'{end_dt}',
-                    frame_size=2000,
-                )
 
             bars, bars_array, first_dt, last_dt = out
 

piker/brokers/kraken.py

@@ -20,8 +20,7 @@ Kraken backend.
 '''
 from contextlib import asynccontextmanager as acm
 from dataclasses import asdict, field
-from datetime import datetime
+from typing import Any, Optional, AsyncIterator, Callable
-from typing import Any, Optional, AsyncIterator, Callable, Union
 import time
 
 from trio_typing import TaskStatus
@@ -41,13 +40,7 @@ import base64
 
 from .. import config
 from .._cacheables import open_cached_client
-from ._util import (
+from ._util import resproc, SymbolNotFound, BrokerError
-    resproc,
-    SymbolNotFound,
-    BrokerError,
-    DataThrottle,
-    DataUnavailable,
-)
 from ..log import get_logger, get_console_log
 from ..data import ShmArray
 from ..data._web_bs import open_autorecon_ws, NoBsWs
@@ -398,26 +391,17 @@ class Client:
     async def bars(
         self,
         symbol: str = 'XBTUSD',
-
         # UTC 2017-07-02 12:53:20
-        since: Optional[Union[int, datetime]] = None,
+        since: int = None,
         count: int = 720,  # <- max allowed per query
         as_np: bool = True,
-
     ) -> dict:
-
         if since is None:
             since = pendulum.now('UTC').start_of('minute').subtract(
                 minutes=count).timestamp()
 
-        elif isinstance(since, int):
-            since = pendulum.from_timestamp(since).timestamp()
-
-        else:  # presumably a pendulum datetime
-            since = since.timestamp()
-
         # UTC 2017-07-02 12:53:20 is oldest seconds value
-        since = str(max(1499000000, int(since)))
+        since = str(max(1499000000, since))
         json = await self._public(
             'OHLC',
             data={
@@ -461,16 +445,7 @@ class Client:
             array = np.array(new_bars, dtype=_ohlc_dtype) if as_np else bars
             return array
         except KeyError:
-            errmsg = json['error'][0]
+            raise SymbolNotFound(json['error'][0] + f': {symbol}')
-
-            if 'not found' in errmsg:
-                raise SymbolNotFound(errmsg + f': {symbol}')
-
-            elif 'Too many requests' in errmsg:
-                raise DataThrottle(f'{symbol}')
-
-            else:
-                raise BrokerError(errmsg)
 
 
 @acm
@@ -693,8 +668,8 @@ async def handle_order_requests(
                                 oid=msg.oid,
                                 reqid=msg.reqid,
                                 symbol=msg.symbol,
-                                # TODO: maybe figure out if pending
+                                # TODO: maybe figure out if pending cancels will
-                                # cancels will eventually get cancelled
+                                # eventually get cancelled
                                 reason="Order cancel is still pending?",
                                 broker_details=resp
                             ).dict()
@@ -1028,45 +1003,7 @@ async def open_history_client(
 
     # TODO implement history getter for the new storage layer.
     async with open_cached_client('kraken') as client:
-
+        yield client
-        # lol, kraken won't send any more then the "last"
-        # 720 1m bars.. so we have to just ignore further
-        # requests of this type..
-        queries: int = 0
-
-        async def get_ohlc(
-            end_dt: Optional[datetime] = None,
-            start_dt: Optional[datetime] = None,
-
-        ) -> tuple[
-            np.ndarray,
-            datetime,  # start
-            datetime,  # end
-        ]:
-
-            nonlocal queries
-            if queries > 0:
-                raise DataUnavailable
-
-            count = 0
-            while count <= 3:
-                try:
-                    array = await client.bars(
-                        symbol,
-                        since=end_dt,
-                    )
-                    count += 1
-                    queries += 1
-                    break
-                except DataThrottle:
-                    log.warning(f'kraken OHLC throttle for {symbol}')
-                    await trio.sleep(1)
-
-            start_dt = pendulum.from_timestamp(array[0]['time'])
-            end_dt = pendulum.from_timestamp(array[-1]['time'])
-            return array, start_dt, end_dt
-
-        yield get_ohlc
 
 
 async def backfill_bars(

piker/data/cli.py

@@ -148,7 +148,7 @@ def storesh(
             enable_modules=['piker.data._ahab'],
         ):
             symbol = symbols[0]
-            await tsdb_history_update(symbol)
+            await tsdb_history_update()
 
     trio.run(main)
 

piker/data/feed.py

@@ -67,10 +67,6 @@ from ._sampling import (
     sample_and_broadcast,
     uniform_rate_send,
 )
-from ..brokers._util import (
-    NoData,
-    DataUnavailable,
-)
 
 
 log = get_logger(__name__)
@@ -277,19 +273,7 @@ async def start_backfill(
             # and count < mx_fills
         ):
             count += 1
-            try:
             array, start_dt, end_dt = await hist(end_dt=start_dt)
-
-            except NoData:
-                # decrement by the diff in time last delivered.
-                end_dt = start_dt.subtract(seconds=(end_dt - start_dt).seconds)
-                continue
-
-            except DataUnavailable:
-                # broker is being a bish and we can't pull
-                # any more..
-                break
-
             to_push = diff_history(
                 array,
                 start_dt,

piker/data/marketstore.py

@@ -270,7 +270,6 @@ class Storage:
         self,
         fqsn: str,
         timeframe: Optional[Union[int, str]] = None,
-        end: Optional[int] = None,
 
     ) -> tuple[
         MarketstoreClient,
@@ -288,7 +287,6 @@ class Storage:
             symbols=fqsn,
             timeframe=tfstr,
             attrgroup='OHLCV',
-            end=end,
             # limit_from_start=True,
 
             # TODO: figure the max limit here given the
@@ -348,7 +346,6 @@ class Storage:
         self,
         fqsn: str,
         ohlcv: np.ndarray,
-        append_and_duplicate: bool = True,
 
     ) -> None:
         # build mkts schema compat array for writing
@@ -376,7 +373,7 @@ class Storage:
             # NOTE: will will append duplicates
             # for the same timestamp-index.
             # TODO: pre deduplicate?
-            isvariablelength=append_and_duplicate,
+            isvariablelength=True,
         )
 
         log.info(
@@ -446,17 +443,17 @@ async def tsdb_history_update(
     async with (
         open_storage_client(fqsn) as storage,
 
-        maybe_open_feed(
+        # maybe_open_feed(
-            [fqsn],
+        #     [fqsn],
-            start_stream=False,
+        #     start_stream=False,
 
-        ) as (feed, stream),
+        # ) as (feed, stream),
     ):
         profiler(f'opened feed for {fqsn}')
 
 
-        to_append = feed.shm.array
+        # to_append = feed.shm.array
-        to_prepend = None
+        # to_prepend = None
 
         if fqsn:
             symbol = feed.symbols.get(fqsn)
@@ -480,11 +477,10 @@ async def tsdb_history_update(
         log.info(f'Existing tsdb symbol set:\n{pformat(syms)}')
         profiler(f'listed symbols {syms}')
 
-        # TODO: ask if user wants to write history for detected
-        # available shm buffers?
         from tractor.trionics import ipython_embed
         await ipython_embed()
 
+
         # for array in [to_append, to_prepend]:
         #     if array is None:
         #         continue
@@ -494,7 +490,7 @@ async def tsdb_history_update(
         #     )
         #     await storage.write_ohlcv(fqsn, array)
 
-        # profiler('Finished db writes')
+        profiler('Finished db writes')
 
 
 async def ingest_quote_stream(

piker/fsp/_momo.py

@@ -167,7 +167,6 @@ def _wma(
 
     assert length == len(weights)
 
-    # lol, for long sequences this is nutso slow and expensive..
     return np.convolve(signal, weights, 'valid')
 
 

piker/fsp/_volume.py

@@ -309,7 +309,7 @@ async def flow_rates(
 
         if period > 1:
             trade_rate_wma = _wma(
-                dvlm_shm.array['trade_count'][-period:],
+                dvlm_shm.array['trade_count'],
                 period,
                 weights=weights,
             )
@@ -332,7 +332,7 @@ async def flow_rates(
 
         if period > 1:
             dark_trade_rate_wma = _wma(
-                dvlm_shm.array['dark_trade_count'][-period:],
+                dvlm_shm.array['dark_trade_count'],
                 period,
                 weights=weights,
             )

piker/ui/_curve.py

@@ -429,7 +429,10 @@ class FastAppendCurve(pg.GraphicsObject):
         if (
             # std m4 downsample conditions
             px_width
-            and abs(uppx_diff) >= 1
+            and uppx_diff >= 1
+            or uppx_diff <= -1
+            or self._step_mode and abs(uppx_diff) >= 2
+
         ):
             log.info(
                 f'{self._name} sampler change: {self._last_uppx} -> {uppx}'

piker/ui/_display.py

@@ -61,7 +61,7 @@ from ..log import get_logger
 log = get_logger(__name__)
 
 # TODO: load this from a config.toml!
-_quote_throttle_rate: int = 22  # Hz
+_quote_throttle_rate: int = 12  # Hz
 
 
 # a working tick-type-classes template
@@ -689,17 +689,15 @@ async def display_symbol_data(
         # plot historical vwap if available
         wap_in_history = False
 
-        # XXX: FOR SOME REASON THIS IS CAUSING HANGZ!?!
+        if brokermod._show_wap_in_history:
-        # if brokermod._show_wap_in_history:
 
-        #     if 'bar_wap' in bars.dtype.fields:
+            if 'bar_wap' in bars.dtype.fields:
-        #         wap_in_history = True
+                wap_in_history = True
-        #         chart.draw_curve(
+                chart.draw_curve(
-        #             name='bar_wap',
+                    name='bar_wap',
-        #             shm=ohlcv,
+                    data=bars,
-        #             color='default_light',
+                    add_label=False,
-        #             add_label=False,
+                )
-        #         )
 
         # size view to data once at outset
         chart.cv._set_yrange()

piker/ui/_flows.py

@@ -320,7 +320,7 @@ class Flow(msgspec.Struct):  # , frozen=True):
         render: bool = True,
         array_key: Optional[str] = None,
 
-        profiler: Optional[pg.debug.Profiler] = None,
+        profiler=None,
 
         **kwargs,
 
@@ -524,10 +524,7 @@ class Flow(msgspec.Struct):  # , frozen=True):
                     view_range=(ivl, ivr),  # hack
                     profiler=profiler,
                     # should_redraw=False,
-
+                    # do_append=False,
-                    # NOTE: already passed through by display loop?
-                    # do_append=uppx < 16,
-                    **kwargs,
                 )
                 curve.show()
                 profiler('updated ds curve')
@@ -592,7 +589,6 @@ class Flow(msgspec.Struct):  # , frozen=True):
         else:
             # ``FastAppendCurve`` case:
             array_key = array_key or self.name
-            uppx = graphics.x_uppx()
 
             if graphics._step_mode and self.gy is None:
                 self._iflat_first = self.shm._first.value
@@ -838,9 +834,7 @@ class Flow(msgspec.Struct):  # , frozen=True):
                     slice_to_head=-2,
 
                     should_redraw=bool(append_diff),
-
+                    # do_append=False,
-                    # NOTE: already passed through by display loop?
-                    # do_append=uppx < 16,
 
                     **kwargs
                 )
@@ -872,8 +866,6 @@ class Flow(msgspec.Struct):  # , frozen=True):
 
                     view_range=(ivl, ivr) if use_vr else None,
 
-                    # NOTE: already passed through by display loop?
-                    # do_append=uppx < 16,
                     **kwargs
                 )