dockering/ib/run_x11_vnc.sh

@@ -2,19 +2,15 @@
 
 # start VNC server
 x11vnc \
-    -listen 127.0.0.1 \
+    -ncache_cr \
-    -allow 127.0.0.1 \
+    -listen localhost \
-    -autoport 3003 \
-    -no6 \
-    -noipv6 \
     -display :1 \
-    -bg \
     -forever \
     -shared \
     -logappend /var/log/x11vnc.log \
-    -ncache_cr \
+    -bg \
-    -ncache \
+    -noipv6 \
-
+    -autoport 3003 \
     # can't use this because of ``asyncvnc`` issue:
     # https://github.com/barneygale/asyncvnc/issues/1
     # -passwd 'ibcansmbz'

piker/_daemon.py

@@ -22,10 +22,10 @@ from typing import Optional, Union, Callable, Any
 from contextlib import asynccontextmanager as acm
 from collections import defaultdict
 
-from msgspec import Struct
+from pydantic import BaseModel
-import tractor
 import trio
 from trio_typing import TaskStatus
+import tractor
 
 from .log import get_logger, get_console_log
 from .brokers import get_brokermod
@@ -47,13 +47,16 @@ _root_modules = [
 ]
 
 
-class Services(Struct):
+class Services(BaseModel):
 
     actor_n: tractor._supervise.ActorNursery
     service_n: trio.Nursery
     debug_mode: bool  # tractor sub-actor debug mode flag
     service_tasks: dict[str, tuple[trio.CancelScope, tractor.Portal]] = {}
 
+    class Config:
+        arbitrary_types_allowed = True
+
     async def start_service_task(
         self,
         name: str,

piker/brokers/binance.py

@@ -33,13 +33,14 @@ import asks
 from fuzzywuzzy import process as fuzzy
 import numpy as np
 import tractor
+from pydantic.dataclasses import dataclass
+from pydantic import BaseModel
 import wsproto
 
 from .._cacheables import open_cached_client
 from ._util import resproc, SymbolNotFound
 from ..log import get_logger, get_console_log
 from ..data import ShmArray
-from ..data.types import Struct
 from ..data._web_bs import open_autorecon_ws, NoBsWs
 
 log = get_logger(__name__)
@@ -78,14 +79,12 @@ _show_wap_in_history = False
 
 
 # https://binance-docs.github.io/apidocs/spot/en/#exchange-information
-class Pair(Struct, frozen=True):
+class Pair(BaseModel):
     symbol: str
     status: str
 
     baseAsset: str
     baseAssetPrecision: int
-    cancelReplaceAllowed: bool
-    allowTrailingStop: bool
     quoteAsset: str
     quotePrecision: int
     quoteAssetPrecision: int
@@ -105,14 +104,14 @@ class Pair(Struct, frozen=True):
     permissions: list[str]
 
 
-class OHLC(Struct):
+@dataclass
-    '''
+class OHLC:
-    Description of the flattened OHLC quote format.
+    """Description of the flattened OHLC quote format.
 
     For schema details see:
     https://binance-docs.github.io/apidocs/spot/en/#kline-candlestick-streams
 
-    '''
+    """
     time: int
 
     open: float
@@ -261,7 +260,6 @@ class Client:
         for i, bar in enumerate(bars):
 
             bar = OHLC(*bar)
-            bar.typecast()
 
             row = []
             for j, (name, ftype) in enumerate(_ohlc_dtype[1:]):
@@ -289,7 +287,7 @@ async def get_client() -> Client:
 
 
 # validation type
-class AggTrade(Struct):
+class AggTrade(BaseModel):
     e: str  # Event type
     E: int  # Event time
     s: str  # Symbol
@@ -343,9 +341,7 @@ async def stream_messages(ws: NoBsWs) -> AsyncGenerator[NoBsWs, dict]:
 
         elif msg.get('e') == 'aggTrade':
 
-            # NOTE: this is purely for a definition, ``msgspec.Struct``
+            # validate
-            # does not runtime-validate until you decode/encode.
-            # see: https://jcristharif.com/msgspec/structs.html#type-validation
             msg = AggTrade(**msg)
 
             # TODO: type out and require this quote format
@@ -356,8 +352,8 @@ async def stream_messages(ws: NoBsWs) -> AsyncGenerator[NoBsWs, dict]:
                 'brokerd_ts': time.time(),
                 'ticks': [{
                     'type': 'trade',
-                    'price': float(msg.p),
+                    'price': msg.p,
-                    'size': float(msg.q),
+                    'size': msg.q,
                     'broker_ts': msg.T,
                 }],
             }
@@ -452,7 +448,7 @@ async def stream_quotes(
             d = cache[sym.upper()]
             syminfo = Pair(**d)  # validation
 
-            si = sym_infos[sym] = syminfo.to_dict()
+            si = sym_infos[sym] = syminfo.dict()
 
             # XXX: after manually inspecting the response format we
             # just directly pick out the info we need

piker/brokers/ib/__init__.py

@@ -20,10 +20,15 @@ Interactive Brokers API backend.
 Sub-modules within break into the core functionalities:
 
 - ``broker.py`` part for orders / trading endpoints
-- ``feed.py`` for real-time data feed endpoints
+- ``data.py`` for real-time data feed endpoints
-- ``api.py`` for the core API machinery which is ``trio``-ized
+
+- ``client.py`` for the core API machinery which is ``trio``-ized
   wrapping around ``ib_insync``.
 
+- ``report.py`` for the hackery to build manual pp calcs
+  to avoid ib's absolute bullshit FIFO style position
+  tracking..
+
 """
 from .api import (
     get_client,
@@ -33,10 +38,7 @@ from .feed import (
     open_symbol_search,
     stream_quotes,
 )
-from .broker import (
+from .broker import trades_dialogue
-    trades_dialogue,
-    norm_trade_records,
-)
 
 __all__ = [
     'get_client',

piker/brokers/ib/api.py

@@ -29,7 +29,6 @@ import itertools
 from math import isnan
 from typing import (
     Any,
-    Optional,
     Union,
 )
 import asyncio
@@ -39,28 +38,16 @@ import time
 from types import SimpleNamespace
 
 
-from bidict import bidict
 import trio
 import tractor
 from tractor import to_asyncio
-import ib_insync as ibis
+from ib_insync.wrapper import RequestError
-from ib_insync.contract import (
+from ib_insync.contract import Contract, ContractDetails
-    Contract,
-    ContractDetails,
-    Option,
-)
 from ib_insync.order import Order
 from ib_insync.ticker import Ticker
-from ib_insync.objects import (
+from ib_insync.objects import Position
-    Position,
+import ib_insync as ibis
-    Fill,
+from ib_insync.wrapper import Wrapper
-    Execution,
-    CommissionReport,
-)
-from ib_insync.wrapper import (
-    Wrapper,
-    RequestError,
-)
 from ib_insync.client import Client as ib_Client
 import numpy as np
 
@@ -168,93 +155,60 @@ class NonShittyIB(ibis.IB):
         self.client.apiEnd += self.disconnectedEvent
 
 
-_futes_venues = (
-    'GLOBEX',
-    'NYMEX',
-    'CME',
-    'CMECRYPTO',
-    'COMEX',
-    'CMDTY',  # special name case..
-)
-
-_adhoc_futes_set = {
-
-    # equities
-    'nq.globex',
-    'mnq.globex',  # micro
-
-    'es.globex',
-    'mes.globex',  # micro
-
-    # cypto$
-    'brr.cmecrypto',
-    'ethusdrr.cmecrypto',
-
-    # agriculture
-    'he.nymex',  # lean hogs
-    'le.nymex',  # live cattle (geezers)
-    'gf.nymex',  # feeder cattle (younguns)
-
-    # raw
-    'lb.nymex',  # random len lumber
-
-    # metals
-    'xauusd.cmdty',  # gold spot
-    'gc.nymex',
-    'mgc.nymex',  # micro
-
-    # oil & gas
-    'cl.nymex',
-
-    'xagusd.cmdty',  # silver spot
-    'ni.nymex',  # silver futes
-    'qi.comex',  # mini-silver futes
-}
-
-
-# taken from list here:
-# https://www.interactivebrokers.com/en/trading/products-spot-currencies.php
-_adhoc_fiat_set = set((
-    'USD, AED, AUD, CAD,'
-    'CHF, CNH, CZK, DKK,'
-    'EUR, GBP, HKD, HUF,'
-    'ILS, JPY, MXN, NOK,'
-    'NZD, PLN, RUB, SAR,'
-    'SEK, SGD, TRY, ZAR'
-    ).split(' ,')
-)
-
-
 # map of symbols to contract ids
-_adhoc_symbol_map = {
+_adhoc_cmdty_data_map = {
     # https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
 
     # NOTE: some cmdtys/metals don't have trade data like gold/usd:
     # https://groups.io/g/twsapi/message/44174
     'XAUUSD': ({'conId': 69067924}, {'whatToShow': 'MIDPOINT'}),
 }
-for qsn in _adhoc_futes_set:
+
-    sym, venue = qsn.split('.')
+_futes_venues = (
-    assert venue.upper() in _futes_venues, f'{venue}'
+    'GLOBEX',
-    _adhoc_symbol_map[sym.upper()] = (
+    'NYMEX',
-        {'exchange': venue},
+    'CME',
-        {},
+    'CMECRYPTO',
 )
 
+_adhoc_futes_set = {
+
+    # equities
+    'nq.globex',
+    'mnq.globex',
+
+    'es.globex',
+    'mes.globex',
+
+    # cypto$
+    'brr.cmecrypto',
+    'ethusdrr.cmecrypto',
+
+    # agriculture
+    'he.globex',  # lean hogs
+    'le.globex',  # live cattle (geezers)
+    'gf.globex',  # feeder cattle (younguns)
+
+    # raw
+    'lb.globex',  # random len lumber
+
+    # metals
+    'xauusd.cmdty',  # gold spot
+    'gc.nymex',
+    'mgc.nymex',
+
+    'xagusd.cmdty',  # silver spot
+    'ni.nymex',  # silver futes
+    'qi.comex',  # mini-silver futes
+}
 
 # exchanges we don't support at the moment due to not knowing
 # how to do symbol-contract lookup correctly likely due
 # to not having the data feeds subscribed.
 _exch_skip_list = {
-
     'ASX',  # aussie stocks
     'MEXI',  # mexican stocks
-
+    'VALUE',  # no idea
-    # no idea
-    'VALUE',
-    'FUNDSERV',
-    'SWB2',
-    'PSE',
 }
 
 # https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
@@ -307,29 +261,27 @@ class Client:
 
         # NOTE: the ib.client here is "throttled" to 45 rps by default
 
-    async def trades(self) -> dict[str, Any]:
+    async def trades(
-        '''
+        self,
-        Return list of trade-fills from current session in ``dict``.
+        # api_only: bool = False,
 
-        '''
+    ) -> dict[str, Any]:
-        fills: list[Fill] = self.ib.fills()
+
-        norm_fills: list[dict] = []
+        # orders = await self.ib.reqCompletedOrdersAsync(
+        #     apiOnly=api_only
+        # )
+        fills = await self.ib.reqExecutionsAsync()
+        norm_fills = []
         for fill in fills:
             fill = fill._asdict()  # namedtuple
-            for key, val in fill.items():
+            for key, val in fill.copy().items():
-                match val:
+                if isinstance(val, Contract):
-                    case Contract() | Execution() | CommissionReport():
                     fill[key] = asdict(val)
 
             norm_fills.append(fill)
 
         return norm_fills
 
-    async def orders(self) -> list[Order]:
-        return await self.ib.reqAllOpenOrdersAsync(
-            apiOnly=False,
-        )
-
     async def bars(
         self,
         fqsn: str,
@@ -357,7 +309,7 @@ class Client:
 
         _enters += 1
 
-        contract = (await self.find_contracts(fqsn))[0]
+        contract = await self.find_contract(fqsn)
         bars_kwargs.update(getattr(contract, 'bars_kwargs', {}))
 
         # _min = min(2000*100, count)
@@ -412,15 +364,7 @@ class Client:
                 futs.append(self.ib.reqContractDetailsAsync(con))
 
         # batch request all details
-        try:
         results = await asyncio.gather(*futs)
-        except RequestError as err:
-            msg = err.message
-            if (
-                'No security definition' in msg
-            ):
-                log.warning(f'{msg}: {contracts}')
-                return {}
 
         # one set per future result
         details = {}
@@ -429,11 +373,20 @@ class Client:
             # XXX: if there is more then one entry in the details list
             # then the contract is so called "ambiguous".
             for d in details_set:
+                con = d.contract
 
-                # nested dataclass we probably don't need and that won't
+                key = '.'.join([
-                # IPC serialize..
+                    con.symbol,
+                    con.primaryExchange or con.exchange,
+                ])
+                expiry = con.lastTradeDateOrContractMonth
+                if expiry:
+                    key += f'.{expiry}'
+
+                # nested dataclass we probably don't need and that
+                # won't IPC serialize..
                 d.secIdList = ''
-                key, calc_price = con2fqsn(d.contract)
+
                 details[key] = d
 
         return details
@@ -463,7 +416,7 @@ class Client:
         self,
         pattern: str,
         # how many contracts to search "up to"
-        upto: int = 6,
+        upto: int = 3,
         asdicts: bool = True,
 
     ) -> dict[str, ContractDetails]:
@@ -474,6 +427,7 @@ class Client:
             pattern,
             upto=upto,
         )
+
         for key, deats in results.copy().items():
 
             tract = deats.contract
@@ -483,44 +437,21 @@ class Client:
             if sectype == 'IND':
                 results[f'{sym}.IND'] = tract
                 results.pop(key)
-                # exch = tract.exchange
-
-                # XXX: add back one of these to get the weird deadlock
-                # on the debugger from root without the latest
-                # maybe_wait_for_debugger() fix in the `open_context()`
-                # exit.
-                # assert 0
-                # if con.exchange not in _exch_skip_list:
-
                 exch = tract.exchange
-                if exch not in _exch_skip_list:
+
+                if exch in _futes_venues:
                     # try get all possible contracts for symbol as per,
                     # https://interactivebrokers.github.io/tws-api/basic_contracts.html#fut
                     con = ibis.Future(
                         symbol=sym,
                         exchange=exch,
                     )
-                    # TODO: make this work, think it's something to do
+                    try:
-                    # with the qualify flag.
-                    # cons = await self.find_contracts(
-                    #     contract=con,
-                    #     err_on_qualify=False,
-                    # )
-                    # if cons:
                         all_deats = await self.con_deats([con])
                         results |= all_deats
 
-            # forex pairs
+                    except RequestError as err:
-            elif sectype == 'CASH':
+                        log.warning(err.message)
-                dst, src = tract.localSymbol.split('.')
-                pair_key = "/".join([dst, src])
-                exch = tract.exchange.lower()
-                results[f'{pair_key}.{exch}'] = tract
-                results.pop(key)
-
-                # XXX: again seems to trigger the weird tractor
-                # bug with the debugger..
-                # assert 0
 
         return results
 
@@ -552,19 +483,13 @@ class Client:
 
         return con
 
-    async def get_con(
+    async def find_contract(
-        self,
-        conid: int,
-    ) -> Contract:
-        return await self.ib.qualifyContractsAsync(
-            ibis.Contract(conId=conid)
-        )
-
-    def parse_patt2fqsn(
         self,
         pattern: str,
+        currency: str = 'USD',
+        **kwargs,
 
-    ) -> tuple[str, str, str, str]:
+    ) -> Contract:
 
         # TODO: we can't use this currently because
         # ``wrapper.starTicker()`` currently cashes ticker instances
@@ -577,30 +502,12 @@ class Client:
         # XXX UPDATE: we can probably do the tick/trades scraping
         # inside our eventkit handler instead to bypass this entirely?
 
-        currency = ''
-
-        # fqsn parsing stage
-        # ------------------
         if '.ib' in pattern:
             from ..data._source import unpack_fqsn
-            _, symbol, expiry = unpack_fqsn(pattern)
+            broker, symbol, expiry = unpack_fqsn(pattern)
-
         else:
             symbol = pattern
-            expiry = ''
 
-        # another hack for forex pairs lul.
-        if (
-            '.idealpro' in symbol
-            # or '/' in symbol
-        ):
-            exch = 'IDEALPRO'
-            symbol = symbol.removesuffix('.idealpro')
-            if '/' in symbol:
-                symbol, currency = symbol.split('/')
-
-        else:
-            # TODO: yes, a cache..
         # try:
         #     # give the cache a go
         #     return self._contracts[symbol]
@@ -611,70 +518,42 @@ class Client:
             symbol, _, expiry = symbol.rpartition('.')
 
         # use heuristics to figure out contract "type"
-            symbol, exch = symbol.upper().rsplit('.', maxsplit=1)
+        sym, exch = symbol.upper().rsplit('.', maxsplit=1)
 
-        return symbol, currency, exch, expiry
+        qualify: bool = True
-
-    async def find_contracts(
-        self,
-        pattern: Optional[str] = None,
-        contract: Optional[Contract] = None,
-        qualify: bool = True,
-        err_on_qualify: bool = True,
-
-    ) -> Contract:
-
-        if pattern is not None:
-            symbol, currency, exch, expiry = self.parse_patt2fqsn(
-                pattern,
-            )
-            sectype = ''
-
-        else:
-            assert contract
-            symbol = contract.symbol
-            sectype = contract.secType
-            exch = contract.exchange or contract.primaryExchange
-            expiry = contract.lastTradeDateOrContractMonth
-            currency = contract.currency
-
-        # contract searching stage
-        # ------------------------
 
         # futes
         if exch in _futes_venues:
             if expiry:
                 # get the "front" contract
-                con = await self.get_fute(
+                contract = await self.get_fute(
-                    symbol=symbol,
+                    symbol=sym,
                     exchange=exch,
                     expiry=expiry,
                 )
 
             else:
                 # get the "front" contract
-                con = await self.get_fute(
+                contract = await self.get_fute(
-                    symbol=symbol,
+                    symbol=sym,
                     exchange=exch,
                     front=True,
                 )
 
-        elif (
+            qualify = False
-            exch in ('IDEALPRO')
+
-            or sectype == 'CASH'
+        elif exch in ('FOREX'):
-        ):
+            currency = ''
-            # if '/' in symbol:
+            symbol, currency = sym.split('/')
-            #     currency = ''
-            #     symbol, currency = symbol.split('/')
             con = ibis.Forex(
-                pair=''.join((symbol, currency)),
+                symbol=symbol,
                 currency=currency,
             )
             con.bars_kwargs = {'whatToShow': 'MIDPOINT'}
 
         # commodities
         elif exch == 'CMDTY':  # eg. XAUUSD.CMDTY
-            con_kwargs, bars_kwargs = _adhoc_symbol_map[symbol]
+            con_kwargs, bars_kwargs = _adhoc_cmdty_data_map[sym]
             con = ibis.Commodity(**con_kwargs)
             con.bars_kwargs = bars_kwargs
 
@@ -690,50 +569,33 @@ class Client:
                 exch = 'SMART'
 
             else:
-                # XXX: order is super important here since
-                # a primary == 'SMART' won't ever work.
-                primaryExchange = exch
                 exch = 'SMART'
+                primaryExchange = exch
 
             con = ibis.Stock(
-                symbol=symbol,
+                symbol=sym,
                 exchange=exch,
                 primaryExchange=primaryExchange,
                 currency=currency,
             )
-            exch = 'SMART' if not exch else exch
-
-        contracts = [con]
-        if qualify:
         try:
-                contracts = await self.ib.qualifyContractsAsync(con)
+            exch = 'SMART' if not exch else exch
-            except RequestError as err:
+            if qualify:
-                msg = err.message
+                contract = (await self.ib.qualifyContractsAsync(con))[0]
-                if (
-                    'No security definition' in msg
-                    and not err_on_qualify
-                ):
-                    log.warning(
-                        f'Could not find def for {con}')
-                    return None
-
             else:
-                    raise
+                assert contract
-            if not contracts:
+
+        except IndexError:
             raise ValueError(f"No contract could be found {con}")
 
-        # pack all contracts into cache
+        self._contracts[pattern] = contract
-        for tract in contracts:
-            exch: str = tract.primaryExchange or tract.exchange or exch
-            pattern = f'{symbol}.{exch}'
-            expiry = tract.lastTradeDateOrContractMonth
-            # add an entry with expiry suffix if available
-            if expiry:
-                pattern += f'.{expiry}'
 
-            self._contracts[pattern.lower()] = tract
+        # add an aditional entry with expiry suffix if available
+        conexp = contract.lastTradeDateOrContractMonth
+        if conexp:
+            self._contracts[pattern + f'.{conexp}'] = contract
 
-        return contracts
+        return contract
 
     async def get_head_time(
         self,
@@ -752,10 +614,9 @@ class Client:
     async def get_sym_details(
         self,
         symbol: str,
-
     ) -> tuple[Contract, Ticker, ContractDetails]:
 
-        contract = (await self.find_contracts(symbol))[0]
+        contract = await self.find_contract(symbol)
         ticker: Ticker = self.ib.reqMktData(
             contract,
             snapshot=True,
@@ -943,73 +804,6 @@ class Client:
         return self.ib.positions(account=account)
 
 
-def con2fqsn(
-    con: Contract,
-    _cache: dict[int, (str, bool)] = {}
-
-) -> tuple[str, bool]:
-    '''
-    Convert contracts to fqsn-style strings to be used both in symbol-search
-    matching and as feed tokens passed to the front end data deed layer.
-
-    Previously seen contracts are cached by id.
-
-    '''
-    # should be real volume for this contract by default
-    calc_price = False
-    if con.conId:
-        try:
-            return _cache[con.conId]
-        except KeyError:
-            pass
-
-    suffix = con.primaryExchange or con.exchange
-    symbol = con.symbol
-    expiry = con.lastTradeDateOrContractMonth or ''
-
-    match con:
-        case Option():
-            # TODO: option symbol parsing and sane display:
-            symbol = con.localSymbol.replace(' ', '')
-
-        case ibis.Commodity():
-            # commodities and forex don't have an exchange name and
-            # no real volume so we have to calculate the price
-            suffix = con.secType
-
-            # no real volume on this tract
-            calc_price = True
-
-        case ibis.Forex() | ibis.Contract(secType='CASH'):
-            dst, src = con.localSymbol.split('.')
-            symbol = ''.join([dst, src])
-            suffix = con.exchange
-
-            # no real volume on forex feeds..
-            calc_price = True
-
-    if not suffix:
-        entry = _adhoc_symbol_map.get(
-            con.symbol or con.localSymbol
-        )
-        if entry:
-            meta, kwargs = entry
-            cid = meta.get('conId')
-            if cid:
-                assert con.conId == meta['conId']
-            suffix = meta['exchange']
-
-    # append a `.<suffix>` to the returned symbol
-    # key for derivatives that normally is the expiry
-    # date key.
-    if expiry:
-        suffix += f'.{expiry}'
-
-    fqsn_key = '.'.join((symbol, suffix)).lower()
-    _cache[con.conId] = fqsn_key, calc_price
-    return fqsn_key, calc_price
-
-
 # per-actor API ep caching
 _client_cache: dict[tuple[str, int], Client] = {}
 _scan_ignore: set[tuple[str, int]] = set()
@@ -1017,23 +811,10 @@ _scan_ignore: set[tuple[str, int]] = set()
 
 def get_config() -> dict[str, Any]:
 
-    conf, path = config.load('brokers')
+    conf, path = config.load()
+
     section = conf.get('ib')
 
-    accounts = section.get('accounts')
-    if not accounts:
-        raise ValueError(
-            'brokers.toml -> `ib.accounts` must be defined\n'
-            f'location: {path}'
-        )
-
-    names = list(accounts.keys())
-    accts = section['accounts'] = bidict(accounts)
-    log.info(
-        f'brokers.toml defines {len(accts)} accounts: '
-        f'{pformat(names)}'
-    )
-
     if section is None:
         log.warning(f'No config section found for ib in {path}')
         return {}
@@ -1209,7 +990,7 @@ async def load_aio_clients(
         for acct, client in _accounts2clients.items():
             log.info(f'Disconnecting {acct}@{client}')
             client.ib.disconnect()
-            _client_cache.pop((host, port), None)
+            _client_cache.pop((host, port))
 
 
 async def load_clients_for_trio(
@@ -1238,6 +1019,9 @@ async def load_clients_for_trio(
             await asyncio.sleep(float('inf'))
 
 
+_proxies: dict[str, MethodProxy] = {}
+
+
 @acm
 async def open_client_proxies() -> tuple[
     dict[str, MethodProxy],
@@ -1260,14 +1044,13 @@ async def open_client_proxies() -> tuple[
         if cache_hit:
             log.info(f'Re-using cached clients: {clients}')
 
-        proxies = {}
         for acct_name, client in clients.items():
             proxy = await stack.enter_async_context(
                 open_client_proxy(client),
             )
-            proxies[acct_name] = proxy
+            _proxies[acct_name] = proxy
 
-        yield proxies, clients
+        yield _proxies, clients
 
 
 def get_preferred_data_client(
@@ -1416,13 +1199,11 @@ async def open_client_proxy(
     event_table = {}
 
     async with (
-
         to_asyncio.open_channel_from(
             open_aio_client_method_relay,
             client=client,
             event_consumers=event_table,
         ) as (first, chan),
-
         trio.open_nursery() as relay_n,
     ):
 

piker/brokers/ib/feed.py

@@ -41,8 +41,7 @@ from trio_typing import TaskStatus
 from piker.data._sharedmem import ShmArray
 from .._util import SymbolNotFound, NoData
 from .api import (
-    # _adhoc_futes_set,
+    _adhoc_futes_set,
-    con2fqsn,
     log,
     load_aio_clients,
     ibis,
@@ -208,6 +207,8 @@ async def get_bars(
 
         except RequestError as err:
             msg = err.message
+            # why do we always need to rebind this?
+            # _err = err
 
             if 'No market data permissions for' in msg:
                 # TODO: signalling for no permissions searches
@@ -216,8 +217,8 @@ async def get_bars(
                 )
 
             elif (
-                err.code == 162 and
+                err.code == 162
-                'HMDS query returned no data' in err.message
+                and 'HMDS query returned no data' in err.message
             ):
                 # XXX: this is now done in the storage mgmt layer
                 # and we shouldn't implicitly decrement the frame dt
@@ -236,14 +237,6 @@ async def get_bars(
                     frame_size=2000,
                 )
 
-            # elif (
-            #     err.code == 162 and
-            #     'Trading TWS session is connected from a different IP
-            #     address' in err.message
-            # ):
-            #     log.warning("ignoring ip address warning")
-            #     continue
-
             elif _pacing in msg:
 
                 log.warning(
@@ -301,13 +294,7 @@ async def get_bars(
                 else:
 
                     log.warning('Sending CONNECTION RESET')
-                    res = await data_reset_hack(reset_type='connection')
+                    await data_reset_hack(reset_type='connection')
-                    if not res:
-                        log.warning(
-                            'NO VNC DETECTED!\n'
-                            'Manually press ctrl-alt-f on your IB java app'
-                        )
-                        # break
 
                     with trio.move_on_after(timeout) as cs:
                         for name, ev in [
@@ -566,18 +553,38 @@ async def open_aio_quote_stream(
 
 
 # TODO: cython/mypyc/numba this!
-# or we can at least cache a majority of the values
-# except for the ones we expect to change?..
 def normalize(
     ticker: Ticker,
     calc_price: bool = False
 
 ) -> dict:
 
+    # should be real volume for this contract by default
+    calc_price = False
+
     # check for special contract types
     con = ticker.contract
+    if type(con) in (
+        ibis.Commodity,
+        ibis.Forex,
+    ):
+        # commodities and forex don't have an exchange name and
+        # no real volume so we have to calculate the price
+        suffix = con.secType
+        # no real volume on this tract
+        calc_price = True
 
-    fqsn, calc_price = con2fqsn(con)
+    else:
+        suffix = con.primaryExchange
+        if not suffix:
+            suffix = con.exchange
+
+        # append a `.<suffix>` to the returned symbol
+        # key for derivatives that normally is the expiry
+        # date key.
+        expiry = con.lastTradeDateOrContractMonth
+        if expiry:
+            suffix += f'.{expiry}'
 
     # convert named tuples to dicts so we send usable keys
     new_ticks = []
@@ -609,7 +616,9 @@ def normalize(
 
     # generate fqsn with possible specialized suffix
     # for derivatives, note the lowercase.
-    data['symbol'] = data['fqsn'] = fqsn
+    data['symbol'] = data['fqsn'] = '.'.join(
+        (con.symbol, suffix)
+    ).lower()
 
     # convert named tuples to dicts for transport
     tbts = data.get('tickByTicks')
@@ -674,13 +683,6 @@ async def stream_quotes(
             # TODO: more consistent field translation
             atype = syminfo['asset_type'] = asset_type_map[syminfo['secType']]
 
-            if atype in {
-                'forex',
-                'index',
-                'commodity',
-            }:
-                syminfo['no_vlm'] = True
-
             # for stocks it seems TWS reports too small a tick size
             # such that you can't submit orders with that granularity?
             min_tick = 0.01 if atype == 'stock' else 0
@@ -707,9 +709,9 @@ async def stream_quotes(
                 },
 
             }
-            return init_msgs, syminfo
+            return init_msgs
 
-        init_msgs, syminfo = mk_init_msgs()
+        init_msgs = mk_init_msgs()
 
         # TODO: we should instead spawn a task that waits on a feed to start
         # and let it wait indefinitely..instead of this hard coded stuff.
@@ -718,13 +720,7 @@ async def stream_quotes(
 
         # it might be outside regular trading hours so see if we can at
         # least grab history.
-        if (
+        if isnan(first_ticker.last):
-            isnan(first_ticker.last)
-            and type(first_ticker.contract) not in (
-                ibis.Commodity,
-                ibis.Forex
-            )
-        ):
             task_status.started((init_msgs, first_quote))
 
             # it's not really live but this will unblock
@@ -747,16 +743,10 @@ async def stream_quotes(
             task_status.started((init_msgs, first_quote))
 
             async with aclosing(stream):
-                if syminfo.get('no_vlm', False):
+                if type(first_ticker.contract) not in (
-
+                    ibis.Commodity,
-                    # generally speaking these feeds don't
+                    ibis.Forex
-                    # include vlm data.
+                ):
-                    atype = syminfo['asset_type']
-                    log.info(
-                        f'Non-vlm asset {sym}@{atype}, skipping quote poll...'
-                    )
-
-                else:
                     # wait for real volume on feed (trading might be closed)
                     while True:
                         ticker = await stream.receive()
@@ -815,9 +805,6 @@ async def data_reset_hack(
           successful.
         - other OS support?
         - integration with ``ib-gw`` run in docker + Xorg?
-        - is it possible to offer a local server that can be accessed by
-          a client? Would be sure be handy for running native java blobs
-          that need to be wrangle.
 
     '''
 
@@ -848,10 +835,7 @@ async def data_reset_hack(
             client.mouse.click()
             client.keyboard.press('Ctrl', 'Alt', key)  # keys are stacked
 
-    try:
     await tractor.to_asyncio.run_task(vnc_click_hack)
-    except OSError:
-        return False
 
     # we don't really need the ``xdotool`` approach any more B)
     return True
@@ -925,18 +909,17 @@ async def open_symbol_search(
                     # trigger async request
                     await trio.sleep(0)
 
-                    # # match against our ad-hoc set immediately
+                    # match against our ad-hoc set immediately
-                    # adhoc_matches = fuzzy.extractBests(
+                    adhoc_matches = fuzzy.extractBests(
-                    #     pattern,
+                        pattern,
-                    #     list(_adhoc_futes_set),
+                        list(_adhoc_futes_set),
-                    #     score_cutoff=90,
+                        score_cutoff=90,
-                    # )
+                    )
-                    # log.info(f'fuzzy matched adhocs: {adhoc_matches}')
+                    log.info(f'fuzzy matched adhocs: {adhoc_matches}')
-                    # adhoc_match_results = {}
+                    adhoc_match_results = {}
-                    # if adhoc_matches:
+                    if adhoc_matches:
-                    #     # TODO: do we need to pull contract details?
+                        # TODO: do we need to pull contract details?
-                    #     adhoc_match_results = {i[0]: {} for i in
+                        adhoc_match_results = {i[0]: {} for i in adhoc_matches}
-                    #     adhoc_matches}
 
                 log.debug(f'fuzzy matching stocks {stock_results}')
                 stock_matches = fuzzy.extractBests(
@@ -945,8 +928,7 @@ async def open_symbol_search(
                     score_cutoff=50,
                 )
 
-                # matches = adhoc_match_results | {
+                matches = adhoc_match_results | {
-                matches = {
                     item[0]: {} for item in stock_matches
                 }
                 # TODO: we used to deliver contract details

piker/brokers/kraken/README.rst

@@ -1,64 +0,0 @@
-``kraken`` backend
-------------------
-though they don't have the most liquidity of all the cexes they sure are
-accommodating to those of us who appreciate a little ``xmr``.
-
-status
-******
-current support is *production grade* and both real-time data and order
-management should be correct and fast. this backend is used by core devs
-for live trading.
-
-
-config
-******
-In order to get order mode support your ``brokers.toml``
-needs to have something like the following:
-
-.. code:: toml
-
-   [kraken]
-   accounts.spot = 'spot'
-   key_descr = "spot"
-   api_key = "69696969696969696696969696969696969696969696969696969696"
-   secret = "BOOBSBOOBSBOOBSBOOBSBOOBSSMBZ69696969696969669969696969696"
-
-
-If everything works correctly you should see any current positions
-loaded in the pps pane on chart load and you should also be able to
-check your trade records in the file::
-
-    <pikerk_conf_dir>/ledgers/trades_kraken_spot.toml
-
-
-An example ledger file will have entries written verbatim from the
-trade events schema:
-
-.. code:: toml
-
-    [TFJBKK-SMBZS-VJ4UWS]
-    ordertxid = "SMBZSA-7CNQU-3HWLNJ"
-    postxid = "SMBZSE-M7IF5-CFI7LT"
-    pair = "XXMRZEUR"
-    time = 1655691993.4133966
-    type = "buy"
-    ordertype = "limit"
-    price = "103.97000000"
-    cost = "499.99999977"
-    fee = "0.80000000"
-    vol = "4.80907954"
-    margin = "0.00000000"
-    misc = ""
-
-
-your ``pps.toml`` file will have position entries like,
-
-.. code:: toml
-
-   [kraken.spot."xmreur.kraken"]
-   size = 4.80907954
-   ppu = 103.97000000
-   bsuid = "XXMRZEUR"
-   clears = [
-    { tid = "TFJBKK-SMBZS-VJ4UWS", cost = 0.8, price = 103.97, size = 4.80907954, dt = "2022-05-20T02:26:33.413397+00:00" },
-   ]

piker/brokers/kraken/__init__.py

@@ -1,61 +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/>.
-
-'''
-Kraken backend.
-
-Sub-modules within break into the core functionalities:
-
-- ``broker.py`` part for orders / trading endpoints
-- ``feed.py`` for real-time data feed endpoints
-- ``api.py`` for the core API machinery which is ``trio``-ized
-  wrapping around ``ib_insync``.
-
-'''
-
-from piker.log import get_logger
-
-log = get_logger(__name__)
-
-from .api import (
-    get_client,
-)
-from .feed import (
-    open_history_client,
-    open_symbol_search,
-    stream_quotes,
-)
-from .broker import (
-    trades_dialogue,
-    norm_trade_records,
-)
-
-__all__ = [
-    'get_client',
-    'trades_dialogue',
-    'open_history_client',
-    'open_symbol_search',
-    'stream_quotes',
-    'norm_trade_records',
-]
-
-
-# tractor RPC enable arg
-__enable_modules__: list[str] = [
-    'api',
-    'feed',
-    'broker',
-]

piker/brokers/kraken/api.py

@@ -1,540 +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/>.
-
-'''
-Kraken web API wrapping.
-
-'''
-from contextlib import asynccontextmanager as acm
-from datetime import datetime
-import itertools
-from typing import (
-    Any,
-    Optional,
-    Union,
-)
-import time
-
-from bidict import bidict
-import pendulum
-import asks
-from fuzzywuzzy import process as fuzzy
-import numpy as np
-import urllib.parse
-import hashlib
-import hmac
-import base64
-import trio
-
-from piker import config
-from piker.brokers._util import (
-    resproc,
-    SymbolNotFound,
-    BrokerError,
-    DataThrottle,
-)
-from piker.pp import Transaction
-from . import log
-
-# <uri>/<version>/
-_url = 'https://api.kraken.com/0'
-
-
-# Broker specific ohlc schema which includes a vwap field
-_ohlc_dtype = [
-    ('index', int),
-    ('time', int),
-    ('open', float),
-    ('high', float),
-    ('low', float),
-    ('close', float),
-    ('volume', float),
-    ('count', int),
-    ('bar_wap', float),
-]
-
-# UI components allow this to be declared such that additional
-# (historical) fields can be exposed.
-ohlc_dtype = np.dtype(_ohlc_dtype)
-
-_show_wap_in_history = True
-_symbol_info_translation: dict[str, str] = {
-    'tick_decimals': 'pair_decimals',
-}
-
-
-def get_config() -> dict[str, Any]:
-
-    conf, path = config.load()
-    section = conf.get('kraken')
-
-    if section is None:
-        log.warning(f'No config section found for kraken in {path}')
-        return {}
-
-    return section
-
-
-def get_kraken_signature(
-    urlpath: str,
-    data: dict[str, Any],
-    secret: str
-) -> str:
-    postdata = urllib.parse.urlencode(data)
-    encoded = (str(data['nonce']) + postdata).encode()
-    message = urlpath.encode() + hashlib.sha256(encoded).digest()
-
-    mac = hmac.new(base64.b64decode(secret), message, hashlib.sha512)
-    sigdigest = base64.b64encode(mac.digest())
-    return sigdigest.decode()
-
-
-class InvalidKey(ValueError):
-    '''
-    EAPI:Invalid key
-    This error is returned when the API key used for the call is
-    either expired or disabled, please review the API key in your
-    Settings -> API tab of account management or generate a new one
-    and update your application.
-
-    '''
-
-
-class Client:
-
-    # global symbol normalization table
-    _ntable: dict[str, str] = {}
-    _atable: bidict[str, str] = bidict()
-
-    def __init__(
-        self,
-        config: dict[str, str],
-        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.conf: dict[str, str] = config
-        self._pairs: list[str] = []
-        self._name = name
-        self._api_key = api_key
-        self._secret = secret
-
-    @property
-    def pairs(self) -> dict[str, Any]:
-        if self._pairs is None:
-            raise RuntimeError(
-                "Make sure to run `cache_symbols()` on startup!"
-            )
-            # retreive and cache all symbols
-
-        return self._pairs
-
-    async def _public(
-        self,
-        method: str,
-        data: dict,
-    ) -> dict[str, Any]:
-        resp = await self._sesh.post(
-            path=f'/public/{method}',
-            json=data,
-            timeout=float('inf')
-        )
-        return resproc(resp, log)
-
-    async def _private(
-        self,
-        method: str,
-        data: dict,
-        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)
-        }
-        resp = await self._sesh.post(
-            path=f'/private/{method}',
-            data=data,
-            headers=headers,
-            timeout=float('inf')
-        )
-        return resproc(resp, log)
-
-    async def endpoint(
-        self,
-        method: str,
-        data: dict[str, Any]
-
-    ) -> dict[str, Any]:
-        uri_path = f'/0/private/{method}'
-        data['nonce'] = str(int(1000*time.time()))
-        return await self._private(method, data, uri_path)
-
-    async def get_balances(
-        self,
-    ) -> dict[str, float]:
-        '''
-        Return the set of asset balances for this account
-        by symbol.
-
-        '''
-        resp = await self.endpoint(
-            'Balance',
-            {},
-        )
-        by_bsuid = resp['result']
-        return {
-            self._atable[sym].lower(): float(bal)
-            for sym, bal in by_bsuid.items()
-        }
-
-    async def get_assets(self) -> dict[str, dict]:
-        resp = await self._public('Assets', {})
-        return resp['result']
-
-    async def cache_assets(self) -> None:
-        assets = self.assets = await self.get_assets()
-        for bsuid, info in assets.items():
-            self._atable[bsuid] = info['altname']
-
-    async def get_trades(
-        self,
-        fetch_limit: int = 10,
-
-    ) -> dict[str, Any]:
-        '''
-        Get the trades (aka cleared orders) history from the rest endpoint:
-        https://docs.kraken.com/rest/#operation/getTradeHistory
-
-        '''
-        ofs = 0
-        trades_by_id: dict[str, Any] = {}
-
-        for i in itertools.count():
-            if i >= fetch_limit:
-                break
-
-            # increment 'ofs' pagination offset
-            ofs = i*50
-
-            resp = await self.endpoint(
-                'TradesHistory',
-                {'ofs': ofs},
-            )
-            by_id = resp['result']['trades']
-            trades_by_id.update(by_id)
-
-            # we can get up to 50 results per query
-            if (
-                len(by_id) < 50
-            ):
-                err = resp.get('error')
-                if err:
-                    raise BrokerError(err)
-
-                # we know we received the max amount of
-                # trade results so there may be more history.
-                # catch the end of the trades
-                count = resp['result']['count']
-                break
-
-        # santity check on update
-        assert count == len(trades_by_id.values())
-        return trades_by_id
-
-    async def get_xfers(
-        self,
-        asset: str,
-        src_asset: str = '',
-
-    ) -> dict[str, Transaction]:
-        '''
-        Get asset balance transfer transactions.
-
-        Currently only withdrawals are supported.
-
-        '''
-        xfers: list[dict] = (await self.endpoint(
-            'WithdrawStatus',
-            {'asset': asset},
-        ))['result']
-
-        # eg. resp schema:
-        # 'result': [{'method': 'Bitcoin', 'aclass': 'currency', 'asset':
-        #     'XXBT', 'refid': 'AGBJRMB-JHD2M4-NDI3NR', 'txid':
-        #     'b95d66d3bb6fd76cbccb93f7639f99a505cb20752c62ea0acc093a0e46547c44',
-        #     'info': 'bc1qc8enqjekwppmw3g80p56z5ns7ze3wraqk5rl9z',
-        #     'amount': '0.00300726', 'fee': '0.00001000', 'time':
-        #     1658347714, 'status': 'Success'}]}
-
-        trans: dict[str, Transaction] = {}
-        for entry in xfers:
-            # look up the normalized name
-            asset = self._atable[entry['asset']].lower()
-
-            # XXX: this is in the asset units (likely) so it isn't
-            # quite the same as a commisions cost necessarily..)
-            cost = float(entry['fee'])
-
-            tran = Transaction(
-                fqsn=asset + '.kraken',
-                tid=entry['txid'],
-                dt=pendulum.from_timestamp(entry['time']),
-                bsuid=f'{asset}{src_asset}',
-                size=-1*(
-                    float(entry['amount'])
-                    +
-                    cost
-                ),
-                # since this will be treated as a "sell" it
-                # shouldn't be needed to compute the be price.
-                price='NaN',
-
-                # XXX: see note above
-                cost=0,
-            )
-            trans[tran.tid] = tran
-
-        return trans
-
-    async def submit_limit(
-        self,
-        symbol: str,
-        price: float,
-        action: str,
-        size: float,
-        reqid: str = None,
-        validate: bool = False  # set True test call without a real submission
-
-    ) -> dict:
-        '''
-        Place an order and return integer request id provided by client.
-
-        '''
-        # Build common data dict for common keys from both endpoints
-        data = {
-            "pair": symbol,
-            "price": str(price),
-            "validate": validate
-        }
-        if reqid is None:
-            # Build order data for kraken api
-            data |= {
-                "ordertype": "limit",
-                "type": action,
-                "volume": str(size),
-            }
-            return await self.endpoint('AddOrder', data)
-
-        else:
-            # Edit order data for kraken api
-            data["txid"] = reqid
-            return await self.endpoint('EditOrder', data)
-
-    async def submit_cancel(
-        self,
-        reqid: str,
-    ) -> dict:
-        '''
-        Send cancel request for order id ``reqid``.
-
-        '''
-        # txid is a transaction id given by kraken
-        return await self.endpoint('CancelOrder', {"txid": reqid})
-
-    async def symbol_info(
-        self,
-        pair: Optional[str] = None,
-
-    ) -> dict[str, dict[str, str]]:
-
-        if pair is not None:
-            pairs = {'pair': pair}
-        else:
-            pairs = None  # get all pairs
-
-        resp = await self._public('AssetPairs', pairs)
-        err = resp['error']
-        if err:
-            symbolname = pairs['pair'] if pair else None
-            raise SymbolNotFound(f'{symbolname}.kraken')
-
-        pairs = resp['result']
-
-        if pair is not None:
-            _, data = next(iter(pairs.items()))
-            return data
-        else:
-            return pairs
-
-    async def cache_symbols(
-        self,
-    ) -> dict:
-        if not self._pairs:
-            self._pairs = await self.symbol_info()
-
-            ntable = {}
-            for restapikey, info in self._pairs.items():
-                ntable[restapikey] = ntable[info['wsname']] = info['altname']
-
-            self._ntable.update(ntable)
-
-        return self._pairs
-
-    async def search_symbols(
-        self,
-        pattern: str,
-        limit: int = None,
-    ) -> dict[str, Any]:
-        if self._pairs is not None:
-            data = self._pairs
-        else:
-            data = await self.symbol_info()
-
-        matches = fuzzy.extractBests(
-            pattern,
-            data,
-            score_cutoff=50,
-        )
-        # repack in dict form
-        return {item[0]['altname']: item[0] for item in matches}
-
-    async def bars(
-        self,
-        symbol: str = 'XBTUSD',
-
-        # UTC 2017-07-02 12:53:20
-        since: Optional[Union[int, datetime]] = 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)))
-        json = await self._public(
-            'OHLC',
-            data={
-                'pair': symbol,
-                'since': since,
-            },
-        )
-        try:
-            res = json['result']
-            res.pop('last')
-            bars = next(iter(res.values()))
-
-            new_bars = []
-
-            first = bars[0]
-            last_nz_vwap = first[-3]
-            if last_nz_vwap == 0:
-                # use close if vwap is zero
-                last_nz_vwap = first[-4]
-
-            # convert all fields to native types
-            for i, bar in enumerate(bars):
-                # normalize weird zero-ed vwap values..cmon kraken..
-                # indicates vwap didn't change since last bar
-                vwap = float(bar.pop(-3))
-                if vwap != 0:
-                    last_nz_vwap = vwap
-                if vwap == 0:
-                    vwap = last_nz_vwap
-
-                # re-insert vwap as the last of the fields
-                bar.append(vwap)
-
-                new_bars.append(
-                    (i,) + tuple(
-                        ftype(bar[j]) for j, (name, ftype) in enumerate(
-                            _ohlc_dtype[1:]
-                        )
-                    )
-                )
-            array = np.array(new_bars, dtype=_ohlc_dtype) if as_np else bars
-            return array
-        except KeyError:
-            errmsg = json['error'][0]
-
-            if 'not found' in errmsg:
-                raise SymbolNotFound(errmsg + f': {symbol}')
-
-            elif 'Too many requests' in errmsg:
-                raise DataThrottle(f'{symbol}')
-
-            else:
-                raise BrokerError(errmsg)
-
-    @classmethod
-    def normalize_symbol(
-        cls,
-        ticker: str
-    ) -> str:
-        '''
-        Normalize symbol names to to a 3x3 pair from the global
-        definition map which we build out from the data retreived from
-        the 'AssetPairs' endpoint, see methods above.
-
-        '''
-        ticker = cls._ntable[ticker]
-        symlen = len(ticker)
-        if symlen != 6:
-            raise ValueError(f'Unhandled symbol: {ticker}')
-
-        return ticker.lower()
-
-
-@acm
-async def get_client() -> Client:
-
-    conf = get_config()
-    if conf:
-        client = Client(
-            conf,
-            name=conf['key_descr'],
-            api_key=conf['api_key'],
-            secret=conf['secret']
-        )
-    else:
-        client = Client({})
-
-    # at startup, load all symbols, and asset info in
-    # batch requests.
-    async with trio.open_nursery() as nurse:
-        nurse.start_soon(client.cache_assets)
-        await client.cache_symbols()
-
-    yield client

piker/brokers/kraken/feed.py

@@ -1,507 +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/>.
-
-'''
-Real-time and historical data feed endpoints.
-
-'''
-from contextlib import asynccontextmanager as acm
-from datetime import datetime
-from typing import (
-    Any,
-    Optional,
-    Callable,
-)
-import time
-
-from async_generator import aclosing
-from fuzzywuzzy import process as fuzzy
-import numpy as np
-import pendulum
-from trio_typing import TaskStatus
-import tractor
-import trio
-import wsproto
-
-from piker._cacheables import open_cached_client
-from piker.brokers._util import (
-    BrokerError,
-    DataThrottle,
-    DataUnavailable,
-)
-from piker.log import get_console_log
-from piker.data import ShmArray
-from piker.data.types import Struct
-from piker.data._web_bs import open_autorecon_ws, NoBsWs
-from . import log
-from .api import (
-    Client,
-)
-
-
-# https://www.kraken.com/features/api#get-tradable-pairs
-class Pair(Struct):
-    altname: str  # alternate pair name
-    wsname: str  # WebSocket pair name (if available)
-    aclass_base: str  # asset class of base component
-    base: str  # asset id of base component
-    aclass_quote: str  # asset class of quote component
-    quote: str  # asset id of quote component
-    lot: str  # volume lot size
-
-    pair_decimals: int  # scaling decimal places for pair
-    lot_decimals: int  # scaling decimal places for volume
-
-    # amount to multiply lot volume by to get currency volume
-    lot_multiplier: float
-
-    # array of leverage amounts available when buying
-    leverage_buy: list[int]
-    # array of leverage amounts available when selling
-    leverage_sell: list[int]
-
-    # fee schedule array in [volume, percent fee] tuples
-    fees: list[tuple[int, float]]
-
-    # maker fee schedule array in [volume, percent fee] tuples (if on
-    # maker/taker)
-    fees_maker: list[tuple[int, float]]
-
-    fee_volume_currency: str  # volume discount currency
-    margin_call: str  # margin call level
-    margin_stop: str  # stop-out/liquidation margin level
-    ordermin: float  # minimum order volume for pair
-
-
-class OHLC(Struct):
-    '''
-    Description of the flattened OHLC quote format.
-
-    For schema details see:
-        https://docs.kraken.com/websockets/#message-ohlc
-
-    '''
-    chan_id: int  # internal kraken id
-    chan_name: str  # eg. ohlc-1  (name-interval)
-    pair: str  # fx pair
-    time: float  # Begin time of interval, in seconds since epoch
-    etime: float  # End time of interval, in seconds since epoch
-    open: float  # Open price of interval
-    high: float  # High price within interval
-    low: float  # Low price within interval
-    close: float  # Close price of interval
-    vwap: float  # Volume weighted average price within interval
-    volume: float  # Accumulated volume **within interval**
-    count: int  # Number of trades within interval
-    # (sampled) generated tick data
-    ticks: list[Any] = []
-
-
-async def stream_messages(
-    ws: NoBsWs,
-):
-    '''
-    Message stream parser and heartbeat handler.
-
-    Deliver ws subscription messages as well as handle heartbeat logic
-    though a single async generator.
-
-    '''
-    too_slow_count = last_hb = 0
-
-    while True:
-
-        with trio.move_on_after(5) as cs:
-            msg = await ws.recv_msg()
-
-        # trigger reconnection if heartbeat is laggy
-        if cs.cancelled_caught:
-
-            too_slow_count += 1
-
-            if too_slow_count > 20:
-                log.warning(
-                    "Heartbeat is too slow, resetting ws connection")
-
-                await ws._connect()
-                too_slow_count = 0
-                continue
-
-        match msg:
-            case {'event': 'heartbeat'}:
-                now = time.time()
-                delay = now - last_hb
-                last_hb = now
-
-                # XXX: why tf is this not printing without --tl flag?
-                log.debug(f"Heartbeat after {delay}")
-                # print(f"Heartbeat after {delay}")
-
-                continue
-
-            case _:
-                # passthrough sub msgs
-                yield msg
-
-
-async def process_data_feed_msgs(
-    ws: NoBsWs,
-):
-    '''
-    Parse and pack data feed messages.
-
-    '''
-    async for msg in stream_messages(ws):
-        match msg:
-            case {
-                'errorMessage': errmsg
-            }:
-                raise BrokerError(errmsg)
-
-            case {
-                'event': 'subscriptionStatus',
-            } as sub:
-                log.info(
-                    'WS subscription is active:\n'
-                    f'{sub}'
-                )
-                continue
-
-            case [
-                chan_id,
-                *payload_array,
-                chan_name,
-                pair
-            ]:
-                if 'ohlc' in chan_name:
-                    ohlc = OHLC(
-                        chan_id,
-                        chan_name,
-                        pair,
-                        *payload_array[0]
-                    )
-                    ohlc.typecast()
-                    yield 'ohlc', ohlc
-
-                elif 'spread' in chan_name:
-
-                    bid, ask, ts, bsize, asize = map(
-                        float, payload_array[0])
-
-                    # TODO: really makes you think IB has a horrible API...
-                    quote = {
-                        'symbol': pair.replace('/', ''),
-                        'ticks': [
-                            {'type': 'bid', 'price': bid, 'size': bsize},
-                            {'type': 'bsize', 'price': bid, 'size': bsize},
-
-                            {'type': 'ask', 'price': ask, 'size': asize},
-                            {'type': 'asize', 'price': ask, 'size': asize},
-                        ],
-                    }
-                    yield 'l1', quote
-
-                # elif 'book' in msg[-2]:
-                #     chan_id, *payload_array, chan_name, pair = msg
-                #     print(msg)
-
-            case _:
-                print(f'UNHANDLED MSG: {msg}')
-                # yield msg
-
-
-def normalize(
-    ohlc: OHLC,
-
-) -> dict:
-    quote = ohlc.to_dict()
-    quote['broker_ts'] = quote['time']
-    quote['brokerd_ts'] = time.time()
-    quote['symbol'] = quote['pair'] = quote['pair'].replace('/', '')
-    quote['last'] = quote['close']
-    quote['bar_wap'] = ohlc.vwap
-
-    # seriously eh? what's with this non-symmetry everywhere
-    # in subscription systems...
-    # XXX: piker style is always lowercases symbols.
-    topic = quote['pair'].replace('/', '').lower()
-
-    # print(quote)
-    return topic, quote
-
-
-def make_sub(pairs: list[str], data: dict[str, Any]) -> dict[str, str]:
-    '''
-    Create a request subscription packet dict.
-
-    https://docs.kraken.com/websockets/#message-subscribe
-
-    '''
-    # eg. specific logic for this in kraken's sync client:
-    # https://github.com/krakenfx/kraken-wsclient-py/blob/master/kraken_wsclient_py/kraken_wsclient_py.py#L188
-    return {
-        'pair': pairs,
-        'event': 'subscribe',
-        'subscription': data,
-    }
-
-
-@acm
-async def open_history_client(
-    symbol: str,
-
-) -> tuple[Callable, int]:
-
-    # TODO implement history getter for the new storage layer.
-    async with open_cached_client('kraken') as 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, {'erlangs': 1, 'rate': 1}
-
-
-async def backfill_bars(
-
-    sym: str,
-    shm: ShmArray,  # type: ignore # noqa
-    count: int = 10,  # NOTE: any more and we'll overrun the underlying buffer
-    task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
-
-) -> None:
-    '''
-    Fill historical bars into shared mem / storage afap.
-    '''
-    with trio.CancelScope() as cs:
-        async with open_cached_client('kraken') as client:
-            bars = await client.bars(symbol=sym)
-            shm.push(bars)
-            task_status.started(cs)
-
-
-async def stream_quotes(
-
-    send_chan: trio.abc.SendChannel,
-    symbols: list[str],
-    feed_is_live: trio.Event,
-    loglevel: str = None,
-
-    # backend specific
-    sub_type: str = 'ohlc',
-
-    # startup sync
-    task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
-
-) -> None:
-    '''
-    Subscribe for ohlc stream of quotes for ``pairs``.
-
-    ``pairs`` must be formatted <crypto_symbol>/<fiat_symbol>.
-
-    '''
-    # XXX: required to propagate ``tractor`` loglevel to piker logging
-    get_console_log(loglevel or tractor.current_actor().loglevel)
-
-    ws_pairs = {}
-    sym_infos = {}
-
-    async with open_cached_client('kraken') as client, send_chan as send_chan:
-
-        # keep client cached for real-time section
-        for sym in symbols:
-
-            # transform to upper since piker style is always lower
-            sym = sym.upper()
-
-            si = Pair(**await client.symbol_info(sym))  # validation
-            syminfo = si.to_dict()
-            syminfo['price_tick_size'] = 1 / 10**si.pair_decimals
-            syminfo['lot_tick_size'] = 1 / 10**si.lot_decimals
-            syminfo['asset_type'] = 'crypto'
-            sym_infos[sym] = syminfo
-            ws_pairs[sym] = si.wsname
-
-        symbol = symbols[0].lower()
-
-        init_msgs = {
-            # pass back token, and bool, signalling if we're the writer
-            # and that history has been written
-            symbol: {
-                'symbol_info': sym_infos[sym],
-                'shm_write_opts': {'sum_tick_vml': False},
-                'fqsn': sym,
-            },
-        }
-
-        @acm
-        async def subscribe(ws: wsproto.WSConnection):
-            # XXX: setup subs
-            # https://docs.kraken.com/websockets/#message-subscribe
-            # specific logic for this in kraken's shitty sync client:
-            # https://github.com/krakenfx/kraken-wsclient-py/blob/master/kraken_wsclient_py/kraken_wsclient_py.py#L188
-            ohlc_sub = make_sub(
-                list(ws_pairs.values()),
-                {'name': 'ohlc', 'interval': 1}
-            )
-
-            # TODO: we want to eventually allow unsubs which should
-            # be completely fine to request from a separate task
-            # since internally the ws methods appear to be FIFO
-            # locked.
-            await ws.send_msg(ohlc_sub)
-
-            # trade data (aka L1)
-            l1_sub = make_sub(
-                list(ws_pairs.values()),
-                {'name': 'spread'}  # 'depth': 10}
-            )
-
-            # pull a first quote and deliver
-            await ws.send_msg(l1_sub)
-
-            yield
-
-            # unsub from all pairs on teardown
-            await ws.send_msg({
-                'pair': list(ws_pairs.values()),
-                'event': 'unsubscribe',
-                'subscription': ['ohlc', 'spread'],
-            })
-
-            # XXX: do we need to ack the unsub?
-            # await ws.recv_msg()
-
-        # see the tips on reconnection logic:
-        # https://support.kraken.com/hc/en-us/articles/360044504011-WebSocket-API-unexpected-disconnections-from-market-data-feeds
-        ws: NoBsWs
-        async with (
-            open_autorecon_ws(
-                'wss://ws.kraken.com/',
-                fixture=subscribe,
-            ) as ws,
-            aclosing(process_data_feed_msgs(ws)) as msg_gen,
-        ):
-            # pull a first quote and deliver
-            typ, ohlc_last = await anext(msg_gen)
-            topic, quote = normalize(ohlc_last)
-
-            task_status.started((init_msgs,  quote))
-
-            # lol, only "closes" when they're margin squeezing clients ;P
-            feed_is_live.set()
-
-            # keep start of last interval for volume tracking
-            last_interval_start = ohlc_last.etime
-
-            # start streaming
-            async for typ, ohlc in msg_gen:
-
-                if typ == 'ohlc':
-
-                    # TODO: can get rid of all this by using
-                    # ``trades`` subscription...
-
-                    # generate tick values to match time & sales pane:
-                    # https://trade.kraken.com/charts/KRAKEN:BTC-USD?period=1m
-                    volume = ohlc.volume
-
-                    # new OHLC sample interval
-                    if ohlc.etime > last_interval_start:
-                        last_interval_start = ohlc.etime
-                        tick_volume = volume
-
-                    else:
-                        # this is the tick volume *within the interval*
-                        tick_volume = volume - ohlc_last.volume
-
-                    ohlc_last = ohlc
-                    last = ohlc.close
-
-                    if tick_volume:
-                        ohlc.ticks.append({
-                            'type': 'trade',
-                            'price': last,
-                            'size': tick_volume,
-                        })
-
-                    topic, quote = normalize(ohlc)
-
-                elif typ == 'l1':
-                    quote = ohlc
-                    topic = quote['symbol'].lower()
-
-                await send_chan.send({topic: quote})
-
-
-@tractor.context
-async def open_symbol_search(
-    ctx: tractor.Context,
-
-) -> Client:
-    async with open_cached_client('kraken') as client:
-
-        # load all symbols locally for fast search
-        cache = await client.cache_symbols()
-        await ctx.started(cache)
-
-        async with ctx.open_stream() as stream:
-
-            async for pattern in stream:
-
-                matches = fuzzy.extractBests(
-                    pattern,
-                    cache,
-                    score_cutoff=50,
-                )
-                # repack in dict form
-                await stream.send(
-                    {item[0]['altname']: item[0]
-                     for item in matches}
-                )

piker/calc.py

@@ -101,30 +101,3 @@ 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/_allocate.py

@@ -22,10 +22,54 @@ from enum import Enum
 from typing import Optional
 
 from bidict import bidict
+from pydantic import BaseModel, validator
 
 from ..data._source import Symbol
-from ..data.types import Struct
+from ._messages import BrokerdPosition, Status
-from ..pp import Position
+
+
+class Position(BaseModel):
+    '''
+    Basic pp (personal position) model with attached fills history.
+
+    This type should be IPC wire ready?
+
+    '''
+    symbol: Symbol
+
+    # last size and avg entry price
+    size: float
+    avg_price: float  # TODO: contextual pricing
+
+    # ordered record of known constituent trade messages
+    fills: list[Status] = []
+
+    def update_from_msg(
+        self,
+        msg: BrokerdPosition,
+
+    ) -> None:
+
+        # XXX: better place to do this?
+        symbol = self.symbol
+
+        lot_size_digits = symbol.lot_size_digits
+        avg_price, size = (
+            round(msg['avg_price'], ndigits=symbol.tick_size_digits),
+            round(msg['size'], ndigits=lot_size_digits),
+        )
+
+        self.avg_price = avg_price
+        self.size = size
+
+    @property
+    def dsize(self) -> float:
+        '''
+        The "dollar" size of the pp, normally in trading (fiat) unit
+        terms.
+
+        '''
+        return self.avg_price * self.size
 
 
 _size_units = bidict({
@@ -40,30 +84,33 @@ SizeUnit = Enum(
 )
 
 
-class Allocator(Struct):
+class Allocator(BaseModel):
+
+    class Config:
+        validate_assignment = True
+        copy_on_model_validation = False
+        arbitrary_types_allowed = True
+
+        # required to get the account validator lookup working?
+        extra = 'allow'
+        underscore_attrs_are_private = False
 
     symbol: Symbol
     account: Optional[str] = 'paper'
-
-    _size_units: bidict[str, Optional[str]] = _size_units
-
     # TODO: for enums this clearly doesn't fucking work, you can't set
     # a default at startup by passing in a `dict` but yet you can set
     # that value through assignment..for wtv cucked reason.. honestly, pure
     # unintuitive garbage.
-    _size_unit: str = 'currency'
+    size_unit: str = 'currency'
+    _size_units: dict[str, Optional[str]] = _size_units
 
-    @property
+    @validator('size_unit', pre=True)
-    def size_unit(self) -> str:
+    def maybe_lookup_key(cls, v):
-        return self._size_unit
+        # apply the corresponding enum key for the text "description" value
-
-    @size_unit.setter
-    def size_unit(self, v: str) -> Optional[str]:
         if v not in _size_units:
-            v = _size_units.inverse[v]
+            return _size_units.inverse[v]
 
         assert v in _size_units
-        self._size_unit = v
         return v
 
     # TODO: if we ever want ot support non-uniform entry-slot-proportion
@@ -126,7 +173,7 @@ class Allocator(Struct):
             l_sub_pp = self.units_limit - abs_live_size
 
         elif size_unit == 'currency':
-            live_cost_basis = abs_live_size * live_pp.ppu
+            live_cost_basis = abs_live_size * live_pp.avg_price
             slot_size = currency_per_slot / price
             l_sub_pp = (self.currency_limit - live_cost_basis) / price
 
@@ -158,7 +205,7 @@ class Allocator(Struct):
             if size_unit == 'currency':
                 # compute the "projected" limit's worth of units at the
                 # current pp (weighted) price:
-                slot_size = currency_per_slot / live_pp.ppu
+                slot_size = currency_per_slot / live_pp.avg_price
 
             else:
                 slot_size = u_per_slot
@@ -197,12 +244,7 @@ class Allocator(Struct):
         if order_size < slot_size:
             # compute a fractional slots size to display
             slots_used = self.slots_used(
-                Position(
+                Position(symbol=sym, size=order_size, avg_price=price)
-                    symbol=sym,
-                    size=order_size,
-                    ppu=price,
-                    bsuid=sym,
-                )
             )
 
         return {
@@ -229,8 +271,8 @@ class Allocator(Struct):
         abs_pp_size = abs(pp.size)
 
         if self.size_unit == 'currency':
-            # live_currency_size = size or (abs_pp_size * pp.ppu)
+            # live_currency_size = size or (abs_pp_size * pp.avg_price)
-            live_currency_size = abs_pp_size * pp.ppu
+            live_currency_size = abs_pp_size * pp.avg_price
             prop = live_currency_size / self.currency_limit
 
         else:
@@ -258,7 +300,7 @@ def mk_allocator(
     # default allocation settings
     defaults: dict[str, float] = {
         'account': None,  # select paper by default
-        # 'size_unit': 'currency',
+        'size_unit': 'currency',
         'units_limit': 400,
         'currency_limit': 5e3,
         'slots': 4,
@@ -297,13 +339,10 @@ def mk_allocator(
         # entry step 1.0
         alloc.units_limit = alloc.slots
 
-    else:
-        alloc.size_unit = 'currency'
-
     # if the current position is already greater then the limit
     # settings, increase the limit to the current position
     if alloc.size_unit == 'currency':
-        startup_size = startup_pp.size * startup_pp.ppu
+        startup_size = startup_pp.size * startup_pp.avg_price
 
         if startup_size > alloc.currency_limit:
             alloc.currency_limit = round(startup_size, ndigits=2)

piker/clearing/_client.py

@@ -31,7 +31,6 @@ from ..log import get_logger
 from ._ems import _emsd_main
 from .._daemon import maybe_open_emsd
 from ._messages import Order, Cancel
-from ..brokers import get_brokermod
 
 
 log = get_logger(__name__)
@@ -59,11 +58,11 @@ class OrderBook:
 
     def send(
         self,
-        msg: Order | dict,
+        msg: Order,
 
     ) -> dict:
         self._sent_orders[msg.oid] = msg
-        self._to_ems.send_nowait(msg)
+        self._to_ems.send_nowait(msg.dict())
         return msg
 
     def update(
@@ -74,8 +73,9 @@ class OrderBook:
 
     ) -> dict:
         cmd = self._sent_orders[uuid]
-        msg = cmd.copy(update=data)
+        msg = cmd.dict()
-        self._sent_orders[uuid] = msg
+        msg.update(data)
+        self._sent_orders[uuid] = Order(**msg)
         self._to_ems.send_nowait(msg)
         return cmd
 
@@ -83,18 +83,12 @@ class OrderBook:
         """Cancel an order (or alert) in the EMS.
 
         """
-        cmd = self._sent_orders.get(uuid)
+        cmd = self._sent_orders[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,
         )
-        self._to_ems.send_nowait(msg)
+        self._to_ems.send_nowait(msg.dict())
 
 
 _orders: OrderBook = None
@@ -155,17 +149,10 @@ async def relay_order_cmds_from_sync_code(
     book = get_orders()
     async with book._from_order_book.subscribe() as orders_stream:
         async for cmd in orders_stream:
-            sym = cmd.symbol
+            if cmd['symbol'] == symbol_key:
-            msg = pformat(cmd)
+                log.info(f'Send order cmd:\n{pformat(cmd)}')
-            if sym == symbol_key:
-                log.info(f'Send order cmd:\n{msg}')
                 # send msg over IPC / wire
                 await to_ems_stream.send(cmd)
-            else:
-                log.warning(
-                    f'Ignoring unmatched order cmd for {sym} != {symbol_key}:'
-                    f'\n{msg}'
-                )
 
 
 @acm
@@ -217,35 +204,20 @@ async def open_ems(
     from ..data._source import unpack_fqsn
     broker, symbol, suffix = unpack_fqsn(fqsn)
 
-    mode: str = 'live'
-
     async with maybe_open_emsd(broker) as portal:
 
-        mod = get_brokermod(broker)
-        if not getattr(mod, 'trades_dialogue', None):
-            mode = 'paper'
-
         async with (
             # connect to emsd
             portal.open_context(
 
                 _emsd_main,
                 fqsn=fqsn,
-                exec_mode=mode,
 
-            ) as (
+            ) as (ctx, (positions, accounts)),
-                ctx,
-                (
-                    positions,
-                    accounts,
-                    dialogs,
-                )
-            ),
 
             # open 2-way trade command stream
             ctx.open_stream() as trades_stream,
         ):
-            # start sync code order msg delivery task
             async with trio.open_nursery() as n:
                 n.start_soon(
                     relay_order_cmds_from_sync_code,
@@ -253,10 +225,4 @@ async def open_ems(
                     trades_stream
                 )
 
-                yield (
+                yield book, trades_stream, positions, accounts
-                    book,
-                    trades_stream,
-                    positions,
-                    accounts,
-                    dialogs,
-                )

piker/clearing/_messages.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) Tyler Goodlet (in stewardship for pikers)
+# Copyright (C) Tyler Goodlet (in stewardship for piker0)
 
 # 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
@@ -15,95 +15,22 @@
 # along with this program.  If not, see <https://www.gnu.org/licenses/>.
 
 """
-Clearing sub-system message and protocols.
+Clearing system messagingn types and protocols.
 
 """
-# from collections import (
+from typing import Optional, Union
-#     ChainMap,
+
-#     deque,
+# TODO: try out just encoding/send direction for now?
-# )
+# import msgspec
-from typing import (
+from pydantic import BaseModel
-    Optional,
-    Literal,
-)
 
 from ..data._source import Symbol
-from ..data.types import Struct
 
-
-# TODO: a composite for tracking msg flow on 2-legged
-# dialogs.
-# class Dialog(ChainMap):
-#     '''
-#     Msg collection abstraction to easily track the state changes of
-#     a msg flow in one high level, query-able and immutable construct.
-
-#     The main use case is to query data from a (long-running)
-#     msg-transaction-sequence
-
-
-#     '''
-#     def update(
-#         self,
-#         msg,
-#     ) -> None:
-#         self.maps.insert(0, msg.to_dict())
-
-#     def flatten(self) -> dict:
-#         return dict(self)
-
-
-# TODO: ``msgspec`` stuff worth paying attention to:
-# - schema evolution:
-# https://jcristharif.com/msgspec/usage.html#schema-evolution
-# - for eg. ``BrokerdStatus``, instead just have separate messages?
-# - use literals for a common msg determined by diff keys?
-#   - https://jcristharif.com/msgspec/usage.html#literal
-
-# --------------
 # Client -> emsd
-# --------------
-
-class Order(Struct):
-
-    # TODO: ideally we can combine these 2 fields into
-    # 1 and just use the size polarity to determine a buy/sell.
-    # i would like to see this become more like
-    # https://jcristharif.com/msgspec/usage.html#literal
-    # action: Literal[
-    #     'live',
-    #     'dark',
-    #     'alert',
-    # ]
-
-    action: Literal[
-        'buy',
-        'sell',
-        'alert',
-    ]
-    # determines whether the create execution
-    # will be submitted to the ems or directly to
-    # the backend broker
-    exec_mode: Literal[
-        'dark',
-        'live',
-        # 'paper',  no right?
-    ]
-
-    # internal ``emdsd`` unique "order id"
-    oid: str  # uuid4
-    symbol: str | Symbol
-    account: str  # should we set a default as '' ?
-
-    price: float
-    size: float  # -ve is "sell", +ve is "buy"
-
-    brokers: Optional[list[str]] = []
 
 
-class Cancel(Struct):
+class Cancel(BaseModel):
-    '''
+    '''Cancel msg for removing a dark (ems triggered) or
-    Cancel msg for removing a dark (ems triggered) or
     broker-submitted (live) trigger/order.
 
     '''
@@ -112,57 +39,82 @@ class Cancel(Struct):
     symbol: str
 
 
-# --------------
+class Order(BaseModel):
+
+    action: str  # {'buy', 'sell', 'alert'}
+    # internal ``emdsd`` unique "order id"
+    oid: str  # uuid4
+    symbol: Union[str, Symbol]
+    account: str  # should we set a default as '' ?
+
+    price: float
+    size: float
+    brokers: list[str]
+
+    # Assigned once initial ack is received
+    # ack_time_ns: Optional[int] = None
+
+    # determines whether the create execution
+    # will be submitted to the ems or directly to
+    # the backend broker
+    exec_mode: str  # {'dark', 'live', 'paper'}
+
+    class Config:
+        # just for pre-loading a ``Symbol`` when used
+        # in the order mode staging process
+        arbitrary_types_allowed = True
+        # don't copy this model instance when used in
+        # a recursive model
+        copy_on_model_validation = False
+
 # Client <- emsd
-# --------------
 # update msgs from ems which relay state change info
 # from the active clearing engine.
 
-class Status(Struct):
+
+class Status(BaseModel):
 
     name: str = 'status'
+    oid: str  # uuid4
     time_ns: int
-    oid: str  # uuid4 ems-order dialog id
 
-    resp: Literal[
+    # {
-      'pending',  # acked by broker but not yet open
+    #   'dark_submitted',
-      'open',
+    #   'dark_cancelled',
-      'dark_open',  # dark/algo triggered order is open in ems clearing loop
+    #   'dark_triggered',
-      'triggered',  # above triggered order sent to brokerd, or an alert closed
+
-      'closed',  # fully cleared all size/units
+    #   'broker_submitted',
-      'fill',  # partial execution
+    #   'broker_cancelled',
-      'canceled',
+    #   'broker_executed',
-      'error',
+    #   'broker_filled',
-    ]
+    #   'broker_errored',
+
+    #   'alert_submitted',
+    #   'alert_triggered',
+
+    # }
+    resp: str  # "response", see above
+
+    # symbol: str
+
+    # trigger info
+    trigger_price: Optional[float] = None
+    # price: float
+
+    # broker: Optional[str] = None
 
     # this maps normally to the ``BrokerdOrder.reqid`` below, an id
     # normally allocated internally by the backend broker routing system
-    reqid: Optional[int | str] = None
+    broker_reqid: Optional[Union[int, str]] = None
 
-    # the (last) source order/request msg if provided
+    # for relaying backend msg data "through" the ems layer
-    # (eg. the Order/Cancel which causes this msg) and
-    # acts as a back-reference to the corresponding
-    # request message which was the source of this msg.
-    req: Optional[Order | Cancel] = None
-
-    # XXX: better design/name here?
-    # flag that can be set to indicate a message for an order
-    # event that wasn't originated by piker's emsd (eg. some external
-    # trading system which does it's own order control but that you
-    # might want to "track" using piker UIs/systems).
-    src: Optional[str] = None
-
-    # for relaying a boxed brokerd-dialog-side msg data "through" the
-    # ems layer to clients.
     brokerd_msg: dict = {}
 
 
-# ---------------
 # emsd -> brokerd
-# ---------------
 # requests *sent* from ems to respective backend broker daemon
 
-class BrokerdCancel(Struct):
+class BrokerdCancel(BaseModel):
 
     action: str = 'cancel'
     oid: str  # piker emsd order id
@@ -175,38 +127,34 @@ class BrokerdCancel(Struct):
     # for setting a unique order id then this value will be relayed back
     # on the emsd order request stream as the ``BrokerdOrderAck.reqid``
     # field
-    reqid: Optional[int | str] = None
+    reqid: Optional[Union[int, str]] = None
 
 
-class BrokerdOrder(Struct):
+class BrokerdOrder(BaseModel):
 
+    action: str  # {buy, sell}
     oid: str
     account: str
     time_ns: int
 
-    # TODO: if we instead rely on a +ve/-ve size to determine
-    # the action we more or less don't need this field right?
-    action: str = ''  # {buy, sell}
-
     # "broker request id": broker specific/internal order id if this is
     # None, creates a new order otherwise if the id is valid the backend
     # api must modify the existing matching order. If the broker allows
     # for setting a unique order id then this value will be relayed back
     # on the emsd order request stream as the ``BrokerdOrderAck.reqid``
     # field
-    reqid: Optional[int | str] = None
+    reqid: Optional[Union[int, str]] = None
 
-    symbol: str  # fqsn
+    symbol: str  # symbol.<providername> ?
     price: float
     size: float
 
 
-# ---------------
 # emsd <- brokerd
-# ---------------
 # requests *received* to ems from broker backend
 
-class BrokerdOrderAck(Struct):
+
+class BrokerdOrderAck(BaseModel):
     '''
     Immediate reponse to a brokerd order request providing the broker
     specific unique order id so that the EMS can associate this
@@ -217,32 +165,39 @@ class BrokerdOrderAck(Struct):
     name: str = 'ack'
 
     # defined and provided by backend
-    reqid: int | str
+    reqid: Union[int, str]
 
     # emsd id originally sent in matching request msg
     oid: str
     account: str = ''
 
 
-class BrokerdStatus(Struct):
+class BrokerdStatus(BaseModel):
 
     name: str = 'status'
-    reqid: int | str
+    reqid: Union[int, str]
     time_ns: int
-    status: Literal[
-        'open',
-        'canceled',
-        'fill',
-        'pending',
-        'error',
-    ]
 
-    account: str
+    # XXX: should be best effort set for every update
+    account: str = ''
+
+    # {
+    #   'submitted',
+    #   'cancelled',
+    #   'filled',
+    # }
+    status: str
+
     filled: float = 0.0
     reason: str = ''
     remaining: float = 0.0
 
-    # external: bool = False
+    # XXX: better design/name here?
+    # flag that can be set to indicate a message for an order
+    # event that wasn't originated by piker's emsd (eg. some external
+    # trading system which does it's own order control but that you
+    # might want to "track" using piker UIs/systems).
+    external: bool = False
 
     # XXX: not required schema as of yet
     broker_details: dict = {
@@ -250,14 +205,14 @@ class BrokerdStatus(Struct):
     }
 
 
-class BrokerdFill(Struct):
+class BrokerdFill(BaseModel):
     '''
     A single message indicating a "fill-details" event from the broker
     if avaiable.
 
     '''
     name: str = 'fill'
-    reqid: int | str
+    reqid: Union[int, str]
     time_ns: int
 
     # order exeuction related
@@ -275,7 +230,7 @@ class BrokerdFill(Struct):
     broker_time: float
 
 
-class BrokerdError(Struct):
+class BrokerdError(BaseModel):
     '''
     Optional error type that can be relayed to emsd for error handling.
 
@@ -287,14 +242,14 @@ class BrokerdError(Struct):
 
     # if no brokerd order request was actually submitted (eg. we errored
     # at the ``pikerd`` layer) then there will be ``reqid`` allocated.
-    reqid: Optional[int | str] = None
+    reqid: Optional[Union[int, str]] = None
 
     symbol: str
     reason: str
     broker_details: dict = {}
 
 
-class BrokerdPosition(Struct):
+class BrokerdPosition(BaseModel):
     '''Position update event from brokerd.
 
     '''
@@ -303,6 +258,6 @@ class BrokerdPosition(Struct):
     broker: str
     account: str
     symbol: str
+    currency: str
     size: float
     avg_price: float
-    currency: str = ''

piker/clearing/_paper_engine.py

@@ -22,36 +22,21 @@ from contextlib import asynccontextmanager
 from datetime import datetime
 from operator import itemgetter
 import time
-from typing import (
+from typing import Tuple, Optional, Callable
-    Any,
-    Optional,
-    Callable,
-)
 import uuid
 
 from bidict import bidict
-import pendulum
 import trio
 import tractor
 from dataclasses import dataclass
 
 from .. import data
-from ..data._source import Symbol
-from ..pp import (
-    Position,
-    Transaction,
-)
 from ..data._normalize import iterticks
 from ..data._source import unpack_fqsn
 from ..log import get_logger
 from ._messages import (
-    BrokerdCancel,
+    BrokerdCancel, BrokerdOrder, BrokerdOrderAck, BrokerdStatus,
-    BrokerdOrder,
+    BrokerdFill, BrokerdPosition, BrokerdError
-    BrokerdOrderAck,
-    BrokerdStatus,
-    BrokerdFill,
-    BrokerdPosition,
-    BrokerdError,
 )
 
 
@@ -76,12 +61,11 @@ class PaperBoi:
     _buys: bidict
     _sells: bidict
     _reqids: bidict
-    _positions: dict[str, Position]
+    _positions: dict[str, BrokerdPosition]
-    _trade_ledger: dict[str, Any]
 
     # init edge case L1 spread
-    last_ask: tuple[float, float] = (float('inf'), 0)  # price, size
+    last_ask: Tuple[float, float] = (float('inf'), 0)  # price, size
-    last_bid: tuple[float, float] = (0, 0)
+    last_bid: Tuple[float, float] = (0, 0)
 
     async def submit_limit(
         self,
@@ -91,28 +75,27 @@ class PaperBoi:
         action: str,
         size: float,
         reqid: Optional[str],
-
     ) -> int:
-        '''
+        """Place an order and return integer request id provided by client.
-        Place an order and return integer request id provided by client.
 
-        '''
+        """
         is_modify: bool = False
+        if reqid is None:
+            reqid = str(uuid.uuid4())
+
+        else:
+            # order is already existing, this is a modify
+            (oid, symbol, action, old_price) = self._reqids[reqid]
+            assert old_price != price
+            is_modify = True
+
+        # register order internally
+        self._reqids[reqid] = (oid, symbol, action, price)
 
         if action == 'alert':
             # bypass all fill simulation
             return reqid
 
-        entry = self._reqids.get(reqid)
-        if entry:
-            # order is already existing, this is a modify
-            (oid, symbol, action, old_price) = entry
-            assert old_price != price
-            is_modify = True
-        else:
-            # register order internally
-            self._reqids[reqid] = (oid, symbol, action, price)
-
         # TODO: net latency model
         # we checkpoint here quickly particulalry
         # for dark orders since we want the dark_executed
@@ -124,18 +107,15 @@ class PaperBoi:
             size = -size
 
         msg = BrokerdStatus(
-            status='open',
+            status='submitted',
-            # account=f'paper_{self.broker}',
-            account='paper',
             reqid=reqid,
+            broker=self.broker,
             time_ns=time.time_ns(),
             filled=0.0,
             reason='paper_trigger',
             remaining=size,
-
-            broker_details={'name': 'paperboi'},
         )
-        await self.ems_trades_stream.send(msg)
+        await self.ems_trades_stream.send(msg.dict())
 
         # if we're already a clearing price simulate an immediate fill
         if (
@@ -143,14 +123,7 @@ class PaperBoi:
             ) or (
             action == 'sell' and (clear_price := self.last_bid[0]) >= price
         ):
-            await self.fake_fill(
+            await self.fake_fill(symbol, clear_price, size, action, reqid, oid)
-                symbol,
-                clear_price,
-                size,
-                action,
-                reqid,
-                oid,
-            )
 
         else:
             # register this submissions as a paper live order
@@ -192,14 +165,13 @@ class PaperBoi:
         await trio.sleep(0.05)
 
         msg = BrokerdStatus(
-            status='canceled',
+            status='cancelled',
-            # account=f'paper_{self.broker}',
+            oid=oid,
-            account='paper',
             reqid=reqid,
+            broker=self.broker,
             time_ns=time.time_ns(),
-            broker_details={'name': 'paperboi'},
         )
-        await self.ems_trades_stream.send(msg)
+        await self.ems_trades_stream.send(msg.dict())
 
     async def fake_fill(
         self,
@@ -223,15 +195,16 @@ class PaperBoi:
         """
         # TODO: net latency model
         await trio.sleep(0.05)
-        fill_time_ns = time.time_ns()
-        fill_time_s = time.time()
 
-        fill_msg = BrokerdFill(
+        msg = BrokerdFill(
+
             reqid=reqid,
-            time_ns=fill_time_ns,
+            time_ns=time.time_ns(),
+
             action=action,
             size=size,
             price=price,
+
             broker_time=datetime.now().timestamp(),
             broker_details={
                 'paper_info': {
@@ -241,54 +214,37 @@ class PaperBoi:
                 'name': self.broker + '_paper',
             },
         )
-        await self.ems_trades_stream.send(fill_msg)
+        await self.ems_trades_stream.send(msg.dict())
-
-        self._trade_ledger.update(fill_msg.to_dict())
 
         if order_complete:
+
             msg = BrokerdStatus(
+
                 reqid=reqid,
                 time_ns=time.time_ns(),
-                # account=f'paper_{self.broker}',
+
-                account='paper',
+                status='filled',
-                status='closed',
                 filled=size,
                 remaining=0 if order_complete else remaining,
-                # broker_details={
+
-                #     'paper_info': {
+                action=action,
-                #         'oid': oid,
+                size=size,
-                #     },
+                price=price,
-                #     'action': action,
+
-                #     'size': size,
+                broker_details={
-                #     'price': price,
+                    'paper_info': {
-                #     'name': self.broker,
+                        'oid': oid,
-                # },
+                    },
+                    'name': self.broker,
+                },
             )
-            await self.ems_trades_stream.send(msg)
+            await self.ems_trades_stream.send(msg.dict())
 
         # lookup any existing position
         token = f'{symbol}.{self.broker}'
-        pp = self._positions.setdefault(
+        pp_msg = self._positions.setdefault(
             token,
-            Position(
+            BrokerdPosition(
-                Symbol(key=symbol),
-                size=size,
-                ppu=price,
-                bsuid=symbol,
-            )
-        )
-        t = Transaction(
-            fqsn=symbol,
-            tid=oid,
-            size=size,
-            price=price,
-            cost=0,  # TODO: cost model
-            dt=pendulum.from_timestamp(fill_time_s),
-            bsuid=symbol,
-        )
-        pp.add_clear(t)
-
-        pp_msg = BrokerdPosition(
                 broker=self.broker,
                 account='paper',
                 symbol=symbol,
@@ -296,17 +252,41 @@ class PaperBoi:
                 # broker info. i guess for crypto this can be
                 # inferred from the pair?
                 currency='',
-            size=pp.size,
+                size=0.0,
-            avg_price=pp.ppu,
+                avg_price=0,
+            )
         )
 
-        await self.ems_trades_stream.send(pp_msg)
+        # "avg position price" calcs
+        # TODO: eventually it'd be nice to have a small set of routines
+        # to do this stuff from a sequence of cleared orders to enable
+        # so called "contextual positions".
+        new_size = size + pp_msg.size
+
+        # old size minus the new size gives us size differential with
+        # +ve -> increase in pp size
+        # -ve -> decrease in pp size
+        size_diff = abs(new_size) - abs(pp_msg.size)
+
+        if new_size == 0:
+            pp_msg.avg_price = 0
+
+        elif size_diff > 0:
+            # only update the "average position price" when the position
+            # size increases not when it decreases (i.e. the position is
+            # being made smaller)
+            pp_msg.avg_price = (
+                abs(size) * price + pp_msg.avg_price * abs(pp_msg.size)
+            ) / abs(new_size)
+
+        pp_msg.size = new_size
+
+        await self.ems_trades_stream.send(pp_msg.dict())
 
 
 async def simulate_fills(
     quote_stream: 'tractor.ReceiveStream',  # noqa
     client: PaperBoi,
-
 ) -> None:
 
     # TODO: more machinery to better simulate real-world market things:
@@ -326,51 +306,47 @@ async def simulate_fills(
 
     # this stream may eventually contain multiple symbols
     async for quotes in quote_stream:
+
         for sym, quote in quotes.items():
+
             for tick in iterticks(
                 quote,
                 # dark order price filter(s)
                 types=('ask', 'bid', 'trade', 'last')
             ):
                 # print(tick)
-                match tick:
+                tick_price = tick.get('price')
-                    case {
+                ttype = tick['type']
-                        'price': tick_price,
+
-                        'type': 'ask',
+                if ttype in ('ask',):
-                    }:
+
                     client.last_ask = (
                         tick_price,
                         tick.get('size', client.last_ask[1]),
                     )
 
                     orders = client._buys.get(sym, {})
+
                     book_sequence = reversed(
                         sorted(orders.keys(), key=itemgetter(1)))
 
                     def pred(our_price):
-                            return tick_price <= our_price
+                        return tick_price < our_price
+
+                elif ttype in ('bid',):
 
-                    case {
-                        'price': tick_price,
-                        'type': 'bid',
-                    }:
                     client.last_bid = (
                         tick_price,
                         tick.get('size', client.last_bid[1]),
                     )
+
                     orders = client._sells.get(sym, {})
-                        book_sequence = sorted(
+                    book_sequence = sorted(orders.keys(), key=itemgetter(1))
-                            orders.keys(),
-                            key=itemgetter(1)
-                        )
 
                     def pred(our_price):
-                            return tick_price >= our_price
+                        return tick_price > our_price
 
-                    case {
+                elif ttype in ('trade', 'last'):
-                        'price': tick_price,
-                        'type': ('trade' | 'last'),
-                    }:
                     # TODO: simulate actual book queues and our orders
                     # place in it, might require full L2 data?
                     continue
@@ -407,46 +383,24 @@ async def handle_order_requests(
     # order_request: dict
     async for request_msg in ems_order_stream:
 
-        # action = request_msg['action']
+        action = request_msg['action']
-        match request_msg:
+
-        # if action in {'buy', 'sell'}:
+        if action in {'buy', 'sell'}:
-            case {'action': ('buy' | 'sell')}:
+
-                order = BrokerdOrder(**request_msg)
+            account = request_msg['account']
-                account = order.account
             if account != 'paper':
                 log.error(
-                        'This is a paper account,'
+                    'This is a paper account, only a `paper` selection is valid'
-                        ' only a `paper` selection is valid'
                 )
                 await ems_order_stream.send(BrokerdError(
-                        # oid=request_msg['oid'],
+                    oid=request_msg['oid'],
-                        oid=order.oid,
+                    symbol=request_msg['symbol'],
-                        # symbol=request_msg['symbol'],
-                        symbol=order.symbol,
                     reason=f'Paper only. No account found: `{account}` ?',
-                    ))
+                ).dict())
                 continue
 
             # validate
-            # order = BrokerdOrder(**request_msg)
+            order = BrokerdOrder(**request_msg)
-
-                # if order.reqid is None:
-                #     reqid = 
-                # else:
-                reqid = order.reqid or str(uuid.uuid4())
-
-                # deliver ack that order has been submitted to broker routing
-                await ems_order_stream.send(
-                    BrokerdOrderAck(
-
-                        # ems order request id
-                        oid=order.oid,
-
-                        # broker specific request id
-                        reqid=reqid,
-
-                    )
-                )
 
             # call our client api to submit the order
             reqid = await client.submit_limit(
@@ -461,17 +415,30 @@ async def handle_order_requests(
                 # there is no existing order so ask the client to create
                 # a new one (which it seems to do by allocating an int
                 # counter - collision prone..)
-                    reqid=reqid,
+                reqid=order.reqid,
             )
 
-            # elif action == 'cancel':
+            # deliver ack that order has been submitted to broker routing
-            case {'action': 'cancel'}:
+            await ems_order_stream.send(
+                BrokerdOrderAck(
+
+                    # ems order request id
+                    oid=order.oid,
+
+                    # broker specific request id
+                    reqid=reqid,
+
+                ).dict()
+            )
+
+        elif action == 'cancel':
             msg = BrokerdCancel(**request_msg)
+
             await client.submit_cancel(
                 reqid=msg.reqid
             )
 
-            case _:
+        else:
             log.error(f'Unknown order command: {request_msg}')
 
 
@@ -487,6 +454,7 @@ async def trades_dialogue(
     tractor.log.get_console_log(loglevel)
 
     async with (
+
         data.open_feed(
             [fqsn],
             loglevel=loglevel,
@@ -496,12 +464,13 @@ async def trades_dialogue(
         # TODO: load paper positions per broker from .toml config file
         # and pass as symbol to position data mapping: ``dict[str, dict]``
         # await ctx.started(all_positions)
-        await ctx.started(({}, ['paper']))
+        await ctx.started(({}, {'paper',}))
 
         async with (
             ctx.open_stream() as ems_stream,
             trio.open_nursery() as n,
         ):
+
             client = PaperBoi(
                 broker,
                 ems_stream,
@@ -512,16 +481,9 @@ async def trades_dialogue(
 
                 # TODO: load paper positions from ``positions.toml``
                 _positions={},
-
-                # TODO: load postions from ledger file
-                _trade_ledger={},
             )
 
-            n.start_soon(
+            n.start_soon(handle_order_requests, client, ems_stream)
-                handle_order_requests,
-                client,
-                ems_stream,
-            )
 
             # paper engine simulator clearing task
             await simulate_fills(feed.stream, client)
@@ -549,7 +511,6 @@ async def open_paperboi(
         # (we likely don't need more then one proc for basic
         # simulated order clearing)
         if portal is None:
-            log.info('Starting new paper-engine actor')
             portal = await tn.start_actor(
                 service_name,
                 enable_modules=[__name__]
@@ -562,4 +523,5 @@ async def open_paperboi(
                 loglevel=loglevel,
 
         ) as (ctx, first):
+
             yield ctx, first

piker/cli/__init__.py

@@ -83,9 +83,9 @@ def pikerd(loglevel, host, tl, pdb, tsdb):
 
                 )
                 log.info(
-                    f'`marketstored` up!\n'
+                    f'`marketstore` up!\n'
-                    f'pid: {pid}\n'
+                    f'`marketstored` pid: {pid}\n'
-                    f'container id: {cid[:12]}\n'
+                    f'docker container id: {cid}\n'
                     f'config: {pformat(config)}'
                 )
 

piker/config.py

@@ -21,7 +21,6 @@ Broker configuration mgmt.
 import platform
 import sys
 import os
-from os import path
 from os.path import dirname
 import shutil
 from typing import Optional
@@ -112,7 +111,6 @@ if _parent_user:
 
 _conf_names: set[str] = {
     'brokers',
-    'pps',
     'trades',
     'watchlists',
 }
@@ -149,21 +147,19 @@ def get_conf_path(
     conf_name: str = 'brokers',
 
 ) -> str:
-    '''
+    """Return the default config path normally under
-    Return the top-level default config path normally under
+    ``~/.config/piker`` on linux.
-    ``~/.config/piker`` on linux for a given ``conf_name``, the config
-    name.
 
     Contains files such as:
     - brokers.toml
-    - pp.toml
     - watchlists.toml
+    - trades.toml
 
     # maybe coming soon ;)
     - signals.toml
     - strats.toml
 
-    '''
+    """
     assert conf_name in _conf_names
     fn = _conf_fn_w_ext(conf_name)
     return os.path.join(
@@ -177,7 +173,7 @@ def repodir():
     Return the abspath to the repo directory.
 
     '''
-    dirpath = path.abspath(
+    dirpath = os.path.abspath(
         # we're 3 levels down in **this** module file
         dirname(dirname(os.path.realpath(__file__)))
     )
@@ -186,9 +182,7 @@ def repodir():
 
 def load(
     conf_name: str = 'brokers',
-    path: str = None,
+    path: str = None
-
-    **tomlkws,
 
 ) -> (dict, str):
     '''
@@ -196,7 +190,6 @@ def load(
 
     '''
     path = path or get_conf_path(conf_name)
-
     if not os.path.isfile(path):
         fn = _conf_fn_w_ext(conf_name)
 
@@ -209,11 +202,8 @@ def load(
         # if one exists.
         if os.path.isfile(template):
             shutil.copyfile(template, path)
-        else:
-            with open(path, 'w'):
-                pass  # touch
 
-    config = toml.load(path, **tomlkws)
+    config = toml.load(path)
     log.debug(f"Read config file {path}")
     return config, path
 
@@ -222,7 +212,6 @@ def write(
     config: dict,  # toml config as dict
     name: str = 'brokers',
     path: str = None,
-    **toml_kwargs,
 
 ) -> None:
     ''''
@@ -246,14 +235,11 @@ def write(
         f"{path}"
     )
     with open(path, 'w') as cf:
-        return toml.dump(
+        return toml.dump(config, cf)
-            config,
-            cf,
-            **toml_kwargs,
-        )
 
 
 def load_accounts(
+
     providers: Optional[list[str]] = None
 
 ) -> bidict[str, Optional[str]]:

piker/data/_ahab.py

@@ -37,13 +37,8 @@ from docker.models.containers import Container as DockerContainer
 from docker.errors import (
     DockerException,
     APIError,
-    # ContainerError,
-)
-import requests
-from requests.exceptions import (
-    ConnectionError,
-    ReadTimeout,
 )
+from requests.exceptions import ConnectionError, ReadTimeout
 
 from ..log import get_logger, get_console_log
 from .. import config
@@ -55,8 +50,8 @@ class DockerNotStarted(Exception):
     'Prolly you dint start da daemon bruh'
 
 
-class ApplicationLogError(Exception):
+class ContainerError(RuntimeError):
-    'App in container reported an error in logs'
+    'Error reported via app-container logging level'
 
 
 @acm
@@ -101,9 +96,9 @@ async def open_docker(
         # not perms?
         raise
 
-    # finally:
+    finally:
-    #     if client:
+        if client:
-    #         client.close()
+            client.close()
 
 
 class Container:
@@ -161,7 +156,7 @@ class Container:
 
                     # print(f'level: {level}')
                     if level in ('error', 'fatal'):
-                        raise ApplicationLogError(msg)
+                        raise ContainerError(msg)
 
                 if patt in msg:
                     return True
@@ -190,29 +185,12 @@ class Container:
             if 'is not running' in err.explanation:
                 return False
 
-    def hard_kill(self, start: float) -> None:
-        delay = time.time() - start
-        # get out the big guns, bc apparently marketstore
-        # doesn't actually know how to terminate gracefully
-        # :eyeroll:...
-        log.error(
-            f'SIGKILL-ing: {self.cntr.id} after {delay}s\n'
-        )
-        self.try_signal('SIGKILL')
-        self.cntr.wait(
-            timeout=3,
-            condition='not-running',
-        )
-
     async def cancel(
         self,
         stop_msg: str,
-        hard_kill: bool = False,
-
     ) -> None:
 
         cid = self.cntr.id
-
         # first try a graceful cancel
         log.cancel(
             f'SIGINT cancelling container: {cid}\n'
@@ -221,25 +199,15 @@ class Container:
         self.try_signal('SIGINT')
 
         start = time.time()
-        for _ in range(6):
+        for _ in range(30):
 
             with trio.move_on_after(0.5) as cs:
-                log.cancel('polling for CNTR logs...')
+                cs.shield = True
-
-                try:
                 await self.process_logs_until(stop_msg)
-                except ApplicationLogError:
-                    hard_kill = True
-                else:
-                    # if we aren't cancelled on above checkpoint then we
-                    # assume we read the expected stop msg and
-                    # terminated.
-                    break
 
-            if cs.cancelled_caught:
+                # if we aren't cancelled on above checkpoint then we
-                # on timeout just try a hard kill after
+                # assume we read the expected stop msg and terminated.
-                # a quick container sync-wait.
+                break
-                hard_kill = True
 
             try:
                 log.info(f'Polling for container shutdown:\n{cid}')
@@ -250,7 +218,6 @@ class Container:
                         condition='not-running',
                     )
 
-                # graceful exit if we didn't time out
                 break
 
             except (
@@ -262,22 +229,24 @@ class Container:
             except (
                 docker.errors.APIError,
                 ConnectionError,
-                requests.exceptions.ConnectionError,
-                trio.Cancelled,
             ):
                 log.exception('Docker connection failure')
-                self.hard_kill(start)
+                break
-                raise
-
-            except trio.Cancelled:
-                log.exception('trio cancelled...')
-                self.hard_kill(start)
         else:
-            hard_kill = True
+            delay = time.time() - start
+            log.error(
+                f'Failed to kill container {cid} after {delay}s\n'
+                'sending SIGKILL..'
+            )
+            # get out the big guns, bc apparently marketstore
+            # doesn't actually know how to terminate gracefully
+            # :eyeroll:...
+            self.try_signal('SIGKILL')
+            self.cntr.wait(
+                timeout=3,
+                condition='not-running',
+            )
 
-        if hard_kill:
-            self.hard_kill(start)
-        else:
         log.cancel(f'Container stopped: {cid}')
 
 
@@ -320,12 +289,14 @@ async def open_ahabd(
         ))
 
         try:
+
             # TODO: we might eventually want a proxy-style msg-prot here
             # to allow remote control of containers without needing
             # callers to have root perms?
             await trio.sleep_forever()
 
         finally:
+            with trio.CancelScope(shield=True):
                 await cntr.cancel(stop_msg)
 
 

piker/data/_normalize.py

@@ -56,7 +56,7 @@ def iterticks(
                     sig = (
                         time,
                         tick['price'],
-                        tick.get('size')
+                        tick['size']
                     )
 
                     if ttype == 'dark_trade':

piker/data/_sharedmem.py

@@ -27,14 +27,13 @@ from multiprocessing.shared_memory import SharedMemory, _USE_POSIX
 if _USE_POSIX:
     from _posixshmem import shm_unlink
 
-# import msgspec
-import numpy as np
-from numpy.lib import recfunctions as rfn
 import tractor
+import numpy as np
+from pydantic import BaseModel
+from numpy.lib import recfunctions as rfn
 
 from ..log import get_logger
 from ._source import base_iohlc_dtype
-from .types import Struct
 
 
 log = get_logger(__name__)
@@ -108,12 +107,15 @@ class SharedInt:
                 log.warning(f'Shm for {name} already unlinked?')
 
 
-class _Token(Struct, frozen=True):
+class _Token(BaseModel):
     '''
     Internal represenation of a shared memory "token"
     which can be used to key a system wide post shm entry.
 
     '''
+    class Config:
+        frozen = True
+
     shm_name: str  # this servers as a "key" value
     shm_first_index_name: str
     shm_last_index_name: str
@@ -124,22 +126,17 @@ class _Token(Struct, frozen=True):
         return np.dtype(list(map(tuple, self.dtype_descr))).descr
 
     def as_msg(self):
-        return self.to_dict()
+        return self.dict()
 
     @classmethod
     def from_msg(cls, msg: dict) -> _Token:
         if isinstance(msg, _Token):
             return msg
 
-        # TODO: native struct decoding
-        # return _token_dec.decode(msg)
-
         msg['dtype_descr'] = tuple(map(tuple, msg['dtype_descr']))
         return _Token(**msg)
 
 
-# _token_dec = msgspec.msgpack.Decoder(_Token)
-
 # TODO: this api?
 # _known_tokens = tractor.ActorVar('_shm_tokens', {})
 # _known_tokens = tractor.ContextStack('_known_tokens', )
@@ -170,7 +167,7 @@ def _make_token(
         shm_name=key,
         shm_first_index_name=key + "_first",
         shm_last_index_name=key + "_last",
-        dtype_descr=tuple(np.dtype(dtype).descr)
+        dtype_descr=np.dtype(dtype).descr
     )
 
 

piker/data/_source.py

@@ -23,7 +23,7 @@ import decimal
 
 from bidict import bidict
 import numpy as np
-from msgspec import Struct
+from pydantic import BaseModel
 # from numba import from_dtype
 
 
@@ -126,7 +126,7 @@ def unpack_fqsn(fqsn: str) -> tuple[str, str, str]:
     )
 
 
-class Symbol(Struct):
+class Symbol(BaseModel):
     '''
     I guess this is some kinda container thing for dealing with
     all the different meta-data formats from brokers?
@@ -152,7 +152,9 @@ class Symbol(Struct):
         info: dict[str, Any],
         suffix: str = '',
 
-    ) -> Symbol:
+    # XXX: like wtf..
+    # ) -> 'Symbol':
+    ) -> None:
 
         tick_size = info.get('price_tick_size', 0.01)
         lot_tick_size = info.get('lot_tick_size', 0.0)
@@ -173,7 +175,9 @@ class Symbol(Struct):
         fqsn: str,
         info: dict[str, Any],
 
-    ) -> Symbol:
+    # XXX: like wtf..
+    # ) -> 'Symbol':
+    ) -> None:
         broker, key, suffix = unpack_fqsn(fqsn)
         return cls.from_broker_info(
             broker,
@@ -236,7 +240,7 @@ class Symbol(Struct):
 
         '''
         tokens = self.tokens()
-        fqsn = '.'.join(map(str.lower, tokens))
+        fqsn = '.'.join(tokens)
         return fqsn
 
     def iterfqsns(self) -> list[str]:

piker/data/_web_bs.py

@@ -53,11 +53,13 @@ class NoBsWs:
     def __init__(
         self,
         url: str,
+        token: str,
         stack: AsyncExitStack,
         fixture: Callable,
         serializer: ModuleType = json,
     ):
         self.url = url
+        self.token = token
         self.fixture = fixture
         self._stack = stack
         self._ws: 'WebSocketConnection' = None  # noqa
@@ -81,9 +83,14 @@ class NoBsWs:
                     trio_websocket.open_websocket_url(self.url)
                 )
                 # rerun user code fixture
+                if self.token == '':
                     ret = await self._stack.enter_async_context(
                         self.fixture(self)
                     )
+                else:
+                    ret = await self._stack.enter_async_context(
+                        self.fixture(self, self.token)
+                    )
 
                 assert ret is None
 
@@ -128,13 +135,14 @@ async def open_autorecon_ws(
 
     # TODO: proper type annot smh
     fixture: Callable,
-
+    # used for authenticated websockets
+    token: str = '',
 ) -> AsyncGenerator[tuple[...],  NoBsWs]:
     """Apparently we can QoS for all sorts of reasons..so catch em.
 
     """
     async with AsyncExitStack() as stack:
-        ws = NoBsWs(url, stack, fixture=fixture)
+        ws = NoBsWs(url, token, stack, fixture=fixture)
         await ws._connect()
 
         try:

piker/data/feed.py

@@ -42,6 +42,7 @@ from trio_typing import TaskStatus
 import trimeter
 import tractor
 from tractor.trionics import maybe_open_context
+from pydantic import BaseModel
 import pendulum
 import numpy as np
 
@@ -58,7 +59,6 @@ from ._sharedmem import (
     ShmArray,
 )
 from .ingest import get_ingestormod
-from .types import Struct
 from ._source import (
     base_iohlc_dtype,
     Symbol,
@@ -84,7 +84,7 @@ if TYPE_CHECKING:
 log = get_logger(__name__)
 
 
-class _FeedsBus(Struct):
+class _FeedsBus(BaseModel):
     '''
     Data feeds broadcaster and persistence management.
 
@@ -100,6 +100,10 @@ class _FeedsBus(Struct):
           a dedicated cancel scope.
 
     '''
+    class Config:
+        arbitrary_types_allowed = True
+        underscore_attrs_are_private = False
+
     brokername: str
     nursery: trio.Nursery
     feeds: dict[str, tuple[dict, dict]] = {}
@@ -309,7 +313,7 @@ async def start_backfill(
             # when no tsdb "last datum" is provided, we just load
             # some near-term history.
             periods = {
-                1: {'seconds': 4000},
+                1: {'days': 1},
                 60: {'days': 14},
             }
 

piker/data/marketstore.py

@@ -37,7 +37,7 @@ import time
 from math import isnan
 
 from bidict import bidict
-from msgspec.msgpack import encode, decode
+import msgpack
 import pyqtgraph as pg
 import numpy as np
 import tractor
@@ -774,13 +774,12 @@ 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 decode((await ws.get_message()), encoding='utf-8')
+            return msgpack.loads((await ws.get_message()), encoding='utf-8')
 
         streams = (await recv())['streams']
         log.info(f"Subscribed to {streams}")

piker/data/types.py

@@ -1,81 +0,0 @@
-# piker: trading gear for hackers
-# Copyright (C) Guillermo Rodriguez (in stewardship for piker0)
-
-# 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/>.
-
-"""
-Built-in (extension) types.
-
-"""
-import sys
-from typing import Optional
-from pprint import pformat
-
-import msgspec
-
-
-class Struct(
-    msgspec.Struct,
-
-    # https://jcristharif.com/msgspec/structs.html#tagged-unions
-    # tag='pikerstruct',
-    # tag=True,
-):
-    '''
-    A "human friendlier" (aka repl buddy) struct subtype.
-
-    '''
-    def to_dict(self) -> dict:
-        return {
-            f: getattr(self, f)
-            for f in self.__struct_fields__
-        }
-
-    def __repr__(self):
-        # 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,
-        update: Optional[dict] = None,
-
-    ) -> msgspec.Struct:
-        '''
-        Validate-typecast all self defined fields, return a copy of us
-        with all such fields.
-
-        This is kinda like the default behaviour in `pydantic.BaseModel`.
-
-        '''
-        if update:
-            for k, v in update.items():
-                setattr(self, k, v)
-
-        # roundtrip serialize to validate
-        return msgspec.msgpack.Decoder(
-            type=type(self)
-        ).decode(
-            msgspec.msgpack.Encoder().encode(self)
-        )
-
-    def typecast(
-        self,
-        # fields: Optional[list[str]] = None,
-    ) -> None:
-        for fname, ftype in self.__annotations__.items():
-            setattr(self, fname, ftype(getattr(self, fname)))

piker/fsp/_api.py

@@ -78,8 +78,7 @@ class Fsp:
     # + the consuming fsp *to* the consumers output
     # shm flow.
     _flow_registry: dict[
-        tuple[_Token, str],
+        tuple[_Token, str], _Token,
-        tuple[_Token, Optional[ShmArray]],
     ] = {}
 
     def __init__(
@@ -121,6 +120,7 @@ class Fsp:
     ):
         return self.func(*args, **kwargs)
 
+    # TODO: lru_cache this? prettty sure it'll work?
     def get_shm(
         self,
         src_shm: ShmArray,
@@ -131,27 +131,12 @@ class Fsp:
         for this "instance" of a signal processor for
         the given ``key``.
 
-        The destination shm "token" and array are cached if possible to
-        minimize multiple stdlib/system calls.
-
         '''
-        dst_token, maybe_array = self._flow_registry[
+        dst_token = self._flow_registry[
             (src_shm._token, self.name)
         ]
-        if maybe_array is None:
+        shm = attach_shm_array(dst_token)
-            self._flow_registry[
+        return shm
-                (src_shm._token, self.name)
-            ] = (
-                dst_token,
-                # "cache" the ``ShmArray`` such that
-                # we call the underlying "attach" code as few
-                # times as possible as per:
-                # - https://github.com/pikers/piker/issues/359
-                # - https://github.com/pikers/piker/issues/332
-                maybe_array := attach_shm_array(dst_token)
-            )
-
-        return maybe_array
 
 
 def fsp(

piker/fsp/_engine.py

@@ -114,7 +114,7 @@ async def fsp_compute(
         dict[str, np.ndarray],  # multi-output case
         np.ndarray,  # single output case
     ]
-    history_output = await anext(out_stream)
+    history_output = await out_stream.__anext__()
 
     func_name = func.__name__
     profiler(f'{func_name} generated history')
@@ -284,10 +284,9 @@ async def cascade(
     # 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[(
+        Fsp._flow_registry[
-            _Token.from_msg(token),
+            (_Token.from_msg(token), fsp_name)
-            fsp_name,
+        ] = _Token.from_msg(dst_token)
-        )] = _Token.from_msg(dst_token), None
 
     fsp: Fsp = reg.get(
         NamespacePath(ns_path)
@@ -375,8 +374,7 @@ async def cascade(
                             'key': dst_shm_token,
                             'first': dst._first.value,
                             'last': dst._last.value,
-                        }
+                    }})
-                    })
                     return tracker, index
 
                 def is_synced(

piker/pp.py

@@ -1,911 +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/>.
-'''
-Personal/Private position parsing, calculating, summarizing in a way
-that doesn't try to cuk most humans who prefer to not lose their moneys..
-(looking at you `ib` and dirt-bird friends)
-
-'''
-from contextlib import contextmanager as cm
-from pprint import pformat
-import os
-from os import path
-from math import copysign
-import re
-import time
-from typing import (
-    Any,
-    Optional,
-    Union,
-)
-
-import pendulum
-from pendulum import datetime, now
-import tomli
-import toml
-
-from . import config
-from .brokers import get_brokermod
-from .clearing._messages import BrokerdPosition, Status
-from .data._source import Symbol
-from .log import get_logger
-from .data.types import Struct
-
-log = get_logger(__name__)
-
-
-@cm
-def open_trade_ledger(
-    broker: str,
-    account: str,
-
-) -> str:
-    '''
-    Indempotently create and read in a trade log file from the
-    ``<configuration_dir>/ledgers/`` directory.
-
-    Files are named per broker account of the form
-    ``<brokername>_<accountname>.toml``. The ``accountname`` here is the
-    name as defined in the user's ``brokers.toml`` config.
-
-    '''
-    ldir = path.join(config._config_dir, 'ledgers')
-    if not path.isdir(ldir):
-        os.makedirs(ldir)
-
-    fname = f'trades_{broker}_{account}.toml'
-    tradesfile = path.join(ldir, fname)
-
-    if not path.isfile(tradesfile):
-        log.info(
-            f'Creating new local trades ledger: {tradesfile}'
-        )
-        with open(tradesfile, 'w') as cf:
-            pass  # touch
-    with open(tradesfile, 'rb') as cf:
-        start = time.time()
-        ledger = tomli.load(cf)
-        print(f'Ledger load took {time.time() - start}s')
-        cpy = ledger.copy()
-
-    try:
-        yield cpy
-    finally:
-        if cpy != ledger:
-            # TODO: show diff output?
-            # https://stackoverflow.com/questions/12956957/print-diff-of-python-dictionaries
-            print(f'Updating ledger for {tradesfile}:\n')
-            ledger.update(cpy)
-
-            # we write on close the mutated ledger data
-            with open(tradesfile, 'w') as cf:
-                toml.dump(ledger, cf)
-
-
-class Transaction(Struct, frozen=True):
-    # TODO: should this be ``.to`` (see below)?
-    fqsn: str
-
-    tid: Union[str, int]  # unique transaction id
-    size: float
-    price: float
-    cost: float  # commisions or other additional costs
-    dt: datetime
-    expiry: Optional[datetime] = None
-
-    # optional key normally derived from the broker
-    # backend which ensures the instrument-symbol this record
-    # is for is truly unique.
-    bsuid: Optional[Union[str, int]] = None
-
-    # optional fqsn for the source "asset"/money symbol?
-    # from: Optional[str] = None
-
-
-class Position(Struct):
-    '''
-    Basic pp (personal/piker position) model with attached clearing
-    transaction history.
-
-    '''
-    symbol: Symbol
-
-    # can be +ve or -ve for long/short
-    size: float
-
-    # "breakeven price" above or below which pnl moves above and below
-    # zero for the entirety of the current "trade state".
-    ppu: float
-
-    # 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
-        dict[str, Any],  # transaction history summaries
-    ] = {}
-
-    expiry: Optional[datetime] = None
-
-    def to_dict(self) -> dict:
-        return {
-            f: getattr(self, f)
-            for f in self.__struct_fields__
-        }
-
-    def to_pretoml(self) -> tuple[str, dict]:
-        '''
-        Prep this position's data contents for export to toml including
-        re-structuring of the ``.clears`` table to an array of
-        inline-subtables for better ``pps.toml`` compactness.
-
-        '''
-        d = self.to_dict()
-        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..
-        # drop symbol obj in serialized form
-        s = d.pop('symbol')
-        fqsn = s.front_fqsn()
-
-        size = d.pop('size')
-        ppu = d.pop('ppu')
-        d['size'], d['ppu'] = self.audit_sizing(size, ppu)
-
-        if self.expiry is None:
-            d.pop('expiry', None)
-        elif expiry:
-            d['expiry'] = str(expiry)
-
-        toml_clears_list = []
-        for tid, data in sorted(
-            list(clears.items()),
-
-            # sort by datetime
-            key=lambda item: item[1]['dt'],
-        ):
-            inline_table = toml.TomlDecoder().get_empty_inline_table()
-
-            inline_table['dt'] = data['dt']
-
-            # insert optional clear fields in column order
-            for k in ['ppu', 'accum_size']:
-                val = data.get(k)
-                if val:
-                    inline_table[k] = val
-
-            # insert required fields
-            for k in ['price', 'size', 'cost']:
-                inline_table[k] = data[k]
-
-            inline_table['tid'] = tid
-            toml_clears_list.append(inline_table)
-
-        d['clears'] = toml_clears_list
-
-        return fqsn, d
-
-    def audit_sizing(
-        self,
-        size: Optional[float] = None,
-        ppu: Optional[float] = None,
-
-    ) -> tuple[float, float]:
-        '''
-        Audit either the `.size` and `.ppu` values or equvialent
-        passed in values against the clears table calculations and
-        return the calc-ed values if they differ and log warnings to
-        console.
-
-        '''
-        size = size or self.size
-        ppu = ppu or self.ppu
-        csize = self.calc_size()
-        cppu = self.calc_ppu()
-
-        if size != csize:
-            log.warning(f'size != calculated size: {size} != {csize}')
-            size = csize
-
-        if ppu != cppu:
-            log.warning(
-                f'ppu != calculated ppu: {ppu} != {cppu}'
-            )
-            ppu = cppu
-
-        return size, ppu
-
-    def update_from_msg(
-        self,
-        msg: BrokerdPosition,
-
-    ) -> None:
-
-        # XXX: better place to do this?
-        symbol = self.symbol
-
-        lot_size_digits = symbol.lot_size_digits
-        ppu, size = (
-            round(
-                msg['avg_price'],
-                ndigits=symbol.tick_size_digits
-            ),
-            round(
-                msg['size'],
-                ndigits=lot_size_digits
-            ),
-        )
-
-        self.ppu = ppu
-        self.size = size
-
-    @property
-    def dsize(self) -> float:
-        '''
-        The "dollar" size of the pp, normally in trading (fiat) unit
-        terms.
-
-        '''
-        return self.ppu * self.size
-
-    # TODO: idea: "real LIFO" dynamic positioning.
-    # - when a trade takes place where the pnl for
-    # the (set of) trade(s) is below the breakeven price
-    # it may be that the trader took a +ve pnl on a short(er)
-    # term trade in the same account.
-    # - in this case we could recalc the be price to
-    # be reverted back to it's prior value before the nearest term
-    # trade was opened.?
-    # def lifo_price() -> float:
-    #     ...
-
-    def calc_ppu(
-        self,
-        # include transaction cost in breakeven price
-        # and presume the worst case of the same cost
-        # to exit this transaction (even though in reality
-        # it will be dynamic based on exit stratetgy).
-        cost_scalar: float = 2,
-
-    ) -> float:
-        '''
-        Compute the "price-per-unit" price for the given non-zero sized
-        rolling position.
-
-        The recurrence relation which computes this (exponential) mean
-        per new clear which **increases** the accumulative postiion size
-        is:
-
-        ppu[-1] = (
-            ppu[-2] * accum_size[-2]
-            +
-            ppu[-1] * size
-        ) / accum_size[-1]
-
-        where `cost_basis` for the current step is simply the price
-        * size of the most recent clearing transaction.
-
-        '''
-        asize_h: list[float] = []  # historical accumulative size
-        ppu_h: list[float] = []  # historical price-per-unit
-
-        clears = list(self.clears.items())
-
-        for i, (tid, entry) in enumerate(clears):
-
-            clear_size = entry['size']
-            clear_price = entry['price']
-
-            last_accum_size = asize_h[-1] if asize_h else 0
-            accum_size = last_accum_size + clear_size
-            accum_sign = copysign(1, accum_size)
-
-            sign_change: bool = False
-
-            if accum_size == 0:
-                ppu_h.append(0)
-                asize_h.append(0)
-                continue
-
-            # test if the pp somehow went "passed" a net zero size state
-            # resulting in a change of the "sign" of the size (+ve for
-            # long, -ve for short).
-            sign_change = (
-                copysign(1, last_accum_size) + accum_sign == 0
-                and last_accum_size != 0
-            )
-
-            # since we passed the net-zero-size state the new size
-            # after sum should be the remaining size the new
-            # "direction" (aka, long vs. short) for this clear.
-            if sign_change:
-                clear_size = accum_size
-                abs_diff = abs(accum_size)
-                asize_h.append(0)
-                ppu_h.append(0)
-
-            else:
-                # old size minus the new size gives us size diff with
-                # +ve -> increase in pp size
-                # -ve -> decrease in pp size
-                abs_diff = abs(accum_size) - abs(last_accum_size)
-
-            # XXX: LIFO breakeven price update. only an increaze in size
-            # of the position contributes the breakeven price,
-            # a decrease does not (i.e. the position is being made
-            # smaller).
-            # abs_clear_size = abs(clear_size)
-            abs_new_size = abs(accum_size)
-
-            if abs_diff > 0:
-
-                cost_basis = (
-                    # cost basis for this clear
-                    clear_price * abs(clear_size)
-                    +
-                    # transaction cost
-                    accum_sign * cost_scalar * entry['cost']
-                )
-
-                if asize_h:
-                    size_last = abs(asize_h[-1])
-                    cb_last = ppu_h[-1] * size_last
-                    ppu = (cost_basis + cb_last) / abs_new_size
-
-                else:
-                    ppu = cost_basis / abs_new_size
-
-                ppu_h.append(ppu)
-                asize_h.append(accum_size)
-
-            else:
-                # on "exit" clears from a given direction,
-                # only the size changes not the price-per-unit
-                # need to be updated since the ppu remains constant
-                # and gets weighted by the new size.
-                asize_h.append(accum_size)
-                ppu_h.append(ppu_h[-1])
-
-        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(
-        self,
-
-    ) -> dict[str, dict]:
-        '''
-        Minimize the position's clears entries by removing
-        all transactions before the last net zero size to avoid
-        unecessary history irrelevant to the current pp state.
-
-        '''
-        size: float = 0
-        clears_since_zero: list[tuple(str, dict)] = []
-
-        # TODO: we might just want to always do this when iterating
-        # a ledger? keep a state of the last net-zero and only do the
-        # full iterate when no state was stashed?
-
-        # scan for the last "net zero" position by iterating
-        # transactions until the next net-zero size, rinse, repeat.
-        for tid, clear in self.clears.items():
-            size += clear['size']
-            clears_since_zero.append((tid, clear))
-
-            if size == 0:
-                clears_since_zero.clear()
-
-        self.clears = dict(clears_since_zero)
-        return self.clears
-
-    def add_clear(
-        self,
-        t: Transaction,
-    ) -> dict:
-        '''
-        Update clearing table and populate rolling ppu and accumulative
-        size in both the clears entry and local attrs state.
-
-        '''
-        clear = self.clears[t.tid] = {
-            'cost': t.cost,
-            'price': t.price,
-            'size': t.size,
-            'dt': str(t.dt),
-        }
-
-        # TODO: compute these incrementally instead
-        # of re-looping through each time resulting in O(n**2)
-        # behaviour..
-        # compute these **after** adding the entry
-        # in order to make the recurrence relation math work
-        # inside ``.calc_size()``.
-        self.size = clear['accum_size'] = self.calc_size()
-        self.ppu = clear['ppu'] = self.calc_ppu()
-
-        return clear
-
-
-class PpTable(Struct):
-
-    brokername: str
-    acctid: str
-    pps: dict[str, Position]
-    conf: Optional[dict] = {}
-
-    def update_from_trans(
-        self,
-        trans: dict[str, Transaction],
-        cost_scalar: float = 2,
-
-    ) -> dict[str, Position]:
-
-        pps = self.pps
-        updated: dict[str, Position] = {}
-
-        # lifo update all pps from records
-        for tid, t in trans.items():
-
-            pp = pps.setdefault(
-                t.bsuid,
-
-                # if no existing pp, allocate fresh one.
-                Position(
-                    Symbol.from_fqsn(
-                        t.fqsn,
-                        info={},
-                    ),
-                    size=0.0,
-                    ppu=0.0,
-                    bsuid=t.bsuid,
-                    expiry=t.expiry,
-                )
-            )
-
-            # don't do updates for ledger records we already have
-            # included in the current pps state.
-            if t.tid in pp.clears:
-                # NOTE: likely you'll see repeats of the same
-                # ``Transaction`` passed in here if/when you are restarting
-                # a ``brokerd.ib`` where the API will re-report trades from
-                # the current session, so we need to make sure we don't
-                # "double count" these in pp calculations.
-                continue
-
-            # update clearing table
-            pp.add_clear(t)
-            updated[t.bsuid] = pp
-
-        # minimize clears tables and update sizing.
-        for bsuid, pp in updated.items():
-            pp.size, pp.ppu = pp.audit_sizing()
-
-        return updated
-
-    def dump_active(
-        self,
-    ) -> tuple[
-        dict[str, Position],
-        dict[str, Position]
-    ]:
-        '''
-        Iterate all tabulated positions, render active positions to
-        a ``dict`` format amenable to serialization (via TOML) and drop
-        from state (``.pps``) as well as return in a ``dict`` all
-        ``Position``s which have recently closed.
-
-        '''
-        # NOTE: newly closed position are also important to report/return
-        # since a consumer, like an order mode UI ;), might want to react
-        # based on the closure (for example removing the breakeven line
-        # and clearing the entry from any lists/monitors).
-        closed_pp_objs: dict[str, Position] = {}
-        open_pp_objs: dict[str, Position] = {}
-
-        pp_objs = self.pps
-        for bsuid in list(pp_objs):
-            pp = pp_objs[bsuid]
-
-            # XXX: debug hook for size mismatches
-            # qqqbsuid = 320227571
-            # if bsuid == qqqbsuid:
-            #     breakpoint()
-
-            pp.size, pp.ppu = pp.audit_sizing()
-
-            if (
-                # "net-zero" is a "closed" position
-                pp.size == 0
-
-                # time-expired pps (normally derivatives) are "closed"
-                or (pp.expiry and pp.expiry < now())
-            ):
-                # for expired cases
-                pp.size = 0
-
-                # NOTE: we DO NOT pop the pp here since it can still be
-                # used to check for duplicate clears that may come in as
-                # new transaction from some backend API and need to be
-                # ignored; the closed positions won't be written to the
-                # ``pps.toml`` since ``pp_active_entries`` above is what's
-                # written.
-                closed_pp_objs[bsuid] = pp
-
-            else:
-                open_pp_objs[bsuid] = pp
-
-        return open_pp_objs, closed_pp_objs
-
-    def to_toml(
-        self,
-    ) -> dict[str, Any]:
-
-        active, closed = self.dump_active()
-
-        # ONLY dict-serialize all active positions; those that are closed
-        # we don't store in the ``pps.toml``.
-        to_toml_dict = {}
-
-        for bsuid, pos in active.items():
-
-            # keep the minimal amount of clears that make up this
-            # position since the last net-zero state.
-            pos.minimize_clears()
-
-            # serialize to pre-toml form
-            fqsn, asdict = pos.to_pretoml()
-            log.info(f'Updating active pp: {fqsn}')
-
-            # XXX: ugh, it's cuz we push the section under
-            # the broker name.. maybe we need to rethink this?
-            brokerless_key = fqsn.removeprefix(f'{self.brokername}.')
-            to_toml_dict[brokerless_key] = asdict
-
-        return to_toml_dict
-
-    def write_config(self) -> None:
-        '''
-        Write the current position table to the user's ``pps.toml``.
-
-        '''
-        # TODO: show diff output?
-        # https://stackoverflow.com/questions/12956957/print-diff-of-python-dictionaries
-        print(f'Updating ``pps.toml`` for {path}:\n')
-
-        # active, closed_pp_objs = table.dump_active()
-        pp_entries = self.to_toml()
-        self.conf[self.brokername][self.acctid] = pp_entries
-
-        # TODO: why tf haven't they already done this for inline
-        # tables smh..
-        enc = PpsEncoder(preserve=True)
-        # table_bs_type = type(toml.TomlDecoder().get_empty_inline_table())
-        enc.dump_funcs[
-            toml.decoder.InlineTableDict
-        ] = enc.dump_inline_table
-
-        config.write(
-            self.conf,
-            'pps',
-            encoder=enc,
-        )
-
-
-def load_pps_from_ledger(
-
-    brokername: str,
-    acctname: str,
-
-    # post normalization filter on ledger entries to be processed
-    filter_by: Optional[list[dict]] = None,
-
-) -> tuple[
-    dict[str, Transaction],
-    dict[str, Position],
-]:
-    '''
-    Open a ledger file by broker name and account and read in and
-    process any trade records into our normalized ``Transaction`` form
-    and then update the equivalent ``Pptable`` and deliver the two
-    bsuid-mapped dict-sets of the transactions and pps.
-
-    '''
-    with (
-        open_trade_ledger(brokername, acctname) as ledger,
-        open_pps(brokername, acctname) as table,
-    ):
-        if not ledger:
-            # null case, no ledger file with content
-            return {}
-
-        mod = get_brokermod(brokername)
-        src_records: dict[str, Transaction] = mod.norm_trade_records(ledger)
-
-        if filter_by:
-            records = {}
-            bsuids = set(filter_by)
-            for tid, r in src_records.items():
-                if r.bsuid in bsuids:
-                    records[tid] = r
-        else:
-            records = src_records
-
-        updated = table.update_from_trans(records)
-
-    return records, updated
-
-
-# TODO: instead see if we can hack tomli and tomli-w to do the same:
-# - https://github.com/hukkin/tomli
-# - https://github.com/hukkin/tomli-w
-class PpsEncoder(toml.TomlEncoder):
-    '''
-    Special "styled" encoder that makes a ``pps.toml`` redable and
-    compact by putting `.clears` tables inline and everything else
-    flat-ish.
-
-    '''
-    separator = ','
-
-    def dump_list(self, v):
-        '''
-        Dump an inline list with a newline after every element and
-        with consideration for denoted inline table types.
-
-        '''
-        retval = "[\n"
-        for u in v:
-            if isinstance(u, toml.decoder.InlineTableDict):
-                out = self.dump_inline_table(u)
-            else:
-                out = str(self.dump_value(u))
-
-            retval += " " + out + "," + "\n"
-        retval += "]"
-        return retval
-
-    def dump_inline_table(self, section):
-        """Preserve inline table in its compact syntax instead of expanding
-        into subsection.
-        https://github.com/toml-lang/toml#user-content-inline-table
-        """
-        val_list = []
-        for k, v in section.items():
-            # if isinstance(v, toml.decoder.InlineTableDict):
-            if isinstance(v, dict):
-                val = self.dump_inline_table(v)
-            else:
-                val = str(self.dump_value(v))
-
-            val_list.append(k + " = " + val)
-
-        retval = "{ " + ", ".join(val_list) + " }"
-        return retval
-
-    def dump_sections(self, o, sup):
-        retstr = ""
-        if sup != "" and sup[-1] != ".":
-            sup += '.'
-        retdict = self._dict()
-        arraystr = ""
-        for section in o:
-            qsection = str(section)
-            value = o[section]
-
-            if not re.match(r'^[A-Za-z0-9_-]+$', section):
-                qsection = toml.encoder._dump_str(section)
-
-            # arrayoftables = False
-            if (
-                self.preserve
-                and isinstance(value, toml.decoder.InlineTableDict)
-            ):
-                retstr += (
-                    qsection
-                    +
-                    " = "
-                    +
-                    self.dump_inline_table(o[section])
-                    +
-                    '\n'  # only on the final terminating left brace
-                )
-
-            # XXX: this code i'm pretty sure is just blatantly bad
-            # and/or wrong..
-            # if isinstance(o[section], list):
-            #     for a in o[section]:
-            #         if isinstance(a, dict):
-            #             arrayoftables = True
-            # if arrayoftables:
-            #     for a in o[section]:
-            #         arraytabstr = "\n"
-            #         arraystr += "[[" + sup + qsection + "]]\n"
-            #         s, d = self.dump_sections(a, sup + qsection)
-            #         if s:
-            #             if s[0] == "[":
-            #                 arraytabstr += s
-            #             else:
-            #                 arraystr += s
-            #         while d:
-            #             newd = self._dict()
-            #             for dsec in d:
-            #                 s1, d1 = self.dump_sections(d[dsec], sup +
-            #                                             qsection + "." +
-            #                                             dsec)
-            #                 if s1:
-            #                     arraytabstr += ("[" + sup + qsection +
-            #                                     "." + dsec + "]\n")
-            #                     arraytabstr += s1
-            #                 for s1 in d1:
-            #                     newd[dsec + "." + s1] = d1[s1]
-            #             d = newd
-            #         arraystr += arraytabstr
-
-            elif isinstance(value, dict):
-                retdict[qsection] = o[section]
-
-            elif o[section] is not None:
-                retstr += (
-                    qsection
-                    +
-                    " = "
-                    +
-                    str(self.dump_value(o[section]))
-                )
-
-                # if not isinstance(value, dict):
-                if not isinstance(value, toml.decoder.InlineTableDict):
-                    # inline tables should not contain newlines:
-                    # https://toml.io/en/v1.0.0#inline-table
-                    retstr += '\n'
-
-            else:
-                raise ValueError(value)
-
-        retstr += arraystr
-        return (retstr, retdict)
-
-
-@cm
-def open_pps(
-    brokername: str,
-    acctid: str,
-    write_on_exit: bool = True,
-
-) -> PpTable:
-    '''
-    Read out broker-specific position entries from
-    incremental update file: ``pps.toml``.
-
-    '''
-    conf, path = config.load('pps')
-    brokersection = conf.setdefault(brokername, {})
-    pps = brokersection.setdefault(acctid, {})
-
-    # TODO: ideally we can pass in an existing
-    # pps state to this right? such that we
-    # don't have to do a ledger reload all the
-    # time.. a couple ideas I can think of,
-    # - mirror this in some client side actor which
-    #   does the actual ledger updates (say the paper
-    #   engine proc if we decide to always spawn it?),
-    # - do diffs against updates from the ledger writer
-    #   actor and the in-mem state here?
-
-    pp_objs = {}
-    table = PpTable(
-        brokername,
-        acctid,
-        pp_objs,
-        conf=conf,
-    )
-
-    # unmarshal/load ``pps.toml`` config entries into object form
-    # and update `PpTable` obj entries.
-    for fqsn, entry in pps.items():
-        bsuid = entry['bsuid']
-
-        # convert clears sub-tables (only in this form
-        # for toml re-presentation) back into a master table.
-        clears_list = entry['clears']
-
-        # index clears entries in "object" form by tid in a top
-        # level dict instead of a list (as is presented in our
-        # ``pps.toml``).
-        pp = pp_objs.get(bsuid)
-        if pp:
-            clears = pp.clears
-        else:
-            clears = {}
-
-        for clears_table in clears_list:
-            tid = clears_table.pop('tid')
-            clears[tid] = clears_table
-
-        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:
-            expiry = pendulum.parse(expiry)
-
-        pp = pp_objs[bsuid] = Position(
-            Symbol.from_fqsn(fqsn, info={}),
-            size=size,
-            ppu=ppu,
-            split_ratio=split_ratio,
-            expiry=expiry,
-            bsuid=entry['bsuid'],
-
-            # XXX: super critical, we need to be sure to include
-            # all pps.toml clears to avoid reusing clears that were
-            # already included in the current incremental update
-            # state, since today's records may have already been
-            # processed!
-            clears=clears,
-        )
-
-        # audit entries loaded from toml
-        pp.size, pp.ppu = pp.audit_sizing()
-
-    try:
-        yield table
-    finally:
-        if write_on_exit:
-            table.write_config()
-
-
-if __name__ == '__main__':
-    import sys
-
-    args = sys.argv
-    assert len(args) > 1, 'Specifiy account(s) from `brokers.toml`'
-    args = args[1:]
-    for acctid in args:
-        broker, name = acctid.split('.')
-        trans, updated_pps = load_pps_from_ledger(broker, name)
-        print(
-            f'Processing transactions into pps for {broker}:{acctid}\n'
-            f'{pformat(trans)}\n\n'
-            f'{pformat(updated_pps)}'
-        )

piker/ui/_chart.py

@@ -230,19 +230,18 @@ class GodWidget(QWidget):
             # - we'll probably want per-instrument/provider state here?
             #   change the order config form over to the new chart
 
+            # XXX: since the pp config is a singleton widget we have to
+            # also switch it over to the new chart's interal-layout
+            # self.linkedsplits.chart.qframe.hbox.removeWidget(self.pp_pane)
+            chart = linkedsplits.chart
+
             # chart is already in memory so just focus it
             linkedsplits.show()
             linkedsplits.focus()
             linkedsplits.graphics_cycle()
             await trio.sleep(0)
 
-            # XXX: since the pp config is a singleton widget we have to
-            # also switch it over to the new chart's interal-layout
-            # self.linkedsplits.chart.qframe.hbox.removeWidget(self.pp_pane)
-            chart = linkedsplits.chart
-
             # resume feeds *after* rendering chart view asap
-            if chart:
             chart.resume_all_feeds()
 
             # TODO: we need a check to see if the chart
@@ -453,6 +452,13 @@ class LinkedSplits(QWidget):
         # add crosshair graphic
         self.chart.addItem(self.cursor)
 
+        # axis placement
+        if (
+            _xaxis_at == 'bottom' and
+            'bottom' in self.chart.plotItem.axes
+        ):
+            self.chart.hideAxis('bottom')
+
         # style?
         self.chart.setFrameStyle(
             QFrame.StyledPanel |
@@ -517,15 +523,6 @@ class LinkedSplits(QWidget):
         cpw.hideAxis('left')
         cpw.hideAxis('bottom')
 
-        if (
-            _xaxis_at == 'bottom' and (
-                self.xaxis_chart
-                or (
-                    not self.subplots
-                    and self.xaxis_chart is None
-                )
-            )
-        ):
         if self.xaxis_chart:
             self.xaxis_chart.hideAxis('bottom')
 
@@ -534,9 +531,13 @@ class LinkedSplits(QWidget):
             # https://github.com/pikers/pyqtgraph/tree/plotitemoverlay_onto_pg_master
             # _ = self.xaxis_chart.removeAxis('bottom', unlink=False)
             # assert 'bottom' not in self.xaxis_chart.plotItem.axes
+
             self.xaxis_chart = cpw
             cpw.showAxis('bottom')
 
+        if self.xaxis_chart is None:
+            self.xaxis_chart = cpw
+
         qframe.chart = cpw
         qframe.hbox.addWidget(cpw)
 
@@ -759,18 +760,9 @@ class ChartPlotWidget(pg.PlotWidget):
 
         self.pi_overlay: PlotItemOverlay = PlotItemOverlay(self.plotItem)
 
-        # indempotent startup flag for auto-yrange subsys
-        # to detect the "first time" y-domain graphics begin
-        # to be shown in the (main) graphics view.
-        self._on_screen: bool = False
-
     def resume_all_feeds(self):
-        try:
         for feed in self._feeds.values():
             self.linked.godwidget._root_n.start_soon(feed.resume)
-        except RuntimeError:
-            # TODO: cancel the qtractor runtime here?
-            raise
 
     def pause_all_feeds(self):
         for feed in self._feeds.values():
@@ -867,8 +859,7 @@ class ChartPlotWidget(pg.PlotWidget):
 
     def default_view(
         self,
-        bars_from_y: int = 616,
+        bars_from_y: int = 3000,
-        do_ds: bool = True,
 
     ) -> None:
         '''
@@ -929,11 +920,8 @@ class ChartPlotWidget(pg.PlotWidget):
             max=end,
             padding=0,
         )
-
-        if do_ds:
         self.view.maybe_downsample_graphics()
         view._set_yrange()
-
         try:
             self.linked.graphics_cycle()
         except IndexError:
@@ -1267,6 +1255,7 @@ class ChartPlotWidget(pg.PlotWidget):
         If ``bars_range`` is provided use that range.
 
         '''
+        # print(f'Chart[{self.name}].maxmin()')
         profiler = pg.debug.Profiler(
             msg=f'`{str(self)}.maxmin(name={name})`: `{self.name}`',
             disabled=not pg_profile_enabled(),
@@ -1298,18 +1287,11 @@ class ChartPlotWidget(pg.PlotWidget):
 
             key = round(lbar), round(rbar)
             res = flow.maxmin(*key)
-
+            if res == (None, None):
-            if (
+                log.error(
-                res is None
-            ):
-                log.warning(
                     f"{flow_key} no mxmn for bars_range => {key} !?"
                 )
                 res = 0, 0
-                if not self._on_screen:
-                    self.default_view(do_ds=False)
-                    self._on_screen = True
 
         profiler(f'yrange mxmn: {key} -> {res}')
-        # print(f'{flow_key} yrange mxmn: {key} -> {res}')
         return res

piker/ui/_compression.py

@@ -223,20 +223,14 @@ def ds_m4(
     assert frames >= (xrange / uppx)
 
     # call into ``numba``
-    (
+    nb, i_win, y_out = _m4(
-        nb,
-        x_out,
-        y_out,
-        ymn,
-        ymx,
-    ) = _m4(
         x,
         y,
 
         frames,
 
         # TODO: see func below..
-        # x_out,
+        # i_win,
         # y_out,
 
         # first index in x data to start at
@@ -249,11 +243,10 @@ def ds_m4(
     # filter out any overshoot in the input allocation arrays by
     # removing zero-ed tail entries which should start at a certain
     # index.
-    x_out = x_out[x_out != 0]
+    i_win = i_win[i_win != 0]
-    y_out = y_out[:x_out.size]
+    y_out = y_out[:i_win.size]
 
-    # print(f'M4 output ymn, ymx: {ymn},{ymx}')
+    return nb, i_win, y_out
-    return nb, x_out, y_out, ymn, ymx
 
 
 @jit(
@@ -267,8 +260,8 @@ def _m4(
 
     frames: int,
 
-    # TODO: using this approach, having the ``.zeros()`` alloc lines
+    # TODO: using this approach by having the ``.zeros()`` alloc lines
-    # below in pure python, there were segs faults and alloc crashes..
+    # below, in put python was causing segs faults and alloc crashes..
     # we might need to see how it behaves with shm arrays and consider
     # allocating them once at startup?
 
@@ -281,22 +274,14 @@ def _m4(
     x_start: int,
     step: float,
 
-) -> tuple[
+) -> int:
-    int,
+    # nbins = len(i_win)
-    np.ndarray,
+    # count = len(xs)
-    np.ndarray,
-    float,
-    float,
-]:
-    '''
-    Implementation of the m4 algorithm in ``numba``:
-    http://www.vldb.org/pvldb/vol7/p797-jugel.pdf
 
-    '''
     # these are pre-allocated and mutated by ``numba``
     # code in-place.
     y_out = np.zeros((frames, 4), ys.dtype)
-    x_out = np.zeros(frames, xs.dtype)
+    i_win = np.zeros(frames, xs.dtype)
 
     bincount = 0
     x_left = x_start
@@ -310,34 +295,24 @@ def _m4(
 
     # set all bins in the left-most entry to the starting left-most x value
     # (aka a row broadcast).
-    x_out[bincount] = x_left
+    i_win[bincount] = x_left
     # set all y-values to the first value passed in.
     y_out[bincount] = ys[0]
 
-    # full input y-data mx and mn
-    mx: float = -np.inf
-    mn: float = np.inf
-
-    # compute OHLC style max / min values per window sized x-frame.
     for i in range(len(xs)):
-
         x = xs[i]
         y = ys[i]
-
         if x < x_left + step:   # the current window "step" is [bin, bin+1)
-            ymn = y_out[bincount, 1] = min(y, y_out[bincount, 1])
+            y_out[bincount, 1] = min(y, y_out[bincount, 1])
-            ymx = y_out[bincount, 2] = max(y, y_out[bincount, 2])
+            y_out[bincount, 2] = max(y, y_out[bincount, 2])
             y_out[bincount, 3] = y
-            mx = max(mx, ymx)
-            mn = min(mn, ymn)
-
         else:
             # Find the next bin
             while x >= x_left + step:
                 x_left += step
 
             bincount += 1
-            x_out[bincount] = x_left
+            i_win[bincount] = x_left
             y_out[bincount] = y
 
-    return bincount, x_out, y_out, mn, mx
+    return bincount, i_win, y_out

piker/ui/_display.py

@@ -105,10 +105,6 @@ def chart_maxmin(
     mn, mx = out
 
     mx_vlm_in_view = 0
-
-    # TODO: we need to NOT call this to avoid a manual
-    # np.max/min trigger and especially on the vlm_chart
-    # flows which aren't shown.. like vlm?
     if vlm_chart:
         out = vlm_chart.maxmin()
         if out:
@@ -136,16 +132,16 @@ class DisplayState:
     # high level chart handles
     linked: LinkedSplits
     chart: ChartPlotWidget
+    vlm_chart: ChartPlotWidget
 
     # axis labels
     l1: L1Labels
     last_price_sticky: YAxisLabel
+    vlm_sticky: YAxisLabel
 
     # misc state tracking
     vars: dict[str, Any]
 
-    vlm_chart: Optional[ChartPlotWidget] = None
-    vlm_sticky: Optional[YAxisLabel] = None
     wap_in_history: bool = False
 
 
@@ -185,6 +181,9 @@ async def graphics_update_loop(
         *ohlcv.array[-1][['index', 'close']]
     )
 
+    if vlm_chart:
+        vlm_sticky = vlm_chart._ysticks['volume']
+
     maxmin = partial(
         chart_maxmin,
         chart,
@@ -223,9 +222,33 @@ async def graphics_update_loop(
     tick_margin = 3 * tick_size
 
     chart.show()
+    # view = chart.view
     last_quote = time.time()
     i_last = ohlcv.index
 
+    # async def iter_drain_quotes():
+    #     # NOTE: all code below this loop is expected to be synchronous
+    #     # and thus draw instructions are not picked up jntil the next
+    #     # wait / iteration.
+    #     async for quotes in stream:
+    #         while True:
+    #             try:
+    #                 moar = stream.receive_nowait()
+    #             except trio.WouldBlock:
+    #                 yield quotes
+    #                 break
+    #             else:
+    #                 for sym, quote in moar.items():
+    #                     ticks_frame = quote.get('ticks')
+    #                     if ticks_frame:
+    #                         quotes[sym].setdefault(
+    #                             'ticks', []).extend(ticks_frame)
+    #                     print('pulled extra')
+
+    #                 yield quotes
+
+    # async for quotes in iter_drain_quotes():
+
     ds = linked.display_state = DisplayState(**{
         'quotes': {},
         'linked': linked,
@@ -233,6 +256,8 @@ async def graphics_update_loop(
         'ohlcv': ohlcv,
         'chart': chart,
         'last_price_sticky': last_price_sticky,
+        'vlm_chart': vlm_chart,
+        'vlm_sticky': vlm_sticky,
         'l1': l1,
 
         'vars': {
@@ -245,11 +270,6 @@ async def graphics_update_loop(
         }
     })
 
-    if vlm_chart:
-        vlm_sticky = vlm_chart._ysticks['volume']
-        ds.vlm_chart = vlm_chart
-        ds.vlm_sticky = vlm_sticky
-
     chart.default_view()
 
     # main real-time quotes update loop
@@ -273,7 +293,6 @@ async def graphics_update_loop(
 
         # chart isn't active/shown so skip render cycle and pause feed(s)
         if chart.linked.isHidden():
-            print('skipping update')
             chart.pause_all_feeds()
             continue
 
@@ -322,7 +341,7 @@ def graphics_update_cycle(
     for sym, quote in ds.quotes.items():
 
         # compute the first available graphic's x-units-per-pixel
-        uppx = chart.view.x_uppx()
+        uppx = vlm_chart.view.x_uppx()
 
         # NOTE: vlm may be written by the ``brokerd`` backend
         # event though a tick sample is not emitted.
@@ -397,8 +416,10 @@ def graphics_update_cycle(
             )
             or trigger_all
         ):
+            # TODO: we should track and compute whether the last
+            # pixel in a curve should show new data based on uppx
+            # and then iff update curves and shift?
             chart.increment_view(steps=i_diff)
-            # chart.increment_view(steps=i_diff + round(append_diff - uppx))
 
             if vlm_chart:
                 vlm_chart.increment_view(steps=i_diff)
@@ -456,6 +477,7 @@ def graphics_update_cycle(
         ):
             chart.update_graphics_from_flow(
                 chart.name,
+                # do_append=uppx < update_uppx,
                 do_append=do_append,
             )
 
@@ -786,10 +808,7 @@ async def display_symbol_data(
         async with trio.open_nursery() as ln:
 
             # if available load volume related built-in display(s)
-            if (
+            if has_vlm(ohlcv):
-                not symbol.broker_info[provider].get('no_vlm', False)
-                and has_vlm(ohlcv)
-            ):
                 vlm_chart = await ln.start(
                     open_vlm_displays,
                     linked,
@@ -824,9 +843,6 @@ async def display_symbol_data(
                     order_mode_started
                 )
             ):
-                if not vlm_chart:
-                    chart.default_view()
-
                 # let Qt run to render all widgets and make sure the
                 # sidepanes line up vertically.
                 await trio.sleep(0)

piker/ui/_editors.py

@@ -140,9 +140,9 @@ class LineEditor:
 
     ) -> LevelLine:
 
-        # staged_line = self._active_staged_line
+        staged_line = self._active_staged_line
-        # if not staged_line:
+        if not staged_line:
-        #     raise RuntimeError("No line is currently staged!?")
+            raise RuntimeError("No line is currently staged!?")
 
         # for now, until submission reponse arrives
         line.hide_labels()

piker/ui/_event.py

@@ -21,6 +21,7 @@ Qt event proxying and processing using ``trio`` mem chans.
 from contextlib import asynccontextmanager, AsyncExitStack
 from typing import Callable
 
+from pydantic import BaseModel
 import trio
 from PyQt5 import QtCore
 from PyQt5.QtCore import QEvent, pyqtBoundSignal
@@ -29,8 +30,6 @@ from PyQt5.QtWidgets import (
     QGraphicsSceneMouseEvent as gs_mouse,
 )
 
-from ..data.types import Struct
-
 
 MOUSE_EVENTS = {
     gs_mouse.GraphicsSceneMousePress,
@@ -44,10 +43,13 @@ MOUSE_EVENTS = {
 # TODO: maybe consider some constrained ints down the road?
 # https://pydantic-docs.helpmanual.io/usage/types/#constrained-types
 
-class KeyboardMsg(Struct):
+class KeyboardMsg(BaseModel):
     '''Unpacked Qt keyboard event data.
 
     '''
+    class Config:
+        arbitrary_types_allowed = True
+
     event: QEvent
     etype: int
     key: int
@@ -55,13 +57,16 @@ class KeyboardMsg(Struct):
     txt: str
 
     def to_tuple(self) -> tuple:
-        return tuple(self.to_dict().values())
+        return tuple(self.dict().values())
 
 
-class MouseMsg(Struct):
+class MouseMsg(BaseModel):
     '''Unpacked Qt keyboard event data.
 
     '''
+    class Config:
+        arbitrary_types_allowed = True
+
     event: QEvent
     etype: int
     button: int

piker/ui/_flows.py

@@ -337,7 +337,6 @@ class Flow(msgspec.Struct):  # , frozen=True):
     name: str
     plot: pg.PlotItem
     graphics: Union[Curve, BarItems]
-    yrange: tuple[float, float] = None
 
     # in some cases a flow may want to change its
     # graphical "type" or, "form" when downsampling,
@@ -387,11 +386,10 @@ class Flow(msgspec.Struct):  # , frozen=True):
         lbar: int,
         rbar: int,
 
-    ) -> Optional[tuple[float, float]]:
+    ) -> tuple[float, float]:
         '''
         Compute the cached max and min y-range values for a given
-        x-range determined by ``lbar`` and ``rbar`` or ``None``
+        x-range determined by ``lbar`` and ``rbar``.
-        if no range can be determined (yet).
 
         '''
         rkey = (lbar, rbar)
@@ -401,8 +399,9 @@ class Flow(msgspec.Struct):  # , frozen=True):
 
         shm = self.shm
         if shm is None:
-            return None
+            mxmn = None
 
+        else:  # new block for profiling?..
             arr = shm.array
 
             # build relative indexes into shm array
@@ -415,11 +414,7 @@ class Flow(msgspec.Struct):  # , frozen=True):
             ]
 
             if not slice_view.size:
-            return None
+                mxmn = None
-
-        elif self.yrange:
-            mxmn = self.yrange
-            # print(f'{self.name} M4 maxmin: {mxmn}')
 
             else:
                 if self.is_ohlc:
@@ -432,10 +427,9 @@ class Flow(msgspec.Struct):  # , frozen=True):
                     yhigh = np.max(view)
 
                 mxmn = ylow, yhigh
-            # print(f'{self.name} MANUAL maxmin: {mxmin}')
 
-        # cache result for input range
+            if mxmn is not None:
-        assert mxmn
+                # cache new mxmn result
                 self._mxmns[rkey] = mxmn
 
             return mxmn
@@ -634,13 +628,10 @@ class Flow(msgspec.Struct):  # , frozen=True):
             # source data so we clear our path data in prep
             # to generate a new one from original source data.
             new_sample_rate = True
+            showing_src_data = True
             should_ds = False
             should_redraw = True
 
-            showing_src_data = True
-            # reset yrange to be computed from source data
-            self.yrange = None
-
         # MAIN RENDER LOGIC:
         # - determine in view data and redraw on range change
         # - determine downsampling ops if needed
@@ -666,10 +657,6 @@ class Flow(msgspec.Struct):  # , frozen=True):
 
             **rkwargs,
         )
-        if showing_src_data:
-            # print(f"{self.name} SHOWING SOURCE")
-            # reset yrange to be computed from source data
-            self.yrange = None
 
         if not out:
             log.warning(f'{self.name} failed to render!?')
@@ -677,9 +664,6 @@ class Flow(msgspec.Struct):  # , frozen=True):
 
         path, data, reset = out
 
-        # if self.yrange:
-        #     print(f'flow {self.name} yrange from m4: {self.yrange}')
-
         # XXX: SUPER UGGGHHH... without this we get stale cache
         # graphics that don't update until you downsampler again..
         if reset:
@@ -1074,7 +1058,6 @@ class Renderer(msgspec.Struct):
         # xy-path data transform: convert source data to a format
         # able to be passed to a `QPainterPath` rendering routine.
         if not len(hist):
-            # XXX: this might be why the profiler only has exits?
             return
 
         x_out, y_out, connect = self.format_xy(
@@ -1161,14 +1144,11 @@ class Renderer(msgspec.Struct):
 
             elif should_ds and uppx > 1:
 
-                x_out, y_out, ymn, ymx = xy_downsample(
+                x_out, y_out = xy_downsample(
                     x_out,
                     y_out,
                     uppx,
                 )
-                self.flow.yrange = ymn, ymx
-                # print(f'{self.flow.name} post ds: ymn, ymx: {ymn},{ymx}')
-
                 reset = True
                 profiler(f'FULL PATH downsample redraw={should_ds}')
                 self._in_ds = True

piker/ui/_forms.py

@@ -619,7 +619,7 @@ class FillStatusBar(QProgressBar):
         # color: #19232D;
         # width: 10px;
 
-        self.setRange(0, int(slots))
+        self.setRange(0, slots)
         self.setValue(value)
 
 

piker/ui/_fsp.py

@@ -27,13 +27,12 @@ from itertools import cycle
 from typing import Optional, AsyncGenerator, Any
 
 import numpy as np
-import msgspec
+from pydantic import create_model
 import tractor
 import pyqtgraph as pg
 import trio
 from trio_typing import TaskStatus
 
-from piker.data.types import Struct
 from ._axes import PriceAxis
 from .._cacheables import maybe_open_context
 from ..calc import humanize
@@ -54,7 +53,7 @@ from ._forms import (
 from ..fsp._api import maybe_mk_fsp_shm, Fsp
 from ..fsp import cascade
 from ..fsp._volume import (
-    # tina_vwap,
+    tina_vwap,
     dolla_vlm,
     flow_rates,
 )
@@ -154,13 +153,12 @@ async def open_fsp_sidepane(
     )
 
     # https://pydantic-docs.helpmanual.io/usage/models/#dynamic-model-creation
-    FspConfig = msgspec.defstruct(
+    FspConfig = create_model(
-        "Point",
+        'FspConfig',
-        [('name', name)] + list(params.items()),
+        name=name,
-        bases=(Struct,),
+        **params,
     )
-    model = FspConfig(name=name, **params)
+    sidepane.model = FspConfig()
-    sidepane.model = model
 
     # just a logger for now until we get fsp configs up and running.
     async def settings_change(
@@ -442,9 +440,7 @@ class FspAdmin:
                         # if the chart isn't hidden try to update
                         # the data on screen.
                         if not self.linked.isHidden():
-                            log.debug(
+                            log.debug(f'Re-syncing graphics for fsp: {ns_path}')
-                                f'Re-syncing graphics for fsp: {ns_path}'
-                            )
                             self.linked.graphics_cycle(
                                 trigger_all=True,
                                 prepend_update_index=info['first'],
@@ -473,10 +469,9 @@ class FspAdmin:
             target=target,
             readonly=True,
         )
-        self._flow_registry[(
+        self._flow_registry[
-            self.src_shm._token,
+            (self.src_shm._token, target.name)
-            target.name
+        ] = dst_shm._token
-        )] = dst_shm._token
 
         # if not opened:
         #     raise RuntimeError(
@@ -644,25 +639,20 @@ async def open_vlm_displays(
             names: list[str],
 
         ) -> tuple[float, float]:
-            '''
-            Flows "group" maxmin loop; assumes all named flows
-            are in the same co-domain and thus can be sorted
-            as one set.
 
-            Iterates all the named flows and calls the chart
-            api to find their range values and return.
-
-            TODO: really we should probably have a more built-in API
-            for this?
-
-            '''
             mx = 0
             for name in names:
-                ymn, ymx = chart.maxmin(name=name)
+
-                mx = max(mx, ymx)
+                mxmn = chart.maxmin(name=name)
+                if mxmn:
+                    ymax = mxmn[1]
+                    if ymax > mx:
+                        mx = ymax
 
             return 0, mx
 
+        chart.view.maxmin = partial(multi_maxmin, names=['volume'])
+
         # TODO: fix the x-axis label issue where if you put
         # the axis on the left it's totally not lined up...
         # show volume units value on LHS (for dinkus)
@@ -786,7 +776,6 @@ async def open_vlm_displays(
 
             ) -> None:
                 for name in names:
-
                     if 'dark' in name:
                         color = dark_vlm_color
                     elif 'rate' in name:

piker/ui/_interaction.py

@@ -923,7 +923,6 @@ class ChartView(ViewBox):
                     # XXX: super important to be aware of this.
                     # or not flow.graphics.isVisible()
                 ):
-                    # print(f'skipping {flow.name}')
                     continue
 
                 # pass in no array which will read and render from the last

piker/ui/_orm.py

@@ -22,9 +22,12 @@ from __future__ import annotations
 from typing import (
     Optional, Generic,
     TypeVar, Callable,
+    Literal,
 )
+import enum
+import sys
 
-# from pydantic import BaseModel, validator
+from pydantic import BaseModel, validator
 from pydantic.generics import GenericModel
 from PyQt5.QtWidgets import (
     QWidget,
@@ -35,7 +38,6 @@ from ._forms import (
     # FontScaledDelegate,
     Edit,
 )
-from ..data.types import Struct
 
 
 DataType = TypeVar('DataType')
@@ -60,7 +62,7 @@ class Selection(Field[DataType], Generic[DataType]):
     options: dict[str, DataType]
     # value: DataType = None
 
-    # @validator('value')  # , always=True)
+    @validator('value')  # , always=True)
     def set_value_first(
         cls,
 
@@ -98,7 +100,7 @@ class Edit(Field[DataType], Generic[DataType]):
     widget_factory = Edit
 
 
-class AllocatorPane(Struct):
+class AllocatorPane(BaseModel):
 
     account = Selection[str](
         options=dict.fromkeys(

piker/ui/_pathops.py

@@ -49,17 +49,12 @@ def xy_downsample(
 
     x_spacer: float = 0.5,
 
-) -> tuple[
+) -> tuple[np.ndarray, np.ndarray]:
-    np.ndarray,
-    np.ndarray,
-    float,
-    float,
-]:
 
     # downsample whenever more then 1 pixels per datum can be shown.
     # always refresh data bounds until we get diffing
     # working properly, see above..
-    bins, x, y, ymn, ymx = ds_m4(
+    bins, x, y = ds_m4(
         x,
         y,
         uppx,
@@ -72,7 +67,7 @@ def xy_downsample(
     )).flatten()
     y = y.flatten()
 
-    return x, y, ymn, ymx
+    return x, y
 
 
 @njit(

piker/ui/_position.py

@@ -19,7 +19,6 @@ Position info and display
 
 """
 from __future__ import annotations
-from copy import copy
 from dataclasses import dataclass
 from functools import partial
 from math import floor, copysign
@@ -106,8 +105,8 @@ async def update_pnl_from_feed(
                             # compute and display pnl status
                             order_mode.pane.pnl_label.format(
                                 pnl=copysign(1, size) * pnl(
-                                    # live.ppu,
+                                    # live.avg_price,
-                                    order_mode.current_pp.live_pp.ppu,
+                                    order_mode.current_pp.live_pp.avg_price,
                                     tick['price'],
                                 ),
                             )
@@ -357,7 +356,7 @@ class SettingsPane:
             # last historical close price
             last = feed.shm.array[-1][['close']][0]
             pnl_value = copysign(1, size) * pnl(
-                tracker.live_pp.ppu,
+                tracker.live_pp.avg_price,
                 last,
             )
 
@@ -477,7 +476,7 @@ class PositionTracker:
 
         self.alloc = alloc
         self.startup_pp = startup_pp
-        self.live_pp = copy(startup_pp)
+        self.live_pp = startup_pp.copy()
 
         view = chart.getViewBox()
 
@@ -557,7 +556,7 @@ class PositionTracker:
         pp = position or self.live_pp
 
         self.update_line(
-            pp.ppu,
+            pp.avg_price,
             pp.size,
             self.chart.linked.symbol.lot_size_digits,
         )
@@ -571,7 +570,7 @@ class PositionTracker:
             self.hide()
 
         else:
-            self._level_marker.level = pp.ppu
+            self._level_marker.level = pp.avg_price
 
             # these updates are critical to avoid lag on view/scene changes
             self._level_marker.update()  # trigger paint

piker/ui/order_mode.py

@@ -27,20 +27,20 @@ import time
 from typing import Optional, Dict, Callable, Any
 import uuid
 
+from pydantic import BaseModel
 import tractor
 import trio
 from PyQt5.QtCore import Qt
 
 from .. import config
-from ..pp import Position
 from ..clearing._client import open_ems, OrderBook
 from ..clearing._allocate import (
     mk_allocator,
+    Position,
 )
 from ._style import _font
 from ..data._source import Symbol
 from ..data.feed import Feed
-from ..data.types import Struct
 from ..log import get_logger
 from ._editors import LineEditor, ArrowEditor
 from ._lines import order_line, LevelLine
@@ -49,23 +49,17 @@ from ._position import (
     SettingsPane,
 )
 from ._forms import FieldsForm
+# from ._label import FormatLabel
 from ._window import MultiStatus
-from ..clearing._messages import (
+from ..clearing._messages import Order, BrokerdPosition
-    Order,
-    Status,
-    # BrokerdOrder,
-    # BrokerdStatus,
-    BrokerdPosition,
-)
 from ._forms import open_form_input_handling
 
 
 log = get_logger(__name__)
 
 
-class Dialog(Struct):
+class OrderDialog(BaseModel):
-    '''
+    '''Trade dialogue meta-data describing the lifetime
-    Trade dialogue meta-data describing the lifetime
     of an order submission to ``emsd`` from a chart.
 
     '''
@@ -78,6 +72,10 @@ class Dialog(Struct):
     msgs: dict[str, dict] = {}
     fills: Dict[str, Any] = {}
 
+    class Config:
+        arbitrary_types_allowed = True
+        underscore_attrs_are_private = False
+
 
 def on_level_change_update_next_order_info(
 
@@ -89,8 +87,7 @@ def on_level_change_update_next_order_info(
     tracker: PositionTracker,
 
 ) -> None:
-    '''
+    '''A callback applied for each level change to the line
-    A callback applied for each level change to the line
     which will recompute the order size based on allocator
     settings. this is assigned inside
     ``OrderMode.line_from_order()``
@@ -146,7 +143,7 @@ class OrderMode:
     current_pp: Optional[PositionTracker] = None
     active: bool = False
     name: str = 'order'
-    dialogs: dict[str, Dialog] = field(default_factory=dict)
+    dialogs: dict[str, OrderDialog] = field(default_factory=dict)
 
     _colors = {
         'alert': 'alert_yellow',
@@ -157,7 +154,10 @@ class OrderMode:
 
     def line_from_order(
         self,
+
         order: Order,
+        symbol: Symbol,
+
         **line_kwargs,
 
     ) -> LevelLine:
@@ -175,8 +175,8 @@ class OrderMode:
             color=self._colors[order.action],
 
             dotted=True if (
-                order.exec_mode == 'dark'
+                order.exec_mode == 'dark' and
-                and order.action != 'alert'
+                order.action != 'alert'
             ) else False,
 
             **line_kwargs,
@@ -238,6 +238,7 @@ class OrderMode:
 
         line = self.line_from_order(
             order,
+            symbol,
 
             show_markers=True,
             # just for the stage line to avoid
@@ -263,28 +264,28 @@ class OrderMode:
 
     def submit_order(
         self,
-        send_msg: bool = True,
-        order: Optional[Order] = None,
 
-    ) -> Dialog:
+    ) -> OrderDialog:
-        '''
+        '''Send execution order to EMS return a level line to
-        Send execution order to EMS return a level line to
         represent the order on a chart.
 
         '''
-        if not order:
         staged = self._staged_order
+        symbol: Symbol = staged.symbol
         oid = str(uuid.uuid4())
-            # symbol: Symbol = staged.symbol
 
         # format order data for ems
-            order = staged.copy()
+        fqsn = symbol.front_fqsn()
-            order.oid = oid
+        order = staged.copy(
-
+            update={
-        order.symbol = order.symbol.front_fqsn()
+                'symbol': fqsn,
+                'oid': oid,
+            }
+        )
 
         line = self.line_from_order(
             order,
+            symbol,
 
             show_markers=True,
             only_show_markers_on_hover=True,
@@ -302,17 +303,17 @@ class OrderMode:
         # color once the submission ack arrives.
         self.lines.submit_line(
             line=line,
-            uuid=order.oid,
+            uuid=oid,
         )
 
-        dialog = Dialog(
+        dialog = OrderDialog(
-            uuid=order.oid,
+            uuid=oid,
             order=order,
-            symbol=order.symbol,
+            symbol=symbol,
             line=line,
             last_status_close=self.multistatus.open_status(
-                f'submitting {order.exec_mode}-{order.action}',
+                f'submitting {self._trigger_type}-{order.action}',
-                final_msg=f'submitted {order.exec_mode}-{order.action}',
+                final_msg=f'submitted {self._trigger_type}-{order.action}',
                 clear_on_next=True,
             )
         )
@@ -322,21 +323,14 @@ class OrderMode:
 
         # enter submission which will be popped once a response
         # from the EMS is received to move the order to a different# status
-        self.dialogs[order.oid] = dialog
+        self.dialogs[oid] = dialog
 
         # hook up mouse drag handlers
         line._on_drag_start = self.order_line_modify_start
         line._on_drag_end = self.order_line_modify_complete
 
         # send order cmd to ems
-        if send_msg:
         self.book.send(order)
-        else:
-            # just register for control over this order
-            # TODO: some kind of mini-perms system here based on
-            # an out-of-band tagging/auth sub-sys for multiplayer
-            # order control?
-            self.book._sent_orders[order.oid] = order
 
         return dialog
 
@@ -374,7 +368,7 @@ class OrderMode:
         self,
         uuid: str
 
-    ) -> Dialog:
+    ) -> OrderDialog:
         '''
         Order submitted status event handler.
 
@@ -429,7 +423,7 @@ class OrderMode:
         self,
 
         uuid: str,
-        msg: Status,
+        msg: Dict[str, Any],
 
     ) -> None:
 
@@ -453,7 +447,7 @@ class OrderMode:
 
                 # TODO: add in standard fill/exec info that maybe we
                 # pack in a broker independent way?
-                f'{msg.resp}: {msg.req.price}',
+                f'{msg["resp"]}: {msg["trigger_price"]}',
             ],
         )
         log.runtime(result)
@@ -513,7 +507,7 @@ class OrderMode:
                     oid = dialog.uuid
 
                     cancel_status_close = self.multistatus.open_status(
-                        f'cancelling order {oid}',
+                        f'cancelling order {oid[:6]}',
                         group_key=key,
                     )
                     dialog.last_status_close = cancel_status_close
@@ -523,45 +517,6 @@ class OrderMode:
 
         return ids
 
-    def load_unknown_dialog_from_msg(
-        self,
-        msg: Status,
-
-    ) -> Dialog:
-
-        # NOTE: the `.order` attr **must** be set with the
-        # equivalent order msg in order to be loaded.
-        order = Order(**msg.req)
-        oid = str(msg.oid)
-        symbol = order.symbol
-
-        # TODO: MEGA UGGG ZONEEEE!
-        src = msg.src
-        if (
-            src
-            and src != 'dark'
-            and src not in symbol
-        ):
-            fqsn = symbol + '.' + src
-            brokername = src
-        else:
-            fqsn = symbol
-            *head, brokername = fqsn.rsplit('.')
-
-        # fill out complex fields
-        order.oid = str(order.oid)
-        order.brokers = [brokername]
-        order.symbol = Symbol.from_fqsn(
-            fqsn=fqsn,
-            info={},
-        )
-        dialog = self.submit_order(
-            send_msg=False,
-            order=order,
-        )
-        assert self.dialogs[oid] == dialog
-        return dialog
-
 
 @asynccontextmanager
 async def open_order_mode(
@@ -599,7 +554,6 @@ async def open_order_mode(
             trades_stream,
             position_msgs,
             brokerd_accounts,
-            ems_dialog_msgs,
         ),
         trio.open_nursery() as tn,
 
@@ -623,9 +577,9 @@ async def open_order_mode(
             providers=symbol.brokers
         )
 
-        # XXX: ``brokerd`` delivers a set of account names that it
+        # XXX: ``brokerd`` delivers a set of account names that it allows
-        # allows use of but the user also can define the accounts they'd
+        # use of but the user also can define the accounts they'd like
-        # like to use, in order, in their `brokers.toml` file.
+        # to use, in order, in their `brokers.toml` file.
         accounts = {}
         for name in brokerd_accounts:
             # ensure name is in ``brokers.toml``
@@ -638,21 +592,10 @@ async def open_order_mode(
             iter(accounts.keys())
         ) if accounts else 'paper'
 
-        # Pack position messages by account, should only be one-to-one.
         # NOTE: requires the backend exactly specifies
         # the expected symbol key in its positions msg.
-        pps_by_account = {}
+        pp_msgs = position_msgs.get(symkey, ())
-        for (broker, acctid), msgs in position_msgs.items():
+        pps_by_account = {msg['account']: msg for msg in pp_msgs}
-            for msg in msgs:
-
-                sym = msg['symbol']
-                if (
-                    (sym == symkey) or (
-                        # mega-UGH, i think we need to fix the FQSN
-                        # stuff sooner then later..
-                        sym == symkey.removesuffix(f'.{broker}'))
-                ):
-                    pps_by_account[acctid] = msg
 
         # update pp trackers with data relayed from ``brokerd``.
         for account_name in accounts:
@@ -661,10 +604,7 @@ async def open_order_mode(
             startup_pp = Position(
                 symbol=symbol,
                 size=0,
-                ppu=0,
+                avg_price=0,
-
-                # XXX: BLEH, do we care about this on the client side?
-                bsuid=symbol,
             )
             msg = pps_by_account.get(account_name)
             if msg:
@@ -754,7 +694,7 @@ async def open_order_mode(
         order_pane.order_mode = mode
 
         # select a pp to track
-        tracker: PositionTracker = trackers[pp_account]
+        tracker = trackers[pp_account]
         mode.current_pp = tracker
         tracker.show()
         tracker.hide_info()
@@ -806,61 +746,38 @@ async def open_order_mode(
             # to handle input since the ems connection is ready
             started.set()
 
-            for oid, msg in ems_dialog_msgs.items():
-
-                # HACK ALERT: ensure a resp field is filled out since
-                # techincally the call below expects a ``Status``. TODO:
-                # parse into proper ``Status`` equivalents ems-side?
-                # msg.setdefault('resp', msg['broker_details']['resp'])
-                # msg.setdefault('oid', msg['broker_details']['oid'])
-                msg['brokerd_msg'] = msg
-
-                await process_trade_msg(
-                    mode,
-                    book,
-                    msg,
-                )
-
             tn.start_soon(
                 process_trades_and_update_ui,
-                trades_stream,
+                tn,
+                feed,
                 mode,
+                trades_stream,
                 book,
             )
-
             yield mode
 
 
 async def process_trades_and_update_ui(
 
-    trades_stream: tractor.MsgStream,
+    n: trio.Nursery,
+    feed: Feed,
     mode: OrderMode,
+    trades_stream: tractor.MsgStream,
     book: OrderBook,
 
 ) -> None:
 
+    get_index = mode.chart.get_index
+    global _pnl_tasks
+
     # this is where we receive **back** messages
     # about executions **from** the EMS actor
     async for msg in trades_stream:
-        await process_trade_msg(
-            mode,
-            book,
-            msg,
-        )
 
-
-async def process_trade_msg(
-    mode: OrderMode,
-    book: OrderBook,
-    msg: dict,
-
-) -> tuple[Dialog, Status]:
-
-    get_index = mode.chart.get_index
         fmsg = pformat(msg)
-    log.debug(f'Received order msg:\n{fmsg}')
+        log.info(f'Received order msg:\n{fmsg}')
-    name = msg['name']
 
+        name = msg['name']
         if name in (
             'position',
         ):
@@ -868,11 +785,15 @@ async def process_trade_msg(
             pp_msg_symbol = msg['symbol'].lower()
             fqsn = sym.front_fqsn()
             broker, key = sym.front_feed()
+            # print(
+            #     f'pp msg symbol: {pp_msg_symbol}\n',
+            #     f'fqsn: {fqsn}\n',
+            #     f'front key: {key}\n',
+            # )
+
             if (
-            pp_msg_symbol == fqsn
+                pp_msg_symbol == fqsn.replace(f'.{broker}', '')
-            or pp_msg_symbol == fqsn.removesuffix(f'.{broker}')
             ):
-            log.info(f'{fqsn} matched pp msg: {fmsg}')
                 tracker = mode.trackers[msg['account']]
                 tracker.live_pp.update_from_msg(msg)
                 # update order pane widgets
@@ -885,102 +806,84 @@ async def process_trade_msg(
 
             # short circuit to next msg to avoid
             # unnecessary msg content lookups
-        return
+            continue
 
-    msg = Status(**msg)
+        resp = msg['resp']
-    resp = msg.resp
+        oid = msg['oid']
-    oid = msg.oid
-    dialog: Dialog = mode.dialogs.get(oid)
 
-    match msg:
+        dialog = mode.dialogs.get(oid)
-        case Status(resp='dark_open' | 'open'):
+        if dialog is None:
+            log.warning(f'received msg for untracked dialog:\n{fmsg}')
+
+            # TODO: enable pure tracking / mirroring of dialogs
+            # is desired.
+            continue
+
+        # record message to dialog tracking
+        dialog.msgs[oid] = msg
+
+        # response to 'action' request (buy/sell)
+        if resp in (
+            'dark_submitted',
+            'broker_submitted'
+        ):
 
-            if dialog is not None:
             # show line label once order is live
             mode.on_submit(oid)
 
-            else:
+        # resp to 'cancel' request or error condition
-                log.warning(
+        # for action request
-                    f'received msg for untracked dialog:\n{fmsg}'
+        elif resp in (
-                )
+            'broker_cancelled',
-                assert msg.resp in ('open', 'dark_open'), f'Unknown msg: {msg}'
+            'broker_inactive',
-
+            'broker_errored',
-                sym = mode.chart.linked.symbol
+            'dark_cancelled'
-                fqsn = sym.front_fqsn()
-                order = Order(**msg.req)
-                if (
-                    ((order.symbol + f'.{msg.src}') == fqsn)
-
-                    # a existing dark order for the same symbol
-                    or (
-                        order.symbol == fqsn
-                        and (msg.src == 'dark') or (msg.src in fqsn)
-                    )
         ):
-                    dialog = mode.load_unknown_dialog_from_msg(msg)
-                    mode.on_submit(oid)
-                    # return dialog, msg
-
-        case Status(resp='error'):
             # delete level line from view
             mode.on_cancel(oid)
-            broker_msg = msg.brokerd_msg
+            broker_msg = msg['brokerd_msg']
-            log.error(
+            log.warning(f'Order {oid} failed with:\n{pformat(broker_msg)}')
-                f'Order {oid}->{resp} with:\n{pformat(broker_msg)}'
-            )
 
-        case Status(resp='canceled'):
+        elif resp in (
-            # delete level line from view
+            'dark_triggered'
-            mode.on_cancel(oid)
-            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(
+        elif resp in (
-            resp='triggered',
+            'alert_triggered'
-            # req=Order(exec_mode='live', action='alert') as req, # TODO
-            req={'exec_mode': 'live', 'action': 'alert'} as req,
         ):
             # 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,
+                price=msg['trigger_price'],
                 arrow_index=get_index(time.time()),
             )
             mode.lines.remove_line(uuid=oid)
-            msg.req = req
             await mode.on_exec(oid, msg)
 
-        # response to completed 'dialog' for order request
+        # response to completed 'action' request for buy/sell
-        case Status(
+        elif resp in (
-            resp='closed',
+            'broker_executed',
-            # req=Order() as req,  # TODO
-            req=req,
         ):
-            msg.req = Order(**req)
+            # right now this is just triggering a system alert
             await mode.on_exec(oid, msg)
+
+            if msg['brokerd_msg']['remaining'] == 0:
                 mode.lines.remove_line(uuid=oid)
 
         # each clearing tick is responded individually
-        case Status(resp='fill'):
+        elif resp in (
+            'broker_filled',
+        ):
 
-            # 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
+            details = msg['brokerd_msg']
 
             # TODO: some kinda progress system
             mode.on_fill(
@@ -995,9 +898,3 @@ async def process_trade_msg(
             # TODO: how should we look this up?
             # tracker = mode.trackers[msg['account']]
             # tracker.live_pp.fills.append(msg)
-
-    # record message to dialog tracking
-    if dialog:
-        dialog.msgs[oid] = msg
-
-    return dialog, msg

setup.py

@@ -41,17 +41,17 @@ setup(
     },
     install_requires=[
         'toml',
-        'tomli',  # fastest pure py reader
         'click',
         'colorlog',
         'attrs',
         'pygments',
         'colorama',  # numba traceback coloring
-        'msgspec',  # performant IPC messaging and structs
+        'pydantic',  # structured data
 
         # async
         'trio',
         'trio-websocket',
+        'msgspec',  # performant IPC messaging
         'async_generator',
 
         # from github currently (see requirements.txt)